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 |
FRONTIER COMMUNICATIONS CORP | PFD CONV SER-A | 35906A207 | 66,161 | 700,000 | SH | | SOLE | | 0 | 0 | 0 |
ADVANCE AUTO PARTS INC | COM | 00751Y106 | 66,850 | 413,600 | SH | | SOLE | | 413,600 | 0 | 0 |
ACORDA THERAPEUTICS INC | NOTE 1.750% 6/1 | 00484MAA4 | 13,111 | 15,000,000 | PRN | | SOLE | | 0 | 0 | 0 |
AGROFRESH SOLUTIONS | *W EXP 07/31/202 | 00856G117 | 341 | 448,156 | SH | | SOLE | | 0 | 0 | 0 |
ALLEGHENY TECHNOLOGIES INC | NOTE 4.750% 7/0 | 01741RAG7 | 15,728 | 15,000,000 | PRN | | SOLE | | 0 | 0 | 0 |
AUTONATION INC | COM | 05329W102 | 2,349 | 50,000 | SH | Put | SOLE | | 0 | 0 | 0 |
ANDINA ACQUISITION CORP II | UNIT 99/99/9999 | G0441P112 | 4,030 | 399,000 | SH | | SOLE | | 399,000 | 0 | 0 |
ANTHEM INC | COM | 036752103 | 3,256 | 24,789 | SH | | SOLE | | 24,789 | 0 | 0 |
ANADARKO PETE CORP | COM | 032511107 | 7,988 | 150,000 | SH | | SOLE | | 150,000 | 0 | 0 |
AMERICAN RENAL ASSOCIATES HO | COM | 029227105 | 2,028 | 70,000 | SH | | SOLE | | 70,000 | 0 | 0 |
ARAMARK | COM | 03852U106 | 49,295 | 1,475,000 | SH | | SOLE | | 1,475,000 | 0 | 0 |
AROWANA INC | UNIT 99/99/9999 | G05011138 | 7,140 | 700,000 | SH | | SOLE | | 700,000 | 0 | 0 |
ASCENT CAP GROUP INC | NOTE 4.000% 7/1 | 043632AA6 | 8,754 | 14,875,000 | PRN | | SOLE | | 0 | 0 | 0 |
ASCENA RETAIL GROUP INC | COM | 04351G101 | 15,182 | 2,175,000 | SH | | SOLE | | 2,175,000 | 0 | 0 |
ACTIVISION BLIZZARD INC | COM | 00507V109 | 49,538 | 1,250,000 | SH | | SOLE | | 1,250,000 | 0 | 0 |
AR CAP ACQUISITION CORP | UNIT 10/06/2019 | 00191R208 | 2,490 | 250,000 | SH | | SOLE | | 250,000 | 0 | 0 |
AXIALL CORP | COM | 05463D100 | 4,280 | 131,261 | SH | | SOLE | | 131,261 | 0 | 0 |
AUTOZONE INC | COM | 053332102 | 27,784 | 35,000 | SH | | SOLE | | 35,000 | 0 | 0 |
BRUNSWICK CORP | COM | 117043109 | 2,266 | 50,000 | SH | | SOLE | | 50,000 | 0 | 0 |
BEACON ROOFING SUPPLY INC | COM | 073685109 | 26,869 | 590,920 | SH | | SOLE | | 590,920 | 0 | 0 |
AMPLIFY SNACK BRANDS | COM | 03211L102 | 13,589 | 921,300 | SH | | SOLE | | 921,300 | 0 | 0 |
BARINGTON HILCO ACQUISITION | UNIT 99/99/9999T | 06759V200 | 4,048 | 398,000 | SH | | SOLE | | 398,000 | 0 | 0 |
BLUCORA INC | NOTE 4.250% 4/0 | 095229AB6 | 16,505 | 18,000,000 | PRN | | SOLE | | 0 | 0 | 0 |
BOULEVARD ACQUISITION | UNIT 99/99/9999 | 10157Q201 | 19,600 | 2,000,000 | SH | | SOLE | | 2,000,000 | 0 | 0 |
