0000909012-15-000205.txt : 20150513
0000909012-15-000205.hdr.sgml : 20150513
20150513123004
ACCESSION NUMBER: 0000909012-15-000205
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20150331
FILED AS OF DATE: 20150513
DATE AS OF CHANGE: 20150513
EFFECTIVENESS DATE: 20150513
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: 15857329
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
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0001030815
XXXXXXXX
03-31-2015
03-31-2015
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
05-12-2015
1
462
859998
false
1
028-11405
Nuveen Investments Inc.
INFORMATION TABLE
2
aci_13f.xml
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COM
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AEROJET ROCKETDYNE HOLDINGS
COM
007800105
327
14113
SH
DFND
1
14113
0
0
AGRIUM INC
COM
008916108
564
5405
SH
DFND
1
5405
0
0
ALCOA INC
COM
013817101
289
22362
SH
DFND
1
22362
0
0
ALLIANCE DATA SYSTEMS CORP
COM
018581108
534
1802
SH
DFND
1
1802
0
0
AMAZON.COM INC
COM
023135106
2507
6737
SH
DFND
1
6737
0
0
AMEREN CORPORATION
COM
023608102
397
9399
SH
DFND
1
9399
0
0
AMERICAN EXPRESS CO
COM
025816109
4258
54509
SH
DFND
1
54509
0
0
AMETEK INC
COM
031100100
2818
53637
SH
DFND
1
53637
0
0
AMGEN INC
COM
031162100
4246
26563
SH
DFND
1
26563
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AMPHENOL CORP-CL A
COM
032095101
355
6019
SH
DFND
1
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0
0
APPLE INC
COM
037833100
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119394
SH
DFND
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119394
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0
APPLIED MATERIALS INC
COM
038222105
263
11667
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DFND
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ASPEN TECHNOLOGY INC
COM
045327103
261
6785
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ASTRAZENECA PLC-SPONS ADR
ADR
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AUTOZONE INC
COM
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AXCELIS TECHNOLOGIES INC
COM
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BB&T CORP
COM
054937107
324
8316
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BAKER HUGHES INC
COM
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ADR
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551
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BANK OF AMERICA CORP 7.250% PERP SR:L CVT
BND
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PRN
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BARNES GROUP INC
COM
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BAXTER INTERNATIONAL INC
COM
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COM
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COM
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COM
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BRIGGS & STRATTON
COM
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BRINKER INTERNATIONAL INC
COM
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COM
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BROADCOM CORP-CL A
COM
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BURLINGTON STORES INC
COM
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DFND
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CIGNA CORP
COM
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SH
DFND
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CSG SYSTEMS INTL INC
COM
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CSX CORP
COM
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SH
DFND
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CABELA'S INC
COM
126804301
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SH
DFND
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CALGON CARBON CORP
COM
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43716
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CALUMET SPECIALTY PRODUCTS
COM
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CANADIAN SOLAR INC
COM
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CAPITAL SENIOR LIVING CORP
COM
140475104
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CARLISLE COS INC
COM
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DFND
