Location: Old Greenwich, CT
CIK: 0001478394 · Show all filings
Period: Q4 2023 (← Previous) (Next →)
Filing Date: Feb 13, 2024
Total Value: $610M (98.4% shares, 1.6% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| HYG | ISHARES TR | 3,070,600 | $238M | 39.0% | $73.17 | — | Put | 464288513 |
| BKLN | INVESCO EXCH TRADED FD TR II | 1,743,100 | $36.92M | 6.1% | — | — | Put | 46138G508 |
| NCLH | NORWEGIAN CRUISE LINE HLDG L | 1,730,000 | $34.67M | 5.7% | — | — | Put | G66721104 |
| IWM | ISHARES TR | 169,900 | $34.1M | 5.6% | $184.12 | — | Put | 464287655 |
| AMC | AMC ENTMT HLDGS INC | 3,251,700 | $19.9M | 3.3% | — | — | Put | 00165C302 |
| SPY | SPDR S&P 500 ETF TR | 40,000 | $19.01M | 3.1% | $427.46 | — | Put | 78462F103 |
| HD | HOME DEPOT INC | 40,000 | $13.86M | 2.3% | — | — | Put | 437076102 |
| MAS | MASCO CORP | 200,000 | $13.4M | 2.2% | — | — | Put | 574599106 |
| COIN | COINBASE GLOBAL INC | 70,000 | $12.17M | 2.0% | — | — | Put | 19260Q107 |
| EFC | ELLINGTON FINANCIAL INC | 927,141 | $11.78M | 1.9% | $18.25 | — | COM | 28852N109 |
| CCL | CARNIVAL CORP | 580,000 | $10.75M | 1.8% | — | — | Put | 143658300 |
| KSS | KOHLS CORP | 368,000 | $10.55M | 1.7% | — | — | Put | 500255104 |
| MFA | MFA FINL INC | 918,302 | $10.35M | 1.7% | $9.58 | — | COM | 55272X607 |
| — | GREAT AJAX CORP | 1,940,649 | $10.29M | 1.7% | $6.26 | — | COM | 38983D300 |
| FNF | FIDELITY NATIONAL FINANCIAL | 200,000 | $10.2M | 1.7% | $30.71 | +26.4% | Call | 31620R303 |
| OPRT | OPORTUN FINL CORP | 2,484,149 | $9.713M | 1.6% | $5.53 | -22.7% | COM | 68376D104 |
| M | MACYS INC | 470,000 | $9.456M | 1.6% | — | — | Put | 55616P104 |
| SOFI | SOFI TECHNOLOGIES INC | 668,000 | $6.647M | 1.1% | — | — | Put | 83406F102 |
| ABNB | AIRBNB INC | 41,000 | $5.582M | 0.9% | — | — | Put | 009066101 |
| AAL | AMERICAN AIRLS GROUP INC | 400,000 | $5.496M | 0.9% | — | — | Put | 02376R102 |
| OC | OWENS CORNING NEW | 36,000 | $5.336M | 0.9% | $132.46 | 0.0% | COM | 690742101 |
| UDR | UDR INC | 130,000 | $4.978M | 0.8% | $31.90 | 0.0% | COM | 902653104 |
| SATS | ECHOSTAR CORP | 300,000 | $4.971M | 0.8% | — | — | Put | 278768106 |
| BZH | BEAZER HOMES USA INC | 142,970 | $4.831M | 0.8% | $27.34 | 0.0% | COM NEW | 07556Q881 |
| ARHS | ARHAUS INC | 403,191 | $4.778M | 0.8% | $10.13 | -10.1% | COM CL A | 04035M102 |
| ADAM | NEW YORK MTG TR INC | 555,930 | $4.742M | 0.8% | $9.02 | — | COM | 649604840 |
| HYG | ISHARES TR | 60,336 | $4.669M | 0.8% | $73.17 | — | IBOXX HI YD ETF | 464288513 |
| FAF | FIRST AMERN FINL CORP | 70,695 | $4.556M | 0.7% | $54.03 | -2.2% | COM | 31847R102 |
| FNF | FIDELITY NATIONAL FINANCIAL | 87,048 | $4.441M | 0.7% | $30.71 | +26.4% | FNF GROUP COM | 31620R303 |
| ORC | ORCHID IS CAP INC | 517,727 | $4.364M | 0.7% | $8.43 | — | COM NEW | 68571X301 |
| COMP | COMPASS INC | 1,158,169 | $4.355M | 0.7% | $3.35 | -26.2% | CL A | 20464U100 |
| RKT | ROCKET COS INC | 288,290 | $4.174M | 0.7% | $9.06 | -0.0% | COM CL A | 77311W101 |
| — | VROOM INC | 7,200,000 | $3.92M | 0.6% | $0.36 | — | NOTE 0.750% 7/0 | 92918VAB5 |
