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/ THE COM 00101J106 36 1,033 SH   SOLE   1,033 0 0
AFLAC INC. COM 001055102 161 2,586 SH   SOLE   2,586 0 0
AGL RESOURCES INC. COM 001204106 37 670 SH   SOLE   670 0 0
AES CORP. COM 00130H105 58 3,737 SH   SOLE   3,737 0 0
AT&T, INC. COM 00206R102 1,045 29,540 SH   SOLE   29,540 0 0
ABBOTT LABORATORIES COM 002824100 358 8,754 SH   SOLE   8,754 0 0
ADOBE SYSTEMS INC COM 00724F101 189 2,618 SH   SOLE   2,618 0 0
AETNA INC - NEW COM 00817Y108 168 2,069 SH   SOLE   2,069 0 0
AGILENT TECHNOLOGIES INC. COM 00846U101 109 1,891 SH   SOLE   1,891 0 0
AIR LEASE CORP NOTE 00912XAK0 976 650,000 PRN   SOLE   650,000 0 0
AIR PRODUCTS AND CHEMICALS INC COM 009158106 153 1,189 SH   SOLE   1,189 0 0
AIRGAS INC. COM 009363102 41 374 SH   SOLE   374 0 0
AIRTRAN CORP. NOTE 00949PAD0 7,623 3,600,000 PRN   SOLE   3,600,000 0 0
AKAMAI TECHNOLOGIES COM 00971T101 61 1,006 SH   SOLE   1,006 0 0
ALCOA INC COM 013817101 99 6,643 SH   SOLE   6,643 0 0
ALEXION PHARMACEUTICALS INC. COM 015351109 173 1,104 SH   SOLE   1,104 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 28 610 SH   SOLE   610 0 0
ALLERGAN INC. COM 018490102 283 1,675 SH   SOLE   1,675 0 0
ALLIANCE DATA SYSTEMS COM 018581108 85 301 SH   SOLE   301 0 0
ALLSTATE CORP COM 020002101 149 2,537 SH   SOLE   2,537 0 0
ALTERA CORP COM 021441100 63 1,803 SH   SOLE   1,803 0 0
ALTRIA GROUP INC. COM 02209S103 474 11,305 SH   SOLE   11,305 0 0
AMAZON.COM INC. COM 023135106 685 2,110 SH   SOLE   2,110 0 0
AMEREN CORP. COM 023608102 56 1,370 SH   SOLE   1,370 0 0
AMERICAN ELECTRIC POWER COM 025537101 154 2,767 SH   SOLE   2,767 0 0
AMERICAN EXPRESS COM 025816109 492 5,187 SH   SOLE   5,187 0 0
AMERICAN INTERNATIONAL GROUP COM 026874784 452 8,289 SH   SOLE   8,289 0 0
AMERICAN TOWER CORP COM 03027X100 200 2,222 SH   SOLE   2,222 0 0
AMERISOURCEBERGEN CORP. COM 03073E105 94 1,295 SH   SOLE   1,295 0 0
AMERIPRISE FINANCIAL, INC COM 03076C106 132 1,096 SH   SOLE   1,096 0 0
AMETEK INC COM 031100100 72 1,378 SH   SOLE   1,378 0 0
AMGEN INC COM 031162100 507 4,283 SH   SOLE   4,283 0 0
AMPHENOL CORP. COM 032095101 86 892 SH   SOLE   892 0 0
ANADARKO PETROLEUM CORP COM 032511107 313 2,857 SH   SOLE   2,857 0 0
ANALOG DEVICES INC COM 032654105 95 1,754 SH   SOLE   1,754 0 0
APACHE CORP COM 037411105 226 2,248 SH   SOLE   2,248 0 0
APARTMENT INVT & MGMT CO COM 03748R101 27 824 SH   SOLE   824 0 0
APPLE INC. COM 037833100 3,292 35,427 SH   SOLE   35,427 0 0
APPLIED MATERIALS INC COM 038222105 155 6,870 SH   SOLE   6,870 0 0
ARCHER-DANIELS-MIDLAND CO COM 039483102 165 3,735 SH   SOLE   3,735 0 0
ARES CAPITAL CORP. NOTE 04010LAB9 16,256 15,300,000 PRN   SOLE   15,300,000 0 0
ASSURANT INC COM 04621X108 27 410 SH   SOLE   410 0 0
AUTODESK INC COM 052769106 72 1,270 SH   SOLE   1,270 0 0
AUTOMATIC DATA PROCESSING COM 053015103 217 2,733 SH   SOLE   2,733 0 0
AUTONATION, INC. COM 05329W102 22 362 SH   SOLE   362 0 0
AUTOZONE INC COM 053332102 103 192 SH   SOLE   192 0 0
AVALON BAY COMMUNITIES INC COM 053484101 98 687 SH   SOLE   687 0 0
AVERY-DENNISON CORP COM 053611109 28 544 SH   SOLE   544 0 0
AVON PRODUCTS INC COM 054303102 36 2,447 SH   SOLE   2,447 0 0
BB&T CORPORATION COM 054937107 159 4,032 SH   SOLE   4,032 0 0
BAKER HUGHES INC. COM 057224107 186 2,500 SH   SOLE   2,500 0 0
BALL CORP COM 058498106 50 798 SH   SOLE   798 0 0
BANK OF AMERICA CORP. COM 060505104 922 59,955 SH   SOLE   59,955 0 0
BANK OF NEW YORK MELLON CORP COM 064058100 241 6,440 SH   SOLE   6,440 0 0
BARD (C.R.) INC COM 067383109 63 439 SH   SOLE   439 0 0
BAXTER INTERNATIONAL INC COM 071813109 223 3,081 SH   SOLE   3,081 0 0
BECTON DICKINSON & CO COM 075887109 130 1,096 SH   SOLE   1,096 0 0
BED BATH & BEYOND INC. COM 075896100 69 1,209 SH   SOLE   1,209 0 0
BEMIS CO. COM 081437105 24 581 SH   SOLE   581 0 0
BERKSHIRE HATHAWAY INC COM 084670702 1,292 10,212 SH   SOLE   10,212 0 0
BEST BUY COMPANY INC COM 086516101 48 1,538 SH   SOLE   1,538 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 09061GAF8 8,425 8,000,000 PRN   SOLE   8,000,000 0 0
BIOGEN IDEC INC COM 09062X103 419 1,330 SH   SOLE   1,330 0 0
BLACKROCK INC COM 09247X101 227 711 SH   SOLE   711 0 0
BLOCK H & R INC COM 093671105 52 1,539 SH   SOLE   1,539 0 0
BOEING CO. COM 097023105 495 3,892 SH   SOLE   3,892 0 0
BORG-WARNER AUTOMOTIVE INC COM 099724106 84 1,282 SH   SOLE   1,282 0 0
BOSTON PROPERTIES INC. COM 101121101 102 860 SH   SOLE   860 0 0
BOSTON SCIENTIFIC CORP COM 101137107 96 7,517 SH   SOLE   7,517 0 0