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CARMAX INC
COM
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DFND
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CARTER'S INC
COM
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DFND
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CASEY'S GENERAL STORES INC
COM
147528103
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DFND
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CELGENE CORP
COM
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CHESAPEAKE LODGING TRUST
COM
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COM
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DFND
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CIENA CORP
COM
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COM
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COGNIZANT TECH SOLUTIONS-A
COM
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COM
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DTE ENERGY COMPANY
COM
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DANAHER CORP
COM
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DAVE & BUSTER'S ENTERTAINMEN
COM
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DELEK US HOLDINGS INC
COM
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DELTA AIR LINES INC
COM
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DEXCOM INC
COM
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COM
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Eaton Vance Floating Rate Income Trust
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51JOB INC-ADR
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ARTHUR J GALLAGHER & CO
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COM
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COM
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GILEAD SCIENCES INC
COM
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GILDAN ACTIVEWEAR INC
COM
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GLOBUS MEDICAL INC - A
COM
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COM
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COM
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HOME DEPOT INC
COM
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HONEYWELL INTERNATIONAL INC
COM
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HORSEHEAD HOLDING CORP
COM
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ADR
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HUDSON PACIFIC PROPERTIES IN
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COM
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HUNTSMAN CORP
COM
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ILLUMINA INC
COM
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ADR
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INTEL CORP
COM
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INTERNATIONAL PAPER CO
COM
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INTUIT INC
COM
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ISIS PHARMACEUTICALS INC
COM
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ADR
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COM
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COM
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COM
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COM
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ADR
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KROGER CO
COM
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DFND
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COM
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LASALLE HOTEL PROPERTIES
COM
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LEAR CORP
COM
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LINEAR TECHNOLOGY CORP
COM
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LITHIA MOTORS INC-CL A
COM
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LOCKHEED MARTIN CORP
COM
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MAGNA INTERNATIONAL INC
COM
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SH
DFND
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MANHATTAN ASSOCIATES INC
COM
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DFND
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MARRIOTT INTERNATIONAL -CL A
