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 65,398 1,099,500 SH   SOLE 1 1,099,500 0 0
AGNC INVT CORP COM 00123Q104 17,990 1,700,407 SH   SOLE 1 1,700,407 0 0
ALCON INC ORD SHS H01301128 35,613 700,762 SH   SOLE 1 700,762 0 0
ALLERGAN PLC SHS G0177J108 710 4,010 SH   SOLE 1 4,010 0 0
ALLIANT ENERGY CORP COM 018802108 7,244 150,000 SH   SOLE 1 150,000 0 0
ALLSTATE CORP COM 020002101 6,073 66,200 SH   SOLE 1 66,200 0 0
ALPHABET INC CAP STK CL A 02079K305 38,199 32,875 SH   SOLE 1 32,875 0 0
AMEREN CORP COM 023608102 3,642 50,000 SH   SOLE 1 50,000 0 0
AMERICAN TOWER CORP NEW COM 03027X100 1,470 6,750 SH   SOLE 1 6,750 0 0
APPLIED OPTOELECTRONICS INC NOTE 5.000% 3/1 03823UAB8 5,909 8,000,000 PRN   SOLE 1 8,000,000 0 0
ARAMARK COM 03852U106 8,994 450,400 SH   SOLE 1 450,400 0 0
AVANTOR INC COM 05352A100 2,808 224,780 SH   SOLE 1 224,780 0 0
BANDWIDTH INC COM CL A 05988J103 229 3,400 SH   SOLE 1 3,400 0 0
BANK NEW YORK MELLON CORP COM 064058100 8,210 243,767 SH   SOLE 1 243,767 0 0
BELLRING BRANDS INC COM CL A 079823100 290 17,000 SH   SOLE 1 17,000 0 0
BENEFITFOCUS INC NOTE 1.250%12/1 08180DAB2 13,843 18,116,000 PRN   SOLE 1 18,116,000 0 0
BGC PARTNERS INC CL A 05541T101 5,825 2,311,698 SH   SOLE 1 2,311,698 0 0
BOEING CO COM 097023105 8,576 57,500 SH Call SOLE 1 57,500 0 0
BOOKING HLDGS INC COM 09857L108 2,014 1,497 SH   SOLE 1 1,497 0 0
BRIGHTSPHERE INVT GROUP INC COM 10948W103 3,195 500,000 SH   SOLE 1 500,000 0 0
CAESARS ENTMT CORP COM 127686103 7,352 1,087,585 SH   SOLE 1 1,087,585 0 0
CANADIAN NAT RES LTD COM 136385101 2,710 200,000 SH   SOLE 1 200,000 0 0
CBOE GLOBAL MARKETS INC COM 12503M108 5,726 64,161 SH   SOLE 1 64,161 0 0
CENOVUS ENERGY INC COM 15135U109 4,040 2,000,000 SH   SOLE 1 2,000,000 0 0
CHENIERE ENERGY INC COM NEW 16411R208 1,675 50,000 SH   SOLE 1 50,000 0 0
CHENIERE ENERGY INC NOTE 4.250% 3/1 16411RAG4 6,563 10,000,000 PRN   SOLE 1 10,000,000 0 0
CLOVIS ONCOLOGY INC COM 189464100 591 92,900 SH   SOLE 1 92,900 0 0
CME GROUP INC COM 12572Q105 5,192 30,028 SH   SOLE 1 30,028 0 0
CMS ENERGY CORP COM 125896100 2,938 50,000 SH   SOLE 1 50,000 0 0
COLLEGIUM PHARMACEUTICAL INC NOTE 2.625% 2/1 19459JAA2 13,814 14,990,000 PRN   SOLE 1 14,990,000 0 0
COLONY CAP INC NOTE 3.875% 1/1 19624RAB2 2,889 3,500,000 PRN   SOLE 1 3,500,000 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 40,577 1,740,000 SH   SOLE 1 1,740,000 0 0
CYTOKINETICS INC NOTE 4.000%11/1 23282WAA8 16,222 12,500,000 PRN   SOLE 1 12,500,000 0 0
D R HORTON INC COM 23331A109 79,766 2,346,070 SH   SOLE 1 2,346,070 0 0
DENBURY RES INC DEL DEBT 6.375%12/3 U2481AAK4 566 1,348,000 PRN   SOLE 1 1,348,000 0 0
DISNEY WALT CO COM DISNEY 254687106 5,313 55,000 SH   SOLE 1 55,000 0 0
DOMINION ENERGY INC COM 25746U109 1,805 25,000 SH   SOLE 1 25,000 0 0
DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 767 900,000 PRN   SOLE 1 900,000 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 14,703 428,400 SH   SOLE 1 428,400 0 0
EAGLE BULK SHIPPING INC DEBT 5.000% 8/0 Y21898AA2 185 250,000 PRN   SOLE 1 250,000 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 756 25,000 SH   SOLE 1 25,000 0 0
