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
3M CO COM 88579Y101 103 620 SH   DFND 1 620 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 45 390 SH   DFND 1 390 0 0
ACTIVISION BLIZZARD INC COM 00507V109 28 840 SH   DFND 1 840 0 0
ADOBE SYS INC COM 00724F101 48 510 SH   DFND 1 510 0 0
AFLAC INC COM 001055102 4 70 SH   DFND 1 70 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 78 1,400 SH   DFND 1 1,400 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 35 250 SH   DFND 1 250 0 0
ALLERGAN PLC SHS G0177J108 19 70 SH   DFND 1 70 0 0
ALLSCRIPTS HEALTHCARE SOLUTN NOTE 1.250% 7/0 01988PAD0 809 798,000 PRN   DFND 1 798,000 0 0
ALPHABET INC CAP STK CL C 02079K107 448 601 SH   DFND 1 601 0 0
ALPHABET INC CAP STK CL A 02079K305 557 730 SH   DFND 1 730 0 0
ALTRIA GROUP INC COM 02209S103 110 1,760 SH   DFND 1 1,760 0 0
AMAZON COM INC COM 023135106 297 500 SH   DFND 1 500 0 0
AMEREN CORP COM 023608102 30 590 SH   DFND 1 590 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 41 1,000 SH   DFND 1 1,000 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 3 50 SH   DFND 1 50 0 0
AMERICAN TOWER CORP NEW COM 03027X100 549 5,364 SH   DFND 1 5,364 0 0
AMGEN INC COM 031162100 157 1,050 SH   DFND 1 1,050 0 0
AMSURG CORP PFD CNV SR A-1 % 03232P504 1,567 11,000 SH   DFND 1 11,000 0 0
ANALOG DEVICES INC COM 032654105 8 140 SH   DFND 1 140 0 0
ANTHEM INC COM 036752103 1 10 SH   DFND 1 10 0 0
APACHE CORP COM 037411105 101 2,060 SH   DFND 1 2,060 0 0
APPLE INC COM 037833100 566 5,190 SH   DFND 1 5,190 0 0
AT&T INC COM 00206R102 91 2,320 SH   DFND 1 2,320 0 0
AUTODESK INC COM 052769106 12 200 SH   DFND 1 200 0 0
BAIDU INC SPON ADR REP A 056752108 48 250 SH   DFND 1 250 0 0
BED BATH & BEYOND INC COM 075896100 8 170 SH   DFND 1 170 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 187 1,320 SH   DFND 1 1,320 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 4 50 SH   DFND 1 50 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 82 1,290 SH   DFND 1 1,290 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 10 130 SH   DFND 1 130 0 0
CA INC COM 12673P105 12 390 SH   DFND 1 390 0 0
CAMPBELL SOUP CO COM 134429109 64 1,000 SH   DFND 1 1,000 0 0
CAPITAL ONE FINL CORP COM 14040H105 116 1,670 SH   DFND 1 1,670 0 0
CARDINAL HEALTH INC COM 14149Y108 106 1,290 SH   DFND 1 1,290 0 0
CARNIVAL CORP PAIRED CTF 143658300 31 580 SH   DFND 1 580 0 0
CBRE GROUP INC CL A 12504L109 105 3,660 SH   DFND 1 3,660 0 0
CELGENE CORP COM 151020104 80 800 SH   DFND 1 800 0 0
CENTURYLINK INC COM 156700106 106 3,320 SH   DFND 1 3,320 0 0
CERNER CORP COM 156782104 8 150 SH   DFND 1 150 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 13 150 SH   DFND 1 150 0 0
CHEVRON CORP NEW COM 166764100 25 260 SH   DFND 1 260 0 0
CHUBB LIMITED COM H1467J104 4 30 SH   DFND 1 30 0 0
CINCINNATI FINL CORP COM 172062101 101 1,550 SH   DFND 1 1,550 0 0
CISCO SYS INC COM 17275R102 263 9,240 SH   DFND 1 9,240 0 0
CITRIX SYS INC COM 177376100 75 950 SH   DFND 1 950 0 0
CME GROUP INC COM 12572Q105 32 330 SH   DFND 1 330 0 0
COACH INC COM 189754104 24 590 SH   DFND 1 590 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 11 180 SH   DFND 1 180 0 0
COMCAST CORP NEW CL A 20030N101 120 1,970 SH   DFND 1 1,970 0 0
CONSOL ENERGY INC COM 20854P109 273 24,140 SH   DFND 1 24,140 0 0
