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 25 757 SH   SOLE   757 0 0
AFLAC INC COM 001055102 118 1,902 SH   SOLE   1,902 0 0
AGL RESOURCES INC COM 001204106 24 518 SH   SOLE   518 0 0
AES CORP COM 00130H105 40 2,990 SH   SOLE   2,990 0 0
ANI PHARMACEUTICALS INC NOTE 00182CAA1 9,120 8,000,000 PRN   SOLE   8,000,000 0 0
SBC COMMUNICATIONS INC COM 00206R102 808 22,754 SH   SOLE   22,754 0 0
ABBOTT LABORATORIES COM 002824100 320 6,524 SH   SOLE   6,524 0 0
ABBVIE INC COM 00287Y109 506 7,534 SH   SOLE   7,534 0 0
ADOBE SYSTEMS INC COM 00724F101 169 2,081 SH   SOLE   2,081 0 0
AETNA INC-NEW COM 00817Y108 195 1,529 SH   SOLE   1,529 0 0
AFFILIATED MANAGERS GROUP COM 008252108 52 240 SH   SOLE   240 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 57 1,468 SH   SOLE   1,468 0 0
AIR PRODUCTS AND CHEMICALS INC COM 009158106 115 843 SH   SOLE   843 0 0
AIRGAS INC COM 009363102 31 295 SH   SOLE   295 0 0
AIRTRAN CORP NOTE 00949PAD0 9,563 4,250,000 PRN   SOLE   4,250,000 0 0
AKAMAI TECHNOLOGIES COM 00971T101 55 782 SH   SOLE   782 0 0
ALUMINUM COMPANY OF AMERICA COM 013817101 60 5,356 SH   SOLE   5,356 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 177 981 SH   SOLE   981 0 0
ALLEGHENY TELEDYNE INC COM 01741R102 14 471 SH   SOLE   471 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 81 278 SH   SOLE   278 0 0
ALLSTATE CORP COM 020002101 116 1,793 SH   SOLE   1,793 0 0
ALTERA CORP COM 021441100 68 1,326 SH   SOLE   1,326 0 0
ALTRIA GROUP INC COM 02209S103 421 8,613 SH   SOLE   8,613 0 0
AMAZONCOM INC COM 023135106 726 1,673 SH   SOLE   1,673 0 0
AMEREN CORP COM 023608102 40 1,063 SH   SOLE   1,063 0 0
AMERICAN AIRLINES EXIT TL COM 02376R102 121 3,036 SH   SOLE   3,036 0 0
AMERICAN ELECTRIC POWER CO INC COM 025537101 113 2,141 SH   SOLE   2,141 0 0
AMERICAN EXPRESS COM 025816109 298 3,834 SH   SOLE   3,834 0 0
AIG COM 026874784 361 5,843 SH   SOLE   5,843 0 0
AMERICAN TOWER CORP CL A 03027X100 172 1,848 SH   SOLE   1,848 0 0
AMERISOURCEBERGEN CORP COM 03073E105 97 914 SH   SOLE   914 0 0
AMERIPRISE FINANCIAL INC COM 03076C106 100 802 SH   SOLE   802 0 0
AMETEK INC COM 031100100 58 1,064 SH   SOLE   1,064 0 0
AMGEN INC COM 031162100 511 3,331 SH   SOLE   3,331 0 0
AMPHENOL CORP CL A 032095101 79 1,356 SH   SOLE   1,356 0 0
ANADARKO PETROLEUM CORP COM 032511107 174 2,225 SH   SOLE   2,225 0 0
ANALOG DEVICES INC COM 032654105 88 1,373 SH   SOLE   1,373 0 0
WELLPOINT INC COM 036752103 190 1,160 SH   SOLE   1,160 0 0
ANTHEM INC NOTE 036752202 20,813 395,000 PRN   SOLE   395,000 0 0
APACHE CORP COM 037411105 95 1,648 SH   SOLE   1,648 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 25 683 SH   SOLE   683 0 0
