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 | 26,984 | 400,000 | SH | Put | SOLE | 1 | 400,000 | 0 | 0 |
| ADVANCED MICRO DEVICES INC | COM | 007903107 | 3,940 | 392,000 | SH | SOLE | 1 | 392,000 | 0 | 0 | |
| ADVANCED MICRO DEVICES INC | COM | 007903107 | 10,050 | 1,000,000 | SH | Call | SOLE | 1 | 1,000,000 | 0 | 0 |
| AETNA INC NEW | COM | 00817Y108 | 92,204 | 545,585 | SH | SOLE | 1 | 545,585 | 0 | 0 | |
| AFLAC INC | COM | 001055102 | 14,830 | 338,884 | SH | SOLE | 1 | 338,884 | 0 | 0 | |
| ALLIANT ENERGY CORP | COM | 018802108 | 2,656 | 65,000 | SH | SOLE | 1 | 65,000 | 0 | 0 | |
| ALLOT COMMUNICATIONS LTD | SHS | M0854Q105 | 26,825 | 4,986,063 | SH | SOLE | 1 | 4,986,063 | 0 | 0 | |
| ALLSCRIPTS HEALTHCARE SOLUTN | NOTE 1.250% 7/0 | 01988PAD0 | 10,069 | 10,000,000 | PRN | SOLE | 1 | 10,000,000 | 0 | 0 | |
| ALLSTATE CORP | COM | 020002101 | 15,480 | 163,294 | SH | SOLE | 1 | 163,294 | 0 | 0 | |
| ALPHABET INC | CAP STK CL A | 02079K305 | 26,343 | 25,400 | SH | SOLE | 1 | 25,400 | 0 | 0 | |
| ALPS ETF TR | ALERIAN MLP | 00162Q866 | 43,654 | 4,658,900 | SH | SOLE | 1 | 4,658,900 | 0 | 0 | |
| ALPS ETF TR | ALERIAN MLP | 00162Q866 | 18,740 | 2,000,000 | SH | Put | SOLE | 1 | 2,000,000 | 0 | 0 |
| ALTABA INC | COM | 021346101 | 209,135 | 2,824,619 | SH | SOLE | 1 | 2,824,619 | 0 | 0 | |
| AMAZON COM INC | COM | 023135106 | 63,972 | 44,200 | SH | SOLE | 1 | 44,200 | 0 | 0 | |
| AMAZON COM INC | COM | 023135106 | 10,131 | 7,000 | SH | Call | SOLE | 1 | 7,000 | 0 | 0 |
| AMERICAN EXPRESS CO | COM | 025816109 | 16,963 | 181,847 | SH | SOLE | 1 | 181,847 | 0 | 0 | |
| AMERICAN INTL GROUP INC | COM NEW | 026874784 | 16,259 | 298,763 | SH | SOLE | 1 | 298,763 | 0 | 0 | |
| AMERIPRISE FINL INC | COM | 03076C106 | 6,225 | 42,076 | SH | SOLE | 1 | 42,076 | 0 | 0 | |
| AON PLC | SHS CL A | G0408V102 | 2,252 | 16,047 | SH | SOLE | 1 | 16,047 | 0 | 0 | |
| ARRAY BIOPHARMA INC | COM | 04269X105 | 8,592 | 526,500 | SH | SOLE | 1 | 526,500 | 0 | 0 | |
| AVAYA HLDGS CORP | COM | 05351X101 | 13,440 | 600,000 | SH | SOLE | 1 | 600,000 | 0 | 0 | |
| BANK AMER CORP | COM | 060505104 | 72,658 | 2,422,731 | SH | SOLE | 1 | 2,422,731 | 0 | 0 | |
| BANK NEW YORK MELLON CORP | COM | 064058100 | 13,401 | 260,066 | SH | SOLE | 1 | 260,066 | 0 | 0 | |
| BAXTER INTL INC | COM | 071813109 | 43,454 | 668,115 | SH | SOLE | 1 | 668,115 | 0 | 0 | |
| BB&T CORP | COM | 054937107 | 13,271 | 255,014 | SH | SOLE | 1 | 255,014 | 0 | 0 | |
| BIO RAD LABS INC | CL A | 090572207 | 18,756 | 75,000 | SH | SOLE | 1 | 75,000 | 0 | 0 | |
| BLACKROCK INC | COM | 09247X101 | 4,401 | 8,125 | SH | SOLE | 1 | 8,125 | 0 | 0 | |
| BLUE BUFFALO PET PRODS INC | COM | 09531U102 | 15,645 | 393,000 | SH | SOLE | 1 | 393,000 | 0 | 0 | |