COM
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MCDONALD'S CORP
COM
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SH
DFND
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MEAD JOHNSON NUTRITION CO
COM
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SH
DFND
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MEDASSETS INC
COM
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MERIT MEDICAL SYSTEMS INC
COM
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MICROSOFT CORP
COM
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SH
DFND
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MICRON TECHNOLOGY INC
COM
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DFND
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MINERALS TECHNOLOGIES INC
COM
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435
5950
SH
DFND
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MITSUBISHI UFJ FINL-SPON ADR
ADR
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SH
DFND
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MONSTER BEVERAGE CORP
COM
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DFND
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MOODY'S CORP
COM
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5170
SH
DFND
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0
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MOVADO GROUP INC
COM
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SH
DFND
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NMI HOLDINGS INC-CLASS A
COM
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21142
SH
DFND
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Nektar Therapeutics
COM
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352
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SH
DFND
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COM
651587107
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SH
DFND
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0
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NEWPORT CORP
COM
651824104
498
26117
SH
DFND
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NIDEC CORPORATION-SPON ADR
ADR
654090109
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SH
DFND
1
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0
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NIKE INC -CL B
COM
654106103
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19858
SH
DFND
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0
0
NOBLE ENERGY INC
COM
655044105
873
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SH
DFND
1
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NORFOLK SOUTHERN CORP
COM
655844108
652
6329
SH
DFND
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0
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NOVO-NORDISK A/S-SPONS ADR
ADR
670100205
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20426
SH
DFND
1
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0
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NUCOR CORP
COM
670346105
216
4537
SH
DFND
1
4537
0
0
OLD DOMINION FREIGHT LINE
COM
679580100
1943
25142
SH
DFND
1
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0
0
PPG INDUSTRIES INC
COM
693506107
1902
8435
SH
DFND
1
8435
0
0
PACKAGING CORP OF AMERICA
COM
695156109
1455
18603
SH
DFND
1
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0
0
PACWEST BANCORP
COM
695263103
2774
59150
SH
DFND
1
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64
PARK-OHIO HOLDINGS CORP
COM
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386
7339
SH
DFND
1
7311
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28
PEARSON PLC-SPONSORED ADR
ADR
705015105
606
28037
SH
DFND
1
28037
0
0
PENN NATIONAL GAMING INC
COM
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479
30596
SH
DFND
1
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114
PEPSICO INC
COM
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2906
30393
SH
DFND
1
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0
0
PFIZER INC
COM
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6287
180710
SH
DFND
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0
0
PHILIP MORRIS INTERNATIONAL
COM
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918
