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 4,609 80,772 SH   DFND 1 80,772 0 0
ABBVIE INC COM SHS 00287Y109 1,729 17,881 SH   DFND 1 17,881 0 0
ACTIVISION BLIZZARD INC SHS 00507V109 479 7,561 SH   DFND 1 7,561 0 0
ADOBE SYS INC COM SHS 00724F101 1,919 10,952 SH   DFND 1 10,952 0 0
ADVANSIX INC COM SHS 00773T101 768 18,250 SH   DFND 1 18,239 0 11
AETNA INC SHS 00817Y108 530 2,939 SH   DFND 1 2,939 0 0
AFLAC INC COM SHS 001055102 2,797 31,862 SH   DFND 1 31,862 0 0
AGILENT TECHNOLOGIES INC COM SHS 00846U101 392 5,854 SH   DFND 1 5,854 0 0
AGRIUM INC SHS 008916108 377 3,280 SH   DFND 1 3,280 0 0
AIR PRODS & CHEMS INC COM SHS 009158106 1,052 6,412 SH   DFND 1 6,412 0 0
AKAMAI TECHNOLOGIES INC BOND 00971TAG6 6,874 6,819,000 PRN   DFND 1 6,819,000 0 0
ALBEMARLE CORP COM SHS 012653101 255 1,996 SH   DFND 1 1,996 0 0
ALLSTATE CORP/THE SHS 020002101 939 8,966 SH   DFND 1 8,966 0 0
ALPHABET CLASS A SHS 02079K305 16,534 15,696 SH   DFND 1 15,696 0 0
ALTRIA GROUP INC COM SHS 02209S103 2,417 33,845 SH   DFND 1 33,845 0 0
AMAZON COM INC COM SHS 023135106 12,008 10,268 SH   DFND 1 10,268 0 0
AMDOCS LTD SHS G02602103 364 5,553 SH   DFND 1 5,553 0 0
AMEREN CORP COM SHS 023608102 314 5,309 SH   DFND 1 5,309 0 0
AMERICAN TOWER REIT COM SHS 03027X100 1,536 10,762 SH   DFND 1 10,762 0 0
AMGEN INC COM SHS 031162100 2,759 15,863 SH   DFND 1 15,863 0 0
ANALOG DEVICES INC COM SHS 032654105 3,487 39,166 SH   DFND 1 39,166 0 0
ANSYS INC COM SHS 03662Q105 233 1,576 SH   DFND 1 1,576 0 0
ANTHEM INC COM SHS 036752103 1,522 6,764 SH   DFND 1 6,764 0 0
AON PLC SHS CL A SHS G0408V102 2,736 20,418 SH   DFND 1 20,418 0 0
APPLE COMPUTER INC SHS 037833100 8,959 52,937 SH   DFND 1 52,937 0 0
APPLIED MATLS INC COM SHS 038222105 2,105 41,180 SH   DFND 1 41,180 0 0
ARES CAPITAL CORP BOND 04010LAJ2 955 950,000 PRN   DFND 1 950,000 0 0
ARGO GROUP INTL HLDGS LTD COM SHS G0464B107 609 9,870 SH   DFND 1 9,864 0 6
ARMSTRONG FLOORING INC COM SHS 04238R106 440 25,971 SH   DFND 1 25,955 0 16
ASPEN TECHNOLOGY INC COM SHS 045327103 414 6,255 SH   DFND 1 6,251 0 4
ATHENAHEALTH INC SHS 04685W103 375 2,818 SH   DFND 1 2,818 0 0
ATMOS ENERGY CORP SHS 049560105 254 2,960 SH   DFND 1 2,960 0 0
AVID TECHNOLOGY INC BOND 05367PAB6 6,042 7,000,000 PRN   DFND 1 7,000,000 0 0
AXCELIS TECHNOLOGIES INC COM N SHS 054540208 746 25,985 SH   DFND 1 25,969 0 16
B & G FOODS INC NEW CL A SHS 05508R106 472 13,439 SH   DFND 1 13,431 0 8
BANK OF AMERICA CORP PFD CONV 060505682 428 324 SH   DFND 1 324 0 0
BANK OF THE OZARKS INC COM SHS 063904106 694 14,324 SH   DFND 1 14,315 0 9
BANNER CORP COM NEW SHS 06652V208 528 9,582 SH   DFND 1 9,576 0 6
BECTON DICKINSON & CO COM SHS 075887109 2,798 13,071 SH   DFND 1 13,071 0 0
BERKLEY W R CORP COM SHS 084423102 367 5,111 SH   DFND 1 5,111 0 0
BERRY PLASTICS GROUP INC COM SHS 08579W103 408 6,960 SH   DFND 1 6,956 0 4
BIOGEN IDEC INC COM SHS 09062X103 3,344 10,497 SH   DFND 1 10,497 0 0
BIOMARIN PHARMACEUTICAL INC BOND 09061GAE1 8,152 7,500,000 PRN   DFND 1 7,500,000 0 0
BIOMARIN PHARMACEUTICAL INC CO SHS 09061G101 575 6,450 SH   DFND 1 6,450 0 0
BIOVERATIV INC COM SHS 09075E100 561 10,395 SH   DFND 1 10,389 0 6
