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 INCCOM00507V10912,479150,000SH SOLE1150,00000
ADVANCED MICRO DEVICES INCCOM0079031079,530308,500SH SOLE1308,50000
AETNA INC NEWCOM00817Y10868,865339,489SH SOLE1339,48900
AFLAC INCCOM0010551025,506116,969SH SOLE1116,96900
AKORN INCCOM00972810664950,000SHCallSOLE150,00000
ALIBABA GROUP HLDG LTDSPONSORED ADS01609W10215,02691,200SH SOLE191,20000
ALLOT COMMUNICATIONS LTDSHSM0854Q10527,6354,471,663SH SOLE14,471,66300
ALLSTATE CORPCOM0200021015,66557,400SH SOLE157,40000
ALPHABET INCCAP STK CL A02079K30516,53713,700SH SOLE113,70000
ALTABA INCCOM021346101182,1952,674,619SH SOLE12,674,61900
ALTRIA GROUP INCCOM02209S10310,554175,000SH SOLE1175,00000
AMAZON COM INCCOM02313510644,26622,100SH SOLE122,10000
AMERICAN EXPRESS COCOM0258161097,51470,557SH SOLE170,55700
AMERICAN INTL GROUP INCCOM NEW0268747845,01394,160SH SOLE194,16000
AMERIPRISE FINL INCCOM03076C1063,05920,717SH SOLE120,71700
AON PLCSHS CL AG0408V1024,45928,994SH SOLE128,99400
APPLE INCCOM03783310020,15989,300SH SOLE189,30000
ARCHER DANIELS MIDLAND COCOM03948310236,194720,000SH SOLE1720,00000
ASSOCIATED BANC CORPCOM0454871057,295280,593SH SOLE1280,59300
AT&T INCCOM00206R10250,3701,500,000SH SOLE11,500,00000
BANK AMER CORPCOM06050510429,131988,844SH SOLE1988,84400
BANK NEW YORK MELLON CORPCOM0640581004,61590,510SH SOLE190,51000
BANK OF NT BUTTERFIELD&SON LSHS NEWG0772R2084,94495,337SH SOLE195,33700
BB&T CORPCOM0549371075,224107,630SH SOLE1107,63000
BERRY PETE CORPCOM08579X1013,084175,000SH SOLE1175,00000
BJS WHSL CLUB HLDGS INCCOM05550J1016,695250,000SH SOLE1250,00000
BLACKROCK INCCOM09247X1012,2584,791SH SOLE14,79100
BOX INCCL A10316T1042,391100,000SH SOLE1100,00000
CAESARS ENTMT CORPCOM127686103353,60934,498,395SH SOLE134,498,39500
CAESARS ENTMT CORPNOTE 5.000%10/0127686AA150,10730,719,943PRN SOLE130,719,94300
CALIFORNIA RES CORPCOM NEW13057Q20612,133250,000SH SOLE1250,00000
CAPITAL ONE FINL CORPCOM14040H1054,93151,947SH SOLE151,94700
CBOE GLOBAL MARKETS INCCOM12503M1085535,768SH SOLE15,76800
CEMEX SAB DE CVNOTE 3.720% 3/1151290BR316,66316,500,000PRN SOLE116,500,00000
CEMEX SAB DE CVNOTE 3.720% 3/1151290BT914,14714,000,000PRN SOLE114,000,00000
CENTERPOINT ENERGY INCCOM15189T1074,148150,000SH SOLE1150,00000
CF INDS HLDGS INCCOM12526910016,332300,000SH SOLE1300,00000
CHUBB LIMITEDCOMH1467J1046,90051,632SH SOLE151,63200
CITIGROUP INCCOM NEW17296742416,648232,060SH SOLE1232,06000
CITIZENS FINL GROUP INCCOM1746101052,30459,730SH SOLE159,73000
CME GROUP INCCOM CL A12572Q1058,56750,332SH SOLE150,33200
COCA COLA COCOM19121610011,548250,000SH SOLE1250,00000
COCA COLA EUROPEAN PARTNERSSHSG2583910413,641300,000SH SOLE1300,00000
COMERICA INCCOM20034010724,797274,912SH SOLE1274,91200
COTY INCCOM CL A22207020310,676850,000SH SOLE1850,00000
COUPA SOFTWARE INCCOM22266L10645,087570,000SH SOLE1570,00000
CYPRESS SEMICONDUCTOR CORPNOTE 4.500% 1/1232806AM132,10925,500,000PRN SOLE125,500,00000
DELEK US HLDGS INC NEWCOM24665A1031,06125,000SH SOLE125,00000
