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
AFLAC INC COM 001055102 114 1,575 SH   SOLE   1,575 0 0
AGL RES INC COM 001204106 29 445 SH   SOLE   445 0 0
AES CORP COM 00130H105 31 2,474 SH   SOLE   2,474 0 0
ANI PHARMACEUTICALS INC NOTE 3.000%12/0 00182CAA1 10,763 10,000,000 PRN   SOLE   10,000,000 0 0
AT&T INC COM 00206R102 997 23,067 SH   SOLE   23,067 0 0
ABBOTT LABS COM 002824100 217 5,524 SH   SOLE   5,524 0 0
ABBVIE INC COM 00287Y109 374 6,042 SH   SOLE   6,042 0 0
ACTIVISION BLIZZARD INC COM 00507V109 75 1,901 SH   SOLE   1,901 0 0
ACUITY BRANDS INC COM 00508Y102 41 164 SH   SOLE   164 0 0
ADOBE SYS INC COM 00724F101 179 1,868 SH   SOLE   1,868 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 44 271 SH   SOLE   271 0 0
AETNA INC NEW COM 00817Y108 160 1,311 SH   SOLE   1,311 0 0
AFFILIATED MANAGERS GROUP COM 008252108 28 200 SH   SOLE   200 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 54 1,226 SH   SOLE   1,226 0 0
AIR LEASE CORP NOTE 3.875%12/0 00912XAK0 784 650,000 PRN   SOLE   650,000 0 0
AIR PRODS & CHEMS INC COM 009158106 103 727 SH   SOLE   727 0 0
AIRTRAN HLDGS INC NOTE 5.250%11/0 00949PAD0 9,882 3,600,000 PRN   SOLE   3,600,000 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 37 659 SH   SOLE   659 0 0
ALASKA AIR GROUP INC COM 011659109 27 467 SH   SOLE   467 0 0
ALCOA INC COM 013817101 46 4,930 SH   SOLE   4,930 0 0
ALEXANDRIA REAL ESTATE EQ IN PFD CONV SER D 015271505 13,290 390,000 SH   SOLE   390,000 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 98 839 SH   SOLE   839 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 43 221 SH   SOLE   221 0 0
ALLSTATE CORP COM 020002101 99 1,410 SH   SOLE   1,410 0 0
ALPHABET INC CAP STK CL C 02079K107 771 1,114 SH   SOLE   1,114 0 0
ALPHABET INC CAP STK CL A 02079K305 772 1,097 SH   SOLE   1,097 0 0
ALTRIA GROUP INC COM 02209S103 506 7,342 SH   SOLE   7,342 0 0
AMAZON COM INC COM 023135106 1,036 1,447 SH   SOLE   1,447 0 0
AMEREN CORP COM 023608102 49 909 SH   SOLE   909 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 64 2,261 SH   SOLE   2,261 0 0
AMERICAN ELEC PWR INC COM 025537101 129 1,841 SH   SOLE   1,841 0 0
AMERICAN EXPRESS CO COM 025816109 187 3,073 SH   SOLE   3,073 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 228 4,310 SH   SOLE   4,310 0 0
AMERICAN TOWER CORP NEW COM 03027X100 181 1,589 SH   SOLE   1,589 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 56 663 SH   SOLE   663 0 0
AMERISOURCEBERGEN CORP COM 03073E105 57 723 SH   SOLE   723 0 0
AMERIPRISE FINL INC COM 03076C106 57 630 SH   SOLE   630 0 0
AMETEK INC NEW COM 031100100 41 880 SH   SOLE   880 0 0
AMGEN INC COM 031162100 429 2,820 SH   SOLE   2,820 0 0
AMPHENOL CORP NEW CL A 032095101 66 1,155 SH   SOLE   1,155 0 0
ANADARKO PETE CORP COM 032511107 101 1,906 SH   SOLE   1,906 0 0
ANALOG DEVICES INC COM 032654105 65 1,155 SH   SOLE   1,155 0 0
ANTERO RES CORP COM 03674X106 2,553 98,250 SH   SOLE   98,250 0 0
ANTHEM INC COM 036752103 128 973 SH   SOLE   973 0 0
