0000909012-15-000326.txt : 20151111
0000909012-15-000326.hdr.sgml : 20151111
20151110120753
ACCESSION NUMBER: 0000909012-15-000326
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20150930
FILED AS OF DATE: 20151110
DATE AS OF CHANGE: 20151110
EFFECTIVENESS DATE: 20151110
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: 151218022
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
09-30-2015
09-30-2015
SYMPHONY ASSET MANAGEMENT LLC
555 CALIFORNIA STREET
SUITE 3100
SAN FRANCISCO
CA
94104
13F HOLDINGS REPORT
028-05958
N
Amy Chen
Sr. Compliance Manager/Legal Counsel
415 676 4187
/s/ AMY CHEN
San Francisco
CA
11-09-2015
1
421
825971
false
1
028-11405
Nuveen Investments Inc.
INFORMATION TABLE
2
aci_13f.xml
ABBVIE INC
COM
00287Y109
4884
89762
SH
DFND
1
89762
0
0
ADOBE SYSTEMS INC
COM
00724F101
1642
19978
SH
DFND
1
19978
0
0
AERCAP HOLDINGS NV
COM
N00985106
699
18289
SH
DFND
1
18289
0
0
AEROJET ROCKETDYNE HOLDINGS
COM
007800105
475
29354
SH
DFND
1
29273
0
81
AFFILIATED MANAGERS GROUP
COM
008252108
414
2424
SH
DFND
1
2424
0
0
AKAMAI TECHNOLOGIES INC
COM
00971T101
2182
31590
SH
DFND
1
31590
0
0
ALLERGAN PLC
COM
G0177J108
6154
22641
SH
DFND
1
22641
0
0
ALLIANCE DATA SYSTEMS CORP
COM
018581108
548
2117
SH
DFND
1
2117
0
0
ALLSCRIPTS HEALTHCARE SO 1.250% 07/01/20 CVT
BND
01988PAD0
13382
13500000
PRN
DFND
1
13500000
0
0
ALTRIA GROUP INC
COM
02209S103
1444
26539
SH
DFND
1
26539
0
0
AMAZON.COM INC
COM
023135106
5634
11006
SH
DFND
1
11006
0
0
AMDOCS LTD
COM
G02602103
2662
46812
SH
DFND
1
46812
0
0
AMEREN CORPORATION
COM
023608102
393
9292
SH
DFND
1
9292
0
0
AMERICAN CAPITAL LTD
COM
02503Y103
1315
108125
SH
DFND
1
107983
0
142
AMERICAN EXPRESS CO
COM
025816109
3458
46652
SH
DFND
1
46652
0
0
AMERISOURCEBERGEN CORP
COM
03073E105
509
5364
SH
DFND
1
5364
0
0
AMETEK INC
COM
031100100
1663
31785
SH
DFND
1
31785
0
0
AMGEN INC
COM
031162100
4446
32140
SH
DFND
1
32140
0
0
AMN HEALTHCARE SERVICES INC
COM
001744101
455
15174
SH
DFND
1
15132
0
42
AMPHENOL CORP-CL A
COM
032095101
562
11025
SH
DFND
1
11025
0
0
ANALOG DEVICES INC
COM
032654105
333
5900
SH
DFND
1
5900
0
0
ANTHEM INC 2.750% 10/15/42 CVT
BND
94973VBG1
264
140000
PRN
DFND
1
140000
0
0
APPLE INC
COM
037833100
11479
104071
SH
DFND
1
104071
0
0
APPLIED MATERIALS INC
COM
038222105
169
11534
SH
DFND
1
11534
0
0
ARGO GROUP INTERNATIONAL
COM
G0464B107
2043
36106
SH
DFND
1
36060
0
46
ARTHUR J GALLAGHER & CO
COM
363576109
1873
45368
SH
DFND
1
45368
0
0
ASSURANT INC
COM
04621X108
3316
41969
SH
DFND
1
41939
0
30
ASTRAZENECA PLC-SPONS ADR
ADR
046353108
914
28722
SH
DFND
1
28722
0
0
AUTONATION INC
COM
05329W102
294
5062
SH
DFND
1
5062
0
0
AUTOZONE INC
COM
053332102
835
1154
SH
DFND
1
1154
0
0
AVAGO TECHNOLOGIES LTD
COM
Y0486S104
5664
45309
SH
DFND
1
45309
0
0
AXALTA COATING SYSTEMS LTD
COM
G0750C108
1434
56596
SH
DFND
1
56508
0
88
AXCELIS TECHNOLOGIES INC
COM
054540109
659
246635
SH
DFND
1
245950
0
685
AXIS CAPITAL HOLDINGS LTD
COM
G0692U109
842
15681
SH
DFND
1
15681
0
0
B/E AEROSPACE INC
COM
073302101
279
6362
SH
DFND
1
6362
0
0
BAKER HUGHES INC
COM
057224107
1596
30677
SH
DFND
1
30677
0
0
BANK OF AMERICA CORP 7.250% PERP SR:L CVT
BND
060505682
301
280
PRN
DFND
1
280
0
0
BANK OF NOVA SCOTIA
COM
064149107
331
7499
SH
DFND
1
7499
0
0
BANNER CORPORATION
COM
06652V208
926
19380
SH
DFND
1
19326
0
54
BARCLAYS PLC-SPONS ADR
ADR
06738E204
519
35092
SH
DFND
1
35092
0
0
BARNES GROUP INC
COM
067806109
866
24042
SH
DFND
1
23975
0
67
BAXALTA INC
COM
07177M103
635
20154
SH
DFND
1
20154
0
0
BAXTER INTERNATIONAL INC
COM
071813109
641
19490
SH
DFND
1
19490
0
0
BERRY PLASTICS GROUP INC
COM
08579W103
1600
53208
SH
DFND
1
53144
0
64
BHP BILLITON LTD-SPON ADR
ADR
