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 |
| ALTISOURCE ASSET MGMT CORP | COM | 02153X108 | 5,198 | 79,357 | SH | SOLE | 43,051 | 0 | 0 | ||
| APOLLO COML REAL EST FIN INC | NOTE 5.500% 3/1 | 03762UAA3 | 3,209 | 3,000,000 | SH | SOLE | 3,000,000 | 0 | 0 | ||
| AVALONBAY CMNTYS INC | COM | 053484101 | 12,335 | 75,000 | SH | Call | SOLE | 75,000 | 0 | 0 | |
| BLACKSTONE MTG TR INC | NOTE 5.250%12/0 | 09257WAA8 | 2,274 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | ||
| BLUELINX HLDGS INC | COM NEW | 09624H208 | 8,327 | 255,517 | SH | SOLE | 255,517 | 0 | 0 | ||
| BRIXMOR PPTY GROUP INC | COM | 11120U105 | 1,144 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
| BRIXMOR PPTY GROUP INC | COM | 11120U105 | 763 | 50,000 | SH | Put | SOLE | 50,000 | 0 | 0 | |
| BRIXMOR PPTY GROUP INC | COM | 11120U105 | 1,466 | 96,100 | SH | Call | SOLE | 96,100 | 0 | 0 | |
| BROOKDALE SR LIVING INC | COM | 112463104 | 67 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
| BROOKDALE SR LIVING INC | COM | 112463104 | 336 | 50,000 | SH | Put | SOLE | 50,000 | 0 | 0 | |
| CAESARS ENTMT CORP | NOTE 5.000%10/0 | 127686AA1 | 10,489 | 6,000,000 | PRN | SOLE | 6,000,000 | 0 | 0 | ||
| CBL & ASSOC PPTYS INC | COM | 124830100 | 417 | 100,000 | SH | Call | SOLE | 100,000 | 0 | 0 | |
| CBRE GROUP INC | CL A | 12504L109 | 4,722 | 100,000 | SH | Put | SOLE | 100,000 | 0 | 0 | |
| CEDAR REALTY TRUST INC | COM NEW | 150602209 | 10,179 | 2,583,519 | SH | SOLE | 2,583,519 | 0 | 0 | ||
| COHEN & STEERS INC | COM | 19247A100 | 813 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
| COHEN & STEERS INC | COM | 19247A100 | 4,513 | 111,000 | SH | Put | SOLE | 111,000 | 0 | 0 | |
| COLONY NORTHSTAR INC | CL A COM | 19625W104 | 2,473 | 440,000 | SH | SOLE | 440,000 | 0 | 0 | ||
| COLUMBIA PPTY TR INC | COM NEW | 198287203 | 2,062 | 100,800 | SH | Call | SOLE | 100,800 | 0 | 0 | |
| COLUMBIA PPTY TR INC | COM NEW | 198287203 | 2,095 | 102,400 | SH | Call | SOLE | 102,400 | 0 | 0 | |
| DDR CORP | COM | 23317H102 | 8,605 | 1,173,879 | SH | SOLE | 1,173,879 | 0 | 0 | ||
| DDR CORP | COM | 23317H102 | 67 | 9,100 | SH | Call | SOLE | 9,100 | 0 | 0 | |
| DDR CORP | COM | 23317H102 | 1,094 | 149,300 | SH | Put | SOLE | 149,300 | 0 | 0 | |
| DDR CORP | COM | 23317H102 | 1,285 | 175,300 | SH | Put | SOLE | 175,300 | 0 | 0 | |
| DILLARDS INC | CL A | 254067101 | 12,059 | 150,100 | SH | SOLE | 150,100 | 0 | 0 | ||
| DILLARDS INC | CL A | 254067101 | 3,888 | 48,400 | SH | Call | SOLE | 48,400 | 0 | 0 | |