BOTTOMLINE TECHNOLOGIES INC. NOTE 101388AA4 11,210 9,500,000 PRN   SOLE   9,500,000 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108 452 9,326 SH   SOLE   9,326 0 0
BRISTOW GROUP, INC. NOTE 110394AC7 12,795 10,100,000 PRN   SOLE   10,100,000 0 0
BROADCOM CORP COM 111320107 116 3,131 SH   SOLE   3,131 0 0
BROOKDALE SENIOR LIVING INC NOTE 112463AA2 9,397 6,900,000 PRN   SOLE   6,900,000 0 0
BROWN-FORMAN CORP. COM 115637209 86 917 SH   SOLE   917 0 0
CBS CORP COM 124857202 195 3,142 SH   SOLE   3,142 0 0
CBRE GROUP INC COM 12504L109 50 1,565 SH   SOLE   1,565 0 0
CF INDUSTRIES HOLDINGS INC COM 125269100 71 296 SH   SOLE   296 0 0
C H ROBINSON WORLDWIDE INC COM 12541W209 54 854 SH   SOLE   854 0 0
CIGNA CORP COM 125509109 143 1,557 SH   SOLE   1,557 0 0
CME Group Inc. COM 12572Q105 126 1,774 SH   SOLE   1,774 0 0
CMS ENERGY CORP. COM 125896100 47 1,501 SH   SOLE   1,501 0 0
CSX CORP. COM 126408103 176 5,707 SH   SOLE   5,707 0 0
CVS/ CAREMARK CORP COM 126650100 505 6,701 SH   SOLE   6,701 0 0
CA, INC COM 12673P105 53 1,830 SH   SOLE   1,830 0 0
CABLEVISION SYSTEMS NY COM 12686C109 21 1,208 SH   SOLE   1,208 0 0
CABOT OIL & GAS CORP COM 127097103 82 2,395 SH   SOLE   2,395 0 0
CAMERON INTERNATIONAL CORP. COM 13342B105 78 1,159 SH   SOLE   1,159 0 0
CAMPBELL SOUP CO COM 134429109 46 1,008 SH   SOLE   1,008 0 0
CAPITAL ONE FINANCIAL CORP COM 14040H105 268 3,246 SH   SOLE   3,246 0 0
CARDINAL HEALTH INC COM 14149Y108 133 1,945 SH   SOLE   1,945 0 0
CAREFUSION CORP COM 14170T101 53 1,190 SH   SOLE   1,190 0 0
CARMAX INC COM 143130102 66 1,262 SH   SOLE   1,262 0 0
CATERPILLAR INC COM 149123101 393 3,618 SH   SOLE   3,618 0 0
CELGENE CORP COM 151020104 399 4,642 SH   SOLE   4,642 0 0
CENTERPOINT ENERGY COM 15189T107 62 2,414 SH   SOLE   2,414 0 0
CENTURYLINK INC COM 156700106 119 3,279 SH   SOLE   3,279 0 0
CERNER CORP. COM 156782104 86 1,665 SH   SOLE   1,665 0 0
CHART INDUSTRIES INC NOTE 16115QAC4 12,851 9,200,000 PRN   SOLE   9,200,000 0 0
CHESAPEAKE ENERGY COM 165167107 89 2,872 SH   SOLE   2,872 0 0
CHESAPEAKE ENERGY NOTE 165167BW6 11,024 10,400,000 PRN   SOLE   10,400,000 0 0
CHEVRONTEXACO CORP COM 166764100 1,413 10,827 SH   SOLE   10,827 0 0
CHIPOTLE MEXICAN GRILL COM 169656105 104 175 SH   SOLE   175 0 0
CHUBB CORP COM 171232101 128 1,394 SH   SOLE   1,394 0 0
CINCINNATI FINANCIAL CORP COM 172062101 40 832 SH   SOLE   832 0 0
CISCO SYSTEMS INC COM 17275R102 726 29,224 SH   SOLE   29,224 0 0
CINTAS CORPORATION COM 172908105 36 567 SH   SOLE   567 0 0
CITIGROUP INC COM 172967424 811 17,226 SH   SOLE   17,226 0 0
CITRIX SYSTEMS INC. COM 177376100 58 930 SH   SOLE   930 0 0
CLOROX COMPANY COM 189054109 66 727 SH   SOLE   727 0 0
COACH INC. COM 189754104 54 1,579 SH   SOLE   1,579 0 0
COCA-COLA CO. COM 191216100 911 21,495 SH   SOLE   21,495 0 0
COCA COLA ENTERPRISES COM 19122T109 65 1,360 SH   SOLE   1,360 0 0
COGNIZANT TECH SOLUTIONS COM 192446102 169 3,446 SH   SOLE   3,446 0 0
COLGATE PALMOLIVE CO. COM 194162103 337 4,949 SH   SOLE   4,949 0 0
COMCAST CORP. COM 20030N101 794 14,787 SH   SOLE   14,787 0 0
COMERICA INC COM 200340107 52 1,030 SH   SOLE   1,030 0 0
COMPUTER SCIENCES CORP COM 205363104 52 829 SH   SOLE   829 0 0
CONAGRA FOODS INC. COM 205887102 71 2,376 SH   SOLE   2,376 0 0
CONOCOPHILLIPS COM 20825C104 596 6,955 SH   SOLE   6,955 0 0
CONSOL ENERGY INC. COM 20854P109 60 1,292 SH   SOLE   1,292 0 0
CONSTELLATION BRANDS INC COM 21036P108 82 936 SH   SOLE   936 0 0
CORNING, INC. COM 219350105 163 7,424 SH   SOLE   7,424 0 0
COSTCO WHOLESALE CORP COM 22160K105 287 2,494 SH   SOLE   2,494 0 0
CROWN CASTLE INTL CORP. COM 228227104 140 1,880 SH   SOLE   1,880 0 0
CUBIST PHARMACEUTICALS INC. NOTE 229678AD9 12,256 5,000,000 PRN   SOLE   5,000,000 0 0
CUMMINS INC. COM 231021106 152 983 SH   SOLE   983 0 0
D.R. HORTON INC COM 23331A109 39 1,604 SH   SOLE   1,604 0 0
DTE ENERGY COMPANY COM 233331107 77 995 SH   SOLE   995 0 0
DANAHER CORP COM 235851102 268 3,407 SH   SOLE   3,407 0 0
DARDEN RESTAURANTS INC. COM 237194105 34 736 SH   SOLE   736 0 0
DAVITA HEALTHCARE PARTNER,INC COM 23918K108 72 996 SH   SOLE   996 0 0
DEALERTRACK TECHNOLOGIES NOTE 242309AB8 12,852 9,600,000 PRN   SOLE   9,600,000 0 0
DEERE & CO COM 244199105 190 2,098 SH   SOLE   2,098 0 0
DELTA AIR LINES INC. COM 247361702 187 4,817 SH   SOLE   4,817 0 0
DENBURY RESOURCES INC COM 247916208 37 2,020 SH   SOLE   2,020 0 0
DENTSPLY INTERNATIONAL INC. COM 249030107 38 803 SH   SOLE   803 0 0
DEVON ENERGY CORP NEW COM 25179M103 172 2,172 SH   SOLE   2,172 0 0
DIAMOND OFFSHORE DRILLING COM 25271C102 20 393 SH   SOLE   393 0 0
