0000909012-14-000334.txt : 20140814
0000909012-14-000334.hdr.sgml : 20140814
20140814132722
ACCESSION NUMBER: 0000909012-14-000334
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20140630
FILED AS OF DATE: 20140814
DATE AS OF CHANGE: 20140814
EFFECTIVENESS DATE: 20140814
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: 141041236
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
06-30-2014
06-30-2014
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
08-13-2014
1
402
960846
false
1
028-1405
Nuveen Investments Inc.
INFORMATION TABLE
2
aci_13f.xml
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COM
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13057
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0
AGL RESOURCES INC
COM
001204106
578
10500
SH
DFND
1
10500
0
0
AK STEEL CORP 5.000% 11/15/19 CVT
BND
001546AP5
9140
5500000
PRN
DFND
1
5500000
0
0
AKAMAI TECHNOLOGIES INC
COM
00971T101
3190
52250
SH
DFND
1
52250
0
0
ALERE INC
COM
01449J105
1393
37228
SH
DFND
1
37228
0
0
ALERE INC 3.000% 05/15/16 CVT
BND
01449JAA3
221
200000
PRN
DFND
1
200000
0
0
ALEXION PHARMACEUTICALS INC
COM
015351109
1409
9017
SH
DFND
1
9017
0
0
ALLEGION PLC
COM
G0176J109
1203
21226
SH
DFND
1
21226
0
0
ALLERGAN INC
COM
018490102
1813
10712
SH
DFND
1
10712
0
0
ALLIANCE DATA SYSTEMS CORP
COM
018581108
424
1507
SH
DFND
1
1507
0
0
ALTISOURCE PORTFOLIO SOL
COM
L0175J104
1118
9750
SH
DFND
1
9717
0
33
ALTRIA GROUP INC
COM
02209S103
381
9103
SH
DFND
1
9103
0
0
AMAZON.COM INC
COM
023135106
2352
7240
SH
DFND
1
7240
0
0
AMDOCS LTD
COM
G02602103
267
5753
SH
DFND
1
5753
0
0
AMEREN CORPORATION
COM
023608102
921
22543
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DFND
1
22543
0
0
AMERICAN CAPITAL LTD
COM
02503Y103
3058
200000
SH
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1
199667
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333
AMERICAN EQUITY INVT LIFE HL
COM
025676206
1228
49908
SH
DFND
1
49684
0
224
AMERICAN REALTY CAP PROP 3.000% 08/01/18 CVT
BND
02917TAA2
254
250000
PRN
DFND
1
250000
0
0
AMERIPRISE FINANCIAL INC
COM
03076C106
5446
45384
SH
DFND
1
45384
0
0
AMERISOURCEBERGEN CORP
COM
03073E105
2382
32781
SH
DFND
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32781
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AMETEK INC
COM
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4896
93662
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AMGEN INC
COM
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3432
28993
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1
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0
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AMN HEALTHCARE SERVICES INC
COM
001744101
709
57667
SH
DFND
1
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0
0
AMPHENOL CORP-CL A
COM
032095101
496
5147
SH
DFND
1
5147
0
0
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BND
035710AB8
3989
3901000
PRN
DFND
1
3901000
0
0
AON PLC
COM
G0408V102
252
2799
SH
DFND
1
2799
0
0
APPLE INC
COM
037833100
13776
148251
SH
DFND
1
148251
0
0
APPLIED MATERIALS INC
COM
038222105
446
19772
SH
DFND
1
19772
0
0
ARCHER-DANIELS-MIDLAND CO
COM
039483102
436
9878
SH
DFND
1
9878
0
0
ARGO GROUP INTERNATIONAL
COM
G0464B107
1042
20374
SH
DFND
1
20281
0
93
ARTHUR J GALLAGHER & CO
COM
363576109
1531
32848
SH
DFND
1
32848
0
0
ASCENT CAPITAL GROUP INC-A
COM
043632108
730
11050
SH
DFND
1
11000
0
50
ASML HOLDING NV-NY REG SHS
COM
N07059210
243
2602
SH
DFND
1
2602
0
0
ASPEN TECHNOLOGY INC
COM
045327103
774
16676
SH
DFND
1
16600
0
76
ASSURED GUARANTY LTD
COM
G0585R106
382
15613
SH
DFND
1
15613
0
0
ASTRAZENECA PLC-SPONS ADR
ADR
046353108
239
3220
SH
DFND
1
3220
0
0
AUTOZONE INC
COM
053332102
324
603
SH
DFND
1
603
0
0
Avago Technologies Limited
COM
Y0486S104
721
10000
SH
Call
DFND
1
10000
0
0
AVAGO TECHNOLOGIES LTD
COM
Y0486S104
3543
49158
SH
DFND
1
49158
0
0
AVNET INC
COM
053807103
372
8405
SH
DFND
1
8405
0
0
B/E AEROSPACE INC
COM
073302101
2736
29574
SH
DFND
