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
Estimated average burden
hours per response: 23.8
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
AFLAC INC COM 001055102 4,574 87,419 SH   SOLE 1 87,419 0 0
AGNC INVT CORP COM 00123Q104 18,941 1,177,213 SH   SOLE 1 1,177,213 0 0
ALCON INC ORD SHS H01301128 31,030 532,340 SH   SOLE 1 532,340 0 0
ALLSTATE CORP COM 020002101 4,803 44,195 SH   SOLE 1 44,195 0 0
ALLY FINL INC COM 02005N100 21,751 655,953 SH   SOLE 1 655,953 0 0
ALPHABET INC CAP STK CL A 02079K305 80,290 65,750 SH   SOLE 1 65,750 0 0
ALTABA INC COM 021346101 45,368 2,328,937 SH   SOLE 1 2,328,937 0 0
AMERICAN EXPRESS CO COM 025816109 6,633 56,077 SH   SOLE 1 56,077 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 4,014 72,063 SH   SOLE 1 72,063 0 0
AMERIPRISE FINL INC COM 03076C106 2,416 16,426 SH   SOLE 1 16,426 0 0
ANNALY CAP MGMT INC COM 035710409 30,953 3,517,428 SH   SOLE 1 3,517,428 0 0
AON PLC SHS CL A G0408V102 4,825 24,925 SH   SOLE 1 24,925 0 0
APOLLO COML REAL EST FIN INC NOTE 4.750% 8/2 03762UAB1 5,324 5,230,000 PRN   SOLE 1 5,230,000 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 14,375 350,000 SH   SOLE 1 350,000 0 0
ATLAS AIR WORLDWIDE HLDGS IN NOTE 1.875% 6/0 049164BJ4 2,912 3,500,000 PRN   SOLE 1 3,500,000 0 0
AVAYA HLDGS CORP NOTE 2.250% 6/1 05351XAB7 2,570 3,000,000 PRN   SOLE 1 3,000,000 0 0
BANK AMER CORP COM 060505104 18,785 643,968 SH   SOLE 1 643,968 0 0
BANK NEW YORK MELLON CORP COM 064058100 3,067 67,845 SH   SOLE 1 67,845 0 0
BB&T CORP COM 054937107 4,839 90,674 SH   SOLE 1 90,674 0 0
BGC PARTNERS INC CL A 05541T101 19,619 3,567,145 SH   SOLE 1 3,567,145 0 0
BHP GROUP PLC SPONSORED ADR 05545E209 2,142 50,000 SH   SOLE 1 50,000 0 0
BLACKROCK INC COM 09247X101 1,640 3,680 SH   SOLE 1 3,680 0 0
BLACKSTONE GROUP INC COM CL A 09260D107 5,132 105,074 SH   SOLE 1 105,074 0 0
BOEING CO COM 097023105 2,093 5,500 SH   SOLE 1 5,500 0 0
BP PLC SPONSORED ADR 055622104 10,257 270,000 SH   SOLE 1 270,000 0 0
BRIGHAM MINERALS INC CL A COM 10918L103 11,677 586,779 SH   SOLE 1 586,779 0 0
CABOT OIL & GAS CORP COM 127097103 17,570 1,000,000 SH   SOLE 1 1,000,000 0 0
CAESARS ENTMT CORP COM 127686103 149,659 12,835,265 SH   SOLE 1 12,835,265 0 0
CAESARS ENTMT CORP NOTE 5.000%10/0 127686AA1 8,028 4,719,943 PRN   SOLE 1 4,719,943 0 0
CALAMP CORP NOTE 2.000% 8/0 128126AD1 16,749 20,467,000 PRN   SOLE 1 20,467,000 0 0
CAPITAL ONE FINL CORP COM 14040H105 3,536 38,861 SH   SOLE 1 38,861 0 0
CARBONITE INC NOTE 2.500% 4/0 141337AB1 13,517 14,158,000 PRN   SOLE 1 14,158,000 0 0
CELGENE CORP COM 151020104 117,041 1,178,657 SH   SOLE 1 1,178,657 0 0
CF INDS HLDGS INC COM 125269100 4,920 100,000 SH   SOLE 1 100,000 0 0
CHENIERE ENERGY INC COM NEW 16411R208 11,584 183,700 SH   SOLE 1 183,700 0 0
