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 | 7,282 | 529,568 | SH | DFND | 1,2 | 529,568 | 0 | 0 | |
AMERICAN INTL GROUP INC | COM NEW | 026874784 | 3,832 | 78,798 | SH | DFND | 1,2 | 78,798 | 0 | 0 | |
AMERICAN WOODMARK CORP | COM | 030506109 | 2,965 | 85,579 | SH | DFND | 1,2 | 85,579 | 0 | 0 | |
ASSURED GUARANTY LTD | COM | G0585R106 | 4,413 | 235,365 | SH | DFND | 1,2 | 235,365 | 0 | 0 | |
B/E AEROSPACE INC | COM | 073302101 | 572 | 7,742 | SH | DFND | 1,2 | 7,742 | 0 | 0 | |
BEST BUY INC | COM | 086516101 | 375 | 10,000 | SH | DFND | 1,2 | 10,000 | 0 | 0 | |
CBS CORP NEW | CL B | 124857202 | 993 | 17,999 | SH | DFND | 1,2 | 17,999 | 0 | 0 | |
CF INDS HLDGS INC | COM | 125269100 | 3,878 | 18,393 | SH | DFND | 1,2 | 18,393 | 0 | 0 | |
CHEFS WHSE INC | COM | 163086101 | 4,026 | 174,274 | SH | DFND | 1,2 | 174,274 | 0 | 0 | |
CHEMED CORP NEW | NOTE 1.875% 5/1 | 16359RAC7 | 11,199 | 10,820,000 | PRN | DFND | 1,2 | 10,820,000 | 0 | 0 | |
CITIGROUP INC | COM NEW | 172967424 | 970 | 20,000 | SH | DFND | 1,2 | 20,000 | 0 | 0 | |
COLE REAL ESTATE INVTS INC | COM | 19329V105 | 6,171 | 503,361 | SH | DFND | 1,2 | 503,361 | 0 | 0 | |
COMCAST CORP NEW | CL A SPL | 20030N200 | 997 | 23,000 | SH | DFND | 1,2 | 23,000 | 0 | 0 | |
COMTECH TELECOMMUNICATIONS C | NOTE 3.000% 5/0 | 205826AF7 | 10,366 | 10,256,000 | PRN | DFND | 1,2 | 10,256,000 | 0 | 0 | |
CONNS INC | COM | 208242107 | 2,691 | 339,639 | SH | DFND | 1,2 | 339,639 | 0 | 0 | |
COPART INC | COM | 217204106 | 2,671 | 84,026 | SH | DFND | 1,2 | 84,026 | 0 | 0 | |
CROWN CASTLE INTL CORP | COM | 228227104 | 68,651 | 940,038 | SH | DFND | 1,2 | 940,038 | 0 | 0 | |
CUMULUS MEDIA INC | CL A | 231082108 | 14,919 | 2,820,181 | SH | DFND | 1,2 | 2,820,181 | 0 | 0 | |
DILLARDS INC | CL A | 254067101 | 5,972 | 76,274 | SH | DFND | 1,2 | 76,274 | 0 | 0 | |
DOMINION DIAMOND CORP | COM | 257287102 | 8,558 | 702,045 | SH | DFND | 1,2 | 702,045 | 0 | 0 | |
DRYSHIPS INC | SHS | Y2109Q101 | 432 | 121,988 | SH | DFND | 1,2 | 121,988 | 0 | 0 | |
E M C CORP MASS | NOTE 1.750%12/0 | 268648AM4 | 15,956 | 10,000,000 | PRN | DFND | 1,2 | 10,000,000 | 0 | 0 | |
EQUINIX INC | COM NEW | 29444U502 | 2,655 | 14,456 | SH | DFND | 1,2 | 14,456 | 0 | 0 | |
FORESTAR GROUP INC | COM | 346233109 | 2,107 | 97,843 | SH | DFND | 1,2 | 97,843 | 0 | 0 | |
