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
8POINT3 ENERGY PARTNERS LP SHS 282539105 301 20,000 SH   DFND 1 20,000 0 0
A T & T INC (NEW) SHS 00206R102 1,112 28,386 SH   DFND 1 28,386 0 0
ABBOTT LABS SHS 002824100 4,767 89,339 SH   DFND 1 89,339 0 0
ABBVIE INC COM SHS 00287Y109 1,613 18,149 SH   DFND 1 18,149 0 0
ADIENT PLC ORD SHS SHS G0084W101 1,341 15,967 SH   DFND 1 15,962 0 5
ADOBE SYS INC COM SHS 00724F101 1,905 12,767 SH   DFND 1 12,767 0 0
ADVANSIX INC COM SHS 00773T101 747 18,776 SH   DFND 1 18,765 0 11
AFLAC INC COM SHS 001055102 2,477 30,435 SH   DFND 1 30,435 0 0
AGILENT TECHNOLOGIES INC COM SHS 00846U101 388 6,051 SH   DFND 1 6,051 0 0
AIR PRODS & CHEMS INC COM SHS 009158106 997 6,592 SH   DFND 1 6,592 0 0
AKAMAI TECHNOLOGIES INC BOND 00971TAG6 21,447 22,025,000 PRN   DFND 1 22,025,000 0 0
ALBEMARLE CORP COM SHS 012653101 281 2,063 SH   DFND 1 2,063 0 0
ALLSTATE CORP/THE SHS 020002101 882 9,595 SH   DFND 1 9,595 0 0
ALPHABET CLASS A SHS 02079K305 15,472 15,890 SH   DFND 1 15,890 0 0
ALTRIA GROUP INC COM SHS 02209S103 1,360 21,446 SH   DFND 1 21,446 0 0
AMAZON COM INC COM SHS 023135106 11,123 11,571 SH   DFND 1 11,571 0 0
AMDOCS LTD ORD SHS G02602103 928 14,431 SH   DFND 1 14,431 0 0
AMEREN CORP COM SHS 023608102 318 5,488 SH   DFND 1 5,488 0 0
AMERICAN TOWER REIT COM SHS 03027X100 2,545 18,619 SH   DFND 1 18,619 0 0
AMGEN INC COM SHS 031162100 3,018 16,187 SH   DFND 1 16,187 0 0
AMPLIFY SNACK BRANDS INC SHS 03211L102 100 14,168 SH   DFND 1 14,168 0 0
ANTHEM INC BOND 94973VBG1 239 92,000 PRN   DFND 1 92,000 0 0
ANTHEM INC COM SHS 036752103 1,430 7,530 SH   DFND 1 7,530 0 0
AON PLC SHS CL A SHS G0408V102 3,655 25,015 SH   DFND 1 25,015 0 0
APPLE COMPUTER INC SHS 037833100 7,945 51,548 SH   DFND 1 51,548 0 0
APPLIED MATLS INC COM SHS 038222105 1,901 36,496 SH   DFND 1 36,496 0 0
ARES CAPITAL CORP BOND 04010LAJ2 960 950,000 PRN   DFND 1 950,000 0 0
ARGO GROUP INTL HLDGS LTD COM SHS G0464B107 626 10,183 SH   DFND 1 10,177 0 6
ARMSTRONG FLOORING INC COM SHS 04238R106 418 26,554 SH   DFND 1 26,538 0 16
AVID TECHNOLOGY INC BOND 05367PAB6 5,268 7,000,000 PRN   DFND 1 7,000,000 0 0
AXCELIS TECHNOLOGIES INC COM N SHS 054540208 883 32,281 SH   DFND 1 32,262 0 19
B & G FOODS INC NEW CL A SHS 05508R106 442 13,879 SH   DFND 1 13,871 0 8
BANK OF AMERICA CORP PFD CONV 060505682 482 370 SH   DFND 1 370 0 0
BANK OF THE OZARKS INC COM SHS 063904106 708 14,736 SH   DFND 1 14,727 0 9
BANNER CORP COM NEW SHS 06652V208 605 9,877 SH   DFND 1 9,871 0 6
BARRACUDA NETWORKS INC COM SHS 068323104 869 35,849 SH   DFND 1 35,840 0 9
BECTON DICKINSON & CO COM SHS 075887109 2,290 11,686 SH   DFND 1 11,686 0 0
BERKLEY W R CORP COM SHS 084423102 324 4,854 SH   DFND 1 4,854 0 0
BERRY PLASTICS GROUP INC COM SHS 08579W103 407 7,180 SH   DFND 1 7,176 0 4
BIOGEN IDEC INC COM SHS 09062X103 3,301 10,541 SH   DFND 1 10,541 0 0
BIOMARIN PHARMACEUTICAL INC CO SHS 09061G101 614 6,594 SH   DFND 1 6,594 0 0
BIOVERATIV INC COM SHS 09075E100 611 10,701 SH   DFND 1 10,695 0 6
BOEING CO COM SHS 097023105 6,657 26,187 SH   DFND 1 26,187 0 0