DIGITAL REALTY TRUST, INC. COM 253868103 8,121 139,254 SH   SOLE   139,254 0 0
DISNEY (WALT) CO HOLDING CO COM 254687106 792 9,243 SH   SOLE   9,243 0 0
DISCOVER FINANCIAL SERVICES COM 254709108 166 2,672 SH   SOLE   2,672 0 0
DISCOVERY COMMUNICATIONS COM 25470F104 94 1,271 SH   SOLE   1,271 0 0
DIRECTV USD0.01 COM 25490A309 229 2,688 SH   SOLE   2,688 0 0
DOLLAR GENERAL CORP COM 256677105 95 1,659 SH   SOLE   1,659 0 0
DOLLAR TREE INC COM 256746108 64 1,175 SH   SOLE   1,175 0 0
DOVER CORP COM 260003108 88 964 SH   SOLE   964 0 0
DOW CHEMICAL COM 260543103 355 6,897 SH   SOLE   6,897 0 0
DR. PEPPER SNAPPLE GROUP INC COM 26138E109 66 1,130 SH   SOLE   1,130 0 0
DU PONT (E.I.) DE NEMOURS COM 263534109 344 5,259 SH   SOLE   5,259 0 0
DUKE ENERGY CORP COM 26441C204 297 4,007 SH   SOLE   4,007 0 0
DUN & BRADSTREET CORP. COM 26483E100 24 219 SH   SOLE   219 0 0
EMC CORP/MASS COM 268648102 303 11,492 SH   SOLE   11,492 0 0
EOG RESOURCES INC COM 26875P101 362 3,098 SH   SOLE   3,098 0 0
EQT CORPORATION COM 26884L109 91 850 SH   SOLE   850 0 0
ETFS PLATINUM TRUST COM 26922V101 5,105 35,295 SH   SOLE   35,295 0 0
ETFS PHYSICAL PALLADIUM SHARES COM 26923A106 3,403 41,406 SH   SOLE   41,406 0 0
E TRADE FINANCIAL CORP COM 269246401 34 1,620 SH   SOLE   1,620 0 0
EASTMAN CHEMICAL COM 277432100 76 871 SH   SOLE   871 0 0
EBAY INC COM 278642103 331 6,610 SH   SOLE   6,610 0 0
ECOLAB INC COM 278865100 170 1,531 SH   SOLE   1,531 0 0
EDISON INTERNATIONAL, INC. COM 281020107 107 1,839 SH   SOLE   1,839 0 0
EDWARDS LIFESCIENCES COM 28176E108 53 616 SH   SOLE   616 0 0
ELECTRONIC ARTS INC. COM 285512109 62 1,740 SH   SOLE   1,740 0 0
EMERSON ELECTRIC CO COM 291011104 265 3,988 SH   SOLE   3,988 0 0
ENERSYS NOTE 29275YAA0 15,939 9,250,000 PRN   SOLE   9,250,000 0 0
ENTERGY CORP COM 29364G103 83 1,006 SH   SOLE   1,006 0 0
EQUIFAX INC COM 294429105 50 685 SH   SOLE   685 0 0
EQUINIX NOTE 29444UAG1 11,741 6,200,000 PRN   SOLE   6,200,000 0 0
EQUITY RESIDENTIAL COM 29476L107 119 1,891 SH   SOLE   1,891 0 0
ESSEX PROPERTY TRUST INC. COM 297178105 65 349 SH   SOLE   349 0 0
EXELON CORP COM 30161N101 177 4,864 SH   SOLE   4,864 0 0
EXPEDIA INC. COM 30212P303 46 580 SH   SOLE   580 0 0
EXPEDITORS INTL WASH INC COM 302130109 51 1,158 SH   SOLE   1,158 0 0
EXPRESS SCRIPTS HOLDING CO. COM 30219G108 305 4,403 SH   SOLE   4,403 0 0
EXXON MOBIL CORP COM 30231G102 2,468 24,515 SH   SOLE   24,515 0 0
FLIR SYSTEMS INC. COM 302445101 28 802 SH   SOLE   802 0 0
FMC CORP COM 302491303 53 751 SH   SOLE   751 0 0
FMC TECHNOLOGIES INC COM 30249U101 81 1,332 SH   SOLE   1,332 0 0
FACEBOOK INC COM 30303M102 652 9,691 SH   SOLE   9,691 0 0
FAMILY DOLLAR STORES INC. COM 307000109 36 546 SH   SOLE   546 0 0
FASTENAL COMPANY COM 311900104 76 1,537 SH   SOLE   1,537 0 0
FEDEX CORP COM 31428X106 239 1,576 SH   SOLE   1,576 0 0
F5 NETWORKS INC. COM 315616102 49 437 SH   SOLE   437 0 0
FIDELTY NATIIONAL INFORMATION COM 31620M106 90 1,639 SH   SOLE   1,639 0 0
FIDELITY NATIONAL TITLE NOTE 31620RAE5 6,891 4,200,000 PRN   SOLE   4,200,000 0 0
FIFTH THIRD BANCORP COM 316773100 103 4,831 SH   SOLE   4,831 0 0
FIRST SOLAR INC COM 336433107 28 397 SH   SOLE   397 0 0
FISERV, INC. COM 337738108 88 1,453 SH   SOLE   1,453 0 0
FIRSTENERGY CORP COM 337932107 82 2,375 SH   SOLE   2,375 0 0
FLUOR CORP COM 343412102 71 920 SH   SOLE   920 0 0
FLOWSERVE CORPORATION COM 34354P105 58 786 SH   SOLE   786 0 0
FORD MOTOR CO. COM 345370860 386 22,373 SH   SOLE   22,373 0 0
FOREST LABORATORIES, INC. COM 345838106 132 1,333 SH   SOLE   1,333 0 0
FOSSIL GROUP INC COM 34988V106 29 277 SH   SOLE   277 0 0
FRANKLIN RESOURCES INC COM 354613101 131 2,273 SH   SOLE   2,273 0 0
FREEPORT MCMORAN INC COM 35671D857 215 5,891 SH   SOLE   5,891 0 0
FRONTIER COMMUNICATIONS CO. COM 35906A108 33 5,670 SH   SOLE   5,670 0 0
GAMESTOP CORP COM 36467W109 27 660 SH   SOLE   660 0 0
GANNETT CO COM 364730101 40 1,283 SH   SOLE   1,283 0 0
GAP INC COM 364760108 62 1,492 SH   SOLE   1,492 0 0
GENERAL DYNAMICS CORP COM 369550108 215 1,845 SH   SOLE   1,845 0 0
GENERAL ELECTRIC COM 369604103 1,496 56,920 SH   SOLE   56,920 0 0
GENERAL GROWTH PROPERTIES COM 370023103 70 2,958 SH   SOLE   2,958 0 0
GENERAL MILLS INC COM 370334104 186 3,544 SH   SOLE   3,544 0 0
GENERAL MOTORS CORP COM 37045V100 268 7,395 SH   SOLE   7,395 0 0
GENUINE PARTS CO COM 372460105 76 869 SH   SOLE   869 0 0
GENWORTH FINANCIAL INC. COM 37247D106 49 2,810 SH   SOLE   2,810 0 0
GILEAD SCIENCES INC COM 375558103 723 8,726 SH   SOLE   8,726 0 0