| DILLARDS INC | CL A | 254067101 | 8,436 | 105,000 | SH | Put | SOLE | 105,000 | 0 | 0 | |
| DILLARDS INC | CL A | 254067101 | 1,848 | 23,000 | SH | Call | SOLE | 23,000 | 0 | 0 | |
| DILLARDS INC | CL A | 254067101 | 7,431 | 92,500 | SH | Call | SOLE | 92,500 | 0 | 0 | |
| DILLARDS INC | CL A | 254067101 | 4,338 | 54,000 | SH | Call | SOLE | 54,000 | 0 | 0 | |
| DILLARDS INC | CL A | 254067101 | 643 | 8,000 | SH | Call | SOLE | 8,000 | 0 | 0 | |
| EPR PPTYS | CONV PFD 9% SR E | 26884U307 | 2,189 | 62,783 | SH | SOLE | 62,783 | 0 | 0 | ||
| ESSEX PPTY TR INC | COM | 297178105 | 6,017 | 25,000 | SH | Call | SOLE | 25,000 | 0 | 0 | |
| FEDERAL REALTY INVT TR | SH BEN INT NEW | 313747206 | 291 | 2,508 | SH | SOLE | 2,508 | 0 | 0 | ||
| FEDERAL REALTY INVT TR | SH BEN INT NEW | 313747206 | 5,806 | 50,000 | SH | Put | SOLE | 50,000 | 0 | 0 | |
| FOREST CITY RLTY TR INC | COM CL A | 345605109 | 1,378 | 68,000 | SH | SOLE | 68,000 | 0 | 0 | ||
| FRONT YD RESIDENTIAL CORP | COM | 35904G107 | 14,432 | 1,435,980 | SH | SOLE | 1,435,980 | 0 | 0 | ||
| FRONT YD RESIDENTIAL CORP | COM | 35904G107 | 3,419 | 340,200 | SH | Call | SOLE | 340,200 | 0 | 0 | |
| FRONT YD RESIDENTIAL CORP | COM | 35904G107 | 3,367 | 335,000 | SH | Call | SOLE | 335,000 | 0 | 0 | |
| GGP INC | COM | 36174X101 | 3,742 | 182,900 | SH | SOLE | 182,900 | 0 | 0 | ||
| GGP INC | COM | 36174X101 | 2,046 | 100,000 | SH | Put | SOLE | 100,000 | 0 | 0 | |
| GGP INC | COM | 36174X101 | 2,046 | 100,000 | SH | Call | SOLE | 100,000 | 0 | 0 | |
| HUDSON PAC PPTYS INC | COM | 444097109 | 3,253 | 100,000 | SH | Call | SOLE | 100,000 | 0 | 0 | |
| ILG INC | COM | 44967H101 | 3,111 | 100,000 | SH | Call | SOLE | 100,000 | 0 | 0 | |
| INNOVATIVE INDL PPTYS INC | COM | 45781V101 | 5,059 | 189,130 | SH | SOLE | 189,130 | 0 | 0 | ||
| IRON MTN INC NEW | COM | 46284V101 | 1,643 | 50,000 | SH | Put | SOLE | 50,000 | 0 | 0 | |
| ISHARES TR | 20 YR TR BD ETF | 464287432 | 1,219 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
| ISHARES TR | U.S. REAL ES ETF | 464287739 | 7,547 | 100,000 | SH | Put | SOLE | 100,000 | 0 | 0 | |
| ISHARES TR | U.S. REAL ES ETF | 464287739 | 7,547 | 100,000 | SH | Put | SOLE | 100,000 | 0 | 0 | |
| ISHARES TR | 20 YR TR BD ETF | 464287432 | 9,143 | 75,000 | SH | Put | SOLE | 75,000 | 0 | 0 | |
| LASALLE HOTEL PPTYS | COM SH BEN INT | 517942108 | 1,160 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
| LASALLE HOTEL PPTYS | COM SH BEN INT | 517942108 | 67 | 2,300 | SH | Call | SOLE | 2,300 | 0 | 0 | |