BOEING CO COM SHS 097023105 6,667 22,607 SH   DFND 1 22,607 0 0
BONANZA CREEK ENERGY INC SHS 097793400 3,587 129,993 SH   DFND 1 129,993 0 0
BOTTOMLINE TECH DEL INC COM SHS 101388106 364 10,493 SH   DFND 1 10,487 0 6
BOX INC CL A SHS 10316T104 564 26,690 SH   DFND 1 26,674 0 16
BRASKEM SA SP ADR PFD A ADR 105532105 289 11,026 SH   DFND 1 11,026 0 0
BRISTOL MYERS SQUIBB CO SHS 110122108 1,798 29,334 SH   DFND 1 29,334 0 0
BRISTOW GROUP INC BOND 110394AF0 4,423 4,000,000 PRN   DFND 1 4,000,000 0 0
BROADCOM LTD SHS SHS Y09827109 5,127 19,956 SH   DFND 1 19,956 0 0
BRUKER CORP COM SHS 116794108 248 7,221 SH   DFND 1 7,221 0 0
BURLINGTON STORES INC COM SHS 122017106 204 1,661 SH   DFND 1 1,661 0 0
BWX TECHNOLOGIES INC COM SHS 05605H100 620 10,258 SH   DFND 1 10,252 0 6
C&J ENERGY SERVICES INC SHS 12674R100 26,093 779,600 SH   DFND 1 779,600 0 0
CANNAE HOLDINGS INC SHS 13765N107 274 16,100 SH   DFND 1 16,100 0 0
CARDINAL HEALTH INC SHS 14149Y108 390 6,358 SH   DFND 1 6,358 0 0
CARETRUST REIT INC COM SHS 14174T107 194 11,607 SH   DFND 1 11,607 0 0
CARTER HLDGS INC COM SHS 146229109 203 1,721 SH   DFND 1 1,721 0 0
CATALENT INC COM SHS 148806102 654 15,930 SH   DFND 1 15,920 0 10
CATERPILLAR INC COM SHS 149123101 5,980 37,946 SH   DFND 1 37,946 0 0
CBOE HLDGS INC COM SHS 12503M108 379 3,038 SH   DFND 1 3,038 0 0
CELANESE CORP DEL COM SER A SHS 150870103 225 2,100 SH   DFND 1 2,100 0 0
CELGENE CORP COM SHS 151020104 1,478 14,167 SH   DFND 1 14,167 0 0
CENTERPOINT ENERGY INC COM SHS 15189T107 1,386 48,903 SH   DFND 1 48,903 0 0
CHARLES RIV LABORATORIES INTCO SHS 159864107 697 6,363 SH   DFND 1 6,359 0 4
CHART INDS INC COM PAR $0.01 SHS 16115Q308 746 15,910 SH   DFND 1 15,900 0 10
CHEESECAKE FACTORY INC/THE SHS 163072101 333 6,905 SH   DFND 1 6,905 0 0
CHEMOURS CO COM SHS 163851108 403 8,044 SH   DFND 1 8,039 0 5
CHENIERE ENERGY SHS 16411R208 1,309 24,317 SH   DFND 1 24,317 0 0
CHEVRON CORP NEW SHS 166764100 943 7,531 SH   DFND 1 7,531 0 0
CHUBB LIMITED COM SHS H1467J104 2,002 13,699 SH   DFND 1 13,699 0 0
CHURCH & DWIGHT INC COM SHS 171340102 1,614 32,174 SH   DFND 1 32,174 0 0
CIENA CORP COM NEW SHS 171779309 513 24,521 SH   DFND 1 24,521 0 0
CIGNA CORP SHS 125509109 3,743 18,430 SH   DFND 1 18,430 0 0
CINTAS CORP SHS 172908105 3,127 20,063 SH   DFND 1 20,063 0 0
CISCO SYS INC COM SHS 17275R102 927 24,203 SH   DFND 1 24,203 0 0
CITIZENS FINANCIAL GROUP INC. SHS 174610105 2,960 70,494 SH   DFND 1 70,494 0 0
CLEAR CHANNEL OUTDOOR HOLDINGS INC SHS 18451C109 193 42,000 SH   DFND 1 42,000 0 0
CLEVELAND-CLIFFS INC BOND 185899AA9 10,975 10,000,000 PRN   DFND 1 10,000,000 0 0
CLOROX CO COM SHS 189054109 1,225 8,230 SH   DFND 1 8,230 0 0
CLOVIS ONCOLOGY INC BOND 189464AB6 8,104 6,000,000 PRN   DFND 1 6,000,000 0 0
CMS ENERGY CORP SHS 125896100 2,680 56,675 SH   DFND 1 56,675 0 0
CNH INDL N V SHS SHS N20944109 561 41,859 SH   DFND 1 41,859 0 0
COCA COLA BOTTLING CO CONS COM SHS 191098102 396 1,842 SH   DFND 1 1,841 0 1
COLGATE PALMOLIVE CO SHS 194162103 831 11,024 SH   DFND 1 11,024 0 0
COMCAST CORP NEW CL A SHS 20030N101 3,703 92,448 SH   DFND 1 92,448 0 0
