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 36 992 SH   SOLE   992 0 0
AFLAC INC COM 001055102 157 2,577 SH   SOLE   2,577 0 0
AGL RESOURCES INC COM 001204106 37 679 SH   SOLE   679 0 0
AES CORP COM 00130H105 51 3,740 SH   SOLE   3,740 0 0
ANI PHARMACEUTICALS INC NOTE 00182CAA1 8,405 8,000,000 PRN   SOLE   8,000,000 0 0
SBC COMMUNICATIONS INC COM 00206R102 993 29,565 SH   SOLE   29,565 0 0
ABBOTT LABORATORIES COM 002824100 386 8,582 SH   SOLE   8,582 0 0
ABBVIE INC COM 00287Y109 594 9,081 SH   SOLE   9,081 0 0
ADOBE SYSTEMS INC COM 00724F101 196 2,700 SH   SOLE   2,700 0 0
AETNA INC-NEW COM 00817Y108 178 2,005 SH   SOLE   2,005 0 0
AFFILIATED MANAGERS GROUP COM 008252108 67 314 SH   SOLE   314 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 77 1,891 SH   SOLE   1,891 0 0
AIR LEASE CORP NOTE 00912XAK0 888 650,000 PRN   SOLE   650,000 0 0
AIR PRODUCTS AND CHEMICALS INC COM 009158106 157 1,091 SH   SOLE   1,091 0 0
AIRGAS INC COM 009363102 43 374 SH   SOLE   374 0 0
AIRTRAN CORP NOTE 00949PAD0 10,539 3,600,000 PRN   SOLE   3,600,000 0 0
AKAMAI TECHNOLOGIES COM 00971T101 63 1,006 SH   SOLE   1,006 0 0
ALUMINUM COMPANY OF AMERICA COM 013817101 106 6,719 SH   SOLE   6,719 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 208 1,125 SH   SOLE   1,125 0 0
ALLEGHENY TELEDYNE INC COM 01741R102 21 618 SH   SOLE   618 0 0
ALLERGAN INC COM 018490102 360 1,692 SH   SOLE   1,692 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 104 364 SH   SOLE   364 0 0
ALLSTATE CORP COM 020002101 168 2,391 SH   SOLE   2,391 0 0
ALTERA CORP COM 021441100 64 1,738 SH   SOLE   1,738 0 0
ALTRIA GROUP INC COM 02209S103 555 11,266 SH   SOLE   11,266 0 0
AMAZONCOM INC COM 023135106 672 2,164 SH   SOLE   2,164 0 0
AMEREN CORP COM 023608102 64 1,380 SH   SOLE   1,380 0 0
AMERICAN ELECTRIC POWER CO INC COM 025537101 169 2,779 SH   SOLE   2,779 0 0
AMERICAN EXPRESS COM 025816109 472 5,072 SH   SOLE   5,072 0 0
AIG COM 026874784 447 7,980 SH   SOLE   7,980 0 0
AMERICAN TOWER CORP CL A 03027X100 223 2,251 SH   SOLE   2,251 0 0
AMERISOURCEBERGEN CORP COM 03073E105 107 1,185 SH   SOLE   1,185 0 0
AMERIPRISE FINANCIAL INC COM 03076C106 139 1,052 SH   SOLE   1,052 0 0
AMETEK INC COM 031100100 73 1,395 SH   SOLE   1,395 0 0
AMGEN INC COM 031162100 691 4,335 SH   SOLE   4,335 0 0
AMPHENOL CORP CL A 032095101 95 1,764 SH   SOLE   1,764 0 0
ANADARKO PETROLEUM CORP COM 032511107 238 2,886 SH   SOLE   2,886 0 0
ANALOG DEVICES INC COM 032654105 98 1,774 SH   SOLE   1,774 0 0
WELLPOINT INC COM 036752103 193 1,539 SH   SOLE   1,539 0 0
APACHE CORP COM 037411105 134 2,146 SH   SOLE   2,146 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 31 824 SH   SOLE   824 0 0