BONANZA CREEK ENERGY INC SHS 097793400 4,288 129,993 SH   DFND 1 129,993 0 0
BOX INC CL A SHS 10316T104 532 27,547 SH   DFND 1 27,531 0 16
BRISTOL MYERS SQUIBB CO SHS 110122108 2,511 39,408 SH   DFND 1 39,408 0 0
BROADCOM LTD SHS SHS Y09827109 6,526 26,906 SH   DFND 1 26,906 0 0
BWX TECHNOLOGIES INC COM SHS 05605H100 721 12,861 SH   DFND 1 12,853 0 8
C&J ENERGY SERVICES INC SHS 12674R100 25,455 849,361 SH   DFND 1 849,361 0 0
CALATLANTIC GROUP INC BOND 783764AQ6 6,648 5,500,000 PRN   DFND 1 5,500,000 0 0
CARETRUST REIT INC COM SHS 14174T107 1,445 75,892 SH   DFND 1 75,871 0 21
CARTER HLDGS INC COM SHS 146229109 310 3,147 SH   DFND 1 3,147 0 0
CATALENT INC COM SHS 148806102 656 16,437 SH   DFND 1 16,427 0 10
CATERPILLAR INC COM SHS 149123101 1,105 8,860 SH   DFND 1 8,860 0 0
CAVIUM INC COM SHS 14964U108 1,866 28,294 SH   DFND 1 28,294 0 0
CBOE HLDGS INC COM SHS 12503M108 398 3,691 SH   DFND 1 3,691 0 0
CELGENE CORP COM SHS 151020104 1,178 8,079 SH   DFND 1 8,079 0 0
CENTERPOINT ENERGY INC COM SHS 15189T107 1,890 64,700 SH   DFND 1 64,700 0 0
CHARLES RIV LABORATORIES INTCO SHS 159864107 708 6,549 SH   DFND 1 6,545 0 4
CHART INDS INC COM PAR $0.01 SHS 16115Q308 642 16,366 SH   DFND 1 16,356 0 10
CHEMOURS CO COM SHS 163851108 920 18,181 SH   DFND 1 18,170 0 11
CHENIERE ENERGY SHS 16411R208 1,688 37,483 SH   DFND 1 37,483 0 0
CHEVRON CORP NEW SHS 166764100 2,162 18,398 SH   DFND 1 18,398 0 0
CHUBB LIMITED COM SHS H1467J104 2,244 15,746 SH   DFND 1 15,746 0 0
CHURCH & DWIGHT INC COM SHS 171340102 1,973 40,722 SH   DFND 1 40,722 0 0
CIENA CORP COM NEW SHS 171779309 1,529 69,581 SH   DFND 1 69,581 0 0
CIGNA CORP SHS 125509109 3,839 20,539 SH   DFND 1 20,539 0 0
CINTAS CORP SHS 172908105 1,756 12,166 SH   DFND 1 12,166 0 0
CITIZENS FINANCIAL GROUP INC. SHS 174610105 3,048 80,475 SH   DFND 1 80,475 0 0
CLEAR CHANNEL OUTDOOR HOLDINGS INC SHS 18451C109 195 42,000 SH   DFND 1 42,000 0 0
CLOROX CO COM SHS 189054109 1,671 12,674 SH   DFND 1 12,674 0 0
CLOVIS ONCOLOGY INC BOND 189464AB6 6,185 4,000,000 PRN   DFND 1 4,000,000 0 0
CMS ENERGY CORP SHS 125896100 2,652 57,269 SH   DFND 1 57,269 0 0
COBALT INTERNATIONAL ENERGY INC SHS 19075F304 37 26,110 SH   DFND 1 26,110 0 0
COCA COLA BOTTLING CO CONS COM SHS 191098102 410 1,902 SH   DFND 1 1,901 0 1
COCA COLA CO SHS 191216100 521 11,576 SH   DFND 1 11,576 0 0
COLGATE PALMOLIVE CO SHS 194162103 1,146 15,736 SH   DFND 1 15,736 0 0
COMCAST CORP NEW CL A SHS 20030N101 2,735 71,086 SH   DFND 1 71,086 0 0
COMERICA INC COM SHS 200340107 2,675 35,078 SH   DFND 1 35,078 0 0
COMSTOCK RESOURCES INC SHS 205768302 217 35,750 SH   DFND 1 35,750 0 0
COMSTOCK RESOURCES INC BOND 205768AM6 3,434 4,239,234 PRN   DFND 1 4,239,234 0 0
CONCHO RES INC COM SHS 20605P101 323 2,452 SH   DFND 1 2,452 0 0
CONSTELLATION BRANDS INC CL A SHS 21036P108 806 4,040 SH   DFND 1 4,040 0 0
CORNERSTONE ONDEMAND INC SHS 21925Y103 991 24,400 SH   DFND 1 24,400 0 0
CVR ENERGY INC COM SHS 12662P108 507 19,579 SH   DFND 1 19,567 0 12
CYPRESS SEMICONDUCTOR CORP COM SHS 232806109 479 31,881 SH   DFND 1 31,862 0 19
CYRUSONE INC COM SHS 23283R100 1,224 20,768 SH   DFND 1 20,761 0 7
