The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
|
UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
|
||||||||||||||||
| 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 | 13,591 | 2,785,000 | SH | SOLE | 2,785,000 | 0 | 0 | ||
| AMERICAN CAPITAL AGENCY | COM | 00123Q104 | 7,470 | 370,000 | SH | SOLE | 370,000 | 0 | 0 | ||
| ANNALY CAPITAL MANAGEMENT INC | COM | 035710409 | 5,740 | 483,000 | SH | SOLE | 483,000 | 0 | 0 | ||
| ARES CAPITAL CORP | COM | 04010L103 | 9,794 | 623,000 | SH | SOLE | 623,000 | 0 | 0 | ||
| ARMOUR RESIDENTIAL REIT | COM | 042315507 | 508 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
| BROOKFIELD REAL ASSETS INCOME | COM | 112830104 | 403 | 17,000 | SH | SOLE | 17,000 | 0 | 0 | ||
| CAPSTEAD MORTGAGE CORP | COM | 14067E506 | 4,093 | 473,000 | SH | SOLE | 473,000 | 0 | 0 | ||
| CHIMERA INVESTMENT CORP | COM | 16934Q208 | 7,013 | 379,000 | SH | SOLE | 379,000 | 0 | 0 | ||
| COLONY NORTHSTAR INC CLASS A | COM | 19625W104 | 4,027 | 353,000 | SH | SOLE | 353,000 | 0 | 0 | ||
| DOUBLELINE INCOME SOLUTIONS FUND | COM | 258622109 | 4,765 | 236,000 | SH | SOLE | 236,000 | 0 | 0 | ||
| GRANITE POINT MORTGAGE TRUST | COM | 38741L107 | 504 | 28,000 | SH | SOLE | 28,000 | 0 | 0 | ||
| MORGAN STANLEY EMERGING MARK | COM | 617477104 | 11,906 | 1,546,000 | SH | SOLE | 1,546,000 | 0 | 0 | ||
| NEW RESIDENTAL INVESTMENT | COM | 64828T201 | 10,771 | 602,000 | SH | SOLE | 602,000 | 0 | 0 | ||
| PIMCO DYNAMIC INCOME FUND | COM | 72201Y101 | 2,544 | 85,000 | SH | SOLE | 85,000 | 0 | 0 | ||
| PROSPECT CAPITAL CORP | COM | 74348T102 | 2,548 | 378,000 | SH | SOLE | 378,000 | 0 | 0 | ||
| PRUDENTIAL GL SH DUR HI YLD | COM | 74433A109 | 2,382 | 165,000 | SH | SOLE | 165,000 | 0 | 0 | ||
| STARWOOD PROPERTY TRUST | COM | 85571B105 | 1,923 | 90,000 | SH | SOLE | 90,000 | 0 | 0 | ||
| TWO HARBORS INVESTMENT CORP | COM | 90187B101 | 2,439 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
| WESTERN ASSET EMERGING MARKET | COM | 95766A101 | 6,242 | 401,000 | SH | SOLE | 401,000 | 0 | 0 | ||