APPLE COMPUTER INC COM 037833100 3,690 33,429 SH   SOLE   33,429 0 0
APPLIED MATERIALS INC COM 038222105 173 6,944 SH   SOLE   6,944 0 0
ARCHER DANIELS COM 039483102 191 3,672 SH   SOLE   3,672 0 0
ARDELYX INC COM 039697107 81 4,266 SH   SOLE   4,266 0 0
ARES CAPITAL CORP NOTE 04010LAB9 15,769 15,300,000 PRN   SOLE   15,300,000 0 0
ASSURANT INC COM 04621X108 28 410 SH   SOLE   410 0 0
AUTODESK INC COM 052769106 78 1,296 SH   SOLE   1,296 0 0
AUTOMATIC DATA PROCESSING COM 053015103 229 2,747 SH   SOLE   2,747 0 0
AUTONATION INC COM 05329W102 26 426 SH   SOLE   426 0 0
AUTOZONE INC COM 053332102 113 183 SH   SOLE   183 0 0
AVALON BAY COMMUNITIES COM 053484101 122 746 SH   SOLE   746 0 0
AVERY-DENNISON CORP COM 053611109 27 520 SH   SOLE   520 0 0
AVON PRODUCTS COM 054303102 23 2,471 SH   SOLE   2,471 0 0
BB&T CORPORATION COM 054937107 160 4,105 SH   SOLE   4,105 0 0
BAKER HUGHES COM 057224107 138 2,467 SH   SOLE   2,467 0 0
BALL CORP COM 058498106 54 788 SH   SOLE   788 0 0
BANK OF AMERICA CORP COM 060505104 1,072 59,942 SH   SOLE   59,942 0 0
BANK OF NEW YORK MELLON CORP COM 064058100 260 6,417 SH   SOLE   6,417 0 0
BARD (CR)INC COM 067383109 71 425 SH   SOLE   425 0 0
BAXTER INTERNATIONAL INC COM 071813109 226 3,081 SH   SOLE   3,081 0 0
BECTON DICKINSON & CO COM 075887109 153 1,096 SH   SOLE   1,096 0 0
BED BATH & BEYOND INC COM 075896100 80 1,054 SH   SOLE   1,054 0 0
BERKSHIRE HATHAWAY-CAL COM 084670702 1,561 10,393 SH   SOLE   10,393 0 0
BEST BUY COMPANY INC COM 086516101 64 1,650 SH   SOLE   1,650 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 09061GAF8 9,805 8,000,000 PRN   SOLE   8,000,000 0 0
CSR LTD COM 09062X103 458 1,349 SH   SOLE   1,349 0 0
BLACKROCK INC COM 09247X101 260 726 SH   SOLE   726 0 0
BLOCK H & R INC COM 093671105 53 1,560 SH   SOLE   1,560 0 0
BLUEKNIGHT ENERGY PARTNERS L COM 09625U109 87 13,099 SH   SOLE   13,099 0 0
BOEING CORP COM 097023105 491 3,780 SH   SOLE   3,780 0 0
BORG-WARNER AUTOMOTIVE INC COM 099724106 71 1,300 SH   SOLE   1,300 0 0
BOSTON PROPERTIES INC COM 101121101 112 870 SH   SOLE   870 0 0
BOSTON SCIENTIFIC CORP COM 101137107 100 7,560 SH   SOLE   7,560 0 0
BOTTOMLINE TECH DEL NOTE 101388AA4 10,070 9,500,000 PRN   SOLE   9,500,000 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108 558 9,454 SH   SOLE   9,454 0 0
BRISTOW GROUP INC NOTE 110394AC7 10,504 10,100,000 PRN   SOLE   10,100,000 0 0
BROADCOM CORP CL A 111320107 133 3,070 SH   SOLE   3,070 0 0
BROOKDALE SENIOR LIVING INC NOTE 112463AA2 9,397 6,900,000 PRN   SOLE   6,900,000 0 0
BROWN-FORMAN COM 115637209 79 899 SH   SOLE   899 0 0
CBS CORP COM 124857202 150 2,718 SH   SOLE   2,718 0 0
