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 |
| AMERICAN AIRLS GROUP INC | COM | 02376R102 | BBG005P7Q907 | 4,488,000 | 400,000 | SH | Put | SOLE | 1 | 400,000 | 0 | 0 |
| ANNALY CAPITAL MANAGEMENT IN | COM NEW | 035710839 | BBG001S8J4S0 | 704,847 | 37,452 | SH | SOLE | 1 | 37,452 | 0 | 0 | |
| ANNALY CAPITAL MANAGEMENT IN | COM NEW | 035710839 | BBG001S8J4S0 | 18,820,000 | 1,000,000 | SH | Call | SOLE | 1 | 1,000,000 | 0 | 0 |
| BEELINE HOLDINGS INC | COM NEW | 277802500 | BBG00282W9P0 | 289,754 | 195,780 | SH | SOLE | 1 | 195,780 | 0 | 0 | |
| CARNIVAL CORP | UNIT 99/99/9999 | 143658300 | BBG001S5PL01 | 16,309,600 | 580,000 | SH | Put | SOLE | 1 | 580,000 | 0 | 0 |
| CENTURY CMNTYS INC | COM | 156504300 | BBG006G413H4 | 1,971,200 | 35,000 | SH | SOLE | 1 | 35,000 | 0 | 0 | |
| COMPASS INC | CL A | 20464U100 | BBG00J5SXTJ1 | 4,781,548 | 761,393 | SH | SOLE | 1 | 761,393 | 0 | 0 | |
| ELLINGTON CREDIT COMPANY | COM SHS BEN INT | 288578107 | BBG004DFMB86 | 857,245 | 149,086 | SH | SOLE | 149,086 | 0 | 0 | ||
| ELLINGTON FINANCIAL INC | COM | 28852N109 | BBG001SQ6V04 | 12,416,353 | 961,018 | SH | SOLE | 961,018 | 0 | 0 | ||
| HOME DEPOT INC | COM | 437076102 | BBG001S5RTW7 | 4,399,680 | 12,000 | SH | SOLE | 1 | 12,000 | 0 | 0 | |
| ISHARES TR | IBOXX HI YD ETF | 464288513 | BBG001ST0ZQ7 | 6,739,598 | 83,566 | SH | SOLE | 1 | 83,566 | 0 | 0 | |
| M/I HOMES INC | COM | 55305B101 | BBG001S7HGC4 | 7,657,908 | 68,301 | SH | SOLE | 1 | 68,301 | 0 | 0 | |
| MERITAGE HOMES CORP | COM | 59001A102 | BBG001S9F527 | 5,263,842 | 78,600 | SH | SOLE | 1 | 78,600 | 0 | 0 | |
| MFA FINL INC | COM | 55272X607 | BBG001S86YS8 | 9,270,507 | 979,969 | SH | SOLE | 1 | 979,969 | 0 | 0 | |
| MOHAWK INDS INC | COM | 608190104 | BBG001SBGSZ5 | 2,621,000 | 25,000 | SH | SOLE | 1 | 25,000 | 0 | 0 | |
| MR COOPER GROUP INC | COM | 62482R107 | BBG002V09956 | 5,952,883 | 39,896 | SH | SOLE | 1 | 39,896 | 0 | 0 | |
| OPORTUN FINL CORP | COM | 68376D104 | BBG001S8N4V1 | 996,472 | 139,172 | SH | SOLE | 1 | 139,172 | 0 | 0 | |
| PENNYMAC CORP | NOTE 5.500% 3/1 | 70932AAF0 | 992,604 | 1,000,000 | PRN | SOLE | 1 | 1,000,000 | 0 | 0 | ||
| SELECT SECTOR SPDR TR | FINANCIAL | 81369Y605 | BBG001S7T223 | 10,474,000 | 200,000 | SH | Put | SOLE | 1 | 200,000 | 0 | 0 |
| TAYLOR MORRISON HOME CORP | COM | 87724P106 | BBG003PGJJF2 | 5,834,900 | 95,000 | SH | SOLE | 1 | 95,000 | 0 | 0 | |
| UWM HOLDINGS CORPORATION | COM CL A | 91823B109 | BBG00R24YP79 | 7,358,312 | 1,777,370 | SH | SOLE | 1 | 1,777,370 | 0 | 0 | |
| UWM HOLDINGS CORPORATION | COM CL A | 91823B109 | BBG00R24YP79 | 8,280,000 | 2,000,000 | SH | Call | SOLE | 1 | 2,000,000 | 0 | 0 |