The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
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 HOLDING LP | UNIT LTD PARTN | 01881G106 | 4,025 | 176,164 | SH | SOLE | 176,164 | 0 | 0 | ||
BLACKSTONE GROUP L P | COM UNIT LTD | 09253U108 | 16,816 | 566,200 | SH | SOLE | 566,200 | 0 | 0 | ||
BLACKSTONE GROUP L P | COM UNIT LTD | 09253U108 | 2,227 | 75,000 | SH | Call | SOLE | 0 | 0 | 0 | |
BROOKLINE BANCORP INC DEL | COM | 11373M107 | 563 | 36,000 | SH | SOLE | 36,000 | 0 | 0 | ||
CBL & ASSOC PPTYS INC | COM | 124830100 | 531 | 55,700 | SH | SOLE | 55,700 | 0 | 0 | ||
CNO FINL GROUP INC | COM | 12621E103 | 1,499 | 73,100 | SH | SOLE | 73,100 | 0 | 0 | ||
CDN IMPERIAL BK COMM TORONTO | COM | 136069101 | 12,918 | 150,000 | SH | Put | SOLE | 0 | 0 | 0 | |
CAPITAL ONE FINL CORP | COM | 14040H105 | 4,025 | 46,450 | SH | SOLE | 46,450 | 0 | 0 | ||
CARLYLE GROUP L P | COM UTS LTD PTN | 14309L102 | 5,712 | 358,097 | SH | SOLE | 358,097 | 0 | 0 | ||
CARLYLE GROUP L P | COM UTS LTD PTN | 14309L102 | 1,595 | 100,000 | SH | Call | SOLE | 0 | 0 | 0 | |
AMERICAN EXPRESS CO | COM | 025816109 | 1,820 | 23,000 | SH | SOLE | 23,000 | 0 | 0 | ||
CITIGROUP INC | COM NEW | 172967424 | 23,170 | 387,323 | SH | SOLE | 387,323 | 0 | 0 | ||
CITIGROUP INC | COM NEW | 172967424 | 8,016 | 134,000 | SH | Call | SOLE | 0 | 0 | 0 | |
COHEN & STEERS INC | COM | 19247A100 | 2,614 | 65,393 | SH | SOLE | 65,393 | 0 | 0 | ||
CREDIT ACCEP CORP MICH | COM | 225310101 | 2,493 | 12,500 | SH | Put | SOLE | 0 | 0 | 0 | |
DISCOVER FINL SVCS | COM | 254709108 | 11,548 | 168,850 | SH | SOLE | 168,850 | 0 | 0 | ||
E TRADE FINANCIAL CORP | COM NEW | 269246401 | 7,760 | 222,400 | SH | SOLE | 222,400 | 0 | 0 | ||
ENCORE CAP GROUP INC | NOTE 2.875% 3/1 | 292554AH5 | 7,132 | 8,000,000 | PRN | SOLE | 8,000,000 | 0 | 0 | ||
FIFTH THIRD BANCORP | COM | 316773100 | 8,428 | 331,800 | SH | SOLE | 331,800 | 0 | 0 | ||
GOLDMAN SACHS GROUP INC | COM | 38141G104 | 2,550 | 11,100 | SH | Call | SOLE | 0 | 0 | 0 | |
GOLDMAN SACHS GROUP INC | COM | 38141G104 | 1,149 | 5,000 | SH | Put | SOLE | 0 | 0 | 0 | |
BANC OF CALIFORNIA INC | COM | 05990K106 | 1,035 | 50,000 | SH | Put | SOLE | 0 | 0 | 0 | |
HSBC HLDGS PLC | NOTE 6.875%12/3 | 404280BC2 | 62,857 | 59,000,000 | PRN | SOLE | 59,000,000 | 0 | 0 | ||
HARTFORD FINL SVCS GROUP INC | COM | 416515104 | 4,326 | 90,000 | SH | Call | SOLE | 0 | 0 | 0 | |
HUNTINGTON BANCSHARES INC | COM | 446150104 | 7,603 | 567,800 | SH | SOLE | 567,800 | 0 | 0 | ||
ING GROEP N V | DBCV 6.000%12/3 | 456837AE3 | 2,245 | 2,250,000 | PRN | SOLE | 2,250,000 | 0 | 0 | ||
ING GROEP N V | DBCV 6.500%12/3 | 456837AF0 | 29,618 | 29,750,000 | PRN | SOLE | 29,750,000 | 0 | 0 | ||
ISHARES TR | MSCI EMG MKT ETF | 464287234 | 19,695 | 500,000 | SH | Put | SOLE | 0 | 0 | 0 | |
ISHARES TR | RUSSELL 2000 ETF | 464287655 | 130,606 | 950,000 | SH | Put | SOLE | 0 | 0 | 0 | |
ISHARES TR | MIN VOL USA ETF | 46429B697 | 7,826 | 164,000 | SH | Put | SOLE | 0 | 0 | 0 | |
JPMORGAN CHASE & CO | COM | 46625H100 | 6,096 | 69,400 | SH | SOLE | 69,400 | 0 | 0 | ||
BANK AMER CORP | COM | 060505104 | 6,551 | 277,688 | SH | SOLE | 277,688 | 0 | 0 | ||
JPMORGAN CHASE & CO | COM | 46625H100 | 4,989 | 56,800 | SH | Call | SOLE | 0 | 0 | 0 | |
LEGG MASON INC | COM | 524901105 | 3,598 | 99,650 | SH | SOLE | 99,650 | 0 | 0 | ||
