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
AMERICAN RLTY CAP PPTYS FIXED RT Fixed Income 02917TAA2 236 230,000 SH   SOLE   0 0 230,000
ARES CAPITAL CORP Fixed Income 04010LAB9 315 290,000 SH   SOLE   0 0 290,000
BGC PARTNERS SR UNSECURED CONV LKD TO BGCP Fixed Income 05541TAD3 335 310,000 SH   SOLE   0 0 310,000
COBALT INTL ENERGY INC SR NT CONV Fixed Income 19075FAA4 291 315,000 SH   SOLE   0 0 315,000
ELECTRONIC ARTS OMC SR NT CONV Fixed Income 285512AA7 292 230,000 SH   SOLE   0 0 230,000
GENERAL CABLE CORP SR NT CV ST EP 29 Fixed Income 369300AL2 317 320,000 SH   SOLE   0 0 320,000
ICONIX BRAND GROUP INC SR SB CONV NT 16 Fixed Income 451055AE7 384 265,000 SH   SOLE   0 0 265,000
INTEGRA LIFESCIENCE HOLDS CORP SR UNSECURED CONV L Fixed Income 457985AK5 307 285,000 SH   SOLE   0 0 285,000
INTERDIGITAL INC SR NT CV 2.5% 16 Fixed Income 458660AB3 311 280,000 SH   SOLE   0 0 280,000
J2 GLOBAL SR NT CONV Fixed Income 48123VAC6 239 235,000 SH   SOLE   0 0 235,000
LIBERTY MEDIA CORP SR EXCHBLE DEB Fixed Income 530715AN1 324 575,000 SH   SOLE   0 0 575,000
MEDICINES CO SR NT CONV Fixed Income 584688AC9 398 325,000 SH   SOLE   0 0 325,000
MENTOR GRAPHIC CORP CONV Fixed Income 587200AK2 352 285,000 SH   SOLE   0 0 285,000
MERITAGE HOMES CONV Fixed Income 59001AAR3 349 330,000 SH   SOLE   0 0 330,000
NUANCE COMMUNICATIONS INC SR UNSECURED CONVERTIBL Fixed Income 67020YAB6 64 60,000 SH   SOLE   0 0 60,000
NUANCE COMMUNICATIONS INC FIXED RT SR DEB CONV Fixed Income 67020YAF7 231 230,000 SH   SOLE   0 0 230,000
NUVASIVE INC SR NT CONV Fixed Income 670704AC9 336 290,000 SH   SOLE   0 0 290,000
OMNICARE INC SR DB CONV/CALL/P UT Fixed Income 681904AL2 181 170,000 SH   SOLE   0 0 170,000
ON SEMICONDUCTOR CORP SR SUB NT SER B Fixed Income 682189AH8 393 335,000 SH   SOLE   0 0 335,000
PDL BIOPHRARMA INC SR NT CONV Fixed Income 69329YAF1 377 325,000 SH   SOLE   0 0 325,000
PEABODY ENERGY CORP JR SUBORDINATED CONVERTIBLE Fixed Income 704549AG9 226 300,000 SH   SOLE   0 0 300,000
PROSPECT CAPITAL CORPORATION SR UNSECURED CONVERT Fixed Income 74348TAK8 312 295,000 SH   SOLE   0 0 295,000
RTI INTL METALS INC SE CONVERTIBLE Fixed Income 74973WAB3 292 290,000 SH   SOLE   0 0 290,000
ROYAL GOLD INC CONVERTIBLE SR NT Fixed Income 780287AA6 166 155,000 SH   SOLE   0 0 155,000
RYLAND GROUP INC GTD CONV FX RT Fixed Income 783764AS2 210 230,000 SH   SOLE   0 0 230,000
SEACOR SMITH INC SR NT CONV Fixed Income 811904AM3 394 345,000 SH   SOLE   0 0 345,000
STARWOOD PROPERTY TRUST CONV Fixed Income 85571BAB1 331 285,000 SH   SOLE   0 0 285,000
STERLITE INDUSTRIES LTD SR NT CV Fixed Income 859737AB4 156 155,000 SH   SOLE   0 0 155,000
STONE ENERGY CORP CONV Fixed Income 861642AN6 413 325,000 SH   SOLE   0 0 325,000
TAKE TWO INTERACTIVE SOF CONV Fixed Income 874054AD1 313 255,000 SH   SOLE   0 0 255,000
VOLCANO CORP CONV Fixed Income 928645AB6 300 310,000 SH   SOLE   0 0 310,000
WALTER INVESTMENT MGMT Fixed Income 93317WAA0 336 360,000 SH   SOLE   0 0 360,000
WEBMD HEALTH CORP SR NT CV 144 A 18 Fixed Income 94770VAF9 149 140,000 SH   SOLE   0 0 140,000
AMERICAN AIRLINES GROUP INC CO M Equities 02376R102 393 9,145 SH   SOLE   0 0 9,145
APPLE COMPUTER INC Equities 037833100 2,576 27,721 SH   SOLE   0 0 27,721
AEGON NV-ORD AMERICAN REGD DG 1 PAR Equities 007924103 94 10,688 SH   SOLE   0 0 10,688
JP MORGAN CHASE & CO ALERIAN M LP INDEX ETN Equities 46625H365 7,828 149,440 SH   SOLE   0 0 149,440
