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 |
ALTISOURCE ASSET MGMT CORP | COM | 02153X108 | 3,691 | 3,435 | SH | DFND | 1, 2 | 3,435 | 0 | 0 | |
ALTISOURCE PORTFOLIO SOLNS S | REG SHS | L0175J104 | 4,128 | 33,931 | SH | DFND | 1, 2 | 33,931 | 0 | 0 | |
AMERICAN AIRLS GROUP INC | COM | 02376R102 | 366 | 10,000 | SH | DFND | 1, 2 | 10,000 | 0 | 0 | |
AMERICAN CAMPUS CMNTYS INC | COM | 024835100 | 3,051 | 81,689 | SH | DFND | 1, 2 | 81,689 | 0 | 0 | |
AMERICAN CAP LTD | COM | 02503Y103 | 3,307 | 209,385 | SH | DFND | 1, 2 | 209,385 | 0 | 0 | |
AMERICAN INTL GROUP INC | COM NEW | 026874784 | 500 | 10,000 | SH | DFND | 1, 2 | 10,000 | 0 | 0 | |
AMERICAN RLTY CAP PPTYS INC | COM | 02917T104 | 6,257 | 446,298 | SH | DFND | 1, 2 | 446,298 | 0 | 0 | |
AMERICAN TOWER CORP NEW | COM | 03027X100 | 819 | 10,000 | SH | DFND | 1, 2 | 10,000 | 0 | 0 | |
AMERICAN WOODMARK CORP | COM | 030506109 | 3,030 | 90,022 | SH | DFND | 1, 2 | 90,022 | 0 | 0 | |
ARAMARK HLDGS CORP | COM | 03852U106 | 5,040 | 174,269 | SH | DFND | 1, 2 | 174,269 | 0 | 0 | |
ASSURED GUARANTY LTD | COM | G0585R106 | 5,186 | 204,836 | SH | DFND | 1, 2 | 204,836 | 0 | 0 | |
B/E AEROSPACE INC | COM | 073302101 | 932 | 10,742 | SH | DFND | 1, 2 | 10,742 | 0 | 0 | |
BANK OF AMERICA CORPORATION | COM | 060505104 | 1,032 | 60,000 | SH | DFND | 1, 2 | 60,000 | 0 | 0 | |
BARRETT BILL CORP | COM | 06846N104 | 256 | 10,000 | SH | DFND | 1, 2 | 10,000 | 0 | 0 | |
BED BATH & BEYOND INC | COM | 075896100 | 4,123 | 59,933 | SH | DFND | 1, 2 | 59,933 | 0 | 0 | |
BOSTON PROPERTIES INC | COM | 101121101 | 7,505 | 65,528 | SH | DFND | 1, 2 | 65,528 | 0 | 0 | |
CADIZ INC | COM NEW | 127537207 | 344 | 48,820 | SH | DFND | 1, 2 | 48,820 | 0 | 0 | |
CBL & ASSOC PPTYS INC | COM | 124830100 | 4,133 | 232,843 | SH | DFND | 1, 2 | 232,843 | 0 | 0 | |
CLUBCORP HLDGS INC | COM | 18948M108 | 4,859 | 257,097 | SH | DFND | 1, 2 | 257,097 | 0 | 0 | |
COLONY FINL INC | COM | 19624R106 | 10,250 | 466,972 | SH | DFND | 1, 2 | 466,972 | 0 | 0 | |
COMCAST CORP NEW | CL A SPL | 20030N200 | 707 | 14,500 | SH | DFND | 1, 2 | 14,500 | 0 | 0 | |
COMMONWEALTH REIT | COM SH BEN INT | 203233101 | 1,721 | 65,439 | SH | DFND | 1, 2 | 65,439 | 0 | 0 | |
COMTECH TELECOMMUNICATIONS C | NOTE 3.000% 5/0 | 205826AF7 | 833 | 818,000 | PRN | DFND | 1, 2 | 818,000 | 0 | 0 | |
CONCERT PHARMACEUTICALS INC | COM | 206022105 | 351 | 26,100 | SH | DFND | 1, 2 | 26,100 | 0 | 0 | |
CONNS INC | COM | 208242107 | 777 | 20,000 | SH | DFND | 1, 2 | 20,000 | 0 | 0 | |
COVANTA HLDG CORP | COM | 22282E102 | 10,731 | 594,531 | SH | DFND | 1, 2 | 594,531 | 0 | 0 | |
CROWN CASTLE INTL CORP | COM | 228227104 | 14,756 | 200,000 | SH | DFND | 1, 2 | 200,000 | 0 | 0 | |
CUMULUS MEDIA INC | CL A | 231082108 | 3,299 | 476,685 | SH | DFND | 1, 2 | 476,685 | 0 | 0 | |
