| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | ING GROEP N V | 37,100,000 | 34,236,000 | 12.55% | PRN | |
| 2 | CARLYLE GROUP L P | 919,306 | 15,518,000 | 5.69% | ||
| 3 | KKR & CO LP COMMON UNITS | 1,035,270 | 15,208,000 | 5.57% | ||
| 4 | PENNYMAC CORP | 16,997,000 | 15,127,000 | 5.54% | PRN | |
| 5 | BANK AMER CORP | 892,738 | 12,070,000 | 4.42% | ||
| 6 | CITIGROUP INC | 288,668 | 12,052,000 | 4.42% | ||
| 7 | PRUDENTIAL FINL INC | 145,545 | 10,511,000 | 3.85% | ||
| 8 | METLIFE INC | 230,010 | 10,107,000 | 3.70% | ||
| 9 | ISHARES TR | 128,000 | 9,966,000 | 3.65% | Put | |
| 10 | ROYAL BK SCOTLAND GROUP PLC | 394,204 | 9,812,000 | 3.60% | ||
| 11 | ING GROEP N V | 9,750,000 | 9,183,000 | 3.37% | PRN | |
| 12 | DISCOVER FINANCIAL | 176,055 | 8,965,000 | 3.29% | ||
| 13 | JPMORGAN CHASE & CO | 132,549 | 7,850,000 | 2.88% | ||
| 14 | WELLS FARGO & CO NEW | 156,670 | 7,577,000 | 2.78% | ||
| 15 | BERKSHIRE HATHAWAY INC DEL | 50,000 | 7,094,000 | 2.60% | Put | |
| 16 | VOYA FINANCIAL INC | 234,950 | 6,994,000 | 2.56% | ||
| 17 | FORTRESS INVESTMENT GROUP LL | 1,260,940 | 6,027,000 | 2.21% | ||
| 18 | JPMORGAN CHASE & CO | 101,300 | 5,999,000 | 2.20% | Call | |
| 19 | KEYCORP | 501,400 | 5,535,000 | 2.03% | ||
| 20 | FIFTH THIRD BANCORP | 277,063 | 4,624,000 | 1.69% | ||
| 21 | ROYAL BK CDA MONTREAL QUE | 80,000 | 4,603,000 | 1.69% | Put | |
| 22 | HUNTINGTON BANC | 449,000 | 4,283,000 | 1.57% | ||
| 23 | CITIGROUP INC | 100,000 | 4,175,000 | 1.53% | Call | |
| 24 | US BANCORP DEL | 90,700 | 3,682,000 | 1.35% | ||
| 25 | STARWOOD PPTY TR INC | 184,525 | 3,493,000 | 1.28% | ||
| 26 | BLACKSTONE MTG TR INC | 126,577 | 3,400,000 | 1.25% | ||
| 27 | ROYAL BK SCOTLAND GROUP PLC | 131,000 | 3,334,000 | 1.22% | ||
| 28 | LINCOLN NATL CORP IND | 79,800 | 3,128,000 | 1.15% | ||
| 29 | AMERIPRISE FINL INC | 31,600 | 2,971,000 | 1.09% | ||
| 30 | BLACKSTONE GROUP L P | 103,000 | 2,889,000 | 1.06% | ||
| 31 | MORGAN STANLEY | 99,950 | 2,500,000 | 0.92% | ||
| 32 | CAPITAL ONE FINL CORP | 32,709 | 2,267,000 | 0.83% | ||
| 33 | SELECT SECTOR SPDR TR | 100,000 | 2,250,000 | 0.82% | Put | |
| 34 | SPDR SER TR | 70,125 | 2,130,000 | 0.78% | ||
| 35 | CITIZENS FINL GROUP INC | 87,100 | 1,825,000 | 0.67% | ||
| 36 | INVESCO LTD | 58,750 | 1,808,000 | 0.66% | ||
| 37 | AMERICAN CAPITAL AGENCY CORP | 66,100 | 1,231,000 | 0.45% | ||
| 38 | PRINCIPAL FINL GROUP INC | 27,500 | 1,085,000 | 0.40% | Call | |
| 39 | OCH-ZIFF CAP MGMT GROUP CL A SHS | 240,250 | 1,045,000 | 0.38% | ||
| 40 | ALLY FINANCIAL | 51,100 | 957,000 | 0.35% | ||
| 41 | GOLDMAN SACHS GROUP INC | 5,200 | 816,000 | 0.30% | ||
| 42 | MTGE INVT CORP | 55,300 | 812,000 | 0.30% | ||
| 43 | COMERICA INC | 19,435 | 736,000 | 0.27% | ||
| 44 | ROYAL BK SCOTLND 6.125% | 25,000 | 611,000 | 0.22% | ||
| 45 | BANK NEW YORK MELLON CORP | 15,900 | 586,000 | 0.21% | ||
| 46 | STATE STR CORP | 6,800 | 398,000 | 0.15% | ||
| 47 | HERCULES CAPITAL INC | 32,112 | 386,000 | 0.14% | ||
| 48 | WP GLIMCHER IN | 40,100 | 381,000 | 0.14% | ||
| 49 | OCH-ZIFF CAP MGMT GROUP CL A SHS | 50,000 | 217,000 | 0.08% | Call | |
| 50 | BANK AMER CORP | 55,200 | 215,000 | 0.08% |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001426665-16-000013, filed 2016.05.12).
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.