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29574
0
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BANCO BRADESCO-ADR
ADR
059460303
676
46550
SH
DFND
1
46550
0
0
BANK OF AMERICA CORP
COM
060505104
261
16959
SH
DFND
1
16959
0
0
BANNER CORPORATION
COM
06652V208
680
17157
SH
DFND
1
17079
0
78
BARNES GROUP INC
COM
067806109
3495
90701
SH
DFND
1
90534
0
167
BAXTER INTERNATIONAL INC
COM
071813109
4625
63972
SH
DFND
1
63972
0
0
BBCN BANCORP INC
COM
073295107
842
52765
SH
DFND
1
52527
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238
BIOGEN IDEC INC
COM
09062X103
3134
9939
SH
DFND
1
9939
0
0
BIOSCRIP INC
COM
09069N108
469
56274
SH
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56020
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254
BOEING CO/THE
COM
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2667
20964
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0
BRISTOL-MYERS SQUIBB CO
COM
110122108
1986
40940
SH
DFND
1
40940
0
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BND
110394AC7
6828
5422000
PRN
DFND
1
5422000
0
0
BROADCOM CORP-CL A
COM
111320107
701
18880
SH
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18880
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0
BROOKFIELD RESIDENTIAL PROPE
COM
11283W104
893
43053
SH
DFND
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42889
0
164
CADENCE DESIGN SYS INC
COM
127387108
4007
229114
SH
DFND
1
229114
0
0
CAESARSTONE SDOT-YAM LTD
COM
M20598104
3279
66816
SH
DFND
1
66816
0
0
CAI INTERNATIONAL INC
COM
12477X106
648
29424
SH
DFND
1
29291
0
133
CAPITAL ONE FINANCIAL CORP
COM
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4220
51085
SH
DFND
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51085
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0
CAPITAL SENIOR LIVING CORP
COM
140475104
728
30574
SH
DFND
1
30437
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137
CARDTRONICS INC
COM
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906
26591
SH
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26469
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122
CAREFUSION CORP
COM
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23800
SH
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CARLISLE COS INC
COM
142339100
1716
19809
SH
DFND
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19809
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CARRIZO OIL & GAS INC
COM
144577103
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17355
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17277
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78
CBRE GROUP INC - A
COM
12504L109
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60036
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CBS CORP-CLASS B NON VOTING
COM
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20226
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20226
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CBS OUTDOOR AMERICAS INC
COM
14987J106
1036
31713
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DFND
1
31607
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106
CECO ENVIRONMENTAL CORP
COM
125141101
993
63720
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63432
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288
CELGENE CORP
COM
151020104
1819
21177
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21177
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CENTERPOINT ENERGY INC
COM
15189T107
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26172
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26172
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CHECK POINT SOFTWARE TECH
COM
M22465104
1582
23600
SH
DFND
1
23600
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CHENIERE ENERGY INC
COM
16411R208
914
12754
SH
DFND
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12754
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CHESAPEAKE LODGING TRUST
COM
165240102
1084
