| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | ROYAL BANK OF CANADA | 37,000,000 | 39,387,000 | 3.77% | PRN | |
| 2 | GENERAL MTRS CO | 1,090,000 | 37,975,000 | 3.64% | ||
| 3 | CITIGROUP INC | 635,000 | 37,738,000 | 3.62% | ||
| 4 | APPLE INC | 322,000 | 37,294,000 | 3.57% | ||
| 5 | GENERAL CABLE CORP-DEL NEW | 1,917,461 | 36,527,000 | 3.50% | ||
| 6 | BANK OF NOVA SCOTIA NOTE 4.50012/1 | 35,000,000 | 35,956,000 | 3.44% | PRN | |
| 7 | TORONTO DOMINION BK ONT | 30,000,000 | 29,595,000 | 2.84% | PRN | |
| 8 | NORTHSTAR RLTY FIN CORP | 1,872,500 | 28,368,000 | 2.72% | ||
| 9 | CYS INVTS INC COM | 3,329,000 | 25,732,000 | 2.47% | ||
| 10 | PDVWIRELESS INC | 1,090,969 | 24,601,000 | 2.36% | ||
| 11 | VIACOM CLASS B | 695,000 | 24,394,000 | 2.34% | ||
| 12 | MALLINCKRODT PUB LTD CO SHS | 458,100 | 22,822,000 | 2.19% | ||
| 13 | GREAT AJAX CORP COM | 1,571,190 | 20,850,000 | 2.00% | ||
| 14 | ARLINGTON ASSET INVST CORP | 1,403,848 | 20,805,000 | 1.99% | ||
| 15 | SUTHERLAND ASSET MGMT CORP M | 1,480,212 | 19,910,000 | 1.91% | ||
| 16 | PRUDENTIAL FINL INC | 188,823 | 19,649,000 | 1.88% | ||
| 17 | MTGE INVT CORP | 1,233,300 | 19,362,000 | 1.85% | ||
| 18 | TWO HBRS INVT CORP | 2,160,000 | 18,835,000 | 1.80% | ||
| 19 | CENTURY CMNTYS INC COM | 851,000 | 17,872,000 | 1.71% | ||
| 20 | MEDLEY CAP CORPORATION | 2,199,858 | 16,521,000 | 1.58% | ||
| 21 | ELLINGTON FINANCIAL | 1,049,853 | 16,294,000 | 1.56% | ||
| 22 | CARLYLE GROUP L P | 1,052,914 | 16,057,000 | 1.54% | ||
| 23 | KKR & CO LP COMMON UNITS | 1,030,600 | 15,861,000 | 1.52% | ||
| 24 | STONEGATE MTG CORP | 2,572,111 | 15,356,000 | 1.47% | ||
| 25 | VERISK ANALYTICS INC | 186,191 | 15,113,000 | 1.45% | ||
| 26 | ALLY FINANCIAL | 790,000 | 15,026,000 | 1.44% | ||
| 27 | NMI HLDGS INC CL A | 1,388,000 | 14,782,000 | 1.42% | ||
| 28 | AGNC INVESTMENT | 804,800 | 14,591,000 | 1.40% | ||
| 29 | CHUBB LIMITED | 105,734 | 13,970,000 | 1.34% | ||
| 30 | ABBVIE INC | 220,000 | 13,776,000 | 1.32% | ||
| 31 | COACH INC | 385,000 | 13,483,000 | 1.29% | ||
| 32 | ENDO INTL | 807,880 | 13,305,000 | 1.27% | ||
| 33 | FRANKLIN RESOURCES INC | 330,000 | 13,061,000 | 1.25% | ||
| 34 | ENERGY TRANSFER PRTNRS L P | 360,000 | 12,891,000 | 1.23% | ||
| 35 | PROSPECT CAPITAL CORPORATION | 12,200,000 | 11,909,000 | 1.14% | PRN | |
| 36 | TRIBUNE MEDIA CO | 340,000 | 11,893,000 | 1.14% | ||
| 37 | CISCO SYS INC | 360,000 | 10,879,000 | 1.04% | ||
| 38 | BLACKSTONE GROUP L P | 392,000 | 10,596,000 | 1.02% | ||
| 39 | REVOLUTION LIGHTING TECHNOLO COM NEW | 1,805,070 | 9,928,000 | 0.95% | ||
| 40 | HSBC HLDGS PLC | 10,000,000 | 9,925,000 | 0.95% | PRN | |
| 41 | HSBC HLDGS PLC | 10,000,000 | 9,910,000 | 0.95% | PRN | |
| 42 | GILEAD SCIENCES INC | 120,000 | 8,593,000 | 0.82% | ||
| 43 | PROSPECT CAPITAL CORPORATION | 1,000,000 | 8,350,000 | 0.80% | ||
| 44 | BARCLAYS PLC | 758,000 | 8,339,000 | 0.80% | ||
| 45 | WR BERKLEY | 117,000 | 7,782,000 | 0.75% | ||
| 46 | TORTOISE ENERGY INFRSTRCTR CP COM | 248,716 | 7,633,000 | 0.73% | ||
| 47 | MYLAN N V | 200,000 | 7,631,000 | 0.73% | ||
| 48 | ANWORTH MTG ASSET CORP | 1,417,950 | 7,330,000 | 0.70% | ||
| 49 | COMCAST CORP NEW | 103,500 | 7,147,000 | 0.68% | ||
| 50 | OMEROS CORP | 715,101 | 7,094,000 | 0.68% |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001042046-17-000002, filed 2017.02.10).
From 2023-01-03 onward, the SEC requires values to be reported in nearest dollars. Earlier filings reported values in thousands; therefore, positions shown as $0 in older filings may represent actual values between $0–$999.
