0000909012-17-000183.txt : 20171113
0000909012-17-000183.hdr.sgml : 20171110
20171113132542
ACCESSION NUMBER: 0000909012-17-000183
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20170930
FILED AS OF DATE: 20171113
DATE AS OF CHANGE: 20171113
EFFECTIVENESS DATE: 20171113
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: 171194926
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
09-30-2017
09-30-2017
SYMPHONY ASSET MANAGEMENT LLC
555 CALIFORNIA STREET
SUITE 3100
SAN FRANCISCO
CA
94104
13F HOLDINGS REPORT
028-05958
N
Amy Chen
Chief Compliance Officer
415 676 4187
/s/ AMY CHEN
San Francisco
CA
11-09-2017
1
346
899034
false
1
028-11405
Nuveen Investments Inc.
INFORMATION TABLE
2
aci_13f.xml
8POINT3 ENERGY PARTNERS LP
SHS
282539105
301
20000
SH
DFND
1
20000
0
0
A T & T INC (NEW)
SHS
00206R102
1112
28386
SH
DFND
1
28386
0
0
ABBOTT LABS
SHS
002824100
4767
89339
SH
DFND
1
89339
0
0
ABBVIE INC COM
SHS
00287Y109
1613
18149
SH
DFND
1
18149
0
0
ADIENT PLC ORD SHS
SHS
G0084W101
1341
15967
SH
DFND
1
15962
0
5
ADOBE SYS INC COM
SHS
00724F101
1905
12767
SH
DFND
1
12767
0
0
ADVANSIX INC COM
SHS
00773T101
747
18776
SH
DFND
1
18765
0
11
AFLAC INC COM
SHS
001055102
2477
30435
SH
DFND
1
30435
0
0
AGILENT TECHNOLOGIES INC COM
SHS
00846U101
388
6051
SH
DFND
1
6051
0
0
AIR PRODS & CHEMS INC COM
SHS
009158106
997
6592
SH
DFND
1
6592
0
0
AKAMAI TECHNOLOGIES INC
BOND
00971TAG6
21447
22025000
PRN
DFND
1
22025000
0
0
ALBEMARLE CORP COM
SHS
012653101
281
2063
SH
DFND
1
2063
0
0
ALLSTATE CORP/THE
SHS
020002101
882
9595
SH
DFND
1
9595
0
0
ALPHABET CLASS A
SHS
02079K305
15472
15890
SH
DFND
1
15890
0
0
ALTRIA GROUP INC COM
SHS
02209S103
1360
21446
SH
DFND
1
21446
0
0
AMAZON COM INC COM
SHS
023135106
11123
11571
SH
DFND
1
11571
0
0
AMDOCS LTD ORD
SHS
G02602103
928
14431
SH
DFND
1
14431
0
0
AMEREN CORP COM
SHS
023608102
318
5488
SH
DFND
1
5488
0
0
AMERICAN TOWER REIT COM
SHS
03027X100
2545
18619
SH
DFND
1
18619
0
0
AMGEN INC COM
SHS
031162100
3018
16187
SH
DFND
1
16187
0
0
AMPLIFY SNACK BRANDS INC
SHS
03211L102
100
14168
SH
DFND
1
14168
0
0
ANTHEM INC
BOND
94973VBG1
239
92000
PRN
DFND
1
92000
0
0
ANTHEM INC COM
SHS
036752103
1430
7530
SH
DFND
1
7530
0
0
AON PLC SHS CL A
SHS
G0408V102
3655
25015
SH
DFND
1
25015
0
0
APPLE COMPUTER INC
SHS
037833100
7945
51548
SH
DFND
1
51548
0
0
APPLIED MATLS INC COM
SHS
038222105
1901
36496
SH
DFND
1
36496
0
0
ARES CAPITAL CORP
BOND
04010LAJ2
960
950000
PRN
DFND
1
950000
0
0
ARGO GROUP INTL HLDGS LTD COM
SHS
G0464B107
626
10183
SH
DFND
1
10177
0
6
ARMSTRONG FLOORING INC COM
SHS
04238R106
418
26554
SH
DFND
1
26538
0
16
AVID TECHNOLOGY INC
BOND
05367PAB6
5268
7000000
PRN
DFND
1
7000000
0
0
AXCELIS TECHNOLOGIES INC COM N
SHS
054540208
883
32281
SH
DFND
1
32262
0
19
B & G FOODS INC NEW CL A
SHS
05508R106
442
13879
SH
DFND
1
13871
0
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BANK OF AMERICA CORP
PFD CONV
060505682
482
370
SH
DFND
1
370
0
0
BANK OF THE OZARKS INC COM
SHS
063904106
708
14736
SH
DFND
1
14727
0
9
BANNER CORP COM NEW