DANAHER CORP SHS 235851102 2,978 34,719 SH   DFND 1 34,719 0 0
DCT INDUSTRIAL TRUST INC SHS 233153204 2,984 51,514 SH   DFND 1 51,514 0 0
DELTA AIR LINES INC DEL COM NE SHS 247361702 228 4,728 SH   DFND 1 4,728 0 0
DIGITAL RLTY TR INC COM SHS 253868103 413 3,488 SH   DFND 1 3,488 0 0
DISH NETWORK CORP BOND 25470MAB5 656 584,000 PRN   DFND 1 584,000 0 0
DISNEY WALT CO COM DISNEY SHS 254687106 545 5,537 SH   DFND 1 5,537 0 0
DOMINOS PIZZA INC COM SHS 25754A201 2,777 13,987 SH   DFND 1 13,987 0 0
DONALDSON INC COM SHS 257651109 952 20,713 SH   DFND 1 20,713 0 0
DTE ENERGY CO COM SHS 233331107 715 6,661 SH   DFND 1 6,661 0 0
DUKE RLTY INVTS INC COM NEW SHS 264411505 2,618 90,861 SH   DFND 1 90,861 0 0
DUN & BRADSTREET CORP DEL NECO SHS 26483E100 1,165 10,015 SH   DFND 1 10,015 0 0
DXC TECHNOLOGY CO COM SHS 23355L106 1,897 22,091 SH   DFND 1 22,091 0 0
EAGLE MATLS INC COM SHS 26969P108 3,029 28,381 SH   DFND 1 28,378 0 3
EAGLE PHARMACEUTICALS INC COM SHS 269796108 253 4,250 SH   DFND 1 4,247 0 3
EATON VANCE FLOATING-RATE INCOME TRUST ETF 278279104 5,171 353,668 SH   DFND 1 353,668 0 0
EATON VANCE SENIOR INCOME TRUST ETF 27826S103 6,412 968,586 SH   DFND 1 968,586 0 0
EDWARDS LIFESCIENCES CORP COM SHS 28176E108 1,741 15,924 SH   DFND 1 15,924 0 0
ELDORADO RESORTS INC COM SHS 28470R102 956 37,280 SH   DFND 1 37,262 0 18
ELECTRONIC ARTS COM SHS 285512109 4,444 37,649 SH   DFND 1 37,649 0 0
ELECTRONICS FOR IMAGING INC BOND 286082AC6 10,168 9,759,000 PRN   DFND 1 9,759,000 0 0
ELI LILLY AND CO. SHS 532457108 695 8,123 SH   DFND 1 8,123 0 0
ENERGY XXI GULF COAST INC SHS 29276K101 895 86,579 SH   DFND 1 86,579 0 0
ENERSIS S A SPONSORED ADR ADR 29274F104 203 19,784 SH   DFND 1 19,784 0 0
ENOVA INTL INC COM SHS 29357K103 783 58,183 SH   DFND 1 58,154 0 29
ENVISION HEALTHCARE CORP SHS 29414D100 508 11,300 SH   DFND 1 11,300 0 0
EQUINIX INC COM SHS 29444U700 4,562 10,221 SH   DFND 1 10,221 0 0
EQUITY LIFESTYLE PROPERTIES INC SHS 29472R108 543 6,380 SH   DFND 1 6,380 0 0
ETRADE FINANCIAL CORP COM NEW SHS 269246401 342 7,855 SH   DFND 1 7,855 0 0
EXPEDIA INC DEL COM NEW SHS 30212P303 370 2,571 SH   DFND 1 2,571 0 0
EXPRESS SCRIPTS HOLDING CO SHS 30219G108 295 4,661 SH   DFND 1 4,661 0 0
FACEBOOK INC CL A SHS 30303M102 5,873 34,370 SH   DFND 1 34,370 0 0
FCB FINL HLDGS INC CL A SHS 30255G103 592 12,255 SH   DFND 1 12,248 0 7
FIAT CHRYSLER AUTOMOBILES NV SHS NL0010877 199 11,090 SH   DFND 1 11,090 0 0
FIDELITY NATIONAL FINANCIAL INC BOND 31620RAE5 278 103,000 PRN   DFND 1 103,000 0 0
FIDELITY NATIONAL INFORMATION SHS 31620M106 4,913 52,604 SH   DFND 1 52,604 0 0
FIFTH THIRD BANCORP COM SHS 316773100 341 12,199 SH   DFND 1 12,199 0 0
FINISAR CORP BOND 31787AAM3 4,889 4,690,000 PRN   DFND 1 4,690,000 0 0
FIREEYE INC BOND 31816QAB7 9,494 10,000,000 PRN   DFND 1 10,000,000 0 0
FIREEYE INC BOND 31816QAD3 6,781 7,272,000 PRN   DFND 1 7,272,000 0 0
FIRST DATA CORP SHS 32008D106 2,205 122,220 SH   DFND 1 122,220 0 0
FISERV INC COM SHS 337738108 2,387 18,513 SH   DFND 1 18,513 0 0
FLUIDIGM CORP BOND 34385PAA6 6,953 9,421,000 PRN   DFND 1 9,421,000 0 0
