0000909012-14-000407.txt : 20141112
0000909012-14-000407.hdr.sgml : 20141111
20141112134217
ACCESSION NUMBER: 0000909012-14-000407
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20140930
FILED AS OF DATE: 20141112
DATE AS OF CHANGE: 20141112
EFFECTIVENESS DATE: 20141112
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: 141213022
BUSINESS ADDRESS:
STREET 1: 555 CALIFORNIA STREET
STREET 2: SUITE 3100
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94104
BUSINESS PHONE: 4156764000
MAIL ADDRESS:
STREET 1: 555 CALIFORNIA STREET
STREET 2: SUITE 3100
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94104
13F-HR
1
primary_doc.xml
13F-HR
LIVE
false
false
false
0001030815
XXXXXXXX
09-30-2014
09-30-2014
SYMPHONY ASSET MANAGEMENT LLC
555 CALIFORNIA STREET
SUITE 3100
SAN FRANCISCO
CA
94104
13F HOLDINGS REPORT
028-05958
N
Martin Fawzy
Compliance Manager
415 676 4057
/s/ MARTIN FAWZY
San Francisco
CA
11-05-2014
1
404
969783
false
1
028-11405
Nuveen Investments Inc.
INFORMATION TABLE
2
aci_13f.xml
ABBVIE INC
COM
00287Y109
1956
33851
SH
DFND
1
33851
0
0
ABERCROMBIE & FITCH CO-CL A
COM
002896207
1565
43059
SH
DFND
1
43059
0
0
ACORDA THERAPEUTICS INC 1.750% 06/15/21 CVT
BND
00484MAA4
8128
7834000
PRN
DFND
1
7834000
0
0
ACTAVIS PLC
COM
G0083B108
7929
32864
SH
DFND
1
32864
0
0
ACTIVISION BLIZZARD INC
COM
00507V109
270
13001
SH
DFND
1
13001
0
0
The ADT Corporation
COM
00101J106
709
20000
SH
Put
DFND
1
0
0
0
AFFILIATED MANAGERS GROUP
COM
008252108
2082
10394
SH
DFND
1
10394
0
0
AK STEEL CORP 5.000% 11/15/19 CVT
BND
001546AP5
7280
4300000
PRN
DFND
1
4300000
0
0
ALCOA INC
COM
013817101
167
10385
SH
DFND
1
10385
0
0
ALERE INC
COM
01449J105
589
15198
SH
DFND
1
15198
0
0
ALERE INC 3.000% 05/15/16 CVT
BND
01449JAA3
212
200000
PRN
DFND
1
200000
0
0
ALEXION PHARMACEUTICALS INC
COM
015351109
1183
7136
SH
DFND
1
7136
0
0
ALLERGAN INC
COM
018490102
1322
7420
SH
DFND
1
7420
0
0
ALLIANCE DATA SYSTEMS CORP
COM
018581108
257
1039
SH
DFND
1
1039
0
0
ALLSCRIPTS HEALTHCARE SO 1.250% 07/01/20 CVT
BND
01988PAD0
11150
11019000
PRN
DFND
1
11019000
0
0
ALTISOURCE PORTFOLIO SOL
COM
L0175J104
472
4686
SH
DFND
1
4670
0
16
ALTRIA GROUP INC
COM
02209S103
414
9013
SH
DFND
1
9013
0
0
AMAZON.COM INC
COM
023135106
1299
4028
SH
DFND
1
4028
0
0
AMDOCS LTD
COM
G02602103
267
5808
SH
DFND
1
5808
0
0
AMEREN CORPORATION
COM
023608102
397
10359
SH
DFND
1
10359
0
0
AMERICAN CAPITAL LTD
COM
02503Y103
1324
93453
SH
DFND
1
93352
0
101
AMERICAN EQUITY INVT LIFE HL
COM
025676206
383
16767
SH
DFND
1
16661
0
106
AMERICAN REALTY CAP PROP 3.000% 08/01/18 CVT
BND
02917TAA2
248
250000
PRN
DFND
1
250000
0
0
AMERIPRISE FINANCIAL INC
COM
03076C106
6008
48693
SH
DFND
1
48693
0
0
AMERISOURCEBERGEN CORP
COM
03073E105
1418
18353
SH
DFND
1
18353
0
0
AMETEK INC
COM
031100100
3775
75194
SH
DFND
1
75194
0
0
AMGEN INC
COM
031162100
3022
21518
SH
DFND
1
21518
0
0
AMN HEALTHCARE SERVICES INC
COM
001744101
1768
112649
SH
DFND
1
112506
0
143
AMPHENOL CORP-CL A
COM
032095101
519
5196
SH
DFND
1
5196
0
0
ANNALY CAPITAL MGMT 5.000% 05/15/15 CVT
BND
035710AB8
3940
3901000
PRN
DFND
1
3901000
0
0
AON PLC
COM
G0408V102
247
2826
SH
DFND
1
2826
0
0
APPLE INC
COM
037833100
13069
129721
SH
DFND
1
129721
0
0
APPLIED MATERIALS INC
COM
038222105
386
17854
SH
DFND
1
17854
0
0
ARCHER-DANIELS-MIDLAND CO
COM
039483102
638
12481
SH
DFND
1
12481
0
0
ARGO GROUP INTERNATIONAL
COM
G0464B107
1232
24494
SH
DFND
1
24443
0
51
ARTHUR J GALLAGHER & CO
COM
363576109
4438
97857
SH
DFND
1
97857
0
0
ASCENT CAPITAL GROUP INC-A
COM
043632108
222
3687
SH
DFND
1
3664
0
23
ASPEN TECHNOLOGY INC
COM
045327103
1058
28045
SH
DFND
1
28009
0
36
ASTRAZENECA PLC-SPONS ADR
ADR
046353108
230
3220
SH
DFND
1
3220
0
0
AUTOZONE INC
COM
053332102
674
1322
SH
DFND
1
1322
0
0
AVAGO TECHNOLOGIES LTD
COM
Y0486S104
6627
76172
SH
DFND
1
76172
0
0
AVNET INC
COM
053807103
352
8483
SH
DFND
1
8483
0
0
Avon Products Inc.
