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 106 2,654 SH   SOLE   2,654 0 0
AFLAC INC COM 001055102 327 5,622 SH   SOLE   5,622 0 0
AGL RESOURCES INC COM 001204106 61 1,418 SH   SOLE   1,418 0 0
AES CORP COM 00130H105 89 7,450 SH   SOLE   7,450 0 0
AT&T INC COM 00206R102 2,340 66,089 SH   SOLE   66,089 0 0
ABBOTT LABORATORIES COM 002824100 659 18,902 SH   SOLE   18,902 0 0
ABBVIE INC COM 00287Y109 786 19,022 SH   SOLE   19,022 0 0
ABERCROMBIE & FITCH CO CL A 002896207 43 961 SH   SOLE   961 0 0
ACTAVIS INC COM 00507K103 193 1,531 SH   SOLE   1,531 0 0
ADOBE SYSTEMS INC COM 00724F101 273 6,002 SH   SOLE   6,002 0 0
ADVANCED MICRO DEVICES COM 007903107 30 7,304 SH   SOLE   7,304 0 0
AETNA INC NEW COM 00817Y108 291 4,577 SH   SOLE   4,577 0 0
AFFILIATED MANAGERS GROUP NOTE 008252AL2 15,752 12,050,000 PRN   SOLE   12,050,000 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 179 4,177 SH   SOLE   4,177 0 0
AIR PRODUCTS AND CHEMICALS COM 009158106 229 2,500 SH   SOLE   2,500 0 0
AIRGAS INC COM 009363102 78 819 SH   SOLE   819 0 0
AIRTRAN CORP NOTE 00949PAD0 5,126 3,600,000 PRN   SOLE   3,600,000 0 0
AKAMAI TECHNOLOGIES COM 00971T101 91 2,137 SH   SOLE   2,137 0 0
ALCOA INC COM 013817101 101 12,869 SH   SOLE   12,869 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 217 2,349 SH   SOLE   2,349 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 34 1,287 SH   SOLE   1,287 0 0
ALLEGHENY TECHNOLOGIES INC NOTE 01741RAD4 11,433 11,100,000 PRN   SOLE   11,100,000 0 0
ALLERGAN INC COM 018490102 311 3,695 SH   SOLE   3,695 0 0
ALLIANCE DATA SYSTEMS CORP NOTE 018581AD0 1,590 700,000 PRN   SOLE   700,000 0 0
ALLIANT TECHSYSTEMS INC NOTE 018804AK0 8,258 7,200,000 PRN   SOLE   7,200,000 0 0
ALLSTATE CORP COM 020002101 276 5,746 SH   SOLE   5,746 0 0
ALTERA CORP COM 021441100 127 3,838 SH   SOLE   3,838 0 0
ALTRIA GROUP INC COM 02209S103 846 24,188 SH   SOLE   24,188 0 0
AMAZON COM INC COM 023135106 1,215 4,376 SH   SOLE   4,376 0 0
AMEREN CORP COM 023608102 101 2,923 SH   SOLE   2,923 0 0
AMERICAN ELECTRIC POWER COM 025537101 262 5,844 SH   SOLE   5,844 0 0
AMERICAN EXPRESS COM 025816109 865 11,566 SH   SOLE   11,566 0 0
AMERICAN INTERNATIONAL GROUP COM 026874784 794 17,766 SH   SOLE   17,766 0 0
AMERICAN TOWER CORP NEW COM 03027X100 348 4,750 SH   SOLE   4,750 0 0
AMERISOURCEBERGEN CORP. COM 03073E105 155 2,770 SH   SOLE   2,770 0 0
AMERIPRISE FINANCIAL INC COM 03076C106 198 2,449 SH   SOLE   2,449 0 0
AMGEN INC COM 031162100 889 9,008 SH   SOLE   9,008 0 0
AMPHENOL CORP CL A 032095101 150 1,926 SH   SOLE   1,926 0 0
ANADARKO PETROLEUM CORP COM 032511107 518 6,024 SH   SOLE   6,024 0 0
ANALOG DEVICES INC COM 032654105 166 3,682 SH   SOLE   3,682 0 0
APACHE CORP COM 037411105 395 4,708 SH   SOLE   4,708 0 0
APACHE CORP PFD CONV SER D 037411808 13,444 281,000 PRN   SOLE   281,000 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 53 1,754 SH   SOLE   1,754 0 0
APOLLO GROUP INC. COM 037604105 21 1,203 SH   SOLE   1,203 0 0
APPLE INC. COM 037833100 4,476 11,300 SH   SOLE   11,300 0 0
APPLIED MATERIALS INC COM 038222105 215 14,442 SH   SOLE   14,442 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 269 7,922 SH   SOLE   7,922 0 0
ARCHER DANIELS MIDLAND CO NOTE 0.875% 2/1 039483AW2 5,041 5,000,000 PRN   SOLE   5,000,000 0 0
ARES CAPITAL CORP. C.S.B. COM 04010LAB9 1,693 1,550,000 PRN   SOLE   1,550,000 0 0
ASSURANT INC COM 04621X108 49 954 SH   SOLE   954 0 0
AUTODESK INC COM 052769106 92 2,709 SH   SOLE   2,709 0 0
AUTOMATIC DATA PROCESSING COM 053015103 402 5,836 SH   SOLE   5,836 0 0
AUTONATION, INC. COM 05329W102 20 467 SH   SOLE   467 0 0
AUTOZONE INC COM 053332102 186 440 SH   SOLE   440 0 0
AVALON BAY COMMUNITIES INC COM 053484101 197 1,461 SH   SOLE   1,461 0 0
AVERY-DENNISON CORP COM 053611109 52 1,213 SH   SOLE   1,213 0 0
AVON PRODUCTS INC COM 054303102 109 5,193 SH   SOLE   5,193 0 0
BB&T CORPORATION COM 054937107 285 8,413 SH   SOLE   8,413 0 0
BMC SOFTWARE INC COM 055921100 71 1,583 SH   SOLE   1,583 0 0
BAKER HUGHES INC. COM 057224107 245 5,317 SH   SOLE   5,317 0 0
BALL CORP COM 058498106 75 1,799 SH   SOLE   1,799 0 0
BANK OF AMERICA CORP COM 060505104 1,675 130,215 SH   SOLE   130,215 0 0
BANK OF NEW YORK MELLON CORP COM 064058100 393 14,003 SH   SOLE   14,003 0 0
BARD C R INC COM 067383109 100 920 SH   SOLE   920 0 0
BAXTER INTERNATIONAL INC COM 071813109 455 6,565 SH   SOLE   6,565 0 0
BEAM INC COM 073730103 122 1,929 SH   SOLE   1,929 0 0
BECTON DICKINSON & CO COM 075887109 231 2,335 SH   SOLE   2,335 0 0
BED BATH & BEYOND INC. COM 075896100 194 2,731 SH   SOLE   2,731 0 0
BEMIS CO. COM 081437105 49 1,240 SH   SOLE   1,240 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 2,457 21,953 SH   SOLE   21,953 0 0
BEST BUY COMPANY INC COM 086516101 87 3,194 SH   SOLE   3,194 0 0
BIOGEN IDEC INC COM 09062X103 611 2,841 SH   SOLE   2,841 0 0
BLACKROCK INC COM 09247X101 389 1,515 SH   SOLE   1,515 0 0
