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
ADT CORP COM 00101J106 35 992 SH   SOLE   992 0 0
AFLAC INC COM 001055102 151 2,586 SH   SOLE   2,586 0 0
AGL RESOURCES INC COM 001204106 34 670 SH   SOLE   670 0 0
AES CORP COM 00130H105 54 3,784 SH   SOLE   3,784 0 0
SBC COMMUNICATIONS INC COM 00206R102 1,039 29,497 SH   SOLE   29,497 0 0
ABBOTT LABORATORIES COM 002824100 355 8,545 SH   SOLE   8,545 0 0
ABBVIE INC COM 00287Y109 522 9,046 SH   SOLE   9,046 0 0
ADOBE SYSTEMS INC COM 00724F101 186 2,687 SH   SOLE   2,687 0 0
AETNA INC-NEW COM 00817Y108 163 2,017 SH   SOLE   2,017 0 0
AFFILIATED MANAGERS GROUP COM 008252108 63 314 SH   SOLE   314 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 108 1,891 SH   SOLE   1,891 0 0
AIR LEASE CORP NOTE 00912XAK0 882 650,000 PRN   SOLE   650,000 0 0
AIR PRODUCTS AND CHEMICALS INC COM 009158106 142 1,091 SH   SOLE   1,091 0 0
AIRGAS INC COM 009363102 41 374 SH   SOLE   374 0 0
AIRTRAN CORP NOTE 00949PAD0 8,933 3,600,000 PRN   SOLE   3,600,000 0 0
AKAMAI TECHNOLOGIES COM 00971T101 60 1,006 SH   SOLE   1,006 0 0
ALUMINUM COMPANY OF AMERICA COM 013817101 108 6,690 SH   SOLE   6,690 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 187 1,125 SH   SOLE   1,125 0 0
ALLEGHENY TELEDYNE INC COM 01741R102 23 610 SH   SOLE   610 0 0
ALLERGAN INC COM 018490102 301 1,692 SH   SOLE   1,692 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 78 315 SH   SOLE   315 0 0
ALLSTATE CORP COM 020002101 152 2,470 SH   SOLE   2,470 0 0
ALTERA CORP COM 021441100 63 1,758 SH   SOLE   1,758 0 0
ALTRIA GROUP INC COM 02209S103 518 11,282 SH   SOLE   11,282 0 0
AMAZONCOM INC COM 023135106 695 2,154 SH   SOLE   2,154 0 0
AMEREN CORP COM 023608102 53 1,380 SH   SOLE   1,380 0 0
AMERICAN ELECTRIC POWER CO INC COM 025537101 145 2,779 SH   SOLE   2,779 0 0
AMERICAN EXPRESS COM 025816109 448 5,120 SH   SOLE   5,120 0 0
AIG COM 026874784 438 8,116 SH   SOLE   8,116 0 0
AMERICAN TOWER CORP CL A 03027X100 211 2,251 SH   SOLE   2,251 0 0
AMERISOURCEBERGEN CORP COM 03073E105 94 1,213 SH   SOLE   1,213 0 0
AMERIPRISE FINANCIAL INC COM 03076C106 131 1,065 SH   SOLE   1,065 0 0
AMETEK INC COM 031100100 70 1,395 SH   SOLE   1,395 0 0
AMGEN INC COM 031162100 607 4,320 SH   SOLE   4,320 0 0
AMPHENOL CORP CL A 032095101 89 892 SH   SOLE   892 0 0
ANADARKO PETROLEUM CORP COM 032511107 291 2,873 SH   SOLE   2,873 0 0
ANALOG DEVICES INC COM 032654105 88 1,787 SH   SOLE   1,787 0 0
APACHE CORP COM 037411105 204 2,176 SH   SOLE   2,176 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 26 824 SH   SOLE   824 0 0
APPLE COMPUTER INC COM 037833100 3,431 34,058 SH   SOLE   34,058 0 0
APPLIED MATERIALS INC COM 038222105 150 6,926 SH   SOLE   6,926 0 0
ARCHER DANIELS COM 039483102 188 3,672 SH   SOLE   3,672 0 0
