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 FIGI (to the nearest dollar) 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
LABORATORY CORP OF AMERICA HOLDINGS NOTE 50540RAG7   13,505 9,350,000 PRN   SOLE   9,350,000 0 0
LAM RESEARCH CORP COM 512807108   73 915 SH   SOLE   915 0 0
LAM RESEARCH CORP NOTE 512807AJ7   21,000 16,000,000 PRN   SOLE   16,000,000 0 0
ESTEE LAUDER COM 518439104   98 1,280 SH   SOLE   1,280 0 0
LEGGETT & PLATT INC COM 524660107   33 781 SH   SOLE   781 0 0
LEGG MASON INC COM 524901105   31 573 SH   SOLE   573 0 0
LENNAR CORP COM 526057104   45 1,011 SH   SOLE   1,011 0 0
LEUCADIA NATIONAL CORP COM 527288104   40 1,803 SH   SOLE   1,803 0 0
LEVEL 3 COMMUNICATIONS COM 52729N308   78 1,580 SH   SOLE   1,580 0 0
LIBERTY MEDIA CORP NOTE 531229AB8   7,890 8,000,000 PRN   SOLE   8,000,000 0 0
LILLY (ELI) & CO COM 532457108   386 5,593 SH   SOLE   5,593 0 0
LINCOLN NATIONAL CORP COM 534187109   86 1,485 SH   SOLE   1,485 0 0
LINEAR TECHNOLOGY CORP COM 535678106   62 1,356 SH   SOLE   1,356 0 0
LOCKHEED MARTIN CORP COM 539830109   295 1,534 SH   SOLE   1,534 0 0
LOEWS CORP COM 540424108   72 1,707 SH   SOLE   1,707 0 0
LORILLARD INC COM 544147101   129 2,048 SH   SOLE   2,048 0 0
LOWE'S COMPANIES COM 548661107   382 5,546 SH   SOLE   5,546 0 0
M&T BANK CORPORATION COM 55261F104   94 748 SH   SOLE   748 0 0
MGIC INVESTMENT CORP NOTE 552848AE3   11,559 7,900,000 PRN   SOLE   7,900,000 0 0
MGM MIRAGE MGM INC NOTE 55303QAE0   9,440 8,000,000 PRN   SOLE   8,000,000 0 0
MACERICH CO/THE COM 554382101   66 793 SH   SOLE   793 0 0
MACQUARIE INFRASTRUCTURE NOTE 55608BAA3   18,521 16,300,000 PRN   SOLE   16,300,000 0 0
MACY'S INC COM 55616P104   129 1,969 SH   SOLE   1,969 0 0
USX MARATHON GROUP COM 565849106   109 3,837 SH   SOLE   3,837 0 0
MARATHON PETROLEM COM 56585A102   144 1,598 SH   SOLE   1,598 0 0
MARSH & MCLENNAN COS COM 571748102   177 3,084 SH   SOLE   3,084 0 0
MARRIOT INTERNATIONAL COM 571903202   95 1,212 SH   SOLE   1,212 0 0
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MASCO COM 574599106   51 2,028 SH   SOLE   2,028 0 0
MASTERCARD INC CL A 57636Q104   481 5,586 SH   SOLE   5,586 0 0
MATTEL INC COM 577081102   59 1,922 SH   SOLE   1,922 0 0
MCCORMICK & CO COM 579780206   55 745 SH   SOLE   745 0 0
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MEAD JOHNSON NUTRITION CO COM 582839106   115 1,142 SH   SOLE   1,142 0 0
MEADWESTVACO CORP COM 583334107   42 956 SH   SOLE   956 0 0
MEDICINES COMPANY NOTE 584688AC9   11,140 9,650,000 PRN   SOLE   9,650,000 0 0
MEDTRONIC INC COM 585055106   405 5,610 SH   SOLE   5,610 0 0
MENTOR GRAPHICS CORP NOTE 587200AK2   13,592 11,350,000 PRN   SOLE   11,350,000 0 0
