| PowerShares QQQ Sep 104 PutPut | OPTION | 73935A104 | $16.1K | 150,000 | 32.7% |
| Allergan plc Pfd 5.5% 03/01/18 | PFD CONV SER A | G0177J116 | $3.9K | 3,750 | 8.0% |
| Jarden Corp 1 1/8% Due 3/15/2034 Ms15 | NOTE 1.125% 3/1 | 471109AM0 | $3.2K | 2,750,000 | 6.5% |
| Fiat Chrysler Automobiles NV Convertible Pref 7.875% | MAN COV SEC 16 | N31738110 | $2.8K | 22,500 | 5.8% |
| Albany Molecular Research Inc Convertible 2 1/4% Due 11/15/2018 Mn15 | NOTE 2.250%11/1 | 012423AB5 | $2.8K | 2,000,000 | 5.7% |
| Vereit Inc Convertible 3% Due 8/1/2018 Fa1 | NOTE 3.000% 8/0 | 02917TAA2 | $2.6K | 2,750,000 | 5.2% |
| Priceline Group Inc Convertible 0.35% Due 6/15/2020 Jd15 | NOTE 0.350% 6/1 | 741503AS5 | $2.5K | 2,250,000 | 5.1% |
| J2 Global Inc Convertible 3 1/4% Due 6/15/2029 Jd15 | NOTE 3.250% 6/1 | 48123VAC6 | $2.3K | 2,000,000 | 4.7% |
| Canadian Solar Inc Convertible 4 1/4% Due 2/15/2019 Fa15 | NOTE 4.250% 2/1 | 136635AE9 | $2.2K | 2,250,000 | 4.5% |
| Spectranetics Corp 2 5/8% Due 6/1/2034 Jd1 | MTNF 2.625% 6/0 | 84760CAA5 | $2.1K | 2,000,000 | 4.2% |
| Frontier Communications Corp | PFD CONV SER-A | 35906A207 | $1.7K | 17,500 | 3.6% |
| Live Nation Entertainment Inc 2 1/2% Due 5/15/2019 Mn15 | DBCV 2.500% 5/1 | 538034AJ8 | $1.6K | 1,500,000 | 3.3% |
| InvenSense Inc. Convertible 144A 1 3/4% Due 11/1/2018 Mn1 | NOTE 1.750%11/0 | 46123DAB2 | $1.5K | 1,525,000 | 3.2% |
| Infinera Corp 144A 1 3/4% Due 6/1/2018 Jd1 | DBCV 1.750% 6/0 | 45667GAB9 | $1.3K | 750,000 | 2.6% |
| Workday Inc- Class A 1 1/2% Due 7/15/2020 Jj15 | NOTE 1.500% 7/1 | 98138HAD3 | $1.2K | 1,000,000 | 2.4% |
| Vereit Inc Convertible 3 3/4% Due 12/15/2020 Jd15 | NOTE 3.750%12/1 | 02917TAB0 | $704 | 750,000 | 1.4% |
| Workday Inc- Class A 0 3/4% Due 7/15/2018 Jj15 | NOTE 0.750% 7/1 | 98138HAC5 | $563 | 500,000 | 1.1% |