0000909012-14-000065.txt : 20140211
0000909012-14-000065.hdr.sgml : 20140211
20140211105450
ACCESSION NUMBER: 0000909012-14-000065
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20131231
FILED AS OF DATE: 20140211
DATE AS OF CHANGE: 20140211
EFFECTIVENESS DATE: 20140211
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: SYMPHONY ASSET MANAGEMENT LLC
CENTRAL INDEX KEY: 0001030815
IRS NUMBER: 943252504
STATE OF INCORPORATION: CA
FISCAL YEAR END: 0331
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-05958
FILM NUMBER: 14592101
BUSINESS ADDRESS:
STREET 1: 555 CALIFORNIA STREET
STREET 2: SUITE 2975
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94104
BUSINESS PHONE: 4156764000
MAIL ADDRESS:
STREET 1: 555 CALIFORNIA STREET
STREET 2: SUITE 2975
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94104
13F-HR
1
primary_doc.xml
13F-HR
LIVE
false
false
false
0001030815
XXXXXXXX
12-31-2013
12-31-2013
SYMPHONY ASSET MANAGEMENT LLC
555 CALIFORNIA STREET
SUITE 2975
SAN FRANCISCO
CA
94104
13F HOLDINGS REPORT
028-05958
N
Martin Fawzy
Compliance Manager
415 676 4057
/s/ MARTIN FAWZY
San Francisco
CA
02-10-2014
1
456
1365736
false
1
028-1405
Nuveen Investments Inc.
INFORMATION TABLE
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aci_13f.xml
ABB LTD-SPON ADR
ADR
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29642
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DFND
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29642
0
0
ABBVIE INC
COM
00287Y109
2593
49091
SH
DFND
1
49091
0
0
ACTAVIS PLC
COM
G0083B108
7788
46358
SH
DFND
1
46358
0
0
ACTIVISION BLIZZARD INC
COM
00507V109
308
17313
SH
DFND
1
17313
0
0
ACTUANT CORP-A
COM
00508X203
332
9077
SH
DFND
1
8967
0
110
ADOBE SYSTEMS INC
COM
00724F101
827
13810
SH
DFND
1
13810
0
0
ADT CORP/THE
COM
00101J106
2363
58395
SH
DFND
1
58395
0
0
AFFILIATED MANAGERS GROUP
COM
008252108
2952
13611
SH
DFND
1
13611
0
0
AGL RESOURCES INC
COM
001204106
324
6864
SH
DFND
1
6864
0
0
ALERE INC
COM
01449J105
1726
47690
SH
DFND
1
47690
0
0
ALERE INC 3.000% 05/15/16 CVT
BND
01449JAA3
225
200000
PRN
DFND
1
200000
0
0
ALEXION PHARMACEUTICALS INC
COM
015351109
1196
9001
SH
DFND
1
9001
0
0
ALLEGION PLC
COM
G0176J109
1103
24972
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DFND
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24972
0
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ALLERGAN INC
COM
018490102
3902
35121
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ALLIANCE DATA SYSTEMS CORP
COM
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ALLOT COMMUNICATIONS LTD
COM
M0854Q105
237
15674
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DFND
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15483
0
191
ALLSTATE CORP
COM
020002101
3434
62973
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DFND
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BND
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ALTISOURCE PORTFOLIO SOL
COM
L0175J104
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DFND
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ALTRIA GROUP INC
COM
02209S103
488
12705
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DFND
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12705
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AMAZON.COM INC
COM
023135106
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13156
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AMDOCS LTD
COM
G02602103
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AMEREN CORPORATION
COM
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215
5947
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AMERICAN CAPITAL LTD
COM
02503Y103
337
21497
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21497
0
0
AMERICAN EQUITY INVT LIFE HL
COM
025676206
641
24294
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DFND
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24001
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293
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BND
02917TAA2
12242
12250000
PRN
DFND
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12250000
0
0
AMERIPRISE FINANCIAL INC
COM
03076C106
4199
36493
SH
DFND
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36493
0
0
AMERISOURCEBERGEN CORP
COM
03073E105
374
5311
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DFND
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AMETEK INC
COM
031100100
5439
103257
SH
DFND
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103257
0
0
AMGEN INC
COM
031162100
3555
31161
SH
DFND
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31161
0
0
AMPHENOL CORP-CL A
COM
032095101
376
4216
SH
DFND
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4216
0
0
AMSURG CORP
COM
03232P405
243
5292
SH
DFND
1
5228
0
64
ANNALY CAPITAL MGMT 5.000% 05/15/15 CVT
BND
035710AB8
3947
3901000
PRN
DFND
1
3901000
0
0
APPLE INC
COM
037833100
14612
26046
SH
DFND
1
26046
0
0
APPLIED MATERIALS INC
COM
038222105
276
15600
SH
DFND
1
15600
0
0
ARGO GROUP INTERNATIONAL
COM
G0464B107
363
7809
SH
DFND
1
7714
0
95
ASCENT CAPITAL GROUP INC-A
COM
043632108
364
4259
SH
DFND
1
4207
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ASML HOLDING NV-NY REG SHS
COM
N07059210
769
8210
SH
DFND
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8210
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ASTRAZENECA PLC-SPONS ADR
ADR
046353108
520
8751
SH
DFND
1
8751
0
0
AT&T INC
COM
00206R102
530
15070
SH
DFND
1
15070
0
0
AUTONATION INC
COM
05329W102
1319
26543
SH
DFND
1
26543
0
0
AUTOZONE INC
COM
053332102
1382
2892
SH
DFND
1
2892
0
0
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BND
05334DAA5
11063
10000000
PRN
DFND
1
10000000
0
0
AVAGO TECHNOLOGIES LTD
COM
Y0486S104
2610
49352
SH
DFND
1
49352
0
0
AVNET INC
COM
053807103
292
6619
SH
DFND
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6619
0
0
BANK OF AMERICA CORP
COM
060505104
359
23055
SH
DFND
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23055
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0
BANK OF MONTREAL
COM
063671101
322
4830
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DFND
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4830
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BANNER CORPORATION
COM
06652V208
510
11380
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DFND
1
11242
0
138
BARNES GROUP INC
COM
067806109
3600
93971
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DFND
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172
Baxter International Inc
COM
071813109
5216
75000
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Call
DFND
1
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0
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BAXTER INTERNATIONAL INC
COM
071813109
6210
89281
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DFND
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89281
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BBCN BANCORP INC
COM
073295107
334
20125
SH
DFND
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19881
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244
BE AEROSPACE INC
COM
073302101
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23229
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BEAM INC
COM
073730103
3226
47391
SH
DFND
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47391
0
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BECTON DICKINSON AND CO
COM
075887109
2252
20379
SH
DFND
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20379
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Best Buy Co., Inc.
