Location: Old Greenwich, CT
CIK: 0001478394 · Show all filings
Period: Q3 2022 (← Previous) (Next →)
Filing Date: Nov 9, 2022
Total Value: $780M (97.3% shares, 2.7% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| HYG | ISHARES TR | 2,417,600 | $173M | 22.1% | $71.38 | — | Put | 464288513 |
| IWM | ISHARES TR | 855,500 | $141M | 18.1% | — | — | Put | 464287655 |
| — | AMC ENTMT HLDGS INC | 10,255,700 | $71.48M | 9.2% | $7.01 | — | Put | 00165C104 |
| QQQ | INVESCO QQQ TR | 200,600 | $53.61M | 6.9% | — | — | Put | 46090E103 |
| AAL | AMERICAN AIRLS GROUP INC | 3,709,600 | $44.66M | 5.7% | $13.94 | 0.0% | Put | 02376R102 |
| AGNC | AGNC INVT CORP | 3,150,000 | $26.52M | 3.4% | $8.42 | — | Call | 00123Q104 |
| MARA | MARATHON DIGITAL HOLDINGS IN | 2,080,000 | $22.28M | 2.9% | — | — | Put | 565788106 |
| — | MR COOPER GROUP INC | 526,406 | $21.32M | 2.7% | $42.13 | — | COM | 62482R107 |
| — | MR COOPER GROUP INC | 500,000 | $20.25M | 2.6% | $42.13 | — | Call | 62482R107 |
| — | DISH NETWORK CORPORATION | 22,160,000 | $19.9M | 2.5% | $0.97 | — | NOTE 2.375% 3/1 | 25470MAD1 |
| AGNC | AGNC INVT CORP | 1,730,200 | $14.57M | 1.9% | $8.42 | — | COM | 00123Q104 |
| SPY | SPDR S&P 500 ETF TR | 35,000 | $12.5M | 1.6% | — | — | Put | 78462F103 |
| HYG | ISHARES TR | 175,000 | $12.49M | 1.6% | $71.38 | — | Call | 464288513 |
| MFA | MFA FINL INC | 1,549,959 | $12.06M | 1.5% | $9.45 | — | COM | 55272X607 |
| EFC | ELLINGTON FINANCIAL INC | 927,141 | $10.54M | 1.4% | $18.25 | — | COM | 28852N109 |
| GOOGL | ALPHABET INC | 90,000 | $8.608M | 1.1% | $110.06 | 0.0% | Put | 02079K305 |
| RITM | RITHM CAPITAL CORP | 1,000,100 | $7.322M | 0.9% | — | — | Call | 64828T201 |
| — | NEW YORK MTG TR INC | 2,864,263 | $6.702M | 0.9% | $3.69 | — | COM PAR $.02 | 649604501 |
| AX | AXOS FINANCIAL INC | 180,000 | $6.16M | 0.8% | — | — | Put | 05465C100 |
| NLY | ANNALY CAPITAL MANAGEMENT IN | 323,975 | $5.559M | 0.7% | $17.16 | — | COM NEW | 035710839 |
| XHB | SPDR SER TR | 100,000 | $5.469M | 0.7% | — | — | Put | 78464A888 |
| — | GLOBALSTAR INC | 3,250,000 | $5.168M | 0.7% | $1.59 | — | COM | 378973408 |
| MTG | MGIC INVT CORP WIS | 400,000 | $5.129M | 0.7% | $13.15 | +6.4% | Put | 552848103 |
| GOOG | ALPHABET INC | 50,000 | $4.808M | 0.6% | $110.83 | 0.0% | Call | 02079K107 |
| BABA | ALIBABA GROUP HLDG LTD | 50,000 | $4M | 0.5% | $108.80 | — | Call | 01609W102 |
