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 |
ACTIVISION BLIZZARD INC | COM | 00507V109 | 80,940 | 1,066,400 | SH | SOLE | 1 | 1,066,400 | 0 | 0 | |
AGNC INVT CORP | COM | 00123Q104 | 22,763 | 1,764,581 | SH | SOLE | 1 | 1,764,581 | 0 | 0 | |
ALCON AG | ORD SHS | H01301128 | 40,168 | 700,762 | SH | SOLE | 1 | 700,762 | 0 | 0 | |
ALPHABET INC | CAP STK CL A | 02079K305 | 46,618 | 32,875 | SH | SOLE | 1 | 32,875 | 0 | 0 | |
AMERICAN AIRLS GROUP INC | NOTE 6.500% 7/0 | 02376RAF9 | 2,355 | 2,500,000 | PRN | SOLE | 1 | 2,500,000 | 0 | 0 | |
AMERICAN TOWER CORP NEW | COM | 03027X100 | 9,915 | 38,350 | SH | SOLE | 1 | 38,350 | 0 | 0 | |
APPLIED OPTOELECTRONICS INC | NOTE 5.000% 3/1 | 03823UAB8 | 6,816 | 8,000,000 | PRN | SOLE | 1 | 8,000,000 | 0 | 0 | |
APTIV PLC | SHS | G6095L109 | 7,402 | 95,000 | SH | SOLE | 1 | 95,000 | 0 | 0 | |
ARAMARK | COM | 03852U106 | 37,250 | 1,650,400 | SH | SOLE | 1 | 1,650,400 | 0 | 0 | |
ARCELORMITTAL SA LUXEMBOURG | NY REGISTRY SH | 03938L203 | 5,914 | 551,130 | SH | SOLE | 1 | 551,130 | 0 | 0 | |
AVANTOR INC | COM | 05352A100 | 3,099 | 182,284 | SH | SOLE | 1 | 182,284 | 0 | 0 | |
BANDWIDTH INC | COM CL A | 05988J103 | 432 | 3,400 | SH | SOLE | 1 | 3,400 | 0 | 0 | |
BANK NEW YORK MELLON CORP | COM | 064058100 | 31,933 | 826,218 | SH | SOLE | 1 | 826,218 | 0 | 0 | |
BENEFITFOCUS INC | NOTE 1.250%12/1 | 08180DAB2 | 14,276 | 18,116,000 | PRN | SOLE | 1 | 18,116,000 | 0 | 0 | |
BGC PARTNERS INC | CL A | 05541T101 | 6,608 | 2,411,698 | SH | SOLE | 1 | 2,411,698 | 0 | 0 | |
BK OF AMERICA CORP | COM | 060505104 | 28,221 | 1,188,255 | SH | SOLE | 1 | 1,188,255 | 0 | 0 | |
BLACKSTONE MTG TR INC | COM CL A | 09257W100 | 8,552 | 355,000 | SH | SOLE | 1 | 355,000 | 0 | 0 | |
BORGWARNER INC | COM | 099724106 | 1,900 | 53,836 | SH | SOLE | 1 | 53,836 | 0 | 0 | |
BRIGHTSPHERE INVT GROUP INC | COM | 10948W103 | 8,259 | 662,801 | SH | SOLE | 1 | 662,801 | 0 | 0 | |
BRIGHTVIEW HLDGS INC | COM | 10948C107 | 1,120 | 100,000 | SH | SOLE | 1 | 100,000 | 0 | 0 | |
BRINKER INTL INC | COM | 109641100 | 9,272 | 386,334 | SH | SOLE | 1 | 386,334 | 0 | 0 | |
BRISTOL-MYERS SQUIBB CO | RIGHT 99/99/9999 | 110122157 | 269 | 75,000 | SH | SOLE | 1 | 75,000 | 0 | 0 | |
CAESARS ENTMT CORP | COM | 127686103 | 42,449 | 3,499,528 | SH | SOLE | 1 | 3,499,528 | 0 | 0 | |