088606108
684
21626
SH
DFND
1
21626
0
0
BIOGEN IDEC INC
COM
09062X103
1384
4744
SH
DFND
1
4744
0
0
BIOMARIN PHARMACEUTICAL 0.750% 10/15/18 CVT
BND
09061GAE1
16859
13000000
PRN
DFND
1
13000000
0
0
BJ'S RESTAURANTS INC
COM
09180C106
726
16865
SH
DFND
1
16840
0
25
BLACK KNIGHT FINANCIAL-CL A
COM
09214X100
1859
57091
SH
DFND
1
57002
0
89
BLACKHAWK NETWORK HOLDINGS I
COM
09238E104
3303
77904
SH
DFND
1
77835
0
69
BOEING CO/THE
COM
097023105
3545
27076
SH
DFND
1
27076
0
0
BP PLC-SPONS ADR
ADR
055622104
886
28985
SH
DFND
1
28985
0
0
BRIGGS & STRATTON
COM
109043109
547
28295
SH
DFND
1
28216
0
79
BRINKER INTERNATIONAL INC
COM
109641100
1893
35937
SH
DFND
1
35937
0
0
BRISTOL-MYERS SQUIBB CO
COM
110122108
1571
26549
SH
DFND
1
26549
0
0
BRITISH AMERICAN TOB-SP ADR
ADR
110448107
1058
9613
SH
DFND
1
9613
0
0
BROADCOM CORP-CL A
COM
111320107
3758
73073
SH
DFND
1
73073
0
0
BT GROUP PLC-SPON ADR
ADR
05577E101
834
13083
SH
DFND
1
13083
0
0
BURLINGTON STORES INC
COM
122017106
1321
25877
SH
DFND
1
25828
0
49
CALATLANTIC GROUP INC 1.250% 08/01/32 CVT
BND
85375CBC4
10573
9100000
PRN
DFND
1
9100000
0
0
CAPITAL PRODUCT PARTNERS LP
COM
Y11082107
1016
164835
SH
DFND
1
164835
0
0
CARDINAL HEALTH INC
COM
14149Y108
847
11029
SH
DFND
1
11029
0
0
CARLISLE COS INC
COM
142339100
3595
41132
SH
DFND
1
41132
0
0
CARNIVAL PLC-ADR
ADR
14365C103
770
14891
SH
DFND
1
14891
0
0
CARRIZO OIL & GAS INC
COM
144577103
269
8803
SH
DFND
1
8780
0
23
CARTER'S INC
COM
146229109
3401
37522
SH
DFND
1
37497
0
25
CASELLA WASTE SYSTEMS INC-A
COM
147448104
918
158320
SH
DFND
1
158009
0
311
CASEY'S GENERAL STORES INC
COM
147528103
857
8331
SH
DFND
1
8308
0
23
CATALYST PHARMACEUTICAL PART
COM
14888U101
165
55126
SH
DFND
1
54971
0
155
CBRE GROUP INC - A
COM
12504L109
1721
53771
SH
DFND
1
53771
0
0
CELANESE CORP-SERIES A
COM
150870103
953
16105
SH
DFND
1
16105
0
0
CELESTICA INC
COM
15101Q108
586
45454
SH
DFND
1
45454
0
0
CELGENE CORP
COM
151020104
1320
12211
SH
DFND
1
12211
0
0
CHECK POINT SOFTWARE TECH
COM
M22465104
780
9832
SH
DFND
1
9832
0
0
CHEVRON CORP
COM
166764100
293
3723
SH
DFND
1
3723
0
0
CHINA LODGING GROUP-SPON ADS
COM
16949N109
602
24726
SH
DFND
1
24726
0
0
CHUNGHWA TELECOM LT-SPON ADR
ADR
17133Q502
733
24233
SH
DFND
1
24233
0
0
CIA DE MINAS BUENAVENTUR-ADR
ADR
204448104
356
59851
SH
DFND
1
59851
0
0
CIENA CORP
COM
171779309
1594
76929
SH
DFND
1
76929
0
0
CIGNA CORP
COM
125509109
822
6084
SH
DFND
1
6084
0
0
CINTAS CORP
COM
172908105
1692
19739
SH
DFND
1
19739
0
0
CLEAR CHANNEL OUTDOOR-CL A
COM
18451C109
476
66794
SH
DFND
1
66794
0
0
CLEARWATER PAPER CORP
COM
18538R103
474
10030
SH
DFND
1
10002
0
28
CLOROX COMPANY
COM
189054109
1888
16338
SH
DFND
1
16338
0
0
CLOVIS ONCOLOGY INC 2.500% 09/15/21 CVT
BND
189464AB6
14358
8575000
PRN
DFND
1
8575000
0
0
CLUBCORP HOLDINGS INC
COM
18948M108
1257
58573
SH
DFND
1
58573
0
0
CNOOC LTD-SPON ADR
ADR
126132109
431
4186
SH
DFND
1
4186
0
0
COBALT INTL ENERGY INC 2.625% 12/01/19 CVT
BND
19075FAA4
20271
28450000
PRN
DFND
1
28450000
0
0
COCA-COLA CO/THE
COM
191216100
2252
56125
SH
DFND
1
56125
0
0
COGNIZANT TECH SOLUTIONS-A
COM
192446102
2225
35539
SH
DFND
1
35539
0
0
COMCAST CORP-CLASS A
COM
20030N101
5008
88042
SH
DFND
1
88042
0
0
COMMUNITY HEALTH SYSTEMS INC
COM
203668108
1296
30296
SH
DFND
1
30296
0
0
COMPASS MINERALS INTERNATION
COM
20451N101
945
12059
SH
DFND
1
12059
0
0
CONCHO RESOURCES INC
COM
20605P101
307
3125
SH
DFND
1
3125
0
0
CONSTELLATION BRANDS INC-A
COM
21036P108
2494
19920
SH
DFND
1
19920
0
0
COSTCO WHOLESALE CORP
COM
22160K105
4903
33913
SH
DFND
1
33913
0
0
COVANTA HOLDING CORP
COM
22282E102
477
27377
SH
DFND
1
27307
0
70
COWEN GROUP INC 3.000% 03/15/19 CVT
BND
223622AB7
5789
