The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
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UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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| COLUMN 1 | COLUMN 2 | COLUMN 3 | COLUMN 4 | COLUMN 5 | COLUMN 6 | COLUMN 7 | COLUMN 8 | ||||
| VALUE | SHRS OR | SH/ | PUT/ | INVESTMENT | OTHER | VOTING AUTHORITY | |||||
| NAME OF ISSUER | TITLE OF CLASS | CUSIP | (x$1000) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
| E M C CORP MASS | COM | 268648102 | 263,549 | 9,700,000 | SH | DFND | 01 02 | 9,700,000 | 0 | 0 | |
| QIHOO 360 TECHNOLOGY CO LTD | NOTE 0.500% 8/1 | 74734MAE9 | 8,805 | 8,950,000 | PRN | DFND | 01 02 | 0 | 0 | 8,950,000 | |
| QIHOO 360 TECHNOLOGY CO LTD | NOTE 1.750% 8/1 | 74734MAF6 | 47,965 | 49,100,000 | PRN | DFND | 01 02 | 0 | 0 | 49,100,000 | |
| QIHOO 360 TECHNOLOGY CO LTD | NOTE 2.500% 9/1 | 74734MAB5 | 3,478 | 3,500,000 | PRN | DFND | 01 02 | 0 | 0 | 3,500,000 | |
| RITE AID CORP | COM | 767754104 | 21,347 | 2,850,000 | SH | DFND | 01 02 | 2,850,000 | 0 | 0 | |
| STARWOOD HOTELS&RESORTS WRLD | COM | 85590A401 | 75,429 | 1,020,000 | SH | DFND | 01 02 | 1,020,000 | 0 | 0 | |
| STARWOOD PPTY TR INC | NOTE 3.750%10/1 | 85571BAC9 | 12,558 | 12,500,000 | PRN | DFND | 01 02 | 0 | 0 | 12,500,000 | |