35860
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1
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158
CHEVRON CORP
COM
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5065
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5065
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CIENA CORP
COM
171779309
542
25000
SH
Call
DFND
1
25000
0
0
CIENA CORP
COM
171779309
3106
143394
SH
DFND
1
143394
0
0
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BND
171779AE1
297
300000
PRN
DFND
1
300000
0
0
CIGNA CORP
COM
125509109
231
2515
SH
DFND
1
2515
0
0
CITRIX SYSTEMS INC
COM
177376100
1113
17800
SH
DFND
1
17800
0
0
CLEAN HARBORS INC
COM
184496107
394
6136
SH
DFND
1
6136
0
0
CLEARWATER PAPER CORP
COM
18538R103
642
10394
SH
DFND
1
10347
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47
CLUBCORP HOLDINGS INC
COM
18948M108
4152
223920
SH
DFND
1
223754
0
166
COCA-COLA CO/THE
COM
191216100
602
14192
SH
DFND
1
14192
0
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COCA-COLA ENTERPRISES
COM
19122T109
1705
35685
SH
DFND
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35685
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COGNIZANT TECH SOLUTIONS-A
COM
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32204
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COLGATE-PALMOLIVE CO
COM
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2855
41866
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DFND
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41866
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0
COMCAST CORP-CLASS A
COM
20030N101
7006
130522
SH
DFND
1
130522
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0
COMMSCOPE HOLDING CO INC
COM
20337X109
5196
224637
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DFND
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279
COMMUNITY HEALTH SYSTEMS INC
COM
203668108
1670
36803
SH
DFND
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36803
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BND
206708AC3
15663
14032000
PRN
DFND
1
14032000
0
0
CONSTELLATION BRANDS INC-A
COM
21036P108
1796
20372
SH
DFND
1
20372
0
0
COSTCO WHOLESALE CORP
COM
22160K105
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25158
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DFND
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25158
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COVIDIEN PLC
COM
G2554F113
804
8910
SH
DFND
1
8910
0
0
CSG SYSTEMS INTL INC
COM
126349109
635
24322
SH
DFND
1
24213
0
109
CST BRANDS INC
COM
12646R105
960
27837
SH
DFND
1
27712
0
125
CUBIST PHARMACEUTICALS 2.500% 11/01/17 CVT
BND
229678AD9
466
190000
PRN
DFND
1
190000
0
0
CUMMINS INC
COM
231021106
741
4801
SH
DFND
1
4801
0
0
CUMULUS MEDIA INC-CL A
COM
231082108
1209
183433
SH
DFND
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182747
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686
DANAHER CORP
COM
235851102
3730
47373
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DFND
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DAVITA HEALTHCARE PARTNERS I
COM
23918K108
372
5146
SH
DFND
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5146
0
0
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BND
242309AB8
11379
8500000
PRN
DFND
1
8500000
0
0
DEAN FOODS CO
COM
242370203
703
39967
SH
DFND
1
39787
0
180
DELPHI AUTOMOTIVE PLC
COM
G27823106
2959
43048
SH
DFND
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43048
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DELTA AIR LINES INC
COM
247361702
524
13531
SH
DFND
1
13531
0
0
DERMA SCIENCES INC
COM
249827502
416
35983
SH
DFND
1
35820
0
163
DEXCOM INC
COM
252131107
992
25003
SH
DFND
1
24889
0
114
DHT HOLDINGS INC
COM
Y2065G121
469
65069
SH
DFND
1
64776
0
293
DIAMONDROCK HOSPITALITY CO
COM
252784301
1140
88913
SH
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1
88513
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400
DISCOVER FINANCIAL SERVICES
