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 1,392 33,505 SH   DFND 1 33,422 0 83
ABBOTT LABS SHS 002824100 5,080 114,403 SH   DFND 1 113,835 0 568
ABBVIE INC COM SHS 00287Y109 1,249 19,174 SH   DFND 1 18,884 0 290
ACORDA THERAPEUTICS INC BOND 00484MAA4 1,736 2,030,000 PRN   DFND 1 2,030,000 0 0
ADIENT PLC ORD SHS SHS G0084W101 215 2,953 SH   DFND 1 0 0 2,953
ADOBE SYS INC COM SHS 00724F101 1,659 12,743 SH   DFND 1 12,561 0 182
ADVANCED MICRO DEVICES INC SHS 007903107 3,274 225,000 SH   DFND 1 225,000 0 0
ADVANSIX INC COM SHS 00773T101 527 19,279 SH   DFND 1 12,299 0 6,980
AEROJET ROCKETDYNE HLDGS INC C SHS 007800105 248 11,420 SH   DFND 1 7,267 0 4,153
AGILENT TECHNOLOGIES INC COM SHS 00846U101 332 6,267 SH   DFND 1 6,199 0 68
AGNC INVT CORP COM SHS 00123Q104 788 39,626 SH   DFND 1 39,528 0 98
AGRIUM INC SHS 008916108 382 3,995 SH   DFND 1 3,995 0 0
AIR PRODS & CHEMS INC COM SHS 009158106 1,519 11,227 SH   DFND 1 11,200 0 27
AK STEEL CORP BOND 001546AP5 414 260,000 PRN   DFND 1 260,000 0 0
AK STL HLDG CORP COM SHS 001547108 543 75,449 SH   DFND 1 63,641 0 11,808
AKAMAI TECHNOLOGIES INC COM SHS 00971T101 2,114 35,421 SH   DFND 1 35,099 0 322
ALBEMARLE CORP COM SHS 012653101 283 2,679 SH   DFND 1 2,650 0 29
ALLSCRIPTS HEALTHCARE SOLUTIONS INC BOND 01988PAD0 4,943 4,912,000 PRN   DFND 1 4,912,000 0 0
ALPHABET CLASS A SHS 02079K305 12,351 14,569 SH   DFND 1 14,414 0 155
AMAZON COM INC COM SHS 023135106 8,679 9,790 SH   DFND 1 9,679 0 111
AMEREN CORP COM SHS 023608102 310 5,682 SH   DFND 1 5,620 0 62
AMERICAN AIRLINES GROUP INC SHS 02376R102 428 10,107 SH   DFND 1 10,107 0 0
AMERICAN TOWER REIT COM SHS 03027X100 2,074 17,064 SH   DFND 1 17,040 0 24
AMERISOURCEBERGEN CORP SHS 03073E105 233 2,637 SH   DFND 1 2,637 0 0
AMGEN INC COM SHS 031162100 3,069 18,705 SH   DFND 1 18,508 0 197
AMTRUST FINANCIAL SERVICES INC SHS 032359309 463 25,067 SH   DFND 1 25,067 0 0
ANTHEM INC BOND 94973VBG1 270 118,000 PRN   DFND 1 118,000 0 0
ANTHEM INC COM SHS 036752103 1,316 7,957 SH   DFND 1 7,840 0 117
APPLE COMPUTER INC SHS 037833100 8,711 60,638 SH   DFND 1 59,718 0 920
ARCHROCK INC COM SHS 03957W106 720 58,011 SH   DFND 1 49,173 0 8,838
ARES CAPITAL CORP BOND 04010LAJ2 973 950,000 PRN   DFND 1 950,000 0 0
ARGO GROUP INTL HLDGS LTD COM SHS G0464B107 258 3,808 SH   DFND 1 0 0 3,808
ARMSTRONG FLOORING INC COM SHS 04238R106 372 20,195 SH   DFND 1 12,934 0 7,261
AUTOZONE INC COM SHS 053332102 2,065 2,855 SH   DFND 1 2,847 0 8
AXCELIS TECHNOLOGIES INC COM N SHS 054540208 788 41,938 SH   DFND 1 30,378 0 11,560
B & G FOODS INC NEW CL A SHS 05508R106 1,623 40,321 SH   DFND 1 36,197 0 4,124
BABCOCK & WILCOX ENTERPRIS ICO SHS 05614L100 405 43,359 SH   DFND 1 33,643 0 9,716
BAKER HUGHES INC COM SHS 057224107 930 15,533 SH   DFND 1 15,324 0 209
BANCO BRADESCO SA ADR 059460303 335 32,729 SH   DFND 1 32,729 0 0
BANK OF AMERICA CORP PFD CONV 060505682 439 370 SH   DFND 1 370 0 0
BANK OF THE OZARKS INC COM SHS 063904106 525 10,093 SH   DFND 1 6,419 0 3,674
BANNER CORP COM NEW SHS 06652V208 564 10,145 SH   DFND 1 6,441 0 3,704
BECTON DICKINSON & CO COM SHS 075887109 1,112 6,060 SH   DFND 1 5,969 0 91
BERKLEY W R CORP COM SHS 084423102 218 3,097 SH   DFND 1 3,063 0 34
BERRY PLASTICS GROUP INC COM SHS 08579W103 359 7,376 SH   DFND 1 4,686 0 2,690
BIOGEN IDEC INC COM SHS 09062X103 1,578 5,774 SH   DFND 1 5,703 0 71
BIOMARIN PHARMACEUTICAL INC CO SHS 09061G101 561 6,392 SH   DFND 1 6,304 0 88
