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 111 1,549 SH   SOLE   1,549 0 0
AES CORP COM 00130H105 32 2,474 SH   SOLE   2,474 0 0
ANI PHARMACEUTICALS INC NOTE 3.000%12/0 00182CAA1 12,300 10,000,000 PRN   SOLE   10,000,000 0 0
AT&T INC COM 00206R102 935 23,022 SH   SOLE   23,022 0 0
ABBOTT LABS COM 002824100 232 5,495 SH   SOLE   5,495 0 0
ABBVIE INC COM 00287Y109 381 6,042 SH   SOLE   6,042 0 0
ACTIVISION BLIZZARD INC COM 00507V109 84 1,901 SH   SOLE   1,901 0 0
ACUITY BRANDS INC COM 00508Y102 43 164 SH   SOLE   164 0 0
ADOBE SYS INC COM 00724F101 203 1,868 SH   SOLE   1,868 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 40 271 SH   SOLE   271 0 0
AETNA INC NEW COM 00817Y108 151 1,311 SH   SOLE   1,311 0 0
AFFILIATED MANAGERS GROUP COM 008252108 29 200 SH   SOLE   200 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 58 1,226 SH   SOLE   1,226 0 0
AIR PRODS & CHEMS INC COM 009158106 109 727 SH   SOLE   727 0 0
AIRTRAN HLDGS INC NOTE 5.250%11/0 00949PAD0 9,855 3,600,000 PRN   SOLE   3,600,000 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 35 659 SH   SOLE   659 0 0
ALASKA AIR GROUP INC COM 011659109 31 467 SH   SOLE   467 0 0
ALBEMARLE CORP COM 012653101 36 419 SH   SOLE   419 0 0
ALCOA INC COM 013817101 50 4,919 SH   SOLE   4,919 0 0
ALEXANDRIA REAL ESTATE EQ IN PFD CONV SER D 015271505 13,748 390,000 SH   SOLE   390,000 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 103 839 SH   SOLE   839 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 47 221 SH   SOLE   221 0 0
ALLIANT ENERGY CORP COM 018802108 33 849 SH   SOLE   849 0 0
ALLSTATE CORP COM 020002101 97 1,400 SH   SOLE   1,400 0 0
ALPHABET INC CAP STK CL C 02079K107 859 1,105 SH   SOLE   1,105 0 0
ALPHABET INC CAP STK CL A 02079K305 882 1,097 SH   SOLE   1,097 0 0
ALTRIA GROUP INC COM 02209S103 463 7,317 SH   SOLE   7,317 0 0
AMAZON COM INC COM 023135106 1,212 1,447 SH   SOLE   1,447 0 0
AMEREN CORP COM 023608102 45 909 SH   SOLE   909 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 73 1,982 SH   SOLE   1,982 0 0
AMERICAN ELEC PWR INC COM 025537101 118 1,841 SH   SOLE   1,841 0 0
AMERICAN EXPRESS CO COM 025816109 194 3,024 SH   SOLE   3,024 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 248 4,185 SH   SOLE   4,185 0 0
AMERICAN TOWER CORP NEW COM 03027X100 180 1,589 SH   SOLE   1,589 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 50 663 SH   SOLE   663 0 0
AMERISOURCEBERGEN CORP COM 03073E105 55 677 SH   SOLE   677 0 0
AMERIPRISE FINL INC COM 03076C106 63 630 SH   SOLE   630 0 0
AMETEK INC NEW COM 031100100 42 880 SH   SOLE   880 0 0
AMGEN INC COM 031162100 469 2,810 SH   SOLE   2,810 0 0
AMPHENOL CORP NEW CL A 032095101 75 1,155 SH   SOLE   1,155 0 0
ANADARKO PETE CORP COM 032511107 121 1,906 SH   SOLE   1,906 0 0
ANALOG DEVICES INC COM 032654105 74 1,155 SH   SOLE   1,155 0 0
ANTERO RES CORP COM 03674X106 2,648 98,250 SH   SOLE   98,250 0 0
ANTHEM INC COM 036752103 123 983 SH   SOLE   983 0 0
ANTHEM INC UNIT 05/01/20188 036752202 8,486 195,000 SH   SOLE   195,000 0 0
APACHE CORP COM 037411105 90 1,409 SH   SOLE   1,409 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 27 579 SH   SOLE   579 0 0