| BMBL | BUMBLE INC | 157,500 | $3.384M | 0.4% | — | — | Put | 12047B105 |
| BAC | BK OF AMERICA CORP | 100,000 | $3.02M | 0.4% | $30.59 | 0.0% | Put | 060505104 |
| — | BROOKFIELD ASSET MGMT INC | 65,000 | $2.658M | 0.3% | — | — | Put | 112585104 |
| PYPL | PAYPAL HLDGS INC | 28,700 | $2.47M | 0.3% | $127.59 | -30.7% | Call | 70450Y103 |
| GOOGL | ALPHABET INC | 25,100 | $2.4M | 0.3% | $110.06 | 0.0% | CAP STK CL A | 02079K305 |
| DIS | DISNEY WALT CO | 25,000 | $2.358M | 0.3% | — | — | Call | 254687106 |
| MSFT | MICROSOFT CORP | 10,000 | $2.329M | 0.3% | — | — | Call | 594918104 |
| BABA | ALIBABA GROUP HLDG LTD | 29,000 | $2.32M | 0.3% | $108.80 | — | Put | 01609W102 |
| — | SIX FLAGS ENTMT CORP NEW | 125,033 | $2.213M | 0.3% | $21.70 | — | COM | 83001A102 |
| — | IAA INC | 66,805 | $2.128M | 0.3% | $34.05 | — | COM | 449253103 |
| HYG | ISHARES TR | 29,450 | $2.102M | 0.3% | $71.38 | — | IBOXX HI YD ETF | 464288513 |
| JETS | ETF SER SOLUTIONS | 140,000 | $2.102M | 0.3% | — | — | Put | 26922A842 |
| BKLN | INVESCO EXCH TRADED FD TR II | 100,000 | $2.02M | 0.3% | $20.20 | — | Put | 46138G508 |
| BKLN | INVESCO EXCH TRADED FD TR II | 100,000 | $2.02M | 0.3% | $20.20 | — | Call | 46138G508 |
| BHC | BAUSCH HEALTH COS INC | 263,000 | $1.812M | 0.2% | $6.95 | 0.0% | COM | 071734107 |
| — | GREAT AJAX CORP | 212,404 | $1.596M | 0.2% | $13.49 | — | COM | 38983D300 |
| DKNG | DRAFTKINGS INC NEW | 100,000 | $1.514M | 0.2% | — | — | Put | 26142V105 |
| DKNG | DRAFTKINGS INC NEW | 100,000 | $1.514M | 0.2% | — | — | Call | 26142V105 |
| DJT | DIGITAL WORLD ACQUISITION CO | 90,000 | $1.512M | 0.2% | — | — | Put | 25400Q105 |
| IYR | ISHARES TR | 17,200 | $1.402M | 0.2% | $92.00 | — | Call | 464287739 |
| ADI | ANALOG DEVICES INC | 9,500 | $1.324M | 0.2% | $148.98 | 0.0% | Put | 032654105 |
| FNV | FRANCO NEV CORP | 11,000 | $1.314M | 0.2% | $138.69 | -12.2% | Put | 351858105 |
| PDD | PINDUODUO INC | 20,000 | $1.252M | 0.2% | — | — | Put | 722304102 |
| BAC | BK OF AMERICA CORP | 40,000 | $1.208M | 0.2% | $30.59 | 0.0% | COM | 060505104 |
| FNV | FRANCO NEV CORP | 10,000 | $1.194M | 0.2% | $138.69 | -12.2% | COM | 351858105 |
| CARS | CARS COM INC | 100,000 | $1.152M | 0.1% | $14.14 | -16.5% | Put | 14575E105 |
| PYPL | PAYPAL HLDGS INC | 11,693 | $1.006M | 0.1% | $127.59 | -30.7% | COM | 70450Y103 |
