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 |
AFFYMETRIX INC | NOTE 4.000% 7/0 | 00826TAH1 | 493 | 500,000 | PRN | DFND | 2 | 500,000 | 0 | 0 | |
AMERICAN CAMPUS CMNTYS INC | COM | 024835100 | 865 | 21,262 | SH | DFND | 21,262 | 0 | 0 | ||
AMERICAN INTL GROUP INC | COM | 026874784 | 415 | 9,293 | SH | DFND | 9,293 | 0 | 0 | ||
APPROACH RESOURCES INC | COM | 03834A103 | 328 | 13,339 | SH | DFND | 1 | 13,339 | 0 | 0 | |
ASIA ENTN & RESOURCES LTD | SHS | G0539K108 | 2,124 | 505,717 | SH | DFND | 505,717 | 0 | 0 | ||
ASSOCIATED ESTATES RLTY CORP | COM | 045604105 | 1,773 | 110,257 | SH | DFND | 110,257 | 0 | 0 | ||
ATLAS ENERGY LP | COM UNITS LP | 04930A104 | 201 | 4,096 | SH | DFND | 1 | 4,096 | 0 | 0 | |
BARRETT BILL CORP | NOTE 5.000% 3/1 | 06846NAA2 | 500 | 500,000 | PRN | DFND | 2 | 500,000 | 0 | 0 | |
BELO CORP | COM SER A | 080555105 | 740 | 53,011 | SH | DFND | 53,011 | 0 | 0 | ||
BERRY PETE CO | CL A | 085789105 | 314 | 7,429 | SH | DFND | 1 | 7,429 | 0 | 0 | |
BGC PARTNERS INC | CL A | 05541T101 | 640 | 108,741 | SH | DFND | 108,741 | 0 | 0 | ||
BMC SOFTWARE INC | COM | 055921100 | 356 | 7,883 | SH | DFND | 7,883 | 0 | 0 | ||
BRIGGS & STRATTON CORP | COM | 109043109 | 415 | 20,946 | SH | DFND | 1 | 20,946 | 0 | 0 | |
CA INC | COM | 12673P105 | 332 | 11,600 | SH | DFND | 11,600 | 0 | 0 | ||
CENTRAL GARDEN & PET CO | CL A | 153527205 | 338 | 49,038 | SH | DFND | 49,038 | 0 | 0 | ||
CHESAPEAKE ENERGY CORP | COM | 165167107 | 245 | 12,000 | SH | DFND | 12,000 | 0 | 0 | ||
CHILDRENS PL RETAIL STORES I | COM | 168905107 | 620 | 11,307 | SH | DFND | 1 | 11,307 | 0 | 0 | |
CIT GROUP INC | COM | 125581801 | 431 | 9,245 | SH | DFND | 9,245 | 0 | 0 | ||
CITIGROUP INC | COM | 172967424 | 926 | 19,311 | SH | DFND | 19,311 | 0 | 0 | ||
CLEAR CHANNEL OUTDOOR HLDGS | CL A | 18451C109 | 120 | 16,130 | SH | DFND | 16,130 | 0 | 0 | ||
COBALT INTL ENERGY INC | NOTE 2.625%12/0 | 19075FAA4 | 721 | 680,000 | PRN | DFND | 2 | 680,000 | 0 | 0 | |
COINSTAR INC | COM | 19259P300 | 549 | 9,352 | SH | DFND | 1 | 9,352 | 0 | 0 | |
COMMAND SEC CORP | COM | 20050L100 | 106 | 70,000 | SH | DFND | 70,000 | 0 | 0 | ||
COMPUTER SCIENCES CORP | COM | 205363104 | 674 | 15,400 | SH | DFND | 15,400 | 0 | 0 | ||
COMVERSE INC | COM | 20585P105 | 1,051 | 35,323 | SH | DFND | 35,323 | 0 | 0 | ||
COOPER TIRE & RUBR CO | COM | 216831107 | 328 | 9,887 | SH | DFND | 9,887 | 0 | 0 | ||
CORESITE RLTY CORP | COM | 21870Q105 | 1,290 | 40,557 | SH | DFND | 40,557 | 0 | 0 | ||
CORNING INC | COM | 219350105 | 1,375 | 96,603 | SH | DFND | 96,603 | 0 | 0 | ||