SHS
06652V208
605
9877
SH
DFND
1
9871
0
6
BARRACUDA NETWORKS INC COM
SHS
068323104
869
35849
SH
DFND
1
35840
0
9
BECTON DICKINSON & CO COM
SHS
075887109
2290
11686
SH
DFND
1
11686
0
0
BERKLEY W R CORP COM
SHS
084423102
324
4854
SH
DFND
1
4854
0
0
BERRY PLASTICS GROUP INC COM
SHS
08579W103
407
7180
SH
DFND
1
7176
0
4
BIOGEN IDEC INC COM
SHS
09062X103
3301
10541
SH
DFND
1
10541
0
0
BIOMARIN PHARMACEUTICAL INC CO
SHS
09061G101
614
6594
SH
DFND
1
6594
0
0
BIOVERATIV INC COM
SHS
09075E100
611
10701
SH
DFND
1
10695
0
6
BOEING CO COM
SHS
097023105
6657
26187
SH
DFND
1
26187
0
0
BONANZA CREEK ENERGY INC
SHS
097793400
4288
129993
SH
DFND
1
129993
0
0
BOX INC CL A
SHS
10316T104
532
27547
SH
DFND
1
27531
0
16
BRISTOL MYERS SQUIBB CO
SHS
110122108
2511
39408
SH
DFND
1
39408
0
0
BROADCOM LTD SHS
SHS
Y09827109
6526
26906
SH
DFND
1
26906
0
0
BWX TECHNOLOGIES INC COM
SHS
05605H100
721
12861
SH
DFND
1
12853
0
8
C&J ENERGY SERVICES INC
SHS
12674R100
25455
849361
SH
DFND
1
849361
0
0
CALATLANTIC GROUP INC
BOND
783764AQ6
6648
5500000
PRN
DFND
1
5500000
0
0
CARETRUST REIT INC COM
SHS
14174T107
1445
75892
SH
DFND
1
75871
0
21
CARTER HLDGS INC COM
SHS
146229109
310
3147
SH
DFND
1
3147
0
0
CATALENT INC COM
SHS
148806102
656
16437
SH
DFND
1
16427
0
10
CATERPILLAR INC COM
SHS
149123101
1105
8860
SH
DFND
1
8860
0
0
CAVIUM INC COM
SHS
14964U108
1866
28294
SH
DFND
1
28294
0
0
CBOE HLDGS INC COM
SHS
12503M108
398
3691
SH
DFND
1
3691
0
0
CELGENE CORP COM
SHS
151020104
1178
8079
SH
DFND
1
8079
0
0
CENTERPOINT ENERGY INC COM
SHS
15189T107
1890
64700
SH
DFND
1
64700
0
0
CHARLES RIV LABORATORIES INTCO
SHS
159864107
708
6549
SH
DFND
1
6545
0
4
CHART INDS INC COM PAR $0.01
SHS
16115Q308
642
16366
SH
DFND
1
16356
0
10
CHEMOURS CO COM
SHS
163851108
920
18181
SH
DFND
1
18170
0
11
CHENIERE ENERGY
SHS
16411R208
1688
37483
SH
DFND
1
37483
0
0
CHEVRON CORP NEW
SHS
166764100
2162
18398
SH
DFND
1
18398
0
0
CHUBB LIMITED COM
SHS
H1467J104
2244
15746
SH
DFND
1
15746
0
0
CHURCH & DWIGHT INC COM
SHS
171340102
1973
40722
SH
DFND
1
40722
0
0
CIENA CORP COM NEW
SHS
171779309
1529
69581
SH
DFND
1
69581
0
0
CIGNA CORP
SHS
125509109
3839
20539
SH
DFND
1
20539
0
0
CINTAS CORP
SHS
172908105
1756
12166
SH
DFND
1
12166
0
0
CITIZENS FINANCIAL GROUP INC.
SHS
174610105
3048
80475
SH
DFND
1
80475
0
0
CLEAR CHANNEL OUTDOOR HOLDINGS INC
SHS
18451C109
195
42000
SH
DFND
1
42000
0
0
CLOROX CO COM
SHS
189054109
1671
12674
SH
DFND
1
12674
0
0
CLOVIS ONCOLOGY INC
BOND
189464AB6
6185
4000000
PRN
DFND
1
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0
0
CMS ENERGY CORP
SHS
125896100
2652
57269
SH
DFND
1
57269
0
0
COBALT INTERNATIONAL ENERGY INC
SHS
19075F304
37
26110
SH
DFND
1
26110
0
0
COCA COLA BOTTLING CO CONS COM
SHS
191098102
410
1902
SH
DFND
1
1901
0
1
COCA COLA CO
SHS
191216100
521
11576
SH
DFND
1
11576
0
0
COLGATE PALMOLIVE CO
SHS
194162103
1146
15736
SH
DFND
1
15736
0
0
COMCAST CORP NEW CL A
SHS
20030N101
2735
71086
SH
DFND
1
71086
0
0
COMERICA INC COM
SHS
200340107
2675
35078
SH
DFND
1
35078
