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 1,536 40,710 SH   DFND 1 40,710 0 0
ABBOTT LABS SHS 002824100 4,920 101,206 SH   DFND 1 101,206 0 0
ABBVIE INC COM SHS 00287Y109 1,326 18,284 SH   DFND 1 18,284 0 0
ACORDA THERAPEUTICS INC BOND 00484MAA4 5,231 6,060,000 PRN   DFND 1 6,060,000 0 0
ADIENT PLC ORD SHS SHS G0084W101 2,372 36,287 SH   DFND 1 36,282 0 5
ADOBE SYS INC COM SHS 00724F101 1,719 12,150 SH   DFND 1 12,150 0 0
ADVANSIX INC COM SHS 00773T101 627 20,063 SH   DFND 1 20,052 0 11
AGILENT TECHNOLOGIES INC COM SHS 00846U101 361 6,089 SH   DFND 1 6,089 0 0
AGRIUM INC SHS 008916108 431 4,761 SH   DFND 1 4,761 0 0
AIR PRODS & CHEMS INC COM SHS 009158106 962 6,721 SH   DFND 1 6,721 0 0
AK STEEL CORP BOND 001546AP5 384 260,000 PRN   DFND 1 260,000 0 0
AKAMAI TECHNOLOGIES INC BOND 00971TAG6 20,305 20,706,000 PRN   DFND 1 20,706,000 0 0
ALBEMARLE CORP COM SHS 012653101 275 2,603 SH   DFND 1 2,603 0 0
ALLSTATE CORP/THE SHS 020002101 658 7,436 SH   DFND 1 7,436 0 0
ALPHABET CLASS A SHS 02079K305 12,575 13,527 SH   DFND 1 13,527 0 0
ALTABA INC BOND 984332AF3 15,427 13,540,000 PRN   DFND 1 13,540,000 0 0
AMAZON COM INC COM SHS 023135106 10,178 10,515 SH   DFND 1 10,515 0 0
AMDOCS LTD ORD SHS G02602103 1,473 22,854 SH   DFND 1 22,854 0 0
AMEREN CORP COM SHS 023608102 301 5,522 SH   DFND 1 5,522 0 0
AMERICAN TOWER REIT COM SHS 03027X100 2,417 18,263 SH   DFND 1 18,263 0 0
AMGEN INC COM SHS 031162100 3,079 17,877 SH   DFND 1 17,877 0 0
ANTHEM INC BOND 94973VBG1 472 183,000 PRN   DFND 1 183,000 0 0
ANTHEM INC COM SHS 036752103 1,427 7,586 SH   DFND 1 7,586 0 0
AON PLC SHS CL A SHS G0408V102 3,477 26,151 SH   DFND 1 26,151 0 0
APPLE COMPUTER INC SHS 037833100 7,875 54,681 SH   DFND 1 54,681 0 0
ARES CAPITAL CORP BOND 04010LAJ2 968 950,000 PRN   DFND 1 950,000 0 0
ARGO GROUP INTL HLDGS LTD COM SHS G0464B107 659 10,870 SH   DFND 1 10,865 0 5
ARMSTRONG FLOORING INC COM SHS 04238R106 377 21,003 SH   DFND 1 20,992 0 11
AVID TECHNOLOGY INC BOND 05367PAB6 1,478 2,000,000 PRN   DFND 1 2,000,000 0 0
AXCELIS TECHNOLOGIES INC COM N SHS 054540208 847 40,433 SH   DFND 1 40,410 0 22
B & G FOODS INC NEW CL A SHS 05508R106 529 14,863 SH   DFND 1 14,854 0 9
BABCOCK & WILCOX ENTERPRIS ICO SHS 05614L100 327 27,796 SH   DFND 1 27,781 0 15
BAKER HUGHES INC COM SHS 057224107 1,347 24,716 SH   DFND 1 24,716 0 0
BANCO BRADESCO SA ADR 059460303 348 40,981 SH   DFND 1 40,981 0 0
BANCO SANTANDER CENT HISPANO A ADR 05964H105 88 13,250 SH   DFND 1 13,250 0 0
BANK OF AMERICA CORP PFD CONV 060505682 468 370 SH   DFND 1 370 0 0
BANK OF THE OZARKS INC COM SHS 063904106 606 12,925 SH   DFND 1 12,918 0 7
BANNER CORP COM NEW SHS 06652V208 596 10,551 SH   DFND 1 10,545 0 6
BECTON DICKINSON & CO COM SHS 075887109 2,311 11,844 SH   DFND 1 11,844 0 0
BERKLEY W R CORP COM SHS 084423102 208 3,010 SH   DFND 1 3,010 0 0
BERRY PLASTICS GROUP INC COM SHS 08579W103 438 7,671 SH   DFND 1 7,667 0 4
BIOGEN IDEC INC COM SHS 09062X103 2,997 11,045 SH   DFND 1 11,045 0 0
BIOMARIN PHARMACEUTICAL INC CO SHS 09061G101 587 6,465 SH   DFND 1 6,465 0 0
BIOVERATIV INC COM SHS 09075E100 750 12,462 SH   DFND 1 12,455 0 7