APPLE INC COM 037833100 2,316 20,484 SH   SOLE   20,484 0 0
APPLIED MATLS INC COM 038222105 123 4,074 SH   SOLE   4,074 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 93 2,198 SH   SOLE   2,198 0 0
ARES CAP CORP NOTE 4.750% 1/1 04010LAJ2 16,500 16,000,000 PRN   SOLE   16,000,000 0 0
ASSURANT INC COM 04621X108 21 232 SH   SOLE   232 0 0
AUTODESK INC COM 052769106 61 837 SH   SOLE   837 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 150 1,706 SH   SOLE   1,706 0 0
AUTONATION INC COM 05329W102 13 267 SH   SOLE   267 0 0
AUTOZONE INC COM 053332102 87 113 SH   SOLE   113 0 0
AVALONBAY CMNTYS INC COM 053484101 90 507 SH   SOLE   507 0 0
AVERY DENNISON CORP COM 053611109 26 337 SH   SOLE   337 0 0
BB&T CORP COM 054937107 116 3,069 SH   SOLE   3,069 0 0
BAKER HUGHES INC COM 057224107 83 1,642 SH   SOLE   1,642 0 0
BALL CORP COM 058498106 53 650 SH   SOLE   650 0 0
BANK AMER CORP COM 060505104 601 38,414 SH   SOLE   38,414 0 0
BANK NEW YORK MELLON CORP COM 064058100 161 4,034 SH   SOLE   4,034 0 0
BARD C R INC COM 067383109 61 274 SH   SOLE   274 0 0
BAXTER INTL INC COM 071813109 98 2,065 SH   SOLE   2,065 0 0
BECTON DICKINSON & CO COM 075887109 142 789 SH   SOLE   789 0 0
BED BATH & BEYOND INC COM 075896100 25 578 SH   SOLE   578 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 1,012 7,008 SH   SOLE   7,008 0 0
BEST BUY INC COM 086516101 40 1,050 SH   SOLE   1,050 0 0
BIOGEN INC COM 09062X103 257 820 SH   SOLE   820 0 0
BLACKROCK INC COM 09247X101 171 473 SH   SOLE   473 0 0
BLOCK H & R INC COM 093671105 19 840 SH   SOLE   840 0 0
BOEING CO COM 097023105 295 2,240 SH   SOLE   2,240 0 0
BORGWARNER INC COM 099724106 29 815 SH   SOLE   815 0 0
BOSTON PROPERTIES INC COM 101121101 78 569 SH   SOLE   569 0 0
BOSTON SCIENTIFIC CORP COM 101137107 121 5,074 SH   SOLE   5,074 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 337 6,243 SH   SOLE   6,243 0 0
BROWN FORMAN CORP CL B 115637209 36 752 SH   SOLE   752 0 0
CBS CORP NEW CL B 124857202 85 1,554 SH   SOLE   1,554 0 0
CBRE GROUP INC CL A 12504L109 30 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 37 532 SH   SOLE   532 0 0
CIGNA CORPORATION COM 125509109 124 953 SH   SOLE   953 0 0
CME GROUP INC COM 12572Q105 132 1,260 SH   SOLE   1,260 0 0
CMS ENERGY CORP COM 125896100 44 1,039 SH   SOLE   1,039 0 0
CSX CORP COM 126408103 109 3,575 SH   SOLE   3,575 0 0
CSRA INC COM 12650T104 14 510 SH   SOLE   510 0 0
CVS HEALTH CORP COM 126650100 357 4,017 SH   SOLE   4,017 0 0
CA INC COM 12673P105 37 1,109 SH   SOLE   1,109 0 0
CABOT OIL & GAS CORP COM 127097103 45 1,738 SH   SOLE   1,738 0 0
CAMPBELL SOUP CO COM 134429109 36 665 SH   SOLE   665 0 0
CAPITAL ONE FINL CORP COM 14040H105 138 1,916 SH   SOLE   1,916 0 0
CARDINAL HEALTH INC COM 14149Y108 95 1,219 SH   SOLE   1,219 0 0
CARDTRONICS INC NOTE 1.000%12/0 14161HAG3 13,156 12,500,000 PRN   SOLE   12,500,000 0 0
CARMAX INC COM 143130102 39 730 SH   SOLE   730 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 80 1,640 SH   SOLE   1,640 0 0
CATERPILLAR INC DEL COM 149123101 194 2,183 SH   SOLE   2,183 0 0
CELGENE CORP COM 151020104 303 2,897 SH   SOLE   2,897 0 0
