0000909012-18-000030.txt : 20180214 0000909012-18-000030.hdr.sgml : 20180214 20180214110620 ACCESSION NUMBER: 0000909012-18-000030 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20171231 FILED AS OF DATE: 20180214 DATE AS OF CHANGE: 20180214 EFFECTIVENESS DATE: 20180214 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: 18608850 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 12-31-2017 12-31-2017 SYMPHONY ASSET MANAGEMENT LLC

555 CALIFORNIA STREET SUITE 3100 SAN FRANCISCO CA 94104

13F HOLDINGS REPORT 028-05958 N Amy Chen 415 676 4187 /s/ AMY CHEN San Francisco CA 02-13-2018 1 351 984016 false 1 028-11405 Nuveen Investments Inc. INFORMATION TABLE 2 aci_13f.xml ABBOTT LABS SHS 002824100 4609 80772 SH DFND 1 80772 0 0 ABBVIE INC COM SHS 00287Y109 1729 17881 SH DFND 1 17881 0 0 ACTIVISION BLIZZARD INC SHS 00507V109 479 7561 SH DFND 1 7561 0 0 ADOBE SYS INC COM SHS 00724F101 1919 10952 SH DFND 1 10952 0 0 ADVANSIX INC COM SHS 00773T101 768 18250 SH DFND 1 18239 0 11 AETNA INC SHS 00817Y108 530 2939 SH DFND 1 2939 0 0 AFLAC INC COM SHS 001055102 2797 31862 SH DFND 1 31862 0 0 AGILENT TECHNOLOGIES INC COM SHS 00846U101 392 5854 SH DFND 1 5854 0 0 AGRIUM INC SHS 008916108 377 3280 SH DFND 1 3280 0 0 AIR PRODS & CHEMS INC COM SHS 009158106 1052 6412 SH DFND 1 6412 0 0 AKAMAI TECHNOLOGIES INC BOND 00971TAG6 6874 6819000 PRN DFND 1 6819000 0 0 ALBEMARLE CORP COM SHS 012653101 255 1996 SH DFND 1 1996 0 0 ALLSTATE CORP/THE SHS 020002101 939 8966 SH DFND 1 8966 0 0 ALPHABET CLASS A SHS 02079K305 16534 15696 SH DFND 1 15696 0 0 ALTRIA GROUP INC COM SHS 02209S103 2417 33845 SH DFND 1 33845 0 0 AMAZON COM INC COM SHS 023135106 12008 10268 SH DFND 1 10268 0 0 AMDOCS LTD SHS G02602103 364 5553 SH DFND 1 5553 0 0 AMEREN CORP COM SHS 023608102 314 5309 SH DFND 1 5309 0 0 AMERICAN TOWER REIT COM SHS 03027X100 1536 10762 SH DFND 1 10762 0 0 AMGEN INC COM SHS 031162100 2759 15863 SH DFND 1 15863 0 0 ANALOG DEVICES INC COM SHS 032654105 3487 39166 SH DFND 1 39166 0 0 ANSYS INC COM SHS 03662Q105 233 1576 SH DFND 1 1576 0 0 ANTHEM INC COM SHS 036752103 1522 6764 SH DFND 1 6764 0 0 AON PLC SHS CL A SHS G0408V102 2736 20418 SH DFND 1 20418 0 0 APPLE COMPUTER INC SHS 037833100 8959 52937 SH DFND 1 52937 0 0 APPLIED MATLS INC COM SHS 038222105 2105 41180 SH DFND 1 41180 0 0 ARES CAPITAL CORP BOND 04010LAJ2 955 950000 PRN DFND 1 950000 0 0 ARGO GROUP INTL HLDGS LTD COM SHS G0464B107 609 9870 SH DFND 1 9864 0 6 ARMSTRONG FLOORING INC COM SHS 04238R106 440 25971 SH DFND 1 25955 0 16 ASPEN TECHNOLOGY INC COM SHS 045327103 414 6255 SH DFND 1 6251 0 4 ATHENAHEALTH INC SHS 04685W103 375 2818 SH DFND 1 2818 0 0 ATMOS ENERGY CORP SHS 049560105 254 2960 SH DFND 1 2960 0 0 AVID TECHNOLOGY INC BOND 05367PAB6 6042 7000000 PRN DFND 1 7000000 0 0 AXCELIS TECHNOLOGIES INC COM N SHS 054540208 746 25985 SH DFND 1 25969 0 16 B & G FOODS INC NEW CL A SHS 05508R106 472 13439 SH DFND 1 13431 0 8 BANK OF AMERICA CORP PFD CONV 060505682 428 324 SH DFND 1 324 0 0 BANK OF THE OZARKS