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 |
ANTHEM INC | UNIT 05/01/20188 | 036752202 | 26,850 | 500,000 | SH | | SOLE | | 0 | 0 | 0 |
ALTABA INC | COM | 021346101 | 271,586 | 3,666,618 | SH | | SOLE | | 3,666,618 | 0 | 0 |
ACORDA THERAPEUTICS INC | NOTE 1.750% 6/1 | 00484MAA4 | 18,178 | 20,000,000 | PRN | | SOLE | | 0 | 0 | 0 |
ADVANCED DISP SVCS INC DEL | COM | 00790X101 | 21,166 | 950,000 | SH | | SOLE | | 950,000 | 0 | 0 |
AEROJET ROCKETDYNE HLDGS INC | NOTE 2.250%12/1 | 007800AB1 | 25,347 | 20,000,000 | PRN | | SOLE | | 0 | 0 | 0 |
AGROFRESH SOLUTIONS | *W EXP 07/31/202 | 00856G117 | 136 | 439,956 | SH | | SOLE | | 0 | 0 | 0 |
PLAYAGS INC | COM | 72814N104 | 2,147 | 92,288 | SH | | SOLE | | 92,288 | 0 | 0 |
AVISTA HEALTHCARE PUB ACQ CO | CL A | G0726L125 | 13,379 | 1,350,100 | SH | | SOLE | | 1,350,100 | 0 | 0 |
AVISTA HEALTHCARE PUB ACQ CO | *W EXP 99/99/999 | G0726L117 | 450 | 1,365,000 | SH | | SOLE | | 0 | 0 | 0 |
ALDER BIOPHARMACEUTICALS INC | NOTE 2.500% 2/0 | 014339AA3 | 7,354 | 8,000,000 | PRN | | SOLE | | 0 | 0 | 0 |
ALTA MESA RES INC | *W EXP 03/28/202 | 02133L117 | 1,805 | 1,203,536 | SH | | SOLE | | 0 | 0 | 0 |
ANADARKO PETE CORP | COM | 032511107 | 9,062 | 150,000 | SH | | SOLE | | 150,000 | 0 | 0 |
ARCH COAL INC | CL A | 039380407 | 15,992 | 174,055 | SH | | SOLE | | 174,055 | 0 | 0 |
ALLIANCE RES PARTNER L P | UT LTD PART | 01877R108 | 27,322 | 1,552,387 | SH | | SOLE | | 1,552,387 | 0 | 0 |
ASCENT CAP GROUP INC | NOTE 4.000% 7/1 | 043632AA6 | 11,073 | 14,875,000 | PRN | | SOLE | | 0 | 0 | 0 |
AVAYA HLDGS CORP | COM | 05351X101 | 243,079 | 10,851,720 | SH | | SOLE | | 10,851,720 | 0 | 0 |
ACUITY BRANDS INC | COM | 00508Y102 | 8,699 | 62,500 | SH | Put | SOLE | | 0 | 0 | 0 |
AUTOZONE INC | COM | 053332102 | 43,787 | 67,500 | SH | | SOLE | | 67,500 | 0 | 0 |
AUTOZONE INC | COM | 053332102 | 16,217 | 25,000 | SH | Call | SOLE | | 0 | 0 | 0 |
BED BATH & BEYOND INC | COM | 075896100 | 2,098 | 100,000 | SH | | SOLE | | 100,000 | 0 | 0 |
BARINGTON HILCO ACQUISITION | RIGHT 02/13/2017 | 06759V119 | 76 | 398,000 | SH | | SOLE | | 0 | 0 | 0 |
BARINGTON HILCO ACQUISITION | *W EXP 02/11/202 | 06759V127 | 60 | 398,000 | SH | | SOLE | | 0 | 0 | 0 |
BOOKING HLDGS INC | COM | 09857L108 | 103,991 | 50,000 | SH | | SOLE | | 50,000 | 0 | 0 |
BLACKSTONE MTG TR INC | NOTE 4.750% 3/1 | 09257WAC4 | 4,911 | 5,000,000 | PRN | | SOLE | | 0 | 0 | 0 |