CENTENE CORP DEL COM 15135B101 42 633 SH   SOLE   633 0 0
CENTERPOINT ENERGY INC COM 15189T107 37 1,613 SH   SOLE   1,613 0 0
CENTURYLINK INC COM 156700106 56 2,042 SH   SOLE   2,042 0 0
CERNER CORP COM 156782104 70 1,127 SH   SOLE   1,127 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 218 808 SH   SOLE   808 0 0
CHESAPEAKE ENERGY CORP COM 165167107 14 2,187 SH   SOLE   2,187 0 0
CHEVRON CORP NEW COM 166764100 725 7,049 SH   SOLE   7,049 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 47 112 SH   SOLE   112 0 0
CHURCH & DWIGHT INC COM 171340102 46 960 SH   SOLE   960 0 0
CIMAREX ENERGY CO COM 171798101 47 350 SH   SOLE   350 0 0
CINCINNATI FINL CORP COM 172062101 41 546 SH   SOLE   546 0 0
CISCO SYS INC COM 17275R102 597 18,810 SH   SOLE   18,810 0 0
CINTAS CORP COM 172908105 36 324 SH   SOLE   324 0 0
CITIGROUP INC COM NEW 172967424 518 10,976 SH   SOLE   10,976 0 0
CITIZENS FINL GROUP INC COM 174610105 49 1,979 SH   SOLE   1,979 0 0
CITRIX SYS INC COM 177376100 49 580 SH   SOLE   580 0 0
CLOROX CO DEL COM 189054109 60 478 SH   SOLE   478 0 0
COACH INC COM 189754104 38 1,041 SH   SOLE   1,041 0 0
COCA COLA CO COM 191216100 616 14,561 SH   SOLE   14,561 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 108 2,266 SH   SOLE   2,266 0 0
COLGATE PALMOLIVE CO COM 194162103 248 3,347 SH   SOLE   3,347 0 0
COMCAST CORP NEW CL A 20030N101 600 9,042 SH   SOLE   9,042 0 0
COMERICA INC COM 200340107 31 654 SH   SOLE   654 0 0
CONAGRA FOODS INC COM 205887102 77 1,628 SH   SOLE   1,628 0 0
CONCHO RES INC COM 20605P101 72 521 SH   SOLE   521 0 0
CONOCOPHILLIPS COM 20825C104 201 4,635 SH   SOLE   4,635 0 0
CONSOLIDATED EDISON INC COM 209115104 86 1,137 SH   SOLE   1,137 0 0
CONSTELLATION BRANDS INC CL A 21036P108 109 655 SH   SOLE   655 0 0
CORNING INC COM 219350105 95 4,022 SH   SOLE   4,022 0 0
COSTCO WHSL CORP NEW COM 22160K105 250 1,639 SH   SOLE   1,639 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 118 1,251 SH   SOLE   1,251 0 0
CUMMINS INC COM 231021106 76 593 SH   SOLE   593 0 0
D R HORTON INC COM 23331A109 37 1,225 SH   SOLE   1,225 0 0
DTE ENERGY CO COM 233331107 62 664 SH   SOLE   664 0 0
DANAHER CORP DEL COM 235851102 176 2,241 SH   SOLE   2,241 0 0
DARDEN RESTAURANTS INC COM 237194105 26 427 SH   SOLE   427 0 0
DAVITA INC COM 23918K108 41 617 SH   SOLE   617 0 0
DEERE & CO COM 244199105 95 1,116 SH   SOLE   1,116 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 114 2,886 SH   SOLE   2,886 0 0
DENTSPLY SIRONA INC COM 24906P109 52 876 SH   SOLE   876 0 0
DEPOMED INC NOTE 2.500% 9/0 249908AA2 11,390 8,000,000 PRN   SOLE   8,000,000 0 0
DEVON ENERGY CORP NEW COM 25179M103 86 1,959 SH   SOLE   1,959 0 0
DIAMOND OFFSHORE DRILLING IN COM 25271C102 4 239 SH   SOLE   239 0 0
DIGITAL RLTY TR INC COM 253868103 53 548 SH   SOLE   548 0 0
DISNEY WALT CO COM DISNEY 254687106 518 5,582 SH   SOLE   5,582 0 0
DISCOVER FINL SVCS COM 254709108 87 1,542 SH   SOLE   1,542 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 15 553 SH   SOLE   553 0 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 22 839 SH   SOLE   839 0 0
DOLLAR GEN CORP NEW COM 256677105 74 1,062 SH   SOLE   1,062 0 0
