0000909012-14-000261.txt : 20140515
0000909012-14-000261.hdr.sgml : 20140515
20140515114020
ACCESSION NUMBER: 0000909012-14-000261
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20140331
FILED AS OF DATE: 20140515
DATE AS OF CHANGE: 20140515
EFFECTIVENESS DATE: 20140515
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: 14844946
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
03-31-2014
03-31-2014
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
05-15-2014
1
406
1054584
false
1
028-1405
Nuveen Investments Inc.
INFORMATION TABLE
2
aci_13f.xml
ABBVIE INC
COM
00287Y109
2704
52624
SH
DFND
1
52624
0
0
ACTAVIS PLC
COM
G0083B108
10037
48758
SH
DFND
1
48758
0
0
ACTIVISION BLIZZARD INC
COM
00507V109
327
16000
SH
DFND
1
16000
0
0
ACTUANT CORP-A
COM
00508X203
758
22207
SH
DFND
1
22075
0
132
AFFILIATED MANAGERS GROUP
COM
008252108
2990
14945
SH
DFND
1
14945
0
0
AGL RESOURCES INC
COM
001204106
368
7523
SH
DFND
1
7523
0
0
AK STEEL CORP 5.000% 11/15/19 CVT
BND
001546AP5
8369
5500000
PRN
DFND
1
5500000
0
0
ALERE INC
COM
01449J105
1600
46588
SH
DFND
1
46588
0
0
ALERE INC 3.000% 05/15/16 CVT
BND
01449JAA3
220
200000
PRN
DFND
1
200000
0
0
ALEXION PHARMACEUTICALS INC
COM
015351109
1355
8907
SH
DFND
1
8907
0
0
ALLEGION PLC
COM
G0176J109
1098
21049
SH
DFND
1
21049
0
0
ALLERGAN INC
COM
018490102
4272
34420
SH
DFND
1
34420
0
0
ALLIANCE DATA SYSTEMS CORP
COM
018581108
353
1296
SH
DFND
1
1296
0
0
ALLOT COMMUNICATIONS LTD
COM
M0854Q105
290
21543
SH
DFND
1
21414
0
129
ALTRIA GROUP INC
COM
02209S103
441
11772
SH
DFND
1
11772
0
0
AMAZON.COM INC
COM
023135106
7724
22962
SH
DFND
1
22962
0
0
AMDOCS LTD
COM
G02602103
4452
95819
SH
DFND
1
95819
0
0
AMEREN CORPORATION
COM
023608102
269
6518
SH
DFND
1
6518
0
0
AMERICAN CAPITAL LTD
COM
02503Y103
372
23547
SH
DFND
1
23547
0
0
AMERICAN EAGLE OUTFITTERS
COM
02553E106
801
65425
SH
DFND
1
65425
0
0
AMERICAN EQUITY INVT LIFE HL
COM
025676206
2313
97926
SH
DFND
1
97640
0
286
AMERICAN REALTY CAP PROP 3.000% 08/01/18 CVT
BND
02917TAA2
11435
10750000
PRN
DFND
1
10750000
0
0
AMERICAN REALTY CAP PROP 3.750% 12/15/20 CVT
BND
02917TAB0
8700
8000000
PRN
DFND
1
8000000
0
0
AMERIPRISE FINANCIAL INC
COM
03076C106
4834
43919
SH
DFND
1
43919
0
0
AMERISOURCEBERGEN CORP
COM
03073E105
382
5821
SH
DFND
1
5821
0
0
AMETEK INC
COM
031100100
5728
111253
SH
DFND
1
111253
0
0
AMGEN INC
COM
031162100
4095
33198
SH
DFND
1
33198
0
0
AMPHENOL CORP-CL A
COM
032095101
422
4605
SH
DFND
1
4605
0
0
ANIXTER INTERNATIONAL INC
COM
035290105
350
3451
SH
DFND
1
3431
0
20
ANNALY CAPITAL MGMT 5.000% 05/15/15 CVT
BND
035710AB8
3994
3901000
PRN
DFND
1
3901000
0
0
APPLE INC
COM
037833100
12974
24172
SH
DFND
1
24172
0
0
APPLIED MATERIALS INC
COM
038222105
349
17084
SH
DFND
1
17084
0
0
ARGO GROUP INTERNATIONAL
COM
G0464B107
707
15412
SH
DFND
1
15319
0
93
ASCENT CAPITAL GROUP INC-A
COM
043632108
634
8381
SH
DFND
1
8331
0
50
ASPEN TECHNOLOGY INC
COM
045327103
533
12582
SH
DFND
1
12506
0
76
AT&T INC
COM
00206R102
355
10112
SH
DFND
1
10112
0
0
AUTOZONE INC
COM
053332102
2345
4367
SH
DFND
1
4367
0
0
AVAGO TECHNOLOGIES LTD
COM
Y0486S104
3555
55189
SH
DFND
1
55189
0
0
AVNET INC
COM
053807103
337
7253
SH
DFND
1
7253
0
0
Avon Products Inc.
COM
054303102
549
37500
SH
Call
DFND
1
0
0
0
Avon Products Inc.