BLOCK H & R INC COM 093671105 91 3,272 SH   SOLE   3,272 0 0
BOEING CO. COM 097023105 839 8,189 SH   SOLE   8,189 0 0
BORG-WARNER AUTOMOTIVE INC COM 099724106 119 1,384 SH   SOLE   1,384 0 0
BOSTON PROPERTIES INC COM 101121101 948 8,993 SH   SOLE   8,993 0 0
BOSTON SCIENTIFIC CORP COM 101137107 151 16,336 SH   SOLE   16,336 0 0
BOTTOMLINE TECH DEL INC NOTE 101388AA4 10,367 9,500,000 PRN   SOLE   9,500,000 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108 881 19,705 SH   SOLE   19,705 0 0
BRISTOW GROUP, INC NOTE 3.000% 6/1 110394AC7 11,905 10,100,000 PRN   SOLE   10,100,000 0 0
BROADCOM CORP CL A 111320107 213 6,299 SH   SOLE   6,299 0 0
BROOKDALE SENIOR LIVING INC NOTE 2.750% 6/1 112463AA2 6,535 5,550,000 PRN   SOLE   5,550,000 0 0
BROWN FORMAN CORP CL B 115637209 123 1,823 SH   SOLE   1,823 0 0
CBS CORP NEW CL B 124857202 344 7,042 SH   SOLE   7,042 0 0
CBRE GROUP INC COM 12504L109 85 3,652 SH   SOLE   3,652 0 0
CF INDUSTRIES HOLDINGS INC COM 125269100 122 714 SH   SOLE   714 0 0
C H ROBINSON WORLDWIDE INC COM 12541W209 109 1,933 SH   SOLE   1,933 0 0
CIGNA CORP COM 125509109 249 3,434 SH   SOLE   3,434 0 0
CME GROUP INC COM 12572Q105 280 3,690 SH   SOLE   3,690 0 0
CMS ENERGY CORP. COM 125896100 87 3,187 SH   SOLE   3,187 0 0
CSX CORP. COM 126408103 285 12,285 SH   SOLE   12,285 0 0
CVS/ CAREMARK CORP COM 126650100 847 14,818 SH   SOLE   14,818 0 0
CA INC COM 12673P105 115 4,006 SH   SOLE   4,006 0 0
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 43 2,584 SH   SOLE   2,584 0 0
CABOT OIL & GAS CORP COM 127097103 180 2,531 SH   SOLE   2,531 0 0
CACI INTL INC NOTE 2.125% 5/0 127190AD8 9,820 8,200,000 PRN   SOLE   8,200,000 0 0
CAMERON INTERNATIONAL CORP. COM 13342B105 182 2,982 SH   SOLE   2,982 0 0
CAMPBELL SOUP CO COM 134429109 96 2,151 SH   SOLE   2,151 0 0
CAPITAL ONE FINANCIAL CORP COM 14040H105 440 7,007 SH   SOLE   7,007 0 0
CARDINAL HEALTH INC COM 14149Y108 194 4,102 SH   SOLE   4,102 0 0
CAREFUSION CORP COM 14170T101 99 2,678 SH   SOLE   2,678 0 0
CARMAX INC COM 143130102 127 2,745 SH   SOLE   2,745 0 0
CARNIVAL CORP PAIRED CTF 143658300 183 5,348 SH   SOLE   5,348 0 0
CATERPILLAR INC COM 149123101 650 7,883 SH   SOLE   7,883 0 0
CELGENE CORP COM 151020104 589 5,040 SH   SOLE   5,040 0 0
CENTERPOINT ENERGY COM 15189T107 121 5,146 SH   SOLE   5,146 0 0
CENTURYLINK INC COM 156700106 266 7,530 SH   SOLE   7,530 0 0
CERNER CORP. COM 156782104 169 1,755 SH   SOLE   1,755 0 0
CHART INDS INC NOTE 2.000% 8/0 16115QAC4 13,794 9,200,000 PRN   SOLE   9,200,000 0 0
CHESAPEAKE ENERGY COM 165167107 128 6,266 SH   SOLE   6,266 0 0
CHEVRONTEXACO CORP COM 166764100 2,767 23,379 SH   SOLE   23,379 0 0
CHIPOTLE MEXICAN GRILL COM 169656105 134 369 SH   SOLE   369 0 0
CHUBB CORP COM 171232101 266 3,141 SH   SOLE   3,141 0 0
CINCINNATI FINANCIAL CORP COM 172062101 81 1,765 SH   SOLE   1,765 0 0
CISCO SYSTEMS INC COM 17275R102 1,560 64,166 SH   SOLE   64,166 0 0
CINTAS CORPORATION COM 172908105 57 1,261 SH   SOLE   1,261 0 0
CITIGROUP INC COM 172967424 1,754 36,569 SH   SOLE   36,569 0 0
CITRIX SYSTEMS INC. COM 177376100 135 2,235 SH   SOLE   2,235 0 0
CLIFFS NATURAL RESOURCES INC COM 18683K101 30 1,823 SH   SOLE   1,823 0 0
CLOROX COMPANY COM 189054109 131 1,576 SH   SOLE   1,576 0 0
COACH INC. COM 189754104 193 3,387 SH   SOLE   3,387 0 0
COCA-COLA CO. COM 191216100 1,850 46,126 SH   SOLE   46,126 0 0
COCA COLA ENTERPRISES COM 19122T109 111 3,158 SH   SOLE   3,158 0 0
COGNIZANT TECH SOLUTIONS COM 192446102 227 3,623 SH   SOLE   3,623 0 0
COLGATE PALMOLIVE CO. COM 194162103 606 10,582 SH   SOLE   10,582 0 0
COMCAST CORP NEW CL A 20030N101 1,330 31,766 SH   SOLE   31,766 0 0
COMERICA INC COM 200340107 90 2,259 SH   SOLE   2,259 0 0
COMPUTER SCIENCES CORP COM 205363104 81 1,844 SH   SOLE   1,844 0 0
CONAGRA FOODS INC. COM 205887102 174 4,980 SH   SOLE   4,980 0 0
CONOCOPHILLIPS COM 20825C104 889 14,693 SH   SOLE   14,693 0 0
CONSOL ENERGY INC. COM 20854P109 74 2,745 SH   SOLE   2,745 0 0
CONSOLIDATED EDISON INC COM 209115104 205 3,524 SH   SOLE   3,524 0 0
CONSTELLATION BRANDS INC COM 21036P108 95 1,825 SH   SOLE   1,825 0 0
CORNING, INC. COM 219350105 252 17,720 SH   SOLE   17,720 0 0
COSTCO WHOLESALE CORP COM 22160K105 580 5,242 SH   SOLE   5,242 0 0
COVANTA HLDG CORP NOTE 3.250% 6/0 22282EAC6 11,159 8,650,000 PRN   SOLE   8,650,000 0 0
CROWN CASTLE INTL CORP. COM 228227104 255 3,524 SH   SOLE   3,524 0 0
CUBIST PHARMACEUTICALS INC NOTE 2.500% 11/0 229678AD9 12,263 7,000,000 PRN   SOLE   7,000,000 0 0
CUMMINS INC. COM 231021106 230 2,124 SH   SOLE   2,124 0 0
D.R. HORTON INC COM 23331A109 71 3,354 SH   SOLE   3,354 0 0
DR HORTON NOTE 2.000% 5/1 23331ABB4 7,633 4,600,000 PRN   SOLE   4,600,000 0 0
DTE ENERGY COMPANY COM 233331107 139 2,067 SH   SOLE   2,067 0 0
DANAHER CORP COM 235851102 442 6,982 SH   SOLE   6,982 0 0
DARDEN RESTAURANTS INC COM 237194105 78 1,551 SH   SOLE   1,551 0 0
DAVITA HEALTHCARE PARTNER,INC COM 23918K108 123 1,017 SH   SOLE   1,017 0 0