DOLLAR TREE INC COM 256746108 69 880 SH   SOLE   880 0 0
DOMINION RES INC VA NEW COM 25746U109 171 2,304 SH   SOLE   2,304 0 0
DOMINION RES INC VA NEW UNIT 99/99/9999 25746U869 14,196 285,000 SH   SOLE   285,000 0 0
DOVER CORP COM 260003108 42 574 SH   SOLE   574 0 0
DOW CHEM CO COM 260543103 217 4,189 SH   SOLE   4,189 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 64 699 SH   SOLE   699 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 219 3,268 SH   SOLE   3,268 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 207 2,581 SH   SOLE   2,581 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 18 134 SH   SOLE   134 0 0
DYCOM INDS INC NOTE 0.750% 9/1 267475AB7 10,900 10,000,000 PRN   SOLE   10,000,000 0 0
EOG RES INC COM 26875P101 199 2,062 SH   SOLE   2,062 0 0
EQT CORP COM 26884L109 46 638 SH   SOLE   638 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 30 1,043 SH   SOLE   1,043 0 0
EASTMAN CHEM CO COM 277432100 37 550 SH   SOLE   550 0 0
EBAY INC COM 278642103 130 3,953 SH   SOLE   3,953 0 0
ECOLAB INC COM 278865100 120 988 SH   SOLE   988 0 0
EDISON INTL COM 281020107 88 1,221 SH   SOLE   1,221 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 96 798 SH   SOLE   798 0 0
ELECTRONIC ARTS INC COM 285512109 96 1,128 SH   SOLE   1,128 0 0
ELECTRONICS FOR IMAGING INC NOTE 0.750% 9/0 286082AC6 10,509 9,500,000 PRN   SOLE   9,500,000 0 0
EMERSON ELEC CO COM 291011104 131 2,411 SH   SOLE   2,411 0 0
ENTERGY CORP NEW COM 29364G103 51 660 SH   SOLE   660 0 0
EQUIFAX INC COM 294429105 59 439 SH   SOLE   439 0 0
EQUINIX INC COM PAR $0.001 29444U700 93 258 SH   SOLE   258 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 87 1,360 SH   SOLE   1,360 0 0
ESSEX PPTY TR INC COM 297178105 55 245 SH   SOLE   245 0 0
EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 12,588 10,000,000 PRN   SOLE   10,000,000 0 0
EVERSOURCE ENERGY COM 30040W108 64 1,189 SH   SOLE   1,189 0 0
EXELON CORP COM 30161N101 115 3,449 SH   SOLE   3,449 0 0
EXPEDIA INC DEL COM NEW 30212P303 51 436 SH   SOLE   436 0 0
EXPEDITORS INTL WASH INC COM 302130109 35 679 SH   SOLE   679 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 167 2,373 SH   SOLE   2,373 0 0
EXTRA SPACE STORAGE INC COM 30225T102 37 468 SH   SOLE   468 0 0
EXXON MOBIL CORP COM 30231G102 1,353 15,507 SH   SOLE   15,507 0 0
FLIR SYS INC COM 302445101 16 511 SH   SOLE   511 0 0
F M C CORP COM NEW 302491303 24 495 SH   SOLE   495 0 0
FMC TECHNOLOGIES INC COM 30249U101 25 844 SH   SOLE   844 0 0
FACEBOOK INC CL A 30303M102 1,109 8,645 SH   SOLE   8,645 0 0
FASTENAL CO COM 311900104 45 1,082 SH   SOLE   1,082 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 40 257 SH   SOLE   257 0 0
FEDEX CORP COM 31428X106 163 934 SH   SOLE   934 0 0
F5 NETWORKS INC COM 315616102 31 251 SH   SOLE   251 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 80 1,037 SH   SOLE   1,037 0 0
FIDELITY NATIONAL FINANCIAL NOTE 4.250% 8/1 31620RAE5 8,477 4,124,000 PRN   SOLE   4,124,000 0 0
FIFTH THIRD BANCORP COM 316773100 59 2,871 SH   SOLE   2,871 0 0
FIRST SOLAR INC COM 336433107 11 280 SH   SOLE   280 0 0
FISERV INC COM 337738108 83 831 SH   SOLE   831 0 0