DELTA AIR LINES INC DEL | COM NEW | 247361702 | 866 | 25,000 | SH | DFND | 1, 2 | 25,000 | 0 | 0 | |
DILLARDS INC | CL A | 254067101 | 4,167 | 45,102 | SH | DFND | 1, 2 | 45,102 | 0 | 0 | |
DIRECTV | COM | 25490A309 | 1,368 | 17,905 | SH | DFND | 1, 2 | 17,905 | 0 | 0 | |
DOMINION DIAMOND CORP | COM | 257287102 | 7,867 | 586,216 | SH | DFND | 1, 2 | 586,216 | 0 | 0 | |
DYCOM INDS INC | COM | 267475101 | 1,012 | 32,000 | SH | DFND | 1, 2 | 32,000 | 0 | 0 | |
EAGLE MATERIALS INC | COM | 26969P108 | 1,241 | 14,000 | SH | DFND | 1, 2 | 14,000 | 0 | 0 | |
FORESTAR GROUP INC | COM | 346233109 | 8,111 | 455,660 | SH | DFND | 1, 2 | 455,660 | 0 | 0 | |
FORESTAR GROUP INC | NOTE 3.750% 3/0 | 346232AB7 | 1,069 | 1,000,000 | PRN | DFND | 1, 2 | 1,000,000 | 0 | 0 | |
GENERAL CABLE CORP DEL NEW | FRNT 5.000%11/1 | 369300AL2 | 12,000 | 12,000,000 | PRN | DFND | 1, 2 | 12,000,000 | 0 | 0 | |
GOLDCORP INC NEW | NOTE 2.000% 8/0 | 380956AB8 | 5,013 | 5,000,000 | PRN | DFND | 1, 2 | 5,000,000 | 0 | 0 | |
GOOGLE INC | CL A | 38259P508 | 1,193 | 1,070 | SH | DFND | 1, 2 | 1,070 | 0 | 0 | |
HAWAIIAN HOLDINGS INC | COM | 419879101 | 4,989 | 357,410 | SH | DFND | 1, 2 | 357,410 | 0 | 0 | |
HELEN OF TROY CORP LTD | COM | G4388N106 | 2,550 | 36,832 | SH | DFND | 1, 2 | 36,832 | 0 | 0 | |
HERTZ GLOBAL HOLDINGS INC | COM | 42805T105 | 4,443 | 166,798 | SH | DFND | 1, 2 | 166,798 | 0 | 0 | |
HOMEAWAY INC | COM | 43739Q100 | 2,019 | 53,600 | SH | DFND | 1, 2 | 53,600 | 0 | 0 | |
HOUGHTON MIFFLIN HARCOURT CO | COM | 44157R109 | 160,662 | 7,902,724 | SH | DFND | 1, 2 | 7,902,724 | 0 | 0 | |
HUDSON PAC PPTYS INC | COM | 444097109 | 3,811 | 165,188 | SH | DFND | 1, 2 | 165,188 | 0 | 0 | |
INSTALLED BLDG PRODS INC | COM | 45780R101 | 3,413 | 244,695 | SH | DFND | 1, 2 | 244,695 | 0 | 0 | |
INTERCONTINENTALEXCHANGE GRO | COM | 45866F104 | 593 | 3,000 | SH | DFND | 1, 2 | 3,000 | 0 | 0 | |
ISLE OF CAPRI CASINOS INC | COM | 464592104 | 3,558 | 463,910 | SH | DFND | 1, 2 | 463,910 | 0 | 0 | |
JGWPT HLDGS INC | CL A | 46617M109 | 7,522 | 411,947 | SH | DFND | 1, 2 | 411,947 | 0 | 0 | |
JPMORGAN CHASE & CO | COM | 46625H100 | 1,002 | 16,500 | SH | DFND | 1, 2 | 16,500 | 0 | 0 | |
KOHLS CORP | COM | 500255104 | 290 | 5,100 | SH | DFND | 1, 2 | 5,100 | 0 | 0 | |
LADDER CAP CORP | CL A | 505743104 | 5,598 | 296,500 | SH | DFND | 1, 2 | 296,500 | 0 | 0 | |
LAM RESEARCH CORP | COM | 512807108 | 1,197 | 21,766 | SH | DFND | 1, 2 | 21,766 | 0 | 0 | |
LAMAR ADVERTISING CO | CL A | 512815101 | 11,743 | 230,258 | SH | DFND | 1, 2 | 230,258 | 0 | 0 | |
LGI HOMES INC | COM | 50187T106 | 4,291 | 248,781 | SH | DFND | 1, 2 | 248,781 | 0 | 0 | |
LIBERTY INTERACTIVE CORP | INT COM SER A | 53071M104 | 1,227 | 42,500 | SH | DFND | 1, 2 | 42,500 | 0 | 0 | |
LIVE NATION ENTERTAINMENT IN | COM | 538034109 | 3,092 | 142,169 | SH | DFND | 1, 2 | 142,169 | 0 | 0 | |