ARES CAPITAL CORP NOTE 04010LAB9 15,950 15,300,000 PRN   SOLE   15,300,000 0 0
ASSURANT INC COM 04621X108 26 410 SH   SOLE   410 0 0
AUTODESK INC COM 052769106 71 1,296 SH   SOLE   1,296 0 0
AUTOMATIC DATA PROCESSING COM 053015103 227 2,733 SH   SOLE   2,733 0 0
AUTONATION INC COM 05329W102 22 444 SH   SOLE   444 0 0
AUTOZONE INC COM 053332102 98 192 SH   SOLE   192 0 0
AVALON BAY COMMUNITIES COM 053484101 105 746 SH   SOLE   746 0 0
AVERY-DENNISON CORP COM 053611109 24 534 SH   SOLE   534 0 0
AVON PRODUCTS COM 054303102 31 2,471 SH   SOLE   2,471 0 0
BB&T CORPORATION COM 054937107 152 4,087 SH   SOLE   4,087 0 0
BAKER HUGHES COM 057224107 161 2,481 SH   SOLE   2,481 0 0
BALL CORP COM 058498106 50 788 SH   SOLE   788 0 0
BANK OF AMERICA CORP COM 060505104 1,020 59,812 SH   SOLE   59,812 0 0
BANK OF NEW YORK MELLON CORP COM 064058100 249 6,437 SH   SOLE   6,437 0 0
BARD (CR)INC COM 067383109 61 425 SH   SOLE   425 0 0
BAXTER INTERNATIONAL INC COM 071813109 221 3,081 SH   SOLE   3,081 0 0
BECTON DICKINSON & CO COM 075887109 125 1,096 SH   SOLE   1,096 0 0
BED BATH & BEYOND INC COM 075896100 76 1,149 SH   SOLE   1,149 0 0
BEMIS COMPANY INC COM 081437105 22 569 SH   SOLE   569 0 0
BERKSHIRE HATHAWAY-CAL COM 084670702 1,432 10,368 SH   SOLE   10,368 0 0
BEST BUY COMPANY INC COM 086516101 55 1,650 SH   SOLE   1,650 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 09061GAF8 8,760 8,000,000 PRN   SOLE   8,000,000 0 0
CSR LTD COM 09062X103 446 1,349 SH   SOLE   1,349 0 0
BLACKROCK INC COM 09247X101 233 711 SH   SOLE   711 0 0
BLOCK H & R INC COM 093671105 48 1,560 SH   SOLE   1,560 0 0
BOEING CORP COM 097023105 486 3,817 SH   SOLE   3,817 0 0
BORG-WARNER AUTOMOTIVE INC COM 099724106 68 1,300 SH   SOLE   1,300 0 0
BOSTON PROPERTIES INC COM 101121101 101 870 SH   SOLE   870 0 0
BOSTON SCIENTIFIC CORP COM 101137107 89 7,540 SH   SOLE   7,540 0 0
BOTTOMLINE TECH DEL INC NOTE 101388AA4 10,676 9,500,000 PRN   SOLE   9,500,000 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108 483 9,428 SH   SOLE   9,428 0 0
BRISTOW GROUP INC NOTE 110394AC7 10,870 10,100,000 PRN   SOLE   10,100,000 0 0
BROADCOM CORP CL A 111320107 124 3,059 SH   SOLE   3,059 0 0
BROOKDALE SENIOR LIVING INC NOTE 112463AA2 8,879 6,900,000 PRN   SOLE   6,900,000 0 0
BROWN-FORMAN COM 115637209 81 899 SH   SOLE   899 0 0
CBS CORP COM 124857202 147 2,757 SH   SOLE   2,757 0 0
CB RICHARD ELLIS GROUP COM 12504L109 47 1,586 SH   SOLE   1,586 0 0
CF INDUSTRIES HOLDINGS INC COM 125269100 79 283 SH   SOLE   283 0 0
C H Robinson Worldwide Inc COM 12541W209 56 837 SH   SOLE   837 0 0
CIGNA CORP COM 125509109 136 1,501 SH   SOLE   1,501 0 0
CHICAGO MERCANTILE EXCHANGE COM 12572Q105 144 1,795 SH   SOLE   1,795 0 0
