| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | ING GROEP N V | 22,100,000 | 21,701,000 | 7.88% | PRN | |
| 2 | ISHARES TR | 178,800 | 21,560,000 | 7.82% | Call | |
| 3 | KKR & CO LP COMMON UNITS | 1,147,320 | 17,887,000 | 6.49% | ||
| 4 | CARLYLE GROUP L P | 1,120,927 | 17,509,000 | 6.35% | ||
| 5 | SELECT SECTOR SPDR TR | 630,000 | 15,013,000 | 5.45% | Call | |
| 6 | PENNYMAC CORP | 16,000,000 | 14,660,000 | 5.32% | PRN | |
| 7 | PRUDENTIAL FINL INC | 146,425 | 11,920,000 | 4.33% | ||
| 8 | ING GROEP N V | 11,750,000 | 11,773,000 | 4.27% | PRN | |
| 9 | METLIFE INC | 244,010 | 11,764,000 | 4.27% | ||
| 10 | US BANCORP DEL | 256,530 | 10,946,000 | 3.97% | ||
| 11 | DISCOVER FINANCIAL | 203,920 | 10,934,000 | 3.97% | ||
| 12 | WELLS FARGO & CO NEW | 147,850 | 8,037,000 | 2.92% | ||
| 13 | CITIGROUP INC | 146,788 | 7,596,000 | 2.76% | ||
| 14 | FORTRESS INVESTMENT GROUP LL | 1,401,840 | 7,135,000 | 2.59% | ||
| 15 | ROYAL BK SCOTLAND GROUP PLC | 235,775 | 5,989,000 | 2.17% | ||
| 16 | AMERICAN CAPITAL AGENCY CORP | 335,050 | 5,810,000 | 2.11% | ||
| 17 | APOLLO GLOBAL MGMT LLC | 369,159 | 5,604,000 | 2.03% | ||
| 18 | STARWOOD PPTY TR INC | 246,525 | 5,069,000 | 1.84% | ||
| 19 | BLACKSTONE MTG TR INC | 188,077 | 5,033,000 | 1.83% | ||
| 20 | INVESCO LTD | 139,450 | 4,669,000 | 1.69% | ||
| 21 | JPMORGAN CHASE & CO | 60,049 | 3,965,000 | 1.44% | ||
| 22 | FEDERATED HERMES INC CL B | 109,800 | 3,146,000 | 1.14% | ||
| 23 | SPDR S&P 500 ETF TR | 15,000 | 3,058,000 | 1.11% | Put | |
| 24 | FIFTH THIRD BANCORP | 135,013 | 2,714,000 | 0.98% | ||
| 25 | BANK AMER CORP | 158,188 | 2,662,000 | 0.97% | ||
| 26 | COMERICA INC | 63,485 | 2,656,000 | 0.96% | ||
| 27 | CAPITAL ONE FINL CORP | 36,009 | 2,599,000 | 0.94% | ||
| 28 | OCH-ZIFF CAP MGMT GROUP CL A SHS | 387,000 | 2,411,000 | 0.87% | ||
| 29 | HERCULES CAPITAL INC | 182,831 | 2,229,000 | 0.81% | ||
| 30 | RLJ LODGING | 94,773 | 2,050,000 | 0.74% | ||
| 31 | BANK NEW YORK MELLON CORP | 45,390 | 1,871,000 | 0.68% | ||
| 32 | CBL & Associates Properties In | 145,050 | 1,794,000 | 0.65% | ||
| 33 | ALLY FINANCIAL | 89,650 | 1,671,000 | 0.61% | ||
| 34 | WR BERKLEY | 30,000 | 1,643,000 | 0.60% | Call | |
| 35 | KKR & CO LP COMMON UNITS | 100,000 | 1,559,000 | 0.57% | Call | |
| 36 | MOODYS CORP | 15,000 | 1,505,000 | 0.55% | Put | |
| 37 | FRANKLIN RESOURCES INC | 40,000 | 1,473,000 | 0.53% | Call | |
| 38 | LXP INDUSTRIAL TRUST COM | 176,950 | 1,416,000 | 0.51% | ||
| 39 | STATE STR CORP | 21,150 | 1,404,000 | 0.51% | ||
| 40 | MTGE INVT CORP | 98,700 | 1,378,000 | 0.50% | ||
| 41 | WP GLIMCHER IN | 128,950 | 1,368,000 | 0.50% | ||
| 42 | ROYAL BK SCOTLAND GROUP PLC | 50,000 | 1,293,000 | 0.47% | ||
| 43 | COMERICA INC | 30,000 | 1,255,000 | 0.46% | Call | |
| 44 | WR BERKLEY | 20,800 | 1,139,000 | 0.41% | ||
| 45 | ISHARES SILVER TR | 80,400 | 1,060,000 | 0.38% | Call | |
| 46 | METLIFE INC | 20,000 | 964,000 | 0.35% | Call | |
| 47 | BLACKSTONE GROUP L P | 29,100 | 851,000 | 0.31% | ||
| 48 | Vaneck Vectors Gold | 50,000 | 686,000 | 0.25% | Call | |
| 49 | ROYAL BK SCOTLND 6.125% | 25,000 | 627,000 | 0.23% | ||
| 50 | PRICE T ROWE GROUP INC | 8,700 | 622,000 | 0.23% |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001426665-16-000011, filed 2016.02.11).
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.
