The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
A T & T INC (NEW) SHS 00206R102 1,495 35,151 SH   DFND 1 35,068 0 83
AAON INC COM PAR $0.004 SHS 000360206 392 11,876 SH   DFND 1 7,421 0 4,455
ABBOTT LABS SHS 002824100 4,094 106,580 SH   DFND 1 106,114 0 466
ABBVIE INC COM SHS 00287Y109 1,240 19,804 SH   DFND 1 19,514 0 290
ACACIA COMMUNICATIONS INC SHS 00401C108 490 7,938 SH   DFND 1 7,938 0 0
ACORDA THERAPEUTICS INC BOND 00484MAA4 1,913 2,500,000 PRN   DFND 1 2,500,000 0 0
ADOBE SYS INC COM SHS 00724F101 1,355 13,162 SH   DFND 1 12,980 0 182
ADVANSIX INC COM SHS 00773T101 432 19,544 SH   DFND 1 12,299 0 7,245
AEROJET ROCKETDYNE HLDGS INC C SHS 007800105 450 25,091 SH   DFND 1 15,665 0 9,426
AGILENT TECHNOLOGIES INC COM SHS 00846U101 255 5,594 SH   DFND 1 5,537 0 57
AGNC INVT CORP COM SHS 00123Q104 754 41,579 SH   DFND 1 41,481 0 98
AIR PRODS & CHEMS INC COM SHS 009158106 1,914 13,307 SH   DFND 1 13,280 0 27
AKAMAI TECHNOLOGIES INC COM SHS 00971T101 1,718 25,769 SH   DFND 1 25,554 0 215
ALBEMARLE CORP COM SHS 012653101 219 2,545 SH   DFND 1 2,519 0 26
ALLSCRIPTS HEALTHCARE SOLUTIONS INC BOND 01988PAD0 12,690 13,500,000 PRN   DFND 1 13,500,000 0 0
ALPHABET CLASS A SHS 02079K305 16,333 20,610 SH   DFND 1 20,439 0 171
AMAZON COM INC COM SHS 023135106 5,481 7,309 SH   DFND 1 7,204 0 105
AMEREN CORP COM SHS 023608102 366 6,979 SH   DFND 1 6,907 0 72
AMERICAN TOWER REIT COM SHS 03027X100 1,378 13,032 SH   DFND 1 13,008 0 24
AMGEN INC COM SHS 031162100 3,255 22,257 SH   DFND 1 22,027 0 230
ANTHEM INC COM SHS 036752103 1,182 8,217 SH   DFND 1 8,100 0 117
APPLE COMPUTER INC SHS 037833100 7,254 62,626 SH   DFND 1 61,706 0 920
ARGO GROUP INTL HLDGS LTD COM SHS G0464B107 263 3,997 SH   DFND 1 0 0 3,997
ARMSTRONG FLOORING INC COM SHS 04238R106 411 20,603 SH   DFND 1 12,934 0 7,669
ASSURED GUARANTY LTD COM SHS G0585R106 214 5,671 SH   DFND 1 0 0 5,671
AUTONATION INC DEL COM SHS 05329W102 1,250 25,695 SH   DFND 1 25,657 0 38
AUTOZONE INC COM SHS 053332102 2,594 3,285 SH   DFND 1 3,277 0 8
AXCELIS TECHNOLOGIES INC COM N SHS 054540208 719 49,393 SH   DFND 1 37,299 0 12,094
B & G FOODS INC NEW CL A SHS 05508R106 1,246 28,431 SH   DFND 1 25,611 0 2,820
BABCOCK & WILCOX ENTERPRIS ICO SHS 05614L100 811 48,915 SH   DFND 1 38,657 0 10,258
BAKER HUGHES INC COM SHS 057224107 938 14,449 SH   DFND 1 14,258 0 191
BANCO BRADESCO S A SPONSORED A ADR 059460303 485 55,659 SH   DFND 1 53,920 0 1,739
BANK OF AMERICA CORP PFD CONV 060505682 323 280 SH   DFND 1 280 0 0
BANK OF THE OZARKS INC COM SHS 063904106 539 10,234 SH   DFND 1 6,419 0 3,815
BANNER CORP COM NEW SHS 06652V208 575 10,316 SH   DFND 1 6,441 0 3,875
BAXTER INTL INC COM SHS 071813109 760 17,139 SH   DFND 1 17,100 0 39
BECTON DICKINSON & CO COM SHS 075887109 1,036 6,260 SH   DFND 1 6,169 0 91
BERKLEY W R CORP COM SHS 084423102 555 8,343 SH   DFND 1 8,258 0 85
BERRY PLASTICS GROUP INC COM SHS 08579W103 680 13,962 SH   DFND 1 8,719 0 5,243
BIOGEN IDEC INC COM SHS 09062X103 1,578 5,562 SH   DFND 1 5,496 0 66
BIOMARIN PHARMACEUTICAL INC CO SHS 09061G101 377 4,543 SH   DFND 1 4,486 0 57
BOEING CO COM SHS 097023105 2,178 13,987 SH   DFND 1 13,778 0 209
BOK FINL CORP COM NEW SHS 05561Q201 946 11,393 SH   DFND 1 11,366 0 27
BOOZ ALLEN HAMILTON HLDG CORCL SHS 099502106 705 19,549 SH   DFND 1 19,260 0 289
BOX INC SHS 10316T104 182 13,109 SH   DFND 1 13,109 0 0
BRINKER INTERNATIONAL INC SHS 109641100 350 7,070 SH   DFND 1 7,070 0 0
BRISTOL MYERS SQUIBB CO SHS 110122108 1,290 22,076 SH   DFND 1 21,773 0 303
