Q1 2017 Holdings
Filed 2017-05-11 | 69 holdings | $926.3K | 13F-HR | View on SEC ↗ · Holdings Table ↗
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| Issuer | Class | CUSIP | Value ↓ | Shares | % Portfolio |
|---|---|---|---|---|---|
| Ishares TR(IWM)Put | RUSSELL 2000 ETF | 464287655 | $130.6K | 950,000 | 14.1% |
| Royal BK Scotland Group PLC | NOTE 8.625%12/3 | 780097BB6 | $101.3K | $96,950,000 | 10.9% |
| HSBC Hldgs PLC | NOTE 6.875%12/3 | 404280BC2 | $62.9K | $59,000,000 | 6.8% |
| Select Sector Spdr TR(XLF)Put | SBI INT-FINL | 81369Y605 | $51.5K | 2,172,000 | 5.6% |
| Royal BK of Scotland PLC | DEBT 7.500%12/3 | 780099CJ4 | $46.2K | $46,800,000 | 5.0% |
| Royal BK of Scotland PLC | NOTE 8.000%12/3 | 780099CK1 | $34.1K | $34,200,000 | 3.7% |
| ING Groep N V | DBCV 6.500%12/3 | 456837AF0 | $29.6K | $29,750,000 | 3.2% |
| Societe Generale | DEBT 8.250%12/3 | F849BQAA2 | $26.8K | $25,590,000 | 2.9% |
| Pennymac Corp | NOTE 5.375% 5/0 | 70932AAB9 | $26.1K | $26,997,000 | 2.8% |
| Wells Fargo & Co New(WFC) | COM | 949746101 | $25.7K | 461,950 | 2.8% |
| Barclays PLC | NOTE 8.250%12/3 | 06738EAA3 | $25.1K | $23,800,000 | 2.7% |
| Citigroup Inc(C) | COM NEW | 172967424 | $23.2K | 387,323 | 2.5% |
| Ishares TR(EEM)Put | MSCI EMG MKT ETF | 464287234 | $19.7K | 500,000 | 2.1% |
| Wells Fargo & Co New(WFC) | *W EXP 10/28/201 | 949746804 | $19.0K | 15,300 | 2.0% |
| Royal BK Scotland Group PLC | SP ADR PREF S | 780097739 | $16.9K | 666,080 | 1.8% |
| Blackstone Group L P(BXUSD) | COM UNIT LTD | 09253U108 | $16.8K | 566,200 | 1.8% |
| Royal BK CDA Montreal QUE(RY)Put | COM | 780087102 | $16.6K | 228,000 | 1.8% |
| Spdr Series Trust(KRE)Call | S&P REGL BKG | 78464A698 | $14.9K | 272,500 | 1.6% |
| Metlife Inc(MET) | COM | 59156R108 | $13.5K | 256,130 | 1.5% |
| CDN Imperial BK Comm Toronto(CM)Put | COM | 136069101 | $12.9K | 150,000 | 1.4% |
| Discover Finl Svcs(DFSEUR) | COM | 254709108 | $11.5K | 168,850 | 1.2% |
| Barclays PLC | NOTE 6.625%12/3 | 06738EAB1 | $11.5K | $11,500,000 | 1.2% |
| Bank Amer Corp(BAC)Call | COM | 060505104 | $11.1K | 470,000 | 1.2% |
| Fifth Third Bancorp(FITB) | COM | 316773100 | $8.4K | 331,800 | 0.9% |
| Citigroup Inc(C)Call | COM NEW | 172967424 | $8.0K | 134,000 | 0.9% |
| Ishares TR(USMV)Put | MIN VOL USA ETF | 46429B697 | $7.8K | 164,000 | 0.8% |
| E Trade Financial Corp(ETRA) | COM NEW | 269246401 | $7.8K | 222,400 | 0.8% |
| Huntington Bancshares Inc(HBAN) | COM | 446150104 | $7.6K | 567,800 | 0.8% |
| Encore Cap Group Inc | NOTE 2.875% 3/1 | 292554AH5 | $7.1K | $8,000,000 | 0.8% |
| Bank New York Mellon Corp(BK) | COM | 064058100 | $6.9K | 147,000 | 0.7% |
| Bank Amer Corp(BAC) | COM | 060505104 | $6.6K | 277,688 | 0.7% |
| Regions Finl Corp New(RF) | COM | 7591EP100 | $6.2K | 423,400 | 0.7% |
| JPMorgan Chase & Co(JPM) | COM | 46625H100 | $6.1K | 69,400 | 0.7% |
| Pennymac MTG Invt TR(PMT) | COM | 70931T103 | $6.0K | 225,000 | 0.7% |
| Carlyle Group L P | COM UTS LTD PTN | 14309L102 | $5.7K | 358,097 | 0.6% |
| Mgic Invt Corp WIS(MTG) | COM | 552848103 | $5.6K | 554,000 | 0.6% |
| Metlife Inc(MET)Call | COM | 59156R108 | $5.3K | 100,000 | 0.6% |
| JPMorgan Chase & Co(JPM)Call | COM | 46625H100 | $5.0K | 56,800 | 0.5% |
| Spdr Series Trust(KRE) | S&P REGL BKG | 78464A698 | $4.9K | 89,400 | 0.5% |
| Manulife Finl Corp(MFC) | COM | 56501R106 | $4.5K | 251,900 | 0.5% |
| Wells Fargo & Co New(WFC)Call | COM | 949746101 | $4.5K | 80,000 | 0.5% |
| Hartford Finl Svcs Group Inc(HIG)Call | COM | 416515104 | $4.3K | 90,000 | 0.5% |
| Berkshire Hathaway Inc del(BRK/B)Put | CL B NEW | 084670702 | $4.2K | 25,000 | 0.4% |
| Capital One Finl Corp(COF) | COM | 14040H105 | $4.0K | 46,450 | 0.4% |
| Alliancebernstein Holding LP(AB) | UNIT LTD PARTN | 01881G106 | $4.0K | 176,164 | 0.4% |
| ABB LTD(ABJA)Call | SPONSORED ADR | 000375204 | $4.0K | 170,000 | 0.4% |
| Legg Mason Inc(LMEUR) | COM | 524901105 | $3.6K | 99,650 | 0.4% |
| Lincoln Natl Corp IND(LNC) | COM | 534187109 | $3.5K | 53,050 | 0.4% |
| Popular Inc(BPOP) | COM NEW | 733174700 | $3.3K | 81,616 | 0.4% |
| Spdr Series Trust(KRE)Put | S&P REGL BKG | 78464A698 | $3.3K | 60,000 | 0.4% |