GILEAD SCIENCES INC NOTE 375558AP8 32,805 9,000,000 PRN   SOLE   9,000,000 0 0
GOLDMAN SACHS COM 38141G104 397 2,372 SH   SOLE   2,372 0 0
GOODYEAR TIRE & RUBBER CO COM 382550101 43 1,563 SH   SOLE   1,563 0 0
GOOGLE INC-CL A COM 38259P508 936 1,601 SH   SOLE   1,601 0 0
GOOGLE INC-CL C COM 38259P706 921 1,601 SH   SOLE   1,601 0 0
GRAHAM HOLDINGS COMPANY COM 384637104 18 25 SH   SOLE   25 0 0
GRAINGER WW INC COM 384802104 89 350 SH   SOLE   350 0 0
HCP INC COM 40414L109 107 2,593 SH   SOLE   2,593 0 0
HALLIBURTON CO COM 406216101 343 4,827 SH   SOLE   4,827 0 0
HARLEY DAVIDSON COM 412822108 87 1,245 SH   SOLE   1,245 0 0
HARMAN INTERNATIONAL COM 413086109 41 385 SH   SOLE   385 0 0
HARRIS CORP COM 413875105 46 604 SH   SOLE   604 0 0
HARTFORD FINANCIAL SERVICES GROUP COM 416515104 90 2,517 SH   SOLE   2,517 0 0
HASBRO INC COM 418056107 35 652 SH   SOLE   652 0 0
HEALTH CARE REIT INC COM 42217K106 103 1,645 SH   SOLE   1,645 0 0
HELMERICH AND PAYNE COM 423452101 70 601 SH   SOLE   601 0 0
HERSHEY FOODS CORP COM 427866108 82 844 SH   SOLE   844 0 0
HESS CORP COM 42809H107 153 1,551 SH   SOLE   1,551 0 0
HEWLETT PACKARD CO. COM 428236103 362 10,752 SH   SOLE   10,752 0 0
HOME DEPOT INC COM 437076102 647 7,989 SH   SOLE   7,989 0 0
HONEYWELL INTERNATIONAL INC. COM 438516106 413 4,448 SH   SOLE   4,448 0 0
HORMEL FOODS CORP COM 440452100 38 760 SH   SOLE   760 0 0
HORNBECK OFFSHORE NOTE 440543AN6 12,457 10,300,000 PRN   SOLE   10,300,000 0 0
HOSPIRA INC COM 441060100 48 935 SH   SOLE   935 0 0
HOST HOTELS & RESORTS INC COM 44107P104 94 4,293 SH   SOLE   4,293 0 0
HUDSON CITY BANCORP INC. COM 443683107 26 2,683 SH   SOLE   2,683 0 0
HUMANA INC COM 444859102 112 878 SH   SOLE   878 0 0
HUNTINGTON BANCSHARES INC COM 446150104 45 4,722 SH   SOLE   4,722 0 0
IXIA NOTE 45071RAB5 7,910 7,900,000 PRN   SOLE   7,900,000 0 0
ICONIX BRAND GROUP NOTE 451055AE7 11,064 7,650,000 PRN   SOLE   7,650,000 0 0
IDERA PHARMACEUTICALS INC. COM 45168K306 1,078 371,759 SH   SOLE   371,759 0 0
ILLINOIS TOOL WORKS COM 452308109 194 2,218 SH   SOLE   2,218 0 0
INTEL CORP. COM 458140100 872 28,206 SH   SOLE   28,206 0 0
INTEL CORP. NOTE 458140AF7 20,053 13,000,000 PRN   SOLE   13,000,000 0 0
INTEGRYS ENERGY GROUP INC COM 45822P105 32 450 SH   SOLE   450 0 0
INTERCONTINENTAL EXCHANGE, INC. COM 45866F104 122 645 SH   SOLE   645 0 0
INTL BUSINESS MACHINES CORP I.B.M. COM 459200101 1,007 5,554 SH   SOLE   5,554 0 0
INTL FLAVORS & FRAGRANCES COM 459506101 48 462 SH   SOLE   462 0 0
INTERNATIONAL GAME TECHNOLOGY COM 459902102 22 1,402 SH   SOLE   1,402 0 0
INTERNATIONAL PAPER COM 460146103 126 2,498 SH   SOLE   2,498 0 0
INTERPUBLIC GROUP COS INC COM 460690100 47 2,405 SH   SOLE   2,405 0 0
INTUIT INC COM 461202103 129 1,604 SH   SOLE   1,604 0 0
INTUITIVE SURGICAL INC. COM 46120E602 89 215 SH   SOLE   215 0 0
IRIDIUM COMMUNICATIONS, INC. PFD 46269C409 7,593 23,000 SH   SOLE   23,000 0 0
IRON MOUNTAIN INC COM 462846106 34 960 SH   SOLE   960 0 0
ISHARES MSCI EMERGING MKT COM 464287234 9,859 228,000 SH   SOLE   228,000 0 0
ISHARES MSCI EAFE INDEX FUND COM 464287465 38,835 567,923 SH   SOLE   567,923 0 0
ISHARES RUSSELL 2000 COM 464287655 39,427 331,853 SH   SOLE   331,853 0 0
ISHARES SILVER TRUST COM 46428Q109 8,338 411,362 SH   SOLE   411,362 0 0
ISIS PHARMACEUTICALS INC. NOTE 464337AG9 12,767 5,800,000 PRN   SOLE   5,800,000 0 0
JP MORGAN CHASE & CO. COM 46625H100 1,238 21,483 SH   SOLE   21,483 0 0
JABIL CIRCUIT INC COM 466313103 22 1,064 SH   SOLE   1,064 0 0
JACOBS ENGINEERING GROUP INC. COM 469814107 40 742 SH   SOLE   742 0 0
JOHNSON & JOHNSON COM 478160104 1,679 16,048 SH   SOLE   16,048 0 0
JOHNSON CONTROLS COM 478366107 188 3,768 SH   SOLE   3,768 0 0
JOY GLOBAL COM 481165108 35 569 SH   SOLE   569 0 0
J2 GLOBAL INC NOTE 48123VAC6 8,115 8,000,000 SH   SOLE   8,000,000 0 0
JUNIPER NETWORKS INC COM 48203R104 66 2,686 PRN   SOLE   2,686 0 0
KLA-TENCOR CORPORATION COM 482480100 68 936 SH   SOLE   936 0 0
KANSAS CITY SOUTHERN INDS COM 485170302 67 622 SH   SOLE   622 0 0
KELLOGG CO COM 487836108 95 1,448 SH   SOLE   1,448 0 0
KEURIG GREEN MOUNTAIN COM 49271M100 91 732 SH   SOLE   732 0 0
KEYCORP COM 493267108 72 5,048 SH   SOLE   5,048 0 0
KEYCORP PFD 493267405 12,052 92,000 SH   SOLE   92,000 0 0
KIMBERLY-CLARK CORP COM 494368103 239 2,149 SH   SOLE   2,149 0 0
KIMCO REALTY CORP COM 49446R109 53 2,307 SH   SOLE   2,307 0 0
KINDER MORGAN INC. COM 49456B101 137 3,791 SH   SOLE   3,791 0 0
KOHLS CORP COM 500255104 60 1,134 SH   SOLE   1,134 0 0
KRAFT FOODS INC COM 50076Q106 203 3,382 SH   SOLE   3,382 0 0
