Symphony Asset Management

Symphony Asset Management as of June 30, 2012

Portfolio Holdings for Symphony Asset Management

Symphony Asset Management holds 336 positions in its portfolio as reported in the June 2012 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Istar Financial Inc Flt 10/01/12 Cvt bnd 450 2.9 $27M 27M 1.00
General Cable Corp 0.875% 11/15/13 Cvt bnd 369 2.8 $26M 27M 0.96
Linear Technology Corp 3.000% 05/01/27 Sr bnd 535 2.7 $25M 25M 1.03
Gilead Sciences Inc 1.000% 05/01/14 Cvt bnd 375 2.5 $24M 19M 1.24
Hologic Inc Flt 12/15/37 Cvt bnd 436 2.2 $21M 21M 0.98
D.r. Horton Inc 2.000% 05/15/14 Sr:dhi Cv bnd 233 2.2 $20M 14M 1.49
Netapp Inc 1.750% 06/01/13 Cvt bnd 641 2.0 $19M 16M 1.14
Archer Daniels 0.875% 02/15/14 Cvt bnd 039 1.9 $18M 18M 1.00
Sandisk Corp 1.000% 05/15/13 Cvt bnd 800 1.9 $18M 18M 0.98
Biomarin Pharmaceutical 1.875% 04/23/17 C bnd 090 1.9 $17M 8.5M 2.04
Nektar Therapeutics 3.250% 09/28/12 Cvt bnd 640 1.8 $17M 17M 1.00
Kinross Gold Corp 1.750% 03/15/28 Cvt bnd 496 1.7 $16M 16M 0.99
Smithfield Foods Inc 06/30/20 cal 832 1.7 $16M 14M 1.11
Endo Pharmaceut Hldgs In 1.750% 04/15/15 bnd 292 1.7 $16M 13M 1.20
Salesforce.com Inc 0.750% 01/15/15 Cvt bnd 794 1.7 $15M 9.0M 1.71
Equinix Inc 3.000% 10/15/14 Cvt bnd 294 1.6 $15M 9.0M 1.69
Advanced Micro Devices Inc Con con 007 1.6 $15M 15M 1.00
Annaly Capital Mgmt 5.000% 05/15/15 Cvt bnd 035 1.6 $14M 15M 0.99
Kkr Financial Holdings 7.000% 07/15/12 bnd 482 1.5 $14M 14M 1.00
Charles River Laboratori 2.250% 06/15/13 bnd 159 1.3 $12M 12M 1.00
Nuvasive Inc 2.250% 03/15/13 Cvt bnd 670 1.2 $12M 12M 0.99
Fti Consulting 3.750% 07/15/12 Cvt bnd 302 1.1 $11M 11M 1.00
Rambus Inc 5.000% 06/15/14 Cvt bnd 750 1.1 $11M 11M 1.00
Molson Coors Brewing Co 2.500% 07/30/13 C bnd 608 1.1 $9.9M 9.9M 1.01
Leap Wireless Intl Inc 4.500% 07/15/14 Cv bnd 521 1.1 $9.7M 10M 0.95
Symantec Corp con 871 1.1 $9.7M 9.5M 1.02
Carrizo Oil & Gas Inc 4.375% 06/01/28 Cvt bnd 144 1.0 $9.2M 9.2M 1.00
Microsoft Corp 0.9 $8.2M 268k 30.59
Omnicare Inc 3.250% 12/15/35 Sr:ocr Cvt bnd 681 0.9 $8.1M 8.5M 0.95
Amgen Inc 0.375% 02/01/13 Cvt bnd 031 0.8 $7.9M 7.6M 1.04
Onyx Pharmaceuticals Inc 4.000% 08/15/16 bnd 683 0.8 $7.3M 4.0M 1.83
Verizon Communications 0.8 $6.9M 156k 44.44
Wells Fargo & Co 0.8 $6.9M 208k 33.44
Eaton Vance Senior Income Trust 0.8 $6.9M 964k 7.20
Nuvasive Inc 2.750% 07/01/17 Cvt bnd 670 0.8 $6.9M 7.0M 0.99
Ebay 0.7 $6.9M 164k 42.01
General Electric 0.7 $6.9M 329k 20.84
Philip Morris International 0.7 $6.3M 72k 87.27
