Location: New York, NY
CIK: 0000061227 · Show all filings
Period: Q4 2013 (← Previous) (Next →)
Filing Date: Jan 28, 2014
Total Value: $2.657B (23.7% shares, 76.3% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | GILEAD SCIENCES INC | 25,795,000 | $85.76M | 3.2% | $2.27 | — | NOTE 1.000% 5/0 | 375558AN3 |
| — | DANAHER CORP DEL | 27,848,000 | $62.53M | 2.4% | $1.84 | — | NOTE 1/2 | 235851AF9 |
| — | SCHLUMBERGER | 39,315,000 | $62.03M | 2.3% | $1.58 | — | CONV BD P2 E | 48124CAF0 |
| — | UNITED TECHNOLOGIES CORP | 818,356 | $53.47M | 2.0% | $59.37 | — | UNIT 99/99/9999 | 913017117 |
| GM | GENERAL MTRS CO | 1,249,221 | $51.06M | 1.9% | $23.70 | +18.9% | COM | 37045V100 |
| — | NOVELLUS SYS INC | 29,890,000 | $50.09M | 1.9% | $1.49 | — | NOTE 2.625% 5/1 | 670008AD3 |
| — | EMC CORP CONV BOND REG | 31,805,000 | $49.37M | 1.9% | $1.48 | — | Conv Bond P2 | 268648AM4 |
| — | SALIX PHARMACEUTICALS INC | 31,509,000 | $47.1M | 1.8% | $1.20 | — | NOTE 1.500% 3/1 | 795435AE6 |
| — | METLIFE INC | 1,453,004 | $45.83M | 1.7% | $43.36 | — | UNIT 99/99/9999 | 59156R116 |
| — | INTEL CORP | 33,203,000 | $45.19M | 1.7% | $1.27 | — | SDCV 3.250% 8/0 | 458140AF7 |
| — | TEVA PHARMACEUTICAL FIN LLC | 42,263,000 | $45.07M | 1.7% | $1.05 | — | DBCV 0.250% 2/0 | 88163VAE9 |
| — | TELEFLEX INC | 28,276,000 | $44.71M | 1.7% | $1.35 | — | NOTE 3.875% 8/0 | 879369AA4 |
| — | STANLEY BLACK & DECKER INC | 350,776 | $43.22M | 1.6% | $129.49 | — | UNIT 99/99/9999 | 854502309 |
| — | CHART INDS INC | 27,522,000 | $42.62M | 1.6% | $1.50 | — | NOTE 2.000% 8/0 | 16115QAC4 |
| — | JARDEN CORP | 28,338,000 | $40.15M | 1.5% | $1.42 | — | NOTE 1.875% 9/1 | 471109AH1 |
| — | CONTINENTAL AIRLS INC | 18,144,000 | $37.14M | 1.4% | $1.76 | — | NOTE 4.500% 1/1 | 210795PU8 |
| — | MICROCHIP TECHNOLOGY INC | 19,979,000 | $34.77M | 1.3% | $1.46 | — | SDCV 2.125%12/1 | 595017AB0 |
| — | RTI INTL METALS INC | 31,416,000 | $33.15M | 1.2% | $1.01 | — | NOTE 1.625%10/1 | 74973WAB3 |
| — | COVANTA HLDG CORP | 27,605,000 | $32.41M | 1.2% | $1.29 | — | NOTE 3.250% 6/0 | 22282EAC6 |
| — | WABASH NATL CORP | 24,565,000 | $32.05M | 1.2% | $1.22 | — | NOTE 3.375% 5/0 | 929566AH0 |
| F | FORD MTR CO DEL | 2,009,500 | $31.01M | 1.2% | $7.61 | +18.4% | COM PAR $0.01 | 345370860 |
| — | PRICELINE.COM INC 144A | 26,293,000 | $30.09M | 1.1% | $1.14 | — | Conv Bond P2 | 741503AR7 |
| — | HELIX ENERGY SOLUTIONS GRP I | 24,263,000 | $29.12M | 1.1% | $1.25 | — | NOTE 3.250% 3/1 | 42330PAG2 |
| — | WELLPOINT INC | 21,289,000 | $28.93M | 1.1% | $1.36 | — | NOTE 2.750%10/1 | 94973VBG1 |
| — | XILINX INC | 17,759,000 | $28.39M | 1.1% | $1.51 | — | NOTE 2.625% 6/1 | 983919AF8 |
| — | BOTTOMLINE TECH DEL INC | 20,468,000 | $27.5M | 1.0% | $1.12 | — | NOTE 1.500%12/0 | 101388AA4 |
| — | FORD MTR CO DEL | 14,518,000 | $26.84M | 1.0% | $1.81 | — | NOTE 4.250%11/1 | 345370CN8 |
| — | BIOMARIN PHARMACEUTICAL INC | 25,114,000 | $26.7M | 1.0% | $1.06 | — | NOTE 0.750%10/1 | 09061GAE1 |
| — | AMERICAN EQTY INV CONV BOND 14 | 10,685,000 | $23.23M | 0.9% | $2.17 | — | Conv Bond P2 | 025676AJ6 |
| — | NUANCE COMMUNICATIONS INC | 23,351,000 | $22.9M | 0.9% | $1.03 | — | NOTE 2.750%11/0 | 67020YAF7 |
| C | CITIGROUP INC | 433,527 | $22.59M | 0.9% | $36.01 | +4.6% | COM NEW | 172967424 |
| — | OMNICARE INC | 22,225,000 | $22.52M | 0.8% | $0.95 | — | NOTE 3.500% 2/1 | 681904AQ1 |
| — | NEENAH CORP | 1,756,098 | $22.5M | 0.8% | $12.81 | — | Common Stock | 64007R109 |
| — | CORNERSTONE ONDEMAND INC 144A | 17,639,000 | $21.5M | 0.8% | $1.22 | — | Conv Bond P2 | 21925YAA1 |
| — | CIENA CORP | 14,492,000 | $21.39M | 0.8% | $1.31 | — | DEBT 4.000%12/1 | 171779AK7 |
| — | MYLAN INC | 6,325,000 | $20.77M | 0.8% | $2.37 | — | NOTE 3.750% 9/1 | 628530AJ6 |
| — | AKORN INC | 7,252,000 | $20.65M | 0.8% | $1.68 | — | NOTE 3.500% 6/0 | 009728AB2 |
| — | MEDIDATA SOLUTIONS INC 144A | 16,098,000 | $20.62M | 0.8% | $1.28 | — | Conv Bond P2 | 58471AAA3 |
| — | HERTZ GLOBAL HOLDINGS INC | 5,937,000 | $20.59M | 0.8% | $2.97 | — | NOTE 5.250% 6/0 | 42805TAA3 |
| — | AIR LEASE CORP | 15,277,000 | $20.59M | 0.8% | $1.28 | — | NOTE 3.875%12/0 | 00912XAK0 |
| — | SL GREEN OPERATING PARTNERSHIP | 16,464,000 | $20.57M | 0.8% | $1.25 | — | Conv Bond P2 | 78444FAC0 |
| — | U S CONCRETE INC | 887,988 | $20.09M | 0.8% | $16.42 | — | COM NEW | 90333L201 |
| — | ALLEGHENY TECHNOLOGIES INC | 19,229,000 | $19.93M | 0.8% | $1.03 | — | NOTE 4.250% 6/0 | 01741RAD4 |
| — | GOODYEAR TIRE & RUBR CO | 289,922 | $19.38M | 0.7% | $49.32 | — | PFD CONV 5.875% | 382550309 |
| — | INTERNATIONAL GAME TECHNOLOG | 18,228,000 | $19.34M | 0.7% | $1.07 | — | NOTE 3.250% 5/0 | 459902AQ5 |
| — | HOLOGIC INC | 18,611,000 | $19.04M | 0.7% | $0.99 | — | DEBT 2.000% 3/0 | 436440AC5 |
| — | GMAC CAPITAL TRUST 1 | 709,100 | $18.96M | 0.7% | $26.74 | — | Preferred Stock | 361860208 |
| — | JDS UNIPHASE CORP 144A | 18,449,000 | $18.54M | 0.7% | $1.00 | — | Conv Bond P2 | 46612JAE1 |
| — | NVIDIA CORP 144A | 18,000,000 | $18.52M | 0.7% | $1.03 | — | Conv Bond P2 | 67066GAB0 |
| — | RPM INTL INC | 16,413,000 | $18.23M | 0.7% | $1.11 | — | NOTE 2.250%12/1 | 749685AT0 |
| — | IXIA | 16,661,000 | $18.02M | 0.7% | $1.14 | — | NOTE 3.000%12/1 | 45071RAB5 |
| — | SHUTTERFLY INC 144A | 16,637,000 | $17.87M | 0.7% | $1.07 | — | Conv Bond P2 | 82568PAA4 |
| — | MEDICINES CO | 11,564,000 | $17.43M | 0.7% | $1.51 | — | DBCV 1.375% 6/0 | 584688AC9 |
| — | WESCO INTL INC | 5,352,000 | $17.35M | 0.7% | $2.46 | — | DBCV 6.000% 9/1 | 95082PAH8 |
| — | SBA COMMUNICATIONS CORP | 5,826,000 | $17.26M | 0.6% | $2.45 | — | NOTE 4.000%10/0 | 78388JAM8 |
| — | HOST HOTELS & RESORTS LP CNV B | 11,225,000 | $17.01M | 0.6% | $1.52 | — | Conv Bond P4 | 44107TAG1 |
| — | XPO LOGISTICS INC | 10,084,000 | $16.91M | 0.6% | $1.24 | — | NOTE 4.500%10/0 | 983793AA8 |
| — | MGM RESORTS INTERNATIONAL | 12,065,000 | $16.61M | 0.6% | $1.12 | — | NOTE 4.250% 4/1 | 55303QAE0 |
| — | INVENSENSE INC 144A | 14,200,000 | $16.61M | 0.6% | $1.17 | — | Conv Bond P2 | 46123DAA4 |
| — | OMNICARE CAP TR II | 221,980 | $16.48M | 0.6% | $58.93 | — | PFD B TR 4.00% | 68214Q200 |
| — | HORNBECK OFFSHORE SVCS INC N | 13,627,000 | $16.18M | 0.6% | $1.25 | — | NOTE 1.500% 9/0 | 440543AN6 |
| — | OMNICOM GROUP INC | 12,197,000 | $16.09M | 0.6% | $1.15 | — | NOTE 7/3 | 681919AV8 |
| — | LENNAR CORP CONV BOND 144A | 8,796,000 | $15.83M | 0.6% | $1.80 | — | Conv Bond P2 | 526057BG8 |
| — | YAHOO INC 144A | 15,000,000 | $15.57M | 0.6% | $1.04 | — | Conv Bond P2 | 984332AE6 |
| — | AIRTRAN HLDGS INC | 9,077,000 | $15.4M | 0.6% | $1.43 | — | NOTE 5.250%11/0 | 00949PAD0 |
| — | SPANSION LLC 144A | 12,981,000 | $15.2M | 0.6% | $1.17 | — | Conv Bond P2 | 84649PAK1 |
| — | MEDIVATION INC | 10,361,000 | $15.18M | 0.6% | $1.27 | — | NOTE 2.625% 4/0 | 58501NAA9 |
| — | WELLS FARGO & CO NEW | 13,525 | $14.97M | 0.6% | $1182.99 | — | PERP PFD CNV A | 949746804 |
| — | BARCLAYS BANK PLC PREFERRED | 12,500,000 | $14.74M | 0.6% | $1.18 | — | PREF STOCK 1000 | XS0214398 |
| — | BANK OF AMERICA CORPORATION | 13,876 | $14.72M | 0.6% | $1109.56 | — | 7.25%CNV PFD L | 060505682 |
| — | SALESFORCE.COM INC 144A | 13,511,000 | $14.7M | 0.6% | $1.09 | — | Conv Bond P2 | 79466LAC8 |
| — | WRIGHT MED GROUP INC | 10,813,000 | $14.47M | 0.5% | $1.23 | — | NOTE 2.000% 8/1 | 98235TAC1 |
| — | SUBSEA 7 SA CONV BOND REG S | 11,400,000 | $14.4M | 0.5% | $1.26 | — | Conv BdP2 A/365 | NO0010542 |
| — | LAM RESEARCH CORP | 12,380,000 | $14.16M | 0.5% | $1.06 | — | NOTE 0.500% 5/1 | 512807AJ7 |
| — | ENERGY XXI BERMUDA 144A | 14,000,000 | $13.85M | 0.5% | $0.99 | — | Conv Bond P2 | 29274UAA9 |