12193
SH
DFND
1
12193
0
0
PINNACLE WEST CAPITAL
COM
723484101
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18064
SH
DFND
1
18064
0
0
PIONEER NATURAL RESOURCES CO
COM
723787107
679
4153
SH
DFND
1
4153
0
0
PORTLAND GENERAL ELECTRIC CO
COM
736508847
1368
36900
SH
DFND
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61
PRICELINE GROUP INC/THE
COM
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3012
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PROCTER & GAMBLE CO/THE
COM
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PRIVATEBANCORP INC
COM
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QUALCOMM INC
COM
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RACKSPACE HOSTING INC
COM
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537
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DFND
1
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0
0
RAYTHEON COMPANY
COM
755111507
634
5804
SH
DFND
1
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0
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RED HAT INC
COM
756577102
1901
25100
SH
DFND
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RELIANCE STEEL & ALUMINUM
COM
759509102
955
15640
SH
DFND
1
15640
0
0
RIO TINTO PLC-SPON ADR
ADR
767204100
669
16140
SH
DFND
1
16140
0
0
RITE AID CORP
COM
767754104
1456
167591
SH
DFND
1
167347
0
244
ROSS STORES INC
COM
778296103
3738
35481
SH
DFND
1
35481
0
0
ROYAL DUTCH SHELL-SPON ADR-B
ADR
780259107
844
13459
SH
DFND
1
13459
0
0
RYANAIR HOLDINGS PLC-SP ADR
ADR
783513104
672
10060
SH
DFND
1
10060
0
0
SEI INVESTMENTS COMPANY
COM
784117103
3074
69722
SH
DFND
1
69722
0
0
SCHLUMBERGER LTD
COM
806857108
2869
34384
SH
DFND
1
34384
0
0
SCHWAB (CHARLES) CORP
COM
808513105
1117
36689
SH
DFND
1
36689
0
0
SEMPRA ENERGY
COM
816851109
664
6091
SH
DFND
1
6091
0
0
SHERWIN-WILLIAMS CO/THE
COM
824348106
421
1482
SH
DFND
1
1482
0
0
SIBANYE GOLD- SPON ADR
ADR
825724206
497
58248
SH
DFND
1
58248
0
0
SIMON PROPERTY GROUP INC
COM
828806109
3223
16478
SH
DFND
1
16478
0
0
JM SMUCKER CO/THE
COM
832696405
663
5727
SH
DFND
1
5727
0
0
SONIC CORP
COM
835451105
1208
38108
SH
DFND
1
38041
0
67
SONY CORP-SPONSORED ADR
ADR
835699307
399
14884
SH
DFND
1
14884
0
0
SOUTHERN CO/THE
COM
842587107
479
10807
SH
DFND
1
10807
0
0
SOUTHWEST AIRLINES CO
COM
844741108
1753
39585
SH
DFND
1
39585
0
0
STANLEY BLACK & DECKER INC
COM
854502101
304
3195
SH
DFND
1
3195
0
0
STARBUCKS CORP
COM
855244109
1247
13315
SH
DFND
1
13315
0
0
SUN COMMUNITIES INC
COM
866674104
2174
32583
SH
DFND
1
32552
0
31
SUN HYDRAULICS CORP
COM
866942105
430
10392
SH
DFND
1
10353
0
39
SUPERVALU INC
COM
868536103
862
74150
SH
DFND
1
74150
0
0
TJX COMPANIES INC
COM
872540109
863
12324
SH
DFND
1
12324
0
0
TAIWAN SEMICONDUCTOR-SP ADR
ADR
874039100
751
31982
SH
DFND
1
31982
0
0
TALLGRASS ENERGY PARTNERS LP
COM
874697105
742
14674
SH
DFND
1
14674
0
0
TANGER FACTORY OUTLET CENTER
COM
875465106
998
28363
SH
DFND
1
28363
0
0
TATA MOTORS LTD-SPON ADR
ADR
876568502
628
13941
SH
DFND
1
13941
0
0
TECK RESOURCES LTD-CLS B
COM
878742204
489
35680
SH
DFND
1
35680
0
0
TEVA PHARMACEUTICAL-SP ADR
ADR
881624209
1369
21989
SH
DFND
1
21989
0
0
TOTAL SYSTEM SERVICES INC
COM
891906109
594
15587
SH
DFND
1
15587
0
0
TOYOTA MOTOR CORP -SPON ADR
ADR
892331307
1340
9585
SH
DFND
1
9585
0
0
TRANSDIGM GROUP INC
COM
893641100
2373
10850
SH
DFND
1
10850
0
0
Tribune Media Company
COM
896047503
9159
150621
SH
DFND
1
150621
0
0
Tribune Publishing Company
COM
896082104
730
37653
SH
DFND
1
37653
0
0
TRICO BANCSHARES
COM
896095106
356
14726
SH
DFND
1
14670
0
56
TYSON FOODS INC-CL A
COM
902494103
530
13821
SH
DFND
1
13821
0
0
UDR INC
COM
902653104
428
12579
SH
DFND
1
12579
0
0
UNILEVER PLC-SPONSORED ADR
ADR
904767704
718
17228
SH
DFND
1
17228
0
0
UNILEVER N V -NY SHARES
COM
904784709
539
12910
SH
DFND
1
12910
0
0
UNION PACIFIC CORP
COM
907818108
6833
63082
SH
DFND
1
63082
0
0
UNITED CONTINENTAL HOLDINGS
COM
910047109
1718
25556
SH
DFND
1
25556
0
0
UNITED PARCEL SERVICE-CL B
COM
911312106
655
6753
SH
DFND
1
6753
0
0
UNITED TECHNOLOGIES CORP
COM
913017109
755
6444
SH
DFND
1
6444
0
0
UNITIL CORP
COM
913259107
367
10541
SH
DFND
1
10502
0
39
VANGUARD FTSE EUROPE ETF
COM
922042874
529
9750
SH
DFND
1
9750
0
0
VERMILION ENERGY INC
COM
923725105
687
16322
SH
DFND
1
16322
0
0
VOYA FINANCIAL INC
COM
929089100
4938
114529
