Q1 2024 Holdings
Filed 2024-05-15 | 37 holdings | $537.5M | 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 | $316.4M | 4,070,600 | 58.9% |
| Spdr S&P 500 ETF TR(SPY)Put | TR UNIT | 78462F103 | $28.8M | 55,000 | 5.4% |
| Ishares TR(IWM)Put | RUSSELL 2000 ETF | 464287655 | $23.1M | 109,900 | 4.3% |
| Norwegian Cruise Line Hldg L(NCLH)Put | SHS | G66721104 | $17.8M | 850,000 | 3.3% |
| Ellington Financial Inc(EFC) | COM | 28852N109 | $10.9M | 927,141 | 2.0% |
| MFA Finl Inc(MFA) | COM | 55272X607 | $10.7M | 933,611 | 2.0% |
| Carnival Corp(CCL)Put | UNIT 99/99/9999 | 143658300 | $9.5M | 580,000 | 1.8% |
| Annaly Capital Management in(NLY) | COM NEW | 035710839 | $9.1M | 462,085 | 1.7% |
| Zillow Group Inc(Z)Call | CL C CAP STK | 98954M200 | $7.6M | 155,000 | 1.4% |
| Great Ajax Corp | COM | 38983D300 | $7.4M | 1,940,649 | 1.4% |
| Beazer Homes USA Inc(BZH) | COM NEW | 07556Q881 | $7.2M | 219,141 | 1.3% |
| Zillow Group Inc(Z) | CL C CAP STK | 98954M200 | $6.8M | 138,547 | 1.3% |
| Meritage Homes Corp(MTH) | COM | 59001A102 | $6.3M | 35,766 | 1.2% |
| American Airls Group Inc(AAL)Put | COM | 02376R102 | $6.1M | 400,000 | 1.1% |
| Home Depot Inc(HD)Put | COM | 437076102 | $5.8M | 15,000 | 1.1% |
| Ishares TR(HYG) | IBOXX HI YD ETF | 464288513 | $5.7M | 72,758 | 1.1% |
| Oportun Finl Corp(OPRT) | COM | 68376D104 | $5.4M | 2,209,900 | 1.0% |
| Sofi Technologies Inc(SOFI)Put | COM | 83406F102 | $4.9M | 668,000 | 0.9% |
| AMC Entmt Hldgs Inc(AMC)Put | CL A NEW | 00165C302 | $4.9M | 1,310,000 | 0.9% |
| American Woodmark Corporatio(AMWD) | COM | 030506109 | $4.7M | 46,320 | 0.9% |
| Builders Firstsource Inc(BLDR) | COM | 12008R107 | $4.7M | 22,500 | 0.9% |
| Kohls Corp(KSS)Put | COM | 500255104 | $4.4M | 150,000 | 0.8% |
| Echostar Corp(SATS)Put | CL A | 278768106 | $4.3M | 300,000 | 0.8% |
| New York MTG TR Inc(ADAM) | COM | 649604840 | $4.2M | 588,879 | 0.8% |
| Masco Corp(MAS)Put | COM | 574599106 | $3.9M | 50,000 | 0.7% |
| Vroom Inc | NOTE 0.750% 7/0 | 92918VAB5 | $2.9M | $5,700,000 | 0.5% |
| Pennymac Finl Svcs Inc New(PFSI) | COM | 70932M107 | $2.8M | 31,081 | 0.5% |
| Lennar Corp(LEN)Put | CL A | 526057104 | $2.1M | 12,000 | 0.4% |
| D R Horton Inc(DHI)Put | COM | 23331A109 | $2.0M | 12,000 | 0.4% |
| MR Cooper Group Inc(07WA) | COM | 62482R107 | $1.8M | 23,042 | 0.3% |
| Talos Energy Inc(TALO) | COM | 87484T108 | $1.3M | 93,107 | 0.2% |
| Ellington Residential MTG RE(EARN) | COM SHS BEN INT | 288578107 | $1.0M | 149,086 | 0.2% |
| Pennymac Corp | NOTE 5.500% 3/1 | 70932AAF0 | $952.9K | $1,000,000 | 0.2% |
| Lennar Corp(LEN) | CL A | 526057104 | $859.9K | 5,000 | 0.2% |
| Enova Intl Inc(ENVA)Put | COM | 29357K103 | $628.3K | 10,000 | 0.1% |
| Pennymac Corp | NOTE 5.500%11/0 | 70932AAD5 | $492.9K | $500,000 | 0.1% |
| AG MTG Invt TR Inc(MITT) | COM NEW | 001228501 | $292.8K | 47,846 | 0.1% |