CMS ENERGY CORP COM 125896100 46 1,563 SH   SOLE   1,563 0 0
CSX TRANSPORTATION INC COM 126408103 182 5,686 SH   SOLE   5,686 0 0
CVS CAREMARK CORP COM 126650100 524 6,588 SH   SOLE   6,588 0 0
CA INC COM 12673P105 51 1,815 SH   SOLE   1,815 0 0
CABLEVISION SYSTEMS NY GRP A COM 12686C109 22 1,231 SH   SOLE   1,231 0 0
CABOT OIL & GAS CORP CL A 127097103 78 2,375 SH   SOLE   2,375 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 77 1,159 SH   SOLE   1,159 0 0
CAMPBELL SOUP CO COM 134429109 43 1,008 SH   SOLE   1,008 0 0
CAPITAL ONE FINANCIAL CORP COM 14040H105 261 3,193 SH   SOLE   3,193 0 0
CARDINAL HEALTH INC COM 14149Y108 143 1,915 SH   SOLE   1,915 0 0
CAREFUSION CORP COM 14170T101 52 1,154 SH   SOLE   1,154 0 0
CARMAX INC COM 143130102 58 1,247 SH   SOLE   1,247 0 0
CARNIVAL CORP CL A 143658300 103 2,561 SH   SOLE   2,561 0 0
CATERPILLAR INC COM 149123101 354 3,571 SH   SOLE   3,571 0 0
CELGENE CORP COM 151020104 432 4,557 SH   SOLE   4,557 0 0
TIME WARNER COM 15189T107 60 2,444 SH   SOLE   2,444 0 0
CENTURYLINK INC COM 156700106 133 3,243 SH   SOLE   3,243 0 0
CERNER CORP COM 156782104 103 1,726 SH   SOLE   1,726 0 0
CHART INDUSTRIES INC NOTE 16115QAC4 10,655 9,200,000 PRN   SOLE   9,200,000 0 0
CHESAPEAKE ENERGY COM 165167107 68 2,953 SH   SOLE   2,953 0 0
CHESAPEAKE ENERGY NOTE 165167BW6 10,530 10,400,000 PRN   SOLE   10,400,000 0 0
CHEVRON CORP COM 166764100 1,289 10,801 SH   SOLE   10,801 0 0
CHIPOTLE MEXICAN GRILL CL A 169656105 117 175 SH   SOLE   175 0 0
CHUBB CORP COM 171232101 125 1,368 SH   SOLE   1,368 0 0
CIMAREX ENERGY CO COM 171798101 63 495 SH   SOLE   495 0 0
CINCINNATI FINANCIAL CORP COM 172062101 39 832 SH   SOLE   832 0 0
CISCO SYSTEMS INC COM 17275R102 730 29,004 SH   SOLE   29,004 0 0
CINTAS CORP COM 172908105 39 550 SH   SOLE   550 0 0
TRAVELERS INC CON COM 172967424 894 17,245 SH   SOLE   17,245 0 0
CITRIX SYSTEMS INC COM 177376100 66 930 SH   SOLE   930 0 0
CLOROX COMPANY COM 189054109 70 727 SH   SOLE   727 0 0
COACH INC COM 189754104 56 1,560 SH   SOLE   1,560 0 0
COCO COLA COMPANY COM 191216100 958 22,451 SH   SOLE   22,451 0 0
COCA COLA ENTERPRISES COM 19122T109 57 1,285 SH   SOLE   1,285 0 0
COGNIZANT TECH SOLUTIONS COM 192446102 155 3,461 SH   SOLE   3,461 0 0
COLGATE PALMOLIVE COM 194162103 319 4,884 SH   SOLE   4,884 0 0
COMCAST CORP COM 20030N101 792 14,721 SH   SOLE   14,721 0 0
COMERICA INC COM 200340107 51 1,030 SH   SOLE   1,030 0 0
COMPTON PETROLEUM FINANCE CORP COM 205363104 51 829 SH   SOLE   829 0 0
CONAGRA INC COM 205887102 79 2,396 SH   SOLE   2,396 0 0
PHILLIPS PETROLEUM COM 20825C104 534 6,984 SH   SOLE   6,984 0 0
CONSOL ENERGY INC COM 20854P109 50 1,308 SH   SOLE   1,308 0 0
CONSOLIDATED EDISON INC COM 209115104 94 1,666 SH   SOLE   1,666 0 0
