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
ABBOTT LABS SHS 002824100 3,994 66,664 SH   DFND 1 66,664 0 0
ABBVIE INC COM SHS 00287Y109 1,579 16,691 SH   DFND 1 16,691 0 0
ACORDA THERAPEUTICS INC BOND 00484MAA4 2,330 2,550,000 PRN   DFND 1 2,550,000 0 0
ACORDA THERAPEUTICS INC SHS 00484M106 468 19,700 SH Call DFND 1 0 0 0
ADOBE SYS INC COM SHS 00724F101 2,333 10,793 SH   DFND 1 10,793 0 0
ADVANSIX INC COM SHS 00773T101 630 18,110 SH   DFND 1 18,100 0 10
AFLAC INC COM SHS 001055102 872 19,906 SH   DFND 1 19,906 0 0
AGILENT TECHNOLOGIES INC COM SHS 00846U101 373 5,572 SH   DFND 1 5,572 0 0
AIR PRODS & CHEMS INC COM SHS 009158106 1,468 9,231 SH   DFND 1 9,231 0 0
AKAMAI TECHNOLOGIES INC BOND 00971TAG6 9,018 8,777,000 PRN   DFND 1 8,777,000 0 0
ALLERGAN PLC SHS SHS G0177J108 295 1,753 SH   DFND 1 1,753 0 0
ALPHABET CLASS A SHS 02079K305 12,158 11,723 SH   DFND 1 11,723 0 0
ALTRIA GROUP INC COM SHS 02209S103 2,256 36,196 SH   DFND 1 36,196 0 0
AMAZON COM INC COM SHS 023135106 13,835 9,559 SH   DFND 1 9,559 0 0
AMDOCS LTD ORD SHS G02602103 650 9,735 SH   DFND 1 9,735 0 0
AMEREN CORP COM SHS 023608102 287 5,053 SH   DFND 1 5,053 0 0
AMERICAN TOWER REIT COM SHS 03027X100 1,216 8,370 SH   DFND 1 8,370 0 0
AMGEN INC COM SHS 031162100 969 5,684 SH   DFND 1 5,684 0 0
ANALOG DEVICES INC COM SHS 032654105 3,466 38,035 SH   DFND 1 38,035 0 0
ANSYS INC COM SHS 03662Q105 1,252 7,988 SH   DFND 1 7,988 0 0
ANTHEM INC BOND 94973VBG1 392 130,000 PRN   DFND 1 130,000 0 0
ANTHEM INC COM SHS 036752103 1,036 4,716 SH   DFND 1 4,716 0 0
APPLE COMPUTER INC SHS 037833100 6,693 39,887 SH   DFND 1 39,887 0 0
APPLIED MATLS INC COM SHS 038222105 950 17,076 SH   DFND 1 17,076 0 0
APTIV PLC SHS SHS G6095L109 1,754 20,640 SH   DFND 1 20,640 0 0
ARGO GROUP INTL HLDGS LTD COM SHS G0464B107 542 9,438 SH   DFND 1 9,433 0 5
ARMSTRONG FLOORING INC COM SHS 04238R106 350 25,815 SH   DFND 1 25,800 0 15
ASPEN TECHNOLOGY INC COM SHS 045327103 801 10,152 SH   DFND 1 10,146 0 6
ATHENAHEALTH INC COM SHS 04685W103 1,166 8,156 SH   DFND 1 8,155 0 1
ATMOS ENERGY CORP SHS 049560105 263 3,125 SH   DFND 1 3,125 0 0
AVAYA HOLDINGS CORP SHS 05351X101 70,401 3,142,896 SH   DFND 1 3,142,896 0 0
AVEXIS INC COM SHS 05366U100 332 2,686 SH   DFND 1 2,684 0 2
AVID TECHNOLOGY INC BOND 05367PAB6 5,695 6,800,000 PRN   DFND 1 6,800,000 0 0
AXCELIS TECHNOLOGIES INC COM N SHS 054540208 636 25,880 SH   DFND 1 25,865 0 15
AXIS CAPITAL HLDGS LTD SHS SHS G0692U109 1,713 29,763 SH   DFND 1 29,763 0 0
B & G FOODS INC NEW CL A SHS 05508R106 316 13,367 SH   DFND 1 13,359 0 8
BANK OF AMERICA CORP PFD CONV 060505682 417 324 SH   DFND 1 324 0 0
BANNER CORP COM NEW SHS 06652V208 677 12,202 SH   DFND 1 12,195 0 7
BB&T CORP COM SHS 054937107 1,251 24,030 SH   DFND 1 24,030 0 0
BECTON DICKINSON & CO COM SHS 075887109 3,207 14,797 SH   DFND 1 14,797 0 0
BERKLEY W R CORP COM SHS 084423102 354 4,860 SH   DFND 1 4,860 0 0
BIOGEN IDEC INC COM SHS 09062X103 1,988 7,260 SH   DFND 1 7,260 0 0
