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
ALPHABET INC CAP STK CL A 02079K305 822 1,078 SH   SOLE   1,078 0 0
ALPHABET INC CAP STK CL C 02079K107 819 1,099 SH   SOLE   1,099 0 0
AMPHENOL CORP NEW CL A 032095101 66 1,141 SH   SOLE   1,141 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 141 2,249 SH   SOLE   2,249 0 0
LAUDER ESTEE COS INC CL A 518439104 78 824 SH   SOLE   824 0 0
LENNAR CORP CL A 526057104 32 663 SH   SOLE   663 0 0
MARRIOTT INTL INC NEW CL A 571903202 51 714 SH   SOLE   714 0 0
MONDELEZ INTL INC CL A 609207105 236 5,878 SH   SOLE   5,878 0 0
RALPH LAUREN CORP CL A 751212101 21 218 SH   SOLE   218 0 0
TYSON FOODS INC CL A 902494103 73 1,094 SH   SOLE   1,094 0 0
UNDER ARMOUR INC CL A 904311107 57 667 SH   SOLE   667 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 24 579 SH   SOLE   579 0 0
CBRE GROUP INC CL A 12504L109 31 1,076 SH   SOLE   1,076 0 0
COMCAST CORP NEW CL A 20030N101 552 9,032 SH   SOLE   9,032 0 0
CONSTELLATION BRANDS INC CL A 21036P108 97 641 SH   SOLE   641 0 0
FACEBOOK INC CL A 30303M102 958 8,398 SH   SOLE   8,398 0 0
FITBIT INC CL A 33812L102 7,582 500,433 SH   SOLE   500,433 0 0
GAMESTOP CORP NEW CL A 36467W109 12 391 SH   SOLE   391 0 0
MASTERCARD INC CL A 57636Q104 346 3,663 SH   SOLE   3,663 0 0
NEWS CORP NEW CL A 65249B109 18 1,412 SH   SOLE   1,412 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 121 4,331 SH   SOLE   4,331 0 0
ZOETIS INC CL A 98978V103 75 1,695 SH   SOLE   1,695 0 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 23 350 SH   SOLE   350 0 0
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 27 824 SH   SOLE   824 0 0
BROWN FORMAN CORP CL B 115637209 37 376 SH   SOLE   376 0 0
CBS CORP NEW CL B 124857202 88 1,605 SH   SOLE   1,605 0 0
NIKE INC CL B 654106103 307 4,992 SH   SOLE   4,992 0 0
UNITED PARCEL SERVICE INC CL B 911312106 272 2,575 SH   SOLE   2,575 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 42 338 SH   SOLE   338 0 0
FREEPORT-MCMORAN INC CL B 35671D857 48 4,624 SH   SOLE   4,624 0 0
MOLSON COORS BREWING CO CL B 60871R209 65 672 SH   SOLE   672 0 0
NEWS CORP NEW CL B 65249B208 5 399 SH   SOLE   399 0 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 45 1,595 SH   SOLE   1,595 0 0
VIACOM INC NEW CL B 92553P201 53 1,285 SH   SOLE   1,285 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 983 6,930 SH   SOLE   6,930 0 0
AFLAC INC COM 001055102 100 1,579 SH   SOLE   1,579 0 0
AGL RES INC COM 001204106 29 445 SH   SOLE   445 0 0
ABBOTT LABS COM 002824100 231 5,518 SH   SOLE   5,518 0 0
AFFILIATED MANAGERS GROUP COM 008252108 32 200 SH   SOLE   200 0 0
AIR PRODS & CHEMS INC COM 009158106 103 718 SH   SOLE   718 0 0
AIRGAS INC COM 009363102 34 240 SH   SOLE   240 0 0
ALCOA INC COM 013817101 46 4,846 SH   SOLE   4,846 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 116 834 SH   SOLE   834 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 50 227 SH   SOLE   227 0 0
ALLSTATE CORP COM 020002101 97 1,433 SH   SOLE   1,433 0 0
AMAZON COM INC COM 023135106 844 1,422 SH   SOLE   1,422 0 0
AMEREN CORP COM 023608102 45 898 SH   SOLE   898 0 0
AMERICAN ELEC PWR INC COM 025537101 121 1,816 SH   SOLE   1,816 0 0
AMERICAN EXPRESS CO COM 025816109 190 3,095 SH   SOLE   3,095 0 0
AMETEK INC NEW COM 031100100 44 880 SH   SOLE   880 0 0
AMGEN INC COM 031162100 418 2,790 SH   SOLE   2,790 0 0
ANADARKO PETE CORP COM 032511107 88 1,880 SH   SOLE   1,880 0 0
ANALOG DEVICES INC COM 032654105 68 1,155 SH   SOLE   1,155 0 0
ANTHEM INC COM 036752103 134 966 SH   SOLE   966 0 0
APACHE CORP COM 037411105 68 1,399 SH   SOLE   1,399 0 0
APPLE INC COM 037833100 2,247 20,621 SH   SOLE   20,621 0 0
APPLIED MATLS INC COM 038222105 90 4,251 SH   SOLE   4,251 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 80 2,208 SH   SOLE   2,208 0 0
AUTODESK INC COM 052769106 49 837 SH   SOLE   837 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 153 1,706 SH   SOLE   1,706 0 0
AUTOZONE INC COM 053332102 90 113 SH   SOLE   113 0 0
AVALONBAY CMNTYS INC COM 053484101 96 507 SH   SOLE   507 0 0
AVERY DENNISON CORP COM 053611109 24 337 SH   SOLE   337 0 0
BB&T CORP COM 054937107 96 2,886 SH   SOLE   2,886 0 0
BAKER HUGHES INC COM 057224107 71 1,613 SH   SOLE   1,613 0 0
BALL CORP COM 058498106 36 505 SH   SOLE   505 0 0
BANK AMER CORP COM 060505104 521 38,512 SH   SOLE   38,512 0 0
BANK NEW YORK MELLON CORP COM 064058100 149 4,043 SH   SOLE   4,043 0 0
BARD C R INC COM 067383109 56 274 SH   SOLE   274 0 0
BAXTER INTL INC COM 071813109 83 2,024 SH   SOLE   2,024 0 0
BECTON DICKINSON & CO COM 075887109 118 780 SH   SOLE   780 0 0
BED BATH & BEYOND INC COM 075896100 31 618 SH   SOLE   618 0 0
BEST BUY INC COM 086516101 36 1,103 SH   SOLE   1,103 0 0
BLOCK H & R INC COM 093671105 23 873 SH   SOLE   873 0 0