CONSTELLATION BRANDS INC CL A 21036P108 266 1,760 SH   DFND 1 1,760 0 0
COSTCO WHSL CORP NEW COM 22160K105 60 380 SH   DFND 1 380 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 274 3,172 SH   DFND 1 3,172 0 0
DARDEN RESTAURANTS INC COM 237194105 110 1,660 SH   DFND 1 1,660 0 0
DAVITA HEALTHCARE PARTNERS I COM 23918K108 70 950 SH   DFND 1 950 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 30 400 SH   DFND 1 400 0 0
DISH NETWORK CORP CL A 25470M109 28 600 SH   DFND 1 600 0 0
DISNEY WALT CO COM DISNEY 254687106 10 100 SH   DFND 1 100 0 0
DOLLAR TREE INC COM 256746108 8 100 SH   DFND 1 100 0 0
DOMINION RES INC VA NEW COM 25746U109 933 12,426 SH   DFND 1 12,426 0 0
DYNEGY INC NEW DEL COM 26817R108 792 55,105 SH   DFND 1 55,105 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 268 3,040 SH   DFND 1 3,040 0 0
ELECTRONIC ARTS INC COM 285512109 29 440 SH   DFND 1 440 0 0
EMERSON ELEC CO COM 291011104 73 1,340 SH   DFND 1 1,340 0 0
ENDO INTL PLC SHS G30401106 10 340 SH   DFND 1 340 0 0
ENTERGY CORP NEW COM 29364G103 21 270 SH   DFND 1 270 0 0
EPR PPTYS PFD C CNV 5.75% 26884U208 615 23,678 SH   DFND 1 23,678 0 0
EQT CORP COM 26884L109 271 4,030 SH   DFND 1 4,030 0 0
EXELON CORP COM 30161N101 49 1,370 SH   DFND 1 1,370 0 0
EXPEDIA INC DEL COM NEW 30212P303 13 120 SH   DFND 1 120 0 0
EXPEDITORS INTL WASH INC COM 302130109 7 150 SH   DFND 1 150 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 30 440 SH   DFND 1 440 0 0
EXXON MOBIL CORP COM 30231G102 84 1,000 SH   DFND 1 1,000 0 0
F5 NETWORKS INC COM 315616102 8 80 SH   DFND 1 80 0 0
FACEBOOK INC CL A 30303M102 720 6,310 SH   DFND 1 6,310 0 0
FEDEX CORP COM 31428X106 111 680 SH   DFND 1 680 0 0
FINISAR CORP NOTE 0.500%12/1 31787AAM3 5 5,000 PRN   DFND 1 5,000 0 0
FIRST SOLAR INC COM 336433107 5 80 SH   DFND 1 80 0 0
FIRSTENERGY CORP COM 337932107 30 840 SH   DFND 1 840 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 74 5,500 SH   DFND 1 5,500 0 0
FREEPORT-MCMORAN INC CL B 35671D857 45 4,370 SH   DFND 1 4,370 0 0
FRONTIER COMMUNICATIONS CORP PFD CONV SER-A 35906A207 4,340 41,572 SH   DFND 1 41,572 0 0
GARMIN LTD SHS H2906T109 7 170 SH   DFND 1 170 0 0
GENERAL MTRS CO COM 37045V100 70 2,220 SH   DFND 1 2,220 0 0
GILEAD SCIENCES INC COM 375558103 267 2,910 SH   DFND 1 2,910 0 0
GILEAD SCIENCES INC NOTE 1.625% 5/0 375558AP8 13,971 3,388,000 PRN   DFND 1 3,388,000 0 0
HALLIBURTON CO COM 406216101 268 7,510 SH   DFND 1 7,510 0 0
HASBRO INC COM 418056107 92 1,150 SH   DFND 1 1,150 0 0
HELMERICH & PAYNE INC COM 423452101 26 450 SH   DFND 1 450 0 0
HESS CORP COM 42809H107 347 6,600 SH   DFND 1 6,600 0 0
HOME DEPOT INC COM 437076102 151 1,130 SH   DFND 1 1,130 0 0
HUNTINGTON BANCSHARES INC COM 446150104 109 11,450 SH   DFND 1 11,450 0 0
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 1,199 17,801 SH   DFND 1 17,801 0 0
INTEL CORP COM 458140100 698 21,590 SH   DFND 1 21,590 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 103 440 SH   DFND 1 440 0 0
INTUIT COM 461202103 54 520 SH   DFND 1 520 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 12 20 SH   DFND 1 20 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 761 836,000 PRN   DFND 1 836,000 0 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 2,371 2,180,000 PRN   DFND 1 2,180,000 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 4 30 SH   DFND 1 30 0 0