DEALERTRACK TECHNOLOGIES NOTE 1.500% 3/1 242309AB8 8,432 7,300,000 PRN   SOLE   7,300,000 0 0
DEERE & CO COM 244199105 381 4,693 SH   SOLE   4,693 0 0
DELL INC COM 24702R101 235 17,575 SH   SOLE   17,575 0 0
DENBURY RESOURCES INC COM 247916208 78 4,495 SH   SOLE   4,495 0 0
DENTSPLY INTERNATIONAL INC. COM 249030107 70 1,719 SH   SOLE   1,719 0 0
DEVON ENERGY CORP NEW COM 25179M103 235 4,536 SH   SOLE   4,536 0 0
DIAMOND OFFSHORE DRILLING COM 25271C102 57 827 SH   SOLE   827 0 0
DISNEY WALT CO COM 254687106 1,372 21,727 SH   SOLE   21,727 0 0
DISCOVER FINANCIAL SERVICES COM 254709108 284 5,962 SH   SOLE   5,962 0 0
DISCOVERY COMMUNICATIONS COM SER A 25470F104 228 2,952 SH   SOLE   2,952 0 0
DIRECTV COM 25490A309 425 6,898 SH   SOLE   6,898 0 0
DOLLAR GENERAL CORP COM 256677105 184 3,639 SH   SOLE   3,639 0 0
DOLLAR TREE INC COM 256746108 139 2,737 SH   SOLE   2,737 0 0
DOMINION RESOURCES INC. COM 25746U109 394 6,935 SH   SOLE   6,935 0 0
DOMINION RES INC VA NEW NOTE 2.125% 12/1 25746UAT6 11,857 7,100,000 PRN   SOLE   7,100,000 0 0
DOVER CORP COM 260003108 163 2,102 SH   SOLE   2,102 0 0
DOW CHEMICAL COM 260543103 466 14,493 SH   SOLE   14,493 0 0
DR. PEPPER SNAPPLE GROUP INC COM 26138E109 113 2,451 SH   SOLE   2,451 0 0
DU PONT E I DE NEMOURS COM 263534109 590 11,243 SH   SOLE   11,243 0 0
DUKE ENERGY CORP COM 26441C204 572 8,470 SH   SOLE   8,470 0 0
DUN & BRADSTREET CORP COM 26483E100 48 492 SH   SOLE   492 0 0
EMC CORP MASS COM 268648102 598 25,325 SH   SOLE   25,325 0 0
EOG RESOURCES INC COM 26875P101 430 3,262 SH   SOLE   3,262 0 0
EQT CORPORATION COM 26884L109 143 1,803 SH   SOLE   1,803 0 0
ETFS PLATINUM TR SH BEN INT 26922V101 5,688 43,359 SH   SOLE   43,359 0 0
ETFS PHYSICAL PALLADIUM SHARES SH BEN INT 26923A106 3,633 56,220 SH   SOLE   56,220 0 0
E TRADE FINANCIAL CORP COM 269246401 43 3,434 SH   SOLE   3,434 0 0
EASTMAN CHEMICAL COM 277432100 130 1,852 SH   SOLE   1,852 0 0
EBAY INC COM 278642103 726 14,042 SH   SOLE   14,042 0 0
ECOLAB INC COM 278865100 271 3,185 SH   SOLE   3,185 0 0
EDISON INTERNATIONAL, INC. COM 281020107 189 3,921 SH   SOLE   3,921 0 0
EDWARDS LIFESCIENCES SP COM 28176E108 92 1,370 SH   SOLE   1,370 0 0
ELECTRONIC ARTS INC. COM 285512109 83 3,612 SH   SOLE   3,612 0 0
EMERSON ELECTRIC CO COM 291011104 474 8,689 SH   SOLE   8,689 0 0
ENCORE CAPITAL GROUP INC NOTE 3.000% 11/2 292554AC6 9,845 8,000,000 PRN   SOLE   8,000,000 0 0
ENERSYS NOTE 3.375% 6/0 29275YAA0 12,106 9,250,000 PRN   SOLE   9,250,000 0 0
ENTERGY CORP COM 29364G103 149 2,142 SH   SOLE   2,142 0 0
EQUIFAX INC COM 294429105 85 1,447 SH   SOLE   1,447 0 0
EQUINIX NOTE 3.000% 10/1 29444UAG1 10,432 6,200,000 PRN   SOLE   6,200,000 0 0
EQUITY RESIDENTIAL COM 29476L107 224 3,855 SH   SOLE   3,855 0 0
EXELON CORP COM 30161N101 318 10,285 SH   SOLE   10,285 0 0
EXPEDIA INC CL A 30212P303 68 1,128 SH   SOLE   1,128 0 0
EXPEDITORS INTL WASH INC COM 302130109 95 2,489 SH   SOLE   2,489 0 0
EXPRESS SCRIPTS HOLDING CO. COM 30219G108 608 9,849 SH   SOLE   9,849 0 0
EXXON MOBIL CORP COM 30231G102 4,872 53,920 SH   SOLE   53,920 0 0
FLIR SYSTEMS INC. COM 302445101 47 1,745 SH   SOLE   1,745 0 0
FMC CORP COM 302491303 101 1,648 SH   SOLE   1,648 0 0
FMC TECHNOLOGIES INC COM 30249U101 159 2,854 SH   SOLE   2,854 0 0
FAMILY DOLLAR STORES INC. COM 307000109 72 1,159 SH   SOLE   1,159 0 0
FASTENAL COMPANY COM 311900104 149 3,244 SH   SOLE   3,244 0 0
FEDEX CORP COM 31428X106 346 3,513 SH   SOLE   3,513 0 0
F5 NETWORKS INC. COM 315616102 65 945 SH   SOLE   945 0 0
FIDELITY NATIONAL INFORMATION SERVICES COM 31620M106 151 3,528 SH   SOLE   3,528 0 0
FIDELITY NATIONAL FINANCIAL NOTE 4.250% 8/1 31620RAE5 4,198 3,200,000 PRN   SOLE   3,200,000 0 0
FIFTH THIRD BANCORP COM 316773100 190 10,534 SH   SOLE   10,534 0 0
FIRST HORIZON NATIONAL CORP COM 320517105 33 2,936 SH   SOLE   2,936 0 0
FIRST SOLAR INC COM 336433107 32 724 SH   SOLE   724 0 0
FISERV, INC. COM 337738108 141 1,608 SH   SOLE   1,608 0 0
FIRSTENERGY CORP COM 337932107 188 5,025 SH   SOLE   5,025 0 0
FLUOR CORP - NEW COM 343412102 116 1,962 SH   SOLE   1,962 0 0
FLOWSERVE CORPORATION COM 34354P105 95 1,755 SH   SOLE   1,755 0 0
FORD MOTOR CO. COM 345370860 730 47,201 SH   SOLE   47,201 0 0
FOREST LABORATORIES, INC. COM 345838106 116 2,819 SH   SOLE   2,819 0 0
FORTUNE BRANDS HOME & SECURITY INC COM 34964C106 0 1 SH   SOLE   1 0 0
FOSSIL GROUP INC COM 34988V106 66 641 SH   SOLE   641 0 0
FRANKLIN RESOURCES INC COM 354613101 227 1,666 SH   SOLE   1,666 0 0
FREEPORT MCMORAN COPPER GOLD COM 35671D857 338 12,237 SH   SOLE   12,237 0 0
FRONTIER COMMUNICATIONS CO. COM 35906A108 49 12,013 SH   SOLE   12,013 0 0
GAMESTOP CORP COM 36467W109 61 1,461 SH   SOLE   1,461 0 0
GANNETT CO COM 364730101 68 2,766 SH   SOLE   2,766 0 0
GAP INC COM 364760108 149 3,576 SH   SOLE   3,576 0 0
GENERAL DYNAMICS CORP COM 369550108 313 3,995 SH   SOLE   3,995 0 0
GENERAL ELECTRIC COM 369604103 2,902 125,137 SH   SOLE   125,137 0 0
