Q3 2023
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| C | Buy | CITIGROUP INC | $25,790,689 | +75.4% | 625,810 | +95.1% | 13.16% | +82.3% |
| WBS | Sell | WEBSTER FINL CORP | $18,750,360 | -25.1% | 464,232 | -30.2% | 9.57% | -22.1% |
| UNM | Buy | UNUM GROUP | $16,478,406 | +26.4% | 334,331 | +21.8% | 8.41% | +31.3% |
| EQH | Buy | EQUITABLE HLDGS INC | $16,449,920 | +8.5% | 578,278 | +3.1% | 8.40% | +12.7% |
| CFG | Sell | CITIZENS FINL GROUP INC | $14,007,370 | -31.8% | 521,627 | -34.1% | 7.15% | -29.2% |
| MTB | Sell | M & T BK CORP | $12,468,027 | -49.4% | 98,405 | -50.8% | 6.36% | -47.4% |
| WFC | New | WELLS FARGO CO NEW | $10,098,668 | – | 246,663 | – | 5.15% | – |
| BPOP | Sell | POPULAR INC | $9,435,674 | -37.1% | 149,452 | -39.9% | 4.82% | -34.6% |
| FHI | New | FEDERATED HERMES INCcl b | $9,183,426 | – | 270,600 | – | 4.69% | – |
| New | ANNALY CAPITAL MANAGEMENT IN | $7,963,971 | – | 422,551 | – | 4.06% | – | |
| JPS | New | NUVEEN PFD & INCOME SECS FD | $7,744,640 | – | 1,252,721 | – | 3.95% | – |
| BK | New | BANK NEW YORK MELLON CORP | $7,307,977 | – | 171,008 | – | 3.73% | – |
| FHN | New | FIRST HORIZON CORPORATION | $7,296,811 | – | 660,830 | – | 3.72% | – |
| QTWO | Sell | Q2 HLDGS INC | $6,859,355 | -9.3% | 212,140 | -13.7% | 3.50% | -5.7% |
| New | LIBERTY MEDIA CORP DELnote 2.250% 8/1 | $4,904,823 | – | 5,000,000 | – | 2.50% | – | |
| SCU | Sell | SCULPTOR CAP MGMT | $3,111,232 | -46.8% | 267,678 | -59.8% | 1.59% | -44.8% |
| FBMS | Sell | FIRST BANCSHARES INC MS | $2,204,285 | -50.9% | 81,569 | -53.2% | 1.12% | -49.0% |
| JPC | Buy | NUVEEN PFD & INCOME OPPORTUN | $1,211,647 | +331.3% | 191,034 | +338.9% | 0.62% | +347.8% |
| RSG | Buy | REPUBLIC SVCS INC | $903,880 | +17.5% | 6,330 | +25.6% | 0.46% | +22.0% |
| WM | Buy | WASTE MGMT INC DEL | $713,614 | +5.4% | 4,672 | +19.2% | 0.36% | +9.3% |
| ABC | Buy | CENCORA INC | $708,146 | +4.9% | 3,927 | +11.5% | 0.36% | +8.7% |
| CLH | Sell | CLEAN HARBORS INC | $692,570 | -7.1% | 4,130 | -9.3% | 0.35% | -3.6% |
| SYK | Buy | STRYKER CORPORATION | $628,400 | +1.6% | 2,295 | +12.7% | 0.32% | +5.6% |
| SNPS | Sell | SYNOPSYS INC | $574,392 | +1.9% | 1,249 | -3.9% | 0.29% | +5.8% |
| XYL | Buy | XYLEM INC | $555,474 | +16.7% | 6,090 | +43.6% | 0.28% | +20.9% |
| GHLD | Sell | GUILD HLDGS COcl a | $545,874 | -65.6% | 49,662 | -64.6% | 0.28% | -64.2% |
| WMS | Sell | ADVANCED DRAIN SYS INC DEL | $478,351 | -18.4% | 4,194 | -18.9% | 0.24% | -15.3% |
| AMAT | New | APPLIED MATLS INC | $454,602 | – | 3,277 | – | 0.23% | – |
| TMO | Buy | THERMO FISHER SCIENTIFIC INC | $438,707 | +15.3% | 865 | +18.2% | 0.22% | +19.8% |
| SRE | Buy | SEMPRA | $358,958 | -38.1% | 5,266 | +31.7% | 0.18% | -35.8% |
| TSLA | New | TESLA INC | $350,252 | – | 1,397 | – | 0.18% | – |
| New | CORE & MAIN INCcl a | $340,239 | – | 11,770 | – | 0.17% | – | |
| DE | New | DEERE & CO | $330,863 | – | 875 | – | 0.17% | – |
| AOS | Sell | SMITH A O CORP | $283,864 | -45.0% | 4,284 | -39.8% | 0.14% | -42.9% |
| ROK | New | ROCKWELL AUTOMATION INC | $230,869 | – | 806 | – | 0.12% | – |
| A | Exit | AGILENT TECHNOLOGIES INC | $0 | – | -2,447 | – | -0.14% | – |
| NEE | Exit | NEXTERA ENERGY INC | $0 | – | -6,080 | – | -0.22% | – |
| ALKT | Exit | ALKAMI TECHNOLOGY INC | $0 | – | -111,828 | – | -0.90% | – |
| USB | Exit | US BANCORP DEL | $0 | – | -68,193 | – | -1.10% | – |
| Exit | COREBRIDGE FINL INC | $0 | – | -128,943 | – | -1.11% | – | |
| FIS | Exit | FIDELITY NATL INFORMATION SV | $0 | – | -45,890 | – | -1.23% | – |
| CMA | Exit | COMERICA INC | $0 | – | -68,471 | – | -1.42% | – |
| CG | Exit | CARLYLE GROUP INC | $0 | – | -376,798 | – | -5.89% | – |
| MET | Exit | METLIFE INC | $0 | – | -337,107 | – | -9.32% | – |
Q2 2023
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| WBS | New | WEBSTER FINL CORP | $25,019,306 | – | 665,510 | – | 12.29% | – |
| MTB | New | M & T BK CORP | $24,628,513 | – | 199,831 | – | 12.10% | – |
| CFG | New | CITIZENS FINL GROUP INC | $20,553,353 | – | 791,935 | – | 10.10% | – |
| MET | New | METLIFE INC | $18,975,718 | – | 337,107 | – | 9.32% | – |
| EQH | New | EQUITABLE HLDGS INC | $15,163,245 | – | 560,729 | – | 7.45% | – |
| BPOP | New | POPULAR INC | $14,992,570 | – | 248,772 | – | 7.36% | – |
| C | New | CITIGROUP INC | $14,701,850 | – | 320,683 | – | 7.22% | – |
| UNM | New | UNUM GROUP | $13,037,478 | – | 274,514 | – | 6.40% | – |
| CG | New | CARLYLE GROUP INC | $11,988,905 | – | 376,798 | – | 5.89% | – |
| QTWO | New | Q2 HLDGS INC | $7,559,609 | – | 245,768 | – | 3.71% | – |
| SCU | New | SCULPTOR CAP MGMT | $5,853,495 | – | 665,849 | – | 2.88% | – |
| FBMS | New | FIRST BANCSHARES INC MS | $4,486,855 | – | 174,430 | – | 2.20% | – |
| CMA | New | COMERICA INC | $2,888,999 | – | 68,471 | – | 1.42% | – |
| FIS | New | FIDELITY NATL INFORMATION SV | $2,498,104 | – | 45,890 | – | 1.23% | – |
| New | COREBRIDGE FINL INC | $2,266,041 | – | 128,943 | – | 1.11% | – | |
| USB | New | US BANCORP DEL | $2,244,216 | – | 68,193 | – | 1.10% | – |
| New | BLACKSTONE MORTGAGE TRUST INnote 5.500% 3/1 | $2,140,069 | – | 2,500,000 | – | 1.05% | – | |
| ALKT | New | ALKAMI TECHNOLOGY INC | $1,823,669 | – | 111,828 | – | 0.90% | – |
| GHLD | New | GUILD HLDGS COcl a | $1,587,192 | – | 140,396 | – | 0.78% | – |
| New | DIREXION SHS ETF TRdaily real estat | $1,130,277 | – | 25,000 | – | 0.56% | – | |
| LDP | New | COHEN & STEERS LTD DURATION | $1,045,366 | – | 57,665 | – | 0.51% | – |
| RSG | New | REPUBLIC SVCS INC | $769,086 | – | 5,041 | – | 0.38% | – |
| CLH | New | CLEAN HARBORS INC | $745,535 | – | 4,552 | – | 0.37% | – |
| WM | New | WASTE MGMT INC DEL | $677,300 | – | 3,921 | – | 0.33% | – |
| ABC | New | AMERISOURCEBERGEN CORP | $675,067 | – | 3,522 | – | 0.33% | – |
| SYK | New | STRYKER CORPORATION | $618,715 | – | 2,036 | – | 0.30% | – |
| WMS | New | ADVANCED DRAIN SYS INC DEL | $586,264 | – | 5,173 | – | 0.29% | – |
| WAB | New | WABTEC | $584,313 | – | 5,349 | – | 0.29% | – |
| SRE | New | SEMPRA | $579,629 | – | 3,997 | – | 0.28% | – |
| SNPS | New | SYNOPSYS INC | $563,802 | – | 1,300 | – | 0.28% | – |
| CCK | New | CROWN HLDGS INC | $547,806 | – | 6,331 | – | 0.27% | – |
| AOS | New | SMITH A O CORP | $516,224 | – | 7,121 | – | 0.25% | – |
| XYL | New | XYLEM INC | $475,851 | – | 4,242 | – | 0.23% | – |
| NEE | New | NEXTERA ENERGY INC | $449,358 | – | 6,080 | – | 0.22% | – |
| TMO | New | THERMO FISHER SCIENTIFIC INC | $380,416 | – | 732 | – | 0.19% | – |
| A | New | AGILENT TECHNOLOGIES INC | $293,092 | – | 2,447 | – | 0.14% | – |
| JPC | New | NUVEEN PFD & INCOME OPPORTUN | $280,950 | – | 43,528 | – | 0.14% | – |
| New | GENENTA SCIENCE S P Asponsored ads | $267,143 | – | 45,000 | – | 0.13% | – |
Q4 2022
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| FCCO | Exit | FIRST CMNTY CORP S C | $0 | – | -49,094 | – | -0.38% | – |
| PWP | Exit | PERELLA WEINBERG PARTNERS | $0 | – | -136,703 | – | -0.39% | – |
| JPC | Exit | NUVEEN PFD & INCOME OPPORTUN | $0 | – | -126,487 | – | -0.39% | – |
| LAZ | Exit | LAZARD LTD | $0 | – | -34,868 | – | -0.50% | – |
| GHLD | Exit | GUILD HLDGS COcl a | $0 | – | -150,213 | – | -0.62% | – |
| LDP | Exit | COHEN & STEERS LTD DURATION | $0 | – | -85,751 | – | -0.69% | – |
| SBCF | Exit | SEACOAST BKG CORP FLA | $0 | – | -54,332 | – | -0.74% | – |
| Exit | DIREXION SHS ETF TRdaily real estat | $0 | – | -25,000 | – | -0.74% | – | |
| SLM | Exit | SLM CORP | $0 | – | -118,526 | – | -0.74% | – |
| SCU | Exit | SCULPTOR CAP MGMT | $0 | – | -212,759 | – | -0.84% | – |
| FIS | Exit | FIDELITY NATL INFORMATION SV | $0 | – | -26,177 | – | -0.88% | – |
| HWC | Exit | HANCOCK WHITNEY CORPORATION | $0 | – | -48,316 | – | -0.99% | – |
| FBNC | Exit | FIRST BANCORP N C | $0 | – | -68,160 | – | -1.12% | – |
| Exit | UPSTART HLDGS INCnote 0.250% 8/1 | $0 | – | -4,500,000 | – | -1.14% | – | |
| JRVR | Exit | JAMES RIV GROUP LTD | $0 | – | -112,298 | – | -1.15% | – |
| KKR | Exit | KKR & CO INC | $0 | – | -64,584 | – | -1.24% | – |
| AIG | Exit | AMERICAN INTL GROUP INC | $0 | – | -64,774 | – | -1.38% | – |
| FBMS | Exit | FIRST BANCSHARES INC MS | $0 | – | -106,135 | – | -1.42% | – |
| QTWO | Exit | Q2 HLDGS INC | $0 | – | -123,003 | – | -1.77% | – |
| AGNC | Exit | AGNC INVT CORP | $0 | – | -575,000 | – | -2.16% | – |
| Exit | CADENCE BANK | $0 | – | -266,089 | – | -3.02% | – | |
| CMA | Exit | COMERICA INC | $0 | – | -116,982 | – | -3.72% | – |
| C | Exit | CITIGROUP INC | $0 | – | -215,707 | – | -3.99% | – |
| BAC | Exit | BK OF AMERICA CORP | $0 | – | -339,576 | – | -4.58% | – |
| FITB | Exit | FIFTH THIRD BANCORP | $0 | – | -333,483 | – | -4.76% | – |
