 |
Symbol |
Name |
Weight |
Price |
Net +/- |
% +/- |
Open |
High |
Low |
Volume |
Last Trade |
|
TWO |
TWO HARBORS INVESTMENT |
5.1507% |
$4.39 |
0 |
.0 % |
4.2 |
4.41 |
4.03 |
6,985,920 |
07/01 |
|
|
TWO HARBORS INVESTMENT ( 3.15) |
  |
|
Buy |
1.0 |
|
|
|
|
|
|
|
|
|
2.0 |
|
|
|
|
|
|
|
|
|
3.0 |
|
|
|
|
|
|
|
|
|
4.0 |
|
|
|
|
|
|
|
|
|
5.0 |
Sell |
|
REIT's ( 3.31) |
  |
|
|
|
JMI |
JAVELIN MORTGAGE INVES |
.1607% |
$12.49 |
|
% |
12.66 |
12.7 |
12.43 |
631,219 |
09/12 4:27 PM |
|
|
JAVELIN MORTGAGE INVESTMENT CORP ( 4.16) |
  |
|
Buy |
1.0 |
|
|
|
|
|
|
|
|
|
2.0 |
|
|
|
|
|
|
|
|
|
3.0 |
|
|
|
|
|
|
|
|
|
4.0 |
|
|
|
|
|
|
|
|
|
5.0 |
Sell |
|
REIT's ( 3.31) |
  |
|
|
|
NYMT |
NEW YORK MORTGAGE TRUS |
1.2976% |
$2.03 |
0 |
.0 % |
2.03 |
2.1 |
1.94 |
8,165,239 |
07/01 |
|
|
NEW YORK MORTGAGE TRUST INC ( 3.62) |
  |
|
Buy |
1.0 |
|
|
|
|
|
|
|
|
|
2.0 |
|
|
|
|
|
|
|
|
|
3.0 |
|
|
|
|
|
|
|
|
|
4.0 |
|
|
|
|
|
|
|
|
|
5.0 |
Sell |
|
REIT's ( 3.31) |
  |
|
|
|
AGNC |
AMERICAN CAPITAL AGENC |
10.8486% |
$23.32 |
|
% |
23.18 |
23.5 |
23.12 |
5,084,960 |
09/12 6:03 PM |
|
|
AMERICAN CAPITAL AGENCY CORP ( 3.20) |
  |
|
Buy |
1.0 |
|
|
|
|
|
|
|
|
|
2.0 |
|
|
|
|
|
|
|
|
|
3.0 |
|
|
|
|
|
|
|
|
|
4.0 |
|
|
|
|
|
|
|
|
|
5.0 |
Sell |
|
REIT's ( 3.31) |
  |
|
|
|
CIM |
CHIMERA INVESTMENT |
4.3934% |
$7.64 |
0 |
.0 % |
7.56 |
7.68 |
7.36 |
5,001,760 |
07/01 |
|
|
CHIMERA INVESTMENT ( 3.42) |
  |
|
Buy |
1.0 |
|
|
|
|
|
|
|
|
|
2.0 |
|
|
|
|
|
|
|
|
|
3.0 |
|
|
|
|
|
|
|
|
|
4.0 |
|
|
|
|
|
|
|
|
|
5.0 |
Sell |
|
Investments ( 3.31) |
  |
|
|
|
HASI |
HANNON ARMSTRONG SUSTA |
1.1026% |
$27.27 |
0 |
.0 % |
25.72 |
27.33 |
25.26 |
834,211 |
07/01 |
|
|
HANNON ARMSTRONG SUSTAINABLE INFRASTRUCT ( 3.32) |
  |
|
Buy |
1.0 |
|
|
|
|
|
|
|
|
|
2.0 |
|
|
|
|
|
|
|
|
|
3.0 |
|
|
|
|
|
|
|
|
|
4.0 |
|
|
|
|
|
|
|
|
|
5.0 |
Sell |
|
Financial Services ( 3.30) |
  |
|
|
|
MITT |
AG MORTGAGE INVESTMENT |
.872% |
$2.9 |
0 |
.0 % |
2.71 |
2.97 |
2.63 |
2,175,235 |
07/01 |
|
|
AG MORTGAGE INVESTMENT TRUST INC ( 3.71) |
  |
|
Buy |
1.0 |
|
|
|
|
|
|
|
|
|
2.0 |
|
|
|
|
|
|
|
|
|
3.0 |
|
|
|
|
|
|
|
|
|
4.0 |
|
|
|
|
|
|
|
|
|
5.0 |
Sell |
|
REIT's ( 3.31) |
  |
|
|
|
CLNY |
COLONY FINANCIAL |
4.1375% |
$19.84 |
|
% |
19.94 |
20.11 |
19.82 |
165,657 |
09/12 4:27 PM |
|
|
  |
COLONY FINANCIAL ( 2.63) |
|
Buy |
1.0 |
|
|
|
|
|
|
|
|
|
2.0 |
|
|
|
|
|
|
|
|
|
3.0 |
|
|
|
|
|
|
|
|
|
4.0 |
|
|
|
|
|
|
|
|
|
5.0 |
Sell |
|
Investments ( 3.31) |
  |
|
|
|
ARI |
APOLLO COMMERCIAL |
1.977% |
$7.75 |
0 |
.0 % |
7.85 |
8.08 |
7.54 |
1,451,891 |
07/01 |
|
|
  |
APOLLO COMMERCIAL ( 2.94) |
|
Buy |
1.0 |
|
|
|
|
|
|
|
|
|
2.0 |
|
|
|
|
|
|
|
|
|
3.0 |
|
|
|
|
|
|
|
|
|
4.0 |
|
|
|
|
|
|
|
|
|
5.0 |
Sell |
|
Investments ( 3.31) |
  |
|
|
|
ACRE |
ARES COMMERCIAL REAL E |
.6729% |
$7.64 |
0 |
.0 % |
7.55 |
7.77 |
7.27 |
650,249 |
07/01 |
|
|
ARES COMMERCIAL REAL ESTATE CORP ( 3.13) |
  |
|
Buy |
1.0 |
|
|
|
|
|
|
|
|
|
2.0 |
|
|
|
|
|
|
|
|
|
3.0 |
|
|
|
|
|
|
|
|
|
4.0 |
|
|
|
|
|
|
|
|
|
5.0 |
Sell |
|
REIT's ( 3.31) |
  |
|
|
|
STWD |
STARWOOD PROPERTY |
7.906% |
$13.19 |
0 |
.0 % |
13.04 |
13.42 |
12.62 |
6,615,454 |
07/01 |
|
|
  |
STARWOOD PROPERTY ( 2.99) |
|
Buy |
1.0 |
|
|
|
|
|
|
|
|
|
2.0 |
|
|
|
|
|
|
|
|
|
3.0 |
|
|
|
|
|
|
|
|
|
4.0 |
|
|
|
|
|
|
|
|
|
5.0 |
Sell |
|
Investments ( 3.31) |
  |
|
|
|
AMTG |
APOLLO RESIDENTIAL MOR |
.8631% |
$15.31 |
|
% |
15.27 |
15.45 |
15.27 |
419,360 |
09/12 4:27 PM |
|
|
APOLLO RESIDENTIAL MORTGAGE INC ( 3.90) |
  |
|
Buy |
1.0 |
|
|
|
|
|
|
|
|
|
2.0 |
|
|
|
|
|
|
|
|
|
3.0 |
|
|
|
|
|
|
|
|
|
4.0 |
|
|
|
|
|
|
|
|
|
5.0 |
Sell |
|
REIT's ( 3.31) |
  |
|
|
|
WMC |