BOEING CO COM 097023105 296 2,330 SH   SOLE   2,330 0 0
BORGWARNER INC COM 099724106 32 830 SH   SOLE   830 0 0
BOSTON PROPERTIES INC COM 101121101 72 569 SH   SOLE   569 0 0
BOSTON SCIENTIFIC CORP COM 101137107 94 4,976 SH   SOLE   4,976 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 394 6,171 SH   SOLE   6,171 0 0
CF INDS HLDGS INC COM 125269100 27 863 SH   SOLE   863 0 0
CIGNA CORPORATION COM 125509109 131 953 SH   SOLE   953 0 0
CMS ENERGY CORP COM 125896100 44 1,025 SH   SOLE   1,025 0 0
CSX CORP COM 126408103 93 3,606 SH   SOLE   3,606 0 0
CVS HEALTH CORP COM 126650100 425 4,096 SH   SOLE   4,096 0 0
CABOT OIL & GAS CORP COM 127097103 38 1,694 SH   SOLE   1,694 0 0
CAMPBELL SOUP CO COM 134429109 42 665 SH   SOLE   665 0 0
CARMAX INC COM 143130102 38 750 SH   SOLE   750 0 0
CATERPILLAR INC DEL COM 149123101 165 2,154 SH   SOLE   2,154 0 0
CELGENE CORP COM 151020104 291 2,906 SH   SOLE   2,906 0 0
CENTURYLINK INC COM 156700106 65 2,031 SH   SOLE   2,031 0 0
CERNER CORP COM 156782104 60 1,127 SH   SOLE   1,127 0 0
CHESAPEAKE ENERGY CORP COM 165167107 8 1,915 SH   SOLE   1,915 0 0
CHEVRON CORP NEW COM 166764100 664 6,961 SH   SOLE   6,961 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 55 116 SH   SOLE   116 0 0
CHURCH & DWIGHT INC COM 171340102 45 485 SH   SOLE   485 0 0
CIMAREX ENERGY CO COM 171798101 34 350 SH   SOLE   350 0 0
CINCINNATI FINL CORP COM 172062101 36 546 SH   SOLE   546 0 0
CINTAS CORP COM 172908105 29 324 SH   SOLE   324 0 0
CITIZENS FINL GROUP INC COM 174610105 41 1,952 SH   SOLE   1,952 0 0
CITRIX SYS INC COM 177376100 45 569 SH   SOLE   569 0 0
CLOROX CO DEL COM 189054109 60 478 SH   SOLE   478 0 0
COACH INC COM 189754104 41 1,027 SH   SOLE   1,027 0 0
COCA COLA CO COM 191216100 672 14,477 SH   SOLE   14,477 0 0
COLGATE PALMOLIVE CO COM 194162103 234 3,318 SH   SOLE   3,318 0 0
COLUMBIA PIPELINE GROUP INC COM 198280109 36 1,440 SH   SOLE   1,440 0 0
COMERICA INC COM 200340107 25 654 SH   SOLE   654 0 0
CONAGRA FOODS INC COM 205887102 71 1,602 SH   SOLE   1,602 0 0
CONSOLIDATED EDISON INC COM 209115104 83 1,085 SH   SOLE   1,085 0 0
CORNING INC COM 219350105 86 4,116 SH   SOLE   4,116 0 0
CUMMINS INC COM 231021106 67 608 SH   SOLE   608 0 0
DTE ENERGY CO COM 233331107 60 664 SH   SOLE   664 0 0
DANAHER CORP DEL COM 235851102 209 2,206 SH   SOLE   2,206 0 0
DARDEN RESTAURANTS INC COM 237194105 28 427 SH   SOLE   427 0 0
DEERE & CO COM 244199105 89 1,154 SH   SOLE   1,154 0 0
DISCOVER FINL SVCS COM 254709108 81 1,582 SH   SOLE   1,582 0 0
DOLLAR GEN CORP NEW COM 256677105 92 1,077 SH   SOLE   1,077 0 0
DOLLAR TREE INC COM 256746108 72 869 SH   SOLE   869 0 0
DOVER CORP COM 260003108 37 574 SH   SOLE   574 0 0
DOW CHEM CO COM 260543103 212 4,160 SH   SOLE   4,160 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 205 3,242 SH   SOLE   3,242 0 0
E M C CORP MASS COM 268648102 191 7,171 SH   SOLE   7,171 0 0
EASTMAN CHEM CO COM 277432100 40 550 SH   SOLE   550 0 0
EBAY INC COM 278642103 97 4,086 SH   SOLE   4,086 0 0
ECOLAB INC COM 278865100 110 983 SH   SOLE   983 0 0
EDISON INTL COM 281020107 87 1,206 SH   SOLE   1,206 0 0
ELECTRONIC ARTS INC COM 285512109 76 1,150 SH   SOLE   1,150 0 0
EMERSON ELEC CO COM 291011104 132 2,421 SH   SOLE   2,421 0 0
EQUIFAX INC COM 294429105 50 439 SH   SOLE   439 0 0
ESSEX PPTY TR INC COM 297178105 57 245 SH   SOLE   245 0 0
EXPEDITORS INTL WASH INC COM 302130109 34 690 SH   SOLE   690 0 0
FLIR SYS INC COM 302445101 17 511 SH   SOLE   511 0 0
FASTENAL CO COM 311900104 53 1,072 SH   SOLE   1,072 0 0
F5 NETWORKS INC COM 315616102 28 261 SH   SOLE   261 0 0
FIFTH THIRD BANCORP COM 316773100 49 2,938 SH   SOLE   2,938 0 0
FIRST SOLAR INC COM 336433107 19 280 SH   SOLE   280 0 0
FISERV INC COM 337738108 87 846 SH   SOLE   846 0 0
FIRSTENERGY CORP COM 337932107 56 1,565 SH   SOLE   1,565 0 0
FLUOR CORP NEW COM 343412102 28 524 SH   SOLE   524 0 0
FRANKLIN RES INC COM 354613101 55 1,402 SH   SOLE   1,402 0 0
GAP INC DEL COM 364760108 25 848 SH   SOLE   848 0 0
GENERAL DYNAMICS CORP COM 369550108 145 1,100 SH   SOLE   1,100 0 0
GENERAL ELECTRIC CO COM 369604103 1,110 34,907 SH   SOLE   34,907 0 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 64 2,154 SH   SOLE   2,154 0 0
GENERAL MLS INC COM 370334104 140 2,211 SH   SOLE   2,211 0 0
GENUINE PARTS CO COM 372460105 55 558 SH   SOLE   558 0 0
GILEAD SCIENCES INC COM 375558103 490 5,331 SH   SOLE   5,331 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 33 995 SH   SOLE   995 0 0
GRAINGER W W INC COM 384802104 50 214 SH   SOLE   214 0 0
HALLIBURTON CO COM 406216101 113 3,166 SH   SOLE   3,166 0 0
HANESBRANDS INC COM 410345102 41 1,450 SH   SOLE   1,450 0 0
HARLEY DAVIDSON INC COM 412822108 36 710 SH   SOLE   710 0 0
