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
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COLUMN 1COLUMN 2COLUMN 3COLUMN 4COLUMN 5COLUMN 6COLUMN 7COLUMN 8
VALUESHRS ORSH/PUT/INVESTMENTOTHERVOTING AUTHORITY
NAME OF ISSUERTITLE OF CLASSCUSIP(x$1000)PRN AMTPRNCALLDISCRETIONMANAGERSOLESHAREDNONE
ACTIVISION BLIZZARD INCCOM00507V109120,5211,298,016SH SOLE11,298,01600
AGNC INVT CORPCOM00123Q10421,3831,370,706SH SOLE11,370,70600
ALASKA AIR GROUP INCCOM0116591099,082174,652SH SOLE1174,65200
ALCON AGORD SHSH0130112845,233685,557SH SOLE1685,55700
ALLY FINL INCCOM02005N10024,647691,168SH SOLE1691,16800
ALPHABET INCCAP STK CL A02079K30534,29019,565SH SOLE119,56500
AMAZON COM INCCOM02313510618,1775,581SH SOLE15,58100
AMBARELLA INCSHSG037AX1012,29625,000SH SOLE125,00000
AMERICAN AIRLS GROUP INCNOTE 6.500% 7/002376RAF914,62111,500,000PRN SOLE111,500,00000
ANALOG DEVICES INCCOM03265410510,77072,900SH SOLE172,90000
APPLIED OPTOELECTRONICS INCNOTE 5.000% 3/103823UAB84,3625,000,000PRN SOLE15,000,00000
APTIV PLCSHSG6095L10915,775121,079SH SOLE1121,07900
ARAMARKCOM03852U10667,3551,750,400SH SOLE11,750,40000
ARCELORMITTAL SA LUXEMBOURGNY REGISTRY SH03938L20317,610768,977SH SOLE1768,97700
ATLAS CORPSHARESY0436Q1091,353124,850SH SOLE1124,85000
AXALTA COATING SYS LTDCOMG0750C10814,500507,890SH SOLE1507,89000
BENEFITFOCUS INCNOTE 1.250%12/108180DAB21,8542,100,000PRN SOLE12,100,00000
BEST INCNOTE 1.750%10/008653CAB214,65620,819,000PRN SOLE120,819,00000
BGC PARTNERS INCCL A05541T10110,4472,611,698SH SOLE12,611,69800
BOOKING HOLDINGS INCCOM09857L1088,0273,604SH SOLE13,60400
BRIGHTSPHERE INVT GROUP INCCOM10948W10310,844562,427SH SOLE1562,42700
CAESARS ENTERTAINMENT INC NECOM12769G10014,790199,135SH SOLE1199,13500
CHARTER COMMUNICATIONS INC NCL A16119P10815,13422,877SH SOLE122,87700
CHENIERE ENERGY INCNOTE 4.250% 3/116411RAG46,7798,625,000PRN SOLE18,625,00000
CINCINNATI BELL INC NEWCOM NEW17187150259638,985SH SOLE138,98500
CLARIVATE PLCORD SHSG2181010962,2392,094,869SH SOLE12,094,86900
CME GROUP INCCOM12572Q1055,46730,028SH SOLE130,02800
CONSOLIDATED EDISON INCCOM2091151043,61450,000SH SOLE150,00000
CORENERGY INFRASTRUCTURE TRNOTE 5.875% 8/121870UAC014,12919,760,000PRN SOLE119,760,00000
CROWDSTRIKE HLDGS INCCL A22788C1057,68736,290SH SOLE136,29000
D R HORTON INCCOM23331A109255,2733,703,905SH SOLE13,703,90500
DARDEN RESTAURANTS INCCOM23719410560,191505,299SH SOLE1505,29900
DATADOG INCCL A COM23804L1036,57266,760SH SOLE166,76000
DENBURY INCCOM24790A10120,258788,569SH SOLE1788,56900
DISH NETWORK CORPORATIONCL A25470M1095,660175,000SH SOLE1175,00000