BOOT BARN HLDGS INC | COM | 099406100 | 7,535 | 425,000 | SH | | SOLE | | 425,000 | 0 | 0 |
BORQS TECHNOLOGIES INC | SHS | G1466B103 | 336 | 41,679 | SH | | SOLE | | 41,679 | 0 | 0 |
BOYD GAMING CORP | COM | 103304101 | 16,727 | 525,000 | SH | | SOLE | | 525,000 | 0 | 0 |
CALERES INC | COM | 129500104 | 3,024 | 90,000 | SH | | SOLE | | 90,000 | 0 | 0 |
CAPITOL INVT CORP IV | UNIT 99/99/9999 | G18920119 | 18,216 | 1,800,000 | SH | | SOLE | | 1,800,000 | 0 | 0 |
CM SEVEN STAR ACQUISITION CO | UNIT 08/21/2022 | G2345N128 | 9,435 | 925,000 | SH | | SOLE | | 0 | 0 | 0 |
CAMPING WORLD HLDGS INC | CL A | 13462K109 | 10,481 | 325,000 | SH | | SOLE | | 325,000 | 0 | 0 |
COMMUNITY HEALTH SYS INC NEW | RIGHT 99/99/9999 | 203668116 | 35 | 3,903,667 | SH | | SOLE | | 0 | 0 | 0 |
CAESARS ENTMT CORP | COM | 127686103 | 37,969 | 3,375,000 | SH | | SOLE | | 3,375,000 | 0 | 0 |
DROPBOX INC | CL A | 26210C104 | 3,460 | 110,000 | SH | | SOLE | | 110,000 | 0 | 0 |
DISCOVERY COMMUNICATNS NEW | COM SER C | 25470F302 | 4,647 | 238,200 | SH | | SOLE | | 0 | 0 | 0 |
DELPHI TECHNOLOGIES PLC | SHS | G2709G107 | 3,164 | 66,393 | SH | | SOLE | | 66,393 | 0 | 0 |
DOLLAR TREE INC | COM | 256746108 | 11,861 | 125,000 | SH | | SOLE | | 125,000 | 0 | 0 |
DOMINOS PIZZA INC | COM | 25754A201 | 11,678 | 50,000 | SH | Call | SOLE | | 0 | 0 | 0 |
DST SYS INC DEL | COM | 233326107 | 22,044 | 263,522 | SH | | SOLE | | 263,522 | 0 | 0 |
DYNEGY INC NEW DEL | COM | 26817R108 | 30,208 | 2,234,355 | SH | | SOLE | | 2,234,355 | 0 | 0 |
ELECTRONIC ARTS INC | COM | 285512109 | 48,496 | 400,000 | SH | | SOLE | | 400,000 | 0 | 0 |
PLATINUM EAGLE ACQUISITIN CO | UNIT 01/09/2023 | G7126L126 | 14,862 | 1,470,000 | SH | | SOLE | | 1,470,000 | 0 | 0 |
ELECTRUM SPL ACQUISITION COR | *W EXP 06/16/202 | G3105C112 | 374 | 1,100,000 | SH | | SOLE | | 0 | 0 | 0 |
ELBIT IMAGING LTD | SHS | M37605124 | 3,511 | 1,314,527 | SH | | SOLE | | 1,314,527 | 0 | 0 |
ESTRE AMBIENTAL INC | *W EXP 12/21/202 | G3206V118 | 363 | 726,404 | SH | | SOLE | | 0 | 0 | 0 |
ENSCO PLC | SHS CLASS A | G3157S106 | 3,394 | 773,100 | SH | | SOLE | | 773,100 | 0 | 0 |
NATIONAL VISION HLDGS INC | COM | 63845R107 | 18,411 | 570,000 | SH | | SOLE | | 570,000 | 0 | 0 |
FINISAR CORP | NOTE 0.500%12/1 | 31787AAP6 | 4,492 | 5,000,000 | PRN | | SOLE | | 0 | 0 | 0 |