BIOMARIN PHARMACEUTICAL INC CO SHS 09061G101 417 5,136 SH   DFND 1 5,136 0 0
BOEING CO COM SHS 097023105 4,972 15,164 SH   DFND 1 15,164 0 0
BOOKING HOLDINGS INC SHS 09857L108 329 158 SH   DFND 1 158 0 0
BOOKING HOLDINGS INC BOND 741503AS5 13,361 8,309,000 PRN   DFND 1 8,309,000 0 0
BOOKING HOLDINGS INC BOND 741503AX4 313 250,000 PRN   DFND 1 250,000 0 0
BOTTOMLINE TECH DEL INC COM SHS 101388106 781 20,139 SH   DFND 1 20,128 0 11
BOX INC CL A SHS 10316T104 549 26,753 SH   DFND 1 26,738 0 15
BRISTOL MYERS SQUIBB CO SHS 110122108 1,058 16,733 SH   DFND 1 16,733 0 0
BROOKDALE SENIOR LIVING INC BOND 112463AA2 6,108 6,100,000 PRN   DFND 1 6,100,000 0 0
BROWN & BROWN INC COM SHS 115236101 337 13,262 SH   DFND 1 13,254 0 8
BRUKER CORP COM SHS 116794108 222 7,428 SH   DFND 1 7,428 0 0
BURLINGTON STORES INC COM SHS 122017106 211 1,581 SH   DFND 1 1,581 0 0
BWX TECHNOLOGIES INC COM SHS 05605H100 560 8,817 SH   DFND 1 8,813 0 4
C&J ENERGY SERVICES INC SHS 12674R100 20,129 779,600 SH   DFND 1 779,600 0 0
CATALENT INC COM SHS 148806102 504 12,295 SH   DFND 1 12,288 0 7
CATERPILLAR INC COM SHS 149123101 5,116 34,707 SH   DFND 1 34,707 0 0
CBOE HLDGS INC COM SHS 12503M108 329 2,888 SH   DFND 1 2,888 0 0
CELANESE CORP DEL COM SER A SHS 150870103 200 1,997 SH   DFND 1 1,997 0 0
CELGENE CORP COM SHS 151020104 1,471 16,498 SH   DFND 1 16,498 0 0
CENTERPOINT ENERGY INC COM SHS 15189T107 1,335 48,724 SH   DFND 1 48,724 0 0
CHARLES RIV LABORATORIES INTCO SHS 159864107 673 6,306 SH   DFND 1 6,302 0 4
CHART INDS INC COM PAR $0.01 SHS 16115Q308 801 13,566 SH   DFND 1 13,558 0 8
CHEMOURS CO COM SHS 163851108 503 10,335 SH   DFND 1 10,329 0 6
CHENIERE ENERGY SHS 16411R208 1,515 28,360 SH   DFND 1 28,360 0 0
CHUBB LIMITED COM SHS H1467J104 1,654 12,094 SH   DFND 1 12,094 0 0
CHURCH & DWIGHT INC COM SHS 171340102 873 17,319 SH   DFND 1 17,319 0 0
CIENA CORP COM NEW SHS 171779309 446 17,234 SH   DFND 1 17,234 0 0
CIGNA CORP SHS 125509109 3,676 21,918 SH   DFND 1 21,918 0 0
CINTAS CORP SHS 172908105 2,972 17,422 SH   DFND 1 17,422 0 0
CITIZENS FINANCIAL GROUP INC. SHS 174610105 2,945 70,154 SH   DFND 1 70,154 0 0
CITRIX SYSTEMS INC BOND 177376AD2 231 175,000 PRN   DFND 1 175,000 0 0
CLEAR CHANNEL OUTDOOR HOLDINGS INC SHS 18451C109 309 63,000 SH   DFND 1 63,000 0 0
CLEVELAND-CLIFFS INC BOND 185899AA9 2,758 2,550,000 PRN   DFND 1 2,550,000 0 0
CLOVIS ONCOLOGY INC BOND 189464AB6 4,536 3,900,000 PRN   DFND 1 3,900,000 0 0
CMS ENERGY CORP SHS 125896100 2,439 53,853 SH   DFND 1 53,853 0 0
COLGATE PALMOLIVE CO SHS 194162103 787 10,981 SH   DFND 1 10,981 0 0
COMCAST CORP NEW CL A SHS 20030N101 1,993 58,333 SH   DFND 1 58,333 0 0
COMERICA INC COM SHS 200340107 2,797 29,159 SH   DFND 1 29,159 0 0
CONCHO RES INC COM SHS 20605P101 258 1,719 SH   DFND 1 1,719 0 0
CONSTELLATION BRANDS INC CL A SHS 21036P108 709 3,110 SH   DFND 1 3,110 0 0
CVR ENERGY INC COM SHS 12662P108 301 9,963 SH   DFND 1 9,957 0 6