Lifepoint Hospitals Inc 3.500% 05/15/14 C bnd 532 0.6 $5.9M 5.5M 1.07
Hca Holdings Inc. Com 404 0.6 $5.8M 192k 30.43
Eaton Vance Floating Rate Income Trust 0.6 $5.5M 354k 15.45
Wells Fargo & Company 7.500% Perp Sr:l Cv bnd 949 0.6 $5.3M 4.7k 1125.11
Arris Group Inc con 042 0.6 $5.4M 5.0M 1.07
Barnes Group 0.6 $5.2M 34k 155.67
Asbury Automotive Group 3.000% 09/15/12 C bnd 043 0.6 $5.1M 5.1M 1.00
Caci International Inc 2.125% 05/01/14 bnd 127 0.6 $5.1M 4.5M 1.14
Apple Inc. Com 037 0.5 $4.9M 8.4k 584.06
Guangdong Hongtu Tech. 0.5 $4.7M 134k 35.09
Stillwater Mining Compan 1.875% 03/15/28 bnd 860 0.5 $4.5M 4.6M 0.99
Kraft Foods Inc-class A 0.5 $4.5M 116k 38.62
Target Corp 0.5 $4.5M 77k 58.19
On Semiconductor con 682 0.5 $4.4M 4.3M 1.03
Intl Game Technology 0.5 $4.3M 274k 15.75
At&t 0.5 $4.3M 119k 35.66
Merck & Co 0.5 $4.3M 102k 41.75
Citigroup Inc. Co m new 172 0.5 $4.3M 156k 27.41
Oracle Corp 0.5 $4.1M 140k 29.70
Medicis con 584 0.5 $4.2M 4.2M 0.99
Tyco International 0.4 $4.0M 77k 52.85
Hershey Co/the 0.4 $4.0M 55k 72.02
Expedia Inc equit302 0.4 $4.0M 83k 48.07
Occidental Petroleum, Corp. 0.4 $3.8M 44k 85.75
Abbott Laboratories 0.4 $3.7M 58k 64.47
Human Genome Sciences 2.250% 08/15/12 Cvt bnd 444 0.4 $3.7M 3.7M 1.00
Hercules Offshore Llc Flt 06/01/38 Cvt bnd 427 0.4 $3.7M 3.7M 0.99
Lorillard 0.4 $3.6M 27k 131.93
Quanta Services 0.4 $3.6M 150k 24.07
Yahoo! 0.4 $3.6M 231k 15.83
Exxon Mobil Corporation 0.4 $3.4M 40k 85.58
Murphy Oil, Corp. 0.4 $3.4M 68k 50.28
Eli Lilly & Co 0.4 $3.4M 79k 42.90
Ocwen Finl Corp C om new 675 0.4 $3.4M 183k 18.78
American International Group 0.4 $3.3M 104k 32.09
Bristol-myers Squibb 0.4 $3.3M 92k 35.95
Ingersoll-rand 0.4 $3.3M 78k 42.17
Mastercard Inc-class A 0.4 $3.3M 7.7k 430.12
Spx Corp 0.4 $3.3M 51k 65.33
Charles River Laboratories 0.3 $3.2M 158k 20.38
Xl Group 0.3 $3.2M 154k 21.04
Hexcel Corp New C om 428 0.3 $3.3M 127k 25.79
Nvidia Corp. 0.3 $3.2M 229k 13.82
Pvh 0.3 $3.2M 41k 77.79
Cf Industries Holdings 0.3 $3.1M 16k 193.70
Intel Corp 0.3 $3.0M 114k 26.66
Marathon Oil Corp 0.3 $3.1M 120k 25.57
Omega Healthcare Investors 0.3 $3.0M 134k 22.50
Prudential Financial 0.3 $3.1M 64k 48.42
International Business Machs C 0.3 $2.9M 15k 195.56
Union Pacific Corp. Com 907 0.3 $2.9M 25k 119.32
Euronet Worldwide Inc 3.500% 10/15/25 C bnd 298 0.3 $3.0M 3.0M 1.00
Oil States International 0.3 $2.9M 43k 66.20
Dendreon Corp 2.875% 01/15/16 Cvt bnd 248 0.3 $2.9M 4.1M 0.70
Goodrich Petroleum Corp 5.000% 10/01/29 C bnd 382 0.3 $2.9M 3.1M 0.93