| — | MICRON TECHNOLOGY INC CONV BON | 6,734,000 | $13.69M | 0.5% | $2.03 | — | Conv Bond P2 | 595112AS2 |
| — | CUBIST PHARMACEUTICALS 144A | 11,462,000 | $13.13M | 0.5% | $1.15 | — | Conv Bond P2 | 229678AG2 |
| — | GOLDCORP INC NEW | 600,000 | $13M | 0.5% | $24.73 | — | COM | 380956409 |
| — | UPSTATE NY POWER PRODUCERS INC | 8,516,297 | $12.52M | 0.5% | $1.47 | — | Conv Bond P2 | 834628AA7 |
| — | TIDEWATER INC | 204,550 | $12.12M | 0.5% | $58.71 | — | COM | 886423102 |
| — | INSULET CORP | 8,193,000 | $12.07M | 0.5% | $1.31 | — | NOTE 3.750% 6/1 | 45784PAC5 |
| — | APOLLO INVT CORP | 10,784,000 | $11.53M | 0.4% | $1.06 | — | NOTE 5.750% 1/1 | 03761UAE6 |
| — | NEWPARK RES INC | 8,469,000 | $11.4M | 0.4% | $1.33 | — | NOTE 4.000%10/0 | 651718AC2 |
| — | POST HOLDINGS INC 144A | 95,200 | $11.31M | 0.4% | $118.82 | — | Conv Prfd Stock | 737446203 |
| — | RADIAN GROUP INC | 7,677,000 | $11.29M | 0.4% | $1.30 | — | NOTE 2.250% 3/0 | 750236AN1 |
| — | CADENCE DESIGN SYSTEM INC | 6,000,000 | $11.28M | 0.4% | $1.88 | — | NOTE 2.625% 6/0 | 127387AJ7 |
| — | AFFILIATED MANAGERS GROUP 5.10 | 153,717 | $11.14M | 0.4% | $72.45 | — | Conv Prfd Stock | 00169X203 |
| — | BAKER HUGHES INC | 200,500 | $11.08M | 0.4% | $46.13 | — | COM | 057224107 |
| — | ALON USA ENERGY INC 144A | 8,206,000 | $10.44M | 0.4% | $1.27 | — | Conv Bond P2 | 020520AA0 |
| — | CUBIST PHARMACEUTICALS 144A | 8,974,000 | $10.35M | 0.4% | $1.15 | — | Conv Bond P2 | 229678AE7 |
| — | LIBERTY MEDIA CORP 144A | 10,250,000 | $10.26M | 0.4% | $1.00 | — | Conv Bond P2 | 531229AA0 |
| — | MOTORS LIQUIDATION CO GUC TRUS | 313,611 | $10.08M | 0.4% | $32.15 | — | Common Stock | 62010U101 |
| — | ALZA CORP | 7,959,000 | $10.06M | 0.4% | $1.18 | — | SDCV 7/2 | 02261WAB5 |
| — | JANUS CAP GROUP INC | 9,339,000 | $9.713M | 0.4% | $1.05 | — | NOTE 3.250% 7/1 | 47102XAG0 |
| HAL | HALLIBURTON CO | 190,818 | $9.684M | 0.4% | $33.21 | +24.3% | COM | 406216101 |
| — | OMNICARE INC | 4,211,000 | $9.675M | 0.4% | $1.86 | — | NOTE 3.750%12/1 | 681904AN8 |
| — | SANDISK CORP 144A | 9,000,000 | $8.955M | 0.3% | $0.99 | — | Conv Bond P2 | 80004CAE1 |
| — | INTEL CORP | 7,791,000 | $8.739M | 0.3% | $1.09 | — | SDCV 2.950%12/1 | 458140AD2 |
| — | SERVICESOURCE INTL INC 144A | 8,462,000 | $8.007M | 0.3% | $0.95 | — | Conv Bond P2 | 81763UAA8 |
| — | RAMBUS INC 144A | 7,561,000 | $7.953M | 0.3% | $1.05 | — | Conv Bond P2 | 750917AD8 |
| — | BLUCORA INC 144A | 5,276,000 | $7.805M | 0.3% | $1.48 | — | Conv Bond P2 | 095229AA8 |
| — | SANCHEZ ENERGY CORP | 124,300 | $7.738M | 0.3% | $62.25 | — | Conv Prfd Stock | 79970Y402 |
| — | ARES CAP CORP | 7,060,000 | $7.619M | 0.3% | $1.09 | — | NOTE 5.750% 2/0 | 04010LAB9 |
| — | NETSUITE INC 144A | 6,601,000 | $7.311M | 0.3% | $1.11 | — | Conv Bond P2 | 64118QAA5 |
| — | ARES CAPITAL CORP 144A | 6,928,000 | $7.227M | 0.3% | $1.04 | — | Conv Bond P2 | 04010LAK9 |
| — | PRICELINE COM INC | 5,221,000 | $7.211M | 0.3% | $1.20 | — | DEBT 1.000% 3/1 | 741503AQ9 |
| — | SERVICENOW INC 144A | 7,000,000 | $7.118M | 0.3% | $1.02 | — | Conv Bond P2 | 81762PAA0 |
| — | STEEL DYNAMICS INC | 6,003,000 | $7.071M | 0.3% | $1.07 | — | NOTE 5.125% 6/1 | 858119AP5 |
| — | LAM RESEARCH CORP | 5,770,000 | $7.022M | 0.3% | $1.11 | — | NOTE 1.250% 5/1 | 512807AL2 |
| — | GENCORP INC | 3,215,000 | $6.482M | 0.2% | $1.84 | — | SDCV 4.062%12/3 | 368682AN0 |
| — | MAIDEN HOLDINGS CNVPFD | 136,700 | $6.229M | 0.2% | $45.57 | — | Conv Prfd Stock | BMG5753U2 |
| — | WALTER INVT MGMT CORP | 6,044,000 | $6.067M | 0.2% | $1.01 | — | NOTE 4.500%11/0 | 93317WAA0 |
| — | PROOFPOINT INC 144A | 5,250,000 | $5.686M | 0.2% | $1.08 | — | Conv Bond P2 | 743424AA1 |
| — | SEACOR HOLDINGS INC | 4,533,000 | $5.578M | 0.2% | $1.23 | — | NOTE 2.500%12/1 | 811904AM3 |
| — | ON SEMICONDUCTOR CORP | 5,059,000 | $5.563M | 0.2% | $1.15 | — | NOTE 2.625%12/1 | 682189AH8 |
| — | ENERGY XXI BERMUDA | 18,403 | $5.421M | 0.2% | $294.57 | — | Conv Prfd Stock | 29274U309 |
| — | NEWMONT MINING CORP | 5,244,000 | $5.362M | 0.2% | $1.08 | — | NOTE 1.625% 7/1 | 651639AJ5 |
| — | SUBSEA 7 SA CONV BOND REG S | 5,200,000 | $5.256M | 0.2% | $1.01 | — | Conv BdP2 A/365 | NO0010661 |
| — | TTM TECHNOLOGIES INC | 5,073,000 | $5.225M | 0.2% | $1.01 | — | NOTE 3.250% 5/1 | 87305RAC3 |
| — | STANLEY BLACK & DECKER INC | 50,000 | $5.16M | 0.2% | $103.20 | — | UNIT 99/99/9999 | 854502804 |
| — | HEALTH CARE REIT INC | 97,900 | $5.03M | 0.2% | $57.66 | — | PFD PER CON I | 42217K601 |
| — | POST HOLDINGS INC 144A | 50,000 | $5.003M | 0.2% | $100.06 | — | Conv Prfd Stock | 737446500 |
| — | VOLCANO CORPORATION | 5,055,000 | $4.96M | 0.2% | $0.91 | — | NOTE 1.750%12/0 | 928645AB6 |
| — | CAMERON INTERNATIONAL CORP | 80,000 | $4.762M | 0.2% | $61.16 | — | COM | 13342B105 |
| — | NUVEEN QUALITY INCOME MUN FD | 382,027 | $4.68M | 0.2% | $12.25 | — | COM | 670977107 |
| — | NUVEEN MUN OPPORTUNITY FD IN | 352,850 | $4.665M | 0.2% | $13.22 | — | COM | 670984103 |
| — | CROWN CASTLE INTL CORP | 46,300 | $4.632M | 0.2% | $100.04 | — | CNV PFD STK SR A | 228227500 |
| — | LIBERTY MEDIA CORP | 8,366,000 | $4.465M | 0.2% | $0.52 | — | DEB 3.500% 1/1 | 530715AN1 |
| — | CITIGROUP CAP PFD | 160,000 | $4.36M | 0.2% | $27.25 | — | Preferred Stock | 173080201 |
| — | INFINERA CORP 144A | 4,000,000 | $4.308M | 0.2% | $1.08 | — | Conv Bond P2 | 45667GAA1 |
| — | CLIFFS NATURAL RES PFD 7.0% 2/ | 181,353 | $4.164M | 0.2% | $22.96 | — | CONVERT | 18683K408 |
| — | DEALERTRACK TECHNOLOGIES INC | 2,967,000 | $4.117M | 0.2% | $1.16 | — | NOTE 1.500% 3/1 | 242309AB8 |
| — | CLEAN ENERGY FUELS CORP 144A | 4,000,000 | $4.09M | 0.2% | $1.02 | — | Conv Bond P2 | 184499AB7 |
| XMUIX | BLACKROCK MUNI INTER DR FD I | 294,225 | $4.09M | 0.2% | $13.90 | — | COM | 09253X102 |
| — | TIBCO SOFTWARE INC | 181,948 | $4.09M | 0.2% | $21.40 | — | COM | 88632Q103 |
| — | EMULEX CORPORATION 144A | 4,000,000 | $3.933M | 0.1% | $0.98 | — | Conv Bond P2 | 292475AE0 |
| — | AFFINITY GAMING LLC | 350,000 | $3.85M | 0.1% | $11.00 | — | Common Stock | DD9AFFGAM |
| — | RYLAND GROUP INC | 3,972,000 | $3.71M | 0.1% | $0.91 | — | NOTE 0.250% 6/0 | 783764AS2 |
| — | NUVEEN MUN HIGH INCOME OPP F | 297,717 | $3.573M | 0.1% | $12.00 | — | COM | 670682103 |
| — | NUVEEN PREM INCOME MUN FD 2 | 280,808 | $3.524M | 0.1% | $12.55 | — | COM | 67063W102 |
| — | NUVEEN PREM INCOME MUN FD 4 | 275,738 | $3.345M | 0.1% | $12.13 | — | COM | 6706K4105 |
| — | NUVEEN DIV ADVANTAGE MUN FD | 262,987 | $3.337M | 0.1% | $13.06 | — | COM | 67070F100 |
| — | ARCHER DANIELS MIDLAND CO | 3,007,000 | $3.186M | 0.1% | $1.01 | — | NOTE 0.875% 2/1 | 039483AW2 |
| — | BLACKROCK MUNIHLDS INVSTM QL | 249,256 | $3.121M | 0.1% | $12.52 | — | COM | 09254P108 |
| — | INVESCO ADVANTAGE MUNICIPAL | 294,194 | $3.095M | 0.1% | $10.52 | — | SH BEN INT | 46132E103 |
| — | NUVEEN PERFORMANCE PLUS MUN | 228,660 | $3.094M | 0.1% | $13.53 | — | COM | 67062P108 |
| — | CIENA CORP | 2,954,000 | $3.021M | 0.1% | $0.96 | — | NOTE 0.875% 6/1 | 171779AE1 |
| — | BLACKROCK MUNIYIELD CALI QLT | 217,229 | $2.963M | 0.1% | $14.18 | — | COM | 09254N103 |
| — | COMTECH TELECOMMUNICATIONS C | 2,646,000 | $2.781M | 0.1% | $1.02 | — | NOTE 3.000% 5/0 | 205826AF7 |
| — | NEWMONT MINING CORP | 2,708,000 | $2.708M | 0.1% | $1.01 | — | NOTE 1.250% 7/1 | 651639AH9 |
| — | BLACKROCK MUNIYIELD QLTY FD | 212,816 | $2.694M | 0.1% | $12.66 | — | COM | 09254E103 |
| — | ENSCO PLC | 47,000 | $2.687M | 0.1% | $58.13 | — | SHS CLASS A | G3157S106 |
| MTNA 6 01/15/16 | ARCELORMITTAL SA LUXEMBOURG | 100,000 | $2.6M | 0.1% | $26.00 | — | MAND CV NT 16 | L0302D178 |
