The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
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UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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| COLUMN 1 | COLUMN 2 | COLUMN 3 | COLUMN 4 | COLUMN 5 | COLUMN 6 | COLUMN 7 | COLUMN 8 | |||||
| VALUE | SHRS OR | SH/ | PUT/ | INVESTMENT | OTHER | VOTING AUTHORITY | ||||||
| NAME OF ISSUER | TITLE OF CLASS | CUSIP | FIGI | (to the nearest dollar) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
| AG MTG INVT TR INC | COM NEW | 001228501 | BBG001V0PK00 | 292,818 | 47,846 | SH | SOLE | 1 | 47,846 | 0 | 0 | |
| AMC ENTMT HLDGS INC | CL A NEW | 00165C302 | BBG001SZYYL4 | 4,873,200 | 1,310,000 | SH | Put | SOLE | 1 | 1,310,000 | 0 | 0 |
| AMERICAN AIRLS GROUP INC | COM | 02376R102 | BBG005P7Q907 | 6,140,000 | 400,000 | SH | Put | SOLE | 1 | 400,000 | 0 | 0 |
| AMERICAN WOODMARK CORPORATIO | COM | 030506109 | BBG001S5NQ57 | 4,708,891 | 46,320 | SH | SOLE | 1 | 46,320 | 0 | 0 | |
| ANNALY CAPITAL MANAGEMENT IN | COM NEW | 035710839 | BBG001S8J4S0 | 9,098,454 | 462,085 | SH | SOLE | 1 | 462,085 | 0 | 0 | |
| BEAZER HOMES USA INC | COM NEW | 07556Q881 | BBG001S76DH8 | 7,187,825 | 219,141 | SH | SOLE | 1 | 219,141 | 0 | 0 | |
| BUILDERS FIRSTSOURCE INC | COM | 12008R107 | BBG001S9CFC7 | 4,692,375 | 22,500 | SH | SOLE | 1 | 22,500 | 0 | 0 | |
| CARNIVAL CORP | UNIT 99/99/9999 | 143658300 | BBG001S5PL01 | 9,477,200 | 580,000 | SH | Put | SOLE | 1 | 580,000 | 0 | 0 |
| D R HORTON INC | COM | 23331A109 | BBG001S8M692 | 1,974,600 | 12,000 | SH | Put | SOLE | 1 | 12,000 | 0 | 0 |
| ECHOSTAR CORP | CL A | 278768106 | BBG001T048Z5 | 4,275,000 | 300,000 | SH | Put | SOLE | 1 | 300,000 | 0 | 0 |
| ELLINGTON FINANCIAL INC | COM | 28852N109 | BBG001SQ6V04 | 10,949,535 | 927,141 | SH | SOLE | 927,141 | 0 | 0 | ||
| ELLINGTON RESIDENTIAL MTG RE | COM SHS BEN INT | 288578107 | BBG004DFMB86 | 1,030,184 | 149,086 | SH | SOLE | 149,086 | 0 | 0 | ||
| ENOVA INTL INC | COM | 29357K103 | BBG0022PSJT4 | 628,300 | 10,000 | SH | Put | SOLE | 1 | 10,000 | 0 | 0 |
| GREAT AJAX CORP | COM | 38983D300 | BBG008200KY7 | 7,374,466 | 1,940,649 | SH | SOLE | 1 | 1,940,649 | 0 | 0 | |
| HOME DEPOT INC | COM | 437076102 | BBG001S5RTW7 | 5,754,000 | 15,000 | SH | Put | SOLE | 1 | 15,000 | 0 | 0 |
| ISHARES TR | IBOXX HI YD ETF | 464288513 | BBG001ST0ZQ7 | 5,655,479 | 72,758 | SH | SOLE | 1 | 72,758 | 0 | 0 | |