BMC STK HLDGS INC | COM | 05591B109 | 157,676 | 9,313,983 | SH | | SOLE | | 9,313,983 | 0 | 0 |
BOSTON SCIENTIFIC CORP | COM | 101137107 | 8,764 | 375,000 | SH | | SOLE | | 375,000 | 0 | 0 |
BURLINGTON STORES INC | COM | 122017106 | 51,700 | 775,000 | SH | | SOLE | | 775,000 | 0 | 0 |
BUFFALO WILD WINGS INC | COM | 119848109 | 8,684 | 62,500 | SH | | SOLE | | 62,500 | 0 | 0 |
DT ASIA INVTS LTD | RIGHT 03/30/2016 | G2615J112 | 201 | 590,000 | SH | | SOLE | | 0 | 0 | 0 |
DT ASIA INVTS LTD | *W EXP 03/29/202 | G2615J138 | 64 | 590,000 | SH | | SOLE | | 0 | 0 | 0 |
CHINA BIOLOGIC PRODS INC | COM | 16938C106 | 27,013 | 254,140 | SH | | SOLE | | 254,140 | 0 | 0 |
COCA COLA EUROPEAN PARTNERS | SHS | G25839104 | 2,354 | 65,969 | SH | | SOLE | | 65,969 | 0 | 0 |
CHARTER COMMUNICATIONS INC N | CL A | 16119P108 | 4,564 | 19,955 | SH | | SOLE | | 19,955 | 0 | 0 |
CIGNA CORPORATION | COM | 125509109 | 1,280 | 10,000 | SH | | SOLE | | 10,000 | 0 | 0 |
CAPITOL ACQUISITION CORP III | UNIT 99/99/9999 | 14055M205 | 29,106 | 2,970,000 | SH | | SOLE | | 2,970,000 | 0 | 0 |
CHIPOTLE MEXICAN GRILL INC | COM | 169656105 | 16,110 | 40,000 | SH | Call | SOLE | | 0 | 0 | 0 |
COLUMBIA PIPELINE GROUP INC | COM | 198280109 | 91,208 | 3,578,197 | SH | | SOLE | | 3,578,197 | 0 | 0 |
CELATOR PHARMACEUTICALS INC | COM | 15089R102 | 9,809 | 325,000 | SH | | SOLE | | 325,000 | 0 | 0 |
CST BRANDS INC | COM | 12646R105 | 228 | 5,301 | SH | | SOLE | | 5,301 | 0 | 0 |
CENTURYLINK INC | COM | 156700106 | 3,748 | 129,210 | SH | | SOLE | | 129,210 | 0 | 0 |
WILLIAMS CLAYTON ENERGY INC | COM | 969490101 | 9,162 | 333,636 | SH | | SOLE | | 333,636 | 0 | 0 |
COMMUNITY HEALTH SYS INC NEW | RIGHT 99/99/9999 | 203668116 | 16 | 3,903,667 | SH | | SOLE | | 0 | 0 | 0 |
DEERE & CO | COM | 244199105 | 10,130 | 125,000 | SH | Put | SOLE | | 0 | 0 | 0 |
DEERE & CO | COM | 244199105 | 22,286 | 275,000 | SH | Call | SOLE | | 0 | 0 | 0 |
DHX MEDIA LTD | SHS VAR VTG | 252406608 | 9,075 | 1,772,900 | SH | | SOLE | | 1,772,900 | 0 | 0 |
DOLLAR TREE INC | COM | 256746108 | 57,722 | 612,500 | SH | | SOLE | | 612,500 | 0 | 0 |
DUNKIN BRANDS GROUP INC | COM | 265504100 | 8,724 | 200,000 | SH | Call | SOLE | | 0 | 0 | 0 |
MASONITE INTL CORP NEW | COM | 575385109 | 37,204 | 562,500 | SH | | SOLE | | 562,500 | 0 | 0 |
DEMANDWARE INC | COM | 24802Y105 | 14,980 | 200,000 | SH | | SOLE | | 200,000 | 0 | 0 |