CHUBB LIMITED COM H1467J104 6,507 40,306 SH   SOLE 1 40,306 0 0
CITIGROUP INC COM NEW 172967424 22,090 319,779 SH   SOLE 1 319,779 0 0
CITIZENS FINL GROUP INC COM 174610105 2,113 59,730 SH   SOLE 1 59,730 0 0
CLOVIS ONCOLOGY INC NOTE 1.250% 5/0 189464AC4 3,368 7,871,000 PRN   SOLE 1 7,871,000 0 0
CME GROUP INC COM 12572Q105 9,749 46,130 SH   SOLE 1 46,130 0 0
COLONY CAP INC NOTE 3.875% 1/1 19624RAB2 6,951 7,021,000 PRN   SOLE 1 7,021,000 0 0
COMERICA INC COM 200340107 861 13,041 SH   SOLE 1 13,041 0 0
CONCHO RES INC COM 20605P101 2,716 40,000 SH   SOLE 1 40,000 0 0
CONOCOPHILLIPS COM 20825C104 14,138 250,000 SH Call SOLE 1 250,000 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 8,838 378,647 SH   SOLE 1 378,647 0 0
D R HORTON INC COM 23331A109 71,090 1,348,705 SH   SOLE 1 1,348,705 0 0
DENBURY RES INC COM NEW 247916208 4,760 4,000,000 SH   SOLE 1 4,000,000 0 0
DENBURY RES INC DEL DEBT 6.375%12/3 U2481AAK4 798 1,348,000 PRN   SOLE 1 1,348,000 0 0
DISCOVER FINL SVCS COM 254709108 2,116 26,098 SH   SOLE 1 26,098 0 0
DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 9,187 10,000,000 PRN   SOLE 1 10,000,000 0 0
DOMINION ENERGY INC COM 25746U109 12,156 150,000 SH   SOLE 1 150,000 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 3,068 32,003 SH   SOLE 1 32,003 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 26,484 606,190 SH   SOLE 1 606,190 0 0
EAGLE BULK SHIPPING INC DEBT 5.000% 8/0 Y21898AA2 267 250,000 PRN   SOLE 1 250,000 0 0
EBAY INC COM 278642103 46,425 1,191,000 SH   SOLE 1 1,191,000 0 0
EDGEWELL PERS CARE CO COM 28035Q102 32,165 990,000 SH   SOLE 1 990,000 0 0
ELDORADO RESORTS INC COM 28470R102 1,471 36,900 SH   SOLE 1 36,900 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 30,506 700,000 SH   SOLE 1 700,000 0 0
ENERGY TRANSFER LP COM UT LTD PTN 29273V100 4,205 321,500 SH   SOLE 1 321,500 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 5,430 190,000 SH   SOLE 1 190,000 0 0
EQM MIDSTREAM PARTNERS LP UNIT LTD PARTN 26885B100 1,799 55,000 SH   SOLE 1 55,000 0 0
EURONET WORLDWIDE INC COM 298736109 10,460 71,500 SH   SOLE 1 71,500 0 0
EVERCORE INC CLASS A 29977A105 2,003 25,000 SH   SOLE 1 25,000 0 0
EVOLENT HEALTH INC NOTE 2.000%12/0 30050BAB7 7,025 8,000,000 PRN   SOLE 1 8,000,000 0 0
FALCON MINERALS CORP *W EXP 07/21/202 30607B208 379 1,087,640 SH   SOLE 1 1,087,640 0 0
FALCON MINERALS CORP CL A COM 30607B109 5,521 960,230 SH   SOLE 1 960,230 0 0
FARFETCH LTD ORD SH CL A 30744W107 11,289 1,306,573 SH   SOLE 1 1,306,573 0 0
FIFTH THIRD BANCORP COM 316773100 855 31,228 SH   SOLE 1 31,228 0 0
FRANKLIN RES INC COM 354613101 2,238 77,531 SH   SOLE 1 77,531 0 0
GAIN CAP HLDGS INC NOTE 5.000% 8/1 36268WAF7 12,207 13,000,000 PRN   SOLE 1 13,000,000 0 0