COM
086516101
997
25000
SH
Put
DFND
1
0
0
0
BHP BILLITON LTD-SPON ADR
ADR
088606108
378
5540
SH
DFND
1
5540
0
0
BIOGEN IDEC INC
COM
09062X103
2474
8847
SH
DFND
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8847
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BIOMARIN PHARMACEUTICAL INC
COM
09061G101
283
4029
SH
DFND
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4029
0
0
BioMarin Pharmaceutical Inc.
COM
09061G101
704
10000
SH
Call
DFND
1
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0
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BIOSCRIP INC
COM
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22781
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239
BOEING CO/THE
COM
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Bon-Ton Stores Inc.
COM
09776J101
457
28300
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Put
DFND
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Bon-Ton Stores Inc.
COM
09776J101
2682
165900
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COM
110122108
1900
35754
SH
DFND
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BND
110394AC7
6342
5172000
PRN
DFND
1
5172000
0
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BRITISH AMERICAN TOB-SP ADR
ADR
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405
3773
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DFND
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BROOKDALE SENIOR LIVING INC
COM
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282
10363
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COM
11283W104
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57631
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BT GROUP PLC-SPON ADR
ADR
05577E101
499
7900
SH
DFND
1
7900
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BUNGE LTD
COM
G16962105
464
5652
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DFND
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0
CABOT OIL & GAS CORP
COM
127097103
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45698
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DFND
1
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0
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BND
127190AD8
10983
8200000
PRN
DFND
1
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0
0
CADENCE DESIGN SYS INC
COM
127387108
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COM
12477X106
266
11272
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DFND
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136
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COM
140475104
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11969
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COM
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61547
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DFND
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61422
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125
CARLISLE COS INC
COM
142339100
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18689
SH
DFND
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CARRIZO OIL & GAS INC
COM
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234
5238
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64
CBL & ASSOCIATES PROPERTIES
COM
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14225
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COM
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25713
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CELGENE CORP
COM
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CHARTER COMMUNICATION-A
COM
16117M305
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6923
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CHECK POINT SOFTWARE TECH
COM
M22465104
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COM
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CHESAPEAKE LODGING TRUST
COM
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CHEVRON CORP
COM
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CHICAGO BRIDGE & IRON CO NV
COM
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CIENA CORP
COM
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CINEMARK HOLDINGS INC
COM
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DFND
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CITIGROUP INC-CW18
COM
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3700000
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CITIGROUP INC-CW19
COM
172967424
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CLEAN HARBORS INC
COM
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CLEARWATER PAPER CORP
COM
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3979
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3931
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COM
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COM
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45103
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ADR
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COLGATE-PALMOLIVE CO
COM
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38978
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COMCAST CORP-CLASS A
COM
20030N101
3825
73612
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73612
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COMMSCOPE HOLDING CO INC
COM
20337X109
552
29197
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184
COMMUNITY HEALTH SYSTEMS INC
COM
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COMVERSE INC
COM
20585P105
316
8152
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102
CORRECTIONS CORP OF AMERICA
COM
22025Y407
1013
31594
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COSTCO WHOLESALE CORP
COM
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ADR