BROADSOFT INC COM SHS 11133B409 1,505 36,487 SH   DFND 1 36,106 0 381
BURLINGTON STORES INC COM SHS 122017106 969 11,438 SH   DFND 1 8,840 0 2,598
BWX TECHNOLOGIES INC COM SHS 05605H100 489 12,330 SH   DFND 1 9,475 0 2,855
CABOT CORP SHS 127055101 1,088 21,536 SH   DFND 1 21,350 0 186
CALATLANTIC GROUP INC BOND 783764AQ6 27,629 23,000,000 PRN   DFND 1 23,000,000 0 0
CAMPBELL SOUP CO SHS 134429109 1,229 20,314 SH   DFND 1 20,023 0 291
CARETRUST REIT INC COM SHS 14174T107 997 65,020 SH   DFND 1 55,712 0 9,308
CARRIZO OIL & CO INC COM SHS 144577103 424 11,359 SH   DFND 1 7,178 0 4,181
CARTER HLDGS INC COM SHS 146229109 1,500 17,363 SH   DFND 1 16,096 0 1,267
CASELLA WASTE SYS INC CL A SHS 147448104 258 20,752 SH   DFND 1 12,975 0 7,777
CATALENT INC COM SHS 148806102 1,084 40,193 SH   DFND 1 33,887 0 6,306
CBOE HLDGS INC COM SHS 12503M108 216 2,931 SH   DFND 1 2,900 0 31
CELGENE CORP COM SHS 151020104 1,160 10,021 SH   DFND 1 9,884 0 137
CENTERPOINT ENERGY INC COM SHS 15189T107 647 26,275 SH   DFND 1 26,182 0 93
CHART INDS INC COM PAR $0.01 SHS 16115Q308 888 24,658 SH   DFND 1 18,265 0 6,393
CHEMOURS CO COM SHS 163851108 309 14,011 SH   DFND 1 8,795 0 5,216
CHURCH & DWIGHT INC COM SHS 171340102 1,999 45,227 SH   DFND 1 45,097 0 130
CIGNA CORP SHS 125509109 3,619 27,136 SH   DFND 1 26,976 0 160
CINTAS CORP SHS 172908105 1,502 13,001 SH   DFND 1 12,971 0 30
CITIZENS FINANCIAL GROUP INC. SHS 174610105 3,189 89,497 SH   DFND 1 88,974 0 523
CITIZENS INC/TX SHS 174740100 159 16,186 SH   DFND 1 16,186 0 0
CLOROX CO COM SHS 189054109 1,698 14,144 SH   DFND 1 14,111 0 33
CMS ENERGY CORP SHS 125896100 2,594 62,327 SH   DFND 1 62,126 0 201
COBALT INTERNATIONAL ENERGY INC SHS 19075F106 1,211 992,813 SH   DFND 1 992,813 0 0
COCA COLA BOTTLING CO CONS COM SHS 191098102 472 2,638 SH   DFND 1 1,638 0 1,000
COMCAST CORP NEW CL A SHS 20030N101 4,151 60,118 SH   DFND 1 59,345 0 773
COMERICA INC COM SHS 200340107 4,121 60,500 SH   DFND 1 60,399 0 101
COMSTOCK RESOURCES INC SHS 205768302 352 35,750 SH   DFND 1 35,750 0 0
COMSTOCK RESOURCES INC BOND 205768AM6 8,690 9,875,000 PRN   DFND 1 9,875,000 0 0
CONCHO RES INC COM SHS 20605P101 366 2,756 SH   DFND 1 2,728 0 28
CONSTELLATION BRANDS INC CL A SHS 21036P108 2,396 15,627 SH   DFND 1 15,498 0 129
CORNERSTONE ONDEMAND INC SHS 21925Y103 626 14,800 SH   DFND 1 14,800 0 0
COSTCO WHOLESALE CORP COM SHS 22160K105 301 1,880 SH   DFND 1 1,852 0 28
CROWN CASTLE INTL CORP NEW COM SHS 22822V101 470 5,414 SH   DFND 1 5,358 0 56
CSG SYS INTL INC COM SHS 126349109 454 9,371 SH   DFND 1 5,822 0 3,549
CTRIP.COM INTERNATIONAL LTD BOND 22943FAF7 25,781 25,000,000 PRN   DFND 1 25,000,000 0 0
CULLEN/FROST BANKERS INC SHS 229899109 203 2,306 SH   DFND 1 2,306 0 0
CVR ENERGY INC COM SHS 12662P108 460 18,096 SH   DFND 1 14,290 0 3,806
CYPRESS SEMICONDUCTOR CORP SHS 232806109 2,525 220,750 SH   DFND 1 220,750 0 0
DANAHER CORP SHS 235851102 3,184 40,893 SH   DFND 1 40,552 0 341
DCT INDUSTRIAL TRUST INC SHS 233153204 977 20,404 SH   DFND 1 20,404 0 0
DENTSPLY SIRONA INC COM SHS 24906P109 3,362 58,248 SH   DFND 1 57,985 0 263
DIGITAL RLTY TR INC COM SHS 253868103 334 3,391 SH   DFND 1 3,355 0 36
DISNEY WALT CO COM DISNEY SHS 254687106 2,381 22,840 SH   DFND 1 22,507 0 333
DOMINO'S PIZZA INC SHS 25754A201 379 2,377 SH   DFND 1 2,377 0 0
DOW CHEMICAL CORP SHS 260543103 3,021 52,795 SH   DFND 1 52,686 0 109
DR PEPPER SNAPPLE GROUP INC CO SHS 26138E109 899 9,911 SH   DFND 1 9,888 0 23
DTE ENERGY CO COM SHS 233331107 855 8,684 SH   DFND 1 8,633 0 51
