UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: March 31, 2013
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Symphony Asset Management LLC
555 California Street
Suite 2975
San Francisco, California 94104
Form 13F File Number: 028-5958
The institutional investment manager filing this report and the person by
whom it is signed hereby represent that the person signing the report is
authorized to submit it, that all information contained herein is true,
correct and complete, and that it is understood that all required
items, statements, schedules, lists, and tables, are considered integral
parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Martin M. Fawzy
Compliance Manager
(415) 676-4000
Signature, Place, and Date of Signing:
/s/ Martin M. Fawzy San Francisco, California 05/14/2013
----------------------- ------------------------- -----------
[Signature] [City, State] [Date]
Report Type (Check only one.):
[X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting
manager are reported in this report.)
[ ] 13F NOTICE. (Check here if no holdings are reported in this report, and
all holdings are reported by other reporting manager(s).
[ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for
this reporting manager are reported in this report and a portion are
reported by other reporting manager(s).)
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Form 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 1
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Form 13F Information Table Entry Total: 345
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Form 13F Information Table Value Total: $ 1,029,843
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(thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of
all institutional investment managers with respect to which this report is
filed, other than the manager filing this report.
NO. 13F File Number Name
--- ---------------- ------------------------
1 028-11405 Nuveen Investments, Inc.
Voting Authority
Title ----------------------
of Value Shares/ Sh/ Put/ Invstmt Other
Name of Issuer Class CUSIP (x$1000) Prn Amt Prn Call Dscretn Managers Sole Shared None
------------------------------ ----- --------- --------- ---------- --- ---- ------- -------- ------- -------- -----
ACTAVIS INC COM 00507K103 4316 46854 SH DEFINED 1 46854 0 0
ACTUANT CORP-CL A COM 00508X203 1167 38090 SH DEFINED 1 37896 0 194
ADT CORPTHE COM 00101J106 4222 86267 SH DEFINED 1 86267 0 0
ADVANCED MICRO DEVICES INC COM 007903107 69 34300 SH CALL DEFINED 1 34300 0 0