| BRIGHT HORIZONS FAM SOL IN D | COM | 109194100 | 3,989 | 40,000 | SH | SOLE | 1 | 40,000 | 0 | 0 | |
| BROOKFIELD BUSINESS PARTNERS | UNIT LTD LP | G16234109 | 10,239 | 284,345 | SH | SOLE | 1 | 284,345 | 0 | 0 | |
| CAESARS ENTMT CORP | COM | 127686103 | 388,107 | 34,498,395 | SH | SOLE | 1 | 34,498,395 | 0 | 0 | |
| CAESARS ENTMT CORP | NOTE 5.000%10/0 | 127686AA1 | 88,665 | 50,719,943 | PRN | SOLE | 1 | 50,719,943 | 0 | 0 | |
| CALIFORNIA RES CORP | COM NEW | 13057Q206 | 8,575 | 500,000 | SH | SOLE | 1 | 500,000 | 0 | 0 | |
| CANADIAN NAT RES LTD | COM | 136385101 | 23,917 | 760,000 | SH | SOLE | 1 | 760,000 | 0 | 0 | |
| CAPITAL ONE FINL CORP | COM | 14040H105 | 13,700 | 142,980 | SH | SOLE | 1 | 142,980 | 0 | 0 | |
| CATALYST BIOSCIENCES INC | COM NEW | 14888D208 | 9,367 | 363,070 | SH | SOLE | 1 | 363,070 | 0 | 0 | |
| CBOE GLOBAL MARKETS INC | COM | 12503M108 | 8,701 | 76,257 | SH | SOLE | 1 | 76,257 | 0 | 0 | |
| CEMEX SAB DE CV | NOTE 3.720% 3/1 | 151290BR3 | 24,763 | 24,000,000 | PRN | SOLE | 1 | 24,000,000 | 0 | 0 | |
| CEMEX SAB DE CV | NOTE 3.720% 3/1 | 151290BT9 | 17,562 | 17,000,000 | PRN | SOLE | 1 | 17,000,000 | 0 | 0 | |
| CENOVUS ENERGY INC | COM | 15135U109 | 4,270 | 500,000 | SH | SOLE | 1 | 500,000 | 0 | 0 | |
| CENTURYLINK INC | COM | 156700106 | 13,969 | 850,225 | SH | SOLE | 1 | 850,225 | 0 | 0 | |
| CHARTER COMMUNICATIONS INC N | CL A | 16119P108 | 14,939 | 48,000 | SH | SOLE | 1 | 48,000 | 0 | 0 | |
| CHUBB LIMITED | COM | H1467J104 | 19,674 | 143,844 | SH | SOLE | 1 | 143,844 | 0 | 0 | |
| CHURCHILL DOWNS INC | COM | 171484108 | 4,703 | 19,270 | SH | SOLE | 1 | 19,270 | 0 | 0 | |
| CIGNA CORPORATION | COM | 125509109 | 35,846 | 213,700 | SH | SOLE | 1 | 213,700 | 0 | 0 | |
| CIGNA CORPORATION | COM | 125509109 | 5,418 | 32,300 | SH | Call | SOLE | 1 | 32,300 | 0 | 0 |
| CITIGROUP INC | COM NEW | 172967424 | 47,514 | 703,918 | SH | SOLE | 1 | 703,918 | 0 | 0 | |
| CME GROUP INC | COM CL A | 12572Q105 | 12,297 | 76,027 | SH | SOLE | 1 | 76,027 | 0 | 0 | |
| COMERICA INC | COM | 200340107 | 22,848 | 238,169 | SH | SOLE | 1 | 238,169 | 0 | 0 | |
| COMMSCOPE HLDG CO INC | COM | 20337X109 | 3,997 | 100,000 | SH | SOLE | 1 | 100,000 | 0 | 0 | |
| COTY INC | COM CL A | 222070203 | 20,226 | 1,105,230 | SH | SOLE | 1 | 1,105,230 | 0 | 0 | |
| CROWN CASTLE INTL CORP NEW | 6.875% CON PFD A | 22822V309 | 27,857 | 25,000 | SH | SOLE | 1 | 25,000 | 0 | 0 | |
| CROWN CASTLE INTL CORP NEW | COM | 22822V101 | 10,961 | 100,000 | SH | SOLE | 1 | 100,000 | 0 | 0 | |
| CSRA INC | COM | 12650T104 | 4,741 | 115,000 | SH | SOLE | 1 | 115,000 | 0 | 0 | |
| CYPRESS SEMICONDUCTOR CORP | COM | 232806109 | 1,696 | 100,000 | SH | SOLE | 1 | 100,000 | 0 | 0 | |