DUKE REALTY CORP SHS 264411505 417 15,715 SH   DFND 1 15,715 0 0
DUNKIN' BRANDS GROUP INC SHS 265504100 474 9,046 SH   DFND 1 9,046 0 0
DYCOM INDUSTRIES INC SHS 267475101 2,489 31,000 SH   DFND 1 31,000 0 0
EAGLE MATLS INC COM SHS 26969P108 1,382 14,017 SH   DFND 1 13,890 0 127
EATON VANCE FLOATING-RATE INCOME TRUST ETF 278279104 5,270 353,668 SH   DFND 1 353,668 0 0
EATON VANCE SENIOR INCOME TRUST ETF 27826S103 6,470 968,586 SH   DFND 1 968,586 0 0
EDWARDS LIFESCIENCES CORP COM SHS 28176E108 698 7,451 SH   DFND 1 7,389 0 62
ELECTRONIC ARTS COM SHS 285512109 4,191 53,208 SH   DFND 1 52,857 0 351
ELI LILLY AND CO. SHS 532457108 652 8,864 SH   DFND 1 8,732 0 132
ELLIS PERRY INTL INC COM SHS 288853104 459 18,447 SH   DFND 1 11,491 0 6,956
ENERNOC INC SHS 292764107 242 40,277 SH   DFND 1 40,277 0 0
ENERNOC INC BOND 292764AB3 7,000 8,750,000 PRN   DFND 1 8,750,000 0 0
ENOVA INTL INC COM SHS 29357K103 821 65,414 SH   DFND 1 49,503 0 15,911
ENVISION HEALTHCARE CORP SHS 29414D100 565 8,927 SH   DFND 1 8,884 0 43
EOG RES INC COM SHS 26875P101 2,283 22,581 SH   DFND 1 22,529 0 52
EQUINIX INC COM SHS 29444U700 4,147 11,601 SH   DFND 1 11,521 0 80
EQUITY LIFESTYLE PROPERTIES INC SHS 29472R108 307 4,253 SH   DFND 1 4,253 0 0
ETRADE FINANCIAL CORP COM NEW SHS 269246401 416 12,013 SH   DFND 1 11,888 0 125
EVERTEC INC COM SHS 30040P103 365 20,595 SH   DFND 1 12,925 0 7,670
EXPEDIA INC DEL COM NEW SHS 30212P303 323 2,858 SH   DFND 1 2,829 0 29
EXTRA SPACE STORAGE INC COM SHS 30225T102 276 3,576 SH   DFND 1 3,538 0 38
EXXON MOBIL CORP SHS 30231G102 4,290 47,527 SH   DFND 1 47,416 0 111
FACEBOOK INC CL A SHS 30303M102 4,349 37,801 SH   DFND 1 37,236 0 565
FCB FINL HLDGS INC CL A SHS 30255G103 1,207 25,288 SH   DFND 1 18,211 0 7,077
FEDERAL RLTY INVT TR SBI NEW SHS 313747206 1,087 7,646 SH   DFND 1 7,549 0 97
FIDELITY NATIONAL INFORMATION SHS 31620M106 5,091 67,304 SH   DFND 1 66,918 0 386
FIFTH THIRD BANCORP COM SHS 316773100 277 10,264 SH   DFND 1 10,156 0 108
FINANCIAL SELECT SECTOR SPDR FUND ETF 81369Y605 1,566 67,371 SH   DFND 1 67,371 0 0
FIREEYE INC BOND 31816QAB7 1,084 1,167,000 PRN   DFND 1 1,167,000 0 0
FIREEYE INC BOND 31816QAD3 19,893 22,220,000 PRN   DFND 1 22,220,000 0 0
FIRST DATA CORP SHS 32008D106 1,467 103,379 SH   DFND 1 103,038 0 341
FIRST DEFIANCE FINL CORP COM SHS 32006W106 531 10,462 SH   DFND 1 6,595 0 3,867
FLUIDIGM CORP BOND 34385PAA6 869 1,241,000 PRN   DFND 1 1,241,000 0 0
FORTIVE CORP COM SHS 34959J108 3,564 66,450 SH   DFND 1 66,059 0 391
FOUR CORNERS PPTY TR INC COM SHS 35086T109 737 35,919 SH   DFND 1 26,105 0 9,814
FREEPORT MCMORAN COPPER&GOLDCL SHS 35671D857 564 42,763 SH   DFND 1 42,643 0 120
GAMING AND LEISURE PROPERTIES INC SHS 36467J108 265 8,653 SH   DFND 1 8,653 0 0
GCP APPLIED TECHNOLOGIES INCCO SHS 36164Y101 503 18,808 SH   DFND 1 14,148 0 4,660
GENERAL MILLS INC COM SHS 370334104 1,441 23,334 SH   DFND 1 23,280 0 54
GENESEE & WYO INC CL A SHS 371559105 770 11,091 SH   DFND 1 8,393 0 2,698
GIBRALTER INDUSTRIES INC SHS 374689107 2,516 60,395 SH   DFND 1 53,295 0 7,100
GILEAD SCIENCES INC COM SHS 375558103 4,103 57,299 SH   DFND 1 56,825 0 474
GODADDY INC CL A SHS 380237107 613 17,532 SH   DFND 1 12,748 0 4,784
GREEN DOT CORP CL A SHS 39304D102 1,087 46,164 SH   DFND 1 32,709 0 13,455
H & E EQUIPMENT SERVICES INCCO SHS 404030108 965 41,496 SH   DFND 1 37,231 0 4,265
HALCON RESOURCES CORP SHS 40537Q118 50 21,569 SH   DFND 1 21,569 0 0
HALCON RESOURCES CORP SHS 40537Q605 742 79,401 SH   DFND 1 79,401 0 0
HALLIBURTON CO COM SHS 406216101 1,139 21,043 SH   DFND 1 20,994 0 49
