CIK: 0001478394 · Show all filings
Period: Q2 2023 (← Previous) (Next →)
Filing Date: Aug 11, 2023
Total Value ($000): $429,425 (98.4% shares, 1.6% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| SPY | SPDR S&P 500 ETF TR | 185,000 | $82,007 | 19.1% | — | — | Put | 78462F103 |
| — | AMC ENTMT HLDGS INC | 10,973,100 | $48,282 | 11.2% | — | — | Put | 00165C104 |
| HYG | ISHARES TR | 500,000 | $37,535 | 8.7% | $73.17 | — | Put | 464288513 |
| BKLN | INVESCO EXCH TRADED FD TR II | 1,300,000 | $27,352 | 6.4% | — | — | Put | 46138G508 |
| NCLH | NORWEGIAN CRUISE LINE HLDG L | 940,000 | $20,464 | 4.8% | — | — | Put | G66721104 |
| MFA | MFA FINL INC | 1,759,862 | $19,781 | 4.6% | $9.58 | — | COM | 55272X607 |
| NLY | ANNALY CAPITAL MANAGEMENT IN | 962,432 | $19,258 | 4.5% | $19.11 | — | COM NEW | 035710839 |
| OPRT | OPORTUN FINL CORP | 2,725,702 | $16,272 | 3.8% | $5.53 | -11.2% | COM | 68376D104 |
| TOL | TOLL BROTHERS INC | 196,030 | $15,500 | 3.6% | $67.10 | 0.0% | COM | 889478103 |
| RITM | RITHM CAPITAL CORP | 1,525,303 | $14,262 | 3.3% | $9.31 | — | COM NEW | 64828T201 |
| — | MR COOPER GROUP INC | 255,124 | $12,919 | 3.0% | $42.13 | — | COM | 62482R107 |
| EFC | ELLINGTON FINANCIAL INC | 927,141 | $12,795 | 3.0% | $18.25 | — | COM | 28852N109 |
| — | AMC ENTMT HLDGS INC | 1,967,800 | $8,658 | 2.0% | — | — | Call | 00165C104 |
| ITB | ISHARES TR | 97,000 | $8,288 | 1.9% | — | — | Put | 464288752 |
| — | GLOBALSTAR INC | 7,645,400 | $8,257 | 1.9% | $1.51 | — | Call | 378973408 |
| Z | ZILLOW GROUP INC | 116,749 | $5,868 | 1.4% | $43.92 | +4.7% | CL C CAP STK | 98954M200 |
| COMP | COMPASS INC | 1,538,406 | $5,384 | 1.3% | $3.28 | 0.0% | CL A | 20464U100 |
| FNF | FIDELITY NATIONAL FINANCIAL | 137,427 | $4,947 | 1.2% | $30.38 | 0.0% | FNF GROUP COM | 31620R303 |
| IWM | ISHARES TR | 25,000 | $4,682 | 1.1% | $187.27 | — | Put | 464287655 |
| HYG | ISHARES TR | 60,336 | $4,529 | 1.1% | $73.17 | — | IBOXX HI YD ETF | 464288513 |
| TOL | TOLL BROTHERS INC | 52,000 | $4,112 | 1.0% | $67.10 | 0.0% | Call | 889478103 |
| BHC | BAUSCH HEALTH COS INC | 463,000 | $3,704 | 0.9% | $7.05 | +4.6% | COM | 071734107 |
| DHI | D R HORTON INC | 30,002 | $3,651 | 0.9% | $106.63 | 0.0% | COM | 23331A109 |
| — | ACTIVISION BLIZZARD INC | 42,600 | $3,591 | 0.8% | — | — | Call | 00507V109 |
| — | VROOM INC | 7,200,000 | $3,356 | 0.8% | $0.36 | — | NOTE 0.750% 7/0 | 92918VAB5 |
| KBH | KB HOME | 52,500 | $2,715 | 0.6% | $43.23 | 0.0% | Put | 48666K109 |
| ESNT | ESSENT GROUP LTD | 57,062 | $2,671 | 0.6% | $41.64 | 0.0% | COM | G3198U102 |
| MTG | MGIC INVT CORP WIS | 167,827 | $2,650 | 0.6% | $14.83 | 0.0% | COM | 552848103 |
| — | NCL CORP LTD | 2,500,000 | $2,360 | 0.5% | $0.94 | — | NOTE 2.500% 2/1 | 62886HBK6 |
| ADAM | NEW YORK MTG TR INC | 232,366 | $2,305 | 0.5% | $9.96 | — | COM | 649604840 |
| ARKK | ARK ETF TR | 50,000 | $2,207 | 0.5% | — | — | Call | 00214Q104 |
| ARKK | ARK ETF TR | 50,000 | $2,207 | 0.5% | — | — | Put | 00214Q104 |
| RILY | B. RILEY FINANCIAL INC | 40,000 | $1,839 | 0.4% | — | — | Put | 05580M108 |
| SDRL | SEADRILL 2021 LTD | 44,044 | $1,818 | 0.4% | $37.14 | 0.0% | COM | G7997W102 |
