The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
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UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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| COLUMN 1 | COLUMN 2 | COLUMN 3 | COLUMN 4 | COLUMN 5 | COLUMN 6 | COLUMN 7 | COLUMN 8 | ||||
| VALUE | SHRS OR | SH/ | PUT/ | INVESTMENT | OTHER | VOTING AUTHORITY | |||||
| NAME OF ISSUER | TITLE OF CLASS | CUSIP | (x$1000) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
| ABERDEEN ASIA PAC INCOME FUND | COM | 003009107 | 13,925 | 2,785,000 | SH | SOLE | 2,785,000 | 0 | 0 | ||
| AIMMUNE THERAPEUTICS INC | COM | 00900T107 | 801 | 39,000 | SH | SOLE | 39,000 | 0 | 0 | ||
| AMERICAN CAPITAL AGENCY | COM | 00123Q104 | 9,106 | 428,000 | SH | SOLE | 428,000 | 0 | 0 | ||
| ANNALY CAPITAL MANAGEMENT INC | COM | 035710409 | 9,535 | 791,000 | SH | SOLE | 791,000 | 0 | 0 | ||
| ARES CAPITAL CORP | COM | 04010L103 | 8,026 | 490,000 | SH | SOLE | 490,000 | 0 | 0 | ||
| ARMOUR RESIDENTIAL REIT | COM | 042315507 | 494 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
| BLACKROCK RESOURCE & CO | COM | 09257A108 | 4,931 | 616,000 | SH | SOLE | 616,000 | 0 | 0 | ||
| BROOKFIELD REAL ASSETS INCOME | COM | 112830104 | 400 | 17,000 | SH | SOLE | 17,000 | 0 | 0 | ||
| CAPSTEAD MORTGAGE CORP | COM | 14067E506 | 4,333 | 415,000 | SH | SOLE | 415,000 | 0 | 0 | ||
| CHIMERA INVESTMENT CORP | COM | 16934Q208 | 4,974 | 267,000 | SH | SOLE | 267,000 | 0 | 0 | ||
| COLONY NORTHSTAR INC CLASS A | COM | 19625W104 | 4,973 | 353,000 | SH | SOLE | 353,000 | 0 | 0 | ||
| DOUBLELINE INCOME SOLUTIONS FUND | COM | 258622109 | 5,811 | 281,000 | SH | SOLE | 281,000 | 0 | 0 | ||
| INVESCO MORTGAGE CAPITAL | COM | 46131B100 | 1,582 | 95,000 | SH | SOLE | 95,000 | 0 | 0 | ||
| MORGAN STANLEY EMERGING MARK | COM | 617477104 | 15,912 | 2,007,000 | SH | SOLE | 2,007,000 | 0 | 0 | ||
| NEW RESIDENTAL INVESTMENT | COM | 64828T201 | 9,911 | 637,000 | SH | SOLE | 637,000 | 0 | 0 | ||
| PIMCO DYNAMIC CREDIT INCOME | COM | 72202D106 | 2,684 | 120,000 | SH | SOLE | 120,000 | 0 | 0 | ||
| PIMCO DYNAMIC INCOME FUND | COM | 72201Y101 | 2,555 | 85,000 | SH | SOLE | 85,000 | 0 | 0 | ||
| PRUDENTIAL GL SH DUR HI YLD | COM | 74433A109 | 2,456 | 165,000 | SH | SOLE | 165,000 | 0 | 0 | ||
| RANGE RESOURCES CORP | COM | 75281A109 | 364 | 16,000 | SH | SOLE | 16,000 | 0 | 0 | ||
| STARWOOD PROPERTY TRUST | COM | 85571B105 | 2,799 | 125,000 | SH | SOLE | 125,000 | 0 | 0 | ||
| TWO HARBORS INVESTMENT CORP | COM | 90187B101 | 1,982 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
| WESTERN ASSET EMERGING MARKET | COM | 95766A101 | 6,250 | 401,000 | SH | SOLE | 401,000 | 0 | 0 | ||