5500000
PRN
DFND
1
5500000
0
0
CREDIT SUISSE GROUP-SPON ADR
ADR
225401108
648
26986
SH
DFND
1
26986
0
0
CROWN CASTLE INTL CORP
COM
22822V101
350
4440
SH
DFND
1
4440
0
0
CSG SYSTEMS INTL INC
COM
126349109
493
16007
SH
DFND
1
15962
0
45
CUBESMART
COM
229663109
1431
52609
SH
DFND
1
52529
0
80
CUMULUS MEDIA INC-CL A
COM
231082108
15
20612
SH
DFND
1
20612
0
0
CURRENCYSHARES SWISS FRANC
COM
23129V109
298
3000
SH
DFND
1
3000
0
0
DANAHER CORP
COM
235851102
3277
38456
SH
DFND
1
38456
0
0
DAVE & BUSTER'S ENTERTAINMEN
COM
238337109
1587
41965
SH
DFND
1
41889
0
76
DELHAIZE GROUP - SPONS ADR
ADR
29759W101
809
36557
SH
DFND
1
36557
0
0
DENNY'S CORP
COM
24869P104
618
56009
SH
DFND
1
56009
0
0
DENTSPLY INTERNATIONAL INC
COM
249030107
554
10957
SH
DFND
1
10957
0
0
DEUTSCHE BANK AG-REGISTERED
COM
D18190898
438
16249
SH
DFND
1
16249
0
0
DEXCOM INC
COM
252131107
434
5056
SH
DFND
1
5042
0
14
DHT HOLDINGS INC
COM
Y2065G121
1687
227292
SH
DFND
1
227292
0
0
DIGITAL REALTY TRUST INC
COM
253868103
2406
36826
SH
DFND
1
36826
0
0
DOCTOR REDDY'S LAB-ADR
ADR
256135203
602
9423
SH
DFND
1
9423
0
0
DOLLAR TREE INC
COM
256746108
2855
42831
SH
DFND
1
42831
0
0
DOMINION RESOURCES INC/VA
COM
25746U109
788
11204
SH
DFND
1
11204
0
0
DTE ENERGY COMPANY
COM
233331107
599
7451
SH
DFND
1
7451
0
0
E*TRADE FINANCIAL CORP
COM
269246401
533
20250
SH
DFND
1
20250
0
0
EAST WEST BANCORP INC
COM
27579R104
874
22749
SH
DFND
1
22749
0
0
Eaton Vance Floating Rate Income Trust Common
COM
278279104
4683
353668
SH
DFND
1
353668
0
0
Eaton Vance Senior Income Trust Common
COM
27826S103
5686
968586
SH
DFND
1
968586
0
0
EBAY INC
COM
278642103
368
15054
SH
DFND
1
15054
0
0
ELECTRONIC ARTS INC
COM
285512109
247
3643
SH
DFND
1
3643
0
0
ELI LILLY & CO
COM
532457108
753
9005
SH
DFND
1
9005
0
0
EMBOTELLADORA ANDINA-ADR B
ADR
29081P303
638
30752
SH
DFND
1
30752
0
0
EMERGENT BIOSOLUTIONS INC
COM
29089Q105
760
26664
SH
DFND
1
26603
0
61
ENANTA PHARMACEUTICALS INC
COM
29251M106
315
8713
SH
DFND
1
8689
0
24
EOG RESOURCES INC
COM
26875P101
823
11307
SH
DFND
1
11307
0
0
EQUINIX INC
COM
29444U700
3843
14056
SH
DFND
1
14056
0
0
EQUITY LIFESTYLE PROPERTIES
COM
29472R108
301
5131
SH
DFND
1
5131
0
0
ESSENT GROUP LTD
COM
G3198U102
1274
51282
SH
DFND
1
51198
0
84
ESSEX PROPERTY TRUST INC
COM
297178105
2259
10112
SH
DFND
1
10112
0
0
ETFS PHYSICAL PALLADIUM SHAR
COM
26923A106
1242
19728
SH
DFND
1
19728
0
0
EVERTEC INC
COM
30040P103
565
31277
SH
DFND
1
31188
0
89
EXPEDIA INC
COM
30212P303
385
3272
SH
DFND
1
3272
0
0
EXPRESS SCRIPTS HOLDING CO
COM
30219G108
1032
12752
SH
DFND
1
12752
0
0
EXTRA SPACE STORAGE INC
COM
30225T102
749
9705
SH
DFND
1
9705
0
0
EXXON MOBIL CORP
COM
30231G102
755
10162
SH
DFND
1
10162
0
0
F5 NETWORKS INC
COM
315616102
2634
22746
SH
DFND
1
22746
0
0
FACEBOOK INC-A
COM
30303M102
5526
61474
SH
DFND
1
61474
0
0
FCB FINANCIAL HOLDINGS-CL A
COM
30255G103
935
28668
SH
DFND
1
28589
0
79
FIAT CHRYSLER AUTOMOBILES NV
COM
N31738102
476
36031
SH
DFND
1
36031
0
0
FIBRIA CELULOSE SA-SPON ADR
ADR
31573A109
576
42478
SH
DFND
1
42478
0
0
FIDELITY NATIONAL INFO SERV
COM
31620M106
408
6091
SH
DFND
1
6091
0
0
FIRST DEFIANCE FINL CORP
COM
32006W106
580
15876
SH
DFND
1
15831
0
45
FIRST TRUST NYSE ARCA BIOTEC
COM
33733E203
443
4369
SH
DFND
1
4357
0
12
FLY LEASING LTD-ADR
ADR
34407D109
1214
91998
SH
DFND
1
91827
0
171
FNF GROUP
COM
31620R303
1051
29637
SH
DFND
1
29637
0
0
FNFV GROUP
COM
31620R402
445
37933
SH
DFND
1
37828
0
105
FRONTIER COMMUNICATIONS 11.125% 06/29/18 SR:A CVT
BND
35906A207
6032
64300
PRN
DFND
1
64300
0
0
G & K SERVICES INC -CL A
COM
361268105
907
13620
SH
DFND
1
13581
0
39
GENERAL DYNAMICS CORP
COM
369550108
815
5910
SH
DFND
1
5910
0
0
