Q4 2022 Holdings
Filed 2023-02-10 | 89 holdings | $650.3M | 13F-HR | View on SEC ↗ · Holdings Table ↗
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| Issuer | Class | CUSIP | Value ↓ | Shares | % Portfolio |
|---|---|---|---|---|---|
| Invesco QQQ TR(QQQ)Put | UNIT SER 1 | 46090E103 | $275.9M | 1,036,000 | 42.4% |
| Ishares TR(HYG)Put | IBOXX HI YD ETF | 464288513 | $54.5M | 740,000 | 8.4% |
| Spdr S&P 500 ETF TR(SPY)Put | TR UNIT | 78462F103 | $38.2M | 100,000 | 5.9% |
| Select Sector Spdr TR(XLF)Put | FINANCIAL | 81369Y605 | $28.2M | 825,000 | 4.3% |
| AMC Entmt Hldgs IncPut | CL A COM | 00165C104 | $24.6M | 6,054,300 | 3.8% |
| American Airls Group Inc(AAL)Put | COM | 02376R102 | $19.3M | 1,520,000 | 3.0% |
| MR Cooper Group Inc(07WA) | COM | 62482R107 | $18.9M | 471,750 | 2.9% |
| Globalstar Inc(GSATUSD)Call | COM | 378973408 | $17.3M | 13,016,800 | 2.7% |
| MFA Finl Inc(MFA) | COM | 55272X607 | $15.3M | 1,556,354 | 2.4% |
| Ellington Financial Inc(EFC) | COM | 28852N109 | $11.5M | 927,141 | 1.8% |
| Ishares TR(HYG) | IBOXX HI YD ETF | 464288513 | $10.5M | 142,891 | 1.6% |
| Rithm Capital Corp(RITM)Call | COM NEW | 64828T201 | $9.7M | 1,185,600 | 1.5% |
| MR Cooper Group Inc(07WA)Call | COM | 62482R107 | $9.5M | 237,500 | 1.5% |
| Ishares TR(ITB)Put | US HOME CONS ETF | 464288752 | $9.1M | 150,000 | 1.4% |
| Dish Network Corporation | NOTE 2.375% 3/1 | 25470MAD1 | $8.9M | $9,790,000 | 1.4% |
| Rocket COS Inc(RKT)Call | COM CL A | 77311W101 | $8.4M | 1,200,000 | 1.3% |
| Masterbrand Inc(MBC) | COMMON STOCK | 57638P104 | $8.1M | 1,073,540 | 1.2% |
| Ares Management Corporation(ARES)Put | CL A COM STK | 03990B101 | $7.9M | 115,000 | 1.2% |
| Spdr Gold TR(GLD)Put | GOLD SHS | 78463V107 | $7.2M | 42,400 | 1.1% |
| Invesco Exch Traded FD TR II(BKLN)Put | SR LN ETF | 46138G508 | $6.2M | 300,000 | 0.9% |
| New York MTG TR Inc(NYMTEUR) | COM PAR $.02 | 649604501 | $6.1M | 2,367,078 | 0.9% |
| Globalstar Inc(GSATUSD) | COM | 378973408 | $6.0M | 4,500,000 | 0.9% |
| Marathon Digital Holdings in(MARA)Put | COM | 565788106 | $5.1M | 1,500,000 | 0.8% |
| Rithm Capital Corp(RITM) | COM NEW | 64828T201 | $5.0M | 612,129 | 0.8% |
| D R Horton Inc(DHI)Put | COM | 23331A109 | $4.5M | 50,000 | 0.7% |
| Redwood TR Inc(RWT) | COM | 758075402 | $4.4M | 648,490 | 0.7% |
| Fidelity National Financial(FNF)Call | FNF GROUP COM | 31620R303 | $4.1M | 110,000 | 0.6% |
| Oportun Finl Corp(OPRT) | COM | 68376D104 | $3.7M | 678,538 | 0.6% |
| Vroom Inc | NOTE 0.750% 7/0 | 92918VAB5 | $3.2M | $9,005,000 | 0.5% |
| Bausch Health COS Inc(BHC) | COM | 071734107 | $2.3M | 363,000 | 0.4% |
| Paypal Hldgs Inc(PYPL)Call | COM | 70450Y103 | $2.0M | 28,700 | 0.3% |
| Great Ajax Corp | COM | 38983D300 | $2.0M | 273,983 | 0.3% |
| Smartrent Inc(SMRT) | COM CL A | 83193G107 | $1.4M | 587,731 | 0.2% |
| Pennymac Corp | NOTE 5.500%11/0 | 70932AAD5 | $1.1M | $1,250,000 | 0.2% |
| Ellington Residential MTG RE(EARN) | COM SHS BEN INT | 288578107 | $1.0M | 149,086 | 0.2% |
| Compass Inc(COMP) | CL A | 20464U100 | $930.6K | 399,387 | 0.1% |
| Pennymac MTG Invt TR(PMT) | COM | 70931T103 | $855.0K | 69,004 | 0.1% |
| Pennymac Corp | NOTE 5.500% 3/1 | 70932AAF0 | $820.9K | $1,000,000 | 0.1% |
| Anywhere Real Estate Inc | COM | 75605Y106 | $803.1K | 125,674 | 0.1% |
| Ares Management Corporation(ARES) | CL A COM STK | 03990B101 | $793.9K | 11,600 | 0.1% |
| Axos Financial Inc(AX)Put | COM | 05465C100 | $787.3K | 20,600 | 0.1% |
| SIX Flags Entmt Corp New(SIXEUR) | COM | 83001A102 | $743.8K | 31,992 | 0.1% |
| Cars COM Inc(CARS)Put | COM | 14575E105 | $688.5K | 50,000 | 0.1% |
| Pennymac Finl Svcs Inc New(PFSI) | COM | 70932M107 | $668.4K | 11,797 | 0.1% |
| Opendoor Technologies Inc(OPEN) | COM | 683712103 | $580.0K | 500,000 | 0.1% |
| Opendoor Technologies Inc(OPEN)Call | COM | 683712103 | $348.0K | 300,000 | 0.1% |
| Redfin Corp(RDFN) | COM | 75737F108 | $296.8K | 70,000 | 0.0% |
| Loandepot Inc(LDI) | COM CL A | 53946R106 | $275.5K | 166,965 | 0.0% |
| AG MTG Invt TR Inc(MITT) | COM NEW | 001228501 | $235.0K | 44,265 | 0.0% |
| Orchid IS Cap Inc(ORC) | COM NEW | 68571X301 | $105.0K | 10,000 | 0.0% |