COMERICA INC COM SHS 200340107 2,648 30,495 SH   DFND 1 30,495 0 0
COMSTOCK RESOURCES INC SHS 205768302 302 35,750 SH   DFND 1 35,750 0 0
COMSTOCK RESOURCES INC BOND 205768AM6 1,850 2,000,000 PRN   DFND 1 2,000,000 0 0
CONCHO RES INC COM SHS 20605P101 271 1,808 SH   DFND 1 1,808 0 0
CONSTELLATION BRANDS INC CL A SHS 21036P108 1,093 4,780 SH   DFND 1 4,780 0 0
CRESCENT POINT ENERGY CORP SHS 22576C101 79 10,306 SH   DFND 1 10,306 0 0
CVR ENERGY INC COM SHS 12662P108 373 10,009 SH   DFND 1 10,003 0 6
CYPRESS SEMICONDUCTOR CORP COM SHS 232806109 470 30,873 SH   DFND 1 30,854 0 19
CYRUSONE INC COM SHS 23283R100 2,556 42,940 SH   DFND 1 42,932 0 8
DANAHER CORP SHS 235851102 2,576 27,754 SH   DFND 1 27,754 0 0
DCT INDUSTRIAL TRUST INC COM N SHS 233153204 3,413 58,059 SH   DFND 1 58,053 0 6
DEERE & CO SHS 244199105 450 2,874 SH   DFND 1 2,874 0 0
DELTA AIR LINES INC DEL COM NE SHS 247361702 246 4,396 SH   DFND 1 4,396 0 0
DISH NETWORK CORP BOND 25470MAB5 637 584,000 PRN   DFND 1 584,000 0 0
DOMINOS PIZZA INC COM SHS 25754A201 1,354 7,168 SH   DFND 1 7,168 0 0
DONALDSON INC COM SHS 257651109 1,029 21,023 SH   DFND 1 21,023 0 0
DTE ENERGY CO COM SHS 233331107 696 6,364 SH   DFND 1 6,364 0 0
DUKE RLTY INVTS INC COM NEW SHS 264411505 2,611 95,943 SH   DFND 1 95,943 0 0
DUN & BRADSTREET CORP DEL NECO SHS 26483E100 1,111 9,381 SH   DFND 1 9,381 0 0
DXC TECHNOLOGY CO COM SHS 23355L106 3,006 31,678 SH   DFND 1 31,678 0 0
EAGLE MATLS INC COM SHS 26969P108 2,642 23,320 SH   DFND 1 23,317 0 3
EATON VANCE FLOATING-RATE INCOME TRUST ETF 278279104 5,068 353,668 SH   DFND 1 353,668 0 0
EATON VANCE SENIOR INCOME TRUST ETF 27826S103 6,315 968,586 SH   DFND 1 968,586 0 0
EBAY INC COM SHS 278642103 2,039 54,014 SH   DFND 1 54,014 0 0
EDWARDS LIFESCIENCES CORP COM SHS 28176E108 1,590 14,112 SH   DFND 1 14,112 0 0
ELDORADO RESORTS INC COM SHS 28470R102 963 29,032 SH   DFND 1 29,014 0 18
ELECTRONIC ARTS COM SHS 285512109 4,874 46,388 SH   DFND 1 46,388 0 0
ELI LILLY AND CO. SHS 532457108 320 3,788 SH   DFND 1 3,788 0 0
EMPRESA NACIONAL DE ELCTRCIDSP ADR 29244T101 204 7,561 SH   DFND 1 7,561 0 0
ENERSIS S A SPONSORED ADR ADR 29274F104 242 21,644 SH   DFND 1 21,644 0 0
ENOVA INTL INC COM SHS 29357K103 914 60,187 SH   DFND 1 60,158 0 29
ENVISION HEALTHCARE CORP SHS 29414D100 698 20,185 SH   DFND 1 20,185 0 0
EOG RES INC COM SHS 26875P101 1,590 14,727 SH   DFND 1 14,727 0 0
EQUINIX INC COM SHS 29444U700 4,541 10,020 SH   DFND 1 10,020 0 0
EQUITY LIFESTYLE PROPERTIES INC SHS 29472R108 774 8,697 SH   DFND 1 8,697 0 0
ETRADE FINANCIAL CORP COM NEW SHS 269246401 320 6,463 SH   DFND 1 6,463 0 0
F5 NETWORKS INC SHS 315616102 436 3,320 SH   DFND 1 3,320 0 0
FACEBOOK INC CL A SHS 30303M102 6,061 34,348 SH   DFND 1 34,348 0 0
FCB FINL HLDGS INC CL A SHS 30255G103 469 9,241 SH   DFND 1 9,235 0 6
FEDEX CORP COM SHS 31428X106 3,230 12,942 SH   DFND 1 12,942 0 0
FIAT CHRYSLER AUTOMOBILES NV SHS NL0010877 193 10,794 SH   DFND 1 10,794 0 0
FIDELITY NATIONAL INFORMATION SHS 31620M106 2,969 31,548 SH   DFND 1 31,548 0 0
FIFTH THIRD BANCORP COM SHS 316773100 358 11,803 SH   DFND 1 11,803 0 0
