Securities ▲▼ | Shares | Value ($K) | |||||
|---|---|---|---|---|---|---|---|
Q2 2023 ▲▼ | Q3 2023 ▲▼ | Change ▲▼ | Q2 2023 ▲▼ | Q3 2023 ▲▼ | Weight (%) ▲▼ | Change ▲▼ | |
| ISHARES TR(Put) | 500,000 | 2,356,600 | +1,856,600 | 37,535 | 173,729 | — | +136,194 |
| AMC ENTMT HLDGS INC(AMC)(Put) | 0 | 3,245,700 | +3,245,700 | 0 | 25,933 | — | +25,933 |
| ISHARES TR(Put) | 25,000 | 110,000 | +85,000 | 4,682 | 19,441 | — | +14,760 |
| LENNAR CORP(LEN) | 0 | 125,319 | +125,319 | 0 | 14,065 | 3.06% | +14,065 |
| LENNAR CORP(LEN)(Call) | 0 | 100,000 | +100,000 | 0 | 11,223 | — | +11,223 |
| SPDR SER TR(Put) ST STR SP REGBNK | 0 | 250,000 | +250,000 | 0 | 10,443 | — | +10,443 |
| SELECT SECTOR SPDR TR(Put) ST STR FINL ETF | 0 | 200,000 | +200,000 | 0 | 6,634 | — | +6,634 |
| STANLEY BLACK & DECKER INC(SWK) | 0 | 73,696 | +73,696 | 0 | 6,160 | 1.34% | +6,160 |
| ROCKET COS INC(RKT)(Call) | 0 | 750,000 | +750,000 | 0 | 6,135 | — | +6,135 |
| AIRBNB INC(Put) | 0 | 41,000 | +41,000 | 0 | 5,626 | — | +5,626 |
| ARHAUS INC(ARHS) | 0 | 407,000 | +407,000 | 0 | 3,785 | 0.82% | +3,785 |
| AMC ENTMT HLDGS INC(AMC)(Call) | 0 | 353,000 | +353,000 | 0 | 2,820 | — | +2,820 |
| GLOBALSTAR INC(GSAT) | 0 | 2,068,200 | +2,068,200 | 0 | 2,709 | 0.59% | +2,709 |
| MERITAGE HOMES CORP(MTH) | 0 | 20,000 | +20,000 | 0 | 2,448 | 0.53% | +2,448 |
| FIRST AMERN FINL CORP(FAF) | 0 | 36,665 | +36,665 | 0 | 2,071 | 0.45% | +2,071 |
| AIRBNB INC(ABNB) | 0 | 0 | 0 | 0 | 1,767 | 0.38% | +1,767 |
| OPORTUN FINL CORP | 2,725,702 | 2,494,476 | -231,226 | 16,272 | 18,010 | 3.92% | +1,738 |
| COMPASS INC(COMP)(Call) | 0 | 500,000 | +500,000 | 0 | 1,450 | — | +1,450 |
| MFA FINL INC(MFA) | 1,759,862 | 2,181,102 | +421,240 | 19,781 | 20,960 | 4.56% | +1,180 |
| RE MAX HLDGS INC | 0 | 73,396 | +73,396 | 0 | 950 | 0.21% | +950 |
| COMPASS INC(COMP) | 1,538,406 | 2,091,768 | +553,362 | 5,384 | 6,066 | 1.32% | +682 |
| MR COOPER GROUP INC | 255,124 | 250,535 | -4,589 | 12,919 | 13,419 | 2.92% | +499 |
| VROOM INC | 0 | 0 | 0 | 3,356 | 3,798 | 0.83% | +442 |
| PENNYMAC MTG INVT TR(PMT) | 0 | 15,458 | +15,458 | 0 | 192 | 0.04% | +192 |
| GREAT AJAX CORP | 273,983 | 273,983 | 0 | 1,680 | 1,764 | 0.38% | +85 |
| PENNYMAC CORP(PMT) | 0 | 0 | 0 | 472 | 490 | 0.11% | +18 |
| ISHARES TR | 262 | 374 | +112 | 49 | 66 | 0.01% | +17 |
| PENNYMAC CORP(PMT) | 0 | 0 | 0 | 891 | 904 | 0.20% | +13 |