HANCOCK HLDG CO COM SHS 410120109 1,204 27,939 SH   DFND 1 25,760 0 2,179
HARMONIC INC BOND 413160AB8 6,339 5,650,000 PRN   DFND 1 5,650,000 0 0
HARRIS CORP COM SHS 413875105 472 4,605 SH   DFND 1 4,558 0 47
HARTFORD FINL SVCS GROUP INCCO SHS 416515104 1,715 35,989 SH   DFND 1 35,835 0 154
HD SUPPLY HLDGS INC COM SHS 40416M105 1,912 44,986 SH   DFND 1 44,372 0 614
HELMERICH & PAYNE INC SHS 423452101 1,797 23,212 SH   DFND 1 23,159 0 53
HOLOGIC INC BOND 436440AC5 231 170,000 PRN   DFND 1 170,000 0 0
HOLOGIC INC COM SHS 436440101 1,539 38,363 SH   DFND 1 38,004 0 359
HOME DEPOT INC COM SHS 437076102 6,724 50,151 SH   DFND 1 49,704 0 447
HONEYWELL INTERNATIONAL INC. SHS 438516106 4,636 40,024 SH   DFND 1 39,692 0 332
HOPE BANCORP INC COM SHS 43940T109 732 33,413 SH   DFND 1 20,768 0 12,645
HORNBECK OFFSHORE SERVICES INC BOND 440543AN6 7,485 10,427,000 PRN   DFND 1 10,427,000 0 0
HUDSON PAC PPTYS INC COM SHS 444097109 389 11,180 SH   DFND 1 6,985 0 4,195
HUNTINGTON INGALLS INDS INC CO SHS 446413106 2,360 12,810 SH   DFND 1 11,399 0 1,411
ILLUMINA INC BOND 452327AF6 19,254 20,069,000 PRN   DFND 1 20,069,000 0 0
INPHI CORP COM SHS 45772F107 1,693 37,950 SH   DFND 1 32,067 0 5,883
INTEGRATED DEVICE TECH INC COM SHS 458118106 842 35,748 SH   DFND 1 28,863 0 6,885
INTEL CORP BOND 458140AF7 496 281,000 PRN   DFND 1 281,000 0 0
INTERACTIVE BROKERS GROUP INCO SHS 45841N107 1,493 40,898 SH   DFND 1 40,817 0 81
INTERCONTINENTALEXCHANGE GROCO SHS 45866F104 4,994 88,509 SH   DFND 1 87,941 0 568
INTUIT INC COM SHS 461202103 2,242 19,565 SH   DFND 1 19,371 0 194
IRON MOUNTAIN INC SHS 46284V101 205 6,308 SH   DFND 1 6,308 0 0
IRONWOOD PHARMACEUTICALS INC BOND 46333XAD0 2,299 2,000,000 PRN   DFND 1 2,000,000 0 0
ITAU UNIBANCO BANCO BRASILEIRO ADR 465562106 521 50,667 SH   DFND 1 49,331 0 1,336
JAZZ INVESTMENTS I LTD BOND 472145AB7 2,949 3,062,000 PRN   DFND 1 3,062,000 0 0
JC PENNEY CO INC SHS 708160106 352 42,354 SH   DFND 1 42,354 0 0
JOHN BEAN TECHNOLOGIES CORP CO SHS 477839104 3,956 46,031 SH   DFND 1 41,250 0 4,781
JOHNSON & JOHNSON SHS 478160104 5,725 49,687 SH   DFND 1 49,396 0 291
KANSAS CITY SOUTHN INDS INC CO SHS 485170302 834 9,825 SH   DFND 1 9,790 0 35
KB HOME BOND 48666KAS8 196 200,000 PRN   DFND 1 200,000 0 0
KEYCORP SHS 493267108 1,260 68,979 SH   DFND 1 68,597 0 382
KIMBERLY CLARK CORP COM SHS 494368103 1,546 13,540 SH   DFND 1 13,429 0 111
KIRBY CORP SHS 497266106 390 5,866 SH   DFND 1 5,866 0 0
KITE RLTY GROUP TR COM NEW SHS 49803T300 443 18,879 SH   DFND 1 14,046 0 4,833
KNIGHT TRANSN INC COM SHS 499064103 2,152 65,121 SH   DFND 1 64,489 0 632
KRAFT HEINZ COMPANY SHS 500754106 2,747 31,456 SH   DFND 1 31,306 0 150
LAUDER ESTEE COS INC CL A SHS 518439104 813 10,627 SH   DFND 1 10,471 0 156
LEGGETT & PLATT INC COM SHS 524660107 709 14,518 SH   DFND 1 14,325 0 193
LEIDOS HLDGS INC COM SHS 525327102 777 15,180 SH   DFND 1 15,011 0 169
LINCOLN ELEC HLDGS INC COM SHS 533900106 244 3,182 SH   DFND 1 3,148 0 34
LINCOLN NATL CORP IND COM SHS 534187109 2,982 44,994 SH   DFND 1 44,684 0 310
LIONS GATE ENTMNT CORP CL B NO SHS 535919500 365 14,911 SH   DFND 1 14,688 0 223
LITHIA MTRS INC CL A SHS 536797103 830 8,581 SH   DFND 1 7,048 0 1,533
LOCKHEED MARTIN CORP COM SHS 539830109 2,835 11,342 SH   DFND 1 11,243 0 99
LOUISIANA PACIFIC CORP SHS 546347105 216 11,396 SH   DFND 1 7,114 0 4,282
LPL FINL HLDGS INC COM SHS 50212V100 932 26,470 SH   DFND 1 22,517 0 3,953
MA COM TECHNOLOGY SOLUTIONS CO SHS 55405Y100 2,793 60,337 SH   DFND 1 55,204 0 5,133