COM
054303102
549
37500
SH
Put
DFND
1
0
0
0
BANK OF AMERICA CORP
COM
060505104
1242
72172
SH
DFND
1
72172
0
0
BANNER CORPORATION
COM
06652V208
926
22452
SH
DFND
1
22318
0
134
BARNES GROUP INC
COM
067806109
4118
107053
SH
DFND
1
106886
0
167
BAXTER INTERNATIONAL INC
COM
071813109
6050
82219
SH
DFND
1
82219
0
0
BBCN BANCORP INC
COM
073295107
683
39860
SH
DFND
1
39622
0
238
BE AEROSPACE INC
COM
073302101
2342
26979
SH
DFND
1
26979
0
0
BECTON DICKINSON AND CO
COM
075887109
1486
12697
SH
DFND
1
12697
0
0
BIOGEN IDEC INC
COM
09062X103
3483
11388
SH
DFND
1
11388
0
0
BIOMARIN PHARMACEUTICAL INC
COM
09061G101
301
4414
SH
DFND
1
4414
0
0
BIOSCRIP INC
COM
09069N108
297
42562
SH
DFND
1
42308
0
254
BOEING CO/THE
COM
097023105
2558
20384
SH
DFND
1
20384
0
0
BORGWARNER INC
COM
099724106
379
6177
SH
DFND
1
6177
0
0
BRISTOL-MYERS SQUIBB CO
COM
110122108
2041
39282
SH
DFND
1
39282
0
0
BRISTOW GROUP INC 3.000% 06/15/38 CVT
BND
110394AC7
6404
5172000
PRN
DFND
1
5172000
0
0
BROOKFIELD RESIDENTIAL PROPE
COM
11283W104
554
26408
SH
DFND
1
26275
0
133
BRUNSWICK CORP
COM
117043109
354
7812
SH
DFND
1
7766
0
46
BUNGE LTD
COM
G16962105
527
6627
SH
DFND
1
6627
0
0
CADENCE DESIGN SYS INC
COM
127387108
5857
376905
SH
DFND
1
376905
0
0
CAESARSTONE SDOT-YAM LTD
COM
M20598104
2271
41767
SH
DFND
1
41767
0
0
CAI INTERNATIONAL INC
COM
12477X106
549
22246
SH
DFND
1
22113
0
133
CAPITAL ONE FINANCIAL CORP
COM
14040H105
2192
28408
SH
DFND
1
28408
0
0
CAPITAL SENIOR LIVING CORP
COM
140475104
373
14338
SH
DFND
1
14251
0
87
CARDTRONICS INC
COM
14161H108
781
20105
SH
DFND
1
19983
0
122
CARLISLE COS INC
COM
142339100
1629
20524
SH
DFND
1
20524
0
0
CARRIZO OIL & GAS INC
COM
144577103
701
13113
SH
DFND
1
13035
0
78
CBRE GROUP INC - A
COM
12504L109
1141
41584
SH
DFND
1
41584
0
0
CECO ENVIRONMENTAL CORP
COM
125141101
799
48184
SH
DFND
1
47896
0
288
CELGENE CORP
COM
151020104
1648
11809
SH
DFND
1
11809
0
0
CENTERPOINT ENERGY INC
COM
15189T107
209
8830
SH
DFND
1
8830
0
0
CHECK POINT SOFTWARE TECH
COM
M22465104
1607
23769
SH
DFND
1
23769
0
0
CHENIERE ENERGY INC
COM
16411R208
706
12754
SH
DFND
1
12754
0
0
CHESAPEAKE LODGING TRUST
COM
165240102
697
27101
SH
DFND
1
26943
0
158
CHEVRON CORP
COM
166764100
776
6521
SH
DFND
1
6521
0
0
CHICAGO BRIDGE & IRON CO NV
COM
167250109
218
2510
SH
DFND
1
2510
0
0
CHIQUITA BRANDS INTL
COM
170032809
1883
151244
SH
DFND
1
151244
0
0
CIENA CORP
COM
171779309
2317
101903
SH
DFND
1
101903
0
0
CIENA CORP 0.875% 06/15/17 CVT
BND
171779AE1
305
300000
PRN
DFND
1
300000
0
0
CINEMARK HOLDINGS INC
COM
17243V102
1200
41380
SH
DFND
1
41380
0
0
CITIGROUP INC-CW18
COM
172967234
183
3700000
SH
DFND
1
3700000
0
0
CITIGROUP INC-CW19
COM
172967226
900
1401250
SH
DFND
1
1401250
0
0
CLEAN HARBORS INC
COM
184496107
1618
29538
SH
DFND
1
29538
0
0
CLEARWATER PAPER CORP
COM
18538R103
493
7865
SH
DFND
1
7818
0
47
CLUBCORP HOLDINGS INC
COM
18948M108
3316
175471
SH
DFND
1
175338
0
133
Coach, Inc
COM
189754104
546
11000
SH
Put
DFND
1
0
0
0
COCA-COLA CO/THE
COM
191216100
725
18749
SH
DFND
1
18749
0
0
COCA-COLA ENTERPRISES
COM
19122T109
2706
56658
SH
DFND
1
56658
0
0
COGNIZANT TECH SOLUTIONS-A
COM
192446102
1477
29189
SH
DFND
1
29189
0
0
COLGATE-PALMOLIVE CO
COM
194162103
3031
46716
SH
DFND
1
46716
0
0
COMCAST CORP-CLASS A
COM
20030N101
5477
109438
SH
DFND
1
109438
0
0
COMMSCOPE HOLDING CO INC
COM
20337X109
3173
128557
SH
DFND
1
128332
0
225
COMMUNITY HEALTH SYSTEMS INC
COM
203668108
2679
68403
SH
DFND
1
68403
0
0
COMVERSE INC
COM
20585P105
559
16160
SH
DFND
1
16061
0
99
COSTCO WHOLESALE CORP
COM
22160K105
4070
36448
SH
DFND
1
36448
0
0
CSG SYSTEMS INTL INC
COM
126349109
479