APPLE COMPUTER INC COM 037833100 3,166 25,244 SH   SOLE   25,244 0 0
APPLIED MATERIALS INC COM 038222105 104 5,396 SH   SOLE   5,396 0 0
ARCHER DANIELS COM 039483102 131 2,719 SH   SOLE   2,719 0 0
ARES CAPITAL CORP NOTE 04010LAB9 15,606 15,300,000 PRN   SOLE   15,300,000 0 0
ASSURANT INC COM 04621X108 20 302 SH   SOLE   302 0 0
AUTODESK INC COM 052769106 50 989 SH   SOLE   989 0 0
AUTOMATIC DATA PROCESSING COM 053015103 165 2,058 SH   SOLE   2,058 0 0
AUTONATION INC COM 05329W102 20 325 SH   SOLE   325 0 0
AUTOZONE INC COM 053332102 93 140 SH   SOLE   140 0 0
AVALON BAY COMMUNITIES COM 053484101 92 577 SH   SOLE   577 0 0
AVERY-DENNISON CORP COM 053611109 24 397 SH   SOLE   397 0 0
BB&T CORPORATION COM 054937107 129 3,202 SH   SOLE   3,202 0 0
BAKER HUGHES COM 057224107 117 1,900 SH   SOLE   1,900 0 0
BALL CORP COM 058498106 42 601 SH   SOLE   601 0 0
BANK OF AMERICA CORP COM 060505104 783 46,010 SH   SOLE   46,010 0 0
BANK OF NEW YORK MELLON CORP COM 064058100 206 4,914 SH   SOLE   4,914 0 0
BARD (CR)INC COM 067383109 55 324 SH   SOLE   324 0 0
BAXTER INTERNATIONAL INC COM 071813109 167 2,384 SH   SOLE   2,384 0 0
BECTON DICKINSON & CO COM 075887109 129 913 SH   SOLE   913 0 0
BED BATH & BEYOND INC COM 075896100 52 751 SH   SOLE   751 0 0
BERKSHIRE HATHAWAY-CAL COM 084670702 1,088 7,991 SH   SOLE   7,991 0 0
BEST BUY COMPANY INC COM 086516101 42 1,273 SH   SOLE   1,273 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 09061GAF8 12,740 8,000,000 PRN   SOLE   8,000,000 0 0
CSR LTD COM 09062X103 416 1,029 SH   SOLE   1,029 0 0
BLACKROCK INC COM 09247X101 192 554 SH   SOLE   554 0 0
BLOCK H & R INC COM 093671105 36 1,203 SH   SOLE   1,203 0 0
BOEING CORP COM 097023105 391 2,818 SH   SOLE   2,818 0 0
BORG-WARNER AUTOMOTIVE INC COM 099724106 56 992 SH   SOLE   992 0 0
BOSTON PROPERTIES INC COM 101121101 80 664 SH   SOLE   664 0 0
BOSTON SCIENTIFIC CORP COM 101137107 104 5,874 SH   SOLE   5,874 0 0
TRAVELERS COS INC NOTE 101388AA4 10,557 9,500,000 PRN   SOLE   9,500,000 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108 486 7,304 SH   SOLE   7,304 0 0
BROADCOM CORP CL A 111320107 123 2,384 SH   SOLE   2,384 0 0
BROOKDALE SENIOR LIVING INC NOTE 112463AA2 9,000 6,900,000 PRN   SOLE   6,900,000 0 0
BROWN-FORMAN COM 115637209 69 686 SH   SOLE   686 0 0
CBS CORP COM 124857202 110 1,984 SH   SOLE   1,984 0 0
CB RICHARD ELLIS GROUP COM 12504L109 45 1,223 SH   SOLE   1,223 0 0
CF INDUSTRIES HOLDINGS INC COM 125269100 66 1,032 SH   SOLE   1,032 0 0
C H Robinson Worldwide Inc COM 12541W209 40 638 SH   SOLE   638 0 0
CIGNA CORP COM 125509109 184 1,137 SH   SOLE   1,137 0 0
CHICAGO MERCANTILE EXCHANGE COM 12572Q105 129 1,386 SH   SOLE   1,386 0 0
CMS ENERGY CORP COM 125896100 38 1,204 SH   SOLE   1,204 0 0