COM
054303102
630
50000
SH
Put
DFND
1
0
0
0
B/E AEROSPACE INC
COM
073302101
3316
39509
SH
DFND
1
39509
0
0
BANCO SANTANDER SA-SPON ADR
ADR
05964H105
974
102512
SH
DFND
1
102512
0
0
BANK OF AMERICA CORP
COM
060505104
220
12930
SH
DFND
1
12930
0
0
BANNER CORPORATION
COM
06652V208
221
5753
SH
DFND
1
5716
0
37
BARNES GROUP INC
COM
067806109
2244
73945
SH
DFND
1
73867
0
78
BAXTER INTERNATIONAL INC
COM
071813109
4174
58157
SH
DFND
1
58157
0
0
Bed Bath & Beyond Inc
COM
075896100
1481
22500
SH
Put
DFND
1
0
0
0
BIOGEN IDEC INC
COM
09062X103
2115
6391
SH
DFND
1
6391
0
0
BIOSCRIP INC
COM
09069N108
132
19004
SH
DFND
1
18883
0
121
BOEING CO/THE
COM
097023105
2026
15905
SH
DFND
1
15905
0
0
BRISTOL-MYERS SQUIBB CO
COM
110122108
1076
21024
SH
DFND
1
21024
0
0
BROADCOM CORP-CL A
COM
111320107
3679
91035
SH
DFND
1
91035
0
0
BROOKFIELD RESIDENTIAL PROPE
COM
11283W104
252
13366
SH
DFND
1
13288
0
78
CAESARSTONE SDOT-YAM LTD
COM
M20598104
1820
35225
SH
DFND
1
35193
0
32
CAMDEN PROPERTY TRUST
COM
133131102
1473
21485
SH
DFND
1
21485
0
0
CAPITAL ONE FINANCIAL CORP
COM
14040H105
3949
48375
SH
DFND
1
48375
0
0
CAPITAL SENIOR LIVING CORP
COM
140475104
219
10309
SH
DFND
1
10243
0
66
CARDINAL HEALTH INC
COM
14149Y108
212
2836
SH
DFND
1
2836
0
0
CARDTRONICS INC
COM
14161H108
447
12696
SH
DFND
1
12614
0
82
CAREFUSION CORP
COM
14170T101
962
21254
SH
DFND
1
21254
0
0
CARLISLE COS INC
COM
142339100
1104
13731
SH
DFND
1
13731
0
0
CARRIZO OIL & GAS INC
COM
144577103
311
5784
SH
DFND
1
5747
0
37
CBRE GROUP INC - A
COM
12504L109
1640
55131
SH
DFND
1
55131
0
0
CBS OUTDOOR AMERICAS INC
COM
14987J106
976
32588
SH
DFND
1
32526
0
62
CECO ENVIRONMENTAL CORP
COM
125141101
288
21442
SH
DFND
1
21305
0
137
CELGENE CORP
COM
151020104
1397
14739
SH
DFND
1
14739
0
0
CENTERPOINT ENERGY INC
COM
15189T107
635
25973
SH
DFND
1
25973
0
0
CENTURYLINK INC
COM
156700106
662
16178
SH
DFND
1
16178
0
0
CHECK POINT SOFTWARE TECH
COM
M22465104
1435
20715
SH
DFND
1
20715
0
0
CHENIERE ENERGY INC
COM
16411R208
1295
16184
SH
DFND
1
16184
0
0
CHESAPEAKE LODGING TRUST
COM
165240102
350
12013
SH
DFND
1
11936
0
77
CHEVRON CORP
COM
166764100
476
3990
SH
DFND
1
3990
0
0
CIENA CORP
COM
171779309
1475
88196
SH
DFND
1
88196
0
0
CIENA CORP 0.875% 06/15/17 CVT
BND
171779AE1
294
300000
PRN
DFND
1
300000
0
0
CIGNA CORP
COM
125509109
230
2539
SH
DFND
1
2539
0
0
CLEAN HARBORS INC
COM
184496107
422
7815
SH
DFND
1
7815
0
0
CLEARWATER PAPER CORP
COM
18538R103
208
3469
SH
DFND
1
3447
0
22
CLUBCORP HOLDINGS INC
COM
18948M108
2111
106426
SH
DFND
1
106346
0
80
COCA-COLA ENTERPRISES
COM
19122T109
1218
27471
SH
DFND
1
27471
0
0
COGNIZANT TECH SOLUTIONS-A
COM
192446102
1158
25856
SH
DFND
1
25856
0
0
COLGATE-PALMOLIVE CO
COM
194162103
1250
19163
SH
DFND
1
19163
0
0
COMCAST CORP-CLASS A
COM
20030N101
7118
132349
SH
DFND
1
132349
0
0
COMMSCOPE HOLDING CO INC
COM
20337X109
1041
43528
SH
DFND
1
43395
0
133
COMMUNITY HEALTH SYSTEMS INC
COM
203668108
1922
35087
SH
DFND
1
35087
0
0
CONCUR TECHNOLOGIES INC 0.500% 06/15/18 CVT
BND
206708AC3
25305
19391000
PRN
DFND
1
19391000
0
0
CONSOLIDATED COMMUNICATIONS
COM
209034107
807
32235
SH
DFND
1
32165
0
70
CONSTELLATION BRANDS INC-A
COM
21036P108
1574
18054
SH
DFND
1
18054
0
0
COSTCO WHOLESALE CORP
COM
22160K105
2420
19314
SH
DFND
1
19314
0
0
COVIDIEN PLC
COM
G2554F113
941
10874
SH
DFND
1
10874
0
0
CROWN CASTLE INTL CORP
COM
228227104
236
2933
SH
DFND
1
2933
