Q4 2023 Holdings
Filed 2024-02-13 | 65 holdings | $610.0M | 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 | $237.6M | 3,070,600 | 39.0% |
| Invesco Exch Traded FD TR II(BKLN)Put | SR LN ETF | 46138G508 | $36.9M | 1,743,100 | 6.1% |
| Norwegian Cruise Line Hldg L(NCLH)Put | SHS | G66721104 | $34.7M | 1,730,000 | 5.7% |
| Ishares TR(IWM)Put | RUSSELL 2000 ETF | 464287655 | $34.1M | 169,900 | 5.6% |
| AMC Entmt Hldgs Inc(AMC)Put | CL A NEW | 00165C302 | $19.9M | 3,251,700 | 3.3% |
| Spdr S&P 500 ETF TR(SPY)Put | TR UNIT | 78462F103 | $19.0M | 40,000 | 3.1% |
| Home Depot Inc(HD)Put | COM | 437076102 | $13.9M | 40,000 | 2.3% |
| Masco Corp(MAS)Put | COM | 574599106 | $13.4M | 200,000 | 2.2% |
| Coinbase Global Inc(COIN)Put | COM CL A | 19260Q107 | $12.2M | 70,000 | 2.0% |
| Ellington Financial Inc(EFC) | COM | 28852N109 | $11.8M | 927,141 | 1.9% |
| Carnival Corp(CCL)Put | UNIT 99/99/9999 | 143658300 | $10.8M | 580,000 | 1.8% |
| Kohls Corp(KSS)Put | COM | 500255104 | $10.6M | 368,000 | 1.7% |
| MFA Finl Inc(MFA) | COM | 55272X607 | $10.3M | 918,302 | 1.7% |
| Great Ajax Corp | COM | 38983D300 | $10.3M | 1,940,649 | 1.7% |
| Fidelity National Financial(FNF)Call | FNF GROUP COM | 31620R303 | $10.2M | 200,000 | 1.7% |
| Oportun Finl Corp(OPRT) | COM | 68376D104 | $9.7M | 2,484,149 | 1.6% |
| Macys Inc(M)Put | COM | 55616P104 | $9.5M | 470,000 | 1.6% |
| Sofi Technologies Inc(SOFI)Put | COM | 83406F102 | $6.6M | 668,000 | 1.1% |
| Airbnb Inc(ABNB)Put | COM CL A | 009066101 | $5.6M | 41,000 | 0.9% |
| American Airls Group Inc(AAL)Put | COM | 02376R102 | $5.5M | 400,000 | 0.9% |
| Owens Corning New(OC) | COM | 690742101 | $5.3M | 36,000 | 0.9% |
| UDR Inc(UDR) | COM | 902653104 | $5.0M | 130,000 | 0.8% |
| Echostar Corp(SATS)Put | CL A | 278768106 | $5.0M | 300,000 | 0.8% |
| Beazer Homes USA Inc(BZH) | COM NEW | 07556Q881 | $4.8M | 142,970 | 0.8% |
| Arhaus Inc(ARHS) | COM CL A | 04035M102 | $4.8M | 403,191 | 0.8% |
| New York MTG TR Inc(ADAM) | COM | 649604840 | $4.7M | 555,930 | 0.8% |
| Ishares TR(HYG) | IBOXX HI YD ETF | 464288513 | $4.7M | 60,336 | 0.8% |
| First Amern Finl Corp(FAF) | COM | 31847R102 | $4.6M | 70,695 | 0.7% |
| Fidelity National Financial(FNF) | FNF GROUP COM | 31620R303 | $4.4M | 87,048 | 0.7% |
| Orchid IS Cap Inc(ORC) | COM NEW | 68571X301 | $4.4M | 517,727 | 0.7% |
| Compass Inc(COMP) | CL A | 20464U100 | $4.4M | 1,158,169 | 0.7% |
| Rocket COS Inc(RKT) | COM CL A | 77311W101 | $4.2M | 288,290 | 0.7% |
| Vroom Inc | NOTE 0.750% 7/0 | 92918VAB5 | $3.9M | $7,200,000 | 0.6% |
| Select Sector Spdr TR(XLF)Put | FINANCIAL | 81369Y605 | $3.8M | 100,000 | 0.6% |
| MR Cooper Group Inc(07WA) | COM | 62482R107 | $3.4M | 52,312 | 0.6% |
| Meritage Homes Corp(MTH) | COM | 59001A102 | $3.1M | 17,616 | 0.5% |
| Bausch Health COS Inc(BHC) | COM | 071734107 | $2.6M | 330,000 | 0.4% |
| NCL Corp LTD | NOTE 2.500% 2/1 | 62886HBK6 | $2.3M | $2,500,000 | 0.4% |
| Globalstar Inc(GSATUSD) | COM | 378973408 | $2.1M | 1,068,200 | 0.3% |
| Compass Inc(COMP)Call | CL A | 20464U100 | $1.9M | 500,000 | 0.3% |
| AMC Entmt Hldgs Inc(AMC)Call | CL A NEW | 00165C302 | $1.8M | 300,000 | 0.3% |
| Airbnb Inc | NOTE 3/1 | 009066AB7 | $1.8M | $2,000,000 | 0.3% |
| Pennymac Corp | NOTE 5.500% 3/1 | 70932AAF0 | $939.8K | $1,000,000 | 0.2% |
| Ellington Residential MTG RE(EARN) | COM SHS BEN INT | 288578107 | $913.9K | 149,086 | 0.1% |
| Stanley Black & Decker Inc(SWK) | COM | 854502101 | $708.3K | 7,220 | 0.1% |
| Enova Intl Inc(ENVA)Put | COM | 29357K103 | $553.6K | 10,000 | 0.1% |
| Pennymac Corp | NOTE 5.500%11/0 | 70932AAD5 | $493.7K | $500,000 | 0.1% |
| Smartrent Inc(SMRT) | COM CL A | 83193G107 | $376.5K | 118,036 | 0.1% |
| AG MTG Invt TR Inc(MITT) | COM NEW | 001228501 | $303.8K | 47,846 | 0.0% |
| Enova Intl Inc(ENVA)Call | COM | 29357K103 | $221.4K | 4,000 | 0.0% |