EASTERLY ACQUISITION CORP | COM | 27616L102 | 8,606 | 880,000 | SH | | SOLE | | 880,000 | 0 | 0 |
EASTERLY ACQUISITION CORP | *W EXP 07/29/202 | 27616L110 | 290 | 440,000 | SH | | SOLE | | 0 | 0 | 0 |
DOUBLE EAGLE ACQUISITION COR | UNIT 99/99/9999 | G28195108 | 29,790 | 3,000,000 | SH | | SOLE | | 3,000,000 | 0 | 0 |
ELECTRUM SPL ACQUISITION COR | UNIT 99/99/9999 | G3105C120 | 10,945 | 1,100,000 | SH | | SOLE | | 1,100,000 | 0 | 0 |
CALLAWAY GOLF CO | COM | 131193104 | 11,997 | 1,175,000 | SH | | SOLE | | 1,175,000 | 0 | 0 |
ELBIT IMAGING LTD | SHS | M37605124 | 3,120 | 1,314,527 | SH | | SOLE | | 1,314,527 | 0 | 0 |
ENVESTNET INC | NOTE 1.750%12/1 | 29404KAA4 | 5,446 | 6,000,000 | PRN | | SOLE | | 0 | 0 | 0 |
EXPEDIA INC DEL | COM NEW | 30212P303 | 2,658 | 25,000 | SH | | SOLE | | 25,000 | 0 | 0 |
FAIRCHILD SEMICONDUCTOR INTL | COM | 303726103 | 7,157 | 360,735 | SH | | SOLE | | 360,735 | 0 | 0 |
F5 NETWORKS INC | COM | 315616102 | 5,875 | 51,614 | SH | | SOLE | | 51,614 | 0 | 0 |
FOOT LOCKER INC | COM | 344849104 | 8,229 | 150,000 | SH | Call | SOLE | | 0 | 0 | 0 |
FINTECH ACQUISITION CORP | COM | 31809H100 | 6,278 | 636,098 | SH | | SOLE | | 636,098 | 0 | 0 |
FINTECH ACQUISITION CORP | *W EXP 02/19/202 | 31809H118 | 674 | 864,130 | SH | | SOLE | | 0 | 0 | 0 |
FIESTA RESTAURANT GROUP INC | COM | 31660B101 | 8,716 | 400,000 | SH | | SOLE | | 400,000 | 0 | 0 |
FMC TECHNOLOGIES INC | COM | 30249U101 | 14,306 | 536,400 | SH | | SOLE | | 536,400 | 0 | 0 |
WINTHROP RLTY TR | SH BEN INT NEW | 976391300 | 7,950 | 904,443 | SH | | SOLE | | 904,443 | 0 | 0 |
GARNERO GROUP ACQUISITION CO | SHS | G5866L108 | 1,960 | 200,000 | SH | | SOLE | | 200,000 | 0 | 0 |
GARNERO GROUP ACQUISITION CO | RIGHT 06/25/2016 | G5866L132 | 49 | 575,000 | SH | | SOLE | | 0 | 0 | 0 |
GARNERO GROUP ACQUISITION CO | *W EXP 06/24/201 | G5866L116 | 23 | 575,000 | SH | | SOLE | | 0 | 0 | 0 |
GMS INC | COM | 36251C103 | 6,675 | 300,000 | SH | | SOLE | | 300,000 | 0 | 0 |
GLOBAL PARTNER ACQUISITION C | UNIT 07/01/2020 | 37954X204 | 11,760 | 1,200,000 | SH | | SOLE | | 1,200,000 | 0 | 0 |
GP INVTS ACQUISITION COR | SHS | G40357124 | 13,580 | 1,400,000 | SH | | SOLE | | 1,400,000 | 0 | 0 |
GP INVTS ACQUISITION COR | *W EXP 05/19/202 | G40357108 | 325 | 650,900 | SH | | SOLE | | 0 | 0 | 0 |
GORES HLDGS INC | UNIT 99/99/9999 | 382866200 | 27,280 | 2,750,000 | SH | | SOLE | | 2,750,000 | 0 | 0 |
