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 |
| AMERICA FIRST MULTIFAMILY IN | BEN UNIT CTF | 02364V107 | 4,441 | 854,000 | SH | SOLE | 854,000 | 0 | 0 | ||
| AMERICAN CAPITAL MORTGAGE IN | COM | 02503X105 | 18,230 | 974,877 | SH | SOLE | 974,877 | 0 | 0 | ||
| AMERICAN CAPITAL MORTGAGE IN | COM | 02504A104 | 6,023 | 408,594 | SH | SOLE | 408,594 | 0 | 0 | ||
| CAMPUS CREST CMNTYS INC | COM | 13466Y105 | 2,128 | 400,000 | SH | SOLE | 400,000 | 0 | 0 | ||
| COEUR MINING INC | COM | 192108504 | 564 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
| CYS INVESTMENTS INC | COM | 12673A108 | 1,230 | 169,401 | SH | SOLE | 169,401 | 0 | 0 | ||
| DIGITAL TURBINE INC | COM | 25400W102 | 1,177 | 650,000 | SH | SOLE | 650,000 | 0 | 0 | ||
| DYNEX CAPITAL INC | COM | 26817Q506 | 8,561 | 1,305,083 | SH | SOLE | 1,305,083 | 0 | 0 | ||
| ELLINGTON RESIDENTIAL MTG | COM | 288578107 | 209 | 17,220 | SH | SOLE | 17,220 | 0 | 0 | ||
| EMERGENT CAPITAL INC | COM | 29102N105 | 1,763 | 323,397 | SH | SOLE | 323,397 | 0 | 0 | ||
| HATTERAS FINANCIAL CORP | COM | 41902R103 | 866 | 57,146 | SH | SOLE | 57,146 | 0 | 0 | ||
| INVESCO MTG CAPITAL | COM | 46131B100 | 16,896 | 1,380,374 | SH | SOLE | 1,380,374 | 0 | 0 | ||
| ISHARES TR | 20+ YR TR BD ETF | 464287432 | 6,177 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
| ISHARES TR | 20+ YR TR BD ETF | 464287432 | 6,177 | 50,000 | SH | Call | SOLE | 50,000 | 0 | 0 | |
| NATIONAL GEN HLDGS CORP | COM | 636220303 | 16,584 | 859,696 | SH | SOLE | 859,696 | 0 | 0 | ||
| NEXTERA ENERGY PARTNERS LP | COM | 65341B106 | 2,180 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
| ROCK CREEK PHARM INC | COM | 772081204 | 62 | 75,291 | SH | SOLE | 75,291 | 0 | 0 | ||
| SEABRIDGE GOLD INC | COM | 811916105 | 995 | 171,500 | SH | SOLE | 171,500 | 0 | 0 | ||
| WALKER DUNLOP INC | COM | 93148P102 | 30,905 | 1,185,000 | SH | SOLE | 1,185,000 | 0 | 0 | ||