| LGI HOMES INC | NOTE 4.250%11/1 | 50187TAB2 | 3,278 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| LIFE STORAGE INC | COM | 53223X107 | 9,187 | 110,000 | SH | Call | SOLE | 110,000 | 0 | 0 | |
| MID AMER APT CMNTYS INC | COM | 59522J103 | 7,892 | 86,500 | SH | Call | SOLE | 86,500 | 0 | 0 | |
| NATIONAL HEALTH INVS INC | NOTE 3.250% 4/0 | 63633DAE4 | 4,395 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||
| NEW YORK REIT INC | COM NEW | 64976L208 | 3,234 | 150,352 | SH | SOLE | 150,352 | 0 | 0 | ||
| QUALITY CARE PPTYS INC | COM | 747545101 | 583 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
| QUALITY CARE PPTYS INC | COM | 747545101 | 1,065 | 54,800 | SH | Put | SOLE | 54,800 | 0 | 0 | |
| QUALITY CARE PPTYS INC | COM | 747545101 | 1,992 | 102,500 | SH | Put | SOLE | 102,500 | 0 | 0 | |
| REALTY INCOME CORP | COM | 756109104 | 5,251 | 101,500 | SH | Put | SOLE | 101,500 | 0 | 0 | |
| RLJ LODGING TR | CUM CONV PFD A | 74965L200 | 5,283 | 208,151 | SH | SOLE | 208,151 | 0 | 0 | ||
| SEARS HLDGS CORP | COM | 812350106 | 469 | 175,600 | SH | Put | SOLE | 175,600 | 0 | 0 | |
| SERITAGE GROWTH PPTYS | CL A | 81752R100 | 356 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
| SERITAGE GROWTH PPTYS | CL A | 81752R100 | 3,555 | 100,000 | SH | Put | SOLE | 100,000 | 0 | 0 | |
| SPIRIT RLTY CAP INC NEW | COM | 84860W102 | 3,807 | 490,621 | SH | SOLE | 490,621 | 0 | 0 | ||
| SPIRIT RLTY CAP INC NEW | COM | 84860W102 | 92 | 11,900 | SH | Put | SOLE | 11,900 | 0 | 0 | |
| STARWOOD PPTY TR INC | NOTE 4.000% 1/1 | 85571BAB1 | 9,191 | 8,500,000 | PRN | SOLE | 8,500,000 | 0 | 0 | ||
| COLONY STARWOOD HOMES | NOTE 3.500% 1/1 | 19625XAB8 | 1,680 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| STARWOOD WAYPOINT RESIDENTL | NOTE 3.000% 7/0 | 85571WAB5 | 11,958 | 9,500,000 | PRN | SOLE | 9,500,000 | 0 | 0 | ||
| TAUBMAN CTRS INC | COM | 876664103 | 5,976 | 105,000 | SH | Call | SOLE | 105,000 | 0 | 0 | |
| TAUBMAN CTRS INC | COM | 876664103 | 2,561 | 45,000 | SH | Call | SOLE | 45,000 | 0 | 0 | |
| VORNADO RLTY TR | SH BEN INT | 929042109 | 8,413 | 125,000 | SH | Call | SOLE | 125,000 | 0 | 0 | |
| WASHINGTON PRIME GROUP NEW | COM | 93964W108 | 700 | 105,000 | SH | SOLE | 105,000 | 0 | 0 | ||
| WHEELER REAL ESTATE INVT TR | PFD CNV SER D | 963025606 | 3,749 | 239,829 | SH | SOLE | 239,829 | 0 | 0 | ||
| WHEELER REAL ESTATE INVT TR | COM NEW | 963025705 | 444 | 123,925 | SH | SOLE | 123,925 | 0 | 0 | ||
| WHEELER REAL ESTATE INVT TR | CV PFD SER B | 963025309 | 511 | 35,980 | SH | SOLE | 35,980 | 0 | 0 | ||