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 |
| AMERICAN CAPITAL AGENCY CORP | COM | 02503X105 | 16,998 | 778,644 | SH | SOLE | 1 | 778,644 | 0 | 0 | |
| AMERICAN RLTY CAP PPTYS INC | COM | 02917T104 | 46,428 | 5,130,180 | SH | SOLE | 1 | 5,130,180 | 0 | 0 | |
| ANWORTH MORTGAGE ASSET CP | COM | 037347101 | 21,228 | 4,043,400 | SH | SOLE | 1 | 4,043,400 | 0 | 0 | |
| ARES CAP CORP | COM | 04010L103 | 39,824 | 2,552,806 | SH | SOLE | 1 | 2,552,806 | 0 | 0 | |
| ARES COML REAL ESTATE CORP | COM | 04013V108 | 16,858 | 1,469,769 | SH | SOLE | 1 | 1,469,769 | 0 | 0 | |
| ARVINMERITOR INC | FRNT 4.000% 2/1 | 043353AH4 | 268 | 250,000 | SH | SOLE | 1 | 250,000 | 0 | 0 | |
| BROOKFIELD TOTAL RETURN FD I | COM | 11283U108 | 274 | 11,250 | SH | SOLE | 1 | 11,250 | 0 | 0 | |
| DYNEX CAP INC | COM NEW | 26817Q506 | 577 | 69,909 | SH | SOLE | 1 | 69,909 | 0 | 0 | |
| FIFTH STREET FINANCE CORP | COM | 31678A103 | 36,383 | 4,536,545 | SH | SOLE | 1 | 4,536,545 | 0 | 0 | |
| ISHARES | IBOXX HI YD ETF | 464288513 | 7,462 | 83,300 | SH | SOLE | 1 | 83,300 | 0 | 0 | |
| MARKWEST ENERGY PARTNERS L P | UNIT LTD PARTN | 570759100 | 14,032 | 208,900 | SH | SOLE | 1 | 208,900 | 0 | 0 | |
| PENNANTPARK INVT CORP | COM | 708062104 | 12,711 | 1,333,761 | SH | SOLE | 1 | 1,333,761 | 0 | 0 | |
| PENNYMAC MTG INVT TR | COM | 70931T103 | 54,517 | 2,584,959 | SH | SOLE | 1 | 2,584,959 | 0 | 0 | |
| POWERSHARES ETF TRUST II | SENIOR LN PORT | 73936Q769 | 6,543 | 272,500 | SH | SOLE | 1 | 272,500 | 0 | 0 | |
| REGENCY ENERGY PARTNERS L P | COM UNITS L P | 75885Y107 | 41,674 | 1,735,683 | SH | SOLE | 1 | 1,735,683 | 0 | 0 | |
| TRAVELPORT WORLDWIDE LTD | SHS | G9019D104 | 268 | 14,881 | SH | SOLE | 1 | 14,881 | 0 | 0 | |
| TRIBUNE MEDIA CO | CL A | 896047503 | 202 | 3,386 | SH | SOLE | 1 | 3,386 | 0 | 0 | |
| TWO HBRS INVT CORP | COM | 90187B101 | 63,161 | 6,297,200 | SH | SOLE | 1 | 6,297,200 | 0 | 0 | |