CSX TRANSPORTATION INC COM 126408103 141 4,328 SH   SOLE   4,328 0 0
CVS CAREMARK CORP COM 126650100 519 4,944 SH   SOLE   4,944 0 0
CA INC COM 12673P105 41 1,392 SH   SOLE   1,392 0 0
CABLEVISION SYSTEMS NY GRP COM 12686C109 23 966 SH   SOLE   966 0 0
CABOT OIL & GAS CORP CL A 127097103 57 1,807 SH   SOLE   1,807 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 44 848 SH   SOLE   848 0 0
CAMPBELL SOUP CO COM 134429109 37 776 SH   SOLE   776 0 0
CAPITAL ONE FINANCIAL CORP COM 14040H105 211 2,395 SH   SOLE   2,395 0 0
CARDINAL HEALTH INC COM 14149Y108 121 1,449 SH   SOLE   1,449 0 0
CARMAX INC COM 143130102 61 919 SH   SOLE   919 0 0
CARNIVAL CORP CL A 143658300 97 1,970 SH   SOLE   1,970 0 0
CATERPILLAR INC COM 149123101 225 2,651 SH   SOLE   2,651 0 0
CELGENE CORP COM 151020104 402 3,476 SH   SOLE   3,476 0 0
TIME WARNER COM 15189T107 36 1,879 SH   SOLE   1,879 0 0
CENTURYLINK INC COM 156700106 73 2,474 SH   SOLE   2,474 0 0
CERNER CORP COM 156782104 92 1,333 SH   SOLE   1,333 0 0
CHART INDUSTRIES INC NOTE 16115QAC4 12,271 12,700,000 PRN   SOLE   12,700,000 0 0
CHESAPEAKE ENERGY COM 165167107 25 2,267 SH   SOLE   2,267 0 0
CHESAPEAKE ENERGY NOTE 165167BW6 10,296 10,400,000 PRN   SOLE   10,400,000 0 0
CHEVRON CORP COM 166764100 795 8,239 SH   SOLE   8,239 0 0
CHIPOTLE MEXICAN GRILL CL A 169656105 82 135 SH   SOLE   135 0 0
CHUBB CORP COM 171232101 96 1,010 SH   SOLE   1,010 0 0
CIMAREX ENERGY CO COM 171798101 45 410 SH   SOLE   410 0 0
CINCINNATI FINANCIAL CORP COM 172062101 32 646 SH   SOLE   646 0 0
CISCO SYSTEMS INC COM 17275R102 612 22,286 SH   SOLE   22,286 0 0
CINTAS CORP COM 172908105 36 420 SH   SOLE   420 0 0
TRAVELERS INC CON COM 172967424 734 13,294 SH   SOLE   13,294 0 0
CITRIX SYSTEMS INC COM 177376100 49 700 SH   SOLE   700 0 0
CLOROX COMPANY COM 189054109 60 573 SH   SOLE   573 0 0
COACH INC COM 189754104 42 1,210 SH   SOLE   1,210 0 0
COCA-COLA CO COM 191216100 674 17,187 SH   SOLE   17,187 0 0
COCA COLA ENTERPRISES COM 19122T109 41 940 SH   SOLE   940 0 0
COGNIZANT TECH SOLUTIONS COM 192446102 163 2,666 SH   SOLE   2,666 0 0
COLGATE PALMOLIVE COM 194162103 244 3,726 SH   SOLE   3,726 0 0
COMCAST CORP COM 20030N101 662 11,014 SH   SOLE   11,014 0 0
COMERICA INC COM 200340107 40 786 SH   SOLE   786 0 0
COMPTON PETROLEUM FINANCE CORP COM 205363104 40 611 SH   SOLE   611 0 0
CONAGRA INC COM 205887102 81 1,862 SH   SOLE   1,862 0 0
PHILLIPS PETROLEUM COM 20825C104 332 5,402 SH   SOLE   5,402 0 0
CONSOL ENERGY INC COM 20854P109 22 998 SH   SOLE   998 0 0
CONSOLIDATED EDISON INC COM 209115104 74 1,281 SH   SOLE   1,281 0 0
CONSTELLATION BRANDS INC COM 21036P108 86 742 SH   SOLE   742 0 0
CORNING INC COM 219350105 109 5,515 SH   SOLE   5,515 0 0