BANK AMERICA Equities 060505104 336 21,866 SH   SOLE   0 0 21,866
CBOE HOLDINGS INC COMMON Equities 12503M108 885 17,992 SH   SOLE   0 0 17,992
CHICAGO MERCANTILE EXCHANGE HOLDINGS INC CL A Equities 12572Q105 7,534 106,193 SH   SOLE   0 0 106,193
CHIPOTLE MEXICAN GRILL INC CL A Equities 169656105 207 350 SH   SOLE   0 0 350
DOW JONES SEL DIVID IDX (ISHARES) Equities 464287168 1,999 25,974 SH   SOLE   0 0 25,974
CENTRAIS ELEC BRAS SP ADR COM Equities 15234Q207 42 14,380 SH   SOLE   0 0 14,380
MSCI EMERGING MARKETS IDX (ISHARES) Equities 464287234 1,200 27,766 SH   SOLE   0 0 27,766
MSCI EAFE IDX (ISHARES) Equities 464287465 3,309 48,403 SH   SOLE   0 0 48,403
ENTERPRISE PRODUCTS PARTNERS LP Equities 293792107 215 2,740 SH   SOLE   0 0 2,740
FORD MOTOR COMPANY Equities 345370860 210 12,179 SH   SOLE   0 0 12,179
GENERAL ELECTRIC CO. Equities 369604103 445 16,934 SH   SOLE   0 0 16,934
STREETTRACKS GOLD TRUST Equities 78463V107 224 1,750 SH   SOLE   0 0 1,750
GOOGLE INC CL A Equities 38259P706 375 652 SH   SOLE   0 0 652
GOOGLE INC CL A Equities 38259P706 420 718 SH   SOLE   0 0 718
CELLULAR DYNAMICS INTL INC COM Equities 15117V109 146 10,051 SH   SOLE   0 0 10,051
S&P MIDCAP 400 GROWTH IDX (ISHARES) Equities 464287606 1,841 11,723 SH   SOLE   0 0 11,723
S&P SMALLCAP 600 (ISHARES) Equities 464287804 234 2,084 SH   SOLE   0 0 2,084
INTEL CORP Equities 458140100 566 18,330 SH   SOLE   0 0 18,330
VANGUARD S&P MID CAP 400 IDX ETF Equities 921932885 4,869 50,376 SH   SOLE   0 0 50,376
RUSSELL 2000 (ISHARES) Equities 464287655 625 5,262 SH   SOLE   0 0 5,262
JOHNSON & JOHNSON Equities 478160104 523 5,002 SH   SOLE   0 0 5,002
MORGAN J P & CO INC Equities 46625H100 536 9,300 SH   SOLE   0 0 9,300
KBW BANK ETF Equities 78464A797 1,836 54,945 SH   SOLE   0 0 54,945
COCA COLA Equities 191216100 221 5,216 SH   SOLE   0 0 5,216
S&P MID CAP TRUST Equities 78467Y107 1,861 7,143 SH   SOLE   0 0 7,143
MICROSOFT CORP Equities 594918104 452 10,831 SH   SOLE   0 0 10,831
MITSUBISHI UFJ FINL GROUP Equities 606822104 97 15,840 SH   SOLE   0 0 15,840
PROCTER & GAMBLE Equities 742718109 366 4,653 SH   SOLE   0 0 4,653
PNC FINANCIAL SVCS GROUP INC Equities 693475105 533 5,986 SH   SOLE   0 0 5,986
PROSPECT CAPITAL CORPORATION COM Equities 74348T102 106 10,000 SH   SOLE   0 0 10,000
QQQ TRUST SERIES 1 (PWRSH) ETF Equities 73935A104 3,968 42,256 SH   SOLE   0 0 42,256
STANDARD & POORS DEPOSITARY (SPDR) Equities 78462F103 15,370 78,531 SH   SOLE   0 0 78,531
AT&T Equities 00206R102 546 15,445 SH   SOLE   0 0 15,445
VANGUARD DIVIDEND APPRECIATION ETF Equities 921908844 6,871 88,143 SH   SOLE   0 0 88,143
VANGUARD REIT INDEX ETF Equities 922908553 3,712 49,595 SH   SOLE   0 0 49,595
VANGUARD TOTAL STOCK MARKET ETF Equities 922908769 10,569 103,856 SH   SOLE   0 0 103,856
VANGUARD TOTAL INTL. STOCK ETF Equities 921909768 4,193 77,232 SH   SOLE   0 0 77,232
WALGREENS Equities 931422109 226 3,050 SH   SOLE   0 0 3,050
FINANCIAL SELECT SCTR IDX (SPDR) Equities 81369Y605 3,755 165,118 SH   SOLE   0 0 165,118
INDUSTRIAL SELECT SCTR (SPDR) Equities 81369Y704 1,789 33,091 SH   SOLE   0 0 33,091
TECHNOLOGY SELECT SPDR (SPDR) Equities 81369Y803 1,856 48,396 SH   SOLE   0 0 48,396
HEALTH CARE SELECT SCTR (SPDR) Equities 81369Y209 3,625 59,591 SH   SOLE   0 0 59,591
S&P METALS & MINING ETF (SPDR) Equities 78464A755 3,583 84,805 SH   SOLE   0 0 84,805
EXXON MOBIL CORPORATION Equities 30231G102 305 3,031 SH   SOLE   0 0 3,031