CUBESMART | COM | 229663109 | 1,885 | 117,970 | SH | DFND | 117,970 | 0 | 0 | ||
CYNOSURE INC | CL A | 232577205 | 837 | 32,216 | SH | DFND | 1 | 32,216 | 0 | 0 | |
CYPRESS SEMICONDUCTOR CORP | COM | 232806109 | 629 | 58,591 | SH | DFND | 1 | 58,591 | 0 | 0 | |
DCT INDUSTRIAL TRUST INC | COM | 233153105 | 375 | 52,500 | SH | DFND | 52,500 | 0 | 0 | ||
E TRADE FINANCIAL CORP | COM | 269246401 | 609 | 48,100 | SH | DFND | 48,100 | 0 | 0 | ||
EASTGROUP PPTY INC | COM | 277276101 | 499 | 8,875 | SH | DFND | 8,875 | 0 | 0 | ||
ELECTRO RENT CORP | COM | 285218103 | 447 | 26,595 | SH | DFND | 26,595 | 0 | 0 | ||
ELLIE MAE INC | COM | 28849P100 | 433 | 18,741 | SH | DFND | 1 | 18,741 | 0 | 0 | |
EMERITUS CORP | COM | 291005106 | 1,582 | 68,255 | SH | DFND | 68,255 | 0 | 0 | ||
ENCORE CAP GROUP INC | NOTE 3.000%11/2 | 292554AC6 | 724 | 600,000 | PRN | DFND | 2 | 600,000 | 0 | 0 | |
ENDOCYTE INC | COM | 29269A102 | 225 | 17,160 | SH | DFND | 17,160 | 0 | 0 | ||
ENTEGRIS INC | COM | 29362U104 | 203 | 21,613 | SH | DFND | 1 | 21,613 | 0 | 0 | |
EQUINIX INC | COM | 29444U502 | 335 | 1,813 | SH | DFND | 1,813 | 0 | 0 | ||
EXAR CORP | COM | 300645108 | 237 | 21,961 | SH | DFND | 21,961 | 0 | 0 | ||
EZCHIP SEMICONDUCTOR LIMITED | ORD | M4146Y108 | 455 | 16,861 | SH | DFND | 1 | 16,861 | 0 | 0 | |
F5 NETWORKS INC | COM | 315616102 | 790 | 11,485 | SH | DFND | 1 | 11,485 | 0 | 0 | |
FAIRPOINT COMMUNICATIONS INC | COM | 305560302 | 355 | 42,501 | SH | DFND | 42,501 | 0 | 0 | ||
FELCOR LODGING TR INC | COM | 31430F101 | 1,760 | 297,821 | SH | DFND | 297,821 | 0 | 0 | ||
FIDELITY NATIONAL FINANCIAL | NOTE 4.250% 8/1 | 31620RAE5 | 656 | 500,000 | PRN | DFND | 2 | 500,000 | 0 | 0 | |
FINISAR CORP | COM | 31787A507 | 441 | 25,995 | SH | DFND | 1 | 25,995 | 0 | 0 | |
FIRST INDUSTRIAL REALTY TRUS | COM | 32054K103 | 904 | 59,561 | SH | DFND | 59,561 | 0 | 0 | ||
FIRST POTOMAC RLTY TR | COM | 33610F109 | 1,919 | 146,926 | SH | DFND | 146,926 | 0 | 0 | ||
FORESTAR GROUP INC | COM | 346233109 | 2,881 | 143,624 | SH | DFND | 143,624 | 0 | 0 | ||
GENERAL CABLE CORP | FRNT 4.500%11/1 | 369300AL2 | 1,103 | 1,000,000 | PRN | DFND | 2 | 1,000,000 | 0 | 0 | |
GOOGLE INC | CL A | 38259P508 | 563 | 639 | SH | DFND | 639 | 0 | 0 | ||
GRAY TELEVISION INC | COM | 389375106 | 682 | 94,706 | SH | DFND | 94,706 | 0 | 0 | ||
GREAT LAKES DREDGE & DOCK CO | COM | 390607109 | 312 | 39,900 | SH | DFND | 1 | 39,900 | 0 | 0 | |
HACKETT GROUP INC | COM | 404609109 | 53 | 10,230 | SH | DFND | 10,230 | 0 | 0 | ||