CHARTER COMMUNICATIONS INC N | CL A | 16119P108 | 9,334 | 18,300 | SH | SOLE | 1 | 18,300 | 0 | 0 | |
CHENIERE ENERGY INC | NOTE 4.250% 3/1 | 16411RAG4 | 8,648 | 13,625,000 | PRN | SOLE | 1 | 13,625,000 | 0 | 0 | |
CITIGROUP INC | COM NEW | 172967424 | 26,332 | 515,302 | SH | SOLE | 1 | 515,302 | 0 | 0 | |
CLOVIS ONCOLOGY INC | COM | 189464100 | 98 | 14,473 | SH | SOLE | 1 | 14,473 | 0 | 0 | |
CME GROUP INC | COM | 12572Q105 | 4,881 | 30,028 | SH | SOLE | 1 | 30,028 | 0 | 0 | |
COLLEGIUM PHARMACEUTICAL INC | NOTE 2.625% 2/1 | 19459JAA2 | 13,524 | 14,990,000 | PRN | SOLE | 1 | 14,990,000 | 0 | 0 | |
COLONY CAP INC | NOTE 3.875% 1/1 | 19624RAB2 | 3,266 | 3,500,000 | PRN | SOLE | 1 | 3,500,000 | 0 | 0 | |
COUPA SOFTWARE INC | COM | 22266L106 | 2,715 | 9,800 | SH | SOLE | 1 | 9,800 | 0 | 0 | |
CROWDSTRIKE HLDGS INC | CL A | 22788C105 | 6,940 | 69,200 | SH | SOLE | 1 | 69,200 | 0 | 0 | |
CYTOKINETICS INC | NOTE 4.000%11/1 | 23282WAA8 | 23,643 | 10,000,000 | PRN | SOLE | 1 | 10,000,000 | 0 | 0 | |
D R HORTON INC | COM | 23331A109 | 99,592 | 1,796,070 | SH | SOLE | 1 | 1,796,070 | 0 | 0 | |
DARDEN RESTAURANTS INC | COM | 237194105 | 66,784 | 881,400 | SH | SOLE | 1 | 881,400 | 0 | 0 | |
DATADOG INC | CL A COM | 23804L103 | 2,820 | 32,429 | SH | SOLE | 1 | 32,429 | 0 | 0 | |
DENBURY RES INC DEL | DEBT 6.375%12/3 | U2481AAK4 | 199 | 1,348,000 | PRN | SOLE | 1 | 1,348,000 | 0 | 0 | |
DRAFTKINGS INC | COM CL A | 26142R104 | 82,480 | 2,479,862 | SH | SOLE | 1 | 2,479,862 | 0 | 0 | |
DUPONT DE NEMOURS INC | COM | 26614N102 | 5,313 | 100,000 | SH | Call | SOLE | 1 | 100,000 | 0 | 0 |
E TRADE FINANCIAL CORP | COM NEW | 269246401 | 29,415 | 591,500 | SH | SOLE | 1 | 591,500 | 0 | 0 | |
EAGLE BULK SHIPPING INC | DEBT 5.000% 8/0 | Y21898AA2 | 151 | 225,000 | PRN | SOLE | 1 | 225,000 | 0 | 0 | |
ELDORADO RESORTS INC | COM | 28470R102 | 6,410 | 160,000 | SH | SOLE | 1 | 160,000 | 0 | 0 | |
ENERGY TRANSFER LP | COM UT LTD PTN | 29273V100 | 3,402 | 477,750 | SH | SOLE | 1 | 477,750 | 0 | 0 | |
ENTERGY CORP NEW | COM | 29364G103 | 4,691 | 50,000 | SH | SOLE | 1 | 50,000 | 0 | 0 | |
ENTERPRISE PRODS PARTNERS L | COM | 293792107 | 3,452 | 190,000 | SH | SOLE | 1 | 190,000 | 0 | 0 | |
EQUITABLE HLDGS INC | COM | 29452E101 | 8,812 | 456,826 | SH | SOLE | 1 | 456,826 | 0 | 0 | |
EQUITRANS MIDSTREAM CORP | COM | 294600101 | 1,115 | 134,200 | SH | SOLE | 1 | 134,200 | 0 | 0 | |
