Q1 2023 Holdings
Filed 2023-05-12 | 71 holdings | $956.7M | 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 | $154.8M | 482,300 | 16.2% |
| Spdr S&P 500 ETF TR(SPY)Put | TR UNIT | 78462F103 | $113.3M | 276,700 | 11.8% |
| Ishares TR(IWM)Put | RUSSELL 2000 ETF | 464287655 | $99.3M | 556,600 | 10.4% |
| Invesco Exch Traded FD TR II(BKLN)Put | SR LN ETF | 46138G508 | $88.8M | 4,269,000 | 9.3% |
| Ishares TR(HYG)Put | IBOXX HI YD ETF | 464288513 | $68.0M | 900,000 | 7.1% |
| AMC Entmt Hldgs IncPut | CL A COM | 00165C104 | $59.2M | 11,821,500 | 6.2% |
| Coinbase Global Inc(COIN)Put | COM CL A | 19260Q107 | $54.3M | 803,000 | 5.7% |
| Annaly Capital Management in(NLY)Call | COM NEW | 035710839 | $48.8M | 2,551,200 | 5.1% |
| Ishares TR(FXI)Put | CHINA LG-CAP ETF | 464287184 | $43.4M | 1,470,000 | 4.5% |
| Annaly Capital Management in(NLY) | COM NEW | 035710839 | $39.9M | 2,086,807 | 4.2% |
| MFA Finl Inc(MFA) | COM | 55272X607 | $20.9M | 2,104,797 | 2.2% |
| MR Cooper Group Inc(07WA) | COM | 62482R107 | $15.7M | 382,719 | 1.6% |
| Select Sector Spdr TR(XLF)Put | FINANCIAL | 81369Y605 | $14.5M | 450,000 | 1.5% |
| MR Cooper Group Inc(07WA)Call | COM | 62482R107 | $12.3M | 300,000 | 1.3% |
| Ellington Financial Inc(EFC) | COM | 28852N109 | $11.3M | 927,141 | 1.2% |
| AMC Entmt Hldgs IncCall | CL A COM | 00165C104 | $11.3M | 2,258,800 | 1.2% |
| Oportun Finl Corp(OPRT) | COM | 68376D104 | $10.5M | 2,725,702 | 1.1% |
| New York MTG TR Inc(ADAM) | COM | 649604840 | $9.1M | 913,505 | 1.0% |
| Rithm Capital Corp(RITM)Call | COM NEW | 64828T201 | $7.5M | 935,700 | 0.8% |
| Invesco Exchange Traded FD T(RSP)Put | S&P500 EQL WGT | 46137V357 | $7.2M | 50,000 | 0.8% |
| Invitation Homes Inc(INVH)Put | COM | 46187W107 | $6.2M | 200,000 | 0.7% |
| Select Sector Spdr TR(XLE)Call | ENERGY | 81369Y506 | $5.8M | 70,000 | 0.6% |
| Globalstar Inc(GSATUSD) | COM | 378973408 | $5.3M | 4,550,153 | 0.6% |
| Ishares TR(HYG) | IBOXX HI YD ETF | 464288513 | $5.3M | 69,754 | 0.6% |
| Redwood Trust Inc(RWT) | COM | 758075402 | $4.0M | 598,821 | 0.4% |
| Activision Blizzard Inc(ATVIEUR)Call | COM | 00507V109 | $3.7M | 42,800 | 0.4% |
| Vroom Inc | NOTE 0.750% 7/0 | 92918VAB5 | $3.5M | $9,005,000 | 0.4% |
| Anywhere Real Estate Inc | COM | 75605Y106 | $3.1M | 584,143 | 0.3% |
| Zillow Group Inc(Z) | CL C CAP STK | 98954M200 | $3.1M | 69,234 | 0.3% |
| Ishares TR(LQD)Put | IBOXX INV CP ETF | 464287242 | $2.9M | 26,900 | 0.3% |
| Bausch Health COS Inc(BHC) | COM | 071734107 | $2.9M | 363,000 | 0.3% |
| B. Riley Financial Inc(RILY)Put | COM | 05580M108 | $2.3M | 81,100 | 0.2% |
| Deere & Co(DE)Put | COM | 244199105 | $2.1M | 5,000 | 0.2% |
| Masterbrand Inc(MBC) | COMMON STOCK | 57638P104 | $1.9M | 238,060 | 0.2% |
| Axos Financial Inc(AX)Put | COM | 05465C100 | $1.8M | 50,000 | 0.2% |
| M/I Homes Inc(MHO) | COM | 55305B101 | $1.8M | 29,206 | 0.2% |
| Great Ajax Corp | COM | 38983D300 | $1.8M | 273,983 | 0.2% |
| Ishares TR(HYG)Call | IBOXX HI YD ETF | 464288513 | $1.5M | 20,000 | 0.2% |
| Smartrent Inc(SMRT) | COM CL A | 83193G107 | $1.1M | 450,785 | 0.1% |
| Pennymac MTG Invt TR(PMT) | COM | 70931T103 | $1.1M | 92,273 | 0.1% |
| Ellington Residential MTG RE(EARN) | COM SHS BEN INT | 288578107 | $1.1M | 149,086 | 0.1% |
| Pennymac Corp | NOTE 5.500% 3/1 | 70932AAF0 | $866.9K | $1,000,000 | 0.1% |
| Anywhere Real Estate IncCall | COM | 75605Y106 | $605.1K | 114,600 | 0.1% |
| Allstate Corp(ALL)Call | COM | 020002101 | $554.1K | 5,000 | 0.1% |
| Pennymac Corp | NOTE 5.500%11/0 | 70932AAD5 | $469.2K | $500,000 | 0.0% |
| Rithm Capital Corp(RITM) | COM NEW | 64828T201 | $419.3K | 52,413 | 0.0% |
| Zillow Group Inc(Z)Call | CL C CAP STK | 98954M200 | $400.2K | 9,000 | 0.0% |
| Zillow Group Inc(Z)Put | CL C CAP STK | 98954M200 | $306.8K | 6,900 | 0.0% |
| AG MTG Invt TR Inc(MITT) | COM NEW | 001228501 | $275.1K | 47,846 | 0.0% |
| Lucid Group Inc(CCIVGBP)Put | COM | 549498103 | $221.1K | 27,500 | 0.0% |