Securities ▲▼ | Shares | Value ($K) | |||||
|---|---|---|---|---|---|---|---|
Q3 2023 ▲▼ | Q4 2023 ▲▼ | Change ▲▼ | Q3 2023 ▲▼ | Q4 2023 ▲▼ | Weight (%) ▲▼ | Change ▲▼ | |
| ISHARES TR(Put) | 2,356,600 | 3,070,600 | +714,000 | 173,729 | 237,634 | — | +63,905 |
| INVESCO EXCH TRADED FD TR II(Put) SR LN ETF | 0 | 1,743,100 | +1,743,100 | 0 | 36,919 | — | +36,919 |
| NORWEGIAN CRUISE LINE HLDG L(Put) SHS | 880,000 | 1,730,000 | +850,000 | 14,502 | 34,669 | — | +20,167 |
| ISHARES TR(Put) | 110,000 | 169,900 | +59,900 | 19,441 | 34,101 | — | +14,659 |
| HOME DEPOT INC(HD)(Put) | 0 | 40,000 | +40,000 | 0 | 13,862 | — | +13,862 |
| MASCO CORP(MAS)(Put) | 0 | 200,000 | +200,000 | 0 | 13,396 | — | +13,396 |
| COINBASE GLOBAL INC(COIN)(Put) | 0 | 70,000 | +70,000 | 0 | 12,174 | — | +12,174 |
| CARNIVAL CORP(Put) | 0 | 580,000 | +580,000 | 0 | 10,753 | — | +10,753 |
| KOHLS CORP(KSS)(Put) | 0 | 368,000 | +368,000 | 0 | 10,554 | — | +10,554 |
| FIDELITY NATIONAL FINANCIAL(FNF)(Call) | 0 | 200,000 | +200,000 | 0 | 10,204 | — | +10,204 |
| MACYS INC(M)(Put) | 0 | 470,000 | +470,000 | 0 | 9,456 | — | +9,456 |
| GREAT AJAX CORP | 273,983 | 1,940,649 | +1,666,666 | 1,764 | 10,285 | 1.69% | +8,521 |
| SOFI TECHNOLOGIES INC(SOFI)(Put) | 0 | 668,000 | +668,000 | 0 | 6,647 | — | +6,647 |
| AMERICAN AIRLS GROUP INC(AAL)(Put) | 0 | 400,000 | +400,000 | 0 | 5,496 | — | +5,496 |
| OWENS CORNING NEW(OC) | 0 | 36,000 | +36,000 | 0 | 5,336 | 0.87% | +5,336 |
| UDR INC(UDR) | 0 | 130,000 | +130,000 | 0 | 4,978 | 0.82% | +4,978 |
| ECHOSTAR CORP(ECHO)(Put) | 0 | 300,000 | +300,000 | 0 | 4,971 | — | +4,971 |
| BEAZER HOMES USA INC(BZH) | 0 | 142,970 | +142,970 | 0 | 4,831 | 0.79% | +4,831 |
| ORCHID IS CAP INC(ORC) | 0 | 517,727 | +517,727 | 0 | 4,364 | 0.72% | +4,364 |
| ROCKET COS INC(RKT) | 55 | 288,290 | +288,235 | 0 | 4,174 | 0.68% | +4,174 |
| NEW YORK MTG TR INC(ADAM) | 190,308 | 555,930 | +365,622 | 1,616 | 4,742 | 0.78% | +3,126 |
| FIRST AMERN FINL CORP(FAF) | 36,665 | 70,695 | +34,030 | 2,071 | 4,556 | 0.75% | +2,484 |
| ARHAUS INC(ARHS) | 407,000 | 403,191 | -3,809 | 3,785 | 4,778 | 0.78% | +993 |
| FIDELITY NATIONAL FINANCIAL(FNF) | 83,698 | 87,048 | +3,350 | 3,457 | 4,441 | 0.73% | +984 |
| MERITAGE HOMES CORP(MTH) | 20,000 | 17,616 | -2,384 | 2,448 | 3,069 | 0.50% | +621 |
| ENOVA INTL INC(ENVA)(Put) | 0 | 10,000 | +10,000 | 0 | 554 | — | +554 |
| COMPASS INC(COMP)(Call) | 500,000 | 500,000 | 0 | 1,450 | 1,880 | — | +430 |
| ELLINGTON FINANCIAL INC(EFC) | 927,141 | 927,141 | 0 | 11,561 | 11,784 | 1.93% | +223 |
| ENOVA INTL INC(ENVA)(Call) | 0 | 4,000 | +4,000 | 0 | 221 | — | +221 |
| ISHARES TR | 60,336 | 60,336 | 0 | 4,448 | 4,669 | 0.77% | +221 |
| NCL CORP LTD(NCLH) | 0 | 0 | 0 | 2,167 | 2,335 | 0.38% | +168 |
| VROOM INC | 0 | 0 | 0 | 3,798 | 3,920 | 0.64% | +122 |
| SMARTRENT INC | 118,036 | 118,036 | 0 | 308 | 377 | 0.06% | +68 |
| AG MTG INVT TR INC | 47,846 | 47,846 | 0 | 266 | 304 | 0.05% | +38 |
| AIRBNB INC(ABNB) | 0 | 0 | 0 | 1,767 | 1,804 | 0.30% | +37 |
| PENNYMAC CORP(PMT) | 0 | 0 | 0 | 904 | 940 | 0.15% | +36 |
| GOLDEN ARROW MERGER CORP | 49,999 | 49,999 | 0 | 2 | 7 | 0.00% | +5 |
| PENNYMAC CORP(PMT) | 0 | 0 | 0 | 490 | 494 | 0.08% | +4 |