DENBURY RES INCCOM NEW24791620812,4002,000,000SH SOLE12,000,00000
DEVON ENERGY CORP NEWCOM25179M10322,766570,000SH SOLE1570,00000
DEVON ENERGY CORP NEWCOM25179M10349,9251,250,000SHCallSOLE11,250,00000
DIGITAL RLTY TR INCCOM2538681035,62450,000SH SOLE150,00000
DISCOVER FINL SVCSCOM2547091082,64334,567SH SOLE134,56700
DISCOVERY INCCOM SER C25470F3028,635291,926SH SOLE1291,92600
DISH NETWORK CORPNOTE 3.375% 8/125470MAB517,21318,000,000PRN SOLE118,000,00000
DISNEY WALT COCOM DISNEY25468710634,965299,000SH SOLE1299,00000
DOMO INCCOM CL B25755410584839,533SH SOLE139,53300
E TRADE FINANCIAL CORPCOM NEW26924640116,491314,774SH SOLE1314,77400
EAST WEST BANCORP INCCOM27579R1046,109101,196SH SOLE1101,19600
ELANCO ANIMAL HEALTH INCCOM28414H10317,619505,000SH SOLE1505,00000
ELECTRONIC ARTS INCCOM28551210912,049100,000SHCallSOLE1100,00000
ENDO INTL PLCSHSG304011064,208250,000SHPutSOLE1250,00000
EQT CORPCOM26884L10927,299617,207SH SOLE1617,20700
EXPRESS SCRIPTS HLDG COCOM30219G10825,815271,711SH SOLE1271,71100
EXTRACTION OIL AND GAS INCCOM30227M1052,258200,000SH SOLE1200,00000
FALCON MINERALS CORP*W EXP 07/21/20230607B208340200,000SH SOLE1200,00000
FALCON MINERALS CORPCL A COM30607B1097,700700,000SH SOLE1700,00000
FGL HLDGS*W EXP 11/30/202G3402M1101,9651,000,000SH SOLE11,000,00000
FGL HLDGSORD SHSG3402M1024,573510,938SH SOLE1510,93800
FIFTH THIRD BANCORPCOM3167731001,19142,670SH SOLE142,67000
FIRST REP BK SAN FRANCISCO CCOM33616C1005195,408SH SOLE15,40800
FIRSTENERGY CORPCOM3379321075,576150,000SH SOLE1150,00000
FLOOR & DECOR HLDGS INCCL A3397501013,017100,000SH SOLE1100,00000
FOREST CITY RLTY TR INCCOM CL A34560510912,640503,769SH SOLE1503,76900
FRANKLIN RES INCCOM3546131013,02699,493SH SOLE199,49300
GASLOG LTDSHSG3758510965933,367SH SOLE133,36700
GCI LIBERTY INCCOM CLASS A36164V30532,463636,520SH SOLE1636,52000
GOLDMAN SACHS GROUP INCCOM38141G1046,32528,206SH SOLE128,20600
GREENSKY INCCL A39572G10011,197622,054SH SOLE1622,05400
HANCOCK WHITNEY CORPORATIONCOM4101201094,755100,000SH SOLE1100,00000
HERBALIFE LTDNOTE 2.000% 8/142703MAB924,76119,000,000PRN SOLE119,000,00000
HERSHEY COCOM42786610817,340170,000SH SOLE1170,00000
HOLLYFRONTIER CORPCOM4361061085,94285,000SH SOLE185,00000
HUNTINGTON BANCSHARES INCCOM4461501042,700180,933SH SOLE1180,93300
INFINERA CORPORATIONNOTE 2.125% 9/045667GAC725,36025,000,000PRN SOLE125,000,00000
INSEEGO CORPNOTE 5.500% 6/145782BAA232,62330,769,000PRN SOLE130,769,00000
INTEGRATED DEVICE TECHNOLOGYCOM45811810618,233387,859SH SOLE1387,85900
INTEGRATED DEVICE TECHNOLOGYNOTE 0.875%11/1458118AC028,60119,000,000PRN SOLE119,000,00000
INTELSAT S ACOML5140P10173,2472,441,581SH SOLE12,441,58100
INTELSAT S ACOML5140P10111,385379,500SHCallSOLE1379,50000
INTERCONTINENTAL EXCHANGE INCOM45866F1045,74876,746SH SOLE176,74600
INVESCO LTDSHSG491BT1081,38960,695SH SOLE160,69500
ISHARES TRJPMORGAN USD EMG46428828154,983510,000SHPutSOLE1510,00000
ISHARES TRMSCI EMG MKT ETF46428723454,8731,278,500SH SOLE11,278,50000
JPMORGAN CHASE & COCOM46625H10030,278268,324SH SOLE1268,32400