BOEING CO COM SHS 097023105 4,836 24,459 SH   DFND 1 24,459 0 0
BOK FINL CORP COM NEW SHS 05561Q201 1,241 14,750 SH   DFND 1 14,750 0 0
BONANZA CREEK ENERGY INC SHS 097793400 4,120 129,926 SH   DFND 1 129,926 0 0
BOX INC CL A SHS 10316T104 536 29,388 SH   DFND 1 29,371 0 17
BRISTOL MYERS SQUIBB CO SHS 110122108 699 12,543 SH   DFND 1 12,543 0 0
BROADCOM LTD SHS SHS Y09827109 7,422 31,847 SH   DFND 1 31,847 0 0
BROADSOFT INC COM SHS 11133B409 1,636 37,990 SH   DFND 1 37,990 0 0
BWX TECHNOLOGIES INC COM SHS 05605H100 669 13,713 SH   DFND 1 13,705 0 8
C&J ENERGY SERVICES INC SHS 12674R100 34,171 997,109 SH   DFND 1 997,109 0 0
CABOT CORP SHS 127055101 742 13,895 SH   DFND 1 13,895 0 0
CALATLANTIC GROUP INC BOND 783764AQ6 9,510 8,000,000 PRN   DFND 1 8,000,000 0 0
CARETRUST REIT INC COM SHS 14174T107 1,412 76,155 SH   DFND 1 76,134 0 21
CARTER HLDGS INC COM SHS 146229109 282 3,167 SH   DFND 1 3,167 0 0
CATALENT INC COM SHS 148806102 616 17,566 SH   DFND 1 17,556 0 10
CATERPILLAR INC SHS 149123101 351 3,267 SH   DFND 1 3,267 0 0
CAVIUM INC COM SHS 14964U108 780 12,554 SH   DFND 1 12,554 0 0
CBOE HLDGS INC COM SHS 12503M108 372 4,069 SH   DFND 1 4,069 0 0
CELGENE CORP COM SHS 151020104 1,057 8,139 SH   DFND 1 8,139 0 0
CENTERPOINT ENERGY INC COM SHS 15189T107 2,388 87,248 SH   DFND 1 87,248 0 0
CHARLES RIV LABORATORIES INTCO SHS 159864107 708 6,994 SH   DFND 1 6,990 0 4
CHART INDS INC COM PAR $0.01 SHS 16115Q308 609 17,543 SH   DFND 1 17,533 0 10
CHEMOURS CO COM SHS 163851108 737 19,417 SH   DFND 1 19,406 0 11
CHEVRON CORP NEW SHS 166764100 1,204 11,545 SH   DFND 1 11,545 0 0
CHUBB LIMITED COM SHS H1467J104 3,130 21,535 SH   DFND 1 21,535 0 0
CHURCH & DWIGHT INC COM SHS 171340102 2,153 41,486 SH   DFND 1 41,486 0 0
CIENA CORP COM NEW SHS 171779309 2,166 86,557 SH   DFND 1 86,557 0 0
CIGNA CORP SHS 125509109 3,784 22,603 SH   DFND 1 22,603 0 0
CITIZENS FINANCIAL GROUP INC. SHS 174610105 3,843 107,701 SH   DFND 1 107,701 0 0
CLOROX CO COM SHS 189054109 1,722 12,925 SH   DFND 1 12,925 0 0
CMS ENERGY CORP SHS 125896100 2,784 60,195 SH   DFND 1 60,195 0 0
COBALT INTERNATIONAL ENERGY INC SHS 19075F304 163 66,043 SH   DFND 1 66,043 0 0
COCA COLA BOTTLING CO CONS COM SHS 191098102 618 2,698 SH   DFND 1 2,696 0 2
COMCAST CORP NEW CL A SHS 20030N101 4,953 127,281 SH   DFND 1 127,281 0 0
COMERICA INC COM SHS 200340107 3,451 47,130 SH   DFND 1 47,130 0 0
COMSTOCK RESOURCES INC BOND 205768AM6 8,044 10,312,928 PRN   DFND 1 10,312,928 0 0
COMSTOCK RESOURCES INC SHS 205768302 253 35,750 SH   DFND 1 35,750 0 0
CONCHO RES INC COM SHS 20605P101 341 2,804 SH   DFND 1 2,804 0 0
CONSTELLATION BRANDS INC CL A SHS 21036P108 788 4,069 SH   DFND 1 4,069 0 0
CROWN CASTLE INTL CORP NEW COM SHS 22822V101 756 7,542 SH   DFND 1 7,542 0 0
CVR ENERGY INC COM SHS 12662P108 336 15,455 SH   DFND 1 15,446 0 9
CVS CORP COM SHS 126650100 1,306 16,233 SH   DFND 1 16,233 0 0
CYPRESS SEMICONDUCTOR CORP COM SHS 232806109 465 34,080 SH   DFND 1 34,060 0 20
CYRUSONE INC COM SHS 23283R100 1,302 23,353 SH   DFND 1 23,347 0 6
DANAHER CORP SHS 235851102 3,122 36,990 SH   DFND 1 36,990 0 0