0
0
CSG SYSTEMS INTL INC
COM
126349109
214
8141
SH
DFND
1
8089
0
52
CST BRANDS INC
COM
12646R105
396
11011
SH
DFND
1
10941
0
70
CUBIST PHARMACEUTICALS 2.500% 11/01/17 CVT
BND
229678AD9
443
190000
PRN
DFND
1
190000
0
0
CUMMINS INC
COM
231021106
661
5011
SH
DFND
1
5011
0
0
CUMULUS MEDIA INC-CL A
COM
231082108
354
87820
SH
DFND
1
87443
0
377
DANAHER CORP
COM
235851102
3487
45892
SH
DFND
1
45892
0
0
DAVITA HEALTHCARE PARTNERS I
COM
23918K108
380
5195
SH
DFND
1
5195
0
0
DELPHI AUTOMOTIVE PLC
COM
G27823106
1138
18539
SH
DFND
1
18539
0
0
DELTA AIR LINES INC
COM
247361702
486
13424
SH
DFND
1
13424
0
0
DEPOMED INC 2.500% 09/01/21 CVT
BND
249908AA2
9078
8600000
PRN
DFND
1
8600000
0
0
DEXCOM INC
COM
252131107
246
6167
SH
DFND
1
6128
0
39
DHT HOLDINGS INC
COM
Y2065G121
135
21940
SH
DFND
1
21800
0
140
DIAMONDROCK HOSPITALITY CO
COM
252784301
380
29907
SH
DFND
1
29716
0
191
DISCOVER FINANCIAL SERVICES
COM
254709108
2477
38472
SH
DFND
1
38472
0
0
DISH NETWORK CORP-A
COM
25470M109
227
3513
SH
DFND
1
3513
0
0
DONALDSON CO INC
COM
257651109
605
14885
SH
DFND
1
14885
0
0
DR HORTON INC
COM
23331A109
264
12903
SH
DFND
1
12903
0
0
DRYSHIPS INC 5.000% 12/01/14 CVT
BND
262498AB4
22226
22479000
PRN
DFND
1
22479000
0
0
DTE ENERGY COMPANY
COM
233331107
1014
13334
SH
DFND
1
13334
0
0
DUKE REALTY CORP
COM
264411505
341
19837
SH
DFND
1
19837
0
0
E*TRADE FINANCIAL CORP
COM
269246401
275
12157
SH
DFND
1
12157
0
0
EASTGROUP PROPERTIES INC
COM
277276101
259
4286
SH
DFND
1
4258
0
28
Eaton Vance Floating Rate Income Trust
COM
278279104
5153
353668
SH
DFND
1
353668
0
0
Eaton Vance Senior Income Trust
COM
27826S103
6664
968586
SH
DFND
1
968586
0
0
EBAY INC
COM
278642103
2116
37361
SH
DFND
1
37361
0
0
ELECTRONIC ARTS INC 0.750% 07/15/16 CVT
BND
285512AA7
21580
17500000
PRN
DFND
1
17500000
0
0
EMC CORP/MA
COM
268648102
389
13317
SH
DFND
1
13317
0
0
EMERGE ENERGY SERVICES LP
COM
29102H108
675
5854
SH
DFND
1
5854
0
0
EMERSON ELECTRIC CO
COM
291011104
255
4067
SH
DFND
1
4067
0
0
ENLINK MIDSTREAM LLC
COM
29336T100
1403
33940
SH
DFND
1
33875
0
65
EOG RESOURCES INC
COM
26875P101
1610
16265
SH
DFND
1
16265
0
0
EQT CORP
COM
26884L109
1144
12498
SH
DFND
1
12498
0
0
EQUINIX INC
COM
29444U502
545
2566
SH
DFND
1
2566
0
0
ETFS PHYSICAL PALLADIUM SHAR
COM
26923A106
1722
22910
SH
DFND
1
22910
0
0
EVERTEC INC
COM
30040P103
358
16025
SH
DFND
1
15923
0
102
EXPEDIA INC
COM
30212P303
418
4773
SH
DFND
1
4773
0
0
EXPRESS SCRIPTS HOLDING CO
COM
30219G108
887
12549
SH
DFND
1
12549
0
0
F5 NETWORKS INC
COM
315616102
3801
32018
SH
DFND
1
32018
0
0
FACEBOOK INC-A
COM
30303M102
7413
93787
SH
DFND
1
93787
0
0
FAIRPOINT COMMUNICATIONS INC
COM
305560302
1341
88356
SH
DFND
1
88259
0
97
FEDEX CORP
COM
31428X106
533
3304
SH
DFND
1
3304
0
0
FIDELITY & GUARANTY LIFE
COM
315785105
379
17729
SH
DFND
1
17615
0
114
FIRST DEFIANCE FINL CORP
COM
32006W106
217
8028
SH
DFND
1
7976
0
52
FLEETCOR TECHNOLOGIES INC
COM
339041105
1391
9785
SH
DFND
1
9785
0
0
FNFV GROUP
COM
31620R402
255
18573
SH
DFND
1
18454
0
119
FORTUNE BRANDS HOME & SECURI
COM
34964C106
358
8720
SH
DFND
1
8720
0
0
FRESENIUS MEDICAL CARE-ADR
ADR
358029106
231
6638
SH
DFND
1
6638
0
0
FRONTIER COMMUNICATIONS CORP
COM
35906A108
556
85335
SH
DFND
1
85335
0
0
G & K SERVICES INC -CL A
COM
361268105
384
6940
SH
DFND
1
6895
0
45
GAP INC/THE
COM
364760108
956
22940
SH
DFND
1
22940
0
0
GENCORP INC
COM
368682100
336
21029
SH
DFND
1