| DELL TECHNOLOGIES INC | COM CL V | 24703L103 | 2,130 | 29,100 | SH | SOLE | 1 | 29,100 | 0 | 0 | |
| DENBURY RES INC | COM NEW | 247916208 | 12,522 | 4,570,000 | SH | SOLE | 1 | 4,570,000 | 0 | 0 | |
| DISCOVER FINL SVCS | COM | 254709108 | 9,422 | 130,983 | SH | SOLE | 1 | 130,983 | 0 | 0 | |
| DISCOVERY COMMUNICATNS NEW | COM SER A | 25470F104 | 33,217 | 1,550,000 | SH | SOLE | 1 | 1,550,000 | 0 | 0 | |
| DISCOVERY COMMUNICATNS NEW | COM SER C | 25470F302 | 2,928 | 150,000 | SH | SOLE | 1 | 150,000 | 0 | 0 | |
| DISH NETWORK CORP | NOTE 3.375% 8/1 | 25470MAB5 | 36,697 | 38,000,000 | PRN | SOLE | 1 | 38,000,000 | 0 | 0 | |
| DOMINION ENERGY INC | COM | 25746U109 | 15,172 | 225,000 | SH | SOLE | 1 | 225,000 | 0 | 0 | |
| DROPBOX INC | CL A | 26210C104 | 2,344 | 75,000 | SH | SOLE | 1 | 75,000 | 0 | 0 | |
| E TRADE FINANCIAL CORP | COM NEW | 269246401 | 13,797 | 248,992 | SH | SOLE | 1 | 248,992 | 0 | 0 | |
| E TRADE FINANCIAL CORP | COM NEW | 269246401 | 5,541 | 100,000 | SH | Call | SOLE | 1 | 100,000 | 0 | 0 |
| EAST WEST BANCORP INC | COM | 27579R104 | 2,789 | 44,600 | SH | SOLE | 1 | 44,600 | 0 | 0 | |
| EASTMAN KODAK CO | *W EXP 09/03/201 | 277461133 | 2 | 8,383 | SH | SOLE | 1 | 8,383 | 0 | 0 | |
| EASTMAN KODAK CO | *W EXP 09/03/201 | 277461141 | 2 | 8,383 | SH | SOLE | 1 | 8,383 | 0 | 0 | |
| EBAY INC | COM | 278642103 | 5,030 | 125,000 | SH | SOLE | 1 | 125,000 | 0 | 0 | |
| ELECTRONIC ARTS INC | COM | 285512109 | 26,673 | 220,000 | SH | SOLE | 1 | 220,000 | 0 | 0 | |
| EQT CORP | COM | 26884L109 | 49,069 | 1,032,816 | SH | SOLE | 1 | 1,032,816 | 0 | 0 | |
| EURONET WORLDWIDE INC | COM | 298736109 | 1,136 | 14,400 | SH | SOLE | 1 | 14,400 | 0 | 0 | |
| EVEREST RE GROUP LTD | COM | G3223R108 | 9,180 | 35,744 | SH | SOLE | 1 | 35,744 | 0 | 0 | |
| EXFO INC | SUB VTG SHS | 302046107 | 311 | 74,052 | SH | SOLE | 1 | 74,052 | 0 | 0 | |
| EXPRESS SCRIPTS HLDG CO | COM | 30219G108 | 2,107 | 30,500 | SH | SOLE | 1 | 30,500 | 0 | 0 | |
| FGL HLDGS | *W EXP 11/30/202 | G3402M110 | 0 | 1,000,000 | SH | SOLE | 1 | 1,000,000 | 0 | 0 | |
| FGL HLDGS | ORD SHS | G3402M102 | 33,606 | 3,310,938 | SH | SOLE | 1 | 3,310,938 | 0 | 0 | |
| FIAT CHRYSLER AUTOMOBILES N | SHS | N31738102 | 5,740 | 279,737 | SH | SOLE | 1 | 279,737 | 0 | 0 | |
| FIFTH THIRD BANCORP | COM | 316773100 | 9,824 | 309,421 | SH | SOLE | 1 | 309,421 | 0 | 0 | |
| FIREEYE INC | NOTE 1.000% 6/0 | 31816QAB7 | 177,024 | 185,672,000 | PRN | SOLE | 1 | 185,672,000 | 0 | 0 | |
| FIRST REP BK SAN FRANCISCO C | COM | 33616C100 | 5,907 | 63,786 | SH | SOLE | 1 | 63,786 | 0 | 0 | |
| FRANKLIN RES INC | COM | 354613101 | 5,809 | 167,512 | SH | SOLE | 1 | 167,512 | 0 | 0 | |