FORTIVE CORP COM SHS 34959J108 3,919 55,370 SH   DFND 1 55,370 0 0
FOUR CORNERS PPTY TR INC COM SHS 35086T109 1,163 46,693 SH   DFND 1 46,675 0 18
FREEPORT MCMORAN COPPER&GOLDCL SHS 35671D857 715 50,930 SH   DFND 1 50,930 0 0
GAMING & LEISURE PPTYS INC COM SHS 36467J108 1,067 28,922 SH   DFND 1 28,922 0 0
GCP APPLIED TECHNOLOGIES INCCO SHS 36164Y101 510 16,629 SH   DFND 1 16,619 0 10
GENESEE & WYO INC CL A SHS 371559105 507 6,843 SH   DFND 1 6,839 0 4
GERMAN AMERN BANCORP INC COM SHS 373865104 524 13,771 SH   DFND 1 13,763 0 8
GILEAD SCIENCES INC COM SHS 375558103 1,677 20,701 SH   DFND 1 20,701 0 0
GLOBAL PAYMENTS INC SHS 37940X102 597 6,284 SH   DFND 1 6,284 0 0
GLOBALSTAR INC COM SHS 378973408 500 306,962 SH   DFND 1 306,914 0 48
GODADDY INC CL A SHS 380237107 531 12,198 SH   DFND 1 12,191 0 7
GOLAR LNG LTD SHS G9456A100 244 10,788 SH   DFND 1 10,788 0 0
GREEN DOT CORP CL A SHS 39304D102 1,283 25,876 SH   DFND 1 25,861 0 15
HALCON RESOURCES CORP SHS 40537Q605 540 79,401 SH   DFND 1 79,401 0 0
HALCON RESOURCES CORP SHS 40537Q118 13 21,569 SH   DFND 1 21,569 0 0
HANCOCK HLDG CO COM SHS 410120109 1,893 39,069 SH   DFND 1 39,063 0 6
HARRIS CORP COM SHS 413875105 391 2,971 SH   DFND 1 2,971 0 0
HD SUPPLY HLDGS INC COM SHS 40416M105 1,830 50,715 SH   DFND 1 50,715 0 0
HEALTHSOUTH CORP SHS 421924309 270 5,836 SH   DFND 1 5,832 0 4
HERC HLDGS INC COM SHS 42704L104 397 8,086 SH   DFND 1 8,081 0 5
HOLOGIC INC COM SHS 436440101 867 23,613 SH   DFND 1 23,613 0 0
HOME DEPOT INC COM SHS 437076102 6,214 37,992 SH   DFND 1 37,992 0 0
HONEYWELL INTERNATIONAL INC. SHS 438516106 6,705 47,305 SH   DFND 1 47,305 0 0
HORIZON PHARMA INVESTMENT LTD BOND 44052TAB7 13,376 14,750,000 PRN   DFND 1 14,750,000 0 0
HUMANA INC SHS 444859102 1,182 4,854 SH   DFND 1 4,854 0 0
HUNTINGTON INGALLS INDS INC CO SHS 446413106 3,405 15,037 SH   DFND 1 15,035 0 2
IAC/INTERACTIVECORP SHS 44919P508 1,082 9,200 SH   DFND 1 9,200 0 0
IBERIABANK CORP COM SHS 450828108 489 5,955 SH   DFND 1 5,951 0 4
ILLUMINA INC BOND 452327AF6 5,327 5,025,000 PRN   DFND 1 5,025,000 0 0
ILLUMINA INC SHS 452327109 4,602 23,100 SH   DFND 1 23,100 0 0
INCYTE PHARMACEUTICALS INC COM SHS 45337C102 230 1,970 SH   DFND 1 1,970 0 0
INGERSOLL-RAND PLC SHS G47791101 1,388 15,559 SH   DFND 1 15,559 0 0
INGEVITY CORP COM SHS 45688C107 808 12,943 SH   DFND 1 12,939 0 4
INNOVIVA INC SHS 45781M101 2,097 148,500 SH   DFND 1 148,500 0 0
INPHI CORP COM SHS 45772F107 2,470 62,234 SH   DFND 1 62,225 0 9
INTEGRATED DEVICE TECH INC COM SHS 458118106 458 17,228 SH   DFND 1 17,218 0 10
INTEL CORP BOND 458140AF7 765 416,000 PRN   DFND 1 416,000 0 0
INTERCONTINENTALEXCHANGE GROCO SHS 45866F104 2,707 39,399 SH   DFND 1 39,399 0 0
INTUIT INC COM SHS 461202103 3,277 23,053 SH   DFND 1 23,053 0 0
ITAU UNIBANCO HOLDING SA ADR 465562106 608 44,412 SH   DFND 1 44,412 0 0
J P MORGAN CHASE & CO COM SHS 46625H100 2,251 23,573 SH   DFND 1 23,573 0 0
JAZZ INVESTMENTS I LTD BOND 472145AB7 250 237,000 PRN   DFND 1 237,000 0 0
JELD-WEN HLDG INC COM SHS 47580P103 2,360 66,442 SH   DFND 1 66,429 0 13
JOHN BEAN TECHNOLOGIES CORP CO SHS 477839104 1,066 10,541 SH   DFND 1 10,537 0 4
