Symphony Asset Management 13F-HR Quarterly holdings report by institutional manager

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
Expires:	Oct 31, 2018
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