DISNEY WALT COCOM25468710646,623257,328SH SOLE1257,32800
EAGLE BULK SHIPPING INCNOTE 5.000% 8/0269442AB58401,025,000PRN SOLE11,025,00000
EATON VANCE CORPCOM NON VTG27826510317,662260,000SH SOLE1260,00000
ELANCO ANIMAL HEALTH INCCOM28414H10346,0051,500,000SH SOLE11,500,00000
ENERGY TRANSFER LPCOM UT LTD PTN29273V1002,953477,750SH SOLE1477,75000
ENTERPRISE PRODS PARTNERS LCOM2937921073,722190,000SH SOLE1190,00000
EQT CORPCOM26884L1093,559280,000SH SOLE1280,00000
EQUITABLE HLDGS INCCOM29452E10111,690456,826SH SOLE1456,82600
EQUITRANS MIDSTREAM CORPCOM2946001011,079134,200SH SOLE1134,20000
ETF SER SOLUTIONSUS GLB JETS26922A84214,771660,000SHCallSOLE1660,00000
EVOLENT HEALTH INCNOTE 1.500%10/130050BAD320,35323,617,000PRN SOLE123,617,00000
FALCON MINERALS CORP*W EXP 07/21/20230607B2081561,072,500SH SOLE11,072,50000
FIRSTENERGY CORPCOM3379321071,53150,000SH SOLE150,00000
FOCUS FINL PARTNERS INCCOM CL A34417P10024,776569,558SH SOLE1569,55800
FORTRESS TRANS INFRST INVS LCOM REP LTD LIAB34960P10115,178646,977SH SOLE1646,97700
FORUM ENERGY TECHNOLOGIES INNOTE 9.000% 8/034984VAC48,38712,804,212PRN SOLE112,804,21200
GENERAL MTRS COCOM37045V10018,240438,048SH SOLE1438,04800
GOGO INCNOTE 6.000% 5/138046CAD125,35614,860,000PRN SOLE114,860,00000
GOLDEN STAR RES LTD CDANOTE 7.000% 8/138119TAG94,6994,365,000PRN SOLE14,365,00000
GOSSAMER BIO INCNOTE 5.000% 6/038341PAA06,0696,700,000PRN SOLE16,700,00000
GRANITE CONSTR INCNOTE 2.750%11/0387328AB325,03423,000,000PRN SOLE123,000,00000
GRANITE PT MTG TR INCNOTE 6.375%10/038741LAC18,1008,830,000PRN SOLE18,830,00000
GREEN PLAINS INCNOTE 4.125% 9/0393222AF110,61811,050,000PRN SOLE111,050,00000
GREENLIGHT CAP RE LTDNOTE 4.000% 8/0395366AB38,80310,250,000PRN SOLE110,250,00000
HAIN CELESTIAL GROUP INCCOM40521710083,3182,075,179SH SOLE12,075,17900
HOWARD HUGHES CORPCOM44267D1072,16327,409SH SOLE127,40900
INFINERA CORPNOTE 2.125% 9/045667GAC75,8454,683,000PRN SOLE14,683,00000
INSEEGO CORPNOTE 3.250% 5/045782BAD62,4481,835,000PRN SOLE11,835,00000
INTERCEPT PHARMACEUTICALS INNOTE 2.000% 5/145845PAB419,61132,298,000PRN SOLE132,298,00000
INTERCEPT PHARMACEUTICALS INNOTE 3.250% 7/045845PAA68,38610,545,000PRN SOLE110,545,00000
INTERCONTINENTAL EXCHANGE INCOM45866F1045,76550,000SH SOLE150,00000
INVACARE CORPNOTE 4.500% 6/0461203AH42,8422,973,000PRN SOLE12,973,00000
INVACARE CORPNOTE 5.000%11/1461203AJ013,80514,500,000PRN SOLE114,500,00000
INVACARE CORPNOTE 5.000%11/1461203AL513,21713,500,000PRN SOLE113,500,00000
INVESCO QQQ TRUNIT SER 146090E103353,8591,127,872SH SOLE11,127,87200