BIOVERATIV INC COM SHS 09075E100 748 13,737 SH   DFND 1 12,474 0 1,263
BOEING CO COM SHS 097023105 3,405 19,257 SH   DFND 1 19,034 0 223
BOK FINL CORP COM NEW SHS 05561Q201 852 10,882 SH   DFND 1 10,855 0 27
BOOZ ALLEN HAMILTON HLDG CORCL SHS 099502106 670 18,928 SH   DFND 1 18,639 0 289
BOX INC CL A SHS 10316T104 541 33,183 SH   DFND 1 26,001 0 7,182
BRISTOL MYERS SQUIBB CO SHS 110122108 715 13,154 SH   DFND 1 12,951 0 203
BROADSOFT INC COM SHS 11133B409 2,004 49,839 SH   DFND 1 49,397 0 442
BROOKDALE SENIOR LIVING INC SHS 112463104 412 30,705 SH   DFND 1 30,705 0 0
BURLINGTON STORES INC COM SHS 122017106 941 9,675 SH   DFND 1 7,224 0 2,451
BWX TECHNOLOGIES INC COM SHS 05605H100 851 17,872 SH   DFND 1 13,113 0 4,759
CABOT CORP SHS 127055101 1,818 30,337 SH   DFND 1 30,092 0 245
CALATLANTIC GROUP INC BOND 783764AQ6 30,255 24,000,000 PRN   DFND 1 24,000,000 0 0
CAMPBELL SOUP CO SHS 134429109 968 16,920 SH   DFND 1 16,669 0 251
CARETRUST REIT INC COM SHS 14174T107 1,541 91,601 SH   DFND 1 78,463 0 13,138
CARTER HLDGS INC COM SHS 146229109 1,505 16,760 SH   DFND 1 15,557 0 1,203
CATALENT INC COM SHS 148806102 869 30,710 SH   DFND 1 24,554 0 6,156
CBOE HLDGS INC COM SHS 12503M108 340 4,188 SH   DFND 1 4,144 0 44
CELADON GROUP INC COM SHS 150838100 242 36,994 SH   DFND 1 23,586 0 13,408
CELGENE CORP COM SHS 151020104 1,062 8,535 SH   DFND 1 8,402 0 133
CENTERPOINT ENERGY INC COM SHS 15189T107 2,504 90,842 SH   DFND 1 90,551 0 291
CHART INDS INC COM PAR $0.01 SHS 16115Q308 1,011 28,920 SH   DFND 1 21,432 0 7,488
CHEMOURS CO COM SHS 163851108 1,279 33,216 SH   DFND 1 23,942 0 9,274
CHEVRON CORP NEW SHS 166764100 1,292 12,036 SH   DFND 1 12,006 0 30
CHURCH & DWIGHT INC COM SHS 171340102 2,155 43,222 SH   DFND 1 43,092 0 130
CIENA CORP COM NEW SHS 171779309 1,780 75,385 SH   DFND 1 74,849 0 536
CIGNA CORP SHS 125509109 3,567 24,347 SH   DFND 1 24,186 0 161
CITIZENS FINANCIAL GROUP INC. SHS 174610105 3,603 104,290 SH   DFND 1 103,594 0 696
CIVEO CORP SHS 17878Y108 74 24,696 SH   DFND 1 24,696 0 0
CLOROX CO COM SHS 189054109 1,817 13,478 SH   DFND 1 13,445 0 33
CMS ENERGY CORP SHS 125896100 2,889 64,567 SH   DFND 1 64,366 0 201
COBALT INTERNATIONAL ENERGY INC SHS 19075F106 528 990,645 SH   DFND 1 990,645 0 0
COCA COLA BOTTLING CO CONS COM SHS 191098102 534 2,592 SH   DFND 1 1,638 0 954
COMCAST CORP NEW CL A SHS 20030N101 4,585 121,966 SH   DFND 1 120,540 0 1,426
COMERICA INC COM SHS 200340107 3,640 53,072 SH   DFND 1 52,971 0 101
COMSTOCK RESOURCES INC BOND 205768AM6 8,455 9,875,000 PRN   DFND 1 9,875,000 0 0
COMSTOCK RESOURCES INC SHS 205768302 330 35,750 SH   DFND 1 35,750 0 0
CONCHO RES INC COM SHS 20605P101 351 2,735 SH   DFND 1 2,707 0 28
CONSTELLATION BRANDS INC CL A SHS 21036P108 719 4,438 SH   DFND 1 4,374 0 64
CROWN CASTLE INTL CORP NEW COM SHS 22822V101 313 3,323 SH   DFND 1 3,287 0 36
CTRIP.COM INTERNATIONAL LTD BOND 22943FAF7 24,475 22,000,000 PRN   DFND 1 22,000,000 0 0
CVR ENERGY INC COM SHS 12662P108 497 24,730 SH   DFND 1 19,471 0 5,259
CYPRESS SEMICONDUCTOR CORP COM SHS 232806109 345 25,007 SH   DFND 1 20,682 0 4,325
DANAHER CORP SHS 235851102 3,234 37,807 SH   DFND 1 37,490 0 317
DCT INDUSTRIAL TRUST INC SHS 233153204 1,552 32,261 SH   DFND 1 32,261 0 0
DIGITAL RLTY TR INC COM SHS 253868103 358 3,365 SH   DFND 1 3,329 0 36
DISNEY WALT CO COM DISNEY SHS 254687106 2,765 24,385 SH   DFND 1 24,009 0 376