CYPRESS SEMICONDUCTOR CORP COM SHS 232806109 520 30,667 SH   DFND 1 30,650 0 17
CYRUSONE INC COM SHS 23283R100 286 5,581 SH   DFND 1 5,578 0 3
DANAHER CORP SHS 235851102 2,726 27,839 SH   DFND 1 27,839 0 0
DCT INDUSTRIAL TRUST INC COM N SHS 233153204 2,804 49,782 SH   DFND 1 49,775 0 7
DEERE & CO COM SHS 244199105 1,572 10,117 SH   DFND 1 10,117 0 0
DELTA AIR LINES INC DEL COM NE SHS 247361702 225 4,102 SH   DFND 1 4,102 0 0
DISH NETWORK CORP BOND 25470MAB5 414 429,000 PRN   DFND 1 429,000 0 0
DISNEY WALT CO COM DISNEY SHS 254687106 4,431 44,120 SH   DFND 1 44,120 0 0
DOMINOS PIZZA INC COM SHS 25754A201 1,554 6,650 SH   DFND 1 6,650 0 0
DONALDSON INC COM SHS 257651109 889 19,726 SH   DFND 1 19,726 0 0
DOWDUPONT INC SHS 26078J100 2,843 44,615 SH   DFND 1 44,615 0 0
DTE ENERGY CO COM SHS 233331107 564 5,400 SH   DFND 1 5,400 0 0
DUKE RLTY INVTS INC COM NEW SHS 264411505 1,646 62,170 SH   DFND 1 62,170 0 0
DXC TECHNOLOGY CO COM SHS 23355L106 3,003 29,865 SH   DFND 1 29,865 0 0
EAGLE MATLS INC COM SHS 26969P108 1,712 16,612 SH   DFND 1 16,612 0 0
EATON VANCE FLOATING-RATE INCOME TRUST ETF 278279104 5,287 353,668 SH   DFND 1 353,668 0 0
EATON VANCE SENIOR INCOME TRUST ETF 27826S103 6,596 968,586 SH   DFND 1 968,586 0 0
EBAY INC COM SHS 278642103 2,844 70,661 SH   DFND 1 70,661 0 0
EDWARDS LIFESCIENCES CORP COM SHS 28176E108 1,845 13,219 SH   DFND 1 13,219 0 0
ELDORADO RESORTS INC COM SHS 28470R102 713 21,617 SH   DFND 1 21,607 0 10
ELECTRONIC ARTS COM SHS 285512109 4,228 34,874 SH   DFND 1 34,874 0 0
ELECTRONICS FOR IMAGING INC BOND 286082AC6 13,199 13,581,000 PRN   DFND 1 13,581,000 0 0
EMPLOYERS HOLDINGS INC COM SHS 292218104 534 13,199 SH   DFND 1 13,192 0 7
ENOVA INTL INC COM SHS 29357K103 1,031 46,749 SH   DFND 1 46,723 0 26
ENTERPRISE FINL SVCS CORP COM SHS 293712105 428 9,121 SH   DFND 1 9,116 0 5
ENVISION HEALTHCARE CORP SHS 29414D100 283 7,365 SH   DFND 1 7,365 0 0
EQUINIX INC COM SHS 29444U700 3,450 8,250 SH   DFND 1 8,250 0 0
ETRADE FINANCIAL CORP COM NEW SHS 269246401 371 6,701 SH   DFND 1 6,701 0 0
ETSY INC SHS 29786A106 408 14,550 SH   DFND 1 14,550 0 0
EXTENDED STAY AMERICA INC SHS 30224P200 385 19,458 SH   DFND 1 19,458 0 0
FACEBOOK INC CL A SHS 30303M102 4,043 25,304 SH   DFND 1 25,304 0 0
FEDEX CORP COM SHS 31428X106 3,181 13,248 SH   DFND 1 13,248 0 0
FIFTH THIRD BANCORP COM SHS 316773100 371 11,689 SH   DFND 1 11,689 0 0
FIREEYE INC BOND 31816QAB7 20,394 21,390,000 PRN   DFND 1 21,390,000 0 0
FIRST DATA CORP SHS 32008D106 1,849 115,563 SH   DFND 1 115,563 0 0
FIRSTENERGY CORP COM SHS 337932107 1,404 41,278 SH   DFND 1 41,278 0 0
FISERV INC COM SHS 337738108 1,597 22,393 SH   DFND 1 22,393 0 0
FIVE POINT HOLDINGS LLC COM CL SHS 33833Q106 414 29,072 SH   DFND 1 29,055 0 17
FLUIDIGM CORP BOND 34385PAA6 8,350 9,780,000 PRN   DFND 1 9,780,000 0 0
FMC CORP COM NEW SHS 302491303 1,588 20,735 SH   DFND 1 20,735 0 0
FORTIVE CORP COM SHS 34959J108 563 7,260 SH   DFND 1 7,260 0 0
FREEPORT MCMORAN COPPER&GOLDCL SHS 35671D857 260 14,777 SH   DFND 1 14,777 0 0