COM
254709108
3281
52927
SH
DFND
1
52927
0
0
DONALDSON CO INC
COM
257651109
1394
32952
SH
DFND
1
32952
0
0
DR HORTON INC
COM
23331A109
457
18594
SH
DFND
1
18594
0
0
DRYSHIPS INC 5.000% 12/01/14 CVT
BND
262498AB4
20717
20979000
PRN
DFND
1
20979000
0
0
DTE ENERGY COMPANY
COM
233331107
1051
13497
SH
DFND
1
13497
0
0
DUKE REALTY CORP
COM
264411505
373
20555
SH
DFND
1
20555
0
0
EASTGROUP PROPERTIES INC
COM
277276101
819
12756
SH
DFND
1
12698
0
58
EATON CORP PLC
COM
G29183103
2310
29921
SH
DFND
1
29921
0
0
Eaton Vance Floating Rate Income Trust
COM
278279104
5337
353668
SH
DFND
1
353668
0
0
Eaton Vance Senior Income Trust
COM
27826S103
6664
968586
SH
DFND
1
968586
0
0
EL PASO ELECTRIC CO
COM
283677854
1038
25814
SH
DFND
1
25699
0
115
ELECTRONIC ARTS INC 0.750% 07/15/16 CVT
BND
285512AA7
14351
11350000
PRN
DFND
1
11350000
0
0
EMC CORP/MA
BND
268648102
504
19146
PRN
DFND
1
19146
0
0
ENLINK MIDSTREAM LLC
COM
29336T100
781
18744
SH
DFND
1
18660
0
84
EOG RESOURCES INC
COM
26875P101
2033
17401
SH
DFND
1
17401
0
0
EPLUS INC
COM
294268107
243
4168
SH
DFND
1
4168
0
0
EQT CORP
COM
26884L109
1744
16318
SH
DFND
1
16318
0
0
EQUINIX INC
COM
29444U502
3748
17840
SH
DFND
1
17840
0
0
ERA GROUP INC
COM
26885G109
807
28123
SH
DFND
1
28008
0
115
EVERTEC INC
COM
30040P103
2738
112946
SH
DFND
1
112730
0
216
EXPRESS SCRIPTS HOLDING CO
COM
30219G108
1250
18038
SH
DFND
1
18038
0
0
F5 NETWORKS INC
COM
315616102
4496
40343
SH
DFND
1
40343
0
0
FACEBOOK INC-A
COM
30303M102
6927
102944
SH
DFND
1
102944
0
0
FAIRPOINT COMMUNICATIONS INC
COM
305560302
517
37000
SH
DFND
1
37000
0
0
FIDELITY & GUARANTY LIFE
COM
315785105
1266
52881
SH
DFND
1
52642
0
239
FINISAR CORPORATION
COM
31787A507
3841
194526
SH
DFND
1
194448
0
78
FIRST DEFIANCE FINL CORP
COM
32006W106
680
23678
SH
DFND
1
23569
0
109
FLEETCOR TECHNOLOGIES INC
COM
339041105
3619
27455
SH
DFND
1
27455
0
0
FLUIDIGM CORP 2.750% 02/01/34 CVT
BND
34385PAA6
1896
2000000
PRN
DFND
1
2000000
0
0
FREESCALE SEMICONDUCTOR LTD
COM
G3727Q101
774
32924
SH
DFND
1
32924
0
0
FRESENIUS MEDICAL CARE-ADR
ADR
358029106
223
6638
SH
DFND
1
6638
0
0
FRESH MARKET INC/THE
COM
35804H106
1715
51250
SH
DFND
1
51250
0
0
G & K SERVICES INC -CL A
COM
361268105
1083
20797
SH
DFND
1
20704
0
93
GAP INC/THE
COM
364760108
2364
56880
SH
DFND
1
56880
0
0
GENCORP INC
COM
368682100
1200
62839
SH
DFND
1
62556
0
283
GENERAC HOLDINGS INC
COM
368736104
1351
27709
SH
DFND
1
27584
0
125
GENERAL DYNAMICS CORP
COM
369550108
796
6833
SH
DFND
1
6833
0
0
GENERAL MILLS INC
COM
370334104
2004
38153
SH
DFND
1
38153
0
0
GENESEE & WYOMING INC-CL A
COM
371559105
979
9316
SH
DFND
1
9275
0
41
GENTEX CORP
COM
371901109
821
28242
SH
DFND
1
28242
0
0
GIANT INTERACTIVE GROUP-ADR
ADR
374511103
172
14540
SH
DFND
1
14540
0
0
GILEAD SCIENCES INC
COM
375558103
3906
47110
SH
DFND
1
47110
0
0
Global X Social Media Index
COM
37950E416
1469
75000
SH
Put
DFND
1
75000
0
0
GOOGLE INC-CL A
COM
38259P508
14304
24465
SH
DFND
1
24465
0
0
GOOGLE INC-CL C
COM
38259P706
593
1032
SH
DFND
1
1032
0
0
H&E EQUIPMENT SERVICES INC
COM
404030108
1240
34132
SH
DFND
1
33986
0
146
HALLIBURTON CO
COM
406216101
2281
32114
SH
DFND
1
32114
0
0
HANOVER INSURANCE GROUP INC/
COM
410867105
1885
29858
SH
DFND
1
29858
0
0
HARTFORD FINANCIAL SVCS GRP
COM
416515104
3093
86374
SH
DFND
1
86374
0
0
HCA HOLDINGS INC
COM
40412C101
4352
77186
SH
DFND
1
77186
0
0
HEADWATERS INC 8.750% 02/01/16 CVT
BND
42210PAR3
8456
7825000
PRN
DFND
1
7825000
0
0
HEALTH CARE REIT INC
COM
42217K106
416
6643
SH
DFND
1
6643
0
0
HEALTHCARE TRUST OF AME-CL A
COM
42225P105
456
37838
SH
DFND
1
37838
0
0
HEALTHWAYS INC 1.500% 07/01/18 CVT
BND
422245AB6
8623
7875000
PRN
DFND
1
7875000
0
0
HELMERICH & PAYNE
COM
423452101
2372
20434
SH
DFND
1
20434
0
0
HERBALIFE LTD
COM
G4412G101
566
8767
SH
DFND
1
8767
0
0
HERSHEY CO/THE
COM
427866108
2045
21005
SH
DFND
1
21005
0
0
HILLTOP HOLDINGS INC
COM
432748101
1659
78032
SH
DFND
1
77763
0
269
HOLOGIC INC FLT 12/15/37 SR:2010 CVT
BND
436440AB7
425
339000
PRN
DFND
1
339000
0
0