MERCK & COMPANY INC COM 58933Y105   923 16,250 SH   SOLE   16,250 0 0
MERITAGE CORP NOTE 59001AAR3   887 900,000 PRN   SOLE   900,000 0 0
METLIFE INC COM 59156R108   350 6,475 SH   SOLE   6,475 0 0
MICROSOFT CORP COM 594918104   2,182 46,982 SH   SOLE   46,982 0 0
MICROCHIP TECHNOLOGY INC COM 595017104   51 1,139 SH   SOLE   1,139 0 0
MICRON TECHNOLOGY COM 595112103   214 6,118 SH   SOLE   6,118 0 0
MOHAWK INDUSTRIES INC COM 608190104   55 352 SH   SOLE   352 0 0
COORS (ADOLPH) CL B 60871R209   67 903 SH   SOLE   903 0 0
MONDELEZ INTERNATIONAL INC COM 609207105   348 9,576 SH   SOLE   9,576 0 0
MONSANTO CO COM 61166W101   329 2,753 SH   SOLE   2,753 0 0
HANSEN NATURAL CORP COM 611740101   89 817 SH   SOLE   817 0 0
DUN AND BRADSTREET CORP COM 615369105   100 1,047 SH   SOLE   1,047 0 0
MORGAN STANLEY COM 617446448   338 8,710 SH   SOLE   8,710 0 0
MOSAIC CO/THE COM 61945C103   82 1,799 SH   SOLE   1,799 0 0
MOTOROLA INC COM 620076307   81 1,208 SH   SOLE   1,208 0 0
MURPHY OIL CORP COM 626717102   48 950 SH   SOLE   950 0 0
MYLAN LABORATORIES COM 628530107   120 2,126 SH   SOLE   2,126 0 0
MYLAN LABORATORIES NOTE 628530AJ6   23,244 5,500,000 PRN   SOLE   5,500,000 0 0
NRG ENERGY INC COM 629377508   52 1,918 SH   SOLE   1,918 0 0
NASDAQ STOCK MARKET INC COM 631103108   32 669 SH   SOLE   669 0 0
NATIONAL-OILWELL VARCO INC COM 637071101   161 2,454 SH   SOLE   2,454 0 0
NAVIENT CORP COM 63938C108   51 2,339 SH   SOLE   2,339 0 0
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NETFLIX INC COM 64110L106   116 341 SH   SOLE   341 0 0
NW YORK COMMUNITY BANCORP UNIT 11/01/2051 64944P307   8,724 175,000 SH   SOLE   175,000 0 0
NEWELL RUBBERMAID INC COM 651229106   59 1,546 SH   SOLE   1,546 0 0
NEWFIELD EXPLORATION COMPANY COM 651290108   21 777 SH   SOLE   777 0 0
NEWMONT MINING CORP COM 651639106   54 2,836 SH   SOLE   2,836 0 0
NEWPARK RESOURCES NOTE 651718AC2   8,995 8,000,000 PRN   SOLE   8,000,000 0 0
NEW CORP CL A 65249B109   45 2,843 SH   SOLE   2,843 0 0
FPL GROUP INC COM 65339F101   264 2,481 SH   SOLE   2,481 0 0
NIKE INC CL B 654106103   382 3,978 SH   SOLE   3,978 0 0
NIPSCO INDUSTRIES INC COM 65473P105   76 1,791 SH   SOLE   1,791 0 0
NOBLE AFFILIATES INC COM 655044105   97 2,054 SH   SOLE   2,054 0 0
NORDSTROM INC COM 655664100   64 806 SH   SOLE   806 0 0
NORFOLK SOUTHERN CORP COM 655844108   193 1,761 SH   SOLE   1,761 0 0
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NUCOR CORP COM 670346105   89 1,811 SH   SOLE   1,811 0 0
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O'REILLY AUTOMOTIVE INC COM 67103H107   112 579 SH   SOLE   579 0 0