IQIYI INCNOTE 4.000%12/146267XAE84,9525,000,000PRN SOLE15,000,00000
IQIYI INCSPONSORED ADS46267X1081,748100,000SH SOLE1100,00000
ISHARES TRIBOXX INV CP ETF464287242219,0851,586,081SH SOLE11,586,08100
ISHARES TRISHS 1-5YR INVS46428864661,4041,113,000SH SOLE11,113,00000
ISHARES TRMSCI EMG MKT ETF464287234129,8052,512,200SH SOLE12,512,20000
ISHARES TRMSCI EMG MKT ETF464287234103,3402,000,000SHCallSOLE12,000,00000
ISHARES TRNATIONAL MUN ETF46428841428,292241,400SH SOLE1241,40000
KALEYRA INCCOM4833791032,728276,676SH SOLE1276,67600
LANNET INCCOM5160121013,260500,000SHPutSOLE1500,00000
LANNETT CO INCNOTE 4.500%10/051602UAC28,54213,500,000PRN SOLE113,500,00000
LAS VEGAS SANDS CORPCOM51783410715,675263,000SH SOLE1263,00000
LIBERTY BROADBAND CORPCOM SER C530307305836,4735,281,767SH SOLE15,281,76700
LIBERTY LATIN AMERICA LTDNOTE 2.000% 7/153069QAB521,88723,041,000PRN SOLE123,041,00000
LITHIA MTRS INCCL A53679710311,49839,288SH SOLE139,28800
LIVE NATION ENTERTAINMENT INNOTE 2.500% 3/1538034AQ29,1057,000,000PRN SOLE17,000,00000
LPL FINL HLDGS INCCOM50212V10027,506263,923SH SOLE1263,92300
MAGELLAN MIDSTREAM PRTNRS LPCOM UNIT RP LP5590801063,46781,700SH SOLE181,70000
MARVELL TECHNOLOGY GROUP LTDORDG5876H1053,56675,000SH SOLE175,00000
MAXIM INTEGRATED PRODS INCCOM57772K10126,797302,278SH SOLE1302,27800
MICRON TECHNOLOGY INCCOM59511210311,277150,000SHCallSOLE1150,00000
MORGAN STANLEYCOM NEW6174464486,83399,701SH SOLE199,70100
NAVIENT CORPORATIONCOM63938C1085,118521,142SH SOLE1521,14200
NEXTERA ENERGY PARTNERS LPCOM UNIT PART IN65341B1063,78856,500SH SOLE156,50000
NIKE INCCL B65410610313,37694,547SH SOLE194,54700
NISOURCE INCCOM65473P1053,441150,000SH SOLE1150,00000
NORTONLIFELOCK INCCOM66877110870,2473,380,518SH SOLE13,380,51800
NXP SEMICONDUCTORS N VCOMN6596X10916,016100,722SH SOLE1100,72200
OMEROS CORPNOTE 5.250% 2/1682143AG711,76711,000,000PRN SOLE111,000,00000
OMEROS CORPNOTE 6.250%11/1682143AE23,8913,600,000PRN SOLE13,600,00000
ONEMAIN HLDGS INCCOM68268W10318,483383,782SH SOLE1383,78200
OTIS WORLDWIDE CORPCOM68902V10750,182742,888SH SOLE1742,88800
PALANTIR TECHNOLOGIES INCCL A69608A108434,67518,457,516SH SOLE118,457,51600
PENNYMAC FINL SVCS INC NEWCOM70932M10728,436433,351SH SOLE1433,35100
PG&E CORPCOM69331C1083,738300,000SH SOLE1300,00000
PPG INDS INCCOM69350610714,06297,507SH SOLE197,50700
QUALCOMM INCCOM74752510311,49075,424SH SOLE175,42400
QUANTUMSCAPE CORPCOM CL A74767V109279,9573,315,063SH SOLE13,315,06300
RESOURCE CAP CORPNOTE 4.500% 8/176120WAC88,2748,941,000PRN SOLE18,941,00000