HENNESSY CAP ACQUISITION COR | COM | 42588J100 | 9,720 | 1,000,000 | SH | | SOLE | | 1,000,000 | 0 | 0 |
HENNESSY CAP ACQUISITION COR | *W EXP 07/28/202 | 42588J118 | 589 | 950,000 | SH | | SOLE | | 0 | 0 | 0 |
HYDRA INDS ACQUISITION CORP | UNIT 10/20/2021 | 448740209 | 3,979 | 392,000 | SH | | SOLE | | 392,000 | 0 | 0 |
HARMONY MERGER CORP | UNIT 99/99/9999 | 413247206 | 9,435 | 925,000 | SH | | SOLE | | 925,000 | 0 | 0 |
HERSHEY CO | COM | 427866108 | 8,512 | 75,000 | SH | Put | SOLE | | 0 | 0 | 0 |
HUMANA INC | COM | 444859102 | 27,534 | 153,068 | SH | | SOLE | | 153,068 | 0 | 0 |
IAC INTERACTIVECORP | COM | 44919P508 | 25,340 | 450,000 | SH | | SOLE | | 450,000 | 0 | 0 |
IMAX CORP | COM | 45245E109 | 13,266 | 450,000 | SH | | SOLE | | 450,000 | 0 | 0 |
IMAX CORP | COM | 45245E109 | 2,948 | 100,000 | SH | Call | SOLE | | 0 | 0 | 0 |
ISHARES TR | U.S. REAL ES ETF | 464287739 | 25,747 | 312,500 | SH | | SOLE | | 0 | 0 | 0 |
J2 GLOBAL INC | NOTE 3.250% 6/1 | 48123VAC6 | 11,180 | 10,000,000 | PRN | | SOLE | | 0 | 0 | 0 |
JASON INDS INC | *W EXP 06/30/201 | 471172114 | 201 | 1,056,616 | SH | | SOLE | | 0 | 0 | 0 |
JOHNSON CTLS INC | COM | 478366107 | 4,205 | 95,000 | SH | | SOLE | | 95,000 | 0 | 0 |
JETPAY CORP | COM | 477177109 | 173 | 79,818 | SH | | SOLE | | 79,818 | 0 | 0 |
KATE SPADE & CO | COM | 485865109 | 10,305 | 500,000 | SH | | SOLE | | 500,000 | 0 | 0 |
LINDBLAD EXPEDITIONS HLDGS I | *W EXP 07/08/202 | 535219117 | 221 | 111,721 | SH | | SOLE | | 0 | 0 | 0 |
LINKEDIN CORP | NOTE 0.500%11/0 | 53578AAB4 | 9,868 | 10,000,000 | PRN | | SOLE | | 0 | 0 | 0 |
LKQ CORP | COM | 501889208 | 15,845 | 500,000 | SH | | SOLE | | 500,000 | 0 | 0 |
LEVEL 3 COMMUNICATIONS INC | COM NEW | 52729N308 | 21,883 | 425,000 | SH | | SOLE | | 425,000 | 0 | 0 |
MEDTRONIC PLC | SHS | G5960L103 | 36,877 | 425,000 | SH | | SOLE | | 425,000 | 0 | 0 |
MATTRESS FIRM HLDG CORP | COM | 57722W106 | 7,154 | 213,607 | SH | | SOLE | | 213,607 | 0 | 0 |
MGM RESORTS INTERNATIONAL | COM | 552953101 | 3,395 | 150,000 | SH | | SOLE | | 150,000 | 0 | 0 |
MGM GROWTH PPTYS LLC | CL A COM | 55303A105 | 15,341 | 575,000 | SH | | SOLE | | 575,000 | 0 | 0 |
MEAD JOHNSON NUTRITION CO | COM | 582839106 | 9,075 | 100,000 | SH | | SOLE | | 100,000 | 0 | 0 |
MATCH GROUP INC | COM | 57665R106 | 5,089 | 337,683 | SH | | SOLE | | 337,683 | 0 | 0 |
NORTEL NETWORKS CORP NEW | NOTE 2.125% 4/1 | 656568AE2 | 7,798 | 9,000,000 | PRN | | SOLE | | 0 | 0 | 0 |