JOHNSON & JOHNSON COM 478160104 36 330 SH   DFND 1 330 0 0
KINDER MORGAN INC DEL COM 49456B101 0 10 SH   DFND 1 10 0 0
KRAFT HEINZ CO COM 500754106 95 1,210 SH   DFND 1 1,210 0 0
LAM RESEARCH CORP COM 512807108 20 240 SH   DFND 1 240 0 0
LAUDER ESTEE COS INC CL A 518439104 73 770 SH   DFND 1 770 0 0
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 11 430 SH   DFND 1 430 0 0
LIBERTY INTERACTIVE CORP LBT VENT COM A 53071M880 2 61 SH   DFND 1 61 0 0
LINEAR TECHNOLOGY CORP COM 535678106 8 170 SH   DFND 1 170 0 0
LINKEDIN CORP NOTE 0.500%11/0 53578AAB4 190 208,000 PRN   DFND 1 208,000 0 0
LOCKHEED MARTIN CORP COM 539830109 44 200 SH   DFND 1 200 0 0
MARRIOTT INTL INC NEW CL A 571903202 99 1,390 SH   DFND 1 1,390 0 0
MARSH & MCLENNAN COS INC COM 571748102 80 1,310 SH   DFND 1 1,310 0 0
MATTEL INC COM 577081102 7 220 SH   DFND 1 220 0 0
MEDTRONIC PLC SHS G5960L103 128 1,710 SH   DFND 1 1,710 0 0
MERCK & CO INC NEW COM 58933Y105 97 1,840 SH   DFND 1 1,840 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 994 975,000 PRN   DFND 1 975,000 0 0
MICRON TECHNOLOGY INC COM 595112103 10 970 SH   DFND 1 970 0 0
MICROSOFT CORP COM 594918104 624 11,290 SH   DFND 1 11,290 0 0
MOLINA HEALTHCARE INC NOTE 1.125% 1/1 60855RAC4 53 32,000 PRN   DFND 1 32,000 0 0
MOLINA HEALTHCARE INC DBCV 1.625% 8/1 60855RAD2 913 723,000 PRN   DFND 1 723,000 0 0
MONDELEZ INTL INC CL A 609207105 26 650 SH   DFND 1 650 0 0
MONSANTO CO NEW COM 61166W101 4 40 SH   DFND 1 40 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 17 130 SH   DFND 1 130 0 0
MYLAN N V SHS EURO N59465109 42 910 SH   DFND 1 910 0 0
NASDAQ INC COM 631103108 271 4,080 SH   DFND 1 4,080 0 0
NATIONAL OILWELL VARCO INC COM 637071101 88 2,830 SH   DFND 1 2,830 0 0
NETAPP INC COM 64110D104 2 90 SH   DFND 1 90 0 0
NETFLIX INC COM 64110L106 31 300 SH   DFND 1 300 0 0
NEWMONT MINING CORP COM 651639106 175 6,580 SH   DFND 1 6,580 0 0
NEXTERA ENERGY INC COM 65339F101 46 390 SH   DFND 1 390 0 0
NEXTERA ENERGY INC UNIT 09/01/2016 65339F861 6,090 100,000 SH   DFND 1 100,000 0 0
NORFOLK SOUTHERN CORP COM 655844108 10 120 SH   DFND 1 120 0 0
NUANCE COMMUNICATIONS INC NOTE 2.750%11/0 67020YAF7 252 251,000 PRN   DFND 1 251,000 0 0
NXP SEMICONDUCTORS N V COM N6596X109 17 210 SH   DFND 1 210 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 317 1,160 SH   DFND 1 1,160 0 0
PACCAR INC COM 693718108 7 130 SH   DFND 1 130 0 0
PAYCHEX INC COM 704326107 16 290 SH   DFND 1 290 0 0
PAYPAL HLDGS INC COM 70450Y103 13 330 SH   DFND 1 330 0 0
PFIZER INC COM 717081103 87 2,920 SH   DFND 1 2,920 0 0
PRICELINE GRP INC COM NEW 741503403 39 30 SH   DFND 1 30 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 1,110 1,100,000 PRN   DFND 1 1,100,000 0 0
PROCTER & GAMBLE CO COM 742718109 6 70 SH   DFND 1 70 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 34 720 SH   DFND 1 720 0 0
QUALCOMM INC COM 747525103 62 1,220 SH   DFND 1 1,220 0 0
REGENERON PHARMACEUTICALS COM 75886F107 43 120 SH   DFND 1 120 0 0
REGIONS FINL CORP NEW COM 7591EP100 51 6,460 SH   DFND 1 6,460 0 0
SALESFORCE COM INC COM 79466L302 52 700 SH   DFND 1 700 0 0
SANDISK CORP COM 80004C101 12 160 SH   DFND 1 160 0 0
SANDISK CORP NOTE 1.500% 8/1 80004CAD3 287 182,000 PRN   DFND 1 182,000 0 0
SANDISK CORP NOTE 0.500%10/1 80004CAF8 1,418 1,359,000 PRN   DFND 1 1,359,000 0 0