INC COM SHS 063904106 694 14324 SH DFND 1 14315 0 9 BANNER CORP COM NEW SHS 06652V208 528 9582 SH DFND 1 9576 0 6 BECTON DICKINSON & CO COM SHS 075887109 2798 13071 SH DFND 1 13071 0 0 BERKLEY W R CORP COM SHS 084423102 367 5111 SH DFND 1 5111 0 0 BERRY PLASTICS GROUP INC COM SHS 08579W103 408 6960 SH DFND 1 6956 0 4 BIOGEN IDEC INC COM SHS 09062X103 3344 10497 SH DFND 1 10497 0 0 BIOMARIN PHARMACEUTICAL INC BOND 09061GAE1 8152 7500000 PRN DFND 1 7500000 0 0 BIOMARIN PHARMACEUTICAL INC CO SHS 09061G101 575 6450 SH DFND 1 6450 0 0 BIOVERATIV INC COM SHS 09075E100 561 10395 SH DFND 1 10389 0 6 BOEING CO COM SHS 097023105 6667 22607 SH DFND 1 22607 0 0 BONANZA CREEK ENERGY INC SHS 097793400 3587 129993 SH DFND 1 129993 0 0 BOTTOMLINE TECH DEL INC COM SHS 101388106 364 10493 SH DFND 1 10487 0 6 BOX INC CL A SHS 10316T104 564 26690 SH DFND 1 26674 0 16 BRASKEM SA SP ADR PFD A ADR 105532105 289 11026 SH DFND 1 11026 0 0 BRISTOL MYERS SQUIBB CO SHS 110122108 1798 29334 SH DFND 1 29334 0 0 BRISTOW GROUP INC BOND 110394AF0 4423 4000000 PRN DFND 1 4000000 0 0 BROADCOM LTD SHS SHS Y09827109 5127 19956 SH DFND 1 19956 0 0 BRUKER CORP COM SHS 116794108 248 7221 SH DFND 1 7221 0 0 BURLINGTON STORES INC COM SHS 122017106 204 1661 SH DFND 1 1661 0 0 BWX TECHNOLOGIES INC COM SHS 05605H100 620 10258 SH DFND 1 10252 0 6 C&J ENERGY SERVICES INC SHS 12674R100 26093 779600 SH DFND 1 779600 0 0 CANNAE HOLDINGS INC SHS 13765N107 274 16100 SH DFND 1 16100 0 0 CARDINAL HEALTH INC SHS 14149Y108 390 6358 SH DFND 1 6358 0 0 CARETRUST REIT INC COM SHS 14174T107 194 11607 SH DFND 1 11607 0 0 CARTER HLDGS INC COM SHS 146229109 203 1721 SH DFND 1 1721 0 0 CATALENT INC COM SHS 148806102 654 15930 SH DFND 1 15920 0 10 CATERPILLAR INC COM SHS 149123101 5980 37946 SH DFND 1 37946 0 0 CBOE HLDGS INC COM SHS 12503M108 379 3038 SH DFND 1 3038 0 0 CELANESE CORP DEL COM SER A SHS 150870103 225 2100 SH DFND 1 2100 0 0 CELGENE CORP COM SHS 151020104 1478 14167 SH DFND 1 14167 0 0 CENTERPOINT ENERGY INC COM SHS 15189T107 1386 48903 SH DFND 1 48903 0 0 CHARLES RIV LABORATORIES INTCO SHS 159864107 697 6363 SH DFND 1 6359 0 4 CHART INDS INC COM PAR $0.01 SHS 16115Q308 746 15910 SH DFND 1 15900 0 10 CHEESECAKE FACTORY INC/THE SHS 163072101 333 6905 SH DFND 1 6905 0 0 CHEMOURS CO COM SHS 163851108 403 8044 SH DFND 1 8039 0 5 CHENIERE ENERGY SHS 16411R208 1309 24317 SH DFND 1 24317 0 0 CHEVRON CORP NEW SHS 166764100 943 7531 SH DFND 1 7531 0 0 CHUBB LIMITED COM SHS H1467J104 2002 13699 SH DFND 1 13699 0 0 CHURCH & DWIGHT INC COM SHS 171340102 1614 32174 SH DFND 1 32174 0 0 CIENA CORP COM NEW SHS 171779309 513 24521 SH DFND 1 24521 0 0 CIGNA CORP SHS 125509109 3743 18430 SH DFND 1 18430 0 0 CINTAS CORP SHS 172908105 3127 20063 SH DFND 1 20063 0 0 CISCO SYS INC COM SHS 17275R102 927 24203 SH DFND 1 24203 0 0 CITIZENS FINANCIAL GROUP INC. SHS 174610105 2960 70494 SH DFND 1 70494 0 0 CLEAR CHANNEL OUTDOOR HOLDINGS INC SHS 18451C109 193 42000 SH DFND 1 42000 0 0 CLEVELAND-CLIFFS INC BOND 185899AA9 