| BPOP | Exit | POPULAR INC | $0 | – | -211,426 | – | -6.77% | – |
| EQH | Exit | EQUITABLE HLDGS INC | $0 | – | -652,189 | – | -7.64% | – |
| CG | Exit | CARLYLE GROUP INC | $0 | – | -691,221 | – | -7.94% | – |
| WBS | Exit | WEBSTER FINL CORP | $0 | – | -431,144 | – | -8.67% | – |
| CFG | Exit | CITIZENS FINL GROUP INC | $0 | – | -632,618 | – | -9.65% | – |
| WFC | Exit | WELLS FARGO CO NEW | $0 | – | -550,413 | – | -9.83% | – |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -218,252 | – | -10.14% | – |
Q3 2022
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| JPM | Buy | JPMORGAN CHASE & CO | $22,580,000 | +702.1% | 218,252 | +773.0% | 10.14% | +938.7% |
| WFC | Sell | WELLS FARGO CO NEW | $21,899,000 | -24.0% | 550,413 | -25.2% | 9.83% | -1.6% |
| CFG | Sell | CITIZENS FINL GROUP INC | $21,494,000 | -13.6% | 632,618 | -9.3% | 9.65% | +11.9% |
| WBS | Sell | WEBSTER FINL CORP | $19,304,000 | -7.1% | 431,144 | -12.5% | 8.67% | +20.3% |
| CG | Buy | CARLYLE GROUP INC | $17,687,000 | +76.4% | 691,221 | +23.5% | 7.94% | +128.5% |
| EQH | Sell | EQUITABLE HLDGS INC | $17,023,000 | -19.8% | 652,189 | -19.9% | 7.64% | +3.9% |
| BPOP | Sell | POPULAR INC | $15,080,000 | -26.9% | 211,426 | -21.1% | 6.77% | -5.3% |
| FITB | New | FIFTH THIRD BANCORP | $10,609,000 | – | 333,483 | – | 4.76% | – |
| BAC | Buy | BK OF AMERICA CORP | $10,209,000 | +31.3% | 339,576 | +35.9% | 4.58% | +70.0% |
| C | Sell | CITIGROUP INC | $8,884,000 | -58.2% | 215,707 | -53.4% | 3.99% | -45.9% |
| CMA | New | COMERICA INC | $8,277,000 | – | 116,982 | – | 3.72% | – |
| Buy | CADENCE BANK | $6,732,000 | +108.2% | 266,089 | +93.3% | 3.02% | +169.7% | |
| AGNC | Sell | AGNC INVT CORP | $4,817,000 | -87.9% | 575,000 | -16.0% | 2.16% | -84.3% |
| QTWO | Buy | Q2 HLDGS INC | $3,947,000 | +53.6% | 123,003 | +84.6% | 1.77% | +98.9% |
| FBMS | New | FIRST BANCSHARES INC MS | $3,159,000 | – | 106,135 | – | 1.42% | – |
| AIG | New | AMERICAN INTL GROUP INC | $3,065,000 | – | 64,774 | – | 1.38% | – |
| KKR | New | KKR & CO INC | $2,768,000 | – | 64,584 | – | 1.24% | – |
| JRVR | Buy | JAMES RIV GROUP LTD | $2,553,000 | +34.9% | 112,298 | +47.0% | 1.15% | +74.7% |
| New | UPSTART HLDGS INCnote 0.250% 8/1 | $2,546,000 | – | 4,500,000 | – | 1.14% | – | |
| FBNC | New | FIRST BANCORP N C | $2,485,000 | – | 68,160 | – | 1.12% | – |
| HWC | Sell | HANCOCK WHITNEY CORPORATION | $2,206,000 | -7.9% | 48,316 | -10.5% | 0.99% | +19.3% |
| FIS | New | FIDELITY NATL INFORMATION SV | $1,971,000 | – | 26,177 | – | 0.88% | – |
| SCU | New | SCULPTOR CAP MGMT | $1,874,000 | – | 212,759 | – | 0.84% | – |
| SLM | New | SLM CORP | $1,652,000 | – | 118,526 | – | 0.74% | – |
| New | DIREXION SHS ETF TRdaily real estat | $1,644,000 | – | 25,000 | – | 0.74% | – | |
| SBCF | New | SEACOAST BKG CORP FLA | $1,637,000 | – | 54,332 | – | 0.74% | – |
| LDP | Buy | COHEN & STEERS LTD DURATION | $1,541,000 | -4.3% | 85,751 | +5.3% | 0.69% | +23.8% |
| GHLD | Sell | GUILD HLDGS COcl a | $1,383,000 | -25.0% | 150,213 | -17.0% | 0.62% | -2.8% |
| LAZ | Sell | LAZARD LTD | $1,105,000 | -83.3% | 34,868 | -82.9% | 0.50% | -78.4% |
| JPC | Sell | NUVEEN PFD & INCOME OPPORTUN | $872,000 | -68.1% | 126,487 | -64.7% | 0.39% | -58.7% |
| PWP | Sell | PERELLA WEINBERG PARTNERS | $862,000 | -31.5% | 136,703 | -36.6% | 0.39% | -11.2% |
| FCCO | New | FIRST CMNTY CORP S C | $858,000 | – | 49,094 | – | 0.38% | – |
| KBH | Exit | KB HOME | $0 | – | -26,606 | – | -0.26% | – |
| TOL | Exit | TOLL BROTHERS INC | $0 | – | -21,822 | – | -0.34% | – |
| DHI | Exit | D R HORTON INC | $0 | – | -15,203 | – | -0.35% | – |
| BGCP | Exit | BGC PARTNERS INCcl a | $0 | – | -415,645 | – | -0.49% | – |
| CIXX | Exit | CI FINANCIAL CORPord | $0 | – | -294,945 | – | -1.09% | – |
| PHM | Exit | PULTE GROUP INC | $0 | – | -81,983 | – | -1.13% | – |
| FCNCA | Exit | FIRST CTZNS BANCSHARES INC Ncl a | $0 | – | -5,695 | – | -1.29% | – |
| IVZ | Exit | INVESCO LTD | $0 | – | -242,232 | – | -1.36% | – |
| FBC | Exit | FLAGSTAR BANCORP INC | $0 | – | -144,764 | – | -1.78% | – |
| CASH | Exit | PATHWARD FINANCIALord | $0 | – | -135,124 | – | -1.81% | – |
| COWN | Exit | COWEN INCcl a new | $0 | – | -223,616 | – | -1.84% | – |
| DB | Exit | DEUTSCHE BANK A Gnamen akt | $0 | – | -662,220 | – | -2.00% | – |
| HBAN | Exit | HUNTINGTON BANCSHARES INC | $0 | – | -488,404 | – | -2.04% | – |
| RDN | Exit | RADIAN GROUP INC | $0 | – | -346,119 | – | -2.36% | – |
| MTB | Exit | M & T BK CORP | $0 | – | -87,900 | – | -4.86% | – |
Q2 2022
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| AGNC | New | AGNC INVESTMENT REITord | $39,805,000 | – | 684,882 | – | 13.80% | – |
| WFC | New | WELLS FARGO CO NEW | $28,806,000 | – | 735,688 | – | 9.99% | – |
| CFG | New | CITIZENS FINL GROUP INC | $24,880,000 | – | 697,386 | – | 8.63% | – |
| C | New | CITIGROUP INC | $21,279,000 | – | 462,684 | – | 7.38% | – |
| EQH | New | AXA EQUITABLE HOLDINGS INCord | $21,214,000 | – | 813,748 | – | 7.36% | – |
| WBS | New | WEBSTER FINL CORP | $20,773,000 | – | 492,846 | – | 7.20% | – |
| BPOP | New | POPULAR INC | $20,619,000 | – | 268,022 | – | 7.15% | – |
| MTB | New | M & T BK CORP | $14,010,000 | – | 87,900 | – | 4.86% | – |
| CG | New | CARLYLE GROUPord | $10,026,000 | – | 559,555 | – | 3.48% | – |
| BAC | New | BANK OF AMERICA CORPord | $7,776,000 | – | 249,791 | – | 2.70% | – |
| RDN | New | RADIAN GROUP INC | $6,801,000 | – | 346,119 | – | 2.36% | – |
| LAZ | New | LAZARD LTD | $6,624,000 | – | 204,395 | – | 2.30% | – |
| HBAN | New | HUNTINGTON BANCSHARES INC | $5,876,000 | – | 488,404 | – | 2.04% | – |
| DB | New | DEUTSCHE BANK A Gnamen akt | $5,773,000 | – | 662,220 | – | 2.00% | – |
| COWN | New | COWEN INCcl a new | $5,297,000 | – | 223,616 | – | 1.84% | – |
| CASH | New | PATHWARD FINANCIALord | $5,225,000 | – | 135,124 | – | 1.81% | – |
| FBC | New | FLAGSTAR BANCORP INC | $5,132,000 | – | 144,764 | – | 1.78% | – |
| IVZ | New | INVESCO LTD | $3,907,000 | – | 242,232 | – | 1.36% | – |
| FCNCA | New | FIRST CTZNS BANCSHARES INC Ncl a | $3,723,000 | – | 5,695 | – | 1.29% | – |
| PHM | New | PULTE GROUP INC | $3,248,000 | – | 81,983 | – | 1.13% | – |
| New | CADENCE BANK | $3,233,000 | – | 137,683 | – | 1.12% | – | |
| CIXX | New | CI FINANCIAL CORPord | $3,132,000 | – | 294,945 | – | 1.09% | – |
| JPM | New | JPMORGAN CHASE & CO | $2,815,000 | – | 25,000 | – | 0.98% | – |
| JPC | New | NUVEEN PFD & INCOME OPPORTUN | $2,737,000 | – | 357,907 | – | 0.95% | – |
| QTWO | New | Q2 HLDGS INC | $2,570,000 | – | 66,633 | – | 0.89% | – |
| HWC | New | HANCOCK WHITNEY CORPord | $2,394,000 | – | 54,000 | – | 0.83% | – |
| JRVR | New | JAMES RIV GROUP LTD | $1,893,000 | – | 76,390 | – | 0.66% | – |
| GHLD | New | GUILD HLDGS COcl a | $1,844,000 | – | 180,975 | – | 0.64% | – |
| LDP | New | COHEN & STEERS LTD DURATION | $1,611,000 | – | 81,412 | – | 0.56% | – |
| BGCP | New | BGC PARTNERS INCcl a | $1,401,000 | – | 415,645 | – | 0.49% | – |
| PWP | New | PERELLA WEINBERG PARTNERScl a ord | $1,258,000 | – | 215,755 | – | 0.44% | – |
| DHI | New | D R HORTON INC | $1,006,000 | – | 15,203 | – | 0.35% | – |
| TOL | New | TOLL BROTHERS INC | $973,000 | – | 21,822 | – | 0.34% | – |
| KBH | New | KB HOME | $757,000 | – | 26,606 | – | 0.26% | – |
Q4 2021
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| GLD | Exit | SPDR GOLD TRput | $0 | – | -10,000 | – | -0.01% | – |
| ARKK | Exit | ARKK USput | $0 | – | -200 | – | -0.02% | – |
| CHKEL | Exit | CHESAPEAKE ENERGY CORP*w exp 09/02/202 | $0 | – | -1,107 | – | -0.02% | – |
| NVDA | Exit | NVIDIA CORPcall | $0 | – | -800 | – | -0.08% | – |
| UPST | Exit | UPSTART HOLDINGS INCcall | $0 | – | -193 | – | -0.32% | – |
| Exit | JACKSON FINANCIAL INC | $0 | – | -25,129 | – | -0.35% | – | |
| GHLD | Exit | GUILD HLDGS COcl a | $0 | – | -70,748 | – | -0.52% | – |
| OXY | Exit | OCCIDENTAL PETE CORP | $0 | – | -45,861 | – | -0.72% | – |
| BGCP | Exit | BGC PARTNERS INCcl a | $0 | – | -382,173 | – | -1.06% | – |
| BBD | Exit | BANCO BRADESCO S Asp adr pfd new | $0 | – | -667,825 | – | -1.36% | – |
| BX | Exit | BLACKSTONEput | $0 | – | -25,000 | – | -1.54% | – |
| HIG | Exit | HARTFORD FINL SVCS GROUP INC | $0 | – | -42,589 | – | -1.59% | – |
| MGI | Exit | MONEYGRAM INTL INC | $0 | – | -428,319 | – | -1.82% | – |
| FXI | Exit | ISHARES TRput | $0 | – | -100,000 | – | -2.07% | – |
| KLAC | Exit | KLA CORPcall | $0 | – | -12,000 | – | -2.13% | – |
| ADS | Exit | ALLIANCE DATA SYSTEMS CORP | $0 | – | -40,140 | – | -2.15% | – |
| FBC | Exit | FLAGSTAR BANCORP INC | $0 | – | -94,262 | – | -2.54% | – |