| FRANKS INTL N V | COM | N33462107 | 2,715 | 500,000 | SH | SOLE | 1 | 500,000 | 0 | 0 | |
| FRONTIER COMMUNICATIONS CORP | COM NEW | 35906A306 | 2,597 | 350,000 | SH | SOLE | 1 | 350,000 | 0 | 0 | |
| GCI LIBERTY INC | COM CLASS A | 36164V305 | 43,610 | 825,000 | SH | SOLE | 1 | 825,000 | 0 | 0 | |
| GENERAL MTRS CO | COM | 37045V100 | 21,804 | 600,000 | SH | SOLE | 1 | 600,000 | 0 | 0 | |
| GOLDMAN SACHS GROUP INC | COM | 38141G104 | 16,807 | 66,733 | SH | SOLE | 1 | 66,733 | 0 | 0 | |
| GREAT PLAINS ENERGY INC | COM | 391164100 | 5,563 | 175,000 | SH | SOLE | 1 | 175,000 | 0 | 0 | |
| HCA HEALTHCARE INC | COM | 40412C101 | 19,400 | 200,000 | SH | SOLE | 1 | 200,000 | 0 | 0 | |
| HERITAGE INS HLDGS INC | COM | 42727J102 | 5,626 | 371,078 | SH | SOLE | 1 | 371,078 | 0 | 0 | |
| HILTON GRAND VACATIONS INC | COM | 43283X105 | 7,529 | 175,000 | SH | SOLE | 1 | 175,000 | 0 | 0 | |
| HUNTINGTON BANCSHARES INC | COM | 446150104 | 10,060 | 666,230 | SH | SOLE | 1 | 666,230 | 0 | 0 | |
| IAC INTERACTIVECORP | COM | 44919P508 | 25,568 | 163,500 | SH | SOLE | 1 | 163,500 | 0 | 0 | |
| ILG INC | COM | 44967H101 | 847 | 27,234 | SH | SOLE | 1 | 27,234 | 0 | 0 | |
| INSEEGO CORP | NOTE 5.500% 6/1 | 45782BAA2 | 24,430 | 30,769,000 | PRN | SOLE | 1 | 30,769,000 | 0 | 0 | |
| INTEL CORP | COM | 458140100 | 3,021 | 58,000 | SH | SOLE | 1 | 58,000 | 0 | 0 | |
| INTELSAT S A | COM | L5140P101 | 5,134 | 1,365,299 | SH | SOLE | 1 | 1,365,299 | 0 | 0 | |
| INTELSAT S A | COM | L5140P101 | 752 | 200,000 | SH | Call | SOLE | 1 | 200,000 | 0 | 0 |
| INTERCONTINENTAL EXCHANGE IN | COM | 45866F104 | 11,940 | 164,644 | SH | SOLE | 1 | 164,644 | 0 | 0 | |
| INTERXION HOLDING N.V | SHS | N47279109 | 25,155 | 405,000 | SH | SOLE | 1 | 405,000 | 0 | 0 | |
| INVESCO LTD | SHS | G491BT108 | 6,540 | 204,318 | SH | SOLE | 1 | 204,318 | 0 | 0 | |
| ISHARES TR | IBOXX HI YD ETF | 464288513 | 19,483 | 227,500 | SH | SOLE | 1 | 227,500 | 0 | 0 | |
| JDS UNIPHASE CORP | DBCV 0.625% 8/1 | 46612JAF8 | 12,169 | 11,853,000 | PRN | SOLE | 1 | 11,853,000 | 0 | 0 | |
| JPMORGAN CHASE & CO | COM | 46625H100 | 79,141 | 719,660 | SH | SOLE | 1 | 719,660 | 0 | 0 | |
| KAPSTONE PAPER & PACKAGING C | COM | 48562P103 | 11,785 | 343,500 | SH | SOLE | 1 | 343,500 | 0 | 0 | |
| KENNEDY-WILSON HLDGS INC | COM | 489398107 | 102,857 | 5,911,347 | SH | SOLE | 1 | 5,911,347 | 0 | 0 | |
| KEY ENERGY SVCS INC DEL | COM | 49309J103 | 3,046 | 259,917 | SH | SOLE | 1 | 259,917 | 0 | 0 | |
| KEYCORP NEW | COM | 493267108 | 1,981 | 101,323 | SH | SOLE | 1 | 101,323 | 0 | 0 | |
| LABORATORY CORP AMER HLDGS | COM NEW | 50540R409 | 39,270 | 242,781 | SH | SOLE | 1 | 242,781 | 0 | 0 | |
| LAM RESEARCH CORP | COM | 512807108 | 57,541 | 283,230 | SH | SOLE | 1 | 283,230 | 0 | 0 | |