AFFILIATED MANAGERS GROUP COM 008252108 2751 17911 SH DEFINED 1 17911 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 683 16273 SH DEFINED 1 16273 0 0
AIR METHODS CORP COM 009128307 409 8477 SH DEFINED 1 8434 0 43
ALEXANDER & BALDWIN INC COM 014491104 515 14406 SH DEFINED 1 14333 0 73
ALLIANCE DATA SYSTEMS CORP COM 018581108 1236 7630 SH DEFINED 1 7630 0 0
ALLIANT TECHSYSTEMS INC 3.000% 08/15/24 CVT BND 018804AK0 3255 3000000 PRN DEFINED 1 3000000 0 0
ALLSTATE CORP COM 020002101 4423 90134 SH DEFINED 1 90134 0 0
ALON USA ENERGY INC COM 020520102 653 34289 SH DEFINED 1 34126 0 163
ALTISOURCE RESIDENTI-CL B- COM 02153W100 521 26093 SH DEFINED 1 25963 0 130
AMAZON.COM INC COM 023135106 4288 16089 SH DEFINED 1 16089 0 0
AMERICAN AXLE & MFG HOLDINGS COM 024061103 3787 277410 SH DEFINED 1 277410 0 0
AMERICAN CAPITAL LTD COM 02503Y103 3739 256157 SH DEFINED 1 256157 0 0
AMERICAN INTERNATIONAL GROUP COM 026874784 1151 29640 SH DEFINED 1 29640 0 0
AMERIPRISE FINANCIAL INC COM 03076C106 4492 60996 SH DEFINED 1 60996 0 0
AMGEN INC COM 031162100 4299 41935 SH DEFINED 1 41935 0 0
AMSURG CORP COM 03232P405 2465 73273 SH DEFINED 1 73162 0 111
ANNALY CAPITAL MGMT 5.000% 05/15/15 CVT BND 035710AB8 5078 4900000 PRN DEFINED 1 4900000 0 0
ANSYS INC COM 03662Q105 1325 16279 SH DEFINED 1 16196 0 83
APPLE INC COM 037833100 7382 16677 SH DEFINED 1 16677 0 0
ARCHER DANIELS 0.875% 02/15/14 CVT BND 039483AW2 24723 24478000 PRN DEFINED 1 24478000 0 0
ARRIS GROUP INC 2.000% 11/15/26 CVT BND 04269QAC4 5441 4850000 PRN DEFINED 1 4850000 0 0
ASCENT CAPITAL GROUP INC-A COM 043632108 1442 19366 SH DEFINED 1 19270 0 96
AUTONATION INC COM 05329W102 968 22118 SH DEFINED 1 22118 0 0
AVAGO TECHNOLOGIES LTD COM Y0486S104 2782 77503 SH DEFINED 1 77503 0 0
AVNET INC COM 053807103 459 12677 SH DEFINED 1 12677 0 0
AXIALL CORP COM 05463D100 3692 59395 SH DEFINED 1 59287 0 108
BANK OF AMERICA CORP COM 060505104 4296 352670 SH DEFINED 1 352670 0 0
BANK OF AMERICA CORP 7.250% PERP SR:L CVT COM 060505682 205 168 PRN DEFINED 1 168 0 0
BANNER CORPORATION COM 06652V208 1207 37897 SH DEFINED 1 37705 0 192
BARNES GROUP INC COM 067806109 543 18789 SH DEFINED 1 18695 0 94
BAXTER INTERNATIONAL INC COM 071813109 2067 28457 SH DEFINED 1 28457 0 0
BBCN BANCORP INC COM 073295107 670 51311 SH DEFINED 1 51047 0 264
BE AEROSPACE INC COM 073302101 1169 19395 SH DEFINED 1 19395 0 0
BECTON DICKINSON AND CO COM 075887109 1095 11460 SH DEFINED 1 11460 0 0
BED BATH & BEYOND INC COM 075896100 44 17200 SH PUT DEFINED 1 17200 0 0
BMC SOFTWARE INC COM 055921100 208 4500 SH DEFINED 1 4500 0 0
BRIGGS & STRATTON COM 109043109 3250 131025 SH DEFINED 1 130719 0 306