0
0
COMSTOCK RESOURCES INC
SHS
205768302
217
35750
SH
DFND
1
35750
0
0
COMSTOCK RESOURCES INC
BOND
205768AM6
3434
4239234
PRN
DFND
1
4239234
0
0
CONCHO RES INC COM
SHS
20605P101
323
2452
SH
DFND
1
2452
0
0
CONSTELLATION BRANDS INC CL A
SHS
21036P108
806
4040
SH
DFND
1
4040
0
0
CORNERSTONE ONDEMAND INC
SHS
21925Y103
991
24400
SH
DFND
1
24400
0
0
CVR ENERGY INC COM
SHS
12662P108
507
19579
SH
DFND
1
19567
0
12
CYPRESS SEMICONDUCTOR CORP COM
SHS
232806109
479
31881
SH
DFND
1
31862
0
19
CYRUSONE INC COM
SHS
23283R100
1224
20768
SH
DFND
1
20761
0
7
DANAHER CORP
SHS
235851102
2978
34719
SH
DFND
1
34719
0
0
DCT INDUSTRIAL TRUST INC
SHS
233153204
2984
51514
SH
DFND
1
51514
0
0
DELTA AIR LINES INC DEL COM NE
SHS
247361702
228
4728
SH
DFND
1
4728
0
0
DIGITAL RLTY TR INC COM
SHS
253868103
413
3488
SH
DFND
1
3488
0
0
DISH NETWORK CORP
BOND
25470MAB5
656
584000
PRN
DFND
1
584000
0
0
DISNEY WALT CO COM DISNEY
SHS
254687106
545
5537
SH
DFND
1
5537
0
0
DOMINOS PIZZA INC COM
SHS
25754A201
2777
13987
SH
DFND
1
13987
0
0
DONALDSON INC COM
SHS
257651109
952
20713
SH
DFND
1
20713
0
0
DTE ENERGY CO COM
SHS
233331107
715
6661
SH
DFND
1
6661
0
0
DUKE RLTY INVTS INC COM NEW
SHS
264411505
2618
90861
SH
DFND
1
90861
0
0
DUN & BRADSTREET CORP DEL NECO
SHS
26483E100
1165
10015
SH
DFND
1
10015
0
0
DXC TECHNOLOGY CO COM
SHS
23355L106
1897
22091
SH
DFND
1
22091
0
0
EAGLE MATLS INC COM
SHS
26969P108
3029
28381
SH
DFND
1
28378
0
3
EAGLE PHARMACEUTICALS INC COM
SHS
269796108
253
4250
SH
DFND
1
4247
0
3
EATON VANCE FLOATING-RATE INCOME TRUST
ETF
278279104
5171
353668
SH
DFND
1
353668
0
0
EATON VANCE SENIOR INCOME TRUST
ETF
27826S103
6412
968586
SH
DFND
1
968586
0
0
EDWARDS LIFESCIENCES CORP COM
SHS
28176E108
1741
15924
SH
DFND
1
15924
0
0
ELDORADO RESORTS INC COM
SHS
28470R102
956
37280
SH
DFND
1
37262
0
18
ELECTRONIC ARTS COM
SHS
285512109
4444
37649
SH
DFND
1
37649
0
0
ELECTRONICS FOR IMAGING INC
BOND
286082AC6
10168
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PRN
DFND
1
9759000
0
0
ELI LILLY AND CO.
SHS
532457108
695
8123
SH
DFND
1
8123
0
0
ENERGY XXI GULF COAST INC
SHS
29276K101
895
86579
SH
DFND
1
86579
0
0
ENERSIS S A SPONSORED ADR
ADR
29274F104
203
19784
SH
DFND
1
19784
0
0
ENOVA INTL INC COM
SHS
29357K103
783
58183
SH
DFND
1
58154
0
29
ENVISION HEALTHCARE CORP
SHS
29414D100
508
11300
SH
DFND
1
11300
0
0
EQUINIX INC COM
SHS
29444U700
4562
10221
SH
DFND
1
10221
0
0
EQUITY LIFESTYLE PROPERTIES INC
SHS
29472R108
543
6380
SH
DFND
1
6380
0
0
ETRADE FINANCIAL CORP COM NEW
SHS
269246401
342
7855
SH
DFND
1
7855
0
0
EXPEDIA INC DEL COM NEW
SHS
30212P303
370
2571
SH
DFND
1
2571
0
0
EXPRESS SCRIPTS HOLDING CO
SHS
30219G108
295
4661
SH
DFND
1
4661
0
0
FACEBOOK INC CL A
SHS
30303M102
5873
34370
SH
DFND
1
34370
0
0
FCB FINL HLDGS INC CL A
SHS
30255G103
592
12255
SH
DFND
1
12248
0
7
FIAT CHRYSLER AUTOMOBILES NV
SHS
NL0010877
199
11090
SH
DFND
1
11090
0
0
FIDELITY NATIONAL FINANCIAL INC
BOND
31620RAE5
278
103000
PRN
DFND
1
103000
0
0
FIDELITY NATIONAL INFORMATION
SHS
31620M106