HARMAN INTL INDS INC COM 413086109 23 263 SH   SOLE   263 0 0
HARRIS CORP DEL COM 413875105 36 461 SH   SOLE   461 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 70 1,515 SH   SOLE   1,515 0 0
HASBRO INC COM 418056107 33 415 SH   SOLE   415 0 0
HELMERICH & PAYNE INC COM 423452101 23 399 SH   SOLE   399 0 0
HERSHEY CO COM 427866108 49 532 SH   SOLE   532 0 0
HOME DEPOT INC COM 437076102 626 4,690 SH   SOLE   4,690 0 0
HONEYWELL INTL INC COM 438516106 319 2,851 SH   SOLE   2,851 0 0
HORMEL FOODS CORP COM 440452100 43 998 SH   SOLE   998 0 0
HUMANA INC COM 444859102 100 549 SH   SOLE   549 0 0
HUNT J B TRANS SVCS INC COM 445658107 28 335 SH   SOLE   335 0 0
HUNTINGTON BANCSHARES INC COM 446150104 28 2,947 SH   SOLE   2,947 0 0
ILLINOIS TOOL WKS INC COM 452308109 124 1,210 SH   SOLE   1,210 0 0
ILLUMINA INC COM 452327109 88 542 SH   SOLE   542 0 0
INTEL CORP COM 458140100 565 17,454 SH   SOLE   17,454 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 500 3,301 SH   SOLE   3,301 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 34 297 SH   SOLE   297 0 0
INTL PAPER CO COM 460146103 63 1,534 SH   SOLE   1,534 0 0
INTERPUBLIC GROUP COS INC COM 460690100 34 1,503 SH   SOLE   1,503 0 0
INTUIT COM 461202103 102 977 SH   SOLE   977 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 20 454 SH   SOLE   454 0 0
JOHNSON & JOHNSON COM 478160104 1,107 10,234 SH   SOLE   10,234 0 0
JOHNSON CTLS INC COM 478366107 93 2,396 SH   SOLE   2,396 0 0
KLA-TENCOR CORP COM 482480100 42 577 SH   SOLE   577 0 0
KELLOGG CO COM 487836108 72 944 SH   SOLE   944 0 0
KEYCORP NEW COM 493267108 34 3,090 SH   SOLE   3,090 0 0
KIMBERLY CLARK CORP COM 494368103 181 1,343 SH   SOLE   1,343 0 0
KOHLS CORP COM 500255104 33 703 SH   SOLE   703 0 0
KRAFT HEINZ CO COM 500754106 173 2,200 SH   SOLE   2,200 0 0
KROGER CO COM 501044101 138 3,601 SH   SOLE   3,601 0 0
L BRANDS INC COM 501797104 83 943 SH   SOLE   943 0 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 34 290 SH   SOLE   290 0 0
LAM RESEARCH CORP COM 512807108 48 586 SH   SOLE   586 0 0
LEGGETT & PLATT INC COM 524660107 24 504 SH   SOLE   504 0 0
LEGG MASON INC COM 524901105 14 399 SH   SOLE   399 0 0
LEUCADIA NATL CORP COM 527288104 20 1,233 SH   SOLE   1,233 0 0
LILLY ELI & CO COM 532457108 260 3,610 SH   SOLE   3,610 0 0
LINCOLN NATL CORP IND COM 534187109 36 916 SH   SOLE   916 0 0
LINEAR TECHNOLOGY CORP COM 535678106 39 885 SH   SOLE   885 0 0
LOCKHEED MARTIN CORP COM 539830109 217 978 SH   SOLE   978 0 0
LOEWS CORP COM 540424108 40 1,036 SH   SOLE   1,036 0 0
LOWES COS INC COM 548661107 256 3,385 SH   SOLE   3,385 0 0
MACERICH CO COM 554382101 39 498 SH   SOLE   498 0 0
MARATHON OIL CORP COM 565849106 28 2,505 SH   SOLE   2,505 0 0
MARSH & MCLENNAN COS INC COM 571748102 117 1,930 SH   SOLE   1,930 0 0
MARTIN MARIETTA MATLS INC COM 573284106 39 245 SH   SOLE   245 0 0
MASCO CORP COM 574599106 39 1,245 SH   SOLE   1,245 0 0
MATTEL INC COM 577081102 42 1,256 SH   SOLE   1,256 0 0
MCDONALDS CORP COM 580135101 427 3,397 SH   SOLE   3,397 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 59 690 SH   SOLE   690 0 0
MICROSOFT CORP COM 594918104 1,632 29,544 SH   SOLE   29,544 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 36 752 SH   SOLE   752 0 0
MICRON TECHNOLOGY INC COM 595112103 42 4,016 SH   SOLE   4,016 0 0
MOHAWK INDS INC COM 608190104 45 236 SH   SOLE   236 0 0
MOODYS CORP COM 615369105 62 637 SH   SOLE   637 0 0
MURPHY OIL CORP COM 626717102 15 599 SH   SOLE   599 0 0
NASDAQ INC COM 631103108 28 426 SH   SOLE   426 0 0
NATIONAL OILWELL VARCO INC COM 637071101 43 1,390 SH   SOLE   1,390 0 0
NEWELL RUBBERMAID INC COM 651229106 44 988 SH   SOLE   988 0 0
NEWFIELD EXPL CO COM 651290108 24 709 SH   SOLE   709 0 0
NEWMONT MINING CORP COM 651639106 52 1,957 SH   SOLE   1,957 0 0
NOBLE ENERGY INC COM 655044105 49 1,575 SH   SOLE   1,575 0 0
NORDSTROM INC COM 655664100 29 504 SH   SOLE   504 0 0
NORFOLK SOUTHERN CORP COM 655844108 92 1,105 SH   SOLE   1,105 0 0
NORTHERN TR CORP COM 665859104 52 804 SH   SOLE   804 0 0
NORTHROP GRUMMAN CORP COM 666807102 134 675 SH   SOLE   675 0 0
NUCOR CORP COM 670346105 56 1,183 SH   SOLE   1,183 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 193 2,825 SH   SOLE   2,825 0 0
OMNICOM GROUP INC COM 681919106 75 896 SH   SOLE   896 0 0
ONEOK INC NEW COM 682680103 23 775 SH   SOLE   775 0 0
PNC FINL SVCS GROUP INC COM 693475105 159 1,879 SH   SOLE   1,879 0 0
PPG INDS INC COM 693506107 111 996 SH   SOLE   996 0 0
PVH CORP COM 693656100 30 306 SH   SOLE   306 0 0
PACCAR INC COM 693718108 72 1,308 SH   SOLE   1,308 0 0
PARKER HANNIFIN CORP COM 701094104 56 503 SH   SOLE   503 0 0
PATTERSON COMPANIES INC COM 703395103 14 309 SH   SOLE   309 0 0