| NYCB | Exit | NEW YORK CMNTY BANCORP INC | $0 | – | -395,015 | – | -2.70% | – |
| VOYA | Exit | VOYA FINANCIAL INCcall | $0 | – | -100,000 | – | -3.26% | – |
| WBS | Exit | WEBSTER FINL CORP CONN | $0 | – | -127,571 | – | -3.69% | – |
| BPOP | Exit | POPULAR INC | $0 | – | -96,988 | – | -4.00% | – |
| VOYA | Exit | VOYA FINANCIAL INC | $0 | – | -235,175 | – | -7.66% | – |
| CFG | Exit | CITIZENS FINL GROUP INC | $0 | – | -363,963 | – | -9.08% | – |
| VIAB | Exit | UBS GROUPn ord | $0 | – | -1,304,251 | – | -11.14% | – |
| C | Exit | CITIGROUP INC | $0 | – | -319,706 | – | -11.91% | – |
| EQH | Exit | EQUITABLE HLDGS INC | $0 | – | -884,686 | – | -13.92% | – |
| MFC | Exit | MANULIFE FINL CORP | $0 | – | -1,408,126 | – | -14.37% | – |
Q3 2021
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| MFC | Buy | MANULIFE FINL CORP | $27,072,000 | +11.9% | 1,408,126 | +14.5% | 14.37% | +10.6% |
| EQH | Buy | EQUITABLE HLDGS INC | $26,222,000 | +33.1% | 884,686 | +36.8% | 13.92% | +31.6% |
| C | Sell | CITIGROUP INC | $22,437,000 | -14.0% | 319,706 | -13.3% | 11.91% | -15.0% |
| VIAB | Buy | UBS GROUPn ord | $20,998,000 | +21.7% | 1,304,251 | +15.8% | 11.14% | +20.3% |
| CFG | Buy | CITIZENS FINL GROUP INC | $17,099,000 | +36.6% | 363,963 | +33.4% | 9.08% | +35.0% |
| VOYA | Sell | VOYA FINANCIAL INC | $14,437,000 | -28.9% | 235,175 | -28.8% | 7.66% | -29.7% |
| BPOP | Buy | POPULAR INC | $7,533,000 | +24.4% | 96,988 | +20.2% | 4.00% | +23.0% |
| WBS | New | WEBSTER FINL CORP CONN | $6,948,000 | – | 127,571 | – | 3.69% | – |
| VOYA | Buy | VOYA FINANCIAL INCcall | $6,139,000 | +99.6% | 100,000 | +100.0% | 3.26% | +97.3% |
| NYCB | Buy | NEW YORK CMNTY BANCORP INC | $5,084,000 | +19.6% | 395,015 | +2.4% | 2.70% | +18.2% |
| FBC | Buy | FLAGSTAR BANCORP INC | $4,787,000 | +20.9% | 94,262 | +0.7% | 2.54% | +19.5% |
| ADS | New | ALLIANCE DATA SYSTEMS CORP | $4,050,000 | – | 40,140 | – | 2.15% | – |
| KLAC | New | KLA CORPcall | $4,014,000 | – | 12,000 | – | 2.13% | – |
| FXI | New | ISHARES TRput | $3,893,000 | – | 100,000 | – | 2.07% | – |
| MGI | Buy | MONEYGRAM INTL INC | $3,435,000 | +221.9% | 428,319 | +304.6% | 1.82% | +218.2% |
| HIG | Sell | HARTFORD FINL SVCS GROUP INC | $2,992,000 | -71.6% | 42,589 | -74.9% | 1.59% | -71.9% |
| BX | New | BLACKSTONEput | $2,909,000 | – | 25,000 | – | 1.54% | – |
| BBD | New | BANCO BRADESCO S Asp adr pfd new | $2,558,000 | – | 667,825 | – | 1.36% | – |
| BGCP | Buy | BGC PARTNERS INCcl a | $1,991,000 | +87.8% | 382,173 | +104.4% | 1.06% | +85.8% |
| OXY | Buy | OCCIDENTAL PETE CORP | $1,357,000 | +29.9% | 45,861 | +37.2% | 0.72% | +28.3% |
| GHLD | Sell | GUILD HLDGS COcl a | $973,000 | -52.0% | 70,748 | -46.5% | 0.52% | -52.6% |
| New | JACKSON FINANCIAL INC | $653,000 | – | 25,129 | – | 0.35% | – | |
| UPST | New | UPSTART HOLDINGS INCcall | $597,000 | – | 193 | – | 0.32% | – |
| NVDA | New | NVIDIA CORPcall | $159,000 | – | 800 | – | 0.08% | – |
| ARKK | New | ARKK USput | $28,000 | – | 200 | – | 0.02% | – |
| GLD | New | SPDR GOLD TRput | $24,000 | – | 10,000 | – | 0.01% | – |
| CHK | Exit | CHESAPEAKE ENERGY CORP | $0 | – | -586 | – | -0.02% | – |
| FHI | Exit | FEDERATED HERMES INCcall | $0 | – | -20,000 | – | -0.36% | – |
| RIG | Exit | TRANSOCEAN LTDord | $0 | – | -410,720 | – | -1.00% | – |
| PFSI | Exit | PENNYMAC FINANCIAL | $0 | – | -34,610 | – | -1.15% | – |
| GPN | Exit | GLOBAL PMTS INC | $0 | – | -11,407 | – | -1.15% | – |
| WFC | Exit | WELLS FARGO CO NEWcall | $0 | – | -50,000 | – | -1.22% | – |
| MTG | Exit | MGIC INVT CORP WIS | $0 | – | -183,296 | – | -1.34% | – |
| NRZ | Exit | NEW RESIDENTIAL INVT CORP | $0 | – | -270,349 | – | -1.54% | – |
| LAZ | Exit | LAZARD LTD | $0 | – | -126,018 | – | -3.06% | – |
| PRU | Exit | PRUDENTIAL FINL INC | $0 | – | -126,019 | – | -6.94% | – |
Q2 2021
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| C | New | CITIGROUP INC | $26,078,000 | – | 368,599 | – | 14.01% | – |
| MFC | New | MANULIFE FINL CORP | $24,191,000 | – | 1,229,286 | – | 12.99% | – |
| VOYA | New | VOYA FINANCIAL INC | $20,303,000 | – | 330,137 | – | 10.90% | – |
| EQH | New | EQUITABLE HLDGS INC | $19,697,000 | – | 646,859 | – | 10.58% | – |
| VIAB | New | UBS AG | $17,247,000 | – | 1,126,633 | – | 9.26% | – |
| PRU | New | PRUDENTIAL FINL INC | $12,913,000 | – | 126,019 | – | 6.94% | – |
| CFG | New | CITIZENS FINL GROUP INC | $12,513,000 | – | 272,792 | – | 6.72% | – |
| HIG | New | HARTFORD FINL SVCS GROUP INC | $10,534,000 | – | 169,978 | – | 5.66% | – |
| BPOP | New | POPULAR INC | $6,054,000 | – | 80,668 | – | 3.25% | – |
| LAZ | New | LAZARD LTD | $5,702,000 | – | 126,018 | – | 3.06% | – |
| NYCB | New | NEW YORK CMNTY BANCORP INC | $4,251,000 | – | 385,775 | – | 2.28% | – |
| FBC | New | FLAGSTAR BANCORP INC | $3,958,000 | – | 93,625 | – | 2.13% | – |
| VOYA | New | VOYA FINANCIAL INCcall | $3,075,000 | – | 50,000 | – | 1.65% | – |
| NRZ | New | NEW RESIDENTIAL INVT CORP | $2,863,000 | – | 270,349 | – | 1.54% | – |
| MTG | New | MGIC INVT CORP WIS | $2,493,000 | – | 183,296 | – | 1.34% | – |
| WFC | New | WELLS FARGO CO NEWcall | $2,264,000 | – | 50,000 | – | 1.22% | – |
| GPN | New | GLOBAL PMTS INC | $2,139,000 | – | 11,407 | – | 1.15% | – |
| PFSI | New | PENNYMAC FINANCIAL | $2,136,000 | – | 34,610 | – | 1.15% | – |
| GHLD | New | GUILD HLDGS COcl a | $2,027,000 | – | 132,168 | – | 1.09% | – |
| RIG | New | TRANSOCEAN LTDord | $1,856,000 | – | 410,720 | – | 1.00% | – |
| MGI | New | MONEYGRAM INTL INC | $1,067,000 | – | 105,865 | – | 0.57% | – |
| BGCP | New | BGC PARTNERS INCcl a | $1,060,000 | – | 186,995 | – | 0.57% | – |
| OXY | New | OCCIDENTAL PETE CORP | $1,045,000 | – | 33,423 | – | 0.56% | – |
| FHI | New | FEDERATED HERMES INCcall | $678,000 | – | 20,000 | – | 0.36% | – |
| CHK | New | CHESAPEAKE ENERGY CORP | $30,000 | – | 586 | – | 0.02% | – |
| CHKEL | New | CHESAPEAKE ENERGY CORP | $23,000 | – | 1,107 | – | 0.01% | – |
Q4 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| BGCP | Exit | BGC PARTNERS INCcall | $0 | – | -100,000 | – | -0.13% | – |
| MTG | Exit | MGIC INVT CORP WIS | $0 | – | -71,727 | – | -0.34% | – |
| EQH | Exit | EQUITABLE HLDGS INCcall | $0 | – | -50,000 | – | -0.49% | – |
| WFC | Exit | WELLS FARGO CO NEWcall | $0 | – | -50,000 | – | -0.63% | – |
| BGCP | Exit | BGC PARTNERS INCcl a | $0 | – | -726,178 | – | -0.94% | – |
| Exit | APOLLO COMMRL REAL EST FIN INCnote | $0 | – | -2,000,000 | – | -1.02% | – | |
| COF | Exit | CAPITAL ONE FINL CORP | $0 | – | -29,238 | – | -1.13% | – |
| FBC | Exit | FLAGSTAR BANCORP INC | $0 | – | -94,567 | – | -1.51% | – |
| AIG | Exit | AMERICAN INTERNATIONAL GROUP | $0 | – | -137,248 | – | -2.03% | – |
| VOYA | Exit | VOYA FINANCIAL INC | $0 | – | -116,056 | – | -2.99% | – |
| SYF | Exit | SYNCHRONY FINANCIAL | $0 | – | -215,430 | – | -3.03% | – |
| BPOP | Exit | POPULAR INC | $0 | – | -206,340 | – | -4.02% | – |
| AGNC | Exit | AGNC INVT CORP | $0 | – | -927,962 | – | -6.94% | – |
| WFC | Exit | WELLS FARGO CO NEW | $0 | – | -567,991 | – | -7.18% | – |
| PRU | Exit | PRUDENTIAL FINL INC | $0 | – | -234,587 | – | -8.01% | – |
| CFG | Exit | CITIZENS FINL GROUP INC | $0 | – | -604,888 | – | -8.22% | – |
| C | Exit | CITIGROUP INC | $0 | – | -361,003 | – | -8.37% | – |
| EQH | Exit | EQUITABLE HLDGS INC | $0 | – | -908,041 | – | -8.90% | – |
| ATH | Exit | ATHENE HOLDING LTDcl a | $0 | – | -526,696 | – | -9.65% | – |
| CCL | Exit | CARNIVAL CORPcall | $0 | – | -3,000,000 | – | -24.48% | – |
Q3 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| CCL | New | CARNIVAL CORPcall | $45,540,000 | – | 3,000,000 | – | 24.48% | – |
| ATH | Buy | ATHENE HOLDING LTDcl a | $17,950,000 | +12.5% | 526,696 | +3.0% | 9.65% | -17.8% |
| EQH | Buy | EQUITABLE HLDGS INC | $16,563,000 | +72.5% | 908,041 | +82.4% | 8.90% | +26.1% |
| C | Buy | CITIGROUP INC | $15,563,000 | +19.4% | 361,003 | +41.5% | 8.37% | -12.7% |
| CFG | Buy | CITIZENS FINL GROUP INC | $15,292,000 | +46.6% | 604,888 | +46.3% | 8.22% | +7.1% |
| PRU | Buy | PRUDENTIAL FINL INC | $14,901,000 | +9.2% | 234,587 | +4.7% | 8.01% | -20.2% |
| WFC | Buy | WELLS FARGO CO NEW | $13,353,000 | +73.9% | 567,991 | +89.4% | 7.18% | +27.1% |
| AGNC | Buy | AGNC INVT CORP | $12,908,000 | +67.2% | 927,962 | +55.1% | 6.94% | +22.2% |
| BPOP | Buy | POPULAR INC | $7,484,000 | +8.8% | 206,340 | +11.5% | 4.02% | -20.4% |
| SYF | New | SYNCHRONY FINANCIAL | $5,638,000 | – | 215,430 | – | 3.03% | – |
| VOYA | Buy | VOYA FINANCIAL INC | $5,563,000 | +398.9% | 116,056 | +385.5% | 2.99% | +264.6% |
| AIG | New | AMERICAN INTERNATIONAL GROUP | $3,778,000 | – | 137,248 | – | 2.03% | – |