BRISTOL-MYERS SQUIBB CO COM 110122108 1165 28275 SH DEFINED 1 28275 0 0
BRISTOW GROUP INC 3.000% 06/15/38 CVT BND 110394AC7 1700 1482000 PRN DEFINED 1 1482000 0 0
BROADCOM CORP-CL A COM 111320107 1534 44235 SH DEFINED 1 44235 0 0
BROOKDALE SENIOR LIVING INC COM 112463104 3614 129645 SH DEFINED 1 129645 0 0
BROOKFIELD RESIDENTIAL PROPE COM 11283W104 2482 101965 SH DEFINED 1 101965 0 0
BROWN-FORMAN CORP-CLASS B COM 115637209 1039 14543 SH DEFINED 1 14543 0 0
BRUNSWICK CORP COM 117043109 775 22658 SH DEFINED 1 22542 0 116
C&J ENERGY SERVICES INC COM 12467B304 898 39202 SH DEFINED 1 39000 0 202
CACI INTERNATIONAL INC 2.125% 05/01/14 CVT BND 127190AD8 17983 15783000 PRN DEFINED 1 15783000 0 0
CADENCE DESIGN SYS INC COM 127387108 3587 257485 SH DEFINED 1 257485 0 0
CAPITAL ONE FINANCIAL CORP COM 14040H105 521 9483 SH DEFINED 1 9483 0 0
CAPITAL SENIOR LIVING CORP COM 140475104 1505 56939 SH DEFINED 1 56741 0 198
CARLISLE COS INC COM 142339100 1123 16570 SH DEFINED 1 16570 0 0
CARRIZO OIL & GAS INC 4.375% 06/01/28 CVT BND 144577AA1 17084 17063000 PRN DEFINED 1 17063000 0 0
CENTERPOINT ENERGY INC COM 15189T107 1605 66961 SH DEFINED 1 66961 0 0
CHARLES RIVER LABORATORI 2.250% 06/15/13 CVT BND 159864AB3 8345 8278000 PRN DEFINED 1 8278000 0 0
CHARTER COMMUNICATION-A COM 16117M305 721 6923 SH DEFINED 1 6923 0 0
CHEESECAKE FACTORY INCTHE COM 163072101 1065 27593 SH DEFINED 1 27453 0 140
CHEMED CORP 1.875% 05/15/14 CVT BND 16359RAC7 12566 11443000 PRN DEFINED 1 11443000 0 0
CHESAPEAKE LODGING TRUST COM 165240102 924 40283 SH DEFINED 1 40072 0 211
CHESAPEAKE UTILITIES CORP COM 165303108 1102 22470 SH DEFINED 1 22355 0 115
CHEVRON CORP COM 166764100 1436 12085 SH DEFINED 1 12085 0 0
CHICAGO BRIDGE & IRON-NY SHR COM 167250109 1268 20418 SH DEFINED 1 20418 0 0
CHICO'S FAS INC COM 168615102 1356 80690 SH DEFINED 1 80690 0 0
CISCO SYSTEMS INC COM 17275R102 1137 54403 SH DEFINED 1 54403 0 0
CITIGROUP INC COM 172967424 1649 37280 SH DEFINED 1 37280 0 0
CITIGROUP INC-CW18 COM 172967234 278 3700000 SH DEFINED 1 3700000 0 0
CITIGROUP INC-CW19 COM 172967226 859 1696000 SH DEFINED 1 1696000 0 0
CITIGROUP INC-CW19 COM 172967226 858 1696000 SH DEFINED 1 1696000 0 0
CITRIX SYSTEMS INC COM 177376100 3951 54770 SH DEFINED 1 54770 0 0
CLEAN HARBORS INC COM 184496107 805 13855 SH DEFINED 1 13784 0 71
CLEARWATER PAPER CORP COM 18538R103 1306 24772 SH DEFINED 1 24648 0 124
CLOROX COMPANY COM 189054109 749 8460 SH DEFINED 1 8460 0 0
CLOUD PEAK ENERGY INC COM 18911Q102 1101 58620 SH DEFINED 1 58620 0 0
CMS ENERGY CORP 5.500% 06/15/29 CVT BND 125896BD1 343 169000 PRN DEFINED 1 169000 0 0