GALLAGHER ARTHUR J & CO COM SHS 363576109 274 3,988 SH   DFND 1 3,988 0 0
GENESEE & WYO INC CL A SHS 371559105 717 10,119 SH   DFND 1 10,113 0 6
GERMAN AMERN BANCORP INC COM SHS 373865104 444 13,290 SH   DFND 1 13,282 0 8
GILEAD SCIENCES INC COM SHS 375558103 1,979 26,240 SH   DFND 1 26,240 0 0
GLOBAL PAYMENTS INC SHS 37940X102 322 2,888 SH   DFND 1 2,888 0 0
GODADDY INC CL A SHS 380237107 553 8,997 SH   DFND 1 8,992 0 5
GRACO INC COM SHS 384109104 1,105 24,169 SH   DFND 1 24,169 0 0
GREEN DOT CORP CL A SHS 39304D102 1,355 21,123 SH   DFND 1 21,112 0 11
HAIN CELESTIAL GROUP INC/THE SHS 405217100 302 9,419 SH   DFND 1 9,419 0 0
HANCOCK HLDG CO COM SHS 410120109 1,421 27,500 SH   DFND 1 27,495 0 5
HARRIS CORP COM SHS 413875105 375 2,329 SH   DFND 1 2,329 0 0
HERC HLDGS INC COM SHS 42704L104 507 7,809 SH   DFND 1 7,805 0 4
HEXCEL CORP NEW COM SHS 428291108 667 10,332 SH   DFND 1 10,326 0 6
HILTON GRAND VACATIONS INC COM SHS 43283X105 581 13,510 SH   DFND 1 13,506 0 4
HILTON WORLDWIDE HLDGS INC WHE SHS 43300A203 1,016 12,902 SH   DFND 1 12,902 0 0
HOME DEPOT INC COM SHS 437076102 3,709 20,810 SH   DFND 1 20,810 0 0
HONEYWELL INTERNATIONAL INC. SHS 438516106 4,795 33,182 SH   DFND 1 33,182 0 0
HORIZON PHARMA INVESTMENT LTD BOND 44052TAB7 12,953 14,067,000 PRN   DFND 1 14,067,000 0 0
HOST MARRIOTT CORP NEW COM SHS 44107P104 222 11,892 SH   DFND 1 11,892 0 0
HUMANA INC SHS 444859102 2,187 8,137 SH   DFND 1 8,137 0 0
HUNTINGTON INGALLS INDS INC CO SHS 446413106 1,864 7,233 SH   DFND 1 7,233 0 0
HUNTSMAN CORP COM SHS 447011107 596 20,380 SH   DFND 1 20,380 0 0
ILLUMINA INC SHS 452327109 2,258 9,550 SH   DFND 1 9,550 0 0
IMPAX LABORATORIES INC BOND 45256BAE1 13,652 13,716,000 PRN   DFND 1 13,716,000 0 0
INGEVITY CORP COM SHS 45688C107 809 10,972 SH   DFND 1 10,966 0 6
INGREDION INC COM SHS 457187102 730 5,667 SH   DFND 1 5,667 0 0
INSMED INC BOND 457669AA7 6,234 7,050,000 PRN   DFND 1 7,050,000 0 0
INSULET CORP BOND 45784PAF8 11,851 7,630,000 PRN   DFND 1 7,630,000 0 0
INTEGRATED DEVICE TECH INC COM SHS 458118106 290 9,490 SH   DFND 1 9,485 0 5
INTEL CORP BOND 458140AF7 697 280,000 PRN   DFND 1 280,000 0 0
INTEL CORP COM SHS 458140100 2,243 43,062 SH   DFND 1 43,062 0 0
INTERCEPT PHARMACEUTICALS INC BOND 45845PAA6 3,741 4,640,000 PRN   DFND 1 4,640,000 0 0
INTERCONTINENTALEXCHANGE GROCO SHS 45866F104 1,196 16,490 SH   DFND 1 16,490 0 0
INTERXION HOLDING NV SHS NL0009693 326 5,250 SH   DFND 1 5,250 0 0
INTUIT INC COM SHS 461202103 4,450 25,667 SH   DFND 1 25,667 0 0
ITAU UNIBANCO HOLDING SA ADR 465562106 317 20,322 SH   DFND 1 20,322 0 0
J P MORGAN CHASE & CO COM SHS 46625H100 3,887 35,341 SH   DFND 1 35,341 0 0
JELD-WEN HLDG INC COM SHS 47580P103 1,771 57,853 SH   DFND 1 57,841 0 12
JOHNSON & JOHNSON SHS 478160104 3,759 29,337 SH   DFND 1 29,337 0 0
KANSAS CITY SOUTHN INDS INC CO SHS 485170302 298 2,714 SH   DFND 1 2,714 0 0
KENNAMETAL INC SHS 489170100 937 23,328 SH   DFND 1 23,318 0 10