PAYCHEX INC COM 704326107 64 1,187 SH   SOLE   1,187 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 18 1,148 SH   SOLE   1,148 0 0
PEPSICO INC COM 713448108 552 5,389 SH   SOLE   5,389 0 0
PERKINELMER INC COM 714046109 20 414 SH   SOLE   414 0 0
PFIZER INC COM 717081103 677 22,832 SH   SOLE   22,832 0 0
PHILIP MORRIS INTL INC COM 718172109 562 5,731 SH   SOLE   5,731 0 0
PHILLIPS 66 COM 718546104 152 1,756 SH   SOLE   1,756 0 0
PINNACLE WEST CAP CORP COM 723484101 31 410 SH   SOLE   410 0 0
PIONEER NAT RES CO COM 723787107 84 597 SH   SOLE   597 0 0
PITNEY BOWES INC COM 724479100 16 729 SH   SOLE   729 0 0
PROCTER & GAMBLE CO COM 742718109 828 10,063 SH   SOLE   10,063 0 0
PROGRESSIVE CORP OHIO COM 743315103 76 2,162 SH   SOLE   2,162 0 0
PRUDENTIAL FINL INC COM 744320102 120 1,661 SH   SOLE   1,661 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 88 1,872 SH   SOLE   1,872 0 0
PULTE GROUP INC COM 745867101 22 1,176 SH   SOLE   1,176 0 0
QUALCOMM INC COM 747525103 284 5,560 SH   SOLE   5,560 0 0
REALTY INCOME CORP COM 756109104 58 924 SH   SOLE   924 0 0
RED HAT INC COM 756577102 50 677 SH   SOLE   677 0 0
REPUBLIC SVCS INC COM 760759100 42 887 SH   SOLE   887 0 0
REYNOLDS AMERICAN INC COM 761713106 154 3,066 SH   SOLE   3,066 0 0
ROBERT HALF INTL INC COM 770323103 23 491 SH   SOLE   491 0 0
ROCKWELL AUTOMATION INC COM 773903109 56 489 SH   SOLE   489 0 0
ROCKWELL COLLINS INC COM 774341101 45 487 SH   SOLE   487 0 0
ROPER TECHNOLOGIES INC COM 776696106 68 373 SH   SOLE   373 0 0
ROSS STORES INC COM 778296103 87 1,498 SH   SOLE   1,498 0 0
RYDER SYS INC COM 783549108 13 198 SH   SOLE   198 0 0
ST JUDE MED INC COM 790849103 58 1,046 SH   SOLE   1,046 0 0
SCHEIN HENRY INC COM 806407102 53 307 SH   SOLE   307 0 0
SCHLUMBERGER LTD COM 806857108 344 4,665 SH   SOLE   4,665 0 0
SCHWAB CHARLES CORP NEW COM 808513105 124 4,431 SH   SOLE   4,431 0 0
SEMPRA ENERGY COM 816851109 91 873 SH   SOLE   873 0 0
SHERWIN WILLIAMS CO COM 824348106 83 293 SH   SOLE   293 0 0
SIMON PPTY GROUP INC NEW COM 828806109 238 1,145 SH   SOLE   1,145 0 0
SNAP ON INC COM 833034101 34 215 SH   SOLE   215 0 0
SNYDERS-LANCE INC COM 833551104 2 65 SH   SOLE   65 0 0
SOUTHERN CO COM 842587107 174 3,362 SH   SOLE   3,362 0 0
SOUTHWEST AIRLS CO COM 844741108 108 2,406 SH   SOLE   2,406 0 0
SOUTHWESTERN ENERGY CO COM 845467109 11 1,422 SH   SOLE   1,422 0 0
SPECTRA ENERGY CORP COM 847560109 76 2,484 SH   SOLE   2,484 0 0
STANLEY BLACK & DECKER INC COM 854502101 58 554 SH   SOLE   554 0 0
STAPLES INC COM 855030102 26 2,381 SH   SOLE   2,381 0 0
STARBUCKS CORP COM 855244109 328 5,492 SH   SOLE   5,492 0 0
STATE STR CORP COM 857477103 87 1,493 SH   SOLE   1,493 0 0
STERICYCLE INC COM 858912108 40 315 SH   SOLE   315 0 0
STRYKER CORP COM 863667101 125 1,169 SH   SOLE   1,169 0 0
SUNTRUST BKS INC COM 867914103 68 1,885 SH   SOLE   1,885 0 0
SYMANTEC CORP COM 871503108 46 2,499 SH   SOLE   2,499 0 0
SYSCO CORP COM 871829107 91 1,942 SH   SOLE   1,942 0 0
TECO ENERGY INC COM 872375100 24 871 SH   SOLE   871 0 0
TJX COS INC NEW COM 872540109 194 2,477 SH   SOLE   2,477 0 0
TESORO CORP COM 881609101 38 446 SH   SOLE   446 0 0
TEXAS INSTRS INC COM 882508104 215 3,752 SH   SOLE   3,752 0 0
TEXTRON INC COM 883203101 37 1,013 SH   SOLE   1,013 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 209 1,477 SH   SOLE   1,477 0 0
TIFFANY & CO NEW COM 886547108 30 413 SH   SOLE   413 0 0
TORCHMARK CORP COM 891027104 23 425 SH   SOLE   425 0 0
TOTAL SYS SVCS INC COM 891906109 30 627 SH   SOLE   627 0 0
TRACTOR SUPPLY CO COM 892356106 45 497 SH   SOLE   497 0 0
TRIPADVISOR INC COM 896945201 28 418 SH   SOLE   418 0 0
UNION PAC CORP COM 907818108 251 3,160 SH   SOLE   3,160 0 0
UNITED CONTL HLDGS INC COM 910047109 83 1,379 SH   SOLE   1,379 0 0
UNITED RENTALS INC COM 911363109 21 344 SH   SOLE   344 0 0
UNITED TECHNOLOGIES CORP COM 913017109 288 2,878 SH   SOLE   2,878 0 0
URBAN OUTFITTERS INC COM 917047102 11 322 SH   SOLE   322 0 0
V F CORP COM 918204108 82 1,262 SH   SOLE   1,262 0 0
VULCAN MATLS CO COM 929160109 52 494 SH   SOLE   494 0 0
WAL-MART STORES INC COM 931142103 397 5,803 SH   SOLE   5,803 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 271 3,222 SH   SOLE   3,222 0 0
WATERS CORP COM 941848103 40 303 SH   SOLE   303 0 0
WELLS FARGO & CO NEW COM 949746101 831 17,192 SH   SOLE   17,192 0 0
WESTERN DIGITAL CORP COM 958102105 41 858 SH   SOLE   858 0 0
WESTERN UN CO COM 959802109 36 1,869 SH   SOLE   1,869 0 0
WEYERHAEUSER CO COM 962166104 90 2,917 SH   SOLE   2,917 0 0
WHIRLPOOL CORP COM 963320106 52 290 SH   SOLE   290 0 0
WHOLE FOODS MKT INC COM 966837106 39 1,263 SH   SOLE   1,263 0 0
WILLIAMS COS INC DEL COM 969457100 41 2,524 SH   SOLE   2,524 0 0
WYNN RESORTS LTD COM 983134107 28 301 SH   SOLE   301 0 0