HOLOGIC INC FLT 12/15/43 CVT
BND
436440AG6
15110
13807000
PRN
DFND
1
13807000
0
0
HOME DEPOT INC
COM
437076102
7728
95452
SH
DFND
1
95452
0
0
HONEYWELL INTERNATIONAL INC
COM
438516106
2435
26203
SH
DFND
1
26203
0
0
HOST HOTELS & RESORTS INC
COM
44107P104
330
15005
SH
DFND
1
15005
0
0
HUNTSMAN CORP
COM
447011107
421
14988
SH
DFND
1
14988
0
0
ICONIX BRAND GROUP INC 2.500% 06/01/16 CVT
BND
451055AE7
246
170000
PRN
DFND
1
170000
0
0
IDEX CORP
COM
45167R104
1146
14188
SH
DFND
1
14188
0
0
ING GROEP N.V.-SPONSORED ADR
ADR
456837103
1913
136434
SH
DFND
1
136434
0
0
INGERSOLL-RAND PLC
COM
G47791101
288
4604
SH
DFND
1
4604
0
0
INPHI CORP
COM
45772F107
715
48731
SH
DFND
1
48600
0
131
INSULET CORP
COM
45784P101
743
18723
SH
DFND
1
18639
0
84
INTEL CORP
COM
458140100
2548
82469
SH
DFND
1
82469
0
0
INTEL CORP 3.250% 08/01/39 CVT
BND
458140AF7
378
245000
PRN
DFND
1
245000
0
0
INTERCONTINENTAL EXCHANGE IN
COM
45866F104
1673
8856
SH
DFND
1
8856
0
0
INTL BUSINESS MACHINES CORP
COM
459200101
543
2995
SH
DFND
1
2995
0
0
INTUITIVE SURGICAL INC
COM
46120E602
1304
3165
SH
DFND
1
3165
0
0
INVESCO LTD
COM
G491BT108
438
11612
SH
DFND
1
11612
0
0
iShares China Large-Cap
COM
464287184
741
20000
SH
Put
DFND
1
20000
0
0
iShares iBoxx $ High Yield Corporate Bd
COM
464288513
2856
30000
SH
Put
DFND
1
30000
0
0
ISHARES MSCI EUROPE FINANCIA
COM
464289180
382
15500
SH
DFND
1
15500
0
0
ISIS PHARMACEUTICALS INC
COM
464330109
470
13650
SH
DFND
1
13588
0
62
ISTAR FINANCIAL INC
COM
45031U101
1075
71759
SH
DFND
1
71436
0
323
ISTAR FINANCIAL INC 3.000% 11/15/16 CVT
BND
45031UBR1
395
279000
PRN
DFND
1
279000
0
0
J2 GLOBAL COMMUNICATIONS 3.250% 06/15/29 CVT
BND
48123VAC6
4058
4000000
PRN
DFND
1
4000000
0
0
JAZZ PHARMACEUTICALS PLC
COM
G50871105
895
6085
SH
DFND
1
6071
0
14
JDS UNIPHASE CORP
COM
46612J507
691
55400
SH
DFND
1
55400
0
0
JOHN BEAN TECHNOLOGIES CORP
COM
477839104
792
25563
SH
DFND
1
25448
0
115
JOHNSON & JOHNSON
COM
478160104
487
4655
SH
DFND
1
4655
0
0
KANSAS CITY SOUTHERN
COM
485170302
3702
34433
SH
DFND
1
34433
0
0
KAPSTONE PAPER AND PACKAGING
COM
48562P103
3274
98825
SH
DFND
1
98639
0
186
KATE SPADE & CO
COM
485865109
3653
95788
SH
DFND
1
95721
0
67
KEYCORP
COM
493267108
658
45964
SH
DFND
1
45964
0
0
KIMBERLY-CLARK CORP
COM
494368103
1306
11745
SH
DFND
1
11745
0
0
KIRBY CORP
COM
497266106
995
8488
SH
DFND
1
8488
0
0
KRAFT FOODS GROUP INC
COM
50076Q106
3722
62090
SH
DFND
1
62090
0
0
LAM RESEARCH CORP
COM
512807108
1183
17500
SH
DFND
1
17500
0
0
LAS VEGAS SANDS CORP
COM
517834107
1801
23620
SH
DFND
1
23620
0
0
LENNAR CORP-A
COM
526057104
1068
25449
SH
DFND
1
25449
0
0
LIBERTY GLOBAL PLC-SERIES C
COM
G5480U120
435
10268
SH
DFND
1
10268
0
0
LINCOLN ELECTRIC HOLDINGS
COM
533900106
803
11496
SH
DFND
1
11496
0
0
LINEAR TECHNOLOGY CORP
COM
535678106
2808
59668
SH
DFND
1
59668
0
0
LITHIA MOTORS INC-CL A
COM
536797103
3153
33521
SH
DFND
1
33445
0
76
LORILLARD INC
COM
544147101
1255
20586
SH
DFND
1
20586
0
0
LYONDELLBASELL INDU-CL A
COM
N53745100
5354
54829
SH
DFND
1
54829
0
0
MA-COM TECHNOLOGY SOLUTIONS
COM
55405Y100
692
30753
SH
DFND
1
30606
0
147
MACY'S INC
COM
55616P104
602
10372
SH
DFND
1
10372
0
0
MADISON SQUARE GAR INC-A
COM
55826P100
1043
16710
SH
DFND
1
16652
0
58
MANHATTAN ASSOCIATES INC
COM
562750109
1343
39001
SH
DFND
1
38826
0
175
MANNING & NAPIER INC
COM
56382Q102
744
43127
SH
DFND
1
42933
0
194
MARIN SOFTWARE INC
COM
56804T106
394
33478
SH
DFND
1
33478
0
0
MARRIOTT VACATIONS WORLD
COM
57164Y107
913
15566
SH
DFND
1
15496
0
70
MASTERCARD INC-CLASS A
COM
57636Q104
5631
76642
SH
DFND
1
76642
0
0
MATRIX SERVICE CO
COM
576853105
556
16947
SH
DFND
1
16871
0
76
MCKESSON CORP
COM
58155Q103
4381
23529
SH
DFND
1
23529
0
0
MEAD JOHNSON NUTRITION CO
COM
582839106
1059
11364
SH
DFND
1
11364
0
0
MEDASSETS INC
COM
584045108
2468
108031
SH
DFND
1
107883
0
148
MEDIVATION INC 2.625% 04/01/17 CVT
BND
58501NAA9
35859
22500000
PRN
DFND
1
22500000
0
0
MEDTRONIC INC
COM
585055106
718
11269
SH
DFND
1
11269
0
0
MELLANOX TECHNOLOGIES LTD
COM
M51363113