225401108
211
6800
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DFND
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6800
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CROSSTEX ENERGY INC
COM
22765Y104
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10324
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127
CSG SYSTEMS INTL INC
COM
126349109
273
9285
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9173
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112
CST BRANDS INC
COM
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392
10689
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128
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BND
229678AD9
462
190000
PRN
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1
190000
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0
CUMMINS INC
COM
231021106
361
2557
SH
DFND
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2557
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COM
231082108
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601
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COM
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254
11388
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11253
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135
DANAHER CORP
COM
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3076
39842
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COM
23918K108
257
4057
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4057
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DEAN FOODS CO
COM
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202
11736
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142
DELPHI AUTOMOTIVE PLC
COM
G27823106
1138
18927
SH
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18927
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DELTA AIR LINES INC
COM
247361702
358
13012
SH
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13012
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DEUTSCHE BANK AG-REGISTERED
COM
D18190898
1389
28800
SH
DFND
1
28800
0
0
DEXCOM INC
COM
252131107
340
9597
SH
DFND
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9480
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117
DIAGEO PLC-SPONSORED ADR
ADR
25243Q205
377
2850
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2850
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DIRECTV
COM
25490A309
828
11998
SH
DFND
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11998
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DISCOVER FINANCIAL SERVICES
COM
254709108
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103802
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103802
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DOLLAR GENERAL CORP
COM
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224
3710
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DFND
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3710
0
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DONALDSON CO INC
COM
257651109
1454
33452
SH
DFND
1
33452
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0
DRYSHIPS INC 5.000% 12/01/14 CVT
BND
262498AB4
5912
5850000
PRN
DFND
1
5850000
0
0
DTE ENERGY COMPANY
COM
233331107
859
12934
SH
DFND
1
12934
0
0
DUNKIN' BRANDS GROUP INC
COM
265504100
1564
32444
SH
DFND
1
32444
0
0
EASTMAN CHEMICAL CO
COM
277432100
1141
14139
SH
DFND
1
14139
0
0
EATON CORP PLC
COM
G29183103
280
3685
SH
DFND
1
3685
0
0
EATON VANCE CORP
COM
278265103
1144
26756
SH
DFND
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26756
0
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Eaton Vance Floating Rate Income Trust
COM
278279104
5401
353668
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0
Eaton Vance Senior Income Trust
COM
27826S103
6693
968586
SH
DFND
1
968586
0
0
EL PASO ELECTRIC CO
COM
283677854
290
8267
SH
DFND
1
8167
0
100
EMC CORP/MA
COM
268648102
682
27093
SH
DFND
1
27093
0
0
ENDO HEALTH SOLUTIONS IN 1.750% 04/15/15 CVT
BND
29264FAB2
34753
15000000
PRN
DFND
1
15000000
0
0
EOG RESOURCES INC
COM
26875P101
1652
9845
SH
DFND
1
9845
0
0
EPL OIL & GAS INC
COM
26883D108
1663
58348
SH
DFND
1
58348
0
0
EQT CORP
COM
26884L109
985
10972
SH
DFND
1
10972
0
0
EQUINIX INC
COM
29444U502
1651
9305
SH
DFND
1
9305
0
0
ERA GROUP INC
COM
26885G109
226
7337
SH
DFND
1
7250
0
87
EVEREST RE GROUP LTD
COM
G3223R108
399
2558
SH
DFND
1
2558
0
0
EVERTEC INC
COM
30040P103
2422
98231
SH
DFND
1
98009
0
222
EXPRESS SCRIPTS HOLDING CO
COM
30219G108
2008
28576
SH
DFND
1
28576
0
0
FACEBOOK INC-A
COM
30303M102
3022
55281
SH
DFND
1
55281
0
0
FIDELITY & GUARANTY LIFE
COM
315785105
216
11402
SH
DFND
1
11262
0
140
FIFTH & PACIFIC COS INC
COM
316645100
270
8399
SH
DFND
1
8299
0
100
FINISAR CORPORATION
COM
31787A507
1340
56000
SH
DFND
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56000
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0
FIRST DEFIANCE FINL CORP
COM
32006W106
237
9138
SH
DFND
1
9026
0
112
FIRST MIDWEST BANCORP INC/IL
COM
320867104
296
16922
SH
DFND
1
16717
0
205
FORESTAR GROUP INC
COM
346233109
282
13254
SH
DFND
1
13093
0
161
FORTUNE BRANDS HOME & SECURI
COM
34964C106
2446
53517
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DFND
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53517
0
0
FRESENIUS MEDICAL CARE-ADR
ADR
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571
16042
SH
DFND
1
16042
0
0
G & K SERVICES INC -CL A
COM
361268105
497
7997
SH
DFND
1
7901
0
96
GARTNER INC
COM
366651107
912
12838
SH
DFND
1
12838
0
0
GENCORP INC
COM
368682100
433
23993
SH
DFND
1
23702
0
291
GENERAC HOLDINGS INC
COM
368736104
532
9408
SH
DFND
1
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113
GENERAL CABLE CORP
COM
369300108
2168
73700
SH