EVERGY INC | COM | 30034W106 | 5,929 | 100,000 | SH | SOLE | 1 | 100,000 | 0 | 0 | |
EVOLENT HEALTH INC | NOTE 1.500%10/1 | 30050BAD3 | 15,405 | 24,117,000 | PRN | SOLE | 1 | 24,117,000 | 0 | 0 | |
FALCON MINERALS CORP | *W EXP 07/21/202 | 30607B208 | 97 | 1,072,500 | SH | SOLE | 1 | 1,072,500 | 0 | 0 | |
FIRSTENERGY CORP | COM | 337932107 | 6,787 | 175,000 | SH | SOLE | 1 | 175,000 | 0 | 0 | |
FOCUS FINL PARTNERS INC | COM CL A | 34417P100 | 16,628 | 503,112 | SH | SOLE | 1 | 503,112 | 0 | 0 | |
GAIN CAP HLDGS INC | NOTE 5.000% 8/1 | 36268WAF7 | 18,538 | 18,582,000 | PRN | SOLE | 1 | 18,582,000 | 0 | 0 | |
GCI LIBERTY INC | COM CLASS A | 36164V305 | 4,186 | 58,854 | SH | SOLE | 1 | 58,854 | 0 | 0 | |
GENERAL MTRS CO | COM | 37045V100 | 7,527 | 297,500 | SH | SOLE | 1 | 297,500 | 0 | 0 | |
GOGO INC | COM | 38046C109 | 790 | 250,000 | SH | Put | SOLE | 1 | 250,000 | 0 | 0 |
GOGO INC | NOTE 6.000% 5/1 | 38046CAD1 | 13,010 | 18,255,000 | PRN | SOLE | 1 | 18,255,000 | 0 | 0 | |
GOLDEN STAR RES LTD CDA | NOTE 7.000% 8/1 | 38119TAG9 | 4,222 | 4,365,000 | PRN | SOLE | 1 | 4,365,000 | 0 | 0 | |
GOLDMAN SACHS GROUP INC | COM | 38141G104 | 23,862 | 120,745 | SH | SOLE | 1 | 120,745 | 0 | 0 | |
GREEN PLAINS INC | NOTE 4.125% 9/0 | 393222AF1 | 8,902 | 11,050,000 | PRN | SOLE | 1 | 11,050,000 | 0 | 0 | |
GREENLIGHT CAP RE LTD | NOTE 4.000% 8/0 | 395366AB3 | 8,373 | 10,250,000 | PRN | SOLE | 1 | 10,250,000 | 0 | 0 | |
GRIFOLS S A | SP ADR REP B NVT | 398438408 | 49,104 | 2,692,099 | SH | SOLE | 1 | 2,692,099 | 0 | 0 | |
GRUBHUB INC | COM | 400110102 | 7,412 | 105,433 | SH | SOLE | 1 | 105,433 | 0 | 0 | |
HAIN CELESTIAL GROUP INC | COM | 405217100 | 138,384 | 4,391,753 | SH | SOLE | 1 | 4,391,753 | 0 | 0 | |
HUBSPOT INC | COM | 443573100 | 1,070 | 4,770 | SH | SOLE | 1 | 4,770 | 0 | 0 | |
INOVIO PHARMACEUTICALS INC | COM NEW | 45773H201 | 215 | 7,979 | SH | SOLE | 1 | 7,979 | 0 | 0 | |
INSEEGO CORP | NOTE 3.250% 5/0 | 45782BAD6 | 1,943 | 1,835,000 | PRN | SOLE | 1 | 1,835,000 | 0 | 0 | |
INVACARE CORP | NOTE 4.500% 6/0 | 461203AH4 | 2,493 | 2,973,000 | PRN | SOLE | 1 | 2,973,000 | 0 | 0 | |
INVACARE CORP | NOTE 5.000%11/1 | 461203AJ0 | 11,988 | 14,500,000 | PRN | SOLE | 1 | 14,500,000 | 0 | 0 | |
INVACARE CORP | NOTE 5.000%11/1 | 461203AL5 | 11,758 | 13,500,000 | PRN | SOLE | 1 | 13,500,000 | 0 | 0 | |