DCT INDUSTRIAL TRUST INC SHS 233153204 2,609 48,812 SH   DFND 1 48,812 0 0
DEAN FOODS CO SHS 242370203 296 17,385 SH   DFND 1 17,385 0 0
DELTA AIR LINES INC DEL COM NE SHS 247361702 249 4,624 SH   DFND 1 4,624 0 0
DIGITAL RLTY TR INC COM SHS 253868103 369 3,270 SH   DFND 1 3,270 0 0
DISNEY WALT CO COM DISNEY SHS 254687106 2,471 23,253 SH   DFND 1 23,253 0 0
DOMINOS PIZZA INC COM SHS 25754A201 253 1,198 SH   DFND 1 1,198 0 0
DONALDSON INC COM SHS 257651109 1,101 24,162 SH   DFND 1 24,162 0 0
DOW CHEMICAL CORP SHS 260543103 2,031 32,204 SH   DFND 1 32,204 0 0
DR PEPPER SNAPPLE GROUP INC CO SHS 26138E109 202 2,221 SH   DFND 1 2,221 0 0
DTE ENERGY CO COM SHS 233331107 804 7,605 SH   DFND 1 7,605 0 0
DUKE REALTY CORP SHS 264411505 636 22,742 SH   DFND 1 22,742 0 0
DXC TECHNOLOGY CO COM SHS 23355L106 1,511 19,694 SH   DFND 1 19,694 0 0
EAGLE MATLS INC COM SHS 26969P108 2,564 27,741 SH   DFND 1 27,738 0 3
EAGLE PHARMACEUTICALS INC COM SHS 269796108 358 4,532 SH   DFND 1 4,529 0 3
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 6,441 968,586 SH   DFND 1 968,586 0 0
EDWARDS LIFESCIENCES CORP COM SHS 28176E108 2,409 20,378 SH   DFND 1 20,378 0 0
ELDORADO RESORTS INC COM SHS 28470R102 793 39,657 SH   DFND 1 39,642 0 15
ELECTRONIC ARTS COM SHS 285512109 3,744 35,418 SH   DFND 1 35,418 0 0
ELI LILLY AND CO. SHS 532457108 674 8,183 SH   DFND 1 8,183 0 0
EMPRESA NACIONAL DE ELCTRCIDSP ADR 29244T101 203 8,991 SH   DFND 1 8,991 0 0
ENERGY XXI GULF COAST INC SHS 29276K101 1,608 86,579 SH   DFND 1 86,579 0 0
ENERNOC INC BOND 292764AB3 9,794 9,850,000 PRN   DFND 1 9,850,000 0 0
ENOVA INTL INC COM SHS 29357K103 913 61,505 SH   DFND 1 61,476 0 29
ENVISION HEALTHCARE CORP SHS 29414D100 925 14,761 SH   DFND 1 14,761 0 0
EOG RES INC COM SHS 26875P101 1,462 16,150 SH   DFND 1 16,150 0 0
EQUINIX INC COM SHS 29444U700 4,037 9,407 SH   DFND 1 9,407 0 0
EQUITY LIFESTYLE PROPERTIES INC SHS 29472R108 551 6,380 SH   DFND 1 6,380 0 0
ETRADE FINANCIAL CORP COM NEW SHS 269246401 468 12,317 SH   DFND 1 12,317 0 0
EXPEDIA INC DEL COM NEW SHS 30212P303 378 2,538 SH   DFND 1 2,538 0 0
EXXON MOBIL CORP SHS 30231G102 568 7,034 SH   DFND 1 7,034 0 0
F5 NETWORKS INC COM SHS 315616102 1,207 9,494 SH   DFND 1 9,494 0 0
FACEBOOK INC CL A SHS 30303M102 5,216 34,545 SH   DFND 1 34,545 0 0
FCB FINL HLDGS INC CL A SHS 30255G103 760 15,914 SH   DFND 1 15,905 0 9
FIAT CHRYSLER AUTOMOBILES NV SHS NL0010877 164 15,527 SH   DFND 1 15,527 0 0
FIDELITY NATIONAL INFORMATION SHS 31620M106 4,711 55,162 SH   DFND 1 55,162 0 0
FIFTH THIRD BANCORP COM SHS 316773100 281 10,810 SH   DFND 1 10,810 0 0
FINISAR CORP SHS 31787A507 3,079 118,500 SH   DFND 1 118,500 0 0
FIREEYE INC BOND 31816QAB7 1,895 2,000,000 PRN   DFND 1 2,000,000 0 0
FIREEYE INC BOND 31816QAD3 13,936 15,220,000 PRN   DFND 1 15,220,000 0 0
FIRST DATA CORP SHS 32008D106 1,540 84,607 SH   DFND 1 84,607 0 0
FIRST DEFIANCE FINL CORP COM SHS 32006W106 562 10,665 SH   DFND 1 10,659 0 6
FISERV INC COM SHS 337738108 1,895 15,490 SH   DFND 1 15,490 0 0
FLUIDIGM CORP BOND 34385PAA6 4,933 7,830,000 PRN   DFND 1 7,830,000 0 0
FORTIVE CORP COM SHS 34959J108 3,709 58,557 SH   DFND 1 58,557 0 0