4913
52604
SH
DFND
1
52604
0
0
FIFTH THIRD BANCORP COM
SHS
316773100
341
12199
SH
DFND
1
12199
0
0
FINISAR CORP
BOND
31787AAM3
4889
4690000
PRN
DFND
1
4690000
0
0
FIREEYE INC
BOND
31816QAB7
9494
10000000
PRN
DFND
1
10000000
0
0
FIREEYE INC
BOND
31816QAD3
6781
7272000
PRN
DFND
1
7272000
0
0
FIRST DATA CORP
SHS
32008D106
2205
122220
SH
DFND
1
122220
0
0
FISERV INC COM
SHS
337738108
2387
18513
SH
DFND
1
18513
0
0
FLUIDIGM CORP
BOND
34385PAA6
6953
9421000
PRN
DFND
1
9421000
0
0
FORTIVE CORP COM
SHS
34959J108
3919
55370
SH
DFND
1
55370
0
0
FOUR CORNERS PPTY TR INC COM
SHS
35086T109
1163
46693
SH
DFND
1
46675
0
18
FREEPORT MCMORAN COPPER&GOLDCL
SHS
35671D857
715
50930
SH
DFND
1
50930
0
0
GAMING & LEISURE PPTYS INC COM
SHS
36467J108
1067
28922
SH
DFND
1
28922
0
0
GCP APPLIED TECHNOLOGIES INCCO
SHS
36164Y101
510
16629
SH
DFND
1
16619
0
10
GENESEE & WYO INC CL A
SHS
371559105
507
6843
SH
DFND
1
6839
0
4
GERMAN AMERN BANCORP INC COM
SHS
373865104
524
13771
SH
DFND
1
13763
0
8
GILEAD SCIENCES INC COM
SHS
375558103
1677
20701
SH
DFND
1
20701
0
0
GLOBAL PAYMENTS INC
SHS
37940X102
597
6284
SH
DFND
1
6284
0
0
GLOBALSTAR INC COM
SHS
378973408
500
306962
SH
DFND
1
306914
0
48
GODADDY INC CL A
SHS
380237107
531
12198
SH
DFND
1
12191
0
7
GOLAR LNG LTD
SHS
G9456A100
244
10788
SH
DFND
1
10788
0
0
GREEN DOT CORP CL A
SHS
39304D102
1283
25876
SH
DFND
1
25861
0
15
HALCON RESOURCES CORP
SHS
40537Q605
540
79401
SH
DFND
1
79401
0
0
HALCON RESOURCES CORP
SHS
40537Q118
13
21569
SH
DFND
1
21569
0
0
HANCOCK HLDG CO COM
SHS
410120109
1893
39069
SH
DFND
1
39063
0
6
HARRIS CORP COM
SHS
413875105
391
2971
SH
DFND
1
2971
0
0
HD SUPPLY HLDGS INC COM
SHS
40416M105
1830
50715
SH
DFND
1
50715
0
0
HEALTHSOUTH CORP
SHS
421924309
270
5836
SH
DFND
1
5832
0
4
HERC HLDGS INC COM
SHS
42704L104
397
8086
SH
DFND
1
8081
0
5
HOLOGIC INC COM
SHS
436440101
867
23613
SH
DFND
1
23613
0
0
HOME DEPOT INC COM
SHS
437076102
6214
37992
SH
DFND
1
37992
0
0
HONEYWELL INTERNATIONAL INC.
SHS
438516106
6705
47305
SH
DFND
1
47305
0
0
HORIZON PHARMA INVESTMENT LTD
BOND
44052TAB7
13376
14750000
PRN
DFND
1
14750000
0
0
HUMANA INC
SHS
444859102
1182
4854
SH
DFND
1
4854
0
0
HUNTINGTON INGALLS INDS INC CO
SHS
446413106
3405
15037
SH
DFND
1
15035
0
2
IAC/INTERACTIVECORP
SHS
44919P508
1082
9200
SH
DFND
1
9200
0
0
IBERIABANK CORP COM
SHS
450828108
489
5955
SH
DFND
1
5951
0
4
ILLUMINA INC
BOND
452327AF6
5327
5025000
PRN
DFND
1
5025000
0
0
ILLUMINA INC
SHS
452327109
4602
23100
SH
DFND
1
23100
0
0
INCYTE PHARMACEUTICALS INC COM
SHS
45337C102
230
1970
SH
DFND
1
1970
0
0
INGERSOLL-RAND PLC
SHS
G47791101
1388
15559
SH
DFND
1
15559
0
0
INGEVITY CORP COM
SHS
45688C107
808
12943
SH
DFND
1
12939
0
4
INNOVIVA INC
SHS
45781M101
2097
148500
SH
DFND
1
148500
0
0
INPHI CORP COM
SHS
45772F107
2470
62234
SH
DFND
1
62225
0
9
INTEGRATED DEVICE TECH INC COM
SHS
458118106
458
17228
SH
DFND
1
17218
0
10
INTEL CORP
BOND
458140AF7
765
416000
PRN
DFND
1
416000
0
0
INTERCONTINENTALEXCHANGE GROCO
SHS
45866F104
2707
39399
SH
DFND
1
39399
0
