Securities ▲▼ | Shares | Value ($K) | |||||
|---|---|---|---|---|---|---|---|
Q4 2023 ▲▼ | Q1 2024 ▲▼ | Change ▲▼ | Q4 2023 ▲▼ | Q1 2024 ▲▼ | Weight (%) ▲▼ | Change ▲▼ | |
| ANNALY CAPITAL MANAGEMENT IN | 0 | 462,085 | +462,085 | 0 | 9,098 | 9.53% | +9,098 |
| ZILLOW GROUP INC(Z) | 0 | 138,547 | +138,547 | 0 | 6,758 | 7.08% | +6,758 |
| AMERICAN WOODMARK CORPORATIO | 0 | 46,320 | +46,320 | 0 | 4,709 | 4.93% | +4,709 |
| BUILDERS FIRSTSOURCE INC(BLDR) | 0 | 22,500 | +22,500 | 0 | 4,692 | 4.92% | +4,692 |
| MERITAGE HOMES CORP(MTH) | 17,616 | 35,766 | +18,150 | 3,069 | 6,276 | 6.58% | +3,207 |
| PENNYMAC FINL SVCS INC NEW(PFSI) | 0 | 31,081 | +31,081 | 0 | 2,831 | 2.97% | +2,831 |
| BEAZER HOMES USA INC(BZH) | 142,970 | 219,141 | +76,171 | 4,831 | 7,188 | 7.53% | +2,357 |
| TALOS ENERGY INC(TALO) | 0 | 93,107 | +93,107 | 0 | 1,297 | 1.36% | +1,297 |
| ISHARES TR | 60,336 | 72,758 | +12,422 | 4,669 | 5,655 | 5.93% | +986 |
| LENNAR CORP(LEN) | 0 | 5,000 | +5,000 | 0 | 860 | 0.90% | +860 |
| MFA FINL INC(MFA) | 918,302 | 933,611 | +15,309 | 10,349 | 10,653 | 11.16% | +303 |
| ELLINGTON RESIDENTIAL MTG RE(EARN) | 149,086 | 149,086 | 0 | 914 | 1,030 | 1.08% | +116 |
| PENNYMAC CORP(PMT) | 0 | 0 | 0 | 940 | 953 | 1.00% | +13 |
| MOVELLA HOLDINGS INC | 14,837 | 0 | -14,837 | 0 | 0 | — | -0 |
| CONSTELLATION ACQUISITN CORP | 13,333 | 0 | -13,333 | 0 | 0 | — | -0 |
| SOCIAL LEVERAGE ACQUISN CORP | 12,499 | 0 | -12,499 | 0 | 0 | — | -0 |
| COMPLETE SOLARIA INC(SPWR) | 24,999 | 0 | -24,999 | 0 | 0 | — | -0 |
| JAWS MUSTANG ACQUISITION COR(JWSMF) | 12,499 | 0 | -12,499 | 0 | 0 | — | -0 |
| TWELVE SEAS INVESTMENT CO II | 16,666 | 0 | -16,666 | 1 | 0 | — | -1 |
| QUADRO ACQUISITION ONE CORP | 41,032 | 0 | -41,032 | 1 | 0 | — | -1 |
| BLUERIVER ACQUISITION CORP | 18,332 | 0 | -18,332 | 1 | 0 | — | -1 |
| RMG ACQUISITION CORP III | 10,000 | 0 | -10,000 | 1 | 0 | — | -1 |
| PENNYMAC CORP(PMT) | 0 | 0 | 0 | 494 | 493 | 0.52% | -1 |
| DHC ACQUISITION CORP | 49,998 | 0 | -49,998 | 1 | 0 | — | -1 |
| KERNEL GROUP HOLDINGS INC | 75,000 | 0 | -75,000 | 2 | 0 | — | -2 |
| AEON BIOPHARMA INC | 24,999 | 0 | -24,999 | 2 | 0 | — | -2 |
| SLAM CORP | 19,999 | 0 | -19,999 | 4 | 0 | — | -4 |
| ARROWROOT ACQUISITION CORP | 49,999 | 0 | -49,999 | 4 | 0 | — | -4 |
| GOLDEN ARROW MERGER CORP | 49,999 | 0 | -49,999 | 7 | 0 | — | -7 |
| AG MTG INVT TR INC | 47,846 | 47,846 | 0 | 304 | 293 | 0.31% | -11 |
| SMARTRENT INC(SMRT) | 118,036 | 0 | -118,036 | 377 | 0 | — | -377 |
| NEW YORK MTG TR INC(ADAM) | 555,930 | 588,879 | +32,949 | 4,742 | 4,240 | 4.44% | -502 |
| STANLEY BLACK & DECKER INC(SWK) | 7,220 | 0 | -7,220 | 708 | 0 | — | -708 |
| ELLINGTON FINANCIAL INC(EFC) | 927,141 | 927,141 | 0 | 11,784 | 10,950 | 11.47% | -834 |
| VROOM INC | 0 | 0 | 0 | 3,920 | 2,922 | 3.06% | -997 |
| MR COOPER GROUP INC | 52,312 | 23,042 | -29,270 | 3,407 | 1,796 | 1.88% | -1,610 |
| AIRBNB INC(ABNB) | 0 | 0 | 0 | 1,804 | 0 | — | -1,804 |
| GLOBALSTAR INC(GSAT) | 1,068,200 | 0 | -1,068,200 | 2,072 | 0 | — | -2,072 |
| NCL CORP LTD(NCLH) | 0 | 0 | 0 | 2,335 | 0 | — | -2,335 |
| BAUSCH HEALTH COS INC | 330,000 | 0 | -330,000 | 2,647 | 0 | — | -2,647 |
| GREAT AJAX CORP | 1,940,649 | 1,940,649 | 0 | 10,285 | 7,374 | 7.73% | -2,911 |
| ROCKET COS INC(RKT) | 288,290 | 0 | -288,290 | 4,174 | 0 | — | -4,174 |
| OPORTUN FINL CORP(OPRT) | 2,484,149 | 2,209,900 | -274,249 | 9,713 | 5,370 | 5.63% | -4,343 |
| COMPASS INC(COMP) | 1,158,169 | 0 | -1,158,169 | 4,355 | 0 | — | -4,355 |
| ORCHID IS CAP INC(ORC) | 517,727 | 0 | -517,727 | 4,364 | 0 | — | -4,364 |
| FIDELITY NATIONAL FINANCIAL(FNF) | 87,048 | 0 | -87,048 | 4,441 | 0 | — | -4,441 |
| FIRST AMERN FINL CORP(FAF) | 70,695 | 0 | -70,695 | 4,556 | 0 | — | -4,556 |
| ARHAUS INC(ARHS) | 403,191 | 0 | -403,191 | 4,778 | 0 | — | -4,778 |
| UDR INC(UDR) | 130,000 | 0 | -130,000 | 4,978 | 0 | — | -4,978 |
| OWENS CORNING NEW(OC) | 36,000 | 0 | -36,000 | 5,336 | 0 | — | -5,336 |