HANESBRANDS INC | COM | 410345102 | 1,862 | 36,213 | SH | DFND | 1 | 36,213 | 0 | 0 | |
HARLEY DAVIDSON INC | COM | 412822108 | 339 | 6,191 | SH | DFND | 1 | 6,191 | 0 | 0 | |
HHGREGG INC | COM | 42833L108 | 244 | 15,290 | SH | DFND | 1 | 15,290 | 0 | 0 | |
HOWARD HUGHES CORP | COM | 44267D107 | 3,025 | 26,987 | SH | DFND | 26,987 | 0 | 0 | ||
HUNTSMAN CORP | COM | 447011107 | 166 | 10,000 | SH | DFND | 10,000 | 0 | 0 | ||
INDEPENDENT BK GROUP INC | COM | 45384B106 | 966 | 31,760 | SH | DFND | 31,760 | 0 | 0 | ||
INFOBLOX INC | COM | 45672H104 | 284 | 9,718 | SH | DFND | 9,718 | 0 | 0 | ||
INSULET CORP | NOTE 3.750% 6/1 | 45784PAC5 | 1,356 | 1,040,000 | PRN | DFND | 2 | 1,040,000 | 0 | 0 | |
INTEGRATED DEVICE TECHNOLOGY | COM | 458118106 | 1,238 | 155,909 | SH | DFND | 1 | 155,909 | 0 | 0 | |
INTELSAT S A | COM | L5140P101 | 382 | 19,107 | SH | DFND | 19,107 | 0 | 0 | ||
INTERFACE INC | COM | 458665304 | 243 | 14,302 | SH | DFND | 1 | 14,302 | 0 | 0 | |
IPG PHOTONICS CORP | COM | 44980X109 | 1,269 | 20,902 | SH | DFND | 1 | 20,902 | 0 | 0 | |
ISHARES TR RUSSELL 2000 | COM | 464287655 | 134 | 95,100 | SH | Put | DFND | 95,100 | 0 | 0 | |
JOURNAL COMMUNICATIONS INC | CL A | 481130102 | 199 | 26,633 | SH | DFND | 26,633 | 0 | 0 | ||
KB HOME | COM | 48666K109 | 392 | 19,969 | SH | DFND | 19,969 | 0 | 0 | ||
KITE RLTY GROUP TR | COM | 49803T102 | 1,569 | 260,215 | SH | DFND | 260,215 | 0 | 0 | ||
KOPPERS HOLDINGS INC | COM | 50060P106 | 387 | 10,133 | SH | DFND | 10,133 | 0 | 0 | ||
KORN FERRY INTL | COM | 500643200 | 871 | 46,500 | SH | DFND | 1 | 46,500 | 0 | 0 | |
LA Z BOY INC | COM | 505336107 | 455 | 22,457 | SH | DFND | 1 | 22,457 | 0 | 0 | |
LENNAR CORP | CL A | 526057104 | 1,064 | 29,513 | SH | DFND | 1 | 29,513 | 0 | 0 | |
LENNOX INTL INC | COM | 526107107 | 603 | 9,340 | SH | DFND | 1 | 9,340 | 0 | 0 | |
LORAL SPACE & COMMUNICATNS I | COM | 543881106 | 577 | 9,621 | SH | DFND | 9,621 | 0 | 0 | ||
LYONDELLBASELL INDUSTRIES | CL A | N53745100 | 496 | 7,487 | SH | DFND | 7,487 | 0 | 0 | ||
MACQUARIE INFRASTR CO LLC | INT | 55608B105 | 903 | 16,895 | SH | DFND | 16,895 | 0 | 0 | ||
MBIA INC | COM | 55262C100 | 882 | 66,296 | SH | DFND | 66,296 | 0 | 0 | ||
MGC DIAGNOSTICS CORP | COM | 552768103 | 151 | 18,100 | SH | DFND | 18,100 | 0 | 0 | ||
MICRON TECHNOLOGY INC | COM | 595112103 | 587 | 40,962 | SH | DFND | 1 | 40,962 | 0 | 0 | |
MICROSOFT CORP | COM | 594918104 | 2,068 | 59,904 | SH | DFND | 59,904 | 0 | 0 | ||
MKS INSTRUMENT INC | COM | 55306N104 | 222 | 8,358 | SH | DFND | 1 | 8,358 | 0 | 0 | |