JOHNSON & JOHNSON SHS 478160104 3,937 30,279 SH   DFND 1 30,279 0 0
K2M GROUP HLDGS INC COM SHS 48273J107 286 13,494 SH   DFND 1 13,486 0 8
KANSAS CITY SOUTHN INDS INC CO SHS 485170302 369 3,398 SH   DFND 1 3,398 0 0
KEYCORP SHS 493267108 941 49,988 SH   DFND 1 49,988 0 0
KINDRED HEALTHCARE INC SHS 494580103 102 15,057 SH   DFND 1 15,057 0 0
KLA TENOR CORP COM SHS 482480100 1,781 16,802 SH   DFND 1 16,802 0 0
KRAFT HEINZ COMPANY SHS 500754106 1,726 22,253 SH   DFND 1 22,253 0 0
LA QUINTA HLDGS INC COM SHS 50420D108 621 35,439 SH   DFND 1 35,418 0 21
LAMB WESTON HLDGS INC COM SHS 513272104 3,683 78,545 SH   DFND 1 78,538 0 7
LANDSTAR SYS INC COM SHS 515098101 3,586 35,985 SH   DFND 1 35,985 0 0
LAUDER ESTEE COS INC CL A SHS 518439104 1,482 13,744 SH   DFND 1 13,744 0 0
LEAR CORP COM NEW SHS 521865204 696 4,020 SH   DFND 1 4,020 0 0
LEIDOS HLDGS INC COM SHS 525327102 622 10,499 SH   DFND 1 10,499 0 0
LINCOLN ELEC HLDGS INC COM SHS 533900106 867 9,466 SH   DFND 1 9,466 0 0
LINCOLN NATL CORP IND COM SHS 534187109 1,085 14,762 SH   DFND 1 14,762 0 0
LIONS GATE ENTMNT CORP CL B NO SHS 535919500 1,311 41,240 SH   DFND 1 41,240 0 0
LITHIA MTRS INC CL A SHS 536797103 315 2,619 SH   DFND 1 2,619 0 0
LOCKHEED MARTIN CORP COM SHS 539830109 3,687 11,883 SH   DFND 1 11,883 0 0
LPL FINL HLDGS INC COM SHS 50212V100 1,176 22,798 SH   DFND 1 22,789 0 9
LYONDELLBASELL INDUSTRIES N SH SHS N53745100 1,139 11,502 SH   DFND 1 11,502 0 0
MA COM TECHNOLOGY SOLUTIONS CO SHS 55405Y100 2,103 47,142 SH   DFND 1 47,135 0 7
MARATHON OIL CORP COM SHS 565849106 180 13,271 SH   DFND 1 13,271 0 0
MARRIOTT INTL INC NEW CL A SHS 571903202 3,915 35,507 SH   DFND 1 35,507 0 0
MARRIOTT VACATIONS WORLDWIDE CORP BOND 57164YAA5 2,094 2,000,000 PRN   DFND 1 2,000,000 0 0
MARSH & MCLENNAN COS INC COM SHS 571748102 4,623 55,157 SH   DFND 1 55,157 0 0
MASCO CORP COM SHS 574599106 3,418 87,617 SH   DFND 1 87,617 0 0
MASONITE INTERNATIONAL CORP SHS 575385109 381 5,510 SH   DFND 1 5,510 0 0
MASTEC INC COM SHS 576323109 488 10,520 SH   DFND 1 10,514 0 6
MASTERCARD INC COM SHS 57636Q104 5,613 39,755 SH   DFND 1 39,755 0 0
MCDONALDS CORP SHS 580135101 1,687 10,764 SH   DFND 1 10,764 0 0
MDU RES GROUP INC COM SHS 552690109 561 21,601 SH   DFND 1 21,601 0 0
MELLANOX TECHNOLOGIES LTD SHS SHS M51363113 2,301 48,798 SH   DFND 1 48,798 0 0
MERCK & COMPANY SHS 58933Y105 2,115 33,024 SH   DFND 1 33,024 0 0
MERIT MED SYS INC COM SHS 589889104 684 16,167 SH   DFND 1 16,157 0 10
META FINL GROUP INC COM SHS 59100U108 477 6,087 SH   DFND 1 6,083 0 4
MICROCHIP TECHNOLOGY INC BOND 595017AD6 14,014 8,008,000 PRN   DFND 1 8,008,000 0 0
MICROSEMI CORP COM SHS 595137100 1,391 27,032 SH   DFND 1 27,028 0 4
MICROSOFT CORP COM SHS 594918104 15,054 202,085 SH   DFND 1 202,085 0 0
MOBILE TELESYSTEMS OJSC ADR SP ADR 607409109 186 17,808 SH   DFND 1 17,808 0 0
MOHAWK INDS INC COM SHS 608190104 2,025 8,180 SH   DFND 1 8,180 0 0
MOLINA HEALTHCARE INC BOND 60855RAD2 22,037 17,603,000 PRN   DFND 1 17,603,000 0 0
MOLSON COORS BREWING COMPANY SHS 60871R209 1,874 22,958 SH   DFND 1 22,958 0 0
