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 | 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 |