| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | ARES CAPITAL CORP | 1,300,000 | 21,437,000 | 19.76% | ||
| 2 | ASSURED GUARANTY LTD COM | 300,000 | 11,331,000 | 10.45% | ||
| 3 | AIR LEASE CORP | 325,000 | 11,157,000 | 10.29% | ||
| 4 | AGNC INVESTMENT | 600,200 | 10,882,000 | 10.03% | ||
| 5 | CITIGROUP INC | 165,000 | 9,806,000 | 9.04% | ||
| 6 | AERCAP HOLDINGS NV | 200,000 | 8,322,000 | 7.67% | ||
| 7 | KEYCORP | 350,000 | 6,395,000 | 5.90% | ||
| 8 | MICRON TECHNOLOGY INC | 275,000 | 6,028,000 | 5.56% | ||
| 9 | OFG BANCORP COM | 400,000 | 5,240,000 | 4.83% | ||
| 10 | BANK AMER CORP | 200,000 | 4,420,000 | 4.07% | ||
| 11 | FIRST DATA CORP CL A | 300,000 | 4,257,000 | 3.92% | ||
| 12 | ANWORTH MTG ASSET CORP | 676,718 | 3,499,000 | 3.23% | ||
| 13 | APOLLO INVT CORP | 500,000 | 2,930,000 | 2.70% | ||
| 14 | METLIFE INC | 50,000 | 2,695,000 | 2.48% | ||
| 15 | SPDR S&P 500 ETF TR | 1,000 | 50,000 | 0.05% | Put | |
| 16 | ISHARES TR | 2,000 | 22,000 | 0.02% | Put |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0000919574-17-001311, filed 2017.02.13).
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.