18399
SH
DFND
1
18290
0
109
CST BRANDS INC
COM
12646R105
658
21068
SH
DFND
1
20943
0
125
CUBIST PHARMACEUTICALS 2.500% 11/01/17 CVT
BND
229678AD9
485
190000
PRN
DFND
1
190000
0
0
CUMMINS INC
COM
231021106
1019
6842
SH
DFND
1
6842
0
0
CUMULUS MEDIA INC-CL A
COM
231082108
800
115604
SH
DFND
1
114918
0
686
DANAHER CORP
COM
235851102
3482
46423
SH
DFND
1
46423
0
0
DAVITA HEALTHCARE PARTNERS I
COM
23918K108
306
4446
SH
DFND
1
4446
0
0
DEALERTRACK TECHNOLOGIES 1.500% 03/15/17 CVT
BND
242309AB8
24119
17000000
PRN
DFND
1
17000000
0
0
DEAN FOODS CO
COM
242370203
466
30131
SH
DFND
1
29951
0
180
DELPHI AUTOMOTIVE PLC
COM
G27823106
2513
37023
SH
DFND
1
37023
0
0
DELTA AIR LINES INC
COM
247361702
494
14253
SH
DFND
1
14253
0
0
DEUTSCHE BANK AG-REGISTERED
COM
D18190898
1214
27090
SH
DFND
1
27090
0
0
DEXCOM INC
COM
252131107
783
18919
SH
DFND
1
18805
0
114
DHT HOLDINGS INC
COM
Y2065G121
383
49282
SH
DFND
1
48989
0
293
DIAMONDROCK HOSPITALITY CO
COM
252784301
791
67362
SH
DFND
1
66962
0
400
DIRECTV
COM
25490A309
1008
13193
SH
DFND
1
13193
0
0
DISCOVER FINANCIAL SERVICES
COM
254709108
6147
105643
SH
DFND
1
105643
0
0
DOLLAR GENERAL CORP
COM
256677105
225
4066
SH
DFND
1
4066
0
0
DONALDSON CO INC
COM
257651109
1558
36754
SH
DFND
1
36754
0
0
DR HORTON INC
COM
23331A109
343
15834
SH
DFND
1
15834
0
0
DRYSHIPS INC 5.000% 12/01/14 CVT
BND
262498AB4
21089
21329000
PRN
DFND
1
21329000
0
0
DTE ENERGY COMPANY
COM
233331107
956
12872
SH
DFND
1
12872
0
0
DUKE REALTY CORP
COM
264411505
348
20606
SH
DFND
1
20606
0
0
DUNKIN' BRANDS GROUP INC
COM
265504100
1787
35609
SH
DFND
1
35609
0
0
EASTGROUP PROPERTIES INC
COM
277276101
233
3699
SH
DFND
1
3699
0
0
EATON CORP PLC
COM
G29183103
3299
43922
SH
DFND
1
43922
0
0
Eaton Vance Floating Rate Income Trust
COM
278279104
5553
353668
SH
DFND
1
353668
0
0
Eaton Vance Senior Income Trust
COM
27826S103
6819
968586
SH
DFND
1
968586
0
0
EL PASO ELECTRIC CO
COM
283677854
580
16227
SH
DFND
1
16130
0
97
EMC CORP/MA
COM
268648102
676
24652
SH
DFND
1
24652
0
0
ENLINK MIDSTREAM LLC
COM
29336T100
478
14096
SH
DFND
1
14012
0
84
EOG RESOURCES INC
COM
26875P101
1998
10247
SH
DFND
1
10247
0
0
EQT CORP
COM
26884L109
1675
17271
SH
DFND
1
17271
0
0
EQUINIX INC
COM
29444U502
4376
23674
SH
DFND
1
23674
0
0
ERA GROUP INC
COM
26885G109
423
14452
SH
DFND
1
14367
0
85
EVEREST RE GROUP LTD
COM
G3223R108
371
2419
SH
DFND
1
2419
0
0
EVERTEC INC
COM
30040P103
2754
111508
SH
DFND
1
111292
0
216
EXPRESS SCRIPTS HOLDING CO
COM
30219G108
2242
29846
SH
DFND
1
29846
0
0
F5 NETWORKS INC
COM
315616102
3665
34369
SH
DFND
1
34369
0
0
FACEBOOK INC-A
COM
30303M102
4648
77164
SH
DFND
1
77164
0
0
FAIRPOINT COMMUNICATIONS INC
COM
305560302
503
37000
SH
DFND
1
37000
0
0
FIDELITY & GUARANTY LIFE
COM
315785105
941
39867
SH
DFND
1
39628
0
239
FINISAR CORPORATION
COM
31787A507
4277
161327
SH
DFND
1
161265
0
62
FIRST DEFIANCE FINL CORP
COM
32006W106
492
18133
SH
DFND
1
18024
0
109
FLEETCOR TECHNOLOGIES INC
COM
339041105
3728
32388
SH
DFND
1
32388
0
0
FLUIDIGM CORP 2.750% 02/01/34 CVT
BND
34385PAA6
7214
6325000
PRN
DFND
1
6325000
0
0
FORTUNE BRANDS HOME & SECURI
COM
34964C106
208
4952
SH
DFND
1
4952
0
0
G & K SERVICES INC -CL A
COM
361268105
961
15713
SH
DFND
1
15620
0
93
GENCORP INC
COM
368682100
868
47489
SH
DFND
1
47206
0
283
GENERAC HOLDINGS INC
COM
368736104
1097
18603
SH
DFND
1
18492
0
111
GENERAL DYNAMICS CORP
COM
369550108
817
7501
SH
DFND
1
7501
0
0
GENERAL ELECTRIC CO
COM
369604103
281
10876
SH
DFND
1
10876
0
0
GENERAL MILLS INC
COM
370334104
2290
44201
SH
DFND
1
44201
0
0
GENERAL MOTORS CO
COM
37045V100
1840
53478
SH
DFND
1
53478
0
0
GENESEE & WYOMING INC-CL A