| FBC | Buy | FLAGSTAR BANCORP INC | $2,802,000 | +22.2% | 94,567 | +21.4% | 1.51% | -10.7% |
| COF | Buy | CAPITAL ONE FINL CORP | $2,101,000 | +71.0% | 29,238 | +48.9% | 1.13% | +24.9% |
| Buy | APOLLO COMMRL REAL EST FIN INCnote | $1,895,000 | -5.2% | 2,000,000 | +14.9% | 1.02% | -30.7% | |
| BGCP | Buy | BGC PARTNERS INCcl a | $1,743,000 | -2.2% | 726,178 | +11.6% | 0.94% | -28.5% |
| WFC | Buy | WELLS FARGO CO NEWcall | $1,175,000 | +14.7% | 50,000 | +25.0% | 0.63% | -16.1% |
| EQH | New | EQUITABLE HLDGS INCcall | $912,000 | – | 50,000 | – | 0.49% | – |
| MTG | Sell | MGIC INVT CORP WIS | $636,000 | -37.0% | 71,727 | -41.8% | 0.34% | -53.9% |
| BGCP | New | BGC PARTNERS INCcall | $240,000 | – | 100,000 | – | 0.13% | – |
| COWN | Exit | COWEN INCcl a new | $0 | – | -32,358 | – | -0.39% | – |
| AMBC | Exit | AMBAC FINL GROUP INC | $0 | – | -38,809 | – | -0.41% | – |
| FCAU | Exit | FIAT CHRYSLER AUTOMOBILES N | $0 | – | -60,000 | – | -0.44% | – |
| CNHI | Exit | CNH INDUSTRIAL | $0 | – | -95,000 | – | -0.49% | – |
| RDN | Exit | RADIAN GROUP INC | $0 | – | -62,568 | – | -0.71% | – |
| STL | Exit | STERLING BANCORP DEL | $0 | – | -83,000 | – | -0.72% | – |
| Exit | ENCORE CAPITAL GROUP INCnote | $0 | – | -981,749 | – | -0.74% | – | |
| BAC | Exit | BK OF AMERICA CORPput | $0 | – | -48,000 | – | -0.84% | – |
| JPM | Exit | JPMORGAN CHASE & COput | $0 | – | -13,500 | – | -0.93% | – |
| SQ | Exit | SQUARE INCput | $0 | – | -15,000 | – | -1.16% | – |
| Y | Exit | ALLEGHANY CORP DEL | $0 | – | -3,267 | – | -1.18% | – |
| HBAN | Exit | HUNTINGTON BANCSHARES INC | $0 | – | -241,659 | – | -1.60% | – |
| AXS | Exit | AXIS CAPITAL HOLDINGS LTD | $0 | – | -73,182 | – | -2.18% | – |
| MS | Exit | MORGAN STANLEY | $0 | – | -83,432 | – | -2.96% | – |
| FHN | Exit | FIRST HORIZON NATL CORP | $0 | – | -484,299 | – | -3.55% | – |
| FXI | Exit | ISHARES TRput | $0 | – | -180,000 | – | -5.26% | – |
| MET | Exit | METLIFE INC | $0 | – | -234,136 | – | -6.29% | – |
Q2 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| ATH | New | ATHENE HLDG LTDcl a | $15,956,000 | – | 511,585 | – | 11.73% | – |
| PRU | New | PRUDENTIAL FINL INC | $13,650,000 | – | 224,131 | – | 10.04% | – |
| C | New | CITIGROUP INC | $13,037,000 | – | 255,124 | – | 9.59% | – |
| CFG | New | CITIZENS FINANCIAL GROUP INC | $10,434,000 | – | 413,387 | – | 7.67% | – |
| EQH | New | EQUITABLE HLDGS INC | $9,604,000 | – | 497,884 | – | 7.06% | – |
| MET | New | METLIFE INC | $8,551,000 | – | 234,136 | – | 6.29% | – |
| AGNC | New | AGNC INVESTMENT CORP | $7,719,000 | – | 598,408 | – | 5.68% | – |
| WFC | New | WELLS FARGO CO NEW | $7,678,000 | – | 299,939 | – | 5.65% | – |
| FXI | New | ISHARES TRput | $7,146,000 | – | 180,000 | – | 5.26% | – |
| BPOP | New | POPULAR INC | $6,877,000 | – | 185,011 | – | 5.06% | – |
| FHN | New | FIRST HORIZON NATL CORP | $4,824,000 | – | 484,299 | – | 3.55% | – |
| MS | New | MORGAN STANLEY | $4,030,000 | – | 83,432 | – | 2.96% | – |
| AXS | New | AXIS CAPITAL HOLDINGS LTD | $2,968,000 | – | 73,182 | – | 2.18% | – |
| FBC | New | FLAGSTAR BANCORP INC | $2,293,000 | – | 77,899 | – | 1.69% | – |
| HBAN | New | HUNTINGTON BANCSHARES INC | $2,183,000 | – | 241,659 | – | 1.60% | – |
| New | APOLLO COMMRL REAL EST FIN INCnote | $2,000,000 | – | 1,740,210 | – | 1.47% | – | |
| BGCP | New | BGC PARTNERS INCcl a | $1,783,000 | – | 650,576 | – | 1.31% | – |
| Y | New | ALLEGHANY CORP DEL | $1,598,000 | – | 3,267 | – | 1.18% | – |
| SQ | New | SQUARE INCput | $1,574,000 | – | 15,000 | – | 1.16% | – |
| JPM | New | JPMORGAN CHASE & COput | $1,270,000 | – | 13,500 | – | 0.93% | – |
| COF | New | CAPITAL ONE FINL CORP | $1,229,000 | – | 19,641 | – | 0.90% | – |
| BAC | New | BK OF AMERICA CORPput | $1,140,000 | – | 48,000 | – | 0.84% | – |
| VOYA | New | VOYA FINANCIAL INC | $1,115,000 | – | 23,904 | – | 0.82% | – |
| WFC | New | WELLS FARGO CO NEWcall | $1,024,000 | – | 40,000 | – | 0.75% | – |
| MTG | New | MGIC INVT CORP WIS | $1,009,000 | – | 123,197 | – | 0.74% | – |
| New | ENCORE CAPITAL GROUP INCnote | $1,000,000 | – | 981,749 | – | 0.74% | – | |
| STL | New | STERLING BANCORP DEL | $973,000 | – | 83,000 | – | 0.72% | – |
| RDN | New | RADIAN GROUP INC | $970,000 | – | 62,568 | – | 0.71% | – |
| CNHI | New | CNH INDUSTRIAL | $665,000 | – | 95,000 | – | 0.49% | – |
| FCAU | New | FIAT CHRYSLER AUTOMOBILES N | $603,000 | – | 60,000 | – | 0.44% | – |
| AMBC | New | AMBAC FINL GROUP INC | $556,000 | – | 38,809 | – | 0.41% | – |
| COWN | New | COWEN INCcl a new | $525,000 | – | 32,358 | – | 0.39% | – |
Q4 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| OMF | Exit | ONEMAIN HLDGS INC | $0 | – | -14,085 | – | -0.28% | – |
| BKU | Exit | BANKUNITED INC | $0 | – | -16,400 | – | -0.30% | – |
| IBTX | Exit | INDEPENDENT BK GROUP INC | $0 | – | -10,600 | – | -0.31% | – |
| WAL | Exit | WESTERN ALLIANCE BANCORP | $0 | – | -12,335 | – | -0.31% | – |
| LAZ | Exit | LAZARD LTD | $0 | – | -38,261 | – | -0.74% | – |
| BSIG | Exit | BRIGHTSPHERE INVT GROUP INC | $0 | – | -154,969 | – | -0.84% | – |
| COF | Exit | CAPITAL ONE FINL CORP | $0 | – | -20,525 | – | -1.03% | – |
| VOYA | Exit | VOYA FINL INC | $0 | – | -37,030 | – | -1.11% | – |
| MTG | Exit | MGIC INVT CORP WIS | $0 | – | -184,769 | – | -1.28% | – |
| BPOP | Exit | POPULAR INC | $0 | – | -49,847 | – | -1.48% | – |
| CHK | Exit | CHESAPEAKE ENERGY CORP | $0 | – | -5,000,000 | – | -1.66% | – |
| IVZ | Exit | INVESCO LTD | $0 | – | -318,867 | – | -2.97% | – |
| NLY | Exit | ANNALY CAP MGMT INC | $0 | – | -651,619 | – | -3.16% | – |
| KEY | Exit | KEYCORP NEW | $0 | – | -413,782 | – | -4.06% | – |
| FITB | Exit | FIFTH THIRD BANCORP | $0 | – | -279,323 | – | -4.21% | – |
| MS | Exit | MORGAN STANLEY | $0 | – | -187,411 | – | -4.40% | – |
| EQH | Exit | AXA EQUITABLE HLDGS INC | $0 | – | -362,026 | – | -4.42% | – |
| ETFC | Exit | E TRADE FINANCIAL CORP | $0 | – | -193,171 | – | -4.64% | – |
| APO | Exit | APOLLO GLOBAL MGMT INC | $0 | – | -284,538 | – | -5.92% | – |
| SNV | Exit | SYNOVUS FINL CORP | $0 | – | -340,675 | – | -6.70% | – |
| LNC | Exit | LINCOLN NATL CORP IND | $0 | – | -241,236 | – | -8.01% | – |
| CG | Exit | CARLYLE GROUP L P | $0 | – | -612,317 | – | -8.61% | – |
| CFG | Exit | CITIZENS FINL GROUP INC | $0 | – | -554,721 | – | -10.80% | – |
| C | Exit | CITIGROUP INC | $0 | – | -292,691 | – | -11.13% | – |
| ATH | Exit | ATHENE HLDG LTDcl a | $0 | – | -502,222 | – | -11.62% | – |
Q3 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| ATH | Buy | ATHENE HLDG LTDcl a | $21,123,000 | +3.8% | 502,222 | +6.2% | 11.62% | +95.4% |
| C | Buy | CITIGROUP INC | $20,219,000 | +2.5% | 292,691 | +3.9% | 11.13% | +92.9% |
| CFG | Buy | CITIZENS FINL GROUP INC | $19,620,000 | +10.9% | 554,721 | +10.9% | 10.80% | +108.9% |
| CG | Sell | CARLYLE GROUP L P | $15,651,000 | -49.9% | 612,317 | -55.7% | 8.61% | -5.6% |
| LNC | New | LINCOLN NATL CORP IND | $14,551,000 | – | 241,236 | – | 8.01% | – |
| SNV | Sell | SYNOVUS FINL CORP | $12,183,000 | -38.6% | 340,675 | -39.9% | 6.70% | +15.7% |
| APO | New | APOLLO GLOBAL MGMT INC | $10,761,000 | – | 284,538 | – | 5.92% | – |
| ETFC | Buy | E TRADE FINANCIAL CORP | $8,440,000 | +846.2% | 193,171 | +865.9% | 4.64% | +1679.7% |
| EQH | Sell | AXA EQUITABLE HLDGS INC | $8,022,000 | -34.0% | 362,026 | -37.8% | 4.42% | +24.2% |
| MS | New | MORGAN STANLEY | $7,997,000 | – | 187,411 | – | 4.40% | – |
| FITB | Buy | FIFTH THIRD BANCORP | $7,648,000 | +104.8% | 279,323 | +108.7% | 4.21% | +285.8% |
| KEY | Sell | KEYCORP NEW | $7,382,000 | -34.8% | 413,782 | -35.2% | 4.06% | +22.7% |
| NLY | Sell | ANNALY CAP MGMT INC | $5,734,000 | -32.5% | 651,619 | -30.0% | 3.16% | +27.1% |
| IVZ | New | INVESCO LTD | $5,402,000 | – | 318,867 | – | 2.97% | – |
| CHK | New | CHESAPEAKE ENERGY CORP | $3,008,000 | – | 5,000,000 | – | 1.66% | – |
| BPOP | Sell | POPULAR INC | $2,696,000 | -24.2% | 49,847 | -23.9% | 1.48% | +42.8% |
| MTG | New | MGIC INVT CORP WIS | $2,324,000 | – | 184,769 | – | 1.28% | – |
| VOYA | Sell | VOYA FINL INC | $2,016,000 | -67.7% | 37,030 | -67.2% | 1.11% | -39.2% |
| COF | Buy | CAPITAL ONE FINL CORP | $1,867,000 | +144.7% | 20,525 | +144.0% | 1.03% | +360.5% |
| BSIG | New | BRIGHTSPHERE INVT GROUP INC | $1,536,000 | – | 154,969 | – | 0.84% | – |
| LAZ | Sell | LAZARD LTD | $1,339,000 | -47.6% | 38,261 | -48.5% | 0.74% | -1.2% |
| WAL | Sell | WESTERN ALLIANCE BANCORP | $568,000 | -27.5% | 12,335 | -29.5% | 0.31% | +36.7% |
| IBTX | New | INDEPENDENT BK GROUP INC | $558,000 | – | 10,600 | – | 0.31% | – |
| BKU | New | BANKUNITED INC | $551,000 | – | 16,400 | – | 0.30% | – |