0
INTUIT INC COM
SHS
461202103
3277
23053
SH
DFND
1
23053
0
0
ITAU UNIBANCO HOLDING SA
ADR
465562106
608
44412
SH
DFND
1
44412
0
0
J P MORGAN CHASE & CO COM
SHS
46625H100
2251
23573
SH
DFND
1
23573
0
0
JAZZ INVESTMENTS I LTD
BOND
472145AB7
250
237000
PRN
DFND
1
237000
0
0
JELD-WEN HLDG INC COM
SHS
47580P103
2360
66442
SH
DFND
1
66429
0
13
JOHN BEAN TECHNOLOGIES CORP CO
SHS
477839104
1066
10541
SH
DFND
1
10537
0
4
JOHNSON & JOHNSON
SHS
478160104
3937
30279
SH
DFND
1
30279
0
0
K2M GROUP HLDGS INC COM
SHS
48273J107
286
13494
SH
DFND
1
13486
0
8
KANSAS CITY SOUTHN INDS INC CO
SHS
485170302
369
3398
SH
DFND
1
3398
0
0
KEYCORP
SHS
493267108
941
49988
SH
DFND
1
49988
0
0
KINDRED HEALTHCARE INC
SHS
494580103
102
15057
SH
DFND
1
15057
0
0
KLA TENOR CORP COM
SHS
482480100
1781
16802
SH
DFND
1
16802
0
0
KRAFT HEINZ COMPANY
SHS
500754106
1726
22253
SH
DFND
1
22253
0
0
LA QUINTA HLDGS INC COM
SHS
50420D108
621
35439
SH
DFND
1
35418
0
21
LAMB WESTON HLDGS INC COM
SHS
513272104
3683
78545
SH
DFND
1
78538
0
7
LANDSTAR SYS INC COM
SHS
515098101
3586
35985
SH
DFND
1
35985
0
0
LAUDER ESTEE COS INC CL A
SHS
518439104
1482
13744
SH
DFND
1
13744
0
0
LEAR CORP COM NEW
SHS
521865204
696
4020
SH
DFND
1
4020
0
0
LEIDOS HLDGS INC COM
SHS
525327102
622
10499
SH
DFND
1
10499
0
0
LINCOLN ELEC HLDGS INC COM
SHS
533900106
867
9466
SH
DFND
1
9466
0
0
LINCOLN NATL CORP IND COM
SHS
534187109
1085
14762
SH
DFND
1
14762
0
0
LIONS GATE ENTMNT CORP CL B NO
SHS
535919500
1311
41240
SH
DFND
1
41240
0
0
LITHIA MTRS INC CL A
SHS
536797103
315
2619
SH
DFND
1
2619
0
0
LOCKHEED MARTIN CORP COM
SHS
539830109
3687
11883
SH
DFND
1
11883
0
0
LPL FINL HLDGS INC COM
SHS
50212V100
1176
22798
SH
DFND
1
22789
0
9
LYONDELLBASELL INDUSTRIES N SH
SHS
N53745100
1139
11502
SH
DFND
1
11502
0
0
MA COM TECHNOLOGY SOLUTIONS CO
SHS
55405Y100
2103
47142
SH
DFND
1
47135
0
7
MARATHON OIL CORP COM
SHS
565849106
180
13271
SH
DFND
1
13271
0
0
MARRIOTT INTL INC NEW CL A
SHS
571903202
3915
35507
SH
DFND
1
35507
0
0
MARRIOTT VACATIONS WORLDWIDE CORP
BOND
57164YAA5
2094
2000000
PRN
DFND
1
2000000
0
0
MARSH & MCLENNAN COS INC COM
SHS
571748102
4623
55157
SH
DFND
1
55157
0
0
MASCO CORP COM
SHS
574599106
3418
87617
SH
DFND
1
87617
0
0
MASONITE INTERNATIONAL CORP
SHS
575385109
381
5510
SH
DFND
1
5510
0
0
MASTEC INC COM
SHS
576323109
488
10520
SH
DFND
1
10514
0
6
MASTERCARD INC COM
SHS
57636Q104
5613
39755
SH
DFND
1
39755
0
0
MCDONALDS CORP
SHS
580135101
1687
10764
SH
DFND
1
10764
0
0
MDU RES GROUP INC COM
SHS
552690109
561
21601
SH
DFND
1
21601
0
0
MELLANOX TECHNOLOGIES LTD SHS
SHS
M51363113
2301
48798
SH
DFND
1
48798
0
0
MERCK & COMPANY
SHS
58933Y105
2115
33024
SH
DFND
1
33024
0
0
MERIT MED SYS INC COM
SHS
589889104
684
16167
SH
DFND
1
16157
0
10
META FINL GROUP INC COM
SHS
59100U108
477
6087
SH
DFND
1
6083
0
4
MICROCHIP TECHNOLOGY INC
BOND
595017AD6
14014
8008000
PRN
DFND
1
8008000
0
0
MICROSEMI CORP COM
SHS
595137100
1391
27032
SH
DFND
1
27028
0
4
MICROSOFT CORP COM
SHS
594918104
15054
202085
SH
DFND
1
202085
0
0