MOODYS CORP COM SHS 615369105 357 2,566 SH   DFND 1 2,566 0 0
MSCI INC CL A SHS 55354G100 1,278 10,938 SH   DFND 1 10,938 0 0
NABORS INDUSTRIES LTD SHS G6359F103 163 20,230 SH   DFND 1 20,230 0 0
NAVISTAR INTERNATIONAL CORP BOND 63934EAQ1 12,330 11,799,000 PRN   DFND 1 11,799,000 0 0
NAVISTAR INTERNATIONAL CORP BOND 63934EAS7 15,950 14,500,000 PRN   DFND 1 14,500,000 0 0
NEWMONT MINING CORP SHS 651639106 388 10,338 SH   DFND 1 10,338 0 0
NEXSTAR BROADCASTING GROUP ICL SHS 65336K103 684 10,972 SH   DFND 1 10,965 0 7
NORFOLK SOUTHERN CORP SHS 655844108 1,990 15,053 SH   DFND 1 15,053 0 0
NORTHERN TRUST CORP SHS 665859104 403 4,387 SH   DFND 1 4,387 0 0
NORTHROP GRUMMAN CORP COM SHS 666807102 1,007 3,497 SH   DFND 1 3,497 0 0
NORWEGIAN CRUISE LINE HOLDINGS LTD SHS G66721104 363 6,719 SH   DFND 1 6,719 0 0
NOVAVAX INC BOND 670002AB0 1,365 3,000,000 PRN   DFND 1 3,000,000 0 0
NOW INC SHS 67011P100 203 14,717 SH   DFND 1 14,717 0 0
OASIS PETROLEUM INC BOND 674215AJ7 292 268,000 PRN   DFND 1 268,000 0 0
OCEAN RIG UDW INC SHS G66964118 16,013 673,684 SH   DFND 1 673,684 0 0
OLIN CORPORATION SHS 680665205 3,339 97,487 SH   DFND 1 97,476 0 11
ON SEMICONDUCTOR CORP BOND 682189AK1 6,136 5,121,000 PRN   DFND 1 5,121,000 0 0
ONEOK INC NEW COM SHS 682680103 3,117 56,243 SH   DFND 1 56,243 0 0
ORACLE CORP SHS 68389X105 4,055 83,868 SH   DFND 1 83,868 0 0
O'REILLY AUTOMOTIVE INC NEW CO SHS 67103H107 227 1,051 SH   DFND 1 1,051 0 0
PALO ALTO NETWORKS INC COM SHS 697435105 1,165 8,085 SH   DFND 1 8,085 0 0
PATTERSON-UTI ENERGY INC COM SHS 703481101 676 32,268 SH   DFND 1 32,255 0 13
PAYPAL HLDGS INC COM SHS 70450Y103 2,726 42,578 SH   DFND 1 42,578 0 0
PEABODY ENERGY CORP SHS 704551100 1,677 57,802 SH   DFND 1 57,802 0 0
PEABODY ENERGY CORP PFD CONV 704551407 831 14,201 SH   DFND 1 14,201 0 0
PENN NATL GAMING INC COM SHS 707569109 902 38,571 SH   DFND 1 38,548 0 23
PEPSICO INC SHS 713448108 1,770 15,889 SH   DFND 1 15,889 0 0
PERFORMANCE FOOD GROUP CO COM SHS 71377A103 918 32,512 SH   DFND 1 32,498 0 14
PHH CORP COM NEW SHS 693320202 245 17,564 SH   DFND 1 17,554 0 10
PHILIP MORRIS INTL INC SHS 718172109 1,547 13,939 SH   DFND 1 13,939 0 0
PHILLIPS 66 COM SHS 718546104 1,430 15,609 SH   DFND 1 15,609 0 0
PIONEER NAT RES CO COM SHS 723787107 1,053 7,136 SH   DFND 1 7,136 0 0
PIPER JAFFRAY COS COM SHS 724078100 471 7,935 SH   DFND 1 7,930 0 5
POOL CORP SHS 73278L105 2,057 19,018 SH   DFND 1 19,014 0 4
POWERSHARES SENIOR LOAN PORTFOLIO ETF 73936Q769 69,565 3,003,683 SH   DFND 1 3,003,683 0 0
PRAXAIR INC COM SHS 74005P104 1,493 10,686 SH   DFND 1 10,686 0 0
PRICELINE COM INC COM NEW SHS 741503403 4,205 2,297 SH   DFND 1 2,297 0 0
PRICELINE GROUP INC/THE BOND 741503AS5 7,096 4,900,000 PRN   DFND 1 4,900,000 0 0
PRICELINE GROUP INC/THE BOND 741503AQ9 691 357,000 PRN   DFND 1 357,000 0 0
PRIMERICA INC COM SHS 74164M108 734 9,003 SH   DFND 1 9,000 0 3
PROGRESSIVE CORP OHIO COM SHS 743315103 5,808 119,950 SH   DFND 1 119,950 0 0
PRUDENTIAL FINL INC COM SHS 744320102 1,847 17,370 SH   DFND 1 17,370 0 0
PS BUSINESS PKS INC CALIF COM SHS 69360J107 751 5,620 SH   DFND 1 5,617 0 3