XILINX INC COM 983919101 45 951 SH   SOLE   951 0 0
XEROX CORP COM 984121103 39 3,520 SH   SOLE   3,520 0 0
YAHOO INC COM 984332106 118 3,214 SH   SOLE   3,214 0 0
YUM BRANDS INC COM 988498101 124 1,512 SH   SOLE   1,512 0 0
ZIONS BANCORPORATION COM 989701107 18 756 SH   SOLE   756 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E104 14 134 SH   SOLE   134 0 0
QUANTA SVCS INC COM 74762E102 13 591 SH   SOLE   591 0 0
VERISIGN INC COM 92343E102 32 363 SH   SOLE   363 0 0
AMERISOURCEBERGEN CORP COM 03073E105 63 723 SH   SOLE   723 0 0
TARGET CORP COM 87612E106 188 2,279 SH   SOLE   2,279 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 70 798 SH   SOLE   798 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 63 699 SH   SOLE   699 0 0
TRAVELERS COMPANIES INC COM 89417E109 131 1,126 SH   SOLE   1,126 0 0
THE ADT CORPORATION COM 00101J106 25 611 SH   SOLE   611 0 0
AES CORP COM 00130H105 29 2,489 SH   SOLE   2,489 0 0
AT&T INC COM 00206R102 891 22,754 SH   SOLE   22,754 0 0
ABBVIE INC COM 00287Y109 345 6,047 SH   SOLE   6,047 0 0
ACTIVISION BLIZZARD INC COM 00507V109 63 1,866 SH   SOLE   1,866 0 0
ADOBE SYS INC COM 00724F101 173 1,845 SH   SOLE   1,845 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 43 271 SH   SOLE   271 0 0
AETNA INC NEW COM 00817Y108 145 1,290 SH   SOLE   1,290 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 49 1,226 SH   SOLE   1,226 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 37 659 SH   SOLE   659 0 0
ALTRIA GROUP INC COM 02209S103 454 7,252 SH   SOLE   7,252 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 96 2,332 SH   SOLE   2,332 0 0
AMERICAN TOWER CORP NEW COM 03027X100 160 1,567 SH   SOLE   1,567 0 0
AMERIPRISE FINL INC COM 03076C106 61 644 SH   SOLE   644 0 0
ANTERO RES CORP COM 03674X106 87 3,500 SH   SOLE   3,500 0 0
ASSURANT INC COM 04621X108 19 244 SH   SOLE   244 0 0
AUTONATION INC COM 05329W102 13 283 SH   SOLE   283 0 0
BAXALTA INC COM 07177M103 87 2,159 SH   SOLE   2,159 0 0
BIOGEN INC COM 09062X103 215 825 SH   SOLE   825 0 0
BLACKROCK INC COM 09247X101 159 468 SH   SOLE   468 0 0
CME GROUP INC COM 12572Q105 120 1,251 SH   SOLE   1,251 0 0
CSRA INC COM 12650T104 14 510 SH   SOLE   510 0 0
CA INC COM 12673P105 34 1,095 SH   SOLE   1,095 0 0
CALIFORNIA RES CORP COM 13057Q107 0 338 SH   SOLE   338 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 47 707 SH   SOLE   707 0 0
CAPITAL ONE FINL CORP COM 14040H105 136 1,968 SH   SOLE   1,968 0 0
CARDINAL HEALTH INC COM 14149Y108 100 1,217 SH   SOLE   1,217 0 0
CENTERPOINT ENERGY INC COM 15189T107 33 1,592 SH   SOLE   1,592 0 0
CISCO SYS INC COM 17275R102 535 18,775 SH   SOLE   18,775 0 0
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CONCHO RES INC COM 20605P101 48 477 SH   SOLE   477 0 0
CONOCOPHILLIPS COM 20825C104 184 4,567 SH   SOLE   4,567 0 0
CONSOL ENERGY INC COM 20854P109 10 848 SH   SOLE   848 0 0
COSTCO WHSL CORP NEW COM 22160K105 255 1,618 SH   SOLE   1,618 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 107 1,235 SH   SOLE   1,235 0 0
D R HORTON INC COM 23331A109 37 1,214 SH   SOLE   1,214 0 0
DAVITA HEALTHCARE PARTNERS I COM 23918K108 45 617 SH   SOLE   617 0 0
DENTSPLY SIRONA INC COM 24906P109 32 518 SH   SOLE   518 0 0
DEVON ENERGY CORP NEW COM 25179M103 52 1,887 SH   SOLE   1,887 0 0
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DOMINION RES INC VA NEW COM 25746U109 165 2,202 SH   SOLE   2,202 0 0
EOG RES INC COM 26875P101 148 2,034 SH   SOLE   2,034 0 0
EQT CORP COM 26884L109 38 565 SH   SOLE   565 0 0
ENTERGY CORP NEW COM 29364G103 52 660 SH   SOLE   660 0 0
EVERSOURCE ENERGY COM 30040W108 68 1,174 SH   SOLE   1,174 0 0
EXELON CORP COM 30161N101 122 3,402 SH   SOLE   3,402 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 172 2,502 SH   SOLE   2,502 0 0
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EXXON MOBIL CORP COM 30231G102 1,287 15,397 SH   SOLE   15,397 0 0
FMC TECHNOLOGIES INC COM 30249U101 23 844 SH   SOLE   844 0 0
FEDEX CORP COM 31428X106 158 972 SH   SOLE   972 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 65 1,027 SH   SOLE   1,027 0 0
FLOWSERVE CORP COM 34354P105 22 485 SH   SOLE   485 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 24 4,321 SH   SOLE   4,321 0 0
GENERAL MTRS CO COM 37045V100 165 5,238 SH   SOLE   5,238 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 230 1,468 SH   SOLE   1,468 0 0
HCA HOLDINGS INC COM 40412C101 91 1,161 SH   SOLE   1,161 0 0
HCP INC COM 40414L109 56 1,720 SH   SOLE   1,720 0 0
HP INC COM 40434L105 82 6,682 SH   SOLE   6,682 0 0
HESS CORP COM 42809H107 51 967 SH   SOLE   967 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 118 6,651 SH   SOLE   6,651 0 0
HOST HOTELS & RESORTS INC COM 44107P104 46 2,780 SH   SOLE   2,780 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 103 440 SH   SOLE   440 0 0