DONALDSON INC COM SHS 257651109 1,137 24,987 SH   DFND 1 24,625 0 362
DOW CHEMICAL CORP SHS 260543103 3,212 50,550 SH   DFND 1 50,441 0 109
DR PEPPER SNAPPLE GROUP INC CO SHS 26138E109 223 2,284 SH   DFND 1 2,261 0 23
DTE ENERGY CO COM SHS 233331107 669 6,543 SH   DFND 1 6,498 0 45
DUKE REALTY CORP SHS 264411505 521 19,842 SH   DFND 1 19,842 0 0
EAGLE MATLS INC COM SHS 26969P108 1,733 17,841 SH   DFND 1 17,660 0 181
EAGLE PHARMACEUTICALS INC COM SHS 269796108 513 6,190 SH   DFND 1 4,632 0 1,558
EATON VANCE FLOATING-RATE INCOME TRUST ETF 278279104 5,355 353,668 SH   DFND 1 353,668 0 0
EATON VANCE SENIOR INCOME TRUST ETF 27826S103 6,567 968,586 SH   DFND 1 968,586 0 0
EDWARDS LIFESCIENCES CORP COM SHS 28176E108 2,664 28,323 SH   DFND 1 28,045 0 278
ELDORADO RESORTS INC COM SHS 28470R102 527 27,842 SH   DFND 1 21,272 0 6,570
ELECTRONIC ARTS COM SHS 285512109 3,819 42,652 SH   DFND 1 42,309 0 343
ELI LILLY AND CO. SHS 532457108 722 8,582 SH   DFND 1 8,450 0 132
EMERGE ENERGY SVCS LP COM REP SHS 29102H108 540 38,987 SH   DFND 1 28,706 0 10,281
EMPRESA NACIONAL DE ELCTRCIDSP ADR 29244T101 203 9,131 SH   DFND 1 8,345 0 786
ENERGY XXI GULF COAST INC SHS 29276K101 2,595 86,579 SH   DFND 1 86,579 0 0
ENERNOC INC BOND 292764AB3 8,294 9,750,000 PRN   DFND 1 9,750,000 0 0
ENERNOC INC SHS 292764107 242 40,277 SH   DFND 1 40,277 0 0
ENOVA INTL INC COM SHS 29357K103 1,079 72,669 SH   DFND 1 54,486 0 18,183
ENVISION HEALTHCARE CORP SHS 29414D100 260 4,236 SH   DFND 1 4,191 0 45
EOG RES INC COM SHS 26875P101 2,099 21,516 SH   DFND 1 21,464 0 52
EQUINIX INC COM SHS 29444U700 3,672 9,171 SH   DFND 1 9,106 0 65
EQUITY LIFESTYLE PROPERTIES INC SHS 29472R108 328 4,253 SH   DFND 1 4,253 0 0
ETRADE FINANCIAL CORP COM NEW SHS 269246401 416 11,922 SH   DFND 1 11,797 0 125
EXPEDIA INC DEL COM NEW SHS 30212P303 388 3,078 SH   DFND 1 3,044 0 34
EXTRA SPACE STORAGE INC COM SHS 30225T102 264 3,549 SH   DFND 1 3,511 0 38
EXXON MOBIL CORP SHS 30231G102 1,345 16,407 SH   DFND 1 16,366 0 41
FACEBOOK INC CL A SHS 30303M102 5,112 35,989 SH   DFND 1 35,433 0 556
FASTENAL CO COM SHS 311900104 609 11,823 SH   DFND 1 11,652 0 171
FCB FINL HLDGS INC CL A SHS 30255G103 758 15,301 SH   DFND 1 9,717 0 5,584
FIDELITY NATIONAL INFORMATION SHS 31620M106 4,928 61,894 SH   DFND 1 61,518 0 376
FIFTH THIRD BANCORP COM SHS 316773100 283 11,127 SH   DFND 1 11,008 0 119
FINISAR CORP SHS 31787A507 1,736 63,500 SH   DFND 1 63,500 0 0
FIREEYE INC BOND 31816QAB7 9,384 9,943,000 PRN   DFND 1 9,943,000 0 0
FIREEYE INC BOND 31816QAD3 9,204 10,220,000 PRN   DFND 1 10,220,000 0 0
FIRST DATA CORP SHS 32008D106 1,545 99,680 SH   DFND 1 99,339 0 341
FIRST DEFIANCE FINL CORP COM SHS 32006W106 509 10,265 SH   DFND 1 6,595 0 3,670
FLEETCOR TECHNOLOGIES INC COM SHS 339041105 3,284 21,687 SH   DFND 1 21,598 0 89
FLUIDIGM CORP BOND 34385PAA6 3,978 5,808,000 PRN   DFND 1 5,808,000 0 0
FORTIVE CORP COM SHS 34959J108 4,075 67,666 SH   DFND 1 67,275 0 391
FOUR CORNERS PPTY TR INC COM SHS 35086T109 810 35,463 SH   DFND 1 26,105 0 9,358
FREEPORT MCMORAN COPPER&GOLDCL SHS 35671D857 599 44,904 SH   DFND 1 44,723 0 181
GAMING & LEISURE PPTYS INC COM SHS 36467J108 1,173 35,077 SH   DFND 1 34,701 0 376
GCP APPLIED TECHNOLOGIES INCCO SHS 36164Y101 557 17,072 SH   DFND 1 10,854 0 6,218
GENESEE & WYO INC CL A SHS 371559105 581 8,575 SH   DFND 1 6,005 0 2,570