1785
51209
SH
DFND
1
51209
0
0
MENTOR GRAPHICS CORP
COM
587200106
589
27326
SH
DFND
1
27204
0
122
MERCADOLIBRE INC
COM
58733R102
1889
19800
SH
DFND
1
19800
0
0
MERCK & CO. INC.
COM
58933Y105
796
13757
SH
DFND
1
13757
0
0
MERIT MEDICAL SYSTEMS INC
COM
589889104
589
39037
SH
DFND
1
38862
0
175
MERITOR INC
COM
59001K100
1132
86759
SH
DFND
1
86431
0
328
METHANEX CORP
COM
59151K108
5320
86105
SH
DFND
1
86018
0
87
MICHAEL KORS HOLDINGS LTD
COM
G60754101
3184
35916
SH
DFND
1
35916
0
0
MICROCHIP TECHNOLOGY INC
COM
595017104
1683
34469
SH
DFND
1
34469
0
0
MICROSOFT CORP
COM
594918104
10495
251696
SH
DFND
1
251696
0
0
MINERALS TECHNOLOGIES INC
COM
603158106
869
13245
SH
DFND
1
13185
0
60
Molycorp, Inc
COM
608753109
118
45900
SH
Put
DFND
1
45900
0
0
MONSANTO CO
COM
61166W101
920
7377
SH
DFND
1
7377
0
0
MONSTER BEVERAGE CORP
COM
611740101
477
6715
SH
DFND
1
6715
0
0
MOODY'S CORP
COM
615369105
1890
21559
SH
DFND
1
21559
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
872
20927
SH
DFND
1
20833
0
94
MUELLER WATER PRODUCTS INC-A
COM
624758108
794
91895
SH
DFND
1
91515
0
380
MYERS INDUSTRIES INC
COM
628464109
583
29057
SH
DFND
1
28926
0
131
MYLAN INC
COM
628530107
934
18128
SH
DFND
1
18128
0
0
MYLAN INC 3.750% 09/15/15 CVT
BND
628530AJ6
485
125000
PRN
DFND
1
125000
0
0
NETFLIX INC
COM
64110L106
206
468
SH
DFND
1
468
0
0
NEWMONT MINING CORP
COM
651639106
605
23800
SH
DFND
1
23800
0
0
NEWPORT CORP
COM
651824104
1010
54578
SH
DFND
1
54410
0
168
NIKE INC -CL B
COM
654106103
1960
25269
SH
DFND
1
25269
0
0
NMI HOLDINGS INC-CLASS A
COM
629209305
620
59061
SH
DFND
1
58796
0
265
NORFOLK SOUTHERN CORP
COM
655844108
582
5644
SH
DFND
1
5644
0
0
NUSTAR GP HOLDINGS LLC
COM
67059L102
1863
47619
SH
DFND
1
47498
0
121
NXP SEMICONDUCTORS NV
COM
N6596X109
338
5105
SH
DFND
1
5105
0
0
OASIS PETROLEUM INC
COM
674215108
882
15785
SH
DFND
1
15714
0
71
OCEANEERING INTL INC
COM
675232102
909
11639
SH
DFND
1
11639
0
0
OCWEN FINANCIAL CORP
COM
675746309
2129
57374
SH
DFND
1
57374
0
0
ON SEMICONDUCTOR CORPORATION
COM
682189105
824
90100
SH
DFND
1
90100
0
0
ORACLE CORP
COM
68389X105
4168
102837
SH
DFND
1
102837
0
0
O'REILLY AUTOMOTIVE INC
COM
67103H107
3311
21982
SH
DFND
1
21982
0
0
OWENS-ILLINOIS INC
COM
690768403
1109
32025
SH
DFND
1
32025
0
0
PACCAR INC
COM
693718108
495
7881
SH
DFND
1
7881
0
0
PACKAGING CORP OF AMERICA
COM
695156109
3199
44744
SH
DFND
1
44744
0
0
PACWEST BANCORP
COM
695263103
3598
83331
SH
DFND
1
83162
0
169
PALO ALTO NETWORKS INC
COM
697435105
541
6450
SH
DFND
1
6450
0
0
PENN NATIONAL GAMING INC
COM
707569109
562
46289
SH
DFND
1
46081
0
208
PEPSICO INC
COM
713448108
3624
40562
SH
DFND
1
40562
0
0
PERKINELMER INC
COM
714046109
567
12109
SH
DFND
1
12109
0
0
PFIZER INC
COM
717081103
1127
37955
SH
DFND
1
37955
0
0
PHILLIPS 66
COM
718546104
1676
20830
SH
DFND
1
20830
0
0
PINNACLE FOODS INC
COM
72348P104
2717
82559
SH
DFND
1
82559
0
0
PINNACLE WEST CAPITAL
COM
723484101
795
13739
SH
DFND
1
13739
0
0
PIONEER ENERGY SERVICES CORP
COM
723664108
414
23612
SH
DFND
1
23506
0
106
PIONEER NATURAL RESOURCES CO
COM
723787107
1807
7862
SH
DFND
1
7862
0
0
PNC FINANCIAL SERVICES GROUP
COM
693475105
407
4581
SH
DFND
1
4581
0
0
PORTLAND GENERAL ELECTRIC CO
COM
736508847
3953
114011
SH
DFND
1
113836
0
175
POST HOLDINGS INC
COM
737446104
789
15505
SH
DFND
1
15436
0
69
PPG INDUSTRIES INC
COM
693506107
2913
13859
SH
DFND
1
13859
0
0
PPL CORPORATION
COM
69351T106
592
16666
SH
DFND
1
16666
0
0
PRICELINE GROUP INC/THE
COM
741503403
11183
9296
SH
DFND
1
9296
0
0
PRICELINE GROUP INC/THE 1.000% 03/15/18 CVT
BND
741503AQ9
255
180000
PRN
DFND
1
180000
0
0
PRIMERICA INC
COM
74164M108
1391
29076
SH
DFND
1
28946
0
130
PROCTER & GAMBLE CO/THE
COM
742718109
584
7443
SH
DFND
1
7443
0
0
PROGENICS PHARMACEUTICALS
COM
743187106
253
58691
SH
DFND
1
58402
0
289
Progenics Pharmaceuticals, Inc.
COM
743187106
366
85000
SH
Call
DFND
1
85000
0
0
PRUDENTIAL PLC-ADR
ADR
74435K204
205
4485
SH
DFND
1
4485
0
0
PS BUSINESS PARKS INC/CA
COM
69360J107
1360
16289
SH
