The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
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
ACTIVISION BLIZZARD INC COM 00507V109 45,070 758,500 SH   SOLE 1 758,500 0 0
ADIENT PLC ORD SHS G0084W101 4,968 233,800 SH   SOLE 1 233,800 0 0
AFLAC INC COM 001055102 4,624 87,419 SH   SOLE 1 87,419 0 0
AGNC INVT CORP COM 00123Q104 24,547 1,388,407 SH   SOLE 1 1,388,407 0 0
ALCON INC ORD SHS H01301128 24,186 427,544 SH   SOLE 1 427,544 0 0
ALLSTATE CORP COM 020002101 4,970 44,195 SH   SOLE 1 44,195 0 0
ALLY FINL INC COM 02005N100 20,046 655,953 SH   SOLE 1 655,953 0 0
ALPHABET INC CAP STK CL A 02079K305 88,065 65,750 SH   SOLE 1 65,750 0 0
AMERICAN EXPRESS CO COM 025816109 6,981 56,077 SH   SOLE 1 56,077 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 8,518 165,943 SH   SOLE 1 165,943 0 0
AMERIPRISE FINL INC COM 03076C106 2,736 16,426 SH   SOLE 1 16,426 0 0
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 4,102 50,000 SH   SOLE 1 50,000 0 0
ANNALY CAP MGMT INC COM 035710409 27,854 2,956,889 SH   SOLE 1 2,956,889 0 0
AON PLC SHS CL A G0408V102 5,192 24,925 SH   SOLE 1 24,925 0 0
APOLLO COML REAL EST FIN INC NOTE 4.750% 8/2 03762UAB1 9,546 9,471,000 PRN   SOLE 1 9,471,000 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 46,350 1,000,000 SH   SOLE 1 1,000,000 0 0
AVANTOR INC COM 05352A100 4,080 224,780 SH   SOLE 1 224,780 0 0
AXA EQUITABLE HLDGS INC COM 054561105 4,628 186,753 SH   SOLE 1 186,753 0 0
BANK AMER CORP COM 060505104 22,681 643,968 SH   SOLE 1 643,968 0 0
BANK NEW YORK MELLON CORP COM 064058100 6,424 127,645 SH   SOLE 1 127,645 0 0
BELLRING BRANDS INC COM CL A 079823100 6,387 300,000 SH   SOLE 1 300,000 0 0
BENEFITFOCUS INC NOTE 1.250%12/1 08180DAB2 16,973 19,456,000 PRN   SOLE 1 19,456,000 0 0
BGC PARTNERS INC CL A 05541T101 22,344 3,761,698 SH   SOLE 1 3,761,698 0 0
BHP GROUP PLC SPONSORED ADR 05545E209 2,351 50,000 SH   SOLE 1 50,000 0 0
BLACKROCK INC COM 09247X101 1,850 3,680 SH   SOLE 1 3,680 0 0
BLACKSTONE GROUP INC COM CL A 09260D107 5,878 105,074 SH   SOLE 1 105,074 0 0
BOEING CO COM 097023105 16,216 49,780 SH   SOLE 1 49,780 0 0
BOEING CO COM 097023105 8,470 26,000 SH Call SOLE 1 26,000 0 0
BP PLC SPONSORED ADR 055622104 15,096 400,000 SH   SOLE 1 400,000 0 0
BRIGHAM MINERALS INC CL A COM 10918L103 4,288 200,000 SH   SOLE 1 200,000 0 0
BRISTOL MYERS SQUIBB CO RIGHT 99/99/9999 110122157 888 295,071 SH   SOLE 1 295,071 0 0
CABOT OIL & GAS CORP COM 127097103 13,058 750,000 SH   SOLE 1 750,000 0 0
CAESARS ENTMT CORP COM 127686103 21,251 1,562,577 SH   SOLE 1 1,562,577 0 0
CALAMP CORP NOTE 2.000% 8/0 128126AD1 17,131 20,467,000 PRN   SOLE 1 20,467,000 0 0