KB HOMENOTE 1.375% 2/048666KAS88,6588,500,000PRN SOLE18,500,00000
KELLOGG COCOM4878361087,002100,000SH SOLE1100,00000
KEYCORP NEWCOM4932671082,636132,540SH SOLE1132,54000
KIMBELL RTY PARTNERS LPUNIT49435R1024,905250,000SH SOLE1250,00000
KINDER MORGAN INC DELCOM49456B1012,670150,578SH SOLE1150,57800
KNOWLES CORPNOTE 3.250%11/049926DAB56,8646,000,000PRN SOLE16,000,00000
KRAFT HEINZ COCOM50075410630,862560,000SH SOLE1560,00000
LEGACY TEX FINL GROUP INCCOM52471Y1061,29130,300SH SOLE130,30000
LIBERTY BROADBAND CORPCOM SER C530307305614,6187,290,838SH SOLE17,290,83800
LIBERTY MEDIA CORP DELAWAREDEB 2.250% 9/3531229AE221,97640,000,000PRN SOLE140,000,00000
LIONS GATE ENTMNT CORPCL A VTG53591940131,8741,306,849SH SOLE11,306,84900
LPL FINL HLDGS INCCOM50212V10036,898571,971SH SOLE1571,97100
M & T BK CORPCOM55261F1041,3908,448SH SOLE18,44800
MAGNOLIA OIL & GAS CORPCL A5596631097,505500,000SH SOLE1500,00000
MARRIOTT VACATIONS WRLDWDE CCOM57164Y1075,20046,528SH SOLE146,52800
MARSH & MCLENNAN COS INCCOM5717481025,24463,400SH SOLE163,40000
MARVELL TECHNOLOGY GROUP LTDORDG5876H10523,1601,200,000SH SOLE11,200,00000
MCCORMICK & CO INCCOM NON VTG5797802067,90560,000SH SOLE160,00000
METLIFE INCCOM59156R1083,77980,890SH SOLE180,89000
MICRON TECHNOLOGY INCCOM59511210322,167490,100SH SOLE1490,10000
MICROSOFT CORPCOM59491810455,184482,500SH SOLE1482,50000
MONDELEZ INTL INCCL A60920710523,271541,700SH SOLE1541,70000
MORGAN STANLEYCOM NEW61744644813,876297,955SH SOLE1297,95500
MSCI INCCOM55354G1002,23312,589SH SOLE112,58900
NASDAQ INCCOM6311031082,81132,758SH SOLE132,75800
NAVISTAR INTL CORP NEWNOTE 4.750% 4/163934EAS723,87023,500,000PRN SOLE123,500,00000
NETFLIX INCCOM64110L1065,16313,800SH SOLE113,80000
NEW YORK CMNTY BANCORP INCCOM6494451032,078200,400SHCallSOLE1200,40000
NORTHERN TR CORPCOM6658591043,48234,096SH SOLE134,09600
NRG ENERGY INCCOM NEW6293775089,126244,000SH SOLE1244,00000
NXP SEMICONDUCTORS N VCOMN6596X1093,42040,000SHCallSOLE140,00000
OI S ASPONSORED ADR NE6708515004,7611,743,778SH SOLE11,743,77800
ON SEMICONDUCTOR CORPNOTE 1.000%12/0682189AK111,62610,000,000PRN SOLE110,000,00000
ONEMAIN HLDGS INCCOM68268W1033,03090,140SH SOLE190,14000
PACWEST BANCORP DELCOM6952631034,62797,100SH SOLE197,10000
PANDORA MEDIA INCCOM69835410750,8315,345,000SH SOLE15,345,00000
PANDORA MEDIA INCNOTE 1.750%12/0698354AB38,8149,103,000PRN SOLE19,103,00000
PGT INNOVATIONS INCCOM69336V1012,02593,750SH SOLE193,75000
PINDUODUO INCSPONSORED ADS7223041029,202350,000SH SOLE1350,00000
PINNACLE ENTMT INC NEWCOM72348Y1055,559165,000SH SOLE1165,00000
PINNACLE FOODS INC DELCOM72348P10455,053849,445SH SOLE1849,44500
PNC FINL SVCS GROUP INCCOM6934751057,60855,863SH SOLE155,86300
PRICE T ROWE GROUP INCCOM74144T1083,28330,068SH SOLE130,06800
PROCTER AND GAMBLE COCOM7427181098,323100,000SH SOLE1100,00000
PROGRESSIVE CORP OHIOCOM7433151035,75380,982SH SOLE180,98200
PRUDENTIAL FINL INCCOM7443201025,93258,547SH SOLE158,54700
QUALCOMM INCCOM7475251039,681134,400SH SOLE1134,40000