KROGER CO COM 501044101 145 2,925 SH   SOLE   2,925 0 0
L BRANDS INC COM 501797104 81 1,375 SH   SOLE   1,375 0 0
L-3 COMMUNICATIONS HLDGS INC. COM 502424104 60 499 SH   SOLE   499 0 0
LABORATORY CORP. COM 50540R409 50 493 SH   SOLE   493 0 0
LABORATORY CORP. NOTE 50540RAG7 12,815 9,350,000 PRN   SOLE   9,350,000 0 0
LAM RESEARCH CORP. COM 512807108 62 915 SH   SOLE   915 0 0
LAM RESEARCH CORP. NOTE 512807AJ7 19,910 16,000,000 PRN   SOLE   16,000,000 0 0
LAUDER ESTEE COM 518439104 107 1,443 SH   SOLE   1,443 0 0
LEGGETT & PLATT INC COM 524660107 27 795 SH   SOLE   795 0 0
LEGG MASON INC COM 524901105 31 598 SH   SOLE   598 0 0
LENNAR CORP COM 526057104 42 989 SH   SOLE   989 0 0
LEUCADIA NATIONAL CORP COM 527288104 46 1,769 SH   SOLE   1,769 0 0
LILLY (ELI) & CO COM 532457108 347 5,582 SH   SOLE   5,582 0 0
LINCOLN NATIONAL CORP COM 534187109 76 1,477 SH   SOLE   1,477 0 0
LINEAR TECHNOLOGY CORP COM 535678106 63 1,338 SH   SOLE   1,338 0 0
LOCKHEED MARTIN CORP COM 539830109 244 1,515 SH   SOLE   1,515 0 0
LOEWS CORP COM 540424108 76 1,722 SH   SOLE   1,722 0 0
LORILLARD INC COM 544147101 126 2,074 SH   SOLE   2,074 0 0
LOWE'S COMPANIES COM 548661107 285 5,933 SH   SOLE   5,933 0 0
M & T BANK CORPORATION COM 55261F104 91 734 SH   SOLE   734 0 0
MGIC INVESTMENT CORP. NOTE 552848AE3 11,761 7,900,000 PRN   SOLE   7,900,000 0 0
MGM MIRAGE MGM INC NOTE 55303QAE0 11,745 8,000,000 PRN   SOLE   8,000,000 0 0
MACERICH CO/THE COM 554382101 53 793 SH   SOLE   793 0 0
MACYS INC COM 55616P104 120 2,075 SH   SOLE   2,075 0 0
MARATHON OIL CORP COM 565849106 158 3,953 SH   SOLE   3,953 0 0
MARATHON PETROLEM CORP COM 56585A102 131 1,672 SH   SOLE   1,672 0 0
MARSH & MCLENNAN COS COM 571748102 161 3,111 SH   SOLE   3,111 0 0
MARRIOTT INTERNATIONAL INC COM 571903202 81 1,265 SH   SOLE   1,265 0 0
MASCO CORP COM 574599106 45 2,010 SH   SOLE   2,010 0 0
MASTERCARD INC COM 57636Q104 425 5,790 SH   SOLE   5,790 0 0
MATTEL INC COM 577081102 75 1,930 SH   SOLE   1,930 0 0
MCCORMICK & CO NON VTG 579780206 53 745 SH   SOLE   745 0 0
MCDONALD'S CORP COM 580135101 564 5,602 SH   SOLE   5,602 0 0
MCGRAW HILL FINANCIAL INC COM 580645109 127 1,525 SH   SOLE   1,525 0 0
MCKESSON CORP COM 58155Q103 240 1,291 SH   SOLE   1,291 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 106 1,142 SH   SOLE   1,142 0 0
MEADWESTVACO CORP COM 583334107 44 1,002 SH   SOLE   1,002 0 0
MEDICINES COMPANY NOTE 584688AC9 11,797 9,650,000 PRN   SOLE   9,650,000 0 0
MEDTRONIC INC COM 585055106 362 5,677 SH   SOLE   5,677 0 0
MENTOR GRAPHICS CORP NOTE 587200AK2 13,897 11,350,000 PRN   SOLE   11,350,000 0 0
MERCK & COMPANY, INC. COM 58933Y105 965 16,682 SH   SOLE   16,682 0 0
MERITAGE CORP. NOTE 59001AAR3 946 900,000 PRN   SOLE   900,000 0 0
METLIFE INC. COM 59156R108 354 6,373 SH   SOLE   6,373 0 0
MICROSOFT CORP COM 594918104 1,787 42,852 SH   SOLE   42,852 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 54 1,114 SH   SOLE   1,114 0 0
MICRON TECHNOLOGY COM 595112103 198 6,018 SH   SOLE   6,018 0 0
MOHAWK INDUSTRIES INC COM 608190104 47 343 SH   SOLE   343 0 0
MOLSON COORS BREWING CO. COM 60871R209 66 891 SH   SOLE   891 0 0
MONDELEZ INTERNATIONAL INC COM 609207105 363 9,650 SH   SOLE   9,650 0 0
MONSANTO CO COM 61166W101 369 2,961 SH   SOLE   2,961 0 0
MONSTER BEVERAGE CORPORATION COM 611740101 54 766 SH   SOLE   766 0 0
MOODY'S CORP COM 615369105 93 1,066 SH   SOLE   1,066 0 0
MORGAN STANLEY COM 617446448 257 7,957 SH   SOLE   7,957 0 0
MOSAIC CO/THE COM 61945C103 94 1,909 SH   SOLE   1,909 0 0
MOTOROLA SOLUTIONS INC. COM 620076307 86 1,297 SH   SOLE   1,297 0 0
MURPHY OIL CORP COM 626717102 66 992 SH   SOLE   992 0 0
MYLAN INC COM 628530107 109 2,110 SH   SOLE   2,110 0 0
MYLAN LABORATORIES NOTE 628530AJ6 21,323 5,500,000 PRN   SOLE   5,500,000 0 0
NRG ENERGY, INC. COM 629377508 69 1,845 SH   SOLE   1,845 0 0
NASDAQ STOCK MARKET COM 631103108 25 652 SH   SOLE   652 0 0
NATIONAL-OILWELL INC COM 637071101 199 2,413 SH   SOLE   2,413 0 0
NAVIENT CORP COM 63938C108 43 2,433 SH   SOLE   2,433 0 0
NETAPP INC COM 64110D104 69 1,880 SH   SOLE   1,880 0 0
NETFLIX INC. COM 64110L106 147 333 SH   SOLE   333 0 0
NEWELL RUBBERMAID INC. COM 651229106 49 1,583 SH   SOLE   1,583 0 0
NEWFIELD EXPLORATION COMPANY COM 651290108 34 766 SH   SOLE   766 0 0
NEWMONT MINING CORP COM 651639106 72 2,824 SH   SOLE   2,824 0 0
NEWPARK RESOURCES NOTE 651718AC2 10,715 8,000,000 PRN   SOLE   8,000,000 0 0
NEW CORP COM 65249B109 51 2,824 SH   SOLE   2,824 0 0
NEXTERA ENERGY INC. COM 65339F101 253 2,469 SH   SOLE   2,469 0 0
