| Quarter | Holdings | Value ($000) | Top Holdings | Form Type | Date Filed | Filing ID |
|---|---|---|---|---|---|---|
| Q3 2015 | 1 | 33,850 | CYS | 13F-HR | 11/13/2015 | 000095012315011925 |
| Q2 2015 | 2 | 59,817 | CYS, HTS | 13F-HR | 7/24/2015 | 000095012315007675 |
| Q1 2015 | 2 | 68,032 | CYS, HTS | 13F-HR | 5/8/2015 | 000095012315005093 |
| Q4 2014 | 2 | 68,282 | HTS, CYS | 13F-HR | 2/10/2015 | 000095012315001306 |
| Q3 2014 | 1 | 66,007 | HTS | 13F-HR | 11/4/2014 | 000095012314010898 |
| Q2 2014 | 2 | 213,647 | NLY, HTS | NEW HOLDINGS | 11/20/2014 | 000095012314012453 |
| Q2 2014 | 1 | 86,426 | HTS | 13F-HR | 7/18/2014 | 000095012314007244 |
| Q1 2014 | 3 | 392,861 | NLY, HTS, CYS | NEW HOLDINGS | 11/20/2014 | 000095012314012452 |
| Q1 2014 | 1 | 161,698 | HTS | 13F-HR | 5/13/2014 | 000095012314005478 |
| Q4 2013 | 4 | 276,226 | NLY, HTS, CYS, ARR | NEW HOLDINGS | 11/20/2014 | 000095012314012454 |
| Q4 2013 | 1 | 39,606 | HTS | 13F-HR | 2/14/2014 | 000095012314002688 |