CB RICHARD ELLIS GROUP COM 12504L109 54 1,586 SH   SOLE   1,586 0 0
CF INDUSTRIES HOLDINGS INC COM 125269100 77 283 SH   SOLE   283 0 0
C H Robinson Worldwide Inc COM 12541W209 63 837 SH   SOLE   837 0 0
CIGNA CORP COM 125509109 153 1,491 SH   SOLE   1,491 0 0
CHICAGO MERCANTILE EXCHANGE COM 12572Q105 159 1,795 SH   SOLE   1,795 0 0
CMS ENERGY CORP COM 125896100 54 1,563 SH   SOLE   1,563 0 0
CSX TRANSPORTATION INC COM 126408103 206 5,674 SH   SOLE   5,674 0 0
CVS CAREMARK CORP COM 126650100 629 6,535 SH   SOLE   6,535 0 0
CA INC COM 12673P105 56 1,825 SH   SOLE   1,825 0 0
CABLEVISION SYSTEMS NY GRP CL A 12686C109 26 1,247 SH   SOLE   1,247 0 0
CABOT OIL & GAS CORP CL A 127097103 70 2,355 SH   SOLE   2,355 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 56 1,126 SH   SOLE   1,126 0 0
CAMPBELL SOUP CO COM 134429109 45 1,017 SH   SOLE   1,017 0 0
CAPITAL ONE FINANCIAL CORP COM 14040H105 262 3,169 SH   SOLE   3,169 0 0
CARDINAL HEALTH INC COM 14149Y108 152 1,887 SH   SOLE   1,887 0 0
CAREFUSION CORP COM 14170T101 68 1,154 SH   SOLE   1,154 0 0
CARMAX INC COM 143130102 82 1,228 SH   SOLE   1,228 0 0
CARNIVAL CORP CL A 143658300 116 2,561 SH   SOLE   2,561 0 0
CATERPILLAR INC COM 149123101 316 3,451 SH   SOLE   3,451 0 0
CELGENE CORP COM 151020104 509 4,547 SH   SOLE   4,547 0 0
TIME WARNER COM 15189T107 57 2,444 SH   SOLE   2,444 0 0
CENTURYLINK INC COM 156700106 128 3,243 SH   SOLE   3,243 0 0
CERNER CORP COM 156782104 112 1,726 SH   SOLE   1,726 0 0
CHART INDUSTRIES INC NOTE 16115QAC4 8,803 9,200,000 PRN   SOLE   9,200,000 0 0
CHESAPEAKE ENERGY COM 165167107 58 2,953 SH   SOLE   2,953 0 0
CHESAPEAKE ENERGY NOTE 165167BW6 10,387 10,400,000 PRN   SOLE   10,400,000 0 0
CHEVRON CORP COM 166764100 1,209 10,776 SH   SOLE   10,776 0 0
CHIPOTLE MEXICAN GRILL CL A 169656105 120 175 SH   SOLE   175 0 0
CHUBB CORP COM 171232101 139 1,345 SH   SOLE   1,345 0 0
CIMAREX ENERGY CO COM 171798101 52 495 SH   SOLE   495 0 0
CINCINNATI FINANCIAL CORP COM 172062101 43 832 SH   SOLE   832 0 0
CISCO SYSTEMS INC COM 17275R102 811 29,146 SH   SOLE   29,146 0 0
CINTAS CORP COM 172908105 43 550 SH   SOLE   550 0 0
TRAVELERS INC CON COM 172967424 934 17,267 SH   SOLE   17,267 0 0
CITRIX SYSTEMS INC COM 177376100 59 918 SH   SOLE   918 0 0
CLOROX COMPANY COM 189054109 77 737 SH   SOLE   737 0 0
COACH INC COM 189754104 59 1,570 SH   SOLE   1,570 0 0
COCA COLA CO COM 191216100 949 22,469 SH   SOLE   22,469 0 0
COCA COLA ENTERPRISES COM 19122T109 56 1,268 SH   SOLE   1,268 0 0
COGNIZANT TECH SOLUTIONS COM 192446102 182 3,461 SH   SOLE   3,461 0 0
COLGATE PALMOLIVE COM 194162103 338 4,884 SH   SOLE   4,884 0 0
COMCAST CORP COM 20030N101 852 14,685 SH   SOLE   14,685 0 0