GIBRALTER INDUSTRIES INC SHS 374689107 1,898 46,067 SH   DFND 1 39,328 0 6,739
GILEAD SCIENCES INC COM SHS 375558103 2,461 36,234 SH   DFND 1 35,924 0 310
GLOBALSTAR INC SHS 378973408 338 211,546 SH   DFND 1 211,546 0 0
GODADDY INC CL A SHS 380237107 476 12,543 SH   DFND 1 7,962 0 4,581
GREEN DOT CORP CL A SHS 39304D102 1,121 33,601 SH   DFND 1 23,957 0 9,644
HALCON RESOURCES CORP SHS 40537Q605 611 79,401 SH   DFND 1 79,401 0 0
HALCON RESOURCES CORP SHS 40537Q118 38 21,569 SH   DFND 1 21,569 0 0
HALLIBURTON CO COM SHS 406216101 986 20,055 SH   DFND 1 20,006 0 49
HANCOCK HLDG CO COM SHS 410120109 2,892 63,485 SH   DFND 1 59,895 0 3,590
HARMONIC INC BOND 413160AB8 5,000 4,000,000 PRN   DFND 1 4,000,000 0 0
HARRIS CORP COM SHS 413875105 336 3,013 SH   DFND 1 2,980 0 33
HD SUPPLY HLDGS INC COM SHS 40416M105 1,855 45,123 SH   DFND 1 44,459 0 664
HEALTHSOUTH CORP SHS 421924309 255 5,967 SH   DFND 1 3,811 0 2,156
HERC HLDGS INC COM SHS 42704L104 274 5,618 SH   DFND 1 3,569 0 2,049
HOLLYFRONTIER CORP COM SHS 436106108 962 33,941 SH   DFND 1 33,634 0 307
HOLOGIC INC COM SHS 436440101 1,187 27,897 SH   DFND 1 27,477 0 420
HOME DEPOT INC COM SHS 437076102 7,095 48,321 SH   DFND 1 47,874 0 447
HONEYWELL INTERNATIONAL INC. SHS 438516106 5,644 45,202 SH   DFND 1 44,849 0 353
HOPE BANCORP INC COM SHS 43940T109 283 14,761 SH   DFND 1 9,367 0 5,394
HORNBECK OFFSHORE SERVICES INC BOND 440543AN6 6,978 10,597,000 PRN   DFND 1 10,597,000 0 0
HOSPITALITY PPTYS TR COM SH BE SHS 44106M102 1,469 46,577 SH   DFND 1 46,390 0 187
HUNTINGTON INGALLS INDS INC CO SHS 446413106 3,538 17,668 SH   DFND 1 16,305 0 1,363
HUNTSMAN CORP COM SHS 447011107 1,185 48,288 SH   DFND 1 47,740 0 548
IBERIABANK CORP COM SHS 450828108 1,194 15,091 SH   DFND 1 13,370 0 1,721
ILLUMINA INC BOND 452327AF6 12,757 12,615,000 PRN   DFND 1 12,615,000 0 0
ILLUMINA INC SHS 452327109 2,773 16,250 SH   DFND 1 16,250 0 0
INCYTE PHARMACEUTICALS INC COM SHS 45337C102 208 1,555 SH   DFND 1 1,538 0 17
INPHI CORP COM SHS 45772F107 3,278 67,150 SH   DFND 1 62,152 0 4,998
INTEGRATED DEVICE TECH INC COM SHS 458118106 631 26,692 SH   DFND 1 20,209 0 6,483
INTEL CORP BOND 458140AF7 491 281,000 PRN   DFND 1 281,000 0 0
INTERCONTINENTALEXCHANGE GROCO SHS 45866F104 4,311 72,013 SH   DFND 1 71,510 0 503
INTERNATIONAL BUS MACHINES SHS 459200101 1,127 6,472 SH   DFND 1 6,456 0 16
INTUIT INC COM SHS 461202103 2,488 21,458 SH   DFND 1 21,221 0 237
IRON MOUNTAIN INC SHS 46284V101 223 6,259 SH   DFND 1 6,259 0 0
ITAU UNIBANCO BANCO BRASILEIRO ADR 465562106 644 53,322 SH   DFND 1 52,081 0 1,241
JABIL CIRCUIT INC COM SHS 466313103 242 8,364 SH   DFND 1 8,272 0 92
JAZZ INVESTMENTS I LTD BOND 472145AB7 3,562 3,327,000 PRN   DFND 1 3,327,000 0 0
JELD-WEN HLDG INC COM SHS 47580P103 3,274 99,654 SH   DFND 1 91,345 0 8,309
JETBLUE AIRWAYS CORP SHS 477143101 571 27,717 SH   DFND 1 27,717 0 0
JOHN BEAN TECHNOLOGIES CORP CO SHS 477839104 2,479 28,187 SH   DFND 1 24,936 0 3,251
JOHNSON & JOHNSON SHS 478160104 4,980 39,978 SH   DFND 1 39,797 0 181
KANSAS CITY SOUTHN INDS INC CO SHS 485170302 354 4,125 SH   DFND 1 4,079 0 46
KATE SPADE & CO COM SHS 485865109 538 23,157 SH   DFND 1 23,063 0 94
KEANE GROUP INC SHS 48669A108 251 17,580 SH   DFND 1 17,580 0 0
KEYCORP SHS 493267108 1,040 58,492 SH   DFND 1 58,240 0 252
KITE RLTY GROUP TR COM NEW SHS 49803T300 287 13,328 SH   DFND 1 8,466 0 4,862
KNIGHT TRANSN INC COM SHS 499064103 1,592 50,761 SH   DFND 1 50,231 0 530