NVIDIA CORP | NOTE 1.000%12/0 | 67066GAC8 | 93,272 | 40,000,000 | PRN | | SOLE | | 0 | 0 | 0 |
NEWELL BRANDS INC | COM | 651229106 | 48,570 | 1,000,000 | SH | | SOLE | | 1,000,000 | 0 | 0 |
NEXEO SOLUTIONS INC | COM SHS | 65342H102 | 4,044 | 450,300 | SH | | SOLE | | 450,300 | 0 | 0 |
NEXEO SOLUTIONS INC | *W EXP 06/09/202 | 65342H110 | 1,808 | 2,739,552 | SH | | SOLE | | 0 | 0 | 0 |
NXP SEMICONDUCTORS N V | COM | N6596X109 | 3,301 | 42,160 | SH | | SOLE | | 42,160 | 0 | 0 |
NEW YORK REIT INC | COM | 64976L109 | 4,629 | 500,434 | SH | | SOLE | | 500,434 | 0 | 0 |
ORIGO ACQUISITION CORP | RIGHT 12/12/2016 | G67789134 | 46 | 350,000 | SH | | SOLE | | 0 | 0 | 0 |
ORIGO ACQUISITION CORP | *W EXP 12/17/202 | G67789118 | 25 | 350,000 | SH | | SOLE | | 0 | 0 | 0 |
OFFICE DEPOT INC | COM | 676220106 | 2,236 | 677,514 | SH | | SOLE | | 677,514 | 0 | 0 |
PACIFIC SPL ACQUISITION CORP | UNIT 99/99/9999 | G68588139 | 4,305 | 420,000 | SH | | SOLE | | 420,000 | 0 | 0 |
PACE HLDGS CORP | UNIT 99/99/9999 | G6865N129 | 19,676 | 1,995,503 | SH | | SOLE | | 1,995,503 | 0 | 0 |
PVH CORP | COM | 693656100 | 37,692 | 400,000 | SH | | SOLE | | 400,000 | 0 | 0 |
QIHOO 360 TECHNOLOGY CO LTD | NOTE 1.750% 8/1 | 74734MAF6 | 29,141 | 30,000,000 | PRN | | SOLE | | 0 | 0 | 0 |
QIHOO 360 TECHNOLOGY CO LTD | ADS | 74734M109 | 3,287 | 45,000 | SH | | SOLE | | 67,500 | 0 | 0 |
QUINPARIO ACQUISITION CORP 2 | UNIT 01/01/2023 | 74874U200 | 17,467 | 1,745,000 | SH | | SOLE | | 1,745,000 | 0 | 0 |
LIBERTY INTERACTIVE CORP | QVC GP COM SER A | 53071M104 | 18,695 | 736,900 | SH | | SOLE | | 736,900 | 0 | 0 |
ROSS STORES INC | COM | 778296103 | 5,668 | 100,000 | SH | | SOLE | | 100,000 | 0 | 0 |
RED ROCK RESORTS INC | CL A | 75700L108 | 15,056 | 685,600 | SH | | SOLE | | 685,600 | 0 | 0 |
INCONTACT INC | COM | 45336E109 | 15,224 | 1,100,000 | SH | | SOLE | | 1,100,000 | 0 | 0 |
SAEXPLORATION HLDGS INC | COM | 78636X105 | 7 | 55,907 | SH | | SOLE | | 55,907 | 0 | 0 |
STARBUCKS CORP | COM | 855244109 | 28,560 | 500,000 | SH | | SOLE | | 500,000 | 0 | 0 |
SERVICE CORP INTL | COM | 817565104 | 12,168 | 450,000 | SH | | SOLE | | 450,000 | 0 | 0 |
SIX FLAGS ENTMT CORP NEW | COM | 83001A102 | 17,385 | 300,000 | SH | | SOLE | | 300,000 | 0 | 0 |
DEL TACO RESTAURANTS INC | *W EXP 06/30/202 | 245496112 | 94 | 55,547 | SH | | SOLE | | 0 | 0 | 0 |
MOLSON COORS BREWING CO | CL B | 60871R209 | 36,491 | 360,837 | SH | | SOLE | | 360,837 | 0 | 0 |
