Location: Old Greenwich, CT
CIK: 0001478394 · Show all filings
Period: Q3 2023 (← Previous) (Next →)
Filing Date: Nov 13, 2023
Total Value: $459M (98.0% shares, 2.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| HYG | ISHARES TR | 2,356,600 | $174M | 37.8% | $73.17 | — | Put | 464288513 |
| SPY | SPDR S&P 500 ETF TR | 104,000 | $44.46M | 9.7% | $427.46 | — | Put | 78462F103 |
| AMC | AMC ENTMT HLDGS INC | 3,245,700 | $25.93M | 5.6% | — | — | Put | 00165C302 |
| MFA | MFA FINL INC | 2,181,102 | $20.96M | 4.6% | $9.58 | — | COM | 55272X607 |
| IWM | ISHARES TR | 110,000 | $19.44M | 4.2% | $184.12 | — | Put | 464287655 |
| OPRT | OPORTUN FINL CORP | 2,494,476 | $18.01M | 3.9% | $5.53 | +19.4% | COM | 68376D104 |
| NCLH | NORWEGIAN CRUISE LINE HLDG L | 880,000 | $14.5M | 3.2% | — | — | Put | G66721104 |
| LEN | LENNAR CORP | 125,319 | $14.06M | 3.1% | $113.48 | 0.0% | CL A | 526057104 |
| — | MR COOPER GROUP INC | 250,535 | $13.42M | 2.9% | $42.13 | — | COM | 62482R107 |
| EFC | ELLINGTON FINANCIAL INC | 927,141 | $11.56M | 2.5% | $18.25 | — | COM | 28852N109 |
| LEN | LENNAR CORP | 100,000 | $11.22M | 2.4% | $113.48 | 0.0% | Call | 526057104 |
| KRE | SPDR SER TR | 250,000 | $10.44M | 2.3% | — | — | Put | 78464A698 |
| ITB | ISHARES TR | 100,000 | $7.849M | 1.7% | — | — | Put | 464288752 |
| XLF | SELECT SECTOR SPDR TR | 200,000 | $6.634M | 1.4% | — | — | Put | 81369Y605 |
| SWK | STANLEY BLACK & DECKER INC | 73,696 | $6.16M | 1.3% | $84.15 | 0.0% | COM | 854502101 |
| RKT | ROCKET COS INC | 750,000 | $6.135M | 1.3% | $9.57 | 0.0% | Call | 77311W101 |
| COMP | COMPASS INC | 2,091,768 | $6.066M | 1.3% | $3.35 | +5.6% | CL A | 20464U100 |
| ABNB | AIRBNB INC | 41,000 | $5.626M | 1.2% | — | — | Put | 009066101 |
| HYG | ISHARES TR | 60,336 | $4.448M | 1.0% | $73.17 | — | IBOXX HI YD ETF | 464288513 |
| — | VROOM INC | 7,200,000 | $3.798M | 0.8% | $0.36 | — | NOTE 0.750% 7/0 | 92918VAB5 |
| ARHS | ARHAUS INC | 407,000 | $3.785M | 0.8% | $10.13 | 0.0% | COM CL A | 04035M102 |
| FNF | FIDELITY NATIONAL FINANCIAL | 83,698 | $3.457M | 0.8% | $30.38 | +16.3% | FNF GROUP COM | 31620R303 |
| AMC | AMC ENTMT HLDGS INC | 353,000 | $2.82M | 0.6% | — | — | Call | 00165C302 |
| BHC | BAUSCH HEALTH COS INC | 330,000 | $2.713M | 0.6% | $7.05 | +22.3% | COM | 071734107 |
| — | GLOBALSTAR INC | 2,068,200 | $2.709M | 0.6% | $1.31 | — | COM | 378973408 |
| MTH | MERITAGE HOMES CORP | 20,000 | $2.448M | 0.5% | $68.73 | 0.0% | COM | 59001A102 |
| — | NCL CORP LTD | 2,500,000 | $2.167M | 0.5% | $0.94 | — | NOTE 2.500% 2/1 | 62886HBK6 |
| FAF | FIRST AMERN FINL CORP | 36,665 | $2.071M | 0.5% | $55.12 | 0.0% | COM | 31847R102 |
| — | AIRBNB INC | 2,000,000 | $1.767M | 0.4% | $0.88 | — | NOTE 3/1 | 009066AB7 |
| — | GREAT AJAX CORP | 273,983 | $1.764M | 0.4% | $12.09 | — | COM | 38983D300 |
| ADAM | NEW YORK MTG TR INC | 190,308 | $1.616M | 0.4% | $9.96 | — | COM | 649604840 |