WESTERN ASSET MORTGAGE |
1.1248% |
$2.74 |
0 |
.0 % |
2.77 |
2.85 |
2.61 |
905,682 |
07/01 |
|
|
WESTERN ASSET MORTGAGE CAPITAL CORP ( 3.10) |
  |
|
Buy |
1.0 |
|
|
|
|
|
|
|
|
|
2.0 |
|
|
|
|
|
|
|
|
|
3.0 |
|
|
|
|
|
|
|
|
|
4.0 |
|
|
|
|
|
|
|
|
|
5.0 |
Sell |
|
REIT's ( 3.31) |
  |
|
|
|
ARR |
ARMOUR RESIDENTIAL REI |
1.8803% |
$7.88 |
0 |
.0 % |
7.82 |
8 |
7.53 |
1,524,043 |
07/01 |
|
|
ARMOUR RESIDENTIAL REIT INC ( 3.22) |
  |
|
Buy |
1.0 |
|
|
|
|
|
|
|
|
|
2.0 |
|
|
|
|
|
|
|
|
|
3.0 |
|
|
|
|
|
|
|
|
|
4.0 |
|
|
|
|
|
|
|
|
|
5.0 |
Sell |
|
REIT's ( 3.31) |
  |
|
|
|
CYS |
CYS INVESTMENTS INC |
2.4404% |
$7.94 |
|
% |
8 |
8.1 |
7.93 |
4,468,523 |
09/12 5:38 PM |
|
|
CYS INVESTMENTS INC ( 3.51) |
  |
|
Buy |
1.0 |
|
|
|
|
|
|
|
|
|
2.0 |
|
|
|
|
|
|
|
|
|
3.0 |
|
|
|
|
|
|
|
|
|
4.0 |
|
|
|
|
|
|
|
|
|
5.0 |
Sell |
|
Investments ( 3.31) |
  |
|
|
|
MTGE |
AMERICAN CAPITAL MORTG |
1.6005% |
$20.13 |
|
% |
20.17 |
20.4 |
20.11 |
764,690 |
09/12 6:18 PM |
|
|
AMERICAN CAPITAL MORTGAGE INVESTMENT COR ( 3.18) |
  |
|
Buy |
1.0 |
|
|
|
|
|
|
|
|
|
2.0 |
|
|
|
|
|
|
|
|
|
3.0 |
|
|
|
|
|
|
|
|
|
4.0 |
|
|
|
|
|
|
|
|
|
5.0 |
Sell |
|
REIT's ( 3.31) |
  |
|
|
|
OAKS |
FIVE OAKS INVESTMENT C |
.1663% |
$10.3 |
|
% |
10.25 |
10.32 |
10.17 |
68,341 |
09/12 4:00 PM |
|
Industry information for this ticker is not found.
|
|
NRZ |
NEW RESIDENTIAL INVEST |
4.8884% |
$6.06 |
0 |
.0 % |
5.56 |
6.07 |
5.45 |
12,490,225 |
07/01 |
|
Industry information for this ticker is not found.
|
|
BXMT |
BLACKSTONE MORTGAGE TR |
4.572% |
$22.75 |
0 |
.0 % |
22.39 |
22.9 |
22.1 |
2,106,665 |
07/01 |
|
|
  |
BLACKSTONE MORTGAGE TRUST INC ( 2.79) |
|
Buy |
1.0 |
|
|
|
|
|
|
|
|
|
2.0 |
|
|
|
|
|
|
|
|
|
3.0 |
|
|
|
|
|
|
|
|
|
4.0 |
|
|
|
|
|
|
|
|
|
5.0 |
Sell |
|
REIT's ( 3.31) |
  |
|
|
|
RAS |
RAIT FINANCIAL |
.9847% |
$7.02 |
|
% |
6.98 |
7.1671 |
6.98 |
848,989 |
09/12 4:53 PM |
|
|
RAIT FINANCIAL ( 3.32) |
  |
|
Buy |
1.0 |
|
|
|
|
|
|
|
|
|
2.0 |
|
|
|
|
|
|
|
|
|
3.0 |
|
|
|
|
|
|
|
|
|
4.0 |
|
|
|
|
|
|
|
|
|
5.0 |
Sell |
|
REIT's ( 3.31) |
  |
|
|
|
ZFC |
ZAIS FINANCIAL |
.1699% |
$17.14 |
|
% |
16.62 |
17.329 |
16.5 |
45,160 |
09/12 4:34 PM |
|
|
ZAIS FINANCIAL ( 3.32) |
  |
|
Buy |
1.0 |
|
|
|
|
|
|
|
|
|
2.0 |
|
|
|
|
|
|
|
|
|
3.0 |
|
|
|
|
|
|
|
|
|
4.0 |
|
|
|
|
|
|
|
|
|
5.0 |
Sell |
|
Investments ( 3.31) |
  |
|
|
|
ORC |
ORCHID ISLAND CAPITAL |
.4416% |
$3.86 |
0 |
.0 % |
3.77 |
3.94 |
3.7 |
1,365,014 |
07/01 |
|
|
ORCHID ISLAND CAPITAL () |
  |
|
Buy |
1.0 |
|
|
|
|
|
|
|
|
|
2.0 |
|
|
|
|
|
|
|
|
|
3.0 |
|
|
|
|
|
|
|
|
|
4.0 |
|
|
|
|
|
|
|
|
|
5.0 |
Sell |
|
Investments ( 3.31) |
  |
|
|
|
IVR |
INVESCO MTG CAPITAL |
3.2544% |
$2.81 |
0 |
.0 % |
2.8 |
2.85 |
2.56 |
8,958,645 |
07/01 |
|
|
INVESCO MTG CAPITAL ( 3.32) |
  |
|
Buy |
1.0 |
|
|
|
|
|
|
|
|
|
2.0 |
|
|
|
|
|
|
|
|
|
3.0 |
|
|
|
|
|
|
|
|
|
4.0 |
|
|
|
|
|
|
|
|
|
5.0 |
Sell |
|
Investments ( 3.31) |
  |
|
|
|
NCT |
NEWCASTLE INVESTMENT C |
.5772% |
$5.67 |
|
% |
5.67 |
5.77 |
5.61 |
5,020,037 |
09/12 4:53 PM |
|
|
NEWCASTLE INVESTMENT CORP ( 3.43) |
  |
|
Buy |
1.0 |
|
|
|
|
|
|
|
|
|
2.0 |
|
|
|
|
|
|
|
|
|
3.0 |
|
|
|
|
|
|
|
|
|
4.0 |
|
|
|
|
|
|
|
|
|
5.0 |
Sell |
|
REIT's ( 3.31) |
  |
|
|
|
HTS |
HATTERAS FINANCIAL COR |
3.1271% |
$18.49 |
|
% |
18.43 |
18.64 |
18.4 |
834,680 |
09/12 4:27 PM |
|
|
HATTERAS FINANCIAL CORP ( 3.00) |
  |
|
Buy |
1.0 |
|
|
|
|
|
|
|
|
|
2.0 |
|
|
|
|
|
|
|
|
|
3.0 |
|
|
|
|
|
|
|
|
|
4.0 |
|
|
|
|
|
|
|
|
|
5.0 |
Sell |
|
REIT's ( 3.31) |
  |
|
|
|
RESI |
ALTISOURCE RESIDENTIAL |
1.6368% |
$8 |
0 |
.0 % |
9.75 |
9.75 |
7.62 |
7,610,670 |
07/01 |
|
Industry information for this ticker is not found.