KRAFT HEINZ COMPANY SHS 500754106 2,542 27,986 SH   DFND 1 27,859 0 127
LAMB WESTON HLDGS INC COM SHS 513272104 3,345 79,549 SH   DFND 1 74,783 0 4,766
LANDSTAR SYS INC COM SHS 515098101 1,865 21,769 SH   DFND 1 21,622 0 147
LAUDER ESTEE COS INC CL A SHS 518439104 1,915 22,594 SH   DFND 1 22,343 0 251
LEIDOS HLDGS INC COM SHS 525327102 568 11,093 SH   DFND 1 10,924 0 169
LINCOLN ELEC HLDGS INC COM SHS 533900106 990 11,396 SH   DFND 1 11,234 0 162
LINCOLN NATL CORP IND COM SHS 534187109 2,905 44,390 SH   DFND 1 44,062 0 328
LIONS GATE ENTMNT CORP CL B NO SHS 535919500 707 28,984 SH   DFND 1 28,534 0 450
LITHIA MTRS INC CL A SHS 536797103 567 6,614 SH   DFND 1 5,160 0 1,454
LOCKHEED MARTIN CORP COM SHS 539830109 3,022 11,291 SH   DFND 1 11,179 0 112
LOUISIANA PACIFIC CORP SHS 546347105 278 11,194 SH   DFND 1 7,114 0 4,080
LPL FINL HLDGS INC COM SHS 50212V100 1,150 28,880 SH   DFND 1 24,163 0 4,717
MA COM TECHNOLOGY SOLUTIONS CO SHS 55405Y100 3,972 82,251 SH   DFND 1 77,272 0 4,979
MACY'S INC SHS 55616P104 576 19,435 SH   DFND 1 19,158 0 277
MARRIOTT INTL INC NEW CL A SHS 571903202 1,471 15,615 SH   DFND 1 15,394 0 221
MARRIOTT VACATIONS WRLDWDE CCO SHS 57164Y107 527 5,274 SH   DFND 1 3,360 0 1,914
MARSH & MCLENNAN COS INC COM SHS 571748102 3,026 40,948 SH   DFND 1 40,733 0 215
MASCO CORP COM SHS 574599106 3,146 92,565 SH   DFND 1 91,862 0 703
MASTEC INC COM SHS 576323109 434 10,836 SH   DFND 1 6,870 0 3,966
MASTERCARD INC COM SHS 57636Q104 4,541 40,375 SH   DFND 1 40,096 0 279
MCCORMICK & CO INC COM NON VTG SHS 579780206 3,692 37,842 SH   DFND 1 37,539 0 303
MCDONALDS CORP SHS 580135101 852 6,577 SH   DFND 1 6,474 0 103
MDU RES GROUP INC COM SHS 552690109 501 18,309 SH   DFND 1 18,225 0 84
MEDICINES CO/THE BOND 584688AE5 4,744 3,000,000 PRN   DFND 1 3,000,000 0 0
MERCK & COMPANY SHS 58933Y105 1,697 26,708 SH   DFND 1 26,641 0 67
MERIT MED SYS INC COM SHS 589889104 480 16,602 SH   DFND 1 10,539 0 6,063
MICROCHIP TECHNOLOGY INC BOND 595017AD6 2,949 2,050,000 PRN   DFND 1 2,050,000 0 0
MICROCHIP TECHNOLOGY INC SHS 595017104 1,667 22,600 SH   DFND 1 22,600 0 0
MICRON TECHNOLOGY INC COM SHS 595112103 205 7,110 SH   DFND 1 7,031 0 79
MICROSEMI CORP COM SHS 595137100 533 10,342 SH   DFND 1 6,558 0 3,784
MICROSOFT CORP COM SHS 594918104 14,368 218,163 SH   DFND 1 216,077 0 2,086
MOBILE TELESYSTEMS OJSC ADR SP ADR 607409109 165 14,959 SH   DFND 1 13,457 0 1,502
MOHAWK INDS INC COM SHS 608190104 1,444 6,292 SH   DFND 1 6,204 0 88
MOLINA HEALTHCARE INC BOND 60855RAC4 26,880 21,000,000 PRN   DFND 1 21,000,000 0 0
MOLSON COORS BREWING COMPANY SHS 60871R209 4,069 42,514 SH   DFND 1 42,195 0 319
MONRO MUFFLER BRAKE INC COM SHS 610236101 621 11,924 SH   DFND 1 9,535 0 2,389
MONSANTO CO NEW COM SHS 61166W101 317 2,795 SH   DFND 1 2,752 0 43
MOODYS CORP COM SHS 615369105 270 2,407 SH   DFND 1 2,383 0 24
MSC INDL DIRECT INC CL A SHS 553530106 1,303 12,685 SH   DFND 1 12,653 0 32
NATIONAL GEN HLDGS CORP COM SHS 636220303 731 30,740 SH   DFND 1 19,553 0 11,187
NATIONAL STORAGE AFFILIATES CO SHS 637870106 422 17,669 SH   DFND 1 11,232 0 6,437
NAVISTAR INTERNATIONAL CORP BOND 63934EAQ1 7,708 7,801,000 PRN   DFND 1 7,801,000 0 0
NAVISTAR INTERNATIONAL CORP BOND 63934EAS7 12,047 12,500,000 PRN   DFND 1 12,500,000 0 0
NET 1 UEPS TECHNOLOGIES INC CO SHS 64107N206 414 33,835 SH   DFND 1 21,429 0 12,406
NEWELL RUBBERMAID INC. SHS 651229106 1,814 38,466 SH   DFND 1 38,181 0 285