20894
0
135
GENERAC HOLDINGS INC
COM
368736104
422
10389
SH
DFND
1
10322
0
67
GENERAL DYNAMICS CORP
COM
369550108
838
6596
SH
DFND
1
6596
0
0
GENERAL MILLS INC
COM
370334104
1469
29116
SH
DFND
1
29116
0
0
GENESEE & WYOMING INC-CL A
COM
371559105
372
3903
SH
DFND
1
3878
0
25
GENTEX CORP
COM
371901109
524
19559
SH
DFND
1
19559
0
0
GILEAD SCIENCES INC
COM
375558103
3730
35037
SH
DFND
1
35037
0
0
GOOGLE INC-CL A
COM
38259P508
11917
20253
SH
DFND
1
20253
0
0
GRIFOLS SA-ADR
ADR
398438408
976
27781
SH
DFND
1
27781
0
0
H&E EQUIPMENT SERVICES INC
COM
404030108
502
12466
SH
DFND
1
12387
0
79
HALLIBURTON CO
COM
406216101
2753
42686
SH
DFND
1
42686
0
0
HANOVER INSURANCE GROUP INC/
COM
410867105
764
12438
SH
DFND
1
12438
0
0
HARTFORD FINANCIAL SVCS GRP
COM
416515104
3333
89474
SH
DFND
1
89474
0
0
HCA HOLDINGS INC
COM
40412C101
5022
71214
SH
DFND
1
71214
0
0
HEADWATERS INC 8.750% 02/01/16 CVT
BND
42210PAR3
8451
7825000
PRN
DFND
1
7825000
0
0
HEALTH CARE REIT INC
COM
42217K106
402
6454
SH
DFND
1
6454
0
0
HEALTHCARE TRUST OF AME-CL A
COM
42225P105
424
36585
SH
DFND
1
36585
0
0
HELMERICH & PAYNE
COM
423452101
2435
24879
SH
DFND
1
24879
0
0
HERSHEY CO/THE
COM
427866108
1554
16289
SH
DFND
1
16289
0
0
HILLTOP HOLDINGS INC
COM
432748101
403
20068
SH
DFND
1
19940
0
128
HOLOGIC INC FLT 12/15/37 SR:2010 CVT
BND
436440AB7
403
339000
PRN
DFND
1
339000
0
0
HOLOGIC INC FLT 12/15/43 CVT
BND
436440AG6
13322
12307000
PRN
DFND
1
12307000
0
0
HOME DEPOT INC
COM
437076102
4129
45008
SH
DFND
1
45008
0
0
HONEYWELL INTERNATIONAL INC
COM
438516106
1868
20068
SH
DFND
1
20068
0
0
HOST HOTELS & RESORTS INC
COM
44107P104
314
14692
SH
DFND
1
14692
0
0
HUNTSMAN CORP
COM
447011107
382
14691
SH
DFND
1
14691
0
0
HURON CONSULTING GROUP INC
COM
447462102
1644
26965
SH
DFND
1
26965
0
0
iShares iBoxx $ High Yield Corporate Bd
COM
464288513
1149
12500
SH
Put
DFND
1
0
0
0
ICON PLC
COM
G4705A100
254
4453
SH
DFND
1
4453
0
0
ICONIX BRAND GROUP INC 2.500% 06/01/16 CVT
BND
451055AE7
214
170000
PRN
DFND
1
170000
0
0
IDEX CORP
COM
45167R104
791
10921
SH
DFND
1
10921
0
0
ILLUMINA INC
COM
452327109
3098
18900
SH
DFND
1
18900
0
0
ING GROEP N.V.-SPONSORED ADR
ADR
456837103
1969
138757
SH
DFND
1
138757
0
0
INGERSOLL-RAND PLC
COM
G47791101
261
4648
SH
DFND
1
4648
0
0
INPHI CORP
COM
45772F107
546
37922
SH
DFND
1
37845
0
77
INSULET CORP
COM
45784P101
232
6279
SH
DFND
1
6239
0
40
INTEL CORP
COM
458140100
2105
60443
SH
DFND
1
60443
0
0
INTEL CORP 3.250% 08/01/39 CVT
BND
458140AF7
411
245000
PRN
DFND
1
245000
0
0
INTERCONTINENTAL EXCHANGE IN
COM
45866F104
1300
6664
SH
DFND
1
6664
0
0
INTUITIVE SURGICAL INC
COM
46120E602
745
1614
SH
DFND
1
1614
0
0
INVESCO LTD
COM
G491BT108
548
13895
SH
DFND
1
13895
0
0
ISHARES MSCI EUROPE FINANCIA
COM
464289180
511
21650
SH
DFND
1
21650
0
0
ISHARES RUSSELL 1000 GROWTH
COM
464287614
337
3680
SH
DFND
1
3680
0
0
ISTAR FINANCIAL INC
COM
45031U101
326
24110
SH
DFND
1
23956
0
154
ISTAR FINANCIAL INC 3.000% 11/15/16 CVT
BND
45031UBR1
352
279000
PRN
DFND
1
279000
0
0
iShares US Real Estate
COM
464287739
1384
20000
SH
Put
DFND
1
0
0
0
JANUS CAPITAL GROUP INC 0.750% 07/15/18 SR:JNS CVT
BND
47102XAH8
3525
2500000
PRN
DFND
1
2500000
0
0
JAZZ PHARMACEUTICALS PLC
COM
G50871105
4066
25321
SH
DFND
1
25314
0
7
JOHN BEAN TECHNOLOGIES CORP
COM
477839104
241
8579
SH
DFND
1
8525
0
54
JOHNSON & JOHNSON
COM
478160104
588
5512
SH
DFND
1
5512
0
0
KANSAS CITY SOUTHERN
