| Annaly Capital Management Inc(NLYEUR) | COM | 035710409 | $15.0K | 1,356,000 | 10.9% |
| American Capital Agency | COM | 02503X105 | $14.2K | 716,000 | 10.3% |
| Aberdeen Asia PAC Income Fund | COM | 003009107 | $12.0K | 2,405,000 | 8.7% |
| Morgan Stanley Emerging Mark(EDD) | COM | 617477104 | $9.4K | 1,230,000 | 6.8% |
| Northstar Realty Finance Common STK | COM | 66704R803 | $7.3K | 643,000 | 5.3% |
| Ares Capital Corp(ARCC) | COM | 04010L103 | $7.2K | 509,000 | 5.2% |
| Western Asset Emerging Market(XEMDX) | COM | 95766A101 | $7.2K | 465,000 | 5.2% |
| Pimco Dynamic Income Fund(PDI) | COM | 72201Y101 | $7.0K | 253,000 | 5.0% |
| Pimco Dynamic Credit Income | COM | 72202D106 | $6.8K | 357,000 | 4.9% |
| Chimera Investment Corp | COM | 16934Q208 | $5.9K | 379,000 | 4.3% |
| Armour Residential REIT | COM | 042315101 | $5.9K | 294,000 | 4.2% |
| Hatteras Financial Corp | COM | 41902R103 | $5.8K | 351,000 | 4.2% |
| Doubleline Income Solutions Fund(DSL) | COM | 258622109 | $5.2K | 281,000 | 3.7% |
| Starwood Property Trust(STWD) | COM | 85571B105 | $4.1K | 200,000 | 3.0% |
| Invesco Mortgage Capital(IVREUR) | COM | 46131B100 | $3.3K | 242,000 | 2.4% |
| Northstar Realty Europe(NRE) | COM | 66706L101 | $3.2K | 350,000 | 2.3% |
| Colony Starwood Homes | COM | 19625X102 | $3.0K | 97,000 | 2.1% |
| Black Rock Buildamerica Bond(BBN) | COM | 09248X100 | $2.6K | 109,000 | 1.9% |
| Prudential GL SH DUR HI YLD | COM | 74433A109 | $2.5K | 165,000 | 1.8% |
| Capstead Mortgage Corp(CMO) | COM | 14067E506 | $2.2K | 225,000 | 1.6% |
| New Residental Investment(RITM) | COM | 64828T201 | $2.1K | 149,000 | 1.5% |
| Templeton Emerging Markets Inc(TEI) | COM | 880192109 | $2.0K | 192,000 | 1.5% |
| Blackstone Mortgage TRU CL(BXMT) | COM | 09257W100 | $2.0K | 72,000 | 1.4% |
| Colony Mortgage Capital LTD | COM | 19624R106 | $1.6K | 102,000 | 1.1% |
| Brookfield Mortgage | COM | 112792106 | $391 | 26,000 | 0.3% |
| Relypsa Inc | COM | 759531106 | $372 | 20,000 | 0.3% |