COSTCO COMPANIES INC COM 22160K105 260 1,924 SH   SOLE   1,924 0 0
CROWN CASTLE INTL CORP COM 22822V101 119 1,478 SH   SOLE   1,478 0 0
CUMMINS ENGINE CO COM 231021106 97 742 SH   SOLE   742 0 0
DR HORTON COM 23331A109 40 1,454 SH   SOLE   1,454 0 0
DETROIT EDISON CO COM 233331107 59 785 SH   SOLE   785 0 0
DANAHER CORP COM 235851102 231 2,698 SH   SOLE   2,698 0 0
DARDEN RESTAURANTS INC COM 237194105 39 551 SH   SOLE   551 0 0
DAVITA INC COM 23918K108 59 746 SH   SOLE   746 0 0
DEERE & CO COM 244199105 142 1,463 SH   SOLE   1,463 0 0
DELTA AIR LINES INC COM 247361702 148 3,606 SH   SOLE   3,606 0 0
DENTSPLY INTERNATIONAL INC COM 249030107 32 613 SH   SOLE   613 0 0
DEPOMED INC NOTE 249908AA2 10,250 8,000,000 PRN   SOLE   8,000,000 0 0
DEVON ENERGY CORP COM 25179M103 101 1,690 SH   SOLE   1,690 0 0
DIAMOND OFFSHORE DRILLING COM 25271C102 8 292 SH   SOLE   292 0 0
DISNEY WALT PRODUCTIONS COM 254687106 780 6,838 SH   SOLE   6,838 0 0
DISCOVER FINANCIAL SERVICES COM 254709108 112 1,939 SH   SOLE   1,939 0 0
DISCOVERY COMMUNICATIONS COM SER A 25470F104 22 653 SH   SOLE   653 0 0
DISCOVERY COMMUNICATIONS COM SER C 25470F302 36 1,145 SH   SOLE   1,145 0 0
DIRECTVHOLDINGS /FINANCE COM 25490A309 204 2,199 SH   SOLE   2,199 0 0
DOLLAR GENERAL COM 256677105 101 1,302 SH   SOLE   1,302 0 0
DOLLAR TREE INC COM 256746108 71 896 SH   SOLE   896 0 0
DOMINION RESOURCES INC COM 25746U109 174 2,600 SH   SOLE   2,600 0 0
DOMINION RESOURCES INC UNIT 99/99/9999 25746U869 13,580 285,000 PRN   SOLE   285,000 0 0
DOVER CORP COM 260003108 49 703 SH   SOLE   703 0 0
DOW CHEMICAL COM 260543103 243 4,749 SH   SOLE   4,749 0 0
CADBURY SCHWEPPES FINANCIAL MGMT COM 26138E109 62 847 SH   SOLE   847 0 0
DU PONT (EI) DE NEMOURS COM 263534109 253 3,960 SH   SOLE   3,960 0 0
DUKE POWER COM 26441C204 214 3,031 SH   SOLE   3,031 0 0
DUN & BRADSTREET CORP COM 2648E3100 19 158 SH   SOLE   158 0 0
EMC CORP/MASS COM 268648102 225 8,510 SH   SOLE   8,510 0 0
EOG RESOURCES INC COM 26875P101 210 2,398 SH   SOLE   2,398 0 0
EQUITABLE RESOURCES COM 26884L109 54 658 SH   SOLE   658 0 0
E Trade Group Inc COM 269246401 38 1,263 SH   SOLE   1,263 0 0
EASTMAN CHEMICAL COM 277432100 53 652 SH   SOLE   652 0 0
EBAY INC COM 278642103 292 4,844 SH   SOLE   4,844 0 0
ECHO GLOBAL LOGISTICS INC NOTE 27875TAA9 8,590 8,000,000 PRN   SOLE   8,000,000 0 0
ECOLAB INC COM 278865100 133 1,177 SH   SOLE   1,177 0 0
EDISON INTERNATIONAL INC COM 281020107 79 1,425 SH   SOLE   1,425 0 0
EDWARDS LIFESCIENCES SP - WI COM 28176E108 67 471 SH   SOLE   471 0 0
ELECTRONIC ARTS INC COM 285512109 90 1,357 SH   SOLE   1,357 0 0
EMERGENT BIOSOLUTIONS INC NOTE 29089QAB1 9,910 8,000,000 PRN   SOLE   8,000,000 0 0