CONSTELLATION BRANDS INC COM 21036P108 84 960 SH   SOLE   960 0 0
CORNING INC COM 219350105 142 7,344 SH   SOLE   7,344 0 0
COSTCO COMPANIES INC COM 22160K105 313 2,494 SH   SOLE   2,494 0 0
CROWN CASTLE INTL CORP COM 228227104 153 1,899 SH   SOLE   1,899 0 0
CUMMINS ENGINE CO COM 231021106 128 973 SH   SOLE   973 0 0
DR HORTON COM 23331A109 39 1,886 SH   SOLE   1,886 0 0
DETROIT EDISON CO COM 233331107 77 1,007 SH   SOLE   1,007 0 0
DANAHER CORP COM 235851102 263 3,467 SH   SOLE   3,467 0 0
DARDEN RESTAURANTS INC COM 237194105 39 750 SH   SOLE   750 0 0
DAVITA INC COM 23918K108 72 978 SH   SOLE   978 0 0
DEALERTRACK HOLDINGS INC NOTE 242309AB8 12,432 9,600,000 PRN   SOLE   9,600,000 0 0
DEERE & CO COM 244199105 167 2,039 SH   SOLE   2,039 0 0
DELTA AIR LINES INC COM 247361702 173 4,795 SH   SOLE   4,795 0 0
DENBURY RESOURCES INC COM 247916208 30 2,001 SH   SOLE   2,001 0 0
DENTSPLY INTERNATIONAL INC COM 249030107 37 803 SH   SOLE   803 0 0
DEPOMED INC NOTE 249908AA2 8,445 8,000,000 PRN   SOLE   8,000,000 0 0
DEVON ENERGY CORP COM 25179M103 149 2,187 SH   SOLE   2,187 0 0
DIAMOND OFFSHORE DRILLING COM 25271C102 13 383 SH   SOLE   383 0 0
DIGITAL REALTY TRUST INC COM 253868103 8,687 139,254 SH   SOLE   139,254 0 0
DISNEY WALT PRODUCTIONS COM 254687106 800 8,983 SH   SOLE   8,983 0 0
DISCOVER FINANCIAL SERVICES COM 254709108 169 2,628 SH   SOLE   2,628 0 0
DISCOVERY COMMUNICATIONS COM SER A 25470F104 32 842 SH   SOLE   842 0 0
DISCOVERY COMMUNICATIONS COM SER C 25470F302 58 1,554 SH   SOLE   1,554 0 0
DIRECTVHOLDINGS /FINANCE COM 25490A309 247 2,856 SH   SOLE   2,856 0 0
DOLLAR GENERAL COM 256677105 105 1,725 SH   SOLE   1,725 0 0
DOLLAR TREE INC COM 256746108 66 1,175 SH   SOLE   1,175 0 0
DOMINION RESOURCES INC COM 25746U109 229 3,308 SH   SOLE   3,308 0 0
DOMINION RESOURCES INC UNIT 99/99/9999 25746U869 14,165 285,000 SH   SOLE   285,000 0 0
DOVER CORP COM 260003108 76 948 SH   SOLE   948 0 0
DOW CHEMICAL COM 260543103 335 6,385 SH   SOLE   6,385 0 0
CADBURY SCHWEPPES FINANCIAL MGMT COM 26138E109 72 1,118 SH   SOLE   1,118 0 0
DU PONT (EI) DE NEMOURS COM 263534109 374 5,206 SH   SOLE   5,206 0 0
DUKE POWER COM 26441C204 301 4,023 SH   SOLE   4,023 0 0
DUN & BRADSTREET CORP COM 26483E100 24 207 SH   SOLE   207 0 0
EMC CORP/MASS COM 268648102 338 11,539 SH   SOLE   11,539 0 0
EOG RESOURCES INC COM 26875P101 308 3,109 SH   SOLE   3,109 0 0
EQUITABLE RESOURCES COM 26884L109 79 863 SH   SOLE   863 0 0
ETFS PLATINUM TRUST COM 26922V101 4,359 34,519 SH   SOLE   34,519 0 0
ETFS PHYSIAL PALLADIUM SHARES COM 26923A106 2,823 37,544 SH   SOLE   37,544 0 0
E Trade Group Inc COM 269246401 37 1,640 SH   SOLE   1,640 0 0
EASTMAN CHEMICAL COM 277432100 69 855 SH   SOLE   855 0 0
EBAY INC COM 278642103 364 6,425 SH   SOLE   6,425 0 0