COCA-COLA BOTTLING CO CONSOL COM 191098102 518 8600 SH DEFINED 1 8557 0 43
COCA-COLA COTHE COM 191216100 2667 65947 SH DEFINED 1 65947 0 0
COLGATE-PALMOLIVE CO COM 194162103 3240 27446 SH DEFINED 1 27446 0 0
COMCAST CORP-CLASS A COM 20030N101 2663 63427 SH DEFINED 1 63427 0 0
COMPUTER SCIENCES CORP COM 205363104 642 13047 SH DEFINED 1 13047 0 0
COMVERSE INC COM 20585P105 766 27325 SH DEFINED 1 27185 0 140
CONAGRA FOODS INC COM 205887102 1179 32928 SH DEFINED 1 32928 0 0
COSTCO WHOLESALE CORP COM 22160K105 1668 15726 SH DEFINED 1 15726 0 0
CSG SYSTEMS INTL INC COM 126349109 858 40499 SH DEFINED 1 40292 0 207
CSX CORP COM 126408103 1186 48147 SH DEFINED 1 48147 0 0
CUBIST PHARMACEUTICALS 2.500% 11/01/17 CVT BND 229678AD9 5884 3450000 PRN DEFINED 1 3450000 0 0
CUMMINS INC COM 231021106 2696 23281 SH DEFINED 1 23281 0 0
CUMULUS MEDIA INC-CL A COM 231082108 655 194572 SH DEFINED 1 193565 0 1007
DELL INC COM 24702R101 903 63000 SH CALL DEFINED 1 63000 0 0
DELPHI AUTOMOTIVE PLC COM G27823106 2249 50657 SH DEFINED 1 50657 0 0
DENDREON CORP 2.875% 01/15/16 CVT BND 24823QAC1 4867 6266000 PRN DEFINED 1 6266000 0 0
DEX MEDIA INC COM 25213A107 38 22483 SH DEFINED 1 22483 0 0
DEXCOM INC COM 252131107 880 52617 SH DEFINED 1 52345 0 272
DISCOVER FINANCIAL SERVICES COM 254709108 2737 61027 SH DEFINED 1 61027 0 0
DOLE FOOD CO INC COM 256603101 677 62147 SH DEFINED 1 61828 0 319
DR HORTON INC COM 23331A109 10177 418806 SH DEFINED 1 418806 0 0
DTE ENERGY COMPANY COM 233331107 1136 16617 SH DEFINED 1 16617 0 0
EASTMAN CHEMICAL CO COM 277432100 3644 52153 SH DEFINED 1 52153 0 0
Eaton Vance Floating Rate Income Trust COM 278279104 6200 353668 SH DEFINED 1 353668 0 0
Eaton Vance Senior Income Trust COM 27826S103 7306 963820 SH DEFINED 1 963820 0 0
EBAY INC COM 278642103 3823 70510 SH DEFINED 1 70510 0 0
ELECTRONIC ARTS INC 0.750% 07/15/16 CVT BND 285512AA7 2906 3000000 PRN DEFINED 1 3000000 0 0
ELI LILLY & CO COM 532457108 2632 46343 SH DEFINED 1 46343 0 0
EMC CORPMA COM 268648102 4604 192699 SH DEFINED 1 192699 0 0
EMERITUS CORP COM 291005106 3120 112273 SH DEFINED 1 112053 0 220
ENCORE WIRE CORP COM 292562105 773 22075 SH DEFINED 1 21961 0 114
ENZON PHARMACEUTICALS 4.000% 06/01/13 CVT BND 293904AE8 23297 23268000 PRN DEFINED 1 23268000 0 0
EPL OIL & GAS INC COM 26883D108 1564 58348 SH DEFINED 1 58348 0 0
EQUINIX INC 3.000% 10/15/14 CVT BND 29444UAG1 5865 2900000 PRN DEFINED 1 2900000 0 0
ETHAN ALLEN INTERIORS INC COM 297602104 992 30137 SH DEFINED 1 29985 0 152
EVEREST RE GROUP LTD COM G3223R108 1078 8301 SH DEFINED 1 8301 0 0