GENERAL MILLS INC COM 370334104 378 7,781 SH   SOLE   7,781 0 0
GENERAL MOTORS CORP COM 37045V100 306 9,200 SH   SOLE   9,200 0 0
GENERAL MTRS CO JR PFD CNV SRB 37045V209 13,672 283,000 PRN   SOLE   283,000 0 0
GENESEE & WYOMING INC UNIT 10/01/2015 371559204 8,752 73,000 SH   SOLE   73,000 0 0
GENUINE PARTS CO COM 372460105 145 1,862 SH   SOLE   1,862 0 0
GENWORTH FINANCIAL INC. COM 37247D106 68 5,929 SH   SOLE   5,929 0 0
GILEAD SCIENCES INC COM 375558103 938 18,321 SH   SOLE   18,321 0 0
GILEAD SCIENCES INC NOTE 1.625% 5/0 375558AP8 27,158 12,000,000 PRN   SOLE   12,000,000 0 0
GOLDMAN SACHS COM 38141G104 796 5,266 SH   SOLE   5,266 0 0
GOODYEAR TIRE & RUBBER CO COM 382550101 45 2,949 SH   SOLE   2,949 0 0
GOODYEAR TIRE& RUBBER PFD CONV 5.875% 382550309 11,066 224,130 PRN   SOLE   224,130 0 0
GOOGLE INC CL A 38259P508 2,829 3,213 SH   SOLE   3,213 0 0
GRAINGER WW INC COM 384802104 181 716 SH   SOLE   716 0 0
GREEN PLAINS RENEWABLE ENERGY NOTE 5.750% 11/0 393222AB0 8,597 7,500,000 PRN   SOLE   7,500,000 0 0
HCP INC COM 40414L109 248 5,456 SH   SOLE   5,456 0 0
HALLIBURTON CO COM 406216101 468 11,214 SH   SOLE   11,214 0 0
HARLEY DAVIDSON COM 412822108 149 2,726 SH   SOLE   2,726 0 0
HARMAN INTERNATIONAL INDUSTRIES, INC. COM 413086109 45 822 SH   SOLE   822 0 0
HARRIS CORP COM 413875105 67 1,356 SH   SOLE   1,356 0 0
HARTFORD FINANCIAL SERVICES GROUP COM 416515104 162 5,254 SH   SOLE   5,254 0 0
HASBRO INC COM 418056107 61 1,370 SH   SOLE   1,370 0 0
HEALTH CARE REIT INC COM 42217K106 226 3,379 SH   SOLE   3,379 0 0
HEALTH CARE REIT INC NOTE 3.000% 12/0 42217KAR7 4,234 3,200,000 PRN   SOLE   3,200,000 0 0
HELMERICH AND PAYNE COM 423452101 80 1,278 SH   SOLE   1,278 0 0
HERSHEY FOODS CORP COM 427866108 162 1,811 SH   SOLE   1,811 0 0
HESS CORP COM 42809H107 238 3,582 SH   SOLE   3,582 0 0
HEWLETT PACKARD CO. COM 428236103 583 23,500 SH   SOLE   23,500 0 0
HOME DEPOT INC COM 437076102 1,394 17,994 SH   SOLE   17,994 0 0
HONEYWELL INTERNATIONAL INC. COM 438516106 748 9,432 SH   SOLE   9,432 0 0
HORMEL FOODS CORP COM 440452100 62 1,617 SH   SOLE   1,617 0 0
HOSPIRA INC COM 441060100 76 1,981 SH   SOLE   1,981 0 0
HOST HOTELS & RESORTS INC COM 44107P104 148 8,745 SH   SOLE   8,745 0 0
HUDSON CITY BANCORP INC. COM 443683107 52 5,713 SH   SOLE   5,713 0 0
HUMANA INC COM 444859102 161 1,907 SH   SOLE   1,907 0 0
HUNTINGTON BANCSHARES INC COM 446150104 80 10,134 SH   SOLE   10,134 0 0
IXIA NOTE 3.000% 12/1 45071RAB5 9,455 7,900,000 PRN   SOLE   7,900,000 0 0
ICONIX BRAND GROUP NOTE 2.500% 6/0 451055AE7 8,635 7,650,000 PRN   SOLE   7,650,000 0 0
IDERA PHARMACEUTICALS INC. COM 45168K306 244 371,759 SH   SOLE   371,759 0 0
ILLINOIS TOOL WORKS COM 452308109 346 4,998 SH   SOLE   4,998 0 0
INTEL CORP COM 458140100 1,442 59,523 SH   SOLE   59,523 0 0
INTEL CORP SDCV 3.250% 8/0 458140AF7 15,293 12,000,000 PRN   SOLE   12,000,000 0 0
INTEGRYS ENERGY GROUP INC COM 45822P105 55 936 SH   SOLE   936 0 0
INTERCONTINENTALEXCHANGE INC COM 45865V100 154 867 SH   SOLE   867 0 0
INTL BUSINESS MACHINES CORP I.B.M. COM 459200101 2,410 12,608 SH   SOLE   12,608 0 0
INTL FLAVORS & FRAGRANCES COM 459506101 74 980 SH   SOLE   980 0 0
INTERNATIONAL GAME TECHNOLOGY COM 459902102 53 3,179 SH   SOLE   3,179 0 0
INTL GAME TECH NOTE 3.250% 5/0 459902AQ5 15,354 14,400,000 PRN   SOLE   14,400,000 0 0
INTERNATIONAL PAPER COM 460146103 235 5,309 SH   SOLE   5,309 0 0
INTERPUBLIC GROUP COS INC COM 460690100 72 4,981 SH   SOLE   4,981 0 0
INTUIT INC COM 461202103 205 3,353 SH   SOLE   3,353 0 0
INTUITIVE SURGICAL INC COM 46120E602 244 482 SH   SOLE   482 0 0
IRON MOUNTAIN INC COM 462846106 53 2,008 SH   SOLE   2,008 0 0
ISHARES SILVER TRUST COM 46428Q109 8,288 436,892 SH   SOLE   436,892 0 0
JDS UNIPHASE CORP COM 46612J507 41 2,830 SH   SOLE   2,830 0 0
JP MORGAN CHASE & CO. COM 46625H100 2,432 46,061 SH   SOLE   46,061 0 0
JABIL CIRCUIT INC COM 466313103 45 2,217 SH   SOLE   2,217 0 0
JACOBS ENGINEERING GROUP INC. COM 469814107 86 1,568 SH   SOLE   1,568 0 0
JOHNSON & JOHNSON COM 478160104 2,888 33,639 SH   SOLE   33,639 0 0
JOHNSON CONTROLS COM 478366107 294 8,226 SH   SOLE   8,226 0 0
JOY GLOBAL COM 481165108 62 1,272 SH   SOLE   1,272 0 0
JUNIPER NETWORKS INC COM 48203R104 120 6,205 SH   SOLE   6,205 0 0
KLA-TENCOR CORPORATION COM 482480100 111 1,993 SH   SOLE   1,993 0 0
KANSAS CITY SOUTHERN INDS COM 485170302 140 1,325 SH   SOLE   1,325 0 0
KELLOGG CO COM 487836108 193 3,005 SH   SOLE   3,005 0 0
KEYCORP COM 493267108 123 11,119 SH   SOLE   11,119 0 0
KIMBERLY-CLARK CORP COM 494368103 453 4,666 SH   SOLE   4,666 0 0
KIMCO REALTY CORP COM 49446R109 105 4,902 SH   SOLE   4,902 0 0
KINDER MORGAN INC. COM 49456B101 290 7,603 SH   SOLE   7,603 0 0
KOHLS CORP COM 500255104 129 2,547 SH   SOLE   2,547 0 0
KRAFT FOODS INC COM 50076Q106 398 7,131 SH   SOLE   7,131 0 0
KROGER CO COM 501044101 215 6,239 SH   SOLE   6,239 0 0
L BRANDS INC COM 501797104 142 2,877 SH   SOLE   2,877 0 0
LSI LOGIC CORP COM 502161102 47 6,616 SH   SOLE   6,616 0 0