10975 10000000 PRN DFND 1 10000000 0 0 CLOROX CO COM SHS 189054109 1225 8230 SH DFND 1 8230 0 0 CLOVIS ONCOLOGY INC BOND 189464AB6 8104 6000000 PRN DFND 1 6000000 0 0 CMS ENERGY CORP SHS 125896100 2680 56675 SH DFND 1 56675 0 0 CNH INDL N V SHS SHS N20944109 561 41859 SH DFND 1 41859 0 0 COCA COLA BOTTLING CO CONS COM SHS 191098102 396 1842 SH DFND 1 1841 0 1 COLGATE PALMOLIVE CO SHS 194162103 831 11024 SH DFND 1 11024 0 0 COMCAST CORP NEW CL A SHS 20030N101 3703 92448 SH DFND 1 92448 0 0 COMERICA INC COM SHS 200340107 2648 30495 SH DFND 1 30495 0 0 COMSTOCK RESOURCES INC SHS 205768302 302 35750 SH DFND 1 35750 0 0 COMSTOCK RESOURCES INC BOND 205768AM6 1850 2000000 PRN DFND 1 2000000 0 0 CONCHO RES INC COM SHS 20605P101 271 1808 SH DFND 1 1808 0 0 CONSTELLATION BRANDS INC CL A SHS 21036P108 1093 4780 SH DFND 1 4780 0 0 CRESCENT POINT ENERGY CORP SHS 22576C101 79 10306 SH DFND 1 10306 0 0 CVR ENERGY INC COM SHS 12662P108 373 10009 SH DFND 1 10003 0 6 CYPRESS SEMICONDUCTOR CORP COM SHS 232806109 470 30873 SH DFND 1 30854 0 19 CYRUSONE INC COM SHS 23283R100 2556 42940 SH DFND 1 42932 0 8 DANAHER CORP SHS 235851102 2576 27754 SH DFND 1 27754 0 0 DCT INDUSTRIAL TRUST INC COM N SHS 233153204 3413 58059 SH DFND 1 58053 0 6 DEERE & CO SHS 244199105 450 2874 SH DFND 1 2874 0 0 DELTA AIR LINES INC DEL COM NE SHS 247361702 246 4396 SH DFND 1 4396 0 0 DISH NETWORK CORP BOND 25470MAB5 637 584000 PRN DFND 1 584000 0 0 DOMINOS PIZZA INC COM SHS 25754A201 1354 7168 SH DFND 1 7168 0 0 DONALDSON INC COM SHS 257651109 1029 21023 SH DFND 1 21023 0 0 DTE ENERGY CO COM SHS 233331107 696 6364 SH DFND 1 6364 0 0 DUKE RLTY INVTS INC COM NEW SHS 264411505 2611 95943 SH DFND 1 95943 0 0 DUN & BRADSTREET CORP DEL NECO SHS 26483E100 1111 9381 SH DFND 1 9381 0 0 DXC TECHNOLOGY CO COM SHS 23355L106 3006 31678 SH DFND 1 31678 0 0 EAGLE MATLS INC COM SHS 26969P108 2642 23320 SH DFND 1 23317 0 3 EATON VANCE FLOATING-RATE INCOME TRUST ETF 278279104 5068 353668 SH DFND 1 353668 0 0 EATON VANCE SENIOR INCOME TRUST ETF 27826S103 6315 968586 SH DFND 1 968586 0 0 EBAY INC COM SHS 278642103 2039 54014 SH DFND 1 54014 0 0 EDWARDS LIFESCIENCES CORP COM SHS 28176E108 1590 14112 SH DFND 1 14112 0 0 ELDORADO RESORTS INC COM SHS 28470R102 963 29032 SH DFND 1 29014 0 18 ELECTRONIC ARTS COM SHS 285512109 4874 46388 SH DFND 1 46388 0 0 ELI LILLY AND CO. SHS 532457108 320 3788 SH DFND 1 3788 0 0 EMPRESA NACIONAL DE ELCTRCIDSP ADR 29244T101 204 7561 SH DFND 1 7561 0 0 ENERSIS S A SPONSORED ADR ADR 29274F104 242 21644 SH DFND 1 21644 0 0 ENOVA INTL INC COM SHS 29357K103 914 60187 SH DFND 1 60158 0 29 ENVISION HEALTHCARE CORP SHS 29414D100 698 20185 SH DFND 1 20185 0 0 EOG RES INC COM SHS 26875P101 1590 14727 SH DFND 1 14727 0 0 EQUINIX INC COM SHS 29444U700 4541 10020 SH DFND 1 10020 0 0 EQUITY LIFESTYLE PROPERTIES INC SHS 29472R108 774 8697 SH DFND 1 8697 0 0 ETRADE FINANCIAL CORP COM NEW SHS 269246401 320 6463 SH DFND 1 6463 0 0 F5 NETWORKS INC SHS 315616102 436 3320 SH DFND 1 3320 0 0 FACEBOOK