| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | ROYAL BK SCOTLAND GROUP PLC NOTE 8.62512/3 | 92,950,000 | 94,262,000 | 15.04% | PRN | |
| 2 | HSBC HOLDINGS PLC | 81,400,000 | 85,961,000 | 13.71% | PRN | |
| 3 | ROYAL BK OF SCOTLAND PLC | 46,800,000 | 44,387,000 | 7.08% | PRN | |
| 4 | ING GROEP N V | 34,750,000 | 33,451,000 | 5.34% | PRN | |
| 5 | ROYAL BK OF SCOTLAND PLC | 34,200,000 | 32,869,000 | 5.24% | PRN | |
| 6 | SOCIETE GENERALE | 30,590,000 | 31,892,000 | 5.09% | PRN | |
| 7 | BARCLAYS PLC | 28,800,000 | 30,065,000 | 4.80% | PRN | |
| 8 | SPDR SER TR | 430,500 | 23,923,000 | 3.82% | Put | |
| 9 | ISHARES TR | 590,000 | 20,656,000 | 3.29% | Call | |
| 10 | ROYAL BK SCOTLAND GROUP PLC | 766,641 | 19,204,000 | 3.06% | ||
| 11 | PENNYMAC CORP | 16,997,000 | 16,517,000 | 2.63% | PRN | |
| 12 | SELECT SECTOR SPDR TR | 655,000 | 15,229,000 | 2.43% | Put | |
| 13 | WELLS FARGO & CO NEW | 228,848 | 12,612,000 | 2.01% | ||
| 14 | BARCLAYS PLC | 11,500,000 | 10,784,000 | 1.72% | PRN | |
| 15 | LEGG MASON INC | 338,100 | 10,113,000 | 1.61% | ||
| 16 | BLACKSTONE GROUP L P | 359,150 | 9,708,000 | 1.55% | ||
| 17 | CITIGROUP INC | 131,038 | 7,788,000 | 1.24% | ||
| 18 | BANK AMER CORP | 340,838 | 7,533,000 | 1.20% | ||
| 19 | AMERIPRISE FINL INC | 62,881 | 6,976,000 | 1.11% | ||
| 20 | ISHARES TR | 170,000 | 5,952,000 | 0.95% | Put | |
| 21 | SELECT SECTOR SPDR TR | 100,000 | 5,171,000 | 0.82% | Put | |
| 22 | FORTRESS INVESTMENT GROUP LL | 1,055,297 | 5,129,000 | 0.82% | ||
| 23 | DISCOVER FINANCIAL | 70,800 | 5,104,000 | 0.81% | ||
| 24 | VOYA FINANCIAL INC | 127,650 | 5,006,000 | 0.80% | ||
| 25 | CDN IMPERIAL BK COMM TORONTO | 60,000 | 4,894,000 | 0.78% | Put | |
| 26 | WELLS FARGO & CO NEW | 4,000 | 4,760,000 | 0.76% | ||
| 27 | KKR & CO LP COMMON UNITS | 271,550 | 4,179,000 | 0.67% | ||
| 28 | MANULIFE FINL CORP | 230,700 | 4,106,000 | 0.65% | ||
| 29 | SPDR GOLD TR | 36,500 | 4,001,000 | 0.64% | Call | |
| 30 | APOLLO GLOBAL MGMT LLC | 206,640 | 4,001,000 | 0.64% | ||
| 31 | CARLYLE GROUP L P | 246,753 | 3,763,000 | 0.60% | ||
| 32 | PRUDENTIAL FINL INC | 32,794 | 3,413,000 | 0.54% | ||
| 33 | Oaktree Cap Grp Llc | 78,800 | 2,955,000 | 0.47% | ||
| 34 | AFFILIATED MANAGERS GROUP | 20,300 | 2,950,000 | 0.47% | ||
| 35 | COHEN STEERS INC | 82,228 | 2,763,000 | 0.44% | ||
| 36 | BLACKSTONE GROUP L P | 100,000 | 2,703,000 | 0.43% | Call | |
| 37 | CNO FINL GROUP INC | 141,007 | 2,700,000 | 0.43% | ||
| 38 | ASTORIA FINL CORP COM | 139,200 | 2,596,000 | 0.41% | ||
| 39 | ALLY FINANCIAL | 136,450 | 2,595,000 | 0.41% | ||
| 40 | METLIFE INC | 45,421 | 2,448,000 | 0.39% | ||
| 41 | GOLDMAN SACHS GROUP INC | 10,000 | 2,394,000 | 0.38% | Put | |
| 42 | SANTANDER CONSUMER USA HDG I COM | 169,400 | 2,287,000 | 0.36% | ||
| 43 | ING GROEP N V | 2,250,000 | 2,196,000 | 0.35% | PRN | |
| 44 | COMERICA INC | 30,000 | 2,043,000 | 0.33% | Put | |
| 45 | D R HORTON INC | 73,350 | 2,005,000 | 0.32% | ||
| 46 | BANK AMER CORP | 90,000 | 1,989,000 | 0.32% | Call | |
| 47 | BANCO BILBAO VIZCAYA ARGENTA | 278,000 | 1,882,000 | 0.30% | ||
| 48 | INVESCO LTD | 56,400 | 1,711,000 | 0.27% | ||
| 49 | TCF FINL CORP | 86,020 | 1,685,000 | 0.27% | ||
| 50 | CAPITAL ONE FINL CORP | 19,194 | 1,674,000 | 0.27% |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001426665-17-000003, filed 2017.02.10).
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.