| — | WEYERHAEUSER CO | 43,700 | $2.449M | 0.1% | $56.04 | — | PREF CONV SER A | 962166872 |
| — | UPSTATE NY POWER PRODUCERS INC | 112,236 | $2.132M | 0.1% | $19.00 | — | Common Stock | 916783103 |
| SLB | SCHLUMBERGER LTD | 22,000 | $1.982M | 0.1% | $52.90 | +23.0% | COM | 806857108 |
| — | NUVEEN PA INVT QUALITY MUN F | 157,999 | $1.95M | 0.1% | $13.94 | — | COM | 670972108 |
| — | NUVEEN PA PREM INCOME MUN FD | 163,808 | $1.948M | 0.1% | $13.26 | — | COM | 67061F101 |
| — | OWENS-BROCKWAY CONV BOND 144A | 1,680,000 | $1.759M | 0.1% | $1.05 | — | Conv Bond P2 | 69073TAQ6 |
| — | BLACKROCK FLA MUN 2020 TERM | 116,357 | $1.758M | 0.1% | $15.76 | — | COM SHS | 09250M109 |
| — | BLACKROCK MUNIENHANCED FD IN | 154,530 | $1.607M | 0.1% | $10.40 | — | COM | 09253Y100 |
| — | NEWARK NJ HSG AUTH HSG REV 5.7 | 1,460,000 | $1.581M | 0.1% | $1.08 | — | MUNICIP | 650373BA0 |
| — | BLACKROCK MUNIYIELD CALIF FD | 114,553 | $1.579M | 0.1% | $13.78 | — | COM | 09254M105 |
| — | ALCOA INC | 948,000 | $1.572M | 0.1% | $1.27 | — | NOTE 5.250% 3/1 | 013817AT8 |
| — | NUVEEN MICH QUALITY INCOME M | 119,553 | $1.497M | 0.1% | $13.72 | — | COM | 670979103 |
| — | PHILADELPHIA PA GO BDS-A 5.250 | 1,330,000 | $1.402M | 0.1% | $1.05 | — | MUNICIP | 717813PM5 |
| — | TWIN RIVERS CA UNIF SCH DIS 3. | 1,405,000 | $1.394M | 0.1% | $0.99 | — | MUNICIP | 90171UAH0 |
| XMYDX | BLACKROCK MUNIYIELD FD INC | 105,041 | $1.347M | 0.1% | $14.76 | — | COM | 09253W104 |
| — | BLACKROCK MUNIHLDNGS CALI QL | 101,253 | $1.339M | 0.1% | $13.22 | — | COM | 09254L107 |
| — | AMERICAN AIRLINES GROUP | 49,103 | $1.273M | 0.0% | $25.93 | — | Conv Pfd Stk 2 | 02376R201 |
| — | CHTNGA TN HLTH EDL REF REV-A 5 | 1,205,000 | $1.193M | 0.0% | $0.99 | — | MUNICIP | 162410CD4 |
| — | CENTRAL TEX REGL MOBILITY 5.75 | 1,120,000 | $1.16M | 0.0% | $1.04 | — | MUNICIP | 155498BT4 |
| — | BLACKROCK MUNIHOLDINGS FD IN | 78,730 | $1.142M | 0.0% | $14.51 | — | COM | 09253N104 |
| — | HILLSBOROUGH CNTY FL INDL 5.00 | 1,110,000 | $1.13M | 0.0% | $1.02 | — | MUNICIP | 43233ADW3 |
| XMQTX | BLACKROCK MUNIY QUALITY FD I | 91,826 | $1.073M | 0.0% | $11.69 | — | COM | 09254G108 |
| — | NEW YORK N Y 6% 10/15/23 | 895,000 | $1.063M | 0.0% | $1.19 | — | MUNICIP | 64966HDA5 |
| — | ALERIS CORPORATION | 96,691 | $1.037M | 0.0% | $10.72 | — | Common Stock | DD9ARSC01 |
| — | WILLISTON ND SALES TAX REV- 4. | 990,000 | $1.035M | 0.0% | $1.05 | — | MUNICIP | 97072NBT4 |
| — | QUEBECOR WORLD LITIGATION TRUS | 65,625,000 | $965K | 0.0% | $0.01 | — | Common Stock | 748ESCAZ3 |
| — | NUVEEN CA MUN MKT OPPORTUNT | 70,681 | $958K | 0.0% | $14.73 | — | COM | 67062U107 |
| — | NUVEEN PREMIER MUN INCOME FD | 75,362 | $932K | 0.0% | $12.37 | — | COM | 670988104 |
| — | LOUISIANA STAD & EXPOSITION 5. | 805,000 | $923K | 0.0% | $1.15 | — | MUNICIP | 546410BS9 |
| HYMB | SPDR SERIES TRUST | 18,000 | $919K | 0.0% | $53.89 | — | NUV HGHYLD MUN | 78464A284 |
| — | HOUSTON TEX HOTEL OCCUPANCY 5. | 825,000 | $901K | 0.0% | $1.09 | — | MUNICIP | 44237NET5 |
| — | VIRGIN ISLANDS PUBLIC FIN 5.00 | 890,000 | $879K | 0.0% | $0.99 | — | MUNICIP | 927676QV1 |
| — | NEXTERA ENERGY INC | 15,491 | $877K | 0.0% | $55.27 | — | UNIT 09/01/2015 | 65339F887 |
| — | DETROIT WAYNE CNTY MI 5.000% 1 | 830,000 | $846K | 0.0% | $1.02 | — | MUNICIP | 251440BF9 |
| — | MICHIGAN ST FIN AUTH REVENU 5. | 750,000 | $815K | 0.0% | $1.09 | — | MUNICIP | 59447PMB4 |
| — | HOUSTON TX HOTEL OCCUPANCY 5.0 | 800,000 | $802K | 0.0% | $1.00 | — | MUNICIP | 44237NFX5 |
| — | LOUISIANA ST CITIZENS PROP 6.1 | 695,000 | $790K | 0.0% | $1.14 | — | MUNICIP | 546456CY8 |
| — | FNMA 8.250% | 90,000 | $788K | 0.0% | $8.76 | — | Preferred Stock | 313586752 |
| — | CLARK CNTY WASH PUB UTIL 5.000 | 725,000 | $782K | 0.0% | $1.08 | — | MUNICIP | 181108VP3 |
| — | FOLEY AL UTILS BRD REV 5.000% | 715,000 | $779K | 0.0% | $1.09 | — | MUNICIP | 344244MQ8 |
| — | DISTRIC COLUMBIA UNIV REV 5.25 | 700,000 | $773K | 0.0% | $1.10 | — | MUNICIP | 25484JBV1 |
| — | UNITED STATES STL CORP NEW | 717,000 | $769K | 0.0% | $1.03 | — | NOTE 4.000% 5/1 | 912909AE8 |
| — | MAJESTIC STAR CASINO LLC | 638,290 | $766K | 0.0% | $1.20 | — | Common Stock | D99MAJEST |
| — | LOUISIANA ST CITIZENS PROP 5.0 | 680,000 | $740K | 0.0% | $1.09 | — | MUNICIP | 546456AZ7 |
| — | CHATTANOOGA INDL DEV BRD RE 5. | 715,000 | $733K | 0.0% | $1.03 | — | MUNICIP | 162419BS3 |
| — | TEXAS PRIVATE ACTIVITY SUR 7.0 | 665,000 | $719K | 0.0% | $1.08 | — | MUNICIP | 882667AD0 |
| — | MIAMI-DADE CNTY FL WTR & SW 5. | 585,000 | $668K | 0.0% | $1.14 | — | MUNICIP | 59334DFN9 |
| — | LAKELAND FL EDUCTNL FACS 5.000 | 610,000 | $625K | 0.0% | $1.02 | — | MUNICIP | 511664AE4 |
| — | DETROIT MICH CITY SCH DIST 5.0 | 620,000 | $608K | 0.0% | $0.98 | — | MUNICIP | 251130FA3 |
| — | WARREN CNTY KY HOSP REV 5.000% | 590,000 | $608K | 0.0% | $1.03 | — | MUNICIP | 934864AV1 |
| — | METRO TRANSN AUTH REV-B 5.000% | 605,000 | $608K | 0.0% | $1.00 | — | MUNICIP | 59259YZD4 |
| — | DISTRICT COLUMBIA TAX 5.000% 0 | 585,000 | $607K | 0.0% | $1.04 | — | MUNICIP | 254840DR9 |
| — | TEXAS PRIVATE ACTIVITY 7.500% | 540,000 | $603K | 0.0% | $1.12 | — | MUNICIP | 882667AC2 |
| — | PERALTA CA CMNTY CLG DIST 5.00 | 580,000 | $603K | 0.0% | $1.04 | — | MUNICIP | 713575PE2 |
| — | CHICAGO ILL O HARE INTL ARP 5. | 575,000 | $602K | 0.0% | $1.05 | — | MUNICIP | 167593FT4 |
| — | GUAM PWR AUTH REV-A 5.000% 10/ | 565,000 | $595K | 0.0% | $1.05 | — | MUNICIP | 400653GN5 |
| — | UTAH INFRASTRUCTURE AGY 5.250% | 550,000 | $574K | 0.0% | $1.04 | — | MUNICIP | 917466AT1 |
| — | VIRGIN ISLANDS PUB FIN REV- 5. | 580,000 | $573K | 0.0% | $0.99 | — | MUNICIP | 927676RR9 |
| — | UTAH ST CHARTER SCH FIN-A 5.25 | 535,000 | $571K | 0.0% | $1.07 | — | MUNICIP | 91754TFW8 |
| — | BI-STATE DEV AGY MO IL-A 5.000 | 530,000 | $565K | 0.0% | $1.07 | — | MUNICIP | 088632BK9 |
| — | ATHENS-CLARKE CNTY GA UNI 5.00 | 540,000 | $559K | 0.0% | $1.04 | — | MUNICIP | 047060DB1 |
| — | BROWARD CNTY FLA SCH BRD 5.000 | 500,000 | $544K | 0.0% | $1.09 | — | MUNICIP | 115065WD2 |
| — | NORTH TEX TWY AUTH REV 5.125% | 500,000 | $520K | 0.0% | $1.04 | — | MUNICIP | 66285WAT3 |
| — | MICHIGAN ST FIN AUTH REV 5.000 | 510,000 | $519K | 0.0% | $1.02 | — | MUNICIP | 59447PRL7 |
| — | JEA FLA ELEC SYS REV BDS-D 5.0 | 445,000 | $518K | 0.0% | $1.16 | — | MUNICIP | 46613C6U4 |
| — | DETROIT MICH WTR & SEW DEP- 5. | 570,000 | $517K | 0.0% | $0.91 | — | MUNICIP | 251250AS5 |
| — | SPANISH BROADCASTING SYS | 642 | $494K | 0.0% | $769.47 | — | Preferred Stock | 846425783 |
| — | FREDDIE MAC 8.375% | 54,150 | $486K | 0.0% | $8.98 | — | Preferred Stock | 313400624 |
| — | DETROIT MICH WTR SUPPLY SYS 4. | 560,000 | $466K | 0.0% | $0.83 | — | MUNICIP | 251255Q32 |
| — | HERRIMAN UTAH SPL ASSMT 5% 11/ | 450,000 | $465K | 0.0% | $1.03 | — | MUNICIP | 427755AP8 |
| — | TEXAS ST MUNI GAS AQUISITIO 5. | 465,000 | $446K | 0.0% | $0.96 | — | MUNICIP | 88256HAS7 |
| — | CITIZENS PPTY INS CORP FLA 5.2 | 395,000 | $445K | 0.0% | $1.13 | — | MUNICIP | 176553ET8 |
| — | OREGON ST FACS AUTH REVENUE 2. | 420,000 | $440K | 0.0% | $1.05 | — | MUNICIP | 68608JPX3 |
| — | CALIFORNIA ST PUB WKS BRD 5.75 | 400,000 | $435K | 0.0% | $1.09 | — | MUNICIP | 130685XA3 |
| — | TEXAS PRIVATE ACTIVITY BD 6.87 | 400,000 | $428K | 0.0% | $1.07 | — | MUNICIP | 882667AB4 |
| — | WARREN CNTY KY HOSP REVENUE 5. | 420,000 | $420K | 0.0% | $1.00 | — | MUNICIP | 934864AE9 |
| — | EL MONTE CA UN HGH SCH BDS- 5. | 390,000 | $415K | 0.0% | $1.06 | — | MUNICIP | 283353PJ3 |
| — | SWEDESBORO WOOLWICH N J CONS 4 | 410,000 | $412K | 0.0% | $1.00 | — | MUNICIP | 870262DT6 |