EXCEL TRUST INC COM 30068C109 1048 76722 SH DEFINED 1 76330 0 392
EXIDE TECHNOLOGIES FLT 09/18/13 CVT BND 302051AL1 2350 2480000 PRN DEFINED 1 2480000 0 0
EXPRESS SCRIPTS HOLDING CO COM 30219G108 1351 23439 SH DEFINED 1 23439 0 0
EXTERRAN HOLDINGS INC 4.250% 06/15/14 CVT BND 30225XAA1 11747 9236000 PRN DEFINED 1 9236000 0 0
EXXON MOBIL CORP COM 30231G102 3615 40115 SH DEFINED 1 40115 0 0
FACEBOOK INC-A COM 30303M102 373 14597 SH DEFINED 1 14597 0 0
FAIR ISAAC CORP COM 303250104 506 11069 SH DEFINED 1 11012 0 57
FEDEX CORP COM 31428X106 2412 24555 SH DEFINED 1 24555 0 0
FIFTH & PACIFIC COS INC COM 316645100 827 43764 SH DEFINED 1 43541 0 223
FINISH LINETHE - CL A COM 317923100 711 36282 SH DEFINED 1 36096 0 186
FOOT LOCKER INC COM 344849104 3699 108015 SH DEFINED 1 108015 0 0
FORD MOTOR CO COM 345370860 497 37760 SH DEFINED 1 37760 0 0
FORESTAR GROUP INC COM 346233109 970 44385 SH DEFINED 1 44164 0 221
FORTINET INC COM 34959E109 3301 139389 SH DEFINED 1 139389 0 0
FUTUREFUEL CORP COM 36116M106 225 18544 SH DEFINED 1 18449 0 95
G & K SERVICES INC -CL A COM 361268105 1356 29794 SH DEFINED 1 29640 0 154
GENERAC HOLDINGS INC COM 368736104 1291 36531 SH DEFINED 1 36344 0 187
GENERAL CABLE CORP 0.875% 11/15/13 CVT BND 369300AD0 14768 14824000 PRN DEFINED 1 14824000 0 0
GENERAL DYNAMICS CORP COM 369550108 3435 48719 SH DEFINED 1 48719 0 0
GENERAL ELECTRIC CO COM 369604103 3779 163437 SH DEFINED 1 163437 0 0
GENERAL GROWTH PROPERTIES COM 370023103 1142 57469 SH DEFINED 1 57469 0 0
GENERAL MILLS INC COM 370334104 2217 44963 SH DEFINED 1 44963 0 0
GENERAL MOTORS CO COM 37045V100 4345 156152 SH DEFINED 1 156152 0 0
GENESEE & WYOMING INC-CL A COM 371559105 1244 13361 SH DEFINED 1 13295 0 66
GIBRALTAR INDUSTRIES INC COM 374689107 680 37300 SH DEFINED 1 37109 0 191
GILEAD SCIENCES INC COM 375558103 367 10000 SH CALL DEFINED 1 10000 0 0
GILEAD SCIENCES INC COM 375558103 1008 20591 SH DEFINED 1 20591 0 0
GOODRICH PETROLEUM CORP 5.000% 10/01/29 CVT BND 382410AC2 5183 5212000 PRN DEFINED 1 5212000 0 0
GOOGLE INC-CL A COM 38259P508 4480 5641 SH DEFINED 1 5641 0 0
GREENBRIER COS INC 2.375% 05/15/26 CVT BND 393657AD3 11802 11802000 PRN DEFINED 1 11802000 0 0
H&E EQUIPMENT SERVICES INC COM 404030108 889 43580 SH DEFINED 1 43355 0 225
HALCON RESOURCES CORP COM 40537Q209 975 125113 SH DEFINED 1 124501 0 612
HALLIBURTON CO COM 406216101 1066 26369 SH DEFINED 1 26369 0 0
HANGER ORTHOPEDIC GROUP INC COM 41043F208 1074 34090 SH DEFINED 1 33915 0 175
HARLEY-DAVIDSON INC COM 412822108 3119 58517 SH DEFINED 1 58517 0 0
HARSCO CORP COM 415864107 845 34117 SH DEFINED 1 34117 0 0