| OMF | Sell | ONEMAIN HLDGS INC | $517,000 | -44.5% | 14,085 | -48.9% | 0.28% | +4.8% |
| ABCB | Exit | AMERIS BANCORP | $0 | – | -13,000 | – | -0.15% | – |
| FCAU | Exit | FIAT CHRYSLER AUTOMOBILES N | $0 | – | -47,500 | – | -0.19% | – |
| AMG | Exit | AFFILIATED MANAGERS GROUP INC | $0 | – | -9,700 | – | -0.26% | – |
| BAC | Exit | BANK AMER CORP | $0 | – | -46,215 | – | -0.39% | – |
| CG | Exit | CARLYLE GROUP L Pcall | $0 | – | -120,000 | – | -0.79% | – |
| TWO | Exit | TWO HBRS INVT CORP | $0 | – | -250,550 | – | -0.93% | – |
| KEY | Exit | KEYCORP NEWcall | $0 | – | -180,000 | – | -0.93% | – |
| MKTX | Exit | MARKETAXESS HLDGS INCput | $0 | – | -10,000 | – | -0.94% | – |
| DB | Exit | DEUTSCHE BANK | $0 | – | -505,214 | – | -1.14% | – |
| ETFC | Exit | E TRADE FINANCIAL CORPcall | $0 | – | -100,000 | – | -1.30% | – |
| HBAN | Exit | HUNTINGTON BANCSHARES INC | $0 | – | -344,212 | – | -1.39% | – |
| USB | Exit | US BANCORP DELput | $0 | – | -100,000 | – | -1.53% | – |
| IYR | Exit | ISHARES TRput | $0 | – | -60,000 | – | -1.53% | – |
| AGNC | Exit | AGNC INVT CORP | $0 | – | -314,027 | – | -1.54% | – |
| VOYA | Exit | VOYA FINL INCcall | $0 | – | -100,000 | – | -1.62% | – |
| Exit | CHESAPEAKE ENERGY CORP | $0 | – | -7,000,000 | – | -1.64% | – | |
| FDS | Exit | FACTSET RESH SYS INCput | $0 | – | -20,000 | – | -1.68% | – |
| TD | Exit | TORONTO DOMINION BK ONTput | $0 | – | -100,000 | – | -1.71% | – |
| USMV | Exit | ISHARES TRput | $0 | – | -100,000 | – | -1.80% | – |
| CMA | Exit | COMERICA INCcall | $0 | – | -100,000 | – | -2.12% | – |
| PRU | Exit | PRUDENTIAL FINL INC | $0 | – | -101,111 | – | -2.98% | – |
| WFC | Exit | WELLS FARGO CO NEWcall | $0 | – | -230,000 | – | -3.18% | – |
| BRKB | Exit | BERKSHIRE HATHAWAY INC DELput | $0 | – | -80,000 | – | -4.98% | – |
| CMA | Exit | COMERICA INC | $0 | – | -263,279 | – | -5.59% | – |
| WFC | Exit | WELLS FARGO CO NEW | $0 | – | -409,591 | – | -5.66% | – |
| APO | Exit | APOLLO GLOBAL MGMT LLC | $0 | – | -715,280 | – | -7.17% | – |
Q2 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| CG | New | CARLYLE GROUP L P | $31,228,000 | – | 1,381,168 | – | 9.12% | – |
| APO | New | APOLLO GLOBAL MGMT LLC | $24,534,000 | – | 715,280 | – | 7.17% | – |
| ATH | New | ATHENE HLDG LTDcl a | $20,357,000 | – | 472,763 | – | 5.95% | – |
| SNV | New | SYNOVUS FINL CORP | $19,832,000 | – | 566,640 | – | 5.80% | – |
| C | New | CITIGROUP INC | $19,735,000 | – | 281,811 | – | 5.77% | – |
| WFC | New | WELLS FARGO CO NEW | $19,382,000 | – | 409,591 | – | 5.66% | – |
| CMA | New | COMERICA INC | $19,125,000 | – | 263,279 | – | 5.59% | – |
| CFG | New | CITIZENS FINL GROUP INC | $17,690,000 | – | 500,295 | – | 5.17% | – |
| BRKB | New | BERKSHIRE HATHAWAY INC DELput | $17,054,000 | – | 80,000 | – | 4.98% | – |
| EQH | New | AXA EQUITABLE HLDGS INC | $12,163,000 | – | 581,971 | – | 3.55% | – |
| KEY | New | KEYCORP NEW | $11,330,000 | – | 638,318 | – | 3.31% | – |
| WFC | New | WELLS FARGO CO NEWcall | $10,884,000 | – | 230,000 | – | 3.18% | – |
| PRU | New | PRUDENTIAL FINL INC | $10,212,000 | – | 101,111 | – | 2.98% | – |
| NLY | New | ANNALY CAP MGMT INC | $8,501,000 | – | 931,078 | – | 2.48% | – |
| CMA | New | COMERICA INCcall | $7,264,000 | – | 100,000 | – | 2.12% | – |
| VOYA | New | VOYA FINL INC | $6,237,000 | – | 112,789 | – | 1.82% | – |
| USMV | New | ISHARES TRput | $6,173,000 | – | 100,000 | – | 1.80% | – |
| TD | New | TORONTO DOMINION BK ONTput | $5,845,000 | – | 100,000 | – | 1.71% | – |
| FDS | New | FACTSET RESH SYS INCput | $5,731,000 | – | 20,000 | – | 1.68% | – |
| New | CHESAPEAKE ENERGY CORP | $5,613,000 | – | 7,000,000 | – | 1.64% | – | |
| VOYA | New | VOYA FINL INCcall | $5,530,000 | – | 100,000 | – | 1.62% | – |
| AGNC | New | AGNC INVT CORP | $5,282,000 | – | 314,027 | – | 1.54% | – |
| USB | New | US BANCORP DELput | $5,240,000 | – | 100,000 | – | 1.53% | – |
| IYR | New | ISHARES TRput | $5,239,000 | – | 60,000 | – | 1.53% | – |
| HBAN | New | HUNTINGTON BANCSHARES INC | $4,757,000 | – | 344,212 | – | 1.39% | – |
| ETFC | New | E TRADE FINANCIAL CORPcall | $4,460,000 | – | 100,000 | – | 1.30% | – |
| DB | New | DEUTSCHE BANK | $3,895,000 | – | 505,214 | – | 1.14% | – |
| FITB | New | FIFTH THIRD BANCORP | $3,735,000 | – | 133,861 | – | 1.09% | – |
| BPOP | New | POPULAR INC | $3,555,000 | – | 65,544 | – | 1.04% | – |
| MKTX | New | MARKETAXESS HLDGS INCput | $3,214,000 | – | 10,000 | – | 0.94% | – |
| KEY | New | KEYCORP NEWcall | $3,195,000 | – | 180,000 | – | 0.93% | – |
| TWO | New | TWO HBRS INVT CORP | $3,174,000 | – | 250,550 | – | 0.93% | – |
| CG | New | CARLYLE GROUP L Pcall | $2,713,000 | – | 120,000 | – | 0.79% | – |
| LAZ | New | LAZARD LTD | $2,554,000 | – | 74,264 | – | 0.75% | – |
| BAC | New | BANK AMER CORP | $1,340,000 | – | 46,215 | – | 0.39% | – |
| OMF | New | ONEMAIN HLDGS INC | $931,000 | – | 27,548 | – | 0.27% | – |
| AMG | New | AFFILIATED MANAGERS GROUP INC | $894,000 | – | 9,700 | – | 0.26% | – |
| ETFC | New | E TRADE FINANCIAL CORP | $892,000 | – | 20,000 | – | 0.26% | – |
| WAL | New | WESTERN ALLIANCE BANCORP | $783,000 | – | 17,500 | – | 0.23% | – |
| COF | New | CAPITAL ONE FINL CORP | $763,000 | – | 8,411 | – | 0.22% | – |
| FCAU | New | FIAT CHRYSLER AUTOMOBILES N | $662,000 | – | 47,500 | – | 0.19% | – |
| ABCB | New | AMERIS BANCORP | $509,000 | – | 13,000 | – | 0.15% | – |
Q4 2018
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| BBD | Exit | BANCO BRADESCO S Asp adr pfd new | $0 | – | -132,750 | – | -0.14% | – |
| KEY | Exit | KEYCORP NEW | $0 | – | -52,150 | – | -0.16% | – |
| BKU | Exit | BANKUNITED INC | $0 | – | -35,350 | – | -0.19% | – |
| Exit | ENCORE CAP GROUP INCnote 2.875% 3/1 | $0 | – | -1,416,000 | – | -0.20% | – | |
| STL | Exit | STERLING BANCORP DEL | $0 | – | -70,950 | – | -0.23% | – |
| FHN | Exit | FIRST HORIZON NATL CORP | $0 | – | -124,076 | – | -0.32% | – |
| AMG | Exit | AFFILIATED MANAGERS GROUP | $0 | – | -17,800 | – | -0.36% | – |
| TSLA | Exit | TESLA INCput | $0 | – | -10,000 | – | -0.40% | – |
| AEL | Exit | AMERICAN EQTY INVT LIFE HLDput | $0 | – | -75,000 | – | -0.40% | – |
| ALLY | Exit | ALLY FINL INC | $0 | – | -121,893 | – | -0.48% | – |
| OZM | Exit | OCH ZIFF CAP MGMT GROUPcl a | $0 | – | -2,386,500 | – | -0.53% | – |
| ARES | Exit | ARES MGMT LP | $0 | – | -157,708 | – | -0.55% | – |
| BHF | Exit | BRIGHTHOUSE FINL INC | $0 | – | -86,462 | – | -0.57% | – |
| PACW | Exit | PACWEST BANCORP DEL | $0 | – | -115,207 | – | -0.82% | – |
| LAZ | Exit | LAZARD LTD | $0 | – | -115,400 | – | -0.83% | – |
| IYR | Exit | ISHARES TRput | $0 | – | -75,000 | – | -0.90% | – |
| BMO | Exit | BANK MONTREAL QUEput | $0 | – | -80,000 | – | -0.99% | – |
| IBN | Exit | ICICI BK LTDadr | $0 | – | -898,660 | – | -1.14% | – |
| WFC | Exit | WELLS FARGO CO NEWcall | $0 | – | -150,000 | – | -1.18% | – |
| Exit | CHESAPEAKE ENERGY CORPnote 5.500% 9/1 | $0 | – | -8,000,000 | – | -1.18% | – | |
| EQH | Exit | AXA EQUITABLE HLDGS INC | $0 | – | -398,860 | – | -1.28% | – |
| HBAN | Exit | HUNTINGTON BANCSHARES INC | $0 | – | -576,900 | – | -1.29% | – |
| JPM | Exit | JPMORGAN CHASE & COput | $0 | – | -80,000 | – | -1.35% | – |
| SBNY | Exit | SIGNATURE BK NEW YORK N Y | $0 | – | -81,741 | – | -1.40% | – |
| ISBC | Exit | INVESTORS BANCORP INC NEW | $0 | – | -786,243 | – | -1.44% | – |
| EEM | Exit | ISHARES TRcall | $0 | – | -275,000 | – | -1.76% | – |
| CFG | Exit | CITIZENS FINL GROUP INC | $0 | – | -306,654 | – | -1.77% | – |
| IVZ | Exit | INVESCO LTDcall | $0 | – | -550,000 | – | -1.88% | – |
| LM | Exit | LEGG MASON INC | $0 | – | -520,899 | – | -2.43% | – |
| KRE | Exit | SPDR SERIES TRUSTcall | $0 | – | -300,000 | – | -2.66% | – |
| ETFC | Exit | E TRADE FINANCIAL CORP | $0 | – | -346,948 | – | -2.72% | – |
| ATH | Exit | ATHENE HLDG LTDcl a | $0 | – | -358,345 | – | -2.76% | – |
| IVZ | Exit | INVESCO LTD | $0 | – | -1,007,944 | – | -3.44% | – |
| ETFC | Exit | E TRADE FINANCIAL CORPcall | $0 | – | -450,000 | – | -3.52% | – |
| LNC | Exit | LINCOLN NATL CORP IND | $0 | – | -352,749 | – | -3.56% | – |
| C | Exit | CITIGROUP INC | $0 | – | -341,419 | – | -3.66% | – |
| CMA | Exit | COMERICA INC | $0 | – | -290,139 | – | -3.91% | – |
| WFC | Exit | WELLS FARGO CO NEW | $0 | – | -498,383 | – | -3.91% | – |
| CG | Exit | CARLYLE GROUP L P | $0 | – | -1,166,618 | – | -3.93% | – |
| APO | Exit | APOLLO GLOBAL MGMT LLC | $0 | – | -940,955 | – | -4.86% | – |
| Exit | PENNYMAC CORPnote 5.375% 5/0 | $0 | – | -36,757,000 | – | -5.47% | – | |
| BX | Exit | BLACKSTONE GROUP L P | $0 | – | -1,091,151 | – | -6.21% | – |
