| Quarter | Holdings | Value, Excl. Options ($000) | Top Holdings | Form Type | Date Filed | Filing ID |
|---|---|---|---|---|---|---|
| Q3 2016 | 1 | 0 | 13F-HR | 11/14/2016 | 000091957416016322 | |
| Q2 2016 | 19 | 86,044 | STWD, BXMT, ARI, CLNY | 13F-HR | 8/9/2016 | 000091957416014497 |
| Q1 2016 | 18 | 93,884 | STWD, BXMT, CLNY, ARI | 13F-HR | 5/4/2016 | 000091957416012734 |
| Q4 2015 | 16 | 114,522 | STWD, BXMT, NRF, CLNY | 13F-HR | 2/4/2016 | 000091957416009817 |
| Q3 2015 | 22 | 117,169 | STWD, BXMT, NRF, CLNY | 13F-HR | 11/10/2015 | 000091957415007711 |
| Q2 2015 | 24 | 132,707 | STWD, BXMT, NRF, TWO | 13F-HR | 8/14/2015 | 000091957415006005 |
| Q1 2015 | 26 | 129,866 | BXMT, NRF, ARI, STWD | RESTATEMENT | 8/14/2015 | 000091957415005999 |
| Q4 2014 | 19 | 115,810 | BXMT, TWO, STWD, NRF | 13F-HR | 2/12/2015 | 000091957415001150 |
| Q3 2014 | 19 | 120,011 | BXMT, STWD, CLNY, TWO | 13F-HR | 11/10/2014 | 000091957414006118 |
| Q2 2014 | 22 | 83,859 | BXMT, TWO, STWD, CLNY | 13F-HR | 8/11/2014 | 000091957414004327 |
| Q1 2014 | 20 | 76,163 | TWO, BXMT, STWD, CLNY | 13F-HR | 5/9/2014 | 000091957414002858 |
| Q4 2013 | 29 | 125,333 | TWO, STWD, MFA, CLNY | 13F-HR | 2/4/2014 | 000091957414000527 |