| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | HSBC HOLDINGS PLC | 81,300,000 | 81,346,000 | 13.84% | PRN | |
| 2 | ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF | 857,000 | 72,579,000 | 12.35% | Put | |
| 3 | ROYAL BK OF SCOTLAND PLC | 47,800,000 | 43,819,000 | 7.46% | PRN | |
| 4 | ING GROEP N V | 39,100,000 | 35,843,000 | 6.10% | PRN | |
| 5 | ROYAL BK OF SCOTLAND PLC | 34,200,000 | 32,012,000 | 5.45% | PRN | |
| 6 | SOCIETE GENERALE | 30,590,000 | 30,385,000 | 5.17% | PRN | |
| 7 | BARCLAYS PLC | 26,400,000 | 25,887,000 | 4.40% | PRN | |
| 8 | CDN IMPERIAL BK COMM TORONTO | 281,000 | 21,099,000 | 3.59% | Put | |
| 9 | PENNYMAC CORP | 16,997,000 | 15,850,000 | 2.70% | PRN | |
| 10 | STANDARD CHARTERED PLC | 16,650,000 | 15,309,000 | 2.60% | PRN | |
| 11 | KKR & CO LP COMMON UNITS | 1,032,870 | 12,746,000 | 2.17% | ||
| 12 | CITIGROUP INC | 272,718 | 11,561,000 | 1.97% | ||
| 13 | BARCLAYS PLC | 12,100,000 | 10,837,000 | 1.84% | PRN | |
| 14 | ISHARES TR | 120,000 | 9,876,000 | 1.68% | Put | |
| 15 | BANK AMER CORP | 731,638 | 9,709,000 | 1.65% | ||
| 16 | ROYAL BK SCOTLAND GROUP PLC | 378,313 | 9,473,000 | 1.61% | ||
| 17 | METLIFE INC | 202,575 | 8,069,000 | 1.37% | ||
| 18 | ING GROEP N V | 8,250,000 | 7,725,000 | 1.31% | PRN | |
| 19 | WELLS FARGO & CO NEW | 154,850 | 7,329,000 | 1.25% | ||
| 20 | LAZARD LTD | 231,621 | 6,898,000 | 1.17% | ||
| 21 | CARLYLE GROUP L P | 400,312 | 6,497,000 | 1.11% | ||
| 22 | PRUDENTIAL FINL INC | 90,510 | 6,457,000 | 1.10% | ||
| 23 | BLACKSTONE GROUP L P | 243,600 | 5,978,000 | 1.02% | ||
| 24 | FORTRESS INVESTMENT GROUP LL | 1,292,790 | 5,714,000 | 0.97% | ||
| 25 | CAPITAL ONE FINL CORP | 89,053 | 5,656,000 | 0.96% | ||
| 26 | PRUDENTIAL FINL INC | 75,000 | 5,350,000 | 0.91% | Call | |
| 27 | ISHARES TR | 46,500 | 5,346,000 | 0.91% | Put | |
| 28 | FIFTH THIRD BANCORP | 298,363 | 5,248,000 | 0.89% | ||
| 29 | JPMORGAN CHASE & CO | 68,049 | 4,229,000 | 0.72% | ||
| 30 | METLIFE INC | 96,100 | 3,828,000 | 0.65% | Call | |
| 31 | VOYA FINANCIAL INC | 154,100 | 3,816,000 | 0.65% | ||
| 32 | MORGAN STANLEY | 144,700 | 3,759,000 | 0.64% | ||
| 33 | WELLS FARGO & CO NEW | 70,000 | 3,313,000 | 0.56% | Call | |
| 34 | ROYAL BK SCOTLAND GROUP PLC | 131,000 | 3,303,000 | 0.56% | ||
| 35 | BANK AMER CORP | 236,000 | 3,132,000 | 0.53% | Call | |
| 36 | HUNTINGTON BANC | 330,350 | 2,953,000 | 0.50% | ||
| 37 | GOLDMAN SACHS GROUP INC | 18,690 | 2,777,000 | 0.47% | ||
| 38 | ANNALY CAPITAL MANAGEMENT INC COM | 237,500 | 2,629,000 | 0.45% | Put | |
| 39 | MANULIFE FINL CORP | 189,440 | 2,590,000 | 0.44% | ||
| 40 | BLACKSTONE MTG TR INC | 91,877 | 2,542,000 | 0.43% | ||
| 41 | CITIGROUP INC | 57,000 | 2,416,000 | 0.41% | Call | |
| 42 | MGIC INVT CORP WIS | 401,900 | 2,391,000 | 0.41% | ||
| 43 | SELECT SECTOR SPDR TR | 100,000 | 2,286,000 | 0.39% | Call | |
| 44 | LINCOLN NATL CORP IND | 57,000 | 2,210,000 | 0.38% | Call | |
| 45 | BERKSHIRE HATHAWAY INC DEL | 15,000 | 2,172,000 | 0.37% | Put | |
| 46 | RADIAN GROUP INC | 200,000 | 2,084,000 | 0.35% | Call | |
| 47 | PENNYMAC MTG INVT TR | 116,222 | 1,886,000 | 0.32% | ||
| 48 | PNC FINL SVCS GROUP INC | 21,400 | 1,742,000 | 0.30% | ||
| 49 | CITIZENS FINL GROUP INC | 82,000 | 1,638,000 | 0.28% | ||
| 50 | ANWORTH MTG ASSET CORP | 340,987 | 1,603,000 | 0.27% |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001426665-16-000015, filed 2016.08.15).
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.