NEWFIELD EXPL CO COM SHS 651290108 323 8,756 SH   DFND 1 8,621 0 135
NEXEO SOLUTIONS INC COM SHS SHS 65342H102 173 19,531 SH   DFND 1 12,442 0 7,089
NEXSTAR BROADCASTING GROUP ICL SHS 65336K103 1,019 14,523 SH   DFND 1 11,058 0 3,465
NORFOLK SOUTHERN CORP SHS 655844108 1,792 16,010 SH   DFND 1 15,971 0 39
NORTHROP GRUMMAN CORP COM SHS 666807102 884 3,719 SH   DFND 1 3,710 0 9
NOVAVAX INC BOND 670002AB0 1,373 3,000,000 PRN   DFND 1 3,000,000 0 0
NUVASIVE INC COM SHS 670704105 509 6,817 SH   DFND 1 4,348 0 2,469
OASIS PETROLEUM INC BOND 674215AJ7 284 210,000 PRN   DFND 1 210,000 0 0
OLIN CORPORATION SHS 680665205 476 14,459 SH   DFND 1 10,882 0 3,577
OMNICOM GROUP COM SHS 681919106 1,585 18,382 SH   DFND 1 18,211 0 171
ON SEMICONDUCTOR CORP BOND 682189AK1 2,789 2,543,000 PRN   DFND 1 2,543,000 0 0
ONEOK INC NEW COM SHS 682680103 3,690 66,563 SH   DFND 1 66,147 0 416
ORACLE CORP SHS 68389X105 2,260 50,659 SH   DFND 1 50,531 0 128
O'REILLY AUTOMOTIVE INC NEW CO SHS 67103H107 3,246 12,027 SH   DFND 1 11,954 0 73
PALO ALTO NETWORKS INC BOND 697435AB1 32,908 27,538,000 PRN   DFND 1 27,538,000 0 0
PALO ALTO NETWORKS INC COM SHS 697435105 1,483 13,165 SH   DFND 1 13,050 0 115
PAREXEL INTL CORP COM SHS 699462107 919 14,568 SH   DFND 1 13,349 0 1,219
PATTERSON-UTI ENERGY INC COM SHS 703481101 2,026 83,489 SH   DFND 1 75,071 0 8,418
PAYPAL HLDGS INC COM SHS 70450Y103 3,015 70,064 SH   DFND 1 69,540 0 524
PBF ENERGY INC CL A SHS 69318G106 902 40,696 SH   DFND 1 40,613 0 83
PENN NATL GAMING INC COM SHS 707569109 941 51,038 SH   DFND 1 36,620 0 14,418
PEPSICO INC SHS 713448108 1,272 11,372 SH   DFND 1 11,193 0 179
PERFORMANCE FOOD GROUP CO SHS 71377A103 505 21,233 SH   DFND 1 21,233 0 0
PFIZER INC SHS 717081103 1,324 38,709 SH   DFND 1 38,611 0 98
PHH CORP COM NEW SHS 693320202 418 32,849 SH   DFND 1 26,313 0 6,536
PHILLIPS 66 COM SHS 718546104 1,314 16,595 SH   DFND 1 16,553 0 42
PIONEER NAT RES CO COM SHS 723787107 1,183 6,354 SH   DFND 1 6,338 0 16
PIPER JAFFRAY COS COM SHS 724078100 518 8,111 SH   DFND 1 5,180 0 2,931
PLATFORM SPECIALTY PRODS CORCO SHS 72766Q105 446 34,317 SH   DFND 1 23,840 0 10,477
PNM RES INC COM SHS 69349H107 743 20,078 SH   DFND 1 20,028 0 50
POOL CORP SHS 73278L105 2,479 20,777 SH   DFND 1 18,505 0 2,272
POPULAR INC COM SHS 733174700 1,099 26,975 SH   DFND 1 26,855 0 120
POST HOLDINGS INC SHS 737446104 322 3,676 SH   DFND 1 3,676 0 0
POWERSHARES SENIOR LOAN PORTFOLIO ETF 73936Q769 59,803 2,571,083 SH   DFND 1 2,571,083 0 0
PRICELINE COM INC COM NEW SHS 741503403 5,933 3,333 SH   DFND 1 3,318 0 15
PRICELINE GROUP INC/THE BOND 741503AS5 13,659 9,560,000 PRN   DFND 1 9,560,000 0 0
PRICELINE GROUP INC/THE BOND 741503AQ9 442 234,000 PRN   DFND 1 234,000 0 0
PROGRESSIVE CORP OHIO COM SHS 743315103 4,036 103,015 SH   DFND 1 102,467 0 548
PROOFPOINT INC SHS 743424103 3,993 53,700 SH   DFND 1 53,700 0 0
PRUDENTIAL FINL INC COM SHS 744320102 1,505 14,107 SH   DFND 1 14,082 0 25
PS BUSINESS PKS INC CALIF COM SHS 69360J107 662 5,769 SH   DFND 1 3,723 0 2,046
PTC INC COM SHS 69370C100 1,313 24,993 SH   DFND 1 24,781 0 212
QORVO INC SHS 74736K101 232 3,377 SH   DFND 1 3,340 0 37
QUALITY SYS INC COM SHS 747582104 363 23,793 SH   DFND 1 15,198 0 8,595
RADIAN GROUP INC COM SHS 750236101 1,678 93,419 SH   DFND 1 79,107 0 14,312
RAMBUS INC BOND 750917AE6 17,439 14,525,000 PRN   DFND 1 14,525,000 0 0