NIKE, INC. COM 654106103 326 4,207 SH   SOLE   4,207 0 0
NISOURCE INC. COM 65473P105 69 1,764 SH   SOLE   1,764 0 0
NOBLE ENERGY INC COM 655044105 157 2,027 SH   SOLE   2,027 0 0
NORDSTROM INC COM 655664100 55 806 SH   SOLE   806 0 0
NORFOLK SOUTHERN CORP COM 655844108 179 1,740 SH   SOLE   1,740 0 0
NORTHEAST UTILITIES COM 664397106 84 1,777 SH   SOLE   1,777 0 0
NORTHERN TRUST CORP COM 665859104 81 1,265 SH   SOLE   1,265 0 0
NORTHROP GRUMMAN CORP COM 666807102 147 1,230 SH   SOLE   1,230 0 0
NUCOR CORP. COM 670346105 88 1,796 SH   SOLE   1,796 0 0
NVDIA CORP COM 67066G104 58 3,145 SH   SOLE   3,145 0 0
O'REILLY AUTOMOTIVE INC COM 67103H107 91 605 SH   SOLE   605 0 0
OCCIDENTAL PETROLEUM COM 674599105 463 4,509 SH   SOLE   4,509 0 0
OMNICOM GROUP COM 681919106 103 1,452 SH   SOLE   1,452 0 0
OMNICOM NOTE 681919AV8 6,081 4,600,000 PRN   SOLE   4,600,000 0 0
ON SEMICONDUCTOR CORP. NOTE 682189AH8 10,793 9,200,000 PRN   SOLE   9,200,000 0 0
ONEOK INC COM 682680103 79 1,164 SH   SOLE   1,164 0 0
ORACLE SYSTEMS COM 68389X105 796 19,647 SH   SOLE   19,647 0 0
OWENS-ILLINOIS INC COM 690768403 32 928 SH   SOLE   928 0 0
PDL BIOPHARMA INC NOTE 69329YAC8 7,340 4,598,000 PRN   SOLE   4,598,000 0 0
PG&E CORPORATION COM 69331C108 125 2,596 SH   SOLE   2,596 0 0
PNC FINANCIAL SERVICES GROUP COM 693475105 270 3,029 SH   SOLE   3,029 0 0
PPG INDUSTRIES INC COM 693506107 168 800 SH   SOLE   800 0 0
PPL CORPORATION COM 69351T106 127 3,578 SH   SOLE   3,578 0 0
PVH CORP COM 693656100 54 461 SH   SOLE   461 0 0
PACCAR INC COM 693718108 126 1,998 SH   SOLE   1,998 0 0
PALL CORP COM 696429307 53 624 SH   SOLE   624 0 0
PARKER-HANNIFIN CORP COM 701094104 106 842 SH   SOLE   842 0 0
PATTERSON COS INC COM 703395103 19 470 SH   SOLE   470 0 0
PAYCHEX INC COM 704326107 76 1,830 SH   SOLE   1,830 0 0
PEABODY ENERGY CORP. COM 704549104 25 1,523 SH   SOLE   1,523 0 0
PEOPLE'S UNITED FINANCIAL INC COM 712704105 27 1,761 SH   SOLE   1,761 0 0
PEPCO HOLDINGS INC COM 713291102 39 1,406 SH   SOLE   1,406 0 0
PEPSICO INC COM 713448108 771 8,634 SH   SOLE   8,634 0 0
PERKIN ELMER INC COM 714046109 30 633 SH   SOLE   633 0 0
PETSMART INC. COM 716768106 35 587 SH   SOLE   587 0 0
PFIZER, INC. COM 717081103 1,075 36,212 SH   SOLE   36,212 0 0
PHILIP MORRIS INTERNATIONAL COM 718172109 758 8,994 SH   SOLE   8,994 0 0
PHILLIPS 66 COM 718546104 268 3,334 SH   SOLE   3,334 0 0
PINNACLE WEST CAPITAL CORP. COM 723484101 36 621 SH   SOLE   621 0 0
PIONEER NATURAL RESOURCE CO COM 723787107 184 802 SH   SOLE   802 0 0
PITNEY BOWES INC COM 724479100 31 1,139 SH   SOLE   1,139 0 0
PLUM CREEK TIMBER CO INC COM 729251108 45 995 SH   SOLE   995 0 0
POWERSHARES DB ENERGY FUND COM 73936B101 16,378 532,611 SH   SOLE   532,611 0 0
POWERSHARES DB AGRICULTURE F COM 73936B408 54,787 1,995,165 SH   SOLE   1,995,165 0 0
POWERSHARES DB OIL FUND COM 73936B507 23,858 775,603 SH   SOLE   775,603 0 0
POWERSHARES DB BASE COM 73936B705 13,073 769,886 SH   SOLE   769,886 0 0
PRAXAIR INC COM 74005P104 220 1,658 SH   SOLE   1,658 0 0
PRECISION CASTPARTS CORP COM 740189105 207 822 SH   SOLE   822 0 0
T ROWE PRICE GROUP INC. COM 74144T108 124 1,468 SH   SOLE   1,468 0 0
THE PRICELINE GROUP INC COM 741503403 355 295 SH   SOLE   295 0 0
THE PRICELINE GROUP INC NOTE 741503AQ9 25,787 18,200,000 PRN   SOLE   18,200,000 0 0
PRINCIPAL FINANCIAL GROUP INC. COM 74251V102 78 1,545 SH   SOLE   1,545 0 0
PROCTER & GAMBLE CO. COM 742718109 1,209 15,382 SH   SOLE   15,382 0 0
PROGRESSIVE CORP OH COM 743315103 79 3,108 SH   SOLE   3,108 0 0
PROLOGIS INC COM 74340W103 116 2,834 SH   SOLE   2,834 0 0
PRUDENTIAL FINANCIAL INC. COM 744320102 231 2,607 SH   SOLE   2,607 0 0
PUBLIC SVC ENTERPRISES COM 744573106 117 2,871 SH   SOLE   2,871 0 0
PUBLIC STORAGE INC. COM 74460D109 140 816 SH   SOLE   816 0 0
PULTE HOMES INC. COM 745867101 39 1,941 SH   SOLE   1,941 0 0
QEP RESOURCES INC COM 74733V100 35 1,012 SH   SOLE   1,012 0 0
QUALCOMM INC COM 747525103 760 9,593 SH   SOLE   9,593 0 0
QUANTA SERVICES INC COM 74762E102 43 1,235 SH   SOLE   1,235 0 0
QUEST DIAGNOSTICS COM 74834L100 48 819 SH   SOLE   819 0 0
RPM INC NOTE 749685AT0 17,404 14,000,000 PRN   SOLE   14,000,000 0 0
RALPH LAUREN CORP. COM 751212101 54 336 SH   SOLE   336 0 0
RANGE RESOURCES CORP. COM 75281A109 80 922 SH   SOLE   922 0 0
RAYONIER INC. NOTE 75508AAC0 10,675 7,000,000 SH   SOLE   7,000,000 0 0
RAYTHEON COMPANY COM 755111507 166 1,799 PRN   SOLE   1,799 0 0
RED HAT INC. COM 756577102 59 1,069 SH   SOLE   1,069 0 0
REGENERON PHARMACEUTICALS INC COM 75886F107 125 441 SH   SOLE   441 0 0
