Location: Old Greenwich, CT
CIK: 0001478394 · Show all filings
Period: Q1 2023 (← Previous) (Next →)
Filing Date: May 12, 2023
Total Value: $957M (99.5% shares, 0.5% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| QQQ | INVESCO QQQ TR | 482,300 | $155M | 16.2% | — | — | Put | 46090E103 |
| SPY | SPDR S&P 500 ETF TR | 276,700 | $113M | 11.8% | $382.42 | — | Put | 78462F103 |
| IWM | ISHARES TR | 556,600 | $99.3M | 10.4% | — | — | Put | 464287655 |
| BKLN | INVESCO EXCH TRADED FD TR II | 4,269,000 | $88.8M | 9.3% | — | — | Put | 46138G508 |
| HYG | ISHARES TR | 900,000 | $68M | 7.1% | $73.17 | — | Put | 464288513 |
| — | AMC ENTMT HLDGS INC | 11,821,500 | $59.23M | 6.2% | — | — | Put | 00165C104 |
| COIN | COINBASE GLOBAL INC | 803,000 | $54.26M | 5.7% | — | — | Put | 19260Q107 |
| NLY | ANNALY CAPITAL MANAGEMENT IN | 2,551,200 | $48.75M | 5.1% | $19.11 | — | Call | 035710839 |
| FXI | ISHARES TR | 1,470,000 | $43.41M | 4.5% | — | — | Put | 464287184 |
| NLY | ANNALY CAPITAL MANAGEMENT IN | 2,086,807 | $39.88M | 4.2% | $19.11 | — | COM NEW | 035710839 |
| MFA | MFA FINL INC | 2,104,797 | $20.88M | 2.2% | $9.58 | — | COM | 55272X607 |
| — | MR COOPER GROUP INC | 382,719 | $15.68M | 1.6% | $42.13 | — | COM | 62482R107 |
| XLF | SELECT SECTOR SPDR TR | 450,000 | $14.47M | 1.5% | — | — | Put | 81369Y605 |
| — | MR COOPER GROUP INC | 300,000 | $12.29M | 1.3% | $42.13 | — | Call | 62482R107 |
| EFC | ELLINGTON FINANCIAL INC | 927,141 | $11.32M | 1.2% | $18.25 | — | COM | 28852N109 |
| — | AMC ENTMT HLDGS INC | 2,258,800 | $11.32M | 1.2% | — | — | Call | 00165C104 |
| OPRT | OPORTUN FINL CORP | 2,725,702 | $10.52M | 1.1% | $5.53 | +1.8% | COM | 68376D104 |
| ADAM | NEW YORK MTG TR INC | 913,505 | $9.099M | 1.0% | $9.96 | — | COM | 649604840 |
| RITM | RITHM CAPITAL CORP | 935,700 | $7.486M | 0.8% | $8.17 | — | Call | 64828T201 |
| RSP | INVESCO EXCHANGE TRADED FD T | 50,000 | $7.231M | 0.8% | — | — | Put | 46137V357 |
| INVH | INVITATION HOMES INC | 200,000 | $6.246M | 0.7% | — | — | Put | 46187W107 |
| XLE | SELECT SECTOR SPDR TR | 70,000 | $5.798M | 0.6% | — | — | Call | 81369Y506 |
| — | GLOBALSTAR INC | 4,550,153 | $5.278M | 0.6% | $1.51 | — | COM | 378973408 |
| HYG | ISHARES TR | 69,754 | $5.27M | 0.6% | $73.17 | — | IBOXX HI YD ETF | 464288513 |
| RWT | REDWOOD TRUST INC | 598,821 | $4.036M | 0.4% | $6.76 | — | COM | 758075402 |
| — | ACTIVISION BLIZZARD INC | 42,800 | $3.663M | 0.4% | — | — | Call | 00507V109 |
| — | VROOM INC | 9,005,000 | $3.512M | 0.4% | $0.36 | — | NOTE 0.750% 7/0 | 92918VAB5 |
| — | ANYWHERE REAL ESTATE INC | 584,143 | $3.084M | 0.3% | $5.52 | — | COM | 75605Y106 |
| Z | ZILLOW GROUP INC | 69,234 | $3.079M | 0.3% | $42.49 | 0.0% | CL C CAP STK | 98954M200 |
| LQD | ISHARES TR | 26,900 | $2.949M | 0.3% | — | — | Put | 464287242 |
| BHC | BAUSCH HEALTH COS INC | 363,000 | $2.94M | 0.3% | $6.96 | +15.4% | COM | 071734107 |
| RILY | B. RILEY FINANCIAL INC | 81,100 | $2.302M | 0.2% | — | — | Put | 05580M108 |
| DE | DEERE & CO | 5,000 | $2.064M | 0.2% | — | — | Put | 244199105 |
| MBC | MASTERBRAND INC | 238,060 | $1.914M | 0.2% | $8.19 | +7.7% | COMMON STOCK | 57638P104 |
| AX | AXOS FINANCIAL INC | 50,000 | $1.846M | 0.2% | — | — | Put | 05465C100 |
| MHO | M/I HOMES INC | 29,206 | $1.843M | 0.2% | $57.60 | 0.0% | COM | 55305B101 |