DFND
1
16237
0
52
PTC INC
COM
69370C100
6032
155451
SH
DFND
1
155314
0
137
PUBLIC SERVICE ENTERPRISE GP
COM
744573106
278
6814
SH
DFND
1
6814
0
0
QUALCOMM INC
COM
747525103
3847
48562
SH
DFND
1
48562
0
0
QUANTA SERVICES INC
COM
74762E102
2187
63245
SH
DFND
1
63245
0
0
RADIAN GROUP INC 3.000% 11/15/17 CVT
BND
750236AK7
362
250000
PRN
DFND
1
250000
0
0
RAIT FINANCIAL TRUST 4.000% 10/01/33 CVT
BND
749227AB0
6816
7000000
PRN
DFND
1
7000000
0
0
RANGE RESOURCES CORP
COM
75281A109
552
6352
SH
DFND
1
6352
0
0
RCS CAPITAL CORP-CLASS A
COM
74937W102
1645
77498
SH
DFND
1
77351
0
147
REGIONS FINANCIAL CORP
COM
7591EP100
673
63345
SH
DFND
1
63345
0
0
REGIS CORP 5.000% 07/15/14 CVT
BND
758932AA5
7004
7000000
PRN
DFND
1
7000000
0
0
RENAISSANCERE HOLDINGS LTD
COM
G7496G103
592
5532
SH
DFND
1
5532
0
0
RESOURCE CAPITAL CORP
COM
76120W302
779
138298
SH
DFND
1
137676
0
622
RESTORATION HARDWARE HOLDING
COM
761283100
5418
58232
SH
DFND
1
58200
0
32
ROCKWELL AUTOMATION INC
COM
773903109
2608
20840
SH
DFND
1
20840
0
0
ROYAL CARIBBEAN CRUISES LTD
COM
V7780T103
2175
39114
SH
DFND
1
39114
0
0
RPC INC
COM
749660106
901
38358
SH
DFND
1
38358
0
0
RYANAIR HOLDINGS PLC-SP ADR
ADR
783513104
248
4437
SH
DFND
1
4437
0
0
RYLAND GROUP 1.625% 05/15/18 CVT
BND
783764AQ6
7645
5500000
PRN
DFND
1
5500000
0
0
SALESFORCE.COM INC
COM
79466L302
4917
84652
SH
DFND
1
84652
0
0
SALIX PHARMACEUTICALS LT 1.500% 03/15/19 CVT
BND
795435AE6
38948
19840000
PRN
DFND
1
19840000
0
0
SALIX PHARMACEUTICALS LT 2.750% 05/15/15 CVT
BND
795435AC0
31333
11727000
PRN
DFND
1
11727000
0
0
SANDISK CORP 1.500% 08/15/17 CVT
BND
80004CAD3
427
210000
PRN
DFND
1
210000
0
0
SANOFI-ADR
ADR
80105N105
216
4065
SH
DFND
1
4065
0
0
SCHLUMBERGER LTD
COM
806857108
4326
36679
SH
DFND
1
36679
0
0
SCHWAB (CHARLES) CORP
COM
808513105
1411
52382
SH
DFND
1
52382
0
0
SCRIPPS NETWORKS INTER-CL A
COM
811065101
1604
19772
SH
DFND
1
19772
0
0
Sears Holdings Corporation
COM
812350106
300
7500
SH
Put
DFND
1
7500
0
0
SEI INVESTMENTS COMPANY
COM
784117103
324
9873
SH
DFND
1
9873
0
0
SELECT INCOME REIT
COM
81618T100
2311
77985
SH
DFND
1
77829
0
156
SELECT MEDICAL HOLDINGS CORP
COM
81619Q105
1845
118311
SH
DFND
1
118032
0
279
SEMGROUP CORP-CLASS A
COM
81663A105
5285
67022
SH
DFND
1
66919
0
103
SENSATA TECHNOLOGIES HOLDING
COM
N7902X106
1307
27956
SH
DFND
1
27956
0
0
SHUTTERFLY INC 0.250% 05/15/18 CVT
BND
82568PAB2
5524
5500000
PRN
DFND
1
5500000
0
0
SIGNET JEWELERS LTD
COM
G81276100
777
7021
SH
DFND
1
7021
0
0
SIMON PROPERTY GROUP INC
COM
828806109
2440
14674
SH
DFND
1
14674
0
0
SIRONA DENTAL SYSTEMS INC
COM
82966C103
434
5263
SH
DFND
1
5263
0
0
SM ENERGY CO
COM
78454L100
3401
40431
SH
DFND
1
40431
0
0
SOUTHWEST AIRLINES CO
COM
844741108
1107
41186
SH
DFND
1
41186
0
0
SPANSION INC-CLASS A
COM
84649R200
1419
67343
SH
DFND
1
67040
0
303
SPECTRANETICS CORP 2.625% 06/01/34 CVT
BND
84760CAA5
14032
13500000
PRN
DFND
1
13500000
0
0
SPIRIT REALTY CAPITAL IN 3.750% 05/15/21 CVT
BND
84860WAB8
5022
5000000
PRN
DFND
1
5000000
0
0
STANLEY BLACK & DECKER INC
COM
854502101
399
4542
SH
DFND
1
4542
0
0
STARBUCKS CORP
COM
855244109
1657
21415
SH
DFND
1
21415
0
0
STARWOOD HOTELS & RESORTS
COM
85590A401
274
3381
SH
DFND
1
3381
0
0
STARWOOD WAYPOINT RESIDE
COM
85571W109
399
15235
SH
DFND
1
15235
0
0
STARZ - A
COM
85571Q102
1216
40805
SH
DFND
1
40625
0
180
SUN HYDRAULICS CORP
COM
866942105
1082
26649
SH
DFND
1
26528
0
121
SUNTRUST BANKS INC
COM
867914103
428
10682
SH
DFND
1
10682
0
0
SUPERIOR ENERGY SERVICES INC
COM
868157108
301
8313
SH
DFND
1
8313
0
0
SURGICAL CARE AFFILIATES INC
COM
86881L106
862
29646
SH
DFND
1
29505
0
141
SYNNEX CORP
COM
87162W100
1162
15957
SH
DFND
1
15889
0
68
T ROWE PRICE GROUP INC
COM
74144T108
2759
32685
SH
DFND
1
32685
0
0
TAKE-TWO INTERACTIVE SOF 1.750% 12/01/16 CVT
BND
874054AC3
16359
12500000
PRN
DFND
1
12500000
0
0
TAL EDUCATION GROUP- ADR
ADR
874080104
3801
138234
SH
DFND
1
138234
0
0
TANGER FACTORY OUTLET CENTER
COM
875465106
444
12700
SH
DFND
1
12700
0
0
TARGA RESOURCES CORP
COM