ANTHEM INC UNIT 05/01/20188 036752202 17,609 395,000 SH   SOLE   395,000 0 0
APACHE CORP COM 037411105 78 1,409 SH   SOLE   1,409 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 26 579 SH   SOLE   579 0 0
APPLE INC COM 037833100 1,988 20,793 SH   SOLE   20,793 0 0
APPLIED MATLS INC COM 038222105 102 4,240 SH   SOLE   4,240 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 96 2,232 SH   SOLE   2,232 0 0
ARES CAP CORP NOTE 4.750% 1/1 04010LAJ2 17,609 395,000 PRN   SOLE   395,000 0 0
APACHE CORP COM 037411105 78 1,409 SH   SOLE   1,409 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 26 579 SH   SOLE   579 0 0
APPLE INC COM 037833100 1,988 20,793 SH   SOLE   20,793 0 0
APPLIED MATLS INC COM 038222105 102 4,240 SH   SOLE   4,240 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 96 2,232 SH   SOLE   2,232 0 0
ARES CAP CORP NOTE 4.750% 1/1 04010LAJ2 16,550 16,000,000 SH   SOLE   16,000,000 0 0
ASSURANT INC COM 04621X108 21 244 SH   SOLE   244 0 0
AUTODESK INC COM 052769106 45 837 SH   SOLE   837 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 157 1,706 SH   SOLE   1,706 0 0
AUTONATION INC COM 05329W102 13 283 SH   SOLE   283 0 0
AUTOZONE INC COM 053332102 90 113 SH   SOLE   113 0 0
AVALONBAY CMNTYS INC COM 053484101 91 507 SH   SOLE   507 0 0
AVERY DENNISON CORP COM 053611109 25 337 SH   SOLE   337 0 0
BB&T CORP COM 054937107 108 3,044 SH   SOLE   3,044 0 0
BAKER HUGHES INC COM 057224107 74 1,642 SH   SOLE   1,642 0 0
BALL CORP COM 058498106 38 527 SH   SOLE   527 0 0
BANK AMER CORP COM 060505104 514 38,722 SH   SOLE   38,722 0 0
BANK NEW YORK MELLON CORP COM 064058100 157 4,034 SH   SOLE   4,034 0 0
BARD C R INC COM 067383109 64 274 SH   SOLE   274 0 0
BAXTER INTL INC COM 071813109 93 2,054 SH   SOLE   2,054 0 0
BECTON DICKINSON & CO COM 075887109 134 789 SH   SOLE   789 0 0
BED BATH & BEYOND INC COM 075896100 27 618 SH   SOLE   618 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 1,017 7,026 SH   SOLE   7,026 0 0
BEST BUY INC COM 086516101 32 1,050 SH   SOLE   1,050 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 1.500%10/1 09061GAF8 9,250 8,000,000 PRN   SOLE   8,000,000 0 0
BIOGEN INC COM 09062X103 198 820 SH   SOLE   820 0 0
BLACKROCK INC COM 09247X101 162 473 SH   SOLE   473 0 0
BLOCK H & R INC COM 093671105 20 884 SH   SOLE   884 0 0
BOEING CO COM 097023105 303 2,335 SH   SOLE   2,335 0 0
BORGWARNER INC COM 099724106 24 815 SH   SOLE   815 0 0
BOSTON PROPERTIES INC COM 101121101 75 569 SH   SOLE   569 0 0
BOSTON SCIENTIFIC CORP COM 101137107 118 5,056 SH   SOLE   5,056 0 0
BOTTOMLINE TECH DEL INC NOTE 1.500%12/0 101388AA4 9,542 9,500,000 PRN   SOLE   9,500,000 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 460 6,260 SH   SOLE   6,260 0 0
BROOKDALE SR LIVING INC NOTE 2.750% 6/1 112463AA2 9,085 9,300,000 PRN   SOLE   9,300,000 0 0
BROWN FORMAN CORP CL B 115637209 38 376 SH   SOLE   376 0 0
CBS CORP NEW CL B 124857202 86 1,572 SH   SOLE   1,572 0 0
CBRE GROUP INC CL A 12504L109 29 1,090 SH   SOLE   1,090 0 0