| CMA | Exit | COMERICA INCcall | $0 | – | -500,000 | – | -6.74% | – |
| WFCPRL | Exit | WELLS FARGO CO NEW*w exp 10/28/201 | $0 | – | -41,566 | – | -8.01% | – |
| PRU | Exit | PRUDENTIAL FINL INC | $0 | – | -561,481 | – | -8.50% | – |
Q3 2018
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| PRU | Sell | PRUDENTIAL FINL INC | $56,889,000 | -16.7% | 561,481 | -23.1% | 8.50% | +22.3% |
| WFCPRL | Sell | WELLS FARGO CO NEW*w exp 10/28/201 | $53,657,000 | -27.0% | 41,566 | -28.8% | 8.01% | +7.2% |
| CMA | Buy | COMERICA INCcall | $45,100,000 | +62.2% | 500,000 | +7.9% | 6.74% | +138.0% |
| BX | Sell | BLACKSTONE GROUP L P | $41,551,000 | -41.8% | 1,091,151 | -50.8% | 6.21% | -14.6% |
| New | PENNYMAC CORPnote 5.375% 5/0 | $36,593,000 | – | 36,757,000 | – | 5.47% | – | |
| APO | New | APOLLO GLOBAL MGMT LLC | $32,510,000 | – | 940,955 | – | 4.86% | – |
| CG | Buy | CARLYLE GROUP L P | $26,307,000 | +8.9% | 1,166,618 | +2.9% | 3.93% | +59.8% |
| WFC | Sell | WELLS FARGO CO NEW | $26,195,000 | -35.4% | 498,383 | -31.9% | 3.91% | -5.2% |
| CMA | Sell | COMERICA INC | $26,171,000 | -23.4% | 290,139 | -22.8% | 3.91% | +12.5% |
| C | Sell | CITIGROUP INC | $24,493,000 | -1.1% | 341,419 | -7.8% | 3.66% | +45.2% |
| LNC | Sell | LINCOLN NATL CORP IND | $23,867,000 | -45.0% | 352,749 | -49.4% | 3.56% | -19.3% |
| ETFC | New | E TRADE FINANCIAL CORPcall | $23,576,000 | – | 450,000 | – | 3.52% | – |
| IVZ | Buy | INVESCO LTD | $23,062,000 | +11.7% | 1,007,944 | +29.6% | 3.44% | +64.0% |
| ATH | Sell | ATHENE HLDG LTDcl a | $18,512,000 | -5.3% | 358,345 | -19.6% | 2.76% | +39.1% |
| ETFC | New | E TRADE FINANCIAL CORP | $18,177,000 | – | 346,948 | – | 2.72% | – |
| KRE | Buy | SPDR SERIES TRUSTcall | $17,826,000 | +42.8% | 300,000 | +8.1% | 2.66% | +109.7% |
| LM | Buy | LEGG MASON INC | $16,268,000 | +16.7% | 520,899 | +29.8% | 2.43% | +71.2% |
| IVZ | Buy | INVESCO LTDcall | $12,584,000 | +47.3% | 550,000 | +18.8% | 1.88% | +116.3% |
| CFG | New | CITIZENS FINL GROUP INC | $11,828,000 | – | 306,654 | – | 1.77% | – |
| EEM | New | ISHARES TRcall | $11,803,000 | – | 275,000 | – | 1.76% | – |
| ISBC | Sell | INVESTORS BANCORP INC NEW | $9,647,000 | -40.1% | 786,243 | -37.5% | 1.44% | -12.0% |
| SBNY | Buy | SIGNATURE BK NEW YORK N Y | $9,387,000 | +183.4% | 81,741 | +215.6% | 1.40% | +316.0% |
| JPM | New | JPMORGAN CHASE & COput | $9,027,000 | – | 80,000 | – | 1.35% | – |
| HBAN | Sell | HUNTINGTON BANCSHARES INC | $8,607,000 | -56.8% | 576,900 | -57.2% | 1.29% | -36.5% |
| EQH | New | AXA EQUITABLE HLDGS INC | $8,556,000 | – | 398,860 | – | 1.28% | – |
| New | CHESAPEAKE ENERGY CORPnote 5.500% 9/1 | $7,908,000 | – | 8,000,000 | – | 1.18% | – | |
| WFC | Sell | WELLS FARGO CO NEWcall | $7,884,000 | +23.9% | 150,000 | -2.6% | 1.18% | +81.8% |
| IBN | Sell | ICICI BK LTDadr | $7,630,000 | -47.0% | 898,660 | -49.9% | 1.14% | -22.2% |
| BMO | New | BANK MONTREAL QUEput | $6,604,000 | – | 80,000 | – | 0.99% | – |
| IYR | New | ISHARES TRput | $6,002,000 | – | 75,000 | – | 0.90% | – |
| LAZ | New | LAZARD LTD | $5,554,000 | – | 115,400 | – | 0.83% | – |
| PACW | Sell | PACWEST BANCORP DEL | $5,490,000 | -23.8% | 115,207 | -20.9% | 0.82% | +11.9% |
| BHF | Sell | BRIGHTHOUSE FINL INC | $3,825,000 | -62.5% | 86,462 | -66.1% | 0.57% | -45.0% |
| ARES | Sell | ARES MGMT LP | $3,659,000 | -8.3% | 157,708 | -18.2% | 0.55% | +34.7% |
| OZM | Sell | OCH ZIFF CAP MGMT GROUPcl a | $3,532,000 | -49.4% | 2,386,500 | -34.0% | 0.53% | -25.6% |
| ALLY | New | ALLY FINL INC | $3,224,000 | – | 121,893 | – | 0.48% | – |
| AEL | New | AMERICAN EQTY INVT LIFE HLDput | $2,652,000 | – | 75,000 | – | 0.40% | – |
| TSLA | New | TESLA INCput | $2,648,000 | – | 10,000 | – | 0.40% | – |
| AMG | New | AFFILIATED MANAGERS GROUP | $2,434,000 | – | 17,800 | – | 0.36% | – |
| FHN | Sell | FIRST HORIZON NATL CORP | $2,142,000 | -29.2% | 124,076 | -26.8% | 0.32% | +3.9% |
| STL | New | STERLING BANCORP DEL | $1,561,000 | – | 70,950 | – | 0.23% | – |
| New | ENCORE CAP GROUP INCnote 2.875% 3/1 | $1,333,000 | – | 1,416,000 | – | 0.20% | – | |
| BKU | New | BANKUNITED INC | $1,251,000 | – | 35,350 | – | 0.19% | – |
| KEY | Sell | KEYCORP NEW | $1,037,000 | -88.6% | 52,150 | -88.8% | 0.16% | -83.3% |
| BBD | New | BANCO BRADESCO S Asp adr pfd new | $940,000 | – | 132,750 | – | 0.14% | – |
| YPF | Exit | YPF SOCIEDAD ANONIMAspon adr cl d | $0 | – | -163,000 | – | -0.22% | – |
| IBKC | Exit | IBERIABANK CORP | $0 | – | -43,800 | – | -0.34% | – |
| GS | Exit | GOLDMAN SACHS GROUP INCcall | $0 | – | -27,000 | – | -0.41% | – |
| ATH | Exit | ATHENE HLDG LTDcall | $0 | – | -155,000 | – | -0.47% | – |
| ETFC | Exit | E TRADE FINANCIAL CORPput | $0 | – | -100,000 | – | -0.62% | – |
| SQ | Exit | SQUARE INCput | $0 | – | -46,000 | – | -0.64% | – |
| FBP | Exit | FIRST BANCORP P R | $0 | – | -826,316 | – | -0.64% | – |
| BX | Exit | BLACKSTONE GROUP L Pcall | $0 | – | -304,400 | – | -0.66% | – |
| BKU | Exit | BANKUNITED INCcall | $0 | – | -231,000 | – | -0.67% | – |
| BHF | Exit | BRIGHTHOUSE FINL INCcall | $0 | – | -231,500 | – | -0.70% | – |
| C | Exit | CITIGROUP INCcall | $0 | – | -154,000 | – | -0.72% | – |
| MET | Exit | METLIFE INC | $0 | – | -204,385 | – | -0.91% | – |
| FITB | Exit | FIFTH THIRD BANCORP | $0 | – | -315,035 | – | -0.92% | – |
| DFS | Exit | DISCOVER FINL SVCS | $0 | – | -140,189 | – | -1.00% | – |
| COF | Exit | CAPITAL ONE FINL CORP | $0 | – | -108,137 | – | -1.01% | – |
| MTG | Exit | MGIC INVT CORP WIS | $0 | – | -1,167,247 | – | -1.27% | – |
| VOYA | Exit | VOYA FINL INCcall | $0 | – | -435,100 | – | -1.38% | – |
| PRU | Exit | PRUDENTIAL FINL INCcall | $0 | – | -231,300 | – | -1.47% | – |
| VOYA | Exit | VOYA FINL INC | $0 | – | -479,040 | – | -2.29% | – |
| PFG | Exit | PRINCIPAL FINL GROUP INC | $0 | – | -464,158 | – | -2.50% | – |
| AMP | Exit | AMERIPRISE FINL INC | $0 | – | -200,150 | – | -2.85% | – |
| EWZ | Exit | ISHARES INCput | $0 | – | -975,000 | – | -3.18% | – |
| IWM | Exit | ISHARES TRput | $0 | – | 0 | – | -3.93% | – |
| EEM | Exit | ISHARES TRput | $0 | – | -1,911,000 | – | -11.80% | – |
Q2 2018
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| EEM | New | ISHARES TRput | $116,009,000 | – | 1,911,000 | – | 11.80% | – |
| WFCPRL | New | WELLS FARGO CO NEW*w exp 10/28/201 | $73,463,000 | – | 58,350 | – | 7.48% | – |
| BX | New | BLACKSTONE GROUP L P | $71,419,000 | – | 2,220,037 | – | 7.27% | – |
| PRU | New | PRUDENTIAL FINL INC | $68,265,000 | – | 730,030 | – | 6.95% | – |
| LNC | New | LINCOLN NATL CORP IND | $43,413,000 | – | 697,393 | – | 4.42% | – |
| WFC | New | WELLS FARGO CO NEW | $40,551,000 | – | 731,431 | – | 4.13% | – |
| IWM | New | ISHARES TRput | $38,591,000 | – | 0 | – | 3.93% | – |
| CMA | New | COMERICA INC | $34,149,000 | – | 375,590 | – | 3.48% | – |
| EWZ | New | ISHARES INCput | $31,249,000 | – | 975,000 | – | 3.18% | – |
| AMP | New | AMERIPRISE FINL INC | $27,997,000 | – | 200,150 | – | 2.85% | – |
| CMA | New | COMERICA INCcall | $27,810,000 | – | 463,500 | – | 2.83% | – |
| C | New | CITIGROUP INC | $24,768,000 | – | 370,109 | – | 2.52% | – |
| PFG | New | PRINCIPAL FINL GROUP INC | $24,577,000 | – | 464,158 | – | 2.50% | – |
| CG | New | CARLYLE GROUP L P | $24,154,000 | – | 1,133,997 | – | 2.46% | – |
| VOYA | New | VOYA FINL INC | $22,515,000 | – | 479,040 | – | 2.29% | – |
| IVZ | New | INVESCO LTD | $20,653,000 | – | 777,597 | – | 2.10% | – |
| HBAN | New | HUNTINGTON BANCSHARES INC | $19,907,000 | – | 1,348,728 | – | 2.02% | – |
| ATH | New | ATHENE HLDG LTDcl a | $19,542,000 | – | 445,756 | – | 1.99% | – |
| ISBC | New | INVESTORS BANCORP INC NEW | $16,100,000 | – | 1,258,797 | – | 1.64% | – |
| PRU | New | PRUDENTIAL FINL INCcall | $14,439,000 | – | 231,300 | – | 1.47% | – |
| IBN | New | ICICI BK LTDadr | $14,403,000 | – | 1,793,659 | – | 1.46% | – |
| LM | New | LEGG MASON INC | $13,942,000 | – | 401,447 | – | 1.42% | – |
| VOYA | New | VOYA FINL INCcall | $13,520,000 | – | 435,100 | – | 1.38% | – |
| MTG | New | MGIC INVT CORP WIS | $12,513,000 | – | 1,167,247 | – | 1.27% | – |
| KRE | New | SPDR SERIES TRUSTcall | $12,485,000 | – | 277,500 | – | 1.27% | – |
| BHF | New | BRIGHTHOUSE FINL INC | $10,205,000 | – | 254,688 | – | 1.04% | – |
| COF | New | CAPITAL ONE FINL CORP | $9,938,000 | – | 108,137 | – | 1.01% | – |
| DFS | New | DISCOVER FINL SVCS | $9,871,000 | – | 140,189 | – | 1.00% | – |
| KEY | New | KEYCORP NEW | $9,128,000 | – | 467,150 | – | 0.93% | – |
| FITB | New | FIFTH THIRD BANCORP | $9,042,000 | – | 315,035 | – | 0.92% | – |
| MET | New | METLIFE INC | $8,911,000 | – | 204,385 | – | 0.91% | – |