FOUR CORNERS PPTY TR INC COM SHS 35086T109 665 26,489 SH   DFND 1 26,474 0 15
FREEPORT MCMORAN COPPER&GOLDCL SHS 35671D857 533 44,355 SH   DFND 1 44,355 0 0
GAMING & LEISURE PPTYS INC COM SHS 36467J108 954 25,325 SH   DFND 1 25,325 0 0
GCP APPLIED TECHNOLOGIES INCCO SHS 36164Y101 542 17,770 SH   DFND 1 17,760 0 10
GENESEE & WYO INC CL A SHS 371559105 500 7,315 SH   DFND 1 7,311 0 4
GERMAN AMERN BANCORP INC COM SHS 373865104 395 11,583 SH   DFND 1 11,576 0 7
GIBRALTER INDUSTRIES INC SHS 374689107 1,136 31,879 SH   DFND 1 31,872 0 7
GILEAD SCIENCES INC COM SHS 375558103 1,163 16,423 SH   DFND 1 16,423 0 0
GLOBAL PAYMENTS INC SHS 37940X102 437 4,841 SH   DFND 1 4,841 0 0
GODADDY INC CL A SHS 380237107 553 13,044 SH   DFND 1 13,037 0 7
GREEN DOT CORP CL A SHS 39304D102 1,064 27,634 SH   DFND 1 27,619 0 15
HALCON RESOURCES CORP SHS 40537Q605 360 79,401 SH   DFND 1 79,401 0 0
HALCON RESOURCES CORP SHS 40537Q118 18 21,569 SH   DFND 1 21,569 0 0
HALLIBURTON CO COM SHS 406216101 649 15,181 SH   DFND 1 15,181 0 0
HANCOCK HLDG CO COM SHS 410120109 2,179 44,480 SH   DFND 1 44,474 0 6
HARMONIC INC BOND 413160AB8 3,471 3,000,000 PRN   DFND 1 3,000,000 0 0
HARRIS CORP COM SHS 413875105 320 2,930 SH   DFND 1 2,930 0 0
HD SUPPLY HLDGS INC COM SHS 40416M105 1,323 43,206 SH   DFND 1 43,206 0 0
HEALTHSOUTH CORP SHS 421924309 301 6,228 SH   DFND 1 6,224 0 4
HERC HLDGS INC COM SHS 42704L104 338 8,599 SH   DFND 1 8,594 0 5
HOLLYFRONTIER CORP COM SHS 436106108 1,181 43,000 SH   DFND 1 43,000 0 0
HOLOGIC INC COM SHS 436440101 1,271 28,005 SH   DFND 1 28,005 0 0
HOME DEPOT INC COM SHS 437076102 6,681 43,551 SH   DFND 1 43,551 0 0
HONEYWELL INTERNATIONAL INC. SHS 438516106 6,048 45,373 SH   DFND 1 45,373 0 0
HORIZON PHARMA INVESTMENT LTD BOND 44052TAB7 4,334 5,000,000 PRN   DFND 1 5,000,000 0 0
HOSPITALITY PPTYS TR COM SH BE SHS 44106M102 1,738 59,649 SH   DFND 1 59,649 0 0
HUNTINGTON INGALLS INDS INC CO SHS 446413106 2,945 15,817 SH   DFND 1 15,815 0 2
IBERIABANK CORP COM SHS 450828108 753 9,240 SH   DFND 1 9,237 0 3
ILLUMINA INC BOND 452327AF6 12,599 12,413,000 PRN   DFND 1 12,413,000 0 0
ILLUMINA INC SHS 452327109 3,904 22,500 SH   DFND 1 22,500 0 0
INCYTE PHARMACEUTICALS INC COM SHS 45337C102 235 1,867 SH   DFND 1 1,867 0 0
INGERSOLL-RAND PLC SHS G47791101 1,450 15,865 SH   DFND 1 15,865 0 0
INPHI CORP COM SHS 45772F107 2,798 81,596 SH   DFND 1 81,587 0 9
INTEGRATED DEVICE TECH INC COM SHS 458118106 475 18,446 SH   DFND 1 18,436 0 10
INTEL CORP BOND 458140AF7 465 281,000 PRN   DFND 1 281,000 0 0
INTERCONTINENTALEXCHANGE GROCO SHS 45866F104 3,995 60,594 SH   DFND 1 60,594 0 0
INTERNAP CORP SHS 45885A300 159 43,266 SH   DFND 1 43,266 0 0
INTERNATIONAL BUS MACHINES SHS 459200101 954 6,207 SH   DFND 1 6,207 0 0
INTUIT INC COM SHS 461202103 2,443 18,394 SH   DFND 1 18,394 0 0
ITAU UNIBANCO BANCO BRASILEIRO ADR 465562106 570 51,583 SH   DFND 1 51,583 0 0
J P MORGAN CHASE & CO COM SHS 46625H100 1,298 14,205 SH   DFND 1 14,205 0 0
JAZZ INVESTMENTS I LTD BOND 472145AB7 8,974 8,177,000 PRN   DFND 1 8,177,000 0 0
JELD-WEN HLDG INC COM SHS 47580P103 2,374 73,137 SH   DFND 1 73,124 0 13