IRON MTN INC NEW COM 46284V101 24 711 SH   SOLE   711 0 0
JPMORGAN CHASE & CO COM 46625H100 806 13,615 SH   SOLE   13,615 0 0
JUNIPER NETWORKS INC COM 48203R104 33 1,313 SH   SOLE   1,313 0 0
KIMCO RLTY CORP COM 49446R109 44 1,529 SH   SOLE   1,529 0 0
KINDER MORGAN INC DEL COM 49456B101 121 6,768 SH   SOLE   6,768 0 0
M & T BK CORP COM 55261F104 66 592 SH   SOLE   592 0 0
MACYS INC COM 55616P104 51 1,163 SH   SOLE   1,163 0 0
MARATHON PETE CORP COM 56585A102 73 1,972 SH   SOLE   1,972 0 0
MCKESSON CORP COM 58155Q103 134 852 SH   SOLE   852 0 0
MERCK & CO INC NEW COM 58933Y105 547 10,333 SH   SOLE   10,333 0 0
METLIFE INC COM 59156R108 181 4,112 SH   SOLE   4,112 0 0
MONSANTO CO NEW COM 61166W101 143 1,627 SH   SOLE   1,627 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 74 555 SH   SOLE   555 0 0
MOSAIC CO NEW COM 61945C103 34 1,241 SH   SOLE   1,241 0 0
NAVIENT CORP COM 63938C108 16 1,341 SH   SOLE   1,341 0 0
NETAPP INC COM 64110D104 30 1,082 SH   SOLE   1,082 0 0
NETFLIX INC COM 64110L106 162 1,581 SH   SOLE   1,581 0 0
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NISOURCE INC COM 65473P105 28 1,179 SH   SOLE   1,179 0 0
NVIDIA CORP COM 67066G104 67 1,891 SH   SOLE   1,891 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 100 365 SH   SOLE   365 0 0
ORACLE CORP COM 68389X105 484 11,842 SH   SOLE   11,842 0 0
PG&E CORP COM 69331C108 108 1,814 SH   SOLE   1,814 0 0
PPL CORP COM 69351T106 95 2,485 SH   SOLE   2,485 0 0
PAYPAL HLDGS INC COM 70450Y103 159 4,112 SH   SOLE   4,112 0 0
PRAXAIR INC COM 74005P104 121 1,054 SH   SOLE   1,054 0 0
PRICE T ROWE GROUP INC COM 74144T108 68 929 SH   SOLE   929 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 40 1,007 SH   SOLE   1,007 0 0
PROLOGIS INC COM 74340W103 86 1,940 SH   SOLE   1,940 0 0
PUBLIC STORAGE COM 74460D109 150 545 SH   SOLE   545 0 0
QORVO INC COM 74736K101 24 478 SH   SOLE   478 0 0
QUEST DIAGNOSTICS INC COM 74834L100 38 531 SH   SOLE   531 0 0
RANGE RES CORP COM 75281A109 20 627 SH   SOLE   627 0 0
REGENERON PHARMACEUTICALS COM 75886F107 104 288 SH   SOLE   288 0 0
REGIONS FINL CORP NEW COM 7591EP100 38 4,829 SH   SOLE   4,829 0 0
SL GREEN RLTY CORP COM 78440X101 36 369 SH   SOLE   369 0 0
SALESFORCE COM INC COM 79466L302 170 2,309 SH   SOLE   2,309 0 0
SANDISK CORP COM 80004C101 57 743 SH   SOLE   743 0 0
SCANA CORP NEW COM 80589M102 37 529 SH   SOLE   529 0 0
SEALED AIR CORP NEW COM 81211K100 35 731 SH   SOLE   731 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 55 707 SH   SOLE   707 0 0
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 52 624 SH   SOLE   624 0 0
SYNCHRONY FINL COM 87165B103 88 3,084 SH   SOLE   3,084 0 0
TEGNA INC COM 87901J105 19 820 SH   SOLE   820 0 0
TERADATA CORP DEL COM 88076W103 13 492 SH   SOLE   492 0 0
3M CO COM 88579Y101 380 2,278 SH   SOLE   2,278 0 0
TIME WARNER CABLE INC COM 88732J207 214 1,048 SH   SOLE   1,048 0 0
UNITEDHEALTH GROUP INC COM 91324P102 455 3,526 SH   SOLE   3,526 0 0
UNUM GROUP COM 91529Y106 28 901 SH   SOLE   901 0 0
VALERO ENERGY CORP NEW COM 91913Y100 114 1,781 SH   SOLE   1,781 0 0
VARIAN MED SYS INC COM 92220P105 29 359 SH   SOLE   359 0 0
VENTAS INC COM 92276F100 78 1,232 SH   SOLE   1,232 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 814 15,049 SH   SOLE   15,049 0 0
VERISK ANALYTICS INC COM 92345Y106 46 577 SH   SOLE   577 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 72 909 SH   SOLE   909 0 0
WEC ENERGY GROUP INC COM 92939U106 70 1,168 SH   SOLE   1,168 0 0
WASTE MGMT INC DEL COM 94106L109 91 1,536 SH   SOLE   1,536 0 0
WELLTOWER INC COM 95040Q104 91 1,309 SH   SOLE   1,309 0 0
WESTROCK CO COM 96145D105 37 951 SH   SOLE   951 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 33 430 SH   SOLE   430 0 0
XCEL ENERGY INC COM 98389B100 78 1,877 SH   SOLE   1,877 0 0
XYLEM INC COM 98419M100 27 664 SH   SOLE   664 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 71 662 SH   SOLE   662 0 0
CHUBB LIMITED COM H1467J104 203 1,705 SH   SOLE   1,705 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 52 635 SH   SOLE   635 0 0
VISA INC COM CL A 92826C839 551 7,200 SH   SOLE   7,200 0 0
DISNEY WALT CO COM DISNEY 254687106 559 5,626 SH   SOLE   5,626 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 247 4,576 SH   SOLE   4,576 0 0
CITIGROUP INC COM NEW 172967424 460 11,018 SH   SOLE   11,018 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 142 2,909 SH   SOLE   2,909 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 27 1,084 SH   SOLE   1,084 0 0
F M C CORP COM NEW 302491303 20 495 SH   SOLE   495 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 35 404 SH   SOLE   404 0 0
