Securities ▲▼ | Shares | Value ($K) | |||||
|---|---|---|---|---|---|---|---|
Q1 2024 ▲▼ | Q2 2024 ▲▼ | Change ▲▼ | Q1 2024 ▲▼ | Q2 2024 ▲▼ | Weight (%) ▲▼ | Change ▲▼ | |
| TAYLOR MORRISON HOME CORP(TMHC) | 0 | 110,000 | +110,000 | 0 | 6,098 | 3.00% | +6,098 |
| HOME DEPOT INC(HD) | 0 | 15,750 | +15,750 | 0 | 5,422 | 2.66% | +5,422 |
| TREX CO INC(TREX)(Call) | 0 | 70,000 | +70,000 | 0 | 5,188 | — | +5,188 |
| AGNC INVT CORP(AGNC)(Put) | 0 | 500,000 | +500,000 | 0 | 4,770 | — | +4,770 |
| DYNEX CAP INC(DX) | 0 | 396,832 | +396,832 | 0 | 4,738 | 2.33% | +4,738 |
| PENNYMAC FINL SVCS INC NEW(PFSI) | 31,081 | 64,451 | +33,370 | 2,831 | 6,097 | 3.00% | +3,266 |
| ISHARES TR(Put) | 109,900 | 129,900 | +20,000 | 23,112 | 26,355 | — | +3,243 |
| TOLL BROTHERS INC(TOL) | 0 | 25,000 | +25,000 | 0 | 2,880 | 1.42% | +2,880 |
| NEW YORK MTG TR INC(ADAM) | 588,879 | 1,199,850 | +610,971 | 4,240 | 7,007 | 3.44% | +2,767 |
| RADIAN GROUP INC(RDN) | 0 | 75,465 | +75,465 | 0 | 2,347 | 1.15% | +2,347 |
| MGIC INVT CORP WIS(MTG) | 0 | 98,765 | +98,765 | 0 | 2,128 | 1.05% | +2,128 |
| AZEK CO INC | 0 | 40,911 | +40,911 | 0 | 1,724 | 0.85% | +1,724 |
| ESSENT GROUP LTD(ESNT) | 0 | 30,000 | +30,000 | 0 | 1,686 | 0.83% | +1,686 |
| CARNIVAL CORP(Put) | 580,000 | 580,000 | 0 | 9,477 | 10,858 | — | +1,380 |
| ECHOSTAR CORP(ECHO)(Put) | 300,000 | 300,000 | 0 | 4,275 | 5,343 | — | +1,068 |
| FORESTAR GROUP INC(FOR) | 0 | 28,487 | +28,487 | 0 | 911 | 0.45% | +911 |
| MR COOPER GROUP INC | 23,042 | 28,042 | +5,000 | 1,796 | 2,278 | 1.12% | +482 |
| ELLINGTON FINANCIAL INC(EFC) | 927,141 | 927,141 | 0 | 10,950 | 11,200 | 5.50% | +250 |
| AG MTG INVT TR INC | 47,846 | 47,846 | 0 | 293 | 318 | 0.16% | +25 |
| PENNYMAC CORP(PMT) | 0 | 0 | 0 | 493 | 499 | 0.25% | +6 |
| ELLINGTON CREDIT COMPANY | 149,086 | 149,086 | 0 | 1,030 | 1,036 | 0.51% | +6 |
| PENNYMAC CORP(PMT) | 0 | 0 | 0 | 953 | 952 | 0.47% | -1 |
| ENOVA INTL INC(ENVA)(Put) | 10,000 | 10,000 | 0 | 628 | 623 | — | -6 |
| BEAZER HOMES USA INC(BZH) | 219,141 | 247,349 | +28,208 | 7,188 | 6,797 | 3.34% | -391 |
| GREAT AJAX CORP | 1,940,649 | 1,940,649 | 0 | 7,374 | 6,928 | 3.41% | -446 |
| LENNAR CORP(LEN) | 5,000 | 0 | -5,000 | 860 | 0 | — | -860 |
| VROOM INC | 0 | 0 | 0 | 2,922 | 1,963 | 0.96% | -959 |
| TALOS ENERGY INC(TALO) | 93,107 | 0 | -93,107 | 1,297 | 0 | — | -1,297 |
| SPDR S&P 500 ETF TR(SPY)(Put) | 55,000 | 50,000 | -5,000 | 28,769 | 27,211 | — | -1,558 |
| AMERICAN AIRLS GROUP INC(AAL)(Put) | 400,000 | 400,000 | 0 | 6,140 | 4,532 | — | -1,608 |
| NORWEGIAN CRUISE LINE HLDG L(Put) SHS | 850,000 | 850,000 | 0 | 17,791 | 15,972 | — | -1,819 |
| D R HORTON INC(DHI)(Put) | 12,000 | 0 | -12,000 | 1,975 | 0 | — | -1,975 |
| LENNAR CORP(LEN)(Put) | 12,000 | 0 | -12,000 | 2,064 | 0 | — | -2,064 |
| MFA FINL INC(MFA) | 933,611 | 757,693 | -175,918 | 10,653 | 8,062 | 3.96% | -2,591 |
| OPORTUN FINL CORP | 2,209,900 | 711,631 | -1,498,269 | 5,370 | 2,064 | 1.01% | -3,306 |
| AMERICAN WOODMARK CORPORATIO | 46,320 | 15,945 | -30,375 | 4,709 | 1,253 | 0.62% | -3,456 |
| ISHARES TR | 72,758 | 27,776 | -44,982 | 5,655 | 2,143 | 1.05% | -3,513 |
| MASCO CORP(MAS)(Put) | 50,000 | 0 | -50,000 | 3,944 | 0 | — | -3,944 |
| KOHLS CORP(KSS)(Put) | 150,000 | 0 | -150,000 | 4,373 | 0 | — | -4,372 |
| MERITAGE HOMES CORP(MTH) | 35,766 | 10,961 | -24,805 | 6,276 | 1,774 | 0.87% | -4,501 |
| BUILDERS FIRSTSOURCE INC(BLDR) | 22,500 | 0 | -22,500 | 4,692 | 0 | — | -4,692 |
| AMC ENTMT HLDGS INC(AMC)(Put) | 1,310,000 | 0 | -1,310,000 | 4,873 | 0 | — | -4,873 |
| SOFI TECHNOLOGIES INC(SOFI)(Put) | 668,000 | 0 | -668,000 | 4,876 | 0 | — | -4,876 |
| HOME DEPOT INC(HD)(Put) | 15,000 | 0 | -15,000 | 5,754 | 0 | — | -5,754 |
| ZILLOW GROUP INC(Z) | 138,547 | 0 | -138,547 | 6,758 | 0 | — | -6,758 |
| ZILLOW GROUP INC(Z)(Call) | 155,000 | 0 | -155,000 | 7,561 | 0 | — | -7,561 |
| ANNALY CAPITAL MANAGEMENT IN | 462,085 | 0 | -462,085 | 9,098 | 0 | — | -9,098 |
| ISHARES TR(Put) | 4,070,600 | 185,500 | -3,885,100 | 316,408 | 14,309 | — | -302,098 |