OCCIDENTAL PETROLEUM COM 674599105   356 4,420 SH   SOLE   4,420 0 0
OMNICOM GROUP COM 681919106   110 1,415 SH   SOLE   1,415 0 0
ON SEMICONDUCTOR CORP NOTE 682189AH8   10,937 9,200,000 PRN   SOLE   9,200,000 0 0
ONEOK INC COM 682680103   59 1,182 SH   SOLE   1,182 0 0
ORACLE SYSTEMS CORP COM 68389X105   829 18,439 SH   SOLE   18,439 0 0
OWENS-ILLINOIS INC COM 690768403   25 939 SH   SOLE   939 0 0
PDL BIOPHARMA INC NOTE 69329YAF1   7,863 8,100,000 PRN   SOLE   8,100,000 0 0
PG&E CORPORATION COM 69331C108   144 2,707 SH   SOLE   2,707 0 0
PNC BANK CORP COM 693475105   274 3,000 SH   SOLE   3,000 0 0
PPG INDUSTRIES INC COM 693506107   182 787 SH   SOLE   787 0 0
PP AND L CAPITAL FUNDING COM 69351T106   138 3,790 SH   SOLE   3,790 0 0
PHILLIPS-VAN HEUSEN CORP COM 693656100   59 461 SH   SOLE   461 0 0
PACCAR INC COM 693718108   137 2,017 SH   SOLE   2,017 0 0
PALL CORP COM 696429307   62 608 SH   SOLE   608 0 0
PARKER HANNIFIN CORP COM 701094104   109 842 SH   SOLE   842 0 0
PATTERSON COS INC COM 703395103   24 492 SH   SOLE   492 0 0
PAYCHEX INC COM 704326107   86 1,858 SH   SOLE   1,858 0 0
PEOPLE'S UNITED FINANCIAL INC COM 712704105   27 1,761 SH   SOLE   1,761 0 0
PEPCO HOLDINGS INC COM 713291102   38 1,428 SH   SOLE   1,428 0 0
PEPSI CO INC COM 713448108   807 8,531 SH   SOLE   8,531 0 0
PERKINELMER INC COM 714046109   28 644 SH   SOLE   644 0 0
PETSMART INC COM 716768106   46 565 SH   SOLE   565 0 0
PFIZER INC COM 717081103   1,119 35,913 SH   SOLE   35,913 0 0
PHILIP MORRIS COM 718172109   721 8,856 SH   SOLE   8,856 0 0
PHILLIPS 66 COM 718546104   226 3,155 SH   SOLE   3,155 0 0
PINNACLE WEST CAPITAL CORP COM 723484101   42 621 SH   SOLE   621 0 0
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PITNEY BOWES INC COM 724479100   28 1,152 SH   SOLE   1,152 0 0
PLUM CREEK TIMBER CO INC COM 729251108   43 1,007 SH   SOLE   1,007 0 0
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POWERSHARES DB AGRICULTURE F COM 73936B408   29,318 1,177,900 SH   SOLE   1,177,900 0 0
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PRAXAIR COM 74005P104   215 1,658 SH   SOLE   1,658 0 0
PRECISION CASTPARTS CORP COM 740189105   198 822 SH   SOLE   822 0 0
T ROWE PRICE COM 74144T108   127 1,479 SH   SOLE   1,479 0 0
PRICELINECOM INC COM 741503403   340 298 SH   SOLE   298 0 0
PRICELINECOM INC NOTE 741503AQ9   24,183 18,200,000 PRN   SOLE   18,200,000 0 0
PRINCIPAL FINANCIAL GROUP INC COM 74251V102   81 1,556 SH   SOLE   1,556 0 0
PROCTOR & GAMBLE CO COM 742718109   1,402 15,394 SH   SOLE   15,394 0 0
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PUBLIC SVC ENTERPRISES COM 744573106   119 2,884 SH   SOLE   2,884 0 0