L-3 COMMUNICATIONS HLDGS INC. COM 502424104 93 1,082 SH   SOLE   1,082 0 0
LABORATORY CORP. OF AMERICA HOLDINGS COM 50540R409 113 1,130 SH   SOLE   1,130 0 0
LABORATORY CORP. C.S.N. LYON COM 50540RAG7 12,523 9,350,000 SH   SOLE   9,350,000 0 0
LAM RESEARCH CORP COM 512807108 87 1,954 SH   SOLE   1,954 0 0
LAM RESEARCH CORP NOTE 0.500% 5/1 512807AJ7 4,205 4,000,000 PRN   SOLE   4,000,000 0 0
LAUDER ESTEE COM 518439104 190 2,884 SH   SOLE   2,884 0 0
LEGGETT & PLATT INC COM 524660107 53 1,718 SH   SOLE   1,718 0 0
LEGG MASON INC COM 524901105 43 1,382 SH   SOLE   1,382 0 0
LENNAR CORP COM 526057104 72 1,987 SH   SOLE   1,987 0 0
LEUCADIA NATIONAL CORP COM 527288104 93 3,529 SH   SOLE   3,529 0 0
LIFE TECHNOLOGIES CORP COM 53217V109 154 2,079 SH   SOLE   2,079 0 0
LIFEPOINT HOSPITALS INC NOTE 3.500% 5/1 53219LAH2 9,948 9,200,000 PRN   SOLE   9,200,000 0 0
LILLY ELI & CO COM 532457108 590 12,014 SH   SOLE   12,014 0 0
LINCOLN NATIONAL CORP COM 534187109 119 3,267 SH   SOLE   3,267 0 0
LINEAR TECHNOLOGY CORP COM 535678106 103 2,798 SH   SOLE   2,798 0 0
LINEAR TECHNOLOGY CORP NOTE 3.000% 5/0 535678AC0 9,498 9,100,000 PRN   SOLE   9,100,000 0 0
LOCKHEED MARTIN CORP COM 539830109 349 3,220 SH   SOLE   3,220 0 0
LOEWS CORP COM 540424108 165 3,721 SH   SOLE   3,721 0 0
LORILLARD INC COM 544147101 199 4,566 SH   SOLE   4,566 0 0
LOWE'S COMPANIES COM 548661107 546 13,359 SH   SOLE   13,359 0 0
M & T BANK CORPORATION COM 55261F104 164 1,465 SH   SOLE   1,465 0 0
MGIC INVESTMENT CORP NOTE 2.000% 4/0 552848AE3 5,663 5,000,000 PRN   SOLE   5,000,000 0 0
MGM MIRAGE MGM INC NOTE 4.250% 4/1 55303QAE0 8,955 8,000,000 PRN   SOLE   8,000,000 0 0
MACERICH CO COM 554382101 101 1,652 SH   SOLE   1,652 0 0
MACYS INC COM 55616P104 228 4,758 SH   SOLE   4,758 0 0
MARATHON OIL CORP COM 565849106 294 8,516 SH   SOLE   8,516 0 0
MARATHON PETROLEM CORP COM 56585A102 283 3,989 SH   SOLE   3,989 0 0
MARSH & MCLENNAN COS COM 571748102 263 6,598 SH   SOLE   6,598 0 0
MARRIOTT INTERNATIONAL INC COM 571903202 118 2,932 SH   SOLE   2,932 0 0
MASCO CORP COM 574599106 84 4,288 SH   SOLE   4,288 0 0
MASTERCARD INC CL A 57636Q104 731 1,272 SH   SOLE   1,272 0 0
MATTEL INC COM 577081102 188 4,145 SH   SOLE   4,145 0 0
MCCORMICK & CO COM 579780206 112 1,589 SH   SOLE   1,589 0 0
MCDONALD'S CORP COM 580135101 1,194 12,060 SH   SOLE   12,060 0 0
MCGRAW HILL FINANCIAL INC COM 580645109 180 3,379 SH   SOLE   3,379 0 0
MCKESSON CORP COM 58155Q103 321 2,801 SH   SOLE   2,801 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 193 2,433 SH   SOLE   2,433 0 0
MEADWESTVACO CORP COM 583334107 72 2,110 SH   SOLE   2,110 0 0
MEDTRONIC INC COM 585055106 626 12,172 SH   SOLE   12,172 0 0
MENTOR GRAPHICS CORP SDCV 4.000% 4/0 587200AK2 13,804 11,350,000 PRN   SOLE   11,350,000 0 0
MERCK & COMPANY, INC. COM 58933Y105 1,690 36,373 SH   SOLE   36,373 0 0
MERITAGE CORP NOTE 1.875% 9/1 59001AAR3 988 900,000 PRN   SOLE   900,000 0 0
METLIFE INC COM 59156R108 602 13,160 SH   SOLE   13,160 0 0
METLIFE INC UNIT 99/99/9999 59156R116 15,012 274,000 PRN   SOLE   274,000 0 0
MICROSOFT CORP COM 594918104 3,133 90,722 SH   SOLE   90,722 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 88 2,351 SH   SOLE   2,351 0 0
MICRON TECHNOLOGY COM 595112103 176 12,296 SH   SOLE   12,296 0 0
MOLEX INC. COM 608554101 49 1,665 SH   SOLE   1,665 0 0
MOLSON COORS BREWING CO COM 60871R209 90 1,871 SH   SOLE   1,871 0 0
MONDELEZ INTERNATIONAL INC COM 609207105 611 21,400 SH   SOLE   21,400 0 0
MONSANTO CO COM 61166W101 637 6,447 SH   SOLE   6,447 0 0
MONSTER BEVERAGE CORPORATION COM 611740101 105 1,734 SH   SOLE   1,734 0 0
MOODY'S CORP COM 615369105 142 2,336 SH   SOLE   2,336 0 0
MORGAN STANLEY COM 617446448 404 16,532 SH   SOLE   16,532 0 0
MOSAIC CO COM 61945C103 179 3,329 SH   SOLE   3,329 0 0
MOTOROLA SOLUTIONS INC. COM 620076307 192 3,322 SH   SOLE   3,322 0 0
MURPHY OIL CORP COM 626717102 133 2,186 SH   SOLE   2,186 0 0
MYLAN INC COM 628530107 148 4,760 SH   SOLE   4,760 0 0
MYLAN INC NOTE 3.750% 9/1 628530AJ6 13,035 5,500,000 PRN   SOLE   5,500,000 0 0
NRG ENERGY, INC. COM 629377508 104 3,889 SH   SOLE   3,889 0 0
NYSE EURONEXT COM 629491101 121 2,925 SH   SOLE   2,925 0 0
NASDAQ STOCK MARKET INC COM 631103108 46 1,416 SH   SOLE   1,416 0 0
NATIONAL-OILWELL INC COM 637071101 353 5,129 SH   SOLE   5,129 0 0
NETAPP INC COM 64110D104 164 4,342 SH   SOLE   4,342 0 0
NETFLIX INC. COM 64110L106 141 668 SH   SOLE   668 0 0
NEWELL RUBBERMAID INC. COM 651229106 90 3,441 SH   SOLE   3,441 0 0
NEWFIELD EXPLORATION COMPANY COM 651290108 39 1,620 SH   SOLE   1,620 0 0
NEWMONT MINING CORP NEW COM 651639106 179 5,970 SH   SOLE   5,970 0 0
NEWPARK RES NOTE 4.000% 10/0 651718AC2 10,170 8,000,000 PRN   SOLE   8,000,000 0 0
TWENTY FIRST CENTURY FOX INC COM 65248E104 785 24,065 SH   SOLE   24,065 0 0
NEXTERA ENERGY INC. COM 65339F101 415 5,096 SH   SOLE   5,096 0 0
NIKE, INC CL B 654106103 556 8,732 SH   SOLE   8,732 0 0