INC CL A SHS 30303M102 6061 34348 SH DFND 1 34348 0 0 FCB FINL HLDGS INC CL A SHS 30255G103 469 9241 SH DFND 1 9235 0 6 FEDEX CORP COM SHS 31428X106 3230 12942 SH DFND 1 12942 0 0 FIAT CHRYSLER AUTOMOBILES NV SHS NL0010877 193 10794 SH DFND 1 10794 0 0 FIDELITY NATIONAL INFORMATION SHS 31620M106 2969 31548 SH DFND 1 31548 0 0 FIFTH THIRD BANCORP COM SHS 316773100 358 11803 SH DFND 1 11803 0 0 FINISAR CORP BOND 31787AAM3 14815 14668000 PRN DFND 1 14668000 0 0 FIREEYE INC BOND 31816QAB7 8459 9011000 PRN DFND 1 9011000 0 0 FIREEYE INC BOND 31816QAD3 17249 18774000 PRN DFND 1 18774000 0 0 FIRST DATA CORP SHS 32008D106 2408 144119 SH DFND 1 144119 0 0 FISERV INC COM SHS 337738108 1591 12134 SH DFND 1 12134 0 0 FLUIDIGM CORP BOND 34385PAA6 7713 9244000 PRN DFND 1 9244000 0 0 FMC CORP COM NEW SHS 302491303 2893 30558 SH DFND 1 30558 0 0 FORTIVE CORP COM SHS 34959J108 560 7745 SH DFND 1 7745 0 0 FOUR CORNERS PPTY TR INC COM SHS 35086T109 748 29106 SH DFND 1 29088 0 18 FREEPORT MCMORAN COPPER&GOLDCL SHS 35671D857 279 14717 SH DFND 1 14717 0 0 GAMING & LEISURE PPTYS INC COM SHS 36467J108 879 23744 SH DFND 1 23744 0 0 GCP APPLIED TECHNOLOGIES INCCO SHS 36164Y101 514 16117 SH DFND 1 16107 0 10 GENESEE & WYO INC CL A SHS 371559105 522 6632 SH DFND 1 6628 0 4 GERMAN AMERN BANCORP INC COM SHS 373865104 472 13350 SH DFND 1 13342 0 8 GILEAD SCIENCES INC COM SHS 375558103 1511 21097 SH DFND 1 21097 0 0 GLOBAL PAYMENTS INC SHS 37940X102 376 3747 SH DFND 1 3747 0 0 GLOBALSTAR INC COM SHS 378973408 518 395574 SH DFND 1 395526 0 48 GODADDY INC CL A SHS 380237107 770 15322 SH DFND 1 15313 0 9 GRACO INC COM SHS 384109104 869 19221 SH DFND 1 19221 0 0 GREEN DOT CORP CL A SHS 39304D102 2047 33972 SH DFND 1 33957 0 15 HAIN CELESTIAL GROUP INC/THE SHS 405217100 409 9644 SH DFND 1 9644 0 0 HALCON RESOURCES CORP SHS 40537Q605 1494 197401 SH DFND 1 197401 0 0 HALCON RESOURCES CORP SHS 40537Q118 14 21569 SH DFND 1 21569 0 0 HANCOCK HLDG CO COM SHS 410120109 1368 27637 SH DFND 1 27631 0 6 HARRIS CORP COM SHS 413875105 348 2450 SH DFND 1 2450 0 0 HERC HLDGS INC COM SHS 42704L104 492 7848 SH DFND 1 7843 0 5 HOME DEPOT INC COM SHS 437076102 6680 35243 SH DFND 1 35243 0 0 HONEYWELL INTERNATIONAL INC. SHS 438516106 7502 48917 SH DFND 1 48917 0 0 HORIZON PHARMA INVESTMENT LTD BOND 44052TAB7 22475 24250000 PRN DFND 1 24250000 0 0 HOST MARRIOTT CORP NEW COM SHS 44107P104 785 39536 SH DFND 1 39536 0 0 HUMANA INC SHS 444859102 1498 6041 SH DFND 1 6041 0 0 HUNTINGTON INGALLS INDS INC CO SHS 446413106 3435 14570 SH DFND 1 14568 0 2 HUNTSMAN CORP COM SHS 447011107 924 27767 SH DFND 1 27767 0 0 ILLUMINA INC SHS 452327109 3015 13800 SH DFND 1 13800 0 0 INGEVITY CORP COM SHS 45688C107 1067 15144 SH DFND 1 15139 0 5 INGREDION INC COM SHS 457187102 644 4604 SH DFND 1 4604 0 0 INPHI CORP COM SHS 45772F107 606 16552 SH DFND 1 16552 0 0 INSULET CORP BOND 45784PAF8 12930 9880000 PRN DFND 1 9880000 0 0 INTEGRATED DEVICE TECH INC COM SHS 458118106 283 9535 SH DFND 1 9529 0 6 INTEL CORP BOND 458140AF7 