FINTECH ACQUISITION CORP II | COM | 31810G109 | 13,285 | 1,336,542 | SH | | SOLE | | 1,336,542 | 0 | 0 |
FINTECH ACQUISITION CORP II | *W EXP 01/19/202 | 31810G117 | 775 | 668,271 | SH | | SOLE | | 0 | 0 | 0 |
FEDERAL STR ACQUISITION CORP | UNIT 99/99/9999 | 31421V206 | 23,214 | 2,269,214 | SH | | SOLE | | 2,269,214 | 0 | 0 |
GODADDY INC | CL A | 380237107 | 18,426 | 300,000 | SH | | SOLE | | 300,000 | 0 | 0 |
G-III APPAREL GROUP LTD | COM | 36237H101 | 9,420 | 250,000 | SH | | SOLE | | 250,000 | 0 | 0 |
GMS INC | COM | 36251C103 | 4,584 | 150,000 | SH | | SOLE | | 150,000 | 0 | 0 |
GORES HLDGS II INC | UNIT 99/99/9999 | 382867208 | 21,241 | 2,013,335 | SH | | SOLE | | 2,013,335 | 0 | 0 |
GTY TECHNOLOGY HOLDINGS INC | UNIT 99/99/9999 | G4182A110 | 20,418 | 1,988,076 | SH | | SOLE | | 0 | 0 | 0 |
GUIDEWIRE SOFTWARE INC | NOTE 1.250% 3/1 | 40171VAA8 | 14,666 | 15,000,000 | PRN | | SOLE | | 0 | 0 | 0 |
HYATT HOTELS CORP | COM CL A | 448579102 | 13,917 | 182,500 | SH | | SOLE | | 182,500 | 0 | 0 |
HENNESSY CAP ACQUSTON CORP I | UNIT 06/15/2024 | 42588L204 | 370 | 35,188 | SH | | SOLE | | 35,188 | 0 | 0 |
HUDSON LTD | COM CL A | G46408103 | 2,943 | 185,000 | SH | | SOLE | | 185,000 | 0 | 0 |
HUNTSMAN CORP | COM | 447011107 | 25,798 | 881,972 | SH | | SOLE | | 881,972 | 0 | 0 |
HAYMAKER ACQUISITION CORP | UNIT 10/19/2022 | 420870206 | 19,900 | 2,000,000 | SH | | SOLE | | 2,000,000 | 0 | 0 |
IAC INTERACTIVECORP | COM | 44919P508 | 132,923 | 850,000 | SH | | SOLE | | 850,000 | 0 | 0 |
IMAX CORP | COM | 45245E109 | 6,547 | 341,000 | SH | | SOLE | | 341,000 | 0 | 0 |
INDUSTREA ACQUISITION CORP | UNIT 07/21/2024 | 45579J203 | 14,336 | 1,400,000 | SH | | SOLE | | 1,400,000 | 0 | 0 |
INTEL CORP | SDCV 3.250% 8/0 | 458140AF7 | 198,996 | 80,000,000 | PRN | | SOLE | | 0 | 0 | 0 |
INTERDIGITAL INC | NOTE 1.500% 3/0 | 458660AD9 | 23,190 | 20,000,000 | PRN | | SOLE | | 0 | 0 | 0 |
SOCIAL CAP HEDOSOPHIA HLDGS | UNIT 99/99/9999 | G8250R111 | 21,497 | 2,033,811 | SH | | SOLE | | 2,033,811 | 0 | 0 |
IQIYI INC | SPONSORED ADS | 46267X108 | 27,213 | 1,750,000 | SH | | SOLE | | 1,750,000 | 0 | 0 |
IRONWOOD PHARMACEUTICALS INC | DBCV 2.250% 6/1 | 46333XAD0 | 11,771 | 10,000,000 | PRN | | SOLE | | 0 | 0 | 0 |
J2 GLOBAL INC | NOTE 3.250% 6/1 | 48123VAC6 | 25,433 | 20,000,000 | PRN | | SOLE | | 0 | 0 | 0 |
JASON INDS INC | *W EXP 06/30/201 | 471172114 | 18 | 1,056,616 | SH | | SOLE | | 0 | 0 | 0 |