| — | PHILADELPHIA PA GO BDS 6.000% | 375,000 | $406K | 0.0% | $1.08 | — | MUNICIP | 717813MJ5 |
| — | OREGON ST FACS AUTH REVENUE 3. | 380,000 | $397K | 0.0% | $1.04 | — | MUNICIP | 68608JPZ8 |
| — | ST LOUIS CNTY MO INDL DEV 5.00 | 400,000 | $390K | 0.0% | $0.97 | — | MUNICIP | 791524BP5 |
| — | BUILD NYC RESOURCE CORP 4.750% | 375,000 | $385K | 0.0% | $1.03 | — | MUNICIP | 12008FAN3 |
| — | DETROIT MI CITY SCH DIST 5.000 | 375,000 | $379K | 0.0% | $1.01 | — | MUNICIP | 251130EW6 |
| — | INDIANAPOLIS IND MULTIFAMIL 4. | 360,000 | $375K | 0.0% | $1.04 | — | MUNICIP | 45528TAP9 |
| — | OAKLAND CA UNIF SCH DIST 4.500 | 405,000 | $372K | 0.0% | $0.92 | — | MUNICIP | 672325QU4 |
| — | ALPHA NATURAL RESOURCES INC | 371,000 | $371K | 0.0% | $0.91 | — | NOTE 2.375% 4/1 | 02076XAA0 |
| — | DE KALB CNTY GA WTR & SWR 5.25 | 345,000 | $368K | 0.0% | $1.07 | — | MUNICIP | 240523WL0 |
| — | OREGON ST FACS AUTH REVENUE 3. | 345,000 | $361K | 0.0% | $1.05 | — | MUNICIP | 68608JPY1 |
| — | FRANKLIN PARK IL 6.250% 07/01/ | 325,000 | $354K | 0.0% | $1.09 | — | MUNICIP | 354496GH8 |
| — | MONMOUTH CNTY N J GO REF 4.000 | 325,000 | $350K | 0.0% | $1.08 | — | MUNICIP | 6095587S4 |
| — | KELLER TEX INDPT SCH DIST 5.25 | 300,000 | $348K | 0.0% | $1.16 | — | MUNICIP | 487694EB3 |
| — | AVALON BORO N J GO BDS 2008 5. | 300,000 | $342K | 0.0% | $1.14 | — | MUNICIP | 053375MJ7 |
| — | ORANGE CNTY FL HEALTH FACS 5.0 | 340,000 | $340K | 0.0% | $1.00 | — | MUNICIP | 6845036T7 |
| — | CALIFORNIA STATEWIDE CMNTYS 5. | 325,000 | $336K | 0.0% | $1.03 | — | MUNICIP | 130795Y68 |
| — | ABAG FIN AUTH FOR NONPROFIT 5. | 365,000 | $334K | 0.0% | $0.92 | — | MUNICIP | 00037CUQ1 |
| — | KING CNTY WA PUB HOSP DIST 5.2 | 320,000 | $326K | 0.0% | $1.02 | — | MUNICIP | 494782JP1 |
| — | MICHIGAN FIN AUTH REV 5.250% 0 | 290,000 | $317K | 0.0% | $1.09 | — | MUNICIP | 59447PGE5 |
| — | WEST HARRIS CNTY TX REGL WT 5. | 275,000 | $313K | 0.0% | $1.14 | — | MUNICIP | 95308RFE4 |
| — | WASHOE CNTY NV HWY REV 5.000% | 295,000 | $307K | 0.0% | $1.04 | — | MUNICIP | 940839BY8 |
| — | ALUM ROCK CA UNION ELEM SCH 5. | 295,000 | $306K | 0.0% | $1.04 | — | MUNICIP | 022168JE9 |
| — | STATE PUB SCH BLDG AUTH 5.000% | 285,000 | $301K | 0.0% | $1.06 | — | MUNICIP | 85732GNT3 |
| — | CHICAGO IL O'HARE INT ARPT 5.0 | 300,000 | $301K | 0.0% | $1.00 | — | MUNICIP | 167592F58 |
| — | NEW YORK ST DORM AUTH REVS 5.2 | 275,000 | $298K | 0.0% | $1.08 | — | MUNICIP | 6499055S1 |
| — | CUSHING OK EDL FACS AUTH RE 4. | 270,000 | $293K | 0.0% | $1.09 | — | MUNICIP | 231634AB2 |
| — | LYCOMING CNTY PA AUTH 5.500% 0 | 285,000 | $292K | 0.0% | $1.02 | — | MUNICIP | 550804AQ1 |
| — | TRENTON NJ 4.000% 07/15/14 | 285,000 | $290K | 0.0% | $1.02 | — | MUNICIP | 895130Q21 |
| — | BLACKROCK MUNIHLDGS NJ QLTY | 22,040 | $289K | 0.0% | $14.34 | — | COM | 09254X101 |
| — | CALIFORNIA EDL FACS AUTH 5.250 | 285,000 | $287K | 0.0% | $1.01 | — | MUNICIP | 130178T30 |
| — | METROPOLITAN WC DC ARPTS 5.000 | 285,000 | $286K | 0.0% | $1.00 | — | MUNICIP | 592643AC4 |
| — | DYNEGY INC NEW DEL | 13,120 | $282K | 0.0% | $22.56 | — | COM | 26817R108 |
| — | HOUSTON TEX INDPT SCH DIST 5.0 | 250,000 | $280K | 0.0% | $1.12 | — | MUNICIP | 4424026V0 |
| — | NEW JERSEY ST TRANSPRTN 5.000% | 260,000 | $272K | 0.0% | $1.05 | — | MUNICIP | 646136QB0 |
| — | WEST WINDSOR PLAINSBORO 3.000% | 250,000 | $267K | 0.0% | $1.07 | — | MUNICIP | 956882NT7 |
| — | NEW JERSEY ST EDUCTNL FACS 5.0 | 250,000 | $264K | 0.0% | $1.06 | — | MUNICIP | 646065RR5 |
| — | MOUNT LAUREL TWP N J GO BDS 4. | 250,000 | $262K | 0.0% | $1.05 | — | MUNICIP | 621791NZ1 |
| — | TAKE-TWO INTERACTIVE SOFTWAR | 242,000 | $259K | 0.0% | $0.98 | — | NOTE 1.000% 7/0 | 874054AD1 |
| — | UNIVERSITY CINCINNATI OHIO 5.0 | 240,000 | $257K | 0.0% | $1.07 | — | MUNICIP | 914119UB6 |
| — | TEXAS ST 5.250% 08/01/22 | 250,000 | $257K | 0.0% | $1.03 | — | MUNICIP | 8827205J0 |
| — | TRIBOROUGH BRDG & TUNL REV-E 5 | 215,000 | $256K | 0.0% | $1.19 | — | MUNICIP | 89602NAZ7 |
| — | EAST HANOVER TWP N J 4.000% 02 | 240,000 | $255K | 0.0% | $1.06 | — | MUNICIP | 272785RH1 |
| — | NEW JERSEY ST TRANSPRTN 5.000% | 245,000 | $254K | 0.0% | $1.04 | — | MUNICIP | 646136SS1 |
| — | NORTH CAROLINA TPK AUTH 5.750% | 235,000 | $251K | 0.0% | $1.07 | — | MUNICIP | 65830RAK5 |
| — | PORTLAND ME ARPT REV 5.000% 07 | 250,000 | $250K | 0.0% | $1.00 | — | MUNICIP | 736564CX1 |
| — | DISTRICT COLUMBIA INCOME TA 5% | 225,000 | $249K | 0.0% | $1.11 | — | MUNICIP | 25477GEA9 |
| — | DETROIT MI WTR & SEW DEPT-A 5. | 270,000 | $244K | 0.0% | $0.90 | — | MUNICIP | 251250AR7 |
| — | NEW JERSEY ECONOMIC DEV AUT 5. | 230,000 | $243K | 0.0% | $1.06 | — | MUNICIP | 645918YT4 |
| — | PERTH AMBOY NJ 5.000% 09/01/27 | 225,000 | $243K | 0.0% | $1.08 | — | MUNICIP | 715382YU5 |
| — | PIEDMONT MUN PWR AGY ELEC-C 5. | 225,000 | $243K | 0.0% | $1.08 | — | MUNICIP | 720175WX2 |
| — | VIRGINIA COLLEGE BLDG AUTH VA | 225,000 | $241K | 0.0% | $1.07 | — | MUNICIP | 927781XM1 |
| — | SANTA RITA CALIF UN SCH DIS 5. | 240,000 | $240K | 0.0% | $1.00 | — | MUNICIP | 802564CW2 |
| — | NEW JERSEY ST HLTH CARE FAC 5. | 225,000 | $236K | 0.0% | $1.05 | — | MUNICIP | 64579FR54 |
| — | CALIFORNIA ST GO BDS 6.000% 04 | 210,000 | $236K | 0.0% | $1.12 | — | MUNICIP | 13063A4Y7 |
| — | ALASKA ST HSG FIN CORP 5.000% | 225,000 | $235K | 0.0% | $1.04 | — | MUNICIP | 0118328W5 |
| — | W CONTRA COSTA CA UNIF SCH 5.2 | 220,000 | $234K | 0.0% | $1.06 | — | MUNICIP | 952347YE6 |
| — | LITTLE ROCK AR SWR REVENUE 2.0 | 225,000 | $232K | 0.0% | $1.03 | — | MUNICIP | 537445MR6 |
| — | MINNESOTA PUB FACS AUTH 5.000% | 200,000 | $227K | 0.0% | $1.14 | — | MUNICIP | 60411KBJ0 |
| — | SOUTH FORK MUN AUTH PA HOSP 5% | 200,000 | $226K | 0.0% | $1.13 | — | MUNICIP | 83786DFN2 |
| — | GOOSE CREEK TX CONS INDPT S 5. | 200,000 | $226K | 0.0% | $1.13 | — | MUNICIP | 382604B54 |
| CWB | SPDR SERIES TRUST | 4,760 | $222K | 0.0% | $46.64 | — | BRC CNV SECS ETF | 78464A359 |
| — | NEW JERSEY ST EDL FACS AUTH 5. | 200,000 | $222K | 0.0% | $1.11 | — | MUNICIP | 646065QN5 |
| — | NEW JERSEY ECONOMIC DEV AUT 5. | 215,000 | $220K | 0.0% | $1.02 | — | MUNICIP | 645916R66 |
| — | WEST CHICAGO IL PK DIST 5.250% | 210,000 | $219K | 0.0% | $1.04 | — | MUNICIP | 952083HD8 |
| — | MASSACHUSETTS ST HEALTH & 5.00 | 200,000 | $218K | 0.0% | $1.09 | — | MUNICIP | 57586EWK3 |
| — | EAST BRUNSWICK TWYP NJ PRER 4. | 200,000 | $215K | 0.0% | $1.07 | — | MUNICIP | 271299JD2 |
| — | MIDDLESEX CNTY NJ 4.125% 01/01 | 200,000 | $214K | 0.0% | $1.07 | — | MUNICIP | 59656NGV8 |
| — | CLARK CNTY NEV SCH DIST FOR 5. | 200,000 | $214K | 0.0% | $1.07 | — | MUNICIP | 181059BP0 |
| — | NORTH TX TWY AUT REV-F 5.750% | 205,000 | $214K | 0.0% | $1.04 | — | MUNICIP | 66285WDX1 |
| — | CALIFORNIA ST GO BDS 5.000% 09 | 210,000 | $213K | 0.0% | $1.01 | — | MUNICIP | 13063BC91 |
| — | WATERLOO IOWA REF SER B 4.000% | 200,000 | $210K | 0.0% | $1.05 | — | MUNICIP | 941647EQ8 |
| — | NUVEEN NY AMT-FREE MUN INCOM | 17,036 | $209K | 0.0% | $13.27 | — | COM | 670656107 |
| — | INDIANA ST FIN AUTH REV 4.000% | 200,000 | $208K | 0.0% | $1.04 | — | MUNICIP | 455057JF7 |
| — | AKRON BATH COPLEY OH HOSP 5.00 | 210,000 | $207K | 0.0% | $0.99 | — | MUNICIP | 009730NC2 |
| — | NEW YORK ST LOC GOVT-A 5.000% | 180,000 | $206K | 0.0% | $1.14 | — | MUNICIP | 649876J34 |
| — | AUSTIN TX REF PUB IMPT 4.000% | 200,000 | $205K | 0.0% | $1.02 | — | MUNICIP | 052396GW2 |
| — | NASSAU CNTY NY GO BDS-A 5.000% | 180,000 | $204K | 0.0% | $1.13 | — | MUNICIP | 63165N2W7 |
| — | HOUSTON TEX UTIL SYS 5.250% 05 | 200,000 | $204K | 0.0% | $1.02 | — | MUNICIP | 442435AX1 |
