The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
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UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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| 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 |
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 34,030 | 181,969 | SH | SOLE | 0 | 0 | 181,969 | ||
| VANGUARD INDEX FDS | TOTAL STK MKT | 922908769 | 10,073 | 103,342 | SH | SOLE | 0 | 0 | 103,342 | ||
| CME GROUP INC | COM | 12572Q105 | 8,358 | 112,915 | SH | SOLE | 0 | 0 | 112,915 | ||
| VANGUARD DIVIDEND APPRECIATION ETF | DIV APP ETF | 921908844 | 6,589 | 87,583 | SH | SOLE | 0 | 0 | 87,583 | ||
| VANGUARD SHORT-TERM CORP BD IDX ETF | SHRT TRM CORP BD | 92206C409 | 5,624 | 70,321 | SH | SOLE | 0 | 0 | 70,321 | ||
| SPDR DJ SER TRST BARCLY CNVT B ND ETF | BRC CNV SECS ETF | 78464A359 | 5,348 | 110,526 | SH | SOLE | 0 | 0 | 110,526 | ||
| VANGUARD S&P MID CAP 400 IDX ETF | MIDCP 400 IDX | 921932885 | 4,646 | 50,150 | SH | SOLE | 0 | 0 | 50,150 | ||
| ISHARES | MSCI EAFE ETF | 464287465 | 4,217 | 62,746 | SH | SOLE | 0 | 0 | 62,746 | ||
| VANGUARD STAR FD | VG TL INTL STK F | 921909768 | 3,974 | 76,137 | SH | SOLE | 0 | 0 | 76,137 | ||
| SELECT SECTOR SPDR TR | SBI INT-FINL | 81369Y605 | 3,784 | 169,390 | SH | SOLE | 0 | 0 | 169,390 | ||
| SELECT SECTOR SPDR TR | SBI INT-ENERGY | 81369Y506 | 3,727 | 41,850 | SH | SOLE | 0 | 0 | 41,850 | ||
| S&P MID CAP TRUST | UTSER1 S&PDCRP | 78467Y107 | 3,717 | 14,836 | SH | SOLE | 0 | 0 | 14,836 | ||
| ISHARES | SELECT DIVID ETF | 464287168 | 3,703 | 50,505 | SH | SOLE | 0 | 0 | 50,505 | ||
| SELECT SECTOR SPDR TR | SBI CONS STPLS | 81369Y308 | 3,682 | 85,501 | SH | SOLE | 0 | 0 | 85,501 | ||
| SELECT SECTOR SPDR TR | SBI INT-INDS | 81369Y704 | 3,630 | 69,368 | SH | SOLE | 0 | 0 | 69,368 | ||
| SELECT SECTOR SPDR TR | TECHNOLOGY | 81369Y803 | 3,626 | 99,757 | SH | SOLE | 0 | 0 | 99,757 | ||
| APPLE COMPUTER INC | COM | 037833100 | 2,101 | 3,914 | SH | SOLE | 0 | 0 | 3,914 | ||
| VANGUARD INTL EQUITY INDEX F | ALLWRLD EX US | 922042775 | 1,881 | 37,396 | SH | SOLE | 0 | 0 | 37,396 | ||
| ISHARES | MSCI EMG MKT ETF | 464287234 | 1,429 | 34,849 | SH | SOLE | 0 | 0 | 34,849 | ||
| CBOE HOLDINGS INC COMMON | COM | 12503M108 | 1,018 | 17,991 | SH | SOLE | 0 | 0 | 17,991 | ||
| ISHARES | RUSSELL 2000 ETF | 464287655 | 757 | 6,510 | SH | SOLE | 0 | 0 | 6,510 | ||
| GOOGLE INC CL A | CL A | 38259P508 | 730 | 655 | SH | SOLE | 0 | 0 | 655 | ||
| AT&T | COM | 00206R102 | 576 | 16,425 | SH | SOLE | 0 | 0 | 16,425 | ||
| MORGAN J P & CO INC | COM | 46625H100 | 564 | 9,296 | SH | SOLE | 0 | 0 | 9,296 | ||
| PNC FINANCIAL SVCS GROUP INC | COM | 693475105 | 511 | 5,876 | SH | SOLE | 0 | 0 | 5,876 | ||