HARTFORD FINANCIAL SVCS GRP COM 416515104 3922 152047 SH DEFINED 1 152047 0 0
HCA HOLDINGS INC COM 40412C101 4603 113284 SH DEFINED 1 113284 0 0
HEADWATERS INC 2.500% 02/01/14 CVT BND 42210PAD4 6591 6658000 PRN DEFINED 1 6658000 0 0
HEADWATERS INC 8.750% 02/01/16 CVT BND 42210PAR3 6070 5585000 PRN DEFINED 1 5585000 0 0
HEALTHSOUTH CORP COM 421924309 1936 73400 SH PUT DEFINED 1 73400 0 0
HERCULES OFFSHORE LLC FLT 06/01/38 CVT BND 427093AD1 12861 12829000 PRN DEFINED 1 12829000 0 0
HERSHEY COTHE COM 427866108 1407 16072 SH DEFINED 1 16072 0 0
HERTZ GLOBAL HOLDINGS INC COM 42805T105 2144 96296 SH DEFINED 1 96296 0 0
HILLTOP HOLDINGS INC COM 432748101 978 72465 SH DEFINED 1 72100 0 365
HOLOGIC INC COM 436440101 393 17397 SH DEFINED 1 17397 0 0
HOLOGIC INC FLT 12/15/37 CVT BND 436440AA9 3413 3400000 PRN DEFINED 1 3400000 0 0
HOLOGIC INC FLT 12/15/43 CVT BND 436440AG6 16736 15968000 PRN DEFINED 1 15968000 0 0
HOME DEPOT INC COM 437076102 5200 74531 SH DEFINED 1 74531 0 0
HONEYWELL INTERNATIONAL INC COM 438516106 1130 14994 SH DEFINED 1 14994 0 0
HORNBECK OFFSHORE SERV FLT 11/15/26 CVT BND 440543AE6 13980 13000000 PRN DEFINED 1 13000000 0 0
HOWARD HUGHES CORPTHE COM 44267D107 3208 38277 SH DEFINED 1 38277 0 0
HYSTER-YALE MATERIALS COM 449172105 731 12813 SH DEFINED 1 12759 0 54
INFORMATICA CORP COM 45666Q102 2466 71518 SH DEFINED 1 71518 0 0
INGERSOLL-RAND PLC COM G47791101 3056 55550 SH DEFINED 1 55550 0 0
INGREDION INC COM 457187102 1135 15690 SH DEFINED 1 15690 0 0
INSULET CORPORATION 3.750% 06/15/16 CVT BND 45784PAC5 4666 3950000 PRN DEFINED 1 3950000 0 0
INTEL CORP COM 458140100 824 37729 SH DEFINED 1 37729 0 0
INTERCONTINENTALEXCHANGE INC COM 45865V100 1874 11490 SH DEFINED 1 11490 0 0
INTERNATIONAL PAPER CO COM 460146103 1268 27215 SH DEFINED 1 27215 0 0
INTL GAME TECHNOLOGY 3.250% 05/01/14 CVT BND 459902AQ5 8689 8050000 PRN DEFINED 1 8050000 0 0
ISHARES TR DJ HOME CONSTN COM 464288752 578 24200 SH PUT DEFINED 1 24200 0 0
ISHARES TR DJ HOME CONSTN COM 464288752 3822 160000 SH PUT DEFINED 1 160000 0 0
ISTAR FINANCIAL INC 3.000% 11/15/16 CVT BND 45031UBR1 15394 13094000 PRN DEFINED 1 13094000 0 0
JAKKS PAC INC COM 47012E106 105 10000 SH PUT DEFINED 1 10000 0 0
JOHN BEAN TECHNOLOGIES CORP COM 477839104 505 24291 SH DEFINED 1 24168 0 123
JOHNSON & JOHNSON COM 478160104 1584 19432 SH DEFINED 1 19432 0 0
JOY GLOBAL INC COM 481165108 1763 29625 SH DEFINED 1 29625 0 0
JPMORGAN CHASE & CO COM 46625H100 1605 33825 SH DEFINED 1 33825 0 0
KAISER ALUMINUM CORP COM 483007704 748 11572 SH DEFINED 1 11513 0 59
KENNAMETAL INC COM 489170100 1896 48560 SH DEFINED 1 48560 0 0