| OPEN | OPENDOOR TECHNOLOGIES INC | 300,000 | $933K | 0.1% | — | — | Call | 683712103 |
| EARN | ELLINGTON RESIDENTIAL MTG RE | 149,086 | $920K | 0.1% | $11.37 | — | COM SHS BEN INT | 288578107 |
| AR | ANTERO RESOURCES CORP | 30,000 | $916K | 0.1% | $36.58 | +0.9% | Call | 03674X106 |
| TRUP | TRUPANION INC | 15,000 | $892K | 0.1% | — | — | Put | 898202106 |
| BABA | ALIBABA GROUP HLDG LTD | 11,090 | $887K | 0.1% | $108.80 | — | SPONSORED ADS | 01609W102 |
| BEKE | KE HLDGS INC | 50,000 | $876K | 0.1% | — | — | Put | 482497104 |
| BEKE | KE HLDGS INC | 50,000 | $876K | 0.1% | — | — | Call | 482497104 |
| — | PENNYMAC CORP | 1,000,000 | $829K | 0.1% | $0.96 | — | NOTE 5.500% 3/1 | 70932AAF0 |
| GOOG | ALPHABET INC | 8,000 | $770K | 0.1% | $110.83 | 0.0% | CAP STK CL C | 02079K107 |
| AR | ANTERO RESOURCES CORP | 25,000 | $764K | 0.1% | $36.58 | +0.9% | Put | 03674X106 |
| — | PENNYMAC CORP | 750,000 | $697K | 0.1% | $1.03 | — | NOTE 5.500%11/0 | 70932AAD5 |
| GT | GOODYEAR TIRE & RUBR CO | 57,000 | $576K | 0.1% | $15.06 | -15.6% | Put | 382550101 |
| DSP | VIANT TECHNOLOGY INC | 90,000 | $378K | 0.0% | — | — | Put | 92557A101 |
| AAL | AMERICAN AIRLS GROUP INC | 30,040 | $362K | 0.0% | $13.94 | 0.0% | COM | 02376R102 |
| GT | GOODYEAR TIRE & RUBR CO | 32,000 | $322K | 0.0% | $15.06 | -15.6% | COM | 382550101 |
| SNAP | SNAP INC | 30,000 | $294K | 0.0% | $21.18 | -45.1% | Put | 83304A106 |
| TCOM | TRIP COM GROUP LTD | 10,000 | $274K | 0.0% | $26.28 | — | Put | 89677Q107 |
| SNAP | SNAP INC | 27,550 | $270K | 0.0% | $21.18 | -45.1% | CL A | 83304A106 |
| — | NIKOLA CORP | 75,000 | $264K | 0.0% | $3.52 | — | Call | 654110105 |
| — | NIKOLA CORP | 75,000 | $264K | 0.0% | $3.52 | — | Put | 654110105 |
| LDI | LOANDEPOT INC | 199,417 | $263K | 0.0% | $2.70 | -39.2% | COM CL A | 53946R106 |
| TDOC | TELADOC HEALTH INC | 10,000 | $254K | 0.0% | — | — | Call | 87918A105 |
| PR | PERMIAN RESOURCES CORP | 30,000 | $204K | 0.0% | $6.91 | 0.0% | Call | 71424F105 |
| ADI | ANALOG DEVICES INC | 1,330 | $186K | 0.0% | $148.98 | 0.0% | COM | 032654105 |
| MITT | AG MTG INVT TR INC | 44,265 | $182K | 0.0% | $10.24 | — | COM NEW | 001228501 |
| — | NIKOLA CORP | 43,750 | $154K | 0.0% | $3.52 | — | COM | 654110105 |
| UMC | UNITED MICROELECTRONICS CORP | 25,000 | $140K | 0.0% | $9.08 | — | Put | 910873405 |
| CARS | CARS COM INC | 10,000 | $116K | 0.0% | $14.14 | -16.5% | COM | 14575E105 |