451 203000 PRN DFND 1 203000 0 0 INTERCEPT PHARMACEUTICALS INC BOND 45845PAA6 11200 14000000 PRN DFND 1 14000000 0 0 INTERCONTINENTALEXCHANGE GROCO SHS 45866F104 1344 19047 SH DFND 1 19047 0 0 INTUIT INC COM SHS 461202103 4454 28226 SH DFND 1 28226 0 0 IONIS PHARMACEUTICALS INC BOND 464337AJ3 9673 9142000 PRN DFND 1 9142000 0 0 ISHARES RUSSELL 1000 VALUE ETF ETF 464287598 15020 120800 SH DFND 1 120800 0 0 ITAU UNIBANCO HOLDING SA ADR 465562106 635 48814 SH DFND 1 48814 0 0 J P MORGAN CHASE & CO COM SHS 46625H100 3199 29919 SH DFND 1 29919 0 0 JELD-WEN HLDG INC COM SHS 47580P103 3099 78710 SH DFND 1 78697 0 13 JOHN BEAN TECHNOLOGIES CORP CO SHS 477839104 869 7839 SH DFND 1 7835 0 4 JOHNSON & JOHNSON SHS 478160104 4115 29452 SH DFND 1 29452 0 0 KANSAS CITY SOUTHN INDS INC CO SHS 485170302 279 2648 SH DFND 1 2648 0 0 KEYCORP SHS 493267108 306 15151 SH DFND 1 15151 0 0 KEYW HOLDING CORP/THE BOND 493723AA8 11010 12000000 PRN DFND 1 12000000 0 0 KLA TENOR CORP COM SHS 482480100 1948 18540 SH DFND 1 18540 0 0 KMG CHEMICALS INC SHS 482564101 246 3717 SH DFND 1 3717 0 0 KRAFT HEINZ COMPANY SHS 500754106 1165 14989 SH DFND 1 14989 0 0 LA QUINTA HLDGS INC COM SHS 50420D108 1268 68677 SH DFND 1 68648 0 29 LAM RESEARCH CORP BOND 512807AL2 383 125000 PRN DFND 1 125000 0 0 LAMB WESTON HLDGS INC COM SHS 513272104 4149 73483 SH DFND 1 73476 0 7 LANDSTAR SYS INC COM SHS 515098101 3390 32560 SH DFND 1 32560 0 0 LAUDER ESTEE COS INC CL A SHS 518439104 1542 12120 SH DFND 1 12120 0 0 LEAR CORP COM NEW SHS 521865204 912 5166 SH DFND 1 5166 0 0 LEIDOS HLDGS INC COM SHS 525327102 668 10344 SH DFND 1 10344 0 0 LINCOLN ELEC HLDGS INC COM SHS 533900106 1062 11603 SH DFND 1 11603 0 0 LINCOLN NATL CORP IND COM SHS 534187109 1139 14821 SH DFND 1 14821 0 0 LIONS GATE ENTMNT CORP CL B NO SHS 535919500 1804 56843 SH DFND 1 56843 0 0 LITHIA MTRS INC CL A SHS 536797103 288 2533 SH DFND 1 2533 0 0 LOCKHEED MARTIN CORP COM SHS 539830109 2822 8788 SH DFND 1 8788 0 0 LPL FINL HLDGS INC COM SHS 50212V100 1461 25568 SH DFND 1 25559 0 9 LUMENTUM HOLDINGS INC SHS 55024U109 1697 34700 SH DFND 1 34700 0 0 LYONDELLBASELL INDUSTRIES N SH SHS N53745100 1587 14392 SH DFND 1 14392 0 0 MACY'S INC SHS 55616P104 795 31555 SH DFND 1 31555 0 0 MARATHON OIL CORP COM SHS 565849106 268 15833 SH DFND 1 15833 0 0 MARRIOTT INTL INC NEW CL A SHS 571903202 4316 31802 SH DFND 1 31802 0 0 MARSH & MCLENNAN COS INC COM SHS 571748102 4364 53610 SH DFND 1 53610 0 0 MASCO CORP COM SHS 574599106 3472 79026 SH DFND 1 79026 0 0 MASTEC INC COM SHS 576323109 499 10203 SH DFND 1 10197 0 6 MASTERCARD INC COM SHS 57636Q104 6101 40307 SH DFND 1 40307 0 0 MCDONALDS CORP SHS 580135101 4018 23347 SH DFND 1 23347 0 0 MEDTRONIC PLC SHS G5960L103 3588 44437 SH DFND 1 44437 0 0 MERIT MED SYS INC COM SHS 589889104 677 15665 SH DFND 1 15655 0 10 META FINL GROUP INC COM SHS 59100U108 695 7504 SH DFND 1 7499 0 5 METROPOLITAN BK HLDG CORP COM SHS 591774104 698 16574 SH DFND 1 16566 0 8 MICROCHIP TECHNOLOGY INC BOND 595017AD6 14387 