NISOURCE INC. COM 65473P105 107 3,745 SH   SOLE   3,745 0 0
NOBLE ENERGY INC COM 655044105 259 4,322 SH   SOLE   4,322 0 0
NORDSTROM INC COM 655664100 108 1,803 SH   SOLE   1,803 0 0
NORFOLK SOUTHERN CORP COM 655844108 275 3,785 SH   SOLE   3,785 0 0
NORTHEAST UTILITIES COM 664397106 159 3,774 SH   SOLE   3,774 0 0
NORTHERN TRUST CORP COM 665859104 152 2,619 SH   SOLE   2,619 0 0
NORTHROP GRUMMAN CORP COM 666807102 236 2,854 SH   SOLE   2,854 0 0
NUANCE COMMUNICATIONS INC NOTE 2.750% 11/0 67020YAF7 9,270 9,000,000 PRN   SOLE   9,000,000 0 0
NUCOR CORP. COM 670346105 165 3,818 SH   SOLE   3,818 0 0
NVDIA CORP COM 67066G104 99 7,091 SH   SOLE   7,091 0 0
O'REILLY AUTOMOTIVE INC COM 67103H107 151 1,340 SH   SOLE   1,340 0 0
OCCIDENTAL PETROLEUM COM 674599105 865 9,696 SH   SOLE   9,696 0 0
OMNICOM GROUP INC COM 681919106 198 3,146 SH   SOLE   3,146 0 0
OMNICOM GROUP INC NOTE 7/3 681919AV8 4,124 3,600,000 PRN   SOLE   3,600,000 0 0
ON SEMICONDUCTOR CORP NOTE 2.625% 12/1 682189AH8 7,931 6,900,000 PRN   SOLE   6,900,000 0 0
ONEOK INC COM 682680103 102 2,463 SH   SOLE   2,463 0 0
ORACLE SYSTEMS COM 68389X105 1,365 44,440 SH   SOLE   44,440 0 0
OWENS-ILLINOIS INC COM 690768403 55 1,969 SH   SOLE   1,969 0 0
PDL BIOPHARMA INC NOTE 3.750% 5/0 69329YAC8 5,673 4,598,000 PRN   SOLE   4,598,000 0 0
PG&E CORPORATION COM 69331C108 241 5,279 SH   SOLE   5,279 0 0
PNC FINANCIAL SERVICES GROUP COM 693475105 463 6,354 SH   SOLE   6,354 0 0
PPG INDUSTRIES INC COM 693506107 252 1,720 SH   SOLE   1,720 0 0
PPL CORPORATION COM 69351T106 212 7,014 SH   SOLE   7,014 0 0
PPL CORPORATION UNIT 99/99/9999S 69351T114 9,491 175,400 PRN   SOLE   175,400 0 0
PVH CORP COM 693656100 117 939 SH   SOLE   939 0 0
PACCAR INC COM 693718108 228 4,247 SH   SOLE   4,247 0 0
PALL CORP COM 696429307 89 1,345 SH   SOLE   1,345 0 0
PARKER-HANNIFIN CORP COM 701094104 171 1,794 SH   SOLE   1,794 0 0
PATTERSON COS INC COM 703395103 38 1,007 SH   SOLE   1,007 0 0
PAYCHEX INC COM 704326107 142 3,889 SH   SOLE   3,889 0 0
PEABODY ENERGY CORP. COM 704549104 47 3,240 SH   SOLE   3,240 0 0
PENNEY JC COMPANY INC. COM 708160106 29 1,720 SH   SOLE   1,720 0 0
PEOPLE'S UNITED FINANCIAL INC COM 712704105 61 4,077 SH   SOLE   4,077 0 0
PEPCO HOLDINGS INC COM 713291102 60 2,986 SH   SOLE   2,986 0 0
PEPSICO INC COM 713448108 1,519 18,567 SH   SOLE   18,567 0 0
PERKIN ELMER INC COM 714046109 44 1,361 SH   SOLE   1,361 0 0
PERRIGO CO COM 714290103 129 1,070 SH   SOLE   1,070 0 0
PETSMART INC. COM 716768106 87 1,295 SH   SOLE   1,295 0 0
PFIZER, INC. COM 717081103 2,423 86,517 SH   SOLE   86,517 0 0
PHILIP MORRIS INTERNATIONAL COM 718172109 1,718 19,831 SH   SOLE   19,831 0 0
PHILLIPS 66 COM 718546104 441 7,487 SH   SOLE   7,487 0 0
PINNACLE WEST CAPITAL CORP. COM 723484101 73 1,317 SH   SOLE   1,317 0 0
PIONEER NATURAL RESOURCE CO COM 723787107 231 1,593 SH   SOLE   1,593 0 0
PITNEY BOWES INC COM 724479100 36 2,422 SH   SOLE   2,422 0 0
PLUM CREEK TIMBER CO INC COM 729251108 91 1,953 SH   SOLE   1,953 0 0
POWERSHARES DB MULTI SECT COMM DB ENERGY FUND 73936B101 13,057 480,040 SH   SOLE   480,040 0 0
POWERSHARES DB AGRICULTURE F PS DB AGRICUL FD 73936B408 66,622 2,674,513 SH   SOLE   2,674,513 0 0
POWERSHARES DB OIL FUND DB OIL FUND 73936B507 31,828 1,227,930 SH   SOLE   1,227,930 0 0
POWERSHARES DB BASE METALS F DB BASE METALS 73936B705 14,888 921,313 SH   SOLE   921,313 0 0
PRAXAIR INC COM 74005P104 411 3,568 SH   SOLE   3,568 0 0
PRECISION CASTPARTS CORP COM 740189105 398 1,762 SH   SOLE   1,762 0 0
T ROWE PRICE GROUP INC. COM 74144T108 228 3,116 SH   SOLE   3,116 0 0
PRICELINE.COM INC COM 741503403 515 623 SH   SOLE   623 0 0
PRICELINE.COM INC DEBT 1.000% 3/1 741503AQ9 21,158 18,200,000 PRN   SOLE   18,200,000 0 0
PRINCIPAL FINANCIAL GROUP INC. COM 74251V102 124 3,320 SH   SOLE   3,320 0 0
PROCTER & GAMBLE CO. COM 742718109 2,531 32,874 SH   SOLE   32,874 0 0
PROGRESSIVE CORP OH COM 743315103 170 6,695 SH   SOLE   6,695 0 0
PROLOGIS INC COM 74340W103 224 5,942 SH   SOLE   5,942 0 0
PRUDENTIAL FINANCIAL INC. COM 744320102 409 5,595 SH   SOLE   5,595 0 0
PUBLIC SVC ENTERPRISES COM 744573106 199 6,088 SH   SOLE   6,088 0 0
PUBLIC STORAGE INC COM 74460D109 266 1,736 SH   SOLE   1,736 0 0
PULTE HOMES INC. COM 745867101 78 4,094 SH   SOLE   4,094 0 0
QEP RESOURCES INC COM 74733V100 60 2,149 SH   SOLE   2,149 0 0
QUALCOMM INC COM 747525103 1,263 20,677 SH   SOLE   20,677 0 0
QUANTA SERVICES INC COM 74762E102 68 2,558 SH   SOLE   2,558 0 0
QUEST DIAGNOSTICS COM 74834L100 115 1,896 SH   SOLE   1,896 0 0
RALPH LAUREN CORP. COM 751212101 128 735 SH   SOLE   735 0 0
RANGE RESOURCES CORP. COM 75281A109 151 1,953 SH   SOLE   1,953 0 0
RAYONIER INC NOTE 4.500% 8/1 75508AAC0 2,854 1,700,000 PRN   SOLE   1,700,000 0 0
RAYTHEON COMPANY COM 755111507 259 3,924 SH   SOLE   3,924 0 0
RED HAT INC. COM 756577102 111 2,325 SH   SOLE   2,325 0 0
REGENERON PHARMACEUTICALS INC COM 75886F107 206 918 SH   SOLE   918 0 0