COMERICA INC COM 200340107 48 1,030 SH   SOLE   1,030 0 0
COMPTON PETROLEUM FINANCE CORP COM 205363104 51 801 SH   SOLE   801 0 0
CONAGRA INC COM 205887102 88 2,421 SH   SOLE   2,421 0 0
PHILLIPS PETROLEUM COM 20825C104 485 7,016 SH   SOLE   7,016 0 0
CONSOL ENERGY INC COM 20854P109 44 1,308 SH   SOLE   1,308 0 0
CONSOLIDATED EDISON INC COM 209115104 110 1,666 SH   SOLE   1,666 0 0
CONSTELLATION BRANDS INC COM 21036P108 94 960 SH   SOLE   960 0 0
CORNING INC COM 219350105 168 7,307 SH   SOLE   7,307 0 0
COSTCO COMPANIES INC COM 22160K105 354 2,494 SH   SOLE   2,494 0 0
CROWN CASTLE INTL CORP COM 22822V101 149 1,899 SH   SOLE   1,899 0 0
CUMMINS ENGINE CO COM 231021106 140 973 SH   SOLE   973 0 0
DR HORTON COM 23331A109 48 1,886 SH   SOLE   1,886 0 0
DETROIT EDISON CO COM 233331107 87 1,007 SH   SOLE   1,007 0 0
DANAHER CORP COM 235851102 299 3,484 SH   SOLE   3,484 0 0
DARDEN RESTAURANTS INC COM 237194105 44 750 SH   SOLE   750 0 0
DAVITA INC COM 23918K108 74 978 SH   SOLE   978 0 0
DEALERTRACK HOLDINGS INC NOTE 242309AB8 12,450 9,600,000 PRN   SOLE   9,600,000 0 0
DEERE & CO COM 244199105 180 2,039 SH   SOLE   2,039 0 0
DELTA AIR LINES INC COM 247361702 235 4,771 SH   SOLE   4,771 0 0
DENBURY RESOURCES INC COM 247916208 16 2,001 SH   SOLE   2,001 0 0
DENTSPLY INTERNATIONAL INC COM 249030107 43 803 SH   SOLE   803 0 0
DEPOMED INC NOTE 249908AA2 8,635 8,000,000 PRN   SOLE   8,000,000 0 0
DEVON ENERGY CORP COM 25179M103 134 2,187 SH   SOLE   2,187 0 0
DIAMOND OFFSHORE DRILLING COM 25271C102 14 383 SH   SOLE   383 0 0
DISNEY WALT PRODUCTIONS COM 254687106 838 8,893 SH   SOLE   8,893 0 0
DISCOVER FINANCIAL SERVICES COM 254709108 169 2,585 SH   SOLE   2,585 0 0
DISCOVERY COMMUNICATIONS COM SER A 25470F104 29 842 SH   SOLE   842 0 0
DISCOVERY COMMUNICATIONS COM SER C 25470F302 52 1,554 SH   SOLE   1,554 0 0
DIRECTVHOLDINGS /FINANCE COM 25490A309 248 2,856 SH   SOLE   2,856 0 0
DOLLAR GENERAL COM 256677105 122 1,725 SH   SOLE   1,725 0 0
DOLLAR TREE INC COM 256746108 83 1,175 SH   SOLE   1,175 0 0
DOMINION RESOURCES INC COM 25746U109 256 3,328 SH   SOLE   3,328 0 0
DOMINION RESOURCES INC UNIT 99/99/9999 25746U869 15,039 285,000 SH   SOLE   285,000 0 0
DOVER CORP COM 260003108 68 948 SH   SOLE   948 0 0
DOW CHEMICAL COM 260543103 288 6,315 SH   SOLE   6,315 0 0
CADBURY SCHWEPPES FINANCIAL MGMT COM 26138E109 80 1,110 SH   SOLE   1,110 0 0
DU PONT (EI) DE NEMOURS COM 263534109 382 5,164 SH   SOLE   5,164 0 0
DUKE POWER COM 26441C204 336 4,023 SH   SOLE   4,023 0 0
DUN & BRADSTREET CORP COM 26483E100 25 207 SH   SOLE   207 0 0
EMC CORP/MASS COM 268648102 345 11,598 SH   SOLE   11,598 0 0
EOG RESOURCES INC COM 26875P101 288 3,123 SH   SOLE   3,123 0 0
