| Quarter | Holdings | Value $ | Bought | Sold | Net | Top Holdings | Form Type | Date Filed |
|---|---|---|---|---|---|---|---|---|
| Q3 2016 | 16 | $64.9M | +$16.2M | -$12.7M | +$3.43M | NGHC, TLT, WD, ANH, MTGE | 13F-HR | 11/14/2016, 11:23 AM |
| Q2 2016 | 14 | $57.8M | +$7.66M | -$17M | -$9.38M | NGHC, TLT, MTGE, DX, WD | 13F-HR | 8/12/2016, 04:26 PM |
| Q1 2016 | 13 | $68.2M | +$8.39M | -$96.7M | -$88.3M | NGHC, WD, DX, MTGE, TLT | 13F-HR | 5/13/2016, 03:33 PM |
| Q4 2015 | 29 | $155M | +$69.2M | -$35.6M | +$33.6M | TLT, WD, AGNC, NGHC, IWM | 13F-HR | 2/12/2016, 02:48 PM |
| Q3 2015 | 18 | $119M | +$22.3M | -$18.5M | +$3.78M | WD, AGNC, IVR, NGHC, DX | 13F-HR | 11/13/2015, 12:03 PM |
| Q2 2015 | 17 | $122M | +$31.1M | -$49.2M | -$18M | WD, IVR, TLT, AGNC, DX | 13F-HR | 8/13/2015, 12:19 PM |
| Q1 2015 | 25 | $135M | +$21.1M | -$18.7M | +$2.42M | IVR, WD, HTS, NMIH, NGHC | 13F-HR | 5/15/2015, 10:49 AM |
| Q4 2014 | 17 | $133M | +$4.85M | -$15.5M | -$10.6M | IVR, WD, NMIH, NGHC, HTS | 13F-HR | 2/13/2015, 04:20 PM |
| Q3 2014 | 15 | $142M | $0 | $0 | IVR, NGHC, WD, NMIH, REN | New Holdings | 11/14/2014, 11:46 AM | |
| Q3 2014 | 15 | $142M | +$28.2M | -$10.6M | +$17.5M | IVR, NGHC, WD, NMIH, REN | 13F-HR | 11/13/2014, 05:44 PM |
| Q2 2014 | 17 | $145M | +$48.2M | -$27.1M | +$21.2M | IVR, NGHC, HTS, WD, NMIH | Restatement | 8/15/2014, 11:04 AM |
| Q1 2014 | 20 | $119M | +$30.3M | -$43.9M | -$13.6M | HTS, WD, DX, NMIH, AMPE | 13F-HR | 5/13/2014, 03:08 PM |
| Q4 2013 | 26 | $132M | $0 | $0 | WD, HTS, TWO, AMPE, DX | Restatement | 2/11/2014, 06:06 PM |