| IVZ | New | INVESCO LTDcall | $8,545,000 | – | 463,000 | – | 0.87% | – |
| PACW | New | PACWEST BANCORP DEL | $7,201,000 | – | 145,707 | – | 0.73% | – |
| C | New | CITIGROUP INCcall | $7,027,000 | – | 154,000 | – | 0.72% | – |
| OZM | New | OCH ZIFF CAP MGMT GROUPcl a | $6,982,000 | – | 3,617,507 | – | 0.71% | – |
| BHF | New | BRIGHTHOUSE FINL INCcall | $6,832,000 | – | 231,500 | – | 0.70% | – |
| BKU | New | BANKUNITED INCcall | $6,608,000 | – | 231,000 | – | 0.67% | – |
| BX | New | BLACKSTONE GROUP L Pcall | $6,537,000 | – | 304,400 | – | 0.66% | – |
| WFC | New | WELLS FARGO CO NEWcall | $6,364,000 | – | 154,000 | – | 0.65% | – |
| FBP | New | FIRST BANCORP P R | $6,321,000 | – | 826,316 | – | 0.64% | – |
| SQ | New | SQUARE INCput | $6,248,000 | – | 46,000 | – | 0.64% | – |
| ETFC | New | E TRADE FINANCIAL CORPput | $6,116,000 | – | 100,000 | – | 0.62% | – |
| ATH | New | ATHENE HLDG LTDcall | $4,630,000 | – | 155,000 | – | 0.47% | – |
| GS | New | GOLDMAN SACHS GROUP INCcall | $4,043,000 | – | 27,000 | – | 0.41% | – |
| ARES | New | ARES MGMT LP | $3,990,000 | – | 192,750 | – | 0.41% | – |
| IBKC | New | IBERIABANK CORP | $3,320,000 | – | 43,800 | – | 0.34% | – |
| SBNY | New | SIGNATURE BK NEW YORK N Y | $3,312,000 | – | 25,900 | – | 0.34% | – |
| FHN | New | FIRST HORIZON NATL CORP | $3,026,000 | – | 169,609 | – | 0.31% | – |
| YPF | New | YPF SOCIEDAD ANONIMAspon adr cl d | $2,214,000 | – | 163,000 | – | 0.22% | – |
Q4 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| COTY | Exit | COTY INC | $0 | – | -30,000 | – | -0.07% | – |
| GS | Exit | GOLDMAN SACHS GROUP INCcall | $0 | – | -2,500 | – | -0.08% | – |
| ANSS | Exit | ANSYS INC | $0 | – | -5,000 | – | -0.08% | – |
| OZM | Exit | OCH ZIFF CAP MGMT GROUPcl a | $0 | – | -200,000 | – | -0.09% | – |
| SEE | Exit | SEALED AIR CORP NEW | $0 | – | -28,869 | – | -0.17% | – |
| UTX | Exit | UNITED TECHNOLOGIES CORP | $0 | – | -15,900 | – | -0.25% | – |
| LMT | Exit | LOCKHEED MARTIN CORP | $0 | – | -6,150 | – | -0.26% | – |
| GD | Exit | GENERAL DYNAMICS CORP | $0 | – | -9,300 | – | -0.26% | – |
| RTN | Exit | RAYTHEON CO | $0 | – | -10,300 | – | -0.26% | – |
| NOC | Exit | NORTHROP GRUMMAN CORP | $0 | – | -6,750 | – | -0.26% | – |
| PRU | Exit | PRUDENTIAL FINL INC | $0 | – | -19,950 | – | -0.29% | – |
| FNB | Exit | FNB CORP PA | $0 | – | -166,050 | – | -0.32% | – |
| BA | Exit | BOEING CO | $0 | – | -11,000 | – | -0.38% | – |
| MAC | Exit | MACERICH CO | $0 | – | -58,182 | – | -0.44% | – |
| BKU | Exit | BANKUNITED INC | $0 | – | -90,801 | – | -0.44% | – |
| XL | Exit | XL GROUP LTDput | $0 | – | -100,000 | – | -0.54% | – |
| AGNC | Exit | AGNC INVT CORPput | $0 | – | -200,000 | – | -0.59% | – |
| ETFC | Exit | E TRADE FINANCIAL CORPcall | $0 | – | -115,000 | – | -0.68% | – |
| SPG | Exit | SIMON PPTY GROUP INC NEW | $0 | – | -34,000 | – | -0.75% | – |
| Exit | ENCORE CAP GROUP INCnote 2.875% 3/1 | $0 | – | -5,526,000 | – | -0.75% | – | |
| RY | Exit | ROYAL BK CDA MONTREAL QUEput | $0 | – | -80,000 | – | -0.84% | – |
| C | Exit | CITIGROUP INCcall | $0 | – | -90,000 | – | -0.89% | – |
| SC | Exit | SANTANDER CONSUMER USA HDG I | $0 | – | -446,101 | – | -0.94% | – |
| BAC | Exit | BANK AMER CORPcall | $0 | – | -285,600 | – | -0.99% | – |
| KRE | Exit | SPDR SERIES TRUSTs&p regl bkg | $0 | – | -133,127 | – | -1.03% | – |
| KBE | Exit | SPDR SERIES TRUSTs&p bk etf | $0 | – | -167,592 | – | -1.03% | – |
| USB | Exit | US BANCORP DEL | $0 | – | -145,456 | – | -1.06% | – |
| FITB | Exit | FIFTH THIRD BANCORP | $0 | – | -286,850 | – | -1.10% | – |
| SBNY | Exit | SIGNATURE BK NEW YORK N Y | $0 | – | -65,450 | – | -1.14% | – |
| JPM | Exit | JPMORGAN CHASE & COcall | $0 | – | -90,500 | – | -1.18% | – |
| JPM | Exit | JPMORGAN CHASE & CO | $0 | – | -93,337 | – | -1.22% | – |
| PYPL | Exit | PAYPAL HLDGS INCput | $0 | – | -150,000 | – | -1.31% | – |
| C | Exit | CITIGROUP INC | $0 | – | -137,875 | – | -1.37% | – |
| DFS | Exit | DISCOVER FINL SVCScall | $0 | – | -180,000 | – | -1.58% | – |
| MET | Exit | METLIFE INC | $0 | – | -247,490 | – | -1.75% | – |
| RF | Exit | REGIONS FINL CORP NEW | $0 | – | -920,477 | – | -1.91% | – |
| COF | Exit | CAPITAL ONE FINL CORP | $0 | – | -172,863 | – | -2.00% | – |
| BRKB | Exit | BERKSHIRE HATHAWAY INC DELput | $0 | – | -80,000 | – | -2.00% | – |
| SCHW | Exit | SCHWAB CHARLES CORP NEW | $0 | – | -340,450 | – | -2.03% | – |
| ETFC | Exit | E TRADE FINANCIAL CORP | $0 | – | -371,563 | – | -2.21% | – |
| AXP | Exit | AMERICAN EXPRESS COput | $0 | – | -180,000 | – | -2.22% | – |
| Exit | DEUTSCHE BANK A Gnote 7.500%12/3 | $0 | – | -16,200,000 | – | -2.33% | – | |
| KKR | Exit | KKR & CO L P DEL | $0 | – | -917,481 | – | -2.54% | – |
| KEY | Exit | KEYCORP NEW | $0 | – | -1,068,269 | – | -2.74% | – |
| WFCPRL | Exit | WELLS FARGO CO NEW*w exp 10/28/201 | $0 | – | -15,300 | – | -2.74% | – |
| CFG | Exit | CITIZENS FINL GROUP INC | $0 | – | -590,603 | – | -3.05% | – |
| HBAN | Exit | HUNTINGTON BANCSHARES INC | $0 | – | -1,640,275 | – | -3.12% | – |
| BX | Exit | BLACKSTONE GROUP L P | $0 | – | -877,427 | – | -4.00% | – |
| DFS | Exit | DISCOVER FINL SVCS | $0 | – | -470,936 | – | -4.14% | – |
| EEM | Exit | ISHARES TRput | $0 | – | -690,000 | – | -4.22% | – |
| VOYA | Exit | VOYA FINL INC | $0 | – | -776,254 | – | -4.22% | – |
| WFC | Exit | WELLS FARGO CO NEW | $0 | – | -582,560 | – | -4.38% | – |
| BAC | Exit | BANK AMER CORP | $0 | – | -1,449,682 | – | -5.01% | – |
| QQQ | Exit | POWERSHARES QQQ TRUSTput | $0 | – | -300,000 | – | -5.95% | – |
| IWM | Exit | ISHARES TRput | $0 | – | -730,000 | – | -14.76% | – |
Q3 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| IWM | New | ISHARES TRput | $108,171,000 | – | 730,000 | – | 14.76% | – |
| QQQ | Sell | POWERSHARES QQQ TRUSTput | $43,635,000 | -34.5% | 300,000 | -38.0% | 5.95% | -12.4% |
| BAC | Buy | BANK AMER CORP | $36,735,000 | +66.6% | 1,449,682 | +59.5% | 5.01% | +122.8% |
| WFC | Sell | WELLS FARGO CO NEW | $32,128,000 | -17.6% | 582,560 | -17.2% | 4.38% | +10.2% |
| VOYA | Buy | VOYA FINL INC | $30,965,000 | +34.3% | 776,254 | +24.2% | 4.22% | +79.6% |
| EEM | New | ISHARES TRput | $30,919,000 | – | 690,000 | – | 4.22% | – |
| DFS | Sell | DISCOVER FINL SVCS | $30,366,000 | +0.7% | 470,936 | -2.9% | 4.14% | +34.6% |
| BX | Buy | BLACKSTONE GROUP L P | $29,280,000 | +27.0% | 877,427 | +26.9% | 4.00% | +69.9% |
| HBAN | Buy | HUNTINGTON BANCSHARES INC | $22,898,000 | +43.8% | 1,640,275 | +39.2% | 3.12% | +92.2% |
| CFG | New | CITIZENS FINL GROUP INC | $22,366,000 | – | 590,603 | – | 3.05% | – |
| KEY | New | KEYCORP NEW | $20,105,000 | – | 1,068,269 | – | 2.74% | – |
| KKR | Buy | KKR & CO L P DEL | $18,652,000 | +674.6% | 917,481 | +608.8% | 2.54% | +934.6% |
| Buy | DEUTSCHE BANK A Gnote 7.500%12/3 | $17,079,000 | +25.7% | 16,200,000 | +22.7% | 2.33% | +68.0% | |
| AXP | New | AMERICAN EXPRESS COput | $16,283,000 | – | 180,000 | – | 2.22% | – |
| ETFC | Sell | E TRADE FINANCIAL CORP | $16,204,000 | -20.8% | 371,563 | -30.9% | 2.21% | +5.9% |
| SCHW | New | SCHWAB CHARLES CORP NEW | $14,891,000 | – | 340,450 | – | 2.03% | – |
| BRKB | New | BERKSHIRE HATHAWAY INC DELput | $14,666,000 | – | 80,000 | – | 2.00% | – |
| COF | Buy | CAPITAL ONE FINL CORP | $14,635,000 | +160.3% | 172,863 | +154.0% | 2.00% | +247.9% |
| RF | Buy | REGIONS FINL CORP NEW | $14,019,000 | +150.2% | 920,477 | +140.6% | 1.91% | +234.4% |
| MET | Buy | METLIFE INC | $12,857,000 | +150.2% | 247,490 | +164.6% | 1.75% | +234.7% |
| DFS | Buy | DISCOVER FINL SVCScall | $11,606,000 | +86.6% | 180,000 | +80.0% | 1.58% | +149.3% |
| C | Sell | CITIGROUP INC | $10,029,000 | -65.9% | 137,875 | -68.7% | 1.37% | -54.4% |
| PYPL | New | PAYPAL HLDGS INCput | $9,604,000 | – | 150,000 | – | 1.31% | – |
| JPM | Sell | JPMORGAN CHASE & CO | $8,915,000 | -28.0% | 93,337 | -31.1% | 1.22% | -3.8% |
| JPM | Buy | JPMORGAN CHASE & COcall | $8,644,000 | +361.3% | 90,500 | +341.5% | 1.18% | +517.3% |
| SBNY | New | SIGNATURE BK NEW YORK N Y | $8,380,000 | – | 65,450 | – | 1.14% | – |
| FITB | Sell | FIFTH THIRD BANCORP | $8,026,000 | -49.2% | 286,850 | -52.9% | 1.10% | -32.1% |
| USB | New | US BANCORP DEL | $7,795,000 | – | 145,456 | – | 1.06% | – |
| KRE | Buy | SPDR SERIES TRUSTs&p regl bkg | $7,556,000 | +64.6% | 133,127 | +59.3% | 1.03% | +120.3% |
| KBE | New | SPDR SERIES TRUSTs&p bk etf | $7,557,000 | – | 167,592 | – | 1.03% | – |
| BAC | Sell | BANK AMER CORPcall | $7,237,000 | +3.4% | 285,600 | -1.0% | 0.99% | +38.2% |
| SC | Sell | SANTANDER CONSUMER USA HDG I | $6,857,000 | -20.6% | 446,101 | -34.1% | 0.94% | +6.1% |
| C | New | CITIGROUP INCcall | $6,547,000 | – | 90,000 | – | 0.89% | – |