| LAUDER ESTEE COS INC | CL A | 518439104 | 2,021 | 13,500 | SH | SOLE | 1 | 13,500 | 0 | 0 | |
| LENNAR CORP | CL A | 526057104 | 7,315 | 124,111 | SH | SOLE | 1 | 124,111 | 0 | 0 | |
| LIBERTY BROADBAND CORP | COM SER C | 530307305 | 657,160 | 7,669,036 | SH | SOLE | 1 | 7,669,036 | 0 | 0 | |
| LIBERTY INTERACTIVE CORP | QVC GP COM SER A | 53071M104 | 17,619 | 700,000 | SH | SOLE | 1 | 700,000 | 0 | 0 | |
| LIBERTY MEDIA CORP DELAWARE | DEB 2.250% 9/3 | 531229AE2 | 20,913 | 20,000,000 | PRN | SOLE | 1 | 20,000,000 | 0 | 0 | |
| LINCOLN NATL CORP IND | COM | 534187109 | 3,136 | 42,929 | SH | SOLE | 1 | 42,929 | 0 | 0 | |
| LIONS GATE ENTMNT CORP | CL A VTG | 535919401 | 32,288 | 1,250,000 | SH | SOLE | 1 | 1,250,000 | 0 | 0 | |
| LIVANOVA PLC | SHS | G5509L101 | 1,012 | 11,431 | SH | SOLE | 1 | 11,431 | 0 | 0 | |
| LPL FINL HLDGS INC | COM | 50212V100 | 16,904 | 276,800 | SH | SOLE | 1 | 276,800 | 0 | 0 | |
| LULULEMON ATHLETICA INC | COM | 550021109 | 2,005 | 22,500 | SH | SOLE | 1 | 22,500 | 0 | 0 | |
| M & T BK CORP | COM | 55261F104 | 4,217 | 22,876 | SH | SOLE | 1 | 22,876 | 0 | 0 | |
| MARSH & MCLENNAN COS INC | COM | 571748102 | 15,833 | 191,703 | SH | SOLE | 1 | 191,703 | 0 | 0 | |
| MARTIN MARIETTA MATLS INC | COM | 573284106 | 6,945 | 33,500 | SH | SOLE | 1 | 33,500 | 0 | 0 | |
| MARVELL TECHNOLOGY GROUP LTD | ORD | G5876H105 | 25,939 | 1,235,200 | SH | SOLE | 1 | 1,235,200 | 0 | 0 | |
| MATCH GROUP INC | COM | 57665R106 | 2,640 | 59,400 | SH | SOLE | 1 | 59,400 | 0 | 0 | |
| MCKESSON CORP | COM | 58155Q103 | 9,615 | 68,255 | SH | SOLE | 1 | 68,255 | 0 | 0 | |
| METLIFE INC | COM | 59156R108 | 5,780 | 125,944 | SH | SOLE | 1 | 125,944 | 0 | 0 | |
| MGM RESORTS INTERNATIONAL | COM | 552953101 | 16,372 | 467,500 | SH | Put | SOLE | 1 | 467,500 | 0 | 0 |
| MICRON TECHNOLOGY INC | COM | 595112103 | 20,643 | 395,912 | SH | SOLE | 1 | 395,912 | 0 | 0 | |
| MICROSEMI CORP | COM | 595137100 | 20,713 | 320,045 | SH | SOLE | 1 | 320,045 | 0 | 0 | |
| MICROSOFT CORP | COM | 594918104 | 15,534 | 170,200 | SH | SOLE | 1 | 170,200 | 0 | 0 | |
| MOLINA HEALTHCARE INC | COM | 60855R100 | 16,623 | 204,762 | SH | SOLE | 1 | 204,762 | 0 | 0 | |
| MONEYGRAM INTL INC | COM NEW | 60935Y208 | 752 | 87,290 | SH | SOLE | 1 | 87,290 | 0 | 0 | |
| MONSANTO CO NEW | COM | 61166W101 | 21,248 | 182,089 | SH | SOLE | 1 | 182,089 | 0 | 0 | |
| MONSANTO CO NEW | COM | 61166W101 | 4,901 | 42,000 | SH | Call | SOLE | 1 | 42,000 | 0 | 0 |
| MORGAN STANLEY | COM NEW | 617446448 | 26,854 | 497,659 | SH | SOLE | 1 | 497,659 | 0 | 0 | |
| MULESOFT INC | CL A | 625207105 | 4,420 | 100,500 | SH | SOLE | 1 | 100,500 | 0 | 0 | |
| NASDAQ INC | COM | 631103108 | 4,419 | 51,255 | SH | SOLE | 1 | 51,255 | 0 | 0 | |