| SPDR S&P 500 ETF TR(SPY) | 0 | 13 | +13 | 0 | 6 | 0.00% | +6 |
| COMPLETE SOLARIA INC | 0 | 24,999 | +24,999 | 0 | 4 | 0.00% | +4 |
| AEON BIOPHARMA INC | 0 | 24,999 | +24,999 | 0 | 4 | 0.00% | +4 |
| DHC ACQUISITION CORP | 49,998 | 49,998 | 0 | 3 | 4 | 0.00% | +1 |
| ROCKET COS INC(RKT) | 0 | 55 | +55 | 0 | 0 | 0.00% | 0 |
| BLUERIVER ACQUISITION CORP | 18,332 | 18,332 | 0 | 1 | 1 | 0.00% | 0 |
| GOLDEN ARROW MERGER CORP | 49,999 | 49,999 | 0 | 2 | 2 | 0.00% | 0 |
| RMG ACQUISITION CORP III | 10,000 | 10,000 | 0 | 1 | 1 | 0.00% | 0 |
| JAWS MUSTANG ACQUISITION COR | 12,499 | 12,499 | 0 | 1 | 1 | 0.00% | -0 |
| TWELVE SEAS INVESTMENT CO II | 16,666 | 16,666 | 0 | 1 | 1 | 0.00% | -0 |
| CONSTELLATION ACQUISITN CORP | 13,333 | 13,333 | 0 | 1 | 0 | 0.00% | -0 |
| QUADRO ACQUISITION ONE CORP | 41,032 | 41,032 | 0 | 3 | 2 | 0.00% | -1 |
| SUSTAINABLE DEVELP ACQU I CO | 25,000 | 0 | -25,000 | 1 | 0 | — | -1 |
| LOCAL BOUNTI CORP | 18,398 | 18,398 | 0 | 2 | 1 | 0.00% | -1 |
| MOVELLA HOLDINGS INC | 14,837 | 14,837 | 0 | 2 | 1 | 0.00% | -1 |
| SLAM CORP | 19,999 | 19,999 | 0 | 4 | 3 | 0.00% | -1 |
| KB HOME(KBH) | 26 | 0 | -26 | 1 | 0 | — | -1 |
| SOCIAL LEVERAGE ACQUISN CORP | 12,499 | 12,499 | 0 | 2 | 1 | 0.00% | -2 |
| ARROWROOT ACQUISITION CORP | 49,999 | 49,999 | 0 | 11 | 9 | 0.00% | -2 |
| KERNEL GROUP HOLDINGS INC | 75,000 | 75,000 | 0 | 8 | 5 | 0.00% | -3 |
| ANYWHERE REAL ESTATE INC | 482 | 0 | -482 | 3 | 0 | — | -3 |
| ARES ACQUISITION CORPORATION | 45,788 | 45,788 | 0 | 37 | 31 | 0.01% | -5 |
| AG MTG INVT TR INC | 47,846 | 47,846 | 0 | 293 | 266 | 0.06% | -27 |
| ISHARES TR | 60,336 | 60,336 | 0 | 4,529 | 4,448 | 0.97% | -81 |
| ZILLOW GROUP INC(Z)(Put) | 1,900 | 0 | -1,900 | 95 | 0 | — | -95 |
| SMARTRENT INC | 118,036 | 118,036 | 0 | 452 | 308 | 0.07% | -144 |
| ELLINGTON RESIDENTIAL MTG RE | 149,086 | 149,086 | 0 | 1,075 | 926 | 0.20% | -149 |
| NCL CORP LTD(NCLH) | 0 | 0 | 0 | 2,360 | 2,167 | 0.47% | -193 |
| ZILLOW GROUP INC(Z)(Call) | 4,000 | 0 | -4,000 | 201 | 0 | — | -201 |
| ISHARES TR(Put) | 97,000 | 100,000 | +3,000 | 8,288 | 7,849 | — | -439 |
| SEADRILL 2021 LTD(SDRL) | 44,044 | 26,044 | -18,000 | 1,818 | 1,167 | 0.25% | -651 |
| MASTERBRAND INC(MBC) | 58,463 | 0 | -58,463 | 680 | 0 | — | -680 |
| NEW YORK MTG TR INC(ADAM) | 232,366 | 190,308 | -42,058 | 2,305 | 1,616 | 0.35% | -689 |
| ANYWHERE REAL ESTATE INC(Call) | 114,600 | 0 | -114,600 | 766 | 0 | — | -766 |