EQUITABLE RESOURCES COM 26884L109 65 863 SH   SOLE   863 0 0
ETFS PLATINUM TRUST COM 26922V101 11,431 97,660 SH   SOLE   97,660 0 0
ETFS PHYSIAL PALLADIUM SHARES COM 26923A106 1,835 23,675 SH   SOLE   23,675 0 0
E Trade Group Inc COM 269246401 40 1,640 SH   SOLE   1,640 0 0
EASTMAN CHEMICAL COM 277432100 65 855 SH   SOLE   855 0 0
EBAY INC COM 278642103 362 6,443 SH   SOLE   6,443 0 0
ECOLAB INC COM 278865100 160 1,531 SH   SOLE   1,531 0 0
EDISON INTERNATIONAL INC COM 281020107 121 1,853 SH   SOLE   1,853 0 0
EDWARDS LIFESCIENCES SP - WI COM 28176E108 77 601 SH   SOLE   601 0 0
ELECTRONIC ARTS INC COM 285512109 84 1,779 SH   SOLE   1,779 0 0
EMERSON ELECTRIC CO COM 291011104 244 3,954 SH   SOLE   3,954 0 0
ENERSYS NOTE 29275YAA0 14,297 9,250,000 PRN   SOLE   9,250,000 0 0
ENTERGY CORP COM 29364G103 89 1,020 SH   SOLE   1,020 0 0
EQUIFAX INC COM 294429105 55 685 SH   SOLE   685 0 0
EQUINIX INC COM 29444U502 8,867 39,109 SH   SOLE   39,109 0 0
EQUITY RESIDENTIAL PROPERTIES TRUST COM 29476L107 148 2,057 SH   SOLE   2,057 0 0
ESSEX PROPERTY TRUST INC COM 297178105 75 361 SH   SOLE   361 0 0
PECO ENERGY COM 30161N101 182 4,898 SH   SOLE   4,898 0 0
EXPEDIA INC CL A 30212P303 48 565 SH   SOLE   565 0 0
EXPEDITORS INTL WASH INC COM 302130109 50 1,110 SH   SOLE   1,110 0 0
EXPRESS SCRIPTS HOLDING CO COM 30219G108 354 4,184 SH   SOLE   4,184 0 0
EXXON CORP COM 30231G102 2,231 24,137 SH   SOLE   24,137 0 0
FLIR SYSTEMS INC COM 302445101 26 802 SH   SOLE   802 0 0
FMC CORP COM 302491303 43 751 SH   SOLE   751 0 0
FMC TECHNOLOGIES INC COM 30249U101 62 1,332 SH   SOLE   1,332 0 0
FACEBOOK INC COM 30303M102 930 11,917 SH   SOLE   11,917 0 0
FAMILY DOLLAR STORES INC COM 307000109 43 546 SH   SOLE   546 0 0
FASTENAL COMPANY COM 311900104 74 1,553 SH   SOLE   1,553 0 0
FDX CORP COM 31428X106 262 1,510 SH   SOLE   1,510 0 0
F5 NETWORKS INC COM 315616102 55 422 SH   SOLE   422 0 0
FIDELITY NATIONAL INFORMATION SERVICES COM 31620M106 101 1,624 SH   SOLE   1,624 0 0
FIDELITY NATIONAL TITLE NOTE 31620RAE5 7,925 4,200,000 PRN   SOLE   4,200,000 0 0
FIFTH THIRD BANCORP COM 316773100 96 4,697 SH   SOLE   4,697 0 0
FIRST SOLAR INC COM 336433107 19 427 SH   SOLE   427 0 0
FISERV INC COM 337738108 99 1,391 SH   SOLE   1,391 0 0
FIRSTENERGY CORP COM 337932107 93 2,398 SH   SOLE   2,398 0 0
FLUOR CORP COM 343412102 54 896 SH   SOLE   896 0 0
FLOWSERVE CORPORATION COM 34354P105 47 778 SH   SOLE   778 0 0
FORD MOTOR COMPANY COM 345370860 340 21,937 SH   SOLE   21,937 0 0
FOSSIL INC COM 34988V106 29 265 SH   SOLE   265 0 0
FRANKLIN RESOURCES INC COM 354613101 124 2,241 SH   SOLE   2,241 0 0
FREEPORT-MCMORAN COM 35671D857 138 5,922 SH   SOLE   5,922 0 0