RED HAT INC COM SHS 756577102 1,248 14,427 SH   DFND 1 14,221 0 206
REGENERON PHARMACEUTICALS COM SHS 75886F107 448 1,157 SH   DFND 1 1,141 0 16
REGIONS FINL CORP NEW COM SHS 7591EP100 193 13,309 SH   DFND 1 13,162 0 147
REPUBLIC SVCS INC COM SHS 760759100 1,467 23,363 SH   DFND 1 23,250 0 113
REX ENERGY CORP SHS 761565100 21 45,000 SH   DFND 1 45,000 0 0
ROSS STORES INC COM SHS 778296103 1,516 23,019 SH   DFND 1 22,695 0 324
RPC INC SHS 749660106 436 23,836 SH   DFND 1 23,836 0 0
RTI INTERNATIONAL METALS INC BOND 74973WAB3 257 220,000 PRN   DFND 1 220,000 0 0
SALESFORCE.COM INC BOND 79466LAD6 13,558 10,500,000 PRN   DFND 1 10,500,000 0 0
SCHWAB CHARLES CORP NEW COM SHS 808513105 2,618 64,141 SH   DFND 1 63,777 0 364
SCIENCE APPLICATNS INTL CP NCO SHS 808625107 607 8,160 SH   DFND 1 5,184 0 2,976
SCIENTIFIC GAMES CORP CL A SHS 80874P109 606 25,625 SH   DFND 1 16,265 0 9,360
SEACOR HOLDINGS INC BOND 811904AM3 256 250,000 PRN   DFND 1 250,000 0 0
SEI INVTS CO COM SHS 784117103 236 4,697 SH   DFND 1 4,649 0 48
SERVICENOW INC BOND 81762PAB8 24,663 19,100,000 PRN   DFND 1 19,100,000 0 0
SERVICESOURCE INTERNATIONAL INC BOND 81763UAB6 3,783 3,880,000 PRN   DFND 1 3,880,000 0 0
SNYDERS LANCE INC COM SHS 833551104 337 8,356 SH   DFND 1 5,303 0 3,053
SOUTHWEST AIRLS CO COM SHS 844741108 2,172 40,406 SH   DFND 1 39,861 0 545
SPDR S&P BANK ETF ETF 78464A797 19,649 457,160 SH   DFND 1 457,160 0 0
SPDR S&P OIL & GAS EQUIPMENT & SERVICES ETF ETF 78464A748 2,595 129,170 SH   DFND 1 129,170 0 0
SPECTRANETICS CORP/THE BOND 84760CAA5 10,101 8,827,000 PRN   DFND 1 8,827,000 0 0
SPECTRUM BRANDS HLDGS INC COM SHS 84763R101 767 5,513 SH   DFND 1 5,437 0 76
SPIRE INC COM SHS 84857L101 610 9,043 SH   DFND 1 5,766 0 3,277
SPIRIT AIRLS INC COM SHS 848577102 1,176 22,170 SH   DFND 1 19,624 0 2,546
SQUARE INC CL A SHS 852234103 924 53,446 SH   DFND 1 39,173 0 14,273
STAG INDL INC COM SHS 85254J102 517 20,679 SH   DFND 1 16,006 0 4,673
STANLEY BLACK AND DECKER INC SHS 854502101 307 2,317 SH   DFND 1 2,291 0 26
STARBUCKS CORP COM SHS 855244109 4,795 82,119 SH   DFND 1 81,341 0 778
STARWOOD PROPERTY TRUST INC BOND 85571BAB1 286 250,000 PRN   DFND 1 250,000 0 0
STERICYCLE INC COM SHS 858912108 1,107 13,354 SH   DFND 1 13,322 0 32
STONEGATE BK FT LAUDERDALE FCO SHS 861811107 377 8,004 SH   DFND 1 5,097 0 2,907
STORE CAP CORP COM SHS 862121100 1,014 42,475 SH   DFND 1 42,373 0 102
SUN CMNTYS INC COM SHS 866674104 2,443 30,415 SH   DFND 1 27,727 0 2,688
SWIFT TRANSN CO CL A SHS 87074U101 799 38,915 SH   DFND 1 33,737 0 5,178
SYNAPTICS INC COM SHS 87157D109 509 10,278 SH   DFND 1 7,851 0 2,427
SYNCHRONY FINL COM SHS 87165B103 2,391 69,730 SH   DFND 1 69,487 0 243
SYNNEX CORP COM SHS 87162W100 1,325 11,833 SH   DFND 1 10,309 0 1,524
SYSCO CORP COM SHS 871829107 3,075 59,227 SH   DFND 1 58,731 0 496
TAKE-TWO INTERACTIVE SOFTWARCO SHS 874054109 720 12,160 SH   DFND 1 7,766 0 4,394
TELEFLEX INC COM SHS 879369106 1,115 5,755 SH   DFND 1 5,254 0 501
TESLA INC BOND 88160RAD3 7,328 7,000,000 PRN   DFND 1 7,000,000 0 0
TESLA INC SHS 88160R101 1,586 5,700 SH   DFND 1 5,700 0 0
TEXAS CAP BNCSHS INC SHS 88224Q107 1,528 18,304 SH   DFND 1 18,285 0 19
TEXAS ROADHOUSE INC SHS 882681109 410 9,199 SH   DFND 1 9,199 0 0
THERMO FISHER SCIENTIFIC INC SHS 883556102 2,295 14,941 SH   DFND 1 14,908 0 33
TIFFANY & CO NEW COM SHS 886547108 2,247 23,577 SH   DFND 1 23,406 0 171
