Securities ▲▼ | Shares | Value ($K) | |||||
|---|---|---|---|---|---|---|---|
Q3 2023 ▲▼ | Q4 2023 ▲▼ | Change ▲▼ | Q3 2023 ▲▼ | Q4 2023 ▲▼ | Weight (%) ▲▼ | Change ▲▼ | |
| GREAT AJAX CORP | 273,983 | 1,940,649 | +1,666,666 | 1,764 | 10,285 | 8.84% | +8,521 |
| OWENS CORNING NEW(OC) | 0 | 36,000 | +36,000 | 0 | 5,336 | 4.59% | +5,336 |
| UDR INC(UDR) | 0 | 130,000 | +130,000 | 0 | 4,978 | 4.28% | +4,978 |
| BEAZER HOMES USA INC(BZH) | 0 | 142,970 | +142,970 | 0 | 4,831 | 4.15% | +4,831 |
| ORCHID IS CAP INC(ORC) | 0 | 517,727 | +517,727 | 0 | 4,364 | 3.75% | +4,364 |
| ROCKET COS INC(RKT) | 55 | 288,290 | +288,235 | 0 | 4,174 | 3.59% | +4,174 |
| NEW YORK MTG TR INC(ADAM) | 190,308 | 555,930 | +365,622 | 1,616 | 4,742 | 4.08% | +3,126 |
| FIRST AMERN FINL CORP(FAF) | 36,665 | 70,695 | +34,030 | 2,071 | 4,556 | 3.91% | +2,484 |
| ARHAUS INC(ARHS) | 407,000 | 403,191 | -3,809 | 3,785 | 4,778 | 4.11% | +993 |
| FIDELITY NATIONAL FINANCIAL(FNF) | 83,698 | 87,048 | +3,350 | 3,457 | 4,441 | 3.82% | +984 |
| MERITAGE HOMES CORP(MTH) | 20,000 | 17,616 | -2,384 | 2,448 | 3,069 | 2.64% | +621 |
| ELLINGTON FINANCIAL INC(EFC) | 927,141 | 927,141 | 0 | 11,561 | 11,784 | 10.13% | +223 |
| ISHARES TR | 60,336 | 60,336 | 0 | 4,448 | 4,669 | 4.01% | +221 |
| NCL CORP LTD(NCLH) | 0 | 0 | 0 | 2,167 | 2,335 | 2.01% | +168 |
| VROOM INC | 0 | 0 | 0 | 3,798 | 3,920 | 3.37% | +122 |
| SMARTRENT INC(SMRT) | 118,036 | 118,036 | 0 | 308 | 377 | 0.32% | +68 |
| AG MTG INVT TR INC | 47,846 | 47,846 | 0 | 266 | 304 | 0.26% | +38 |
| AIRBNB INC(ABNB) | 0 | 0 | 0 | 1,767 | 1,804 | 1.55% | +37 |
| PENNYMAC CORP(PMT) | 0 | 0 | 0 | 904 | 940 | 0.81% | +36 |
| GOLDEN ARROW MERGER CORP | 49,999 | 49,999 | 0 | 2 | 7 | 0.01% | +5 |
| PENNYMAC CORP(PMT) | 0 | 0 | 0 | 490 | 494 | 0.42% | +4 |
| SLAM CORP | 19,999 | 19,999 | 0 | 3 | 4 | 0.00% | +1 |
| JAWS MUSTANG ACQUISITION COR(JWSMF) | 12,499 | 12,499 | 0 | 1 | 0 | 0.00% | -0 |
| CONSTELLATION ACQUISITN CORP | 13,333 | 13,333 | 0 | 0 | 0 | 0.00% | -0 |
| TWELVE SEAS INVESTMENT CO II | 16,666 | 16,666 | 0 | 1 | 1 | 0.00% | -0 |
| BLUERIVER ACQUISITION CORP | 18,332 | 18,332 | 0 | 1 | 1 | 0.00% | -0 |
| SOCIAL LEVERAGE ACQUISN CORP | 12,499 | 12,499 | 0 | 1 | 0 | 0.00% | -0 |
| MOVELLA HOLDINGS INC | 14,837 | 14,837 | 0 | 1 | 0 | 0.00% | -0 |
| RMG ACQUISITION CORP III | 10,000 | 10,000 | 0 | 1 | 1 | 0.00% | -1 |
| LOCAL BOUNTI CORP | 18,398 | 0 | -18,398 | 1 | 0 | — | -1 |
| QUADRO ACQUISITION ONE CORP | 41,032 | 41,032 | 0 | 2 | 1 | 0.00% | -1 |
| AEON BIOPHARMA INC | 24,999 | 24,999 | 0 | 4 | 2 | 0.00% | -2 |
| DHC ACQUISITION CORP | 49,998 | 49,998 | 0 | 4 | 1 | 0.00% | -3 |
| KERNEL GROUP HOLDINGS INC | 75,000 | 75,000 | 0 | 5 | 2 | 0.00% | -4 |
| COMPLETE SOLARIA INC(SPWR) | 24,999 | 24,999 | 0 | 4 | 0 | 0.00% | -4 |
| ARROWROOT ACQUISITION CORP | 49,999 | 49,999 | 0 | 9 | 4 | 0.00% | -5 |
| SPDR S&P 500 ETF TR(SPY) | 13 | 0 | -13 | 6 | 0 | — | -6 |
| ELLINGTON RESIDENTIAL MTG RE(EARN) | 149,086 | 149,086 | 0 | 926 | 914 | 0.79% | -12 |
| ARES ACQUISITION CORPORATION | 45,788 | 0 | -45,788 | 31 | 0 | — | -31 |
| BAUSCH HEALTH COS INC | 330,000 | 330,000 | 0 | 2,713 | 2,647 | 2.27% | -66 |
| ISHARES TR | 374 | 0 | -374 | 66 | 0 | — | -66 |
| PENNYMAC MTG INVT TR(PMT) | 15,458 | 0 | -15,458 | 192 | 0 | — | -192 |
| PENNYMAC FINL SVCS INC NEW(PFSI) | 6,774 | 0 | -6,774 | 451 | 0 | — | -451 |
| RITHM CAPITAL CORP(RITM) | 50,769 | 0 | -50,769 | 472 | 0 | — | -472 |
| GLOBALSTAR INC(GSAT) | 2,068,200 | 1,068,200 | -1,000,000 | 2,709 | 2,072 | 1.78% | -637 |
| RE MAX HLDGS INC(RMAX) | 73,396 | 0 | -73,396 | 950 | 0 | — | -950 |
| SEADRILL 2021 LTD(SDRL) | 26,044 | 0 | -26,044 | 1,167 | 0 | — | -1,167 |
| COMPASS INC(COMP) | 2,091,768 | 1,158,169 | -933,599 | 6,066 | 4,355 | 3.74% | -1,711 |
| STANLEY BLACK & DECKER INC(SWK) | 73,696 | 7,220 | -66,476 | 6,160 | 708 | 0.61% | -5,451 |
| OPORTUN FINL CORP(OPRT) | 2,494,476 | 2,484,149 | -10,327 | 18,010 | 9,713 | 8.35% | -8,297 |
| MR COOPER GROUP INC | 250,535 | 52,312 | -198,223 | 13,419 | 3,407 | 2.93% | -10,012 |
| MFA FINL INC(MFA) | 2,181,102 | 918,302 | -1,262,800 | 20,960 | 10,349 | 8.89% | -10,611 |
| LENNAR CORP(LEN) | 125,319 | 0 | -125,319 | 14,065 | 0 | — | -14,065 |