GENERAL ELECTRIC CO
COM
369604103
1651
65478
SH
DFND
1
65478
0
0
GENERAL MILLS INC
COM
370334104
652
11601
SH
DFND
1
11601
0
0
GILEAD SCIENCES INC
COM
375558103
4643
47289
SH
DFND
1
47289
0
0
GILEAD SCIENCES INC 1.625% 05/01/16 SR:D CVT
BND
375558AP8
266
62000
PRN
DFND
1
62000
0
0
GREEN DOT CORP-CLASS A
COM
39304D102
501
28424
SH
DFND
1
28349
0
75
GRIFOLS SA-ADR
ADR
398438408
588
19340
SH
DFND
1
19340
0
0
GROUP 1 AUTOMOTIVE INC
COM
398905109
698
8200
SH
DFND
1
8178
0
22
GRUPO AEROPORTUARIO PAC-ADR
ADR
400506101
632
7277
SH
DFND
1
7277
0
0
GRUPO AEROPORTUARIO SUR-ADR
ADR
40051E202
574
3768
SH
DFND
1
3768
0
0
HARTFORD FINANCIAL SVCS GRP
COM
416515104
3395
74160
SH
DFND
1
74160
0
0
HCA HOLDINGS INC
COM
40412C101
2396
30973
SH
DFND
1
30973
0
0
HD SUPPLY HOLDINGS INC
COM
40416M105
328
11461
SH
DFND
1
11461
0
0
HEALTHCARE TRUST OF AME-CL A
COM
42225P501
332
13550
SH
DFND
1
13550
0
0
HELMERICH & PAYNE
COM
423452101
225
4756
SH
DFND
1
4756
0
0
HERSHEY CO/THE
COM
427866108
1727
18796
SH
DFND
1
18796
0
0
HOLOGIC INC FLT 03/01/42 SR:2012 CVT
BND
436440AC5
230
170000
PRN
DFND
1
170000
0
0
HOLOGIC INC FLT 12/15/43 CVT
BND
436440AG6
4430
3500000
PRN
DFND
1
3500000
0
0
HOME DEPOT INC
COM
437076102
7602
65817
SH
DFND
1
65817
0
0
HOME PROPERTIES INC
COM
437306103
442
5906
SH
DFND
1
5906
0
0
HONEYWELL INTERNATIONAL INC
COM
438516106
4314
45556
SH
DFND
1
45556
0
0
HOST HOTELS & RESORTS INC
COM
44107P104
288
18218
SH
DFND
1
18218
0
0
HUANENG POWER INTL-SPONS ADR
ADR
443304100
577
13641
SH
DFND
1
13641
0
0
HUDSON PACIFIC PROPERTIES IN
COM
444097109
1732
60136
SH
DFND
1
60057
0
79
HUMANA INC
COM
444859102
205
1144
SH
DFND
1
1144
0
0
HUNT (JB) TRANSPRT SVCS INC
COM
445658107
1233
17263
SH
DFND
1
17263
0
0
ICON PLC
COM
G4705A100
666
9381
SH
DFND
1
9381
0
0
INFINERA CORP
COM
45667G103
527
26963
SH
DFND
1
26963
0
0
ING GROEP N.V.-SPONSORED ADR
ADR
456837103
1082
76541
SH
DFND
1
76541
0
0
INGERSOLL-RAND PLC
COM
G47791101
956
18829
SH
DFND
1
18829
0
0
INPHI CORP
COM
45772F107
1653
68743
SH
DFND
1
68646
0
97
INSULET CORP
COM
45784P101
437
16851
SH
DFND
1
16805
0
46
INTEL CORP
COM
458140100
1028
34109
SH
DFND
1
34109
0
0
INTEL CORP 3.250% 08/01/39 CVT
BND
458140AF7
424
281000
PRN
DFND
1
281000
0
0
INTERACTIVE BROKERS GRO-CL A
COM
45841N107
382
9656
SH
DFND
1
9656
0
0
INTERXION HOLDING NV
COM
N47279109
584
21565
SH
DFND
1
21565
0
0
INTUIT INC
COM
461202103
288
3250
SH
DFND
1
3250
0
0
INVESCO LTD
COM
G491BT108
538
17222
SH
DFND
1
17222
0
0
ISHARES IBOXX HIGH YIELD COR
COM
464288513
9453
113500
SH
DFND
1
113500
0
0
ISHARES MSCI EAFE ETF
COM
464287465
447
7800
SH
DFND
1
7800
0
0
ISIS PHARMACEUTICALS INC
COM
464330109
296
7305
SH
DFND
1
7285
0
20
IXIA 3.000% 12/15/15 CVT
BND
45071RAB5
6950
6915000
PRN
DFND
1
6915000
0
0
JANUS CAPITAL GROUP INC 0.750% 07/15/18 SR:JNS CVT
BND
47102XAH8
4001
3000000
PRN
DFND
1
3000000
0
0
JARDEN CORP
COM
471109108
3602
73700
SH
DFND
1
73700
0
0
JARDEN CORP 1.500% 06/15/19 CVT
BND
471109AL2
232
172000
PRN
DFND
1
172000
0
0
JAZZ PHARMACEUTICALS PLC
COM
G50871105
248
1869
SH
DFND
1
1863
0
6
JM SMUCKER CO/THE
COM
832696405
927
8120
SH
DFND
1
8120
0
0
JOHN BEAN TECHNOLOGIES CORP
COM
477839104
1464
38285
SH
DFND
1
38206
0
79
JOHNSON & JOHNSON
COM
478160104
1176
12597
SH
DFND
1
12597
0
0
KAR AUCTION SERVICES INC
COM
48238T109
319
8984
SH
DFND
1
8984
0
0
KCG HOLDINGS INC-CL A
COM
48244B100
483
44038
SH
DFND
1
43907
0
131
KELLOGG CO
COM
487836108
566
8502
SH
DFND
1
8502
0
0
KEYCORP
COM
493267108
583
44762
SH
DFND
1
44762
0
0
KIMBERLY-CLARK CORP
COM
494368103
2581
23666
SH
DFND
1
23666
0
0
KINDRED HEALTHCARE INC
COM
494580103
1104
70079
SH
DFND
1
69976
0
103
KOREA ELEC POWER CORP-SP ADR