MACQUARIE INFRASTRUCTURE CORP SHS 55608B105 882 10,800 SH   DFND 1 10,800 0 0
MACY'S INC SHS 55616P104 667 18,633 SH   DFND 1 18,375 0 258
MANITOWOC FOODSERVICE INC COM SHS 563568104 1,927 99,705 SH   DFND 1 87,707 0 11,998
MARATHON OIL CORP COM SHS 565849106 185 10,676 SH   DFND 1 10,564 0 112
MARRIOTT INTL INC NEW CL A SHS 571903202 316 3,823 SH   DFND 1 3,783 0 40
MARRIOTT VACATIONS WRLDWDE CCO SHS 57164Y107 456 5,375 SH   DFND 1 3,360 0 2,015
MASCO CORP COM SHS 574599106 445 14,066 SH   DFND 1 13,923 0 143
MASTEC INC COM SHS 576323109 1,211 31,660 SH   DFND 1 25,257 0 6,403
MASTERCARD INC COM SHS 57636Q104 4,314 41,776 SH   DFND 1 41,497 0 279
MCCORMICK & CO INC COM NON VTG SHS 579780206 3,709 39,736 SH   DFND 1 39,428 0 308
MCDONALDS CORP SHS 580135101 1,530 12,576 SH   DFND 1 12,393 0 183
MDU RES GROUP INC COM SHS 552690109 2,511 87,282 SH   DFND 1 87,039 0 243
MERIT MED SYS INC COM SHS 589889104 605 22,833 SH   DFND 1 14,290 0 8,543
MERITAGE HOMES CORP BOND 59001AAR3 324 325,000 PRN   DFND 1 325,000 0 0
MICROCHIP TECHNOLOGY INC BOND 595017AD6 12,724 9,788,000 PRN   DFND 1 9,788,000 0 0
MICRON TECHNOLOGY INC SHS 595112103 1,732 79,000 SH   DFND 1 79,000 0 0
MICRON TECHNOLOGY INC BOND 595112AX1 9,140 4,000,000 PRN   DFND 1 4,000,000 0 0
MICRON TECHNOLOGY INC BOND 595112AY9 374 375,000 PRN   DFND 1 375,000 0 0
MICROSEMI CORP COM SHS 595137100 569 10,534 SH   DFND 1 6,558 0 3,976
MICROSOFT CORP COM SHS 594918104 14,267 229,592 SH   DFND 1 227,552 0 2,040
MOHAWK INDS INC COM SHS 608190104 1,319 6,603 SH   DFND 1 6,515 0 88
MOLINA HEALTHCARE INC BOND 60855RAC4 26,927 18,724,000 PRN   DFND 1 18,724,000 0 0
MOLINA HEALTHCARE INC COM SHS 60855R100 438 8,083 SH   DFND 1 5,181 0 2,902
MOLSON COORS BREWING COMPANY SHS 60871R209 3,184 32,722 SH   DFND 1 32,451 0 271
MONRO MUFFLER BRAKE INC COM SHS 610236101 939 16,409 SH   DFND 1 14,035 0 2,374
MONSANTO CO NEW COM SHS 61166W101 650 6,185 SH   DFND 1 6,095 0 90
MOODYS CORP COM SHS 615369105 228 2,425 SH   DFND 1 2,401 0 24
MSC INDL DIRECT INC CL A SHS 553530106 1,719 18,602 SH   DFND 1 18,570 0 32
NATIONAL GEN HLDGS CORP COM SHS 636220303 988 39,537 SH   DFND 1 27,789 0 11,748
NATIONAL STORAGE AFFILIATES CO SHS 637870106 397 17,962 SH   DFND 1 11,232 0 6,730
NAVISTAR INTERNATIONAL CORP BOND 63934EAQ1 743 750,000 PRN   DFND 1 750,000 0 0
NAVISTAR INTERNATIONAL CORP BOND 63934EAS7 6,948 7,000,000 PRN   DFND 1 7,000,000 0 0
NET 1 UEPS TECHNOLOGIES INC CO SHS 64107N206 523 45,505 SH   DFND 1 33,250 0 12,255
NEWELL RUBBERMAID INC. SHS 651229106 2,490 55,759 SH   DFND 1 55,360 0 399
NEWFIELD EXPL CO COM SHS 651290108 366 9,042 SH   DFND 1 8,907 0 135
NEWMONT MINING CORP BOND 651639AJ5 5,155 5,045,000 PRN   DFND 1 5,045,000 0 0
NEXEO SOLUTIONS INC COM SHS SHS 65342H102 310 33,329 SH   DFND 1 25,902 0 7,427
NEXSTAR BROADCASTING GROUP ICL SHS 65336K103 758 11,965 SH   DFND 1 8,923 0 3,042
NIKE INC CL B SHS 654106103 431 8,489 SH   DFND 1 8,364 0 125
NOBLE ENERGY INC COM SHS 655044105 320 8,419 SH   DFND 1 8,334 0 85
NORFOLK SOUTHERN CORP SHS 655844108 1,815 16,799 SH   DFND 1 16,760 0 39
NORTHROP GRUMMAN CORP COM SHS 666807102 908 3,904 SH   DFND 1 3,895 0 9
NOVELLUS SYSTEMS INC BOND 670008AD3 312 100,000 PRN   DFND 1 100,000 0 0
NUVASIVE INC COM SHS 670704105 468 6,949 SH   DFND 1 4,348 0 2,601
NVIDIA CORP BOND 67066GAC8 822 155,000 PRN   DFND 1 155,000 0 0
NXP SEMICONDUCTORS NV SHS N6596X109 3,185 32,500 PRN Call DFND 1 0 0 0
OCCIDENTAL PETE CORP COM SHS 674599105 1,897 26,642 SH   DFND 1 26,581 0 61