REGIONS FINANCIAL CORP COM 7591EP100 162 17,009 SH   SOLE   17,009 0 0
REPUBLIC SERVICES INC COM 760759100 121 3,579 SH   SOLE   3,579 0 0
REYNOLDS AMERICAN INC COM 761713106 188 3,882 SH   SOLE   3,882 0 0
ROBERT HALF INTERNATIONAL INC. COM 770323103 56 1,684 SH   SOLE   1,684 0 0
ROCKWELL AUTOMATION INC COM 773903109 140 1,685 SH   SOLE   1,685 0 0
ROCKWELL INTL CORP COM 774341101 104 1,644 SH   SOLE   1,644 0 0
ROPER INDUSTRIES INC COM 776696106 147 1,182 SH   SOLE   1,182 0 0
ROPER INDS INC NEW FRNT 1/1 776696AA4 15,899 10,200,000 PRN   SOLE   10,200,000 0 0
ROSS STORES INC COM 778296103 173 2,676 SH   SOLE   2,676 0 0
RYDER SYS INC COM 783549108 37 613 SH   SOLE   613 0 0
SAIC INC COM 78390X101 48 3,415 SH   SOLE   3,415 0 0
SLM CORPORATION COM 78442P106 125 5,456 SH   SOLE   5,456 0 0
SPDR TRUST SERIES 1 TR UNIT 78462F103 44,827 280,150 SH   SOLE   280,150 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 29,308 246,075 SH   SOLE   246,075 0 0
SAFEWAY INC COM 786514208 68 2,883 SH   SOLE   2,883 0 0
ST. JUDE MEDICAL INC. COM 790849103 155 3,405 SH   SOLE   3,405 0 0
SALESFORCE.COM INC COM 79466L302 248 6,485 SH   SOLE   6,485 0 0
SALIX PHARMACEUTICALS, LTD NOTE 1.500% 3/1 795435AE6 10,261 8,600,000 PRN   SOLE   8,600,000 0 0
SANDISK CORP COM 80004C101 177 2,905 SH   SOLE   2,905 0 0
SANDISK CORP NOTE 1.500% 8/1 80004CAD3 12,398 9,300,000 PRN   SOLE   9,300,000 0 0
SCANA CORP. COM 80589M102 82 1,673 SH   SOLE   1,673 0 0
SCHLUMBERGER LTD COM 806857108 1,145 15,984 SH   SOLE   15,984 0 0
SCHWAB CHARLES CORP COM 808513105 281 13,226 SH   SOLE   13,226 0 0
SCRIPP NETWORK COM 811065101 69 1,034 SH   SOLE   1,034 0 0
SEALED AIR CORP COM 81211K100 56 2,342 SH   SOLE   2,342 0 0
SEMPRA ENERGY COM 816851109 222 2,717 SH   SOLE   2,717 0 0
SHERWIN-WILLIAMS CO COM 824348106 182 1,032 SH   SOLE   1,032 0 0
SIGMA-ALDRICH COM 826552101 116 1,445 SH   SOLE   1,445 0 0
SIMON PROPERTY GROUP INC. COM 828806109 596 3,775 SH   SOLE   3,775 0 0
JM SMUCKER CO/THE-NEWW COM WI COM 832696405 133 1,291 SH   SOLE   1,291 0 0
SNAP-ON INC. COM 833034101 62 693 SH   SOLE   693 0 0
SOUTHERN CO COM 842587107 461 10,455 SH   SOLE   10,455 0 0
SOUTHWEST AIRLINES COM 844741108 113 8,763 SH   SOLE   8,763 0 0
SOUTHWESTERN ENERGY CO COM 845467109 154 4,224 SH   SOLE   4,224 0 0
SPECTRA ENERGY CORP COM 847560109 277 8,040 SH   SOLE   8,040 0 0
SPRINT NEXTEL CORP COM 852061100 254 36,233 SH   SOLE   36,233 0 0
STANLEY BLACK + DECKER INC COM 854502101 149 1,929 SH   SOLE   1,929 0 0
STANLEY BLACK + DECKER INC UNIT 99/99/9999 854502309 16,941 131,000 PRN   SOLE   131,000 0 0
STAPLES INC COM 855030102 129 8,110 SH   SOLE   8,110 0 0
STARBUCKS CORP. COM 855244109 591 9,018 SH   SOLE   9,018 0 0
STARWOOD HOTELS & RESORTS WORLDWIDE COM 85590A401 147 2,334 SH   SOLE   2,334 0 0
STATE STREET CORP COM 857477103 359 5,499 SH   SOLE   5,499 0 0
STEEL DYNAMICS INC NOTE 5.125% 6/1 858119AP5 9,815 9,200,000 PRN   SOLE   9,200,000 0 0
STERICYCLE INC. COM 858912108 113 1,026 SH   SOLE   1,026 0 0
STILLWATER MINING COMPANY NOTE 1.750% 10/1 86074QAL6 7,475 7,200,000 PRN   SOLE   7,200,000 0 0
STRYKER CORP. COM 863667101 225 3,485 SH   SOLE   3,485 0 0
SUNTRUST BANK COM 867914103 204 6,476 SH   SOLE   6,476 0 0
SYMANTEC CORP COM 871503108 186 8,295 SH   SOLE   8,295 0 0
SYSCO CORP COM 871829107 241 7,052 SH   SOLE   7,052 0 0
TECO ENERGY INC COM 872375100 42 2,459 SH   SOLE   2,459 0 0
TJX COMPANIES, INC. COM 872540109 439 8,777 SH   SOLE   8,777 0 0
TAKE-TWO INTERACTIVE SOFTWAR NOTE 1.000% 7/0 ADDED 874054AD1 7,780 8,000,000 PRN   SOLE   8,000,000 0 0
TARGET CORP. COM 87612E106 540 7,836 SH   SOLE   7,836 0 0
TENET HEALTHCARE CORP. COM 88033G407 57 1,246 SH   SOLE   1,246 0 0
TERADATA CORP COM 88076W103 100 1,997 SH   SOLE   1,997 0 0
TERADYNE INC COM 880770102 40 2,289 SH   SOLE   2,289 0 0
TESORO PETROLEUM CORP COM 881609101 87 1,655 SH   SOLE   1,655 0 0
TESLA MOTORS INC NOTE 1.500% 6/0 ADDED 88160RAA9 6,754 6,000,000 PRN   SOLE   6,000,000 0 0
TEXAS INSTRUMENTS INC COM 882508104 464 13,296 SH   SOLE   13,296 0 0
TEXTRON COM 883203101 85 3,268 SH   SOLE   3,268 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 364 4,304 SH   SOLE   4,304 0 0
3M CO COM 88579Y101 835 7,637 SH   SOLE   7,637 0 0
TIBCO SOFTWARE INC NOTE 2.250% 5/0 ADDED 88632QAB9 7,969 8,200,000 PRN   SOLE   8,200,000 0 0
TIFFANY & CO. COM 886547108 104 1,431 SH   SOLE   1,431 0 0
TIME WARNER INC. COM 887317303 650 11,250 SH   SOLE   11,250 0 0
TIME WARNER INC. COM 88732J207 400 3,556 SH   SOLE   3,556 0 0
TORCHMARK CORP COM 891027104 73 1,127 SH   SOLE   1,127 0 0
TOTAL SYSTEM SERVICES COM 891906109 47 1,928 SH   SOLE   1,928 0 0
THE TRAVELERS COMPANIES INC COM 89417E109 364 4,549 SH   SOLE   4,549 0 0
TRINITY INDUSTRIES NOTE 3.875% 6/0 896522AF6 14,422 12,300,000 PRN   SOLE   12,300,000 0 0
TRIUMPH GROUP NOTE 2.625% 10/0 896818AB7 14,718 5,060,000 PRN   SOLE   5,060,000 0 0
TRIPADVISOR INC COM 896945201 80 1,321 SH   SOLE   1,321 0 0
