| Quarter | Holdings | Value $ | Bought | Sold | Net | Top Holdings | Form Type | Date Filed |
|---|---|---|---|---|---|---|---|---|
| Q3 2015 | 1 | $33.9M | $0 | -$23.8M | -$23.8M | CYS | 13F-HR | 11/13/2015, 04:05 PM |
| Q2 2015 | 2 | $59.8M | $0 | $0 | CYS, HTS | 13F-HR | 7/24/2015, 05:09 PM | |
| Q1 2015 | 2 | $68M | +$11.2M | -$11.1M | +$105K | CYS, HTS | 13F-HR | 5/7/2015, 07:41 PM |
| Q4 2014 | 2 | $68.3M | +$30.1M | -$29.6M | +$547K | HTS, CYS | 13F-HR | 2/10/2015, 05:00 PM |
| Q3 2014 | 1 | $66M | $0 | -$140M | -$140M | HTS | 13F-HR | 11/4/2014, 04:15 PM |
| Q2 2014 | 2 | $214M | $0 | $0 | NLY, HTS | New Holdings | 11/20/2014, 05:15 PM | |
| Q2 2014 | 2 | $214M | $0 | -$196M | -$196M | NLY, HTS | 13F-HR | 7/18/2014, 05:23 PM |
| Q1 2014 | 3 | $393M | $0 | $0 | NLY, HTS, CYS | New Holdings | 11/20/2014, 05:15 PM | |
| Q1 2014 | 3 | $393M | +$116M | -$28.6M | +$87.4M | NLY, HTS, CYS | 13F-HR | 5/12/2014, 05:43 PM |
| Q4 2013 | 4 | $276M | $0 | $0 | NLY, HTS, CYS, ARR | New Holdings | 11/20/2014, 05:16 PM | |
| Q4 2013 | 1 | $39.6M | $0 | $0 | HTS | 13F-HR | 2/14/2014, 05:03 PM |