PTC INC COM SHS 69370C100 1,880 33,393 SH   DFND 1 33,393 0 0
QTS RLTY TR INC COM CL A SHS 74736A103 835 15,943 SH   DFND 1 15,943 0 0
QUALITY SYS INC COM SHS 747582104 475 30,147 SH   DFND 1 30,129 0 18
RADIAN GROUP INC COM SHS 750236101 937 50,168 SH   DFND 1 50,151 0 17
RAMBUS INC BOND 750917AE6 16,284 13,785,000 PRN   DFND 1 13,785,000 0 0
RED HAT INC BOND 756577AD4 12,324 7,983,000 PRN   DFND 1 7,983,000 0 0
RED HAT INC COM SHS 756577102 1,418 12,788 SH   DFND 1 12,788 0 0
REGENERON PHARMACEUTICALS COM SHS 75886F107 489 1,095 SH   DFND 1 1,095 0 0
REGIONS FINL CORP NEW COM SHS 7591EP100 252 16,529 SH   DFND 1 16,529 0 0
REPUBLIC SVCS INC COM SHS 760759100 1,431 21,667 SH   DFND 1 21,667 0 0
ROCKWELL AUTOMATION INC COM SHS 773903109 2,144 12,034 SH   DFND 1 12,034 0 0
ROYAL CARIBBEAN CRUISES LTD CO SHS V7780T103 1,288 10,865 SH   DFND 1 10,865 0 0
RTI INTERNATIONAL METALS INC BOND 74973WAB3 321 287,000 PRN   DFND 1 287,000 0 0
SANTANDER CONSUMER USA HDG ICO SHS 80283M101 836 54,408 SH   DFND 1 54,390 0 18
SCHWAB CHARLES CORP NEW COM SHS 808513105 2,460 56,230 SH   DFND 1 56,230 0 0
SCIENTIFIC GAMES CORP CL A SHS 80874P109 878 19,142 SH   DFND 1 19,130 0 12
SEI INVTS CO COM SHS 784117103 302 4,943 SH   DFND 1 4,943 0 0
SMART GLOBAL HOLDINGS INC SHS G8232Y101 2,128 79,458 SH   DFND 1 79,458 0 0
SOUTHWEST AIRLS CO COM SHS 844741108 1,940 34,645 SH   DFND 1 34,645 0 0
SOUTHWEST GAS CORP SHS 844895102 302 3,889 SH   DFND 1 3,889 0 0
SPDR S&P BANK ETF ETF 78464A797 26,967 598,060 SH   DFND 1 598,060 0 0
SPDR S&P OIL & GAS EQUIPMENT & SERVICES ETF ETF 78464A748 2,168 130,765 SH   DFND 1 130,765 0 0
SPIRE INC COM SHS 84857L101 479 6,413 SH   DFND 1 6,409 0 4
SPIRIT AIRLS INC COM SHS 848577102 1,270 38,016 SH   DFND 1 38,008 0 8
SPIRIT REALTY CAPITAL INC SHS 84860W102 478 55,789 SH   DFND 1 55,789 0 0
SQUARE INC CL A SHS 852234103 686 23,800 SH   DFND 1 23,786 0 14
STAG INDL INC COM SHS 85254J102 340 12,370 SH   DFND 1 12,363 0 7
STANLEY BLACK AND DECKER INC SHS 854502101 345 2,287 SH   DFND 1 2,287 0 0
STARBUCKS CORP COM SHS 855244109 1,337 24,898 SH   DFND 1 24,898 0 0
STARWOOD PROPERTY TRUST INC BOND 85571BAB1 362 324,000 PRN   DFND 1 324,000 0 0
SUMMIT MATLS INC CL A SHS 86614U100 544 16,976 SH   DFND 1 16,966 0 10
SUN CMNTYS INC COM SHS 866674104 1,943 22,672 SH   DFND 1 22,668 0 4
SYNAPTICS INC COM SHS 87157D109 334 8,508 SH   DFND 1 8,503 0 5
SYNNEX CORP COM SHS 87162W100 868 6,864 SH   DFND 1 6,861 0 3
SYSCO CORP COM SHS 871829107 1,892 35,073 SH   DFND 1 35,073 0 0
TAKE-TWO INTERACTIVE SOFTWARCO SHS 874054109 1,212 11,851 SH   DFND 1 11,844 0 7
TELEFLEX INC COM SHS 879369106 1,321 5,459 SH   DFND 1 5,458 0 1
TEXAS CAP BNCSHS INC SHS 88224Q107 886 10,335 SH   DFND 1 10,335 0 0
THERMO FISHER SCIENTIFIC INC SHS 883556102 4,055 21,433 SH   DFND 1 21,433 0 0
TIFFANY & CO NEW COM SHS 886547108 1,953 21,282 SH   DFND 1 21,282 0 0
TIVITY HEALTH INC COM SHS 88870R102 857 21,008 SH   DFND 1 21,001 0 7
TJX COMPANIES INC NEW COM SHS 872540109 667 9,053 SH   DFND 1 9,053 0 0
T-MOBILE US INC SHS 872590104 369 5,980 SH   DFND 1 5,980 0 0