FIRSTENERGY CORP COM 337932107 53 1,588 SH   SOLE   1,588 0 0
FITBIT INC CL A 33812L102 15,005 1,011,121 SH   SOLE   1,011,121 0 0
FLUOR CORP NEW COM 343412102 27 524 SH   SOLE   524 0 0
FLOWSERVE CORP COM 34354P105 23 485 SH   SOLE   485 0 0
FOOT LOCKER INC COM 344849104 35 511 SH   SOLE   511 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 176 14,593 SH   SOLE   14,593 0 0
FORTIVE CORP COM 34959J108 57 1,120 SH   SOLE   1,120 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 33 573 SH   SOLE   573 0 0
FRANKLIN RES INC COM 354613101 49 1,379 SH   SOLE   1,379 0 0
FREEPORT-MCMORAN INC CL B 35671D857 54 4,973 SH   SOLE   4,973 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 18 4,380 SH   SOLE   4,380 0 0
GALLAGHER ARTHUR J & CO COM 363576109 34 663 SH   SOLE   663 0 0
GAP INC DEL COM 364760108 19 848 SH   SOLE   848 0 0
GENERAL DYNAMICS CORP COM 369550108 167 1,075 SH   SOLE   1,075 0 0
GENERAL ELECTRIC CO COM 369604103 1,019 34,389 SH   SOLE   34,389 0 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 60 2,184 SH   SOLE   2,184 0 0
GENERAL MLS INC COM 370334104 142 2,225 SH   SOLE   2,225 0 0
GENERAL MTRS CO COM 37045V100 167 5,241 SH   SOLE   5,241 0 0
GENUINE PARTS CO COM 372460105 56 558 SH   SOLE   558 0 0
GILEAD SCIENCES INC COM 375558103 394 4,981 SH   SOLE   4,981 0 0
GLOBAL PMTS INC COM 37940X102 44 577 SH   SOLE   577 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 233 1,445 SH   SOLE   1,445 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 32 995 SH   SOLE   995 0 0
GRAINGER W W INC COM 384802104 48 214 SH   SOLE   214 0 0
GREEN PLAINS INC NOTE 3.250%10/0 393222AD6 15,096 10,900,000 PRN   SOLE   10,900,000 0 0
HCA HOLDINGS INC COM 40412C101 85 1,127 SH   SOLE   1,127 0 0
HCP INC COM 40414L109 66 1,745 SH   SOLE   1,745 0 0
HP INC COM 40434L105 99 6,398 SH   SOLE   6,398 0 0
HALLIBURTON CO COM 406216101 144 3,218 SH   SOLE   3,218 0 0
HANESBRANDS INC COM 410345102 36 1,412 SH   SOLE   1,412 0 0
HARLEY DAVIDSON INC COM 412822108 36 686 SH   SOLE   686 0 0
HARMAN INTL INDS INC COM 413086109 22 263 SH   SOLE   263 0 0
HARRIS CORP DEL COM 413875105 42 461 SH   SOLE   461 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 63 1,478 SH   SOLE   1,478 0 0
HASBRO INC COM 418056107 33 415 SH   SOLE   415 0 0
HELMERICH & PAYNE INC COM 423452101 27 399 SH   SOLE   399 0 0
HERSHEY CO COM 427866108 51 532 SH   SOLE   532 0 0
HESS CORP COM 42809H107 53 986 SH   SOLE   986 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 141 6,215 SH   SOLE   6,215 0 0
HOLOGIC INC COM 436440101 35 908 SH   SOLE   908 0 0
HOME DEPOT INC COM 437076102 599 4,653 SH   SOLE   4,653 0 0
HONEYWELL INTL INC COM 438516106 332 2,851 SH   SOLE   2,851 0 0
HORMEL FOODS CORP COM 440452100 38 1,013 SH   SOLE   1,013 0 0
HOST HOTELS & RESORTS INC COM 44107P104 44 2,795 SH   SOLE   2,795 0 0
HUMANA INC COM 444859102 97 549 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 40 4,058 SH   SOLE   4,058 0 0
HURON CONSULTING GROUP INC NOTE 1.250%10/0 447462AB8 6,750 6,700,000 PRN   SOLE   6,700,000 0 0
ILLINOIS TOOL WKS INC COM 452308109 145 1,210 SH   SOLE   1,210 0 0
ILLUMINA INC COM 452327109 98 542 SH   SOLE   542 0 0