| — | GREAT AJAX CORP | 273,983 | $1.803M | 0.2% | $12.09 | — | COM | 38983D300 |
| HYG | ISHARES TR | 20,000 | $1.511M | 0.2% | $73.17 | — | Call | 464288513 |
| SMRT | SMARTRENT INC | 450,785 | $1.15M | 0.1% | $2.52 | +6.5% | COM CL A | 83193G107 |
| PMT | PENNYMAC MTG INVT TR | 92,273 | $1.138M | 0.1% | $12.37 | — | COM | 70931T103 |
| EARN | ELLINGTON RESIDENTIAL MTG RE | 149,086 | $1.088M | 0.1% | $11.37 | — | COM SHS BEN INT | 288578107 |
| — | PENNYMAC CORP | 1,000,000 | $867K | 0.1% | $0.96 | — | NOTE 5.500% 3/1 | 70932AAF0 |
| — | ANYWHERE REAL ESTATE INC | 114,600 | $605K | 0.1% | $5.52 | — | Call | 75605Y106 |
| ALL | ALLSTATE CORP | 5,000 | $554K | 0.1% | — | — | Call | 020002101 |
| — | PENNYMAC CORP | 500,000 | $469K | 0.0% | $0.98 | — | NOTE 5.500%11/0 | 70932AAD5 |
| RITM | RITHM CAPITAL CORP | 52,413 | $419K | 0.0% | $8.17 | — | COM NEW | 64828T201 |
| Z | ZILLOW GROUP INC | 9,000 | $400K | 0.0% | $42.49 | 0.0% | Call | 98954M200 |
| Z | ZILLOW GROUP INC | 6,900 | $307K | 0.0% | $42.49 | 0.0% | Put | 98954M200 |
| MITT | AG MTG INVT TR INC | 47,846 | $275K | 0.0% | $9.90 | — | COM NEW | 001228501 |
| — | LUCID GROUP INC | 27,500 | $221K | 0.0% | — | — | Put | 549498103 |
| — | ARES ACQUISITION CORPORATION | 45,788 | $40,294 | 0.0% | $0.89 | — | *W EXP 02/02/202 | G33032122 |
| IMPM | IMPAC MTG HLDGS INC | 38,743 | $13,572 | 0.0% | $1.31 | -73.3% | COM NEW | 45254P508 |
| — | TH INTERNATIONAL LIMITED | 25,000 | $12,250 | 0.0% | $0.12 | — | *W EXP 09/28/202 | G8656L114 |
| — | BIOTE CORP | 24,999 | $10,656 | 0.0% | $0.32 | — | *W EXP 05/26/202 | 090683111 |
| — | KERNEL GROUP HOLDINGS INC | 75,000 | $8,625 | 0.0% | $0.51 | — | *W EXP 02/02/202 | G5259L129 |
| SPWRW | FREEDOM ACQUISITION I CORP | 24,999 | $6,272 | 0.0% | $0.56 | — | *W EXP 03/02/202 | G3663X128 |
| — | ARROWROOT ACQUISITION CORP | 49,999 | $6,005 | 0.0% | $0.54 | — | *W EXP 03/02/202 | 04282M110 |
| — | SLAM CORP | 19,999 | $4,600 | 0.0% | $0.65 | — | *W EXP 02/23/202 | G8210L121 |
| — | GOLDEN ARROW MERGER CORP | 49,999 | $2,557 | 0.0% | $0.48 | — | *W EXP 07/31/202 | 380799114 |
| — | SUSTAINABLE DEVELP ACQU I CO | 25,000 | $2,312 | 0.0% | $0.56 | — | *W EXP 02/04/202 | 86934L111 |
| MVLAW | MOVELLA HOLDINGS INC | 14,837 | $1,999 | 0.0% | $0.13 | — | *W EXP 02/10/202 | 62459N113 |
| — | DHC ACQUISITION CORP | 49,998 | $1,665 | 0.0% | $0.50 | — | *W EXP 02/25/202 | G2758T117 |
| LOCLW | LOCAL BOUNTI CORP | 18,398 | $1,626 | 0.0% | $0.70 | — | *W EXP 99/99/999 | 53960E114 |
| RMGWF | RMG ACQUISITION CORP III | 10,000 | $1,550 | 0.0% | $0.80 | — | *W EXP 02/08/202 | G76088122 |
| — | QUADRO ACQUISITION ONE CORP | 41,032 | $1,481 | 0.0% | $0.49 | — | *W EXP 06/30/202 | G52807115 |
| BLUAW | BLUERIVER ACQUISITION CORP | 18,332 | $1,434 | 0.0% | $0.60 | — | *W EXP 01/04/202 | G1261Q115 |
| — | SOCIAL LEVERAGE ACQUISN CORP | 12,499 | $1,419 | 0.0% | $0.80 | — | *W EXP 02/17/202 | 83363K110 |
| — | PRIVETERRA ACQUISITION CORP | 24,999 | $1,375 | 0.0% | $0.52 | — | *W EXP 02/28/202 | 74275N110 |
| JWSWF | JAWS MUSTANG ACQUISITION COR | 12,499 | $1,359 | 0.0% | $1.04 | — | *W EXP 01/30/202 | G50737124 |
| CSTWF | CONSTELLATION ACQUISITN CORP | 13,333 | $1,256 | 0.0% | $0.60 | — | *W EXP 01/29/202 | G2R18K113 |
| — | TWELVE SEAS INVESTMENT CO II | 16,666 | $828 | 0.0% | $0.48 | — | *W EXP 03/02/202 | 90118T114 |