8438000 PRN DFND 1 8438000 0 0 MICROSEMI CORP COM SHS 595137100 2299 44509 SH DFND 1 44509 0 0 MICROSOFT CORP COM SHS 594918104 16872 197242 SH DFND 1 197242 0 0 MOBILE TELESYSTEMS PJSC ADR 607409109 106 10371 SH DFND 1 10371 0 0 MOHAWK INDS INC COM SHS 608190104 1978 7169 SH DFND 1 7169 0 0 MOLINA HEALTHCARE INC BOND 60855RAD2 16223 11793000 PRN DFND 1 11793000 0 0 MOLINA HEALTHCARE INC COM SHS 60855R100 892 11640 SH DFND 1 11635 0 5 MOODYS CORP COM SHS 615369105 367 2482 SH DFND 1 2482 0 0 MSCI INC CL A SHS 55354G100 1132 8942 SH DFND 1 8942 0 0 NAVISTAR INTERNATIONAL CORP BOND 63934EAS7 18551 17078000 PRN DFND 1 17078000 0 0 NEXSTAR BROADCASTING GROUP ICL SHS 65336K103 832 10640 SH DFND 1 10633 0 7 NEXTERA ENERGY INC SHS 65339F101 367 2349 SH DFND 1 2349 0 0 NORFOLK SOUTHERN CORP SHS 655844108 2126 14668 SH DFND 1 14668 0 0 NORTHROP GRUMMAN CORP COM SHS 666807102 1288 4197 SH DFND 1 4197 0 0 NORWEGIAN CRUISE LINE HLDGS SH SHS G66721104 459 8618 SH DFND 1 8618 0 0 NOVAVAX INC BOND 670002AB0 1418 3000000 PRN DFND 1 3000000 0 0 NVIDIA CORP COM SHS 67066G104 473 2444 SH DFND 1 2444 0 0 OCEAN RIG UDW INC SHS G66964118 18055 673684 SH DFND 1 673684 0 0 OLIN CORPORATION SHS 680665205 3485 97933 SH DFND 1 97922 0 11 ONEOK INC NEW COM SHS 682680103 2613 48894 SH DFND 1 48894 0 0 ORACLE CORP SHS 68389X105 2875 60808 SH DFND 1 60808 0 0 PALO ALTO NETWORKS INC BOND 697435AB1 20346 14831000 PRN DFND 1 14831000 0 0 PALO ALTO NETWORKS INC COM SHS 697435105 1845 12729 SH DFND 1 12729 0 0 PATTERSON-UTI ENERGY INC COM SHS 703481101 767 33348 SH DFND 1 33335 0 13 PAYPAL HLDGS INC COM SHS 70450Y103 2380 32332 SH DFND 1 32332 0 0 PDC ENERGY INC COM SHS 69327R101 461 8943 SH DFND 1 8937 0 6 PEABODY ENERGY CORP SHS 704551100 2276 57802 SH DFND 1 57802 0 0 PEABODY ENERGY CORP PFD CONV 704551407 1105 14806 SH DFND 1 14806 0 0 PENN NATL GAMING INC COM SHS 707569109 1173 37438 SH DFND 1 37415 0 23 PEPSICO INC SHS 713448108 1938 16160 SH DFND 1 16160 0 0 PERFORMANCE FOOD GROUP CO COM SHS 71377A103 758 22893 SH DFND 1 22879 0 14 PETROBRAS BRASILEIRO ADR SPONS ADR 71654V101 121 12281 SH DFND 1 12281 0 0 PHILIP MORRIS INTL INC SHS 718172109 2058 19477 SH DFND 1 19477 0 0 PHILLIPS 66 COM SHS 718546104 1536 15183 SH DFND 1 15183 0 0 PINNACLE FOODS INC SHS 72348P104 564 9482 SH DFND 1 9482 0 0 PIPER JAFFRAY COS COM SHS 724078100 879 10191 SH DFND 1 10185 0 6 PLATFORM SPECIALTY PRODS CORCO SHS 72766Q105 490 49467 SH DFND 1 49437 0 30 POOL CORP SHS 73278L105 2132 16448 SH DFND 1 16444 0 4 POWERSHARES DB US DOLLAR INDEX BULLISH FUND SHS 73936D957 2183 90900 SH Put DFND 1 90900 0 0 POWERSHARES SENIOR LOAN PORTFOLIO ETF 73936Q769 85102 3693683 SH DFND 1 3693683 0 0 PRAXAIR INC COM SHS 74005P104 1546 9995 SH DFND 1 9995 0 0 PRICELINE COM INC COM NEW SHS 741503403 1444 831 SH DFND 1 831 0 0 PRICELINE GROUP INC/THE BOND 741503AQ9 213 116000 PRN DFND 1 116000 0 0 PRIMERICA INC COM SHS 74164M108 1473 14507 SH DFND 1 14503 0 4 PROGRESSIVE CORP OHIO COM SHS 743315103 6949 123389 SH