PUBLIC STORAGE INC COM 74460D109   152 824 SH   SOLE   824 0 0
PULTE CORP COM 745867101   41 1,902 SH   SOLE   1,902 0 0
QEP RESOURCES INC COM 74733V100   19 943 SH   SOLE   943 0 0
QUALCOMM INC COM 747525103   704 9,477 SH   SOLE   9,477 0 0
Quanta Serv COM 74762E102   35 1,235 SH   SOLE   1,235 0 0
QUEST DIAGNOSTICS COM 74834L100   55 819 SH   SOLE   819 0 0
QUIDEL CORP NOTE 74838JAA9   8,915 8,000,000 PRN   SOLE   8,000,000 0 0
RPM INC-OHIO NOTE 749685AT0   16,319 14,000,000 PRN   SOLE   14,000,000 0 0
POLO RALPH LAUREN CORP COM 751212101   64 345 SH   SOLE   345 0 0
RANGE RESOURCES CORP COM 75281A109   51 959 SH   SOLE   959 0 0
RAYONIER INC NOTE 75508AAC0   8,505 7,000,000 PRN   SOLE   7,000,000 0 0
RAYTHEON CO COM 755111507   190 1,758 SH   SOLE   1,758 0 0
RED HAT INC COM 756577102   74 1,069 SH   SOLE   1,069 0 0
REGENERON PHARMACEUTICALS INC COM 75886F107   172 420 SH   SOLE   420 0 0
REGIONS FINANCIAL CORP COM 7591EP100   83 7,846 SH   SOLE   7,846 0 0
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ROCKWELL AUTOMATION COM 773903109   87 783 SH   SOLE   783 0 0
ROCKWELL COLLINS INC COM 774341101   64 762 SH   SOLE   762 0 0
ROPER INDUSTRIES INC COM 776696106   89 568 SH   SOLE   568 0 0
ROPER INDUSTRIES INC NOTE 776696AA4   14,068 7,100,000 PRN   SOLE   7,100,000 0 0
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SAFEWAY INC COM 786514208   46 1,310 SH   SOLE   1,310 0 0
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SALIX PHARMACEUTICALS LTD NOTE 795435AE6   15,679 8,600,000 PRN   SOLE   8,600,000 0 0
SANDISK CORP COM 80004C101   123 1,258 SH   SOLE   1,258 0 0
SANDISK CORP NOTE 80004CAD3   17,856 9,300,000 PRN   SOLE   9,300,000 0 0
SCANA CORP COM 80589M102   49 805 SH   SOLE   805 0 0
SCHLUMBERGER LTD COM 806857108   626 7,335 SH   SOLE   7,335 0 0
SCHWAB CHARLES CORP COM 808513105   198 6,549 SH   SOLE   6,549 0 0
EW SCRIPPS CO CL A 811065101   44 579 SH   SOLE   579 0 0
SEACOR HOLDINGS NOTE 81170YAB5   10,844 11,900,000 PRN   SOLE   11,900,000 0 0
SEALED AIR CORP COM 81211K100   51 1,205 SH   SOLE   1,205 0 0
SEMPRA ENERGY COM 816851109   146 1,314 SH   SOLE   1,314 0 0
SHERWIN-WILLIAMS CO COM 824348106   124 473 SH   SOLE   473 0 0
SIGMA-ALDRICH COM 826552101   93 674 SH   SOLE   674 0 0
SIMON PROPERTY GROUP COM 828806109   322 1,768 SH   SOLE   1,768 0 0
JM SMUCKER CO COM 832696405   59 580 SH   SOLE   580 0 0
SNAP-ON INC NOTE TR COM 833034101   45 329 SH   SOLE   329 0 0
SOUTHERN COMPANY COM 842587107   252 5,128 SH   SOLE   5,128 0 0
SOUTHWEST AIRLINES COM 844741108   164 3,869 SH   SOLE   3,869 0 0
SOUTHWESTERN ENERGY CO COM 845467109   55 2,012 SH   SOLE   2,012 0 0