OLD REP INTL CORP COM SHS 680223104 3,974 209,144 SH   DFND 1 208,680 0 464
ON SEMICONDUCTOR CORP BOND 682189AK1 206 200,000 PRN   DFND 1 200,000 0 0
ONEOK INC NEW COM SHS 682680103 3,734 65,049 SH   DFND 1 64,646 0 403
ORACLE CORP SHS 68389X105 1,753 45,580 SH   DFND 1 45,475 0 105
O'REILLY AUTOMOTIVE INC NEW CO SHS 67103H107 5,726 20,566 SH   DFND 1 20,424 0 142
PALO ALTO NETWORKS INC BOND 697435AB1 31,670 24,876,000 PRN   DFND 1 24,876,000 0 0
PAREXEL INTL CORP COM SHS 699462107 1,928 29,344 SH   DFND 1 28,105 0 1,239
PATTERSON COS INC COM SHS 703395103 783 19,085 SH   DFND 1 19,050 0 35
PATTERSON-UTI ENERGY INC COM SHS 703481101 1,276 47,406 SH   DFND 1 38,644 0 8,762
PAYPAL HLDGS INC COM SHS 70450Y103 3,240 82,083 SH   DFND 1 81,507 0 576
PBF ENERGY INC SHS 69318G106 798 28,631 SH   DFND 1 28,631 0 0
PDC ENERGY INC COM SHS 69327R101 477 6,566 SH   DFND 1 4,090 0 2,476
PENN NATL GAMING INC COM SHS 707569109 814 59,081 SH   DFND 1 45,062 0 14,019
PEPSICO INC SHS 713448108 1,589 15,183 SH   DFND 1 14,975 0 208
PFIZER INC SHS 717081103 2,923 89,976 SH   DFND 1 89,770 0 206
PHH CORP COM NEW SHS 693320202 438 28,856 SH   DFND 1 22,018 0 6,838
PHILLIPS 66 COM SHS 718546104 1,271 14,706 SH   DFND 1 14,675 0 31
PIONEER NAT RES CO COM SHS 723787107 808 4,492 SH   DFND 1 4,484 0 8
PIPER JAFFRAY COS COM SHS 724078100 486 6,696 SH   DFND 1 4,174 0 2,522
PLATFORM SPECIALTY PRODS CORCO SHS 72766Q105 567 57,784 SH   DFND 1 41,039 0 16,745
PNM RES INC COM SHS 69349H107 832 24,245 SH   DFND 1 24,195 0 50
POOL CORP SHS 73278L105 2,363 22,645 SH   DFND 1 20,270 0 2,375
POPULAR INC COM SHS 733174700 284 6,473 SH   DFND 1 6,405 0 68
POWERSHARES SENIOR LOAN PORTFOLIO ETF 73936Q769 60,060 2,571,083 SH   DFND 1 2,571,083 0 0
PRICELINE COM INC COM NEW SHS 741503403 6,295 4,294 SH   DFND 1 4,279 0 15
PRICELINE GROUP INC/THE BOND 741503AQ9 4,207 2,664,000 PRN   DFND 1 2,664,000 0 0
PRICELINE GROUP INC/THE BOND 741503AS5 5,945 4,651,000 PRN   DFND 1 4,651,000 0 0
PRUDENTIAL FINL INC COM SHS 744320102 900 8,646 SH   DFND 1 8,631 0 15
PS BUSINESS PKS INC CALIF COM SHS 69360J107 685 5,879 SH   DFND 1 3,723 0 2,156
PTC INC COM SHS 69370C100 1,386 29,944 SH   DFND 1 29,732 0 212
QORVO INC SHS 74736K101 1,195 22,665 SH   DFND 1 22,481 0 184
QUALITY SYS INC COM SHS 747582104 215 16,301 SH   DFND 1 10,473 0 5,828
QUIDEL CORP BOND 74838JAA9 2,970 3,000,000 PRN   DFND 1 3,000,000 0 0
RADIAN GROUP INC COM SHS 750236101 1,839 102,236 SH   DFND 1 87,186 0 15,050
RAMBUS INC BOND 750917AE6 21,817 17,614,000 PRN   DFND 1 17,614,000 0 0
RANGE RES CORP COM SHS 75281A109 1,755 51,069 SH   DFND 1 50,631 0 438
RED HAT INC COM SHS 756577102 4,373 62,730 SH   DFND 1 62,477 0 253
REGENERON PHARMACEUTICALS COM SHS 75886F107 440 1,197 SH   DFND 1 1,181 0 16
REPUBLIC SVCS INC COM SHS 760759100 1,381 24,219 SH   DFND 1 24,106 0 113
REX ENERGY CORP SHS 761565100 21 45,000 SH   DFND 1 45,000 0 0
REXNORD CORP NEW COM SHS 76169B102 440 22,460 SH   DFND 1 16,466 0 5,994
RICE ENERGY INC COM SHS 762760106 316 14,838 SH   DFND 1 9,241 0 5,597
ROSS STORES INC COM SHS 778296103 2,109 32,153 SH   DFND 1 31,759 0 394
RPC INC SHS 749660106 551 27,796 SH   DFND 1 27,796 0 0
SALESFORCE.COM INC BOND 79466LAD6 19,837 17,000,000 PRN   DFND 1 17,000,000 0 0
SCHLUMBERGER LTD SHS 806857108 1,221 14,538 SH   DFND 1 14,504 0 34
SCHWAB CHARLES CORP NEW COM SHS 808513105 2,610 66,127 SH   DFND 1 65,763 0 364
SCIENCE APPLICATNS INTL CP NCO SHS 808625107 706 8,322 SH   DFND 1 5,184 0 3,138
SCIENTIFIC GAMES CORP CL A SHS 80874P109 365 26,041 SH   DFND 1 16,265 0 9,776