SH
DFND
1
114529
0
0
WABTEC CORP
COM
929740108
1709
17993
SH
DFND
1
17993
0
0
WALGREENS BOOTS ALLIANCE INC
COM
931427108
4471
52793
SH
DFND
1
52793
0
0
WATSCO INC
COM
942622200
1220
9711
SH
DFND
1
9686
0
25
WELLS FARGO & CO
COM
949746101
3657
67220
SH
DFND
1
67220
0
0
WELLS FARGO & COMPANY 7.500% PERP SR:L CVT
BND
949746804
428
350
PRN
DFND
1
350
0
0
WESTERN DIGITAL CORP
COM
958102105
337
3705
SH
DFND
1
3705
0
0
WESTLAKE CHEMICAL CORP
COM
960413102
453
6297
SH
DFND
1
6297
0
0
WEYERHAEUSER CO
COM
962166104
465
14032
SH
DFND
1
14032
0
0
WHIRLPOOL CORP
COM
963320106
227
1122
SH
DFND
1
1122
0
0
WHITEWAVE FOODS CO - CL A
COM
966244105
2669
60191
SH
DFND
1
60164
0
27
WILLIAMS COS INC
COM
969457100
660
13058
SH
DFND
1
13058
0
0
WINNEBAGO INDUSTRIES
COM
974637100
270
12683
SH
DFND
1
12635
0
48
WISCONSIN ENERGY CORP
COM
976657106
465
9388
SH
DFND
1
9388
0
0
XPO LOGISTICS INC
COM
983793100
1289
28348
SH
DFND
1
28314
0
34
YELP INC
COM
985817105
1297
27387
SH
DFND
1
27387
0
0
BT GROUP PLC-SPON ADR
ADR
05577E101
769
11791
SH
DFND
1
11791
0
0
UNIVERSAL AMERICAN CORP
COM
91338E101
419
39259
SH
DFND
1
39112
0
147
QUANTA SERVICES INC
COM
74762E102
1240
43478
SH
DFND
1
43478
0
0
BLACKHAWK NETWORK HOLDINGS I
COM
09238E104
1111
31072
SH
DFND
1
31028
0
44
AMERISOURCEBERGEN CORP
COM
03073E105
1900
16718
SH
DFND
1
16718
0
0
FIRST TRUST NYSE ARCA BIOTEC
COM
33733E203
651
5506
SH
DFND
1
5486
0
20
AMEC PLC - SPON ADR
ADR
00167X205
538
40271
SH
DFND
1
40271
0
0
ABBVIE INC
COM
00287Y109
2183
37284
SH
DFND
1
37284
0
0
ABENGOA SA
COM
00289R201
313
17301
SH
DFND
1
17301
0
0
ACORDA THERAPEUTICS INC 1.750% 06/15/21 CVT
BND
00484MAA4
13087
12783000
PRN
DFND
1
12783000
0
0
ADOBE SYSTEMS INC
COM
00724F101
894
12090
SH
DFND
1
12090
0
0
AKAMAI TECHNOLOGIES INC
COM
00971T101
1997
28111
SH
DFND
1
28111
0
0
ALERE INC
COM
01449J105
654
13379
SH
DFND
1
13379
0
0
ALLSCRIPTS HEALTHCARE SO 1.250% 07/01/20 CVT
BND
01988PAD0
7597
7727000
PRN
DFND
1
7727000
0
0
ALTRIA GROUP INC
COM
02209S103
562
11234
SH
DFND
1
11234
0
0
AMERICAN AIRLINES GROUP INC
COM
02376R102
422
8000
SH
DFND
1
8000
0
0
AMERICAN AIRLINES GROUP INC
COM
02376R102
1512
28643
SH
DFND
1
28643
0
0
AMERICAN CAPITAL LTD
COM
02503Y103
1587
107323
SH
DFND
1
107235
0
88
AMERIPRISE FINANCIAL INC
COM
03076C106
3871
29589
SH
DFND
1
29589
0
0
ANNALY CAPITAL MGMT 5.000% 05/15/15 CVT
BND
035710AB8
3911
3901000
PRN
DFND
1
3901000
0
0
MERITOR INC FLT 03/01/26 CVT
BND
043353AF8
253
250000
PRN
DFND
1
250000
0
0
AUTONATION INC
COM
05329W102
707
10985
SH
DFND
1
10985
0
0
BANCO MACRO SA-ADR
ADR
05961W105
955
16697
SH
DFND
1
16697
0
0
BANCO SANTANDER SA-SPON ADR
ADR
05964H105
409
54881
SH
DFND
1
54881
0
0
BANCO SANTANDER-CHILE-ADR
ADR
05965X109
265
12234
SH
DFND
1
12234
0
0
BANNER CORPORATION
COM
06652V208
460
10026
SH
DFND
1
9989
0
37
BERRY PLASTICS GROUP INC
COM
08579W103
1028
28420
SH
DFND
1
28381
0
39
BIOMARIN PHARMACEUTICAL 0.750% 10/15/18 CVT
BND
09061GAE1
17659
12000000
PRN
DFND
1
12000000
0
0
BIOGEN IDEC INC
COM
09062X103
2025
4796
SH
DFND
1
4796
0
0
BJ'S RESTAURANTS INC
COM
09180C106
539
10679
SH
DFND
1
10664
0
15
BRISTOW GROUP INC 3.000% 06/15/38 CVT
BND
110394AC7
351
350000
PRN
DFND
1
350000
0
0
CBRE GROUP INC - A
COM
12504L109
3077
79505
SH
DFND
1
79505
0
0
CST BRANDS INC
COM
12646R105
708
16151
SH
DFND
1
16090
0
61
CAMECO CORP
COM
13321L108
431
30887
SH
DFND
1
30887
0
0
CARDTRONICS INC
COM
14161H108
351
9342
SH
DFND
1
9307
0
35
CARNIVAL PLC-ADR
ADR
14365C103
657
13427
SH
DFND
1
13427
0
0
CHARTER COMMUNICATION-A
COM
16117M305
467
2419
SH
DFND
1
2419
0
0
CHENIERE ENERGY INC
COM
16411R208
892
11525
SH
DFND
1
11525
0
0
CHINA BIOLOGIC PRODUCTS INC
COM
16938C106
328
3431
SH
DFND
1
3431
0
0
CHINA MOBILE LTD-SPON ADR
ADR
16941M109
597
9173
SH
DFND
1
9173
0
0
CHUNGHWA TELECOM LT-SPON ADR
ADR
17133Q502
719
22423
SH
DFND
1
22423
0
0
CLEAR CHANNEL OUTDOOR-CL A
COM
18451C109
470
46407
SH
DFND
1
46407
0
0
CLEARWATER PAPER CORP
COM
18538R103
485
7423
SH
DFND
1
7395
0
28
CLUBCORP HOLDINGS INC
COM
18948M108
2229
115116
SH
DFND
1
115033
0
83
COBALT INTL ENERGY INC 2.625% 12/01/19 CVT
BND
19075FAA4
8904
12250000
PRN
DFND
1
12250000
0
0
COMCAST CORP-CLASS A
COM
20030N101
5435
96254
SH
DFND
1
96254
0
0
COMMSCOPE HOLDING CO INC
COM
20337X109
308
10799
SH
DFND
1
10758
0
41
COMPASS MINERALS INTERNATION
COM
20451N101
3015
32340
SH
DFND