COM
485170302
2583
21312
SH
DFND
1
21312
0
0
KAPSTONE PAPER AND PACKAGING
COM
48562P103
1516
54190
SH
DFND
1
54101
0
89
Kate Spade & Company
COM
485865109
459
17500
SH
Call
DFND
1
0
0
0
KEYCORP
COM
493267108
568
42645
SH
DFND
1
42645
0
0
KIMBERLY-CLARK CORP
COM
494368103
1214
11292
SH
DFND
1
11292
0
0
KINDRED HEALTHCARE INC
COM
494580103
1611
83025
SH
DFND
1
83025
0
0
KIRBY CORP
COM
497266106
691
5862
SH
DFND
1
5862
0
0
KRAFT FOODS GROUP INC
COM
50076Q106
555
9847
SH
DFND
1
9847
0
0
KROGER CO
COM
501044101
234
4514
SH
DFND
1
4514
0
0
LG DISPLAY CO LTD-ADR
ADR
50186V102
208
13230
SH
DFND
1
13230
0
0
LIBERTY GLOBAL PLC-SERIES C
COM
G5480U120
407
9916
SH
DFND
1
9916
0
0
LINCOLN ELECTRIC HOLDINGS
COM
533900106
2110
30524
SH
DFND
1
30524
0
0
LINEAR TECHNOLOGY CORP
COM
535678106
2743
61802
SH
DFND
1
61802
0
0
LITHIA MOTORS INC-CL A
COM
536797103
1268
16761
SH
DFND
1
16725
0
36
LORILLARD INC
COM
544147101
576
9613
SH
DFND
1
9613
0
0
LYONDELLBASELL INDU-CL A
COM
N53745100
5432
49987
SH
DFND
1
49987
0
0
MA-COM TECHNOLOGY SOLUTIONS
COM
55405Y100
230
10570
SH
DFND
1
10503
0
67
MACQUARIE INFRASTRUCTURE CO
COM
55608B105
534
8000
SH
DFND
1
8000
0
0
MACY'S INC
COM
55616P104
3191
54840
SH
DFND
1
54840
0
0
MADISON SQUARE GAR INC-A
COM
55826P100
548
8293
SH
DFND
1
8267
0
26
MANHATTAN ASSOCIATES INC
COM
562750109
436
13055
SH
DFND
1
12972
0
83
MANNING & NAPIER INC
COM
56382Q102
244
14480
SH
DFND
1
14388
0
92
MARIN SOFTWARE INC
COM
56804T106
463
53828
SH
DFND
1
53828
0
0
MARRIOTT VACATIONS WORLD
COM
57164Y107
385
6071
SH
DFND
1
6033
0
38
MASTERCARD INC-CLASS A
COM
57636Q104
5179
70054
SH
DFND
1
70054
0
0
MCKESSON CORP
COM
58155Q103
3109
15973
SH
DFND
1
15973
0
0
MEAD JOHNSON NUTRITION CO
COM
582839106
760
7905
SH
DFND
1
7905
0
0
MEDASSETS INC
COM
584045108
2804
135319
SH
DFND
1
135234
0
85
MEDIVATION INC 2.625% 04/01/17 CVT
BND
58501NAA9
48750
25000000
PRN
DFND
1
25000000
0
0
MEDTRONIC INC
COM
585055106
674
10881
SH
DFND
1
10881
0
0
MELLANOX TECHNOLOGIES LTD
COM
M51363113
1176
26211
SH
DFND
1
26211
0
0
MERCK & CO. INC.
COM
58933Y105
786
13264
SH
DFND
1
13264
0
0
MERIT MEDICAL SYSTEMS INC
COM
589889104
156
13113
SH
DFND
1
13029
0
84
MERITOR INC
COM
59001K100
419
38587
SH
DFND
1
38430
0
157
METHANEX CORP
COM
59151K108
4748
71078
SH
DFND
1
71038
0
40
MGM RESORTS INTERNATIONAL
COM
552953101
677
29709
SH
DFND
1
29709
0
0
MICHAEL KORS HOLDINGS LTD
COM
G60754101
1076
15071
SH
DFND
1
15071
0
0
MICROCHIP TECHNOLOGY INC
COM
595017104
1568
33212
SH
DFND
1
33212
0
0
MICRON TECHNOLOGY INC 3.000% 11/15/43 SR:G CVT
BND
595112AY9
10191
7750000
PRN
DFND
1
7750000
0
0
MICROSOFT CORP
COM
594918104
9220
198860
SH
DFND
1
198860
0
0
MINERALS TECHNOLOGIES INC
COM
603158106
1539
24937
SH
DFND
1
24900
0
37
MONSANTO CO
COM
61166W101
400
3553
SH
DFND
1
3553
0
0
MONSTER BEVERAGE CORP
COM
611740101
394
4296
SH
DFND
1
4296
0
0
MOODY'S CORP
COM
615369105
1226
12982
SH
DFND
1
12982
0
0
MOVADO GROUP INC
COM
624580106
232
7020
SH
DFND
1
6975
0
45
MUELLER WATER PRODUCTS INC-A
COM
624758108
304
36669
SH
DFND
1
36433
0
236
MYLAN INC
COM
628530107
244
5376
SH
DFND
1
5376
0
0
MYLAN INC 3.750% 09/15/15 CVT
BND
628530AJ6
427
125000
PRN
DFND
1
125000
0
0
NET 1 UEPS TECHNOLOGIES INC
COM
64107N206
317
26305
SH
DFND
1
26138
0
167
NETFLIX INC
COM
64110L106
213
472
SH
DFND
1
472
0
0
NETSUITE INC 0.250% 06/01/18 CVT
BND
64118QAB3
1727
1660000
PRN
DFND
1
1660000