MORGAN STANLEY COM NEW 617446448 140 5,586 SH   SOLE   5,586 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 45 595 SH   SOLE   595 0 0
NRG ENERGY INC COM NEW 629377508 15 1,162 SH   SOLE   1,162 0 0
OWENS ILL INC COM NEW 690768403 9 595 SH   SOLE   595 0 0
PRICELINE GRP INC COM NEW 741503403 238 185 SH   SOLE   185 0 0
RAYTHEON CO COM NEW 755111507 137 1,114 SH   SOLE   1,114 0 0
SMUCKER J M CO COM NEW 832696405 58 443 SH   SOLE   443 0 0
TIME WARNER INC COM NEW 887317303 215 2,957 SH   SOLE   2,957 0 0
US BANCORP DEL COM NEW 902973304 247 6,082 SH   SOLE   6,082 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 39 532 SH   SOLE   532 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 205 2,546 SH   SOLE   2,546 0 0
EXPEDIA INC DEL COM NEW 30212P303 47 436 SH   SOLE   436 0 0
IDERA PHARMACEUTICALS INC COM NEW 45168K306 736 371,759 SH   SOLE   371,759 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 84 139 SH   SOLE   139 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 44 375 SH   SOLE   375 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 56 1,068 SH   SOLE   1,068 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 11 369 SH   SOLE   369 0 0
MCCORMICK & CO INC COM NON VTG 579780206 43 431 SH   SOLE   431 0 0
EQUINIX INC COM PAR $0.001 29444U700 13,368 40,423 SH   SOLE   40,423 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 195 14,417 SH   SOLE   14,417 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 16 553 SH   SOLE   553 0 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 26 955 SH   SOLE   955 0 0
POWERSHS DB MULTI SECT COMM DB ENERGY FUND 73936B101 3,821 366,037 SH   SOLE   366,037 0 0
POWERSHS DB MULTI SECT COMM DB OIL FUND 73936B507 6,941 893,367 SH   SOLE   893,367 0 0
NXP SEMICONDUCTORS N V DBCV 1.000%12/0 62952QAB6 13,275 12,000,000 PRN   SOLE   12,000,000 0 0
WESCO INTL INC DBCV 6.000% 9/1 95082PAH8 10,528 5,496,000 PRN   SOLE   5,496,000 0 0
ROPER TECHNOLOGIES INC FRNT 1/1 776696AA4 16,445 7,100,000 PRN   SOLE   7,100,000 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 25,207 214,343 SH   SOLE   214,343 0 0
ISHARES TR IBOXX HI YD ETF 464288513 143,774 1,760,000 SH   SOLE   1,760,000 0 0
ISHARES SILVER TRUST ISHARES 46428Q109 10,955 746,232 SH   SOLE   746,232 0 0
ISHARES TR MSCI EAFE ETF 464287465 29,127 509,838 SH   SOLE   509,838 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 13,486 393,752 SH   SOLE   393,752 0 0
SPECTRANETICS CORP MTNF 2.625% 6/0 84760CAA5 7,523 9,500,000 PRN   SOLE   9,500,000 0 0
LABORATORY CORP AMER HLDGS NOTE 9/1 50540RAG7 14,656 9,350,000 PRN   SOLE   9,350,000 0 0
LAM RESEARCH CORP NOTE 0.500% 5/1 512807AJ7 21,420 16,000,000 PRN   SOLE   16,000,000 0 0
ELECTRONICS FOR IMAGING INC NOTE 0.750% 9/0 286082AC6 9,880 9,500,000 PRN   SOLE   9,500,000 0 0
INTEGRATED DEVICE TECHNOLOGY NOTE 0.875%11/1 458118AB2 10,264 11,000,000 PRN   SOLE   11,000,000 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 21,131 21,000,000 PRN   SOLE   21,000,000 0 0
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.000% 7/0 874054AD1 14,270 8,000,000 PRN   SOLE   8,000,000 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 10,465 11,500,000 PRN   SOLE   11,500,000 0 0
NVIDIA CORP NOTE 1.000%12/0 67066GAC8 14,275 8,000,000 PRN   SOLE   8,000,000 0 0
JARDEN CORP NOTE 1.125% 3/1 471109AM0 13,283 10,500,000 PRN   SOLE   10,500,000 0 0
TESLA MTRS INC NOTE 1.250% 3/0 88160RAC5 9,426 11,000,000 PRN   SOLE   11,000,000 0 0
HURON CONSULTING GROUP INC NOTE 1.250%10/0 447462AB8 11,371 11,700,000 PRN   SOLE   11,700,000 0 0
LIBERTY MEDIA CORP DELAWARE NOTE 1.375%10/1 531229AB8 7,910 8,000,000 PRN   SOLE   8,000,000 0 0
VERINT SYS INC NOTE 1.500% 6/0 92343XAA8 8,366 9,500,000 PRN   SOLE   9,500,000 0 0
EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 11,913 10,000,000 PRN   SOLE   10,000,000 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061GAF8 9,485 8,000,000 PRN   SOLE   8,000,000 0 0
BOTTOMLINE TECH DEL INC NOTE 1.500%12/0 101388AA4 10,818 9,500,000 PRN   SOLE   9,500,000 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 11,831 11,500,000 PRN   SOLE   11,500,000 0 0
GILEAD SCIENCES INC NOTE 1.625% 5/0 375558AP8 25,501 6,200,000 PRN   SOLE   6,200,000 0 0
VECTOR GROUP LTD NOTE 1.750% 4/1 92240MBC1 12,162 11,000,000 PRN   SOLE   11,000,000 0 0
STILLWATER MNG CO NOTE 1.750%10/1 86074QAL6 7,691 7,200,000 PRN   SOLE   7,200,000 0 0
MGIC INVT CORP WIS NOTE 2.000% 4/0 552848AE3 9,949 7,900,000 PRN   SOLE   7,900,000 0 0
CHART INDS INC NOTE 2.000% 8/0 16115QAC4 11,279 12,700,000 PRN   SOLE   12,700,000 0 0
RPM INTL INC NOTE 2.250%12/1 749685AT0 15,969 14,000,000 PRN   SOLE   14,000,000 0 0
MEDICINES CO NOTE 2.500% 1/1 584688AE5 11,300 10,000,000 PRN   SOLE   10,000,000 0 0
WEBMD HEALTH CORP NOTE 2.500% 1/3 94770VAF9 10,054 8,800,000 PRN   SOLE   8,800,000 0 0
ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875TAA9 11,076 11,000,000 PRN   SOLE   11,000,000 0 0
DEPOMED INC NOTE 2.500% 9/0 249908AA2 7,475 8,000,000 PRN   SOLE   8,000,000 0 0
XILINX INC NOTE 2.625% 6/1 983919AF8 14,794 9,000,000 PRN   SOLE   9,000,000 0 0
BROOKDALE SR LIVING INC NOTE 2.750% 6/1 112463AA2 6,581 6,900,000 PRN   SOLE   6,900,000 0 0
EMERGENT BIOSOLUTIONS INC NOTE 2.875% 1/1 29089QAB1 10,385 8,000,000 PRN   SOLE   8,000,000 0 0
ENCORE CAP GROUP INC NOTE 2.875% 3/1 292554AH5 5,510 8,000,000 PRN   SOLE   8,000,000 0 0
MACQUARIE INFRASTRUCTURE COR NOTE 2.875% 7/1 55608BAA3 22,750 20,600,000 PRN   SOLE   20,600,000 0 0
SEACOR HOLDINGS INC NOTE 3.000%11/1 81170YAB5 9,163 11,900,000 PRN   SOLE   11,900,000 0 0
ANI PHARMACEUTICALS INC NOTE 3.000%12/0 00182CAA1 7,155 8,000,000 PRN   SOLE   8,000,000 0 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 11,935 11,000,000 PRN   SOLE   11,000,000 0 0
GREEN PLAINS INC NOTE 3.250%10/0 393222AD6 10,811 10,900,000 PRN   SOLE   10,900,000 0 0
QUIDEL CORP NOTE 3.250%12/1 74838JAA9 7,105 8,000,000 PRN   SOLE   8,000,000 0 0
WABASH NATL CORP NOTE 3.375% 5/0 929566AH0 9,808 7,700,000 PRN   SOLE   7,700,000 0 0
STARWOOD PPTY TR INC NOTE 3.750%10/1 85571BAC9 9,863 10,000,000 PRN   SOLE   10,000,000 0 0
AIR LEASE CORP NOTE 3.875%12/0 00912XAK0 867 650,000 PRN   SOLE   650,000 0 0
NEWPARK RES INC NOTE 4.000%10/0 651718AC2 6,925 8,000,000 PRN   SOLE   8,000,000 0 0
FIDELITY NATIONAL FINANCIAL NOTE 4.250% 8/1 31620RAE5 7,709 4,124,000 PRN   SOLE   4,124,000 0 0
LGI HOMES INC NOTE 4.250%11/1 50187TAB2 1,633 1,300,000 PRN   SOLE   1,300,000 0 0
TPG SPECIALTY LENDING INC NOTE 4.500%12/1 87265KAB8 17,336 17,600,000 PRN   SOLE   17,600,000 0 0
ARES CAP CORP NOTE 4.750% 1/1 04010LAJ2 16,180 16,000,000 PRN   SOLE   16,000,000 0 0
AIRTRAN HLDGS INC NOTE 5.250%11/0 00949PAD0 10,942 3,600,000 PRN   SOLE   3,600,000 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 23 355 SH   SOLE   355 0 0
CARNIVAL CORP PAIRED CTF 143658300 90 1,703 SH   SOLE   1,703 0 0
IRIDIUM COMMUNICATIONS INC PERP PFD CNV B 46269C409 7,036 24,000 SH   SOLE   24,000 0 0
KEYCORP NEW PFD 7.75% SR A 493267405 7,603 58,400 SH   SOLE   58,400 0 0
ALLERGAN PLC PFD CONV SER A G0177J116 11,010 12,000 SH   SOLE   12,000 0 0
ALEXANDRIA REAL ESTATE EQ IN PFD CONV SER D 015271505 11,408 390,000 SH   SOLE   390,000 0 0
FRONTIER COMMUNICATIONS CORP PFD CONV SER-A 35906A207 11,989 115,000 SH   SOLE   115,000 0 0
POWERSHS DB MULTI SECT COMM PS DB AGRICUL FD 73936B408 22,500 1,092,224 SH   SOLE   1,092,224 0 0
TE CONNECTIVITY LTD REG SHS H84989104 88 1,429 SH   SOLE   1,429 0 0
TRANSOCEAN LTD REG SHS H8817H100 12 1,265 SH   SOLE   1,265 0 0
ISHARES TR RUS 1000 VAL ETF 464287598 10,332 104,566 SH   SOLE   104,566 0 0
ISHARES TR RUS 2000 VAL ETF 464287630 3,948 42,358 SH   SOLE   42,358 0 0
ISHARES TR RUS MDCP VAL ETF 464287473 5,272 74,332 SH   SOLE   74,332 0 0
ISHARES TR RUS MID-CAP ETF 464287499 34,179 209,793 SH   SOLE   209,793 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 25,951 234,598 SH   SOLE   234,598 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 20,678 13,000,000 PRN   SOLE   13,000,000 0 0
MENTOR GRAPHICS CORP SDCV 4.000% 4/0 587200AK2 11,918 11,350,000 PRN   SOLE   11,350,000 0 0
VORNADO RLTY TR SH BEN INT 929042109 62 656 SH   SOLE   656 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 101 1,348 SH   SOLE   1,348 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 40 257 SH   SOLE   257 0 0
ALLERGAN PLC SHS G0177J108 391 1,458 SH   SOLE   1,458 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 78 1,036 SH   SOLE   1,036 0 0
EATON CORP PLC SHS G29183103 107 1,712 SH   SOLE   1,712 0 0
ENDO INTL PLC SHS G30401106 22 770 SH   SOLE   770 0 0
INGERSOLL-RAND PLC SHS G47791101 60 966 SH   SOLE   966 0 0
INVESCO LTD SHS G491BT108 48 1,568 SH   SOLE   1,568 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 26 429 SH   SOLE   429 0 0
MEDTRONIC PLC SHS G5960L103 390 5,201 SH   SOLE   5,201 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 39 681 SH   SOLE   681 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 38 1,106 SH   SOLE   1,106 0 0
PENTAIR PLC SHS G7S00T104 36 667 SH   SOLE   667 0 0
SIGNET JEWELERS LIMITED SHS G81276100 37 295 SH   SOLE   295 0 0
TYCO INTL PLC SHS G91442106 57 1,564 SH   SOLE   1,564 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 60 509 SH   SOLE   509 0 0
PERRIGO CO PLC SHS G97822103 69 542 SH   SOLE   542 0 0
XL GROUP PLC SHS G98290102 41 1,102 SH   SOLE   1,102 0 0
GARMIN LTD SHS H2906T109 17 437 SH   SOLE   437 0 0
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UNITED STATES NATL GAS FUND UNIT PAR $0.001 912318201 3,260 489,553 SH   SOLE   489,553 0 0