KEYCORP SHS 493267108 282 14,406 SH   DFND 1 14,406 0 0
KEYW HOLDING CORP/THE BOND 493723AA8 9,920 10,150,000 PRN   DFND 1 10,150,000 0 0
KLA TENOR CORP COM SHS 482480100 1,543 14,154 SH   DFND 1 14,154 0 0
KRAFT HEINZ COMPANY SHS 500754106 1,265 20,313 SH   DFND 1 20,313 0 0
LAMB WESTON HLDGS INC COM SHS 513272104 3,586 61,604 SH   DFND 1 61,600 0 4
LANDSTAR SYS INC COM SHS 515098101 1,484 13,534 SH   DFND 1 13,534 0 0
LAUDER ESTEE COS INC CL A SHS 518439104 1,352 9,031 SH   DFND 1 9,031 0 0
LEAR CORP COM NEW SHS 521865204 529 2,845 SH   DFND 1 2,845 0 0
LEIDOS HLDGS INC COM SHS 525327102 635 9,706 SH   DFND 1 9,706 0 0
LINCOLN ELEC HLDGS INC COM SHS 533900106 1,259 13,997 SH   DFND 1 13,997 0 0
LINCOLN NATL CORP IND COM SHS 534187109 1,181 16,169 SH   DFND 1 16,169 0 0
LIONS GATE ENTMNT CORP CL B NO SHS 535919500 2,345 97,399 SH   DFND 1 97,389 0 10
LITHIA MTRS INC CL A SHS 536797103 243 2,413 SH   DFND 1 2,413 0 0
LOCKHEED MARTIN CORP COM SHS 539830109 1,603 4,742 SH   DFND 1 4,742 0 0
LPL FINL HLDGS INC COM SHS 50212V100 903 14,773 SH   DFND 1 14,765 0 8
MARATHON OIL CORP COM SHS 565849106 258 15,976 SH   DFND 1 15,976 0 0
MARRIOTT INTL INC NEW CL A SHS 571903202 3,154 23,195 SH   DFND 1 23,195 0 0
MARRIOTT VACATIONS WRLDWDE CCO SHS 57164Y107 753 5,654 SH   DFND 1 5,651 0 3
MARSH & MCLENNAN COS INC COM SHS 571748102 4,633 56,096 SH   DFND 1 56,096 0 0
MASCO CORP COM SHS 574599106 1,537 38,006 SH   DFND 1 38,006 0 0
MASTEC INC COM SHS 576323109 478 10,151 SH   DFND 1 10,145 0 6
MASTERCARD INC COM SHS 57636Q104 6,601 37,687 SH   DFND 1 37,687 0 0
MCDONALDS CORP SHS 580135101 3,592 22,971 SH   DFND 1 22,971 0 0
MEDICINES CO/THE BOND 584688AE5 219 190,000 PRN   DFND 1 190,000 0 0
MEDTRONIC PLC SHS G5960L103 3,339 41,632 SH   DFND 1 41,632 0 0
MERIT MED SYS INC COM SHS 589889104 572 12,622 SH   DFND 1 12,615 0 7
META FINL GROUP INC COM SHS 59100U108 516 4,720 SH   DFND 1 4,717 0 3
METROPOLITAN BK HLDG CORP COM SHS 591774104 555 13,177 SH   DFND 1 13,169 0 8
MICROCHIP TECHNOLOGY INC BOND 595017AD6 1,170 659,000 PRN   DFND 1 659,000 0 0
MICRON TECHNOLOGY INC BOND 595112AY9 922 514,000 PRN   DFND 1 514,000 0 0
MICRON TECHNOLOGY INC COM SHS 595112103 760 14,573 SH   DFND 1 14,573 0 0
MICROSOFT CORP COM SHS 594918104 16,455 180,292 SH   DFND 1 180,292 0 0
MOHAWK INDS INC COM SHS 608190104 1,336 5,754 SH   DFND 1 5,754 0 0
MOLINA HEALTHCARE INC COM SHS 60855R100 9,106 112,173 SH   DFND 1 112,168 0 5
MONDELEZ INTL INC COM SHS 609207105 1,204 28,843 SH   DFND 1 28,843 0 0
MOODYS CORP COM SHS 615369105 564 3,495 SH   DFND 1 3,495 0 0
MSCI INC CL A SHS 55354G100 1,056 7,062 SH   DFND 1 7,062 0 0
MURPHY OIL CORP SHS 626717102 215 8,335 SH   DFND 1 8,335 0 0
NASDAQ STOCK MARKET INC COM SHS 631103108 1,897 22,007 SH   DFND 1 22,007 0 0
NAVIGANT CONSULTING INC COM SHS 63935N107 419 21,790 SH   DFND 1 21,778 0 12
NAVISTAR INTERNATIONAL CORP BOND 63934EAS7 10,075 9,770,000 PRN   DFND 1 9,770,000 0 0