JOHN BEAN TECHNOLOGIES CORP CO SHS 477839104 810 8,265 SH   DFND 1 8,261 0 4
JOHNSON & JOHNSON SHS 478160104 4,260 32,202 SH   DFND 1 32,202 0 0
K2M GROUP HLDGS INC COM SHS 48273J107 351 14,381 SH   DFND 1 14,373 0 8
KANSAS CITY SOUTHN INDS INC CO SHS 485170302 420 4,009 SH   DFND 1 4,009 0 0
KEYCORP SHS 493267108 1,135 60,565 SH   DFND 1 60,565 0 0
KLA TENOR CORP COM SHS 482480100 1,567 17,130 SH   DFND 1 17,130 0 0
KNIGHT TRANSN INC COM SHS 499064103 1,304 35,192 SH   DFND 1 35,192 0 0
KRAFT HEINZ COMPANY SHS 500754106 2,772 32,363 SH   DFND 1 32,363 0 0
LAMB WESTON HLDGS INC COM SHS 513272104 3,645 82,757 SH   DFND 1 82,750 0 7
LANDSTAR SYS INC COM SHS 515098101 1,944 22,700 SH   DFND 1 22,700 0 0
LAUDER ESTEE COS INC CL A SHS 518439104 1,973 20,560 SH   DFND 1 20,560 0 0
LEIDOS HLDGS INC COM SHS 525327102 547 10,577 SH   DFND 1 10,577 0 0
LINCOLN ELEC HLDGS INC COM SHS 533900106 1,043 11,327 SH   DFND 1 11,327 0 0
LINCOLN NATL CORP IND COM SHS 534187109 948 14,025 SH   DFND 1 14,025 0 0
LIONS GATE ENTMNT CORP CL B NO SHS 535919500 727 27,638 SH   DFND 1 27,638 0 0
LITHIA MTRS INC CL A SHS 536797103 631 6,692 SH   DFND 1 6,690 0 2
LOCKHEED MARTIN CORP COM SHS 539830109 2,996 10,792 SH   DFND 1 10,792 0 0
LPL FINL HLDGS INC COM SHS 50212V100 1,039 24,482 SH   DFND 1 24,474 0 8
LYONDELLBASELL INDUSTRIES N SH SHS N53745100 1,202 14,246 SH   DFND 1 14,246 0 0
MA COM TECHNOLOGY SOLUTIONS CO SHS 55405Y100 1,637 29,359 SH   DFND 1 29,352 0 7
MARATHON PETROLEUM CORP SHS 56585A102 350 6,682 SH   DFND 1 6,682 0 0
MARRIOTT INTL INC NEW CL A SHS 571903202 1,178 11,750 SH   DFND 1 11,750 0 0
MARRIOTT VACATIONS WRLDWDE CCO SHS 57164Y107 647 5,490 SH   DFND 1 5,487 0 3
MARSH & MCLENNAN COS INC COM SHS 571748102 3,750 48,106 SH   DFND 1 48,106 0 0
MASCO CORP COM SHS 574599106 3,625 94,880 SH   DFND 1 94,880 0 0
MASONITE INTERNATIONAL CORP SHS 575385109 200 2,655 SH   DFND 1 2,655 0 0
MASTEC INC COM SHS 576323109 507 11,229 SH   DFND 1 11,223 0 6
MASTERCARD INC COM SHS 57636Q104 4,931 40,602 SH   DFND 1 40,602 0 0
MCCORMICK & CO INC COM NON VTG SHS 579780206 3,301 33,851 SH   DFND 1 33,851 0 0
MCDONALDS CORP SHS 580135101 961 6,273 SH   DFND 1 6,273 0 0
MDU RES GROUP INC COM SHS 552690109 552 21,083 SH   DFND 1 21,083 0 0
MELLANOX TECHNOLOGIES LTD SHS SHS M51363113 2,116 48,863 SH   DFND 1 48,863 0 0
MERCK & COMPANY SHS 58933Y105 2,306 35,986 SH   DFND 1 35,986 0 0
MERIT MED SYS INC COM SHS 589889104 659 17,282 SH   DFND 1 17,272 0 10
META FINL GROUP INC COM SHS 59100U108 371 4,164 SH   DFND 1 4,162 0 2
MICROCHIP TECHNOLOGY INC BOND 595017AD6 8,219 5,485,000 PRN   DFND 1 5,485,000 0 0
MICROSEMI CORP COM SHS 595137100 1,303 27,843 SH   DFND 1 27,836 0 7
MICROSOFT CORP COM SHS 594918104 14,655 212,608 SH   DFND 1 212,608 0 0
MOBILE TELESYSTEMS OJSC ADR SP ADR 607409109 175 20,856 SH   DFND 1 20,856 0 0
MOHAWK INDS INC COM SHS 608190104 1,828 7,566 SH   DFND 1 7,566 0 0
MOLINA HEALTHCARE INC BOND 60855RAD2 14,778 11,540,000 PRN   DFND 1 11,540,000 0 0
MOLSON COORS BREWING COMPANY SHS 60871R209 2,907 33,670 SH   DFND 1 33,670 0 0