1
32340
0
0
CONSTELLATION BRANDS INC-A
COM
21036P108
1776
15283
SH
DFND
1
15283
0
0
CORNERSTONE ONDEMAND INC
COM
21925Y103
802
27750
SH
DFND
1
27750
0
0
COSTCO WHOLESALE CORP
COM
22160K105
4081
26934
SH
DFND
1
26934
0
0
COWEN GROUP INC 3.000% 03/15/19 CVT
BND
223622AB7
1705
1500000
PRN
DFND
1
1500000
0
0
CROWN CASTLE INTL CORP
COM
22822V101
371
4491
SH
DFND
1
4491
0
0
CTRIP.COM INTER LTD. 1.250% 10/15/18 CVT
BND
22943FAD2
3141
3000000
PRN
DFND
1
3000000
0
0
DENNY'S CORP
COM
24869P104
1236
108436
SH
DFND
1
108317
0
119
DIRECTV
COM
25490A309
2730
32076
SH
DFND
1
32076
0
0
DOMINION RESOURCES INC/VA
COM
25746U109
497
7013
SH
DFND
1
7013
0
0
DOMINO'S PIZZA INC
COM
25754A201
479
4769
SH
DFND
1
4769
0
0
EOG RESOURCES INC
COM
26875P101
2122
23145
SH
DFND
1
23145
0
0
EQT CORP
COM
26884L109
740
8926
SH
DFND
1
8926
0
0
ETFS PHYSICAL PALLADIUM SHAR
COM
26923A106
1989
27898
SH
DFND
1
27898
0
0
EAST WEST BANCORP INC
COM
27579R104
1125
27817
SH
DFND
1
27817
0
0
Eaton Vance Senior Income Trust
COM
27826S103
6305
968586
SH
DFND
1
968586
0
0
EMERGENT BIOSOLUTIONS INC
COM
29089Q105
705
24525
SH
DFND
1
24464
0
61
EMERGE ENERGY SERVICES LP
COM
29102H108
523
11020
SH
DFND
1
11020
0
0
EQUINIX INC
COM
29444U700
3291
14132
SH
DFND
1
14132
0
0
DELHAIZE GROUP - SPONS ADR
ADR
29759W101
738
32966
SH
DFND
1
32966
0
0
EVERTEC INC
COM
30040P103
518
23689
SH
DFND
1
23600
0
89
EXPEDIA INC
COM
30212P303
418
4444
SH
DFND
1
4444
0
0
EXPRESS SCRIPTS HOLDING CO
COM
30219G108
1102
12697
SH
DFND
1
12697
0
0
EXTRA SPACE STORAGE INC
COM
30225T102
533
7886
SH
DFND
1
7886
0
0
EXXON MOBIL CORP
COM
30231G102
568
6688
SH
DFND
1
6688
0
0
FCB FINANCIAL HOLDINGS-CL A
COM
30255G103
481
17570
SH
DFND
1
17504
0
66
FACEBOOK INC-A
COM
30303M102
7771
94524
SH
DFND
1
94524
0
0
FEDEX CORP
COM
31428X106
3200
19341
SH
DFND
1
19341
0
0
FIDELITY NATIONAL INFORMATIO
COM
31620M106
391
5741
SH
DFND
1
5741
0
0
FNF GROUP
COM
31620R303
1194
32499
SH
DFND
1
32499
0
0
FNFV GROUP
COM
31620R402
530
37538
SH
DFND
1
37397
0
141
FIRST DEFIANCE FINL CORP
COM
32006W106
389
11864
SH
DFND
1
11819
0
45
FLY LEASING LTD-ADR
ADR
34407D109
2130
146293
SH
DFND
1
146158
0
135
GLAXOSMITHKLINE PLC-SPON ADR
ADR
37733W105
980
21239
SH
DFND
1
21239
0
0
GOOGLE INC-CL A
COM
38259P508
11591
20897
SH
DFND
1
20897
0
0
HCA HOLDINGS INC
COM
40412C101
3471
46141
SH
DFND
1
46141
0
0
HALYARD HEALTH INC
COM
40650V100
480
9771
SH
DFND
1
9735
0
36
HEALTH CARE REIT INC
COM
42217K106
451
5833
SH
DFND
1
5833
0
0
HEALTHWAYS INC 1.500% 07/01/18 CVT
BND
422245AB6
3497
3000000
PRN
DFND
1
3000000
0
0
HEALTHCARE TRUST OF AME-CL A
COM
42225P501
382
13704
SH
DFND
1
13704
0
0
HOLOGIC INC FLT 03/01/42 SR:2012 CVT
BND
436440AC5
210
170000
PRN
DFND
1
170000
0
0
HOLOGIC INC FLT 12/15/43 CVT
BND
436440AG6
7128
6070000
PRN
DFND
1
6070000
0
0
HOST HOTELS & RESORTS INC
COM
44107P104
307
15221
SH
DFND
1
15221
0
0
ISTAR FINANCIAL INC
COM
45031U101
316
24316
SH
DFND
1
24225
0
91
IXIA 3.000% 12/15/15 CVT
BND
45071RAB5
6927
6905000
PRN
DFND
1
6905000
0
0
INPHI CORP
COM
45772F107
1224
68659
SH
DFND
1
68556
0
103
INNOPHOS HOLDINGS INC
COM
45774N108
589
10447
SH
DFND
1
10447
0
0
INSULET CORP
COM
45784P101
353
10580
SH
DFND
1
10539
0
41
INTEGRA LIFESCIENCES HLD 1.625% 12/15/16 CVT
BND
457985AK5
9390
8130000
PRN
DFND
1
8130000
0
0
INTEL CORP 3.250% 08/01/39 CVT
BND
458140AF7
444
281000
PRN
DFND
1
281000
0
0
INTERACTIVE BROKERS GRO-CL A
COM
45841N107
491
14427
SH
DFND
1
14427
0
0
INTERCONTINENTAL HOTELS-ADR
ADR
45857P509
306
7812
SH
DFND
1
7812
0
0
JANUS CAPITAL GROUP INC 0.750% 07/15/18 SR:JNS CVT
BND
47102XAH8
7564
4700000
PRN
DFND
1
4700000
0
0
KAR AUCTION SERVICES INC
COM
48238T109
344
9087
SH
DFND
1
9087
0
0
KCG HOLDINGS INC-CL A
COM
48244B100
957
78084
SH
DFND
1
77953
0
131
KRAFT FOODS GROUP INC
COM
50076Q106
787
9026
SH
DFND
1
9026
0
0
LG DISPLAY CO LTD-ADR
ADR
50186V102
701
49026
SH
DFND
1
49026
0
0
LA QUINTA HOLDINGS INC
COM
50420D108
652
27556
SH
DFND
1
27453
0
103
LEVEL 3 COMMUNICATIONS INC
COM
52729N308
1402
26050
SH
DFND
1
26050
0
0
LUXOTTICA GROUP SPA-SPON ADR
ADR
55068R202
646
10292
SH
DFND
1
10292
0
0
M & T BANK CORP
COM
55261F104
438
3449
SH
DFND
1
3449
0
0
MA-COM TECHNOLOGY SOLUTIONS
COM
55405Y100
586
15720
SH
DFND
1
15662
0
58
MADISON SQUARE GAR INC-A
COM
55826P100
889
10496
SH
DFND
1
10474
0
22
Market Vectors Russia ETF
COM
57060U506