0
0
NEWMONT MINING CORP
COM
651639106
715
31000
SH
DFND
1
31000
0
0
NEWPORT CORP
COM
651824104
917
51734
SH
DFND
1
51632
0
102
NEXT PLC
COM
003208986
216
2018
SH
DFND
1
2018
0
0
NIKE INC -CL B
COM
654106103
1568
17579
SH
DFND
1
17579
0
0
NMI HOLDINGS INC-CLASS A
COM
629209305
172
19935
SH
DFND
1
19808
0
127
NOBLE ENERGY INC
COM
655044105
220
3221
SH
DFND
1
3221
0
0
NORFOLK SOUTHERN CORP
COM
655844108
608
5443
SH
DFND
1
5443
0
0
NOVARTIS AG-ADR
ADR
66987V109
202
2141
SH
DFND
1
2141
0
0
NUSTAR GP HOLDINGS LLC
COM
67059L102
2468
56734
SH
DFND
1
56675
0
59
NXP SEMICONDUCTORS NV
COM
N6596X109
246
3608
SH
DFND
1
3608
0
0
ORACLE CORP
COM
68389X105
2776
72512
SH
DFND
1
72512
0
0
O'REILLY AUTOMOTIVE INC
COM
67103H107
2704
17983
SH
DFND
1
17983
0
0
PACCAR INC
COM
693718108
438
7705
SH
DFND
1
7705
0
0
PACKAGING CORP OF AMERICA
COM
695156109
1531
23994
SH
DFND
1
23994
0
0
PACWEST BANCORP
COM
695263103
2693
65320
SH
DFND
1
65236
0
84
PARKER HANNIFIN CORP
COM
701094104
287
2513
SH
DFND
1
2513
0
0
PENN NATIONAL GAMING INC
COM
707569109
174
15567
SH
DFND
1
15468
0
99
PENN VIRGINIA CORP
COM
707882106
1241
97667
SH
DFND
1
97594
0
73
PEPSICO INC
COM
713448108
2616
28105
SH
DFND
1
28105
0
0
PERKINELMER INC
COM
714046109
313
7180
SH
DFND
1
7180
0
0
PFIZER INC
COM
717081103
2797
94573
SH
DFND
1
94573
0
0
PHILIP MORRIS INTERNATIONAL
COM
718172109
604
7241
SH
DFND
1
7241
0
0
PHILLIPS 66
COM
718546104
3017
37101
SH
DFND
1
37101
0
0
PINNACLE FOODS INC
COM
72348P104
355
10856
SH
DFND
1
10856
0
0
PINNACLE WEST CAPITAL
COM
723484101
673
12319
SH
DFND
1
12319
0
0
PIONEER ENERGY SERVICES CORP
COM
723664108
168
11965
SH
DFND
1
11888
0
77
PIONEER NATURAL RESOURCES CO
COM
723787107
809
4105
SH
DFND
1
4105
0
0
PORTLAND GENERAL ELECTRIC CO
COM
736508847
2263
70445
SH
DFND
1
70361
0
84
POWERSHARES DB US DOL IND BU
COM
73936D107
229
10000
SH
DFND
1
10000
0
0
PPG INDUSTRIES INC
COM
693506107
2069
10520
SH
DFND
1
10520
0
0
PPL CORP
COM
69351T106
535
16305
SH
DFND
1
16305
0
0
PRICELINE GROUP INC/THE
COM
741503403
5264
4544
SH
DFND
1
4544
0
0
PRICELINE GROUP INC/THE 1.000% 03/15/18 CVT
BND
741503AQ9
242
180000
PRN
DFND
1
180000
0
0
PRIMERICA INC
COM
74164M108
465
9654
SH
DFND
1
9592
0
62
PRINCIPAL FINANCIAL GROUP
COM
74251V102
367
6993
SH
DFND
1
6993
0
0
PROCTER & GAMBLE CO/THE
COM
742718109
601
7174
SH
DFND
1
7174
0
0
PROLOGIS INC
COM
74340W103
250
6633
SH
DFND
1
6633
0
0
PRUDENTIAL PLC-ADR
ADR
74435K204
200
4485
SH
DFND
1
4485
0
0
PS BUSINESS PARKS INC/CA
COM
69360J107
295
3865
SH
DFND
1
3840
0
25
PTC INC
COM
69370C100
5644
152952
SH
DFND
1
152885
0
67
QUALCOMM INC
COM
747525103
2075
27754
SH
DFND
1
27754
0
0
QUANTA SERVICES INC
COM
74762E102
3720
102507
SH
DFND
1
102507
0
0
RADIAN GROUP INC 3.000% 11/15/17 CVT
BND
750236AK7
345
250000
PRN
DFND
1
250000
0
0
RAIT FINANCIAL TRUST 4.000% 10/01/33 CVT
BND
749227AB0
6563
7000000
PRN
DFND
1
7000000
0
0
RAMBUS INC 1.125% 08/15/18 CVT
BND
750917AE6
27692
22710000
PRN
DFND
1
22710000
0
0
RANGE RESOURCES CORP
COM
75281A109
243
3586
SH
DFND
1
3586
0
0
RAYMOND JAMES FINANCIAL INC
COM
754730109
744
13892
SH
DFND
1
13892
0
0
RAYTHEON COMPANY
COM
755111507
528
5196
SH
DFND
1
5196
0
0
RCS CAPITAL CORP-CLASS A
COM
74937W102
2125
94383
SH
DFND
1
94257
0
126
RENAISSANCERE HOLDINGS LTD
COM
G7496G103
534
5343
SH
DFND
1
5343
0
0
RESOURCE CAPITAL CORP
COM
76120W302
227
46599
SH
DFND
1
46302
0
297
Transocean Ltd.
