| 1 |
AFFILIATED MANAGERS GROUP |
6,900 |
971 |
0.17% |
|
|
| 2 |
ANNALY CAP MGMT INC |
237,500 |
2,629 |
0.45% |
Put |
|
| 3 |
ANWORTH MTG ASSET CORP |
340,987 |
1,603 |
0.27% |
|
|
| 4 |
BANK AMER CORP |
731,638 |
9,709 |
1.65% |
|
|
| 5 |
BANK AMER CORP |
236,000 |
3,132 |
0.53% |
Call |
|
| 6 |
BANK NEW YORK MELLON CORP |
23,700 |
921 |
0.16% |
|
|
| 7 |
BARCLAYS PLC |
26,400,000 |
25,887 |
4.40% |
|
PRN |
| 8 |
BARCLAYS PLC |
85,500 |
650 |
0.11% |
Call |
|
| 9 |
BARCLAYS PLC |
12,100,000 |
10,837 |
1.84% |
|
PRN |
| 10 |
BERKSHIRE HATHAWAY INC DEL |
15,000 |
2,172 |
0.37% |
Put |
|
| 11 |
BLACKSTONE GROUP L P |
243,600 |
5,978 |
1.02% |
|
|
| 12 |
BLACKSTONE MTG TR INC |
91,877 |
2,542 |
0.43% |
|
|
| 13 |
Bank of America Corp Warrants Exp 01/16/19 |
233,200 |
812 |
0.14% |
|
|
| 14 |
CAPITAL ONE FINL CORP |
89,053 |
5,656 |
0.96% |
|
|
| 15 |
CARLYLE GROUP L P |
400,312 |
6,497 |
1.11% |
|
|
| 16 |
CDN IMPERIAL BK COMM TORONTO |
281,000 |
21,099 |
3.59% |
Put |
|
| 17 |
CITIGROUPINC |
57,000 |
2,416 |
0.41% |
Call |
|
| 18 |
CITIGROUPINC |
272,718 |
11,561 |
1.97% |
|
|
| 19 |
CITIZENS FINL GROUP INC |
82,000 |
1,638 |
0.28% |
|
|
| 20 |
DISCOVER FINL SVCS |
5,800 |
311 |
0.05% |
|
|
| 21 |
FIFTH THIRD BANCORP |
298,363 |
5,248 |
0.89% |
|
|
| 22 |
FORTRESS INVESTMENT GROUP LL |
1,292,790 |
5,714 |
0.97% |
|
|
| 23 |
GOLDMAN SACHS GROUP INC |
18,690 |
2,777 |
0.47% |
|
|
| 24 |
HSBC HLDGS PLC NOTE 6.87512/3 |
81,300,000 |
81,346 |
13.84% |
|
PRN |
| 25 |
HUNTINGTON BANCSHARES INC |
330,350 |
2,953 |
0.50% |
|
|
| 26 |
ING GROEP N V |
39,100,000 |
35,843 |
6.10% |
|
PRN |
| 27 |
INTNED 6 PERP C |
8,250,000 |
7,725 |
1.31% |
|
PRN |
| 28 |
INVESCO LTD |
11,250 |
287 |
0.05% |
|
|
| 29 |
ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF |
857,000 |
72,579 |
12.35% |
Put |
|
| 30 |
ISHARES TR |
46,500 |
5,346 |
0.91% |
Put |
|
| 31 |
ISHARES TR |
120,000 |
9,876 |
1.68% |
Put |
|
| 32 |
JONES LANG LASALLE |
5,600 |
546 |
0.09% |
|
|
| 33 |
JPMORGAN CHASE & CO |
68,049 |
4,229 |
0.72% |
|
|
| 34 |
KEYCORP |
136,950 |
1,513 |
0.26% |
|
|
| 35 |
KKR & CO LP COMMON UNITS |
122,000 |
1,505 |
0.26% |
Call |
|
| 36 |
KKR & CO LP COMMON UNITS |
1,032,870 |
12,746 |
2.17% |
|
|
| 37 |
LAZARD LTD |
231,621 |
6,898 |
1.17% |
|
|
| 38 |
LINCOLN NATL CORP IND |
38,700 |
1,500 |
0.26% |
|
|
| 39 |
LINCOLN NATL CORP IND |
57,000 |
2,210 |
0.38% |
Call |
|
| 40 |
MANULIFE FINL CORP |
189,440 |
2,590 |
0.44% |
|
|
| 41 |
METLIFE INC |
96,100 |
3,828 |
0.65% |
Call |
|
| 42 |
METLIFE INC |
202,575 |
8,069 |
1.37% |
|
|
| 43 |
MGIC INVT CORP WIS |
401,900 |
2,391 |
0.41% |
|
|
| 44 |
MORGAN STANLEY |
144,700 |
3,759 |
0.64% |
|
|
| 45 |
PENNYMAC CORP |
16,997,000 |
15,850 |
2.70% |
|
PRN |
| 46 |
PENNYMAC FINL SVCS INC CL A |
36,200 |
452 |
0.08% |
|
|
| 47 |
PENNYMAC MTG INVT TR |
116,222 |
1,886 |
0.32% |
|
|
| 48 |
PNC FINL SVCS GROUP INC |
21,400 |
1,742 |
0.30% |
|
|
| 49 |
PRUDENTIAL FINL INC |
75,000 |
5,350 |
0.91% |
Call |
|
| 50 |
PRUDENTIAL FINL INC |
90,510 |
6,457 |
1.10% |
|
|