| BANK AMERICA | COM | 060505104 | 508 | 29,561 | SH | SOLE | 0 | 0 | 29,561 | ||
| MICROSOFT CORP | COM | 594918104 | 485 | 11,827 | SH | SOLE | 0 | 0 | 11,827 | ||
| INTEL CORP | COM | 458140100 | 478 | 18,500 | SH | SOLE | 0 | 0 | 18,500 | ||
| VERIZON COMMUNICATIONS | COM | 92343V104 | 455 | 9,560 | SH | SOLE | 0 | 0 | 9,560 | ||
| GENERAL ELECTRIC CO. | COM | 369604103 | 438 | 16,925 | SH | SOLE | 0 | 0 | 16,925 | ||
| ON SEMICONDUCTOR CORP SR SUB NT SER B | NOTE 2.625%12/1 | 682189AH8 | 411 | 335,000 | SH | SOLE | 0 | 0 | 335,000 | ||
| SEACOR SMITH INC SR NT CONV | NOTE 2.500%12/1 | 811904AM3 | 402 | 335,000 | SH | SOLE | 0 | 0 | 335,000 | ||
| ICONIX BRAND GROUP INC SR SB CONV NT 16 | NOTE 2.500% 6/0 | 451055AE7 | 397 | 290,000 | SH | SOLE | 0 | 0 | 290,000 | ||
| STONE ENERGY CORP CONV | NOTE 1.750% 3/0 | 861642AN6 | 386 | 315,000 | SH | SOLE | 0 | 0 | 315,000 | ||
| MENTOR GRAPHIC CORP CONV | SDCV 4.000% 4/0 | 587200AK2 | 348 | 275,000 | SH | SOLE | 0 | 0 | 275,000 | ||
| MERITAGE HOMES CONV | NOTE 1.875% 9/1 | 59001AAR3 | 339 | 320,000 | SH | SOLE | 0 | 0 | 320,000 | ||
| NUVASIVE INC SR NT CONV | NOTE 2.750% 7/0 | 670704AC9 | 334 | 280,000 | SH | SOLE | 0 | 0 | 280,000 | ||
| PDL BIOPHRARMA INC SR NT CONV | COM | 69329y104 | 333 | 315,000 | SH | SOLE | 0 | 0 | 315,000 | ||
| WALTER INVESTMENT MGMT | NOTE 4.500%11/0 | 93317WAA0 | 332 | 345,000 | SH | SOLE | 0 | 0 | 345,000 | ||
| COMTECH TELECOMMUNICATIONS COR SR NT CONV | NOTE 3.000% 5/0 | 205826AF7 | 321 | 310,000 | SH | SOLE | 0 | 0 | 310,000 | ||
| STARWOOD PROPERTY TRUST CONV | NOTE 4.000% 1/1 | 85571BAB1 | 317 | 275,000 | SH | SOLE | 0 | 0 | 275,000 | ||
| BGC PARTNERS SR UNSECURED CONV LKD TO BGCP | NOTE 4.500% 7/1 | 05541TAD3 | 316 | 295,000 | SH | SOLE | 0 | 0 | 295,000 | ||
| AMERICAN AIRLINES GROUP INC CO M | COM | 02376R102 | 314 | 8,592 | SH | SOLE | 0 | 0 | 8,592 | ||
| GENERAL CABLE CORP SR NT CV ST EP 29 | FRNT 5.000%11/1 | 369300AL2 | 311 | 310,000 | SH | SOLE | 0 | 0 | 310,000 | ||
| PROSPECT CAPITAL CORPORATION SR UNSECURED CONVERT | MTNF 5.375%10/1 | 74348TAK8 | 309 | 285,000 | SH | SOLE | 0 | 0 | 285,000 | ||
| ARES CAPITAL CORP | NOTE 5.750% 2/0 | 04010LAB9 | 308 | 280,000 | SH | SOLE | 0 | 0 | 280,000 | ||
| INTEGRA LIFESCIENCE HOLDS CORP SR UNSECURED CONV L | NOTE 1.625%12/1 | 457985AK5 | 304 | 285,000 | SH | SOLE | 0 | 0 | 285,000 | ||
| VOLCANO CORP CONV | NOTE 1.750%12/0 | 928645AB6 | 299 | 300,000 | SH | SOLE | 0 | 0 | 300,000 | ||
| COBALT INTL ENERGY INC SR NT CONV | NOTE 2.625%12/0 | 19075FAA4 | 290 | 305,000 | SH | SOLE | 0 | 0 | 305,000 | ||
| INTERDIGITAL INC SR NT CV 2.5% 16 | NOTE 2.500% 3/1 | 458660AB3 | 280 | 270,000 | SH | SOLE | 0 | 0 | 270,000 | ||
| ELECTRONIC ARTS OMC SR NT CONV | NOTE 0.750% 7/1 | 285512AA7 | 279 | 240,000 | SH | SOLE | 0 | 0 | 240,000 | ||