| — | GREAT AJAX CORP | 273,983 | $1,680 | 0.4% | $12.09 | — | COM | 38983D300 |
| PFSI | PENNYMAC FINL SVCS INC NEW | 20,134 | $1,416 | 0.3% | $61.33 | 0.0% | COM | 70932M107 |
| WD | WALKER & DUNLOP INC | 16,254 | $1,286 | 0.3% | $66.59 | 0.0% | COM | 93148P102 |
| CSIQ | CANADIAN SOLAR INC | 30,000 | $1,161 | 0.3% | — | — | Call | 136635109 |
| EARN | ELLINGTON RESIDENTIAL MTG RE | 149,086 | $1,075 | 0.3% | $11.37 | — | COM SHS BEN INT | 288578107 |
| LQD | ISHARES TR | 9,244 | $1,000 | 0.2% | $108.14 | — | IBOXX INV CP ETF | 464287242 |
| — | PENNYMAC CORP | 1,000,000 | $891 | 0.2% | $0.96 | — | NOTE 5.500% 3/1 | 70932AAF0 |
| DX | DYNEX CAP INC | 63,721 | $802 | 0.2% | $12.59 | — | COM | 26817Q886 |
| IVR | INVESCO MORTGAGE CAPITAL INC | 69,778 | $800 | 0.2% | $11.47 | — | COM | 46131B704 |
| — | ANYWHERE REAL ESTATE INC | 114,600 | $766 | 0.2% | $5.52 | — | Call | 75605Y106 |
| MBC | MASTERBRAND INC | 58,463 | $680 | 0.2% | $8.19 | +17.1% | COMMON STOCK | 57638P104 |
| — | PENNYMAC CORP | 500,000 | $472 | 0.1% | $0.98 | — | NOTE 5.500%11/0 | 70932AAD5 |
| SMRT | SMARTRENT INC | 118,036 | $452 | 0.1% | $2.52 | +21.4% | COM CL A | 83193G107 |
| MITT | AG MTG INVT TR INC | 47,846 | $293 | 0.1% | $9.90 | — | COM NEW | 001228501 |
| Z | ZILLOW GROUP INC | 4,000 | $201 | 0.0% | $43.92 | +4.7% | Call | 98954M200 |
| Z | ZILLOW GROUP INC | 1,900 | $95 | 0.0% | $43.92 | +4.7% | Put | 98954M200 |
| IWM | ISHARES TR | 262 | $49 | 0.0% | $187.27 | — | RUSSELL 2000 ETF | 464287655 |
| — | ARES ACQUISITION CORPORATION | 45,788 | $37 | 0.0% | $0.89 | — | *W EXP 02/02/202 | G33032122 |
| — | ARROWROOT ACQUISITION CORP | 49,999 | $11 | 0.0% | $0.54 | — | *W EXP 03/02/202 | 04282M110 |
| — | KERNEL GROUP HOLDINGS INC | 75,000 | $8 | 0.0% | $0.51 | — | *W EXP 02/02/202 | G5259L129 |
| — | SLAM CORP | 19,999 | $4 | 0.0% | $0.65 | — | *W EXP 02/23/202 | G8210L121 |
| — | ANYWHERE REAL ESTATE INC | 482 | $3 | 0.0% | $5.52 | — | COM | 75605Y106 |
| — | DHC ACQUISITION CORP | 49,998 | $3 | 0.0% | $0.50 | — | *W EXP 02/25/202 | G2758T117 |
| — | QUADRO ACQUISITION ONE CORP | 41,032 | $3 | 0.0% | $0.49 | — | *W EXP 06/30/202 | G52807115 |
| — | SOCIAL LEVERAGE ACQUISN CORP | 12,499 | $2 | 0.0% | $0.80 | — | *W EXP 02/17/202 | 83363K110 |
| MVLAW | MOVELLA HOLDINGS INC | 14,837 | $2 | 0.0% | $0.13 | — | *W EXP 02/10/202 | 62459N113 |
| LOCLW | LOCAL BOUNTI CORP | 18,398 | $2 | 0.0% | $0.70 | — | *W EXP 99/99/999 | 53960E114 |
| — | GOLDEN ARROW MERGER CORP | 49,999 | $2 | 0.0% | $0.48 | — | *W EXP 07/31/202 | 380799114 |
| KBH | KB HOME | 26 | $1 | 0.0% | $43.23 | 0.0% | COM | 48666K109 |
| — | TWELVE SEAS INVESTMENT CO II | 16,666 | $1 | 0.0% | $0.48 | — | *W EXP 03/02/202 | 90118T114 |
| RMGWF | RMG ACQUISITION CORP III | 10,000 | $1 | 0.0% | $0.80 | — | *W EXP 02/08/202 | G76088122 |
| CSTWF | CONSTELLATION ACQUISITN CORP | 13,333 | $1 | 0.0% | $0.60 | — | *W EXP 01/29/202 | G2R18K113 |
| — | SUSTAINABLE DEVELP ACQU I CO | 25,000 | $1 | 0.0% | $0.56 | — | *W EXP 02/04/202 | 86934L111 |
| JWSWF | JAWS MUSTANG ACQUISITION COR | 12,499 | $1 | 0.0% | $1.04 | — | *W EXP 01/30/202 | G50737124 |
| BLUAW | BLUERIVER ACQUISITION CORP | 18,332 | $1 | 0.0% | $0.60 | — | *W EXP 01/04/202 | G1261Q115 |