COM
371559105
686
7047
SH
DFND
1
7006
0
41
GILEAD SCIENCES INC
COM
375558103
3826
53984
SH
DFND
1
53984
0
0
GILEAD SCIENCES INC 1.000% 05/01/14 SR:C CVT
BND
375558AN3
313
100000
PRN
DFND
1
100000
0
0
GOODRICH PETROLEUM CORP 5.000% 10/01/32 CVT
BND
382410AG3
5409
5258000
PRN
DFND
1
5258000
0
0
GOOGLE INC-CL A
COM
38259P508
14542
13048
SH
DFND
1
13048
0
0
GREENHILL & CO INC
COM
395259104
556
10703
SH
DFND
1
10639
0
64
H&E EQUIPMENT SERVICES INC
COM
404030108
1043
25776
SH
DFND
1
25615
0
161
HALLIBURTON CO
COM
406216101
1826
31006
SH
DFND
1
31006
0
0
HANOVER INSURANCE GROUP INC/
COM
410867105
2046
33301
SH
DFND
1
33301
0
0
HARTFORD FINANCIAL SVCS GRP
COM
416515104
3651
103515
SH
DFND
1
103515
0
0
HCA HOLDINGS INC
COM
40412C101
4863
92628
SH
DFND
1
92628
0
0
HEADWATERS INC 8.750% 02/01/16 CVT
BND
42210PAR3
8461
7825000
PRN
DFND
1
7825000
0
0
HEALTH CARE REIT INC
COM
42217K106
241
4037
SH
DFND
1
4037
0
0
HEALTHCARE TRUST OF AME-CL A
COM
42225P105
441
38721
SH
DFND
1
38721
0
0
HEALTHWAYS INC 1.500% 07/01/18 CVT
BND
422245AB6
8461
7875000
PRN
DFND
1
7875000
0
0
HELMERICH & PAYNE
COM
423452101
2225
20687
SH
DFND
1
20687
0
0
HERSHEY CO/THE
COM
427866108
3268
31303
SH
DFND
1
31303
0
0
HILLTOP HOLDINGS INC
COM
432748101
3231
135824
SH
DFND
1
135555
0
269
HOLOGIC INC FLT 12/15/37 SR:2010 CVT
BND
436440AB7
388
339000
PRN
DFND
1
339000
0
0
HOLOGIC INC FLT 12/15/43 CVT
BND
436440AG6
14670
13807000
PRN
DFND
1
13807000
0
0
HOME DEPOT INC
COM
437076102
7333
92674
SH
DFND
1
92674
0
0
HOMEAWAY INC
COM
43739Q100
1740
46200
SH
DFND
1
46200
0
0
HONEYWELL INTERNATIONAL INC
COM
438516106
2820
30402
SH
DFND
1
30402
0
0
HOWARD HUGHES CORP/THE
COM
44267D107
465
3258
SH
DFND
1
3258
0
0
HUNTSMAN CORP
COM
447011107
1580
64694
SH
DFND
1
64694
0
0
IAC/INTERACTIVECORP
COM
44919P508
296
4147
SH
DFND
1
4147
0
0
ICONIX BRAND GROUP INC 2.500% 06/01/16 CVT
BND
451055AE7
231
170000
PRN
DFND
1
170000
0
0
IDEX CORP
COM
45167R104
1053
14446
SH
DFND
1
14446
0
0
ING GROEP N.V.-SPONSORED ADR
ADR
456837103
975
68436
SH
DFND
1
68436
0
0
INGERSOLL-RAND PLC
COM
G47791101
381
6647
SH
DFND
1
6647
0
0
INSULET CORP
COM
45784P101
517
10914
SH
DFND
1
10848
0
66
INTEL CORP
COM
458140100
2367
91707
SH
DFND
1
91707
0
0
INTEL CORP 3.250% 08/01/39 CVT
BND
458140AF7
343
245000
PRN
DFND
1
245000
0
0
INTERCONTINENTALEXCHANGE GRO
COM
45866F104
4731
23914
SH
DFND
1
23914
0
0
INTERMUNE INC 2.500% 09/15/18 CVT
BND
45884XAE3
8999
7000000
PRN
DFND
1
7000000
0
0
INTL BUSINESS MACHINES CORP
COM
459200101
1299
6748
SH
DFND
1
6748
0
0
INVESCO LTD
COM
G491BT108
230
6216
SH
DFND
1
6216
0
0
ISHARES MSCI EAFE ETF
COM
464287465
323
4805
SH
DFND
1
4805
0
0
ISHARES RUSSELL 1000 GROWTH
COM
464287614
756
8731
SH
DFND
1
8731
0
0
ISIS PHARMACEUTICALS INC
COM
464330109
250
5790
SH
DFND
1
5756
0
34
ISTAR FINANCIAL INC
COM
45031U101
802
54348
SH
DFND
1
54025
0
323
ISTAR FINANCIAL INC 3.000% 11/15/16 CVT
BND
45031UBR1
394
279000
PRN
DFND
1
279000
0
0
JAZZ PHARMACEUTICALS PLC
COM
G50871105
733
5288
SH
DFND
1
5274
0
14
JOHN BEAN TECHNOLOGIES CORP
COM
477839104
577
18684
SH
DFND
1
18569
0
115
JOHNSON & JOHNSON
COM
478160104
589
5993
SH
DFND
1
5993
0
0
JOY GLOBAL INC
COM
481165108
1164
20071
SH
DFND
1
20071
0
0
KANSAS CITY SOUTHERN
COM
485170302
3176
31122
SH
DFND
1
31122
0
0
KAPSTONE PAPER AND PACKAGING
COM
48562P103
2838
98401
SH
DFND
1
98215
0
186
KATE SPADE & CO
COM
485865109
606
16350
SH
DFND
1
16252
0
98
KB HOME
COM
48666K109
2287
134600
SH
DFND
1
134600
0
0
KEYCORP
COM
493267108
568
39850
SH
DFND
1
39850
0
0
KRAFT FOODS GROUP INC
COM
50076Q106
3106
55368
SH
DFND
1
55368
0
0
LAM RESEARCH CORP
COM
512807108
