The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||||||
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 |
AMERICAN CAP LTD | COM | 02503Y103 | 5,553 | 438,282 | SH | DFND | 1,2 | 438,282 | 0 | 0 | |
AMERICAN INTL GROUP INC | COM NEW | 026874784 | 3,175 | 71,030 | SH | DFND | 1,2 | 71,030 | 0 | 0 | |
AMERICAN RLTY CAP PPTYS INC | COM | 02917T104 | 1,570 | 102,907 | SH | DFND | 1,2 | 102,907 | 0 | 0 | |
AMERICAN TOWER CORP NEW | COM | 03027X100 | 65,853 | 900,000 | SH | DFND | 1,2 | 900,000 | 0 | 0 | |
AMERICAN WOODMARK CORP | COM | 030506109 | 2,866 | 82,602 | SH | DFND | 1,2 | 82,602 | 0 | 0 | |
ANADARKO PETE CORP | COM | 032511107 | 902 | 10,500 | SH | DFND | 1,2 | 10,500 | 0 | 0 | |
ANALOG DEVICES INC | COM | 032654105 | 933 | 20,700 | SH | DFND | 1,2 | 20,700 | 0 | 0 | |
APPLIED MATLS INC | COM | 038222105 | 806 | 54,000 | SH | DFND | 1,2 | 54,000 | 0 | 0 | |
ASSURED GUARANTY LTD | COM | G0585R106 | 6,479 | 293,681 | SH | DFND | 1,2 | 293,681 | 0 | 0 | |
BEST BUY INC | COM | 086516101 | 547 | 20,000 | SH | DFND | 1,2 | 20,000 | 0 | 0 | |
BOYD GAMING CORP | COM | 103304101 | 1,638 | 144,967 | SH | DFND | 1,2 | 144,967 | 0 | 0 | |
CARMIKE CINEMAS INC | COM | 143436400 | 3,511 | 181,341 | SH | DFND | 1,2 | 181,341 | 0 | 0 | |
CBS CORP NEW | CL B | 124857202 | 963 | 19,697 | SH | DFND | 1,2 | 19,697 | 0 | 0 | |
CHEMED CORP NEW | NOTE 1.875% 5/1 | 16359RAC7 | 11,307 | 10,820,000 | PRN | DFND | 1,2 | 10,820,000 | 0 | 0 | |
CITIGROUP INC | COM NEW | 172967424 | 480 | 10,000 | SH | DFND | 1,2 | 10,000 | 0 | 0 | |
CITRIX SYS INC | COM | 177376100 | 211 | 3,500 | SH | DFND | 1,2 | 3,500 | 0 | 0 | |
COMTECH TELECOMMUNICATIONS C | NOTE 3.000% 5/0 | 205826AF7 | 10,480 | 10,256,000 | PRN | DFND | 1,2 | 10,256,000 | 0 | 0 | |
CONCHO RES INC | COM | 20605P101 | 586 | 7,000 | SH | DFND | 1,2 | 7,000 | 0 | 0 | |
CONNS INC | COM | 208242107 | 518 | 10,000 | SH | DFND | 1,2 | 10,000 | 0 | 0 | |
CONTINENTAL RESOURCES INC | COM | 212015101 | 422 | 4,900 | SH | DFND | 1,2 | 4,900 | 0 | 0 | |
COPART INC | COM | 217204106 | 1,078 | 35,001 | SH | DFND | 1,2 | 35,001 | 0 | 0 | |
CUMULUS MEDIA INC | CL A | 231082108 | 9,560 | 2,820,181 | SH | DFND | 1,2 | 2,820,181 | 0 | 0 | |
DIRECTV | COM | 25490A309 | 857 | 13,904 | SH | DFND | 1,2 | 13,904 | 0 | 0 | |
DOMINION DIAMOND CORP | COM | 257287102 | 6,252 | 442,452 | SH | DFND | 1,2 | 442,452 | 0 | 0 | |
E M C CORP MASS | NOTE 1.750%12/0 | 268648AM4 | 14,734 | 10,000,000 | PRN | DFND | 1,2 | 10,000,000 | 0 | 0 | |
EBAY INC | COM | 278642103 | 698 | 13,500 | SH | DFND | 1,2 | 13,500 | 0 | 0 | |