CAMPBELL SOUP CO COM 134429109 14,826 300,000 SH   SOLE 1 300,000 0 0
CANADIAN NAT RES LTD COM 136385101 3,235 100,000 SH   SOLE 1 100,000 0 0
CAPITAL ONE FINL CORP COM 14040H105 3,999 38,861 SH   SOLE 1 38,861 0 0
CBOE GLOBAL MARKETS INC COM 12503M108 6,222 51,854 SH   SOLE 1 51,854 0 0
CENOVUS ENERGY INC COM 15135U109 3,045 300,000 SH   SOLE 1 300,000 0 0
CHENIERE ENERGY INC COM NEW 16411R208 9,698 158,800 SH   SOLE 1 158,800 0 0
CHUBB LIMITED COM H1467J104 6,274 40,306 SH   SOLE 1 40,306 0 0
CITIGROUP INC COM NEW 172967424 25,547 319,779 SH   SOLE 1 319,779 0 0
CITIZENS FINL GROUP INC COM 174610105 2,426 59,730 SH   SOLE 1 59,730 0 0
CLOVIS ONCOLOGY INC NOTE 1.250% 5/0 189464AC4 5,379 8,371,000 PRN   SOLE 1 8,371,000 0 0
CME GROUP INC COM 12572Q105 9,259 46,130 SH   SOLE 1 46,130 0 0
COMERICA INC COM 200340107 936 13,041 SH   SOLE 1 13,041 0 0
CONCHO RES INC COM 20605P101 2,189 25,000 SH   SOLE 1 25,000 0 0
CONOCOPHILLIPS COM 20825C104 3,252 50,000 SH   SOLE 1 50,000 0 0
D R HORTON INC COM 23331A109 71,275 1,351,190 SH   SOLE 1 1,351,190 0 0
DENBURY RES INC COM NEW 247916208 8,108 5,750,000 SH   SOLE 1 5,750,000 0 0
DENBURY RES INC DEL DEBT 6.375%12/3 U2481AAK4 870 1,348,000 PRN   SOLE 1 1,348,000 0 0
DEVON ENERGY CORP NEW COM 25179M103 3,896 150,000 SH   SOLE 1 150,000 0 0
DIAMONDBACK ENERGY INC COM 25278X109 3,714 40,000 SH   SOLE 1 40,000 0 0
DISCOVER FINL SVCS COM 254709108 2,214 26,098 SH   SOLE 1 26,098 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 314 6,927 SH   SOLE 1 6,927 0 0
EAGLE BULK SHIPPING INC DEBT 5.000% 8/0 Y21898AA2 273 250,000 PRN   SOLE 1 250,000 0 0
EDGEWELL PERS CARE CO COM 28035Q102 31,889 1,030,000 SH   SOLE 1 1,030,000 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 35,405 705,000 SH   SOLE 1 705,000 0 0
ENERGY TRANSFER LP COM UT LTD PTN 29273V100 6,130 477,750 SH   SOLE 1 477,750 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 5,350 190,000 SH   SOLE 1 190,000 0 0
EQM MIDSTREAM PARTNERS LP UNIT LTD PARTN 26885B100 1,645 55,000 SH   SOLE 1 55,000 0 0
EQUINOR ASA SPONSORED ADR 29446M102 1,991 100,000 SH   SOLE 1 100,000 0 0
ETSY INC COM 29786A106 904 20,400 SH   SOLE 1 20,400 0 0
EURONET WORLDWIDE INC COM 298736109 11,266 71,500 SH   SOLE 1 71,500 0 0
EVERBRIDGE INC COM 29978A104 398 5,100 SH   SOLE 1 5,100 0 0
EVERCORE INC CLASS A 29977A105 6,111 81,738 SH   SOLE 1 81,738 0 0
EVOLENT HEALTH INC NOTE 1.500%10/1 30050BAD3 17,856 25,461,000 PRN   SOLE 1 25,461,000 0 0
EVOLENT HEALTH INC NOTE 2.000%12/0 30050BAB7 1,356 1,500,000 PRN   SOLE 1 1,500,000 0 0
FALCON MINERALS CORP *W EXP 07/21/202 30607B208 322 1,072,500 SH   SOLE 1 1,072,500 0 0
FIFTH THIRD BANCORP COM 316773100 960 31,228 SH   SOLE 1 31,228 0 0