3358
61050
SH
DFND
1
61050
0
0
LIBERTY GLOBAL PLC-SERIES C
COM
G5480U120
315
7722
SH
DFND
1
7722
0
0
LIFEPOINT HOSPITALS INC 3.500% 05/15/14 CVT
BND
53219LAH2
584
550000
PRN
DFND
1
550000
0
0
LINCOLN ELECTRIC HOLDINGS
COM
533900106
1626
22585
SH
DFND
1
22585
0
0
LINEAR TECHNOLOGY CORP
COM
535678106
2797
57448
SH
DFND
1
57448
0
0
LINEAR TECHNOLOGY CORP 3.000% 05/01/27 SR:A CVT
BND
535678AC0
578
484000
PRN
DFND
1
484000
0
0
LINKEDIN CORP - A
COM
53578A108
1638
8859
SH
DFND
1
8859
0
0
LITHIA MOTORS INC-CL A
COM
536797103
3320
49953
SH
DFND
1
49853
0
100
LYONDELLBASELL INDU-CL A
COM
N53745100
6300
70835
SH
DFND
1
70835
0
0
MA-COM TECHNOLOGY SOLUTIONS
COM
55405Y100
474
23054
SH
DFND
1
22907
0
147
MACY'S INC
COM
55616P104
2367
39913
SH
DFND
1
39913
0
0
MALLINCKRODT PLC
COM
G5785G107
587
9261
SH
DFND
1
9205
0
56
MANHATTAN ASSOCIATES INC
COM
562750109
1173
33481
SH
DFND
1
33281
0
200
MANNING & NAPIER INC
COM
56382Q102
477
28426
SH
DFND
1
28257
0
169
MARIN SOFTWARE INC
COM
56804T106
501
47351
SH
DFND
1
47351
0
0
MARRIOTT INTERNATIONAL -CL A
COM
571903202
1877
33514
SH
DFND
1
33514
0
0
MARRIOTT VACATIONS WORLD
COM
57164Y107
591
10571
SH
DFND
1
10508
0
63
MASTERCARD INC-CLASS A
COM
57636Q104
7257
97145
SH
DFND
1
97145
0
0
MCKESSON CORP
COM
58155Q103
4989
28256
SH
DFND
1
28256
0
0
MEAD JOHNSON NUTRITION CO
COM
582839106
1054
12676
SH
DFND
1
12676
0
0
MEDASSETS INC
COM
584045108
1707
69062
SH
DFND
1
69062
0
0
MEDICINES COMPANY 1.375% 06/01/17 CVT
BND
584688AC9
30950
25330000
PRN
DFND
1
25330000
0
0
MEDIVATION INC 2.625% 04/01/17 CVT
BND
58501NAA9
16395
11500000
PRN
DFND
1
11500000
0
0
MEDTRONIC INC
COM
585055106
322
5225
SH
DFND
1
5225
0
0
MELLANOX TECHNOLOGIES LTD
COM
M51363113
2882
73659
SH
DFND
1
73659
0
0
MENTOR GRAPHICS CORP
COM
587200106
456
20682
SH
DFND
1
20560
0
122
MERCK & CO. INC.
COM
58933Y105
1006
17709
SH
DFND
1
17709
0
0
MERIT MEDICAL SYSTEMS INC
COM
589889104
404
28258
SH
DFND
1
28083
0
175
MERITOR INC
COM
59001K100
673
54984
SH
DFND
1
54656
0
328
METHANEX CORP
COM
59151K108
4438
69407
SH
DFND
1
69348
0
59
MICHAEL KORS HOLDINGS LTD
COM
G60754101
2704
28986
SH
DFND
1
28986
0
0
MICRON TECHNOLOGY INC
COM
595112103
3564
150637
SH
DFND
1
150637
0
0
MICROSOFT CORP
COM
594918104
10684
260636
SH
DFND
1
260636
0
0
MINERALS TECHNOLOGIES INC
COM
603158106
970
15017
SH
DFND
1
14924
0
93
MOLINA HEALTHCARE INC 3.750% 10/01/14 SR:MOH CVT
BND
60855RAA8
7418
6000000
PRN
DFND
1
6000000
0
0
MONSANTO CO
COM
61166W101
1234
10849
SH
DFND
1
10849
0
0
MONSTER BEVERAGE CORP
COM
611740101
243
3486
SH
DFND
1
3486
0
0
MOODY'S CORP
COM
615369105
1907
24043
SH
DFND
1
24043
0
0
MORGANS HOTEL GROUP CO 2.375% 10/15/14 CVT
BND
61748WAB4
8631
8718000
PRN
DFND
1
8718000
0
0
MOVADO GROUP INC
COM
624580106
719
15792
SH
DFND
1
15698
0
94
MUELLER WATER PRODUCTS INC-A
COM
624758108
661
69530
SH
DFND
1
69099
0
431
MYERS INDUSTRIES INC
COM
628464109
447
22457
SH
DFND
1
22326
0
131
MYLAN INC
COM
628530107
204
4195
SH
DFND
1
4195
0
0
MYLAN INC 3.750% 09/15/15 CVT
BND
628530AJ6
459
125000
PRN
DFND
1
125000
0
0
NETAPP INC
COM
64110D104
255
6890
SH
DFND
1
6890
0
0
NEWMONT MINING CORP
COM
651639106
1690
72100
SH
DFND
1
72100
0
0
NEWPORT CORP
COM
651824104
809
39116
SH
DFND
1
38948
0
168
NIKE INC -CL B
COM
654106103
2082
28184
SH
DFND
1
28184
0
0
NORFOLK SOUTHERN CORP
COM
655844108
706
7267
SH
DFND
1
7267
0
0
NUCOR CORP
COM
670346105
242
4784
SH
DFND
1
4784
0
0
OASIS PETROLEUM INC
COM
674215108
479
11479
SH
DFND
1
11408
0
71
OCEANEERING INTL INC
COM
675232102
933
12986
SH
DFND
1
12986
0
0
OLD REPUBLIC INTL CORP
COM
680223104
392
23892
SH
DFND
1
23892
0
0
