The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
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UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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| COLUMN 1 | COLUMN 2 | COLUMN 3 | COLUMN 4 | COLUMN 5 | COLUMN 6 | COLUMN 7 | COLUMN 8 | ||||
| VALUE | SHRS OR | SH/ | PUT/ | INVESTMENT | OTHER | VOTING AUTHORITY | |||||
| NAME OF ISSUER | TITLE OF CLASS | CUSIP | (x$1000) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
| AGNC INVT CORP | COM | 00123Q104 | 85,460 | 6,143,797 | SH | DFND | 6,143,797 | 0 | 0 | ||
| AKAMAI TECHNOLOGIES INC | COM | 00971T101 | 7,400 | 66,945 | SH | DFND | 66,945 | 0 | 0 | ||
| ALEXANDRIA REAL ESTATE EQ IN | COM | 015271109 | 1,219 | 7,617 | SH | DFND | 7,617 | 0 | 0 | ||
| AMERICAN HOMES 4 RENT | CL A | 02665T306 | 7,758 | 272,408 | SH | DFND | 272,408 | 0 | 0 | ||
| AMERICAN TOWER CORP NEW | COM | 03027X100 | 6,918 | 28,619 | SH | DFND | 28,619 | 0 | 0 | ||
| ANNALY CAPITAL MANAGEMENT IN | COM | 035710409 | 19,566 | 2,748,032 | SH | DFND | 2,748,032 | 0 | 0 | ||
| APPLE HOSPITALITY REIT INC | COM NEW | 03784Y200 | 3,152 | 327,990 | SH | DFND | 327,990 | 0 | 0 | ||
| BOSTON PPTYS LTD PARTNERSHIP | COM | 101121101 | 927 | 11,539 | SH | DFND | 11,539 | 0 | 0 | ||
| BROADCOM INC | COM | 11135F101 | 8,144 | 22,353 | SH | DFND | 22,353 | 0 | 0 | ||
| BUILDERS FIRSTSOURCE INC | COM | 12008R107 | 3,107 | 95,250 | SH | DFND | 95,250 | 0 | 0 | ||
| CARTERS INC | COM | 146229109 | 5,265 | 60,809 | SH | DFND | 60,809 | 0 | 0 | ||
| CENTURY CMNTYS INC | COM | 156504300 | 1,484 | 35,063 | SH | DFND | 35,063 | 0 | 0 | ||
| CSX CORP | COM | 126408103 | 7,905 | 101,770 | SH | DFND | 101,770 | 0 | 0 | ||
| CUBESMART | COM | 229663109 | 2,520 | 78,000 | SH | DFND | 78,000 | 0 | 0 | ||
| DISCOVER FINL SVCS | COM | 254709108 | 8,394 | 145,280 | SH | DFND | 145,280 | 0 | 0 | ||
| D R HORTON INC | COM | 23331A109 | 10,532 | 139,260 | SH | DFND | 139,260 | 0 | 0 | ||
| DUKE REALTY CORP | COM NEW | 264411505 | 1,761 | 47,728 | SH | DFND | 47,728 | 0 | 0 | ||
| EQUINIX INC | COM | 29444U700 | 3,809 | 5,011 | SH | DFND | 5,011 | 0 | 0 | ||
| ESSENT GROUP LTD | COM | G3198U102 | 6,865 | 185,495 | SH | DFND | 185,495 | 0 | 0 | ||
| EXTRA SPACE STORAGE INC | COM | 30225T102 | 3,103 | 29,000 | SH | DFND | 29,000 | 0 | 0 | ||
| FORESTAR GROUP INC | COM | 346232101 | 510 | 28,838 | SH | DFND | 28,838 | 0 | 0 | ||
| HIGHWOODS PPTYS INC | COM | 431284108 | 1,076 | 32,041 | SH | DFND | 32,041 | 0 | 0 | ||
| HILTON WORLDWIDE HLDGS INC | COM | 43300A203 | 5,421 | 63,535 | SH | DFND | 63,535 | 0 | 0 | ||
| HUDSON PAC PPTYS INC | COM | 444097109 | 922 | 42,042 | SH | DFND | 42,042 | 0 | 0 | ||
| INVITATION HOMES INC | COM | 46187W107 | 6,818 | 243,597 | SH | DFND | 243,597 | 0 | 0 | ||
| KB HOME | COM | 48666K109 | 4,816 | 125,439 | SH | DFND | 125,439 | 0 | 0 | ||
| LENNAR CORP | CL A | 526057104 | 6,571 | 80,450 | SH | DFND | 80,450 | 0 | 0 | ||