MOBILE TELESYSTEMS OJSC ADR SP
ADR
607409109
186
17808
SH
DFND
1
17808
0
0
MOHAWK INDS INC COM
SHS
608190104
2025
8180
SH
DFND
1
8180
0
0
MOLINA HEALTHCARE INC
BOND
60855RAD2
22037
17603000
PRN
DFND
1
17603000
0
0
MOLSON COORS BREWING COMPANY
SHS
60871R209
1874
22958
SH
DFND
1
22958
0
0
MOODYS CORP COM
SHS
615369105
357
2566
SH
DFND
1
2566
0
0
MSCI INC CL A
SHS
55354G100
1278
10938
SH
DFND
1
10938
0
0
NABORS INDUSTRIES LTD
SHS
G6359F103
163
20230
SH
DFND
1
20230
0
0
NAVISTAR INTERNATIONAL CORP
BOND
63934EAQ1
12330
11799000
PRN
DFND
1
11799000
0
0
NAVISTAR INTERNATIONAL CORP
BOND
63934EAS7
15950
14500000
PRN
DFND
1
14500000
0
0
NEWMONT MINING CORP
SHS
651639106
388
10338
SH
DFND
1
10338
0
0
NEXSTAR BROADCASTING GROUP ICL
SHS
65336K103
684
10972
SH
DFND
1
10965
0
7
NORFOLK SOUTHERN CORP
SHS
655844108
1990
15053
SH
DFND
1
15053
0
0
NORTHERN TRUST CORP
SHS
665859104
403
4387
SH
DFND
1
4387
0
0
NORTHROP GRUMMAN CORP COM
SHS
666807102
1007
3497
SH
DFND
1
3497
0
0
NORWEGIAN CRUISE LINE HOLDINGS LTD
SHS
G66721104
363
6719
SH
DFND
1
6719
0
0
NOVAVAX INC
BOND
670002AB0
1365
3000000
PRN
DFND
1
3000000
0
0
NOW INC
SHS
67011P100
203
14717
SH
DFND
1
14717
0
0
OASIS PETROLEUM INC
BOND
674215AJ7
292
268000
PRN
DFND
1
268000
0
0
OCEAN RIG UDW INC
SHS
G66964118
16013
673684
SH
DFND
1
673684
0
0
OLIN CORPORATION
SHS
680665205
3339
97487
SH
DFND
1
97476
0
11
ON SEMICONDUCTOR CORP
BOND
682189AK1
6136
5121000
PRN
DFND
1
5121000
0
0
ONEOK INC NEW COM
SHS
682680103
3117
56243
SH
DFND
1
56243
0
0
ORACLE CORP
SHS
68389X105
4055
83868
SH
DFND
1
83868
0
0
O'REILLY AUTOMOTIVE INC NEW CO
SHS
67103H107
227
1051
SH
DFND
1
1051
0
0
PALO ALTO NETWORKS INC COM
SHS
697435105
1165
8085
SH
DFND
1
8085
0
0
PATTERSON-UTI ENERGY INC COM
SHS
703481101
676
32268
SH
DFND
1
32255
0
13
PAYPAL HLDGS INC COM
SHS
70450Y103
2726
42578
SH
DFND
1
42578
0
0
PEABODY ENERGY CORP
SHS
704551100
1677
57802
SH
DFND
1
57802
0
0
PEABODY ENERGY CORP
PFD CONV
704551407
831
14201
SH
DFND
1
14201
0
0
PENN NATL GAMING INC COM
SHS
707569109
902
38571
SH
DFND
1
38548
0
23
PEPSICO INC
SHS
713448108
1770
15889
SH
DFND
1
15889
0
0
PERFORMANCE FOOD GROUP CO COM
SHS
71377A103
918
32512
SH
DFND
1
32498
0
14
PHH CORP COM NEW
SHS
693320202
245
17564
SH
DFND
1
17554
0
10
PHILIP MORRIS INTL INC
SHS
718172109
1547
13939
SH
DFND
1
13939
0
0
PHILLIPS 66 COM
SHS
718546104
1430
15609
SH
DFND
1
15609
0
0
PIONEER NAT RES CO COM
SHS
723787107
1053
7136
SH
DFND
1
7136
0
0
PIPER JAFFRAY COS COM
SHS
724078100
471
7935
SH
DFND
1
7930
0
5
POOL CORP
SHS
73278L105
2057
19018
SH
DFND
1
19014
0
4
POWERSHARES SENIOR LOAN PORTFOLIO
ETF
73936Q769
69565
3003683
SH
DFND
1
3003683
0
0
PRAXAIR INC COM
SHS
74005P104
1493
10686
SH
DFND
1
10686
0
0
PRICELINE COM INC COM NEW
SHS
741503403
4205
2297
SH
DFND
1
2297
0
0
PRICELINE GROUP INC/THE
BOND
741503AS5
7096
4900000
PRN
DFND
1
4900000
0
0
PRICELINE GROUP INC/THE
BOND
741503AQ9
691
357000
PRN
DFND
1
357000
0
0
PRIMERICA INC COM
SHS
74164M108
734
9003
SH
DFND
1
9000
0
3
PROGRESSIVE CORP OHIO COM
