Key Colony Management as of Dec. 31, 2012
Portfolio Holdings for Key Colony Management
Key Colony Management holds 26 positions in its portfolio as reported in the December 2012 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Valero Energy Corporation (VLO) | 15.3 | $21M | 600k | 34.12 | |
| JPMorgan Chase & Co. (JPM) | 13.1 | $18M | 400k | 43.97 | |
| PennyMac Mortgage Investment Trust (PMT) | 9.2 | $12M | 490k | 25.29 | |
| Home BancShares (HOMB) | 8.8 | $12M | 357k | 33.02 | |
| MetLife (MET) | 8.6 | $12M | 350k | 32.94 | |
| Newcastle Investment | 7.6 | $10M | 1.2M | 8.68 | |
| Radian (RDN) | 5.5 | $7.4M | 1.2M | 6.11 | |
| SLM Corporation (SLM) | 4.1 | $5.5M | 320k | 17.13 | |
| Proshares Ultrashort 20+y Tr etf (TBT) | 3.8 | $5.1M | 80k | 63.45 | |
| Ellington Financial | 3.0 | $4.1M | 182k | 22.46 | |
| Walter Investment Management | 2.5 | $3.4M | 78k | 43.03 | |
| Direxion Shs Etf Tr Daily 20+ | 2.5 | $3.3M | 61k | 54.25 | |
| Ocwen Financial Corporation | 2.5 | $3.3M | 95k | 34.59 | |
| Arlington Asset Investment | 2.1 | $2.8M | 133k | 20.77 | |
| Calpine Corporation | 1.9 | $2.5M | 140k | 18.13 | |
| Dfc Global | 1.8 | $2.5M | 133k | 18.52 | |
| MELA Sciences | 1.7 | $2.3M | 1.3M | 1.79 | |
| Genworth Financial (GNW) | 1.3 | $1.8M | 235k | 7.51 | |
| MGIC Investment (MTG) | 1.1 | $1.5M | 579k | 2.66 | |
| Pbf Energy Inc cl a (PBF) | 0.9 | $1.2M | 40k | 29.05 | |
| PennantPark Investment (PNNT) | 0.6 | $849k | 77k | 10.99 | |
| New York Mortgage Trust | 0.6 | $823k | 130k | 6.32 | |
| Mbia (MBI) | 0.4 | $589k | 75k | 7.85 | |
| EarthLink | 0.4 | $501k | 78k | 6.46 | |
| Discover Financial Services (DFS) | 0.3 | $386k | 10k | 38.60 | |
| Two Harbors Investment | 0.2 | $332k | 30k | 11.07 |