Google Inc. cl a 382 0.3 $2.8M 4.8k 580.02
Las Vegas Sands Corp 0.3 $2.8M 65k 43.49
Altria Group 0.3 $2.6M 77k 34.55
Home Depot 0.3 $2.7M 50k 53.00
Johnson & Johnson Com 478 0.3 $2.6M 39k 67.58
Csx Corp 0.3 $2.6M 116k 22.35
Continental Airlines Inc 4.500% 01/15/15 bnd 210 0.3 $2.6M 1.8M 1.47
Centerpoint Energy 0.3 $2.5M 123k 20.67
Centurylink 0.3 $2.5M 63k 39.49
Consolidated Edison 0.3 $2.5M 40k 62.18
Dr Pepper Snapple Group 0.3 $2.4M 56k 43.74
Lockheed Martin Corp 0.2 $2.3M 27k 87.06
Insulet Corporation 3.750% 06/15/16 Cvt bnd 457 0.2 $2.3M 2.1M 1.11
Chevron Corp 0.2 $2.2M 21k 105.48
Ross Stores 0.2 $2.2M 36k 62.47
Bristow Group Inc 3.000% 06/15/38 Cvt bnd 110 0.2 $2.2M 2.2M 1.01
Sigma Aldrich Corp. 0.2 $2.1M 28k 73.95
Conagra Foods 0.2 $2.0M 78k 25.93
Intermune Inc 2.500% 09/15/18 Cvt bnd 458 0.2 $2.0M 2.5M 0.80
Medical Properties Trust 0.2 $2.0M 212k 9.62
Jpmorgan Chase & Company 0.2 $2.0M 55k 35.72
Health Mgmt Associates Inc-a 0.2 $1.9M 242k 7.85
Duke Energy 0.2 $1.9M 84k 23.06
Bunge Limited Com g16 0.2 $1.8M 29k 62.75
Potash Corp. Sask. Inc. Com 737 0.2 $1.9M 43k 43.68
Mckesson Corp 0.2 $1.8M 19k 93.77
Torchmark Corp 0.2 $1.7M 35k 50.55
Watson Pharmaceuticals 0.2 $1.8M 24k 74.00
Verifone Sys Inc C om 923 0.2 $1.8M 54k 33.08
First Niagara Financial Group, Inc equity 335 0.2 $1.8M 230k 7.65
Thq Inc 5.000% 08/15/14 Cvt bnd 872 0.2 $1.7M 3.1M 0.56
F5 Networks 0.2 $1.7M 17k 99.58
Affiliated Managers Group Inc. Com 008 0.2 $1.7M 15k 109.45
Us Bancorp 0.2 $1.7M 52k 32.15
Avago Technologies 0.2 $1.6M 44k 35.88
Campbell Soup 0.2 $1.6M 47k 33.38
Capital One Financial Corp 0.2 $1.6M 29k 54.66
Lyondellbasell Indu-cl A 0.2 $1.6M 40k 40.27
National Oilwell Varco 0.2 $1.6M 24k 64.44
Pfizer 0.2 $1.6M 67k 23.00
Teco Energy 0.2 $1.6M 89k 18.06
Comcast Corp. 0.2 $1.5M 46k 31.96
Aflac 0.2 $1.5M 34k 42.61
Ameriprise Financial 0.2 $1.5M 29k 52.26
Macy's 0.2 $1.5M 42k 34.33
Norfolk Southern Corp 0.2 $1.5M 21k 71.80
Visa Inc-class A Shares 0.2 $1.5M 12k 123.62
Xerox Corp 0.2 $1.5M 188k 7.87
Brookfield Residential Prope 0.2 $1.4M 132k 10.90
Nationstar Mortgage Holdings 0.2 $1.5M 70k 21.52
Kroger 0.1 $1.4M 58k 23.18
Devon Energy Corp. 0.1 $1.4M 24k 58.02
Cvs Caremark Corp 0.1 $1.3M 29k 46.73
Foot Locker 0.1 $1.4M 45k 30.58
Schlumberger 0.1 $1.4M 21k 64.89
Southern 0.1 $1.3M 29k 46.31
Wabtec Corp 0.1 $1.4M 18k 78.03
Deckers Outdoor Corp C om 243 0.1 $1.4M 32k 43.99
Caterpillar 0.1 $1.3M 16k 84.88
Rayonier 0.1 $1.3M 30k 44.91
Motorola Solutions Inc Com mon stock 620 0.1 $1.3M 27k 48.12