| INVESCO MORTGAGE CAPITAL INC | 69,778 | 0 | -69,778 | 800 | 0 | — | -800 |
| DYNEX CAP INC(DX) | 63,721 | 0 | -63,721 | 802 | 0 | — | -802 |
| PENNYMAC FINL SVCS INC NEW(PFSI) | 20,134 | 6,774 | -13,360 | 1,416 | 451 | 0.10% | -964 |
| BAUSCH HEALTH COS INC | 463,000 | 330,000 | -133,000 | 3,704 | 2,713 | 0.59% | -991 |
| ISHARES TR | 9,244 | 0 | -9,244 | 1,000 | 0 | — | -1,000 |
| CANADIAN SOLAR INC(CSIQ)(Call) | 30,000 | 0 | -30,000 | 1,161 | 0 | — | -1,161 |
| ELLINGTON FINANCIAL INC(EFC) | 927,141 | 927,141 | 0 | 12,795 | 11,561 | 2.52% | -1,233 |
| WALKER & DUNLOP INC(WD) | 16,254 | 0 | -16,254 | 1,286 | 0 | — | -1,286 |
| FIDELITY NATIONAL FINANCIAL(FNF) | 137,427 | 83,698 | -53,729 | 4,947 | 3,457 | 0.75% | -1,491 |
| B. RILEY FINANCIAL INC(Put) | 40,000 | 0 | -40,000 | 1,839 | 0 | — | -1,839 |
| ARK ETF TR(Call) INNOVATION ETF | 50,000 | 0 | -50,000 | 2,207 | 0 | — | -2,207 |
| ARK ETF TR(Put) INNOVATION ETF | 50,000 | 0 | -50,000 | 2,207 | 0 | — | -2,207 |
| MGIC INVT CORP WIS(MTG) | 167,827 | 0 | -167,827 | 2,650 | 0 | — | -2,650 |
| ESSENT GROUP LTD(ESNT) | 57,062 | 0 | -57,062 | 2,671 | 0 | — | -2,671 |
| KB HOME(KBH)(Put) | 52,500 | 0 | -52,500 | 2,715 | 0 | — | -2,715 |
| ACTIVISION BLIZZARD INC(Call) | 42,600 | 0 | -42,600 | 3,591 | 0 | — | -3,591 |
| D R HORTON INC(DHI) | 30,002 | 0 | -30,002 | 3,651 | 0 | — | -3,651 |
| TOLL BROTHERS INC(TOL)(Call) | 52,000 | 0 | -52,000 | 4,112 | 0 | — | -4,112 |
| ZILLOW GROUP INC(Z) | 116,749 | 0 | -116,749 | 5,868 | 0 | — | -5,868 |
| NORWEGIAN CRUISE LINE HLDG L(Put) SHS | 940,000 | 880,000 | -60,000 | 20,464 | 14,502 | — | -5,961 |
| GLOBALSTAR INC(GSAT)(Call) | 7,645,400 | 0 | -7,645,400 | 8,257 | 0 | — | -8,257 |
| AMC ENTMT HLDGS INC(AMC)(Call) | 1,967,800 | 0 | -1,967,800 | 8,658 | 0 | — | -8,658 |
| RITHM CAPITAL CORP(RITM) | 1,525,303 | 50,769 | -1,474,534 | 14,262 | 472 | 0.10% | -13,790 |
| TOLL BROTHERS INC(TOL) | 196,030 | 0 | -196,030 | 15,500 | 0 | — | -15,500 |
| ANNALY CAPITAL MANAGEMENT IN | 962,432 | 0 | -962,432 | 19,258 | 0 | — | -19,258 |
| INVESCO EXCH TRADED FD TR II(Put) SR LN ETF | 1,300,000 | 0 | -1,300,000 | 27,352 | 0 | — | -27,352 |
| SPDR S&P 500 ETF TR(SPY)(Put) | 185,000 | 104,000 | -81,000 | 82,007 | 44,458 | — | -37,549 |
| AMC ENTMT HLDGS INC(AMC)(Put) | 10,973,100 | 0 | -10,973,100 | 48,282 | 0 | — | -48,282 |