Q3 2023 Holdings
Filed 2023-11-13 | 62 holdings | $459.5M | 13F-HR | View on SEC ↗ · Holdings Table ↗
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| Issuer | Class | CUSIP | Value ↓ | Shares | % Portfolio |
|---|---|---|---|---|---|
| Ishares TR(HYG)Put | IBOXX HI YD ETF | 464288513 | $173.7M | 2,356,600 | 37.8% |
| Spdr S&P 500 ETF TR(SPY)Put | TR UNIT | 78462F103 | $44.5M | 104,000 | 9.7% |
| AMC Entmt Hldgs Inc(AMC)Put | CL A NEW | 00165C302 | $25.9M | 3,245,700 | 5.6% |
| MFA Finl Inc(MFA) | COM | 55272X607 | $21.0M | 2,181,102 | 4.6% |
| Ishares TR(IWM)Put | RUSSELL 2000 ETF | 464287655 | $19.4M | 110,000 | 4.2% |
| Oportun Finl Corp(OPRT) | COM | 68376D104 | $18.0M | 2,494,476 | 3.9% |
| Norwegian Cruise Line Hldg L(NCLH)Put | SHS | G66721104 | $14.5M | 880,000 | 3.2% |
| Lennar Corp(LEN) | CL A | 526057104 | $14.1M | 125,319 | 3.1% |
| MR Cooper Group Inc(07WA) | COM | 62482R107 | $13.4M | 250,535 | 2.9% |
| Ellington Financial Inc(EFC) | COM | 28852N109 | $11.6M | 927,141 | 2.5% |
| Lennar Corp(LEN)Call | CL A | 526057104 | $11.2M | 100,000 | 2.4% |
| Spdr SER TR(KRE)Put | S&P REGL BKG | 78464A698 | $10.4M | 250,000 | 2.3% |
| Ishares TR(ITB)Put | US HOME CONS ETF | 464288752 | $7.8M | 100,000 | 1.7% |
| Select Sector Spdr TR(XLF)Put | FINANCIAL | 81369Y605 | $6.6M | 200,000 | 1.4% |
| Stanley Black & Decker Inc(SWK) | COM | 854502101 | $6.2M | 73,696 | 1.3% |
| Rocket COS Inc(RKT)Call | COM CL A | 77311W101 | $6.1M | 750,000 | 1.3% |
| Compass Inc(COMP) | CL A | 20464U100 | $6.1M | 2,091,768 | 1.3% |
| Airbnb Inc(ABNB)Put | COM CL A | 009066101 | $5.6M | 41,000 | 1.2% |
| Ishares TR(HYG) | IBOXX HI YD ETF | 464288513 | $4.4M | 60,336 | 1.0% |
| Vroom Inc | NOTE 0.750% 7/0 | 92918VAB5 | $3.8M | $7,200,000 | 0.8% |
| Arhaus Inc(ARHS) | COM CL A | 04035M102 | $3.8M | 407,000 | 0.8% |
| Fidelity National Financial(FNF) | FNF GROUP COM | 31620R303 | $3.5M | 83,698 | 0.8% |
| AMC Entmt Hldgs Inc(AMC)Call | CL A NEW | 00165C302 | $2.8M | 353,000 | 0.6% |
| Bausch Health COS Inc(BHC) | COM | 071734107 | $2.7M | 330,000 | 0.6% |
| Globalstar Inc(GSATUSD) | COM | 378973408 | $2.7M | 2,068,200 | 0.6% |
| Meritage Homes Corp(MTH) | COM | 59001A102 | $2.4M | 20,000 | 0.5% |
| NCL Corp LTD | NOTE 2.500% 2/1 | 62886HBK6 | $2.2M | $2,500,000 | 0.5% |
| First Amern Finl Corp(FAF) | COM | 31847R102 | $2.1M | 36,665 | 0.5% |
| Airbnb Inc | NOTE 3/1 | 009066AB7 | $1.8M | $2,000,000 | 0.4% |
| Great Ajax Corp | COM | 38983D300 | $1.8M | 273,983 | 0.4% |
| New York MTG TR Inc(ADAM) | COM | 649604840 | $1.6M | 190,308 | 0.4% |
| Compass Inc(COMP)Call | CL A | 20464U100 | $1.5M | 500,000 | 0.3% |
| Seadrill 2021 LTD(SDRL) | COM | G7997W102 | $1.2M | 26,044 | 0.3% |
| RE MAX Hldgs Inc(RMAX) | CL A | 75524W108 | $949.7K | 73,396 | 0.2% |
| Ellington Residential MTG RE(EARN) | COM SHS BEN INT | 288578107 | $925.8K | 149,086 | 0.2% |
| Pennymac Corp | NOTE 5.500% 3/1 | 70932AAF0 | $903.8K | $1,000,000 | 0.2% |
| Pennymac Corp | NOTE 5.500%11/0 | 70932AAD5 | $490.1K | $500,000 | 0.1% |
| Rithm Capital Corp(RITM) | COM NEW | 64828T201 | $471.6K | 50,769 | 0.1% |
| Pennymac Finl Svcs Inc New(PFSI) | COM | 70932M107 | $451.1K | 6,774 | 0.1% |
| Smartrent Inc(SMRT) | COM CL A | 83193G107 | $308.1K | 118,036 | 0.1% |
| AG MTG Invt TR Inc(MITT) | COM NEW | 001228501 | $265.5K | 47,846 | 0.1% |
| Pennymac MTG Invt TR(PMT) | COM | 70931T103 | $191.7K | 15,458 | 0.0% |
| Ishares TR(IWM) | RUSSELL 2000 ETF | 464287655 | $66.1K | 374 | 0.0% |
| Ares Acquisition Corporation | *W EXP 02/02/202 | G33032122 | $31.3K | 45,788 | 0.0% |
| Arrowroot Acquisition Corp | *W EXP 03/02/202 | 04282M110 | $9.0K | 49,999 | 0.0% |
| Spdr S&P 500 ETF TR(SPY) | TR UNIT | 78462F103 | $5.6K | 13 | 0.0% |
| Kernel Group Holdings Inc | *W EXP 02/02/202 | G5259L129 | $5.2K | 75,000 | 0.0% |
| Complete Solaria Inc(SPWRW) | *W EXP 07/31/202 | 20460L112 | $4.1K | 24,999 | 0.0% |
| DHC Acquisition Corp | *W EXP 02/25/202 | G2758T117 | $4.0K | 49,998 | 0.0% |
| Aeon Biopharma Inc | *W EXP 07/21/202 | 00791X118 | $3.8K | 24,999 | 0.0% |