Q3 2020 Holdings
Filed 2020-11-16 | 46 holdings | $7.3M | 13F-HR | View on SEC ↗ · Holdings Table ↗
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| Issuer | Class | CUSIP | Value ↓ | Shares | % Portfolio |
|---|---|---|---|---|---|
| American Axle & MFG Hldgs in(DCH) | COM | 024061103 | $5.7M | 996,277 | 78.3% |
| AMC Networks Inc(AMCX) | CL A | 00164V103 | $1.3M | 53,009 | 17.9% |
| Ishares TR(HYG) | IBOXX HI YD ETF | 464288513 | $57.0K | 679,928 | 0.8% |
| Tesla Inc(TSLA)Put | COM | 88160R101 | $33.7K | 78,500 | 0.5% |
| Nabors Inds Inc New | NOTE 0.750% 1/1 | 62957HAB1 | $27.1K | $99,298,000 | 0.4% |
| American Airls Group Inc(AAL)Put | COM | 02376R102 | $19.0K | 1,549,000 | 0.3% |
| Select Sector Spdr TR(XLB)Put | SBI MATERIALS | 81369Y100 | $16.8K | 700,000 | 0.2% |
| Dish Network Corporation | NOTE 2.375% 3/1 | 25470MAD1 | $16.3K | $17,895,000 | 0.2% |
| Pennymac Finl Svcs Inc New(PFSI)Call | COM | 70932M107 | $11.6K | 200,000 | 0.2% |
| Annaly Capital Management in(NLYEUR) | COM | 035710409 | $11.2K | 1,571,983 | 0.2% |
| Ellington Financial Inc(EFC) | COM | 28852N109 | $10.4K | 850,887 | 0.1% |
| Spdr SER TR(KRE)Call | S&P REGL BKG | 78464A698 | $9.6K | 270,000 | 0.1% |
| Boeing Co(BA)Put | COM | 097023105 | $7.9K | 48,000 | 0.1% |
| MR Cooper Group Inc(07WA)Put | COM | 62482R107 | $6.7K | 300,000 | 0.1% |
| Great Ajax Corp | COM | 38983D300 | $4.0K | 479,769 | 0.1% |
| Ready Capital Corp(RC) | COM | 75574U101 | $3.8K | 343,184 | 0.1% |
| Dish Network Corporation | NOTE 3.375% 8/1 | 25470MAB5 | $3.7K | $4,000,000 | 0.1% |
| L Brands IncPut | COM | 501797104 | $3.7K | 115,000 | 0.0% |
| Kohls Corp(KSS) | COM | 500255104 | $3.5K | 189,740 | 0.0% |
| New Residential Invt Corp(RITM) | COM NEW | 64828T201 | $3.1K | 391,194 | 0.0% |
| Royal Caribbean Group(RCL)Call | COM | V7780T103 | $2.9K | 45,000 | 0.0% |
| New York MTG TR Inc(NYMTEUR) | COM PAR $.02 | 649604501 | $2.3K | 900,000 | 0.0% |
| Southwest Airls Co(LUV)Put | COM | 844741108 | $2.1K | 55,000 | 0.0% |
| Pitney Bowes Inc(PBI) | COM | 724479100 | $2.0K | 377,918 | 0.0% |
| AT&T Inc(T) | COM | 00206R102 | $2.0K | 70,014 | 0.0% |
| MR Cooper Group Inc(07WA) | COM | 62482R107 | $1.8K | 79,840 | 0.0% |
| Western Asset MTG Cap Corp | NOTE 6.750%10/0 | 95790DAA3 | $1.7K | $2,000,000 | 0.0% |
| Radian Group Inc(RDN) | COM | 750236101 | $1.5K | 99,530 | 0.0% |
| Ford MTR Co del(F)Put | COM | 345370860 | $1.3K | 200,000 | 0.0% |
| Essent Group LTD(ESNT) | COM | G3198U102 | $1.3K | 35,835 | 0.0% |
| TPG RE FIN TR Inc(TRTX) | COM | 87266M107 | $1.2K | 144,500 | 0.0% |
| United States STL Corp New(USX1)Call | COM | 912909108 | $1.1K | 145,000 | 0.0% |
| American Axle & MFG Hldgs in(DCH)Put | COM | 024061103 | $909 | 157,500 | 0.0% |
| Olin Corp(OLN) | COM PAR $1 | 680665205 | $891 | 72,002 | 0.0% |
| CVS Health Corp(CVS) | COM | 126650100 | $857 | 14,677 | 0.0% |
| MFA Finl Inc | COM | 55272X102 | $804 | 300,000 | 0.0% |
| Granite PT MTG TR Inc(GPMT) | COM STK | 38741L107 | $787 | 110,969 | 0.0% |
| Hunt COS FIN TR Inc | COM | 44558T100 | $775 | 284,005 | 0.0% |
| Realogy Hldgs Corp | COM | 75605Y106 | $649 | 68,705 | 0.0% |
| Pennymac MTG Invt TR(PMT) | COM | 70931T103 | $643 | 40,000 | 0.0% |
| Chimera Invt Corp | COM NEW | 16934Q208 | $638 | 77,758 | 0.0% |
| Spirit Aerosystems Hldgs Inc(S9Q)Put | COM CL A | 848574109 | $624 | 33,000 | 0.0% |
| Transocean LTD(RIG)Put | REG SHS | H8817H100 | $462 | 570,500 | 0.0% |
| Starwood Ppty TR Inc(STWD) | COM | 85571B105 | $393 | 26,075 | 0.0% |
| Nabors Industries LTD(NBR) | SHS | G6359F137 | $348 | 14,242 | 0.0% |
| Impac MTG Hldgs Inc | COM NEW | 45254P508 | $66 | 51,900 | 0.0% |