REALOGY HLDGS CORPCOM75605Y1065,160250,000SHPutSOLE1250,00000
REGIONS FINL CORP NEWCOM7591EP1009,212501,993SH SOLE1501,99300
RINGCENTRAL INCCL A76680R20634,894375,000SH SOLE1375,00000
ROVI CORPNOTE 0.500% 3/0779376AD4111,317116,687,000PRN SOLE1116,687,00000
S&P GLOBAL INCCOM78409V1047,03836,022SH SOLE136,02200
SALESFORCE COM INCCOM79466L30235,782225,000SH SOLE1225,00000
SCHLUMBERGER LTDCOM8068571083,04650,000SH SOLE150,00000
SCHWAB CHARLES CORP NEWCOM8085131053,49171,019SH SOLE171,01900
SCIENTIFIC GAMES CORPCOM80874P1094,943194,600SHCallSOLE1194,60000
SELECT SECTOR SPDR TRENERGY81369Y50675,7401,000,000SHCallSOLE11,000,00000
SEMPRA ENERGYCOM8168511095,00544,000SH SOLE144,00000
SPDR S&P 500 ETF TRTR UNIT78462F10398,845340,000SHCallSOLE1340,00000
SPDR S&P 500 ETF TRTR UNIT78462F10381,402280,000SHPutSOLE1280,00000
SPDR SERIES TRUSTS&P OILGAS EXP78464A73010,000231,000SH SOLE1231,00000
SPDR SERIES TRUSTS&P OILGAS EXP78464A73032,468750,000SHCallSOLE1750,00000
SPOTIFY TECHNOLOGY S ASHSL8681T10249,385273,100SH SOLE1273,10000
SPRINT CORPCOM SER 185207U10522,8903,500,000SHCallSOLE13,500,00000
STARS GROUP INCCOM85570W10011,935479,300SH SOLE1479,30000
STATE STR CORPCOM8574771031,98223,659SH SOLE123,65900
SUNTRUST BKS INCCOM8679141032,20733,048SH SOLE133,04800
SVB FINL GROUPCOM78486Q10125,59682,346SH SOLE182,34600
SVMK INCCOM78489X1036,412400,000SH SOLE1400,00000
SYNCHRONY FINLCOM87165B1031,51648,772SH SOLE148,77200
T MOBILE US INCCOM8725901044,14159,000SH SOLE159,00000
TAYLOR MORRISON HOME CORPCL A87724P1067,320405,782SH SOLE1405,78200
TD AMERITRADE HLDG CORPCOM87236Y1081,40026,508SH SOLE126,50800
TESLA INCNOTE 0.250% 3/088160RAB729,81830,000,000PRN SOLE130,000,00000
TEVA PHARMACEUTICAL INDS LTDSPONSORED ADR8816242093,446160,000SH SOLE1160,00000
TEVA PHARMACEUTICAL INDS LTDSPONSORED ADR8816242095,385250,000SHPutSOLE1250,00000
TIVO CORPCOM88870P10620,1251,616,494SH SOLE11,616,49400
TRAVELERS COMPANIES INCCOM89417E1096,34648,925SH SOLE148,92500
TRIBUNE MEDIA COCL A89604750361,4881,600,000SH SOLE11,600,00000
UNITEDHEALTH GROUP INCCOM91324P10211,30742,500SH SOLE142,50000
US BANCORP DELCOM NEW9029733048,481160,595SH SOLE1160,59500
VEECO INSTRS INC DELNOTE 2.700% 1/1922417AD225,55530,000,000PRN SOLE130,000,00000
VERITIV CORPCOM9234541023,03983,487SH SOLE183,48700
VIAVI SOLUTIONS INCNOTE 1.000% 3/0925550AB127,06125,000,000PRN SOLE125,000,00000
VICI PPTYS INCCOM925652109464,80721,498,926SH SOLE121,498,92600
VIPER ENERGY PARTNERS LPCOM UNT RP INT92763M1053,15875,000SH SOLE175,00000
WEATHERFORD INTL LTDNOTE 5.875% 7/0947075AH09,44210,000,000PRN SOLE110,000,00000
WELLS FARGO CO NEWCOM94974610119,295367,096SH SOLE1367,09600
WINTRUST FINL CORPCOM97650W1084,67255,000SH SOLE155,00000
YUM CHINA HLDGS INCCOM98850P1091,75650,000SHCallSOLE150,00000
ZAI LAB LTDADR98887Q10434117,500SH SOLE117,50000
ZILLOW GROUP INCCL C CAP STK98954M20077717,550SH SOLE117,55000
ZILLOW GROUP INCNOTE 1.500% 7/098954MAC510,18611,000,000PRN SOLE111,000,00000
ZIONS BANCORPORATIONCOM98970110713,891276,986SH SOLE1276,98600