EMERSON ELECTRIC CO COM 291011104 162 2,929 SH   SOLE   2,929 0 0
ENCORE CAPITAL GROUP INC NOTE 292554AH5 7,430 8,000,000 PRN   SOLE   8,000,000 0 0
ENERSYS NOTE 29275YAA0 15,962 9,250,000 PRN   SOLE   9,250,000 0 0
ENTERGY CORP COM 29364G103 56 789 SH   SOLE   789 0 0
EQUIFAX INC COM 294429105 51 523 SH   SOLE   523 0 0
EQUINIX INC COM 29444U700 9,997 39,359 SH   SOLE   39,359 0 0
EQUITY RESIDENTIAL PROPERTIES TRUST COM 29476L107 112 1,591 SH   SOLE   1,591 0 0
ESSEX PROPERTY TRUST INC COM 297178105 60 284 SH   SOLE   284 0 0
NORTHEAST UTILITIES COM 30040W108 63 1,385 SH   SOLE   1,385 0 0
PECO ENERGY COM 30161N101 119 3,773 SH   SOLE   3,773 0 0
EXPEDIA INC CL A 30212P303 47 431 SH   SOLE   431 0 0
EXPEDITORS INTL WASH INC COM 302130109 39 839 SH   SOLE   839 0 0
EXPRESS SCRIPTS HOLDING CO COM 30219G108 284 3,195 SH   SOLE   3,195 0 0
EXXON CORP COM 30231G102 1,524 18,321 SH   SOLE   18,321 0 0
FLIR SYSTEMS INC COM 302445101 19 612 SH   SOLE   612 0 0
FMC CORP COM 302491303 31 583 SH   SOLE   583 0 0
FMC TECHNOLOGIES INC COM 30249U101 42 1,016 SH   SOLE   1,016 0 0
FACEBOOK INC COM 30303M102 791 9,228 SH   SOLE   9,228 0 0
FAMILY DOLLAR STORES INC COM 307000109 33 417 SH   SOLE   417 0 0
FASTENAL COMPANY COM 311900104 50 1,185 SH   SOLE   1,185 0 0
FDX CORP COM 31428X106 196 1,152 SH   SOLE   1,152 0 0
F5 NETWORKS INC COM 315616102 39 322 SH   SOLE   322 0 0
FIDELITY NATIONAL INFORMATION SERVICES COM 31620M106 77 1,239 SH   SOLE   1,239 0 0
FIDELITY NATIONAL TITLE NOTE 31620RAE5 8,439 4,124,000 PRN   SOLE   4,124,000 0 0
FIFTH THIRD BANCORP COM 316773100 74 3,549 SH   SOLE   3,549 0 0
FIRST SOLAR INC COM 336433107 15 326 SH   SOLE   326 0 0
FISERV INC COM 337738108 86 1,044 SH   SOLE   1,044 0 0
FIRSTENERGY CORP COM 337932107 60 1,842 SH   SOLE   1,842 0 0
FLUOR CORP - NEW COM 343412102 34 647 SH   SOLE   647 0 0
FLOWSERVE CORPORATION COM 34354P105 31 593 SH   SOLE   593 0 0
FORD MOTOR COMPANY COM 345370860 261 17,419 SH   SOLE   17,419 0 0
FOSSIL INC COM 34988V106 13 189 SH   SOLE   189 0 0
FRANKLIN RESOURCES INC COM 354613101 84 1,709 SH   SOLE   1,709 0 0
FREEPORT-MCMORAN COM 35671D857 85 4,548 SH   SOLE   4,548 0 0
CITIZENS COMMUNICATIONS CO COM 35906A108 25 5,053 SH   SOLE   5,053 0 0
FRONTIER COMMUNICATIONS NOTE 35906A207 11,435 115,000 PRN   SOLE   115,000 0 0
GAMESTOP CORP COM 36467W109 20 472 SH   SOLE   472 0 0
GANNETT SPINCO INC COM 36473H104 7 496 SH   SOLE   496 0 0
GAP INC COM 364760108 44 1,161 SH   SOLE   1,161 0 0
GENERAL DYNAMICS CORP COM 369550108 195 1,378 SH   SOLE   1,378 0 0
GENERAL ELECTRIC CO COM 369604103 1,173 44,150 SH   SOLE   44,150 0 0
GENERAL GROWTH PROPERTIES COM 370023103 71 2,748 SH   SOLE   2,748 0 0