|
|
RSO |
RESOURCE CAPITAL CORP |
.7702% |
$6.05 |
|
% |
6.07 |
6.14 |
6.05 |
568,723 |
09/12 4:53 PM |
|
|
RESOURCE CAPITAL CORP ( 3.56) |
  |
|
Buy |
1.0 |
|
|
|
|
|
|
|
|
|
2.0 |
|
|
|
|
|
|
|
|
|
3.0 |
|
|
|
|
|
|
|
|
|
4.0 |
|
|
|
|
|
|
|
|
|
5.0 |
Sell |
|
REIT's ( 3.31) |
  |
|
|
|
EARN |
ELLINGTON RESIDENTIAL |
.182% |
$8.83 |
0 |
.0 % |
8.82 |
8.87 |
8.52 |
43,806 |
07/01 |
|
Industry information for this ticker is not found.
|
|
NCT |
NEWCASTLE INVESTMENT C |
.6048% |
$5.67 |
|
% |
5.67 |
5.77 |
5.61 |
5,020,037 |
09/12 4:53 PM |
|
|
NEWCASTLE INVESTMENT CORP ( 3.43) |
  |
|
Buy |
1.0 |
|
|
|
|
|
|
|
|
|
2.0 |
|
|
|
|
|
|
|
|
|
3.0 |
|
|
|
|
|
|
|
|
|
4.0 |
|
|
|
|
|
|
|
|
|
5.0 |
Sell |
|
REIT's ( 3.31) |
  |
|
|
|
BXMT |
BLACKSTONE MORTGAGE TR |
4.6027% |
$22.75 |
0 |
.0 % |
22.39 |
22.9 |
22.1 |
2,106,665 |
07/01 |
|
|
  |
BLACKSTONE MORTGAGE TRUST INC ( 2.79) |
|
Buy |
1.0 |
|
|
|
|
|
|
|
|
|
2.0 |
|
|
|
|
|
|
|
|
|
3.0 |
|
|
|
|
|
|
|
|
|
4.0 |
|
|
|
|
|
|
|
|
|
5.0 |
Sell |
|
REIT's ( 3.31) |
  |
|
|
|
HASI |
HANNON ARMSTRONG SUSTA |
1.1221% |
$27.27 |
0 |
.0 % |
25.72 |
27.33 |
25.26 |
834,211 |
07/01 |
|
|
HANNON ARMSTRONG SUSTAINABLE INFRASTRUCT ( 3.32) |
  |
|
Buy |
1.0 |
|
|
|
|
|
|
|
|
|
2.0 |
|
|
|
|
|
|
|
|
|
3.0 |
|
|
|
|
|
|
|
|
|
4.0 |
|
|
|
|
|
|
|
|
|
5.0 |
Sell |
|
Financial Services ( 3.30) |
  |
|
|
|
CYS |
CYS INVESTMENTS INC |
2.4443% |
$7.94 |
|
% |
8 |
8.1 |
7.93 |
4,468,523 |
09/12 5:38 PM |
|
|
CYS INVESTMENTS INC ( 3.51) |
  |
|
Buy |
1.0 |
|
|
|
|
|
|
|
|
|
2.0 |
|
|
|
|
|
|
|
|
|
3.0 |
|
|
|
|
|
|
|
|
|
4.0 |
|
|
|
|
|
|
|
|
|
5.0 |
Sell |
|
Investments ( 3.31) |
  |
|
|
|
ACRE |
ARES COMMERCIAL REAL E |
.6849% |
$7.64 |
0 |
.0 % |
7.55 |
7.77 |
7.27 |
650,249 |
07/01 |
|
|
ARES COMMERCIAL REAL ESTATE CORP ( 3.13) |
  |
|
Buy |
1.0 |
|
|
|
|
|
|
|
|
|
2.0 |
|
|
|
|
|
|
|
|
|
3.0 |
|
|
|
|
|
|
|
|
|
4.0 |
|
|
|
|
|
|
|
|
|
5.0 |
Sell |
|
REIT's ( 3.31) |
  |
|
|
|
CLNY |
COLONY FINANCIAL |
4.1818% |
$19.84 |
|
% |
19.94 |
20.11 |
19.82 |
165,657 |
09/12 4:27 PM |
|
|
  |
COLONY FINANCIAL ( 2.63) |
|
Buy |
1.0 |
|
|
|
|
|
|
|
|
|
2.0 |
|
|
|
|
|
|
|
|
|
3.0 |
|
|
|
|
|
|
|
|
|
4.0 |
|
|
|
|
|
|
|
|
|
5.0 |
Sell |
|
Investments ( 3.31) |
  |
|
|
|
CIM |
CHIMERA INVESTMENT |
4.4046% |
$7.64 |
0 |
.0 % |
7.56 |
7.68 |
7.36 |
5,001,760 |
07/01 |
|
|
CHIMERA INVESTMENT ( 3.42) |
  |
|
Buy |
1.0 |
|
|
|
|
|
|
|
|
|
2.0 |
|
|
|
|
|
|
|
|
|
3.0 |
|
|
|
|
|
|
|
|
|
4.0 |
|
|
|
|
|
|
|
|
|
5.0 |
Sell |
|
Investments ( 3.31) |
  |
|
|
|
RSO |
RESOURCE CAPITAL CORP |
.7706% |
$6.05 |
|
% |
6.07 |
6.14 |
6.05 |
568,723 |
09/12 4:53 PM |
|
|
RESOURCE CAPITAL CORP ( 3.56) |
  |
|
Buy |
1.0 |
|
|
|
|
|
|
|
|
|
2.0 |
|
|
|
|
|
|
|
|
|
3.0 |
|
|
|
|
|
|
|
|
|
4.0 |
|
|
|
|
|
|
|
|
|
5.0 |
Sell |
|
REIT's ( 3.31) |
  |
|
|
|
AGNC |
AMERICAN CAPITAL AGENC |
10.7865% |
$23.32 |
|
% |
23.18 |
23.5 |
23.12 |
5,084,960 |
09/12 6:03 PM |
|
|
AMERICAN CAPITAL AGENCY CORP ( 3.20) |
  |
|
Buy |
1.0 |
|
|
|
|
|
|
|
|
|
2.0 |
|
|
|
|
|
|
|
|
|
3.0 |
|
|
|
|
|
|
|
|
|
4.0 |
|
|
|
|
|
|
|
|
|
5.0 |
Sell |
|
REIT's ( 3.31) |
  |
|
|
|
TWO |
TWO HARBORS INVESTMENT |
5.1194% |
$4.39 |
0 |
.0 % |
4.2 |
4.41 |
4.03 |
6,985,920 |
07/01 |
|
|
TWO HARBORS INVESTMENT ( 3.15) |
  |
|
Buy |
1.0 |
|
|
|
|
|
|
|
|
|
2.0 |
|
|
|
|
|
|
|
|
|
3.0 |
|
|
|
|
|
|
|
|
|
4.0 |
|
|
|
|
|
|
|
|
|
5.0 |
Sell |
|
REIT's ( 3.31) |
  |
|
|
|
HTS |
HATTERAS FINANCIAL COR |
3.114% |
$18.49 |
|
% |
18.43 |
18.64 |
18.4 |
834,680 |
09/12 4:27 PM |
|
|
HATTERAS FINANCIAL CORP ( 3.00) |
  |
|
Buy |
1.0 |
|
|
|
|
|
|
|
|
|
2.0 |
|
|
|
|
|
|
|
|
|
3.0 |
|
|
|
|
|
|
|
|
|
4.0 |
|
|
|
|
|
|
|
|
|
5.0 |
Sell |
|
REIT's ( 3.31) |
  |
|
|
|