| — | HOUSTON TEX UTIL SYS REV 5.125 | 200,000 | $203K | 0.0% | $1.01 | — | MUNICIP | 442435BG7 |
| — | MICHIGAN ST FIN AUTH REV 5.500 | 185,000 | $202K | 0.0% | $1.09 | — | MUNICIP | 59447PGF2 |
| — | GUAM GOVT BUSINESS PRIVILEG 5. | 200,000 | $201K | 0.0% | $1.00 | — | MUNICIP | 40065NAN7 |
| — | PARK CREEK MET DIST COLO RE 6. | 190,000 | $201K | 0.0% | $1.06 | — | MUNICIP | 700387CK7 |
| — | RTI INTL METALS INC | 176,000 | $200K | 0.0% | $1.09 | — | NOTE 3.000%12/0 | 74973WAA5 |
| — | GUAM GOVT BUSINESS PRIVILEG 5. | 195,000 | $196K | 0.0% | $1.01 | — | MUNICIP | 40065NAM9 |
| — | HOUSTON TEX HIGHER ED 6.875% 0 | 175,000 | $195K | 0.0% | $1.11 | — | MUNICIP | 442378EF8 |
| — | REEDY CREEK AD VALOREM TAX-A 5 | 165,000 | $191K | 0.0% | $1.16 | — | MUNICIP | 758449NM0 |
| — | KB HOME | 189,000 | $189K | 0.0% | $1.04 | — | NOTE 1.375% 2/0 | 48666KAS8 |
| — | CLEVELAND-CUYAHOGA CNTY OHI 6. | 175,000 | $188K | 0.0% | $1.07 | — | MUNICIP | 186103FY8 |
| — | DETROIT MI DISTRIBUTABLE AI 5. | 200,000 | $188K | 0.0% | $0.94 | — | MUNICIP | 251093S35 |
| — | PEQUANNOCK RIVER NJ BASIN S 4. | 175,000 | $187K | 0.0% | $1.07 | — | MUNICIP | 713478DZ5 |
| — | LOUISIANA PUB FACS AUTH REV 5. | 190,000 | $185K | 0.0% | $0.97 | — | MUNICIP | 546398XF0 |
| — | NEW JERSEY ENVIRONMENTAL IN 5. | 185,000 | $185K | 0.0% | $1.00 | — | MUNICIP | 645791VC5 |
| — | HIGHLANDS CNTY FL HEALTH FA 5. | 170,000 | $184K | 0.0% | $1.08 | — | MUNICIP | 431022SQ6 |
| — | CHICAGO IL BRD OF EDU 5.000% 1 | 165,000 | $184K | 0.0% | $1.12 | — | MUNICIP | 167505DZ6 |
| — | DENVER CO WEST MET DIST 3.000% | 170,000 | $178K | 0.0% | $1.05 | — | MUNICIP | 249481EM0 |
| — | PUERTO RICO COMWLTH PRERE 5.00 | 165,000 | $177K | 0.0% | $1.07 | — | MUNICIP | 745190TU2 |
| — | PUERTO RICO COMWLTH PRERE 5.00 | 170,000 | $174K | 0.0% | $1.02 | — | MUNICIP | 745190QU5 |
| — | NEW JERSEY ECONOMIC DEV 5.750% | 170,000 | $174K | 0.0% | $1.02 | — | MUNICIP | 645916S57 |
| — | EDISON TWP N J GO REF BDS 5.00 | 150,000 | $174K | 0.0% | $1.16 | — | MUNICIP | 281047ZQ6 |
| — | PEQUANNOCK NJ RIV BASIN SWR 3. | 165,000 | $173K | 0.0% | $1.05 | — | MUNICIP | 713478DX0 |
| — | NEW YORK ST DORM AUTH REV-C 5. | 150,000 | $172K | 0.0% | $1.15 | — | MUNICIP | 649905EP7 |
| — | WISCONSIN ST HEALTH & EDL F 5. | 160,000 | $170K | 0.0% | $1.06 | — | MUNICIP | 97710BWH1 |
| — | ILLINOIS HSG DEV AUTH REV 4.10 | 160,000 | $170K | 0.0% | $1.06 | — | MUNICIP | 45201YSM0 |
| — | TIBCO SOFTWARE INC | 168,000 | $169K | 0.0% | $0.98 | — | NOTE 2.250% 5/0 | 88632QAB9 |
| — | TENAFLY N J BRD ED REF 5.000% | 150,000 | $169K | 0.0% | $1.13 | — | MUNICIP | 880252EK3 |
| — | SOUTH PLAINFIELD N J GEN 5.000 | 150,000 | $169K | 0.0% | $1.13 | — | MUNICIP | 839431SK0 |
| — | ETOWAH CNTY AL BRD OF EDU 5.00 | 150,000 | $166K | 0.0% | $1.11 | — | MUNICIP | 297768AV5 |
| — | NEW YORK ST DORM AUTH 5.000% 0 | 150,000 | $165K | 0.0% | $1.10 | — | MUNICIP | 649902NE9 |
| — | NEW YORK ST DORM AUTH REV 5.00 | 145,000 | $165K | 0.0% | $1.14 | — | MUNICIP | 6499057N0 |
| — | PALOMAR POMERADO CA HLTH 5.000 | 165,000 | $165K | 0.0% | $1.00 | — | MUNICIP | 69753RAY0 |
| — | NUVEEN NY DIVID ADVNTG MUN F | 12,886 | $164K | 0.0% | $13.97 | — | COM | 67066X107 |
| — | DANE CNTY WI RFDG SER E 3.000% | 150,000 | $161K | 0.0% | $1.07 | — | MUNICIP | 236091L44 |
| — | TAMPA FLA WTR & SWR 5.000% 10/ | 140,000 | $161K | 0.0% | $1.15 | — | MUNICIP | 875290WP9 |
| — | NEW YORK ST DORM AUTH FAC-B 5. | 140,000 | $159K | 0.0% | $1.14 | — | MUNICIP | 64983ML48 |
| — | ANAHEIM CA PUBLIC FING AUTH 4. | 160,000 | $158K | 0.0% | $0.99 | — | MUNICIP | 03255LDT3 |
| — | NEW YORK ST TWY AUTH GEN RE 5. | 150,000 | $157K | 0.0% | $1.05 | — | MUNICIP | 650009TB9 |
| — | HEALTH CARE REIT INC | 140,000 | $156K | 0.0% | $1.33 | — | NOTE 3.000%12/0 | 42217KAR7 |
| — | KANSAS ST DEV FIN AUTH HLTH 5. | 150,000 | $156K | 0.0% | $1.04 | — | MUNICIP | 48543BNM6 |
| — | LITTLE ROCK AR SWR REVENUE 2.0 | 150,000 | $155K | 0.0% | $1.03 | — | MUNICIP | 537445MQ8 |
| — | MARLBORO TWP N J BRD ED REF 4. | 150,000 | $154K | 0.0% | $1.03 | — | MUNICIP | 570850JF5 |
| — | LEHMAN 6.00 07/19/12 ESCROW CL | 720,000 | $153K | 0.0% | $0.21 | — | Common Stock | 525ESC8C6 |
| — | NEW JERSEY ST TRANSN FD-A 4.75 | 155,000 | $152K | 0.0% | $0.98 | — | MUNICIP | 646136QD6 |
| — | HAMILTON CNTY OHIO HEALTH 5.25 | 150,000 | $151K | 0.0% | $1.01 | — | MUNICIP | 40727TCK8 |
| — | MONTGOMERY CNTY TEX MUN 4.125% | 150,000 | $151K | 0.0% | $1.01 | — | MUNICIP | 613910LR7 |
| — | HARRIS CNTY TEX FLOOD CTL 4.12 | 150,000 | $150K | 0.0% | $1.00 | — | MUNICIP | 414018W72 |
| — | DETROIT MI WTR & SEW DEPT 5.50 | 150,000 | $146K | 0.0% | $0.97 | — | MUNICIP | 251250AM8 |
| — | NORTH TEX TWY AUTH 6@% 01/01/2 | 125,000 | $144K | 0.0% | $1.15 | — | MUNICIP | 662858FV6 |
| — | NUANCE COMMUNICATIONS INC | 136,000 | $143K | 0.0% | $1.15 | — | DBCV 2.750% 8/1 | 67020YAB6 |
| — | NEVADA ST HWY IMPT REV 5% 12/0 | 125,000 | $142K | 0.0% | $1.14 | — | MUNICIP | 641480FU7 |
| — | MINNESOTA ST HSG FIN AGY 4.200 | 135,000 | $140K | 0.0% | $1.04 | — | MUNICIP | 60415NZX3 |
| — | KENTUCKY ST PPTY & BLDGS 5.0% | 125,000 | $140K | 0.0% | $1.12 | — | MUNICIP | 49151EWZ2 |
| — | NEW YORK ST DORM AUTH REV 5.00 | 140,000 | $139K | 0.0% | $0.99 | — | MUNICIP | 649906M50 |
| — | NJ TRN-A-TRN SYS 5.500% 12/15/ | 125,000 | $137K | 0.0% | $1.10 | — | MUNICIP | 646135K36 |
| — | WA SER D 5.000% 01/01/20 | 125,000 | $136K | 0.0% | $1.09 | — | MUNICIP | 93974BMW9 |
| — | STOCKTON CA UNIF SCH DIST 4.55 | 135,000 | $135K | 0.0% | $1.00 | — | MUNICIP | 861419KD0 |
| — | PORT AUTH NY & NJ CONS 5.000% | 125,000 | $134K | 0.0% | $1.07 | — | MUNICIP | 73358TRE3 |
| — | DC BALLPARK-SER B1 5.000% 02/0 | 125,000 | $133K | 0.0% | $1.06 | — | MUNICIP | 25476WAT8 |
| — | TEXAS ST TRANSN COMMN 5.000% 0 | 125,000 | $132K | 0.0% | $1.06 | — | MUNICIP | 882721LM3 |
| — | CHICAGO ILL TRAN AUTH 5.25% 06 | 125,000 | $130K | 0.0% | $1.04 | — | MUNICIP | 167723DE2 |
| — | CA WTR-UNREF-2010 5.000% 12/01 | 120,000 | $125K | 0.0% | $1.04 | — | MUNICIP | 13066EUN1 |
| — | SPARTA TWP NJ BRD OF EDU 4.300 | 125,000 | $125K | 0.0% | $1.00 | — | MUNICIP | 846727HA6 |
| — | LARAMIE CNTY WY HOSP REV 5.000 | 125,000 | $125K | 0.0% | $1.00 | — | MUNICIP | 516706CR7 |
| — | NJ TRN-A-TRN SYS 5.500% 12/15/ | 110,000 | $125K | 0.0% | $1.14 | — | MUNICIP | 646135K44 |
| — | COLORADO ST HLTH FACS AUTH 4.2 | 125,000 | $120K | 0.0% | $0.96 | — | MUNICIP | 19648AE43 |
| — | OCEAN CNTY UTILS-REF 5.000% 01 | 120,000 | $120K | 0.0% | $1.00 | — | MUNICIP | 674758HJ9 |
| — | NORTH CAROLINA EASTN MUN PW 5. | 110,000 | $119K | 0.0% | $1.08 | — | MUNICIP | 658196P38 |
| — | LITTLE ROCK AR SWR REVENUE 3.0 | 110,000 | $117K | 0.0% | $1.06 | — | MUNICIP | 537445MS4 |
| — | MISSOURI ST HWYS & TRANS 5.000 | 100,000 | $116K | 0.0% | $1.16 | — | MUNICIP | 60636WQC2 |
| — | LOS ANGELES CNTY TRAN AUTH 5.0 | 100,000 | $115K | 0.0% | $1.15 | — | MUNICIP | 544712Z62 |
| — | CHICAGO IL O HARE INTL ARPT 5. | 115,000 | $115K | 0.0% | $1.00 | — | MUNICIP | 1675923J1 |
| — | TOBACCO SETTLEMENT FING CORP 5 | 145,000 | $114K | 0.0% | $0.79 | — | MUNICIP | 888808DD1 |
| — | HARRIS CNTY UNREF 5.250% 10/01 | 110,000 | $114K | 0.0% | $1.04 | — | MUNICIP | 414005JQ2 |
| — | FLORIDA ST BRD ED 5.250% 06/01 | 100,000 | $114K | 0.0% | $1.14 | — | MUNICIP | 34153PCE6 |
| — | FRESNO CA ARPT REV REF BDS- 5. | 105,000 | $114K | 0.0% | $1.09 | — | MUNICIP | 358100DT9 |
| — | TOBACCO SETTLEMENT FING 4.625% | 135,000 | $113K | 0.0% | $0.84 | — | MUNICIP | 888808DC3 |
| — | NEW YORK N Y 5% 08/01/22 | 100,000 | $112K | 0.0% | $1.12 | — | MUNICIP | 64966GE81 |
