Q2 2024 Holdings
Filed 2024-08-12 | 35 holdings | $203.5M | 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 | $27.2M | 50,000 | 13.4% |
| Ishares TR(IWM)Put | RUSSELL 2000 ETF | 464287655 | $26.4M | 129,900 | 13.0% |
| Norwegian Cruise Line Hldg L(NCLH)Put | SHS | G66721104 | $16.0M | 850,000 | 7.8% |
| Ishares TR(HYG)Put | IBOXX HI YD ETF | 464288513 | $14.3M | 185,500 | 7.0% |
| Ellington Financial Inc(EFC) | COM | 28852N109 | $11.2M | 927,141 | 5.5% |
| Carnival Corp(CCL)Put | UNIT 99/99/9999 | 143658300 | $10.9M | 580,000 | 5.3% |
| MFA Finl Inc(MFA) | COM | 55272X607 | $8.1M | 757,693 | 4.0% |
| New York MTG TR Inc(ADAM) | COM | 649604840 | $7.0M | 1,199,850 | 3.4% |
| Great Ajax Corp | COM | 38983D300 | $6.9M | 1,940,649 | 3.4% |
| Beazer Homes USA Inc(BZH) | COM NEW | 07556Q881 | $6.8M | 247,349 | 3.3% |
| Taylor Morrison Home Corp(TMHC) | COM | 87724P106 | $6.1M | 110,000 | 3.0% |
| Pennymac Finl Svcs Inc New(PFSI) | COM | 70932M107 | $6.1M | 64,451 | 3.0% |
| Home Depot Inc(HD) | COM | 437076102 | $5.4M | 15,750 | 2.7% |
| Echostar Corp(SATS)Put | CL A | 278768106 | $5.3M | 300,000 | 2.6% |
| Trex Co Inc(TREX)Call | COM | 89531P105 | $5.2M | 70,000 | 2.5% |
| Agnc Invt Corp(AGNC)Put | COM | 00123Q104 | $4.8M | 500,000 | 2.3% |
| Dynex Cap Inc(DX) | COM | 26817Q886 | $4.7M | 396,832 | 2.3% |
| American Airls Group Inc(AAL)Put | COM | 02376R102 | $4.5M | 400,000 | 2.2% |
| Toll Brothers Inc(TOL) | COM | 889478103 | $2.9M | 25,000 | 1.4% |
| Radian Group Inc(RDN) | COM | 750236101 | $2.3M | 75,465 | 1.2% |
| MR Cooper Group Inc(07WA) | COM | 62482R107 | $2.3M | 28,042 | 1.1% |
| Ishares TR(HYG) | IBOXX HI YD ETF | 464288513 | $2.1M | 27,776 | 1.1% |
| Mgic Invt Corp WIS(MTG) | COM | 552848103 | $2.1M | 98,765 | 1.0% |
| Oportun Finl Corp(OPRT) | COM | 68376D104 | $2.1M | 711,631 | 1.0% |
| Vroom Inc | NOTE 0.750% 7/0 | 92918VAB5 | $2.0M | $3,700,000 | 1.0% |
| Meritage Homes Corp(MTH) | COM | 59001A102 | $1.8M | 10,961 | 0.9% |
| Azek Co Inc(AZEK) | CL A | 05478C105 | $1.7M | 40,911 | 0.8% |
| Essent Group LTD(ESNT) | COM | G3198U102 | $1.7M | 30,000 | 0.8% |
| American Woodmark Corporatio(AMWD) | COM | 030506109 | $1.3M | 15,945 | 0.6% |
| Ellington Credit Company(EARN) | COM SHS BEN INT | 288578107 | $1.0M | 149,086 | 0.5% |
| Pennymac Corp | NOTE 5.500% 3/1 | 70932AAF0 | $951.8K | $1,000,000 | 0.5% |
| Forestar Group Inc(FOR) | COM | 346232101 | $911.3K | 28,487 | 0.4% |
| Enova Intl Inc(ENVA)Put | COM | 29357K103 | $622.5K | 10,000 | 0.3% |
| Pennymac Corp | NOTE 5.500%11/0 | 70932AAD5 | $499.2K | $500,000 | 0.2% |
| AG MTG Invt TR Inc(MITT) | COM NEW | 001228501 | $317.7K | 47,846 | 0.2% |