Location: Old Greenwich, CT
CIK: 0001478394 · Show all filings
Period: Q4 2022 (← Previous) (Next →)
Filing Date: Feb 10, 2023
Total Value: $650M (97.8% shares, 2.2% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| QQQ | INVESCO QQQ TR | 1,036,000 | $276M | 42.4% | — | — | Put | 46090E103 |
| HYG | ISHARES TR | 740,000 | $54.49M | 8.4% | $73.17 | — | Put | 464288513 |
| SPY | SPDR S&P 500 ETF TR | 100,000 | $38.24M | 5.9% | $382.42 | — | Put | 78462F103 |
| XLF | SELECT SECTOR SPDR TR | 825,000 | $28.21M | 4.3% | — | — | Put | 81369Y605 |
| — | AMC ENTMT HLDGS INC | 6,054,300 | $24.64M | 3.8% | $7.01 | — | Put | 00165C104 |
| AAL | AMERICAN AIRLS GROUP INC | 1,520,000 | $19.33M | 3.0% | $13.94 | -2.7% | Put | 02376R102 |
| — | MR COOPER GROUP INC | 471,750 | $18.93M | 2.9% | $42.13 | — | COM | 62482R107 |
| — | GLOBALSTAR INC | 13,016,800 | $17.31M | 2.7% | $1.52 | — | Call | 378973408 |
| MFA | MFA FINL INC | 1,556,354 | $15.33M | 2.4% | $9.45 | — | COM | 55272X607 |
| EFC | ELLINGTON FINANCIAL INC | 927,141 | $11.47M | 1.8% | $18.25 | — | COM | 28852N109 |
| HYG | ISHARES TR | 142,891 | $10.52M | 1.6% | $73.17 | — | IBOXX HI YD ETF | 464288513 |
| RITM | RITHM CAPITAL CORP | 1,185,600 | $9.686M | 1.5% | $8.17 | — | Call | 64828T201 |
| — | MR COOPER GROUP INC | 237,500 | $9.531M | 1.5% | $42.13 | — | Call | 62482R107 |
| ITB | ISHARES TR | 150,000 | $9.091M | 1.4% | — | — | Put | 464288752 |
| — | DISH NETWORK CORPORATION | 9,790,000 | $8.875M | 1.4% | $0.97 | — | NOTE 2.375% 3/1 | 25470MAD1 |
| RKT | ROCKET COS INC | 1,200,000 | $8.4M | 1.3% | — | — | Call | 77311W101 |
| MBC | MASTERBRAND INC | 1,073,540 | $8.105M | 1.2% | $8.19 | 0.0% | COMMON STOCK | 57638P104 |
| ARES | ARES MANAGEMENT CORPORATION | 115,000 | $7.871M | 1.2% | $65.79 | 0.0% | Put | 03990B101 |
| GLD | SPDR GOLD TR | 42,400 | $7.193M | 1.1% | — | — | Put | 78463V107 |
| BKLN | INVESCO EXCH TRADED FD TR II | 300,000 | $6.159M | 0.9% | $20.20 | — | Put | 46138G508 |
| — | NEW YORK MTG TR INC | 2,367,078 | $6.06M | 0.9% | $3.69 | — | COM PAR $.02 | 649604501 |
| — | GLOBALSTAR INC | 4,500,000 | $5.985M | 0.9% | $1.52 | — | COM | 378973408 |
| MARA | MARATHON DIGITAL HOLDINGS IN | 1,500,000 | $5.13M | 0.8% | — | — | Put | 565788106 |
| RITM | RITHM CAPITAL CORP | 612,129 | $5.001M | 0.8% | $8.17 | — | COM NEW | 64828T201 |
| DHI | D R HORTON INC | 50,000 | $4.457M | 0.7% | $77.70 | 0.0% | Put | 23331A109 |
| RWT | REDWOOD TR INC | 648,490 | $4.384M | 0.7% | $6.76 | — | COM | 758075402 |
| FNF | FIDELITY NATIONAL FINANCIAL | 110,000 | $4.138M | 0.6% | — | — | Call | 31620R303 |
| OPRT | OPORTUN FINL CORP | 678,538 | $3.739M | 0.6% | $5.23 | 0.0% | COM | 68376D104 |
| — | VROOM INC | 9,005,000 | $3.198M | 0.5% | $0.36 | — | NOTE 0.750% 7/0 | 92918VAB5 |
| BHC | BAUSCH HEALTH COS INC | 363,000 | $2.28M | 0.4% | $6.96 | +0.4% | COM | 071734107 |