ISHARES TR | IBOXX INV CP ETF | 464287242 | 185,924 | 1,382,331 | SH | SOLE | 1 | 1,382,331 | 0 | 0 | |
ISHARES TR | NATIONAL MUN ETF | 464288414 | 27,858 | 241,400 | SH | SOLE | 1 | 241,400 | 0 | 0 | |
ISHARES TR | PFD AND INCM SEC | 464288687 | 1,888 | 54,500 | SH | SOLE | 1 | 54,500 | 0 | 0 | |
ISHARES TR | RUSSELL 2000 ETF | 464287655 | 501,130 | 3,500,000 | SH | Put | SOLE | 1 | 3,500,000 | 0 | 0 |
ISHARES TR | SH TR CRPORT ETF | 464288646 | 159,370 | 2,913,000 | SH | SOLE | 1 | 2,913,000 | 0 | 0 | |
JPMORGAN CHASE & CO | COM | 46625H100 | 24,291 | 258,252 | SH | SOLE | 1 | 258,252 | 0 | 0 | |
KKR & CO INC | COM | 48251W104 | 6,625 | 214,538 | SH | SOLE | 1 | 214,538 | 0 | 0 | |
LANNET INC | COM | 516012101 | 3,630 | 500,000 | SH | Put | SOLE | 1 | 500,000 | 0 | 0 |
LEGG MASON INC | COM | 524901105 | 25,475 | 512,053 | SH | SOLE | 1 | 512,053 | 0 | 0 | |
LIBERTY BROADBAND CORP | COM SER C | 530307305 | 654,728 | 5,281,767 | SH | SOLE | 1 | 5,281,767 | 0 | 0 | |
LIVE NATION ENTERTAINMENT IN | NOTE 2.500% 3/1 | 538034AQ2 | 7,146 | 7,000,000 | PRN | SOLE | 1 | 7,000,000 | 0 | 0 | |
LIVENT CORP | COM | 53814L108 | 815 | 132,355 | SH | SOLE | 1 | 132,355 | 0 | 0 | |
LPL FINL HLDGS INC | COM | 50212V100 | 37,493 | 478,222 | SH | SOLE | 1 | 478,222 | 0 | 0 | |
MAGELLAN MIDSTREAM PRTNRS LP | COM UNIT RP LP | 559080106 | 3,527 | 81,700 | SH | SOLE | 1 | 81,700 | 0 | 0 | |
MGIC INVT CORP WIS | COM | 552848103 | 11,049 | 1,349,085 | SH | SOLE | 1 | 1,349,085 | 0 | 0 | |
MICROCHIP TECHNOLOGY INC. | NOTE 2.250% 2/1 | 595017AH7 | 78,019 | 53,434,000 | PRN | SOLE | 1 | 53,434,000 | 0 | 0 | |
MONTAGE RES CORP | COM | 61179L100 | 205 | 51,877 | SH | SOLE | 1 | 51,877 | 0 | 0 | |
MORGAN STANLEY | COM NEW | 617446448 | 28,123 | 582,263 | SH | SOLE | 1 | 582,263 | 0 | 0 | |
NAVIENT CORPORATION | COM | 63938C108 | 2,961 | 421,142 | SH | SOLE | 1 | 421,142 | 0 | 0 | |
NISOURCE INC | COM | 65473P105 | 6,822 | 300,000 | SH | SOLE | 1 | 300,000 | 0 | 0 | |
NORTONLIFELOCK INC | COM | 668771108 | 95,247 | 4,803,192 | SH | SOLE | 1 | 4,803,192 | 0 | 0 | |
OMEROS CORP | NOTE 6.250%11/1 | 682143AE2 | 12,024 | 11,600,000 | PRN | SOLE | 1 | 11,600,000 | 0 | 0 | |
ONEMAIN HLDGS INC | COM | 68268W103 | 8,870 | 361,438 | SH | SOLE | 1 | 361,438 | 0 | 0 | |
OPEN LENDING CORP | COM CL A | 68373J104 | 12,080 | 800,000 | SH | SOLE | 1 | 800,000 | 0 | 0 | |