FITBIT INC CL A 33812L102 2,723 414,500 SH Call SOLE 1 414,500 0 0
FRANKLIN RES INC COM 354613101 2,014 77,531 SH   SOLE 1 77,531 0 0
GAIN CAP HLDGS INC NOTE 5.000% 8/1 36268WAF7 16,405 18,582,000 PRN   SOLE 1 18,582,000 0 0
GOLDEN STAR RES LTD CDA NOTE 7.000% 8/1 38119TAG9 5,952 5,365,000 PRN   SOLE 1 5,365,000 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 5,215 22,682 SH   SOLE 1 22,682 0 0
GREEN PLAINS INC NOTE 4.125% 9/0 393222AF1 13,965 14,800,000 PRN   SOLE 1 14,800,000 0 0
GREENLIGHT CAP RE LTD NOTE 4.000% 8/0 395366AB3 3,110 3,250,000 PRN   SOLE 1 3,250,000 0 0
GRIFOLS S A SP ADR REP B NVT 398438408 48,492 2,082,086 SH   SOLE 1 2,082,086 0 0
HUNTINGTON BANCSHARES INC COM 446150104 2,052 136,085 SH   SOLE 1 136,085 0 0
INSEEGO CORP NOTE 5.500% 6/1 45782BAA2 48,340 30,769,000 PRN   SOLE 1 30,769,000 0 0
INTELSAT S A COM L5140P101 503 71,500 SH   SOLE 1 71,500 0 0
INTELSAT S A NOTE 4.500% 6/1 45790VAB6 5,820 8,552,000 PRN   SOLE 1 8,552,000 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 5,774 62,386 SH   SOLE 1 62,386 0 0
INTERXION HOLDING N.V SHS N47279109 8,571 102,267 SH   SOLE 1 102,267 0 0
INVACARE CORP NOTE 4.500% 6/0 461203AH4 11,635 12,473,000 PRN   SOLE 1 12,473,000 0 0
INVACARE CORP NOTE 5.000%11/1 461203AJ0 5,097 5,500,000 PRN   SOLE 1 5,500,000 0 0
INVESCO LTD SHS G491BT108 1,091 60,695 SH   SOLE 1 60,695 0 0
INVESTORS BANCORP INC NEW COM 46146L101 716 60,129 SH   SOLE 1 60,129 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 30,332 676,000 SH Call SOLE 1 676,000 0 0
JPMORGAN CHASE & CO COM 46625H100 29,587 212,244 SH   SOLE 1 212,244 0 0
KEMET CORP COM NEW 488360207 1,353 50,000 SH Call SOLE 1 50,000 0 0
KEURIG DR PEPPER INC COM 49271V100 31,845 1,100,000 SH   SOLE 1 1,100,000 0 0
KEYCORP NEW COM 493267108 2,256 111,467 SH   SOLE 1 111,467 0 0
KIMBELL RTY PARTNERS LP UNIT 49435R102 1,700 100,000 SH   SOLE 1 100,000 0 0
KKR & CO INC CL A 48251W104 9,906 339,587 SH   SOLE 1 339,587 0 0
LANNET INC COM 516012101 4,410 500,000 SH Put SOLE 1 500,000 0 0
LIBERTY BROADBAND CORP COM SER C 530307305 713,819 5,676,496 SH   SOLE 1 5,676,496 0 0
LIBERTY PPTY TR SH BEN INT 531172104 4,684 78,000 SH   SOLE 1 78,000 0 0
LOGMEIN INC COM 54142L109 5,573 65,000 SH   SOLE 1 65,000 0 0
LPL FINL HLDGS INC COM 50212V100 44,116 478,222 SH   SOLE 1 478,222 0 0
M & T BK CORP COM 55261F104 880 5,185 SH   SOLE 1 5,185 0 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 5,136 81,700 SH   SOLE 1 81,700 0 0
MARSH & MCLENNAN COS INC COM 571748102 5,692 51,090 SH   SOLE 1 51,090 0 0
MASTERCARD INC CL A 57636Q104 5,398 18,078 SH   SOLE 1 18,078 0 0