GOLDEN STAR RES LTD CDA NOTE 7.000% 8/1 38119TAG9 7,383 7,365,000 PRN   SOLE 1 7,365,000 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 4,700 22,682 SH   SOLE 1 22,682 0 0
GRANITE PT MTG TR INC NOTE 6.375%10/0 38741LAC1 4,794 4,634,000 PRN   SOLE 1 4,634,000 0 0
GREEN PLAINS INC NOTE 4.125% 9/0 393222AF1 12,068 14,700,000 PRN   SOLE 1 14,700,000 0 0
GREENLIGHT CAP RE LTD NOTE 4.000% 8/0 395366AB3 1,741 1,837,000 PRN   SOLE 1 1,837,000 0 0
GRIFOLS S A SP ADR REP B NVT 398438408 41,725 2,082,086 SH   SOLE 1 2,082,086 0 0
HCI GROUP INC NOTE 4.250% 3/0 40416EAD5 3,637 3,642,000 PRN   SOLE 1 3,642,000 0 0
HORNBECK OFFSHORE SVCS INC N COM 440543106 383 504,552 SH   SOLE 1 504,552 0 0
HUNTINGTON BANCSHARES INC COM 446150104 1,942 136,085 SH   SOLE 1 136,085 0 0
II VI INC COM 902104108 9 242 SH   SOLE 1 242 0 0
II VI INC NOTE 0.250% 9/0 902104AB4 5,691 5,500,000 PRN   SOLE 1 5,500,000 0 0
INSEEGO CORP NOTE 5.500% 6/1 45782BAA2 39,391 30,769,000 PRN   SOLE 1 30,769,000 0 0
INTELSAT S A COM L5140P101 12,506 548,517 SH   SOLE 1 548,517 0 0
INTELSAT S A NOTE 4.500% 6/1 45790VAB6 31,781 21,500,000 PRN   SOLE 1 21,500,000 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 5,756 62,386 SH   SOLE 1 62,386 0 0
INVACARE CORP NOTE 4.500% 6/0 461203AH4 10,043 11,953,000 PRN   SOLE 1 11,953,000 0 0
INVESCO LTD SHS G491BT108 1,028 60,695 SH   SOLE 1 60,695 0 0
JPMORGAN CHASE & CO COM 46625H100 24,979 212,244 SH   SOLE 1 212,244 0 0
KB HOME COM 48666K109 5,511 162,075 SH   SOLE 1 162,075 0 0
KEURIG DR PEPPER INC COM 49271V100 26,091 955,000 SH   SOLE 1 955,000 0 0
KEYCORP NEW COM 493267108 1,989 111,467 SH   SOLE 1 111,467 0 0
KIMBELL RTY PARTNERS LP UNIT 49435R102 4,708 320,080 SH   SOLE 1 320,080 0 0
KKR & CO INC CL A 48251W104 8,176 304,511 SH   SOLE 1 304,511 0 0
LANNET INC COM 516012101 5,600 500,000 SH Put SOLE 1 500,000 0 0
LIBERTY BROADBAND CORP COM SER C 530307305 737,159 7,042,696 SH   SOLE 1 7,042,696 0 0
LIGAND PHARMACEUTICALS INC NOTE 0.750% 5/1 53220KAF5 13,877 16,600,000 PRN   SOLE 1 16,600,000 0 0
LPL FINL HLDGS INC COM 50212V100 41,885 511,416 SH   SOLE 1 511,416 0 0
M & T BK CORP COM 55261F104 819 5,185 SH   SOLE 1 5,185 0 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 5,414 81,700 SH   SOLE 1 81,700 0 0
MARSH & MCLENNAN COS INC COM 571748102 5,112 51,090 SH   SOLE 1 51,090 0 0
MESA LABS INC NOTE 1.375% 8/1 59064RAA7 18,206 17,000,000 PRN   SOLE 1 17,000,000 0 0
METLIFE INC COM 59156R108 3,149 66,772 SH   SOLE 1 66,772 0 0
MICROCHIP TECHNOLOGY INC NOTE 2.250% 2/1 595017AH7 41,107 31,886,000 PRN   SOLE 1 31,886,000 0 0
MONDELEZ INTL INC CL A 609207105 67,158 1,214,000 SH   SOLE 1 1,214,000 0 0
MONTAGE RES CORP COM 61179L100 196 51,877 SH   SOLE 1 51,877 0 0
