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 | 26,363 | 1,324,760 | SH | SOLE | 1 | 1,324,760 | 0 | 0 | |
| ARES CAP CORP | COM | 04010L103 | 60,869 | 3,502,247 | SH | SOLE | 1 | 3,502,247 | 0 | 0 | |
| ARES COML REAL ESTATE CORP | COM | 04013V108 | 19,592 | 1,469,769 | SH | SOLE | 1 | 1,469,769 | 0 | 0 | |
| ARVINMERITOR INC | FRNT 4.000% 2/1 | 043353AH4 | 261 | 250,000 | SH | SOLE | 1 | 250,000 | 0 | 0 | |
| BARCLAYS PLC | NOTE 8.250%12/3 | 06738EAA3 | 1,313 | 1,250,000 | SH | SOLE | 1 | 1,250,000 | 0 | 0 | |
| BROOKFIELD REAL ASSETS INCOM | SHS BEN INT | 112830104 | 245 | 10,780 | SH | SOLE | 1 | 10,780 | 0 | 0 | |
| DENBURY RES INC | COM | 247916208 | 217 | 84,297 | SH | SOLE | 1 | 84,297 | 0 | 0 | |
| DYNEX CAP INC | COM | 26817Q506 | 495 | 69,909 | SH | SOLE | 1 | 69,909 | 0 | 0 | |
| ENERGY TRANSFER PRTNRS L P | UNIT LTD PARTN | 29273R109 | 40,278 | 1,104,106 | SH | SOLE | 1 | 1,104,106 | 0 | 0 | |
| FIFTH STREET FINANCE CORP | COM | 31678A103 | 13,796 | 2,992,663 | SH | SOLE | 1 | 2,992,663 | 0 | 0 | |
| GOLUB CAP BDC INC | COM | 38173M102 | 3,736 | 188,138 | SH | SOLE | 1 | 188,138 | 0 | 0 | |
| NEW MEDIA INVT GROUP INC | COM | 64704V106 | 9,379 | 660,000 | SH | SOLE | 1 | 660,000 | 0 | 0 | |
| PENNANTPARK INVT CORP | COM | 708062104 | 7,349 | 905,037 | SH | SOLE | 1 | 905,037 | 0 | 0 | |
| PENNYMAC MTG INVT TR | COM | 70931T103 | 48,341 | 2,724,959 | SH | SOLE | 1 | 2,724,959 | 0 | 0 | |
| ROYAL BK OF SCOTLAND PLC | DEBT 7.500%12/3 | 780099CJ4 | 197 | 200,000 | SH | SOLE | 1 | 200,000 | 0 | 0 | |
| ROYAL BK OF SCOTLAND PLC | NOTE 8.000%12/3 | 780099CK1 | 199 | 200,000 | SH | SOLE | 1 | 200,000 | 0 | 0 | |
| ROYAL BK SCOTLAND GROUP PLC | NOTE 8.625%12/3 | 780097BB6 | 209 | 200,000 | SH | SOLE | 1 | 200,000 | 0 | 0 | |
| TPG SPECIALTY LENDING INC | COM | 87265K102 | 23,822 | 1,169,451 | SH | SOLE | 1 | 1,169,451 | 0 | 0 | |
| TRAVELPORT WORLDWIDE LTD | SHS | G9019D104 | 172 | 14,680 | SH | SOLE | 1 | 14,680 | 0 | 0 | |
| TWO HBRS INVT CORP | COM | 90187B101 | 43,118 | 4,500,812 | SH | SOLE | 1 | 4,500,812 | 0 | 0 | |