| LIFE STORAGE INC | COM | 53223X107 | 2,421 | 23,000 | SH | DFND | 23,000 | 0 | 0 | ||
| LOUISIANA PAC CORP | COM | 546347105 | 5,120 | 173,500 | SH | DFND | 173,500 | 0 | 0 | ||
| LYONDELLBASELL INDUSTRIES N | SHS - A - | N53745100 | 5,905 | 83,769 | SH | DFND | 83,769 | 0 | 0 | ||
| M/I HOMES INC | COM | 55305B101 | 973 | 21,133 | SH | DFND | 21,133 | 0 | 0 | ||
| MARRIOTT INTL INC NEW | CL A | 571903202 | 5,357 | 57,863 | SH | DFND | 57,863 | 0 | 0 | ||
| MARTIN MARIETTA MATLS INC | COM | 573284106 | 2,131 | 9,053 | SH | DFND | 9,053 | 0 | 0 | ||
| MARVELL TECHNOLOGY GROUP LTD | ORD | G5876H105 | 5,534 | 139,393 | SH | DFND | 139,393 | 0 | 0 | ||
| MERITAGE HOMES CORP | COM | 59001A102 | 4,128 | 37,395 | SH | DFND | 37,395 | 0 | 0 | ||
| MGIC INVT CORP WIS | COM | 552848103 | 10,926 | 832,151 | SH | DFND | 832,151 | 0 | 0 | ||
| MICROSOFT CORP | COM | 594918104 | 17,812 | 84,686 | SH | DFND | 84,686 | 0 | 0 | ||
| NMI HLDGS INC | CL A | 629209305 | 2,517 | 141,404 | SH | DFND | 141,404 | 0 | 0 | ||
| NORFOLK SOUTHERN CORP | COM | 655844108 | 7,093 | 33,147 | SH | DFND | 33,147 | 0 | 0 | ||
| NRG ENERGY INC | COM NEW | 629377508 | 7,752 | 252,182 | SH | DFND | 252,182 | 0 | 0 | ||
| PENNYMAC MTG INVT TR | COM | 70931T103 | 2,491 | 155,000 | SH | DFND | 155,000 | 0 | 0 | ||
| PPG INDS INC | COM | 693506107 | 7,879 | 64,538 | SH | DFND | 64,538 | 0 | 0 | ||
| PROLOGIS INC | COM | 74340W103 | 5,452 | 54,179 | SH | DFND | 54,179 | 0 | 0 | ||
| PUBLIC STORAGE | COM | 74460D109 | 4,454 | 20,000 | SH | DFND | 20,000 | 0 | 0 | ||
| PULTE GROUP INC | COM | 745867101 | 7,043 | 152,155 | SH | DFND | 152,155 | 0 | 0 | ||
| RADIAN GROUP INC | COM | 750236101 | 3,535 | 241,947 | SH | DFND | 241,947 | 0 | 0 | ||
| REDWOOD TR INC | COM | 758075402 | 1,316 | 175,000 | SH | DFND | 175,000 | 0 | 0 | ||
| RLJ LODGING TR | COM | 74965L101 | 2,084 | 240,609 | SH | DFND | 240,609 | 0 | 0 | ||
| ROCKWELL AUTOMATION INC | COM | 773903109 | 1,793 | 8,126 | SH | DFND | 8,126 | 0 | 0 | ||
| SBA COMMUNICATIONS CORP NEW | CL A | 78410G104 | 3,276 | 10,287 | SH | DFND | 10,287 | 0 | 0 | ||
| SHERWIN WILLIAMS CO | COM | 824348106 | 6,237 | 8,952 | SH | DFND | 8,952 | 0 | 0 | ||
| SOUTHWEST AIRLS CO | COM | 844741108 | 5,732 | 152,839 | SH | DFND | 152,839 | 0 | 0 | ||
| SPLUNK INC | COM | 848637104 | 3,995 | 21,237 | SH | DFND | 21,237 | 0 | 0 | ||
| STAG INDL INC | COM | 85254J102 | 2,186 | 71,708 | SH | DFND | 71,708 | 0 | 0 | ||
| SYNCHRONY FINANCIAL | COM | 87165B103 | 8,121 | 310,313 | SH | DFND | 310,313 | 0 | 0 | ||
| TARGET CORP | COM | 87612E106 | 1,542 | 9,795 | SH | DFND | 9,795 | 0 | 0 | ||
| TOLL BROTHERS INC | COM | 889478103 | 7,965 | 163,689 | SH | DFND | 163,689 | 0 | 0 | ||
| VMWARE INC | CL A COM | 928563402 | 1,617 | 11,254 | SH | DFND | 11,254 | 0 | 0 | ||
| VULCAN MATLS CO | COM | 929160109 | 4,932 | 36,388 | SH | DFND | 36,388 | 0 | 0 | ||