NETGEAR INC COM SHS 64111Q104 427 7,455 SH   DFND 1 7,451 0 4
NEWMARK GROUP INC CL A SHS 65158N102 908 59,792 SH   DFND 1 59,763 0 29
NEXSTAR BROADCASTING GROUP ICL SHS 65336K103 703 10,578 SH   DFND 1 10,572 0 6
NEXTERA ENERGY INC COM SHS 65339F101 2,390 14,631 SH   DFND 1 14,631 0 0
NORFOLK SOUTHERN CORP SHS 655844108 2,552 18,790 SH   DFND 1 18,790 0 0
NORTHROP GRUMMAN CORP COM SHS 666807102 1,610 4,613 SH   DFND 1 4,613 0 0
NORTHWEST NAT GAS CO SHS 667655104 271 4,700 SH   DFND 1 4,697 0 3
NORWEGIAN CRUISE LINE HLDGS SH SHS G66721104 561 10,605 SH   DFND 1 10,605 0 0
NOVAVAX INC BOND 670002AB0 1,210 1,700,000 PRN   DFND 1 1,700,000 0 0
NOVELLUS SYSTEMS INC BOND 670008AD3 351 58,000 PRN   DFND 1 58,000 0 0
NUANCE COMMUNICATIONS INC SHS 67020Y100 710 45,100 SH   DFND 1 45,100 0 0
NUTRIEN LTD SHS 67077M108 205 4,348 SH   DFND 1 4,348 0 0
NUVASIVE INC SHS 670704105 273 5,234 SH   DFND 1 5,234 0 0
NVIDIA CORP COM SHS 67066G104 527 2,278 SH   DFND 1 2,278 0 0
OCEAN RIG UDW INC SHS Y64354205 16,997 673,684 SH   DFND 1 673,684 0 0
OKTA INC CL A SHS 679295105 667 16,748 SH   DFND 1 16,739 0 9
OLIN CORPORATION SHS 680665205 1,688 55,527 SH   DFND 1 55,517 0 10
ON SEMICONDUCTOR CORP BOND 682189AK1 228 159,000 PRN   DFND 1 159,000 0 0
ONEOK INC NEW COM SHS 682680103 2,663 46,788 SH   DFND 1 46,788 0 0
ORACLE CORP SHS 68389X105 2,420 52,901 SH   DFND 1 52,901 0 0
OVERSTOCK COM INC DEL COM SHS 690370101 328 9,046 SH   DFND 1 9,041 0 5
PALO ALTO NETWORKS INC COM SHS 697435105 1,320 7,277 SH   DFND 1 7,277 0 0
PATTERSON-UTI ENERGY INC COM SHS 703481101 484 27,589 SH   DFND 1 27,577 0 12
PAYPAL HLDGS INC COM SHS 70450Y103 1,676 22,085 SH   DFND 1 22,085 0 0
PENN NATL GAMING INC COM SHS 707569109 1,124 42,810 SH   DFND 1 42,789 0 21
PERFORMANCE FOOD GROUP CO COM SHS 71377A103 890 29,812 SH   DFND 1 29,799 0 13
PHILIP MORRIS INTL INC SHS 718172109 1,702 17,126 SH   DFND 1 17,126 0 0
PHILLIPS 66 COM SHS 718546104 1,451 15,123 SH   DFND 1 15,123 0 0
PINNACLE FOODS INC DEL COM SHS 72348P104 2,490 46,023 SH   DFND 1 46,017 0 6
PIPER JAFFRAY COS COM SHS 724078100 841 10,125 SH   DFND 1 10,119 0 6
PLATFORM SPECIALTY PRODS CORCO SHS 72766Q105 755 78,430 SH   DFND 1 78,385 0 45
POOL CORP SHS 73278L105 300 2,053 SH   DFND 1 2,053 0 0
POPULAR INC COM SHS 733174700 644 15,481 SH   DFND 1 15,475 0 6
PRAXAIR INC COM SHS 74005P104 2,549 17,668 SH   DFND 1 17,668 0 0
PRIMERICA INC COM SHS 74164M108 846 8,758 SH   DFND 1 8,753 0 5
PROGRESSIVE CORP OHIO COM SHS 743315103 5,736 94,136 SH   DFND 1 94,136 0 0
PROSPECT CAPITAL CORP BOND 74348TAM4 205 200,000 PRN   DFND 1 200,000 0 0
PRUDENTIAL FINL INC COM SHS 744320102 1,672 16,149 SH   DFND 1 16,149 0 0
PS BUSINESS PKS INC CALIF COM SHS 69360J107 486 4,296 SH   DFND 1 4,294 0 2
PTC INC COM SHS 69370C100 2,645 33,911 SH   DFND 1 33,905 0 6
PUMA BIOTECHNOLOGY INC COM SHS 74587V107 313 4,599 SH   DFND 1 4,596 0 3
QUALITY SYS INC COM SHS 747582104 611 44,782 SH   DFND 1 44,757 0 25