CF INDS HLDGS INC COM 125269100 21 874 SH   SOLE   874 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 40 532 SH   SOLE   532 0 0
CIGNA CORPORATION COM 125509109 122 953 SH   SOLE   953 0 0
CME GROUP INC COM 12572Q105 123 1,260 SH   SOLE   1,260 0 0
CMS ENERGY CORP COM 125896100 48 1,039 SH   SOLE   1,039 0 0
CSX CORP COM 126408103 94 3,611 SH   SOLE   3,611 0 0
CSRA INC COM 12650T104 12 510 SH   SOLE   510 0 0
CVS HEALTH CORP COM 126650100 394 4,119 SH   SOLE   4,119 0 0
CA INC COM 12673P105 36 1,109 SH   SOLE   1,109 0 0
CABOT OIL & GAS CORP COM 127097103 44 1,717 SH   SOLE   1,717 0 0
CAMPBELL SOUP CO COM 134429109 44 665 SH   SOLE   665 0 0
CAPITAL ONE FINL CORP COM 14040H105 125 1,968 SH   SOLE   1,968 0 0
CARDINAL HEALTH INC COM 14149Y108 96 1,235 SH   SOLE   1,235 0 0
CARDTRONICS INC NOTE 1.000%12/0 14161HAG3 11,028 11,000,000 PRN   SOLE   11,000,000 0 0
CARMAX INC COM 143130102 36 730 SH   SOLE   730 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 75 1,689 SH   SOLE   1,689 0 0
CATERPILLAR INC DEL COM 149123101 165 2,183 SH   SOLE   2,183 0 0
CELGENE CORP COM 151020104 289 2,931 SH   SOLE   2,931 0 0
CENTENE CORP DEL COM 15135B101 45 633 SH   SOLE   633 0 0
CENTERPOINT ENERGY INC COM 15189T107 39 1,613 SH   SOLE   1,613 0 0
CENTURYLINK INC COM 156700106 59 2,031 SH   SOLE   2,031 0 0
CERNER CORP COM 156782104 66 1,127 SH   SOLE   1,127 0 0
CHART INDS INC NOTE 2.000% 8/0 16115QAC4 11,819 12,700,000 PRN   SOLE   12,700,000 0 0
CHESAPEAKE ENERGY CORP COM 165167107 8 1,927 SH   SOLE   1,927 0 0
CHEVRON CORP NEW COM 166764100 740 7,062 SH   SOLE   7,062 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 45 112 SH   SOLE   112 0 0
CHURCH & DWIGHT INC COM 171340102 50 485 SH   SOLE   485 0 0
CIMAREX ENERGY CO COM 171798101 42 350 SH   SOLE   350 0 0
CINCINNATI FINL CORP COM 172062101 41 546 SH   SOLE   546 0 0
CISCO SYS INC COM 17275R102 541 18,871 SH   SOLE   18,871 0 0
CINTAS CORP COM 172908105 32 324 SH   SOLE   324 0 0
CITIGROUP INC COM NEW 172967424 469 11,055 SH   SOLE   11,055 0 0
CITIZENS FINL GROUP INC COM 174610105 40 1,979 SH   SOLE   1,979 0 0
CITRIX SYS INC COM 177376100 46 569 SH   SOLE   569 0 0
CLOROX CO DEL COM 189054109 66 478 SH   SOLE   478 0 0
COACH INC COM 189754104 42 1,041 SH   SOLE   1,041 0 0
COCA COLA CO COM 191216100 662 14,612 SH   SOLE   14,612 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 131 2,284 SH   SOLE   2,284 0 0
COLGATE PALMOLIVE CO COM 194162103 245 3,347 SH   SOLE   3,347 0 0
COLUMBIA PIPELINE GROUP INC COM 198280109 38 1,499 SH   SOLE   1,499 0 0
COMCAST CORP NEW CL A 20030N101 595 9,123 SH   SOLE   9,123 0 0
COMERICA INC COM 200340107 27 654 SH   SOLE   654 0 0
CONAGRA FOODS INC COM 205887102 78 1,628 SH   SOLE   1,628 0 0
CONCHO RES INC COM 20605P101 57 477 SH   SOLE   477 0 0
CONOCOPHILLIPS COM 20825C104 202 4,635 SH   SOLE   4,635 0 0
CONSOLIDATED EDISON INC COM 209115104 89 1,101 SH   SOLE   1,101 0 0
CONSTELLATION BRANDS INC CL A 21036P108 108 655 SH   SOLE   655 0 0
CORNING INC COM 219350105 85 4,173 SH   SOLE   4,173 0 0