| ARCELORMITTAL SA LUXEMBOURG OR D CONV NT | MAND CV NT 16 | L0302D178 | 278 | 11,593 | SH | SOLE | 0 | 0 | 11,593 | ||
| RTI INTL METALS INC SE CONVERTIBLE | NOTE 1.625%10/1 | 74973WAB3 | 277 | 280,000 | SH | SOLE | 0 | 0 | 280,000 | ||
| MERRIMACK PHARMACEUTICALS INC FIXED RT SR NT CONV | NOTE 4.500% 7/1 | 590328AA8 | 265 | 260,000 | SH | SOLE | 0 | 0 | 260,000 | ||
| AMERICAN RLTY CAP PPTYS FIXED RT | NOTE 3.000% 8/0 | 02917TAA2 | 246 | 230,000 | SH | SOLE | 0 | 0 | 230,000 | ||
| PEABODY ENERGY CORP JR SUBORDINATED CONVERTIBLE | SDCV 4.750%12/1 | 704549AG9 | 239 | 290,000 | SH | SOLE | 0 | 0 | 290,000 | ||
| NUANCE COMMUNICATIONS INC FIXED RT SR DEB CONV | NOTE 2.750%11/0 | 67020YAF7 | 223 | 220,000 | SH | SOLE | 0 | 0 | 220,000 | ||
| RYLAND GROUP INC GTD CONV FX RT | NOTE 0.250% 6/0 | 783764AS2 | 208 | 220,000 | SH | SOLE | 0 | 0 | 220,000 | ||
| COCA COLA | COM | 191216100 | 201 | 5,192 | SH | SOLE | 0 | 0 | 5,192 | ||
| TELECOM ITALIA SPA SPONSORED ADR REPSTG 10 ORD SHS | SPON ADR ORD | 87927Y102 | 182 | 15,450 | SH | SOLE | 0 | 0 | 15,450 | ||
| DOLLAR FINANCIAL CORP SR NT CONV | NOTE 3.000% 4/0 | 256664AC7 | 177 | 190,000 | SH | SOLE | 0 | 0 | 190,000 | ||
| ROYAL GOLD INC CONVERTIBLE SR NT | NOTE 2.875% 6/1 | 780287AA6 | 173 | 165,000 | SH | SOLE | 0 | 0 | 165,000 | ||
| OMNICARE INC SR DB CONV/CALL/P UT | DBCV 3.250%12/1 | 681904AL2 | 172 | 160,000 | SH | SOLE | 0 | 0 | 160,000 | ||
| BLACKROCK ENHANCED DIVID ACHIEVERS TR | COM | 09251A104 | 168 | 21,176 | SH | SOLE | 0 | 0 | 21,176 | ||
| NUVEEN NEW YORK AMT FREE MUNICIPAL INCOME FUND | COM | 670656107 | 160 | 12,498 | SH | SOLE | 0 | 0 | 12,498 | ||
| STERLITE INDUSTRIES LTD SR NT CV | NOTE 4.000%10/3 | 859737AB4 | 158 | 155,000 | SH | SOLE | 0 | 0 | 155,000 | ||
| CELLULAR DYNAMICS INTL INC COM | COM | 15117V109 | 150 | 10,051 | SH | SOLE | 0 | 0 | 10,051 | ||
| WEBMD HEALTH CORP SR NT CV 144 A 18 | NOTE 2.500% 1/3 | 94770VAF9 | 132 | 130,000 | SH | SOLE | 0 | 0 | 130,000 | ||
| AEGON N V | NY REGISTRY SH | 007924103 | 107 | 11,677 | SH | SOLE | 0 | 0 | 11,677 | ||
| LIBERTY MEDIA CORP | DEB 3.500% 1/1 | 530715AN1 | 97 | 180,000 | SH | SOLE | 0 | 0 | 180,000 | ||
| CACI INTL INC SRNT CV | NOTE 2.125% 5/0 | 127190AD8 | 81 | 60,000 | SH | SOLE | 0 | 0 | 60,000 | ||
| NUANCE COMMUNICATIONS INC SR UNSECURED CONVERTIBL | DBCV 2.750% 8/1 | 67020YAB6 | 65 | 60,000 | SH | SOLE | 0 | 0 | 60,000 | ||
| CENTRAIS ELEC BRAS SP ADR COM | SPONSORED ADR | 15234Q207 | 41 | 14,380 | SH | SOLE | 0 | 0 | 14,380 | ||
| WESTELL TECHNOLOGIES INC-CL A | CL A | 957541105 | 37 | 10,000 | SH | SOLE | 0 | 0 | 10,000 | ||
| STEMCELLS INC | COM NEW | 85857R204 | 16 | 11,600 | SH | SOLE | 0 | 0 | 11,600 | ||
| RUBICON MINERALS CORP COM | COM | 780911103 | 13 | 12,350 | SH | SOLE | 0 | 0 | 12,350 | ||