FINISAR CORP BOND 31787AAM3 14,815 14,668,000 PRN   DFND 1 14,668,000 0 0
FIREEYE INC BOND 31816QAB7 8,459 9,011,000 PRN   DFND 1 9,011,000 0 0
FIREEYE INC BOND 31816QAD3 17,249 18,774,000 PRN   DFND 1 18,774,000 0 0
FIRST DATA CORP SHS 32008D106 2,408 144,119 SH   DFND 1 144,119 0 0
FISERV INC COM SHS 337738108 1,591 12,134 SH   DFND 1 12,134 0 0
FLUIDIGM CORP BOND 34385PAA6 7,713 9,244,000 PRN   DFND 1 9,244,000 0 0
FMC CORP COM NEW SHS 302491303 2,893 30,558 SH   DFND 1 30,558 0 0
FORTIVE CORP COM SHS 34959J108 560 7,745 SH   DFND 1 7,745 0 0
FOUR CORNERS PPTY TR INC COM SHS 35086T109 748 29,106 SH   DFND 1 29,088 0 18
FREEPORT MCMORAN COPPER&GOLDCL SHS 35671D857 279 14,717 SH   DFND 1 14,717 0 0
GAMING & LEISURE PPTYS INC COM SHS 36467J108 879 23,744 SH   DFND 1 23,744 0 0
GCP APPLIED TECHNOLOGIES INCCO SHS 36164Y101 514 16,117 SH   DFND 1 16,107 0 10
GENESEE & WYO INC CL A SHS 371559105 522 6,632 SH   DFND 1 6,628 0 4
GERMAN AMERN BANCORP INC COM SHS 373865104 472 13,350 SH   DFND 1 13,342 0 8
GILEAD SCIENCES INC COM SHS 375558103 1,511 21,097 SH   DFND 1 21,097 0 0
GLOBAL PAYMENTS INC SHS 37940X102 376 3,747 SH   DFND 1 3,747 0 0
GLOBALSTAR INC COM SHS 378973408 518 395,574 SH   DFND 1 395,526 0 48
GODADDY INC CL A SHS 380237107 770 15,322 SH   DFND 1 15,313 0 9
GRACO INC COM SHS 384109104 869 19,221 SH   DFND 1 19,221 0 0
GREEN DOT CORP CL A SHS 39304D102 2,047 33,972 SH   DFND 1 33,957 0 15
HAIN CELESTIAL GROUP INC/THE SHS 405217100 409 9,644 SH   DFND 1 9,644 0 0
HALCON RESOURCES CORP SHS 40537Q605 1,494 197,401 SH   DFND 1 197,401 0 0
HALCON RESOURCES CORP SHS 40537Q118 14 21,569 SH   DFND 1 21,569 0 0
HANCOCK HLDG CO COM SHS 410120109 1,368 27,637 SH   DFND 1 27,631 0 6
HARRIS CORP COM SHS 413875105 348 2,450 SH   DFND 1 2,450 0 0
HERC HLDGS INC COM SHS 42704L104 492 7,848 SH   DFND 1 7,843 0 5
HOME DEPOT INC COM SHS 437076102 6,680 35,243 SH   DFND 1 35,243 0 0
HONEYWELL INTERNATIONAL INC. SHS 438516106 7,502 48,917 SH   DFND 1 48,917 0 0
HORIZON PHARMA INVESTMENT LTD BOND 44052TAB7 22,475 24,250,000 PRN   DFND 1 24,250,000 0 0
HOST MARRIOTT CORP NEW COM SHS 44107P104 785 39,536 SH   DFND 1 39,536 0 0
HUMANA INC SHS 444859102 1,498 6,041 SH   DFND 1 6,041 0 0
HUNTINGTON INGALLS INDS INC CO SHS 446413106 3,435 14,570 SH   DFND 1 14,568 0 2
HUNTSMAN CORP COM SHS 447011107 924 27,767 SH   DFND 1 27,767 0 0
ILLUMINA INC SHS 452327109 3,015 13,800 SH   DFND 1 13,800 0 0
INGEVITY CORP COM SHS 45688C107 1,067 15,144 SH   DFND 1 15,139 0 5
INGREDION INC COM SHS 457187102 644 4,604 SH   DFND 1 4,604 0 0
INPHI CORP COM SHS 45772F107 606 16,552 SH   DFND 1 16,552 0 0
INSULET CORP BOND 45784PAF8 12,930 9,880,000 PRN   DFND 1 9,880,000 0 0
INTEGRATED DEVICE TECH INC COM SHS 458118106 283 9,535 SH   DFND 1 9,529 0 6
INTEL CORP BOND 458140AF7 451 203,000 PRN   DFND 1 203,000 0 0
INTERCEPT PHARMACEUTICALS INC BOND 45845PAA6 11,200 14,000,000 PRN   DFND 1 14,000,000 0 0
INTERCONTINENTALEXCHANGE GROCO SHS 45866F104 1,344 19,047 SH   DFND 1 19,047 0 0
INTUIT INC COM SHS 461202103 4,454 28,226 SH   DFND 1 28,226 0 0
IONIS PHARMACEUTICALS INC BOND 464337AJ3 9,673 9,142,000 PRN   DFND 1 9,142,000 0 0