TYSON FOODS, INC. COM 902494103 88 3,417 SH   SOLE   3,417 0 0
U.S. BANCORP COM 902973304 811 22,425 SH   SOLE   22,425 0 0
UNION PACIFIC CORP COM 907818108 871 5,647 SH   SOLE   5,647 0 0
UNITED PARCEL SERVICE CL B 911312106 744 8,607 SH   SOLE   8,607 0 0
UNITED STATES BRENT OIL FUND UNIT 91167Q100 1,657 21,335 SH   SOLE   21,335 0 0
UNITED STATES GAS FUND LP UNITS 91201T102 1,800 33,167 SH   SOLE   33,167 0 0
US NATURAL GAS FUND LP UNIT PAR $0.001 912318201 13,580 716,259 SH   SOLE   716,259 0 0
UNITED STATES 12 MONTH OIL COM 91288V103 5,900 147,528 SH   SOLE   147,528 0 0
UNITED STATES STEEL CORP COM 912909108 30 1,728 SH   SOLE   1,728 0 0
US STEEL CORP NOTE 4.000% 5/1 912909AE8 7,720 7,550,000 PRN   SOLE   7,550,000 0 0
UNITED TECHNOLOGIES CORP COM 913017109 943 10,149 SH   SOLE   10,149 0 0
UNITED TECH CORP UNIT 99/99/9999 913017117 16,621 280,000 PRN   SOLE   280,000 0 0
UNITEDHEALTH GROUP INC. COM 91324P102 808 12,344 SH   SOLE   12,344 0 0
UNUMPROVIDENT CORP COM 91529Y106 95 3,247 SH   SOLE   3,247 0 0
URBAN OUTFITTERS INC COM 917047102 53 1,318 SH   SOLE   1,318 0 0
VF CORP COM 918204108 205 1,060 SH   SOLE   1,060 0 0
VALERO ENERGY CORP COM 91913Y100 231 6,654 SH   SOLE   6,654 0 0
VARIAN MEDICAL SYSTEMS INC. COM 92220P105 89 1,314 SH   SOLE   1,314 0 0
VECTOR GROUP LTD DBCV 6/1 92240MAL2 6,656 6,120,000 PRN   SOLE   6,120,000 0 0
VENTAS INC COM 92276F100 245 3,522 SH   SOLE   3,522 0 0
VERISIGN INC. COM 92343E102 82 1,840 SH   SOLE   1,840 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 1,732 34,398 SH   SOLE   34,398 0 0
VIACOM INC CL B 92553P201 373 5,481 SH   SOLE   5,481 0 0
VISA INC COM CL A 92826C839 1,134 6,206 SH   SOLE   6,206 0 0
VORNADO REALTY TRUST COM 929042109 169 2,042 SH   SOLE   2,042 0 0
VULCAN MATERIALS CO COM 929160109 75 1,556 SH   SOLE   1,556 0 0
WABASH NATIONAL CORP NOTE 3.375% 5/0 929566AH0 9,384 7,700,000 PRN   SOLE   7,700,000 0 0
WAL-MART STORES INC COM 931142103 1,499 20,130 SH   SOLE   20,130 0 0
WALGREEN CO COM 931422109 457 10,350 SH   SOLE   10,350 0 0
WASHINGTON POST CO COM 939640108 27 56 SH   SOLE   56 0 0
WASTE MANAGEMENT INC COM 94106L109 213 5,271 SH   SOLE   5,271 0 0
WATERS CORPORATION COM 941848103 104 1,040 SH   SOLE   1,040 0 0
WELLPOINT INC COM 94973V107 299 3,659 SH   SOLE   3,659 0 0
WELLS FARGO COMPANY COM 949746101 2,435 58,991 SH   SOLE   58,991 0 0
WESCO DISTRIBUTION DBCV 6.000% 9/1 95082PAH8 13,513 5,496,000 PRN   SOLE   5,496,000 0 0
WESTERN DIGITAL CORPORATION COM 958102105 162 2,607 SH   SOLE   2,607 0 0
WESTERN UNION COM 959802109 117 6,845 SH   SOLE   6,845 0 0
WEYERHAEUSER COM 962166104 187 6,563 SH   SOLE   6,563 0 0
WHIRLPOOL CORP. COM 963320106 107 938 SH   SOLE   938 0 0
WHOLE FOODS MARKET, INC. COM 966837106 213 4,142 SH   SOLE   4,142 0 0
WILLIAMS COMPANIES INC. COM 969457100 266 8,201 SH   SOLE   8,201 0 0
WINDSTREAM CORP COM 97381W104 55 7,106 SH   SOLE   7,106 0 0
WISCONSIN ENERGY CORP COM 976657106 113 2,755 SH   SOLE   2,755 0 0
WPX ENERGY INC COM 98212B103 46 2,408 SH   SOLE   2,408 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 94 1,645 SH   SOLE   1,645 0 0
WYNN RESORTS LTD COM 983134107 122 952 SH   SOLE   952 0 0
XCEL ENERGY INC COM 98389B100 166 5,866 SH   SOLE   5,866 0 0
XILINX INC COM 983919101 124 3,142 SH   SOLE   3,142 0 0
XILINX INC SDCV 3.125% 3/1 983919AD3 17,388 12,600,000 PRN   SOLE   12,600,000 0 0
XEROX CORP. COM 984121103 134 14,728 SH   SOLE   14,728 0 0
XYLEM INC COM 98419M100 60 2,240 SH   SOLE   2,240 0 0
YAHOO INC COM 984332106 293 11,663 SH   SOLE   11,663 0 0
YUM BRANDS INC COM 988498101 377 5,430 SH   SOLE   5,430 0 0
ZIMMER HOLDINGS INC COM 98956P102 153 2,038 SH   SOLE   2,038 0 0
ZIONS BANCORPORATION COM 989701107 64 2,209 SH   SOLE   2,209 0 0
AON PLC COM G0408V102 241 3,750 SH   SOLE   3,750 0 0
ACCENTURE PLC COM G1151C101 558 7,754 SH   SOLE   7,754 0 0
COVIDIEN PLC COM G2554F113 357 5,682 SH   SOLE   5,682 0 0
DELPHI AUTOMOTIVE PLC COM G27823106 179 3,529 SH   SOLE   3,529 0 0
EATON CORP PLC NPV COM G29183103 373 5,669 SH   SOLE   5,669 0 0
ENSCO PLC SHS CLASS A G3157S106 163 2,797 SH   SOLE   2,797 0 0
INGERSOLL-RAND PLC COM G47791101 184 3,317 SH   SOLE   3,317 0 0
INVESCO LTD COM G491BT108 169 5,305 SH   SOLE   5,305 0 0
NABORS INDUSTRIES LTD COM G6359F103 54 3,502 SH   SOLE   3,502 0 0
ROWAN COMPANIES PLC COM G7665A101 51 1,492 SH   SOLE   1,492 0 0
SEAGATE TECHNOLOGY COM G7945M107 172 3,844 SH   SOLE   3,844 0 0
XL GROUP PLC COM G98290102 108 3,550 SH   SOLE   3,550 0 0
ACE LTD COM H0023R105 365 4,077 SH   SOLE   4,077 0 0
GARMIN LTD COM H2906T109 48 1,318 SH   SOLE   1,318 0 0
NOBLE CORPORATION COM H5833N103 114 3,043 SH   SOLE   3,043 0 0
PENTAIR LTD COM H6169Q108 144 2,490 SH   SOLE   2,490 0 0
TE CONNECTIVITY LTD COM H84989104 231 5,068 SH   SOLE   5,068 0 0
TYCO INTERNATIONAL LTD COM H89128104 185 5,607 SH   SOLE   5,607 0 0
LYONDELLBASELL IND SHS - A - N53745100 303 4,569 SH   SOLE   4,569 0 0