| BKLN | INVESCO EXCH TRADED FD TR II | 5,000 | $101K | 0.0% | $20.20 | — | SR LN ETF | 46138G508 |
| PR | PERMIAN RESOURCES CORP | 10,000 | $68,000 | 0.0% | $6.91 | 0.0% | CLASS A COM | 71424F105 |
| UMC | UNITED MICROELECTRONICS CORP | 11,500 | $64,000 | 0.0% | $9.08 | — | SPON ADR NEW | 910873405 |
| SMRT | SMARTRENT INC | 17,136 | $39,000 | 0.0% | $3.95 | 0.0% | COM CL A | 83193G107 |
| — | AMC ENTMT HLDGS INC | 4,567 | $32,000 | 0.0% | $7.01 | — | CL A COM | 00165C104 |
| — | DHC ACQUISITION CORP | 49,998 | $9,000 | 0.0% | $0.50 | — | *W EXP 02/25/202 | G2758T117 |
| IMPM | IMPAC MTG HLDGS INC | 30,250 | $9,000 | 0.0% | $1.61 | -70.4% | COM NEW | 45254P508 |
| LOCLW | LOCAL BOUNTI CORP | 18,398 | $8,000 | 0.0% | $0.70 | — | *W EXP 99/99/999 | 53960E114 |
| — | PERIDOT ACQUISITION CORP II | 69,999 | $8,000 | 0.0% | $0.86 | — | *W EXP 04/30/202 | G7008B121 |
| — | VPC IMPACT ACQUISITION HLDG | 124,999 | $8,000 | 0.0% | $1.20 | — | *W EXP 03/05/202 | G9460L118 |
| — | BIOTE CORP | 24,999 | $8,000 | 0.0% | $0.32 | — | *W EXP 05/26/202 | 090683111 |
| — | ARES ACQUISITION CORPORATION | 45,788 | $6,000 | 0.0% | $0.89 | — | *W EXP 99/99/999 | G33032122 |
| — | CARTESIAN GROWTH CORP | 16,236 | $4,000 | 0.0% | $1.04 | — | *W EXP 02/26/202 | G19276115 |
| — | FINTECH EVOLUTION ACQUIS GRO | 49,998 | $4,000 | 0.0% | $0.60 | — | *W EXP 03/31/202 | G3R19A120 |
| — | ARCTOS NORTHSTAR ACQUIS CORP | 37,498 | $4,000 | 0.0% | $0.75 | — | *W EXP 99/99/999 | G0477L126 |
| SPWRW | FREEDOM ACQUISITION I CORP | 24,999 | $4,000 | 0.0% | $0.56 | — | *W EXP 99/99/999 | G3663X128 |
| — | INDEPENDENCE HOLDINGS CORP | 35,999 | $4,000 | 0.0% | $0.78 | — | *W EXP 03/31/202 | G4761A127 |
| — | G SQUARED ASCEND I INC | 50,000 | $4,000 | 0.0% | $1.04 | — | *W EXP 02/01/202 | G4204R117 |
| — | LIVE OAK MOBILITY ACQUISI CO | 19,998 | $4,000 | 0.0% | $1.15 | — | *W EXP 03/04/202 | 538126111 |
| — | FTAC HERA ACQUISITION CORP | 49,999 | $4,000 | 0.0% | $0.96 | — | *W EXP 02/28/202 | G3728Y111 |
| — | MASON INDUSTRIAL TECHNOLGY I | 83,333 | $4,000 | 0.0% | $0.66 | — | *W EXP 99/99/999 | 57520Y114 |
| — | AFRICAN GOLD ACQUISITION COR | 112,498 | $4,000 | 0.0% | $0.50 | — | *W EXP 03/31/202 | G0112R124 |
| — | OYSTER ENTERPRISES ACQ CORP | 21,786 | $4,000 | 0.0% | $0.46 | — | *W EXP 01/20/202 | 69242M112 |