OMNICARE INC 3.250% 12/15/35 SR:OCR CVT
BND
681904AL2
605
567000
PRN
DFND
1
567000
0
0
ON SEMICONDUCTOR CORPORATION
COM
682189105
985
104800
SH
DFND
1
104800
0
0
ORACLE CORP
COM
68389X105
6998
171057
SH
DFND
1
171057
0
0
O'REILLY AUTOMOTIVE INC
COM
67103H107
3245
21871
SH
DFND
1
21871
0
0
ORITANI FINANCIAL CORP
COM
68633D103
453
28667
SH
DFND
1
28498
0
169
OWENS & MINOR INC
COM
690732102
400
11422
SH
DFND
1
11352
0
70
OWENS-ILLINOIS INC
COM
690768403
1443
42635
SH
DFND
1
42635
0
0
PACCAR INC
COM
693718108
407
6037
SH
DFND
1
6037
0
0
PACKAGING CORP OF AMERICA
COM
695156109
3284
46677
SH
DFND
1
46677
0
0
PACWEST BANCORP
COM
695263103
4121
95801
SH
DFND
1
95617
0
184
PARTNERRE LTD
COM
G6852T105
638
6164
SH
DFND
1
6164
0
0
PENN NATIONAL GAMING INC
COM
707569109
431
34982
SH
DFND
1
34774
0
208
PENNYMAC FINANCIAL SERVICE-A
COM
70932B101
535
32167
SH
DFND
1
31974
0
193
PEPSICO INC
COM
713448108
3202
38350
SH
DFND
1
38350
0
0
PERKINELMER INC
COM
714046109
471
10463
SH
DFND
1
10463
0
0
Petroleo Brasileiro SA
COM
71654V408
559
42500
SH
Put
DFND
1
0
0
0
PFIZER INC
COM
717081103
837
26054
SH
DFND
1
26054
0
0
PHILLIPS 66
COM
718546104
1758
22815
SH
DFND
1
22815
0
0
PINNACLE WEST CAPITAL
COM
723484101
606
11093
SH
DFND
1
11093
0
0
PIONEER ENERGY SERVICES CORP
COM
723664108
228
17624
SH
DFND
1
17518
0
106
PIONEER NATURAL RESOURCES CO
COM
723787107
1573
8409
SH
DFND
1
8409
0
0
PNC FINANCIAL SERVICES GROUP
COM
693475105
787
9043
SH
DFND
1
9043
0
0
PORTLAND GENERAL ELECTRIC CO
COM
736508847
2130
65852
SH
DFND
1
65690
0
162
POST HOLDINGS INC
COM
737446104
559
10141
SH
DFND
1
10080
0
61
PPG INDUSTRIES INC
COM
693506107
2803
14490
SH
DFND
1
14490
0
0
PRICELINE GROUP INC/THE 1.000% 03/15/18 CVT
BND
741503AQ9
13618
9620000
PRN
DFND
1
9620000
0
0
PRIMERICA INC
COM
74164M108
1035
21981
SH
DFND
1
21851
0
130
PROCTER & GAMBLE CO/THE
COM
742718109
773
9580
SH
DFND
1
9580
0
0
Progenics Pharmaceuticals, Inc.
COM
743187106
123
30000
SH
Call
DFND
1
0
0
0
Progenics Pharmaceuticals, Inc.
COM
743187106
225
55000
SH
Call
DFND
1
0
0
0
PRUDENTIAL FINANCIAL INC
COM
744320102
1445
17064
SH
DFND
1
17064
0
0
PS BUSINESS PARKS INC/CA
COM
69360J107
1151
13763
SH
DFND
1
13711
0
52
PTC INC
COM
69370C100
4610
130148
SH
DFND
1
129999
0
149
QUALCOMM INC
COM
747525103
3694
46835
SH
DFND
1
46835
0
0
QUIKSILVER INC
COM
74838C106
1409
187658
SH
DFND
1
187658
0
0
RADIAN GROUP INC 3.000% 11/15/17 CVT
BND
750236AK7
371
250000
PRN
DFND
1
250000
0
0
RAIT FINANCIAL TRUST 4.000% 10/01/33 CVT
BND
749227AB0
6825
7000000
PRN
DFND
1
7000000
0
0
RALPH LAUREN CORP
COM
751212101
1313
8155
SH
DFND
1
8155
0
0
RAMBUS INC 5.000% 06/15/14 CVT
BND
750917AC0
12429
12321000
PRN
DFND
1
12321000
0
0
RANGE RESOURCES CORP
COM
75281A109
455
5489
SH
DFND
1
5489
0
0
RAYONIER TRS HOLDINGS IN 4.500% 08/15/15 CVT
BND
75508AAC0
211
145000
PRN
DFND
1
145000
0
0
RCS CAPITAL CORP-CLASS A
COM
74937W102
617
15848
SH
DFND
1
15753
0
95
REGIONS FINANCIAL CORP
COM
7591EP100
1116
100442
SH
DFND
1
100442
0
0
REGIS CORP 5.000% 07/15/14 CVT
BND
758932AA5
16096
15800000
PRN
DFND
1
15800000
0
0
RENAISSANCERE HOLDINGS LTD
COM
G7496G103
602
6165
SH
DFND
1
6165
0
0
RESTORATION HARDWARE HOLDING
COM
761283100
1835
24928
SH
DFND
1
24896
0
32
Rite Aid Corporation
COM
767754104
627
100000
SH
Call
DFND
1
0
0
0
ROCKWELL AUTOMATION INC
COM
773903109
2738
21984
SH
DFND
1
21984
0
0
RPC INC
COM
749660106
874
42782
SH
DFND
1
42782
0
0
RUDOLPH TECHNOLOGIES INC
COM
781270103
438
38386
SH
DFND
1
38150
0
236
RYLAND GROUP 1.625% 05/15/18 CVT
BND
783764AQ6
32169
22500000
PRN
DFND
1
22500000
0
0
SAFEWAY INC
COM
786514208
997
27000
SH
DFND
1
27000
0
0
SALESFORCE.COM INC