WMC |
WESTERN ASSET MORTGAGE |
1.1159% |
$2.74 |
0 |
.0 % |
2.77 |
2.85 |
2.61 |
905,682 |
07/01 |
|
|
WESTERN ASSET MORTGAGE CAPITAL CORP ( 3.10) |
  |
|
Buy |
1.0 |
|
|
|
|
|
|
|
|
|
2.0 |
|
|
|
|
|
|
|
|
|
3.0 |
|
|
|
|
|
|
|
|
|
4.0 |
|
|
|
|
|
|
|
|
|
5.0 |
Sell |
|
REIT's ( 3.31) |
  |
|
|
|
ORC |
ORCHID ISLAND CAPITAL |
.4446% |
$3.86 |
0 |
.0 % |
3.77 |
3.94 |
3.7 |
1,365,014 |
07/01 |
|
|
ORCHID ISLAND CAPITAL () |
  |
|
Buy |
1.0 |
|
|
|
|
|
|
|
|
|
2.0 |
|
|
|
|
|
|
|
|
|
3.0 |
|
|
|
|
|
|
|
|
|
4.0 |
|
|
|
|
|
|
|
|
|
5.0 |
Sell |
|
Investments ( 3.31) |
  |
|
|
|
JMI |
JAVELIN MORTGAGE INVES |
.1577% |
$12.49 |
|
% |
12.66 |
12.7 |
12.43 |
631,219 |
09/12 4:27 PM |
|
|
JAVELIN MORTGAGE INVESTMENT CORP ( 4.16) |
  |
|
Buy |
1.0 |
|
|
|
|
|
|
|
|
|
2.0 |
|
|
|
|
|
|
|
|
|
3.0 |
|
|
|
|
|
|
|
|
|
4.0 |
|
|
|
|
|
|
|
|
|
5.0 |
Sell |
|
REIT's ( 3.31) |
  |
|
|
|
RAS |
RAIT FINANCIAL |
.9676% |
$7.02 |
|
% |
6.98 |
7.1671 |
6.98 |
848,989 |
09/12 4:53 PM |
|
|
RAIT FINANCIAL ( 3.32) |
  |
|
Buy |
1.0 |
|
|
|
|
|
|
|
|
|
2.0 |
|
|
|
|
|
|
|
|
|
3.0 |
|
|
|
|
|
|
|
|
|
4.0 |
|
|
|
|
|
|
|
|
|
5.0 |
Sell |
|
REIT's ( 3.31) |
  |
|
|
|
ARI |
APOLLO COMMERCIAL |
1.9558% |
$7.75 |
0 |
.0 % |
7.85 |
8.08 |
7.54 |
1,451,891 |
07/01 |
|
|
  |
APOLLO COMMERCIAL ( 2.94) |
|
Buy |
1.0 |
|
|
|
|
|
|
|
|
|
2.0 |
|
|
|
|
|
|
|
|
|
3.0 |
|
|
|
|
|
|
|
|
|
4.0 |
|
|
|
|
|
|
|
|
|
5.0 |
Sell |
|
Investments ( 3.31) |
  |
|
|
|
RESI |
ALTISOURCE RESIDENTIAL |
1.6098% |
$8 |
0 |
.0 % |
9.75 |
9.75 |
7.62 |
7,610,670 |
07/01 |
|
Industry information for this ticker is not found.
|
|
STWD |
STARWOOD PROPERTY |
8.0229% |
$13.19 |
0 |
.0 % |
13.04 |
13.42 |
12.62 |
6,615,454 |
07/01 |
|
|
  |
STARWOOD PROPERTY ( 2.99) |
|
Buy |
1.0 |
|
|
|
|
|
|
|
|
|
2.0 |
|
|
|
|
|
|
|
|
|
3.0 |
|
|
|
|
|
|
|
|
|
4.0 |
|
|
|
|
|
|
|
|
|
5.0 |
Sell |
|
Investments ( 3.31) |
  |
|
|
|
NRZ |
NEW RESIDENTIAL INVEST |
4.9479% |
$6.06 |
0 |
.0 % |
5.56 |
6.07 |
5.45 |
12,490,225 |
07/01 |
|
Industry information for this ticker is not found.
|
|
NYMT |
NEW YORK MORTGAGE TRUS |
1.283% |
$2.03 |
0 |
.0 % |
2.03 |
2.1 |
1.94 |
8,165,239 |
07/01 |
|
|
NEW YORK MORTGAGE TRUST INC ( 3.62) |
  |
|
Buy |
1.0 |
|
|
|
|
|
|
|
|
|
2.0 |
|
|
|
|
|
|
|
|
|
3.0 |
|
|
|
|
|
|
|
|
|
4.0 |
|
|
|
|
|
|
|
|
|
5.0 |
Sell |
|
REIT's ( 3.31) |
  |
|
|
|
MTGE |
AMERICAN CAPITAL MORTG |
1.6127% |
$20.13 |
|
% |
20.17 |
20.4 |
20.11 |
764,690 |
09/12 6:18 PM |
|
|
AMERICAN CAPITAL MORTGAGE INVESTMENT COR ( 3.18) |
  |
|
Buy |
1.0 |
|
|
|
|
|
|
|
|
|
2.0 |
|
|
|
|
|
|
|
|
|
3.0 |
|
|
|
|
|
|
|
|
|
4.0 |
|
|
|
|
|
|
|
|
|
5.0 |
Sell |
|
REIT's ( 3.31) |
  |
|
|
|
MITT |
AG MORTGAGE INVESTMENT |
.8724% |
$2.9 |
0 |
.0 % |
2.71 |
2.97 |
2.63 |
2,175,235 |
07/01 |
|
|
AG MORTGAGE INVESTMENT TRUST INC ( 3.71) |
  |
|
Buy |
1.0 |
|
|
|
|
|
|
|
|
|
2.0 |
|
|
|
|
|
|
|
|
|
3.0 |
|
|
|
|
|
|
|
|
|
4.0 |
|
|
|
|
|
|
|
|
|
5.0 |
Sell |
|
REIT's ( 3.31) |
  |
|
|
|
ZFC |
ZAIS FINANCIAL |
.1698% |
$17.14 |
|
% |
16.62 |
17.329 |
16.5 |
45,160 |
09/12 4:34 PM |
|
|
ZAIS FINANCIAL ( 3.32) |
  |
|
Buy |
1.0 |
|
|
|
|
|
|
|
|
|
2.0 |
|
|
|
|
|
|
|
|
|
3.0 |
|
|
|
|
|
|
|
|
|
4.0 |
|
|
|
|
|
|
|
|
|
5.0 |
Sell |
|
Investments ( 3.31) |
  |
|
|
|
AMTG |
APOLLO RESIDENTIAL MOR |
.8708% |
$15.31 |
|
% |
15.27 |
15.45 |
15.27 |
419,360 |
09/12 4:27 PM |
|
|
APOLLO RESIDENTIAL MORTGAGE INC ( 3.90) |
  |
|
Buy |
1.0 |
|
|
|
|
|
|
|
|
|
2.0 |
|
|
|
|
|
|
|
|
|
3.0 |
|
|
|
|
|
|
|
|
|
4.0 |
|
|
|
|
|
|
|
|
|
5.0 |
Sell |
|
REIT's ( 3.31) |
  |
|
|
|
EARN |
ELLINGTON RESIDENTIAL |
.1808% |
$8.83 |
0 |
.0 % |
8.82 |
8.87 |
8.52 |
43,806 |
07/01 |
|
Industry information for this ticker is not found.