| — | ARIZONA HEALTH FACS AUTH 5% 01 | 100,000 | $112K | 0.0% | $1.12 | — | MUNICIP | 040507JL0 |
| — | TROY N Y CAP RESOURCE CORP 5% | 100,000 | $111K | 0.0% | $1.11 | — | MUNICIP | 897579AM0 |
| — | NY DORM 5.000% 07/01/20 | 100,000 | $111K | 0.0% | $1.11 | — | MUNICIP | 649903AY7 |
| — | ILLINOIS ST TOLL HWY AUTH 5.00 | 100,000 | $111K | 0.0% | $1.11 | — | MUNICIP | 452252DE6 |
| — | MICHIGAN ST 5.250% 11/01/22 | 100,000 | $110K | 0.0% | $1.10 | — | MUNICIP | 5946103D7 |
| — | PENNSYLVANIA ST TURNPIKE COM 4 | 110,000 | $110K | 0.0% | $1.00 | — | MUNICIP | 709221GL3 |
| — | BURLINGTON TWP NJ BRD ED 4.000 | 100,000 | $110K | 0.0% | $1.10 | — | MUNICIP | 122043JF0 |
| — | PASSAIC CNTY N J GO BDS 2008 5 | 100,000 | $109K | 0.0% | $1.09 | — | MUNICIP | 702725HY1 |
| — | BRAZOS RIV AUTH TEX 4.100% 07/ | 100,000 | $109K | 0.0% | $1.09 | — | MUNICIP | 106207FG3 |
| — | NEW JERSEY ECONOMIC DEV AUTH 5 | 100,000 | $109K | 0.0% | $1.09 | — | MUNICIP | 645916Y84 |
| — | GARDEN ST NJ PRESERVATION-A 4. | 100,000 | $109K | 0.0% | $1.09 | — | MUNICIP | 365418EG3 |
| — | FLORIDA ST DEPT ENV PROTN 5.00 | 100,000 | $109K | 0.0% | $1.09 | — | MUNICIP | 34160WQH0 |
| — | AUSTIN WTR/WSTWTR REF 5.000% 0 | 100,000 | $109K | 0.0% | $1.09 | — | MUNICIP | 052476JC3 |
| — | VIRGIN ISLANDS PUB FIN AUTH 5% | 100,000 | $109K | 0.0% | $1.09 | — | MUNICIP | 927676RA6 |
| — | WASHINGTON ST GO REF BDS-R 4.0 | 100,000 | $109K | 0.0% | $1.09 | — | MUNICIP | 93974CH94 |
| — | MIAMI-DADE CNTY FL SCH 4.250% | 100,000 | $109K | 0.0% | $1.09 | — | MUNICIP | 59333MUF0 |
| — | NEW YORK ST TWY AUTH ST 5.000% | 100,000 | $108K | 0.0% | $1.08 | — | MUNICIP | 650028RZ8 |
| — | ROCKLAND CNTY NY 4.000% 04/01/ | 100,000 | $107K | 0.0% | $1.07 | — | MUNICIP | 77355PDB6 |
| — | ALLEGHENY CNTY PA SAN AUTH 5.0 | 100,000 | $107K | 0.0% | $1.07 | — | MUNICIP | 017357VC5 |
| — | TX GAS ACQ SER A 5.000% 12/15/ | 100,000 | $107K | 0.0% | $1.07 | — | MUNICIP | 88256CAG4 |
| — | FLORIDA ST MUN PWR AGY 5.000% | 100,000 | $107K | 0.0% | $1.07 | — | MUNICIP | 342816C86 |
| — | INDIANA ST FIN AUTH REV 4.000% | 100,000 | $107K | 0.0% | $1.07 | — | MUNICIP | 455057JG5 |
| — | GREEN BAY WIS CORP PURP 4.250% | 105,000 | $106K | 0.0% | $1.01 | — | MUNICIP | 392641NP7 |
| — | CHICAGO ARPT-A-AGC-IC 5.000% 0 | 100,000 | $105K | 0.0% | $1.05 | — | MUNICIP | 1675924T8 |
| — | NEW JERSEY ST TPK AUTH-A 5.000 | 100,000 | $104K | 0.0% | $1.04 | — | MUNICIP | 646139Y41 |
| — | NEW YORK ST DORM AUTH REV-E 5. | 95,000 | $104K | 0.0% | $1.09 | — | MUNICIP | 649902V59 |
| — | NJ TPK REF-SER A 5.000% 01/01/ | 100,000 | $104K | 0.0% | $1.04 | — | MUNICIP | 646139A21 |
| — | WEST VA ST SCH BLDG AUTH 5.250 | 100,000 | $103K | 0.0% | $1.03 | — | MUNICIP | 95667NBA0 |
| — | N JERSEY DIST WTR 4% 11/15/14 | 100,000 | $103K | 0.0% | $1.03 | — | MUNICIP | 660160JP8 |
| — | JOHNSON CITY TENN HEALTH &ED 5 | 100,000 | $102K | 0.0% | $1.02 | — | MUNICIP | 478271HX0 |
| — | PASCO CNTY FLA SCH BRD CTFS 4. | 100,000 | $102K | 0.0% | $1.02 | — | MUNICIP | 702528DS6 |
| — | OH WTR-PRERF-WTR QUAL 5.000% 1 | 100,000 | $102K | 0.0% | $1.02 | — | MUNICIP | 67766WRC8 |
| — | LIVINGSTON TWP NJ SCH DIST 4.5 | 100,000 | $102K | 0.0% | $1.02 | — | MUNICIP | 539158EJ0 |
| — | WA DC CONVTN-REF-A 5.000% 10/0 | 100,000 | $102K | 0.0% | $1.02 | — | MUNICIP | 93877MCB0 |
| — | ALLAMUCHY TWP NJ BRD OF EDU 4. | 100,000 | $102K | 0.0% | $1.02 | — | MUNICIP | 016725CB7 |
| — | FLORIDA ST BRD OF EDU PUBLIC 4 | 100,000 | $100K | 0.0% | $1.00 | — | MUNICIP | 34153PBF4 |
| — | MONTVILLE TWP N J GO REF BDS 5 | 85,000 | $99,000 | 0.0% | $1.16 | — | MUNICIP | 615298KN5 |
| — | ERIE CO SCH-A BE 5.750% 05/01/ | 85,000 | $97,000 | 0.0% | $1.14 | — | MUNICIP | 29509PCQ0 |
| — | MASSACHUSETTES EDL FING AUT 4. | 85,000 | $92,000 | 0.0% | $1.08 | — | MUNICIP | 57563RHJ1 |
| — | VIRGIN ISLANDS PUB FIN AUTH 5. | 90,000 | $92,000 | 0.0% | $1.02 | — | MUNICIP | 927676MU7 |
| — | DETROIT MICH WTR SUPPLY SYS 5. | 95,000 | $91,000 | 0.0% | $0.96 | — | MUNICIP | 251256BY8 |
| — | FORT WORTH TX CTFS OBLIG 5.000 | 75,000 | $88,000 | 0.0% | $1.17 | — | MUNICIP | 349425V96 |
| — | OHIO ST COMMON SCHS GO REF- 5. | 75,000 | $88,000 | 0.0% | $1.17 | — | MUNICIP | 677521XU5 |
| — | ED EDL 5.250% 07/01/19 | 75,000 | $87,000 | 0.0% | $1.16 | — | MUNICIP | 64605L5L8 |
| — | NYS DORM AUTH REVS 5% 07/01/20 | 85,000 | $87,000 | 0.0% | $1.02 | — | MUNICIP | 64983QUR8 |
| — | SOUTH CAROLINA TRANSN INFR- 5. | 75,000 | $87,000 | 0.0% | $1.16 | — | MUNICIP | 837152SF5 |
| — | WISCONSIN ST GO BDS-A 5.000% 0 | 75,000 | $87,000 | 0.0% | $1.16 | — | MUNICIP | 97705LW29 |
| — | ALLEGHENY CNTY PA PORT AUTH 5. | 75,000 | $86,000 | 0.0% | $1.15 | — | MUNICIP | 017343DC5 |
| — | MET GOVT NASHVILLE & DAVIDSON5 | 75,000 | $83,000 | 0.0% | $1.11 | — | MUNICIP | 592041RQ2 |
| — | OCEAN CNTY NJ GO REF 4.000% 08 | 75,000 | $83,000 | 0.0% | $1.11 | — | MUNICIP | 6747354X0 |
| — | LAFAYETTE LA PUB TR FING AUTH5 | 75,000 | $83,000 | 0.0% | $1.11 | — | MUNICIP | 506486CT4 |
| — | NEW JERSEY ECONOMIC DEV AUT 5. | 80,000 | $82,000 | 0.0% | $1.02 | — | MUNICIP | 645916G27 |
| — | HOUSTON TEX HIGHER ED 6.500% 0 | 75,000 | $82,000 | 0.0% | $1.09 | — | MUNICIP | 442378EE1 |
| — | NEW JERSEY ST EDL FACS-B 5.000 | 75,000 | $82,000 | 0.0% | $1.09 | — | MUNICIP | 646065Y48 |
| — | NEW YORK ST DORM AUTH-A 4.000% | 75,000 | $81,000 | 0.0% | $1.08 | — | MUNICIP | 64990ECW5 |
| — | DETROIT MI SEW DISP REV-B 5.00 | 80,000 | $80,000 | 0.0% | $1.00 | — | MUNICIP | 251237G72 |
| — | PROVIDENCE R I PUB BLDGS 5.000 | 75,000 | $80,000 | 0.0% | $1.07 | — | MUNICIP | 74381MAE5 |
| — | VIRGIN ISLANDS PUB FIN AUTH 5. | 75,000 | $76,000 | 0.0% | $1.01 | — | MUNICIP | 927676MW3 |
| — | GENESEE CNTY MI 2.000% 05/01/1 | 75,000 | $76,000 | 0.0% | $1.01 | — | MUNICIP | 371608RG7 |
| — | CT ST TAX OBLIG INFRA 5.000% 1 | 70,000 | $75,000 | 0.0% | $1.07 | — | MUNICIP | 207758RJ4 |
| — | METRO BOSTON TRANSIT PKG CORP5 | 70,000 | $74,000 | 0.0% | $1.06 | — | MUNICIP | 59180CAT8 |
| — | ALASKA ST HSG FIN CORP 5.000% | 70,000 | $74,000 | 0.0% | $1.06 | — | MUNICIP | 0118328V7 |
| — | CERES CALIF UNI SCH DIST 0.000 | 500,000 | $73,000 | 0.0% | $0.15 | — | MUNICIP | 156753KP9 |
| — | CHICAGO ILL O HARE INTL 6.500% | 65,000 | $72,000 | 0.0% | $1.11 | — | MUNICIP | 167593GF3 |
| — | MASSACHUSETTS ST SCH BLDG 4.75 | 70,000 | $71,000 | 0.0% | $1.01 | — | MUNICIP | 576000FF5 |
| — | ADELPHIA RECOVERY TRUST SERIES | 6,875,061 | $69,000 | 0.0% | $0.01 | — | Common Stock | 00685R102 |
| — | PEQUANNOC RIVER NJ BASIN SW 3. | 65,000 | $67,000 | 0.0% | $1.03 | — | MUNICIP | 713478DW2 |
| — | SWEDESBORO WOOLWICH NJ CON 4.5 | 65,000 | $67,000 | 0.0% | $1.03 | — | MUNICIP | 870262DL3 |
| — | BAY CNTY FLA EDL FACS REV 3.5% | 65,000 | $65,000 | 0.0% | $1.00 | — | MUNICIP | 072222AC6 |
| — | NEW YORK NY GO-O 5.000% 06/01/ | 60,000 | $64,000 | 0.0% | $1.07 | — | MUNICIP | 64966KLZ4 |
| — | NEW YORK NY CITY MUN UNREF 5.0 | 60,000 | $63,000 | 0.0% | $1.05 | — | MUNICIP | 64972F8G4 |
| — | NORTH CAROLINA ST CAPITAL 4.62 | 60,000 | $63,000 | 0.0% | $1.05 | — | MUNICIP | 65825PCH1 |
| — | NORTH BERGEN TWP NJ 4.500% 02/ | 60,000 | $62,000 | 0.0% | $1.03 | — | MUNICIP | 657645TY3 |
| — | SAN JOSE CALIF REDEV AGY TAX 5 | 60,000 | $62,000 | 0.0% | $1.03 | — | MUNICIP | 798147N42 |
| — | OXNARD CALIF FING AUTH LEAS 5. | 60,000 | $62,000 | 0.0% | $1.03 | — | MUNICIP | 691875BL1 |
| — | LOUISIANA ST LOCAL GOVT 3.000% | 60,000 | $62,000 | 0.0% | $1.03 | — | MUNICIP | 546282RB2 |
| — | NEW BRAUNFELS TX INDPT 3.375% | 60,000 | $60,000 | 0.0% | $1.00 | — | MUNICIP | 642543RJ3 |