ADR
500631106
792
38631
SH
DFND
1
38631
0
0
KRAFT HEINZ CO/THE
COM
500754106
1949
27625
SH
DFND
1
27625
0
0
KROGER CO
COM
501044101
4274
118499
SH
DFND
1
118499
0
0
LA QUINTA HOLDINGS INC
COM
50420D108
450
28521
SH
DFND
1
28442
0
79
LACLEDE GROUP INC/THE
COM
505597104
535
9806
SH
DFND
1
9779
0
27
LEAR CORP
COM
521865204
528
4852
SH
DFND
1
4852
0
0
LEVEL 3 COMMUNICATIONS INC
COM
52729N308
1063
24336
SH
DFND
1
24336
0
0
LIBERTY GLOBAL PLC-SERIES C
COM
G5480U120
762
18570
SH
DFND
1
18570
0
0
LIFEPOINT HOSPITALS INC
COM
53219L109
683
9642
SH
DFND
1
9615
0
27
LITHIA MOTORS INC-CL A
COM
536797103
1332
12320
SH
DFND
1
12298
0
22
LLOYDS BANKING GROUP PLC-ADR
ADR
539439109
221
48052
SH
DFND
1
48052
0
0
LOCKHEED MARTIN CORP
COM
539830109
2060
9939
SH
DFND
1
9939
0
0
LOGITECH INTERNATIONAL-REG
COM
H50430232
546
41647
SH
DFND
1
41647
0
0
LUXOTTICA GROUP SPA-SPON ADR
ADR
55068R202
791
11421
SH
DFND
1
11421
0
0
LYONDELLBASELL INDU-CL A
COM
N53745100
2624
31479
SH
DFND
1
31479
0
0
M & T BANK CORP
COM
55261F104
940
7711
SH
DFND
1
7711
0
0
MA-COM TECHNOLOGY SOLUTIONS
COM
55405Y100
1371
47312
SH
DFND
1
47246
0
66
MACY'S INC
COM
55616P104
232
4525
SH
DFND
1
4525
0
0
MADISON SQUARE GARDEN INC CL A
COM
55826P100
221
3066
SH
DFND
1
3039
0
27
MANHATTAN ASSOCIATES INC
COM
562750109
913
14662
SH
DFND
1
14620
0
42
MARRIOTT INTERNATIONAL -CL A
COM
571903202
214
3137
SH
DFND
1
3137
0
0
MARRIOTT VACATIONS WORLD
COM
57164Y107
737
10808
SH
DFND
1
10778
0
30
MARTIN MARIETTA MATERIALS
COM
573284106
1506
9914
SH
DFND
1
9914
0
0
MASCO CORP
COM
574599106
499
19816
SH
DFND
1
19816
0
0
MASTERCARD INC-CLASS A
COM
57636Q104
3590
39828
SH
DFND
1
39828
0
0
MCDONALD'S CORP
COM
580135101
2658
26974
SH
DFND
1
26974
0
0
MCKESSON CORP
COM
58155Q103
3803
20553
SH
DFND
1
20553
0
0
MEDASSETS INC
COM
584045108
1207
60140
SH
DFND
1
60073
0
67
MEDTRONIC PLC
COM
G5960L103
1062
15863
SH
DFND
1
15863
0
0
MELLANOX TECHNOLOGIES LTD
COM
M51363113
4749
125674
SH
DFND
1
125619
0
55
MEN'S WEARHOUSE INC/THE
COM
587118100
439
10317
SH
DFND
1
10317
0
0
MERCK & CO. INC.
COM
58933Y105
586
11872
SH
DFND
1
11872
0
0
MERIT MEDICAL SYSTEMS INC
COM
589889104
441
18461
SH
DFND
1
18410
0
51
MERITAGE HOMES CORP 1.875% 09/15/32 CVT
BND
59001AAR3
9931
9900000
PRN
DFND
1
9900000
0
0
MERITOR INC FLT 03/01/26 CVT
BND
043353AF8
249
250000
PRN
DFND
1
250000
0
0
METHANEX CORP
COM
59151K108
797
24021
SH
DFND
1
23993
0
28
MICRON TECHNOLOGY INC 3.000% 11/15/43 SR:G CVT
BND
595112AY9
317
375000
PRN
DFND
1
375000
0
0
MICRON TECHNOLOGY INC 3.125% 05/01/32 SR:D CVT
BND
595112AX1
1664
1000000
PRN
DFND
1
1000000
0
0
MICROSOFT CORP
COM
594918104
3322
75057
SH
DFND
1
75057
0
0
MITSUBISHI UFJ FINL-SPON ADR
ADR
606822104
997
163843
SH
DFND
1
163843
0
0
MONSANTO CO
COM
61166W101
608
7118
SH
DFND
1
7118
0
0
MOODY'S CORP
COM
615369105
842
8578
SH
DFND
1
8578
0
0
MSG NETWORKS INC
COM
553573106
1206
16718
SH
DFND
1
16718
0
0
MYLAN NV
COM
N59465109
2098
52116
SH
DFND
1
52116
0
0
NATIONAL GENERAL HLDGS
COM
636220303
1430
74118
SH
DFND
1
74006
0
112
NET 1 UEPS TECHNOLOGIES INC
COM
64107N206
851
50802
SH
DFND
1
50666
0
136
NETEASE INC-ADR
ADR
64110W102
663
5521
SH
DFND
1
5521
0
0
NETSUITE INC 0.250% 06/01/18 CVT
BND
64118QAB3
3537
3500000
PRN
DFND
1
3500000
0
0
NIKE INC -CL B
COM
654106103
2843
23119
SH
DFND
1
23119
0
0
NIPPON TELEGRAPH & TELE-ADR
ADR
654624105
730
20697
SH
DFND
1
20697
0
0
NOMURA HOLDINGS INC-SPON ADR
ADR
65535H208
638
109565
SH
DFND
1
109565
0
0
NORTHSTAR REALTY FINANCE
COM
66704R704
405
32771
SH
DFND
1
32679
0
92
NOVARTIS AG-SPONSORED ADR
ADR
66987V109
395
4301
SH
DFND
1
4301
0
0
NOVO-NORDISK A/S-SPONS ADR
ADR
670100205
1229
22654
SH
DFND
1
22654
0
0