KEYCORP COM 493267108 1198 120361 SH DEFINED 1 120361 0 0
KIMBERLY-CLARK CORP COM 494368103 692 7057 SH DEFINED 1 7057 0 0
KNIGHT CAPITAL GROUP INC 3.500% 03/15/15 CVT BND 499005AE6 18470 18516000 PRN DEFINED 1 18516000 0 0
KRAFT FOODS GROUP INC COM 50076Q106 565 10971 SH DEFINED 1 10971 0 0
L BRANDS INC COM 501797104 849 19016 SH DEFINED 1 19016 0 0
LACLEDE GROUP INCTHE COM 505597104 1064 24914 SH DEFINED 1 24787 0 127
LAS VEGAS SANDS CORP COM 517834107 1364 24206 SH DEFINED 1 24206 0 0
LEAP WIRELESS INTL INC 4.500% 07/15/14 CVT BND 521863AL4 9922 9739000 PRN DEFINED 1 9739000 0 0
LHC GROUP INC COM 50187A107 209 9700 SH DEFINED 1 9700 0 0
LIFEPOINT HOSPITALS INC 3.500% 05/15/14 CVT BND 53219LAH2 13005 11924000 PRN DEFINED 1 11924000 0 0
LINCOLN ELECTRIC HOLDINGS COM 533900106 1113 20543 SH DEFINED 1 20543 0 0
LINEAR TECHNOLOGY CORP 3.000% 05/01/27 A CVT BND 535678AC0 22489 21042000 PRN DEFINED 1 21042000 0 0
LITHIA MOTORS INC-CL A COM 536797103 4874 102638 SH DEFINED 1 102498 0 140
LUMBER LIQUIDATORS HOLDINGS COM 55003T107 621 8840 SH DEFINED 1 8795 0 45
LYONDELLBASELL INDU-CL A COM N53745100 5104 80636 SH DEFINED 1 80636 0 0
MACY'S INC COM 55616P104 788 18824 SH DEFINED 1 18824 0 0
MANHATTAN ASSOCIATES INC COM 562750109 1425 19184 SH DEFINED 1 19085 0 99
MARATHON OIL CORP COM 565849106 1375 40766 SH DEFINED 1 40766 0 0
MARATHON PETROLEUM CORP COM 56585A102 4643 51816 SH DEFINED 1 51816 0 0
MASCO CORP COM 574599106 1010 49877 SH DEFINED 1 49877 0 0
MASTERCARD INC-CLASS A COM 57636Q104 1627 3006 SH DEFINED 1 3006 0 0
MAXIM INTEGRATED PRODUCTS COM 57772K101 437 13393 SH DEFINED 1 13393 0 0
MCKESSON CORP COM 58155Q103 3421 31684 SH DEFINED 1 31684 0 0
MEDICAL PROPERTIES TRUST INC COM 58463J304 1375 85693 SH DEFINED 1 85253 0 440
MEDTRONIC INC COM 585055106 2776 59115 SH DEFINED 1 59115 0 0
MENTOR GRAPHICS CORP COM 587200106 1391 77067 SH DEFINED 1 76689 0 378
MERCK & CO. INC. COM 58933Y105 3190 72171 SH DEFINED 1 72171 0 0
MERITOR INC COM 59001K100 718 151806 SH DEFINED 1 151031 0 775
METHANEX CORP COM 59151K108 1386 34120 SH DEFINED 1 34120 0 0
MICROSOFT CORP COM 594918104 5116 178833 SH DEFINED 1 178833 0 0
MINERALS TECHNOLOGIES INC COM 603158106 1053 25363 SH DEFINED 1 25232 0 131
MOLINA HEALTHCARE INC COM 60855R100 302 9782 SH DEFINED 1 9782 0 0
MOLYCORP INC 3.250% 06/15/16 CVT BND 608753AA7 302 500000 PRN DEFINED 1 500000 0 0
MONSANTO CO COM 61166W101 1977 18718 SH DEFINED 1 18718 0 0
MOSAIC COTHE COM 61945C103 1074 18012 SH DEFINED 1 18012 0 0
MOTOROLA SOLUTIONS INC COM 620076307 1119 17482 SH DEFINED 1 17482 0 0
