| Gilead Sciences Inc Note 1.625% 5/0 | BOND | 375558AP8 | $12.3B | 26,300,000 | 10.7% |
| Micron Technology Inc Note 3.125% 5/0 | BOND | 595112AX1 | $7.7B | 22,104,000 | 6.7% |
| Mylan Inc Note 3.750% 9/1 | BOND | 628530AJ6 | $3.4B | 10,014,000 | 3.0% |
| MGM Resorts International Note 4.250% 4/1 | BOND | 55303QAE0 | $3.4B | 27,135,000 | 3.0% |
| * Spdr Sandp 500 ETF TR TR Unit(SPY) | STOCK | 78462F103 | $3.4B | 17,265,454 | 3.0% |
| Cadence Design System Inc Note 2.625% 6/0 | BOND | 127387AJ7 | $3.3B | 14,650,000 | 2.9% |
| * Apple Inc COM(AAPL) | STOCK | 037833100 | $3.3B | 32,385,331 | 2.8% |
| Intel Corp Sdcv 2.950%12/1 | BOND | 458140AD2 | $3.2B | 24,801,000 | 2.7% |
| Microchip Technology Inc Sdcv 2.125%12/1 | BOND | 595017AB0 | $2.9B | 15,418,000 | 2.5% |
| Salesforce COM Inc Note 0.750% 1/1 | BOND | 79466LAB0 | $2.8B | 10,500,000 | 2.4% |
| Cubist Pharmaceuticals Inc Note 2.500%11/0 | BOND | 229678AD9 | $2.6B | 11,000,000 | 2.2% |
| Sandisk Corp Note 1.500% 8/1 | BOND | 80004CAD3 | $2.4B | 12,620,000 | 2.1% |
| Intel Corp Sdcv 3.250% 8/0 | BOND | 458140AF7 | $2.3B | 13,475,000 | 2.0% |
| Salix Pharmaceuticals Inc Note 1.500% 3/1 | BOND | 795435AE6 | $1.8B | 7,500,000 | 1.6% |
| Wellpoint Inc Note 2.750%10/1 | BOND | 94973VBG1 | $1.7B | 10,500,000 | 1.5% |
| Omnicare Inc Note 3.750% 4/0 | BOND | 681904AP3 | $1.7B | 10,925,000 | 1.5% |
| Priceline GRP Inc Debt 1.000% 3/1 | BOND | 741503AQ9 | $1.6B | 12,115,000 | 1.4% |
| Mgic Invt Corp WIS Note 5.000% 5/0 | BOND | 552848AD5 | $1.6B | 14,881,000 | 1.4% |
| * Powershares QQQ Trust Unit SER 1 | STOCK | 73935A104 | $1.6B | 15,820,651 | 1.4% |
| Radian Group Inc Note 2.250% 3/0 | BOND | 750236AN1 | $1.5B | 10,500,000 | 1.3% |
| Cemex SAB de CV Note 3.250% 3/1 | BOND | 151290BB8 | $1.5B | 10,433,000 | 1.3% |
| GT Advanced Technologies Inc Note 3.000%12/1 | BOND | 36191UAB2 | $1.4B | 12,225,000 | 1.2% |
| Chesapeake Energy Corp Note 2.500% 5/1 | BOND | 165167CA3 | $1.2B | 11,843,000 | 1.0% |
| * Bank of America Corporation COM(BAC) | STOCK | 060505104 | $1.0B | 59,528,285 | 0.9% |
| Hologic Inc Debt 2.000% 3/0 | BOND | 436440AC5 | $974.1M | 9,250,000 | 0.8% |
| Jetblue Airways Corp Dbcv 6.750%10/1 | BOND | 477143AG6 | $904.8M | 4,000,000 | 0.8% |
| Standard PAC Corp New Note 1.250% 8/0 | BOND | 85375CBC4 | $788.3M | 7,000,000 | 0.7% |
| Jarden Corp Note 1.875% 9/1 | BOND | 471109AH1 | $786.9M | 5,760,000 | 0.7% |
| Developers Diversified Rlty Note 1.750%11/1 | BOND | 251591AX1 | $765.5M | 6,650,000 | 0.7% |
| Molina Healthcare Inc Note 1.125% 1/1 Added | BOND | 60855RAC4 | $753.4M | 6,398,000 | 0.7% |
| GT Advanced Technologies Inc Note 3.000%10/0 | BOND | 36191UAA4 | $747.7M | 4,867,000 | 0.7% |
| Insulet Corp Note 2.000% 6/1 Added | BOND | 45784PAD3 | $746.3M | 7,000,000 | 0.6% |
| Take-Two Interactive Softwar Note 1.000% 7/0 | BOND | 874054AD1 | $616.9M | 5,000,000 | 0.5% |
| Liberty Media Corp DEB 3.500% 1/1 | BOND | 530715AN1 | $592.7M | 10,852,000 | 0.5% |
| Walter Invt Mgmt Corp Note 4.500%11/0 | BOND | 93317WAA0 | $554.1M | 6,577,000 | 0.5% |
| * Microsoft Corp COM(MSFT) | STOCK | 594918104 | $526.2M | 11,349,993 | 0.5% |
| Concur Technologies Inc Note 0.500% 6/1 Added | BOND | 206708AC3 | $522.0M | 4,000,000 | 0.5% |
| Auxilium Pharmaceuticals Inc Note 1.500% 7/1 | BOND | 05334DAA5 | $520.0M | 3,943,000 | 0.5% |
| Teleflex Inc Note 3.875% 8/0 | BOND | 879369AA4 | $516.9M | 3,000,000 | 0.4% |
| * Ishares Msci EMG MKT ETF(EEM) | STOCK | 464287234 | $514.3M | 12,375,509 | 0.4% |
| Electronic Arts Inc Note 0.750% 7/1 | BOND | 285512AA7 | $493.2M | 4,000,000 | 0.4% |
| Fluidigm Corp del Note 2.750% 2/0 | BOND | 34385PAA6 | $478.7M | 5,375,000 | 0.4% |
| Hologic Inc Frnt 2.000%12/1 | BOND | 436440AB7 | $475.0M | 4,000,000 | 0.4% |
| Arvinmeritor Inc Frnt 4.000% 2/1 | BOND | 043353AH4 | $466.3M | 4,544,000 | 0.4% |
| Starwood Ppty TR Inc Note 4.550% 3/0 | BOND | 85571BAA3 | $461.2M | 4,308,000 | 0.4% |
| * Mcdonalds Corp COM(MCD) | STOCK | 580135101 | $428.8M | 4,522,992 | 0.4% |
| Salesforce COM Inc Note 0.250% 4/0 Added | BOND | 79466LAD6 | $423.1M | 3,795,000 | 0.4% |
| Liberty Media Corp DEB 3.750% 2/1 | BOND | 530715AL5 | $420.0M | 6,700,000 | 0.4% |
| Radian Group Inc Note 3.000%11/1 | BOND | 750236AK7 | $409.8M | 2,974,000 | 0.4% |
| Salix Pharmaceuticals Inc Note 2.750% 5/1 | BOND | 795435AC0 | $402.7M | 1,200,000 | 0.4% |