RADIAN GROUP INC COM SHS 750236101 276 14,518 SH   DFND 1 14,510 0 8
RED HAT INC COM SHS 756577102 282 1,883 SH   DFND 1 1,883 0 0
REGIONS FINL CORP NEW COM SHS 7591EP100 336 18,089 SH   DFND 1 18,089 0 0
REINSURANCE GROUP OF AMERICA I SHS 759351604 778 5,053 SH   DFND 1 5,053 0 0
REPUBLIC SVCS INC COM SHS 760759100 1,017 15,344 SH   DFND 1 15,344 0 0
REXFORD INDUSTRIAL REALTY INC SHS 76169C100 216 7,511 SH   DFND 1 7,511 0 0
ROCKWELL AUTOMATION INC COM SHS 773903109 1,708 9,805 SH   DFND 1 9,805 0 0
ROVI CORP BOND 779376AD4 10,622 10,910,000 PRN   DFND 1 10,910,000 0 0
ROYAL CARIBBEAN CRUISES LTD CO SHS V7780T103 1,347 11,437 SH   DFND 1 11,437 0 0
S&P GLOBAL INC COM SHS 78409V104 1,096 5,736 SH   DFND 1 5,736 0 0
SANGAMO BIOSCIENCES INC COM SHS 800677106 318 16,769 SH   DFND 1 16,760 0 9
SANTANDER CONSUMER USA HDG ICO SHS 80283M101 661 40,517 SH   DFND 1 40,494 0 23
SAREPTA THERAPEUTICS INC COM SHS 803607100 266 3,602 SH   DFND 1 3,600 0 2
SBA COMMUNICATIONS CORP SHS 78410G104 1,785 10,441 SH   DFND 1 10,441 0 0
SCHWAB CHARLES CORP NEW COM SHS 808513105 1,739 33,303 SH   DFND 1 33,303 0 0
SCIENTIFIC GAMES CORP CL A SHS 80874P109 635 15,259 SH   DFND 1 15,250 0 9
SEI INVTS CO COM SHS 784117103 382 5,097 SH   DFND 1 5,097 0 0
SEMPRA ENERGY SHS 816851109 288 2,588 SH   DFND 1 2,588 0 0
SERVICENOW INC COM SHS 81762P102 2,732 16,508 SH   DFND 1 16,508 0 0
SPIRE INC COM SHS 84857L101 738 10,212 SH   DFND 1 10,206 0 6
SPIRIT AIRLS INC COM SHS 848577102 553 14,628 SH   DFND 1 14,620 0 8
SPIRIT RLTY CAP INC NEW COM SHS 84860W102 504 64,874 SH   DFND 1 64,837 0 37
STAG INDL INC COM SHS 85254J102 683 28,536 SH   DFND 1 28,520 0 16
STANLEY BLACK AND DECKER INC SHS 854502101 384 2,507 SH   DFND 1 2,507 0 0
SUMMIT MATLS INC CL A SHS 86614U100 449 14,820 SH   DFND 1 14,812 0 8
SVB FINL GROUP COM SHS 78486Q101 1,861 7,755 SH   DFND 1 7,755 0 0
SYNEOS HEALTH INC CL A SHS 87166B102 719 20,254 SH   DFND 1 20,248 0 6
SYNNEX CORP COM SHS 87162W100 1,270 10,719 SH   DFND 1 10,716 0 3
SYNOPSYS INC COM SHS 871607107 2,005 24,086 SH   DFND 1 24,086 0 0
SYSCO CORP COM SHS 871829107 813 13,553 SH   DFND 1 13,553 0 0
TAKE-TWO INTERACTIVE SOFTWARCO SHS 874054109 1,290 13,192 SH   DFND 1 13,186 0 6
TD AMERITRADE HOLDING CORP SHS 87236Y108 214 3,621 SH   DFND 1 3,621 0 0
TELEFLEX INC COM SHS 879369106 1,291 5,063 SH   DFND 1 5,063 0 0
TELIGENT INC/NJ BOND 449575AB5 4,016 4,300,000 PRN   DFND 1 4,300,000 0 0
TERADYNE INC BOND 880770AG7 15,547 10,180,000 PRN   DFND 1 10,180,000 0 0
TESLA INC BOND 88160RAD3 324 310,000 PRN   DFND 1 310,000 0 0
THERMO FISHER SCIENTIFIC INC SHS 883556102 1,275 6,175 SH   DFND 1 6,175 0 0
TIFFANY & CO NEW COM SHS 886547108 1,175 12,024 SH   DFND 1 12,024 0 0
TIME WARNER INC SHS 887317303 316 3,342 SH   DFND 1 3,342 0 0
TIMKEN CO SHS 887389104 209 4,588 SH   DFND 1 4,588 0 0
TIVITY HEALTH INC COM SHS 88870R102 440 11,108 SH   DFND 1 11,102 0 6
TRICO BANCSHARES COM SHS 896095106 442 11,893 SH   DFND 1 11,886 0 7
