Loading portfolio…
| # | Issuer | Value | Shares | % Portfolio |
|---|---|---|---|---|
| 1 | STATE STR SPDR S&P 500 ETF TCALL | $240.6M | 370000 | 60.67% |
| 2 | STATE STR SPDR S&P 500 ETF TPUT | $26.0M | 40000 | 6.56% |
| 3 | ISHARES TRPUT | $24.8M | 100000 | 6.25% |
| 4 | INVESCO EXCH TRADED FD TR IIPUT | $17.2M | 844400 | 4.35% |
| 5 | ELLINGTON FINANCIAL INC | $11.4M | 961018 | 2.87% |
| 6 | RITHM CAPITAL CORPCALL | $9.5M | 1000000 | 2.39% |
| 7 | MFA FINL INC | $6.1M | 638478 | 1.54% |
| 8 | M/I HOMES INC | $5.8M | 47700 | 1.47% |
| 9 | PENNYMAC FINL SVCS INC NEW | $5.7M | 65727 | 1.45% |
| 10 | CAMDEN PPTY TR | $5.4M | 55176 | 1.36% |
| 11 | ISHARES TRCALL | $4.5M | 50000 | 1.14% |
| 12 | DYNEX CAP INC | $4.4M | 345000 | 1.11% |
| 13 | MID-AMER APT CMNTYS INC | $4.3M | 34800 | 1.07% |
| 14 | KB HOME | $4.0M | 77657 | 1.01% |
| 15 | FORTUNE BRANDS INNOVATIONS I | $3.9M | 100000 | 0.98% |
| 16 | ESSENT GROUP LTD | $3.5M | 60000 | 0.88% |
| 17 | SSGA ACTIVE ETF TRPUT | $3.4M | 85300 | 0.86% |
| 18 | CENTURY COMMUNITIES INC | $3.2M | 56285 | 0.81% |
| 19 | RITHM CAPITAL CORP | $2.8M | 300000 | 0.72% |
| 20 | FLOOR & DECOR HLDGS INC | $2.0M | 40000 | 0.51% |
| 21 | COMPASS INC | $1.9M | 256987 | 0.47% |
| 22 | NVR INC | $1.8M | 273 | 0.45% |
| 23 | COMPASS INCCALL | $1.5M | 200000 | 0.37% |
| 24 | JANUS DETROIT STR TRPUT | $932K | 20000 | 0.23% |
| 25 | ELLINGTON CREDIT COMPANY | $660K | 149086 | 0.17% |
| 26 | OPORTUN FINL CORP | $642K | 139172 | 0.16% |
| 27 | BEELINE HOLDINGS INC | $460K | 195781 | 0.12% |
Values in USD (reported in $thousands on 13F). Source: SEC EDGAR.