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 | 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 |