INTEL CORP COM 458140100 667 17,659 SH   SOLE   17,659 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 23,774 13,000,000 PRN   SOLE   13,000,000 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 120 445 SH   SOLE   445 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 525 3,303 SH   SOLE   3,303 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 42 297 SH   SOLE   297 0 0
INTL PAPER CO COM 460146103 74 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 105 957 SH   SOLE   957 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 101 139 SH   SOLE   139 0 0
IRON MTN INC NEW COM 46284V101 34 894 SH   SOLE   894 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 14,746 393,752 SH   SOLE   393,752 0 0
ISHARES TR IBOXX INV CP ETF 464287242 72,676 590,000 SH   SOLE   590,000 0 0
ISHARES TR MSCI EAFE ETF 464287465 30,147 509,838 SH   SOLE   509,838 0 0
ISHARES TR RUS MDCP VAL ETF 464287473 5,706 74,332 SH   SOLE   74,332 0 0
ISHARES TR RUS MID-CAP ETF 464287499 36,571 209,793 SH   SOLE   209,793 0 0
ISHARES TR RUS 1000 VAL ETF 464287598 11,044 104,566 SH   SOLE   104,566 0 0
ISHARES TR RUS 2000 VAL ETF 464287630 4,437 42,358 SH   SOLE   42,358 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 29,139 234,598 SH   SOLE   234,598 0 0
ISHARES TR IBOXX HI YD ETF 464288513 146,684 1,681,000 SH   SOLE   1,681,000 0 0
ISHARES SILVER TRUST ISHARES 46428Q109 11,665 640,929 SH   SOLE   640,929 0 0
JPMORGAN CHASE & CO COM 46625H100 911 13,675 SH   SOLE   13,675 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 23 454 SH   SOLE   454 0 0
JOHNSON & JOHNSON COM 478160104 1,215 10,287 SH   SOLE   10,287 0 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 14,461 12,500,000 PRN   SOLE   12,500,000 0 0
JUNIPER NETWORKS INC COM 48203R104 32 1,313 SH   SOLE   1,313 0 0
KLA-TENCOR CORP COM 482480100 40 577 SH   SOLE   577 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 38 404 SH   SOLE   404 0 0
KELLOGG CO COM 487836108 73 944 SH   SOLE   944 0 0
KEYCORP NEW COM 493267108 49 4,049 SH   SOLE   4,049 0 0
KEYCORP NEW PFD 7.75% SR A 493267405 1,995 14,671 SH   SOLE   14,671 0 0
KIMBERLY CLARK CORP COM 494368103 171 1,353 SH   SOLE   1,353 0 0
KIMCO RLTY CORP COM 49446R109 45 1,569 SH   SOLE   1,569 0 0
KINDER MORGAN INC DEL COM 49456B101 158 6,844 SH   SOLE   6,844 0 0
KOHLS CORP COM 500255104 30 688 SH   SOLE   688 0 0
KRAFT HEINZ CO COM 500754106 200 2,229 SH   SOLE   2,229 0 0
KROGER CO COM 501044101 106 3,567 SH   SOLE   3,567 0 0
L BRANDS INC COM 501797104 68 955 SH   SOLE   955 0 0
LGI HOMES INC NOTE 4.250%11/1 50187TAB2 2,282 1,300,000 PRN   SOLE   1,300,000 0 0
LKQ CORP COM 501889208 41 1,148 SH   SOLE   1,148 0 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 44 290 SH   SOLE   290 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 52 375 SH   SOLE   375 0 0
LABORATORY CORP AMER HLDGS NOTE 9/1 50540RAG7 17,222 9,350,000 PRN   SOLE   9,350,000 0 0
LAM RESEARCH CORP COM 512807108 56 596 SH   SOLE   596 0 0
LAM RESEARCH CORP NOTE 1.250% 5/1 512807AL2 24,356 15,300,000 PRN   SOLE   15,300,000 0 0
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