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1
73700
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GENERAL DYNAMICS CORP
COM
369550108
757
7922
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DFND
1
7922
0
0
GENERAL ELECTRIC CO
COM
369604103
904
32266
SH
DFND
1
32266
0
0
GENERAL GROWTH PROPERTIES
COM
370023103
315
15702
SH
DFND
1
15702
0
0
GENERAL MILLS INC
COM
370334104
1786
35792
SH
DFND
1
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0
0
GENERAL MOTORS CO
COM
37045V100
5961
145851
SH
DFND
1
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0
0
GENESEE & WYOMING INC-CL A
COM
371559105
342
3567
SH
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42
GIANT INTERACTIVE GROUP-ADR
ADR
374511103
471
41920
SH
DFND
1
41920
0
0
GILEAD SCIENCES INC
COM
375558103
3867
51483
SH
DFND
1
51483
0
0
GILEAD SCIENCES INC 1.000% 05/01/14 SR:C CVT
BND
375558AN3
332
100000
PRN
DFND
1
100000
0
0
GOODRICH PETROLEUM CORP 5.000% 10/01/29 CVT
BND
382410AC2
843
830000
PRN
DFND
1
830000
0
0
GOODRICH PETROLEUM CORP 5.000% 10/01/32 CVT
BND
382410AG3
6431
6258000
PRN
DFND
1
6258000
0
0
GOOGLE INC-CL A
COM
38259P508
12746
11373
SH
DFND
1
11373
0
0
GREENHILL & CO INC
COM
395259104
315
5434
SH
DFND
1
5369
0
65
H&E EQUIPMENT SERVICES INC
COM
404030108
386
13040
SH
DFND
1
12874
0
166
HALLIBURTON CO
COM
406216101
1163
22908
SH
DFND
1
22908
0
0
HANGER INC
COM
41043F208
401
10183
SH
DFND
1
10056
0
127
HANOVER INSURANCE GROUP INC/
COM
410867105
1809
30308
SH
DFND
1
30308
0
0
HARLEY-DAVIDSON INC
COM
412822108
387
5579
SH
DFND
1
5579
0
0
HARTFORD FINANCIAL SVCS GRP
COM
416515104
4328
119478
SH
DFND
1
119478
0
0
HCA HOLDINGS INC
COM
40412C101
4010
84033
SH
DFND
1
84033
0
0
HEADWATERS INC 2.500% 02/01/14 CVT
BND
42210PAD4
1191
1200000
PRN
DFND
1
1200000
0
0
HEADWATERS INC 8.750% 02/01/16 CVT
BND
42210PAR3
8490
7825000
PRN
DFND
1
7825000
0
0
HERSHEY CO/THE
COM
427866108
2646
27208
SH
DFND
1
27208
0
0
HILLTOP HOLDINGS INC
COM
432748101
432
18662
SH
DFND
1
18436
0
226
HOLOGIC INC
COM
436440101
281
12572
SH
DFND
1
12572
0
0
HOLOGIC INC FLT 12/15/37 SR:2010 CVT
BND
436440AB7
395
339000
PRN
DFND
1
339000
0
0
HOLOGIC INC FLT 12/15/43 CVT
BND
436440AG6
14425
13738000
PRN
DFND
1
13738000
0
0
HOME DEPOT INC
COM
437076102
8413
102172
SH
DFND
1
102172
0
0
HONDA MOTOR CO LTD-SPONS ADR
ADR
438128308
827
20015
SH
DFND
1
20015
0
0
HONEYWELL INTERNATIONAL INC
COM
438516106
2646
28955
SH
DFND
1
28955
0
0
HOWARD HUGHES CORP/THE
COM
44267D107
357
2972
SH
DFND
1
2972
0
0
HSBC HOLDINGS PLC-SPONS ADR
ADR
404280406
472
8560
SH
DFND
1
8560
0
0
HUNTSMAN CORP
COM
447011107
1399
56877
SH
DFND
1
56877
0
0
IAC/INTERACTIVECORP
COM
44919P508
260
3786
SH
DFND
1
3786
0
0
ICONIX BRAND GROUP INC 2.500% 06/01/16 CVT
BND
451055AE7
234
170000
PRN
DFND
1
170000
0
0
IDEX CORP
COM
45167R104
716
9694
SH
DFND
1
9694
0
0
ING GROEP N.V.-SPONSORED ADR
ADR
456837103
2696
192450
SH
DFND
1
192450
0
0
INGERSOLL-RAND PLC
COM
G47791101
1529
24824
SH
DFND
1
24824
0
0
INSULET CORPORATION 3.750% 06/15/16 CVT
BND
45784PAC5
26680
18165000
PRN
DFND
1
18165000
0
0
INTEL CORP
COM
458140100
2051
79014
SH
DFND
1
79014
0
0
INTEL CORP 3.250% 08/01/39 CVT
BND
458140AF7
333
245000
PRN
DFND
1
245000
0
0
INTERCONTINENTALEXCHANGE GRO
COM
45866F104
6013
26737
SH
DFND
1
26737
0
0
INTL BUSINESS MACHINES CORP
COM
459200101
1201
6398
SH
DFND
1
6398
0
0
INTUIT INC
COM
461202103
275
3602
SH
DFND
1
3602
0
0
INVESCO LTD
COM
G491BT108
286
7866
SH
DFND
1
7866
0
0
ISHARES MSCI EAFE ETF
COM
464287465
322
4805
SH
DFND
1
4805
0
0
iShares Nasdaq Biotechnology
COM
464287556
2952
13000
SH
Put
DFND
1
0
0
0
ISHARES RUSSELL 1000 ETF
COM
464287622
701
6799
SH
DFND
1
6799
0
0
iShares Russell 2000
COM
464287655
4038
35000
SH
Put
DFND
1
0
0
0
ISTAR FINANCIAL INC
COM
45031U101
296
20719
SH
DFND
1
20467
0
252
ISTAR FINANCIAL INC 3.000% 11/15/16 CVT
BND
45031UBR1
381
279000
PRN
DFND
1
279000
0
0
ITAU UNIBANCO HLDNG-PREF ADR
ADR
465562106
246
18110
SH
DFND
1
18110
0
0
ITT EDUCATIONAL SERVICES INC
COM
45068B109
245
7296
SH
DFND
1
7296
0
0
JARDEN CORP
COM
471109108
3681
60000
SH
DFND
1
60000
0
0
JAZZ PHARMACEUTICALS PLC
COM
G50871105
1279
10105
SH
DFND
1
10079
0
26
JINKOSOLAR HOLDING CO LT 4.000% 05/15/16 SR:144A CVT
BND
47759TAA8
9597
9000000
PRN
DFND
1
9000000
0
0
JM SMUCKER CO/THE
COM
832696405
550
5317
SH
DFND
1
5317
0
0
JOHN BEAN TECHNOLOGIES CORP
COM
477839104
289
9827
SH
DFND
1
9708
0
119
JOHNSON & JOHNSON
COM
478160104
580
6326
SH
DFND
1
6326
0
0
JOY GLOBAL INC
COM
481165108
1624
27760
SH
DFND
1
27760
0
0
KAISER ALUMINUM CORP
COM
483007704
241
3431
SH
DFND
1
3389
0
42
KANSAS CITY SOUTHERN
COM
485170302
346
2793
SH
DFND
1
2793
0
0
KAPSTONE PAPER AND PACKAGING
COM
48562P103
1995
35717
SH
DFND
1
35621
0
96
KB HOME 1.375% 02/01/19 CVT
BND
48666KAS8
6952
7000000
PRN
DFND
1
7000000
0
0
KEYCORP
COM
493267108
621
46253
SH
DFND
1
46253
0
0
KRAFT FOODS GROUP INC
COM
50076Q106
998
18523
SH
DFND
1
18523
0
0
LAM RESEARCH CORP
COM
512807108
3460
63548
SH
DFND
1
63548
0
0
LEAP WIRELESS INTL INC 4.500% 07/15/14 CVT
BND
521863AL4
13521
13338000
PRN
DFND
1
13338000
0
0
LEAR CORP
COM
521865204
296
3658
SH
DFND
1
3658
0
0
LIBERTY GLOBAL PLC-A
COM
G5480U104
669
7520
SH
DFND
1
7520
0
0
LIFEPOINT HOSPITALS INC 3.500% 05/15/14 CVT
BND
53219LAH2
598
550000
PRN
DFND
1
550000
0
0
LINCOLN ELECTRIC HOLDINGS
COM
533900106
1467
20557
SH
DFND
1
20557
0
0
LINEAR TECHNOLOGY CORP
COM
535678106
798
17518
SH
DFND
1
17518
0
0
LINEAR TECHNOLOGY CORP 3.000% 05/01/27 SR:A CVT
BND
535678AC0
502
440000
PRN
DFND
1
440000
0
0
LINKEDIN CORP - A
COM
53578A108
1441
6643
SH
DFND
1
6643
0
0
LITHIA MOTORS INC-CL A
COM
536797103
1888
27193
SH
DFND
1
27091
0
102
LYONDELLBASELL INDU-CL A
COM
N53745100
5520
68749
SH
DFND
1
68749
0
0
MACY'S INC
COM
55616P104
1903
35632
SH
DFND
1
35632
0
0
Macy's, Inc.
COM
55616P104
2242
42000
SH
Call
DFND
1
0
0
0
Macy's, Inc.