COM
79466L302
2735
47920
SH
DFND
1
47920
0
0
SALIX PHARMACEUTICALS LT 1.500% 03/15/19 CVT
BND
795435AE6
32697
19340000
PRN
DFND
1
19340000
0
0
SALIX PHARMACEUTICALS LT 2.750% 05/15/15 CVT
BND
795435AC0
26290
11727000
PRN
DFND
1
11727000
0
0
SANDISK CORP 1.500% 08/15/17 CVT
BND
80004CAD3
14323
8710000
PRN
DFND
1
8710000
0
0
SCHLUMBERGER LTD
COM
806857108
3974
40757
SH
DFND
1
40757
0
0
SCHWAB (CHARLES) CORP
COM
808513105
2527
92475
SH
DFND
1
92475
0
0
SCRIPPS NETWORKS INTER-CL A
COM
811065101
1391
18335
SH
DFND
1
18335
0
0
Sears Holdings Corporation
COM
812350106
597
12500
SH
Put
DFND
1
0
0
0
SEI INVESTMENTS COMPANY
COM
784117103
289
8596
SH
DFND
1
8596
0
0
SELECT MEDICAL HOLDINGS CORP
COM
81619Q105
2280
183098
SH
DFND
1
182589
0
509
SEMGROUP CORP-CLASS A
COM
81663A105
4561
69444
SH
DFND
1
69349
0
95
SIGNET JEWELERS LTD
COM
G81276100
800
7564
SH
DFND
1
7564
0
0
SIMON PROPERTY GROUP INC
COM
828806109
1029
6273
SH
DFND
1
6273
0
0
SIRONA DENTAL SYSTEMS INC
COM
82966C103
1364
18271
SH
DFND
1
18271
0
0
SKYWORKS SOLUTIONS INC
COM
83088M102
414
11023
SH
DFND
1
11023
0
0
SM ENERGY CO
COM
78454L100
3188
44725
SH
DFND
1
44725
0
0
SPANSION INC-CLASS A
COM
84649R200
889
50982
SH
DFND
1
50679
0
303
SPDR S&P 500
COM
78462F103
4488
24000
SH
Put
DFND
1
0
0
0
STANLEY BLACK & DECKER INC
COM
854502101
215
2657
SH
DFND
1
2657
0
0
STARBUCKS CORP
COM
855244109
4997
68106
SH
DFND
1
68106
0
0
STARWOOD HOTELS & RESORTS
COM
85590A401
1502
18860
SH
DFND
1
18860
0
0
STARZ - A
COM
85571Q102
965
29882
SH
DFND
1
29792
0
90
SUN HYDRAULICS CORP
COM
866942105
836
19300
SH
DFND
1
19179
0
121
SUNCOKE ENERGY INC
COM
86722A103
2698
118105
SH
DFND
1
117903
0
202
SUPERIOR ENERGY SERVICES INC
COM
868157108
355
11568
SH
DFND
1
11568
0
0
SURGICAL CARE AFFILIATES INC
COM
86881L106
712
23143
SH
DFND
1
23002
0
141
SYNNEX CORP
COM
87162W100
723
11928
SH
DFND
1
11854
0
74
T ROWE PRICE GROUP INC
COM
74144T108
3228
39199
SH
DFND
1
39199
0
0
TAKE-TWO INTERACTIVE SOF 1.000% 07/01/18 CVT
BND
874054AD1
12250
10000000
PRN
DFND
1
10000000
0
0
TANGER FACTORY OUTLET CENTER
COM
875465106
325
9293
SH
DFND
1
9293
0
0
TARGA RESOURCES CORP
COM
87612G101
2700
27203
SH
DFND
1
27144
0
59
TD AMERITRADE HOLDING CORP
COM
87236Y108
952
28029
SH
DFND
1
28029
0
0
TEAM HEALTH HOLDINGS INC
COM
87817A107
775
17325
SH
DFND
1
17218
0
107
TEEKAY CORP
COM
Y8564W103
1781
31661
SH
DFND
1
31661
0
0
TESLA MOTORS INC 1.250% 03/01/21 CVT
BND
88160RAC5
17195
19000000
PRN
DFND
1
19000000
0
0
TEVA PHARMACEUTICAL-SP ADR
ADR
881624209
527
9979
SH
DFND
1
9979
0
0
TFS FINANCIAL CORP
COM
87240R107
501
40333
SH
DFND
1
40333
0
0
THERAVANCE INC 2.125% 01/15/23 CVT
BND
88338TAB0
387
300000
PRN
DFND
1
300000
0
0
THERMON GROUP HOLDINGS INC
COM
88362T103
623
26881
SH
DFND
1
26721
0
160
TIFFANY & CO
COM
886547108
506
5879
SH
DFND
1
5879
0
0
TIME WARNER CABLE
COM
88732J207
1822
13284
SH
DFND
1
13284
0
0
TOLL BROTHERS INC
COM
889478103
2010
56000
SH
DFND
1
56000
0
0
TORCHMARK CORP
COM
891027104
511
6495
SH
DFND
1
6495
0
0
TRANSDIGM GROUP INC
COM
893641100
2044
11036
SH
DFND
1
11036
0
0
TREX COMPANY INC
COM
89531P105
771
10541
SH
DFND
1
10478
0
63
TRICO BANCSHARES
COM
896095106
579
22347
SH
DFND
1
22212
0
135
TYSON FOODS INC-CL A
COM
902494103
501
11399
SH
DFND
1
11399
0
0
UNION PACIFIC CORP
COM
907818108
8826
47037
SH
DFND
1
47037
0
0
UNITED COMMUNITY BANKS/GA
COM
90984P303
868
44729
SH
DFND
1
44462
0
267
UNITED PARCEL SERVICE-CL B
COM
911312106
423
4339
SH
DFND
1
4339
0
0
UNITED TECHNOLOGIES CORP
COM
913017109
4201
35953
SH
DFND
1
35953
0
0
UNIVERSAL AMERICAN CORP
COM
91338E101
407
57478
SH
DFND
1
57122
0
356
Vale S.A.