COSTCO WHSL CORP NEW COM 22160K105 259 1,649 SH   SOLE   1,649 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 127 1,251 SH   SOLE   1,251 0 0
CUMMINS INC COM 231021106 68 608 SH   SOLE   608 0 0
D R HORTON INC COM 23331A109 39 1,225 SH   SOLE   1,225 0 0
DTE ENERGY CO COM 233331107 66 664 SH   SOLE   664 0 0
DANAHER CORP DEL COM 235851102 226 2,241 SH   SOLE   2,241 0 0
DARDEN RESTAURANTS INC COM 237194105 27 427 SH   SOLE   427 0 0
DAVITA HEALTHCARE PARTNERS I COM 23918K108 48 617 SH   SOLE   617 0 0
DEERE & CO COM 244199105 90 1,116 SH   SOLE   1,116 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 106 2,919 SH   SOLE   2,919 0 0
DENTSPLY SIRONA INC COM 24906P109 56 898 SH   SOLE   898 0 0
DEPOMED INC NOTE 2.500% 9/0 249908AA2 9,655 8,000,000 PRN   SOLE   8,000,000 0 0
DEVON ENERGY CORP NEW COM 25179M103 69 1,913 SH   SOLE   1,913 0 0
DIAMOND OFFSHORE DRILLING IN COM 25271C102 6 239 SH   SOLE   239 0 0
DIGITAL RLTY TR INC COM 253868103 60 548 SH   SOLE   548 0 0
DISNEY WALT CO COM DISNEY 254687106 551 5,629 SH   SOLE   5,629 0 0
DISCOVER FINL SVCS COM 254709108 83 1,553 SH   SOLE   1,553 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 14 553 SH   SOLE   553 0 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 21 887 SH   SOLE   887 0 0
DOLLAR GEN CORP NEW COM 256677105 103 1,091 SH   SOLE   1,091 0 0
DOLLAR TREE INC COM 256746108 83 880 SH   SOLE   880 0 0
DOMINION RES INC VA NEW COM 25746U109 174 2,236 SH   SOLE   2,236 0 0
DOMINION RES INC VA NEW UNIT 99/99/9999 25746U869 14,737 285,000 SH   SOLE   285,000 0 0
DOVER CORP COM 260003108 40 574 SH   SOLE   574 0 0
DOW CHEM CO COM 260543103 208 4,189 SH   SOLE   4,189 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 68 699 SH   SOLE   699 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 212 3,268 SH   SOLE   3,268 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 221 2,581 SH   SOLE   2,581 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 16 134 SH   SOLE   134 0 0
E M C CORP MASS COM 268648102 198 7,301 SH   SOLE   7,301 0 0
EOG RES INC COM 26875P101 172 2,062 SH   SOLE   2,062 0 0
EQT CORP COM 26884L109 49 638 SH   SOLE   638 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 25 1,054 SH   SOLE   1,054 0 0
EASTMAN CHEM CO COM 277432100 37 550 SH   SOLE   550 0 0
EBAY INC COM 278642103 95 4,066 SH   SOLE   4,066 0 0
ECHO GLOBAL LOGISTICS INC NOTE 2.500% 5/0 27875TAA9 10,388 11,000,000 PRN   SOLE   11,000,000 0 0
ECOLAB INC COM 278865100 118 999 SH   SOLE   999 0 0
EDISON INTL COM 281020107 95 1,221 SH   SOLE   1,221 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 80 798 SH   SOLE   798 0 0
ELECTRONIC ARTS INC COM 285512109 87 1,150 SH   SOLE   1,150 0 0
ELECTRONICS FOR IMAGING INC NOTE 0.750% 9/0 286082AC6 10,183 9,500,000 PRN   SOLE   9,500,000 0 0
EMERGENT BIOSOLUTIONS INC NOTE 2.875% 1/1 29089QAB1 9,055 8,000,000 PRN   SOLE   8,000,000 0 0
EMERSON ELEC CO COM 291011104 126 2,411 SH   SOLE   2,411 0 0
ENCORE CAP GROUP INC NOTE 2.875% 3/1 292554AH5 5,650 8,000,000 PRN   SOLE   8,000,000 0 0