ECOLAB INC COM 278865100 176 1,531 SH   SOLE   1,531 0 0
EDISON INTERNATIONAL INC COM 281020107 104 1,853 SH   SOLE   1,853 0 0
EDWARDS LIFESCIENCES SP - WI COM 28176E108 61 601 SH   SOLE   601 0 0
ELECTRONIC ARTS INC COM 285512109 63 1,779 SH   SOLE   1,779 0 0
EMERSON ELECTRIC CO COM 291011104 248 3,970 SH   SOLE   3,970 0 0
ENERSYS NOTE 29275YAA0 13,667 9,250,000 PRN   SOLE   9,250,000 0 0
ENTERGY CORP COM 29364G103 79 1,020 SH   SOLE   1,020 0 0
EQUIFAX INC COM 294429105 51 685 SH   SOLE   685 0 0
EQUINIX INC NOTE 29444UAG1 11,900 6,200,000 PRN   SOLE   6,200,000 0 0
EQUITY RESIDENTIAL PROPERTIES TRUST COM 29476L107 127 2,057 SH   SOLE   2,057 0 0
ESSEX PROPERTY TRUST INC COM 297178105 65 361 SH   SOLE   361 0 0
PECO ENERGY COM 30161N101 167 4,885 SH   SOLE   4,885 0 0
EXPEDIA INC CL A 30212P303 50 565 SH   SOLE   565 0 0
EXPEDITORS INTL WASH INC COM 302130109 45 1,110 SH   SOLE   1,110 0 0
EXPRESS SCRIPTS HOLDING CO COM 30219G108 299 4,240 SH   SOLE   4,240 0 0
EXXON CORP COM 30231G102 2,281 24,257 SH   SOLE   24,257 0 0
FLIR SYSTEMS INC COM 302445101 25 802 SH   SOLE   802 0 0
FMC CORP COM 302491303 43 751 SH   SOLE   751 0 0
FMC TECHNOLOGIES INC COM 30249U101 72 1,332 SH   SOLE   1,332 0 0
FACEBOOK INC COM 30303M102 877 11,091 SH   SOLE   11,091 0 0
FAMILY DOLLAR STORES INC COM 307000109 42 546 SH   SOLE   546 0 0
FASTENAL COMPANY COM 311900104 70 1,553 SH   SOLE   1,553 0 0
FDX CORP COM 31428X106 244 1,510 SH   SOLE   1,510 0 0
F5 NETWORKS INC COM 315616102 50 422 SH   SOLE   422 0 0
FIDELITY NATIONAL INFORMATION SERVICES COM 31620M106 91 1,624 SH   SOLE   1,624 0 0
FIDELITY NATIONAL TITLE NOTE 31620RAE5 6,704 4,200,000 PRN   SOLE   4,200,000 0 0
FIFTH THIRD BANCORP COM 316773100 95 4,745 SH   SOLE   4,745 0 0
FIRST SOLAR INC COM 336433107 28 427 SH   SOLE   427 0 0
FISERV INC COM 337738108 92 1,418 SH   SOLE   1,418 0 0
FIRSTENERGY CORP COM 337932107 80 2,388 SH   SOLE   2,388 0 0
FLUOR CORP - NEW COM 343412102 60 896 SH   SOLE   896 0 0
FLOWSERVE CORPORATION COM 34354P105 55 786 SH   SOLE   786 0 0
FORD MOTOR COMPANY COM 345370860 326 22,060 SH   SOLE   22,060 0 0
FOSSIL INC COM 34988V106 25 265 SH   SOLE   265 0 0
FRANKLIN RESOURCES INC COM 354613101 122 2,241 SH   SOLE   2,241 0 0
FREEPORT-MCMORAN COM 35671D857 193 5,909 SH   SOLE   5,909 0 0
CITIZENS COMMUNICATIONS CO COM 35906A108 37 5,702 SH   SOLE   5,702 0 0
GAMESTOP CORP COM 36467W109 26 641 SH   SOLE   641 0 0
GANNETT CO COM 364730101 38 1,283 SH   SOLE   1,283 0 0
GAP INC COM 364760108 65 1,558 SH   SOLE   1,558 0 0
GENERAL DYNAMICS CORP COM 369550108 230 1,807 SH   SOLE   1,807 0 0
GENERAL ELECTRIC CO COM 369604103 1,462 57,070 SH   SOLE   57,070 0 0
GENERAL GROWTH PROPERTIES COM 370023103 84 3,569 SH   SOLE   3,569 0 0