CITIZENS COMMUNICATIONS CO COM 35906A108 38 5,702 SH   SOLE   5,702 0 0
GAMESTOP CORP COM 36467W109 21 619 SH   SOLE   619 0 0
GANNETT CO COM 364730101 41 1,283 SH   SOLE   1,283 0 0
GAP INC COM 364760108 64 1,522 SH   SOLE   1,522 0 0
GENERAL DYNAMICS CORP COM 369550108 247 1,795 SH   SOLE   1,795 0 0
GENERAL ELECTRIC CO COM 369604103 1,446 57,238 SH   SOLE   57,238 0 0
GENERAL GROWTH PROPERTIES COM 370023103 100 3,569 SH   SOLE   3,569 0 0
GENERAL MILLS INC COM 370334104 184 3,442 SH   SOLE   3,442 0 0
GENERAL MOTORS CORP COM 37045V100 269 7,692 SH   SOLE   7,692 0 0
GENESEE & WYOMING INC UNIT 10/01/2015 371559204 8,406 73,000 SH   SOLE   73,000 0 0
GENUINE PARTS CO COM 372460105 93 869 SH   SOLE   869 0 0
GENWORTH FINANCIAL INC COM 37247D106 24 2,823 SH   SOLE   2,823 0 0
GILEAD SCIENCES INC COM 375558103 811 8,599 SH   SOLE   8,599 0 0
GILEAD SCIENCES INC NOTE 375558AP8 25,660 6,200,000 PRN   SOLE   6,200,000 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 448 2,309 SH   SOLE   2,309 0 0
GOODYEAR TIRE & RUBBER CORP COM 382550101 45 1,563 SH   SOLE   1,563 0 0
GOOGLE INC CL A 38259P508 862 1,624 SH   SOLE   1,624 0 0
GOOGLE INC CL C 38259P706 854 1,623 SH   SOLE   1,623 0 0
GRAINGER WW INC COM 384802104 89 350 SH   SOLE   350 0 0
GREEN PLAINS REVEWABLE ENERGY NOTE 393222AD6 14,715 10,900,000 PRN   SOLE   10,900,000 0 0
HCP INC COM 40414L109 115 2,617 SH   SOLE   2,617 0 0
HALLIBURTON CO COM 406216101 190 4,837 SH   SOLE   4,837 0 0
HARLEY DAVIDSON COM 412822108 81 1,222 SH   SOLE   1,222 0 0
HARMAN INTL COM 413086109 41 385 SH   SOLE   385 0 0
HARRIS CORP COM 413875105 43 596 SH   SOLE   596 0 0
HARTFORD FINANCIAL SERVICES GROUP COM 416515104 103 2,460 SH   SOLE   2,460 0 0
HASBRO INC COM 418056107 36 652 SH   SOLE   652 0 0
HEALTH CARE REIT INC COM 42217K106 141 1,867 SH   SOLE   1,867 0 0
HELMERICH AND PAYNE COM 423452101 41 615 SH   SOLE   615 0 0
HERSHEY FOODS CORP COM 427866108 88 844 SH   SOLE   844 0 0
HESS CORP COM 42809H107 107 1,449 SH   SOLE   1,449 0 0
HEWLETT PACKARD INC COM 428236103 427 10,637 SH   SOLE   10,637 0 0
HOME DEPOT INC COM 437076102 789 7,512 SH   SOLE   7,512 0 0
ALLIEDSIGNAL INC COM 438516106 446 4,461 SH   SOLE   4,461 0 0
HORMEL FOODS CORP COM 440452100 40 760 SH   SOLE   760 0 0
HORNBECK OFFSHORE SERVICES INC NOTE 440543AN6 8,562 10,300,000 PRN   SOLE   10,300,000 0 0
HOSPIRA INC COM 441060100 59 959 SH   SOLE   959 0 0
HOST MARRIOT CORP COM 44107P104 103 4,316 SH   SOLE   4,316 0 0
HUDSON CITY BANCORP INC COM 443683107 28 2,736 SH   SOLE   2,736 0 0
HUMANA INC COM 444859102 126 878 SH   SOLE   878 0 0
HUNTINGTON BANCSHARES INC COM 446150104 49 4,647 SH   SOLE   4,647 0 0