SEI INVTS CO COM SHS 784117103 233 4,733 SH   DFND 1 4,685 0 48
SERVICENOW INC BOND 81762PAB8 22,420 19,000,000 PRN   DFND 1 19,000,000 0 0
SERVICESOURCE INTERNATIONAL INC BOND 81763UAB6 4,721 4,880,000 PRN   DFND 1 4,880,000 0 0
SIMON PPTY GROUP INC NEW COM SHS 828806109 364 2,049 SH   DFND 1 2,019 0 30
SNYDERS LANCE INC COM SHS 833551104 326 8,514 SH   DFND 1 5,303 0 3,211
SOUTHERN CO SHS 842587107 1,090 22,141 SH   DFND 1 22,090 0 51
SOUTHWEST AIRLS CO COM SHS 844741108 3,329 66,811 SH   DFND 1 66,061 0 750
SPDR BLOOMBERG BARCLAYS SHORT TERM HIGH YIELD BOND ETF ETF 78468R408 8,201 296,265 SH   DFND 1 296,265 0 0
SPDR S&P BANK ETF ETF 78464A797 10,146 233,400 SH   DFND 1 233,400 0 0
SPDR S&P OIL & GAS EQUIPMENT & SERVICES ETF ETF 78464A748 2,854 127,700 SH   DFND 1 127,700 0 0
SPDR S&P REGIONAL BANKING ETF ETF 78464A698 484 8,717 SH   DFND 1 8,717 0 0
SPDR S&P RETAIL ETF ETF 78464A714 495 11,236 SH   DFND 1 11,236 0 0
SPECTRANETICS CORP/THE BOND 84760CAA5 9,136 8,827,000 PRN   DFND 1 8,827,000 0 0
SPECTRUM BRANDS HLDGS INC COM SHS 84763R101 691 5,649 SH   DFND 1 5,573 0 76
SPIRE INC COM SHS 84857L101 595 9,225 SH   DFND 1 5,766 0 3,459
SPIRIT AIRLS INC COM SHS 848577102 882 15,254 SH   DFND 1 12,585 0 2,669
SPROUTS FARMERS MARKET INC SHS 85208M102 324 17,116 SH   DFND 1 17,116 0 0
SQUARE INC CL A SHS 852234103 735 53,953 SH   DFND 1 39,173 0 14,780
STAG INDL INC COM SHS 85254J102 498 20,886 SH   DFND 1 16,006 0 4,880
STANLEY BLACK AND DECKER INC SHS 854502101 234 2,040 SH   DFND 1 2,019 0 21
STARBUCKS CORP COM SHS 855244109 3,969 71,486 SH   DFND 1 70,864 0 622
STARWOOD PROPERTY TRUST INC BOND 85571BAC9 275 267,000 PRN   DFND 1 267,000 0 0
STERICYCLE INC PFD CONV 858912207 3,945 62,310 SH   DFND 1 62,310 0 0
STERICYCLE INC COM SHS 858912108 1,079 14,015 SH   DFND 1 13,983 0 32
STMICROELECTRONICS NV ADR 861012102 238 21,000 SH   DFND 1 21,000 0 0
STONEGATE BK FT LAUDERDALE FCO SHS 861811107 624 14,954 SH   DFND 1 9,333 0 5,621
STORE CAP CORP COM SHS 862121100 1,583 64,050 SH   DFND 1 63,948 0 102
SUN CMNTYS INC COM SHS 866674104 2,401 31,343 SH   DFND 1 28,504 0 2,839
SUPERIOR ENERGY SVCS INC COM SHS 868157108 566 33,490 SH   DFND 1 33,031 0 459
SURGERY PARTNERS INC COM SHS 86881A100 401 25,255 SH   DFND 1 19,601 0 5,654
SWIFT TRANSN CO CL A SHS 87074U101 812 33,364 SH   DFND 1 29,528 0 3,836
SYNCHRONY FINL COM SHS 87165B103 3,724 102,679 SH   DFND 1 102,512 0 167
SYNNEX CORP COM SHS 87162W100 623 5,155 SH   DFND 1 3,549 0 1,606
SYSCO CORP COM SHS 871829107 2,408 43,474 SH   DFND 1 43,138 0 336
TAILORED BRANDS INC COM SHS 87403A107 710 27,781 SH   DFND 1 19,415 0 8,366
TAKE-TWO INTERACTIVE SOFTWARCO SHS 874054109 610 12,364 SH   DFND 1 7,766 0 4,598
TD AMERITRADE HOLDING CORP SHS 87236Y108 1,006 23,084 SH   DFND 1 23,084 0 0
TELEFLEX INC COM SHS 879369106 942 5,844 SH   DFND 1 5,315 0 529
TESLA MOTORS INC BOND 88160RAC5 218 250,000 PRN   DFND 1 250,000 0 0
TEXAS CAP BNCSHS INC SHS 88224Q107 1,299 16,575 SH   DFND 1 16,556 0 19
THERMO FISHER SCIENTIFIC INC SHS 883556102 1,875 13,285 SH   DFND 1 13,258 0 27
TIFFANY & CO NEW COM SHS 886547108 1,947 25,155 SH   DFND 1 25,007 0 148
TJX COMPANIES INC NEW COM SHS 872540109 3,659 48,706 SH   DFND 1 48,293 0 413
TOLL BROTHERS FINANCE CORP BOND 88947EAM2 425 430,000 PRN   DFND 1 430,000 0 0
TRANSDIGM GROUP INC COM SHS 893641100 878 3,527 SH   DFND 1 3,479 0 48
TRIBUNE MEDIA CO SHS 896047503 5,269 150,621 SH   DFND 1 150,621 0 0
TRICO BANCSHARES COM SHS 896095106 442 12,911 SH   DFND 1 8,120 0 4,791
