The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
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UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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| COLUMN 1 | COLUMN 2 | COLUMN 3 | COLUMN 4 | COLUMN 5 | COLUMN 6 | COLUMN 7 | COLUMN 8 | ||||
| VALUE | SHRS OR | SH/ | PUT/ | INVESTMENT | OTHER | VOTING AUTHORITY | |||||
| NAME OF ISSUER | TITLE OF CLASS | CUSIP | (x$1000) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
| ALLIANCEBERNSTEIN HLDG L P | UNIT LTD PARTN | 01881G106 | 3,278 | 97,062 | SH | SOLE | 97,062 | 0 | 0 | ||
| ALLIANCEBERNSTEIN HLDG L P | UNIT LTD PARTN | 01881G106 | 1,689 | 50,000 | SH | Call | SOLE | 0 | 0 | 0 | |
| BANK NEW YORK MELLON CORP | COM | 064058100 | 3,856 | 90,846 | SH | SOLE | 90,846 | 0 | 0 | ||
| CAPITAL ONE FINL CORP | COM | 14040H105 | 1,336 | 13,517 | SH | SOLE | 13,517 | 0 | 0 | ||
| CARNIVAL CORP | UNIT 99/99/9999 | 143658300 | 3,665 | 169,205 | SH | Call | SOLE | 0 | 0 | 0 | |
| CITIGROUP INC | COM NEW | 172967424 | 19,251 | 312,210 | SH | SOLE | 312,210 | 0 | 0 | ||
| EQUITABLE HLDGS INC | COM | 29452E101 | 17,398 | 679,885 | SH | SOLE | 679,885 | 0 | 0 | ||
| FEDERATED HERMES INC | CL B | 314211103 | 2,253 | 78,000 | SH | SOLE | 78,000 | 0 | 0 | ||
| FEDERATED HERMES INC | CL B | 314211103 | 1,445 | 50,000 | SH | Call | SOLE | 0 | 0 | 0 | |
| FLAGSTAR BANCORP INC | COM PAR .001 | 337930705 | 4,304 | 105,587 | SH | SOLE | 105,587 | 0 | 0 | ||
| GOLDMAN SACHS GROUP INC | COM | 38141G104 | 4,286 | 16,253 | SH | SOLE | 16,253 | 0 | 0 | ||
| GOLDMAN SACHS GROUP INC | COM | 38141G104 | 4,219 | 16,000 | SH | Call | SOLE | 0 | 0 | 0 | |
| ISHARES TR | 20 YR TR BD ETF | 464287432 | 75,679 | 479,800 | SH | Put | SOLE | 0 | 0 | 0 | |
| ISHARES TR | 20 YR TR BD ETF | 464287432 | 20,045 | 127,085 | SH | Call | SOLE | 0 | 0 | 0 | |
| ISHARES TR | IBOXX HI YD ETF | 464288513 | 38,194 | 437,500 | SH | Put | SOLE | 0 | 0 | 0 | |
| NEW YORK CMNTY BANCORP INC | COM | 649445103 | 3,430 | 325,085 | SH | SOLE | 325,085 | 0 | 0 | ||
| PEBBLEBROOK HOTEL TR | NOTE 1.750%12/1 | 70509VAA8 | 3,208 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
| POPULAR INC | COM NEW | 733174700 | 6,198 | 110,041 | SH | SOLE | 110,041 | 0 | 0 | ||
| PRUDENTIAL FINL INC | COM | 744320102 | 19,050 | 244,006 | SH | SOLE | 244,006 | 0 | 0 | ||
| RADIAN GROUP INC | COM | 750236101 | 709 | 35,000 | SH | SOLE | 35,000 | 0 | 0 | ||
| VALERO ENERGY CORP | COM | 91913Y100 | 10,511 | 185,800 | SH | Call | SOLE | 0 | 0 | 0 | |
| VOYA FINANCIAL INC | COM | 929089100 | 5,393 | 91,705 | SH | SOLE | 91,705 | 0 | 0 | ||
| VOYA FINANCIAL INC | COM | 929089100 | 2,646 | 45,000 | SH | Call | SOLE | 0 | 0 | 0 | |
| WELLS FARGO CO NEW | COM | 949746101 | 23,374 | 774,494 | SH | SOLE | 774,494 | 0 | 0 | ||
| WELLS FARGO CO NEW | COM | 949746101 | 8,149 | 270,000 | SH | Call | SOLE | 0 | 0 | 0 | |
| ATHENE HOLDING LTD | CL A | G0684D107 | 21,709 | 503,220 | SH | SOLE | 503,220 | 0 | 0 | ||
| INVESCO LTD | SHS | G491BT108 | 3,768 | 216,191 | SH | SOLE | 216,191 | 0 | 0 | ||
| INVESCO LTD | SHS | G491BT108 | 732 | 42,000 | SH | Call | SOLE | 0 | 0 | 0 | |
| FIAT CHRYSLER AUTOMOBILES N | SHS | N31738102 | 1,003 | 56,000 | SH | SOLE | 56,000 | 0 | 0 | ||
| AGNC INVESTMENT REIT ORD (NMS) | SHS | 02503X105 | 12,635 | 809,927 | SH | SOLE | 809,927 | 0 | 0 | ||
| APOLLO CMMRL REAL EST FI | NOTE 4.500% 2022-08-23 | 03762UAB1 | 949 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| PENNYMAC FINANCIAL ORD (NYS) | ORD | 70932M107 | 667 | 10,161 | SH | SOLE | 10,161 | 0 | 0 | ||
| PINDUODUO INC | NOTE 0.000% 2025-12-01 | 722304AC6 | 1,231 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||