87612G101
2940
21067
SH
DFND
1
21022
0
45
TEEKAY CORP
COM
Y8564W103
3497
56186
SH
DFND
1
56129
0
57
TEVA PHARMACEUTICAL-SP ADR
ADR
881624209
506
9647
SH
DFND
1
9647
0
0
TFS FINANCIAL CORP
COM
87240R107
447
31330
SH
DFND
1
31330
0
0
THERMON GROUP HOLDINGS INC
COM
88362T103
934
35474
SH
DFND
1
35314
0
160
TIFFANY & CO
COM
886547108
458
4565
SH
DFND
1
4565
0
0
TIME WARNER CABLE
COM
88732J207
1754
11910
SH
DFND
1
11910
0
0
TOLL BROTHERS INC
COM
889478103
4100
111100
SH
DFND
1
111100
0
0
TORCHMARK CORP
COM
891027104
460
5623
SH
DFND
1
5623
0
0
TRANSDIGM GROUP INC
COM
893641100
1678
10028
SH
DFND
1
10028
0
0
TREX COMPANY INC
COM
89531P105
553
19174
SH
DFND
1
19084
0
90
TRICO BANCSHARES
COM
896095106
686
29641
SH
DFND
1
29506
0
135
TYSON FOODS INC-CL A
COM
902494103
431
11491
SH
DFND
1
11491
0
0
UDR INC
COM
902653104
353
12335
SH
DFND
1
12335
0
0
UNION PACIFIC CORP
COM
907818108
8286
83061
SH
DFND
1
83061
0
0
UNITED PARCEL SERVICE-CL B
COM
911312106
2328
22679
SH
DFND
1
22679
0
0
UNITED TECHNOLOGIES CORP
COM
913017109
3203
27746
SH
DFND
1
27746
0
0
UNIVERSAL AMERICAN CORP
COM
91338E101
670
80414
SH
DFND
1
80058
0
356
VALEANT PHARMACEUTICALS INTE
COM
91911K102
1642
13016
SH
DFND
1
13016
0
0
VALERO ENERGY CORP
COM
91913Y100
257
5131
SH
DFND
1
5131
0
0
VANTIV INC - CL A
COM
92210H105
610
18142
SH
DFND
1
18142
0
0
VENTAS INC
COM
92276F100
459
7154
SH
DFND
1
7154
0
0
VERACYTE INC
COM
92337F107
746
43560
SH
DFND
1
43366
0
194
VERIFONE SYSTEMS INC
COM
92342Y109
833
22670
SH
DFND
1
22568
0
102
VERIZON COMMUNICATIONS INC
COM
92343V104
7059
144276
SH
DFND
1
144276
0
0
VERTEX PHARMACEUTICALS INC
COM
92532F100
895
9460
SH
DFND
1
9460
0
0
VF CORP
COM
918204108
1663
26394
SH
DFND
1
26394
0
0
VIACOM INC-CLASS B
COM
92553P201
4715
54361
SH
DFND
1
54361
0
0
VIPSHOP HOLDINGS LTD - ADS
COM
92763W103
2656
14151
SH
DFND
1
14151
0
0
VIRTUS INVESTMENT PARTNERS
COM
92828Q109
1037
4895
SH
DFND
1
4874
0
21
VISA INC-CLASS A SHARES
COM
92826C839
2806
13314
SH
DFND
1
13314
0
0
VISHAY PRECISION GROUP
COM
92835K103
457
27758
SH
DFND
1
27632
0
126
VOYA FINANCIAL INC
COM
929089100
1558
42862
SH
DFND
1
42862
0
0
WABCO HOLDINGS INC
COM
92927K102
1372
12849
SH
DFND
1
12849
0
0
WABTEC CORP
COM
929740108
2271
27493
SH
DFND
1
27493
0
0
WALGREEN CO
COM
931422109
1387
18706
SH
DFND
1
18706
0
0
WALT DISNEY CO/THE
COM
254687106
3469
40459
SH
DFND
1
40459
0
0
WASTE MANAGEMENT INC
COM
94106L109
673
15046
SH
DFND
1
15046
0
0
WATSCO INC
COM
942622200
1328
12927
SH
DFND
1
12868
0
59
WEB.COM GROUP INC 1.000% 08/15/18 CVT
BND
94733AAA2
3627
3380000
PRN
DFND
1
3380000
0
0
WELLCARE HEALTH PLANS INC
COM
94946T106
756
10136
SH
DFND
1
10090
0
46
WELLPOINT INC 2.750% 10/15/42 CVT
BND
94973VBG1
15418
10065000
PRN
DFND
1
10065000
0
0
WELLS FARGO & CO
COM
949746101
1068
20333
SH
DFND
1
20333
0
0
WESCO INTERNATIONAL INC
COM
95082P105
322
3731
SH
DFND
1
3731
0
0
WESTERN DIGITAL CORP
COM
958102105
1712
18550
SH
DFND
1
18550
0
0
WESTLAKE CHEMICAL CORP
COM
960413102
3761
44904
SH
DFND
1
44852
0
52
WEX INC
COM
96208T104
1154
10992
SH
DFND
1
10943
0
49
WEYERHAEUSER CO
COM
962166104
354
10694
SH
DFND
1
10694
0
0
WHIRLPOOL CORP
COM
963320106
494
3547
SH
DFND
1
3547
0
0
WHITEWAVE FOODS CO - CL A
COM
966244105
1415
43701
SH
DFND
1
43584
0
117
WILLIS GROUP HOLDINGS PLC
COM
G96666105
928
21430
SH
DFND
1
21430
0
0
WINNEBAGO INDUSTRIES
COM
974637100
3963
157403
SH
DFND
1
157255
0
148
WINTRUST FINANCIAL CORP
COM
97650W108
752
16344
SH
DFND
1
16269
0
75
WISCONSIN ENERGY CORP
COM
976657106
429
9140
SH
DFND
1
9140
0
0
WOLVERINE WORLD WIDE INC
COM
978097103
1656
63528
SH
DFND
1
63528
0
0
WORLD FUEL SERVICES CORP
COM
981475106
320
6496
SH
DFND
1
6496
0
0
WR BERKLEY CORP
COM
084423102
445
9624
SH
DFND
1
9624
0
0
WRIGHT MEDICAL GROUP INC 2.000% 08/15/17 CVT
BND
98235TAC1
3476
2535000
PRN
DFND
1
2535000
0
0
WYNDHAM WORLDWIDE CORP
COM
98310W108
2037
26911
SH
DFND
1
26911
0
0
WYNN RESORTS LTD
COM
983134107
237
1143
SH
DFND
1
1143
0
0
XL GROUP PLC
COM
G98290102
499
15230
SH
DFND
1
15230
0
0