| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | ROYAL BK SCOTLAND GROUP PLC NOTE 8.62512/3 | 92,300,000 | 91,427,000 | 16.03% | PRN | |
| 2 | HSBC HOLDINGS PLC | 81,900,000 | 85,932,000 | 15.07% | PRN | |
| 3 | ROYAL BK OF SCOTLAND PLC | 46,800,000 | 42,613,000 | 7.47% | PRN | |
| 4 | ING GROEP N V | 34,750,000 | 33,866,000 | 5.94% | PRN | |
| 5 | ROYAL BK OF SCOTLAND PLC | 34,200,000 | 32,030,000 | 5.62% | PRN | |
| 6 | SOCIETE GENERALE | 30,590,000 | 31,175,000 | 5.47% | PRN | |
| 7 | BARCLAYS PLC | 28,800,000 | 28,976,000 | 5.08% | PRN | |
| 8 | AMAZON COM INC | 21,300 | 17,835,000 | 3.13% | Put | |
| 9 | PENNYMAC CORP | 16,997,000 | 16,275,000 | 2.85% | PRN | |
| 10 | CITIGROUP INC | 302,518 | 14,288,000 | 2.50% | ||
| 11 | WELLS FARGO & CO NEW | 299,750 | 13,273,000 | 2.33% | ||
| 12 | SELECT SECTOR SPDR TR | 662,500 | 12,786,000 | 2.24% | Put | |
| 13 | BANK AMER CORP | 734,088 | 11,488,000 | 2.01% | ||
| 14 | BARCLAYS PLC | 11,500,000 | 10,586,000 | 1.86% | PRN | |
| 15 | ROYAL BK SCOTLAND GROUP PLC | 378,313 | 9,552,000 | 1.67% | ||
| 16 | ISHARES TR | 227,000 | 8,501,000 | 1.49% | Put | |
| 17 | KKR & CO LP COMMON UNITS | 562,220 | 8,017,000 | 1.41% | ||
| 18 | FORTRESS INVESTMENT GROUP LL | 1,369,890 | 6,767,000 | 1.19% | ||
| 19 | VOYA FINANCIAL INC | 218,450 | 6,296,000 | 1.10% | ||
| 20 | ING GROEP N V | 5,250,000 | 5,122,000 | 0.90% | PRN | |
| 21 | PRUDENTIAL FINL INC | 62,060 | 5,067,000 | 0.89% | ||
| 22 | CARLYLE GROUP L P | 301,381 | 4,693,000 | 0.82% | ||
| 23 | KEYCORP | 361,500 | 4,399,000 | 0.77% | ||
| 24 | BLACKSTONE GROUP L P | 171,300 | 4,373,000 | 0.77% | ||
| 25 | SPDR SER TR | 100,000 | 4,227,000 | 0.74% | Call | |
| 26 | CAPITAL ONE FINL CORP | 55,733 | 4,003,000 | 0.70% | ||
| 27 | JPMORGAN CHASE & CO | 60,000 | 3,995,000 | 0.70% | Put | |
| 28 | PNC FINL SVCS GROUP INC | 43,850 | 3,950,000 | 0.69% | ||
| 29 | METLIFE INC | 88,830 | 3,947,000 | 0.69% | ||
| 30 | ROYAL BK CDA MONTREAL QUE | 50,000 | 3,095,000 | 0.54% | Put | |
| 31 | LAZARD LTD | 82,492 | 2,999,000 | 0.53% | ||
| 32 | SPDR SER TR | 70,800 | 2,993,000 | 0.52% | ||
| 33 | HUNTINGTON BANC | 300,550 | 2,963,000 | 0.52% | ||
| 34 | FIFTH THIRD BANCORP | 144,463 | 2,956,000 | 0.52% | ||
| 35 | MGIC INVT CORP WIS | 299,200 | 2,394,000 | 0.42% | ||
| 36 | POWERSHARES QQQ TRUST | 17,000 | 2,018,000 | 0.35% | Put | |
| 37 | MANULIFE FINL CORP | 140,408 | 1,980,000 | 0.35% | ||
| 38 | BANK AMER CORP | 125,000 | 1,956,000 | 0.34% | Call | |
| 39 | ING GROEP N V | 148,500 | 1,832,000 | 0.32% | ||
| 40 | METLIFE INC | 40,000 | 1,777,000 | 0.31% | Call | |
| 41 | CITIZENS FINL GROUP INC | 63,200 | 1,562,000 | 0.27% | ||
| 42 | M & T BK CORP | 12,883 | 1,496,000 | 0.26% | ||
| 43 | REGIONS FINANCIAL CORP NEW | 149,600 | 1,477,000 | 0.26% | ||
| 44 | BANCO SANTANDER SA ADR SPONSORED | 283,600 | 1,251,000 | 0.22% | ||
| 45 | RADIAN GROUP INC | 89,694 | 1,215,000 | 0.21% | ||
| 46 | LENNAR | 24,300 | 1,029,000 | 0.18% | ||
| 47 | JPMORGAN CHASE & CO | 13,049 | 869,000 | 0.15% | ||
| 48 | TWITTER INC | 37,500 | 864,000 | 0.15% | Call | |
| 49 | F N B CORP COM | 64,100 | 788,000 | 0.14% | ||
| 50 | STANDARD PAC CORP NEW | 22,200 | 742,000 | 0.13% |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001426665-16-000017, filed 2016.11.14).
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.