|
|
OAKS |
FIVE OAKS INVESTMENT C |
.164% |
$10.3 |
|
% |
10.25 |
10.32 |
10.17 |
68,341 |
09/12 4:00 PM |
|
Industry information for this ticker is not found.
|
|
ARR |
ARMOUR RESIDENTIAL REI |
1.8822% |
$7.88 |
0 |
.0 % |
7.82 |
8 |
7.53 |
1,524,043 |
07/01 |
|
|
ARMOUR RESIDENTIAL REIT INC ( 3.22) |
  |
|
Buy |
1.0 |
|
|
|
|
|
|
|
|
|
2.0 |
|
|
|
|
|
|
|
|
|
3.0 |
|
|
|
|
|
|
|
|
|
4.0 |
|
|
|
|
|
|
|
|
|
5.0 |
Sell |
|
REIT's ( 3.31) |
  |
|
|
|
IVR |
INVESCO MTG CAPITAL |
3.2027% |
$2.81 |
0 |
.0 % |
2.8 |
2.85 |
2.56 |
8,958,645 |
07/01 |
|
|
INVESCO MTG CAPITAL ( 3.32) |
  |
|
Buy |
1.0 |
|
|
|
|
|
|
|
|
|
2.0 |
|
|
|
|
|
|
|
|
|
3.0 |
|
|
|
|
|
|
|
|
|
4.0 |
|
|
|
|
|
|
|
|
|
5.0 |
Sell |
|
Investments ( 3.31) |
  |
|
|
|
OAKS |
FIVE OAKS INVESTMENT C |
.1628% |
$10.3 |
|
% |
10.25 |
10.32 |
10.17 |
68,341 |
09/12 4:00 PM |
|
Industry information for this ticker is not found.
|
|
ARI |
APOLLO COMMERCIAL |
1.9427% |
$7.75 |
0 |
.0 % |
7.85 |
8.08 |
7.54 |
1,451,891 |
07/01 |
|
|
  |
APOLLO COMMERCIAL ( 2.94) |
|
Buy |
1.0 |
|
|
|
|
|
|
|
|
|
2.0 |
|
|
|
|
|
|
|
|
|
3.0 |
|
|
|
|
|
|
|
|
|
4.0 |
|
|
|
|
|
|
|
|
|
5.0 |
Sell |
|
Investments ( 3.31) |
  |
|
|
|
AMTG |
APOLLO RESIDENTIAL MOR |
.8692% |
$15.31 |
|
% |
15.27 |
15.45 |
15.27 |
419,360 |
09/12 4:27 PM |
|
|
APOLLO RESIDENTIAL MORTGAGE INC ( 3.90) |
  |
|
Buy |
1.0 |
|
|
|
|
|
|
|
|
|
2.0 |
|
|
|
|
|
|
|
|
|
3.0 |
|
|
|
|
|
|
|
|
|
4.0 |
|
|
|
|
|
|
|
|
|
5.0 |
Sell |
|
REIT's ( 3.31) |
  |
|
|
|
RSO |
RESOURCE CAPITAL CORP |
.767% |
$6.05 |
|
% |
6.07 |
6.14 |
6.05 |
568,723 |
09/12 4:53 PM |
|
|
RESOURCE CAPITAL CORP ( 3.56) |
  |
|
Buy |
1.0 |
|
|
|
|
|
|
|
|
|
2.0 |
|
|
|
|
|
|
|
|
|
3.0 |
|
|
|
|
|
|
|
|
|
4.0 |
|
|
|
|
|
|
|
|
|
5.0 |
Sell |
|
REIT's ( 3.31) |
  |
|
|
|
CIM |
CHIMERA INVESTMENT |
4.3936% |
$7.64 |
0 |
.0 % |
7.56 |
7.68 |
7.36 |
5,001,760 |
07/01 |
|
|
CHIMERA INVESTMENT ( 3.42) |
  |
|
Buy |
1.0 |
|
|
|
|
|
|
|
|
|
2.0 |
|
|
|
|
|
|
|
|
|
3.0 |
|
|
|
|
|
|
|
|
|
4.0 |
|
|
|
|
|
|
|
|
|
5.0 |
Sell |
|
Investments ( 3.31) |
  |
|
|
|
HTS |
HATTERAS FINANCIAL COR |
3.1089% |
$18.49 |
|
% |
18.43 |
18.64 |
18.4 |
834,680 |
09/12 4:27 PM |
|
|
HATTERAS FINANCIAL CORP ( 3.00) |
  |
|
Buy |
1.0 |
|
|
|
|
|
|
|
|
|
2.0 |
|
|
|
|
|
|
|
|
|
3.0 |
|
|
|
|
|
|
|
|
|
4.0 |
|
|
|
|
|
|
|
|
|
5.0 |
Sell |
|
REIT's ( 3.31) |
  |
|
|
|
ORC |
ORCHID ISLAND CAPITAL |
.4427% |
$3.86 |
0 |
.0 % |
3.77 |
3.94 |
3.7 |
1,365,014 |
07/01 |
|
|
ORCHID ISLAND CAPITAL () |
  |
|
Buy |
1.0 |
|
|
|
|
|
|
|
|
|
2.0 |
|
|
|
|
|
|
|
|
|
3.0 |
|
|
|
|
|
|
|
|
|
4.0 |
|
|
|
|
|
|
|
|
|
5.0 |
Sell |
|
Investments ( 3.31) |
  |
|
|
|
BXMT |
BLACKSTONE MORTGAGE TR |
4.6282% |
$22.75 |
0 |
.0 % |
22.39 |
22.9 |
22.1 |
2,106,665 |
07/01 |
|
|
  |
BLACKSTONE MORTGAGE TRUST INC ( 2.79) |
|
Buy |
1.0 |
|
|
|
|
|
|
|
|
|
2.0 |
|
|
|
|
|
|
|
|
|
3.0 |
|
|
|
|
|
|
|
|
|
4.0 |
|
|
|
|
|
|
|
|
|
5.0 |
Sell |
|
REIT's ( 3.31) |
  |
|
|
|
CLNY |
COLONY FINANCIAL |
4.3207% |
$19.84 |
|
% |
19.94 |
20.11 |
19.82 |
165,657 |
09/12 4:27 PM |
|
|
  |
COLONY FINANCIAL ( 2.63) |
|
Buy |
1.0 |
|
|
|
|
|
|
|
|
|
2.0 |
|
|
|
|
|
|
|
|
|
3.0 |
|
|
|
|
|
|
|
|
|
4.0 |
|
|
|
|
|
|
|
|
|
5.0 |
Sell |
|
Investments ( 3.31) |
  |
|
|
|
MTGE |
AMERICAN CAPITAL MORTG |
1.6231% |
$20.13 |
|
% |
20.17 |
20.4 |
20.11 |
764,690 |
09/12 6:18 PM |
|
|
AMERICAN CAPITAL MORTGAGE INVESTMENT COR ( 3.18) |
  |
|
Buy |
1.0 |
|
|
|
|
|
|
|
|
|
2.0 |
|
|
|
|
|
|
|
|
|
3.0 |
|
|
|
|
|
|
|
|
|
4.0 |
|
|
|
|
|
|
|
|
|
5.0 |
Sell |
|
REIT's ( 3.31) |
  |
|
|
|
IVR |
INVESCO MTG CAPITAL |
3.176% |
$2.81 |
0 |
.0 % |
2.8 |
2.85 |
2.56 |
8,958,645 |
07/01 |
|
|
INVESCO MTG CAPITAL ( 3.32) |
  |
|
Buy |
1.0 |
|
|
|
|
|
|
|
|
|
2.0 |
|
|
|
|
|
|
|
|
|
3.0 |
|
|
|
|
|
|
|
|
|
4.0 |
|
|
|
|
|
|
|
|
|
5.0 |
Sell |
|
Investments ( 3.31) |
  |
|
|
|
ACRE |
ARES COMMERCIAL REAL E |
.6842% |
$7.64 |
0 |
.0 % |
7.55 |
7.77 |
7.27 |
650,249 |
07/01 |
|
|
ARES COMMERCIAL REAL ESTATE CORP ( 3.13) |
  |
|
Buy |
1.0 |
|
|
|
|
|
|
|
|
|
2.0 |
|
|
|
|
|
|
|
|
|
3.0 |
|
|
|
|
|
|
|
|
|
4.0 |
|
|
|
|
|
|
|
|
|
5.0 |
Sell |
|
REIT's ( 3.31) |
  |
|
|
|
CYS |
CYS INVESTMENTS INC |
2.4654% |
$7.94 |
|
% |
8 |
8.1 |
7.93 |
4,468,523 |
09/12 5:38 PM |
|
|
CYS INVESTMENTS INC ( 3.51) |
  |
|
Buy |
1.0 |
|
|
|
|
|
|
|
|
|
2.0 |
|
|
|
|
|
|
|
|
|
3.0 |
|
|
|
|
|
|
|
|
|
4.0 |
|
|
|
|
|
|
|
|
|
5.0 |
Sell |
|
Investments ( 3.31) |
  |
|
|
|
NRZ |
NEW RESIDENTIAL INVEST |
4.6789% |
$6.06 |
0 |
.0 % |
5.56 |
6.07 |
5.45 |
12,490,225 |
07/01 |
|
Industry information for this ticker is not found.