SCHLUMBERGER LTD COM 806857108 79 1,070 SH   DFND 1 1,070 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 13 380 SH   DFND 1 380 0 0
SEALED AIR CORP NEW COM 81211K100 25 530 SH   DFND 1 530 0 0
SIRIUS XM HLDGS INC COM 82968B103 12 3,110 SH   DFND 1 3,110 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 23 290 SH   DFND 1 290 0 0
SMUCKER J M CO COM NEW 832696405 104 800 SH   DFND 1 800 0 0
SOUTHERN CO COM 842587107 92 1,770 SH   DFND 1 1,770 0 0
SOUTHWESTERN ENERGY CO DEP SHS 1/20 B 845467208 22 1,111 SH   DFND 1 1,111 0 0
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 3,435 3,442,000 PRN   DFND 1 3,442,000 0 0
STANLEY BLACK & DECKER INC COM 854502101 1,788 16,990 SH   DFND 1 16,990 0 0
STAPLES INC COM 855030102 7 620 SH   DFND 1 620 0 0
STARBUCKS CORP COM 855244109 39 650 SH   DFND 1 650 0 0
STERICYCLE INC COM 858912108 48 380 SH   DFND 1 380 0 0
STILLWATER MNG CO NOTE 1.750%10/1 86074QAL6 482 450,000 PRN   DFND 1 450,000 0 0
SUNPOWER CORP DBCV 0.750% 6/0 867652AG4 50 45,000 PRN   DFND 1 45,000 0 0
SYMANTEC CORP COM 871503108 11 610 SH   DFND 1 610 0 0
SYSCO CORP COM 871829107 79 1,690 SH   DFND 1 1,690 0 0
T MOBILE US INC CONV PFD SER A 872590203 3,135 47,360 SH   DFND 1 47,360 0 0
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.000% 7/0 874054AD1 1,694 950,000 PRN   DFND 1 950,000 0 0
TARGET CORP COM 87612E106 119 1,450 SH   DFND 1 1,450 0 0
TESLA MTRS INC COM 88160R101 23 100 SH   DFND 1 100 0 0
TESLA MTRS INC NOTE 0.250% 3/0 88160RAB7 1,496 1,645,000 PRN   DFND 1 1,645,000 0 0
TESLA MTRS INC NOTE 1.250% 3/0 88160RAC5 2,042 2,381,000 PRN   DFND 1 2,381,000 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 177 3,300 SH   DFND 1 3,300 0 0
TEXAS INSTRS INC COM 882508104 95 1,660 SH   DFND 1 1,660 0 0
TIME WARNER INC COM NEW 887317303 118 1,630 SH   DFND 1 1,630 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 35 1,260 SH   DFND 1 1,260 0 0
TWITTER INC NOTE 0.250% 9/1 90184LAB8 44 50,000 PRN   DFND 1 50,000 0 0
TWITTER INC NOTE 1.000% 9/1 90184LAD4 3,735 4,451,000 PRN   DFND 1 4,451,000 0 0
VALERO ENERGY CORP NEW COM 91913Y100 19 300 SH   DFND 1 300 0 0
VERISIGN INC SDCV 3.250% 8/1 92343EAD4 894 345,000 PRN   DFND 1 345,000 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 76 1,400 SH   DFND 1 1,400 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 20 250 SH   DFND 1 250 0 0
VIACOM INC NEW CL CL B 92553P201 5 130 SH   DFND 1 130 0 0
VIMPELCOM LTD SPONSORED ADR 92719A106 8 1,900 SH   DFND 1 1,900 0 0
VISA INC COM CL A 92826C839 46 600 SH   DFND 1 600 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 63 750 SH   DFND 1 750 0 0
WAL-MART STORES INC COM 931142103 46 670 SH   DFND 1 670 0 0
WELLS FARGO & CO NEW COM 949746101 29 600 SH   DFND 1 600 0 0
WESTERN DIGITAL CORP COM 958102105 4 90 SH   DFND 1 90 0 0
WEYERHAEUSER CO PREF CONV SER A 962166872 1,987 38,870 SH   DFND 1 38,870 0 0
WHOLE FOODS MKT INC COM 966837106 6 200 SH   DFND 1 200 0 0
WORKDAY INC NOTE 0.750% 7/1 98138HAC5 1,299 1,149,000 PRN   DFND 1 1,149,000 0 0
WPX ENERGY INC PFD SER A CV 98212B202 341 9,268 SH   DFND 1 9,268 0 0
WYNN RESORTS LTD COM 983134107 8 90 SH   DFND 1 90 0 0
XILINX INC COM 983919101 274 5,780 SH   DFND 1 5,780 0 0
YAHOO INC COM 984332106 99 2,700 SH   DFND 1 2,700 0 0
ZOETIS INC CL A 98978V103 58 1,310 SH   DFND 1 1,310 0 0