'Big Short' investor Michael Burry sold all but one of his stocks last quarter — after warning an epic market crash is coming

• Michael Burry of "The Big Short" sold virtually all of his US stocks last quarter.

• Burry's Scion Asset Management held only a $3.3 million stake in Geo Group, a new filing shows.

• Scion owned $165 million of stocks at the end of March, excluding its Apple put options.

Michael Burry, the investor of "The Big Short" fame, slashed his US stock portfolio to a single holding in the second quarter, a Securities and Exchange Commission filing showed on Monday.

Burry's Scion Asset Management disclosed just over 500,000 shares of Geo Group, worth $3.3 million. Geo invests in private prisons and mental-health facilities and commands a market capitalization of less than $900 million.

Close followers of Burry are likely to interpret his decision to effectively liquidate his portfolio as a bad omen. The hedge-fund manager diagnosed the "greatest speculative bubble of all time in all things" last summer and said owners of meme stocks and cryptocurrencies were careening toward the "mother of all crashes."