DFND 1 123389 0 0 PRUDENTIAL FINL INC COM SHS 744320102 2289 19914 SH DFND 1 19914 0 0 PS BUSINESS PKS INC CALIF COM SHS 69360J107 541 4330 SH DFND 1 4327 0 3 PTC INC COM SHS 69370C100 2640 43445 SH DFND 1 43439 0 6 QTS RLTY TR INC COM CL A SHS 74736A103 821 15159 SH DFND 1 15159 0 0 QUALITY SYS INC COM SHS 747582104 493 36333 SH DFND 1 36310 0 23 RADIAN GROUP INC COM SHS 750236101 301 14580 SH DFND 1 14571 0 9 RED HAT INC COM SHS 756577102 1095 9117 SH DFND 1 9117 0 0 REGIONS FINL CORP NEW COM SHS 7591EP100 298 17244 SH DFND 1 17244 0 0 REPUBLIC SVCS INC COM SHS 760759100 382 5643 SH DFND 1 5643 0 0 RESTAURANT BRANDS INTERNATIONAL INC SHS 76131D103 362 5882 SH DFND 1 5882 0 0 ROCKWELL AUTOMATION INC COM SHS 773903109 2063 10509 SH DFND 1 10509 0 0 ROYAL CARIBBEAN CRUISES LTD CO SHS V7780T103 1272 10656 SH DFND 1 10656 0 0 SANTANDER CONSUMER USA HDG ICO SHS 80283M101 934 50155 SH DFND 1 50137 0 18 SBA COMMUNICATIONS CORP SHS 78410G104 1873 11468 SH DFND 1 11468 0 0 SCHWAB CHARLES CORP NEW COM SHS 808513105 2636 51295 SH DFND 1 51295 0 0 SCIENTIFIC GAMES CORP CL A SHS 80874P109 951 18552 SH DFND 1 18540 0 12 SEI INVTS CO COM SHS 784117103 382 5314 SH DFND 1 5314 0 0 SERVICENOW INC COM SHS 81762P102 2018 15474 SH DFND 1 15474 0 0 SMART GLOBAL HOLDINGS INC SHS G8232Y101 2792 82858 SH DFND 1 82858 0 0 SNAP-ON INC SHS 833034101 546 3132 SH DFND 1 3132 0 0 SOUTHCROSS ENERGY PARTNERS LP SHS 84130C100 293 755 SH DFND 1 755 0 0 SOUTHWEST AIRLS CO COM SHS 844741108 1550 23671 SH DFND 1 23671 0 0 SOUTHWEST GAS CORP SHS 844895102 341 4237 SH DFND 1 4237 0 0 SPDR S&P OIL & GAS EQUIPMENT & SERVICES ETF ETF 78464A748 2240 130765 SH DFND 1 130765 0 0 SPIRE INC COM SHS 84857L101 468 6220 SH DFND 1 6216 0 4 SPIRIT AIRLS INC COM SHS 848577102 1113 24824 SH DFND 1 24815 0 9 SPIRIT RLTY CAP INC NEW COM SHS 84860W102 466 54251 SH DFND 1 54217 0 34 SQUARE INC CL A SHS 852234103 654 18858 SH DFND 1 18846 0 12 STAG INDL INC COM SHS 85254J102 575 21032 SH DFND 1 21019 0 13 STANLEY BLACK AND DECKER INC SHS 854502101 395 2328 SH DFND 1 2328 0 0 STARBUCKS CORP COM SHS 855244109 1409 24530 SH DFND 1 24530 0 0 SUMMIT MATLS INC CL A SHS 86614U100 523 16655 SH DFND 1 16645 0 10 SUN CMNTYS INC COM SHS 866674104 1807 19471 SH DFND 1 19467 0 4 SVB FINL GROUP COM SHS 78486Q101 2093 8954 SH DFND 1 8954 0 0 SYNAPTICS INC COM SHS 87157D109 329 8231 SH DFND 1 8226 0 5 SYNNEX CORP COM SHS 87162W100 775 5705 SH DFND 1 5702 0 3 SYNOPSYS INC COM SHS 871607107 1582 18556 SH DFND 1 18556 0 0 SYSCO CORP COM SHS 871829107 883 14542 SH DFND 1 14542 0 0 TAKE-TWO INTERACTIVE SOFTWARCO SHS 874054109 1264 11518 SH DFND 1 11511 0 7 TELEFLEX INC COM SHS 879369106 1578 6340 SH DFND 1 6339 0 1 TELIGENT INC/NJ BOND 449575AB5 1756 2000000 PRN DFND 1 2000000 0 0 TERADYNE INC BOND 880770AG7 11435 8000000 PRN DFND 1 8000000 0 0 TESLA INC BOND 88160RAC5 18575 17140000 PRN DFND 1 17140000 0 0 THERMO FISHER SCIENTIFIC INC SHS 883556102 2298 12101 SH DFND 1 12101 0 0 TIFFANY & CO NEW COM SHS 886547108 1321 12709 