Q1 2021 Holdings
Filed 2021-05-17 | 161 holdings | $1.9M | 13F-HR | View on SEC ↗ · Holdings Table ↗
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| Issuer | Class | CUSIP | Value ↓ | Shares | % Portfolio |
|---|---|---|---|---|---|
| Charter Communications Inc N(CHTR) | CL A | 16119P108 | $1.1M | 1,706 | 56.5% |
| Ishares TR(HYG)Put | IBOXX HI YD ETF | 464288513 | $234.0K | 2,683,800 | 12.5% |
| Ishares TR(IWM)Call | RUSSELL 2000 ETF | 464287655 | $72.9K | 330,000 | 3.9% |
| Invesco QQQ TR(QQQ)Put | UNIT SER 1 | 46090E103 | $71.8K | 225,000 | 3.9% |
| Spdr S&P 500 ETF TR(SPY)Put | TR UNIT | 78462F103 | $71.3K | 180,000 | 3.8% |
| Nabors Inds Inc New | NOTE 0.750% 1/1 | 62957HAB1 | $55.7K | $75,734,000 | 3.0% |
| Dish Network Corporation | NOTE 2.375% 3/1 | 25470MAD1 | $37.7K | $39,045,000 | 2.0% |
| Ishares TR(PFF)Put | PFD AND INCM SEC | 464288687 | $20.7K | 540,000 | 1.1% |
| Select Sector Spdr TR(XLE)Call | ENERGY | 81369Y506 | $16.9K | 344,300 | 0.9% |
| Ellington Financial Inc(EFC) | COM | 28852N109 | $13.6K | 850,250 | 0.7% |
| Agnc Invt Corp(AGNC) | COM | 00123Q104 | $13.1K | 783,372 | 0.7% |
| Spdr S&P 500 ETF TR(SPY)Call | TR UNIT | 78462F103 | $11.9K | 30,000 | 0.6% |
| Annaly Capital Management in(NLYEUR)Put | COM | 035710409 | $7.7K | 900,000 | 0.4% |
| Mgic Invt Corp WIS(MTG)Put | COM | 552848103 | $6.9K | 500,000 | 0.4% |
| Agnc Invt Corp(AGNC)Put | COM | 00123Q104 | $6.0K | 360,000 | 0.3% |
| Essent Group LTD(ESNT) | COM | G3198U102 | $5.7K | 120,000 | 0.3% |
| Mgic Invt Corp WIS(MTG) | COM | 552848103 | $5.6K | 403,600 | 0.3% |
| Ares Acquisition Corporation | UNIT 99/99/9999 | G33032114 | $5.0K | 500,000 | 0.3% |
| VPC Impact Acqu Holdi III in | UNIT 99/99/9999 | 91835J207 | $4.9K | 500,000 | 0.3% |
| VPC Impact Acquisition Hldg | UNIT 03/05/2026 | G9460L100 | $4.9K | 500,000 | 0.3% |
| Transdigm Group Inc(TDG)Call | COM | 893641100 | $4.4K | 7,500 | 0.2% |
| Great Ajax Corp | COM | 38983D300 | $4.4K | 400,097 | 0.2% |
| Pennymac Finl Svcs Inc New(PFSI) | COM | 70932M107 | $4.1K | 61,343 | 0.2% |
| Ready Capital Corp(RC) | COM | 75574U101 | $4.0K | 301,200 | 0.2% |
| Anzu Special Acquisitin Corp(9EOA) | UNIT 01/27/2026 | 03737A200 | $4.0K | 399,700 | 0.2% |
| American Airls Group Inc(AAL)Put | COM | 02376R102 | $3.7K | 153,000 | 0.2% |
| Peridot Acquisition Corp II | UNIT 99/99/9999 | G7008B113 | $3.5K | 350,000 | 0.2% |
| Jack Creek Investment Corp | UNIT 10/01/2023 | G4989X107 | $3.5K | 350,000 | 0.2% |
| MR Cooper Group Inc(07WA) | COM | 62482R107 | $3.3K | 96,197 | 0.2% |
| New York MTG TR Inc(NYMTEUR) | COM PAR $.02 | 649604501 | $2.6K | 583,426 | 0.1% |
| Kraft Heinz Co(KHC)Call | COM | 500754106 | $2.6K | 65,000 | 0.1% |
| MFA Finl Inc | COM | 55272X102 | $2.6K | 629,231 | 0.1% |
| G Squared Ascend I Inc | UNIT 99/99/9999 | G4204R125 | $2.5K | 250,000 | 0.1% |
| EJF Acquisition Corp | UNIT 03/10/2026 | G2955B117 | $2.5K | 250,000 | 0.1% |
| Mason Industrial Technolgy I | UNIT 99/99/9999 | 57520Y205 | $2.5K | 250,000 | 0.1% |
| Expedia Group Inc(EXPE)Put | COM NEW | 30212P303 | $2.3K | 13,500 | 0.1% |
| Carnival Corp(CCL)Call | UNIT 99/99/9999 | 143658300 | $2.3K | 87,500 | 0.1% |
| Nordstrom Inc(JWNUSD) | COM | 655664100 | $2.1K | 56,121 | 0.1% |
| Arbor Realty Trust Inc(ABR) | COM | 038923108 | $2.0K | 128,358 | 0.1% |
| Ftac Hera Acquisition Corp | UNIT 02/28/2026 | G3728Y129 | $2.0K | 200,000 | 0.1% |
| Hudson Executive Inves III | UNIT 02/22/2026 | 44376L206 | $2.0K | 200,000 | 0.1% |
| Kinder Morgan Inc del(KMI) | COM | 49456B101 | $2.0K | 119,000 | 0.1% |
| Vector Acquisition Corp II | CL A SHS | G9460A104 | $2.0K | 200,000 | 0.1% |
| Western Asset MTG Cap Corp | NOTE 6.750%10/0 | 95790DAA3 | $1.9K | $2,000,000 | 0.1% |
| Independence Holdings Corp | UNIT 03/02/2026 | G4761A119 | $1.8K | 180,000 | 0.1% |
| Spirit Aerosystems Hldgs Inc(S9Q)Put | COM CL A | 848574109 | $1.6K | 33,000 | 0.1% |
| Lumen Technologies Inc(LUMN)Call | COM | 550241103 | $1.6K | 120,000 | 0.1% |
| Kismet Acquisition Three COR | UNIT 99/99/9999 | G5276C128 | $1.6K | 160,570 | 0.1% |
| DHC Acquisition Corp | UNIT 02/25/2026 | G2758T125 | $1.5K | 150,000 | 0.1% |
| Arctos Northstar Acquis Corp | UNIT 99/99/9999 | G0477L118 | $1.5K | 150,000 | 0.1% |