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 | 34,100 | 1,721,344 | SH | SOLE | 1 | 1,721,344 | 0 | 0 | |
| ARES CAP CORP | COM | 04010L103 | 47,364 | 3,337,876 | SH | SOLE | 1 | 3,337,876 | 0 | 0 | |
| ARES COML REAL ESTATE CORP | COM | 04013V108 | 18,063 | 1,469,769 | SH | SOLE | 1 | 1,469,769 | 0 | 0 | |
| ARVINMERITOR INC | FRNT 4.000% 2/1 | 043353AH4 | 240 | 250,000 | SH | SOLE | 1 | 250,000 | 0 | 0 | |
| BARCLAYS PLC | NOTE 8.250%12/2 | 06738EAA3 | 1,222 | 1,250,000 | SH | SOLE | 1 | 1,250,000 | 0 | 0 | |
| BROOKFIELD TOTAL RETURN FD I | COM | 11283U108 | 254 | 11,250 | SH | SOLE | 1 | 11,250 | 0 | 0 | |
| DYNEX CAP INC | COM | 26817Q506 | 484 | 69,909 | SH | SOLE | 1 | 69,909 | 0 | 0 | |
| ENERGY TRANSFER PRTNRS L P | UNIT LTD PARTN | 29273R109 | 52,230 | 1,371,955 | SH | SOLE | 1 | 1,371,955 | 0 | 0 | |
| EXIDE TECHNOLOGIES | DEBT 7.000% 4/3 | 302051AU1 | 31 | 69,137 | SH | SOLE | 1 | 69,137 | 0 | 0 | |
| FIFTH STREET FINANCE CORP | COM | 31678A103 | 18,985 | 3,906,378 | SH | SOLE | 1 | 3,906,378 | 0 | 0 | |
| FS INVT CORP | COM | 302635107 | 5,366 | 594,200 | SH | SOLE | 1 | 594,200 | 0 | 0 | |
| GOLUB CAP BDC INC | COM | 38173M102 | 3,276 | 181,390 | SH | SOLE | 1 | 181,390 | 0 | 0 | |
| HERCULES OFFSHORE INC | COM | 427093307 | 23 | 16,595 | SH | SOLE | 1 | 16,595 | 0 | 0 | |
| ISHARES TR | IBOXX HI YD ETF | 464288513 | 25,413 | 300,000 | SH | SOLE | 1 | 300,000 | 0 | 0 | |
| NEW MEDIA INVT GROUP INC | COM | 64704V106 | 11,926 | 660,000 | SH | SOLE | 1 | 660,000 | 0 | 0 | |
| PENNANTPARK INVT CORP | COM | 708062104 | 12,532 | 1,837,526 | SH | SOLE | 1 | 1,837,526 | 0 | 0 | |
| PENNYMAC MTG INVT TR | COM | 70931T103 | 44,226 | 2,724,959 | SH | SOLE | 1 | 2,724,959 | 0 | 0 | |
| ROYAL BK OF SCOTLAND PLC | NOTE 8.000%12/3 | 780099CK1 | 187 | 200,000 | SH | SOLE | 1 | 200,000 | 0 | 0 | |
| ROYAL BK OF SCOTLAND PLC | DEBT 7.500%12/3 | 780099CJ4 | 183 | 200,000 | SH | SOLE | 1 | 200,000 | 0 | 0 | |
| TPG SPECIALTY LENDING INC | COM | 87265K102 | 18,946 | 1,142,719 | SH | SOLE | 1 | 1,142,719 | 0 | 0 | |
| TRAVELPORT WORLDWIDE LTD | SHS | G9019D104 | 192 | 14,881 | SH | SOLE | 1 | 14,881 | 0 | 0 | |
| TWO HBRS INVT CORP | COM | 90187B101 | 50,968 | 5,954,200 | SH | SOLE | 1 | 5,954,200 | 0 | 0 | |
| VEREIT INC | COM | 92339V100 | 41,737 | 4,120,180 | SH | SOLE | 1 | 4,120,180 | 0 | 0 | |