ISHARES RUSSELL 1000 VALUE ETF ETF 464287598 15,020 120,800 SH   DFND 1 120,800 0 0
ITAU UNIBANCO HOLDING SA ADR 465562106 635 48,814 SH   DFND 1 48,814 0 0
J P MORGAN CHASE & CO COM SHS 46625H100 3,199 29,919 SH   DFND 1 29,919 0 0
JELD-WEN HLDG INC COM SHS 47580P103 3,099 78,710 SH   DFND 1 78,697 0 13
JOHN BEAN TECHNOLOGIES CORP CO SHS 477839104 869 7,839 SH   DFND 1 7,835 0 4
JOHNSON & JOHNSON SHS 478160104 4,115 29,452 SH   DFND 1 29,452 0 0
KANSAS CITY SOUTHN INDS INC CO SHS 485170302 279 2,648 SH   DFND 1 2,648 0 0
KEYCORP SHS 493267108 306 15,151 SH   DFND 1 15,151 0 0
KEYW HOLDING CORP/THE BOND 493723AA8 11,010 12,000,000 PRN   DFND 1 12,000,000 0 0
KLA TENOR CORP COM SHS 482480100 1,948 18,540 SH   DFND 1 18,540 0 0
KMG CHEMICALS INC SHS 482564101 246 3,717 SH   DFND 1 3,717 0 0
KRAFT HEINZ COMPANY SHS 500754106 1,165 14,989 SH   DFND 1 14,989 0 0
LA QUINTA HLDGS INC COM SHS 50420D108 1,268 68,677 SH   DFND 1 68,648 0 29
LAM RESEARCH CORP BOND 512807AL2 383 125,000 PRN   DFND 1 125,000 0 0
LAMB WESTON HLDGS INC COM SHS 513272104 4,149 73,483 SH   DFND 1 73,476 0 7
LANDSTAR SYS INC COM SHS 515098101 3,390 32,560 SH   DFND 1 32,560 0 0
LAUDER ESTEE COS INC CL A SHS 518439104 1,542 12,120 SH   DFND 1 12,120 0 0
LEAR CORP COM NEW SHS 521865204 912 5,166 SH   DFND 1 5,166 0 0
LEIDOS HLDGS INC COM SHS 525327102 668 10,344 SH   DFND 1 10,344 0 0
LINCOLN ELEC HLDGS INC COM SHS 533900106 1,062 11,603 SH   DFND 1 11,603 0 0
LINCOLN NATL CORP IND COM SHS 534187109 1,139 14,821 SH   DFND 1 14,821 0 0
LIONS GATE ENTMNT CORP CL B NO SHS 535919500 1,804 56,843 SH   DFND 1 56,843 0 0
LITHIA MTRS INC CL A SHS 536797103 288 2,533 SH   DFND 1 2,533 0 0
LOCKHEED MARTIN CORP COM SHS 539830109 2,822 8,788 SH   DFND 1 8,788 0 0
LPL FINL HLDGS INC COM SHS 50212V100 1,461 25,568 SH   DFND 1 25,559 0 9
LUMENTUM HOLDINGS INC SHS 55024U109 1,697 34,700 SH   DFND 1 34,700 0 0
LYONDELLBASELL INDUSTRIES N SH SHS N53745100 1,587 14,392 SH   DFND 1 14,392 0 0
MACY'S INC SHS 55616P104 795 31,555 SH   DFND 1 31,555 0 0
MARATHON OIL CORP COM SHS 565849106 268 15,833 SH   DFND 1 15,833 0 0
MARRIOTT INTL INC NEW CL A SHS 571903202 4,316 31,802 SH   DFND 1 31,802 0 0
MARSH & MCLENNAN COS INC COM SHS 571748102 4,364 53,610 SH   DFND 1 53,610 0 0
MASCO CORP COM SHS 574599106 3,472 79,026 SH   DFND 1 79,026 0 0
MASTEC INC COM SHS 576323109 499 10,203 SH   DFND 1 10,197 0 6
MASTERCARD INC COM SHS 57636Q104 6,101 40,307 SH   DFND 1 40,307 0 0
MCDONALDS CORP SHS 580135101 4,018 23,347 SH   DFND 1 23,347 0 0
MEDTRONIC PLC SHS G5960L103 3,588 44,437 SH   DFND 1 44,437 0 0
MERIT MED SYS INC COM SHS 589889104 677 15,665 SH   DFND 1 15,655 0 10
META FINL GROUP INC COM SHS 59100U108 695 7,504 SH   DFND 1 7,499 0 5
METROPOLITAN BK HLDG CORP COM SHS 591774104 698 16,574 SH   DFND 1 16,566 0 8
MICROCHIP TECHNOLOGY INC BOND 595017AD6 14,387 8,438,000 PRN   DFND 1 8,438,000 0 0
MICROSEMI CORP COM SHS 595137100 2,299 44,509 SH   DFND 1 44,509 0 0
MICROSOFT CORP COM SHS 594918104 16,872 197,242 SH   DFND 1 197,242 0 0
MOBILE TELESYSTEMS PJSC ADR 607409109 106 10,371 SH   DFND 1 10,371 0 0
