13G Filing: Highbridge Capital Management and CF Corp (CFCO)

If filing as a non-U.S. institution in accordance with Rule 13d-1(b)(1)(ii)(J),
please

specify
the type of institution: ______________________________________

(a)       Amount
beneficially owned:

As of the date hereof, (i) Highbridge International
LLC may be deemed to beneficially own 3,501,196 Class A Ordinary Shares and (ii) Highbridge Capital Management, LLC, as the trading
manager of Highbridge International LLC, may be deemed to be the beneficial owner of 3,501,196 Class A Ordinary Shares held by
Highbridge International LLC.

(b)       Percent
of class:

The percentages used herein and in the rest
of this Schedule 13G are calculated based upon 69,000,000 Class A Ordinary Shares reported to be outstanding as of May 12, 2017
in the Company’s Quarterly Report on Form 10-Q for the quarterly period ended March 31, 2017 filed with the Securities and
Exchange Commission on May 12, 2017. Therefore, as of the date hereof based on the outstanding Class A Ordinary Shares, (i) Highbridge
International LLC may be deemed to beneficially own approximately 5.07% of the outstanding Class A Ordinary Shares of the Company
and (ii) Highbridge Capital Management, LLC may be deemed to beneficially own approximately 5.07% of the outstanding Class A Ordinary
Shares of the Company.

The foregoing should not be construed in and of itself as an admission
by any Reporting Person as to beneficial ownership of the Class A Ordinary Shares held by Highbridge International LLC.

(c)       Number of
shares as to which such person has:

(i)       Sole
power to vote or to direct the vote

0