| PYPL | PAYPAL HLDGS INC | 28,700 | $2.044M | 0.3% | $127.59 | -37.4% | Call | 70450Y103 |
| — | GREAT AJAX CORP | 273,983 | $1.986M | 0.3% | $12.09 | — | COM | 38983D300 |
| SMRT | SMARTRENT INC | 587,731 | $1.428M | 0.2% | $2.52 | -1.7% | COM CL A | 83193G107 |
| — | PENNYMAC CORP | 1,250,000 | $1.127M | 0.2% | $0.98 | — | NOTE 5.500%11/0 | 70932AAD5 |
| EARN | ELLINGTON RESIDENTIAL MTG RE | 149,086 | $1.023M | 0.2% | $11.37 | — | COM SHS BEN INT | 288578107 |
| COMP | COMPASS INC | 399,387 | $931K | 0.1% | $2.62 | 0.0% | CL A | 20464U100 |
| PMT | PENNYMAC MTG INVT TR | 69,004 | $855K | 0.1% | $12.39 | — | COM | 70931T103 |
| — | PENNYMAC CORP | 1,000,000 | $821K | 0.1% | $0.96 | — | NOTE 5.500% 3/1 | 70932AAF0 |
| — | ANYWHERE REAL ESTATE INC | 125,674 | $803K | 0.1% | $6.39 | — | COM | 75605Y106 |
| ARES | ARES MANAGEMENT CORPORATION | 11,600 | $794K | 0.1% | $65.79 | 0.0% | CL A COM STK | 03990B101 |
| AX | AXOS FINANCIAL INC | 20,600 | $787K | 0.1% | — | — | Put | 05465C100 |
| — | SIX FLAGS ENTMT CORP NEW | 31,992 | $744K | 0.1% | $21.70 | — | COM | 83001A102 |
| CARS | CARS COM INC | 50,000 | $689K | 0.1% | $14.14 | -4.1% | Put | 14575E105 |
| PFSI | PENNYMAC FINL SVCS INC NEW | 11,797 | $668K | 0.1% | $50.96 | 0.0% | COM | 70932M107 |
| OPEN | OPENDOOR TECHNOLOGIES INC | 500,000 | $580K | 0.1% | $1.98 | 0.0% | COM | 683712103 |
| OPEN | OPENDOOR TECHNOLOGIES INC | 300,000 | $348K | 0.1% | $1.98 | 0.0% | Call | 683712103 |
| — | REDFIN CORP | 70,000 | $297K | 0.0% | $4.24 | — | COM | 75737F108 |
| LDI | LOANDEPOT INC | 166,965 | $275K | 0.0% | $2.70 | -43.4% | COM CL A | 53946R106 |
| MITT | AG MTG INVT TR INC | 44,265 | $235K | 0.0% | $10.24 | — | COM NEW | 001228501 |
| ORC | ORCHID IS CAP INC | 10,000 | $105K | 0.0% | $10.50 | — | COM NEW | 68571X301 |
| — | ARES ACQUISITION CORPORATION | 45,788 | $21,351 | 0.0% | $0.89 | — | *W EXP 02/02/202 | G33032122 |
| SPY | SPDR S&P 500 ETF TR | 31 | $11,855 | 0.0% | $382.42 | — | TR UNIT | 78462F103 |
| — | BIOTE CORP | 24,999 | $7,468 | 0.0% | $0.32 | — | *W EXP 05/26/202 | 090683111 |
| IMPM | IMPAC MTG HLDGS INC | 38,743 | $6,610 | 0.0% | $1.31 | -80.2% | COM NEW | 45254P508 |
| SPWRW | FREEDOM ACQUISITION I CORP | 24,999 | $4,998 | 0.0% | $0.56 | — | *W EXP 03/02/202 | G3663X128 |
| — | ESM ACQUISITION CORPORATION | 33,333 | $3,877 | 0.0% | $0.72 | — | *W EXP 02/02/202 | G3195H112 |
| — | VPC IMPACT ACQUISITION HLDG | 124,999 | $3,737 | 0.0% | $1.20 | — | *W EXP 03/05/202 | G9460L118 |
| MVLAW | PATHFINDER ACQUISITION CORP | 14,837 | $3,413 | 0.0% | $0.94 | — | *W EXP 02/19/202 | G04119122 |
| — | PERIDOT ACQUISITION CORP II | 69,999 | $3,269 | 0.0% | $0.86 | — | *W EXP 04/30/202 | G7008B121 |
| LOCLW | LOCAL BOUNTI CORP | 18,398 | $3,032 | 0.0% | $0.70 | — | *W EXP 99/99/999 | 53960E114 |