MOHAWK INDS INC COM SHS 608190104 1,978 7,169 SH   DFND 1 7,169 0 0
MOLINA HEALTHCARE INC BOND 60855RAD2 16,223 11,793,000 PRN   DFND 1 11,793,000 0 0
MOLINA HEALTHCARE INC COM SHS 60855R100 892 11,640 SH   DFND 1 11,635 0 5
MOODYS CORP COM SHS 615369105 367 2,482 SH   DFND 1 2,482 0 0
MSCI INC CL A SHS 55354G100 1,132 8,942 SH   DFND 1 8,942 0 0
NAVISTAR INTERNATIONAL CORP BOND 63934EAS7 18,551 17,078,000 PRN   DFND 1 17,078,000 0 0
NEXSTAR BROADCASTING GROUP ICL SHS 65336K103 832 10,640 SH   DFND 1 10,633 0 7
NEXTERA ENERGY INC SHS 65339F101 367 2,349 SH   DFND 1 2,349 0 0
NORFOLK SOUTHERN CORP SHS 655844108 2,126 14,668 SH   DFND 1 14,668 0 0
NORTHROP GRUMMAN CORP COM SHS 666807102 1,288 4,197 SH   DFND 1 4,197 0 0
NORWEGIAN CRUISE LINE HLDGS SH SHS G66721104 459 8,618 SH   DFND 1 8,618 0 0
NOVAVAX INC BOND 670002AB0 1,418 3,000,000 PRN   DFND 1 3,000,000 0 0
NVIDIA CORP COM SHS 67066G104 473 2,444 SH   DFND 1 2,444 0 0
OCEAN RIG UDW INC SHS G66964118 18,055 673,684 SH   DFND 1 673,684 0 0
OLIN CORPORATION SHS 680665205 3,485 97,933 SH   DFND 1 97,922 0 11
ONEOK INC NEW COM SHS 682680103 2,613 48,894 SH   DFND 1 48,894 0 0
ORACLE CORP SHS 68389X105 2,875 60,808 SH   DFND 1 60,808 0 0
PALO ALTO NETWORKS INC BOND 697435AB1 20,346 14,831,000 PRN   DFND 1 14,831,000 0 0
PALO ALTO NETWORKS INC COM SHS 697435105 1,845 12,729 SH   DFND 1 12,729 0 0
PATTERSON-UTI ENERGY INC COM SHS 703481101 767 33,348 SH   DFND 1 33,335 0 13
PAYPAL HLDGS INC COM SHS 70450Y103 2,380 32,332 SH   DFND 1 32,332 0 0
PDC ENERGY INC COM SHS 69327R101 461 8,943 SH   DFND 1 8,937 0 6
PEABODY ENERGY CORP SHS 704551100 2,276 57,802 SH   DFND 1 57,802 0 0
PEABODY ENERGY CORP PFD CONV 704551407 1,105 14,806 SH   DFND 1 14,806 0 0
PENN NATL GAMING INC COM SHS 707569109 1,173 37,438 SH   DFND 1 37,415 0 23
PEPSICO INC SHS 713448108 1,938 16,160 SH   DFND 1 16,160 0 0
PERFORMANCE FOOD GROUP CO COM SHS 71377A103 758 22,893 SH   DFND 1 22,879 0 14
PETROBRAS BRASILEIRO ADR SPONS ADR 71654V101 121 12,281 SH   DFND 1 12,281 0 0
PHILIP MORRIS INTL INC SHS 718172109 2,058 19,477 SH   DFND 1 19,477 0 0
PHILLIPS 66 COM SHS 718546104 1,536 15,183 SH   DFND 1 15,183 0 0
PINNACLE FOODS INC SHS 72348P104 564 9,482 SH   DFND 1 9,482 0 0
PIPER JAFFRAY COS COM SHS 724078100 879 10,191 SH   DFND 1 10,185 0 6
PLATFORM SPECIALTY PRODS CORCO SHS 72766Q105 490 49,467 SH   DFND 1 49,437 0 30
POOL CORP SHS 73278L105 2,132 16,448 SH   DFND 1 16,444 0 4
POWERSHARES DB US DOLLAR INDEX BULLISH FUND SHS 73936D957 2,183 90,900 SH Put DFND 1 90,900 0 0
POWERSHARES SENIOR LOAN PORTFOLIO ETF 73936Q769 85,102 3,693,683 SH   DFND 1 3,693,683 0 0
PRAXAIR INC COM SHS 74005P104 1,546 9,995 SH   DFND 1 9,995 0 0
PRICELINE COM INC COM NEW SHS 741503403 1,444 831 SH   DFND 1 831 0 0
PRICELINE GROUP INC/THE BOND 741503AQ9 213 116,000 PRN   DFND 1 116,000 0 0
PRIMERICA INC COM SHS 74164M108 1,473 14,507 SH   DFND 1 14,503 0 4
PROGRESSIVE CORP OHIO COM SHS 743315103 6,949 123,389 SH   DFND 1 123,389 0 0
PRUDENTIAL FINL INC COM SHS 744320102 2,289 19,914 SH   DFND 1 19,914 0 0
PS BUSINESS PKS INC CALIF COM SHS 69360J107 541 4,330 SH   DFND 1 4,327 0 3