| NAVISTAR INTL CORP NEW | NOTE 4.750% 4/1 | 63934EAS7 | 12,891 | 12,500,000 | PRN | SOLE | 1 | 12,500,000 | 0 | 0 | |
| NETFLIX INC | COM | 64110L106 | 64,977 | 220,000 | SH | SOLE | 1 | 220,000 | 0 | 0 | |
| NEW YORK CMNTY BANCORP INC | COM | 649445103 | 3,683 | 282,686 | SH | SOLE | 1 | 282,686 | 0 | 0 | |
| NEW YORK TIMES CO | CL A | 650111107 | 3,046 | 126,400 | SH | SOLE | 1 | 126,400 | 0 | 0 | |
| NOMAD FOODS LTD | USD ORD SHS | G6564A105 | 11,417 | 725,365 | SH | SOLE | 1 | 725,365 | 0 | 0 | |
| NORTHERN TR CORP | COM | 665859104 | 11,848 | 114,888 | SH | SOLE | 1 | 114,888 | 0 | 0 | |
| NVIDIA CORP | COM | 67066G104 | 5,697 | 24,600 | SH | SOLE | 1 | 24,600 | 0 | 0 | |
| NXP SEMICONDUCTORS N V | COM | N6596X109 | 94,301 | 805,990 | SH | SOLE | 1 | 805,990 | 0 | 0 | |
| NXP SEMICONDUCTORS N V | COM | N6596X109 | 4,797 | 41,000 | SH | Put | SOLE | 1 | 41,000 | 0 | 0 |
| ORBITAL ATK INC | COM | 68557N103 | 4,800 | 36,200 | SH | SOLE | 1 | 36,200 | 0 | 0 | |
| PAMPA ENERGIA S A | SPONS ADR LVL I | 697660207 | 5,960 | 100,000 | SH | SOLE | 1 | 100,000 | 0 | 0 | |
| PANDORA MEDIA INC | NOTE 1.750%12/0 | 698354AB3 | 4,578 | 5,000,000 | PRN | SOLE | 1 | 5,000,000 | 0 | 0 | |
| PAYCOM SOFTWARE INC | COM | 70432V102 | 2,320 | 21,600 | SH | SOLE | 1 | 21,600 | 0 | 0 | |
| PAYPAL HLDGS INC | COM | 70450Y103 | 6,510 | 85,800 | SH | SOLE | 1 | 85,800 | 0 | 0 | |
| PG&E CORP | COM | 69331C108 | 3,989 | 90,808 | SH | SOLE | 1 | 90,808 | 0 | 0 | |
| PINNACLE ENTMT INC NEW | COM | 72348Y105 | 3,015 | 100,000 | SH | SOLE | 1 | 100,000 | 0 | 0 | |
| PIONEER NAT RES CO | COM | 723787107 | 5,153 | 30,000 | SH | SOLE | 1 | 30,000 | 0 | 0 | |
| PLAINS GP HLDGS L P | LTD PARTNR INT A | 72651A207 | 7,313 | 336,249 | SH | SOLE | 1 | 336,249 | 0 | 0 | |
| PNC FINL SVCS GROUP INC | COM | 693475105 | 22,139 | 146,385 | SH | SOLE | 1 | 146,385 | 0 | 0 | |
| POWERSHARES QQQ TRUST | UNIT SER 1 | 73935A104 | 43,235 | 270,000 | SH | Call | SOLE | 1 | 270,000 | 0 | 0 |
| POWERSHARES QQQ TRUST | UNIT SER 1 | 73935A104 | 120,098 | 750,000 | SH | Put | SOLE | 1 | 750,000 | 0 | 0 |
| PRICE T ROWE GROUP INC | COM | 74144T108 | 12,756 | 118,147 | SH | SOLE | 1 | 118,147 | 0 | 0 | |
| PROGRESSIVE CORP OHIO | COM | 743315103 | 15,564 | 255,433 | SH | SOLE | 1 | 255,433 | 0 | 0 | |
| PRUDENTIAL FINL INC | COM | 744320102 | 10,247 | 98,953 | SH | SOLE | 1 | 98,953 | 0 | 0 | |
| RADIUS HEALTH INC | COM NEW | 750469207 | 10,063 | 280,000 | SH | SOLE | 1 | 280,000 | 0 | 0 | |
| REGIONS FINL CORP NEW | COM | 7591EP100 | 9,227 | 496,621 | SH | SOLE | 1 | 496,621 | 0 | 0 | |
| RINGCENTRAL INC | CL A | 76680R206 | 25,718 | 405,000 | SH | SOLE | 1 | 405,000 | 0 | 0 | |