MONRO MUFFLER BRAKE INC COM SHS 610236101 284 6,796 SH   DFND 1 6,792 0 4
MONSANTO CO NEW COM SHS 61166W101 315 2,664 SH   DFND 1 2,664 0 0
MOODYS CORP COM SHS 615369105 285 2,339 SH   DFND 1 2,339 0 0
MSCI INC CL A SHS 55354G100 876 8,511 SH   DFND 1 8,511 0 0
NATIONAL STORAGE AFFILIATES CO SHS 637870106 424 18,377 SH   DFND 1 18,367 0 10
NAVISTAR INTERNATIONAL CORP BOND 63934EAQ1 7,595 7,581,000 PRN   DFND 1 7,581,000 0 0
NAVISTAR INTERNATIONAL CORP BOND 63934EAS7 14,183 14,500,000 PRN   DFND 1 14,500,000 0 0
NEWELL RUBBERMAID INC. SHS 651229106 1,979 36,912 SH   DFND 1 36,912 0 0
NEXEO SOLUTIONS INC COM SHS SHS 65342H102 169 20,346 SH   DFND 1 20,335 0 11
NEXSTAR BROADCASTING GROUP ICL SHS 65336K103 700 11,721 SH   DFND 1 11,714 0 7
NORFOLK SOUTHERN CORP SHS 655844108 1,869 15,352 SH   DFND 1 15,352 0 0
NORTHROP GRUMMAN CORP COM SHS 666807102 915 3,565 SH   DFND 1 3,565 0 0
NOVAVAX INC BOND 670002AB0 1,331 3,000,000 PRN   DFND 1 3,000,000 0 0
NUVASIVE INC COM SHS 670704105 545 7,095 SH   DFND 1 7,091 0 4
OASIS PETROLEUM INC BOND 674215AJ7 206 210,000 PRN   DFND 1 210,000 0 0
OLIN CORPORATION SHS 680665205 1,098 36,261 SH   DFND 1 36,252 0 9
OMNICOM GROUP COM SHS 681919106 1,009 12,161 SH   DFND 1 12,161 0 0
ON SEMICONDUCTOR CORP BOND 682189AK1 11,962 11,474,000 PRN   DFND 1 11,474,000 0 0
ONEOK INC NEW COM SHS 682680103 2,874 55,108 SH   DFND 1 55,108 0 0
ORACLE CORP SHS 68389X105 3,487 69,548 SH   DFND 1 69,548 0 0
O'REILLY AUTOMOTIVE INC NEW CO SHS 67103H107 1,984 9,070 SH   DFND 1 9,070 0 0
PALO ALTO NETWORKS INC BOND 697435AB1 8,341 6,340,000 PRN   DFND 1 6,340,000 0 0
PALO ALTO NETWORKS INC COM SHS 697435105 1,240 9,268 SH   DFND 1 9,268 0 0
PATTERSON-UTI ENERGY INC COM SHS 703481101 1,489 73,721 SH   DFND 1 73,708 0 13
PAYPAL HLDGS INC COM SHS 70450Y103 2,319 43,222 SH   DFND 1 43,222 0 0
PEABODY ENERGY CORP SHS 704551100 1,256 51,350 SH   DFND 1 51,350 0 0
PENN NATL GAMING INC COM SHS 707569109 882 41,195 SH   DFND 1 41,172 0 23
PEPSICO INC SHS 713448108 1,253 10,845 SH   DFND 1 10,845 0 0
PERFORMANCE FOOD GROUP CO COM SHS 71377A103 1,107 40,401 SH   DFND 1 40,387 0 14
PFIZER INC SHS 717081103 1,247 37,130 SH   DFND 1 37,130 0 0
PHH CORP COM NEW SHS 693320202 258 18,759 SH   DFND 1 18,749 0 10
PHILIP MORRIS INTL INC SHS 718172109 1,048 8,919 SH   DFND 1 8,919 0 0
PHILLIPS 66 COM SHS 718546104 1,316 15,916 SH   DFND 1 15,916 0 0
PIONEER NAT RES CO COM SHS 723787107 820 5,141 SH   DFND 1 5,141 0 0
PIPER JAFFRAY COS COM SHS 724078100 507 8,453 SH   DFND 1 8,448 0 5
POOL CORP SHS 73278L105 1,796 15,272 SH   DFND 1 15,268 0 4
POPULAR INC COM SHS 733174700 260 6,241 SH   DFND 1 6,241 0 0
POWERSHARES SENIOR LOAN PORTFOLIO ETF 73936Q769 59,495 2,571,083 SH   DFND 1 2,571,083 0 0
PRAXAIR INC COM SHS 74005P104 925 6,973 SH   DFND 1 6,973 0 0
PRICELINE COM INC COM NEW SHS 741503403 12,290 6,570 SH   DFND 1 6,570 0 0
PRICELINE GROUP INC/THE BOND 741503AQ9 463 234,000 PRN   DFND 1 234,000 0 0
PROGRESSIVE CORP OHIO COM SHS 743315103 5,501 124,776 SH   DFND 1 124,776 0 0
PRUDENTIAL FINL INC COM SHS 744320102 1,541 14,247 SH   DFND 1 14,247 0 0