TELADOC INC | COM | 87918A105 | 4,870 | 303,965 | SH | | SOLE | | 303,965 | 0 | 0 |
1347 CAP CORP | COM | 68245V103 | 3,397 | 369,998 | SH | | SOLE | | 369,998 | 0 | 0 |
1347 CAP CORP | RIGHT 07/21/2016 | 68245V111 | 59 | 369,998 | SH | | SOLE | | 0 | 0 | 0 |
1347 CAP CORP | *W EXP 07/15/202 | 68245V129 | 107 | 369,998 | SH | | SOLE | | 0 | 0 | 0 |
TREEHOUSE FOODS INC | COM | 89469A104 | 34,388 | 335,000 | SH | | SOLE | | 335,000 | 0 | 0 |
T MOBILE US INC | COM | 872590104 | 21,630 | 500,000 | SH | | SOLE | | 500,000 | 0 | 0 |
TRINA SOLAR LIMITED | NOTE 4.000%10/1 | 89628EAE4 | 800 | 1,000,000 | PRN | | SOLE | | 0 | 0 | 0 |
TERRAPIN 3 ACQUISITION CORP | UNIT 06/27/2019 | 88104P203 | 17,034 | 1,700,000 | SH | | SOLE | | 1,700,000 | 0 | 0 |
TAKE-TWO INTERACTIVE SOFTWAR | COM | 874054109 | 2,479 | 65,400 | SH | | SOLE | | 65,400 | 0 | 0 |
TWITTER INC | NOTE 1.000% 9/1 | 90184LAD4 | 59,514 | 67,000,000 | PRN | | SOLE | | 0 | 0 | 0 |
TIME WARNER INC | COM NEW | 887317303 | 14,708 | 200,000 | SH | | SOLE | | 200,000 | 0 | 0 |
TYCO INTL PLC | SHS | G91442106 | 9,778 | 229,536 | SH | | SOLE | | 229,536 | 0 | 0 |
UNITED CONTL HLDGS INC | COM | 910047109 | 6,987 | 170,257 | SH | | SOLE | | 170,257 | 0 | 0 |
UNIVERSAL HLTH SVCS INC | CL B | 913903100 | 8,381 | 62,500 | SH | | SOLE | | 6,250 | 0 | 0 |
US FOODS HLDG CORP | COM | 912008109 | 4,848 | 200,000 | SH | | SOLE | | 200,000 | 0 | 0 |
VALSPAR CORP | COM | 920355104 | 359 | 3,320 | SH | | SOLE | | 3,320 | 0 | 0 |
VIDEOCON D2H LTD | ADR | 92657J101 | 10,801 | 1,273,738 | SH | | SOLE | | 1,273,738 | 0 | 0 |
WALTER INVT MGMT CORP | NOTE 4.500%11/0 | 93317WAA0 | 21,587 | 55,250,000 | PRN | | SOLE | | 0 | 0 | 0 |
WALGREENS BOOTS ALLIANCE INC | COM | 931427108 | 12,489 | 150,000 | SH | | SOLE | | 150,000 | 0 | 0 |
WORKDAY INC | NOTE 0.750% 7/1 | 98138HAC5 | 13,286 | 12,000,000 | PRN | | SOLE | | 0 | 0 | 0 |
SELECT SECTOR SPDR TR | SBI INT-INDS | 81369Y704 | 22,404 | 400,000 | SH | Call | SOLE | | 0 | 0 | 0 |
DENTSPLY SIRONA INC | COM | 24906P109 | 7,755 | 125,000 | SH | | SOLE | | 125,000 | 0 | 0 |
SPDR SERIES TRUST | S&P RETAIL ETF | 78464A714 | 16,784 | 400,000 | SH | Call | SOLE | | 0 | 0 | 0 |
YANDEX NV | NOTE 1.125%12/1 | 98474TAB3 | 13,929 | 15,000,000 | PRN | | SOLE | | 0 | 0 | 0 |
YUM BRANDS INC | COM | 988498101 | 8,292 | 100,000 | SH | | SOLE | | 100,000 | 0 | 0 |