AAR CORP NOTE 2.250% 3/0 000361AM7 8744 8500000 PRN SOLE 8500000 0 0 AEGEAN MARINE PETE NETWORK I NOTE 4.000%11/0 Y0020QAA9 40419 34715000 PRN SOLE 34715000 0 0 ALPHA NATURAL RESOURCES INC NOTE 3.750%12/1 02076XAE2 6992 14000000 PRN SOLE 14000000 0 0 HOLOGIC INC DEBT 2.000% 3/0 436440AC5 12765 11500000 PRN SOLE 11500000 0 0 JDS UNIPHASE CORP DBCV 0.625% 8/1 46612JAF8 28315 26935000 PRN SOLE 26935000 0 0 RTI INTL METALS INC NOTE 3.000%12/0 74973WAA5 28030 27525000 PRN SOLE 27525000 0 0 SERVICESOURCE INTL LLC NOTE 1.500% 8/0 81763UAB6 35317 46623000 PRN SOLE 46623000 0 0 SHIP FINANCE INTERNATIONAL L NOTE 3.250% 2/0 G81075AE6 39528 41300000 PRN SOLE 41300000 0 0 SHUTTERFLY INC NOTE 0.250% 5/1 82568PAB2 29003 30472000 PRN SOLE 30472000 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 380175 1850000 SH Put SOLE 1850000 0 0 UNITED STATES OIL FUND LP UNITS 91232N108 67048 3293100 SH Put SOLE 3293100 0 0 YAHOO INC NOTE 12/0 984332AF3 7362 6500000 PRN SOLE 6500000 0 0