COM
55616P104
2243
42000
SH
Put
DFND
1
0
0
0
MANHATTAN ASSOCIATES INC
COM
562750109
679
5783
SH
DFND
1
5711
0
72
MANNING & NAPIER INC
COM
56382Q102
254
14410
SH
DFND
1
14236
0
174
MARRIOTT INTERNATIONAL -CL A
COM
571903202
1505
30506
SH
DFND
1
30506
0
0
MASTERCARD INC-CLASS A
COM
57636Q104
4328
5180
SH
DFND
1
5180
0
0
MCKESSON CORP
COM
58155Q103
4295
26616
SH
DFND
1
26616
0
0
MEDASSETS INC
COM
584045108
559
28200
SH
DFND
1
28200
0
0
MEDICINES COMPANY 1.375% 06/01/17 CVT
BND
584688AC9
19953
13330000
PRN
DFND
1
13330000
0
0
MEDTRONIC INC
COM
585055106
605
10526
SH
DFND
1
10526
0
0
MELLANOX TECHNOLOGIES LTD
COM
M51363113
1830
45795
SH
DFND
1
45795
0
0
MENTOR GRAPHICS CORP
COM
587200106
253
10514
SH
DFND
1
10388
0
126
MERCK & CO. INC.
COM
58933Y105
936
18698
SH
DFND
1
18698
0
0
MERITOR INC
COM
59001K100
476
45701
SH
DFND
1
45130
0
571
METHANEX CORP
COM
59151K108
2522
42567
SH
DFND
1
42567
0
0
METLIFE INC
COM
59156R108
476
8833
SH
DFND
1
8833
0
0
MICHAEL KORS HOLDINGS LTD
COM
G60754101
4327
53294
SH
DFND
1
53294
0
0
MICROSOFT CORP
COM
594918104
9547
255191
SH
DFND
1
255191
0
0
MINERALS TECHNOLOGIES INC
COM
603158106
456
7595
SH
DFND
1
7499
0
96
MITSUBISHI UFJ FINL GRP-ADR
ADR
606822104
261
39070
SH
DFND
1
39070
0
0
MIZUHO FINANCIAL GROUP-ADR
ADR
60687Y109
138
31610
SH
DFND
1
31610
0
0
MOLINA HEALTHCARE INC 3.750% 10/01/14 SR:MOH CVT
BND
60855RAA8
11862
10000000
PRN
DFND
1
10000000
0
0
MONSANTO CO
COM
61166W101
1151
9875
SH
DFND
1
9875
0
0
MOODY'S CORP
COM
615369105
1718
21894
SH
DFND
1
21894
0
0
MORGANS HOTEL GROUP CO 2.375% 10/15/14 CVT
BND
61748WAB4
5546
5718000
PRN
DFND
1
5718000
0
0
MOVADO GROUP INC
COM
624580106
319
7228
SH
DFND
1
7138
0
90
MRC GLOBAL INC
COM
55345K103
1271
39398
SH
DFND
1
39398
0
0
MUELLER WATER PRODUCTS INC-A
COM
624758108
331
35411
SH
DFND
1
34968
0
443
MYERS INDUSTRIES INC
COM
628464109
251
11905
SH
DFND
1
11771
0
134
MYLAN INC 3.750% 09/15/15 CVT
BND
628530AJ6
410
125000
PRN
DFND
1
125000
0
0
NABORS INDUSTRIES LTD
COM
G6359F103
476
28000
SH
DFND
1
28000
0
0
Nabors Industries Ltd.
COM
G6359F103
680
40000
SH
Call
DFND
1
0
0
0
NETAPP INC
COM
64110D104
259
6287
SH
DFND
1
6287
0
0
NETSUITE INC
COM
64118Q107
3142
30500
SH
DFND
1
30500
0
0
NEW RESIDENTIAL INVESTMENT
COM
64828T102
1539
230509
SH
DFND
1
229748
0
761
NEWMONT MINING CORP
COM
651639106
3008
130600
SH
DFND
1
130600
0
0
NEWMONT MINING CORP 1.250% 07/15/14 SR:A CVT
BND
651639AH9
15540
15550000
PRN
DFND
1
15550000
0
0
Newmont Mining Corporation
COM
651639106
1267
55000
SH
Call
DFND
1
0
0
0
Newmont Mining Corporation
COM
651639106
1267
55000
SH
Put
DFND
1
0
0
0
NEWPORT CORP
COM
651824104
189
10507
SH
DFND
1
10380
0
127
NIDEC CORPORATION-ADR
ADR
654090109
572
23164
SH
DFND
1
23164
0
0
NIKE INC -CL B
COM
654106103
2016
25638
SH
DFND
1
25638
0
0
NOBLE ENERGY INC
COM
655044105
2352
34526
SH
DFND
1
34526
0
0
NORFOLK SOUTHERN CORP
COM
655844108
712
7671
SH
DFND
1
7671
0
0
NOVARTIS AG-ADR
ADR
66987V109
601
7480
SH
DFND
1
7480
0
0
NOVO-NORDISK A/S-SPONS ADR
ADR
670100205
461
2498
SH
DFND
1
2498
0
0
NQ Mobile Inc.