| — | NEW YORK ST URBAN DEV CORP 5.0 | 50,000 | $58,000 | 0.0% | $1.16 | — | MUNICIP | 650035VS4 |
| — | VIRGIN ISLANDS PUB FIN AUTH 5. | 55,000 | $57,000 | 0.0% | $1.04 | — | MUNICIP | 927676PE0 |
| — | HARTFORD CONN GO REF BDS 5.000 | 55,000 | $57,000 | 0.0% | $1.04 | — | MUNICIP | 416415CZ8 |
| — | NEW YORK ST TWY AUTH-A 5.000% | 50,000 | $57,000 | 0.0% | $1.14 | — | MUNICIP | 650014TL7 |
| — | STOCKTON CA UNIF SCH DIST 5.00 | 55,000 | $57,000 | 0.0% | $1.04 | — | MUNICIP | 861419KX6 |
| — | NYS UDC-B BE 5.250% 01/01/22 | 50,000 | $57,000 | 0.0% | $1.14 | — | MUNICIP | 650035LL0 |
| — | COLLINGSWOOD NJ SCH DIST 4.000 | 55,000 | $56,000 | 0.0% | $1.02 | — | MUNICIP | 194774EU5 |
| — | NEW YORK ST DORM AUTH REVS 5.0 | 50,000 | $56,000 | 0.0% | $1.12 | — | MUNICIP | 649906AG9 |
| — | MONROE CNTY NY INDL DEV COR 5. | 50,000 | $55,000 | 0.0% | $1.10 | — | MUNICIP | 61075TCU0 |
| — | NEW JERSEY ST TRANSPRTN 5.000% | 50,000 | $55,000 | 0.0% | $1.10 | — | MUNICIP | 646136PZ8 |
| — | NYC TRANS FIN 5.000% 07/15/26 | 50,000 | $55,000 | 0.0% | $1.10 | — | MUNICIP | 64972HBF8 |
| — | NEW JERSEY ST HSG & MTGE FIN 4 | 55,000 | $55,000 | 0.0% | $1.00 | — | MUNICIP | 6461297A8 |
| — | NEW YORK CITY TRANSIT SUB-S 5. | 50,000 | $55,000 | 0.0% | $1.10 | — | MUNICIP | 64971Q5T6 |
| — | NEW JERSEY ST TRANSPRTN 6.104% | 50,000 | $54,000 | 0.0% | $1.08 | — | MUNICIP | 646136XT3 |
| — | SAN JUAN TEX HIGHER ED 6.700% | 50,000 | $54,000 | 0.0% | $1.08 | — | MUNICIP | 798410AG1 |
| — | LA USD 5.000% 07/01/27 | 50,000 | $54,000 | 0.0% | $1.08 | — | MUNICIP | 544646LH3 |
| — | COCOA FLA WTR & SWR REV 5.250% | 50,000 | $54,000 | 0.0% | $1.08 | — | MUNICIP | 191783DY2 |
| — | ILLINOIS FIN AUTH REV 6% 05/15 | 50,000 | $53,000 | 0.0% | $1.06 | — | MUNICIP | 45200F3R8 |
| — | NORTHERN BURLINGTON CNTY 5.250 | 50,000 | $53,000 | 0.0% | $1.06 | — | MUNICIP | 664822DH3 |
| — | CALIFORNIA ST REF-STEM CELL 5. | 50,000 | $53,000 | 0.0% | $1.06 | — | MUNICIP | 13063BBT8 |
| — | DISTRICT OF COLUMBIA 5.000% 06 | 50,000 | $53,000 | 0.0% | $1.06 | — | MUNICIP | 25476A7J2 |
| — | MINNESOTA PUB FACS AUTH 3.000% | 50,000 | $53,000 | 0.0% | $1.06 | — | MUNICIP | 604112CR1 |
| — | INDIANAPOLIS IND LOC PUB 5.5% | 50,000 | $52,000 | 0.0% | $1.04 | — | MUNICIP | 45528S2W5 |
| — | NEW JERSEY BLDG AUTH REV-A 4.5 | 50,000 | $52,000 | 0.0% | $1.04 | — | MUNICIP | 645771TX4 |
| — | GLEN ROCK NJ SCH DIST 4.700% 0 | 50,000 | $52,000 | 0.0% | $1.04 | — | MUNICIP | 377784EV1 |
| — | HENNEPIN CNTY MN SALES TAX 4.8 | 50,000 | $52,000 | 0.0% | $1.04 | — | MUNICIP | 425538CH6 |
| — | CMWLTH FING AUTH PA 4.700% 06/ | 50,000 | $52,000 | 0.0% | $1.04 | — | MUNICIP | 20281PCR1 |
| — | PENNSYLVANIA ST BUILD AMER 5.3 | 50,000 | $52,000 | 0.0% | $1.04 | — | MUNICIP | 70914PNE8 |
| — | MASSACHUSETTS ST WTR POLLUT 4. | 50,000 | $52,000 | 0.0% | $1.04 | — | MUNICIP | 57604PZQ0 |
| — | NEW YORK ST 4.750% 02/15/37 | 50,000 | $51,000 | 0.0% | $1.02 | — | MUNICIP | 649791DX5 |
| — | SWEDESBORO WOOLWICH NJ CON 4.5 | 50,000 | $51,000 | 0.0% | $1.02 | — | MUNICIP | 870262DM1 |
| — | MOORESTOWN TWP NJ SCH DIST 4.5 | 50,000 | $51,000 | 0.0% | $1.02 | — | MUNICIP | 616021LB5 |
| — | NEW YORK ST URBAN DEV CORP- 5. | 45,000 | $51,000 | 0.0% | $1.13 | — | MUNICIP | 650035PC6 |
| — | VIRGINIA ST PUBLIC SCH DIST 4. | 50,000 | $51,000 | 0.0% | $1.02 | — | MUNICIP | 92817SCR7 |
| — | PORT AUTH OF NY & NJ 4.750% 11 | 50,000 | $51,000 | 0.0% | $1.02 | — | MUNICIP | 73358T7Z8 |
| — | NEW JERSEY ST EDL FACS-L 4.375 | 50,000 | $50,000 | 0.0% | $1.00 | — | MUNICIP | 64605LJW9 |
| — | NEW JERSEY ST TRANSPRTN 5.000% | 50,000 | $50,000 | 0.0% | $1.00 | — | MUNICIP | 646136QC8 |
| — | IRVINGTON TWN NJ 4.625% 07/15/ | 50,000 | $50,000 | 0.0% | $1.00 | — | MUNICIP | 464080HK9 |
| — | NEW JERSEY ECONOMIC DEV-C 4.50 | 50,000 | $50,000 | 0.0% | $1.00 | — | MUNICIP | 645918XP3 |
| — | SAN JUAN TEX HIGHER ED FIN 5.1 | 45,000 | $48,000 | 0.0% | $1.07 | — | MUNICIP | 798410AD8 |
| — | MARLBORO TWP NJ GO 3.250% 10/0 | 45,000 | $48,000 | 0.0% | $1.07 | — | MUNICIP | 570833ET6 |
| — | UNION CNTY NJ-B 3.000% 03/01/1 | 45,000 | $48,000 | 0.0% | $1.07 | — | MUNICIP | 90634PAS8 |
| — | NEW YORK CITY TRANS TAX-I 5.00 | 40,000 | $46,000 | 0.0% | $1.15 | — | MUNICIP | 64971MY30 |
| — | MORONGO CA UNIF SCH DIST 5.250 | 45,000 | $46,000 | 0.0% | $1.02 | — | MUNICIP | 617736HN6 |
| — | NEW YORK ST DORM AUTH REV-A 5. | 40,000 | $46,000 | 0.0% | $1.15 | — | MUNICIP | 649905CG9 |
| — | ADELPHIA COM ESCROW 0.00% DUE | 6,441,000 | $45,000 | 0.0% | $0.01 | — | Common Stock | 006ESCBF3 |
| — | HOUSTON TX HOTEL OCCUPANCY 5.0 | 45,000 | $45,000 | 0.0% | $1.00 | — | MUNICIP | 44237NFW7 |
| — | HIGHLANDS HLTH-G-UNRF 5.125% 1 | 40,000 | $44,000 | 0.0% | $1.10 | — | MUNICIP | 431022PR7 |
| — | UNIV KS HOSP 5.000% 09/01/16 | 40,000 | $44,000 | 0.0% | $1.10 | — | MUNICIP | 914367BY2 |
| — | MASSACHUSETTS ST HEALTH 4.500% | 40,000 | $43,000 | 0.0% | $1.07 | — | MUNICIP | 57586CUM5 |
| — | BURLINGTON VT ELEC REV 5.000% | 40,000 | $43,000 | 0.0% | $1.07 | — | MUNICIP | 122079HE9 |
| — | NEW YORK GO BDS-B 5.000% 08/01 | 40,000 | $43,000 | 0.0% | $1.07 | — | MUNICIP | 64966J3C8 |
| — | NEW YORK NY CITY MUN PRERE 5.0 | 40,000 | $42,000 | 0.0% | $1.05 | — | MUNICIP | 64972F8A7 |
| — | NORTH TEX TWY AUTH 6.125% 01/0 | 40,000 | $42,000 | 0.0% | $1.05 | — | MUNICIP | 66285WDV5 |
| — | HARRIS CNTY TEX PRERE 5.250% 1 | 40,000 | $42,000 | 0.0% | $1.05 | — | MUNICIP | 414005JP4 |
| — | HOUSTON TX HGR EDU FIN CORP 4. | 40,000 | $41,000 | 0.0% | $1.02 | — | MUNICIP | 442378CY9 |
| — | NEW JERSEY ST GO REF-H 5.250% | 40,000 | $41,000 | 0.0% | $1.02 | — | MUNICIP | 646039AV9 |
| — | TEXAS ST TRANSN COMMN-MOBIL 4. | 40,000 | $40,000 | 0.0% | $1.00 | — | MUNICIP | 882721PA5 |
| — | UPPER OCCOQUAN VA SEWAGE AU 4. | 40,000 | $40,000 | 0.0% | $1.00 | — | MUNICIP | 916277JX5 |
| — | AMERICAN AIRLINES ESCROW | 200,000 | $40,000 | 0.0% | $0.20 | — | Common Stock | 235ESCAM2 |
| — | TOBACCO SETTLEMENT FING CORP 5 | 55,000 | $39,000 | 0.0% | $0.71 | — | MUNICIP | 888808DF6 |
| — | NORTHWEST TX INDPT SCH 5.000% | 35,000 | $39,000 | 0.0% | $1.11 | — | MUNICIP | 667825XR9 |
| — | NEW YORK ST DORM AUTH-A 5.000% | 35,000 | $38,000 | 0.0% | $1.09 | — | MUNICIP | 64983M6T0 |
| — | NEW YORK ST ENVIRON REV-A 5.00 | 35,000 | $38,000 | 0.0% | $1.09 | — | MUNICIP | 64986ANB3 |
| — | EDINBURG TX CONS INDPT 4.000% | 35,000 | $36,000 | 0.0% | $1.03 | — | MUNICIP | 280785PK6 |
| — | EATONTOWN NJ SCH DIST 4.500% 0 | 35,000 | $36,000 | 0.0% | $1.03 | — | MUNICIP | 278353DA2 |
| — | NORFOLK VA WTR REVENUE 4.750% | 35,000 | $35,000 | 0.0% | $1.00 | — | MUNICIP | 656009GL5 |
| — | MORRIS CNTY NJ GO 5.000% 09/15 | 30,000 | $35,000 | 0.0% | $1.17 | — | MUNICIP | 6180233X1 |
| — | NEW YORK GO BDS-B 5.000% 08/15 | 30,000 | $34,000 | 0.0% | $1.13 | — | MUNICIP | 64966KSR5 |
| — | ROUND ROCK TX INDEP SCH DIST 5 | 30,000 | $34,000 | 0.0% | $1.13 | — | MUNICIP | 779240EM8 |
| — | NORTH CAROLINA ST 5.000% 03/01 | 30,000 | $33,000 | 0.0% | $1.10 | — | MUNICIP | 658256YB2 |
| — | NEW JERSEY ST TRANSPRTN 5.000% | 30,000 | $33,000 | 0.0% | $1.10 | — | MUNICIP | 646136YA3 |
| — | CAMDEN CNTY NJ IMPT AUTH RE 3. | 30,000 | $32,000 | 0.0% | $1.07 | — | MUNICIP | 13281NNG3 |
| — | SAN ANTONIO TEXAS ELEC & 5.375 | 30,000 | $32,000 | 0.0% | $1.07 | — | MUNICIP | 796253UP5 |
| — | MIDDLESEX CNTY NJ CTFS REF 4.0 | 30,000 | $32,000 | 0.0% | $1.07 | — | MUNICIP | 596562GY8 |
| — | CONCORD MASS URP BDS 2007 3.75 | 30,000 | $32,000 | 0.0% | $1.07 | — | MUNICIP | 206273WM2 |
| — | PORT AUTH OF NY & NJ 4.750% 07 | 30,000 | $31,000 | 0.0% | $1.03 | — | MUNICIP | 73358T4H1 |
