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 |
| HATTERAS FINL CORP | COM | 41902R103 | 142,422 | 7,555,543 | SH | DFND | 1 | 7,555,543 | 0 | 0 | |
| ANNALY CAP MGMT INC | COM | 035710409 | 198,444 | 18,089,671 | SH | DFND | 1 | 18,089,671 | 0 | 0 | |
| CYS INVTS INC | COM | 12673A108 | 10,654 | 1,289,829 | SH | DFND | 1 | 1,289,829 | 0 | 0 | |
| HATTERAS FINL CORP | COM | 41902R103 | 19,276 | 1,022,619 | SH | DFND | 1,022,619 | 0 | 0 | ||
| ANNALY CAP MGMT INC | COM | 035710409 | 21,342 | 1,945,479 | SH | DFND | 1,945,479 | 0 | 0 | ||
| CYS INVTS INC | COM | 12673A108 | 723 | 87,499 | SH | DFND | 87,499 | 0 | 0 | ||