NTT DOCOMO INC-SPON ADR
ADR
62942M201
563
33359
SH
DFND
1
33359
0
0
NUSTAR GP HOLDINGS LLC
COM
67059L102
1508
56429
SH
DFND
1
56409
0
20
NVIDIA CORP 1.000% 12/01/18 CVT
BND
67066GAC8
205
155000
PRN
DFND
1
155000
0
0
NXP SEMICONDUCTOR NV 1.000% 12/01/19 SR:144A CVT
BND
62952QAA8
20801
18750000
PRN
DFND
1
18750000
0
0
OLD REPUBLIC INTL CORP
COM
680223104
856
54751
SH
DFND
1
54751
0
0
ON SEMICONDUCTOR CORP
COM
682189105
549
58400
SH
DFND
1
58400
0
0
ORACLE CORP
COM
68389X105
5738
158878
SH
DFND
1
158878
0
0
O'REILLY AUTOMOTIVE INC
COM
67103H107
4070
16278
SH
DFND
1
16278
0
0
OREXIGEN THERAPEUTICS IN 2.750% 12/01/20 CVT
BND
686164AB0
1555
2244000
PRN
DFND
1
2244000
0
0
ORION ENGINEERED CARBONS SA
COM
L72967109
330
22821
SH
DFND
1
22821
0
0
PACWEST BANCORP
COM
695263103
1044
24366
SH
DFND
1
24324
0
42
PALO ALTO NETWORKS 0.000% 07/01/19 CVT
BND
697435AB1
21223
13000000
PRN
DFND
1
13000000
0
0
PARAMOUNT GROUP INC
COM
69924R108
1072
63829
SH
DFND
1
63829
0
0
PARK-OHIO HOLDINGS CORP
COM
700666100
350
12135
SH
DFND
1
12101
0
34
PATRIOT NATIONAL INC
COM
70338T102
1177
74339
SH
DFND
1
74185
0
154
PAYPAL HOLDINGS INC
COM
70450Y103
1706
54983
SH
DFND
1
54983
0
0
PDC ENERGY INC
COM
69327R101
792
14946
SH
DFND
1
14924
0
22
PENN NATIONAL GAMING INC
COM
707569109
787
46934
SH
DFND
1
46804
0
130
PEPSICO INC
COM
713448108
1528
16196
SH
DFND
1
16196
0
0
PFIZER INC
COM
717081103
5285
168271
SH
DFND
1
168271
0
0
PHARMERICA CORP
COM
71714F104
476
16709
SH
DFND
1
16674
0
35
PHILIP MORRIS INTERNATIONAL
COM
718172109
529
6671
SH
DFND
1
6671
0
0
PHILLIPS 66
COM
718546104
315
4107
SH
DFND
1
4107
0
0
PINNACLE WEST CAPITAL
COM
723484101
1409
21965
SH
DFND
1
21965
0
0
POOL CORP
COM
73278L105
966
13359
SH
DFND
1
13335
0
24
POST PROPERTIES INC
COM
737464107
648
11115
SH
DFND
1
11084
0
31
PPG INDUSTRIES INC
COM
693506107
1222
13941
SH
DFND
1
13941
0
0
PPL CORP
COM
69351T106
667
20277
SH
DFND
1
20277
0
0
PRICELINE GROUP INC/THE
COM
741503403
5859
4737
SH
DFND
1
4737
0
0
PRICELINE GROUP INC/THE 1.000% 03/15/18 CVT
BND
741503AQ9
231
164000
PRN
DFND
1
164000
0
0
PRIMERICA INC
COM
74164M108
546
12114
SH
DFND
1
12080
0
34
PRIVATEBANCORP INC
COM
742962103
1796
46852
SH
DFND
1
46775
0
77
PROCTER & GAMBLE CO/THE
COM
742718109
1027
14282
SH
DFND
1
14282
0
0
PROGENICS PHARMACEUTICALS
COM
743187106
295
51572
SH
DFND
1
51478
0
94
PROLOGIS INC
COM
74340W103
304
7815
SH
DFND
1
7815
0
0
PROOFPOINT INC 1.250% 12/15/18 CVT
BND
743424AB9
26230
16000000
PRN
DFND
1
16000000
0
0
PS BUSINESS PARKS INC/CA
COM
69360J107
707
8899
SH
DFND
1
8874
0
25
PTC INC
COM
69370C100
482
15194
SH
DFND
1
15194
0
0
PUBLIC STORAGE
COM
74460D109
519
2453
SH
DFND
1
2453
0
0
QIHOO 360 TECHNOLOGY CO-ADR
ADR
74734M109
399
8329
SH
DFND
1
8329
0
0
RADWARE LTD
COM
M81873107
449
27584
SH
DFND
1
27507
0
77
RAMBUS INC 1.125% 08/15/18 CVT
BND
750917AE6
11127
9500000
PRN
DFND
1
9500000
0
0
RANGE RESOURCES CORP
COM
75281A109
265
8255
SH
DFND
1
8255
0
0
RED HAT INC
COM
756577102
1646
22900
SH
DFND
1
22900
0
0
REGENERON PHARMACEUTICALS
COM
75886F107
677
1457
SH
DFND
1
1457
0
0
RELIANCE STEEL & ALUMINUM
COM
759509102
855
15821
SH
DFND
1
15821
0
0
RENAISSANCERE HOLDINGS LTD
COM
G7496G103
897
8438
SH
DFND
1
8438
0
0
REPUBLIC SERVICES INC
COM
760759100
4209
102166
SH
DFND
1
102166
0
0
RITCHIE BROS AUCTIONEERS
COM
767744105
543
20992
SH
DFND
1
20992
0
0
RITE AID CORP
COM
767754104
312
51280
SH
DFND
1
51280
0
0
ROSS STORES INC
COM
778296103
2992
61725
SH
DFND
1
61725
0
0
ROYAL CARIBBEAN CRUISES LTD
COM
V7780T103
470
5275
SH
DFND
1
5275
0
0
ROYAL DUTCH SHELL-SPON ADR-A
ADR
780259206
929
19603
SH
DFND
1
19603
0
0
ROYAL DUTCH SHELL-SPON ADR-B
ADR
780259107
709
14923
SH
DFND
1
