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 |
| AMERICAN CAPITAL AGENCY | CS | 02503X105 | 3,607 | 187,000 | SH | SOLE | 187,000 | 0 | 0 | ||
| ANNALY CAPITAL MANAGEMENT, INC. | CS | 035710409 | 3,669 | 368,000 | SH | SOLE | 368,000 | 0 | 0 | ||
| ARMOUR RESIDENTIAL REIT | CS | 042315101 | 634 | 158,000 | SH | SOLE | 158,000 | 0 | 0 | ||
| HATTERAS FINANCIAL CORP | CS | 41902R103 | 817 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||