| RY | Sell | ROYAL BK CDA MONTREAL QUEput | $6,194,000 | +1.8% | 80,000 | -4.8% | 0.84% | +36.1% |
| Sell | ENCORE CAP GROUP INCnote 2.875% 3/1 | $5,487,000 | -39.4% | 5,526,000 | -42.0% | 0.75% | -18.9% | |
| SPG | New | SIMON PPTY GROUP INC NEW | $5,474,000 | – | 34,000 | – | 0.75% | – |
| ETFC | New | E TRADE FINANCIAL CORPcall | $5,015,000 | – | 115,000 | – | 0.68% | – |
| AGNC | New | AGNC INVT CORPput | $4,336,000 | – | 200,000 | – | 0.59% | – |
| XL | New | XL GROUP LTDput | $3,945,000 | – | 100,000 | – | 0.54% | – |
| BKU | New | BANKUNITED INC | $3,230,000 | – | 90,801 | – | 0.44% | – |
| MAC | Sell | MACERICH CO | $3,198,000 | -18.9% | 58,182 | -14.4% | 0.44% | +8.2% |
| BA | New | BOEING CO | $2,796,000 | – | 11,000 | – | 0.38% | – |
| FNB | Buy | FNB CORP PA | $2,330,000 | +2.3% | 166,050 | +3.2% | 0.32% | +37.1% |
| PRU | New | PRUDENTIAL FINL INC | $2,121,000 | – | 19,950 | – | 0.29% | – |
| NOC | New | NORTHROP GRUMMAN CORP | $1,942,000 | – | 6,750 | – | 0.26% | – |
| RTN | New | RAYTHEON CO | $1,922,000 | – | 10,300 | – | 0.26% | – |
| GD | New | GENERAL DYNAMICS CORP | $1,912,000 | – | 9,300 | – | 0.26% | – |
| LMT | New | LOCKHEED MARTIN CORP | $1,908,000 | – | 6,150 | – | 0.26% | – |
| UTX | New | UNITED TECHNOLOGIES CORP | $1,846,000 | – | 15,900 | – | 0.25% | – |
| SEE | New | SEALED AIR CORP NEW | $1,233,000 | – | 28,869 | – | 0.17% | – |
| OZM | Sell | OCH ZIFF CAP MGMT GROUPcl a | $644,000 | -36.4% | 200,000 | -49.5% | 0.09% | -14.6% |
| ANSS | New | ANSYS INC | $614,000 | – | 5,000 | – | 0.08% | – |
| GS | Sell | GOLDMAN SACHS GROUP INCcall | $593,000 | -56.2% | 2,500 | -59.0% | 0.08% | -41.3% |
| COTY | New | COTY INC | $496,000 | – | 30,000 | – | 0.07% | – |
| TSLA | Exit | TESLA INCput | $0 | – | -5,000 | – | -0.18% | – |
| Exit | ING GROEP N Vdbcv 6.000%12/3 | $0 | – | -2,250,000 | – | -0.24% | – | |
| GS | Exit | GOLDMAN SACHS GROUP INC | $0 | – | -10,650 | – | -0.24% | – |
| BX | Exit | BLACKSTONE GROUP L Pcall | $0 | – | -75,000 | – | -0.26% | – |
| NLY | Exit | ANNALY CAP MGMT INCput | $0 | – | -250,000 | – | -0.31% | – |
| LNC | Exit | LINCOLN NATL CORP IND | $0 | – | -56,500 | – | -0.39% | – |
| LAZ | Exit | LAZARD LTD | $0 | – | -84,050 | – | -0.40% | – |
| Exit | BNP PARIBASdebt 12/3 | $0 | – | -5,000,000 | – | -0.54% | – | |
| CG | Exit | CARLYLE GROUP L P | $0 | – | -275,247 | – | -0.56% | – |
| ELLI | Exit | ELLIE MAE INCput | $0 | – | -50,000 | – | -0.56% | – |
| KIM | Exit | KIMCO RLTY CORP | $0 | – | -336,075 | – | -0.63% | – |
| BRX | Exit | BRIXMOR PPTY GROUP INC | $0 | – | -381,540 | – | -0.70% | – |
| RBSPRSCL | Exit | ROYAL BK SCOTLAND GROUP PLCsp adr pref s | $0 | – | -296,016 | – | -0.78% | – |
| MTG | Exit | MGIC INVT CORP WIS | $0 | – | -691,200 | – | -0.79% | – |
| Exit | HSBC HLDGS PLCdbcv 6.375%12/3 | $0 | – | -8,600,000 | – | -0.92% | – | |
| Exit | SOCIETE GENERALEdebt 8.250%12/3 | $0 | – | -9,490,000 | – | -1.03% | – | |
| BBT | Exit | BB&T CORP | $0 | – | -223,889 | – | -1.04% | – |
| XLF | Exit | SELECT SECTOR SPDR TRput | $0 | – | -500,000 | – | -1.26% | – |
| Exit | BARCLAYS PLCnote 6.625%12/3 | $0 | – | -15,045,000 | – | -1.57% | – | |
| Exit | PENNYMAC CORPnote 5.375% 5/0 | $0 | – | -26,997,000 | – | -2.74% | – | |
| EWY | Exit | ISHARESput | $0 | – | -400,000 | – | -2.77% | – |
| IYR | Exit | ISHARES TRput | $0 | – | -340,000 | – | -2.77% | – |
| Exit | ING GROEP N Vdbcv 6.500%12/3 | $0 | – | -27,300,000 | – | -2.93% | – | |
| Exit | ROYAL BK OF SCOTLAND PLCnote 8.000%12/3 | $0 | – | -34,200,000 | – | -3.80% | – | |
| Exit | ROYAL BK OF SCOTLAND PLCdebt 7.500%12/3 | $0 | – | -46,800,000 | – | -4.94% | – | |
| Exit | HSBC HLDGS PLCnote 6.000%12/3 | $0 | – | -59,500,000 | – | -6.28% | – | |
| Exit | HSBC HLDGS PLCnote 6.875%12/3 | $0 | – | -59,000,000 | – | -6.53% | – | |
| Exit | ROYAL BK SCOTLAND GROUP PLCnote 8.625%12/3 | $0 | – | -124,150,000 | – | -13.81% | – |
Q2 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| New | ROYAL BK SCOTLAND GROUP PLCnote 8.625%12/3 | $135,369,000 | – | 124,150,000 | – | 13.81% | – | |
| QQQ | New | POWERSHARES QQQ TRUSTput | $66,618,000 | – | 484,000 | – | 6.80% | – |
| New | HSBC HLDGS PLCnote 6.875%12/3 | $63,952,000 | – | 59,000,000 | – | 6.53% | – | |
| New | HSBC HLDGS PLCnote 6.000%12/3 | $61,563,000 | – | 59,500,000 | – | 6.28% | – | |
| New | ROYAL BK OF SCOTLAND PLCdebt 7.500%12/3 | $48,397,000 | – | 46,800,000 | – | 4.94% | – | |
| WFC | New | WELLS FARGO CO NEW | $38,970,000 | – | 703,310 | – | 3.98% | – |
| New | ROYAL BK OF SCOTLAND PLCnote 8.000%12/3 | $37,214,000 | – | 34,200,000 | – | 3.80% | – | |
| DFS | New | DISCOVER FINL SVCS | $30,168,000 | – | 485,100 | – | 3.08% | – |
| C | New | CITIGROUP INC | $29,432,000 | – | 440,079 | – | 3.00% | – |
| New | ING GROEP N Vdbcv 6.500%12/3 | $28,739,000 | – | 27,300,000 | – | 2.93% | – | |
| EWY | New | ISHARESput | $27,124,000 | – | 400,000 | – | 2.77% | – |
| IYR | New | ISHARES TRput | $27,122,000 | – | 340,000 | – | 2.77% | – |
| New | PENNYMAC CORPnote 5.375% 5/0 | $26,809,000 | – | 26,997,000 | – | 2.74% | – | |
| VOYA | New | VOYA FINL INC | $23,060,000 | – | 625,125 | – | 2.35% | – |
| BX | New | BLACKSTONE GROUP L P | $23,052,000 | – | 691,200 | – | 2.35% | – |
| BAC | New | BANK AMER CORP | $22,047,000 | – | 908,788 | – | 2.25% | – |
| ETFC | New | E TRADE FINANCIAL CORP | $20,454,000 | – | 537,845 | – | 2.09% | – |
| WFCPRL | New | WELLS FARGO CO NEW*w exp 10/28/201 | $20,060,000 | – | 15,300 | – | 2.05% | – |
| HBAN | New | HUNTINGTON BANCSHARES INC | $15,929,000 | – | 1,178,217 | – | 1.62% | – |
| FITB | New | FIFTH THIRD BANCORP | $15,812,000 | – | 609,101 | – | 1.61% | – |
| New | BARCLAYS PLCnote 6.625%12/3 | $15,366,000 | – | 15,045,000 | – | 1.57% | – | |
| New | DEUTSCHE BANK A Gnote 7.500%12/3 | $13,592,000 | – | 13,200,000 | – | 1.39% | – | |
| JPM | New | JPMORGAN CHASE & CO | $12,389,000 | – | 135,550 | – | 1.26% | – |
| XLF | New | SELECT SECTOR SPDR TRput | $12,335,000 | – | 500,000 | – | 1.26% | – |
| BBT | New | BB&T CORP | $10,167,000 | – | 223,889 | – | 1.04% | – |
| New | SOCIETE GENERALEdebt 8.250%12/3 | $10,092,000 | – | 9,490,000 | – | 1.03% | – | |
| New | ENCORE CAP GROUP INCnote 2.875% 3/1 | $9,052,000 | – | 9,526,000 | – | 0.92% | – | |
| New | HSBC HLDGS PLCdbcv 6.375%12/3 | $9,021,000 | – | 8,600,000 | – | 0.92% | – | |
| SC | New | SANTANDER CONSUMER USA HDG I | $8,639,000 | – | 677,046 | – | 0.88% | – |
| MTG | New | MGIC INVT CORP WIS | $7,741,000 | – | 691,200 | – | 0.79% | – |
| RBSPRSCL | New | ROYAL BK SCOTLAND GROUP PLCsp adr pref s | $7,664,000 | – | 296,016 | – | 0.78% | – |
| BAC | New | BANK AMER CORPcall | $7,001,000 | – | 288,600 | – | 0.71% | – |
| BRX | New | BRIXMOR PPTY GROUP INC | $6,822,000 | – | 381,540 | – | 0.70% | – |
| DFS | New | DISCOVER FINL SVCScall | $6,219,000 | – | 100,000 | – | 0.64% | – |
| KIM | New | KIMCO RLTY CORP | $6,167,000 | – | 336,075 | – | 0.63% | – |
| RY | New | ROYAL BK CDA MONTREAL QUEput | $6,085,000 | – | 84,000 | – | 0.62% | – |
| COF | New | CAPITAL ONE FINL CORP | $5,622,000 | – | 68,050 | – | 0.57% | – |
| RF | New | REGIONS FINL CORP NEW | $5,602,000 | – | 382,650 | – | 0.57% | – |
| ELLI | New | ELLIE MAE INCput | $5,496,000 | – | 50,000 | – | 0.56% | – |
| CG | New | CARLYLE GROUP L P | $5,436,000 | – | 275,247 | – | 0.56% | – |
| New | BNP PARIBASdebt 12/3 | $5,312,000 | – | 5,000,000 | – | 0.54% | – | |
| MET | New | METLIFE INC | $5,139,000 | – | 93,530 | – | 0.52% | – |
| KRE | New | SPDR SERIES TRUSTs&p regl bkg | $4,591,000 | – | 83,550 | – | 0.47% | – |
| MAC | New | MACERICH CO | $3,945,000 | – | 67,950 | – | 0.40% | – |
| LAZ | New | LAZARD LTD | $3,894,000 | – | 84,050 | – | 0.40% | – |
| LNC | New | LINCOLN NATL CORP IND | $3,818,000 | – | 56,500 | – | 0.39% | – |
| NLY | New | ANNALY CAP MGMT INCput | $3,013,000 | – | 250,000 | – | 0.31% | – |
| BX | New | BLACKSTONE GROUP L Pcall | $2,501,000 | – | 75,000 | – | 0.26% | – |
| KKR | New | KKR & CO L P DEL | $2,408,000 | – | 129,450 | – | 0.25% | – |
| GS | New | GOLDMAN SACHS GROUP INC | $2,363,000 | – | 10,650 | – | 0.24% | – |
| New | ING GROEP N Vdbcv 6.000%12/3 | $2,308,000 | – | 2,250,000 | – | 0.24% | – | |
| FNB | New | FNB CORP PA | $2,278,000 | – | 160,900 | – | 0.23% | – |
| JPM | New | JPMORGAN CHASE & COcall | $1,874,000 | – | 20,500 | – | 0.19% | – |
| TSLA | New | TESLA INCput | $1,808,000 | – | 5,000 | – | 0.18% | – |
| GS | New | GOLDMAN SACHS GROUP INCcall | $1,354,000 | – | 6,100 | – | 0.14% | – |
| OZM | New | OCH ZIFF CAP MGMT GROUPcl a | $1,013,000 | – | 395,700 | – | 0.10% | – |