MEDICINES CO COM 584688105 1,784 21,000 SH   SOLE 1 21,000 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 2,344 20,000 SH   SOLE 1 20,000 0 0
METLIFE INC COM 59156R108 3,403 66,772 SH   SOLE 1 66,772 0 0
MICROCHIP TECHNOLOGY INC NOTE 2.250% 2/1 595017AH7 56,276 38,827,000 PRN   SOLE 1 38,827,000 0 0
MONDELEZ INTL INC CL A 609207105 55,851 1,014,000 SH   SOLE 1 1,014,000 0 0
MONTAGE RES CORP COM 61179L100 412 51,877 SH   SOLE 1 51,877 0 0
MORGAN STANLEY COM NEW 617446448 6,857 134,143 SH   SOLE 1 134,143 0 0
MSCI INC COM 55354G100 2,427 9,401 SH   SOLE 1 9,401 0 0
NASDAQ INC COM 631103108 3,232 30,177 SH   SOLE 1 30,177 0 0
NAVIENT CORPORATION COM 63938C108 5,459 399,043 SH   SOLE 1 399,043 0 0
NEW YORK MTG TR INC NOTE 6.250% 1/1 649604AD7 4,134 4,050,000 PRN   SOLE 1 4,050,000 0 0
NORTHERN TR CORP COM 665859104 2,808 26,433 SH   SOLE 1 26,433 0 0
NORTONLIFELOCK INC COM 668771108 84,059 3,293,863 SH   SOLE 1 3,293,863 0 0
NRG ENERGY INC COM NEW 629377508 19,080 480,000 SH   SOLE 1 480,000 0 0
OI S A SPONSORED ADR NE 670851500 552 592,000 SH   SOLE 1 592,000 0 0
OMEROS CORP NOTE 6.250%11/1 682143AE2 4,848 5,000,000 PRN   SOLE 1 5,000,000 0 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 29,708 21,813,000 PRN   SOLE 1 21,813,000 0 0
OPKO HEALTH INC NOTE 4.500% 2/1 68375NAD5 13,324 16,900,000 PRN   SOLE 1 16,900,000 0 0
OWENS CORNING NEW COM 690742101 5,064 77,760 SH   SOLE 1 77,760 0 0
OWL ROCK CAPITAL CORPORATION COM 69121K104 21,477 1,200,488 SH   SOLE 1 1,200,488 0 0
PARSLEY ENERGY INC CL A 701877102 5,673 300,000 SH   SOLE 1 300,000 0 0
PELOTON INTERACTIVE INC CL A COM 70614W100 7,977 280,872 SH   SOLE 1 280,872 0 0
PIONEER NAT RES CO COM 723787107 11,353 75,000 SH   SOLE 1 75,000 0 0
PNC FINL SVCS GROUP INC COM 693475105 7,328 45,904 SH   SOLE 1 45,904 0 0
PRICE T ROWE GROUP INC COM 74144T108 2,894 23,756 SH   SOLE 1 23,756 0 0
PROGRESSIVE CORP OHIO COM 743315103 4,715 65,130 SH   SOLE 1 65,130 0 0
PRUDENTIAL FINL INC COM 744320102 4,541 48,445 SH   SOLE 1 48,445 0 0
REDWOOD TR INC NOTE 5.625% 7/1 758075AD7 14,671 14,325,000 PRN   SOLE 1 14,325,000 0 0
RESOURCE CAP CORP NOTE 4.500% 8/1 76120WAC8 7,270 6,910,000 PRN   SOLE 1 6,910,000 0 0
ROVI CORP NOTE 0.500% 3/0 779376AD4 62,818 63,222,000 PRN   SOLE 1 63,222,000 0 0
S&P GLOBAL INC COM 78409V104 8,629 31,602 SH   SOLE 1 31,602 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 7,589 324,745 SH   SOLE 1 324,745 0 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 5,222 86,972 SH   SOLE 1 86,972 0 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 30,020 500,000 SH Call SOLE 1 500,000 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 7,849 24,386 SH   SOLE 1 24,386 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 26,779 83,200 SH Put SOLE 1 83,200 0 0