REGIONS FINANCIAL CORP COM 7591EP100 86 8,053 SH   SOLE   8,053 0 0
REPUBLIC SERVICES INC COM 760759100 58 1,521 SH   SOLE   1,521 0 0
REYNOLDS AMERICAN INC COM 761713106 107 1,765 SH   SOLE   1,765 0 0
ROBERT HALF INTERNATIONAL INC. COM 770323103 37 784 SH   SOLE   784 0 0
ROCKWELL AUTOMATION INC COM 773903109 98 783 SH   SOLE   783 0 0
ROCKWELL INTL CORP COM 774341101 60 762 SH   SOLE   762 0 0
ROPER INDUSTRIES INC COM 776696106 82 560 SH   SOLE   560 0 0
ROPER INDUSTRIES INC NOTE 776696AA4 13,146 7,100,000 PRN   SOLE   7,100,000 0 0
ROSS STORES INC COM 778296103 81 1,223 SH   SOLE   1,223 0 0
RYDER SYSTEM INC NOTE COM 783549108 26 296 SH   SOLE   296 0 0
SPDR TRUST SERIES 1 COM 78462F103 1,742 8,900 SH   SOLE   8,900 0 0
SPDR GOLD TRUST COM 78463V107 28,209 220,383 SH   SOLE   220,383 0 0
SAFEWAY INC COM 786514208 45 1,297 SH   SOLE   1,297 0 0
ST. JUDE MEDICAL INC. COM 790849103 112 1,611 SH   SOLE   1,611 0 0
SALESFORCE.COM INC COM 79466L302 185 3,184 SH   SOLE   3,184 0 0
SALIX PHARMACEUTICALS, LTD NOTE 795435AE6 16,883 8,600,000 PRN   SOLE   8,600,000 0 0
SANDISK CORP COM 80004C101 133 1,275 SH   SOLE   1,275 0 0
SANDISK CORP NOTE 80004CAD3 19,030 9,300,000 PRN   SOLE   9,300,000 0 0
SCANA CORP. COM 80589M102 43 790 SH   SOLE   790 0 0
SCHLUMBERGER LTD COM 806857108 874 7,414 SH   SOLE   7,414 0 0
SCHWAB CHARLES CORP COM 808513105 179 6,630 SH   SOLE   6,630 0 0
SCRIPP NETWORK COM 811065101 50 618 SH   SOLE   618 0 0
SEALED AIR CORP COM 81211K100 38 1,106 SH   SOLE   1,106 0 0
SEMPRA ENERGY COM 816851109 134 1,282 SH   SOLE   1,282 0 0
SHERWIN-WILLIAMS CO COM 824348106 100 485 SH   SOLE   485 0 0
SIGMA-ALDRICH COM 826552101 68 674 SH   SOLE   674 0 0
SIMON PROPERTY GROUP INC. COM 828806109 296 1,782 SH   SOLE   1,782 0 0
JM SMUCKER CO COM 832696405 63 594 SH   SOLE   594 0 0
SNAP-ON INC. COM 833034101 39 329 SH   SOLE   329 0 0
SOUTHERN CO COM 842587107 229 5,037 SH   SOLE   5,037 0 0
SOUTHWEST AIRLINES COM 844741108 107 3,982 SH   SOLE   3,982 0 0
SOUTHWESTERN ENERGY CO COM 845467109 91 2,002 SH   SOLE   2,002 0 0
SPECTRA ENERGY CORP COM 847560109 161 3,801 SH   SOLE   3,801 0 0
SPECTRANETICS CORP. NOTE 84760CAA5 7,276 7,000,000 PRN   SOLE   7,000,000 0 0
STANLEY BLACK + DECKER INC COM 854502101 77 874 SH   SOLE   874 0 0
STANLEY BLACK + DECKER INC PFD 854502309 18,431 137,000 SH   SOLE   137,000 0 0
STAPLES INC COM 855030102 40 3,692 SH   SOLE   3,692 0 0
STARBUCKS CORP. COM 855244109 332 4,288 SH   SOLE   4,288 0 0
STARWOOD HOTELS COM 85590A401 87 1,079 SH   SOLE   1,079 0 0
STATE STREET CORP COM 857477103 165 2,449 SH   SOLE   2,449 0 0
STEEL DYNAMICS COM 858119100 9,656 537,951 SH   SOLE   537,951 0 0
STERICYCLE INC. COM 858912108 57 485 SH   SOLE   485 0 0
STILLWATER MINING COMPANY NOTE 86074QAL6 10,575 7,200,000 PRN   SOLE   7,200,000 0 0
STRYKER CORP. COM 863667101 140 1,665 SH   SOLE   1,665 0 0
SUNTRUST BANK COM 867914103 121 3,014 SH   SOLE   3,014 0 0
SYMANTEC CORP COM 871503108 90 3,919 SH   SOLE   3,919 0 0
SYSCO CORP COM 871829107 124 3,318 SH   SOLE   3,318 0 0
TECO ENERGY INC COM 872375100 21 1,153 SH   SOLE   1,153 0 0
TJX COMPANIES, INC. COM 872540109 214 4,034 SH   SOLE   4,034 0 0
TAKE-TWO INTERACTIVE NOTE 874054AD1 9,770 8,000,000 PRN   SOLE   8,000,000 0 0
TARGET CORP. COM 87612E106 208 3,585 SH   SOLE   3,585 0 0
TENET HEALTHCARE CORP. COM 88033G407 26 559 SH   SOLE   559 0 0
TERADATA CORP COM 88076W103 37 921 SH   SOLE   921 0 0
TESORO PETROLEUM CORP COM 881609101 44 748 SH   SOLE   748 0 0
TESLA MOTORS INC. NOTE 88160RAC5 10,636 11,000,000 PRN   SOLE   11,000,000 0 0
TEXAS INSTRUMENTS INC COM 882508104 294 6,162 SH   SOLE   6,162 0 0
TEXTRON COM 883203101 61 1,583 SH   SOLE   1,583 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 263 2,230 SH   SOLE   2,230 0 0
3M CO COM 88579Y101 512 3,572 SH   SOLE   3,572 0 0
TIBCO SOFTWARE INC NOTE 88632QAB9 8,277 8,200,000 PRN   SOLE   8,200,000 0 0
TIFFANY & CO. COM 886547108 62 621 SH   SOLE   621 0 0
TIME INC COM 887228104 15 633 SH   SOLE   633 0 0
TIME WARNER INC. COM 887317303 356 5,065 SH   SOLE   5,065 0 0
TIMES WARNER CABLE INC. COM 88732J207 234 1,587 SH   SOLE   1,587 0 0
TORCHMARK CORP COM 891027104 42 510 SH   SOLE   510 0 0
TOTAL SYSTEM SERVICES COM 891906109 30 941 SH   SOLE   941 0 0
TRACTOR SUPPLY COMPANY COM 892356106 47 780 SH   SOLE   780 0 0
THE TRAVELERS COMPANY COM 89417E109 188 1,999 SH   SOLE   1,999 0 0
TRIPADVISOR INC COM 896945201 68 624 SH   SOLE   624 0 0
TWENTY FIRST CENTURY FOX INC COM 90130A101 387 11,011 SH   SOLE   11,011 0 0
TYSON FOODS, INC. COM 902494103 57 1,530 SH   SOLE   1,530 0 0
