Q2 2016 Holdings
Filed 2016-08-15 | 66 holdings | $587.8K | 13F-HR | View on SEC ↗ · Holdings Table ↗
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| Issuer | Class | CUSIP | Value ↓ | Shares | % Portfolio |
|---|---|---|---|---|---|
| HSBC Hldgs PLC | NOTE 6.875%12/2 | 404280BC2 | $81.3K | $81,300,000 | 13.8% |
| Ishares TR(HYG)Put | IBOXX HI YD ETF | 464288513 | $72.6K | 857,000 | 12.3% |
| Royal BK of Scotland PLC | DEBT 7.500%12/3 | 780099CJ4 | $43.8K | $47,800,000 | 7.5% |
| ING Groep N V | DBCV 6.500%12/2 | 456837AF0 | $35.8K | $39,100,000 | 6.1% |
| Royal BK of Scotland PLC | NOTE 8.000%12/3 | 780099CK1 | $32.0K | $34,200,000 | 5.4% |
| Societe Generale | DEBT 8.250%12/2 | F849BQAA2 | $30.4K | $30,590,000 | 5.2% |
| Barclays PLC | NOTE 8.250%12/2 | 06738EAA3 | $25.9K | $26,400,000 | 4.4% |
| CDN Imperial BK Comm Toronto(CM)Put | COM | 136069101 | $21.1K | 281,000 | 3.6% |
| Pennymac Corp | NOTE 5.375% 5/0 | 70932AAB9 | $15.9K | $16,997,000 | 2.7% |
| Standard Chartered PLC | DEBT 6.500%12/2 | G84228CE6 | $15.3K | $16,650,000 | 2.6% |
| KKR & Co L P del | COM UNITS | 48248M102 | $12.7K | 1,032,870 | 2.2% |
| Citigroup Inc(C) | COM NEW | 172967424 | $11.6K | 272,718 | 2.0% |
| Barclays PLC | NOTE 6.625%12/2 | 06738EAB1 | $10.8K | $12,100,000 | 1.8% |
| Ishares TR(IYR)Put | U.S. REAL ES ETF | 464287739 | $9.9K | 120,000 | 1.7% |
| Bank Amer Corp(BAC) | COM | 060505104 | $9.7K | 731,638 | 1.7% |
| Royal BK Scotland Group PLC | SP ADR PREF S | 780097739 | $9.5K | 378,313 | 1.6% |
| Metlife Inc(MET) | COM | 59156R108 | $8.1K | 202,575 | 1.4% |
| ING Groep N V | DBCV 6.000%12/2 | 456837AE3 | $7.7K | $8,250,000 | 1.3% |
| Wells Fargo & Co New(WFC) | COM | 949746101 | $7.3K | 154,850 | 1.2% |
| Lazard LTD(LAZ) | SHS A | G54050102 | $6.9K | 231,621 | 1.2% |
| Carlyle Group L P | COM UTS LTD PTN | 14309L102 | $6.5K | 400,312 | 1.1% |
| Prudential Finl Inc(PRU) | COM | 744320102 | $6.5K | 90,510 | 1.1% |
| Blackstone Group L P(BXUSD) | COM UNIT LTD | 09253U108 | $6.0K | 243,600 | 1.0% |
| Fortress Investment Group LL | CL A | 34958B106 | $5.7K | 1,292,790 | 1.0% |
| Capital One Finl Corp(COF) | COM | 14040H105 | $5.7K | 89,053 | 1.0% |
| Prudential Finl Inc(PRU)Call | COM | 744320102 | $5.4K | 75,000 | 0.9% |
| Ishares TR(IWM)Put | RUSSELL 2000 ETF | 464287655 | $5.3K | 46,500 | 0.9% |
| Fifth Third Bancorp(FITB) | COM | 316773100 | $5.2K | 298,363 | 0.9% |
| JPMorgan Chase & Co(JPM) | COM | 46625H100 | $4.2K | 68,049 | 0.7% |
| Metlife Inc(MET)Call | COM | 59156R108 | $3.8K | 96,100 | 0.7% |
| Voya Finl Inc(VOYA) | COM | 929089100 | $3.8K | 154,100 | 0.6% |
| Morgan Stanley(MS) | COM NEW | 617446448 | $3.8K | 144,700 | 0.6% |
| Wells Fargo & Co New(WFC)Call | COM | 949746101 | $3.3K | 70,000 | 0.6% |
| Royal BK Scotland Group PLC | SP ADR PREF T | 780097713 | $3.3K | 131,000 | 0.6% |
| Bank Amer Corp(BAC)Call | COM | 060505104 | $3.1K | 236,000 | 0.5% |
| Huntington Bancshares Inc(HBAN) | COM | 446150104 | $3.0K | 330,350 | 0.5% |
| Goldman Sachs Group Inc(GS) | COM | 38141G104 | $2.8K | 18,690 | 0.5% |
| Annaly Cap Mgmt Inc(NLYEUR)Put | COM | 035710409 | $2.6K | 237,500 | 0.4% |
| Manulife Finl Corp(MFC) | COM | 56501R106 | $2.6K | 189,440 | 0.4% |
| Blackstone MTG TR Inc(BXMT) | COM CL A | 09257W100 | $2.5K | 91,877 | 0.4% |
| Citigroup Inc(C)Call | COM NEW | 172967424 | $2.4K | 57,000 | 0.4% |
| Mgic Invt Corp WIS(MTG) | COM | 552848103 | $2.4K | 401,900 | 0.4% |
| Select Sector Spdr TR(XLF)Call | SBI INT-FINL | 81369Y605 | $2.3K | 100,000 | 0.4% |
| Lincoln Natl Corp IND(LNC)Call | COM | 534187109 | $2.2K | 57,000 | 0.4% |
| Berkshire Hathaway Inc del(BRK/B)Put | CL B NEW | 084670702 | $2.2K | 15,000 | 0.4% |
| Radian Group Inc(RDN)Call | COM | 750236101 | $2.1K | 200,000 | 0.4% |
| Pennymac MTG Invt TR(PMT) | COM | 70931T103 | $1.9K | 116,222 | 0.3% |
| PNC Finl Svcs Group Inc(PNC) | COM | 693475105 | $1.7K | 21,400 | 0.3% |
| Citizens Finl Group Inc(CFG) | COM | 174610105 | $1.6K | 82,000 | 0.3% |
| Anworth Mortgage Asset CP(ANH) | COM | 037347101 | $1.6K | 340,987 | 0.3% |