SHS
743315103
5808
119950
SH
DFND
1
119950
0
0
PRUDENTIAL FINL INC COM
SHS
744320102
1847
17370
SH
DFND
1
17370
0
0
PS BUSINESS PKS INC CALIF COM
SHS
69360J107
751
5620
SH
DFND
1
5617
0
3
PTC INC COM
SHS
69370C100
1880
33393
SH
DFND
1
33393
0
0
QTS RLTY TR INC COM CL A
SHS
74736A103
835
15943
SH
DFND
1
15943
0
0
QUALITY SYS INC COM
SHS
747582104
475
30147
SH
DFND
1
30129
0
18
RADIAN GROUP INC COM
SHS
750236101
937
50168
SH
DFND
1
50151
0
17
RAMBUS INC
BOND
750917AE6
16284
13785000
PRN
DFND
1
13785000
0
0
RED HAT INC
BOND
756577AD4
12324
7983000
PRN
DFND
1
7983000
0
0
RED HAT INC COM
SHS
756577102
1418
12788
SH
DFND
1
12788
0
0
REGENERON PHARMACEUTICALS COM
SHS
75886F107
489
1095
SH
DFND
1
1095
0
0
REGIONS FINL CORP NEW COM
SHS
7591EP100
252
16529
SH
DFND
1
16529
0
0
REPUBLIC SVCS INC COM
SHS
760759100
1431
21667
SH
DFND
1
21667
0
0
ROCKWELL AUTOMATION INC COM
SHS
773903109
2144
12034
SH
DFND
1
12034
0
0
ROYAL CARIBBEAN CRUISES LTD CO
SHS
V7780T103
1288
10865
SH
DFND
1
10865
0
0
RTI INTERNATIONAL METALS INC
BOND
74973WAB3
321
287000
PRN
DFND
1
287000
0
0
SANTANDER CONSUMER USA HDG ICO
SHS
80283M101
836
54408
SH
DFND
1
54390
0
18
SCHWAB CHARLES CORP NEW COM
SHS
808513105
2460
56230
SH
DFND
1
56230
0
0
SCIENTIFIC GAMES CORP CL A
SHS
80874P109
878
19142
SH
DFND
1
19130
0
12
SEI INVTS CO COM
SHS
784117103
302
4943
SH
DFND
1
4943
0
0
SMART GLOBAL HOLDINGS INC
SHS
G8232Y101
2128
79458
SH
DFND
1
79458
0
0
SOUTHWEST AIRLS CO COM
SHS
844741108
1940
34645
SH
DFND
1
34645
0
0
SOUTHWEST GAS CORP
SHS
844895102
302
3889
SH
DFND
1
3889
0
0
SPDR S&P BANK ETF
ETF
78464A797
26967
598060
SH
DFND
1
598060
0
0
SPDR S&P OIL & GAS EQUIPMENT & SERVICES ETF
ETF
78464A748
2168
130765
SH
DFND
1
130765
0
0
SPIRE INC COM
SHS
84857L101
479
6413
SH
DFND
1
6409
0
4
SPIRIT AIRLS INC COM
SHS
848577102
1270
38016
SH
DFND
1
38008
0
8
SPIRIT REALTY CAPITAL INC
SHS
84860W102
478
55789
SH
DFND
1
55789
0
0
SQUARE INC CL A
SHS
852234103
686
23800
SH
DFND
1
23786
0
14
STAG INDL INC COM
SHS
85254J102
340
12370
SH
DFND
1
12363
0
7
STANLEY BLACK AND DECKER INC
SHS
854502101
345
2287
SH
DFND
1
2287
0
0
STARBUCKS CORP COM
SHS
855244109
1337
24898
SH
DFND
1
24898
0
0
STARWOOD PROPERTY TRUST INC
BOND
85571BAB1
362
324000
PRN
DFND
1
324000
0
0
SUMMIT MATLS INC CL A
SHS
86614U100
544
16976
SH
DFND
1
16966
0
10
SUN CMNTYS INC COM
SHS
866674104
1943
22672
SH
DFND
1
22668
0
4
SYNAPTICS INC COM
SHS
87157D109
334
8508
SH
DFND
1
8503
0
5
SYNNEX CORP COM
SHS
87162W100
868
6864
SH
DFND
1
6861
0
3
SYSCO CORP COM
SHS
871829107
1892
35073
SH
DFND
1
35073
0
0
TAKE-TWO INTERACTIVE SOFTWARCO
SHS
874054109
1212
11851
SH
DFND
1
11844
0
7
TELEFLEX INC COM
SHS
879369106
1321
5459
SH
DFND
1
5458
0
1
TEXAS CAP BNCSHS INC
SHS
88224Q107
886
10335
SH
DFND
1
10335
0
0
THERMO FISHER SCIENTIFIC INC
SHS
883556102
4055
21433
SH
DFND
1
21433
0
0
TIFFANY & CO NEW COM
SHS
886547108
1953
21282
SH
DFND
1
21282
0
0
TIVITY HEALTH INC COM
SHS
88870R102
857
21008
SH
DFND
1
21001
0
7
TJX COMPANIES INC NEW COM
SHS
872540109
667