14923
0
0
RYANAIR HOLDINGS PLC-SP ADR
ADR
783513104
874
11159
SH
DFND
1
11159
0
0
RYLAND GROUP 0.250% 06/01/19 CVT
BND
783764AS2
217
235000
PRN
DFND
1
235000
0
0
SALESFORCE.COM INC
COM
79466L302
1502
21636
SH
DFND
1
21636
0
0
SANDISK CORP 1.500% 08/15/17 CVT
BND
80004CAD3
25187
20210000
PRN
DFND
1
20210000
0
0
SANOFI-ADR
ADR
80105N105
1097
23106
SH
DFND
1
23106
0
0
SASOL LTD-SPONSORED ADR
ADR
803866300
494
17753
SH
DFND
1
17753
0
0
SCHLUMBERGER LTD
COM
806857108
1648
23899
SH
DFND
1
23899
0
0
SCHWAB (CHARLES) CORP
COM
808513105
1052
36844
SH
DFND
1
36844
0
0
SEI INVESTMENTS COMPANY
COM
784117103
2486
51536
SH
DFND
1
51536
0
0
SEMGROUP CORP-CLASS A
COM
81663A105
377
8722
SH
DFND
1
8697
0
25
SEMPRA ENERGY
COM
816851109
880
9091
SH
DFND
1
9091
0
0
SERVICENOW INC 0.000% 11/01/18 CVT
BND
81762PAB8
11306
10000000
PRN
DFND
1
10000000
0
0
SERVICESOURCE INTL INC 1.500% 08/01/18 CVT
BND
81763UAB6
1894
2268000
PRN
DFND
1
2268000
0
0
SHERWIN-WILLIAMS CO/THE
COM
824348106
227
1017
SH
DFND
1
1017
0
0
SHIRE PLC-ADR
ADR
82481R106
812
3954
SH
DFND
1
3954
0
0
SIGNATURE BANK
COM
82669G104
663
4817
SH
DFND
1
4817
0
0
SIGNET JEWELERS LTD
COM
G81276100
1606
11799
SH
DFND
1
11799
0
0
SIMON PROPERTY GROUP INC
COM
828806109
2371
12906
SH
DFND
1
12906
0
0
SIRONA DENTAL SYSTEMS INC
COM
82966C103
339
3626
SH
DFND
1
3626
0
0
SONIC CORP
COM
835451105
1127
49110
SH
DFND
1
49033
0
77
SOUTHERN CO/THE
COM
842587107
997
22300
SH
DFND
1
22300
0
0
SOUTHWEST AIRLINES CO
COM
844741108
2484
65306
SH
DFND
1
65306
0
0
SPECTRANETICS CORP 2.625% 06/01/34 CVT
BND
84760CAA5
8594
11327000
PRN
DFND
1
11327000
0
0
STANLEY BLACK & DECKER I 4.750% 11/17/15 CVT
BND
854502309
201
1500
PRN
DFND
1
1500
0
0
STANLEY BLACK & DECKER INC
COM
854502101
418
4317
SH
DFND
1
4317
0
0
STARBUCKS CORP
COM
855244109
2945
51814
SH
DFND
1
51814
0
0
STARWOOD HOTELS & RESORTS
COM
85590A401
955
14365
SH
DFND
1
14365
0
0
STARWOOD PROPERTY TRUST 3.750% 10/15/17 CVT
BND
85571BAC9
266
267000
PRN
DFND
1
267000
0
0
STATOIL ASA-SPON ADR
ADR
85771P102
498
34222
SH
DFND
1
34222
0
0
STONEGATE BANK
COM
861811107
498
15651
SH
DFND
1
15607
0
44
SUMITOMO MITSUI-SPONS ADR
ADR
86562M209
806
105727
SH
DFND
1
105727
0
0
SUN COMMUNITIES INC
COM
866674104
2512
37065
SH
DFND
1
37034
0
31
SUN LIFE FINANCIAL INC
COM
866796105
794
24623
SH
DFND
1
24623
0
0
SUNCOR ENERGY INC
COM
867224107
672
25121
SH
DFND
1
25121
0
0
SUPERVALU INC
COM
868536103
379
52797
SH
DFND
1
52651
0
146
SVB FINANCIAL GROUP
COM
78486Q101
1435
12421
SH
DFND
1
12421
0
0
SYNAPTICS INC
COM
87157D109
353
4275
SH
DFND
1
4266
0
9
SYNNEX CORP
COM
87162W100
725
8528
SH
DFND
1
8505
0
23
TAKE-TWO INTERACTIVE SOF 1.000% 07/01/18 CVT
BND
874054AD1
7122
5000000
PRN
DFND
1
5000000
0
0
TANDEM DIABETES CARE INC
COM
875372104
944
107243
SH
DFND
1
107080
0
163
TEAM HEALTH HOLDINGS INC
COM
87817A107
704
13039
SH
DFND
1
13003
0
36
TELEFLEX INC
COM
879369106
3003
24175
SH
DFND
1
24157
0
18
TELEKOMUNIK INDONESIA-SP ADR
ADR
715684106
657
18428
SH
DFND
1
18428
0
0
TESARO INC 3.000% 10/01/21 CVT
BND
881569AA5
5573
4000000
PRN
DFND
1
4000000
0
0
TESLA MOTORS INC 1.250% 03/01/21 CVT
BND
88160RAC5
237
250000
PRN
DFND
1
250000
0
0
TEVA PHARMACEUTICAL-SP ADR
ADR
881624209
798
14133
SH
DFND
1
14133
0
0
TITAN MACHINERY INC 3.750% 05/01/19 CVT
BND
88830RAB7
7196
9500000
PRN
DFND
1
9500000
0
0
TJX COMPANIES INC
COM
872540109
3487
48833
SH
DFND
1
48833
0
0
TOTAL SA-SPON ADR
ADR
89151E109
995
22274
SH
DFND
1
22274
0
0
TOTAL SYSTEM SERVICES INC
COM
891906109
2167
47695
SH
DFND
1
47695
0
0
TOWER SEMICONDUCTOR LTD
COM
M87915274
555
43076
SH
DFND
1
43076
0
0
TOYOTA MOTOR CORP -SPON ADR
ADR
892331307
1247
10633
SH
DFND
1
10633
0
0
