Securities ▲▼ | Shares | Value ($K) | |||||
|---|---|---|---|---|---|---|---|
Q1 2024 ▲▼ | Q2 2024 ▲▼ | Change ▲▼ | Q1 2024 ▲▼ | Q2 2024 ▲▼ | Weight (%) ▲▼ | Change ▲▼ | |
| TAYLOR MORRISON HOME CORP | 0 | 110,000 | +110,000 | 0 | 6,098 | 6.91% | +6,098 |
| HOME DEPOT INC(HD) | 0 | 15,750 | +15,750 | 0 | 5,422 | 6.14% | +5,422 |
| DYNEX CAP INC(DX) | 0 | 396,832 | +396,832 | 0 | 4,738 | 5.37% | +4,738 |
| PENNYMAC FINL SVCS INC NEW(PFSI) | 31,081 | 64,451 | +33,370 | 2,831 | 6,097 | 6.90% | +3,266 |
| TOLL BROTHERS INC(TOL) | 0 | 25,000 | +25,000 | 0 | 2,880 | 3.26% | +2,880 |
| NEW YORK MTG TR INC(ADAM) | 588,879 | 1,199,850 | +610,971 | 4,240 | 7,007 | 7.94% | +2,767 |
| RADIAN GROUP INC(RDN) | 0 | 75,465 | +75,465 | 0 | 2,347 | 2.66% | +2,347 |
| MGIC INVT CORP WIS(MTG) | 0 | 98,765 | +98,765 | 0 | 2,128 | 2.41% | +2,128 |
| AZEK CO INC | 0 | 40,911 | +40,911 | 0 | 1,724 | 1.95% | +1,724 |
| ESSENT GROUP LTD(ESNT) | 0 | 30,000 | +30,000 | 0 | 1,686 | 1.91% | +1,686 |
| FORESTAR GROUP INC(FOR) | 0 | 28,487 | +28,487 | 0 | 911 | 1.03% | +911 |
| MR COOPER GROUP INC | 23,042 | 28,042 | +5,000 | 1,796 | 2,278 | 2.58% | +482 |
| ELLINGTON FINANCIAL INC(EFC) | 927,141 | 927,141 | 0 | 10,950 | 11,200 | 12.68% | +250 |
| AG MTG INVT TR INC | 47,846 | 47,846 | 0 | 293 | 318 | 0.36% | +25 |
| PENNYMAC CORP(PMT) | 0 | 0 | 0 | 493 | 499 | 0.57% | +6 |
| ELLINGTON CREDIT COMPANY(EARN) | 149,086 | 149,086 | 0 | 1,030 | 1,036 | 1.17% | +6 |
| PENNYMAC CORP(PMT) | 0 | 0 | 0 | 953 | 952 | 1.08% | -1 |
| BEAZER HOMES USA INC(BZH) | 219,141 | 247,349 | +28,208 | 7,188 | 6,797 | 7.70% | -391 |
| GREAT AJAX CORP | 1,940,649 | 1,940,649 | 0 | 7,374 | 6,928 | 7.85% | -446 |
| LENNAR CORP(LEN) | 5,000 | 0 | -5,000 | 860 | 0 | — | -860 |
| VROOM INC | 0 | 0 | 0 | 2,922 | 1,963 | 2.22% | -959 |
| TALOS ENERGY INC(TALO) | 93,107 | 0 | -93,107 | 1,297 | 0 | — | -1,297 |
| MFA FINL INC(MFA) | 933,611 | 757,693 | -175,918 | 10,653 | 8,062 | 9.13% | -2,591 |
| OPORTUN FINL CORP(OPRT) | 2,209,900 | 711,631 | -1,498,269 | 5,370 | 2,064 | 2.34% | -3,306 |
| AMERICAN WOODMARK CORPORATIO | 46,320 | 15,945 | -30,375 | 4,709 | 1,253 | 1.42% | -3,456 |
| ISHARES TR | 72,758 | 27,776 | -44,982 | 5,655 | 2,143 | 2.43% | -3,513 |
| MERITAGE HOMES CORP(MTH) | 35,766 | 10,961 | -24,805 | 6,276 | 1,774 | 2.01% | -4,501 |
| BUILDERS FIRSTSOURCE INC(BLDR) | 22,500 | 0 | -22,500 | 4,692 | 0 | — | -4,692 |
| ZILLOW GROUP INC(Z) | 138,547 | 0 | -138,547 | 6,758 | 0 | — | -6,758 |
| ANNALY CAPITAL MANAGEMENT IN | 462,085 | 0 | -462,085 | 9,098 | 0 | — | -9,098 |