MOVADO GROUP INC COM 624580106 808 24094 SH DEFINED 1 23971 0 123
MUELLER WATER PRODUCTS INC-A COM 624758108 695 117233 SH DEFINED 1 116627 0 606
MURPHY OIL CORP COM 626717102 3165 49675 SH DEFINED 1 49675 0 0
NABORS INDUSTRIES LTD COM G6359F103 961 59230 SH DEFINED 1 59230 0 0
NATIONAL FINANCIAL PARTNERS COM 63607P208 590 26327 SH DEFINED 1 26194 0 133
NATIONAL OILWELL VARCO INC COM 637071101 563 7951 SH DEFINED 1 7951 0 0
NATIONSTAR MORTGAGE HOLDINGS COM 63861C109 2661 72111 SH DEFINED 1 71962 0 149
NATUS MEDICAL INC COM 639050103 543 40401 SH DEFINED 1 40194 0 207
NEWCASTLE INVESTMENT CORP COM 65105M108 3076 275355 SH DEFINED 1 274792 0 563
NEWELL RUBBERMAID INC COM 651229106 1949 74650 SH DEFINED 1 74650 0 0
NEWMONT MINING CORP COM 651639106 2595 61950 SH DEFINED 1 61950 0 0
NEWPORT CORP COM 651824104 799 47242 SH DEFINED 1 47001 0 241
NIKE INC -CL B COM 654106103 1141 19327 SH DEFINED 1 19327 0 0
NV ENERGY INC COM 67073Y106 1174 58590 SH DEFINED 1 58590 0 0
NVIDIA CORP COM 67066G104 848 66096 SH DEFINED 1 66096 0 0
NVR INC COM 62944T105 421 390 SH DEFINED 1 390 0 0
OASIS PETROLEUM INC COM 674215108 1149 30176 SH DEFINED 1 30025 0 151
OCCIDENTAL PETROLEUM CORP COM 674599105 1840 23484 SH DEFINED 1 23484 0 0
OCWEN FINANCIAL CORP COM 675746309 827 21808 SH DEFINED 1 21695 0 113
OIL STATES INTERNATIONAL INC COM 678026105 1275 15627 SH DEFINED 1 15627 0 0
OLD REPUBLIC INTL CORP COM 680223104 3813 300001 SH DEFINED 1 300001 0 0
OMNICARE INC 3.250% 12/15/35 SR:OCR CVT BND 681904AL2 566 567000 PRN DEFINED 1 567000 0 0
ON SEMICONDUCTOR CORP 2.625% 12/15/26 CVT BND 682189AG0 13679 13153000 PRN DEFINED 1 13153000 0 0
ONYX PHARMACEUTICALS INC 4.000% 08/15/16 CVT BND 683399AB5 21553 9250000 PRN DEFINED 1 9250000 0 0
ORACLE CORP COM 68389X105 2594 80248 SH DEFINED 1 80248 0 0
OWENS & MINOR INC COM 690732102 629 19316 SH DEFINED 1 19216 0 100
PACCAR INC COM 693718108 1939 38360 SH DEFINED 1 38360 0 0
PACWEST BANCORP COM 695263103 1492 51269 SH DEFINED 1 51007 0 262
PAREXEL INTERNATIONAL CORP COM 699462107 979 24757 SH DEFINED 1 24629 0 128
PENSKE AUTOMOTIVE GROUP INC COM 70959W103 2959 88700 SH DEFINED 1 88700 0 0
PETROLOGISTICS LP COM 71672U101 402 29204 SH DEFINED 1 29204 0 0
PETSMART INC COM 716768106 564 9086 SH DEFINED 1 9086 0 0
PFIZER INC COM 717081103 1498 51922 SH DEFINED 1 51922 0 0
PHH CORP 6.000% 06/15/17 CVT BND 693320AQ6 350 182000 PRN DEFINED 1 182000 0 0
PHILIP MORRIS INTERNATIONAL COM 718172109 3607 38897 SH DEFINED 1 38897 0 0
PHILLIPS 66 COM 718546104 2216 31660 SH DEFINED 1 31660 0 0
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