GENERAL MILLS INC COM 370334104 176 3,484 SH   SOLE   3,484 0 0
GENERAL MOTORS CORP COM 37045V100 245 7,666 SH   SOLE   7,666 0 0
GENESEE & WYOMING INC UNIT 10/01/2015 371559204 9,056 73,000 SH   SOLE   73,000 0 0
GENUINE PARTS CO COM 372460105 76 869 SH   SOLE   869 0 0
GENWORTH FINANCIAL INC COM 37247D106 37 2,823 SH   SOLE   2,823 0 0
GILEAD SCIENCES INC COM 375558103 915 8,599 SH   SOLE   8,599 0 0
GILEAD SCIENCES INC NOTE 375558AP8 28,950 6,200,000 PRN   SOLE   6,200,000 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 428 2,331 SH   SOLE   2,331 0 0
GOODYEAR TIRE & RUBBER CORP COM 382550101 35 1,563 SH   SOLE   1,563 0 0
GOOGLE INC CL A 38259P508 948 1,611 SH   SOLE   1,611 0 0
GOOGLE INC CL C 38259P706 930 1,611 SH   SOLE   1,611 0 0
GRAINGER WW INC COM 384802104 88 350 SH   SOLE   350 0 0
HCP INC COM 40414L109 103 2,606 SH   SOLE   2,606 0 0
HALLIBURTON CO COM 406216101 312 4,837 SH   SOLE   4,837 0 0
HARLEY DAVIDSON COM 412822108 72 1,245 SH   SOLE   1,245 0 0
HARMAN INTL COM 413086109 38 385 SH   SOLE   385 0 0
HARRIS CORP COM 413875105 40 604 SH   SOLE   604 0 0
HARTFORD FINANCIAL SERVICES GROUP COM 416515104 95 2,547 SH   SOLE   2,547 0 0
HASBRO INC COM 418056107 36 652 SH   SOLE   652 0 0
HEALTH CARE REIT INC COM 42217K106 115 1,843 SH   SOLE   1,843 0 0
HELMERICH AND PAYNE COM 423452101 60 615 SH   SOLE   615 0 0
HERSHEY FOODS CORP COM 427866108 81 844 SH   SOLE   844 0 0
HESS CORP COM 42809H107 140 1,488 SH   SOLE   1,488 0 0
HEWLETT PACKARD INC COM 428236103 377 10,615 SH   SOLE   10,615 0 0
HOME DEPOT INC COM 437076102 702 7,656 SH   SOLE   7,656 0 0
ALLIEDSIGNAL INC COM 438516106 414 4,448 SH   SOLE   4,448 0 0
HORMEL FOODS CORP COM 440452100 39 760 SH   SOLE   760 0 0
HORNBECK OFFSHORE SERVICES INC NOTE 440543AN6 10,081 10,300,000 PRN   SOLE   10,300,000 0 0
HOSPIRA INC COM 441060100 49 950 SH   SOLE   950 0 0
HOST MARRIOT CORP COM 44107P104 92 4,306 SH   SOLE   4,306 0 0
HUDSON CITY BANCORP INC COM 443683107 27 2,736 SH   SOLE   2,736 0 0
HUMANA INC COM 444859102 114 878 SH   SOLE   878 0 0
HUNTINGTON BANCSHARES INC COM 446150104 45 4,647 SH   SOLE   4,647 0 0
IXIA NOTE 45071RAB5 7,703 7,900,000 PRN   SOLE   7,900,000 0 0
ICONIX BRAND GROUP NOTE 451055AE7 9,649 7,650,000 PRN   SOLE   7,650,000 0 0
HYBRIDON INC CSD COM 45168K306 851 371,759 SH   SOLE   371,759 0 0
ILLINOIS TOOL WORKS COM 452308109 175 2,075 SH   SOLE   2,075 0 0
INTEL CORP COM 458140100 981 28,161 SH   SOLE   28,161 0 0
INTEL CORP NOTE 458140AF7 21,799 13,000,000 PRN   SOLE   13,000,000 0 0
INTEGRYS ENERGY GROUP INC COM 45822P105 29 450 SH   SOLE   450 0 0
INTERCONTINENTALEXCHANGE INC COM 45866F104 126 645 SH   SOLE   645 0 0
INTL BUSINESS MACH COM 459200101 1,002 5,277 SH   SOLE   5,277 0 0