SPDR SERIES TRUST S&P OILGAS EXP 78464A730 4,430 186,916 SH   SOLE 1 186,916 0 0
STATE STR CORP COM 857477103 1,366 17,264 SH   SOLE 1 17,264 0 0
SUNPOWER CORP DBCV 0.875% 6/0 867652AJ8 545 590,000 PRN   SOLE 1 590,000 0 0
SUNPOWER CORP DBCV 4.000% 1/1 867652AL3 9,243 11,193,000 PRN   SOLE 1 11,193,000 0 0
SVB FINL GROUP COM 78486Q101 1,108 4,412 SH   SOLE 1 4,412 0 0
SYNCHRONY FINL COM 87165B103 15,660 434,891 SH   SOLE 1 434,891 0 0
SYNTHORX INC COM 87167A103 1,398 20,000 SH   SOLE 1 20,000 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 11,447 230,327 SH   SOLE 1 230,327 0 0
TEAM INC NOTE 5.000% 8/0 878155AE0 16,762 15,944,000 PRN   SOLE 1 15,944,000 0 0
TESLA INC NOTE 2.000% 5/1 88160RAG6 91,105 60,000,000 PRN   SOLE 1 60,000,000 0 0
THE CHARLES SCHWAB CORPORATI COM 808513105 2,540 53,404 SH   SOLE 1 53,404 0 0
TIFFANY & CO NEW COM 886547108 31,642 236,750 SH   SOLE 1 236,750 0 0
TIMKENSTEEL CORP NOTE 6.000% 6/0 887399AA1 16,369 15,815,000 PRN   SOLE 1 15,815,000 0 0
TRAVELERS COMPANIES INC COM 89417E109 5,536 40,423 SH   SOLE 1 40,423 0 0
TRUIST FINL CORP COM 89832Q109 7,032 124,855 SH   SOLE 1 124,855 0 0
TYSON FOODS INC CL A 902494103 4,315 47,400 SH   SOLE 1 47,400 0 0
UNITEDHEALTH GROUP INC COM 91324P102 35,278 120,000 SH   SOLE 1 120,000 0 0
US BANCORP DEL COM NEW 902973304 7,056 119,003 SH   SOLE 1 119,003 0 0
VEONEER INCORPORATED NOTE 4.000% 6/0 92336XAA7 19,343 18,700,000 PRN   SOLE 1 18,700,000 0 0
VERASTEM INC NOTE 5.000%11/0 92337CAB0 5,212 6,000,000 PRN   SOLE 1 6,000,000 0 0
VICI PPTYS INC COM 925652109 180,573 7,067,442 SH   SOLE 1 7,067,442 0 0
VIPER ENERGY PARTNERS LP COM UNT RP INT 92763M105 4,932 200,000 SH   SOLE 1 200,000 0 0
VISTRA ENERGY CORP COM 92840M102 40,807 1,775,000 SH   SOLE 1 1,775,000 0 0
WAYFAIR INC NOTE 1.125%11/0 94419LAD3 32,373 31,250,000 PRN   SOLE 1 31,250,000 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 11,103 33,624 SH   SOLE 1 33,624 0 0
WELLS FARGO CO NEW COM 949746101 15,367 285,630 SH   SOLE 1 285,630 0 0
WESTERN ASSET MTG CAP CORP NOTE 6.750%10/0 95790DAA3 31,853 31,218,000 PRN   SOLE 1 31,218,000 0 0
WESTERN MIDSTREAM PARTNERS L COM UNIT LP INT 958669103 1,862 94,550 SH   SOLE 1 94,550 0 0
WPX ENERGY INC COM 98212B103 1,374 100,000 SH   SOLE 1 100,000 0 0
WRIGHT MED GROUP N V ORD SHS N96617118 6,401 210,000 SH   SOLE 1 210,000 0 0
XEROX HOLDINGS CORP COM NEW 98421M106 3,687 100,000 SH Call SOLE 1 100,000 0 0
ZAYO GROUP HLDGS INC COM 98919V105 20,509 591,887 SH   SOLE 1 591,887 0 0
ZIONS BANCORPORATION N A COM 989701107 2,945 56,730 SH   SOLE 1 56,730 0 0