U.S. BANCORP COM 902973304 448 10,339 SH   SOLE   10,339 0 0
UNDER ARMOUR, INC. COM 904311107 54 912 SH   SOLE   912 0 0
UNION PACIFIC CORP COM 907818108 517 5,186 SH   SOLE   5,186 0 0
UNITED PARCEL SERVICE COM 911312106 413 4,025 SH   SOLE   4,025 0 0
UNITED STATES BRENT OIL FUND COM 91167Q100 1,461 32,203 SH   SOLE   32,203 0 0
UNITED STATES GAS FUND LP COM 91201T102 1,578 25,031 SH   SOLE   25,031 0 0
US NATURAL GAS FUND LP COM 912318201 10,762 437,676 SH   SOLE   437,676 0 0
UNITED STATES 12 MONTH OIL BEN INT 91288V103 4,265 90,413 SH   SOLE   90,413 0 0
UNITED STATES STEEL CORP COM 912909108 21 817 SH   SOLE   817 0 0
UNITED TECHNOLOGIES CORP COM 913017109 551 4,776 SH   SOLE   4,776 0 0
UNITEDHEALTH GROUP INC. COM 91324P102 459 5,612 SH   SOLE   5,612 0 0
UNUMPROVIDENT CORP COM 91529Y106 51 1,471 SH   SOLE   1,471 0 0
URBAN OUTFITTERS INC. COM 917047102 20 578 SH   SOLE   578 0 0
VF CORP COM 918204108 125 1,988 SH   SOLE   1,988 0 0
VALERO ENERGY CORP COM 91913Y100 152 3,038 SH   SOLE   3,038 0 0
VARIAN MEDICAL SYSTEMS INC. COM 92220P105 50 596 SH   SOLE   596 0 0
VECTOR GROUP LTD NOTE 92240MBC1 8,385 8,000,000 PRN   SOLE   8,000,000 0 0
VENTAS INC COM 92276F100 106 1,655 SH   SOLE   1,655 0 0
VERISIGN INC. COM 92343E102 35 726 SH   SOLE   726 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 1,150 23,493 SH   SOLE   23,493 0 0
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VISA INC COM 92826C839 604 2,867 SH   SOLE   2,867 0 0
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WABASH NATIONAL CORP NOTE 929566AH0 10,766 7,700,000 PRN   SOLE   7,700,000 0 0
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WALGREEN CO COM 931422109 368 4,959 SH   SOLE   4,959 0 0
WASTE MANAGEMENT INC COM 94106L109 110 2,460 SH   SOLE   2,460 0 0
WATERS CORPORATION COM 941848103 50 481 SH   SOLE   481 0 0
WEB.COM GROUP INC. NOTE 94733AAA2 11,053 10,300,000 PRN   SOLE   10,300,000 0 0
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WESTERN UNION COM 959802109 54 3,109 SH   SOLE   3,109 0 0
WEYERHAEUSER COM 962166104 110 3,316 SH   SOLE   3,316 0 0
WHIRLPOOL CORP. COM 963320106 62 442 SH   SOLE   442 0 0
WHOLE FOODS MARKET, INC. COM 966837106 81 2,096 SH   SOLE   2,096 0 0
WILLIAMS COMPANIES INC. COM 969457100 226 3,882 SH   SOLE   3,882 0 0
WINDSTREAM CORP COM 97382A101 34 3,381 SH   SOLE   3,381 0 0
WISCONSIN ENERGY CORP COM 976657106 60 1,276 SH   SOLE   1,276 0 0
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XCEL ENERGY INC. COM 98389B100 91 2,826 SH   SOLE   2,826 0 0
XILINX INC COM 983919101 71 1,510 SH   SOLE   1,510 0 0
XILINX INC NOTE 983919AF8 14,912 9,000,000 PRN   SOLE   9,000,000 0 0
XEROX CORP. COM 984121103 79 6,320 SH   SOLE   6,320 0 0
XYLEM INC COM 98419M100 41 1,039 SH   SOLE   1,039 0 0
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ZIONS BANCORPORATION COM 989701107 31 1,042 SH   SOLE   1,042 0 0
ZOETIS INC COM 98978V103 92 2,836 SH   SOLE   2,836 0 0
ACTAVIS INC COM G0083B108 218 979 SH   SOLE   979 0 0
ALLEGION PLC COM G0176J109 29 503 SH   SOLE   503 0 0
AON PLC COM G0408V102 153 1,695 SH   SOLE   1,695 0 0
ACCENTURE PLC COM G1151C101 292 3,613 SH   SOLE   3,613 0 0
COVIDIEN PLC COM G2554F113 231 2,558 SH   SOLE   2,558 0 0
DELPHI AUTOMOTIVE PLC COM G27823106 108 1,577 SH   SOLE   1,577 0 0
EATON CORP PLC NPV COM G29183103 208 2,696 SH   SOLE   2,696 0 0
ENSCO PLC COM G3157S106 73 1,319 SH   SOLE   1,319 0 0
INGERSOLL-RAND PLC COM G47791101 92 1,467 SH   SOLE   1,467 0 0
INVESCO LTD COM G491BT108 93 2,458 SH   SOLE   2,458 0 0
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NABORS INDUSTRIES LTD COM G6359F103 43 1,466 SH   SOLE   1,466 0 0
NOBLE CORPORATION PLC COM G65431101 48 1,433 SH   SOLE   1,433 0 0
ROWAN COMPANIES PLC COM G7665A101 22 701 SH   SOLE   701 0 0
SEAGATE TECHNOLOGY COM G7945M107 106 1,865 SH   SOLE   1,865 0 0
PENTAIR LTD COM G7S00T104 81 1,124 SH   SOLE   1,124 0 0
PERRIGO CO PLC COM G97822103 109 749 SH   SOLE   749 0 0
XL GROUP PLC COM G98290102 51 1,567 SH   SOLE   1,567 0 0
ACE LTD COM H0023R105 199 1,915 SH   SOLE   1,915 0 0
GARMIN LTD COM H2906T109 42 695 SH   SOLE   695 0 0
TE CONNECTIVITY LTD COM H84989104 143 2,311 SH   SOLE   2,311 0 0
TRANSOCEAN INC. COM H8817H100 86 1,912 SH   SOLE   1,912 0 0
TYCO INTERNATIONAL LTD COM H89128104 119 2,619 SH   SOLE   2,619 0 0
LYONDELLBASELL INDU COM N53745100 240 2,460 SH   SOLE   2,460 0 0
NIELSEN N.V. COM N63218106 83 1,719 SH   SOLE   1,719 0 0
AVAGO TECHNOLOGIES LTD COM Y0486S104 102 1,416 SH   SOLE   1,416 0 0