TJX COMPANIES INC NEW COM SHS 872540109 1,108 14,014 SH   DFND 1 13,797 0 217
TRICO BANCSHARES COM SHS 896095106 451 12,670 SH   DFND 1 8,120 0 4,550
TRIMBLE NAV LTD COM SHS 896239100 1,557 48,643 SH   DFND 1 48,200 0 443
TRONC INC SHS 89703P107 524 37,653 SH   DFND 1 37,653 0 0
TUTOR PERINI CORP SHS 901109108 1,113 35,000 SH   DFND 1 35,000 0 0
TWITTER INC BOND 90184LAB8 14,521 15,387,000 PRN   DFND 1 15,387,000 0 0
U S SILICA HLDGS INC COM SHS 90346E103 1,418 29,542 SH   DFND 1 24,504 0 5,038
UNION PAC CORP SHS 907818108 6,492 61,297 SH   DFND 1 60,954 0 343
UNITED CONTL HLDGS INC COM SHS 910047109 253 3,575 SH   DFND 1 3,536 0 39
UNITED INS HLDGS CORP COM SHS 910710102 382 23,969 SH   DFND 1 15,315 0 8,654
UNITEDHEALTH GROUP INC SHS 91324P102 2,265 13,812 SH   DFND 1 13,615 0 197
UNITIL CORP COM SHS 913259107 569 12,637 SH   DFND 1 8,019 0 4,618
UNIVERSAL INS HLDGS INC COM SHS 91359V107 921 37,617 SH   DFND 1 31,924 0 5,693
VAIL RESORTS INC SHS 91879Q109 359 1,873 SH   DFND 1 1,873 0 0
VALVOLINE INC COM SHS 92047W101 836 34,052 SH   DFND 1 33,562 0 490
VANECK VECTORS OIL SERVICES ET ETF 92189F718 12,875 417,900 SH   DFND 1 417,900 0 0
VANTIV INC CL A SHS 92210H105 302 4,712 SH   DFND 1 4,661 0 51
VEECO INSTRS INC DEL COM SHS 922417100 830 27,822 SH   DFND 1 24,300 0 3,522
VEECO INSTRUMENTS INC BOND 922417AD2 15,647 15,000,000 PRN   DFND 1 15,000,000 0 0
VERISK ANALYTICS SHS 92345Y106 1,111 13,691 SH   DFND 1 13,642 0 49
VERTEX PHARMACEUTICALS INC COM SHS 92532F100 565 5,164 SH   DFND 1 5,084 0 80
VIPSHOP HOLDINGS LTD BOND 92763WAA1 16,190 16,000,000 PRN   DFND 1 16,000,000 0 0
VISA INC COM CL A SHS 92826C839 5,720 64,373 SH   DFND 1 64,030 0 343
VOYA FINL INC COM SHS 929089100 2,038 53,684 SH   DFND 1 53,133 0 551
WABTEC CORP COM SHS 929740108 3,066 39,319 SH   DFND 1 39,032 0 287
WAL MART STORES INC SHS 931142103 832 11,540 SH   DFND 1 11,359 0 181
WASTE CONNECTIONS INC SHS 94106B101 1,646 18,663 SH   DFND 1 14,568 0 4,095
WASTE MANAGEMENT INC COM SHS 94106L109 2,526 34,644 SH   DFND 1 34,560 0 84
WATSCO INC COM SHS 942622200 2,353 16,440 SH   DFND 1 14,481 0 1,959
WD 40 CO COM SHS 929236107 420 3,853 SH   DFND 1 2,441 0 1,412
WEATHERFORD INTERNATIONAL LTD BOND 947075AH0 305 237,000 PRN   DFND 1 237,000 0 0
WEBMD HEALTH CORP BOND 94770VAK8 8,334 7,000,000 PRN   DFND 1 7,000,000 0 0
WEC ENERGY GROUP INC COM SHS 92939U106 1,118 18,436 SH   DFND 1 18,390 0 46
WELBILT INC SHS 949090104 2,081 106,030 SH   DFND 1 94,516 0 11,514
WELLS FARGO & CO PFD CONV 949746804 533 430 SH   DFND 1 430 0 0
WELLS FARGO & CO NEW COM SHS 949746101 2,850 51,214 SH   DFND 1 51,085 0 129
WESCO INTL INC COM SHS 95082P105 516 7,427 SH   DFND 1 5,744 0 1,683
WESTERN ALLIANCE BANCORP COM SHS 957638109 653 13,302 SH   DFND 1 8,457 0 4,845
WESTLAKE CHEM CORP COM SHS 960413102 1,306 19,767 SH   DFND 1 19,576 0 191
WEYERHAEUSER CO COM SHS 962166104 250 7,346 SH   DFND 1 7,269 0 77
WHITING PETROLEUM CORP BOND 966387AL6 298 340,000 PRN   DFND 1 340,000 0 0
WINTRUST FINL CORP COM SHS 97650W108 867 12,549 SH   DFND 1 7,987 0 4,562
WORKDAY INC BOND 98138HAC5 13,544 11,829,000 PRN   DFND 1 11,829,000 0 0
XILINX INC COM SHS 983919101 1,778 30,707 SH   DFND 1 30,639 0 68
YAHOO! INC BOND 984332AF3 18,326 17,600,000 PRN   DFND 1 17,600,000 0 0
ZIMMER HLDGS INC COM SHS 98956P102 3,918 32,083 SH   DFND 1 31,943 0 140
ZOETIS INC CL A SHS 98978V103 912 17,078 SH   DFND 1 16,822 0 256