| ROCKWELL COLLINS INC | COM | 774341101 | 75,074 | 556,720 | SH | SOLE | 1 | 556,720 | 0 | 0 | |
| ROVI CORP | NOTE 0.500% 3/0 | 779376AD4 | 113,606 | 116,687,000 | PRN | SOLE | 1 | 116,687,000 | 0 | 0 | |
| S&P GLOBAL INC | COM | 78409V104 | 19,557 | 102,363 | SH | SOLE | 1 | 102,363 | 0 | 0 | |
| SALESFORCE COM INC | COM | 79466L302 | 13,622 | 117,126 | SH | SOLE | 1 | 117,126 | 0 | 0 | |
| SBA COMMUNICATIONS CORP NEW | CL A | 78410G104 | 27,347 | 160,000 | SH | SOLE | 1 | 160,000 | 0 | 0 | |
| SCHWAB CHARLES CORP NEW | COM | 808513105 | 18,192 | 348,381 | SH | SOLE | 1 | 348,381 | 0 | 0 | |
| SEMPRA ENERGY | 6% PFD CONV A | 816851406 | 10,237 | 100,000 | SH | SOLE | 1 | 100,000 | 0 | 0 | |
| SERVICEMASTER GLOBAL HLDGS I | COM | 81761R109 | 27,510 | 541,005 | SH | SOLE | 1 | 541,005 | 0 | 0 | |
| SERVICENOW INC | COM | 81762P102 | 18,200 | 110,000 | SH | SOLE | 1 | 110,000 | 0 | 0 | |
| SERVICESOURCE INTL INC | NOTE 1.500% 8/0 | 81763UAB6 | 119,075 | 121,085,000 | PRN | SOLE | 1 | 121,085,000 | 0 | 0 | |
| SIGMA DESIGNS INC | COM | 826565103 | 31,736 | 5,118,789 | SH | SOLE | 1 | 5,118,789 | 0 | 0 | |
| SNAP INC | CL A | 83304A106 | 1,270 | 80,000 | SH | SOLE | 1 | 80,000 | 0 | 0 | |
| SNAP INC | CL A | 83304A106 | 1,381 | 87,000 | SH | Call | SOLE | 1 | 87,000 | 0 | 0 |
| SOLAREDGE TECHNOLOGIES INC | COM | 83417M104 | 30,774 | 585,057 | SH | SOLE | 1 | 585,057 | 0 | 0 | |
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 68,419 | 260,000 | SH | Call | SOLE | 1 | 260,000 | 0 | 0 |
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 268,413 | 1,020,000 | SH | Put | SOLE | 1 | 1,020,000 | 0 | 0 |
| SPDR SERIES TRUST | S&P OILGAS EXP | 78464A730 | 10,566 | 300,000 | SH | Call | SOLE | 1 | 300,000 | 0 | 0 |
| SPDR SERIES TRUST | S&P REGL BKG | 78464A698 | 33,233 | 550,300 | SH | SOLE | 1 | 550,300 | 0 | 0 | |
| STATE STR CORP | COM | 857477103 | 6,312 | 63,288 | SH | SOLE | 1 | 63,288 | 0 | 0 | |
| SUNCOR ENERGY INC NEW | COM | 867224107 | 7,772 | 225,000 | SH | SOLE | 1 | 225,000 | 0 | 0 | |
| SUNTRUST BKS INC | COM | 867914103 | 6,299 | 92,572 | SH | SOLE | 1 | 92,572 | 0 | 0 | |
| SURGERY PARTNERS INC | COM | 86881A100 | 6,519 | 380,100 | SH | SOLE | 1 | 380,100 | 0 | 0 | |
| SVB FINL GROUP | COM | 78486Q101 | 4,071 | 16,962 | SH | SOLE | 1 | 16,962 | 0 | 0 | |
| TAKE-TWO INTERACTIVE SOFTWAR | COM | 874054109 | 7,402 | 75,700 | SH | SOLE | 1 | 75,700 | 0 | 0 | |
| TARGET CORP | COM | 87612E106 | 36,457 | 525,086 | SH | SOLE | 1 | 525,086 | 0 | 0 | |
| TAYLOR MORRISON HOME CORP | CL A | 87724P106 | 20,978 | 901,100 | SH | SOLE | 1 | 901,100 | 0 | 0 | |
| TESLA INC | NOTE 0.250% 3/0 | 88160RAB7 | 34,973 | 35,000,000 | PRN | SOLE | 1 | 35,000,000 | 0 | 0 | |
