The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
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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 |
| PowerShares QQQ 11/20/15 Put 98 | Option | 73935A954 | 20,352 | 2,000 | SH | Put | OTR | 0 | 0 | 200,000 | |
| Allergan plc Pfd 5.5% 03/01/18 | Pfd Conv Ser A | G0177J116 | 3,838 | 3,750 | SH | OTR | 0 | 0 | 0 | ||
| FIAT CHRYSLER AUTOMOBILES N | MAN COV SEC 16 | N31738110 | 1,836 | 17,500 | SH | OTR | 0 | 0 | 17,500 | ||
| FRONTIER COMMUNICATIONS CORP | PFD CONV SER-A | 35906A207 | 1,759 | 17,500 | SH | OTR | 0 | 0 | 17,500 | ||
| WORKDAY INC | NOTE 0.750% 7/1 | 98138HAC5 | 575 | 500,000 | SH | OTR | 0 | 0 | 500,000 | ||
| AMERICAN RLTY CAP PPTYS INC | NOTE 3.750%12/1 | 02917TAB0 | 736 | 750,000 | SH | OTR | 0 | 0 | 750,000 | ||
| INTEL CORP | SDCV 3.250% 8/0 | 458140AF7 | 1,390 | 1,000,000 | SH | OTR | 0 | 0 | 1,000,000 | ||
| AMERICAN RLTY CAP PPTYS INC | NOTE 3.000% 8/0 | 02917TAA2 | 1,164 | 1,250,000 | SH | OTR | 0 | 0 | 1,250,000 | ||
| WORKDAY INC | NOTE 1.500% 7/1 | 98138HAD3 | 1,766 | 1,500,000 | SH | OTR | 0 | 0 | 1,500,000 | ||
| LIVE NATION ENTERTAINMENT IN | DBCV 2.500% 5/1 | 538034AJ8 | 1,892 | 1,750,000 | SH | OTR | 0 | 0 | 1,750,000 | ||
| ALBANY MOLECULAR RESH INC | NOTE 2.250%11/1 | 012423AB5 | 2,497 | 2,000,000 | SH | OTR | 0 | 0 | 2,000,000 | ||
| INTEL CORP | SDCV 12/1 | 458140AD2 | 2,324 | 2,000,000 | SH | OTR | 0 | 0 | 2,000,000 | ||
| J2 GLOBAL INC | NOTE 3.250% 6/1 | 48123VAC6 | 2,208 | 2,000,000 | SH | OTR | 0 | 0 | 2,000,000 | ||
| PALO ALTO NETWORKS INC | NOTE 7/0 | 697435AB1 | 3,092 | 2,000,000 | SH | OTR | 0 | 0 | 2,000,000 | ||
| JAZZ INVESTMENTS I LTD | NOTE 1.875% 8/1 | 472145AB7 | 3,003 | 2,750,000 | SH | OTR | 0 | 0 | 2,750,000 | ||
| PRICELINE GRP INC | NOTE 0.350% 6/1 | 741503AS5 | 3,083 | 2,750,000 | SH | OTR | 0 | 0 | 2,750,000 | ||
| SALESFORCE COM INC | NOTE 0.250% 4/0 | 79466LAD6 | 3,697 | 3,000,000 | SH | OTR | 0 | 0 | 3,000,000 | ||
| JARDEN CORP | NOTE 1.125% 3/1 | 471109AM0 | 3,392 | 3,250,000 | SH | OTR | 0 | 0 | 3,250,000 | ||