JELD-WEN HLDG INC | COM | 47580P103 | 5,359 | 175,000 | SH | | SOLE | | 175,000 | 0 | 0 |
JELD-WEN HLDG INC | COM | 47580P103 | 4,593 | 150,000 | SH | Call | SOLE | | 0 | 0 | 0 |
KAYNE ANDERSON ACQUISITION | UNIT 06/30/2022 | 48661U201 | 17,518 | 1,750,000 | SH | | SOLE | | 1,750,000 | 0 | 0 |
MICHAEL KORS HLDGS LTD | SHS | G60754101 | 31,040 | 500,000 | SH | | SOLE | | 500,000 | 0 | 0 |
LEISURE ACQUISITION CORP | UNIT 99/99/9999 | 52539T206 | 14,835 | 1,500,000 | SH | | SOLE | | 1,500,000 | 0 | 0 |
LENNAR CORP | CL A | 526057104 | 22,103 | 375,000 | SH | | SOLE | | 375,000 | 0 | 0 |
LKQ CORP | COM | 501889208 | 64,515 | 1,700,000 | SH | | SOLE | | 1,700,000 | 0 | 0 |
LOWES COS INC | COM | 548661107 | 17,550 | 200,000 | SH | | SOLE | | 200,000 | 0 | 0 |
LAS VEGAS SANDS CORP | COM | 517834107 | 19,773 | 275,000 | SH | | SOLE | | 275,000 | 0 | 0 |
MBIA INC | COM | 55262C100 | 13,365 | 1,443,341 | SH | | SOLE | | 1,443,341 | 0 | 0 |
MONDELEZ INTL INC | CL A | 609207105 | 15,645 | 375,000 | SH | | SOLE | | 375,000 | 0 | 0 |
MICROCHIP TECHNOLOGY INC | NOTE 1.625% 2/1 | 595017AF1 | 118,222 | 100,000,000 | PRN | | SOLE | | 0 | 0 | 0 |
MODERN MEDIA ACQUISITION | UNIT 99/99/9999 | 60765P202 | 8,147 | 772,931 | SH | | SOLE | | 772,931 | 0 | 0 |
MONSTER BEVERAGE CORP NEW | COM | 61174X109 | 18,590 | 325,000 | SH | | SOLE | | 325,000 | 0 | 0 |
MOSAIC ACQUISITION CORP | UNIT 99/99/9999 | G62848117 | 20,120 | 2,000,000 | SH | | SOLE | | 2,000,000 | 0 | 0 |
MATLIN & PARTNERS ACQUISITIO | UNIT 05/28/2021A | 57682V205 | 13,865 | 1,350,000 | SH | | SOLE | | 1,350,000 | 0 | 0 |
MICROSOFT CORP | COM | 594918104 | 13,686 | 150,000 | SH | | SOLE | | 150,000 | 0 | 0 |
MULESOFT INC | CL A | 625207105 | 24,849 | 565,000 | SH | | SOLE | | 565,000 | 0 | 0 |
NICE SYS INC | NOTE 1.250% 1/1 | 65366HAB9 | 37,134 | 30,000,000 | PRN | | SOLE | | 0 | 0 | 0 |
NOVAVAX INC | NOTE 3.750% 2/0 | 670002AB0 | 31,589 | 45,000,000 | PRN | | SOLE | | 0 | 0 | 0 |
NUANCE COMMUNICATIONS INC | NOTE 1.250% 4/0 | 67020YAN0 | 14,756 | 15,000,000 | PRN | | SOLE | | 0 | 0 | 0 |
NEXEO SOLUTIONS INC | *W EXP 06/09/202 | 65342H110 | 1,986 | 2,546,652 | SH | | SOLE | | 0 | 0 | 0 |
NEW YORK REIT INC | COM NEW | 64976L208 | 29,972 | 1,393,393 | SH | | SOLE | | 1,393,393 | 0 | 0 |
ONE MADISON CORP | UNIT 99/99/9999 | G6772P118 | 10,000 | 1,000,000 | SH | | SOLE | | 1,000,000 | 0 | 0 |