MONOTYPE IMAGING HOLDINGS IN | COM | 61022P100 | 1,167 | 45,930 | SH | DFND | 45,930 | 0 | 0 | ||
MOODYS CORP | COM | 615369105 | 780 | 12,809 | SH | DFND | 12,809 | 0 | 0 | ||
NEUSTAR INC | CL A | 64126X201 | 418 | 8,594 | SH | DFND | 8,594 | 0 | 0 | ||
NEWCASTLE INVT CORP | COM | 65105M108 | 1,800 | 344,179 | SH | DFND | 344,179 | 0 | 0 | ||
NORTHERN OIL & GAS INC NEV | COM | 665531109 | 591 | 44,282 | SH | DFND | 1 | 44,282 | 0 | 0 | |
NORTHSTAR RLTY FIN CORP | COM | 66704R100 | 1,886 | 207,202 | SH | DFND | 207,202 | 0 | 0 | ||
OCWEN FINL CORP | COM | 675746309 | 556 | 13,490 | SH | DFND | 13,490 | 0 | 0 | ||
OLIN CORP | COM | 680665205 | 425 | 17,755 | SH | DFND | 1 | 17,755 | 0 | 0 | |
OMNIAMERICAN BANCORP INC | COM | 68216R107 | 2,165 | 98,282 | SH | DFND | 98,282 | 0 | 0 | ||
ORBCOMM INC | COM | 68555P100 | 101 | 22,526 | SH | DFND | 22,526 | 0 | 0 | ||
OSI SYSTEMS INC | COM | 671044105 | 633 | 9,821 | SH | DFND | 1 | 9,821 | 0 | 0 | |
PAREXEL INTL CORP | COM | 699462107 | 336 | 7,306 | SH | DFND | 1 | 7,306 | 0 | 0 | |
PIER 1 IMPORTS INC | COM | 720279108 | 387 | 16,454 | SH | DFND | 1 | 16,454 | 0 | 0 | |
PINNACLE ENTMT INC | COM | 723456109 | 273 | 13,859 | SH | DFND | 13,859 | 0 | 0 | ||
PINNACLE FOODS INC DEL | COM | 72348P104 | 242 | 10,000 | SH | DFND | 10,000 | 0 | 0 | ||
POLYCOM INC | COM | 73172K104 | 143 | 13,601 | SH | DFND | 1 | 13,601 | 0 | 0 | |
QUALCOMM INC | COM | 747525103 | 343 | 5,621 | SH | DFND | 5,621 | 0 | 0 | ||
QUALYS INC | COM | 74758T303 | 249 | 15,430 | SH | DFND | 15,430 | 0 | 0 | ||
QUANTA SVCS INC | COM | 74762E102 | 417 | 15,753 | SH | DFND | 1 | 15,753 | 0 | 0 | |
RESPONSYS INC | COM | 761248103 | 144 | 10,068 | SH | DFND | 10,068 | 0 | 0 | ||
RF MICRODEVICES INC | COM | 749941100 | 242 | 45,152 | SH | DFND | 1 | 45,152 | 0 | 0 | |
ROCKWOOD HLDGS INC | COM | 774415103 | 337 | 5,256 | SH | DFND | 5,256 | 0 | 0 | ||
SAIC INC | COM | 78390X101 | 1,039 | 74,576 | SH | DFND | 74,576 | 0 | 0 | ||
SALIX PHARMACEUTICALS INC | NOTE 1.500% 3/1 | 795435AE6 | 203 | 170,000 | PRN | DFND | 2 | 170,000 | 0 | 0 | |
SAVIENT PHARMACEUTICALS INC | NOTE 4.750% 2/0 | 80517QAA8 | 100 | 500,000 | PRN | DFND | 2 | 500,000 | 0 | 0 | |
SCIENTIFIC GAMES CORP | CL A | 80874P109 | 921 | 81,828 | SH | DFND | 1 | 81,828 | 0 | 0 | |
SCRIPPS NETWORKS INTERACT IN CL A | COM | 811065101 | 230 | 3,445 | SH | DFND | 3,445 | 0 | 0 | ||
SEAGATE TECHNOLOGY PLC | SHS | G7945M107 | 400 | 8,913 | SH | DFND | 8,913 | 0 | 0 | ||