EOG RES INC | COM | 26875P101 | 658 | 5,000 | SH | DFND | 1,2 | 5,000 | 0 | 0 | |
FORESTAR GROUP INC | COM | 346233109 | 5,704 | 284,330 | SH | DFND | 1,2 | 284,330 | 0 | 0 | |
FORESTAR GROUP INC | NOTE 3.750% 3/0 | 346232AB7 | 1,126 | 1,000,000 | PRN | DFND | 1,2 | 1,000,000 | 0 | 0 | |
GENERAL CABLE CORP DEL NEW | FRNT 4.500%11/1 | 369300AL2 | 26,370 | 24,000,000 | PRN | DFND | 1,2 | 24,000,000 | 0 | 0 | |
GENERAL MTRS CO | COM | 37045V100 | 666 | 20,000 | SH | DFND | 1,2 | 20,000 | 0 | 0 | |
GILEAD SCIENCES INC | COM | 375558103 | 513 | 10,000 | SH | DFND | 1,2 | 10,000 | 0 | 0 | |
GLOBAL PMTS INC | COM | 37940X102 | 695 | 15,000 | SH | DFND | 1,2 | 15,000 | 0 | 0 | |
GOLDCORP INC NEW | NOTE 2.000% 8/0 | 380956AB8 | 5,038 | 5,000,000 | PRN | DFND | 1,2 | 5,000,000 | 0 | 0 | |
GOOGLE INC | CL A | 38259P508 | 1,144 | 1,300 | SH | DFND | 1,2 | 1,300 | 0 | 0 | |
HALLIBURTON CO | COM | 406216101 | 417 | 10,000 | SH | DFND | 1,2 | 10,000 | 0 | 0 | |
HARRIS TEETER SUPERMARKETS I | COM | 414585109 | 473 | 10,092 | SH | DFND | 1,2 | 10,092 | 0 | 0 | |
HAWAIIAN HOLDINGS INC | COM | 419879101 | 4,856 | 794,799 | SH | DFND | 1,2 | 794,799 | 0 | 0 | |
HCA HOLDINGS INC | COM | 40412C101 | 325 | 9,000 | SH | DFND | 1,2 | 9,000 | 0 | 0 | |
HORNBECK OFFSHORE SVCS INC N | FRNT 1.625%11/1 | 440543AE6 | 2,158 | 1,870,000 | PRN | DFND | 1,2 | 1,870,000 | 0 | 0 | |
ISLE OF CAPRI CASINOS INC | COM | 464592104 | 6,377 | 850,200 | SH | DFND | 1,2 | 850,200 | 0 | 0 | |
JPMORGAN CHASE & CO | COM | 46625H100 | 528 | 10,000 | SH | DFND | 1,2 | 10,000 | 0 | 0 | |
KLA-TENCOR CORP | COM | 482480100 | 947 | 17,000 | SH | DFND | 1,2 | 17,000 | 0 | 0 | |
LEAPFROG ENTERPRISES INC | CL A | 52186N106 | 2,506 | 254,710 | SH | DFND | 1,2 | 254,710 | 0 | 0 | |
LIBERTY INTERACTIVE CORP | INT COM SER A | 53071M104 | 483 | 21,000 | SH | DFND | 1,2 | 21,000 | 0 | 0 | |
LIFEPOINT HOSPITALS INC | NOTE 3.500% 5/1 | 53219LAH2 | 10,236 | 9,500,000 | PRN | DFND | 1,2 | 9,500,000 | 0 | 0 | |
LINEAR TECHNOLOGY CORP | NOTE 3.000% 5/0 | 535678AC0 | 22,427 | 21,500,000 | PRN | DFND | 1,2 | 21,500,000 | 0 | 0 | |
LIVE NATION ENTERTAINMENT IN | COM | 538034109 | 3,597 | 232,035 | SH | DFND | 1,2 | 232,035 | 0 | 0 | |
LYON WILLIAM HOMES | CL A NEW | 552074700 | 260 | 10,300 | SH | DFND | 1,2 | 10,300 | 0 | 0 | |
M/I HOMES INC | COM | 55305B101 | 8,370 | 364,534 | SH | DFND | 1,2 | 364,534 | 0 | 0 | |
MADISON SQUARE GARDEN CO | CL A | 55826P100 | 3,357 | 56,653 | SH | DFND | 1,2 | 56,653 | 0 | 0 | |
MENS WEARHOUSE INC | COM | 587118100 | 6,177 | 163,187 | SH | DFND | 1,2 | 163,187 | 0 | 0 | |