|
|
JMI |
JAVELIN MORTGAGE INVES |
.1562% |
$12.49 |
|
% |
12.66 |
12.7 |
12.43 |
631,219 |
09/12 4:27 PM |
|
|
JAVELIN MORTGAGE INVESTMENT CORP ( 4.16) |
  |
|
Buy |
1.0 |
|
|
|
|
|
|
|
|
|
2.0 |
|
|
|
|
|
|
|
|
|
3.0 |
|
|
|
|
|
|
|
|
|
4.0 |
|
|
|
|
|
|
|
|
|
5.0 |
Sell |
|
REIT's ( 3.31) |
  |
|
|
|
NYMT |
NEW YORK MORTGAGE TRUS |
1.2677% |
$2.03 |
0 |
.0 % |
2.03 |
2.1 |
1.94 |
8,165,239 |
07/01 |
|
|
NEW YORK MORTGAGE TRUST INC ( 3.62) |
  |
|
Buy |
1.0 |
|
|
|
|
|
|
|
|
|
2.0 |
|
|
|
|
|
|
|
|
|
3.0 |
|
|
|
|
|
|
|
|
|
4.0 |
|
|
|
|
|
|
|
|
|
5.0 |
Sell |
|
REIT's ( 3.31) |
  |
|
|
|
RESI |
ALTISOURCE RESIDENTIAL |
1.577% |
$8 |
0 |
.0 % |
9.75 |
9.75 |
7.62 |
7,610,670 |
07/01 |
|
Industry information for this ticker is not found.
|
|
NCT |
NEWCASTLE INVESTMENT C |
.5946% |
$5.67 |
|
% |
5.67 |
5.77 |
5.61 |
5,020,037 |
09/12 4:53 PM |
|
|
NEWCASTLE INVESTMENT CORP ( 3.43) |
  |
|
Buy |
1.0 |
|
|
|
|
|
|
|
|
|
2.0 |
|
|
|
|
|
|
|
|
|
3.0 |
|
|
|
|
|
|
|
|
|
4.0 |
|
|
|
|
|
|
|
|
|
5.0 |
Sell |
|
REIT's ( 3.31) |
  |
|
|
|
RAS |
RAIT FINANCIAL |
.9842% |
$7.02 |
|
% |
6.98 |
7.1671 |
6.98 |
848,989 |
09/12 4:53 PM |
|
|
RAIT FINANCIAL ( 3.32) |
  |
|
Buy |
1.0 |
|
|
|
|
|
|
|
|
|
2.0 |
|
|
|
|
|
|
|
|
|
3.0 |
|
|
|
|
|
|
|
|
|
4.0 |
|
|
|
|
|
|
|
|
|
5.0 |
Sell |
|
REIT's ( 3.31) |
  |
|
|
|
AGNC |
AMERICAN CAPITAL AGENC |
10.8679% |
$23.32 |
|
% |
23.18 |
23.5 |
23.12 |
5,084,960 |
09/12 6:03 PM |
|
|
AMERICAN CAPITAL AGENCY CORP ( 3.20) |
  |
|
Buy |
1.0 |
|
|
|
|
|
|
|
|
|
2.0 |
|
|
|
|
|
|
|
|
|
3.0 |
|
|
|
|
|
|
|
|
|
4.0 |
|
|
|
|
|
|
|
|
|
5.0 |
Sell |
|
REIT's ( 3.31) |
  |
|
|
|
EARN |
ELLINGTON RESIDENTIAL |
.1818% |
$8.83 |
0 |
.0 % |
8.82 |
8.87 |
8.52 |
43,806 |
07/01 |
|
Industry information for this ticker is not found.