Pantry Inc 3.000% 11/15/12 Cvt bnd 698 0.1 $1.3M 1.2M 1.10
Big Lots 0.1 $1.2M 29k 40.77
Dell 0.1 $1.2M 99k 12.51
Camden Property Trust 0.1 $1.1M 17k 67.66
Marathon Petroleum Corporation 0.1 $1.1M 25k 44.94
Gamestop Corp. New Cl A 364 0.1 $1.0M 55k 18.35
Chubb Corp 0.1 $1.0M 14k 72.85
Energy Partners 0.1 $986k 58k 16.90
Patriot Coal Corp 3.250% 05/31/13 Cvt bnd 703 0.1 $1.1M 4.2M 0.25
Apache Corp. 0.1 $919k 11k 87.87
Ameren Corporation 0.1 $906k 27k 33.56
Keycorp 0.1 $967k 125k 7.73
Textron 0.1 $906k 36k 24.86
Check Point Software Tech Lt ord m22 0.1 $970k 20k 49.56
Safeway 0.1 $815k 45k 18.16
Costco Wholesale Corp. New Com 221 0.1 $823k 8.7k 95.02
Questar Corp 0.1 $875k 42k 20.86
Validus Holdings 0.1 $838k 26k 32.05
Windstream Corp 0.1 $829k 86k 9.66
Everest Re Group Ltd C om g32 0.1 $828k 8.0k 103.47
Garmin 0.1 $734k 19k 38.31
Halliburton 0.1 $779k 27k 28.40
International Paper 0.1 $786k 27k 28.92
Donnelley R R & Sons Co C om 257 0.1 $757k 64k 11.76
Westlake Chem Corp C om 960 0.1 $763k 15k 52.22
Genesee & Wyo Inc. cl a 371 0.1 $722k 14k 52.86
Tanger Factory Outlet Center 0.1 $774k 24k 32.05
Coca Cola 0.1 $626k 8.0k 78.18
Entergy Corp 0.1 $649k 9.6k 67.89
Emmis Communications Corp cl a 291 0.1 $607k 11k 55.67
Axis Capital Holdings 0.1 $654k 20k 32.54
Clean Harbors 0.1 $681k 12k 56.43
Davita 0.1 $661k 6.7k 98.28
Liberty Property Trust 0.1 $620k 17k 36.82
Marsh & Mclennan Cos 0.1 $634k 18k 35.83
Mead Johnson Nutrition 0.1 $617k 7.7k 80.54
Atmos Energy Corp C om 049 0.1 $672k 19k 35.07
Portland Gen Elec Co C om new 736 0.1 $659k 25k 26.67
Equity Lifestyle Properties 0.1 $642k 9.3k 68.94
Pacwest Bancorp Del 0.1 $611k 26k 23.66
Primerica 0.1 $634k 24k 26.73
Prestige Brands Holdings 0.1 $658k 42k 15.81
Stone Energy 0.1 $595k 24k 25.36
Monsanto Co. New Com 611 0.1 $554k 6.7k 82.77
Newmont Mining Corp. Com 651 0.1 $570k 12k 48.49
Air Products & Chemicals 0.1 $565k 8.9k 63.80
Ansys 0.1 $522k 8.3k 63.23
Ca 0.1 $531k 20k 27.09
Compass Minerals Internation 0.1 $536k 7.0k 76.24
Corning 0.1 $598k 46k 12.92
Discover Financial Services 0.1 $539k 16k 34.58
Heartware International 0.1 $573k 32k 17.93
Partnerre 0.1 $513k 6.8k 75.66
Public Service Enterprise Gp 0.1 $547k 17k 32.49
Senior Housing Prop Trust 0.1 $528k 24k 22.32
American Cap Ltd C om 025 0.1 $562k 56k 10.06
Energy Xxi 0.1 $530k 17k 31.29
Mentor Graphics Corp C om 587 0.1 $584k 39k 14.99
Acacia Research - Acacia Tec 0.1 $594k 16k 37.20
Jabil Circuit 0.1 $569k 28k 20.31