ENTERGY CORP NEW COM 29364G103 54 660 SH   SOLE   660 0 0
EQUIFAX INC COM 294429105 56 439 SH   SOLE   439 0 0
EQUINIX INC COM PAR $0.001 29444U700 15,675 40,427 SH   SOLE   40,427 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 94 1,360 SH   SOLE   1,360 0 0
ESSEX PPTY TR INC COM 297178105 56 245 SH   SOLE   245 0 0
EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 11,469 10,000,000 PRN   SOLE   10,000,000 0 0
EVERSOURCE ENERGY COM 30040W108 71 1,189 SH   SOLE   1,189 0 0
EXELON CORP COM 30161N101 125 3,449 SH   SOLE   3,449 0 0
EXPEDIA INC DEL COM NEW 30212P303 46 436 SH   SOLE   436 0 0
EXPEDITORS INTL WASH INC COM 302130109 33 679 SH   SOLE   679 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 180 2,373 SH   SOLE   2,373 0 0
EXTRA SPACE STORAGE INC COM 30225T102 43 468 SH   SOLE   468 0 0
EXXON MOBIL CORP COM 30231G102 1,460 15,573 SH   SOLE   15,573 0 0
FLIR SYS INC COM 302445101 16 511 SH   SOLE   511 0 0
F M C CORP COM NEW 302491303 23 495 SH   SOLE   495 0 0
FMC TECHNOLOGIES INC COM 30249U101 23 844 SH   SOLE   844 0 0
FACEBOOK INC CL A 30303M102 983 8,606 SH   SOLE   8,606 0 0
FASTENAL CO COM 311900104 48 1,082 SH   SOLE   1,082 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 43 257 SH   SOLE   257 0 0
FEDEX CORP COM 31428X106 145 955 SH   SOLE   955 0 0
F5 NETWORKS INC COM 315616102 30 261 SH   SOLE   261 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 76 1,027 SH   SOLE   1,027 0 0
FIDELITY NATIONAL FINANCIAL NOTE 4.250% 8/1 31620RAE5 8,423 4,124,000 PRN   SOLE   4,124,000 0 0
FIFTH THIRD BANCORP COM 316773100 52 2,937 SH   SOLE   2,937 0 0
FIRST SOLAR INC COM 336433107 14 280 SH   SOLE   280 0 0
FISERV INC COM 337738108 90 831 SH   SOLE   831 0 0
FIRSTENERGY CORP COM 337932107 55 1,588 SH   SOLE   1,588 0 0
FITBIT INC CL A 33812L102 12,356 1,011,121 SH   SOLE   1,011,121 0 0
FLUOR CORP NEW COM 343412102 26 524 SH   SOLE   524 0 0
FLOWSERVE CORP COM 34354P105 22 485 SH   SOLE   485 0 0
FOOT LOCKER INC COM 344849104 28 511 SH   SOLE   511 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 184 14,620 SH   SOLE   14,620 0 0
FRANKLIN RES INC COM 354613101 46 1,391 SH   SOLE   1,391 0 0
FREEPORT-MCMORAN INC CL B 35671D857 52 4,694 SH   SOLE   4,694 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 22 4,380 SH   SOLE   4,380 0 0
FRONTIER COMMUNICATIONS CORP PFD CONV SER-A 35906A207 10,882 115,000 SH   SOLE   115,000 0 0
GALLAGHER ARTHUR J & CO COM 363576109 32 663 SH   SOLE   663 0 0
GAP INC DEL COM 364760108 18 848 SH   SOLE   848 0 0
GENERAL DYNAMICS CORP COM 369550108 152 1,090 SH   SOLE   1,090 0 0
GENERAL ELECTRIC CO COM 369604103 1,102 34,991 SH   SOLE   34,991 0 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 65 2,184 SH   SOLE   2,184 0 0
GENERAL MLS INC COM 370334104 159 2,225 SH   SOLE   2,225 0 0
GENERAL MTRS CO COM 37045V100 149 5,270 SH   SOLE   5,270 0 0
GENUINE PARTS CO COM 372460105 56 558 SH   SOLE   558 0 0
GILEAD SCIENCES INC COM 375558103 428 5,125 SH   SOLE   5,125 0 0