|
|
HASI |
HANNON ARMSTRONG SUSTA |
1.0937% |
$27.27 |
0 |
.0 % |
25.72 |
27.33 |
25.26 |
834,211 |
07/01 |
|
|
HANNON ARMSTRONG SUSTAINABLE INFRASTRUCT ( 3.32) |
  |
|
Buy |
1.0 |
|
|
|
|
|
|
|
|
|
2.0 |
|
|
|
|
|
|
|
|
|
3.0 |
|
|
|
|
|
|
|
|
|
4.0 |
|
|
|
|
|
|
|
|
|
5.0 |
Sell |
|
Financial Services ( 3.30) |
  |
|
|
|
TWO |
TWO HARBORS INVESTMENT |
5.1086% |
$4.39 |
0 |
.0 % |
4.2 |
4.41 |
4.03 |
6,985,920 |
07/01 |
|
|
TWO HARBORS INVESTMENT ( 3.15) |
  |
|
Buy |
1.0 |
|
|
|
|
|
|
|
|
|
2.0 |
|
|
|
|
|
|
|
|
|
3.0 |
|
|
|
|
|
|
|
|
|
4.0 |
|
|
|
|
|
|
|
|
|
5.0 |
Sell |
|
REIT's ( 3.31) |
  |
|
|
|
ARR |
ARMOUR RESIDENTIAL REI |
1.8766% |
$7.88 |
0 |
.0 % |
7.82 |
8 |
7.53 |
1,524,043 |
07/01 |
|
|
ARMOUR RESIDENTIAL REIT INC ( 3.22) |
  |
|
Buy |
1.0 |
|
|
|
|
|
|
|
|
|
2.0 |
|
|
|
|
|
|
|
|
|
3.0 |
|
|
|
|
|
|
|
|
|
4.0 |
|
|
|
|
|
|
|
|
|
5.0 |
Sell |
|
REIT's ( 3.31) |
  |
|
|
|
STWD |
STARWOOD PROPERTY |
8.0462% |
$13.19 |
0 |
.0 % |
13.04 |
13.42 |
12.62 |
6,615,454 |
07/01 |
|
|
  |
STARWOOD PROPERTY ( 2.99) |
|
Buy |
1.0 |
|
|
|
|
|
|
|
|
|
2.0 |
|
|
|
|
|
|
|
|
|
3.0 |
|
|
|
|
|
|
|
|
|
4.0 |
|
|
|
|
|
|
|
|
|
5.0 |
Sell |
|
Investments ( 3.31) |
  |
|
|
|
WMC |
WESTERN ASSET MORTGAGE |
1.0503% |
$2.74 |
0 |
.0 % |
2.77 |
2.85 |
2.61 |
905,682 |
07/01 |
|
|
WESTERN ASSET MORTGAGE CAPITAL CORP ( 3.10) |
  |
|
Buy |
1.0 |
|
|
|
|
|
|
|
|
|
2.0 |
|
|
|
|
|
|
|
|
|
3.0 |
|
|
|
|
|
|
|
|
|
4.0 |
|
|
|
|
|
|
|
|
|
5.0 |
Sell |
|
REIT's ( 3.31) |
  |
|
|
|
MITT |
AG MORTGAGE INVESTMENT |
.8727% |
$2.9 |
0 |
.0 % |
2.71 |
2.97 |
2.63 |
2,175,235 |
07/01 |
|
|
AG MORTGAGE INVESTMENT TRUST INC ( 3.71) |
  |
|
Buy |
1.0 |
|
|
|
|
|
|
|
|
|
2.0 |
|
|
|
|
|
|
|
|
|
3.0 |
|
|
|
|
|
|
|
|
|
4.0 |
|
|
|
|
|
|
|
|
|
5.0 |
Sell |
|
REIT's ( 3.31) |
  |
|
|
|
ZFC |
ZAIS FINANCIAL |
.1692% |
$17.14 |
|
% |
16.62 |
17.329 |
16.5 |
45,160 |
09/12 4:34 PM |
|
|
ZAIS FINANCIAL ( 3.32) |
  |
|
Buy |
1.0 |
|
|
|
|
|
|
|
|
|
2.0 |
|
|
|
|
|
|
|
|
|
3.0 |
|
|
|
|
|
|
|
|
|
4.0 |
|
|
|
|
|
|
|
|
|
5.0 |
Sell |
|
Investments ( 3.31) |
  |
|
|
|
NLY |
ANNALY CAPITAL MANAGEM |
15.4538% |
$6.12 |
0 |
.0 % |
6.02 |
6.21 |
5.95 |
15,829,931 |
07/01 |
|
|
ANNALY CAPITAL MANAGEMENT INC ( 3.33) |
  |
|
Buy |
1.0 |
|
|
|
|
|
|
|
|
|
2.0 |
|
|
|
|
|
|
|
|
|
3.0 |
|
|
|
|
|
|
|
|
|
4.0 |
|
|
|
|
|
|
|
|
|
5.0 |
Sell |
|
REIT's ( 3.31) |
  |
|
|
|
NLY |
ANNALY CAPITAL MANAGEM |
15.5166% |
$6.12 |
0 |
.0 % |
6.02 |
6.21 |
5.95 |
15,829,931 |
07/01 |
|
|
ANNALY CAPITAL MANAGEMENT INC ( 3.33) |
  |
|
Buy |
1.0 |
|
|
|
|
|
|
|
|
|
2.0 |
|
|
|
|
|
|
|
|
|
3.0 |
|
|
|
|
|
|
|
|
|
4.0 |
|
|
|
|
|
|
|
|
|
5.0 |
Sell |
|
REIT's ( 3.31) |
  |
|
|
|
NLY |
ANNALY CAPITAL MANAGEM |
15.4114% |
$6.12 |
0 |
.0 % |
6.02 |
6.21 |
5.95 |
15,829,931 |
07/01 |
|
|
ANNALY CAPITAL MANAGEMENT INC ( 3.33) |
  |
|
Buy |
1.0 |
|
|
|
|
|
|
|
|
|
2.0 |
|
|
|
|
|
|
|
|
|
3.0 |
|
|
|
|
|
|
|
|
|
4.0 |
|
|
|
|
|
|
|
|
|
5.0 |
Sell |
|
REIT's ( 3.31) |
  |
|
|
|
PMT |
PENNYMAC MTG |
1.9913% |
$9.53 |
0 |
.0 % |
9.46 |
9.75 |
9.09 |
1,606,937 |
07/01 |
|
|
PENNYMAC MTG ( 3.44) |
  |
|
Buy |
1.0 |
|
|
|
|
|
|
|
|
|
2.0 |
|
|
|
|
|
|
|
|
|
3.0 |
|
|
|
|
|
|
|
|
|
4.0 |
|
|
|
|
|
|
|
|
|
5.0 |
Sell |
|
Investments ( 3.31) |
  |
|
|
|
PMT |
PENNYMAC MTG |
2.0148% |
$9.53 |
0 |
.0 % |
9.46 |
9.75 |
9.09 |
1,606,937 |
07/01 |
|
|
PENNYMAC MTG ( 3.44) |
  |
|
Buy |
1.0 |
|
|
|
|
|
|
|
|
|
2.0 |
|
|
|
|
|
|
|
|
|
3.0 |
|
|
|
|
|
|
|
|
|
4.0 |
|
|
|
|
|
|
|
|
|
5.0 |
Sell |
|
Investments ( 3.31) |
  |
|
|
|
PMT |
PENNYMAC MTG |
1.9928% |
$9.53 |
0 |
.0 % |
9.46 |
9.75 |
9.09 |
1,606,937 |
07/01 |
|
|
PENNYMAC MTG ( 3.44) |
  |
|
Buy |
1.0 |
|
|
|
|
|
|
|
|
|
2.0 |
|
|
|
|
|
|
|
|
|
3.0 |
|
|
|
|
|
|
|
|
|
4.0 |
|
|
|
|
|
|
|
|
|
5.0 |
Sell |
|
Investments ( 3.31) |
  |
|
|
|
MFA |
MFA FINANCIAL INC |
4.4705% |
$1.65 |
0 |
.0 % |
1.65 |
1.68 |
1.58 |
15,048,955 |
07/01 |
|
|
MFA FINANCIAL INC ( 3.24) |
  |
|
Buy |
1.0 |
|
|
|
|
|
|
|
|
|
2.0 |
|
|
|
|
|
|