MERGE HEALTHCARE INC | COM | 589499102 | 156 | 43,392 | SH | DFND | 1,2 | 43,392 | 0 | 0 | |
MGIC INVT CORP WIS | COM | 552848103 | 3,102 | 511,003 | SH | DFND | 1,2 | 511,003 | 0 | 0 | |
NATIONAL CINEMEDIA INC | COM | 635309107 | 6,905 | 408,809 | SH | DFND | 1,2 | 408,809 | 0 | 0 | |
NEWMONT MINING CORP | NOTE 1.250% 7/1 | 651639AH9 | 5,035 | 5,000,000 | PRN | DFND | 1,2 | 5,000,000 | 0 | 0 | |
NEXSTAR BROADCASTING GROUP I | CL A | 65336K103 | 4,265 | 120,264 | SH | DFND | 1,2 | 120,264 | 0 | 0 | |
OASIS PETE INC NEW | COM | 674215108 | 389 | 10,000 | SH | DFND | 1,2 | 10,000 | 0 | 0 | |
OCWEN FINL CORP | COM NEW | 675746309 | 412 | 10,000 | SH | DFND | 1,2 | 10,000 | 0 | 0 | |
OMNICELL INC | COM | 68213N109 | 672 | 32,705 | SH | DFND | 1,2 | 32,705 | 0 | 0 | |
PENN NATL GAMING INC | COM | 707569109 | 6,527 | 123,343 | SH | DFND | 1,2 | 123,343 | 0 | 0 | |
PLY GEM HLDGS INC | COM | 72941W100 | 2,056 | 102,502 | SH | DFND | 1,2 | 102,502 | 0 | 0 | |
POINTS INTL LTD | COM NEW | 730843208 | 596 | 27,676 | SH | DFND | 1,2 | 27,676 | 0 | 0 | |
RADIO ONE INC | CL D NON VTG | 75040P405 | 2,618 | 1,128,551 | SH | DFND | 1,2 | 1,128,551 | 0 | 0 | |
SCHLUMBERGER LTD | COM | 806857108 | 358 | 5,000 | SH | DFND | 1,2 | 5,000 | 0 | 0 | |
SERVICE CORP INTL | COM | 817565104 | 4,859 | 269,494 | SH | DFND | 1,2 | 269,494 | 0 | 0 | |
SPECTRA ENERGY CORP | COM | 847560109 | 345 | 10,000 | SH | DFND | 1,2 | 10,000 | 0 | 0 | |
STEEL DYNAMICS INC | NOTE 5.125% 6/1 | 858119AP5 | 6,398 | 6,000,000 | PRN | DFND | 1,2 | 6,000,000 | 0 | 0 | |
STEWART INFORMATION SVCS COR | COM | 860372101 | 3,238 | 123,621 | SH | DFND | 1,2 | 123,621 | 0 | 0 | |
SUNCOR ENERGY INC NEW | COM | 867224107 | 398 | 13,500 | SH | DFND | 1,2 | 13,500 | 0 | 0 | |
TYCO INTERNATIONAL LTD | SHS | H89128104 | 711 | 21,591 | SH | DFND | 1,2 | 21,591 | 0 | 0 | |
UNITED RENTALS INC | COM | 911363109 | 2,293 | 45,933 | SH | DFND | 1,2 | 45,933 | 0 | 0 | |
UNITED STATES NATL GAS FUND | UNIT PAR $0.001 | 912318201 | 569 | 30,000 | SH | DFND | 1,2 | 30,000 | 0 | 0 | |
VERISIGN INC | SDCV 3.250% 8/1 | 92343EAD4 | 140,313 | 100,000,000 | PRN | DFND | 1,2 | 99,999,999 | 0 | 0 | |
VISA INC | COM CL A | 92826C839 | 1,060 | 5,800 | SH | DFND | 1,2 | 5,800 | 0 | 0 | |
VODAFONE GROUP PLC NEW | SPONS ADR NEW | 92857W209 | 431 | 15,000 | SH | DFND | 1,2 | 15,000 | 0 | 0 | |
WELLS FARGO & CO NEW | COM | 949746101 | 367 | 8,900 | SH | DFND | 1,2 | 8,900 | 0 | 0 | |
XOMA CORP DEL | COM | 98419J107 | 182 | 50,000 | SH | DFND | 1,2 | 50,000 | 0 | 0 |