| TEVA PHARMACEUTICAL INDS LTD | SPONSORED ADR | 881624209 | 4,273 | 250,000 | SH | Put | SOLE | 1 | 250,000 | 0 | 0 |
| THERMO FISHER SCIENTIFIC INC | COM | 883556102 | 39,847 | 193,000 | SH | SOLE | 1 | 193,000 | 0 | 0 | |
| TIME WARNER INC | COM NEW | 887317303 | 44,592 | 471,472 | SH | SOLE | 1 | 471,472 | 0 | 0 | |
| TIME WARNER INC | COM NEW | 887317303 | 40,972 | 433,200 | SH | Call | SOLE | 1 | 433,200 | 0 | 0 |
| TIVO CORP | COM | 88870P106 | 31,516 | 2,325,901 | SH | SOLE | 1 | 2,325,901 | 0 | 0 | |
| TPG PACE ENERGY HLDGS CORP | CL A | 872656103 | 2,528 | 250,000 | SH | SOLE | 1 | 250,000 | 0 | 0 | |
| TRAVELERS COMPANIES INC | COM | 89417E109 | 12,507 | 90,072 | SH | SOLE | 1 | 90,072 | 0 | 0 | |
| TRIBUNE MEDIA CO | CL A | 896047503 | 3,775 | 93,175 | SH | SOLE | 1 | 93,175 | 0 | 0 | |
| UNIVERSAL HLTH SVCS INC | CL B | 913903100 | 15,642 | 132,100 | SH | SOLE | 1 | 132,100 | 0 | 0 | |
| URBAN OUTFITTERS INC | COM | 917047102 | 21,043 | 569,339 | SH | SOLE | 1 | 569,339 | 0 | 0 | |
| US BANCORP DEL | COM NEW | 902973304 | 24,525 | 485,637 | SH | SOLE | 1 | 485,637 | 0 | 0 | |
| VALEANT PHARMACEUTICALS INTL | COM | 91911K102 | 5,572 | 350,000 | SH | Put | SOLE | 1 | 350,000 | 0 | 0 |
| VALIDUS HOLDINGS LTD | COM SHS | G9319H102 | 38,026 | 563,770 | SH | SOLE | 1 | 563,770 | 0 | 0 | |
| VANECK VECTORS ETF TR | OIL SVCS ETF | 92189F718 | 4,879 | 204,400 | SH | SOLE | 1 | 204,400 | 0 | 0 | |
| VEECO INSTRS INC DEL | NOTE 2.700% 1/1 | 922417AD2 | 15,060 | 16,500,000 | PRN | SOLE | 1 | 16,500,000 | 0 | 0 | |
| VIAVI SOLUTIONS INC | NOTE 1.000% 3/0 | 925550AB1 | 25,485 | 25,000,000 | PRN | SOLE | 1 | 25,000,000 | 0 | 0 | |
| VICI PPTYS INC | COM | 925652109 | 393,860 | 21,498,926 | SH | SOLE | 1 | 21,498,926 | 0 | 0 | |
| VISA INC | COM CL A | 92826C839 | 2,620 | 21,900 | SH | SOLE | 1 | 21,900 | 0 | 0 | |
| VOYA FINL INC | COM | 929089100 | 4,924 | 97,500 | SH | SOLE | 1 | 97,500 | 0 | 0 | |
| WEATHERFORD INTL LTD | NOTE 5.875% 7/0 | 947075AH0 | 4,944 | 5,500,000 | PRN | SOLE | 1 | 5,500,000 | 0 | 0 | |
| WELLS FARGO CO NEW | COM | 949746101 | 59,376 | 1,132,913 | SH | SOLE | 1 | 1,132,913 | 0 | 0 | |
| WILLIAMS COS INC DEL | COM | 969457100 | 16,814 | 676,360 | SH | SOLE | 1 | 676,360 | 0 | 0 | |
| XCEL ENERGY INC | COM | 98389B100 | 2,729 | 60,000 | SH | SOLE | 1 | 60,000 | 0 | 0 | |
| XL GROUP LTD | COM | G98294104 | 39,078 | 707,165 | SH | SOLE | 1 | 707,165 | 0 | 0 | |
| ZAYO GROUP HLDGS INC | COM | 98919V105 | 43,585 | 1,275,900 | SH | SOLE | 1 | 1,275,900 | 0 | 0 | |
| ZIMMER BIOMET HLDGS INC | COM | 98956P102 | 13,957 | 128,000 | SH | SOLE | 1 | 128,000 | 0 | 0 | |
| ZIONS BANCORPORATION | COM | 989701107 | 13,230 | 250,896 | SH | SOLE | 1 | 250,896 | 0 | 0 | |