| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | ING GROEP N V | 21,600,000 | 20,583,000 | 7.94% | PRN | |
| 2 | CREDIT SUISSE INTERNATIONAL | 18,000,000 | 19,446,000 | 7.50% | PRN | |
| 3 | PENNYMAC CORP | 16,000,000 | 14,240,000 | 5.49% | PRN | |
| 4 | ING GROEP N V | 14,500,000 | 14,109,000 | 5.44% | PRN | |
| 5 | METLIFE INC | 266,530 | 12,567,000 | 4.85% | ||
| 6 | KKR & CO LP COMMON UNITS | 716,470 | 12,022,000 | 4.64% | ||
| 7 | CARLYLE GROUP L P | 715,564 | 12,021,000 | 4.64% | ||
| 8 | PRUDENTIAL FINL INC | 153,850 | 11,725,000 | 4.52% | ||
| 9 | UBS GROUP AG COM | 541,975 | 10,030,000 | 3.87% | ||
| 10 | WELLS FARGO & CO NEW | 180,525 | 9,270,000 | 3.58% | ||
| 11 | DISCOVER FINANCIAL | 177,835 | 9,246,000 | 3.57% | ||
| 12 | FIFTH THIRD BANCORP | 411,754 | 7,786,000 | 3.00% | ||
| 13 | BANK AMER CORP | 477,888 | 7,445,000 | 2.87% | ||
| 14 | FORTRESS INVESTMENT GROUP LL | 1,136,939 | 6,310,000 | 2.43% | ||
| 15 | ROYAL BK SCOTLAND GROUP PLC | 235,775 | 5,899,000 | 2.28% | ||
| 16 | AMERICAN HOMES 4 RENT CL A | 342,085 | 5,501,000 | 2.12% | ||
| 17 | ISHARES TR | 150,000 | 4,917,000 | 1.90% | Call | |
| 18 | CITIGROUP INC | 95,173 | 4,722,000 | 1.82% | ||
| 19 | BLACKSTONE MTG TR INC | 160,027 | 4,391,000 | 1.69% | ||
| 20 | ISHARES TR | 38,500 | 4,204,000 | 1.62% | Put | |
| 21 | JPMORGAN CHASE & CO | 68,875 | 4,199,000 | 1.62% | ||
| 22 | STARWOOD PPTY TR INC | 197,825 | 4,059,000 | 1.57% | ||
| 23 | BLACKSTONE GROUP L P | 124,100 | 3,930,000 | 1.52% | ||
| 24 | STARWOOD WAYPOINT RESIDENTIAL | 148,350 | 3,535,000 | 1.36% | ||
| 25 | HOST HOTELS & RESORTS INC COM | 197,900 | 3,129,000 | 1.21% | ||
| 26 | APOLLO GLOBAL MGMT LLC | 180,950 | 3,109,000 | 1.20% | ||
| 27 | HERCULES CAPITAL INC | 282,490 | 2,856,000 | 1.10% | ||
| 28 | CAPITAL ONE FINL CORP | 39,359 | 2,854,000 | 1.10% | ||
| 29 | KKR & CO LP COMMON UNITS | 160,000 | 2,685,000 | 1.04% | Call | |
| 30 | AMERICAN CAPITAL AGENCY CORP | 135,650 | 2,537,000 | 0.98% | ||
| 31 | LXP INDUSTRIAL TRUST COM | 278,600 | 2,257,000 | 0.87% | ||
| 32 | APOLLO INVT CORP | 355,232 | 1,947,000 | 0.75% | ||
| 33 | RLJ LODGING | 74,128 | 1,873,000 | 0.72% | ||
| 34 | SELECT SECTOR SPDR TR | 80,000 | 1,813,000 | 0.70% | Call | |
| 35 | WR BERKLEY | 30,000 | 1,631,000 | 0.63% | Call | |
| 36 | PRUDENTIAL FINL INC | 20,000 | 1,524,000 | 0.59% | Call | |
| 37 | FRANKLIN RESOURCES INC | 40,000 | 1,490,000 | 0.57% | Call | |
| 38 | METLIFE INC | 30,000 | 1,414,000 | 0.55% | Call | |
| 39 | SPDR S&P 500 ETF TR | 7,000 | 1,341,000 | 0.52% | Call | |
| 40 | ROYAL BK SCOTLAND GROUP PLC | 50,000 | 1,261,000 | 0.49% | ||
| 41 | MTGE INVT CORP | 84,550 | 1,246,000 | 0.48% | ||
| 42 | ISHARES SILVER TR | 80,400 | 1,115,000 | 0.43% | Call | |
| 43 | WR BERKLEY | 18,800 | 1,022,000 | 0.39% | ||
| 44 | MORGAN STANLEY | 32,150 | 1,013,000 | 0.39% | ||
| 45 | OCH-ZIFF CAP MGMT GROUP CL A SHS | 109,850 | 959,000 | 0.37% | ||
| 46 | CARLYLE GROUP L P | 50,000 | 840,000 | 0.32% | Call | |
| 47 | NORTHERN TRUST | 11,200 | 763,000 | 0.29% | ||
| 48 | Vaneck Vectors Gold | 50,000 | 687,000 | 0.26% | Call | |
| 49 | ALLIED WRLD ASSUR COM HLDG A | 17,700 | 676,000 | 0.26% | ||
| 50 | AMERICAN RESIDENTIAL PPTYS I | 38,650 | 667,000 | 0.26% |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001426665-15-000008, filed 2015.11.20).
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.
