error overlay network swarm could not open moddep file

Distributor ID: Ubuntu
Description: Ubuntu 16.04.1 LTS
Release: 16.04
Codename: xenial

I am using LXC/LXD
The output of "lxc info" or if that fails:

Kernel version: 4.4.0-28-generic
LXC version:
lxc --version
2.0.3

LXD version:
lxd --version
2.0.2

Storage backend in use:
ZFS

Docker.io Version : 1.11 and 1.12 from ubuntu (same issue)

# Issue description
Docker try to load extra module from kernel, already loaded and can't use the one already loaded

# Error from docker.io

....WARN[0001] Running modprobe bridge br_netfilter failed with message: modprobe: ERROR: ../libkmod/libkmod.c:586 kmod_search_moddep() could not open moddep file '/lib/modules/4.4.0-28-generic/modules.dep.bin'
modprobe: WARNING: Module bridge not found in directory /lib/modules/4.4.0-28-generic
modprobe: ERROR: ../libkmod/libkmod.c:586 kmod_search_moddep() could not open moddep file '/lib/modules/4.4.0-28-generic/modules.dep.bin'
modprobe: WARNING: Module br_netfilter not found in directory /lib/modules/4.4.0-28-generic
, error: exit status 1

The problem is only with a swarm cluster using overlay network :

docker: Error response from daemon: Error response from daemon: error creating external connectivity network: cannot restrict inter-container communication: please ensure that br_netfilter kernel module is loaded.

Regular docker image run without problem .

root@dock-m1:~# docker -H tcp://$MANAGER_HOST_IP:22222 network create --driver overlay swarm-network

root@dock-m1:~# docker -H tcp://192.168.0.1:22222 network ls
NETWORK ID NAME DRIVER
f7c17bea2fce dock-m1/bridge bridge
3013b5577335 dock-m1/host host
a16b770083ba dock-m1/none null
6eeef94aeb4d dock-w1/bridge bridge
b2dd89a7f77f dock-w1/host host
3713d6178422 dock-w1/none null
ab0e87a92785 swarm-network overlay

docker -H tcp://$MANAGER_HOST_IP:22222 run -itd --net swarm-network -e constraint:node==dock-m1 --name u1 ubuntu
afad3f266619e44ce9ae4b6318836e6a28a7c90ef8445c0e79523ad0f371113d
docker: Error response from daemon: Error response from daemon: error creating external connectivity network: cannot restrict inter-container communication: please ensure that br_netfilter kernel module is loaded.

`root@dock-m1:~# lsmod |grep nf_nat
nf_nat_masquerade_ipv4 16384 1 ipt_MASQUERADE
nf_nat_ipv4 16384 1 iptable_nat
nf_nat 24576 3 nf_nat_ipv4,xt_nat,nf_nat_masquerade_ipv4
nf_conntrack 106496 6 openvswitch,nf_nat,nf_nat_ipv4,xt_conntrack,nf_nat_masquerade_ipv4,nf_conntrack_ipv4

root@dock-m1:~# lsmod |grep br_net
br_netfilter 24576 0
bridge 126976 1 br_netfilter