| iShares HYG Jan 15 2016 Put 74Put | OPTION | 464288953 | $4.0K | 50,000 | 11.8% |
| Salesforce.com Inc Convertible 0 1/4% Due 4/1/2018 Ao1 | NOTE 0.250% 4/0 | 79466LAD6 | $3.6K | 2,750,000 | 10.4% |
| PowerShares QQQ January 2016 Put 109Put | OPTION | 73935A954 | $3.4K | 30,000 | 9.8% |
| Priceline Group Inc Convertible 0.35% Due 6/15/2020 Jd15 | NOTE 0.350% 6/1 | 741503AS5 | $3.3K | 2,750,000 | 9.6% |
| Allergan plc Pfd 5.5% 03/01/18 | PFD CONV SER A | G0177J116 | $3.1K | 3,000 | 9.1% |
| Albany Molecular Research Inc Convertible 2 1/4% Due 11/15/2018 Mn15 | NOTE 2.250%11/1 | 012423AB5 | $2.8K | 2,000,000 | 8.1% |
| J2 Global Inc Convertible 3 1/4% Due 6/15/2029 Jd15 | NOTE 3.250% 6/1 | 48123VAC6 | $2.7K | 2,000,000 | 7.8% |
| Palo Alto Networks, Inc 144A Due 7/1/2019 At Mat | NOTE 7/0 | 697435AB1 | $2.5K | 1,500,000 | 7.3% |
| Stericycle, Inc. Pfd 5.25% 09/15/18 | DEP PFD A 1/10 | 858912207 | $1.8K | 20,000 | 5.4% |
| Workday Inc- Class A 1 1/2% Due 7/15/2020 Jj15 | NOTE 1.500% 7/1 | 98138HAD3 | $1.8K | 1,500,000 | 5.3% |
| Live Nation Entertainment Inc 2 1/2% Due 5/15/2019 Mn15 | DBCV 2.500% 5/1 | 538034AJ8 | $1.8K | 1,750,000 | 5.2% |
| Jazz Investments I Ltd Convertible 144A 1 7/8% Due 8/15/2021 Fa15 | NOTE 1.875% 8/1 | 472145AB7 | $1.6K | 1,500,000 | 4.6% |
| NXP Semiconductor NV 1% Due 12/1/2019 Jd1 | DBCV 1.000%12/0 | 62952QAB6 | $1.4K | 1,250,000 | 4.0% |
| Workday Inc- Class A 0 3/4% Due 7/15/2018 Jj15 | NOTE 0.750% 7/1 | 98138HAC5 | $571 | 500,000 | 1.7% |