INTL FLAVORS & FRAGRANCES COM 459506101 44 462 SH   SOLE   462 0 0
INTERNATIONAL PAPER CO COM 460146103 116 2,429 SH   SOLE   2,429 0 0
INTERPUBLIC GROUP COM 460690100 44 2,405 SH   SOLE   2,405 0 0
INTUIT INC COM 461202103 142 1,615 SH   SOLE   1,615 0 0
INTUITIVE SURGICAL INC COM 46120E602 95 205 SH   SOLE   205 0 0
IRIDIUM COMMUNICATIONS INC PFD CNV B 46269C409 8,147 24,000 SH   SOLE   24,000 0 0
IRON MOUNTAIN COM 462846106 32 971 SH   SOLE   971 0 0
ISHARES SILVER TRUST COM 46428Q109 6,325 386,842 SH   SOLE   386,842 0 0
ISIS PHARMACEUTICALS INC NOTE 464337AG9 14,022 5,800,000 PRN   SOLE   5,800,000 0 0
CHASE MANHATTAN CORP COM 46625H100 1,289 21,394 SH   SOLE   21,394 0 0
JABIL CIRCUIT INC COM 466313103 23 1,136 SH   SOLE   1,136 0 0
JACOBS ENGINEERING GROUP INC COM 469814107 37 752 SH   SOLE   752 0 0
JOHNSON & JOHNSON COM 478160104 1,710 16,042 SH   SOLE   16,042 0 0
JOHNSON CONTROLS COM 478366107 167 3,788 SH   SOLE   3,788 0 0
JOY GLOBAL COM 481165108 30 559 SH   SOLE   559 0 0
J2 GLOBAL INC NOTE 48123VAC6 10,966 11,000,000 PRN   SOLE   11,000,000 0 0
JUNIPER NETWORKS INC COM 48203R104 51 2,284 SH   SOLE   2,284 0 0
KLA-TENCOR CORPORATION COM 482480100 74 936 SH   SOLE   936 0 0
KANSAS CITY SOUTHERN INDS COM 485170302 75 622 SH   SOLE   622 0 0
KELLOGG CO COM 487836108 89 1,448 SH   SOLE   1,448 0 0
KEURIG GREEN MOUNTAIN INC COM 49271M100 90 693 SH   SOLE   693 0 0
KEYCORP COM 493267108 66 4,988 SH   SOLE   4,988 0 0
KEYCORP PFD 493267405 12,052 92,000 SH   SOLE   92,000 0 0
KIMBERLY-CLARK CORP COM 494368103 229 2,127 SH   SOLE   2,127 0 0
KIMCO REALTY COM 49446R109 51 2,335 SH   SOLE   2,335 0 0
KINDER MORGAN INC COM 49456B101 143 3,742 SH   SOLE   3,742 0 0
KOHLS CORP COM 500255104 71 1,164 SH   SOLE   1,164 0 0
KRAFT FOODS INC COM 50076Q106 191 3,382 SH   SOLE   3,382 0 0
KROGER CO COM 501044101 145 2,781 SH   SOLE   2,781 0 0
LIMITED INC COM 501797104 93 1,395 SH   SOLE   1,395 0 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 59 499 SH   SOLE   499 0 0
LABORATORY CORP OF AMERICA HOLDINGS COM 50540R409 49 483 SH   SOLE   483 0 0
LABORATORY CORP OF AMERICA HOLDINGS NOTE 50540RAG7 12,739 9,350,000 PRN   SOLE   9,350,000 0 0
LAM RESEARCH CORP COM 512807108 68 915 SH   SOLE   915 0 0
LAM RESEARCH CORP NOTE 512807AJ7 20,350 16,000,000 PRN   SOLE   16,000,000 0 0
ESTEE LAUDER COM 518439104 96 1,280 SH   SOLE   1,280 0 0
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LEGG MASON INC COM 524901105 30 585 SH   SOLE   585 0 0
LENNAR CORP COM 526057104 39 1,011 SH   SOLE   1,011 0 0
LEUCADIA NATIONAL CORP COM 527288104 43 1,803 SH   SOLE   1,803 0 0
LILLY (ELI) & CO COM 532457108 363 5,593 SH   SOLE   5,593 0 0
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