| Infinera Corp 144A 1 3/4% Due 6/1/2018 Jd1 | DBCV 1.750% 6/0 | 45667GAB9 | $3.7K | 2,250,000 | 12.2% |
| Fiat Chrysler Automobiles NV Convertible Pref 7.875% | MAN COV SEC 16 | N31738110 | $3.4K | 25,000 | 11.3% |
| Jarden Corp 1 1/8% Due 3/15/2034 Ms15 | NOTE 1.125% 3/1 | 471109AM0 | $3.3K | 2,750,000 | 10.7% |
| Actavis PLC Pfd 5.5% 03/01/18 | PFD CONV SER A | G0083B116 | $3.0K | 2,950 | 9.8% |
| Albany Molecular Research Inc Convertible 2 1/4% Due 11/15/2018 Mn15 | NOTE 2.250%11/1 | 012423AB5 | $2.9K | 2,250,000 | 9.4% |
| American Realty Capital Convertible 3% Due 8/1/2018 Fa1 | NOTE 3.000% 8/0 | 02917TAA2 | $2.7K | 2,750,000 | 8.8% |
| Priceline Group Inc Convertible 0.35% Due 6/15/2020 Jd15 | NOTE 0.350% 6/1 | 741503AS5 | $2.6K | 2,250,000 | 8.4% |
| Orexigen Therapeutics Inc. 144A 2 3/4% Due 12/1/2020 Jd1 | NOTE 2.750%12/0 | 686164AB0 | $2.3K | 2,000,000 | 7.5% |
| J2 Global Inc Convertible 3 1/4% Due 6/15/2029 Jd15 | NOTE 3.250% 6/1 | 48123VAC6 | $2.3K | 2,000,000 | 7.5% |
| InvenSense Inc. Convertible 144A 1 3/4% Due 11/1/2018 Mn1 | NOTE 1.750%11/0 | 46123DAB2 | $2.1K | 2,150,000 | 6.8% |
| Omnicare Inc Convertible 3 1/2% Due 2/15/2044 Fa15 | NOTE 3.500% 2/1 | 681904AQ1 | $1.8K | 1,500,000 | 6.0% |
| American Realty Capital Convertible 3 3/4% Due 12/15/2020 Jd15 | NOTE 3.750%12/1 | 02917TAB0 | $488 | 500,000 | 1.6% |
| PowerShares QQQ May 15 104 PutPut | Option | QQQ515P1 | $58 | 550 | 0.2% |