TRIMBLE NAV LTD COM SHS 896239100 2,043 56,932 SH   DFND 1 56,932 0 0
TRITON INTL LTD CL A SHS G9078F107 649 21,205 SH   DFND 1 21,193 0 12
TWITTER INC BOND 90184LAD4 11,930 12,724,000 PRN   DFND 1 12,724,000 0 0
U S CONCRETE INC COM NEW SHS 90333L201 363 6,007 SH   DFND 1 6,007 0 0
ULTIMATE SOFTWARE GROUP INC CO SHS 90385D107 402 1,648 SH   DFND 1 1,647 0 1
UNIFIRST CORP COM SHS 904708104 516 3,193 SH   DFND 1 3,191 0 2
UNION PAC CORP SHS 907818108 4,474 33,277 SH   DFND 1 33,277 0 0
UNITED FINL BANCORP INC NEW CO SHS 910304104 443 27,304 SH   DFND 1 27,290 0 14
UNITED TECHNOLOGIES CORP SHS 913017109 1,731 13,754 SH   DFND 1 13,754 0 0
UNITEDHEALTH GROUP INC SHS 91324P102 2,512 11,738 SH   DFND 1 11,738 0 0
UNITIL CORP COM SHS 913259107 711 15,330 SH   DFND 1 15,321 0 9
UNIVAR INC COM SHS 91336L107 461 16,600 SH   DFND 1 16,591 0 9
UTILITIES SELECT SECTOR SPDR FUND ETF 81369Y886 1,550 30,675 SH   DFND 1 30,675 0 0
VALVOLINE INC COM SHS 92047W101 650 29,368 SH   DFND 1 29,351 0 17
VEECO INSTRUMENTS INC BOND 922417AD2 4,244 4,650,000 PRN   DFND 1 4,650,000 0 0
VERIZON COMMUNICATIONS INC SHS 92343V104 453 9,469 SH   DFND 1 9,469 0 0
VERTEX PHARMACEUTICALS INC COM SHS 92532F100 732 4,494 SH   DFND 1 4,494 0 0
VIPSHOP HOLDINGS LTD ADR 92763W103 465 27,950 SH   DFND 1 27,950 0 0
VISA INC COM CL A SHS 92826C839 6,836 57,146 SH   DFND 1 57,146 0 0
VMWARE INC CL A COM SHS 928563402 854 7,045 SH   DFND 1 7,045 0 0
VOYA FINL INC COM SHS 929089100 2,894 57,303 SH   DFND 1 57,303 0 0
WABTEC CORP COM SHS 929740108 1,329 16,325 SH   DFND 1 16,325 0 0
WAL MART STORES INC SHS 931142103 2,043 22,967 SH   DFND 1 22,967 0 0
WALKER & DUNLOP INC COM SHS 93148P102 1,674 28,182 SH   DFND 1 28,171 0 11
WASTE CONNECTIONS INC SHS 94106B101 2,266 31,583 SH   DFND 1 31,579 0 4
WASTE MANAGEMENT INC COM SHS 94106L109 4,388 52,161 SH   DFND 1 52,161 0 0
WATERS CORP COM SHS 941848103 1,172 5,902 SH   DFND 1 5,902 0 0
WD 40 CO COM SHS 929236107 475 3,604 SH   DFND 1 3,602 0 2
WEB.COM GROUP INC BOND 94733AAA2 10,012 10,062,000 PRN   DFND 1 10,062,000 0 0
WEC ENERGY GROUP INC COM SHS 92939U106 280 4,470 SH   DFND 1 4,470 0 0
WELBILT INC SHS 949090104 725 37,281 SH   DFND 1 37,264 0 17
WELLS FARGO & CO PFD CONV 949746804 494 383 SH   DFND 1 383 0 0
WESTERN ALLIANCE BANCORP COM SHS 957638109 527 9,064 SH   DFND 1 9,059 0 5
WESTERN DIGITAL CORP COM SHS 958102105 1,574 17,063 SH   DFND 1 17,063 0 0
WESTLAKE CHEM CORP COM SHS 960413102 3,697 33,260 SH   DFND 1 33,260 0 0
WEX INC SHS 96208T104 424 2,704 SH   DFND 1 2,702 0 2
WEYERHAEUSER CO COM SHS 962166104 811 23,185 SH   DFND 1 23,185 0 0
WINTRUST FINL CORP COM SHS 97650W108 768 8,934 SH   DFND 1 8,929 0 5
WORLDPAY INC SHS 981558109 3,789 46,072 SH   DFND 1 46,072 0 0
WYNDHAM WORLDWIDE CORP COM SHS 98310W108 3,454 30,185 SH   DFND 1 30,185 0 0
ZIMMER HLDGS INC COM SHS 98956P102 3,751 34,406 SH   DFND 1 34,406 0 0
ZOETIS INC CL A SHS 98978V103 1,241 14,867 SH   DFND 1 14,867 0 0