COM
64118U108
515
35000
SH
Put
DFND
1
0
0
0
NTT DOCOMO INC-SPON ADR
ADR
62942M201
167
10100
SH
DFND
1
10100
0
0
NUCOR CORP
COM
670346105
233
4366
SH
DFND
1
4366
0
0
NXP SEMICONDUCTORS NV
COM
N6596X109
516
11250
SH
DFND
1
11250
0
0
OASIS PETROLEUM INC
COM
674215108
370
7872
SH
DFND
1
7777
0
95
OCEAN RIG UDW INC
COM
Y64354205
1023
53118
SH
DFND
1
53118
0
0
OCEANEERING INTL INC
COM
675232102
796
10093
SH
DFND
1
10093
0
0
OCWEN FINANCIAL CORP
COM
675746309
6318
113942
SH
DFND
1
113831
0
111
OLD REPUBLIC INTL CORP
COM
680223104
2059
119204
SH
DFND
1
119204
0
0
OMNICARE INC 3.250% 12/15/35 SR:OCR CVT
BND
681904AL2
606
567000
PRN
DFND
1
567000
0
0
ON SEMICONDUCTOR CORP 2.625% 12/15/26 SR:B CVT
BND
682189AH8
4290
3902000
PRN
DFND
1
3902000
0
0
ORACLE CORP
COM
68389X105
3624
94729
SH
DFND
1
94729
0
0
O'REILLY AUTOMOTIVE INC
COM
67103H107
2516
19548
SH
DFND
1
19548
0
0
ORITANI FINANCIAL CORP
COM
68633D103
233
14516
SH
DFND
1
14342
0
174
OWENS & MINOR INC
COM
690732102
212
5791
SH
DFND
1
5719
0
72
OWENS-ILLINOIS INC
COM
690768403
1389
38829
SH
DFND
1
38829
0
0
PACCAR INC
COM
693718108
255
4312
SH
DFND
1
4312
0
0
PACKAGING CORP OF AMERICA
COM
695156109
2407
38045
SH
DFND
1
38045
0
0
PACWEST BANCORP
COM
695263103
3369
79791
SH
DFND
1
79600
0
191
PARTNERRE LTD
COM
G6852T105
686
6508
SH
DFND
1
6508
0
0
PENN NATIONAL GAMING INC
COM
707569109
254
17690
SH
DFND
1
17476
0
214
PENNYMAC FINANCIAL SERVICE-A
COM
70932B101
413
23558
SH
DFND
1
23272
0
286
PEPSICO INC
COM
713448108
3134
37791
SH
DFND
1
37791
0
0
PERKINELMER INC
COM
714046109
394
9549
SH
DFND
1
9549
0
0
PETSMART INC
COM
716768106
643
8832
SH
DFND
1
8832
0
0
PFIZER INC
COM
717081103
497
16231
SH
DFND
1
16231
0
0
PHILIP MORRIS INTERNATIONAL
COM
718172109
4796
55040
SH
DFND
1
55040
0
0
PHILLIPS 66
COM
718546104
612
7928
SH
DFND
1
7928
0
0
PINNACLE WEST CAPITAL
COM
723484101
584
11040
SH
DFND
1
11040
0
0
PIONEER NATURAL RESOURCES CO
COM
723787107
1408
7651
SH
DFND
1
7651
0
0
PNC FINANCIAL SERVICES GROUP
COM
693475105
741
9549
SH
DFND
1
9549
0
0
PORTLAND GENERAL ELECTRIC CO
COM
736508847
418
13830
SH
DFND
1
13663
0
167
PPG INDUSTRIES INC
COM
693506107
2560
13499
SH
DFND
1
13499
0
0
PRESTIGE BRANDS HOLDINGS INC
COM
74112D101
589
16456
SH
DFND
1
16257
0
199
PRICELINE.COM INC
COM
741503403
11868
10210
SH
DFND
1
10210
0
0
PRIMERICA INC
COM
74164M108
476
11100
SH
DFND
1
10966
0
134
PRINCIPAL FINANCIAL GROUP
COM
74251V102
1746
35414
SH
DFND
1
35414
0
0
PROCTER & GAMBLE CO/THE
COM
742718109
824
10115
SH
DFND
1
10115
0
0
PRUDENTIAL FINANCIAL INC
COM
744320102
1433
15530
SH
DFND
1
15530
0
0
PRUDENTIAL PLC-ADR
ADR
74435K204
813
18055
SH
DFND
1
18055
0
0
PTC INC
COM
69370C100
3069
86702
SH
DFND
1
86549
0
153
QUALCOMM INC
COM
747525103
3224
43412
SH
DFND
1
43412
0
0
QUANTA SERVICES INC
COM
74762E102
988
31290
SH
DFND
1
31290
0
0
Quiksilver Inc.
COM
74838C106
228
26000
SH
Call
DFND
1
0
0
0
RADIAN GROUP INC 3.000% 11/15/17 CVT
BND
750236AK7
355
250000
PRN
DFND
1
250000
0
0
RAIT FINANCIAL TRUST 4.000% 10/01/33 CVT
BND
749227AB0
6930
7000000
PRN
DFND
1
7000000
0
0
RALPH LAUREN CORP
COM
751212101
1136
6436
SH
DFND
1
6436
0
0
RAMBUS INC 5.000% 06/15/14 CVT
BND
750917AC0
11607
11421000
PRN
DFND
1
11421000
0
0
RANGE RESOURCES CORP
COM
75281A109
344
4074
SH
DFND
1
4074
0
0
REGIONS FINANCIAL CORP
COM
7591EP100
978
98843
SH
DFND
1
98843
0
0
REGIS CORP 5.000% 07/15/14 CVT
BND
758932AA5
17170
16000000
PRN
DFND
1
16000000
0
0
RENAISSANCERE HOLDINGS LTD
COM
G7496G103
634
6509
SH
DFND
1
6509
0
0
RESTORATION HARDWARE HOLDING
COM
761283100
2492
37021
SH
DFND
1
37021
0
0
REYNOLDS AMERICAN INC
COM
761713106
267
5345
SH
DFND
1
5345
0
0
RIO TINTO PLC-SPON ADR
ADR
767204100
458
8120
SH
DFND
1
8120
0
0
Rite Aid Corporation
COM
767754104
87
17200
SH
Call
DFND
1
0
0
0
Rite Aid Corporation
COM
767754104
810
160000
SH
Call
DFND
1
0
0
0
ROCKWELL AUTOMATION INC
COM
773903109
2252
19060
SH
DFND
1
19060
0
0
ROYAL DUTCH SHELL PLC-ADR
ADR
780259107
659
8780
SH
DFND
1
8780
0
0
RUDOLPH TECHNOLOGIES INC
COM
781270103
228
19413
SH
DFND
1
19170
0
243
RYANAIR HOLDINGS PLC-SP ADR
ADR
783513104
764
16288
SH
DFND
1
16288
0
0
RYLAND GROUP 0.250% 06/01/19 CVT
BND
783764AS2
10264
11000000
PRN
DFND
1
11000000
0
0
RYLAND GROUP 1.625% 05/15/18 CVT
BND
783764AQ6
35061
23000000
PRN
DFND
1
23000000
0
0
SAFEWAY INC
COM
786514208
228
7000
SH
DFND
1
7000
0
0
Safeway Inc.