ICONIX BRAND GROUP NOTE 451055AE7 9,003 7,650,000 PRN   SOLE   7,650,000 0 0
HYBRIDON INC CSD COM 45168K306 1,639 371,759 SH   SOLE   371,759 0 0
ILLINOIS TOOL WORKS COM 452308109 194 2,050 SH   SOLE   2,050 0 0
INTEL CORP COM 458140100 1,000 27,559 SH   SOLE   27,559 0 0
INTEL CORP NOTE 458140AF7 22,604 13,000,000 PRN   SOLE   13,000,000 0 0
INTEGRYS ENERGY GROUP INC COM 45822P105 35 450 SH   SOLE   450 0 0
INTERCONTINENTALEXCHANGE INC COM 45866F104 141 645 SH   SOLE   645 0 0
INTL BUSINESS MACH COM 459200101 842 5,247 SH   SOLE   5,247 0 0
INTL FLAVORS & FRAGRANCES COM 459506101 47 462 SH   SOLE   462 0 0
INTERNATIONAL PAPER CO COM 460146103 129 2,415 SH   SOLE   2,415 0 0
INTERPUBLIC GROUP COM 460690100 50 2,384 SH   SOLE   2,384 0 0
INTUIT INC COM 461202103 150 1,627 SH   SOLE   1,627 0 0
INTUITIVE SURGICAL INC COM 46120E602 108 205 SH   SOLE   205 0 0
IRIDIUM COMMUNICATIONS INC PFD CNV B 46269C409 8,892 24,000 SH   SOLE   24,000 0 0
IRON MOUNTAIN COM 462846106 41 1,057 SH   SOLE   1,057 0 0
ISHARES MSCI EMERGING MKT IN COM 464287234 25,310 644,194 SH   SOLE   644,194 0 0
ISHARES MSCI EAFE INDEX FUND COM 464287465 17,913 294,431 SH   SOLE   294,431 0 0
ISHARES SILVER TRUST COM 46428Q109 1,954 129,769 SH   SOLE   129,769 0 0
CHASE MANHATTAN CORP COM 46625H100 1,333 21,308 SH   SOLE   21,308 0 0
JACOBS ENGINEERING GROUP INC COM 469814107 34 752 SH   SOLE   752 0 0
JOHNSON & JOHNSON COM 478160104 1,668 15,955 SH   SOLE   15,955 0 0
JOHNSON CONTROLS COM 478366107 183 3,788 SH   SOLE   3,788 0 0
JOY GLOBAL COM 481165108 26 559 SH   SOLE   559 0 0
J2 GLOBAL INC NOTE 48123VAC6 12,114 11,000,000 PRN   SOLE   11,000,000 0 0
JUNIPER NETWORKS INC COM 48203R104 49 2,195 SH   SOLE   2,195 0 0
KLA-TENCOR CORPORATION COM 482480100 66 936 SH   SOLE   936 0 0
KANSAS CITY SOUTHERN INDS COM 485170302 76 622 SH   SOLE   622 0 0
KELLOGG CO COM 487836108 94 1,437 SH   SOLE   1,437 0 0
KEURIG GREEN MOUNTAIN INC COM 49271M100 92 693 SH   SOLE   693 0 0
KEYCORP COM 493267108 69 4,938 SH   SOLE   4,938 0 0
KEYCORP PFD 493267405 11,805 92,000 PRN   SOLE   92,000 0 0
KIMBERLY-CLARK CORP COM 494368103 246 2,127 SH   SOLE   2,127 0 0
KIMCO REALTY COM 49446R109 59 2,345 SH   SOLE   2,345 0 0
KINDER MORGAN INC COM 49456B101 410 9,684 SH   SOLE   9,684 0 0
KOHLS CORP COM 500255104 70 1,152 SH   SOLE   1,152 0 0
KRAFT FOODS INC COM 50076Q106 210 3,357 SH   SOLE   3,357 0 0
KROGER CO COM 501044101 180 2,799 SH   SOLE   2,799 0 0
LIMITED INC COM 501797104 121 1,395 SH   SOLE   1,395 0 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 62 491 SH   SOLE   491 0 0
LABORATORY CORP OF AMERICA HOLDINGS COM 50540R409 52 483 SH   SOLE   483 0 0
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