Q2 2023 Holdings
Filed 2023-08-11 | 69 holdings | $429.4M | 13F-HR | View on SEC ↗ · Holdings Table ↗
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| Issuer | Class | CUSIP | Value ↓ | Shares | % Portfolio |
|---|---|---|---|---|---|
| Spdr S&P 500 ETF TR(SPY)Put | TR UNIT | 78462F103 | $82.0M | 185,000 | 19.1% |
| AMC Entmt Hldgs IncPut | CL A COM | 00165C104 | $48.3M | 10,973,100 | 11.2% |
| Ishares TR(HYG)Put | IBOXX HI YD ETF | 464288513 | $37.5M | 500,000 | 8.7% |
| Invesco Exch Traded FD TR II(BKLN)Put | SR LN ETF | 46138G508 | $27.4M | 1,300,000 | 6.4% |
| Norwegian Cruise Line Hldg L(NCLH)Put | SHS | G66721104 | $20.5M | 940,000 | 4.8% |
| MFA Finl Inc(MFA) | COM | 55272X607 | $19.8M | 1,759,862 | 4.6% |
| Annaly Capital Management in(NLY) | COM NEW | 035710839 | $19.3M | 962,432 | 4.5% |
| Oportun Finl Corp(OPRT) | COM | 68376D104 | $16.3M | 2,725,702 | 3.8% |
| Toll Brothers Inc(TOL) | COM | 889478103 | $15.5M | 196,030 | 3.6% |
| Rithm Capital Corp(RITM) | COM NEW | 64828T201 | $14.3M | 1,525,303 | 3.3% |
| MR Cooper Group Inc(07WA) | COM | 62482R107 | $12.9M | 255,124 | 3.0% |
| Ellington Financial Inc(EFC) | COM | 28852N109 | $12.8M | 927,141 | 3.0% |
| AMC Entmt Hldgs IncCall | CL A COM | 00165C104 | $8.7M | 1,967,800 | 2.0% |
| Ishares TR(ITB)Put | US HOME CONS ETF | 464288752 | $8.3M | 97,000 | 1.9% |
| Globalstar Inc(GSATUSD)Call | COM | 378973408 | $8.3M | 7,645,400 | 1.9% |
| Zillow Group Inc(Z) | CL C CAP STK | 98954M200 | $5.9M | 116,749 | 1.4% |
| Compass Inc(COMP) | CL A | 20464U100 | $5.4M | 1,538,406 | 1.3% |
| Fidelity National Financial(FNF) | FNF GROUP COM | 31620R303 | $4.9M | 137,427 | 1.2% |
| Ishares TR(IWM)Put | RUSSELL 2000 ETF | 464287655 | $4.7M | 25,000 | 1.1% |
| Ishares TR(HYG) | IBOXX HI YD ETF | 464288513 | $4.5M | 60,336 | 1.1% |
| Toll Brothers Inc(TOL)Call | COM | 889478103 | $4.1M | 52,000 | 1.0% |
| Bausch Health COS Inc(BHC) | COM | 071734107 | $3.7M | 463,000 | 0.9% |
| D R Horton Inc(DHI) | COM | 23331A109 | $3.7M | 30,002 | 0.9% |
| Activision Blizzard Inc(ATVIEUR)Call | COM | 00507V109 | $3.6M | 42,600 | 0.8% |
| Vroom Inc | NOTE 0.750% 7/0 | 92918VAB5 | $3.4M | $7,200,000 | 0.8% |
| KB Home(KBH)Put | COM | 48666K109 | $2.7M | 52,500 | 0.6% |
| Essent Group LTD(ESNT) | COM | G3198U102 | $2.7M | 57,062 | 0.6% |
| Mgic Invt Corp WIS(MTG) | COM | 552848103 | $2.6M | 167,827 | 0.6% |
| NCL Corp LTD | NOTE 2.500% 2/1 | 62886HBK6 | $2.4M | $2,500,000 | 0.5% |
| New York MTG TR Inc(ADAM) | COM | 649604840 | $2.3M | 232,366 | 0.5% |
| ARK ETF TR(ARKK)Put | INNOVATION ETF | 00214Q104 | $2.2M | 50,000 | 0.5% |
| ARK ETF TR(ARKK)Call | INNOVATION ETF | 00214Q104 | $2.2M | 50,000 | 0.5% |
| B. Riley Financial Inc(RILY)Put | COM | 05580M108 | $1.8M | 40,000 | 0.4% |
| Seadrill 2021 LTD(SDRL) | COM | G7997W102 | $1.8M | 44,044 | 0.4% |
| Great Ajax Corp | COM | 38983D300 | $1.7M | 273,983 | 0.4% |
| Pennymac Finl Svcs Inc New(PFSI) | COM | 70932M107 | $1.4M | 20,134 | 0.3% |
| Walker & Dunlop Inc(WD) | COM | 93148P102 | $1.3M | 16,254 | 0.3% |
| Canadian Solar Inc(CSIQ)Call | COM | 136635109 | $1.2M | 30,000 | 0.3% |
| Ellington Residential MTG RE(EARN) | COM SHS BEN INT | 288578107 | $1.1M | 149,086 | 0.3% |
| Ishares TR(LQD) | IBOXX INV CP ETF | 464287242 | $999.6K | 9,244 | 0.2% |
| Pennymac Corp | NOTE 5.500% 3/1 | 70932AAF0 | $890.8K | $1,000,000 | 0.2% |
| Dynex Cap Inc(DX) | COM | 26817Q886 | $802.2K | 63,721 | 0.2% |
| Invesco Mortgage Capital Inc(IVR) | COM | 46131B704 | $800.4K | 69,778 | 0.2% |
| Anywhere Real Estate IncCall | COM | 75605Y106 | $765.5K | 114,600 | 0.2% |
| Masterbrand Inc(MBC) | COMMON STOCK | 57638P104 | $679.9K | 58,463 | 0.2% |
| Pennymac Corp | NOTE 5.500%11/0 | 70932AAD5 | $472.5K | $500,000 | 0.1% |
| Smartrent Inc(SMRT) | COM CL A | 83193G107 | $452.1K | 118,036 | 0.1% |
| AG MTG Invt TR Inc(MITT) | COM NEW | 001228501 | $292.8K | 47,846 | 0.1% |
| Zillow Group Inc(Z)Call | CL C CAP STK | 98954M200 | $201.0K | 4,000 | 0.0% |
| Zillow Group Inc(Z)Put | CL C CAP STK | 98954M200 | $95.5K | 1,900 | 0.0% |