| SLAM CORP | 19,999 | 19,999 | 0 | 3 | 4 | 0.00% | +1 |
| JAWS MUSTANG ACQUISITION COR | 12,499 | 12,499 | 0 | 1 | 0 | 0.00% | -0 |
| CONSTELLATION ACQUISITN CORP | 13,333 | 13,333 | 0 | 0 | 0 | 0.00% | -0 |
| TWELVE SEAS INVESTMENT CO II | 16,666 | 16,666 | 0 | 1 | 1 | 0.00% | -0 |
| BLUERIVER ACQUISITION CORP | 18,332 | 18,332 | 0 | 1 | 1 | 0.00% | -0 |
| SOCIAL LEVERAGE ACQUISN CORP | 12,499 | 12,499 | 0 | 1 | 0 | 0.00% | -0 |
| MOVELLA HOLDINGS INC | 14,837 | 14,837 | 0 | 1 | 0 | 0.00% | -0 |
| RMG ACQUISITION CORP III | 10,000 | 10,000 | 0 | 1 | 1 | 0.00% | -1 |
| LOCAL BOUNTI CORP | 18,398 | 0 | -18,398 | 1 | 0 | — | -1 |
| QUADRO ACQUISITION ONE CORP | 41,032 | 41,032 | 0 | 2 | 1 | 0.00% | -1 |
| AEON BIOPHARMA INC | 24,999 | 24,999 | 0 | 4 | 2 | 0.00% | -2 |
| DHC ACQUISITION CORP | 49,998 | 49,998 | 0 | 4 | 1 | 0.00% | -3 |
| KERNEL GROUP HOLDINGS INC | 75,000 | 75,000 | 0 | 5 | 2 | 0.00% | -4 |
| COMPLETE SOLARIA INC | 24,999 | 24,999 | 0 | 4 | 0 | 0.00% | -4 |
| ARROWROOT ACQUISITION CORP | 49,999 | 49,999 | 0 | 9 | 4 | 0.00% | -5 |
| SPDR S&P 500 ETF TR(SPY) | 13 | 0 | -13 | 6 | 0 | — | -6 |
| ELLINGTON RESIDENTIAL MTG RE | 149,086 | 149,086 | 0 | 926 | 914 | 0.15% | -12 |
| ARES ACQUISITION CORPORATION | 45,788 | 0 | -45,788 | 31 | 0 | — | -31 |
| AIRBNB INC(Put) | 41,000 | 41,000 | 0 | 5,626 | 5,582 | — | -44 |
| BAUSCH HEALTH COS INC | 330,000 | 330,000 | 0 | 2,713 | 2,647 | 0.43% | -66 |
| ISHARES TR | 374 | 0 | -374 | 66 | 0 | — | -66 |
| PENNYMAC MTG INVT TR(PMT) | 15,458 | 0 | -15,458 | 192 | 0 | — | -192 |
| PENNYMAC FINL SVCS INC NEW(PFSI) | 6,774 | 0 | -6,774 | 451 | 0 | — | -451 |
| RITHM CAPITAL CORP(RITM) | 50,769 | 0 | -50,769 | 472 | 0 | — | -472 |
| GLOBALSTAR INC(GSAT) | 2,068,200 | 1,068,200 | -1,000,000 | 2,709 | 2,072 | 0.34% | -637 |
| RE MAX HLDGS INC | 73,396 | 0 | -73,396 | 950 | 0 | — | -950 |
| AMC ENTMT HLDGS INC(AMC)(Call) | 353,000 | 300,000 | -53,000 | 2,820 | 1,836 | — | -984 |
| SEADRILL 2021 LTD(SDRL) | 26,044 | 0 | -26,044 | 1,167 | 0 | — | -1,167 |
| COMPASS INC(COMP) | 2,091,768 | 1,158,169 | -933,599 | 6,066 | 4,355 | 0.71% | -1,711 |
| SELECT SECTOR SPDR TR(Put) ST STR FINL ETF | 200,000 | 100,000 | -100,000 | 6,634 | 3,760 | — | -2,874 |
| STANLEY BLACK & DECKER INC(SWK) | 73,696 | 7,220 | -66,476 | 6,160 | 708 | 0.12% | -5,451 |
| AMC ENTMT HLDGS INC(AMC)(Put) | 3,245,700 | 3,251,700 | +6,000 | 25,933 | 19,900 | — | -6,033 |
| ROCKET COS INC(RKT)(Call) | 750,000 | 0 | -750,000 | 6,135 | 0 | — | -6,135 |
| ISHARES TR(Put) | 100,000 | 0 | -100,000 | 7,849 | 0 | — | -7,849 |
| OPORTUN FINL CORP | 2,494,476 | 2,484,149 | -10,327 | 18,010 | 9,713 | 1.59% | -8,297 |
| MR COOPER GROUP INC | 250,535 | 52,312 | -198,223 | 13,419 | 3,407 | 0.56% | -10,012 |
| SPDR SER TR(Put) ST STR SP REGBNK | 250,000 | 0 | -250,000 | 10,443 | 0 | — | -10,442 |
| MFA FINL INC(MFA) | 2,181,102 | 918,302 | -1,262,800 | 20,960 | 10,349 | 1.70% | -10,611 |
| LENNAR CORP(LEN)(Call) | 100,000 | 0 | -100,000 | 11,223 | 0 | — | -11,223 |
| LENNAR CORP(LEN) | 125,319 | 0 | -125,319 | 14,065 | 0 | — | -14,065 |
| SPDR S&P 500 ETF TR(SPY)(Put) | 104,000 | 40,000 | -64,000 | 44,458 | 19,012 | — | -25,446 |