PTC INC COM SHS 69370C100 2,640 43,445 SH   DFND 1 43,439 0 6
QTS RLTY TR INC COM CL A SHS 74736A103 821 15,159 SH   DFND 1 15,159 0 0
QUALITY SYS INC COM SHS 747582104 493 36,333 SH   DFND 1 36,310 0 23
RADIAN GROUP INC COM SHS 750236101 301 14,580 SH   DFND 1 14,571 0 9
RED HAT INC COM SHS 756577102 1,095 9,117 SH   DFND 1 9,117 0 0
REGIONS FINL CORP NEW COM SHS 7591EP100 298 17,244 SH   DFND 1 17,244 0 0
REPUBLIC SVCS INC COM SHS 760759100 382 5,643 SH   DFND 1 5,643 0 0
RESTAURANT BRANDS INTERNATIONAL INC SHS 76131D103 362 5,882 SH   DFND 1 5,882 0 0
ROCKWELL AUTOMATION INC COM SHS 773903109 2,063 10,509 SH   DFND 1 10,509 0 0
ROYAL CARIBBEAN CRUISES LTD CO SHS V7780T103 1,272 10,656 SH   DFND 1 10,656 0 0
SANTANDER CONSUMER USA HDG ICO SHS 80283M101 934 50,155 SH   DFND 1 50,137 0 18
SBA COMMUNICATIONS CORP SHS 78410G104 1,873 11,468 SH   DFND 1 11,468 0 0
SCHWAB CHARLES CORP NEW COM SHS 808513105 2,636 51,295 SH   DFND 1 51,295 0 0
SCIENTIFIC GAMES CORP CL A SHS 80874P109 951 18,552 SH   DFND 1 18,540 0 12
SEI INVTS CO COM SHS 784117103 382 5,314 SH   DFND 1 5,314 0 0
SERVICENOW INC COM SHS 81762P102 2,018 15,474 SH   DFND 1 15,474 0 0
SMART GLOBAL HOLDINGS INC SHS G8232Y101 2,792 82,858 SH   DFND 1 82,858 0 0
SNAP-ON INC SHS 833034101 546 3,132 SH   DFND 1 3,132 0 0
SOUTHCROSS ENERGY PARTNERS LP SHS 84130C100 293 755 SH   DFND 1 755 0 0
SOUTHWEST AIRLS CO COM SHS 844741108 1,550 23,671 SH   DFND 1 23,671 0 0
SOUTHWEST GAS CORP SHS 844895102 341 4,237 SH   DFND 1 4,237 0 0
SPDR S&P OIL & GAS EQUIPMENT & SERVICES ETF ETF 78464A748 2,240 130,765 SH   DFND 1 130,765 0 0
SPIRE INC COM SHS 84857L101 468 6,220 SH   DFND 1 6,216 0 4
SPIRIT AIRLS INC COM SHS 848577102 1,113 24,824 SH   DFND 1 24,815 0 9
SPIRIT RLTY CAP INC NEW COM SHS 84860W102 466 54,251 SH   DFND 1 54,217 0 34
SQUARE INC CL A SHS 852234103 654 18,858 SH   DFND 1 18,846 0 12
STAG INDL INC COM SHS 85254J102 575 21,032 SH   DFND 1 21,019 0 13
STANLEY BLACK AND DECKER INC SHS 854502101 395 2,328 SH   DFND 1 2,328 0 0
STARBUCKS CORP COM SHS 855244109 1,409 24,530 SH   DFND 1 24,530 0 0
SUMMIT MATLS INC CL A SHS 86614U100 523 16,655 SH   DFND 1 16,645 0 10
SUN CMNTYS INC COM SHS 866674104 1,807 19,471 SH   DFND 1 19,467 0 4
SVB FINL GROUP COM SHS 78486Q101 2,093 8,954 SH   DFND 1 8,954 0 0
SYNAPTICS INC COM SHS 87157D109 329 8,231 SH   DFND 1 8,226 0 5
SYNNEX CORP COM SHS 87162W100 775 5,705 SH   DFND 1 5,702 0 3
SYNOPSYS INC COM SHS 871607107 1,582 18,556 SH   DFND 1 18,556 0 0
SYSCO CORP COM SHS 871829107 883 14,542 SH   DFND 1 14,542 0 0
TAKE-TWO INTERACTIVE SOFTWARCO SHS 874054109 1,264 11,518 SH   DFND 1 11,511 0 7
TELEFLEX INC COM SHS 879369106 1,578 6,340 SH   DFND 1 6,339 0 1
TELIGENT INC/NJ BOND 449575AB5 1,756 2,000,000 PRN   DFND 1 2,000,000 0 0
TERADYNE INC BOND 880770AG7 11,435 8,000,000 PRN   DFND 1 8,000,000 0 0
TESLA INC BOND 88160RAC5 18,575 17,140,000 PRN   DFND 1 17,140,000 0 0
THERMO FISHER SCIENTIFIC INC SHS 883556102 2,298 12,101 SH   DFND 1 12,101 0 0
TIFFANY & CO NEW COM SHS 886547108 1,321 12,709 SH   DFND 1 12,709 0 0
TIME WARNER INC SHS 887317303 561 6,130 SH   DFND 1 6,130 0 0