SH DFND 1 12709 0 0 TIME WARNER INC SHS 887317303 561 6130 SH DFND 1 6130 0 0 TIMKEN CO SHS 887389104 237 4825 SH DFND 1 4825 0 0 TIVITY HEALTH INC COM SHS 88870R102 510 13948 SH DFND 1 13939 0 9 TJX COMPANIES INC NEW COM SHS 872540109 682 8920 SH DFND 1 8920 0 0 TRICO BANCSHARES COM SHS 896095106 452 11955 SH DFND 1 11948 0 7 TRIMBLE NAV LTD COM SHS 896239100 2115 52038 SH DFND 1 52038 0 0 TRITON INTL LTD CL A SHS G9078F107 1294 34546 SH DFND 1 34533 0 13 TWITTER INC BOND 90184LAD4 19776 21165000 PRN DFND 1 21165000 0 0 UDR INC SHS 902653104 215 5576 SH DFND 1 5576 0 0 UNION PAC CORP SHS 907818108 4281 31918 SH DFND 1 31918 0 0 UNITED FINL BANCORP INC NEW CO SHS 910304104 367 20809 SH DFND 1 20796 0 13 UNITED RENTALS INC SHS 911363109 559 3252 SH DFND 1 3252 0 0 UNITEDHEALTH GROUP INC SHS 91324P102 2549 11564 SH DFND 1 11564 0 0 UNITIL CORP COM SHS 913259107 543 11920 SH DFND 1 11913 0 7 US CONCRETE INC SHS 90333L201 386 4617 SH DFND 1 4617 0 0 VALIDUS HOLDINGS LTD COM SHS SHS G9319H102 411 8760 SH DFND 1 8755 0 5 VANECK VECTORS OIL SERVICES ET ETF 92189F718 10886 417900 SH DFND 1 417900 0 0 VERIZON COMMUNICATIONS INC SHS 92343V104 482 9104 SH DFND 1 9104 0 0 VERSUM MATLS INC COM SHS 92532W103 512 13523 SH DFND 1 13523 0 0 VERTEX PHARMACEUTICALS INC COM SHS 92532F100 722 4816 SH DFND 1 4816 0 0 VIPSHOP HOLDINGS LTD BOND 92763WAA1 8644 8644000 PRN DFND 1 8644000 0 0 VISA INC COM CL A SHS 92826C839 7546 66186 SH DFND 1 66186 0 0 VMWARE INC CL A COM SHS 928563402 1616 12890 SH DFND 1 12890 0 0 VOYA FINL INC COM SHS 929089100 2423 48988 SH DFND 1 48988 0 0 WABTEC CORP COM SHS 929740108 2309 28345 SH DFND 1 28345 0 0 WALKER & DUNLOP INC COM SHS 93148P102 1981 41723 SH DFND 1 41711 0 12 WASTE CONNECTIONS INC SHS 94106B101 3098 43670 SH DFND 1 43661 0 9 WASTE MANAGEMENT INC COM SHS 94106L109 3621 41964 SH DFND 1 41964 0 0 WATERS CORP COM SHS 941848103 1145 5926 SH DFND 1 5926 0 0 WATSCO INC COM SHS 942622200 859 5051 SH DFND 1 5048 0 3 WAYFAIR INC SHS 94419L101 1152 14350 SH DFND 1 14350 0 0 WD 40 CO COM SHS 929236107 427 3619 SH DFND 1 3617 0 2 WEATHERFORD INTERNATIONAL LTD BOND 947075AH0 329 303000 PRN DFND 1 303000 0 0 WEB.COM GROUP INC BOND 94733AAA2 9047 9115000 PRN DFND 1 9115000 0 0 WEC ENERGY GROUP INC COM SHS 92939U106 277 4167 SH DFND 1 4167 0 0 WELBILT INC SHS 949090104 1464 62242 SH DFND 1 62224 0 18 WELLS FARGO & CO PFD CONV 949746804 616 470 SH DFND 1 470 0 0 WESTERN ALLIANCE BANCORP COM SHS 957638109 515 9105 SH DFND 1 9099 0 6 WESTERN DIGITAL CORP COM SHS 958102105 677 8505 SH DFND 1 8505 0 0 WESTLAKE CHEM CORP COM SHS 960413102 4250 39891 SH DFND 1 39891 0 0 WEX INC SHS 96208T104 670 4740 SH DFND 1 4737 0 3 WEYERHAEUSER CO COM SHS 962166104 693 19643 SH DFND 1 19643 0 0 WHITING PETROLEUM CORP BOND 966387AL6 7158 7738000 PRN DFND 1 7738000 0 0 WINTRUST FINL CORP COM SHS 97650W108 851 10328 SH DFND 1 10322 0 6 ZIMMER HLDGS INC COM SHS 98956P102 4605 38166 SH DFND 1 38166 0 0 ZOETIS INC CL A SHS 98978V103 1147 15924 SH DFND 1 15924 0 0