COM
H8817H100
2078
65000
SH
Put
DFND
1
0
0
0
ROCKWELL AUTOMATION INC
COM
773903109
1157
10528
SH
DFND
1
10528
0
0
ROYAL CARIBBEAN CRUISES LTD
COM
V7780T103
1553
23080
SH
DFND
1
23080
0
0
RPC INC
COM
749660106
883
40215
SH
DFND
1
40215
0
0
RYANAIR HOLDINGS PLC-SP ADR
ADR
783513104
251
4437
SH
DFND
1
4437
0
0
RYLAND GROUP INC/THE
COM
783764103
1119
33665
SH
DFND
1
33665
0
0
SALESFORCE.COM INC
COM
79466L302
878
15265
SH
DFND
1
15265
0
0
SALIX PHARMACEUTICALS LT 1.500% 03/15/19 CVT
BND
795435AE6
36741
15190000
PRN
DFND
1
15190000
0
0
SALIX PHARMACEUTICALS LT 2.750% 05/15/15 CVT
BND
795435AC0
39469
11727000
PRN
DFND
1
11727000
0
0
SANDISK CORP
COM
80004C101
871
8885
SH
DFND
1
8885
0
0
SANDISK CORP 1.500% 08/15/17 CVT
BND
80004CAD3
404
210000
PRN
DFND
1
210000
0
0
SANOFI-ADR
ADR
80105N105
230
4065
SH
DFND
1
4065
0
0
SCHLUMBERGER LTD
COM
806857108
2579
25363
SH
DFND
1
25363
0
0
SCHWAB (CHARLES) CORP
COM
808513105
1066
36261
SH
DFND
1
36261
0
0
SCRIPPS NETWORKS INTER-CL A
COM
811065101
1070
13704
SH
DFND
1
13704
0
0
SEI INVESTMENTS COMPANY
COM
784117103
832
22999
SH
DFND
1
22999
0
0
SELECT MEDICAL HOLDINGS CORP
COM
81619Q105
299
24841
SH
DFND
1
24682
0
159
SEMGROUP CORP-CLASS A
COM
81663A105
4559
54747
SH
DFND
1
54699
0
48
SEMPRA ENERGY
COM
816851109
553
5250
SH
DFND
1
5250
0
0
SENSATA TECHNOLOGIES HOLDING
COM
N7902X106
223
4996
SH
DFND
1
4996
0
0
SERVICESOURCE INTL INC 1.500% 08/01/18 CVT
BND
81763UAB6
3398
4500000
PRN
DFND
1
4500000
0
0
SHUTTERFLY INC 0.250% 05/15/18 CVT
BND
82568PAB2
9791
9500000
PRN
DFND
1
9500000
0
0
SIGNET JEWELERS LTD
COM
G81276100
790
6932
SH
DFND
1
6932
0
0
SIMON PROPERTY GROUP INC
COM
828806109
2727
16586
SH
DFND
1
16586
0
0
SIRONA DENTAL SYSTEMS INC
COM
82966C103
407
5313
SH
DFND
1
5313
0
0
Salix Pharmaceuticals Ltd.
COM
795435106
312
2000
SH
Call
DFND
1
0
0
0
Salix Pharmaceuticals Ltd.
COM
795435106
2344
15000
SH
Call
DFND
1
0
0
0
SM ENERGY CO
COM
78454L100
3007
38552
SH
DFND
1
38552
0
0
SOUTHCROSS ENERGY PARTNERS L
COM
84130C100
234
10959
SH
DFND
1
10959
0
0
SOUTHWEST AIRLINES CO
COM
844741108
1280
37881
SH
DFND
1
37881
0
0
SPDR S&P 500 ETF TRUST
COM
78462F103
6654
33775
SH
DFND
1
33775
0
0
SPECTRANETICS CORP 2.625% 06/01/34 CVT
BND
84760CAA5
27570
24561000
PRN
DFND
1
24561000
0
0
SPIRIT REALTY CAPITAL IN 3.750% 05/15/21 CVT
BND
84860WAB8
2912
3000000
PRN
DFND
1
3000000
0
0
STANLEY BLACK & DECKER INC
COM
854502101
574
6468
SH
DFND
1
6468
0
0
STARBUCKS CORP
COM
855244109
1186
15712
SH
DFND
1
15712
0
0
STARZ - A
COM
85571Q102
525
15867
SH
DFND
1
15766
0
101
SUN COMMUNITIES INC
COM
866674104
2094
41476
SH
DFND
1
41476
0
0
SUN HYDRAULICS CORP
COM
866942105
337
8953
SH
DFND
1
8896
0
57
SUNPOWER CORP 0.750% 06/01/18 CVT
BND
867652AG4
32519
22000000
PRN
DFND
1
22000000
0
0
SUNTRUST BANKS INC
COM
867914103
408
10741
SH
DFND
1
10741
0
0
SUPERIOR ENERGY SERVICES INC
COM
868157108
371
11285
SH
DFND
1
11285
0
0
SYNNEX CORP
COM
87162W100
342
5285
SH
DFND
1
5251
0
34
T ROWE PRICE GROUP INC
COM
74144T108
379
4837
SH
DFND
1
4837
0
0
TAKE-TWO INTERACTIVE SOF 1.000% 07/01/18 CVT
BND
874054AD1
6169
5000000
PRN
DFND
1
5000000
0
0
TAKE-TWO INTERACTIVE SOF 1.750% 12/01/16 CVT
BND
874054AC3
26575
20000000
PRN
DFND
1
20000000
0
0
TALLGRASS ENERGY PARTNERS LP
COM
874697105
1004
22162
SH
DFND
1
22162
0
0
TARGA RESOURCES CORP
COM
87612G101
3042
22339
SH
DFND
1
22318
0
21
TATA MOTORS LTD-SPON ADR
ADR
876568502
209
4769
SH
DFND
1
4769
0
0
TD AMERITRADE HOLDING CORP
COM
87236Y108
753
22556
SH
DFND
1
22556
0
0
TEAM HEALTH HOLDINGS INC
COM
87817A107
387
6685
SH
DFND
1
6643
0
42
TEEKAY CORP
COM
Y8564W103
3326
50118
SH
DFND
1
50091
0
27
TEVA PHARMACEUTICAL-SP ADR
ADR
881624209
506
9421
SH
DFND
1
9421
0
0
TFS FINANCIAL CORP
COM
87240R107
433
30208
SH
DFND
1
30208
0
0
THERMON GROUP HOLDINGS INC
COM
88362T103
292
11936
SH
DFND
1
11859
0
77
TIFFANY & CO
COM
886547108
317
3296
SH
DFND
1
3296
0
0
TIME WARNER CABLE
COM
88732J207
1189
8287
SH
DFND
1
8287
0
0
TJX COMPANIES INC
COM
872540109
548
9267
SH
DFND
1
9267
0
0
T-MOBILE US INC
COM
872590104
1243
43073
SH
DFND
1
43073
0
0
T-Mobile US, Inc.
