| PowerShares QQQ Dec 98 PutPut | OPTION | 73935A954 | $14.5K | 140,000 | 39.0% |
| Infinera Corp 144A 1 3/4% Due 6/1/2018 Jd1 | DBCV 1.750% 6/0 | 45667GAB9 | $3.7K | 2,750,000 | 9.8% |
| Albany Molecular Research Inc Convertible 2 1/4% Due 11/15/2018 Mn15 | NOTE 2.250%11/1 | 012423AB5 | $2.8K | 2,250,000 | 7.6% |
| Tesaro Inc 3% Due 10/1/2021 Ao1 | NOTE 3.000%10/0 | 881569AA5 | $2.5K | 2,000,000 | 6.7% |
| Insulet Corp Convertible 2% Due 6/15/2019 Jd15 | NOTE 2.000% 6/1 | 45784PAD3 | $2.4K | 2,000,000 | 6.3% |
| InvenSense Inc. Convertible 144A 1 3/4% Due 11/1/2018 Mn1 | NOTE 1.750%11/0 | 46123DAB2 | $2.1K | 2,150,000 | 5.8% |
| American Realty Capital Convertible 3% Due 8/1/2018 Fa1 | NOTE 3.000% 8/0 | 02917TAA2 | $2.1K | 2,250,000 | 5.6% |
| Orexigen Therapeutics Inc. 144A 2 3/4% Due 12/1/2020 Jd1 | NOTE 2.750%12/0 | 686164AB0 | $2.0K | 2,000,000 | 5.4% |
| Intel Corp. Convertible 2.95% Due 12/15/2035 Jd15 | SDCV 2.950%12/1 | 458140AD2 | $2.0K | 1,500,000 | 5.3% |
| Omnicare Inc Convertible 3 1/2% Due 2/15/2044 Fa15 | NOTE 3.500% 2/1 | 681904AQ1 | $1.8K | 1,500,000 | 4.8% |
| Rait Financial Trust Convertible 4% Due 10/1/2033 Ao1 | NOTE 4.000%10/0 | 749227AB0 | $1.3K | 1,500,000 | 3.6% |