SPECTRA ENERGY CORP COM 847560109   138 3,815 SH   SOLE   3,815 0 0
SPECTRANETICS CORP NOTE 84760CAA5   12,184 9,500,000 PRN   SOLE   9,500,000 0 0
STANLEY BLACK + DECKER INC COM 854502101   85 887 SH   SOLE   887 0 0
STANLEY BLACK + DECKER INC UNIT 99/99/9999 854502309   18,983 137,000 SH   SOLE   137,000 0 0
STAPLES INC COM 855030102   66 3,647 SH   SOLE   3,647 0 0
STARBUCKS CORP COM 855244109   351 4,273 SH   SOLE   4,273 0 0
STARWOOD PROPERTY TRUST NOTE 85571BAC9   10,150 10,000,000 PRN   SOLE   10,000,000 0 0
STARWOOD HOTELS & RESORTS WORLDWIDE INC COM 85590A401   82 1,016 SH   SOLE   1,016 0 0
STATE STREET BOSTON CORP COM 857477103   187 2,380 SH   SOLE   2,380 0 0
STEEL DYNAMICS COM 858119100   7,165 362,951 SH   SOLE   362,951 0 0
STERICYCLE INC COM 858912108   64 485 SH   SOLE   485 0 0
STLLWATER MINING COMPANY NOTE 86074QAL6   8,892 7,200,000 PRN   SOLE   7,200,000 0 0
STRYKER CORP COM 863667101   160 1,701 SH   SOLE   1,701 0 0
SUNTRUST BANK COM 867914103   125 2,973 SH   SOLE   2,973 0 0
SYMANTEC CORP COM 871503108   101 3,927 SH   SOLE   3,927 0 0
SYSCO CORP COM 871829107   133 3,350 SH   SOLE   3,350 0 0
TECO ENERGY INC COM 872375100   27 1,337 SH   SOLE   1,337 0 0
TJX COMPANIES INC COM 872540109   269 3,927 SH   SOLE   3,927 0 0
TAKE-TWO INTERACTIVE SOFTWARE INC NOTE 874054AD1   11,165 8,000,000 PRN   SOLE   8,000,000 0 0
DAYTON HUDSON CORP COM 76121E106   276 3,630 SH   SOLE   3,630 0 0
TENET HEALTHCARE CORP COM 88033G407   28 559 SH   SOLE   559 0 0
TERADATA CORP COM 88076W103   39 882 SH   SOLE   882 0 0
TESORO PETROLEUM CORP COM 881609101   54 720 SH   SOLE   720 0 0
TESLA MOTORS INC NOTE 88160RAC5   9,921 11,000,000 PRN   SOLE   11,000,000 0 0
TEXAS INSTRUMENTS IN COM 882508104   322 6,021 SH   SOLE   6,021 0 0
TEXTRON COM 883203101   67 1,583 SH   SOLE   1,583 0 0
THERMO ELECTRON CORP COM 883556102   286 2,280 SH   SOLE   2,280 0 0
MINNESOTA MINING & MANUFACTURING COM 88579Y101   600 3,653 SH   SOLE   3,653 0 0
TIFFANY & COMPANY COM 886547108   68 639 SH   SOLE   639 0 0
TIME WARNER INC COM COM 887317303   408 4,780 SH   SOLE   4,780 0 0
TIME WARNER CABLE INC COM 88732J207   243 1,598 SH   SOLE   1,598 0 0
TORCHMARK CORP COM 891027104   40 734 SH   SOLE   734 0 0
TOTAL SYSTEM SERVICES COM 891906109   32 941 SH   SOLE   941 0 0
TRACTOR SUPPLY COMPANY COM 892356106   61 780 SH   SOLE   780 0 0
THE TRAVELERS COMPANIES INC COM 89417E109   200 1,889 SH   SOLE   1,889 0 0
TRIPADVISOR INC COM 896945201   47 633 SH   SOLE   633 0 0
NEWS AMERICA CORP COM 90130A101   406 10,569 SH   SOLE   10,569 0 0
TYSON FOODS COM 902494103   67 1,665 SH   SOLE   1,665 0 0
US BANCORP(SUPER REGIONAL) COM 902973304   458 10,200 SH   SOLE   10,200 0 0