| — | TH INTERNATIONAL LIMITED | 25,000 | $3,003 | 0.0% | $0.12 | — | *W EXP 09/28/202 | G8656L114 |
| — | LIVE OAK MOBILITY ACQUISI CO | 19,998 | $2,800 | 0.0% | $1.15 | — | *W EXP 03/04/202 | 538126111 |
| — | SLAM CORP | 19,999 | $1,760 | 0.0% | $0.65 | — | *W EXP 02/23/202 | G8210L121 |
| — | ARCTOS NORTHSTAR ACQUIS CORP | 37,498 | $1,586 | 0.0% | $0.75 | — | *W EXP 99/99/999 | G0477L126 |
| — | FTAC HERA ACQUISITION CORP | 49,999 | $1,375 | 0.0% | $0.96 | — | *W EXP 02/28/202 | G3728Y111 |
| — | PRIVETERRA ACQUISITION CORP | 24,999 | $1,140 | 0.0% | $0.52 | — | *W EXP 02/28/202 | 74275N110 |
| — | SUSTAINABLE DEVELP ACQU I CO | 25,000 | $1,000 | 0.0% | $0.56 | — | *W EXP 02/04/202 | 86934L111 |
| — | CORAZON CAPITAL V838 MONOCER | 33,333 | $850 | 0.0% | $0.69 | — | *W EXP 03/24/202 | G24237128 |
| JWSWF | JAWS MUSTANG ACQUISITION COR | 12,499 | $812 | 0.0% | $1.04 | — | *W EXP 01/30/202 | G50737124 |
| — | DHC ACQUISITION CORP | 49,998 | $750 | 0.0% | $0.50 | — | *W EXP 02/25/202 | G2758T117 |
| — | SOCIAL LEVERAGE ACQUISN CORP | 12,499 | $747 | 0.0% | $0.80 | — | *W EXP 02/17/202 | 83363K110 |
| — | ARROWROOT ACQUISITION CORP | 49,999 | $570 | 0.0% | $0.54 | — | *W EXP 03/02/202 | 04282M110 |
| — | TZP STRATEGIES ACQUISTN CORP | 21,109 | $517 | 0.0% | $0.47 | — | *W EXP 01/06/202 | G91595119 |
| — | KERNEL GROUP HOLDINGS INC | 75,000 | $428 | 0.0% | $0.51 | — | *W EXP 02/02/202 | G5259L129 |
| — | GOLDEN ARROW MERGER CORP | 49,999 | $415 | 0.0% | $0.48 | — | *W EXP 07/31/202 | 380799114 |
| CSTWF | CONSTELLATION ACQUISITN CORP | 13,333 | $400 | 0.0% | $0.60 | — | *W EXP 01/29/202 | G2R18K113 |
| — | NORTH ATLANTIC ACQUISITN COR | 16,666 | $337 | 0.0% | $0.78 | — | *W EXP 10/20/202 | G66139125 |
| RMGWF | RMG ACQUISITION CORP III | 10,000 | $300 | 0.0% | $0.80 | — | *W EXP 02/08/202 | G76088122 |
| BLUAW | BLUERIVER ACQUISITION CORP | 18,332 | $291 | 0.0% | $0.60 | — | *W EXP 01/04/202 | G1261Q115 |
| — | KISMET ACQUISITION TWO CORP | 41,032 | $265 | 0.0% | $0.49 | — | *W EXP 06/30/202 | G52807115 |
| — | TWELVE SEAS INVESTMENT CO II | 16,666 | $262 | 0.0% | $0.48 | — | *W EXP 03/02/202 | 90118T114 |
| — | INDEPENDENCE HOLDINGS CORP | 35,999 | $220 | 0.0% | $0.78 | — | *W EXP 03/31/202 | G4761A127 |
| — | SCION TECH GROWTH II | 50,000 | $180 | 0.0% | $0.60 | — | *W EXP 01/28/202 | G31070116 |
| — | FIRST RESERVE SUSTAINABLE GW | 12,499 | $159 | 0.0% | $0.80 | — | *W EXP 03/05/202 | 336169115 |
| PYPL | PAYPAL HLDGS INC | 2 | $142 | 0.0% | $127.59 | -37.4% | COM | 70450Y103 |
| DHI | D R HORTON INC | 1 | $89 | 0.0% | $77.70 | 0.0% | COM | 23331A109 |
| — | ITIQUIRA ACQUISITION CORP | 10,000 | $80 | 0.0% | $0.60 | — | *W EXP 02/03/202 | G49773115 |
| — | LAZARD GROWTH ACQUISITION CO | 10,998 | $66 | 0.0% | $0.91 | — | *W EXP 02/10/202 | G54035111 |
| — | POWERED BRANDS | 33,332 | $10 | 0.0% | $0.60 | — | *W EXP 01/07/202 | G7209M116 |