| XLF | SELECT SECTOR SPDR TR | 100,000 | $3.76M | 0.6% | — | — | Put | 81369Y605 |
| — | MR COOPER GROUP INC | 52,312 | $3.407M | 0.6% | $42.13 | — | COM | 62482R107 |
| MTH | MERITAGE HOMES CORP | 17,616 | $3.069M | 0.5% | $68.73 | +0.3% | COM | 59001A102 |
| BHC | BAUSCH HEALTH COS INC | 330,000 | $2.647M | 0.4% | $7.05 | +3.4% | COM | 071734107 |
| — | NCL CORP LTD | 2,500,000 | $2.335M | 0.4% | $0.94 | — | NOTE 2.500% 2/1 | 62886HBK6 |
| — | GLOBALSTAR INC | 1,068,200 | $2.072M | 0.3% | $1.31 | — | COM | 378973408 |
| COMP | COMPASS INC | 500,000 | $1.88M | 0.3% | $3.35 | -26.2% | Call | 20464U100 |
| AMC | AMC ENTMT HLDGS INC | 300,000 | $1.836M | 0.3% | — | — | Call | 00165C302 |
| — | AIRBNB INC | 2,000,000 | $1.804M | 0.3% | $0.88 | — | NOTE 3/1 | 009066AB7 |
| — | PENNYMAC CORP | 1,000,000 | $940K | 0.2% | $0.96 | — | NOTE 5.500% 3/1 | 70932AAF0 |
| EARN | ELLINGTON RESIDENTIAL MTG RE | 149,086 | $914K | 0.1% | $11.37 | — | COM SHS BEN INT | 288578107 |
| SWK | STANLEY BLACK & DECKER INC | 7,220 | $708K | 0.1% | $84.15 | -4.1% | COM | 854502101 |
| ENVA | ENOVA INTL INC | 10,000 | $554K | 0.1% | — | — | Put | 29357K103 |
| — | PENNYMAC CORP | 500,000 | $494K | 0.1% | $0.98 | — | NOTE 5.500%11/0 | 70932AAD5 |
| SMRT | SMARTRENT INC | 118,036 | $377K | 0.1% | $2.52 | +16.0% | COM CL A | 83193G107 |
| MITT | AG MTG INVT TR INC | 47,846 | $304K | 0.0% | $9.90 | — | COM NEW | 001228501 |
| ENVA | ENOVA INTL INC | 4,000 | $221K | 0.0% | — | — | Call | 29357K103 |
| — | GOLDEN ARROW MERGER CORP | 49,999 | $6,965 | 0.0% | $0.48 | — | *W EXP 07/31/202 | 380799114 |
| — | ARROWROOT ACQUISITION CORP | 49,999 | $4,055 | 0.0% | $0.54 | — | *W EXP 03/02/202 | 04282M110 |
| — | SLAM CORP | 19,999 | $3,800 | 0.0% | $0.65 | — | *W EXP 02/23/202 | G8210L121 |
| — | AEON BIOPHARMA INC | 24,999 | $2,185 | 0.0% | $0.15 | — | *W EXP 07/21/202 | 00791X118 |
| — | KERNEL GROUP HOLDINGS INC | 75,000 | $1,590 | 0.0% | $0.51 | — | *W EXP 02/02/202 | G5259L129 |
| — | DHC ACQUISITION CORP | 49,998 | $1,000 | 0.0% | $0.50 | — | *W EXP 02/25/202 | G2758T117 |
| RMGWF | RMG ACQUISITION CORP III | 10,000 | $775 | 0.0% | $0.80 | — | *W EXP 02/08/202 | G76088122 |
| BLUAW | BLUERIVER ACQUISITION CORP | 18,332 | $728 | 0.0% | $0.60 | — | *W EXP 01/04/202 | G1261Q115 |
| — | QUADRO ACQUISITION ONE CORP | 41,032 | $722 | 0.0% | $0.49 | — | *W EXP 06/30/202 | G52807115 |
| — | TWELVE SEAS INVESTMENT CO II | 16,666 | $625 | 0.0% | $0.48 | — | *W EXP 03/02/202 | 90118T114 |
| JWSWF | JAWS MUSTANG ACQUISITION COR | 12,499 | $496 | 0.0% | $1.04 | — | *W EXP 01/30/202 | G50737124 |
| SPWRW | COMPLETE SOLARIA INC | 24,999 | $485 | 0.0% | $0.16 | — | *W EXP 07/31/202 | 20460L112 |
| — | SOCIAL LEVERAGE ACQUISN CORP | 12,499 | $421 | 0.0% | $0.80 | — | *W EXP 02/17/202 | 83363K110 |
| CSTWF | CONSTELLATION ACQUISITN CORP | 13,333 | $253 | 0.0% | $0.60 | — | *W EXP 01/29/202 | G2R18K113 |
| MVLAW | MOVELLA HOLDINGS INC | 14,837 | $220 | 0.0% | $0.13 | — | *W EXP 02/10/202 | 62459N113 |