TRANSDIGM GROUP INC
COM
893641100
2662
12532
SH
DFND
1
12532
0
0
Tribune Media Company Class A
COM
896047503
5362
150621
SH
DFND
1
5362108
0
0
Tribune Publishing Company Common
COM
896082104
295
37653
SH
DFND
1
37653
0
0
TRICO BANCSHARES
COM
896095106
480
19537
SH
DFND
1
19481
0
56
TWITTER INC
COM
90184L102
226
8391
SH
DFND
1
8391
0
0
TYSON FOODS INC-CL A
COM
902494103
587
13610
SH
DFND
1
13610
0
0
UDR INC
COM
902653104
880
25540
SH
DFND
1
25540
0
0
UNIFIRST CORP/MA
COM
904708104
1121
10495
SH
DFND
1
10479
0
16
UNILEVER PLC-SPONSORED ADR
ADR
904767704
780
19109
SH
DFND
1
19109
0
0
UNION PACIFIC CORP
COM
907818108
4505
50964
SH
DFND
1
50964
0
0
UNITED CONTINENTAL HOLDINGS
COM
910047109
1075
20279
SH
DFND
1
20279
0
0
UNITED PARCEL SERVICE-CL B
COM
911312106
981
9942
SH
DFND
1
9942
0
0
UNITEDHEALTH GROUP INC
COM
91324P102
2337
20149
SH
DFND
1
20149
0
0
UNITIL CORP
COM
913259107
832
22556
SH
DFND
1
22493
0
63
UNIVERSAL AMERICAN CORP
COM
91338E101
354
51748
SH
DFND
1
51601
0
147
UNIVERSAL HEALTH SERVICES-B
COM
913903100
2902
23257
SH
DFND
1
23257
0
0
VALEANT PHARMACEUTICALS INTE
COM
91911K102
1227
6883
SH
DFND
1
6883
0
0
VANTIV INC - CL A
COM
92210H105
2268
50483
SH
DFND
1
50483
0
0
VENTAS INC
COM
92276F100
373
6650
SH
DFND
1
6650
0
0
VERIFONE SYSTEMS INC
COM
92342Y109
485
17469
SH
DFND
1
17421
0
48
VERIZON COMMUNICATIONS INC
COM
92343V104
4510
103660
SH
DFND
1
103660
0
0
VERTEX PHARMACEUTICALS INC
COM
92532F100
871
8365
SH
DFND
1
8365
0
0
VISA INC-CLASS A SHARES
COM
92826C839
3707
53212
SH
DFND
1
53212
0
0
VOYA FINANCIAL INC
COM
929089100
3193
82338
SH
DFND
1
82338
0
0
WABCO HOLDINGS INC
COM
92927K102
1385
13214
SH
DFND
1
13214
0
0
WABTEC CORP
COM
929740108
1654
18783
SH
DFND
1
18783
0
0
WALGREENS BOOTS ALLIANCE INC
COM
931427108
3182
38290
SH
DFND
1
38290
0
0
WALKER & DUNLOP INC
COM
93148P102
2180
83566
SH
DFND
1
83445
0
121
WALT DISNEY CO/THE
COM
254687106
4689
45876
SH
DFND
1
45876
0
0
WASTE MANAGEMENT INC
COM
94106L109
3064
61519
SH
DFND
1
61519
0
0
WATSCO INC
COM
942622200
1260
10635
SH
DFND
1
10610
0
25
WEC ENERGY GROUP INC
COM
92939U106
1103
21119
SH
DFND
1
21119
0
0
WELLS FARGO & CO
COM
949746101
2968
57784
SH
DFND
1
57784
0
0
WELLS FARGO & COMPANY 7.500% PERP SR:L CVT
BND
949746804
409
350
PRN
DFND
1
350
0
0
WELLTOWER INC
COM
95040Q104
390
5768
SH
DFND
1
5768
0
0
WELLTOWER INC 6.500% PERP SR:I CVT
BND
95040Q203
212
3496
PRN
DFND
1
3496
0
0
WESTERN ALLIANCE BANCORP
COM
957638109
468
15248
SH
DFND
1
15211
0
37
WESTERN DIGITAL CORP
COM
958102105
291
3665
SH
DFND
1
3665
0
0
WEX INC
COM
96208T104
1916
22065
SH
DFND
1
22051
0
14
WEYERHAEUSER CO
COM
962166104
379
13868
SH
DFND
1
13868
0
0
WHITEWAVE FOODS CO - CL A
COM
966244105
297
7398
SH
DFND
1
7398
0
0
WILLIAMS COS INC
COM
969457100
626
16984
SH
DFND
1
16984
0
0
WINNEBAGO INDUSTRIES
COM
974637100
323
16876
SH
DFND
1
16828
0
48
WINTRUST FINANCIAL CORP
COM
97650W108
2222
41583
SH
DFND
1
41529
0
54
WNS HOLDINGS LTD-ADR
ADR
92932M101
601
21486
SH
DFND
1
21486
0
0
WORKDAY INC 0.750% 07/15/18 CVT
BND
98138HAC5
7578
7000000
PRN
DFND
1
7000000
0
0
WR BERKLEY CORP
COM
084423102
453
8331
SH
DFND
1
8331
0
0
WRIGHT MEDICAL GROUP INC
COM
98235T107
309
14656
SH
DFND
1
14615
0
41
WYNDHAM WORLDWIDE CORP
COM
98310W108
1996
27767
SH
DFND
1
27767
0
0
XCERRA CORP
COM
98400J108
206
32785
SH
DFND
1
32694
0
91
XILINX INC 2.625% 06/15/17 CVT
BND
983919AF8
22521
15064000
PRN
DFND
1
15064000
0
0
XL GROUP PLC
COM
G98290102
418
11513
SH
DFND
1
11513
0
0
ZAYO GROUP HOLDINGS INC
COM
98919V105
1089
42951
SH
DFND
1
42951
0
0
ZEBRA TECHNOLOGIES CORP-CL A
COM
989207105
348
4546
SH
DFND
1
4534
0
12
ZIMMER BIOMET HOLDINGS INC
COM
98956P102
319
3394
SH
DFND
1
3394
0
0