OSI SYSTEMS INC | NOTE 1.250% 9/0 | 671044AD7 | 11,798 | 13,000,000 | PRN | | SOLE | | 0 | 0 | 0 |
OSPREY ENERGY ACQUISITION CO | UNIT 07/21/2022 | 688397207 | 16,626 | 1,676,000 | SH | | SOLE | | 1,676,000 | 0 | 0 |
PEPSICO INC | COM | 713448108 | 28,652 | 262,500 | SH | | SOLE | | 262,500 | 0 | 0 |
PURPLE INNOVATION INC | *W EXP 02/02/202 | 74640Y114 | 410 | 482,483 | SH | Call | SOLE | | 0 | 0 | 0 |
PVH CORP | COM | 693656100 | 13,250 | 87,500 | SH | | SOLE | | 87,500 | 0 | 0 |
QUALITY CARE PPTYS INC | COM | 747545101 | 71,323 | 3,670,791 | SH | | SOLE | | 3,670,791 | 0 | 0 |
QUORUM HEALTH CORP | COM | 74909E106 | 24,307 | 2,971,526 | SH | | SOLE | | 2,971,526 | 0 | 0 |
Q2 HLDGS INC | COM | 74736L109 | 1,704 | 37,418 | SH | | SOLE | | 37,418 | 0 | 0 |
RADIUS HEALTH INC | NOTE 3.000% 9/0 | 750469AA6 | 40,200 | 40,000,000 | PRN | | SOLE | | 0 | 0 | 0 |
SABAN CAP ACQUISITION CORP | UNIT 99/99/9999 | 78516C205 | 4,835 | 461,369 | SH | | SOLE | | 461,369 | 0 | 0 |
SEAWORLD ENTMT INC | COM | 81282V100 | 13,646 | 920,155 | SH | | SOLE | | 920,155 | 0 | 0 |
SERVICEMASTER GLOBAL HLDGS I | COM | 81761R109 | 35,595 | 700,000 | SH | | SOLE | | 700,000 | 0 | 0 |
SIX FLAGS ENTMT CORP NEW | COM | 83001A102 | 14,009 | 225,000 | SH | Call | SOLE | | 0 | 0 | 0 |
SKECHERS U S A INC | CL A | 830566105 | 30,140 | 775,000 | SH | | SOLE | | 775,000 | 0 | 0 |
SIMPLY GOOD FOODS CO | COM | 82900L102 | 5,488 | 400,000 | SH | | SOLE | | 400,000 | 0 | 0 |
SIMPLY GOOD FOODS CO | *W EXP 07/07/202 | 82900L110 | 710 | 199,998 | SH | | SOLE | | 0 | 0 | 0 |
SPECTRUM BRANDS HLDGS INC | COM | 84763R101 | 11,407 | 110,000 | SH | | SOLE | | 110,000 | 0 | 0 |
SPIRIT RLTY CAP INC NEW | COM | 84860W102 | 32,320 | 4,165,000 | SH | | SOLE | | 4,165,000 | 0 | 0 |
SENTINEL ENERGY SVCS INC | UNIT 11/02/2022 | G8062D128 | 7,440 | 750,000 | SH | | SOLE | | 750,000 | 0 | 0 |
SUPERNUS PHARMACEUTICALS INC | COM | 868459108 | 1,272 | 27,800 | SH | | SOLE | | 27,800 | 0 | 0 |
STANLEY BLACK & DECKER INC | COM | 854502101 | 40,215 | 262,500 | SH | | SOLE | | 262,500 | 0 | 0 |
TENET HEALTHCARE CORP | COM NEW | 88033G407 | 92,989 | 3,834,600 | SH | | SOLE | | 3,834,600 | 0 | 0 |
TIFFANY & CO NEW | COM | 886547108 | 29,298 | 300,000 | SH | | SOLE | | 300,000 | 0 | 0 |
T MOBILE US INC | COM | 872590104 | 68,659 | 1,125,000 | SH | | SOLE | | 1,125,000 | 0 | 0 |