Wright Express Corp 0.1 $601k 9.7k 61.66
Manhattan Assocs 0.1 $535k 12k 45.71
Phh Corp. Co m new 693 0.1 $537k 31k 17.49
Briggs & Stratton 0.1 $551k 32k 17.47
Citigroup Inc-cw19 0.1 $541k 1.7M 0.31
Cohen & Steers 0.1 $567k 16k 34.50
Regal Entertainment Group-a 0.1 $583k 42k 13.75
Walter Investment Management 0.1 $545k 23k 23.44
E M C Corp Mass 0.1 $462k 18k 25.65
American Campus Communities 0.1 $440k 9.8k 44.99
Amylin Pharmaceuticals 0.1 $437k 16k 28.19
Be Aerospace 0.1 $484k 11k 43.65
Cummins 0.1 $454k 4.7k 96.93
Fedex Corp 0.1 $419k 4.6k 91.56
Scripps Networks Inter-cl A 0.1 $459k 8.1k 56.89
Spectra Energy Corp 0.1 $495k 17k 29.06
Teradata Corp 0.1 $492k 6.8k 72.09
Time Warner Cable 0.1 $448k 5.5k 82.19
Ameristar Casinos Inc C om 030 0.1 $505k 29k 17.75
Andersons Inc C om 034 0.1 $504k 12k 42.65
Clearwater Paper Corp C om 185 0.1 $470k 14k 34.08
Maxim Integrated Prods Inc C om 577 0.1 $503k 20k 25.62
National Finl Partners Corp C om 636 0.1 $473k 35k 13.42
Scientific Games Corp C l a 808 0.1 $467k 55k 8.56
Wellcare Health Plans Inc C om 949 0.1 $481k 9.1k 52.99
Oasis Petroleum 0.1 $441k 18k 24.19
Apollo Invt Corp equity 037 0.1 $506k 66k 7.67
American Capital Agency Corp 0.1 $463k 14k 33.60
Charter Communications, Inc equity 161 0.1 $491k 6.9k 70.92
Dillards Inc-cl A 0.1 $459k 7.2k 63.66
Wats 0.1 $466k 6.3k 73.84
Align Technology 0.1 $508k 15k 33.45
Ramco-gershenson Properties 0.1 $454k 36k 12.58
Wpx Energy 0.1 $502k 31k 16.18
Amazon 0.0 $360k 1.6k 228.28
Csg Systems International 0.0 $355k 21k 17.32
Baxter Intl 0.0 $390k 7.3k 53.19
Advent Software 0.0 $339k 13k 27.17
Agilent Technologies 0.0 $335k 8.5k 39.19
Alliance Data Systems Corp 0.0 $398k 3.0k 134.78
Archer-daniels-mid.. 0.0 $386k 13k 29.50
Broadcom Corp-cl A 0.0 $407k 12k 33.78
Frontier Communications Corp 0.0 $384k 100k 3.83
Helmerich & Payne 0.0 $370k 8.5k 43.47
Joy Global 0.0 $406k 7.2k 56.71
Piedmont Office Realty Tru-a 0.0 $343k 20k 17.21
Polaris Industries 0.0 $394k 5.5k 71.52
Superior Energy Services 0.0 $333k 17k 20.23
Hain Celestial Group Inc C om 405 0.0 $368k 6.7k 55.02
Tivo 0.0 $413k 50k 8.26
Two Harbors Investment Cor pfd 901 0.0 $385k 37k 10.37
Air Methods 0.0 $359k 3.7k 98.22
Alterra Capital Holdings 0.0 $328k 14k 23.33
Ann 0.0 $390k 15k 25.50
Ascent Capital Group Inc-a 0.0 $391k 7.6k 51.77
Cai International 0.0 $413k 21k 19.89
Chesapeake Lodging Trust 0.0 $351k 20k 17.20
Neurocrine Biosciences 0.0 $355k 45k 7.90
Photronics 0.0 $352k 58k 6.10
Titan International 0.0 $332k 14k 24.57