COM
786514208
489
15000
SH
Call
DFND
1
0
0
0
SALIX PHARMACEUTICALS LT 1.500% 03/15/19 CVT
BND
795435AE6
507
340000
PRN
DFND
1
340000
0
0
SALIX PHARMACEUTICALS LT 2.750% 05/15/15 CVT
BND
795435AC0
25040
12727000
PRN
DFND
1
12727000
0
0
SANDISK CORP 1.500% 08/15/17 CVT
BND
80004CAD3
27205
18460000
PRN
DFND
1
18460000
0
0
SANOFI-ADR
ADR
80105N105
679
12651
SH
DFND
1
12651
0
0
SCHLUMBERGER LTD
COM
806857108
2886
32031
SH
DFND
1
32031
0
0
SCRIPPS NETWORKS INTER-CL A
COM
811065101
1442
16683
SH
DFND
1
16683
0
0
Sears Holdings Corporation
COM
812350106
490
10000
SH
Put
DFND
1
0
0
0
SEI INVESTMENTS COMPANY
COM
784117103
272
7846
SH
DFND
1
7846
0
0
SELECT MEDICAL HOLDINGS CORP
COM
81619Q105
436
37560
SH
DFND
1
37105
0
455
SEMGROUP CORP-CLASS A
COM
81663A105
1662
25478
SH
DFND
1
25401
0
77
SENSATA TECHNOLOGIES HOLDING
COM
N7902X106
723
18655
SH
DFND
1
18655
0
0
SESA STERLITE LTD-ADR
ADR
78413F103
159
12114
SH
DFND
1
12114
0
0
SHIRE PLC-ADR
ADR
82481R106
402
2850
SH
DFND
1
2850
0
0
SIGNET JEWELERS LTD
COM
G81276100
2697
34269
SH
DFND
1
34269
0
0
SILICON IMAGE INC
COM
82705T102
251
40760
SH
DFND
1
40251
0
509
SIMON PROPERTY GROUP INC
COM
828806109
691
4543
SH
DFND
1
4543
0
0
SIRONA DENTAL SYSTEMS INC
COM
82966C103
1224
17440
SH
DFND
1
17440
0
0
SM ENERGY CO
COM
78454L100
2982
35881
SH
DFND
1
35881
0
0
SPANSION INC-CLASS A
COM
84649R200
359
25846
SH
DFND
1
25534
0
312
SPDR S&P 500
COM
78462F103
10158
55000
SH
Put
DFND
1
0
0
0
STANDARD PACIFIC CORP 1.250% 08/01/32 CVT
BND
85375CBC4
3309
2500000
PRN
DFND
1
2500000
0
0
Staples, Inc.
COM
855030102
318
20000
SH
Put
DFND
1
0
0
0
Staples, Inc.
COM
855030102
795
50000
SH
Put
DFND
1
0
0
0
STARBUCKS CORP
COM
855244109
3717
47420
SH
DFND
1
47420
0
0
STARWOOD HOTELS & RESORTS
COM
85590A401
438
5519
SH
DFND
1
5519
0
0
STARWOOD PROPERTY TRUST 4.000% 01/15/19 CVT
BND
85571BAB1
18806
17000000
PRN
DFND
1
17000000
0
0
STARZ - A
COM
85571Q102
456
15580
SH
DFND
1
15483
0
97
STATOIL ASA-SPON ADR
ADR
85771P102
226
9382
SH
DFND
1
9382
0
0
STERIS CORP
COM
859152100
243
5063
SH
DFND
1
4999
0
64
SUMITOMO MITSUI-SPONS ADR
ADR
86562M209
528
50370
SH
DFND
1
50370
0
0
SUN HYDRAULICS CORP
COM
866942105
338
8287
SH
DFND
1
8187
0
100
SUNCOKE ENERGY INC
COM
86722A103
1239
54294
SH
DFND
1
54156
0
138
SUNPOWER CORP 4.500% 03/15/15 CVT
BND
867652AE9
9804
7000000
PRN
DFND
1
7000000
0
0
SUPERIOR ENERGY SERVICES INC
COM
868157108
281
10559
SH
DFND
1
10559
0
0
SURGICAL CARE AFFILIATES INC
COM
86881L106
398
11440
SH
DFND
1
11295
0
145
SYNGENTA AG-ADR
ADR
87160A100
299
3730
SH
DFND
1
3730
0
0
SYNNEX CORP
COM
87162W100
412
6112
SH
DFND
1
6035
0
77
T ROWE PRICE GROUP INC
COM
74144T108
3226
38511
SH
DFND
1
38511
0
0
TAKE-TWO INTERACTIVE SOF 1.000% 07/01/18 CVT
BND
874054AD1
11218
10515000
PRN
DFND
1
10515000
0
0
TANGER FACTORY OUTLET CENTER
COM
875465106
518
16207
SH
DFND
1
16114
0
93
TEAM HEALTH HOLDINGS INC
COM
87817A107
400
8789
SH
DFND
1
8679
0
110
TEEKAY CORP
COM
Y8564W103
633
13186
SH
DFND
1
13186
0
0
TESLA MOTORS INC 1.500% 06/01/18 CVT
BND
88160RAA9
12800
9250000
PRN
DFND
1
9250000
0
0
TEVA PHARMACEUTICAL-SP ADR
ADR
881624209
643
16028
SH
DFND
1
16028
0
0
TFS FINANCIAL CORP
COM
87240R107
516
42575
SH
DFND
1
42575
0
0
THERAVANCE INC 2.125% 01/15/23 CVT
BND
88338TAB0
15482
10650000
PRN
DFND
1
10650000
0
0
TIBCO SOFTWARE INC
COM
88632Q103
2232
99288
SH
DFND
1
99288
0
0
TIFFANY & CO
COM
886547108
576
6205
SH
DFND
1
6205
0
0
TIME WARNER CABLE
COM
88732J207
2424
17891
SH
DFND
1
17891
0
0
T-MOBILE US INC
COM
872590104
290
8619
SH
DFND
1
8619
0
0
TORCHMARK CORP
COM
891027104
464
5927
SH
DFND
1
5927
0
0
TORONTO-DOMINION BANK
COM
891160509
209
2212
SH
DFND
1
2212
0
0
TOTAL SA-SPON ADR
ADR
89151E109
482
7870
SH
DFND
1
7870
0
0