TIMKEN CO SHS 887389104 237 4,825 SH   DFND 1 4,825 0 0
TIVITY HEALTH INC COM SHS 88870R102 510 13,948 SH   DFND 1 13,939 0 9
TJX COMPANIES INC NEW COM SHS 872540109 682 8,920 SH   DFND 1 8,920 0 0
TRICO BANCSHARES COM SHS 896095106 452 11,955 SH   DFND 1 11,948 0 7
TRIMBLE NAV LTD COM SHS 896239100 2,115 52,038 SH   DFND 1 52,038 0 0
TRITON INTL LTD CL A SHS G9078F107 1,294 34,546 SH   DFND 1 34,533 0 13
TWITTER INC BOND 90184LAD4 19,776 21,165,000 PRN   DFND 1 21,165,000 0 0
UDR INC SHS 902653104 215 5,576 SH   DFND 1 5,576 0 0
UNION PAC CORP SHS 907818108 4,281 31,918 SH   DFND 1 31,918 0 0
UNITED FINL BANCORP INC NEW CO SHS 910304104 367 20,809 SH   DFND 1 20,796 0 13
UNITED RENTALS INC SHS 911363109 559 3,252 SH   DFND 1 3,252 0 0
UNITEDHEALTH GROUP INC SHS 91324P102 2,549 11,564 SH   DFND 1 11,564 0 0
UNITIL CORP COM SHS 913259107 543 11,920 SH   DFND 1 11,913 0 7
US CONCRETE INC SHS 90333L201 386 4,617 SH   DFND 1 4,617 0 0
VALIDUS HOLDINGS LTD COM SHS SHS G9319H102 411 8,760 SH   DFND 1 8,755 0 5
VANECK VECTORS OIL SERVICES ET ETF 92189F718 10,886 417,900 SH   DFND 1 417,900 0 0
VERIZON COMMUNICATIONS INC SHS 92343V104 482 9,104 SH   DFND 1 9,104 0 0
VERSUM MATLS INC COM SHS 92532W103 512 13,523 SH   DFND 1 13,523 0 0
VERTEX PHARMACEUTICALS INC COM SHS 92532F100 722 4,816 SH   DFND 1 4,816 0 0
VIPSHOP HOLDINGS LTD BOND 92763WAA1 8,644 8,644,000 PRN   DFND 1 8,644,000 0 0
VISA INC COM CL A SHS 92826C839 7,546 66,186 SH   DFND 1 66,186 0 0
VMWARE INC CL A COM SHS 928563402 1,616 12,890 SH   DFND 1 12,890 0 0
VOYA FINL INC COM SHS 929089100 2,423 48,988 SH   DFND 1 48,988 0 0
WABTEC CORP COM SHS 929740108 2,309 28,345 SH   DFND 1 28,345 0 0
WALKER & DUNLOP INC COM SHS 93148P102 1,981 41,723 SH   DFND 1 41,711 0 12
WASTE CONNECTIONS INC SHS 94106B101 3,098 43,670 SH   DFND 1 43,661 0 9
WASTE MANAGEMENT INC COM SHS 94106L109 3,621 41,964 SH   DFND 1 41,964 0 0
WATERS CORP COM SHS 941848103 1,145 5,926 SH   DFND 1 5,926 0 0
WATSCO INC COM SHS 942622200 859 5,051 SH   DFND 1 5,048 0 3
WAYFAIR INC SHS 94419L101 1,152 14,350 SH   DFND 1 14,350 0 0
WD 40 CO COM SHS 929236107 427 3,619 SH   DFND 1 3,617 0 2
WEATHERFORD INTERNATIONAL LTD BOND 947075AH0 329 303,000 PRN   DFND 1 303,000 0 0
WEB.COM GROUP INC BOND 94733AAA2 9,047 9,115,000 PRN   DFND 1 9,115,000 0 0
WEC ENERGY GROUP INC COM SHS 92939U106 277 4,167 SH   DFND 1 4,167 0 0
WELBILT INC SHS 949090104 1,464 62,242 SH   DFND 1 62,224 0 18
WELLS FARGO & CO PFD CONV 949746804 616 470 SH   DFND 1 470 0 0
WESTERN ALLIANCE BANCORP COM SHS 957638109 515 9,105 SH   DFND 1 9,099 0 6
WESTERN DIGITAL CORP COM SHS 958102105 677 8,505 SH   DFND 1 8,505 0 0
WESTLAKE CHEM CORP COM SHS 960413102 4,250 39,891 SH   DFND 1 39,891 0 0
WEX INC SHS 96208T104 670 4,740 SH   DFND 1 4,737 0 3
WEYERHAEUSER CO COM SHS 962166104 693 19,643 SH   DFND 1 19,643 0 0
WHITING PETROLEUM CORP BOND 966387AL6 7,158 7,738,000 PRN   DFND 1 7,738,000 0 0
WINTRUST FINL CORP COM SHS 97650W108 851 10,328 SH   DFND 1 10,322 0 6
ZIMMER HLDGS INC COM SHS 98956P102 4,605 38,166 SH   DFND 1 38,166 0 0
ZOETIS INC CL A SHS 98978V103 1,147 15,924 SH   DFND 1 15,924 0 0