9053
SH
DFND
1
9053
0
0
T-MOBILE US INC
SHS
872590104
369
5980
SH
DFND
1
5980
0
0
TRICO BANCSHARES COM
SHS
896095106
502
12333
SH
DFND
1
12326
0
7
TRIMBLE NAV LTD COM
SHS
896239100
1987
50611
SH
DFND
1
50611
0
0
TWITTER INC
BOND
90184LAD4
20332
22125000
PRN
DFND
1
22125000
0
0
UDR INC
SHS
902653104
220
5764
SH
DFND
1
5764
0
0
UNDER ARMOUR INC CL A
SHS
904311107
186
11308
SH
DFND
1
11308
0
0
UNION PAC CORP
SHS
907818108
4866
41959
SH
DFND
1
41959
0
0
UNITED FINL BANCORP INC NEW CO
SHS
910304104
393
21470
SH
DFND
1
21457
0
13
UNITED RENTALS INC
SHS
911363109
377
2714
SH
DFND
1
2714
0
0
UNITEDHEALTH GROUP INC
SHS
91324P102
2299
11737
SH
DFND
1
11737
0
0
UNITIL CORP COM
SHS
913259107
608
12298
SH
DFND
1
12291
0
7
US CONCRETE INC
SHS
90333L201
430
5641
SH
DFND
1
5641
0
0
VALIDUS HOLDINGS LTD COM SHS
SHS
G9319H102
444
9032
SH
DFND
1
9027
0
5
VALVOLINE INC COM
SHS
92047W101
1168
49807
SH
DFND
1
49807
0
0
VANECK VECTORS OIL SERVICES ET
ETF
92189F718
10895
417900
SH
DFND
1
417900
0
0
VANTIV INC CL A
SHS
92210H105
332
4705
SH
DFND
1
4705
0
0
VEECO INSTRS INC DEL COM
SHS
922417100
549
25659
SH
DFND
1
25647
0
12
VERTEX PHARMACEUTICALS INC COM
SHS
92532F100
743
4889
SH
DFND
1
4889
0
0
VISA INC COM CL A
SHS
92826C839
6552
62254
SH
DFND
1
62254
0
0
VMWARE INC CL A COM
SHS
928563402
1990
18231
SH
DFND
1
18231
0
0
VOYA FINL INC COM
SHS
929089100
2030
50882
SH
DFND
1
50882
0
0
WABTEC CORP/DE
SHS
929740108
487
6429
SH
DFND
1
6429
0
0
WALKER & DUNLOP INC COM
SHS
93148P102
1007
19242
SH
DFND
1
19235
0
7
WASTE CONNECTIONS INC
SHS
94106B101
2529
36150
SH
DFND
1
36140
0
10
WASTE MANAGEMENT INC COM
SHS
94106L109
3369
43045
SH
DFND
1
43045
0
0
WATERS CORP COM
SHS
941848103
1093
6091
SH
DFND
1
6091
0
0
WATSCO INC COM
SHS
942622200
839
5206
SH
DFND
1
5203
0
3
WD 40 CO COM
SHS
929236107
418
3734
SH
DFND
1
3732
0
2
WEATHERFORD INTERNATIONAL LTD
BOND
947075AH0
332
303000
PRN
DFND
1
303000
0
0
WEATHERFORD INTERNATIONAL PLC
SHS
G48833100
528
115300
SH
DFND
1
115300
0
0
WEB.COM GROUP INC
BOND
94733AAA2
7491
7500000
PRN
DFND
1
7500000
0
0
WEC ENERGY GROUP INC COM
SHS
92939U106
1089
17338
SH
DFND
1
17338
0
0
WELBILT INC
SHS
949090104
1670
72444
SH
DFND
1
72426
0
18
WELLS FARGO & CO
PFD CONV
949746804
566
430
SH
DFND
1
430
0
0
WESTERN ALLIANCE BANCORP COM
SHS
957638109
687
12934
SH
DFND
1
12926
0
8
WESTLAKE CHEM CORP COM
SHS
960413102
3031
36474
SH
DFND
1
36474
0
0
WEX INC
SHS
96208T104
549
4893
SH
DFND
1
4890
0
3
WEYERHAEUSER CO COM
SHS
962166104
955
28064
SH
DFND
1
28064
0
0
WHITING PETROLEUM CORP
BOND
966387AL6
377
421000
PRN
DFND
1
421000
0
0
WINTRUST FINL CORP COM
SHS
97650W108
956
12205
SH
DFND
1
12198
0
7
WORKDAY INC
SHS
98138H101
8241
78200
SH
DFND
1
78200
0
0
WRIGHT MEDICAL GROUP INC
BOND
98235TAE7
258
238000
PRN
DFND
1
238000
0
0
WW GRAINGER INC
SHS
384802104
353
1965
SH
DFND
1
1965
0
0
XILINX INC COM
SHS
983919101
865
12223
SH
DFND
1
12223
0
0
ZIMMER HLDGS INC COM
SHS
98956P102
4442
37940
SH
DFND
1
37940
0
0
ZOETIS INC CL A
SHS
98978V103
1030
16164
SH
DFND
1
16164
0
0