PS BUSINESS PKS INC CALIF COM SHS 69360J107 794 5,997 SH   DFND 1 5,994 0 3
PT TELEKOMUNIKIASI INDONESIAAD ADR 715684106 219 6,504 SH   DFND 1 6,504 0 0
PTC INC COM SHS 69370C100 1,522 27,629 SH   DFND 1 27,629 0 0
QTS RLTY TR INC COM CL A SHS 74736A103 805 15,392 SH   DFND 1 15,392 0 0
QUALITY SYS INC COM SHS 747582104 553 32,126 SH   DFND 1 32,108 0 18
RADIAN GROUP INC COM SHS 750236101 1,033 63,167 SH   DFND 1 63,150 0 17
RAMBUS INC BOND 750917AE6 14,974 13,785,000 PRN   DFND 1 13,785,000 0 0
RED HAT INC COM SHS 756577102 1,324 13,829 SH   DFND 1 13,829 0 0
REGENERON PHARMACEUTICALS COM SHS 75886F107 542 1,103 SH   DFND 1 1,103 0 0
REGIONS FINL CORP NEW COM SHS 7591EP100 189 12,931 SH   DFND 1 12,931 0 0
REPUBLIC SVCS INC COM SHS 760759100 1,433 22,492 SH   DFND 1 22,492 0 0
RTI INTERNATIONAL METALS INC BOND 74973WAB3 236 220,000 PRN   DFND 1 220,000 0 0
SCHWAB CHARLES CORP NEW COM SHS 808513105 2,753 64,071 SH   DFND 1 64,071 0 0
SCIENTIFIC GAMES CORP CL A SHS 80874P109 695 26,656 SH   DFND 1 26,641 0 15
SEI INVTS CO COM SHS 784117103 246 4,565 SH   DFND 1 4,565 0 0
SMART GLOBAL HOLDINGS INC SHS G8232Y101 1,286 79,458 SH   DFND 1 79,458 0 0
SOUTHWEST AIRLS CO COM SHS 844741108 2,107 33,899 SH   DFND 1 33,899 0 0
SOUTHWEST GAS CORP SHS 844895102 465 6,361 SH   DFND 1 6,361 0 0
SPDR S&P BANK ETF ETF 78464A797 26,028 598,060 SH   DFND 1 598,060 0 0
SPDR S&P OIL & GAS EQUIPMENT & SERVICES ETF ETF 78464A748 2,023 130,765 SH   DFND 1 130,765 0 0
SPECTRUM BRANDS HLDGS INC COM SHS 84763R101 662 5,289 SH   DFND 1 5,289 0 0
SPIRE INC COM SHS 84857L101 657 9,412 SH   DFND 1 9,407 0 5
SPIRIT AIRLS INC COM SHS 848577102 495 9,591 SH   DFND 1 9,585 0 6
SQUARE INC CL A SHS 852234103 955 40,731 SH   DFND 1 40,708 0 23
STAG INDL INC COM SHS 85254J102 366 13,242 SH   DFND 1 13,234 0 8
STANLEY BLACK AND DECKER INC SHS 854502101 324 2,301 SH   DFND 1 2,301 0 0
STARBUCKS CORP COM SHS 855244109 3,503 60,068 SH   DFND 1 60,068 0 0
STARWOOD PROPERTY TRUST INC BOND 85571BAB1 285 250,000 PRN   DFND 1 250,000 0 0
SUN CMNTYS INC COM SHS 866674104 2,839 32,371 SH   DFND 1 32,367 0 4
SUNTRUST BANKS INC SHS 867914103 562 9,915 SH   DFND 1 9,915 0 0
SYNAPTICS INC COM SHS 87157D109 469 9,067 SH   DFND 1 9,062 0 5
SYNNEX CORP COM SHS 87162W100 1,519 12,662 SH   DFND 1 12,659 0 3
SYSCO CORP COM SHS 871829107 2,769 55,001 SH   DFND 1 55,001 0 0
TAKE-TWO INTERACTIVE SOFTWARCO SHS 874054109 929 12,653 SH   DFND 1 12,646 0 7
TELEFLEX INC COM SHS 879369106 1,172 5,638 SH   DFND 1 5,637 0 1
TESLA INC SHS 88160R101 922 2,550 SH   DFND 1 2,550 0 0
TEXAS CAP BNCSHS INC SHS 88224Q107 1,461 18,871 SH   DFND 1 18,871 0 0
THERMO FISHER SCIENTIFIC INC SHS 883556102 3,437 19,700 SH   DFND 1 19,700 0 0
TIFFANY & CO NEW COM SHS 886547108 2,721 28,984 SH   DFND 1 28,984 0 0
TJX COMPANIES INC NEW COM SHS 872540109 658 9,120 SH   DFND 1 9,120 0 0
TRICO BANCSHARES COM SHS 896095106 463 13,168 SH   DFND 1 13,161 0 7
TRIMBLE NAV LTD COM SHS 896239100 1,746 48,938 SH   DFND 1 48,938 0 0
TWITTER INC BOND 90184LAD4 4,583 4,982,000 PRN   DFND 1 4,982,000 0 0
TWITTER INC BOND 90184LAB8 17,460 18,500,000 PRN   DFND 1 18,500,000 0 0