Phillips 66 0.0 $358k 11k 33.21
Chesapeake Utilities 0.0 $377k 8.6k 43.73
Genes 0.0 $360k 6.0k 60.22
Pennymac Mortgage Investment 0.0 $326k 17k 19.72
Fluor Corp 0.0 $267k 5.4k 49.26
O'reilly Automotive Inc. Com 671 0.0 $297k 3.5k 83.78
Incyte Corp 0.0 $284k 13k 22.73
Aqua America 0.0 $315k 13k 24.92
Brinker International 0.0 $290k 9.1k 31.88
Eog Resources 0.0 $261k 2.9k 90.09
Forestar Group 0.0 $280k 22k 12.81
Hospitality Properties Trust 0.0 $270k 11k 24.77
Kimberly-clark Corp 0.0 $304k 3.6k 83.93
Lam Research Corp 0.0 $238k 6.3k 37.70
Marriott International-cl A 0.0 $249k 6.3k 39.24
Perkinelmer 0.0 $254k 16k 16.15
Priceline.com 0.0 $303k 456.00 664.47
Rackspace Hosting 0.0 $306k 6.9k 44.06
Reynolds American 0.0 $279k 6.2k 44.80
Rockwell Automation 0.0 $233k 3.5k 65.84
T Rowe Price Group 0.0 $322k 5.1k 62.82
Volcano Corp 0.0 $295k 28k 10.74
Commvault Systems Inc C om 204 0.0 $297k 6.0k 49.67
G & K Svcs Inc C l a 361 0.0 $320k 10k 31.17
Owens & Minor Inc Com 690 0.0 $297k 9.7k 30.61
Fair Isaac 0.0 $235k 5.6k 42.32
Coca-cola Bottling Co Consol 0.0 $279k 4.3k 64.39
Kaiser Aluminum 0.0 $300k 5.8k 51.83
Mastec 0.0 $306k 20k 15.04
Oxford Industries 0.0 $239k 5.3k 44.82
Rudolph Technologies 0.0 $287k 33k 8.73
Seacube Container Leasing Ltsh 0.0 $297k 17k 17.03
Steris 0.0 $271k 8.6k 31.37
United Rentals 0.0 $281k 8.2k 34.15
Vitamin Shoppe 0.0 $233k 4.2k 54.94
Express Scripts Holding 0.0 $277k 5.0k 55.77
Bancorpsouth 0.0 $263k 18k 14.47
Hanger 0.0 $246k 9.6k 25.60
Kulicke & Soffa 0.0 $294k 33k 8.92
C&j Energy Services 0.0 $289k 16k 18.48
Greenbrier Cos Inc 2.375% 05/15/26 Cvt bnd 393 0.0 $255k 260k 0.98
Movado 0.0 $301k 12k 25.00
Freeport-mcmoran Cop&g 0.0 $217k 6.4k 34.08
Cooper Cos Inc/the 0.0 $209k 2.6k 79.98
Eastman Chemical 0.0 $202k 4.0k 50.51
Hanover Insurance Group 0.0 $215k 5.5k 39.16
Vectren Corporation 0.0 $220k 7.5k 29.53
Whole Foods Market 0.0 $230k 2.4k 95.48
Plantronics Inc New C om 727 0.0 $203k 6.1k 33.41
Silicon Image Inc C om 827 0.0 $228k 55k 4.11
Amsurg Corp equity 032 0.0 $206k 6.9k 30.00
Guess? 0.0 $210k 6.9k 30.39
Select Comfort 0.0 $228k 11k 20.95
Citizens Republic Bancorp In. Co m new 174 0.0 $215k 13k 17.18
Citigroup Inc-cw18 0.0 $190k 3.8M 0.05
Global Geophysical Services 0.0 $173k 28k 6.12
Hornbeck Offshore Services 0.0 $221k 5.7k 38.63
Saks Incorporated 2.000% 03/15/24 Cvt bnd 793 0.0 $210k 200k 1.05
Bbcn Bancorp Inc cs 073 0.0 $209k 19k 10.89
Vanguard Health Systems 0.0 $203k 23k 8.92
Coach 0.0 $77k 55k 1.39
Dex One 0.0 $21k 23k 0.93