UNDER ARMOUR INC COM 904311107   64 946 SH   SOLE   946 0 0
UNION PACIFIC CORP COM 907818108   604 5,068 SH   SOLE   5,068 0 0
UNITED PARCEL SERVICE CL B 911312106   442 3,973 SH   SOLE   3,973 0 0
UNITED RENTALS INC COM 911363109   58 568 SH   SOLE   568 0 0
UNITED STATES GAS FUND LP COM 91201T102   577 16,885 SH   SOLE   16,885 0 0
US NATURAL GAS FUND LP COM 912318201   4,500 304,647 SH   SOLE   304,647 0 0
UNITED STATES 12 MONTH OIL COM 91288V103   1,239 46,208 SH   SOLE   46,208 0 0
UNITED TECH CORP COM 913017109   556 4,839 SH   SOLE   4,839 0 0
UNITED TECH CORP UNIT 99/99/9999 913017117   18,399 300,000 SH   SOLE   300,000 0 0
UNITED HEALTHCARE COM 91324P102   553 5,471 SH   SOLE   5,471 0 0
UNIVERSAL HEALTH SERVICES COM 913903100   58 518 SH   SOLE   518 0 0
UNUM GROUP COM 91529Y106   50 1,437 SH   SOLE   1,437 0 0
URBAN OUTFITTERS INC COM 917047102   20 578 SH   SOLE   578 0 0
VF CORP COM 918204108   147 1,969 SH   SOLE   1,969 0 0
VALERO ENERGY CORP COM 91913Y100   147 2,972 SH   SOLE   2,972 0 0
VARIAN MEDICAL SYSTEMS INC COM 92220P105   49 570 SH   SOLE   570 0 0
VECTOR GROUP LTD NOTE 92240MBC1   11,653 11,000,000 PRN   SOLE   11,000,000 0 0
VENTAS INC COM 92276F100   120 1,674 SH   SOLE   1,674 0 0
VERISIGN INC COM 92343E102   35 622 SH   SOLE   622 0 0
BELL ATLANTIC COM 92343V104   1,106 23,652 SH   SOLE   23,652 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100   163 1,370 SH   SOLE   1,370 0 0
VIACOM INC COM 92553P201   158 2,106 SH   SOLE   2,106 0 0
Visa Lnd Dev(Visa Int) COM 92826C839   730 2,784 SH   SOLE   2,784 0 0
VORNADO REALTY COM 929042109   117 992 SH   SOLE   992 0 0
VULCAN MATERIALS CO COM 929160109   49 744 SH   SOLE   744 0 0
WABASH NATIONAL CORP NOTE 929566AH0   9,765 7,700,000 PRN   SOLE   7,700,000 0 0
WAL-MART STORES COM 931142103   773 9,002 SH   SOLE   9,002 0 0
WASTE MANAGEMENT INC COM 94106L109   125 2,428 SH   SOLE   2,428 0 0
WATERS CORPORATION COM 941848103   54 481 SH   SOLE   481 0 0
WELLPOINT INC NOTE 94973VBG1   20,311 11,800,000 PRN   SOLE   11,800,000 0 0
WELLS FARGO & CO COM 949746101   1,475 26,908 SH   SOLE   26,908 0 0
WESCO DISTRIBUTION NOTE 95082PAH8   14,784 5,496,000 PRN   SOLE   5,496,000 0 0
WESTERN DIGITAL CORP COM 958102105   138 1,251 SH   SOLE   1,251 0 0
WESTERN UNION COM 959802109   53 2,979 SH   SOLE   2,979 0 0
WEYERHAEUSER COM 962166104   107 2,990 SH   SOLE   2,990 0 0
WHIRLPOOL CORP COM 963320106   86 442 SH   SOLE   442 0 0
WHOLE FOODS MARKET INC COM 966837106   104 2,055 SH   SOLE   2,055 0 0
WILLIAMS COMPANIES COM 969457100   172 3,826 SH   SOLE   3,826 0 0
WINDSTREAM CORP COM 97382A101   28 3,428 SH   SOLE   3,428 0 0