FORESTAR GROUP INC | NOTE 3.750% 3/0 | 346232AB7 | 1,153 | 1,000,000 | PRN | DFND | 1,2 | 1,000,000 | 0 | 0 | |
FREEPORT-MCMORAN COPPER & GO | COM | 35671D857 | 827 | 25,000 | SH | DFND | 1,2 | 25,000 | 0 | 0 | |
GENERAL CABLE CORP DEL NEW | FRNT 4.500%11/1 | 369300AL2 | 24,613 | 22,000,000 | PRN | DFND | 1,2 | 22,000,000 | 0 | 0 | |
GENERAL ELECTRIC CO | COM | 369604103 | 717 | 30,000 | SH | DFND | 1,2 | 30,000 | 0 | 0 | |
GENERAL MTRS CO | COM | 37045V100 | 827 | 23,000 | SH | DFND | 1,2 | 23,000 | 0 | 0 | |
GILEAD SCIENCES INC | COM | 375558103 | 629 | 10,000 | SH | DFND | 1,2 | 10,000 | 0 | 0 | |
GOLDCORP INC NEW | NOTE 2.000% 8/0 | 380956AB8 | 5,044 | 5,000,000 | PRN | DFND | 1,2 | 5,000,000 | 0 | 0 | |
GOOGLE INC | CL A | 38259P508 | 964 | 1,100 | SH | DFND | 1,2 | 1,100 | 0 | 0 | |
HALCON RES CORP | COM NEW | 40537Q209 | 233 | 52,500 | SH | DFND | 1,2 | 52,500 | 0 | 0 | |
HAWAIIAN HOLDINGS INC | COM | 419879101 | 3,775 | 507,432 | SH | DFND | 1,2 | 507,432 | 0 | 0 | |
ISLE OF CAPRI CASINOS INC | COM | 464592104 | 7,332 | 969,878 | SH | DFND | 1,2 | 969,878 | 0 | 0 | |
JPMORGAN CHASE & CO | COM | 46625H100 | 905 | 17,500 | SH | DFND | 1,2 | 17,500 | 0 | 0 | |
LIBERTY INTERACTIVE CORP | INT COM SER A | 53071M104 | 997 | 42,500 | SH | DFND | 1,2 | 42,500 | 0 | 0 | |
LIFEPOINT HOSPITALS INC | NOTE 3.500% 5/1 | 53219LAH2 | 2,619 | 2,500,000 | PRN | DFND | 1,2 | 2,500,000 | 0 | 0 | |
LINEAR TECHNOLOGY CORP | NOTE 3.000% 5/0 | 535678AC0 | 15,442 | 14,500,000 | PRN | DFND | 1,2 | 14,500,000 | 0 | 0 | |
LIVE NATION ENTERTAINMENT IN | COM | 538034109 | 10,257 | 552,932 | SH | DFND | 1,2 | 552,932 | 0 | 0 | |
LIVE NATION ENTERTAINMENT IN | NOTE 2.875% 7/1 | 538034AB5 | 5,081 | 5,000,000 | PRN | DFND | 1,2 | 5,000,000 | 0 | 0 | |
LYON WILLIAM HOMES | CL A NEW | 552074700 | 326 | 16,045 | SH | DFND | 1,2 | 16,045 | 0 | 0 | |
M/I HOMES INC | COM | 55305B101 | 12,753 | 618,471 | SH | DFND | 1,2 | 618,471 | 0 | 0 | |
MENS WEARHOUSE INC | COM | 587118100 | 6,644 | 195,130 | SH | DFND | 1,2 | 195,130 | 0 | 0 | |
NATIONAL CINEMEDIA INC | COM | 635309107 | 5,336 | 282,906 | SH | DFND | 1,2 | 282,906 | 0 | 0 | |
NEWMONT MINING CORP | NOTE 1.250% 7/1 | 651639AH9 | 5,044 | 5,000,000 | PRN | DFND | 1,2 | 5,000,000 | 0 | 0 | |