COM
91912E105
415
30000
SH
Put
DFND
1
0
0
0
VALEANT PHARMACEUTICALS INTE
COM
91911K102
2497
18945
SH
DFND
1
18945
0
0
VALERO ENERGY CORP
COM
91913Y100
272
5131
SH
DFND
1
5131
0
0
Vanguard European Stock Index ETF
COM
922042874
2594
44000
SH
Call
DFND
1
0
0
0
VANTIV INC - CL A
COM
92210H105
538
17797
SH
DFND
1
17797
0
0
VERACYTE INC
COM
92337F107
438
25582
SH
DFND
1
25428
0
154
VERIFONE SYSTEMS INC
COM
92342Y109
582
17219
SH
DFND
1
17117
0
102
VERIZON COMMUNICATIONS INC
COM
92343V104
3285
69060
SH
DFND
1
69060
0
0
VERTEX PHARMACEUTICALS INC
COM
92532F100
702
9924
SH
DFND
1
9924
0
0
VF CORP
COM
918204108
1821
29439
SH
DFND
1
29439
0
0
VIACOM INC-CLASS B
COM
92553P201
5138
60454
SH
DFND
1
60454
0
0
VIPSHOP HOLDING LTD 1.500% 03/15/19 CVT
BND
92763WAA1
6090
6000000
PRN
DFND
1
6000000
0
0
VIRTUS INVESTMENT PARTNERS
COM
92828Q109
636
3674
SH
DFND
1
3653
0
21
VISA INC-CLASS A SHARES
COM
92826C839
3500
16217
SH
DFND
1
16217
0
0
VISHAY PRECISION GROUP
COM
92835K103
353
20295
SH
DFND
1
20169
0
126
VMWARE INC-CLASS A
COM
928563402
789
7304
SH
DFND
1
7304
0
0
VODAFONE GROUP PLC-SP ADR
ADR
92857W308
739
20064
SH
DFND
1
20064
0
0
VOYA FINANCIAL INC
COM
929089100
646
17816
SH
DFND
1
17816
0
0
WABCO HOLDINGS INC
COM
92927K102
1085
10280
SH
DFND
1
10280
0
0
WABTEC CORP
COM
929740108
2264
29202
SH
DFND
1
29202
0
0
WALGREEN CO
COM
931422109
1222
18515
SH
DFND
1
18515
0
0
WALT DISNEY CO/THE
COM
254687106
3724
46509
SH
DFND
1
46509
0
0
WASTE MANAGEMENT INC
COM
94106L109
815
19369
SH
DFND
1
19369
0
0
WATSCO INC
COM
942622200
838
8385
SH
DFND
1
8337
0
48
WEB.COM GROUP INC 1.000% 08/15/18 CVT
BND
94733AAA2
19042
16180000
PRN
DFND
1
16180000
0
0
WELLCARE HEALTH PLANS INC
COM
94946T106
633
9978
SH
DFND
1
9918
0
60
WELLPOINT INC
COM
94973V107
3036
30500
SH
DFND
1
30500
0
0
WELLS FARGO & CO
COM
949746101
1302
26180
SH
DFND
1
26180
0
0
WESCO INTERNATIONAL INC
COM
95082P105
368
4431
SH
DFND
1
4431
0
0
WESTERN DIGITAL CORP
COM
958102105
589
6420
SH
DFND
1
6420
0
0
WESTLAKE CHEMICAL CORP
COM
960413102
2906
43903
SH
DFND
1
43851
0
52
WEX INC
COM
96208T104
1952
20544
SH
DFND
1
20503
0
41
WHIRLPOOL CORP
COM
963320106
7187
48091
SH
DFND
1
48091
0
0
WHITEWAVE FOODS CO - CL A
COM
966244105
5153
180524
SH
DFND
1
180315
0
209
WHOLE FOODS MARKET INC
COM
966837106
4321
85219
SH
DFND
1
85219
0
0
WINNEBAGO INDUSTRIES
COM
974637100
481
17570
SH
DFND
1
17464
0
106
WINTRUST FINANCIAL CORP
COM
97650W108
600
12337
SH
DFND
1
12262
0
75
WISCONSIN ENERGY CORP
COM
976657106
548
11765
SH
DFND
1
11765
0
0
WISDOMTREE CHINESE YUAN STRA
COM
97717W182
375
15000
SH
DFND
1
15000
0
0
WOLVERINE WORLD WIDE INC
COM
978097103
1943
68050
SH
DFND
1
67920
0
130
WORLD FUEL SERVICES CORP
COM
981475106
369
8364
SH
DFND
1
8364
0
0
WR BERKLEY CORP
COM
084423102
345
8296
SH
DFND
1
8296
0
0
WR GRACE & CO
COM
38388F108
2745
27684
SH
DFND
1
27684
0
0
WYNDHAM WORLDWIDE CORP
COM
98310W108
2113
28852
SH
DFND
1
28852
0
0
XEROX CORP
COM
984121103
252
22312
SH
DFND
1
22312
0
0
XILINX INC
COM
983919101
1633
30094
SH
DFND
1
30094
0
0
XL GROUP PLC
COM
G98290102
372
11905
SH
DFND
1
11905
0
0
YANDEX NV-A
COM
N97284108
1072
35520
SH
DFND
1
35520
0
0
ZIMMER HOLDINGS INC
COM
98956P102
396
4183
SH
DFND
1
4183
0
0