OTIS WORLDWIDE CORP | COM | 68902V107 | 68,956 | 1,212,729 | SH | SOLE | 1 | 1,212,729 | 0 | 0 | |
OWL ROCK CAPITAL CORPORATION | COM | 69121K104 | 4,934 | 400,162 | SH | SOLE | 1 | 400,162 | 0 | 0 | |
PALO ALTO NETWORKS INC | COM | 697435105 | 6,385 | 27,801 | SH | SOLE | 1 | 27,801 | 0 | 0 | |
PELOTON INTERACTIVE INC | CL A COM | 70614W100 | 29,402 | 508,953 | SH | SOLE | 1 | 508,953 | 0 | 0 | |
PENNYMAC FINL SVCS INC NEW | COM | 70932M107 | 15,947 | 381,593 | SH | SOLE | 1 | 381,593 | 0 | 0 | |
PG&E CORP | COM | 69331C108 | 104,525 | 11,784,118 | SH | SOLE | 1 | 11,784,118 | 0 | 0 | |
PNC FINL SVCS GROUP INC | COM | 693475105 | 22,860 | 217,276 | SH | SOLE | 1 | 217,276 | 0 | 0 | |
PORTOLA PHARMACEUTICALS INC | COM | 737010108 | 9,625 | 535,000 | SH | SOLE | 1 | 535,000 | 0 | 0 | |
RENAISSANCERE HOLDINGS LTD | COM | G7496G103 | 10,152 | 59,360 | SH | SOLE | 1 | 59,360 | 0 | 0 | |
RESOURCE CAP CORP | NOTE 4.500% 8/1 | 76120WAC8 | 7,474 | 9,941,000 | PRN | SOLE | 1 | 9,941,000 | 0 | 0 | |
SBA COMMUNICATIONS CORP NEW | CL A | 78410G104 | 7,865 | 26,400 | SH | SOLE | 1 | 26,400 | 0 | 0 | |
SCHLUMBERGER LTD | COM | 806857108 | 4,598 | 250,000 | SH | SOLE | 1 | 250,000 | 0 | 0 | |
SEA LTD | SPONSORED ADS | 81141R100 | 26,220 | 244,500 | SH | SOLE | 1 | 244,500 | 0 | 0 | |
SELECT SECTOR SPDR TR | SBI INT-FINL | 81369Y605 | 9,048 | 391,000 | SH | SOLE | 1 | 391,000 | 0 | 0 | |
SELECT SECTOR SPDR TR | SBI INT-UTILS | 81369Y886 | 197,505 | 3,500,000 | SH | Call | SOLE | 1 | 3,500,000 | 0 | 0 |
SELECTQUOTE INC | COM | 816307300 | 140,722 | 5,555,556 | SH | SOLE | 1 | 5,555,556 | 0 | 0 | |
SIRIUS XM HOLDINGS INC | COM | 82968B103 | 6,164 | 1,050,000 | SH | SOLE | 1 | 1,050,000 | 0 | 0 | |
SOUTHWEST AIRLS CO | NOTE 1.250% 5/0 | 844741BG2 | 32,970 | 27,500,000 | PRN | SOLE | 1 | 27,500,000 | 0 | 0 | |
SPDR SER TR | PORTFOLIO SHORT | 78464A474 | 34,881 | 1,113,000 | SH | SOLE | 1 | 1,113,000 | 0 | 0 | |
SPDR SER TR | S&P OILGAS EXP | 78468R556 | 1,305 | 25,000 | SH | SOLE | 1 | 25,000 | 0 | 0 | |
SPDR SER TR | S&P OILGAS EXP | 78468R556 | 20,872 | 400,000 | SH | Put | SOLE | 1 | 400,000 | 0 | 0 |
SPLUNK INC | COM | 848637104 | 4,272 | 21,500 | SH | SOLE | 1 | 21,500 | 0 | 0 | |
SUNCOR ENERGY INC NEW | COM | 867224107 | 5,058 | 300,000 | SH | SOLE | 1 | 300,000 | 0 | 0 | |