| — | TCW SPECIAL PURPOSE ACQU COR | 49,998 | $3,000 | 0.0% | $0.62 | — | *W EXP 99/99/999 | 87301L114 |
| — | THE MUSIC ACQUISITION CORP | 75,000 | $3,000 | 0.0% | $0.56 | — | *W EXP 02/05/202 | 62752R118 |
| — | SOCIAL LEVERAGE ACQUISN CORP | 12,499 | $3,000 | 0.0% | $0.80 | — | *W EXP 02/17/202 | 83363K110 |
| — | VELOCITY ACQUISITION CORP | 31,665 | $3,000 | 0.0% | $0.69 | — | *W EXP 02/24/202 | 92259E112 |
| — | AUSTERLITZ ACQUISITION CORP | 24,998 | $3,000 | 0.0% | $0.96 | — | *W EXP 02/19/202 | G0633U127 |
| — | ESM ACQUISITION CORPORATION | 33,333 | $3,000 | 0.0% | $0.72 | — | *W EXP 02/02/202 | G3195H112 |
| — | GOLDEN ARROW MERGER CORP | 49,999 | $3,000 | 0.0% | $0.48 | — | *W EXP 07/31/202 | 380799114 |
| — | HUDSON EXECUTIVE INVES III | 39,999 | $3,000 | 0.0% | $0.80 | — | *W EXP 02/22/202 | 44376L115 |
| — | HUDSON EXECUTIVE INVS CORP I | 37,499 | $2,000 | 0.0% | $0.67 | — | *W EXP 01/31/202 | 443760111 |
| — | KERNEL GROUP HOLDINGS INC | 75,000 | $2,000 | 0.0% | $0.51 | — | *W EXP 02/02/202 | G5259L129 |
| — | GORES TECHNOLOGY PARTNERS II | 13,999 | $2,000 | 0.0% | $1.29 | — | *W EXP 03/16/202 | 38287L115 |
| — | KISMET ACQUISITION TWO CORP | 41,032 | $2,000 | 0.0% | $0.49 | — | *W EXP 06/30/202 | G52807115 |
| — | PRIVETERRA ACQUISITION CORP | 24,999 | $2,000 | 0.0% | $0.52 | — | *W EXP 02/28/202 | 74275N110 |
| — | SCION TECH GROWTH II | 50,000 | $2,000 | 0.0% | $0.60 | — | *W EXP 01/28/202 | G31070116 |
| — | TZP STRATEGIES ACQUISTN CORP | 21,109 | $2,000 | 0.0% | $0.47 | — | *W EXP 01/06/202 | G91595119 |
| — | ONE EQUITY PARTNERS OPEN WTR | 19,999 | $2,000 | 0.0% | $0.55 | — | *W EXP 01/14/202 | 68237L113 |
| — | ORION ACQUISITION CORP | 17,499 | $1,000 | 0.0% | $0.63 | — | *W EXP 02/19/202 | 68626A116 |
| — | SLAM CORP | 19,999 | $1,000 | 0.0% | $0.65 | — | *W EXP 02/23/202 | G8210L121 |
| — | TAILWIND INTERNATNAL ACQ COR | 49,999 | $1,000 | 0.0% | $0.56 | — | *W EXP 03/01/202 | G8662F119 |
| — | POWERED BRANDS | 33,332 | $1,000 | 0.0% | $0.60 | — | *W EXP 01/07/202 | G7209M116 |
| JWSWF | JAWS MUSTANG ACQUISITION COR | 12,499 | $1,000 | 0.0% | $1.04 | — | *W EXP 01/30/202 | G50737124 |
| — | FUSION ACQUISITION CORP II | 16,666 | $1,000 | 0.0% | $0.60 | — | *W EXP 02/29/202 | 36118N110 |
| — | CORAZON CAPITAL V838 MONOCER | 33,333 | $1,000 | 0.0% | $0.69 | — | *W EXP 03/24/202 | G24237128 |