U S SILICA HLDGS INC COM SHS 90346E103 1,079 30,405 SH   DFND 1 30,397 0 8
ULTA SALON COSMETCS & FRAG ICO SHS 90384S303 540 1,878 SH   DFND 1 1,878 0 0
UNDER ARMOUR INC CL A SHS 904311107 1,497 68,783 SH   DFND 1 68,783 0 0
UNION PAC CORP SHS 907818108 6,156 56,520 SH   DFND 1 56,520 0 0
UNITED INS HLDGS CORP COM SHS 910710102 393 25,016 SH   DFND 1 25,002 0 14
UNITED PARCEL SERVICE INC SHS 911312106 568 5,137 SH   DFND 1 5,137 0 0
UNITEDHEALTH GROUP INC SHS 91324P102 2,442 13,169 SH   DFND 1 13,169 0 0
UNITIL CORP COM SHS 913259107 635 13,155 SH   DFND 1 13,148 0 7
UNIVERSAL INS HLDGS INC COM SHS 91359V107 409 16,238 SH   DFND 1 16,229 0 9
VALIDUS HOLDINGS LTD COM SHS SHS G9319H102 380 7,320 SH   DFND 1 7,316 0 4
VALVOLINE INC COM SHS 92047W101 991 41,807 SH   DFND 1 41,807 0 0
VANECK VECTORS OIL SERVICES ET ETF 92189F718 10,360 417,900 SH   DFND 1 417,900 0 0
VANTIV INC CL A SHS 92210H105 290 4,580 SH   DFND 1 4,580 0 0
VEECO INSTRS INC DEL COM SHS 922417100 1,292 46,404 SH   DFND 1 46,392 0 12
VEECO INSTRUMENTS INC BOND 922417AD2 14,844 14,500,000 PRN   DFND 1 14,500,000 0 0
VERISK ANALYTICS SHS 92345Y106 956 11,335 SH   DFND 1 11,335 0 0
VERIZON COMMUNICATIONS SHS 92343V104 738 16,532 SH   DFND 1 16,532 0 0
VERTEX PHARMACEUTICALS INC COM SHS 92532F100 634 4,925 SH   DFND 1 4,925 0 0
VISA INC COM CL A SHS 92826C839 5,730 61,105 SH   DFND 1 61,105 0 0
VOYA FINL INC COM SHS 929089100 1,898 51,460 SH   DFND 1 51,460 0 0
WABTEC CORP COM SHS 929740108 2,520 27,542 SH   DFND 1 27,542 0 0
WASTE CONNECTIONS INC SHS 94106B101 2,807 43,570 SH   DFND 1 43,559 0 10
WASTE MANAGEMENT INC COM SHS 94106L109 3,148 42,921 SH   DFND 1 42,921 0 0
WATERS CORP COM SHS 941848103 774 4,210 SH   DFND 1 4,210 0 0
WATSCO INC COM SHS 942622200 1,945 12,616 SH   DFND 1 12,613 0 3
WD 40 CO COM SHS 929236107 442 4,003 SH   DFND 1 4,001 0 2
WEATHERFORD INTERNATIONAL LTD BOND 947075AH0 240 237,000 PRN   DFND 1 237,000 0 0
WEATHERFORD INTERNATIONAL PLC SHS G48833100 504 130,300 SH   DFND 1 130,300 0 0
WEB.COM GROUP INC BOND 94733AAA2 5,006 5,000,000 PRN   DFND 1 5,000,000 0 0
WEBMD HEALTH CORP BOND 94770VAK8 9,307 7,303,000 PRN   DFND 1 7,303,000 0 0
WEC ENERGY GROUP INC COM SHS 92939U106 1,085 17,679 SH   DFND 1 17,679 0 0
WELBILT INC SHS 949090104 1,789 94,881 SH   DFND 1 94,863 0 18
WELLS FARGO & CO PFD CONV 949746804 564 430 SH   DFND 1 430 0 0
WESCO INTL INC COM SHS 95082P105 275 4,802 SH   DFND 1 4,799 0 3
WESTERN ALLIANCE BANCORP COM SHS 957638109 680 13,815 SH   DFND 1 13,807 0 8
WESTLAKE CHEM CORP COM SHS 960413102 2,504 37,812 SH   DFND 1 37,812 0 0
WEX INC SHS 96208T104 1,559 14,950 SH   DFND 1 14,947 0 3
WEYERHAEUSER CO COM SHS 962166104 319 9,501 SH   DFND 1 9,501 0 0
WHITING PETROLEUM CORP BOND 966387AL6 289 340,000 PRN   DFND 1 340,000 0 0
WINTRUST FINL CORP COM SHS 97650W108 997 13,037 SH   DFND 1 13,030 0 7
XILINX INC COM SHS 983919101 801 12,463 SH   DFND 1 12,463 0 0
XL GROUP LTD COM SHS G98294104 316 7,205 SH   DFND 1 7,205 0 0
ZIMMER HLDGS INC COM SHS 98956P102 4,240 33,025 SH   DFND 1 33,025 0 0
ZOETIS INC CL A SHS 98978V103 1,016 16,284 SH   DFND 1 16,284 0 0