ENERGY TRANSFER LP COM UT LTD PTN 29273V100 2,198 477,750 SH   SOLE 1 477,750 0 0
ENTERGY CORP NEW COM 29364G103 4,699 50,000 SH   SOLE 1 50,000 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 2,717 190,000 SH   SOLE 1 190,000 0 0
EQM MIDSTREAM PARTNERS LP UNIT LTD PARTN 26885B100 649 55,000 SH   SOLE 1 55,000 0 0
EQUITABLE HLDGS INC COM 29452E101 6,601 456,826 SH   SOLE 1 456,826 0 0
EURONET WORLDWIDE INC COM 298736109 3,406 39,731 SH   SOLE 1 39,731 0 0
EVERCORE INC CLASS A 29977A105 1,922 41,738 SH   SOLE 1 41,738 0 0
EVERGY INC COM 30034W106 5,505 100,000 SH   SOLE 1 100,000 0 0
EVOLENT HEALTH INC NOTE 1.500%10/1 30050BAD3 15,244 24,117,000 PRN   SOLE 1 24,117,000 0 0
EXACT SCIENCES CORP COM 30063P105 481 8,300 SH   SOLE 1 8,300 0 0
FALCON MINERALS CORP *W EXP 07/21/202 30607B208 161 1,072,500 SH   SOLE 1 1,072,500 0 0
FIRSTENERGY CORP COM 337932107 6,011 150,000 SH   SOLE 1 150,000 0 0
FOCUS FINL PARTNERS INC COM CL A 34417P100 4,287 186,300 SH   SOLE 1 186,300 0 0
FORESCOUT TECHNOLOGIES INC COM 34553D101 515 16,314 SH   SOLE 1 16,314 0 0
GAIN CAP HLDGS INC NOTE 5.000% 8/1 36268WAF7 18,040 18,582,000 PRN   SOLE 1 18,582,000 0 0
GOGO INC COM 38046C109 530 250,000 SH Put SOLE 1 250,000 0 0
GOGO INC NOTE 6.000% 5/1 38046CAD1 13,640 23,255,000 PRN   SOLE 1 23,255,000 0 0
GOLDEN STAR RES LTD CDA NOTE 7.000% 8/1 38119TAG9 4,764 5,365,000 PRN   SOLE 1 5,365,000 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 3,546 22,941 SH   SOLE 1 22,941 0 0
GREEN PLAINS INC NOTE 4.125% 9/0 393222AF1 8,966 14,800,000 PRN   SOLE 1 14,800,000 0 0
GREENLIGHT CAP RE LTD NOTE 4.000% 8/0 395366AB3 8,127 10,250,000 PRN   SOLE 1 10,250,000 0 0
GRIFOLS S A SP ADR REP B NVT 398438408 46,942 2,330,799 SH   SOLE 1 2,330,799 0 0
INOVIO PHARMACEUTICALS INC NOTE 6.500% 3/0 45773HAB8 2,963 2,000,000 PRN   SOLE 1 2,000,000 0 0
INVACARE CORP NOTE 4.500% 6/0 461203AH4 17,812 20,473,000 PRN   SOLE 1 20,473,000 0 0
INVACARE CORP NOTE 5.000%11/1 461203AJ0 12,216 14,500,000 PRN   SOLE 1 14,500,000 0 0
INVITATION HOMES INC COM 46187W107 2,935 137,363 SH   SOLE 1 137,363 0 0
ISHARES TR IBOXX INV CP ETF 464287242 24,702 200,000 SH   SOLE 1 200,000 0 0
ISHARES TR NATIONAL MUN ETF 464288414 27,281 241,400 SH   SOLE 1 241,400 0 0
KIMBELL RTY PARTNERS LP UNIT 49435R102 1,166 200,000 SH   SOLE 1 200,000 0 0
KKR & CO INC CL A 48251W104 8,706 370,935 SH   SOLE 1 370,935 0 0
LANNET INC COM 516012101 3,475 500,000 SH Put SOLE 1 500,000 0 0
LEGG MASON INC COM 524901105 27,017 553,060 SH   SOLE 1 553,060 0 0
LENNAR CORP CL A 526057104 5,435 142,275 SH   SOLE 1 142,275 0 0
LIBERTY BROADBAND CORP COM SER C 530307305 584,797 5,281,767 SH   SOLE 1 5,281,767 0 0
LIBERTY MEDIA CORP DEB 3.750% 2/1 530715AL5 3,000 5,000,000 PRN   SOLE 1 5,000,000 0 0
LIBERTY MEDIA CORP DEB 4.000%11/1 530715AG6 3,000 5,000,000 PRN   SOLE 1 5,000,000 0 0
LPL FINL HLDGS INC COM 50212V100 26,030 478,222 SH   SOLE 1 478,222 0 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 2,981 81,700 SH   SOLE 1 81,700 0 0