Wisconsin Energy Corp COM 976657106   67 1,276 SH   SOLE   1,276 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108   61 712 SH   SOLE   712 0 0
WYNN RESORTS LTD COM 983134107   68 457 SH   SOLE   457 0 0
XCEL ENERGY INC COM 98389B100   103 2,874 SH   SOLE   2,874 0 0
XILINX INC COM 983919101   65 1,508 SH   SOLE   1,508 0 0
XILINX INC NOTE 983919AF8   13,545 9,000,000 PRN   SOLE   9,000,000 0 0
XEROX CORP COM 984121103   85 6,117 SH   SOLE   6,117 0 0
XYLEM INC COM 98419M100   40 1,039 SH   SOLE   1,039 0 0
YAHOO! INC COM 984332106   254 5,022 SH   SOLE   5,022 0 0
YUM! BRANDS INC COM 988498101   182 2,500 SH   SOLE   2,500 0 0
ZIMMER HOLDINGS INC COM 98956P102   109 962 SH   SOLE   962 0 0
ZION BANCORPORATION COM 989701107   33 1,153 SH   SOLE   1,153 0 0
ZOETIS INC COM 98978V103   123 2,850 SH   SOLE   2,850 0 0
WATSON PHARMACEUTICAL INC COM G0083B108   387 1,505 SH   SOLE   1,505 0 0
BLACK HILLS CORP COM G0176J109   30 546 SH   SOLE   546 0 0
AON CORP COM G0408V102   154 1,626 SH   SOLE   1,626 0 0
ACCENTURE PLC CL A G1151C101   319 3,577 SH   SOLE   3,577 0 0
COVIDIEN LTD COM G2554F113   264 2,580 SH   SOLE   2,580 0 0
DELPHI AUTOMOTIVE PLC COM G27823106   123 1,688 SH   SOLE   1,688 0 0
EATON CORP COM G29183103   184 2,712 SH   SOLE   2,712 0 0
ENSCO PLC CL A G3157S106   40 1,329 SH   SOLE   1,329 0 0
INGERSOLL-RAND COMPANY COM G47791101   96 1,521 SH   SOLE   1,521 0 0
INVESCO PLC COM G491BT108   97 2,458 SH   SOLE   2,458 0 0
MALLINCKRODT PLC COM G5785G107   66 662 SH   SOLE   662 0 0
MICHAEL KORS HOLDINGS LTD COM G60754101   88 1,167 SH   SOLE   1,167 0 0
NABORS INDUSTRIES LTD COM G6359F103   21 1,645 SH   SOLE   1,645 0 0
NOBLE DRILLING COM G65431101   24 144,812,696,492 SH   SOLE   144,812,696,492 0 0
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SEAGATE TECHNOLOGY COM G7945M107   124 1,865 SH   SOLE   1,865 0 0
PENTAIR LTD COM G7S00T104   71 1,065 SH   SOLE   1,065 0 0
TYCO INTERNATIONAL LTD COM G91442106   105 2,386 SH   SOLE   2,386 0 0
PERRIGO COMPANY COM G97822103   134 802 SH   SOLE   802 0 0
XL CAPITAL LTD COM G98290102   51 1,471 SH   SOLE   1,471 0 0
ACE LTD COM H0023R105   217 1,891 SH   SOLE   1,891 0 0
GARMIN LTD COM H2906T109   37 695 SH   SOLE   695 0 0
TE CONNECTIVITY LTD COM H84989104   147 2,325 SH   SOLE   2,325 0 0
TRANSOCEAN OFFSHORE INC COM H8817H100   35 1,935 SH   SOLE   1,935 0 0
LYONDELLBASELL INDU CL A N53745100   188 2,369 SH   SOLE   2,369 0 0
NIELSEN HOLDINGS NV COM N63218106   83 1,846 SH   SOLE   1,846 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103   78 951 SH   SOLE   951 0 0
AVAGO TECHNOLOGIES LTD COM Y0486S104   144 1,432 SH   SOLE   1,432 0 0