SERVICESOURCE INTL LLC | COM | 81763U100 | 168 | 18,000 | SH | DFND | 18,000 | 0 | 0 | ||
SIRIUS XM RADIO INC | COM | 82967N108 | 313 | 93,428 | SH | DFND | 93,428 | 0 | 0 | ||
SKECHERS U S A INC | CL A | 830566105 | 912 | 37,966 | SH | DFND | 1 | 37,966 | 0 | 0 | |
SKYWORKS SOLUTIONS INC | COM | 83088M102 | 1,073 | 49,017 | SH | DFND | 1 | 49,017 | 0 | 0 | |
SONIC CORP | COM | 835451105 | 253 | 17,369 | SH | DFND | 1 | 17,369 | 0 | 0 | |
SPDR GOLD TRUST GOLD | SHS | 78463V107 | 282 | 2,368 | SH | DFND | 2,368 | 0 | 0 | ||
SPLUNK INC | COM | 848637104 | 305 | 6,584 | SH | DFND | 6,584 | 0 | 0 | ||
STAG INDL INC | COM | 85254J102 | 453 | 22,719 | SH | DFND | 22,719 | 0 | 0 | ||
STAGE STORES INC | COM | 85254C305 | 258 | 10,979 | SH | DFND | 1 | 10,979 | 0 | 0 | |
STONE ENERGY CORP | NOTE 1.750% 3/0 | 861642AN6 | 463 | 500,000 | PRN | DFND | 2 | 500,000 | 0 | 0 | |
SUMMIT HOTEL PPTYS | COM | 866082100 | 448 | 47,365 | SH | DFND | 1 | 47,365 | 0 | 0 | |
THERAVANCE INC | NOTE 2.125% 1/1 | 88338TAB0 | 1,156 | 750,000 | PRN | DFND | 2 | 750,000 | 0 | 0 | |
TRADE STR RESIDENTIAL INC | COM | 89255N203 | 664 | 75,407 | SH | DFND | 75,407 | 0 | 0 | ||
TRIMAS CORP | COM | 896215209 | 403 | 10,808 | SH | DFND | 1 | 10,808 | 0 | 0 | |
TRIQUINT SEMICONDUCTOR INC | COM | 89674K103 | 450 | 65,003 | SH | DFND | 1 | 65,003 | 0 | 0 | |
TRW AUTOMOTIVE HLDGS CORP | COM | 87264S106 | 1,023 | 15,391 | SH | DFND | 15,391 | 0 | 0 | ||
TYSON FOODS INC | NOTE 3.250%10/1 | 902494AP8 | 762 | 500,000 | PRN | DFND | 2 | 500,000 | 0 | 0 | |
UBIQUITI NETWORKS INC | COM | 90347A100 | 296 | 16,900 | SH | DFND | 16,900 | 0 | 0 | ||
VECTOR GROUP LTD | FRNT 1/1 | 92240MAY4 | 919 | 787,000 | PRN | DFND | 2 | 787,000 | 0 | 0 | |
VERINT SYS INC | COM | 92343X100 | 351 | 9,900 | SH | DFND | 9,900 | 0 | 0 | ||
VERISIGN INC | COM | 92343E102 | 851 | 19,049 | SH | DFND | 19,049 | 0 | 0 | ||
VERISIGN INC | SDCV 3.250% 8/1 | 92343EAD4 | 703 | 500,000 | PRN | DFND | 2 | 500,000 | 0 | 0 | |
VISA INC | COM CL A | 92826C839 | 221 | 1,208 | SH | DFND | 1,208 | 0 | 0 | ||
VISTEON CORP | COM | 92839U206 | 464 | 7,350 | SH | DFND | 7,350 | 0 | 0 | ||
WABASH NATL CORP | COM | 929566107 | 285 | 28,038 | SH | DFND | 1 | 28,038 | 0 | 0 | |
WAGEWORKS INC | COM | 930427109 | 290 | 8,423 | SH | DFND | 8,423 | 0 | 0 | ||
WESTERN DIGITAL CORP | COM | 958102105 | 373 | 6,001 | SH | DFND | 1 | 6,001 | 0 | 0 | |
XERIUM TECHNOLOGIES INC | COM | 98416J118 | 137 | 13,415 | SH | DFND | 13,415 | 0 | 0 | ||
YAHOO INC | COM | 984332106 | 327 | 13,038 | SH | DFND | 13,038 | 0 | 0 |