TAUBMAN CTRS INC | COM | 876664103 | 755 | 20,000 | SH | SOLE | 1 | 20,000 | 0 | 0 | |
TD AMERITRADE HLDG CORP | COM | 87236Y108 | 25,490 | 700,656 | SH | SOLE | 1 | 700,656 | 0 | 0 | |
TIFFANY & CO NEW | COM | 886547108 | 915 | 7,500 | SH | SOLE | 1 | 7,500 | 0 | 0 | |
TIFFANY & CO NEW | COM | 886547108 | 15,243 | 125,000 | SH | Put | SOLE | 1 | 125,000 | 0 | 0 |
TIMKENSTEEL CORP | NOTE 6.000% 6/0 | 887399AA1 | 14,414 | 17,115,000 | PRN | SOLE | 1 | 17,115,000 | 0 | 0 | |
T-MOBILE US INC | COM | 872590104 | 151,497 | 1,454,600 | SH | SOLE | 1 | 1,454,600 | 0 | 0 | |
T-MOBILE US INC | RIGHT 07/27/2020 | 872590112 | 18 | 105,399 | SH | SOLE | 1 | 105,399 | 0 | 0 | |
TRANSDIGM GROUP INC | COM | 893641100 | 76,577 | 173,231 | SH | SOLE | 1 | 173,231 | 0 | 0 | |
TRUIST FINL CORP | COM | 89832Q109 | 18,725 | 498,669 | SH | SOLE | 1 | 498,669 | 0 | 0 | |
UNISYS CORP | NOTE 5.500% 3/0 | 909214BS6 | 5,616 | 4,500,000 | PRN | SOLE | 1 | 4,500,000 | 0 | 0 | |
UNITED STATES STL CORP NEW | COM | 912909108 | 2,738 | 379,225 | SH | SOLE | 1 | 379,225 | 0 | 0 | |
US BANCORP DEL | COM NEW | 902973304 | 22,618 | 614,294 | SH | SOLE | 1 | 614,294 | 0 | 0 | |
VEONEER INC | NOTE 4.000% 6/0 | 92336XAA7 | 15,279 | 18,300,000 | PRN | SOLE | 1 | 18,300,000 | 0 | 0 | |
VICI PPTYS INC | COM | 925652109 | 124,243 | 6,153,697 | SH | SOLE | 1 | 6,153,697 | 0 | 0 | |
VISTRA ENERGY CORP | COM | 92840M102 | 8,007 | 430,000 | SH | SOLE | 1 | 430,000 | 0 | 0 | |
WAYFAIR INC | NOTE 1.125%11/0 | 94419LAD3 | 89,865 | 50,252,000 | PRN | SOLE | 1 | 50,252,000 | 0 | 0 | |
WELLS FARGO CO NEW | COM | 949746101 | 19,528 | 762,819 | SH | SOLE | 1 | 762,819 | 0 | 0 | |
WESTERN ASSET MTG CAP CORP | NOTE 6.750%10/0 | 95790DAA3 | 13,603 | 19,200,000 | PRN | SOLE | 1 | 19,200,000 | 0 | 0 | |
WESTERN MIDSTREAM PARTNERS L | COM UNIT LP INT | 958669103 | 949 | 94,550 | SH | SOLE | 1 | 94,550 | 0 | 0 | |
XERIS PHARMACEUTICALS INC | COM | 98422L107 | 532 | 200,000 | SH | SOLE | 1 | 200,000 | 0 | 0 | |
XERIS PHARMACEUTICALS INC | NOTE 5.000% 7/1 | 98422LAA5 | 6,939 | 7,000,000 | PRN | SOLE | 1 | 7,000,000 | 0 | 0 | |
ZENDESK INC | COM | 98936J101 | 1,266 | 14,300 | SH | SOLE | 1 | 14,300 | 0 | 0 | |
ZILLOW GROUP INC | NOTE 2.750% 5/1 | 98954MAH4 | 8,778 | 7,500,000 | PRN | SOLE | 1 | 7,500,000 | 0 | 0 | |
ZSCALER INC | COM | 98980G102 | 2,256 | 20,600 | SH | SOLE | 1 | 20,600 | 0 | 0 |