| COMP | COMPASS INC | 500,000 | $1.45M | 0.3% | $3.35 | +5.6% | Call | 20464U100 |
| SDRL | SEADRILL 2021 LTD | 26,044 | $1.167M | 0.3% | $37.14 | +25.3% | COM | G7997W102 |
| RMAX | RE MAX HLDGS INC | 73,396 | $950K | 0.2% | $17.26 | 0.0% | CL A | 75524W108 |
| EARN | ELLINGTON RESIDENTIAL MTG RE | 149,086 | $926K | 0.2% | $11.37 | — | COM SHS BEN INT | 288578107 |
| — | PENNYMAC CORP | 1,000,000 | $904K | 0.2% | $0.96 | — | NOTE 5.500% 3/1 | 70932AAF0 |
| — | PENNYMAC CORP | 500,000 | $490K | 0.1% | $0.98 | — | NOTE 5.500%11/0 | 70932AAD5 |
| RITM | RITHM CAPITAL CORP | 50,769 | $472K | 0.1% | $9.31 | — | COM NEW | 64828T201 |
| PFSI | PENNYMAC FINL SVCS INC NEW | 6,774 | $451K | 0.1% | $61.33 | +13.9% | COM | 70932M107 |
| SMRT | SMARTRENT INC | 118,036 | $308K | 0.1% | $2.52 | +35.1% | COM CL A | 83193G107 |
| MITT | AG MTG INVT TR INC | 47,846 | $266K | 0.1% | $9.90 | — | COM NEW | 001228501 |
| PMT | PENNYMAC MTG INVT TR | 15,458 | $192K | 0.0% | $12.40 | — | COM | 70931T103 |
| IWM | ISHARES TR | 374 | $66,101 | 0.0% | $184.12 | — | RUSSELL 2000 ETF | 464287655 |
| — | ARES ACQUISITION CORPORATION | 45,788 | $31,326 | 0.0% | $0.89 | — | *W EXP 02/02/202 | G33032122 |
| — | ARROWROOT ACQUISITION CORP | 49,999 | $9,000 | 0.0% | $0.54 | — | *W EXP 03/02/202 | 04282M110 |
| SPY | SPDR S&P 500 ETF TR | 13 | $5,557 | 0.0% | $427.46 | — | TR UNIT | 78462F103 |
| — | KERNEL GROUP HOLDINGS INC | 75,000 | $5,175 | 0.0% | $0.51 | — | *W EXP 02/02/202 | G5259L129 |
| SPWRW | COMPLETE SOLARIA INC | 24,999 | $4,095 | 0.0% | $0.16 | — | *W EXP 07/31/202 | 20460L112 |
| — | DHC ACQUISITION CORP | 49,998 | $4,000 | 0.0% | $0.50 | — | *W EXP 02/25/202 | G2758T117 |
| — | AEON BIOPHARMA INC | 24,999 | $3,750 | 0.0% | $0.15 | — | *W EXP 07/21/202 | 00791X118 |
| — | SLAM CORP | 19,999 | $2,510 | 0.0% | $0.65 | — | *W EXP 02/23/202 | G8210L121 |
| — | QUADRO ACQUISITION ONE CORP | 41,032 | $2,052 | 0.0% | $0.49 | — | *W EXP 06/30/202 | G52807115 |
| — | GOLDEN ARROW MERGER CORP | 49,999 | $1,810 | 0.0% | $0.48 | — | *W EXP 07/31/202 | 380799114 |
| RMGWF | RMG ACQUISITION CORP III | 10,000 | $1,300 | 0.0% | $0.80 | — | *W EXP 02/08/202 | G76088122 |
| BLUAW | BLUERIVER ACQUISITION CORP | 18,332 | $981 | 0.0% | $0.60 | — | *W EXP 01/04/202 | G1261Q115 |
| — | TWELVE SEAS INVESTMENT CO II | 16,666 | $759 | 0.0% | $0.48 | — | *W EXP 03/02/202 | 90118T114 |
| — | SOCIAL LEVERAGE ACQUISN CORP | 12,499 | $716 | 0.0% | $0.80 | — | *W EXP 02/17/202 | 83363K110 |
| MVLAW | MOVELLA HOLDINGS INC | 14,837 | $585 | 0.0% | $0.13 | — | *W EXP 02/10/202 | 62459N113 |
| LOCLW | LOCAL BOUNTI CORP | 18,398 | $552 | 0.0% | $0.70 | — | *W EXP 99/99/999 | 53960E114 |
| JWSWF | JAWS MUSTANG ACQUISITION COR | 12,499 | $500 | 0.0% | $1.04 | — | *W EXP 01/30/202 | G50737124 |
| RKT | ROCKET COS INC | 55 | $450 | 0.0% | $9.57 | 0.0% | COM CL A | 77311W101 |
| CSTWF | CONSTELLATION ACQUISITN CORP | 13,333 | $359 | 0.0% | $0.60 | — | *W EXP 01/29/202 | G2R18K113 |