477
28000
SH
DFND
1
28000
0
0
MARRIOTT VACATIONS WORLD
COM
57164Y107
812
10014
SH
DFND
1
9977
0
37
MASTERCARD INC-CLASS A
COM
57636Q104
3248
37595
SH
DFND
1
37595
0
0
MCKESSON CORP
COM
58155Q103
3498
15462
SH
DFND
1
15462
0
0
MERCK & CO. INC.
COM
58933Y105
813
14130
SH
DFND
1
14130
0
0
MERITOR INC
COM
59001K100
348
27610
SH
DFND
1
27507
0
103
METHANEX CORP
COM
59151K108
1240
23149
SH
DFND
1
23130
0
19
MICRON TECHNOLOGY INC 3.000% 11/15/43 SR:G CVT
BND
595112AY9
415
375000
PRN
DFND
1
375000
0
0
MYLAN INC 3.750% 09/15/15 CVT
BND
628530AJ6
200
45000
PRN
DFND
1
45000
0
0
NET 1 UEPS TECHNOLOGIES INC
COM
64107N206
615
44936
SH
DFND
1
44766
0
170
NETFLIX INC
COM
64110L106
541
1299
SH
DFND
1
1299
0
0
NETSUITE INC 0.250% 06/01/18 CVT
BND
64118QAB3
15581
15000000
PRN
DFND
1
15000000
0
0
NORTHSTAR REALTY FINANCE
COM
66704R704
261
14388
SH
DFND
1
14333
0
55
NORTHSTAR ASSET MANAGEMENT
COM
66705Y104
1311
56140
SH
DFND
1
56037
0
103
NOVARTIS AG-SPONSORED ADR
ADR
66987V109
1431
14514
SH
DFND
1
14514
0
0
NOVELLUS SYSTEMS INC 2.625% 05/15/41 CVT
BND
670008AD3
204
100000
PRN
DFND
1
100000
0
0
NUSTAR GP HOLDINGS LLC
COM
67059L102
1837
51910
SH
DFND
1
51896
0
14
O'REILLY AUTOMOTIVE INC
COM
67103H107
3883
17955
SH
DFND
1
17955
0
0
ON SEMICONDUCTOR CORP 2.625% 12/15/26 SR:B CVT
BND
682189AH8
16273
12713000
PRN
DFND
1
12713000
0
0
ORACLE CORP
COM
68389X105
7815
181122
SH
DFND
1
181122
0
0
OREXIGEN THERAPEUTICS IN 2.750% 12/01/20 CVT
BND
686164AB0
2782
2415000
PRN
DFND
1
2415000
0
0
PPL CORP
COM
69351T106
690
20508
SH
DFND
1
20508
0
0
PS BUSINESS PARKS INC/CA
COM
69360J107
546
6573
SH
DFND
1
6548
0
25
PTC INC
COM
69370C100
4442
122800
SH
DFND
1
122758
0
42
PARAMOUNT GROUP INC
COM
69924R108
916
47452
SH
DFND
1
47452
0
0
PENNYMAC FINANCIAL SERVICE-A
COM
70932B101
318
18757
SH
DFND
1
18757
0
0
PHARMERICA CORP
COM
71714F104
405
14375
SH
DFND
1
14340
0
35
POLYONE CORPORATION
COM
73179P106
729
19516
SH
DFND
1
19516
0
0
PRAXAIR INC
COM
74005P104
699
5784
SH
DFND
1
5784
0
0
PRICELINE GROUP INC/THE 1.000% 03/15/18 CVT
BND
741503AQ9
219
164000
PRN
DFND
1
164000
0
0
PRIMERICA INC
COM
74164M108
599
11760
SH
DFND
1
11715
0
45
PRINCIPAL FINANCIAL GROUP
COM
74251V102
326
6343
SH
DFND
1
6343
0
0
PROGRESSIVE WASTE SOLUTIONS
COM
74339G101
519
17671
SH
DFND
1
17671
0
0
PROLOGIS INC
COM
74340W103
262
6019
SH
DFND
1
6019
0
0
PROOFPOINT INC 1.250% 12/15/18 CVT
BND
743424AB9
23897
15000000
PRN
DFND
1
15000000
0
0
PUBLIC STORAGE
COM
74460D109
1216
6170
SH
DFND
1
6170
0
0
RTI INTERNATIONAL METALS 1.625% 10/15/19 CVT
BND
74973WAB3
12230
10635000
PRN
DFND
1
10635000
0
0
RAMBUS INC 1.125% 08/15/18 CVT
BND
750917AE6
12192
10114000
PRN
DFND
1
10114000
0
0
RANGE RESOURCES CORP
COM
75281A109
434
8349
SH
DFND
1
8349
0
0
REGENERON PHARMACEUTICALS
COM
75886F107
655
1451
SH
DFND
1
1451
0
0
RYLAND GROUP 0.250% 06/01/19 CVT
BND
783764AS2
229
235000
PRN
DFND
1
235000
0
0
SVB FINANCIAL GROUP
COM
78486Q101
2075
16335
SH
DFND
1
16335
0
0
SALESFORCE.COM INC
COM
79466L302
1349
20186
SH
DFND
1
20186
0
0
SANDISK CORP 1.500% 08/15/17 CVT
BND
80004CAD3
286
210000
PRN
DFND
1
210000
0
0
SANDISK CORP 0.500% 10/15/20 CVT
BND
80004CAF8
15269
15212000
PRN
DFND
1
15212000
0
0
SANOFI-ADR
ADR
80105N105
1029
20827
SH
DFND
1
20827
0
0
SEMGROUP CORP-CLASS A
COM
81663A105
671
8240
SH
DFND
1
8215
0
25
SERVICENOW INC 0.000% 11/01/18 CVT
BND
81762PAB8
11064
9000000
PRN
DFND
1
9000000
0
0
SERVICESOURCE INTL INC 1.500% 08/01/18 CVT
BND
81763UAB6
1668
2268000
PRN
DFND
1
2268000
0
0
SHIRE PLC-ADR
ADR
82481R106
854
3568
SH
DFND
1
3568
0
0
SIGNATURE BANK
COM
82669G104
581
4487
SH
DFND
1
4487
0
0
SIRONA DENTAL SYSTEMS INC
COM
82966C103
330
3668
SH
DFND
1
3668
0
0
SOLARCITY CORP 2.750% 11/01/18 CVT
BND
83416TAA8
3135
3000000
PRN
DFND
1
3000000
0
0
SPECTRANETICS CORP 2.625% 06/01/34 CVT
BND
84760CAA5
18121
14000000
PRN
DFND
1
14000000
0
0
STANDARD PACIFIC CORP 1.250% 08/01/32 CVT
BND
85375CBC4
14798
12000000
PRN
DFND
1
12000000
0
0
STARWOOD PROPERTY TRUST 3.750% 10/15/17 CVT
BND
85571BAC9
278
267000
PRN
DFND
1
267000
0
0
STARZ - A
COM
85571Q102
568
16521
SH
DFND
1
16460
0
61
STARWOOD HOTELS & RESORTS
COM
85590A401
492
5896
SH
DFND
1
5896
0
0
SUMITOMO MITSUI-SPONS ADR
ADR
86562M209
738
95321
SH
DFND
1
95321
0
0
SYNNEX CORP
COM
87162W100
685
8867
SH
DFND
1
8835
0
32
TD AMERITRADE HOLDING CORP
COM
87236Y108
1109
29757
SH