SBA COMMUNICATIONS CORP NEWCL A78410G10413,13446,554SH SOLE146,55400
SEA LTDNOTE 1.000%12/081141RAD267,41617,000,000PRN SOLE117,000,00000
SEA LTDSPONSORD ADS81141R10022,009110,571SH SOLE1110,57100
SELECT SECTOR SPDR TRENERGY81369Y5065,685150,000SH SOLE1150,00000
SELECT SECTOR SPDR TRENERGY81369Y50675,8002,000,000SHCallSOLE12,000,00000
SELECT SECTOR SPDR TRSBI INT-UTILS81369Y88612,540200,000SH SOLE1200,00000
SELECT SECTOR SPDR TRSBI INT-UTILS81369Y88662,7001,000,000SHCallSOLE11,000,00000
SELECTQUOTE INCCOM816307300115,2785,555,556SH SOLE15,555,55600
SENSEONICS HLDGS INCNOTE 5.250% 2/081727UAA37361,750,000PRN SOLE11,750,00000
SERVICENOW INCCOM81762P10213,41024,362SH SOLE124,36200
SOUTHWEST AIRLS CONOTE 1.250% 5/0844741BG221,13014,500,000PRN SOLE114,500,00000
SOUTHWESTERN ENERGY COCOM84546710928896,781SH SOLE196,78100
SPDR SER TRPORTFOLIO SHORT78464A47434,9481,113,000SH SOLE11,113,00000
STAR PEAK ENERGY TRANSITIONCL A8551851042,046100,000SH SOLE1100,00000
SUNPOWER CORPDBCV 4.000% 1/1867652AL39,9037,636,000PRN SOLE17,636,00000
SYNCHRONY FINANCIALCOM87165B10322,103636,797SH SOLE1636,79700
TEXAS INSTRS INCCOM88250810410,55564,309SH SOLE164,30900
TIFFANY & CO NEWCOM8865471087,01553,365SH SOLE153,36500
TIMKENSTEEL CORPORATIONNOTE 6.000% 6/0887399AA17,8907,915,000PRN SOLE17,915,00000
T-MOBILE US INCCOM87259010471,755532,112SH SOLE1532,11200
TOLL BROTHERS INCCOM8894781038,496195,447SH SOLE1195,44700
TOTAL SESPONSORED ADS89151E1093,14375,000SH SOLE175,00000
UBER TECHNOLOGIES INCCOM90353T1007,824153,406SH SOLE1153,40600
UNITED STATES STL CORP NEWNOTE 5.000%11/0912909AT519,57413,000,000PRN SOLE113,000,00000
UNITEDHEALTH GROUP INCCOM91324P1027,01420,000SH SOLE120,00000
UPSTART HLDGS INCCOM91680M10724,458600,208SH SOLE1600,20800
VAIL RESORTS INCCOM91879Q1095,21618,697SH SOLE118,69700
VARIAN MED SYS INCCOM92220P10524,228138,440SH SOLE1138,44000
VEONEER INCNOTE 4.000% 6/092336XAA722,17718,300,000PRN SOLE118,300,00000
VICI PPTYS INCCOM92565210977,5593,041,540SH SOLE13,041,54000
VISTRA CORPCOM92840M1021,57380,000SH SOLE180,00000
WAYFAIR INCNOTE 1.000% 8/194419LAF838,72223,000,000PRN SOLE123,000,00000
WAYFAIR INCNOTE 1.125%11/094419LAD361,82030,252,000PRN SOLE130,252,00000
WESTERN ASSET MTG CAP CORPNOTE 6.750%10/095790DAA35,9396,700,000PRN SOLE16,700,00000
WESTERN MIDSTREAM PARTNERS LCOM UNIT LP INT9586691031,30794,550SH SOLE194,55000
XILINX INCCOM98391910121,683152,945SH SOLE1152,94500
ZILLOW GROUP INCNOTE 0.750% 9/098954MAE137,42112,500,000PRN SOLE112,500,00000
ZILLOW GROUP INCNOTE 1.375% 9/098954MAG652,73817,500,000PRN SOLE117,500,00000