GENERAL MILLS INC COM 370334104 146 2,612 SH   SOLE   2,612 0 0
GENERAL MOTORS CORP COM 37045V100 197 5,916 SH   SOLE   5,916 0 0
GENESEE & WYOMING INC UNIT 10/01/2015 371559204 7,264 73,000 PRN   SOLE   73,000 0 0
GENUINE PARTS CO COM 372460105 59 663 SH   SOLE   663 0 0
GENWORTH FINANCIAL INC COM 37247D106 16 2,172 SH   SOLE   2,172 0 0
GILEAD SCIENCES INC COM 375558103 754 6,440 SH   SOLE   6,440 0 0
GILEAD SCIENCES INC NOTE 375558AP8 31,969 6,200,000 PRN   SOLE   6,200,000 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 368 1,761 SH   SOLE   1,761 0 0
GOODYEAR TIRE & RUBBER CORP COM 382550101 36 1,179 SH   SOLE   1,179 0 0
GOOGLE INC CL A 38259P508 677 1,254 SH   SOLE   1,254 0 0
GOOGLE INC CL C 38259P706 654 1,257 SH   SOLE   1,257 0 0
GRAINGER WW INC COM 384802104 63 267 SH   SOLE   267 0 0
GREEN PLAINS REVEWABLE ENERGY NOTE 393222AD6 15,825 10,900,000 PRN   SOLE   10,900,000 0 0
HCA-THE HEALTHCARE CO COM 40412C101 115 1,271 SH   SOLE   1,271 0 0
HCP INC COM 40414L109 73 2,015 SH   SOLE   2,015 0 0
HALLIBURTON CO COM 406216101 161 3,728 SH   SOLE   3,728 0 0
HANES BRANDS INC COM 410345102 58 1,753 SH   SOLE   1,753 0 0
HARLEY DAVIDSON COM 412822108 52 917 SH   SOLE   917 0 0
HARMAN INTL COM 413086109 37 311 SH   SOLE   311 0 0
HARRIS CORP COM 413875105 41 539 SH   SOLE   539 0 0
HARTFORD FINANCIAL SERVICES GROUP COM 416515104 77 1,842 SH   SOLE   1,842 0 0
HASBRO INC COM 418056107 37 497 SH   SOLE   497 0 0
HEALTH CARE REIT INC COM 42217K106 101 1,538 SH   SOLE   1,538 0 0
HELMERICH AND PAYNE COM 423452101 33 469 SH   SOLE   469 0 0
HERSHEY FOODS CORP COM 427866108 57 644 SH   SOLE   644 0 0
HESS CORP COM 42809H107 71 1,063 SH   SOLE   1,063 0 0
HEWLETT PACKARD INC COM 428236103 238 7,916 SH   SOLE   7,916 0 0
HOME DEPOT INC COM 437076102 633 5,692 SH   SOLE   5,692 0 0
ALLIEDSIGNAL INC COM 438516106 349 3,423 SH   SOLE   3,423 0 0
HORMEL FOODS CORP COM 440452100 33 590 SH   SOLE   590 0 0
HORNBECK OFFSHORE SERVICES INC NOTE 440543AN6 8,407 10,300,000 PRN   SOLE   10,300,000 0 0
HOSPIRA INC COM 441060100 66 749 SH   SOLE   749 0 0
HOST MARRIOT CORP COM 44107P104 66 3,313 SH   SOLE   3,313 0 0
HUDSON CITY BANCORP INC COM 443683107 21 2,105 SH   SOLE   2,105 0 0
HUMANA INC COM 444859102 125 655 SH   SOLE   655 0 0
HUNTINGTON BANCSHARES INC COM 446150104 40 3,545 SH   SOLE   3,545 0 0
HYBRIDON INC CSD COM 45168K306 1,379 371,759 SH   SOLE   371,759 0 0
ILLINOIS TOOL WORKS COM 452308109 136 1,483 SH   SOLE   1,483 0 0
INTEL CORP COM 458140100 632 20,787 SH   SOLE   20,787 0 0
INTEL CORP NOTE 458140AF7 19,776 13,000,000 PRN   SOLE   13,000,000 0 0
INTEGRYS ENERGY GROUP INC COM 45822P105 24 343 SH   SOLE   343 0 0
INTERCONTINENTALEXCHANGE INC COM 45866F104 110 492 SH   SOLE   492 0 0