OCEAN RIG UDW INC | SHS | Y64354205 | 9,583 | 526,541 | SH | DFND | 1,2 | 526,541 | 0 | 0 | |
OMNICARE INC | DBCV 3.250%12/1 | 681904AL2 | 2,640 | 2,500,000 | PRN | DFND | 1,2 | 2,500,000 | 0 | 0 | |
PENN NATL GAMING INC | COM | 707569109 | 1,748 | 31,583 | SH | DFND | 1,2 | 31,583 | 0 | 0 | |
PENNEY J C INC | COM | 708160106 | 1,321 | 150,010 | SH | DFND | 1,2 | 150,010 | 0 | 0 | |
PHH CORP | COM NEW | 693320202 | 3,521 | 148,307 | SH | DFND | 1,2 | 148,307 | 0 | 0 | |
RADIO ONE INC | CL D NON VTG | 75040P405 | 3,034 | 1,127,840 | SH | DFND | 1,2 | 1,127,840 | 0 | 0 | |
REALOGY HLDGS CORP | COM | 75605Y106 | 3,748 | 87,115 | SH | DFND | 1,2 | 87,115 | 0 | 0 | |
RENTECH INC | COM | 760112102 | 2,437 | 1,231,060 | SH | DFND | 1,2 | 1,231,060 | 0 | 0 | |
ROCK-TENN CO | CL A | 772739207 | 412 | 4,070 | SH | DFND | 1,2 | 4,070 | 0 | 0 | |
SCHLUMBERGER LTD | COM | 806857108 | 442 | 5,000 | SH | DFND | 1,2 | 5,000 | 0 | 0 | |
SERVICE CORP INTL | COM | 817565104 | 10,886 | 584,633 | SH | DFND | 1,2 | 584,633 | 0 | 0 | |
SILICON GRAPHICS INTL CORP | COM | 82706L108 | 298 | 18,313 | SH | DFND | 1,2 | 18,313 | 0 | 0 | |
SILVERCREST ASSET MGMT GROUP | CL A | 828359109 | 682 | 50,010 | SH | DFND | 1,2 | 50,010 | 0 | 0 | |
STEEL DYNAMICS INC | NOTE 5.125% 6/1 | 858119AP5 | 1,090 | 1,000,000 | PRN | DFND | 1,2 | 1,000,000 | 0 | 0 | |
TEXAS CAPITAL BANCSHARES INC | COM | 88224Q107 | 459 | 10,000 | SH | DFND | 1,2 | 10,000 | 0 | 0 | |
THERMO FISHER SCIENTIFIC INC | COM | 883556102 | 875 | 9,500 | SH | DFND | 1,2 | 9,500 | 0 | 0 | |
TWENTY FIRST CENTY FOX INC | CL A | 90130A101 | 670 | 20,000 | SH | DFND | 1,2 | 20,000 | 0 | 0 | |
UCP INC | CL A | 90265Y106 | 1,519 | 102,370 | SH | DFND | 1,2 | 102,370 | 0 | 0 | |
UNITED RENTALS INC | COM | 911363109 | 1,949 | 33,432 | SH | DFND | 1,2 | 33,432 | 0 | 0 | |
UNIVERSAL HLTH SVCS INC | CL B | 913903100 | 1,125 | 15,000 | SH | DFND | 1,2 | 15,000 | 0 | 0 | |
VERISIGN INC | SDCV 3.250% 8/1 | 92343EAD4 | 195,100 | 125,000,000 | PRN | DFND | 1,2 | 125,000,000 | 0 | 0 | |
VODAFONE GROUP PLC NEW | SPONS ADR NEW | 92857W209 | 493 | 14,000 | SH | DFND | 1,2 | 14,000 | 0 | 0 | |
WCI CMNTYS INC | COM PAR $0.01 | 92923C807 | 4,928 | 285,532 | SH | DFND | 1,2 | 285,532 | 0 | 0 | |
XOMA CORP DEL | COM | 98419J107 | 225 | 50,000 | SH | DFND | 1,2 | 50,000 | 0 | 0 |