Q4 2020 Holdings
Filed 2021-02-16 | 50 holdings | $4.8M | 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 | $3.5M | 417,928 | 72.3% |
| Antero Resources Corp(AR) | COM | 03674X106 | $638.0K | 117,000 | 13.2% |
| Community Health SYS Inc New(CYH) | COM | 203668108 | $297.0K | 40,000 | 6.2% |
| Ishares TR(HYG)Put | IBOXX HI YD ETF | 464288513 | $139.4K | 1,597,000 | 2.9% |
| Tesla Inc(TSLA)Put | COM | 88160R101 | $55.4K | 78,500 | 1.1% |
| Nabors Inds Inc New | NOTE 0.750% 1/1 | 62957HAB1 | $45.0K | $86,348,000 | 0.9% |
| Annaly Capital Management in(NLYEUR) | COM | 035710409 | $17.4K | 2,053,959 | 0.4% |
| Dish Network Corporation | NOTE 2.375% 3/1 | 25470MAD1 | $16.9K | $17,895,000 | 0.4% |
| Pennymac Finl Svcs Inc New(PFSI)Call | COM | 70932M107 | $13.6K | 207,500 | 0.3% |
| Ellington Financial Inc(EFC) | COM | 28852N109 | $12.6K | 850,887 | 0.3% |
| Spdr S&P 500 ETF TR(SPY)Put | TR UNIT | 78462F103 | $9.3K | 25,000 | 0.2% |
| New York MTG TR Inc(NYMTEUR) | COM PAR $.02 | 649604501 | $9.2K | 2,501,238 | 0.2% |
| Select Sector Spdr TR(XLF)Put | SBI INT-FINL | 81369Y605 | $8.3K | 280,000 | 0.2% |
| Lumen Technologies Inc(CTLEUR)Call | COM | 156700106 | $8.0K | 820,000 | 0.2% |
| American Airls Group Inc(AAL)Put | COM | 02376R102 | $6.8K | 433,000 | 0.1% |
| MFA Finl Inc | COM | 55272X102 | $6.0K | 1,552,554 | 0.1% |
| Great Ajax Corp | COM | 38983D300 | $5.4K | 514,362 | 0.1% |
| Ready Capital Corp(RC) | COM | 75574U101 | $5.2K | 420,570 | 0.1% |
| L Brands IncPut | COM | 501797104 | $4.3K | 115,000 | 0.1% |
| Transocean LTD(RIG)Put | REG SHS | H8817H100 | $3.2K | 1,401,400 | 0.1% |
| United Rentals Inc(URI)Put | COM | 911363109 | $3.1K | 13,500 | 0.1% |
| Agnc Invt Corp(AGNC) | COM | 00123Q104 | $2.9K | 184,500 | 0.1% |
| Devon Energy Corp New(DVN) | COM | 25179M103 | $2.7K | 167,724 | 0.1% |
| MR Cooper Group Inc(07WA) | COM | 62482R107 | $2.4K | 78,265 | 0.1% |
| Boeing Co(BA)Put | COM | 097023105 | $1.9K | 9,000 | 0.0% |
| Granite PT MTG TR Inc(GPMT) | COM STK | 38741L107 | $1.8K | 184,612 | 0.0% |
| Expedia Group Inc(EXPE)Put | COM NEW | 30212P303 | $1.8K | 13,500 | 0.0% |
| Western Asset MTG Cap Corp | NOTE 6.750%10/0 | 95790DAA3 | $1.8K | $2,000,000 | 0.0% |
| Pitney Bowes Inc(PBI) | COM | 724479100 | $1.6K | 264,146 | 0.0% |
| New Residential Invt Corp(RITM) | COM NEW | 64828T201 | $1.6K | 157,398 | 0.0% |
| TPG RE FIN TR Inc(TRTX) | COM | 87266M107 | $1.5K | 141,826 | 0.0% |
| Southwest Airls Co(LUV)Put | COM | 844741108 | $1.4K | 30,000 | 0.0% |
| Royal Caribbean Group(RCL)Put | COM | V7780T103 | $1.4K | 18,500 | 0.0% |
| Spirit Aerosystems Hldgs Inc(S9Q)Put | COM CL A | 848574109 | $1.3K | 33,000 | 0.0% |
| Pennymac Corp | NOTE 5.500%11/0 | 70932AAD5 | $1.2K | $1,230,000 | 0.0% |
| Lument Finance Trust Inc(LFT) | COM | 55025L108 | $922 | 281,991 | 0.0% |
| Pennymac Finl Svcs Inc New(PFSI) | COM | 70932M107 | $784 | 11,940 | 0.0% |
| Pennymac MTG Invt TR(PMT) | COM | 70931T103 | $704 | 40,000 | 0.0% |
| Energizer Hldgs Inc New(ENR) | COM | 29272W109 | $663 | 15,720 | 0.0% |
| Diamondback Energy Inc(FANG) | COM | 25278X109 | $629 | 13,000 | 0.0% |
| Apache Corp(9990302D) | COM | 037411105 | $591 | 41,650 | 0.0% |
| Kohls Corp(KSS) | COM | 500255104 | $536 | 13,174 | 0.0% |
| Lowes COS Inc(LOW) | COM | 548661107 | $447 | 2,783 | 0.0% |
| Microsoft Corp(MSFT) | COM | 594918104 | $440 | 1,979 | 0.0% |
| Expedia Group Inc(EXPE) | COM NEW | 30212P303 | $393 | 2,968 | 0.0% |
| Realogy Hldgs Corp | COM | 75605Y106 | $302 | 23,000 | 0.0% |
| Impac MTG Hldgs Inc | COM NEW | 45254P508 | $158 | 51,900 | 0.0% |
| Spdr SER TR(KRE)Call | S&P REGL BKG | 78464A698 | $0 | 100,000 | 0.0% |
| Invesco QQQ TR(QQQ)Call | UNIT SER 1 | 46090E103 | $0 | 210,000 | 0.0% |
| Select Sector Spdr TR(XLE)Call | ENERGY | 81369Y506 | $0 | 150,000 | 0.0% |