DFND
1
29757
0
0
TAKE-TWO INTERACTIVE SOF 1.750% 12/01/16 CVT
BND
874054AC3
12645
9000000
PRN
DFND
1
9000000
0
0
TEAM HEALTH HOLDINGS INC
COM
87817A107
582
9937
SH
DFND
1
9901
0
36
TELECOM ITALIA SPA-SPON ADR
ADR
87927Y102
344
29599
SH
DFND
1
29599
0
0
TESLA MOTORS INC 1.250% 03/01/21 CVT
BND
88160RAC5
209
250000
PRN
DFND
1
250000
0
0
TITAN MACHINERY INC 3.750% 05/01/19 CVT
BND
88830RAB7
6624
9500000
PRN
DFND
1
9500000
0
0
TWENTY-FIRST CENTURY FOX-A
COM
90130A101
791
23375
SH
DFND
1
23375
0
0
VALEANT PHARMACEUTICALS INTE
COM
91911K102
1902
9575
SH
DFND
1
9575
0
0
VANTIV INC - CL A
COM
92210H105
1919
50914
SH
DFND
1
50914
0
0
VENTAS INC
COM
92276F100
492
6726
SH
DFND
1
6726
0
0
VERIFONE SYSTEMS INC
COM
92342Y109
352
10096
SH
DFND
1
10059
0
37
VERIZON COMMUNICATIONS INC
COM
92343V104
1270
26100
SH
DFND
1
26100
0
0
VERTEX PHARMACEUTICALS INC
COM
92532F100
1144
9696
SH
DFND
1
9696
0
0
VIACOM INC-CLASS B
COM
92553P201
1015
14859
SH
DFND
1
14859
0
0
VIPSHOP HOLDINGS LTD - ADS
COM
92763W103
841
28591
SH
DFND
1
28591
0
0
VISA INC-CLASS A SHARES
COM
92826C839
1971
30132
SH
DFND
1
30132
0
0
VISHAY PRECISION GROUP
COM
92835K103
304
19132
SH
DFND
1
19064
0
68
WABCO HOLDINGS INC
COM
92927K102
2858
23259
SH
DFND
1
23259
0
0
WPP PLC-SPONSORED ADR
ADR
92937A102
731
6418
SH
DFND
1
6418
0
0
WALKER & DUNLOP INC
COM
93148P102
371
20926
SH
DFND
1
20848
0
78
WASTE MANAGEMENT INC
COM
94106L109
706
13021
SH
DFND
1
13021
0
0
WEB.COM GROUP INC 1.000% 08/15/18 CVT
BND
94733AAA2
921
1000000
PRN
DFND
1
1000000
0
0
ANTHEM INC 2.750% 10/15/42 CVT
BND
94973VBG1
15781
7640000
PRN
DFND
1
7640000
0
0
WINTRUST FINANCIAL CORP
COM
97650W108
621
13024
SH
DFND
1
12975
0
49
WORKDAY INC 0.750% 07/15/18 CVT
BND
98138HAC5
11382
9500000
PRN
DFND
1
9500000
0
0
WRIGHT MEDICAL GROUP INC
COM
98235T107
281
10900
SH
DFND
1
10859
0
41
WYNDHAM WORLDWIDE CORP
COM
98310W108
2720
30062
SH
DFND
1
30062
0
0
XILINX INC 2.625% 06/15/17 CVT
BND
983919AF8
14895
10064000
PRN
DFND
1
10064000
0
0
XCERRA CORP
COM
98400J108
216
24349
SH
DFND
1
24258
0
91
ZIMMER HOLDINGS INC
COM
98956P102
404
3435
SH
DFND
1
3435
0
0
EURONAV SA
COM
B38564108
186
15399
SH
DFND
1
15399
0
0
DEUTSCHE BANK AG-REGISTERED
COM
D18190898
509
14652
SH
DFND
1
14652
0
0
ACTAVIS PLC 5.500% 03/01/18 SR:A CVT
BND
EP0481507
11331
11000
PRN
DFND
1
11000
0
0
ACTAVIS PLC
COM
G0083B108
746
2507
SH
DFND
1
2507
0
0
AMDOCS LTD
COM
G02602103
944
17344
SH
DFND
1
17344
0
0
ARGO GROUP INTERNATIONAL
COM
G0464B107
2012
40121
SH
DFND
1
40075
0
46
AXALTA COATING SYSTEMS LTD
COM
G0750C108
502
18182
SH
DFND
1
18114
0
68
ESSENT GROUP LTD
COM
G3198U102
427
17878
SH
DFND
1
17811
0
67
ICON PLC
COM
G4705A100
748
10614
SH
DFND
1
10614
0
0
INGERSOLL-RAND PLC
COM
G47791101
776
11402
SH
DFND
1
11402
0
0
INVESCO LTD
COM
G491BT108
393
9907
SH
DFND
1
9907
0
0
JAZZ PHARMACEUTICALS PLC
COM
G50871105
274
1583
SH
DFND
1
1577
0
6
LIBERTY GLOBAL PLC-SERIES C
COM
G5480U120
429
8600
SH
DFND
1
8600
0
0
MEDTRONIC PLC
COM
G5960L103
1007
12908
SH
DFND
1
12908
0
0
MICHAEL KORS HOLDINGS LTD
COM
G60754101
2674
40674
SH
DFND
1
40674
0
0
Nabors Industries Corp
COM
G6359F103
273
20000
SH
DFND
1
20000
0
0
Nabors Industries Corp
COM
G6359F103
273
20000
SH
DFND
1
20000
0
0
SIGNET JEWELERS LTD
COM
G81276100
750
5403
SH
DFND
1
5403
0
0
XL GROUP PLC
COM
G98290102
518
14069
SH
DFND
1
14069
0
0
LOGITECH INTERNATIONAL-REG
COM
H50430232
494
37548
SH
DFND
1
37548
0
0
ORION ENGINEERED CARBONS SA
COM
L72967109
439
24403
SH
DFND
1
24403
0
0
CAESARSTONE SDOT-YAM LTD
COM
M20598104
482
7939
SH
DFND
1
7909
0
30
MELLANOX TECHNOLOGIES LTD
COM
M51363113
1209
26659
SH
DFND
1
26629
0
30
RADWARE LTD
COM
M81873107
430
20537
SH
DFND
1
20460
0
77
AERCAP HOLDINGS NV
COM
N00985106
559
12815
SH
DFND
1
12815
0
0
CONSTELLIUM NV- CLASS A
COM
N22035104
1703
83799
SH
DFND
1
83724
0
75
FIAT CHRYSLER AUTOMOBILES NV
COM
N31738102
818
50162
SH
DFND
1
50162
0
0
LYONDELLBASELL INDU-CL A
COM
N53745100
1959
22311
SH
DFND
1
22311
0
0
MYLAN NV
COM
N59465109
2686
45270
SH
DFND
1
45270
0
0
NXP SEMICONDUCTORS NV
COM
N6596X109
545
5436
SH
DFND
1
5436
0
0
AVAGO TECHNOLOGIES LTD
COM
Y0486S104
7096
55881
SH
DFND
1
55881
0
0
CAPITAL PRODUCT PARTNERS LP
COM
Y11082107
524
55155
SH
DFND
1
55155
0
0
DHT HOLDINGS INC
COM
Y2065G121
1365
195546
SH
DFND
1
195546
0
0
FLEXTRONICS INTL LTD
COM
Y2573F102
763
60207
SH
DFND
1
60207
0
0