GLOBAL PMTS INC COM 37940X102 41 577 SH   SOLE   577 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 218 1,468 SH   SOLE   1,468 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 26 995 SH   SOLE   995 0 0
GRAINGER W W INC COM 384802104 49 214 SH   SOLE   214 0 0
GREEN PLAINS INC NOTE 3.250%10/0 393222AD6 12,160 10,900,000 PRN   SOLE   10,900,000 0 0
HCA HOLDINGS INC COM 40412C101 88 1,139 SH   SOLE   1,139 0 0
HCP INC COM 40414L109 62 1,745 SH   SOLE   1,745 0 0
HP INC COM 40434L105 81 6,475 SH   SOLE   6,475 0 0
HALLIBURTON CO COM 406216101 146 3,218 SH   SOLE   3,218 0 0
HANESBRANDS INC COM 410345102 37 1,468 SH   SOLE   1,468 0 0
HARLEY DAVIDSON INC COM 412822108 31 686 SH   SOLE   686 0 0
HARMAN INTL INDS INC COM 413086109 19 263 SH   SOLE   263 0 0
HARRIS CORP DEL COM 413875105 38 461 SH   SOLE   461 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 66 1,478 SH   SOLE   1,478 0 0
HASBRO INC COM 418056107 35 415 SH   SOLE   415 0 0
HELMERICH & PAYNE INC COM 423452101 27 399 SH   SOLE   399 0 0
HERSHEY CO COM 427866108 60 532 SH   SOLE   532 0 0
HESS CORP COM 42809H107 59 986 SH   SOLE   986 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 118 6,437 SH   SOLE   6,437 0 0
HOLOGIC INC COM 436440101 32 919 SH   SOLE   919 0 0
HOME DEPOT INC COM 437076102 607 4,754 SH   SOLE   4,754 0 0
HONEYWELL INTL INC COM 438516106 336 2,885 SH   SOLE   2,885 0 0
HORMEL FOODS CORP COM 440452100 37 1,013 SH   SOLE   1,013 0 0
HOST HOTELS & RESORTS INC COM 44107P104 46 2,821 SH   SOLE   2,821 0 0
HUMANA INC COM 444859102 99 549 SH   SOLE   549 0 0
HUNT J B TRANS SVCS INC COM 445658107 27 335 SH   SOLE   335 0 0
HUNTINGTON BANCSHARES INC COM 446150104 27 2,981 SH   SOLE   2,981 0 0
HURON CONSULTING GROUP INC NOTE 1.250%10/0 447462AB8 11,883 11,700,000 PRN   SOLE   11,700,000 0 0
IDERA PHARMACEUTICALS INC COM NEW 45168K306 569 371,759 SH   SOLE   371,759 0 0
ILLINOIS TOOL WKS INC COM 452308109 128 1,227 SH   SOLE   1,227 0 0
ILLUMINA INC COM 452327109 76 542 SH   SOLE   542 0 0
INTEGRATED DEVICE TECHNOLOGY NOTE 0.875%11/1 458118AB2 10,588 11,000,000 PRN   SOLE   11,000,000 0 0
INTEL CORP COM 458140100 581 17,715 SH   SOLE   17,715 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 21,133 13,000,000 PRN   SOLE   13,000,000 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 114 445 SH   SOLE   445 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 503 3,315 SH   SOLE   3,315 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 37 297 SH   SOLE   297 0 0
INTL PAPER CO COM 460146103 65 1,534 SH   SOLE   1,534 0 0
INTERPUBLIC GROUP COS INC COM 460690100 35 1,503 SH   SOLE   1,503 0 0
INTUIT COM 461202103 107 957 SH   SOLE   957 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 92 139 SH   SOLE   139 0 0
IRIDIUM COMMUNICATIONS INC PERP PFD CNV B 46269C409 9,974 30,500 SH   SOLE   30,500 0 0
IRON MTN INC NEW COM 46284V101 36 904 SH   SOLE   904 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 13,529 393,752 SH   SOLE   393,752 0 0