INTL BUSINESS MACH COM 459200101 654 4,020 SH   SOLE   4,020 0 0
INTL FLAVORS & FRAGRANCES COM 459506101 38 352 SH   SOLE   352 0 0
INTERNATIONAL PAPER CO COM 460146103 88 1,852 SH   SOLE   1,852 0 0
INTERPUBLIC GROUP COM 460690100 35 1,804 SH   SOLE   1,804 0 0
INTUIT INC COM 461202103 122 1,211 SH   SOLE   1,211 0 0
INTUITIVE SURGICAL INC COM 46120E602 78 160 SH   SOLE   160 0 0
IRIDIUM COMMUNICATIONS INC PRD CONV B 46269C409 7,998 24,000 PRN   SOLE   24,000 0 0
IRON MOUNTAIN COM 46284V101 25 817 SH   SOLE   817 0 0
ISHARES MSCI EMERGING MKT IN COM 464287234 11,448 288,955 SH   SOLE   288,955 0 0
ISHARES MSCI EAFE INDEX FUND COM 464287465 20,729 326,488 SH   SOLE   326,488 0 0
ISHARES MSCI EAFE INDEX FUND COM 464287499 40,075 235,307 SH   SOLE   235,307 0 0
ISHARES MSCI EAFE INDEX FUND COM 464287655 41,435 331,853 SH   SOLE   331,853 0 0
ISHARES SILVER TRUST COM 46428Q109 12,669 842,919 SH   SOLE   842,919 0 0
CHASE MANHATTAN CORP COM 46625H100 1,102 16,262 SH   SOLE   16,262 0 0
JACOBS ENGINEERING GROUP INC COM 469814107 22 551 SH   SOLE   551 0 0
JARDEN CORP NOTE 471109AM0 122,259 10,500,000 PRN   SOLE   10,500,000 0 0
JOHNSON & JOHNSON COM 478160104 1,184 12,151 SH   SOLE   12,151 0 0
JOHNSON CONTROLS COM 478366107 142 2,875 SH   SOLE   2,875 0 0
JOY GLOBAL COM 481165108 15 426 SH   SOLE   426 0 0
J2 GLOBAL INC NOTE 48123VAC6 12,753 11,000,000 PRN   SOLE   11,000,000 0 0
JUNIPER NETWORKS INC COM 48203R104 40 1,540 SH   SOLE   1,540 0 0
KLA-TENCOR CORPORATION COM 482480100 39 701 SH   SOLE   701 0 0
KANSAS CITY SOUTHERN INDS COM 485170302 44 484 SH   SOLE   484 0 0
KELLOGG CO COM 487836108 69 1,107 SH   SOLE   1,107 0 0
KEURIG GREEN MOUNTAIN INC COM 49271M100 39 506 SH   SOLE   506 0 0
KEYCORP COM 493267108 56 3,718 SH   SOLE   3,718 0 0
KEYCORP PFD 493267405 12,052 92,000 PRN   SOLE   92,000 0 0
KIMBERLY-CLARK CORP COM 494368103 169 1,599 SH   SOLE   1,599 0 0
KIMCO REALTY COM 49446R109 41 1,804 SH   SOLE   1,804 0 0
KINDER MORGAN INC COM 49456B101 292 7,600 SH   SOLE   7,600 0 0
KOHLS CORP COM 500255104 54 868 SH   SOLE   868 0 0
KRAFT FOODS INC COM 50076Q106 221 2,595 SH   SOLE   2,595 0 0
KROGER CO COM 501044101 156 2,148 SH   SOLE   2,148 0 0
LIMITED INC COM 501797104 92 1,075 SH   SOLE   1,075 0 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 41 361 SH   SOLE   361 0 0
LABORATORY CORP OF AMERICA HOLDINGS COM 50540R409 53 438 SH   SOLE   438 0 0
LABORATORY CORP OF AMERICA HOLDINGS NOTE 50540RAG7 15,176 9,350,000 PRN   SOLE   9,350,000 0 0
LAM RESEARCH CORP COM 512807108 57 698 SH   SOLE   698 0 0
LAM RESEARCH CORP NOTE 512807AJ7 21,220 16,000,000 PRN   SOLE   16,000,000 0 0
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