TRIMBLE NAV LTD COM SHS 896239100 1,113 36,908 SH   DFND 1 36,609 0 299
TRONC INC SHS 89703P107 522 37,653 SH   DFND 1 37,653 0 0
TWITTER INC BOND 90184LAB8 14,464 15,387,000 PRN   DFND 1 15,387,000 0 0
TWITTER INC COM SHS 90184L102 311 19,102 SH   DFND 1 18,847 0 255
U S SILICA HLDGS INC COM SHS 90346E103 1,302 22,964 SH   DFND 1 17,723 0 5,241
ULTA SALON COSMETCS & FRAG ICO SHS 90384S303 1,350 5,295 SH   DFND 1 5,236 0 59
UNIFIRST CORP COM SHS 904708104 419 2,921 SH   DFND 1 1,826 0 1,095
UNION PAC CORP SHS 907818108 6,796 65,544 SH   DFND 1 65,240 0 304
UNITED CONTL HLDGS INC COM SHS 910047109 541 7,420 SH   DFND 1 7,404 0 16
UNITED INS HLDGS CORP COM SHS 910710102 232 15,365 SH   DFND 1 9,406 0 5,959
UNITED PARCEL SERVICE INC CL B SHS 911312106 2,372 20,693 SH   DFND 1 20,529 0 164
UNITEDHEALTH GROUP INC SHS 91324P102 2,283 14,265 SH   DFND 1 14,068 0 197
UNITIL CORP COM SHS 913259107 584 12,871 SH   DFND 1 8,019 0 4,852
UNIVERSAL INS HLDGS INC COM SHS 91359V107 416 14,654 SH   DFND 1 11,841 0 2,813
US FOODS HOLDING CORP SHS 912008109 274 9,974 SH   DFND 1 9,974 0 0
V F CORP SHS 918204108 453 8,482 SH   DFND 1 8,358 0 124
VAIL RESORTS INC SHS 91879Q109 561 3,480 SH   DFND 1 3,480 0 0
VALERO ENERGY CORP SHS 91913Y100 345 5,050 SH   DFND 1 5,050 0 0
VALVOLINE INC COM SHS 92047W101 651 30,272 SH   DFND 1 29,861 0 411
VANECK VECTORS OIL SERVICES ET ETF 92189F718 2,931 87,900 SH   DFND 1 87,900 0 0
VANTIV INC CL A SHS 92210H105 1,944 32,603 SH   DFND 1 32,489 0 114
VERISK ANALYTICS SHS 92345Y106 3,384 41,695 SH   DFND 1 41,376 0 319
VERTEX PHARMACEUTICALS INC COM SHS 92532F100 463 6,276 SH   DFND 1 6,185 0 91
VISA INC COM CL A SHS 92826C839 4,823 61,817 SH   DFND 1 61,489 0 328
VISTA OUTDOOR INC COM SHS 928377100 442 11,960 SH   DFND 1 7,714 0 4,246
VOYA FINL INC COM SHS 929089100 3,957 100,886 SH   DFND 1 100,180 0 706
WABCO HOLDINGS INC SHS 92927K102 207 1,954 SH   DFND 1 1,954 0 0
WABTEC CORP COM SHS 929740108 2,618 31,528 SH   DFND 1 31,328 0 200
WAL MART STORES INC SHS 931142103 1,689 24,440 SH   DFND 1 24,203 0 237
WASTE CONNECTIONS INC SHS 94106B101 1,239 15,761 SH   DFND 1 11,440 0 4,321
WASTE MANAGEMENT INC COM SHS 94106L109 2,578 36,357 SH   DFND 1 36,273 0 84
WATSCO INC COM SHS 942622200 2,888 19,497 SH   DFND 1 17,439 0 2,058
WD 40 CO COM SHS 929236107 458 3,922 SH   DFND 1 2,441 0 1,481
WEBMD HEALTH CORP SHS 94770V102 1,252 25,250 SH   DFND 1 25,250 0 0
WEC ENERGY GROUP INC COM SHS 92939U106 1,135 19,343 SH   DFND 1 19,297 0 46
WELLS FARGO & CO PFD CONV 949746804 417 350 SH   DFND 1 350 0 0
WELLS FARGO & CO NEW COM SHS 949746101 3,480 63,150 SH   DFND 1 63,001 0 149
WELLTOWER INC PFD CONV 95040Q203 211 3,496 SH   DFND 1 3,496 0 0
WENDYS CO COM SHS 95058W100 135 10,015 SH   DFND 1 9,912 0 103
WESCO INTERNATIONAL INC SHS 95082P105 586 8,811 SH   DFND 1 8,811 0 0
WESTERN ALLIANCE BANCORP COM SHS 957638109 659 13,529 SH   DFND 1 8,457 0 5,072
WEX INC SHS 96208T104 1,288 11,549 SH   DFND 1 11,393 0 156
WEYERHAEUSER CO COM SHS 962166104 222 7,402 SH   DFND 1 7,325 0 77
WINTRUST FINL CORP COM SHS 97650W108 929 12,791 SH   DFND 1 7,987 0 4,804
WORKDAY INC BOND 98138HAC5 12,596 12,000,000 PRN   DFND 1 12,000,000 0 0
XILINX INC BOND 983919AF8 345 164,000 PRN   DFND 1 164,000 0 0
XILINX INC COM SHS 983919101 2,544 42,139 SH   DFND 1 41,931 0 208
YAHOO! INC BOND 984332AF3 4,966 5,000,000 PRN   DFND 1 5,000,000 0 0
ZIMMER HLDGS INC COM SHS 98956P102 251 2,429 SH   DFND 1 2,404 0 25
ZOETIS INC CL A SHS 98978V103 944 17,638 SH   DFND 1 17,382 0 256