ISHARES TR IBOXX INV CP ETF 464287242 92,048 750,000 SH   SOLE   750,000 0 0
ISHARES TR MSCI EAFE ETF 464287465 28,454 509,838 SH   SOLE   509,838 0 0
ISHARES TR RUS MDCP VAL ETF 464287473 5,522 74,332 SH   SOLE   74,332 0 0
ISHARES TR RUS MID-CAP ETF 464287499 35,275 209,793 SH   SOLE   209,793 0 0
ISHARES TR RUS 1000 VAL ETF 464287598 10,797 104,566 SH   SOLE   104,566 0 0
ISHARES TR RUS 2000 VAL ETF 464287630 4,121 42,358 SH   SOLE   42,358 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 26,972 234,598 SH   SOLE   234,598 0 0
ISHARES TR IBOXX HI YD ETF 464288513 146,852 1,734,000 SH   SOLE   1,734,000 0 0
ISHARES SILVER TRUST ISHARES 46428Q109 12,846 718,831 SH   SOLE   718,831 0 0
ISIS PHARMACEUTICALS INC DEL NOTE 1.000%11/1 464337AJ3 8,129 11,500,000 PRN   SOLE   11,500,000 0 0
JPMORGAN CHASE & CO COM 46625H100 855 13,764 SH   SOLE   13,764 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 23 454 SH   SOLE   454 0 0
JOHNSON & JOHNSON COM 478160104 1,255 10,348 SH   SOLE   10,348 0 0
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ALLEGION PUB LTD CO ORD SHS G0176J109 25 355 SH   SOLE   355 0 0
ALLERGAN PLC SHS G0177J108 342 1,480 SH   SOLE   1,480 0 0
ALLERGAN PLC PFD CONV SER A G0177J116 17,150 20,600 SH   SOLE   20,600 0 0
AON PLC SHS CL A G0408V102 111 1,014 SH   SOLE   1,014 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 267 2,354 SH   SOLE   2,354 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 65 1,036 SH   SOLE   1,036 0 0
EATON CORP PLC SHS G29183103 102 1,712 SH   SOLE   1,712 0 0
ENDO INTL PLC SHS G30401106 12 770 SH   SOLE   770 0 0
INGERSOLL-RAND PLC SHS G47791101 62 966 SH   SOLE   966 0 0
INVESCO LTD SHS G491BT108 40 1,552 SH   SOLE   1,552 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 25 417 SH   SOLE   417 0 0
MEDTRONIC PLC SHS G5960L103 458 5,273 SH   SOLE   5,273 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 33 669 SH   SOLE   669 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 71 1,357 SH   SOLE   1,357 0 0
NOBLE CORP PLC SHS USD G65431101 0 1 SH   SOLE   1 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 27 1,106 SH   SOLE   1,106 0 0
PENTAIR PLC SHS G7S00T104 40 679 SH   SOLE   679 0 0
SIGNET JEWELERS LIMITED SHS G81276100 24 295 SH   SOLE   295 0 0
TYCO INTL PLC SHS G91442106 68 1,592 SH   SOLE   1,592 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 63 509 SH   SOLE   509 0 0
PERRIGO CO PLC SHS G97822103 49 542 SH   SOLE   542 0 0
XL GROUP PLC SHS G98290102 36 1,087 SH   SOLE   1,087 0 0
CHUBB LIMITED COM H1467J104 226 1,728 SH   SOLE   1,728 0 0
GARMIN LTD SHS H2906T109 19 437 SH   SOLE   437 0 0
TE CONNECTIVITY LTD REG SHS H84989104 79 1,378 SH   SOLE   1,378 0 0
TRANSOCEAN LTD REG SHS H8817H100 15 1,283 SH   SOLE   1,283 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 96 1,288 SH   SOLE   1,288 0 0
MYLAN N V SHS EURO N59465109 67 1,545 SH   SOLE   1,545 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 43 635 SH   SOLE   635 0 0
BROADCOM LTD SHS Y09827109 215 1,382 SH   SOLE   1,382 0 0