MORGAN STANLEY COM NEW 617446448 5,724 134,143 SH   SOLE 1 134,143 0 0
MSCI INC COM 55354G100 2,047 9,401 SH   SOLE 1 9,401 0 0
NASDAQ INC COM 631103108 2,998 30,177 SH   SOLE 1 30,177 0 0
NAVIENT CORPORATION COM 63938C108 5,748 449,043 SH   SOLE 1 449,043 0 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 4,064 259,159 SH   SOLE 1 259,159 0 0
NORTHERN TR CORP COM 665859104 2,467 26,433 SH   SOLE 1 26,433 0 0
NRG ENERGY INC COM NEW 629377508 19,008 480,000 SH   SOLE 1 480,000 0 0
NXP SEMICONDUCTORS N V COM N6596X109 8,391 76,900 SH   SOLE 1 76,900 0 0
NXP SEMICONDUCTORS N V NOTE 1.000%12/0 62952QAB6 5,774 5,294,000 PRN   SOLE 1 5,294,000 0 0
OI S A SPONSORED ADR NE 670851500 651 592,000 SH   SOLE 1 592,000 0 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 25,516 21,813,000 PRN   SOLE 1 21,813,000 0 0
OPKO HEALTH INC NOTE 4.500% 2/1 68375NAD5 14,696 17,900,000 PRN   SOLE 1 17,900,000 0 0
OWL ROCK CAPITAL CORPORATION COM 69121K104 21,663 1,373,713 SH   SOLE 1 1,373,713 0 0
PDL BIOPHARMA INC NOTE 2.750%12/0 69329YAG9 8,439 8,733,000 PRN   SOLE 1 8,733,000 0 0
PDL BIOPHARMA INC NOTE 2.750%12/0 69329YAJ3 16,577 17,624,000 PRN   SOLE 1 17,624,000 0 0
PELOTON INTERACTIVE INC CL A COM 70614W100 39,533 1,575,000 SH   SOLE 1 1,575,000 0 0
PNC FINL SVCS GROUP INC COM 693475105 6,434 45,904 SH   SOLE 1 45,904 0 0
PRETIUM RES INC NOTE 2.250% 3/1 74139CAB8 5,204 4,920,000 PRN   SOLE 1 4,920,000 0 0
PRICE T ROWE GROUP INC COM 74144T108 2,714 23,756 SH   SOLE 1 23,756 0 0
PROGRESSIVE CORP OHIO COM 743315103 5,031 65,130 SH   SOLE 1 65,130 0 0
PRUDENTIAL FINL INC COM 744320102 4,358 48,445 SH   SOLE 1 48,445 0 0
RAMBUS INC DEL NOTE 1.375% 2/0 750917AG1 14,438 14,500,000 PRN   SOLE 1 14,500,000 0 0
REDFIN CORP NOTE 1.750% 7/1 75737FAA6 2,425 2,636,000 PRN   SOLE 1 2,636,000 0 0
REDWOOD TR INC NOTE 5.625% 7/1 758075AD7 13,486 13,250,000 PRN   SOLE 1 13,250,000 0 0
RESOURCE CAP CORP NOTE 4.500% 8/1 76120WAC8 6,256 6,026,000 PRN   SOLE 1 6,026,000 0 0
RH COM 74967X103 3,620 21,192 SH   SOLE 1 21,192 0 0
ROVI CORP NOTE 0.500% 3/0 779376AD4 62,315 63,222,000 PRN   SOLE 1 63,222,000 0 0
S&P GLOBAL INC COM 78409V104 7,742 31,602 SH   SOLE 1 31,602 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 14,378 563,641 SH   SOLE 1 563,641 0 0
SCHLUMBERGER LTD COM 806857108 5,126 150,000 SH   SOLE 1 150,000 0 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 5,149 86,972 SH   SOLE 1 86,972 0 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 59,200 1,000,000 SH Put SOLE 1 1,000,000 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 25,661 916,467 SH   SOLE 1 916,467 0 0
SEMGROUP CORP CL A 81663A105 2,043 125,000 SH   SOLE 1 125,000 0 0
SOLARCITY CORP NOTE 1.625%11/0 83416TAC4 9,200 9,286,000 PRN   SOLE 1 9,286,000 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 19,245 64,849 SH   SOLE 1 64,849 0 0