COM
872590104
1444
50000
SH
Call
DFND
1
0
0
0
TOLL BROTHERS INC
COM
889478103
2445
78450
SH
DFND
1
78450
0
0
TORCHMARK CORP
COM
891027104
383
7310
SH
DFND
1
7310
0
0
TRANSDIGM GROUP INC
COM
893641100
2120
11498
SH
DFND
1
11498
0
0
TREX COMPANY INC
COM
89531P105
275
7972
SH
DFND
1
7924
0
48
TRICO BANCSHARES
COM
896095106
226
9948
SH
DFND
1
9884
0
64
TWENTY-FIRST CENTURY FOX-A
COM
90130A101
843
24590
SH
DFND
1
24590
0
0
TYSON FOODS INC-CL A
COM
902494103
525
13344
SH
DFND
1
13344
0
0
UDR INC
COM
902653104
434
15948
SH
DFND
1
15948
0
0
UNION PACIFIC CORP
COM
907818108
7987
73669
SH
DFND
1
73669
0
0
UNITED PARCEL SERVICE-CL B
COM
911312106
1017
10347
SH
DFND
1
10347
0
0
UNITED TECHNOLOGIES CORP
COM
913017109
529
5014
SH
DFND
1
5014
0
0
UNIVERSAL AMERICAN CORP
COM
91338E101
220
27333
SH
DFND
1
27163
0
170
VALEANT PHARMACEUTICALS INTE
COM
91911K102
1515
11545
SH
DFND
1
11545
0
0
VANTIV INC - CL A
COM
92210H105
3232
104622
SH
DFND
1
104622
0
0
VENTAS INC
COM
92276F100
433
6989
SH
DFND
1
6989
0
0
VERACYTE INC
COM
92337F107
142
14630
SH
DFND
1
14537
0
93
VERIFONE SYSTEMS INC
COM
92342Y109
344
9999
SH
DFND
1
9936
0
63
VERIZON COMMUNICATIONS INC
COM
92343V104
3993
79874
SH
DFND
1
79874
0
0
VERTEX ENERGY INC
COM
92534K107
142
20459
SH
DFND
1
20329
0
130
VERTEX PHARMACEUTICALS INC
COM
92532F100
1421
12654
SH
DFND
1
12654
0
0
VF CORP
COM
918204108
1631
24694
SH
DFND
1
24694
0
0
VIACOM INC-CLASS B
COM
92553P201
1196
15544
SH
DFND
1
15544
0
0
VIRTUS INVESTMENT PARTNERS
COM
92828Q109
278
1596
SH
DFND
1
1586
0
10
VISA INC-CLASS A SHARES
COM
92826C839
1571
7360
SH
DFND
1
7360
0
0
VOYA FINANCIAL INC
COM
929089100
2830
72385
SH
DFND
1
72385
0
0
WABCO HOLDINGS INC
COM
92927K102
1031
11336
SH
DFND
1
11336
0
0
WABTEC CORP
COM
929740108
1432
17669
SH
DFND
1
17669
0
0
WALGREEN CO
COM
931422109
767
12950
SH
DFND
1
12950
0
0
WALT DISNEY CO/THE
COM
254687106
4390
49314
SH
DFND
1
49314
0
0
WASTE MANAGEMENT INC
COM
94106L109
689
14508
SH
DFND
1
14508
0
0
WATSCO INC
COM
942622200
422
4896
SH
DFND
1
4865
0
31
WEB.COM GROUP INC 1.000% 08/15/18 CVT
BND
94733AAA2
9019
9870000
PRN
DFND
1
9870000
0
0
WELLS FARGO & CO
COM
949746101
1160
22377
SH
DFND
1
22377
0
0
WESTERN DIGITAL CORP
COM
958102105
622
6395
SH
DFND
1
6395
0
0
WESTLAKE CHEMICAL CORP
COM
960413102
2872
33162
SH
DFND
1
33131
0
31
WEX INC
COM
96208T104
345
3123
SH
DFND
1
3103
0
20
WEYERHAEUSER CO
COM
962166104
463
14525
SH
DFND
1
14525
0
0
WHIRLPOOL CORP
COM
963320106
441
3033
SH
DFND
1
3033
0
0
WHITEWAVE FOODS CO - CL A
COM
966244105
1793
49349
SH
DFND
1
49293
0
56
WINDSTREAM HOLDINGS INC
COM
97382A101
403
37335
SH
DFND
1
37335
0
0
WINNEBAGO INDUSTRIES
COM
974637100
288
13203
SH
DFND
1
13121
0
82
WINTRUST FINANCIAL CORP
COM
97650W108
245
5483
SH
DFND
1
5448
0
35
WISCONSIN ENERGY CORP
COM
976657106
379
8813
SH
DFND
1
8813
0
0
WORKDAY INC 1.500% 07/15/20 CVT
BND
98138HAD3
31708
25580000
PRN
DFND
1
25580000
0
0
WR BERKLEY CORP
COM
084423102
445
9325
SH
DFND
1
9325
0
0
WRIGHT MEDICAL GROUP INC 2.000% 08/15/17 CVT
BND
98235TAC1
11405
8535000
PRN
DFND
1
8535000
0
0
WYNDHAM WORLDWIDE CORP
COM
98310W108
3967
48816
SH
DFND
1
48816
0
0
XL GROUP PLC
COM
G98290102
489
14734
SH
DFND
1
14734
0
0
ZIMMER HOLDINGS INC
COM
98956P102
564
5613
SH
DFND
1
5613
0
0
ZIONS BANCORPORATION
COM
989701107
1420
48858
SH
DFND
1
48858
0
0