TOYOTA MOTOR CORP -SPON ADR
ADR
892331307
771
6326
SH
DFND
1
6326
0
0
TRANSDIGM GROUP INC
COM
893641100
1704
10579
SH
DFND
1
10579
0
0
TREX COMPANY INC
COM
89531P105
424
5332
SH
DFND
1
5267
0
65
TYSON FOODS INC-CL A
COM
902494103
348
10403
SH
DFND
1
10403
0
0
UBS AG-REG
COM
002489948
294
15290
SH
DFND
1
15290
0
0
UNILEVER PLC-SPONSORED ADR
ADR
904767704
625
15170
SH
DFND
1
15170
0
0
UNION PACIFIC CORP
COM
907818108
7768
46237
SH
DFND
1
46237
0
0
UNITED COMMUNITY BANKS/GA
COM
90984P303
402
22642
SH
DFND
1
22368
0
274
UNITED PARCEL SERVICE-CL B
COM
911312106
605
5758
SH
DFND
1
5758
0
0
UNITED TECHNOLOGIES CORP
COM
913017109
3350
29436
SH
DFND
1
29436
0
0
UNIVERSAL AMERICAN CORP
COM
91338E101
329
45055
SH
DFND
1
44495
0
560
UNIVERSAL CORP/VA
COM
913456109
406
7429
SH
DFND
1
7397
0
32
VALEANT PHARMACEUTICALS INTE
COM
91911K102
2459
20945
SH
DFND
1
20945
0
0
VANTIV INC - CL A
COM
92210H105
1891
57986
SH
DFND
1
57986
0
0
VERIFONE SYSTEMS INC
COM
92342Y109
333
12410
SH
DFND
1
12255
0
155
VERIZON COMMUNICATIONS INC
COM
92343V104
3268
66508
SH
DFND
1
66508
0
0
VF CORP
COM
918204108
3089
49552
SH
DFND
1
49552
0
0
VIACOM INC-CLASS B
COM
92553P201
3282
37574
SH
DFND
1
37574
0
0
VIRTUS INVESTMENT PARTNERS
COM
92828Q109
334
1670
SH
DFND
1
1650
0
20
VISA INC-CLASS A SHARES
COM
92826C839
3672
16492
SH
DFND
1
16492
0
0
VISHAY PRECISION GROUP
COM
92835K103
158
10604
SH
DFND
1
10474
0
130
VMWARE INC-CLASS A
COM
928563402
1004
11196
SH
DFND
1
11196
0
0
VODAFONE GROUP PLC-SP ADR
ADR
92857W209
379
9660
SH
DFND
1
9660
0
0
WABCO HOLDINGS INC
COM
92927K102
1447
15492
SH
DFND
1
15492
0
0
WABTEC CORP
COM
929740108
1975
26593
SH
DFND
1
26593
0
0
WALGREEN CO
COM
931422109
968
16850
SH
DFND
1
16850
0
0
WALT DISNEY CO/THE
COM
254687106
3210
42014
SH
DFND
1
42014
0
0
WASTE MANAGEMENT INC
COM
94106L109
918
20450
SH
DFND
1
20450
0
0
WATSCO INC
COM
942622200
409
4254
SH
DFND
1
4204
0
50
WEB.COM GROUP INC 1.000% 08/15/18 CVT
BND
94733AAA2
21828
19380000
PRN
DFND
1
19380000
0
0
Weight Watchers International, Inc.
COM
948626106
2223
67500
SH
Put
DFND
1
0
0
0
WELLCARE HEALTH PLANS INC
COM
94946T106
442
6271
SH
DFND
1
6194
0
77
WELLPOINT INC 2.750% 10/15/42 CVT
BND
94973VBG1
13538
10000000
PRN
DFND
1
10000000
0
0
WELLS FARGO & CO
COM
949746101
1254
27637
SH
DFND
1
27637
0
0
WESCO INTERNATIONAL INC
COM
95082P105
368
4043
SH
DFND
1
4043
0
0
WESTERN DIGITAL CORP
COM
958102105
492
5859
SH
DFND
1
5859
0
0
WESTLAKE CHEMICAL CORP
COM
960413102
2391
19586
SH
DFND
1
19542
0
44
WEX INC
COM
96208T104
383
3864
SH
DFND
1
3817
0
47
WHIRLPOOL CORP
COM
963320106
6023
38395
SH
DFND
1
38395
0
0
WHITEWAVE FOODS CO - CL A
COM
966244105
2290
99811
SH
DFND
1
99596
0
215
WHOLE FOODS MARKET INC
COM
966837106
1741
30098
SH
DFND
1
30098
0
0
WINTRUST FINANCIAL CORP
COM
97650W108
264
5732
SH
DFND
1
5662
0
70
WISCONSIN ENERGY CORP
COM
976657106
513
12416
SH
DFND
1
12416
0
0
WOLVERINE WORLD WIDE INC
COM
978097103
374
11008
SH
DFND
1
10877
0
131
WORLD FUEL SERVICES CORP
COM
981475106
382
8833
SH
DFND
1
8833
0
0
WPP PLC-SPONSORED ADR
ADR
92937A102
874
7612
SH
DFND
1
7612
0
0
WR BERKLEY CORP
COM
084423102
329
7570
SH
DFND
1
7570
0
0
WR GRACE & CO
COM
38388F108
2074
20985
SH
DFND
1
20985
0
0
WUXI PHARMATECH INC-ADR
ADR
929352102
398
10364
SH
DFND
1
10364
0
0
WW GRAINGER INC
COM
384802104
305
1196
SH
DFND
1
1196
0
0
WYNDHAM WORLDWIDE CORP
COM
98310W108
1922
26082
SH
DFND
1
26082
0
0
XEROX CORP
COM
984121103
248
20371
SH
DFND
1
20371
0
0
XILINX INC
COM
983919101
1257
27384
SH
DFND
1
27384
0
0
XL GROUP PLC
COM
G98290102
787
24717
SH
DFND
1
24717
0
0
YANDEX NV-A
COM
N97284108
246
5710
SH
DFND
1
5710
0
0
ZALE CORP
COM
988858106
242
15370
SH
DFND
1
15183
0
187
ZIMMER HOLDINGS INC
COM
98956P102
356
3817
SH
DFND
1
3817
0
0