MASTERCARD INC CL A 57636Q104 2,821 11,678 SH   SOLE 1 11,678 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 1,250 10,300 SH Call SOLE 1 10,300 0 0
MICROCHIP TECHNOLOGY INC NOTE 2.250% 2/1 595017AH7 50,492 53,434,000 PRN   SOLE 1 53,434,000 0 0
MONTAGE RES CORP COM 61179L100 117 51,877 SH   SOLE 1 51,877 0 0
NAVIENT CORPORATION COM 63938C108 3,192 421,142 SH   SOLE 1 421,142 0 0
NEW YORK MTG TR INC NOTE 6.250% 1/1 649604AD7 435 781,000 PRN   SOLE 1 781,000 0 0
NISOURCE INC COM 65473P105 7,491 300,000 SH   SOLE 1 300,000 0 0
NORTONLIFELOCK INC COM 668771108 50,445 2,696,157 SH   SOLE 1 2,696,157 0 0
OMEROS CORP NOTE 6.250%11/1 682143AE2 10,614 11,600,000 PRN   SOLE 1 11,600,000 0 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 3,493 3,500,000 PRN   SOLE 1 3,500,000 0 0
OWL ROCK CAPITAL CORPORATION COM 69121K104 9,236 800,325 SH   SOLE 1 800,325 0 0
PEGASYSTEMS INC COM 705573103 1,738 24,400 SH   SOLE 1 24,400 0 0
PELOTON INTERACTIVE INC CL A COM 70614W100 79,495 2,994,155 SH   SOLE 1 2,994,155 0 0
PENNYMAC CORP NOTE 5.375% 5/0 70932AAB9 17,400 17,750,000 PRN   SOLE 1 17,750,000 0 0
REDWOOD TR INC NOTE 5.625% 7/1 758075AD7 4,692 8,325,000 PRN   SOLE 1 8,325,000 0 0
RESOURCE CAP CORP NOTE 4.500% 8/1 76120WAC8 5,683 9,941,000 PRN   SOLE 1 9,941,000 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 1,512 5,600 SH   SOLE 1 5,600 0 0
SCORPIO TANKERS INC NOTE 3.000% 5/1 80918TAB5 3,058 3,500,000 PRN   SOLE 1 3,500,000 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 44,328 800,000 SH   SOLE 1 800,000 0 0
SHERWIN WILLIAMS CO COM 824348106 6,893 15,000 SH   SOLE 1 15,000 0 0
T MOBILE US INC COM 872590104 10,281 122,544 SH   SOLE 1 122,544 0 0
TAUBMAN CTRS INC COM 876664103 8,114 193,736 SH   SOLE 1 193,736 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 18,837 543,484 SH   SOLE 1 543,484 0 0
TEAM INC NOTE 5.000% 8/0 878155AE0 11,653 15,944,000 PRN   SOLE 1 15,944,000 0 0
TECH DATA CORP COM 878237106 4,265 32,596 SH   SOLE 1 32,596 0 0
TIFFANY & CO NEW COM 886547108 15,221 117,538 SH   SOLE 1 117,538 0 0
TIMKENSTEEL CORP NOTE 6.000% 6/0 887399AA1 13,684 17,115,000 PRN   SOLE 1 17,115,000 0 0
TRANSDIGM GROUP INC COM 893641100 47,814 149,331 SH   SOLE 1 149,331 0 0
UNISYS CORP NOTE 5.500% 3/0 909214BS6 6,191 4,500,000 PRN   SOLE 1 4,500,000 0 0
UNITEDHEALTH GROUP INC COM 91324P102 9,975 40,000 SH   SOLE 1 40,000 0 0
VEONEER INCORPORATED NOTE 4.000% 6/0 92336XAA7 15,007 18,700,000 PRN   SOLE 1 18,700,000 0 0
VICI PPTYS INC COM 925652109 82,846 4,978,697 SH   SOLE 1 4,978,697 0 0
VISTRA ENERGY CORP COM 92840M102 10,773 675,000 SH   SOLE 1 675,000 0 0
WAYFAIR INC NOTE 0.375% 9/0 94419LAB7 8,217 10,500,000 PRN   SOLE 1 10,500,000 0 0
WAYFAIR INC NOTE 1.125%11/0 94419LAD3 18,990 27,971,000 PRN   SOLE 1 27,971,000 0 0
WESTERN ASSET MTG CAP CORP NOTE 6.750%10/0 95790DAA3 6,163 19,200,000 PRN   SOLE 1 19,200,000 0 0
WESTERN MIDSTREAM PARTNERS L COM UNIT LP INT 958669103 306 94,550 SH   SOLE 1 94,550 0 0
WRIGHT MED GROUP N V ORD SHS N96617118 16,904 590,000 SH   SOLE 1 590,000 0 0
XCEL ENERGY INC COM 98389B100 2,653 44,000 SH   SOLE 1 44,000 0 0