TRICO BANCSHARES COM SHS 896095106 502 12,333 SH   DFND 1 12,326 0 7
TRIMBLE NAV LTD COM SHS 896239100 1,987 50,611 SH   DFND 1 50,611 0 0
TWITTER INC BOND 90184LAD4 20,332 22,125,000 PRN   DFND 1 22,125,000 0 0
UDR INC SHS 902653104 220 5,764 SH   DFND 1 5,764 0 0
UNDER ARMOUR INC CL A SHS 904311107 186 11,308 SH   DFND 1 11,308 0 0
UNION PAC CORP SHS 907818108 4,866 41,959 SH   DFND 1 41,959 0 0
UNITED FINL BANCORP INC NEW CO SHS 910304104 393 21,470 SH   DFND 1 21,457 0 13
UNITED RENTALS INC SHS 911363109 377 2,714 SH   DFND 1 2,714 0 0
UNITEDHEALTH GROUP INC SHS 91324P102 2,299 11,737 SH   DFND 1 11,737 0 0
UNITIL CORP COM SHS 913259107 608 12,298 SH   DFND 1 12,291 0 7
US CONCRETE INC SHS 90333L201 430 5,641 SH   DFND 1 5,641 0 0
VALIDUS HOLDINGS LTD COM SHS SHS G9319H102 444 9,032 SH   DFND 1 9,027 0 5
VALVOLINE INC COM SHS 92047W101 1,168 49,807 SH   DFND 1 49,807 0 0
VANECK VECTORS OIL SERVICES ET ETF 92189F718 10,895 417,900 SH   DFND 1 417,900 0 0
VANTIV INC CL A SHS 92210H105 332 4,705 SH   DFND 1 4,705 0 0
VEECO INSTRS INC DEL COM SHS 922417100 549 25,659 SH   DFND 1 25,647 0 12
VERTEX PHARMACEUTICALS INC COM SHS 92532F100 743 4,889 SH   DFND 1 4,889 0 0
VISA INC COM CL A SHS 92826C839 6,552 62,254 SH   DFND 1 62,254 0 0
VMWARE INC CL A COM SHS 928563402 1,990 18,231 SH   DFND 1 18,231 0 0
VOYA FINL INC COM SHS 929089100 2,030 50,882 SH   DFND 1 50,882 0 0
WABTEC CORP/DE SHS 929740108 487 6,429 SH   DFND 1 6,429 0 0
WALKER & DUNLOP INC COM SHS 93148P102 1,007 19,242 SH   DFND 1 19,235 0 7
WASTE CONNECTIONS INC SHS 94106B101 2,529 36,150 SH   DFND 1 36,140 0 10
WASTE MANAGEMENT INC COM SHS 94106L109 3,369 43,045 SH   DFND 1 43,045 0 0
WATERS CORP COM SHS 941848103 1,093 6,091 SH   DFND 1 6,091 0 0
WATSCO INC COM SHS 942622200 839 5,206 SH   DFND 1 5,203 0 3
WD 40 CO COM SHS 929236107 418 3,734 SH   DFND 1 3,732 0 2
WEATHERFORD INTERNATIONAL LTD BOND 947075AH0 332 303,000 PRN   DFND 1 303,000 0 0
WEATHERFORD INTERNATIONAL PLC SHS G48833100 528 115,300 SH   DFND 1 115,300 0 0
WEB.COM GROUP INC BOND 94733AAA2 7,491 7,500,000 PRN   DFND 1 7,500,000 0 0
WEC ENERGY GROUP INC COM SHS 92939U106 1,089 17,338 SH   DFND 1 17,338 0 0
WELBILT INC SHS 949090104 1,670 72,444 SH   DFND 1 72,426 0 18
WELLS FARGO & CO PFD CONV 949746804 566 430 SH   DFND 1 430 0 0
WESTERN ALLIANCE BANCORP COM SHS 957638109 687 12,934 SH   DFND 1 12,926 0 8
WESTLAKE CHEM CORP COM SHS 960413102 3,031 36,474 SH   DFND 1 36,474 0 0
WEX INC SHS 96208T104 549 4,893 SH   DFND 1 4,890 0 3
WEYERHAEUSER CO COM SHS 962166104 955 28,064 SH   DFND 1 28,064 0 0
WHITING PETROLEUM CORP BOND 966387AL6 377 421,000 PRN   DFND 1 421,000 0 0
WINTRUST FINL CORP COM SHS 97650W108 956 12,205 SH   DFND 1 12,198 0 7
WORKDAY INC SHS 98138H101 8,241 78,200 SH   DFND 1 78,200 0 0
WRIGHT MEDICAL GROUP INC BOND 98235TAE7 258 238,000 PRN   DFND 1 238,000 0 0
WW GRAINGER INC SHS 384802104 353 1,965 SH   DFND 1 1,965 0 0
XILINX INC COM SHS 983919101 865 12,223 SH   DFND 1 12,223 0 0
ZIMMER HLDGS INC COM SHS 98956P102 4,442 37,940 SH   DFND 1 37,940 0 0
ZOETIS INC CL A SHS 98978V103 1,030 16,164 SH   DFND 1 16,164 0 0