LIVE NATION ENTERTAINMENT IN | NOTE 2.875% 7/1 | 538034AB5 | 5,042 | 5,000,000 | PRN | DFND | 1, 2 | 5,000,000 | 0 | 0 | |
M/I HOMES INC | COM | 55305B101 | 4,278 | 190,815 | SH | DFND | 1, 2 | 190,815 | 0 | 0 | |
MATADOR RES CO | COM | 576485205 | 367 | 15,000 | SH | DFND | 1, 2 | 15,000 | 0 | 0 | |
METHODE ELECTRS INC | COM | 591520200 | 1,134 | 37,000 | SH | DFND | 1, 2 | 37,000 | 0 | 0 | |
MICROSOFT CORP | COM | 594918104 | 1,230 | 30,000 | SH | DFND | 1, 2 | 30,000 | 0 | 0 | |
MONRO MUFFLER BRAKE INC | COM | 610236101 | 604 | 10,621 | SH | DFND | 1, 2 | 10,621 | 0 | 0 | |
NATIONAL CINEMEDIA INC | COM | 635309107 | 1,518 | 101,167 | SH | DFND | 1, 2 | 101,167 | 0 | 0 | |
NEW HOME CO INC | COM | 645370107 | 3,779 | 265,386 | SH | DFND | 1, 2 | 265,386 | 0 | 0 | |
NEWMONT MINING CORP | NOTE 1.250% 7/1 | 651639AH9 | 5,006 | 5,000,000 | PRN | DFND | 1, 2 | 5,000,000 | 0 | 0 | |
OHR PHARMACEUTICAL INC | COM NEW | 67778H200 | 785 | 57,648 | SH | DFND | 1, 2 | 57,648 | 0 | 0 | |
OMNICARE INC | DBCV 3.250%12/1 | 681904AL2 | 2,645 | 2,500,000 | PRN | DFND | 1, 2 | 2,500,000 | 0 | 0 | |
ORBOTECH LTD | ORD | M75253100 | 1,063 | 69,046 | SH | DFND | 1, 2 | 69,046 | 0 | 0 | |
PENNYMAC FINL SVCS INC | CL A | 70932B101 | 3,268 | 196,373 | SH | DFND | 1, 2 | 196,373 | 0 | 0 | |
PENNYMAC MTG INVT TR | COM | 70931T103 | 9,414 | 393,904 | SH | DFND | 1, 2 | 393,904 | 0 | 0 | |
PHH CORP | COM NEW | 693320202 | 2,778 | 107,516 | SH | DFND | 1, 2 | 107,516 | 0 | 0 | |
QUINTILES TRANSNATIO HLDGS I | COM | 74876Y101 | 762 | 15,000 | SH | DFND | 1, 2 | 15,000 | 0 | 0 | |
RADIO ONE INC | CL D NON VTG | 75040P405 | 2,043 | 431,000 | SH | DFND | 1, 2 | 431,000 | 0 | 0 | |
RENTECH INC | COM | 760112102 | 2,897 | 1,524,728 | SH | DFND | 1, 2 | 1,524,728 | 0 | 0 | |
SERVICE CORP INTL | COM | 817565104 | 14,134 | 710,968 | SH | DFND | 1, 2 | 710,968 | 0 | 0 | |
SESA STERLITE LTD | SPONSORED ADR | 78413F103 | 2,749 | 221,342 | SH | DFND | 1, 2 | 221,342 | 0 | 0 | |
SILVERCREST ASSET MGMT GROUP | CL A | 828359109 | 1,261 | 68,932 | SH | DFND | 1, 2 | 68,932 | 0 | 0 | |
SMART TECHNOLOGIES INC | CL A SUB VTG S | 83172R108 | 769 | 160,460 | SH | DFND | 1, 2 | 160,460 | 0 | 0 | |
TAKE-TWO INTERACTIVE SOFTWAR | COM | 874054109 | 8,124 | 370,432 | SH | DFND | 1, 2 | 370,432 | 0 | 0 | |
TWENTY FIRST CENTY FOX INC | CL A | 90130A101 | 639 | 20,000 | SH | DFND | 1, 2 | 20,000 | 0 | 0 | |
VECTOR GROUP LTD | FRNT 1/1 | 92240MAY4 | 5,206 | 3,800,000 | PRN | DFND | 1, 2 | 3,800,000 | 0 | 0 | |
VISA INC | COM CL A | 92826C839 | 1,144 | 5,300 | SH | DFND | 1, 2 | 5,300 | 0 | 0 | |
WCI CMNTYS INC | COM PAR $0.01 | 92923C807 | 3,292 | 166,599 | SH | DFND | 1, 2 | 166,599 | 0 | 0 | |
WEBMD HEALTH CORP | NOTE 2.250% 3/3 | 94770VAH5 | 12,492 | 12,500,000 | PRN | DFND | 1, 2 | 12,500,000 | 0 | 0 |