TPG PACE ENERGY HLDGS CORP | CL A | 872656103 | 31,015 | 3,067,796 | SH | | SOLE | | 3,067,796 | 0 | 0 |
TPG PACE ENERGY HLDGS CORP | *W EXP 99/99/999 | 872656111 | 2,341 | 1,265,532 | SH | | SOLE | | 0 | 0 | 0 |
TPG PACE HLDGS CORP | UNIT 99/99/9999 | G89827102 | 20,755 | 1,988,000 | SH | | SOLE | | 1,988,000 | 0 | 0 |
TAPESTRY INC | COM | 876030107 | 69,708 | 1,325,000 | SH | | SOLE | | 1,325,000 | 0 | 0 |
TRANSUNION | COM | 89400J107 | 14,195 | 250,000 | SH | | SOLE | | 250,000 | 0 | 0 |
THE TRADE DESK INC | COM CL A | 88339J105 | 59,520 | 1,200,000 | SH | | SOLE | | 1,200,000 | 0 | 0 |
TWITTER INC | NOTE 1.000% 9/1 | 90184LAD4 | 95,382 | 102,000,000 | PRN | | SOLE | | 0 | 0 | 0 |
UNITED CONTL HLDGS INC | COM | 910047109 | 11,828 | 170,257 | SH | | SOLE | | 170,257 | 0 | 0 |
UNITI GROUP INC | COM | 91325V108 | 9,939 | 612,008 | SH | | SOLE | | 612,008 | 0 | 0 |
VISA INC | COM CL A | 92826C839 | 10,467 | 87,500 | SH | | SOLE | | 87,500 | 0 | 0 |
VANTAGE ENERGY ACQUISITION | UNIT 04/12/2024 | 92211L204 | 20,240 | 2,000,000 | SH | | SOLE | | 2,000,000 | 0 | 0 |
VULCAN MATLS CO | COM | 929160109 | 11,417 | 100,000 | SH | | SOLE | | 100,000 | 0 | 0 |
VULCAN MATLS CO | COM | 929160109 | 11,417 | 100,000 | SH | Call | SOLE | | 0 | 0 | 0 |
VISTRA ENERGY CORP | COM | 92840M102 | 278,073 | 13,349,662 | SH | | SOLE | | 13,349,662 | 0 | 0 |
VIVOPOWER INTERNATIONAL PLC | SHS | G9376R100 | 144 | 69,013 | SH | | SOLE | | 69,013 | 0 | 0 |
WAYFAIR INC | NOTE 0.375% 9/0 | 94419LAA9 | 42,728 | 45,000,000 | PRN | | SOLE | | 0 | 0 | 0 |
WESTERN DIGITAL CORP | COM | 958102105 | 1,661 | 18,000 | SH | | SOLE | | 18,000 | 0 | 0 |
WEX INC | COM | 96208T104 | 25,811 | 164,801 | SH | | SOLE | | 164,801 | 0 | 0 |
WHITING PETE CORP NEW | COM NEW | 966387409 | 12,690 | 374,997 | SH | | SOLE | | 374,997 | 0 | 0 |
WORKDAY INC | NOTE 1.500% 7/1 | 98138HAD3 | 53,400 | 33,000,000 | PRN | | SOLE | | 0 | 0 | 0 |
PENSARE ACQUISITION CORP | UNIT 07/27/2022 | 70957E204 | 19,219 | 1,849,800 | SH | | SOLE | | 1,849,800 | 0 | 0 |
WILLSCOT CORP | *W EXP 09/10/202 | 971375118 | 1,749 | 1,053,764 | SH | | SOLE | | 0 | 0 | 0 |
WYNN RESORTS LTD | COM | 983134107 | 13,677 | 75,000 | SH | | SOLE | | 75,000 | 0 | 0 |
YUM CHINA HLDGS INC | COM | 98850P109 | 6,488 | 156,341 | SH | | SOLE | | 156,341 | 0 | 0 |
ZILLOW GROUP INC | NOTE 2.000%12/0 | 98954MAB7 | 18,129 | 15,000,000 | PRN | | SOLE | | 0 | 0 | 0 |