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 |
| AGNC INVT CORP | COM | 00123Q104 | 24,018 | 1,324,760 | SH | SOLE | 1 | 1,324,760 | 0 | 0 | |
| ARES CAP CORP | COM | 04010L103 | 57,787 | 3,502,247 | SH | SOLE | 1 | 3,502,247 | 0 | 0 | |
| ARES COML REAL ESTATE CORP | COM | 04013V108 | 20,180 | 1,469,769 | SH | SOLE | 1 | 1,469,769 | 0 | 0 | |
| ARVINMERITOR INC | FRNT 4.000% 2/1 | 043353AH4 | 255 | 250,000 | SH | SOLE | 1 | 250,000 | 0 | 0 | |
| BARCLAYS PLC | NOTE 8.250%12/3 | 06738EAA3 | 1,300 | 1,250,000 | SH | SOLE | 1 | 1,250,000 | 0 | 0 | |
| BROOKFIELD REAL ASSETS INCOM | SHS BEN INT | 112830104 | 240 | 10,780 | SH | SOLE | 1 | 10,780 | 0 | 0 | |
| DENBURY RES INC | COM NEW | 247916208 | 196 | 53,297 | SH | SOLE | 1 | 53,297 | 0 | 0 | |
| DYNEX CAP INC | COM NEW | 26817Q506 | 477 | 69,909 | SH | SOLE | 1 | 69,909 | 0 | 0 | |
| ENERGY TRANSFER PRTNRS L P | UNIT LTD PARTN | 29273R109 | 51,106 | 1,426,755 | SH | SOLE | 1 | 1,426,755 | 0 | 0 | |
| FIFTH STREET FINANCE CORP | COM | 31678A103 | 16,071 | 2,992,663 | SH | SOLE | 1 | 2,992,663 | 0 | 0 | |
| FS INVT CORP | COM | 302635107 | 6,091 | 594,200 | SH | SOLE | 1 | 594,200 | 0 | 0 | |
| GOLUB CAP BDC INC | COM | 38173M102 | 3,460 | 188,138 | SH | SOLE | 1 | 188,138 | 0 | 0 | |
| NEW MEDIA INVT GROUP INC | COM | 64704V106 | 10,553 | 660,000 | SH | SOLE | 1 | 660,000 | 0 | 0 | |
| PENNANTPARK INVT CORP | COM | 708062104 | 10,609 | 1,385,037 | SH | SOLE | 1 | 1,385,037 | 0 | 0 | |
| PENNYMAC MTG INVT TR | COM | 70931T103 | 44,608 | 2,724,959 | SH | SOLE | 1 | 2,724,959 | 0 | 0 | |
| ROYAL BK OF SCOTLAND PLC | NOTE 8.000%12/3 | 780099CK1 | 192 | 200,000 | SH | SOLE | 1 | 200,000 | 0 | 0 | |
| ROYAL BK OF SCOTLAND PLC | DEBT 7.500%12/3 | 780099CJ4 | 190 | 200,000 | SH | SOLE | 1 | 200,000 | 0 | 0 | |
| ROYAL BK SCOTLAND GROUP PLC | NOTE 8.625%12/3 | 780097BB6 | 204 | 200,000 | SH | SOLE | 1 | 200,000 | 0 | 0 | |
| TPG SPECIALTY LENDING INC | COM | 87265K102 | 21,834 | 1,169,451 | SH | SOLE | 1 | 1,169,451 | 0 | 0 | |
| TRAVELPORT WORLDWIDE LTD | SHS | G9019D104 | 210 | 14,881 | SH | SOLE | 1 | 14,881 | 0 | 0 | |
| TWO HBRS INVT CORP COM | COM | 90187B101 | 39,247 | 4,500,812 | SH | SOLE | 1 | 4,500,812 | 0 | 0 | |