| ISHARES TR | IBOXX HI YD ETF | 464288513 | BBG001ST0ZQ7 | 316,407,738 | 4,070,600 | SH | Put | SOLE | 1 | 4,070,600 | 0 | 0 |
| ISHARES TR | RUSSELL 2000 ETF | 464287655 | BBG001SFC7Y7 | 23,111,970 | 109,900 | SH | Put | SOLE | 1 | 109,900 | 0 | 0 |
| KOHLS CORP | COM | 500255104 | BBG001S71NV5 | 4,372,500 | 150,000 | SH | Put | SOLE | 1 | 150,000 | 0 | 0 |
| LENNAR CORP | CL A | 526057104 | BBG001S5SRK3 | 859,900 | 5,000 | SH | SOLE | 1 | 5,000 | 0 | 0 | |
| LENNAR CORP | CL A | 526057104 | BBG001S5SRK3 | 2,063,760 | 12,000 | SH | Put | SOLE | 1 | 12,000 | 0 | 0 |
| MASCO CORP | COM | 574599106 | BBG001S5SZ70 | 3,944,000 | 50,000 | SH | Put | SOLE | 1 | 50,000 | 0 | 0 |
| MERITAGE HOMES CORP | COM | 59001A102 | BBG001S9F527 | 6,275,503 | 35,766 | SH | SOLE | 1 | 35,766 | 0 | 0 | |
| MFA FINL INC | COM | 55272X607 | BBG001S86YS8 | 10,652,502 | 933,611 | SH | SOLE | 1 | 933,611 | 0 | 0 | |
| MR COOPER GROUP INC | COM | 62482R107 | BBG002V09956 | 1,796,124 | 23,042 | SH | SOLE | 1 | 23,042 | 0 | 0 | |
| NEW YORK MTG TR INC | COM | 649604840 | BBG001SHHBR7 | 4,239,929 | 588,879 | SH | SOLE | 1 | 588,879 | 0 | 0 | |
| NORWEGIAN CRUISE LINE HLDG L | SHS | G66721104 | BBG001SCKPS2 | 17,790,500 | 850,000 | SH | Put | SOLE | 1 | 850,000 | 0 | 0 |
| OPORTUN FINL CORP | COM | 68376D104 | BBG001S8N4V1 | 5,370,057 | 2,209,900 | SH | SOLE | 1 | 2,209,900 | 0 | 0 | |
| PENNYMAC CORP | NOTE 5.500% 3/1 | 70932AAF0 | 952,852 | 1,000,000 | PRN | SOLE | 1 | 1,000,000 | 0 | 0 | ||
| PENNYMAC CORP | NOTE 5.500%11/0 | 70932AAD5 | 492,905 | 500,000 | PRN | SOLE | 1 | 500,000 | 0 | 0 | ||
| PENNYMAC FINL SVCS INC NEW | COM | 70932M107 | BBG00LMYX132 | 2,831,168 | 31,081 | SH | SOLE | 1 | 31,081 | 0 | 0 | |
| SOFI TECHNOLOGIES INC | COM | 83406F102 | BBG00YB1ZF08 | 4,876,400 | 668,000 | SH | Put | SOLE | 1 | 668,000 | 0 | 0 |
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | BBG001S72SM3 | 28,768,851 | 55,000 | SH | Put | SOLE | 1 | 55,000 | 0 | 0 |
| TALOS ENERGY INC | COM | 87484T108 | BBG00JPH4JG0 | 1,296,981 | 93,107 | SH | SOLE | 1 | 93,107 | 0 | 0 | |
| VROOM INC | NOTE 0.750% 7/0 | 92918VAB5 | 2,922,493 | 5,700,000 | PRN | SOLE | 1 | 5,700,000 | 0 | 0 | ||
| ZILLOW GROUP INC | CL C CAP STK | 98954M200 | BBG009NRSWK2 | 6,758,323 | 138,547 | SH | SOLE | 1 | 138,547 | 0 | 0 | |
| ZILLOW GROUP INC | CL C CAP STK | 98954M200 | BBG009NRSWK2 | 7,560,900 | 155,000 | SH | Call | SOLE | 1 | 155,000 | 0 | 0 |