| EQHAW | EQ HEALTH ACQUISITION CORP | 17,499 | $1,000 | 0.0% | $0.57 | — | *W EXP 02/02/202 | 26886A119 |
| — | ARROWROOT ACQUISITION CORP | 49,999 | $1,000 | 0.0% | $0.54 | — | *W EXP 03/02/202 | 04282M110 |
| BLUAW | BLUERIVER ACQUISITION CORP | 18,332 | $0 | 0.0% | $0.60 | — | *W EXP 01/04/202 | G1261Q115 |
| — | CLARIM ACQUISITION CORP | 16,666 | $0 | 0.0% | $0.60 | — | *W EXP 01/05/202 | 18049C116 |
| — | COLICITY INC | 11,999 | $0 | 0.0% | $0.83 | — | *W EXP 02/24/202 | 194170114 |
| CSTWF | CONSTELLATION ACQUISITN CORP | 13,333 | $0 | 0.0% | $0.60 | — | *W EXP 01/29/202 | G2R18K113 |
| CPTKW | CROWN PROPTECH ACQUISITIONS | 16,666 | $0 | 0.0% | $0.60 | — | *W EXP 99/99/999 | G25741110 |
| — | DHB CAPITAL CORP | 16,666 | $0 | 0.0% | $0.60 | — | *W EXP 03/31/202 | 23291W117 |
| — | BROADSCALE ACQUISITION CORP | 12,749 | $0 | 0.0% | $0.94 | — | *W EXP 02/02/202 | 11134Y119 |
| — | CATCHA INVESTMENT CORP | 16,666 | $0 | 0.0% | $0.60 | — | *W EXP 99/99/999 | G1962Y110 |
| — | FIRST RESERVE SUSTAINABLE GW | 12,499 | $0 | 0.0% | $0.80 | — | *W EXP 03/05/202 | 336169115 |
| — | KISMET ACQUISITION THREE COR | 53,522 | $0 | 0.0% | $0.50 | — | *W EXP 06/30/202 | G5276C102 |
| — | GAMING & HOSPITALITY ACQU CO | 13,333 | $0 | 0.0% | $0.53 | — | *W EXP 02/04/202 | 364681114 |
| — | ITIQUIRA ACQUISITION CORP | 10,000 | $0 | 0.0% | $0.60 | — | *W EXP 02/03/202 | G49773115 |
| — | LAZARD GROWTH ACQUISITION CO | 10,998 | $0 | 0.0% | $0.91 | — | *W EXP 02/10/202 | G54035111 |
| — | Z-WORK ACQUISITION CORP | 20,594 | $0 | 0.0% | $0.63 | — | *W EXP 01/04/202 | 98880C110 |
| RMGWF | RMG ACQUISITION CORP III | 10,000 | $0 | 0.0% | $0.80 | — | *W EXP 02/08/202 | G76088122 |
| — | MISSION ADVANCEMENT CORP | 33,332 | $0 | 0.0% | $0.51 | — | *W EXP 03/05/202 | 60501L119 |
| — | SUSTAINABLE DEVELP ACQU I CO | 25,000 | $0 | 0.0% | $0.56 | — | *W EXP 02/04/202 | 86934L111 |
| MVLAW | PATHFINDER ACQUISITION CORP | 14,837 | $0 | 0.0% | $0.94 | — | *W EXP 02/19/202 | G04119122 |
| — | TISHMAN SPEYER INNOVATION CO | 10,000 | $0 | 0.0% | $0.80 | — | *W EXP 02/11/202 | 88825H118 |
| — | TWELVE SEAS INVESTMENT CO II | 16,666 | $0 | 0.0% | $0.48 | — | *W EXP 03/02/202 | 90118T114 |
| — | NORTH ATLANTIC ACQUISITN COR | 16,666 | $0 | 0.0% | $0.78 | — | *W EXP 10/20/202 | G66139125 |
| — | SCP & CO HEALTHCARE ACQUSTN | 12,499 | $0 | 0.0% | $0.48 | — | *W EXP 01/27/202 | 784065112 |