SPDR SERIES TRUST S&P OILGAS EXP 78464A730 4,179 186,916 SH   SOLE 1 186,916 0 0
SPDR SERIES TRUST S&P OILGAS EXP 78464A730 17,888 800,000 SH Call SOLE 1 800,000 0 0
STATE STR CORP COM 857477103 1,022 17,264 SH   SOLE 1 17,264 0 0
SUNPOWER CORP DBCV 4.000% 1/1 867652AL3 4,548 5,000,000 PRN   SOLE 1 5,000,000 0 0
SUNTRUST BKS INC COM 867914103 1,816 26,395 SH   SOLE 1 26,395 0 0
SVB FINL GROUP COM 78486Q101 922 4,412 SH   SOLE 1 4,412 0 0
SYMANTEC CORP COM 871503108 46,151 1,953,063 SH   SOLE 1 1,953,063 0 0
SYNCHRONY FINL COM 87165B103 23,513 689,729 SH   SOLE 1 689,729 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 949 20,327 SH   SOLE 1 20,327 0 0
TEAM INC NOTE 5.000% 8/0 878155AE0 17,659 15,944,000 PRN   SOLE 1 15,944,000 0 0
TESLA INC NOTE 1.250% 3/0 88160RAC5 35,604 36,400,000 PRN   SOLE 1 36,400,000 0 0
TESLA INC NOTE 2.000% 5/1 88160RAG6 54,176 53,209,000 PRN   SOLE 1 53,209,000 0 0
TESLA INC NOTE 2.375% 3/1 88160RAD3 8,084 7,951,000 PRN   SOLE 1 7,951,000 0 0
THE CHARLES SCHWAB CORPORATI COM 808513105 2,234 53,404 SH   SOLE 1 53,404 0 0
TIMKENSTEEL CORP NOTE 6.000% 6/0 887399AA1 13,864 14,815,000 PRN   SOLE 1 14,815,000 0 0
TRANSDIGM GROUP INC COM 893641100 11,879 22,815 SH   SOLE 1 22,815 0 0
TRAVELERS COMPANIES INC COM 89417E109 6,010 40,423 SH   SOLE 1 40,423 0 0
TWO HBRS INVT CORP NOTE 6.250% 1/1 90187BAA9 15,320 14,858,000 PRN   SOLE 1 14,858,000 0 0
TYSON FOODS INC CL A 902494103 5,306 61,600 SH   SOLE 1 61,600 0 0
UNITEDHEALTH GROUP INC COM 91324P102 29,338 135,000 SH   SOLE 1 135,000 0 0
US BANCORP DEL COM NEW 902973304 6,586 119,003 SH   SOLE 1 119,003 0 0
VANECK VECTORS ETF TR GOLD MINERS ETF 92189F106 1,830 68,500 SH   SOLE 1 68,500 0 0
VEECO INSTRS INC DEL NOTE 2.700% 1/1 922417AD2 27,728 30,975,000 PRN   SOLE 1 30,975,000 0 0
VEONEER INCORPORATED NOTE 4.000% 6/0 92336XAA7 6,934 7,000,000 PRN   SOLE 1 7,000,000 0 0
VICI PPTYS INC COM 925652109 419,833 18,535,657 SH   SOLE 1 18,535,657 0 0
VIPER ENERGY PARTNERS LP COM UNT RP INT 92763M105 17,899 646,887 SH   SOLE 1 646,887 0 0
VISA INC COM CL A 92826C839 4,945 28,749 SH   SOLE 1 28,749 0 0
VISTRA ENERGY CORP COM 92840M102 18,444 690,000 SH   SOLE 1 690,000 0 0
WELLS FARGO CO NEW COM 949746101 14,407 285,630 SH   SOLE 1 285,630 0 0
WESTERN ASSET MTG CAP CORP NOTE 6.750%10/0 95790DAA3 24,167 23,930,000 PRN   SOLE 1 23,930,000 0 0
WESTERN MIDSTREAM PARTNERS L COM UNIT LP INT 958669103 2,353 94,550 SH   SOLE 1 94,550 0 0
WRIGHT MED GROUP N V NOTE 2.250%11/1 98236JAB4 7,016 6,000,000 PRN   SOLE 1 6,000,000 0 0
ZAYO GROUP HLDGS INC COM 98919V105 17,183 506,887 SH   SOLE 1 506,887 0 0
ZIONS BANCORPORATION N A COM 989701107 2,526 56,730 SH   SOLE 1 56,730 0 0