LINCOLN NATL CORP IND | COM | 534187109 | 3,472 | 53,050 | SH | SOLE | 53,050 | 0 | 0 | ||
MGIC INVT CORP WIS | COM | 552848103 | 5,612 | 554,000 | SH | SOLE | 554,000 | 0 | 0 | ||
MANULIFE FINL CORP | COM | 56501R106 | 4,463 | 251,900 | SH | SOLE | 251,900 | 0 | 0 | ||
MASTERCARD INCORPORATED | CL A | 57636Q104 | 1,046 | 9,300 | SH | SOLE | 9,300 | 0 | 0 | ||
METLIFE INC | COM | 59156R108 | 13,529 | 256,130 | SH | SOLE | 256,130 | 0 | 0 | ||
METLIFE INC | COM | 59156R108 | 5,282 | 100,000 | SH | Call | SOLE | 0 | 0 | 0 | |
PENNYMAC CORP | NOTE 5.375% 5/0 | 70932AAB9 | 26,107 | 26,997,000 | PRN | SOLE | 26,997,000 | 0 | 0 | ||
POPULAR INC | COM NEW | 733174700 | 3,324 | 81,616 | SH | SOLE | 81,616 | 0 | 0 | ||
BANK AMER CORP | COM | 060505104 | 11,087 | 470,000 | SH | Call | SOLE | 0 | 0 | 0 | |
REGIONS FINL CORP NEW | COM | 7591EP100 | 6,152 | 423,400 | SH | SOLE | 423,400 | 0 | 0 | ||
ROYAL BK CDA MONTREAL QUE | COM | 780087102 | 16,584 | 228,000 | SH | Put | SOLE | 0 | 0 | 0 | |
ROYAL BK SCOTLAND GROUP PLC | SP ADR PREF S | 780097739 | 16,885 | 666,080 | SH | SOLE | 666,080 | 0 | 0 | ||
ROYAL BK SCOTLAND GROUP PLC | NOTE 8.625%12/3 | 780097BB6 | 101,304 | 96,950,000 | PRN | SOLE | 96,950,000 | 0 | 0 | ||
ROYAL BK OF SCOTLAND PLC | DEBT 7.500%12/3 | 780099CJ4 | 46,202 | 46,800,000 | PRN | SOLE | 46,800,000 | 0 | 0 | ||
ROYAL BK OF SCOTLAND PLC | NOTE 8.000%12/3 | 780099CK1 | 34,146 | 34,200,000 | PRN | SOLE | 34,200,000 | 0 | 0 | ||
SPDR SERIES TRUST | S&P REGL BKG | 78464A698 | 4,882 | 89,400 | SH | SOLE | 89,400 | 0 | 0 | ||
SPDR SERIES TRUST | S&P REGL BKG | 78464A698 | 3,277 | 60,000 | SH | Put | SOLE | 0 | 0 | 0 | |
SPDR SERIES TRUST | S&P REGL BKG | 78464A698 | 14,881 | 272,500 | SH | Call | SOLE | 0 | 0 | 0 | |
SCHWAB CHARLES CORP NEW | COM | 808513105 | 1,814 | 44,450 | SH | SOLE | 44,450 | 0 | 0 | ||
BANK NEW YORK MELLON CORP | COM | 064058100 | 6,943 | 147,000 | SH | SOLE | 147,000 | 0 | 0 | ||
SELECT SECTOR SPDR TR | SBI INT-FINL | 81369Y605 | 51,541 | 2,172,000 | SH | Put | SOLE | 0 | 0 | 0 | |
SIMON PPTY GROUP INC NEW | COM | 828806109 | 1,514 | 8,800 | SH | SOLE | 8,800 | 0 | 0 | ||
STATE STR CORP | COM | 857477103 | 2,989 | 37,550 | SH | SOLE | 37,550 | 0 | 0 | ||
TCF FINL CORP | COM | 872275102 | 1,521 | 89,350 | SH | SOLE | 89,350 | 0 | 0 | ||
VISA INC | COM CL A | 92826C839 | 982 | 11,050 | SH | SOLE | 11,050 | 0 | 0 | ||
WASHINGTONFIRST BANKSHARES I | COM | 940730104 | 476 | 17,000 | SH | SOLE | 17,000 | 0 | 0 | ||
WELLS FARGO & CO NEW | COM | 949746101 | 25,712 | 461,950 | SH | SOLE | 461,950 | 0 | 0 | ||
WELLS FARGO & CO NEW | COM | 949746101 | 4,453 | 80,000 | SH | Call | SOLE | 0 | 0 | 0 | |
WELLS FARGO & CO NEW | *W EXP 10/28/201 | 949746804 | 18,957 | 15,300 | SH | SOLE | 15,300 | 0 | 0 | ||
SOCIETE GENERALE | DEBT 8.250%12/3 | F849BQAA2 | 26,816 | 25,590,000 | PRN | SOLE | 25,590,000 | 0 | 0 | ||
BARCLAYS PLC | NOTE 8.250%12/3 | 06738EAA3 | 25,081 | 23,800,000 | PRN | SOLE | 23,800,000 | 0 | 0 | ||
BARCLAYS PLC | NOTE 6.625%12/3 | 06738EAB1 | 11,482 | 11,500,000 | PRN | SOLE | 11,500,000 | 0 | 0 | ||
BERKSHIRE HATHAWAY INC DEL | CL B NEW | 084670702 | 4,167 | 25,000 | SH | Put | SOLE | 0 | 0 | 0 | |
ABB LTD | SPONSORED ADR | 000375204 | 3,978 | 170,000 | SH | Call | SOLE | 0 | 0 | 0 | |
PENNYMAC MTG INVT TR | COM | 70931T103 | 6,037 | 225,000 | SH | SOLE | 225,000 | 0 | 0 |