|
|
|
3.0 |
|
|
|
|
|
|
|
|
|
4.0 |
|
|
|
|
|
|
|
|
|
5.0 |
Sell |
|
REIT's ( 3.31) |
  |
|
|
|
MFA |
MFA FINANCIAL INC |
4.4857% |
$1.65 |
0 |
.0 % |
1.65 |
1.68 |
1.58 |
15,048,955 |
07/01 |
|
|
MFA FINANCIAL INC ( 3.24) |
  |
|
Buy |
1.0 |
|
|
|
|
|
|
|
|
|
2.0 |
|
|
|
|
|
|
|
|
|
3.0 |
|
|
|
|
|
|
|
|
|
4.0 |
|
|
|
|
|
|
|
|
|
5.0 |
Sell |
|
REIT's ( 3.31) |
  |
|
|
|
MFA |
MFA FINANCIAL INC |
4.4932% |
$1.65 |
0 |
.0 % |
1.65 |
1.68 |
1.58 |
15,048,955 |
07/01 |
|
|
MFA FINANCIAL INC ( 3.24) |
  |
|
Buy |
1.0 |
|
|
|
|
|
|
|
|
|
2.0 |
|
|
|
|
|
|
|
|
|
3.0 |
|
|
|
|
|
|
|
|
|
4.0 |
|
|
|
|
|
|
|
|
|
5.0 |
Sell |
|
REIT's ( 3.31) |
  |
|
|
|
CMO |
CAPSTEAD MORTGAGE CORP |
2.0424% |
$4.85 |
0 |
.0 % |
4.8 |
5 |
4.62 |
921,446 |
07/01 |
|
|
CAPSTEAD MORTGAGE CORP ( 3.13) |
  |
|
Buy |
1.0 |
|
|
|
|
|
|
|
|
|
2.0 |
|
|
|
|
|
|
|
|
|
3.0 |
|
|
|
|
|
|
|
|
|
4.0 |
|
|
|
|
|
|
|
|
|
5.0 |
Sell |
|
REIT's ( 3.31) |
  |
|
|
|
CMO |
CAPSTEAD MORTGAGE CORP |
2.0231% |
$4.85 |
0 |
.0 % |
4.8 |
5 |
4.62 |
921,446 |
07/01 |
|
|
CAPSTEAD MORTGAGE CORP ( 3.13) |
  |
|
Buy |
1.0 |
|
|
|
|
|
|
|
|
|
2.0 |
|
|
|
|
|
|
|
|
|
3.0 |
|
|
|
|
|
|
|
|
|
4.0 |
|
|
|
|
|
|
|
|
|
5.0 |
Sell |
|
REIT's ( 3.31) |
  |
|
|
|
CMO |
CAPSTEAD MORTGAGE CORP |
2.0149% |
$4.85 |
0 |
.0 % |
4.8 |
5 |
4.62 |
921,446 |
07/01 |
|
|
CAPSTEAD MORTGAGE CORP ( 3.13) |
  |
|
Buy |
1.0 |
|
|
|
|
|
|
|
|
|
2.0 |
|
|
|
|
|
|
|
|
|
3.0 |
|
|
|
|
|
|
|
|
|
4.0 |
|
|
|
|
|
|
|
|
|
5.0 |
Sell |
|
REIT's ( 3.31) |
  |
|
|
|
RWT |
REDWOOD TRUST |
1.995% |
$3.8 |
0 |
.0 % |
3.66 |
3.88 |
3.46 |
2,994,231 |
07/01 |
|
|
REDWOOD TRUST ( 3.33) |
  |
|
Buy |
1.0 |
|
|
|
|
|
|
|
|
|
2.0 |
|
|
|
|
|
|
|
|
|
3.0 |
|
|
|
|
|
|
|
|
|
4.0 |
|
|
|
|
|
|
|
|
|
5.0 |
Sell |
|
REIT's ( 3.31) |
  |
|
|
|
RWT |
REDWOOD TRUST |
2.0988% |
$3.8 |
0 |
.0 % |
3.66 |
3.88 |
3.46 |
2,994,231 |
07/01 |
|
|
REDWOOD TRUST ( 3.33) |
  |
|
Buy |
1.0 |
|
|
|
|
|
|
|
|
|
2.0 |
|
|
|
|
|
|
|
|
|
3.0 |
|
|
|
|
|
|
|
|
|
4.0 |
|
|
|
|
|
|
|
|
|
5.0 |
Sell |
|
REIT's ( 3.31) |
  |
|
|
|
RWT |
REDWOOD TRUST |
2.0626% |
$3.8 |
0 |
.0 % |
3.66 |
3.88 |
3.46 |
2,994,231 |
07/01 |
|
|
REDWOOD TRUST ( 3.33) |
  |
|
Buy |
1.0 |
|
|
|
|
|
|
|
|
|
2.0 |
|
|
|
|
|
|
|
|
|
3.0 |
|
|
|
|
|
|
|
|
|
4.0 |
|
|
|
|
|
|
|
|
|
5.0 |
Sell |
|
REIT's ( 3.31) |
  |
|
|
|
DX |
DYNEX CAPITAL INC |
.7483% |
$13.55 |
0 |
.0 % |
13.52 |
13.8 |
13.32 |
388,853 |
07/01 |
|
|
DYNEX CAPITAL INC ( 3.21) |
  |
|
Buy |
1.0 |
|
|
|
|
|
|
|
|
|
2.0 |
|
|
|
|
|
|
|
|
|
3.0 |
|
|
|
|
|
|
|
|
|
4.0 |
|
|
|
|
|
|
|
|
|
5.0 |
Sell |
|
REIT's ( 3.31) |
  |
|
|
|
DX |
DYNEX CAPITAL INC |
.769% |
$13.55 |
0 |
.0 % |
13.52 |
13.8 |
13.32 |
388,853 |
07/01 |
|
|
DYNEX CAPITAL INC ( 3.21) |
  |
|
Buy |
1.0 |
|
|
|
|
|
|
|
|
|
2.0 |
|
|
|
|
|
|
|
|
|
3.0 |
|
|
|
|
|
|
|
|
|
4.0 |
|
|
|
|
|
|
|
|
|
5.0 |
Sell |
|
REIT's ( 3.31) |
  |
|
|
|
DX |
DYNEX CAPITAL INC |
.756% |
$13.55 |
0 |
.0 % |
13.52 |
13.8 |
13.32 |
388,853 |
07/01 |
|
|
DYNEX CAPITAL INC ( 3.21) |
  |
|
Buy |
1.0 |
|
|
|
|
|
|
|
|
|
2.0 |
|
|
|
|
|
|
|
|
|
3.0 |
|
|
|
|
|
|
|
|
|
4.0 |
|
|
|
|
|
|
|
|
|
5.0 |
Sell |
|
REIT's ( 3.31) |
  |
|
|
|
ANH |
ANWORTH MTG ASSET |
1.0889% |
$1.62 |
0 |
.0 % |
1.59 |
1.66 |
1.52 |
907,146 |
07/01 |
|
|
ANWORTH MTG ASSET ( 3.91) |
  |
|
Buy |
1.0 |
|
|
|
|
|
|
|
|
|
2.0 |
|
|
|
|
|
|
|
|
|
3.0 |
|
|
|
|
|
|
|
|
|
4.0 |
|
|
|
|
|
|
|
|
|
5.0 |
Sell |
|
REIT's ( 3.31) |
  |
|
|
|
ANH |
ANWORTH MTG ASSET |
1.1015% |
$1.62 |
0 |
.0 % |
1.59 |
1.66 |
1.52 |
907,146 |
07/01 |
|
|
ANWORTH MTG ASSET ( 3.91) |
  |
|
Buy |
1.0 |
|
|
|
|
|
|
|
|
|
2.0 |
|
|
|
|
|
|
|
|
|
3.0 |
|
|
|
|
|
|
|
|
|
4.0 |
|
|
|
|
|
|
|
|
|
5.0 |
Sell |
|
REIT's ( 3.31) |
  |
|
|
|
ANH |
ANWORTH MTG ASSET |
1.0878% |
$1.62 |
0 |
.0 % |
1.59 |
1.66 |
1.52 |
907,146 |
07/01 |
|
|
ANWORTH MTG ASSET ( 3.91) |
  |
|
Buy |
1.0 |
|
|
|
|
|
|
|
|
|
2.0 |
|
|
|
|
|
|
|
|
|
3.0 |
|
|
|
|
|
|
|
|
|
4.0 |
|
|
|
|
|
|
|
|
|
5.0 |
Sell |
|
REIT's ( 3.31) |
  |
|
|