| — | PORT AUTH OF NY & NJ 4.750% 07 | 30,000 | $31,000 | 0.0% | $1.03 | — | MUNICIP | 73358T4E8 |
| — | CONNECTICUT ST HLTH & EDU 5.00 | 30,000 | $31,000 | 0.0% | $1.03 | — | MUNICIP | 20774YBJ5 |
| — | NORTH HALEDON NJ SCH DIST 4.37 | 30,000 | $30,000 | 0.0% | $1.00 | — | MUNICIP | 659545CP0 |
| — | MASSACHUSETTS ST HLTH & EDL 5. | 25,000 | $30,000 | 0.0% | $1.20 | — | MUNICIP | 57586CBP9 |
| — | STATE PUB SCH BLDG AUTH PA 4.7 | 30,000 | $30,000 | 0.0% | $1.00 | — | MUNICIP | 8573226B2 |
| — | MASSACHUSETTS ST TPK AUTH 0.00 | 35,000 | $29,000 | 0.0% | $0.83 | — | MUNICIP | 576018BB0 |
| — | MERCER CNTY NJ GO REF 5.000% 0 | 25,000 | $29,000 | 0.0% | $1.16 | — | MUNICIP | 587839XA4 |
| — | NEW JERSEY ST EDL FACS AUTH 5. | 25,000 | $28,000 | 0.0% | $1.12 | — | MUNICIP | 646065RD6 |
| — | JERSEY CITY N J GO REF BDS 5.5 | 25,000 | $28,000 | 0.0% | $1.12 | — | MUNICIP | 4765755Y7 |
| — | NEW YORK ST DORM AUTH REV-F 5. | 25,000 | $27,000 | 0.0% | $1.08 | — | MUNICIP | 649907AW2 |
| — | FLEMINGTON-RARITAN N J REGL 5. | 25,000 | $27,000 | 0.0% | $1.08 | — | MUNICIP | 339297KV4 |
| — | KINGSPORT SCH PUB IMP 4% 02/01 | 25,000 | $27,000 | 0.0% | $1.08 | — | MUNICIP | 4964406T0 |
| — | EAGLE MTN & SAGINAW TX INDPT 5 | 25,000 | $27,000 | 0.0% | $1.08 | — | MUNICIP | 269695N32 |
| — | WASHINGTON ST HIGHER ED FAC 4. | 25,000 | $27,000 | 0.0% | $1.08 | — | MUNICIP | 939781XX3 |
| — | HONOLULU CITY & CNTY HI 5.250% | 25,000 | $27,000 | 0.0% | $1.08 | — | MUNICIP | 438670QL8 |
| — | LOUISIANA ST CITIZENS PROP 5.0 | 25,000 | $27,000 | 0.0% | $1.08 | — | MUNICIP | 546456BE3 |
| — | UNIVERSITY NC CHAPEL HILL 5.00 | 25,000 | $27,000 | 0.0% | $1.08 | — | MUNICIP | 914713A28 |
| — | BROWNSVILLE TEX CTFS OBLIG 5.5 | 25,000 | $27,000 | 0.0% | $1.08 | — | MUNICIP | 116405DF5 |
| — | NEW JERSEY ST TRANSPRTN 5.500% | 25,000 | $26,000 | 0.0% | $1.04 | — | MUNICIP | 646136A76 |
| — | LEON SCH BRD-REF 4% 07/01/19 | 25,000 | $26,000 | 0.0% | $1.04 | — | MUNICIP | 52643MBN4 |
| — | GOLDEN KNIGHTS CORP FLA CTF 4. | 25,000 | $26,000 | 0.0% | $1.04 | — | MUNICIP | 381101AL8 |
| — | GODFREY ETC SD REF 4% 05/01/17 | 25,000 | $26,000 | 0.0% | $1.04 | — | MUNICIP | 380302ED7 |
| — | MADISON SD REF-BLDG 4% 03/01/2 | 25,000 | $26,000 | 0.0% | $1.04 | — | MUNICIP | 558495HU4 |
| — | MAGOFFIN CNTY SD 4.125% 08/01/ | 25,000 | $26,000 | 0.0% | $1.04 | — | MUNICIP | 559760JA2 |
| — | NEW KENSINGTON PA MUN SAN 5.00 | 25,000 | $26,000 | 0.0% | $1.04 | — | MUNICIP | 646309FN9 |
| — | LITTLE ELM TEX CTFS OBLIG 4.75 | 25,000 | $26,000 | 0.0% | $1.04 | — | MUNICIP | 537095HY0 |
| — | MEADE CNTY SD 2ND SER 4% 10/01 | 25,000 | $26,000 | 0.0% | $1.04 | — | MUNICIP | 583030HM6 |
| — | UNIVERSITY VA UNIV 5% 06/01/40 | 25,000 | $26,000 | 0.0% | $1.04 | — | MUNICIP | 915217QT3 |
| — | UNIVERSITY TOLEDO OHIO GEN 4.1 | 25,000 | $26,000 | 0.0% | $1.04 | — | MUNICIP | 915138HM6 |
| — | BRISTOL BORO SD 4% 03/01/23 | 25,000 | $26,000 | 0.0% | $1.04 | — | MUNICIP | 109754BP5 |
| — | TRINITY RIVER AUTH TEX TEN 4.2 | 25,000 | $26,000 | 0.0% | $1.04 | — | MUNICIP | 896576JM8 |
| — | BUTLER CNTY WTRWKS RF 4% 12/01 | 25,000 | $26,000 | 0.0% | $1.04 | — | MUNICIP | 123565GR8 |
| — | SWSTRN DEV-MASCOUTAH 4.6% 02/0 | 25,000 | $26,000 | 0.0% | $1.04 | — | MUNICIP | 84552YJP7 |
| — | OXFORD BLDG AUTH-A 4.2% 10/01/ | 25,000 | $26,000 | 0.0% | $1.04 | — | MUNICIP | 69140XAR4 |
| — | OTTAWA-SEW DISPOSAL 4% 05/01/2 | 25,000 | $26,000 | 0.0% | $1.04 | — | MUNICIP | 689225PB0 |
| — | OH WTR-UNREF-WTR QUAL 5.000% 1 | 25,000 | $26,000 | 0.0% | $1.04 | — | MUNICIP | 67766WRM6 |
| — | FAIRFAX SWR 4% 07/15/27 | 25,000 | $26,000 | 0.0% | $1.04 | — | MUNICIP | 303867GG4 |
| — | ELYRIA OHIO 4.000% 12/01/18 | 25,000 | $26,000 | 0.0% | $1.04 | — | MUNICIP | 290641F95 |
| — | AUSTIN ISD-REF 5% 08/01/33 | 25,000 | $26,000 | 0.0% | $1.04 | — | MUNICIP | 052430DR3 |
| — | DODGE CITY KANS SALES TAX 4.50 | 25,000 | $26,000 | 0.0% | $1.04 | — | MUNICIP | 256359BX7 |
| — | KIRTLAND SD-IMPT 4.125% 12/01/ | 25,000 | $26,000 | 0.0% | $1.04 | — | MUNICIP | 497692DN0 |
| — | FLORIDA ST MUN PWR AGY REV 5.0 | 25,000 | $26,000 | 0.0% | $1.04 | — | MUNICIP | 342816WF8 |
| — | JANESVILLE SD-SCH BLD 4.5% 03/ | 25,000 | $26,000 | 0.0% | $1.04 | — | MUNICIP | 470878JA8 |
| — | LAKEWOOD OHIO WTR SYS REV 4.25 | 25,000 | $26,000 | 0.0% | $1.04 | — | MUNICIP | 512651BY5 |
| — | ST LOUIS MO MUNI FIN CORP 4.00 | 25,000 | $26,000 | 0.0% | $1.04 | — | MUNICIP | 79165TLG4 |
| — | FL BOE PUB ED-REF-B 4.75% 06/0 | 25,000 | $26,000 | 0.0% | $1.04 | — | MUNICIP | 341535TN2 |
| — | KANSAS ST DEV FIN AUTH REV 4.1 | 25,000 | $26,000 | 0.0% | $1.04 | — | MUNICIP | 4854286U5 |
| — | LEE CNTY COPS FACS 4.125% 04/0 | 25,000 | $26,000 | 0.0% | $1.04 | — | MUNICIP | 523717BN5 |
| — | FRESNO CALIF IRR DIST CTFS 4.3 | 25,000 | $26,000 | 0.0% | $1.04 | — | MUNICIP | 358180AV9 |
| — | GLEN ROCK NJ SCH DIST 4.600% 0 | 25,000 | $26,000 | 0.0% | $1.04 | — | MUNICIP | 377784ET6 |
| — | RADNOR TWP SD SER C 4.05% 11/1 | 25,000 | $26,000 | 0.0% | $1.04 | — | MUNICIP | 750599HD7 |
| — | RIDGEWOOD N J GO BDS 2007 5.00 | 25,000 | $26,000 | 0.0% | $1.04 | — | MUNICIP | 766243RW1 |
| — | VA ST HSG 4.5% 07/01/24 | 25,000 | $26,000 | 0.0% | $1.04 | — | MUNICIP | 92812UZV3 |
| — | ROSEVILLE MICH SCH DIST 5.000% | 25,000 | $26,000 | 0.0% | $1.04 | — | MUNICIP | 778017LP6 |
| — | WEST CHESTER SD-RF-A 4.125% 02 | 25,000 | $26,000 | 0.0% | $1.04 | — | MUNICIP | 952030YY4 |
| — | PORTLAND LTD TAX-C 4.375% 06/0 | 25,000 | $26,000 | 0.0% | $1.04 | — | MUNICIP | 736740JJ1 |
| — | GRANT PUD #2-RF-DEV-A 4% 01/01 | 25,000 | $26,000 | 0.0% | $1.04 | — | MUNICIP | 387883NA5 |
| — | HARRISONBURG-PUB IMPT 4.125% 0 | 25,000 | $26,000 | 0.0% | $1.04 | — | MUNICIP | 415666KX3 |
| — | PIMA CNTY 4% 07/01/18 | 25,000 | $26,000 | 0.0% | $1.04 | — | MUNICIP | 721882BV9 |
| — | PHARR TEX 4.100% 08/15/19 | 25,000 | $26,000 | 0.0% | $1.04 | — | MUNICIP | 717180LG6 |
| — | ALABAMA ST UNIV REV 5.250% 09/ | 25,000 | $26,000 | 0.0% | $1.04 | — | MUNICIP | 010632ME4 |
| — | CLAYTON DEV-REF-B 4% 08/01/19 | 25,000 | $26,000 | 0.0% | $1.04 | — | MUNICIP | 184150DM9 |
| — | DALLAS TEX AREA RAPID TRAN 4.5 | 25,000 | $26,000 | 0.0% | $1.04 | — | MUNICIP | 235241EW2 |
| — | DAVIS CNTY 4% 02/01/19 | 25,000 | $26,000 | 0.0% | $1.04 | — | MUNICIP | 239001FX3 |
| — | WARREN SD REF 4.25% 05/01/24 | 25,000 | $25,000 | 0.0% | $1.00 | — | MUNICIP | 935341VS3 |
| — | CORONA-NORCO CA UNI SCH DIS 4. | 25,000 | $25,000 | 0.0% | $1.00 | — | MUNICIP | 21976TET5 |
| — | ALABAMA ST BRD ED REV 4.000% 1 | 25,000 | $25,000 | 0.0% | $1.00 | — | MUNICIP | 0104876S0 |
| — | DALLAS CMNTY CLG 4% 02/15/29 | 25,000 | $25,000 | 0.0% | $1.00 | — | MUNICIP | 234685KE4 |
| — | PENNSYLVANIA ST HGR EDUC FAC 4 | 25,000 | $25,000 | 0.0% | $1.00 | — | MUNICIP | 70917N7U2 |
| — | NEW JERSEY ST EDJ FACS AUTH 4. | 25,000 | $25,000 | 0.0% | $1.00 | — | MUNICIP | 64605LW20 |
| — | PENDLETON CNTY SD FIN 4.125% 0 | 25,000 | $25,000 | 0.0% | $1.00 | — | MUNICIP | 706770EF7 |
| — | CARLSTADT NJ SCH DIST 4.500% 0 | 25,000 | $25,000 | 0.0% | $1.00 | — | MUNICIP | 142843CC3 |
| — | ESCONDIDO CALIF REV CTFS 4.125 | 25,000 | $25,000 | 0.0% | $1.00 | — | MUNICIP | 296344CH5 |
| — | OMAHA PWR-NEB CITY-A 4.1% 02/0 | 25,000 | $25,000 | 0.0% | $1.00 | — | MUNICIP | 682004BS4 |
| — | OMAHA PWR SUB-SYS-AA 4.15% 02/ | 25,000 | $25,000 | 0.0% | $1.00 | — | MUNICIP | 6817932F1 |
| — | BRADENTON SPL OBLG 4.25% 09/01 | 25,000 | $25,000 | 0.0% | $1.00 | — | MUNICIP | 104178EA2 |
| — | UNIVERSITY NORTHN COLO 5.000% | 25,000 | $25,000 | 0.0% | $1.00 | — | MUNICIP | 914739DZ7 |
| — | BOONE CNTY SD FIN BDG 4.125% 0 | 25,000 | $25,000 | 0.0% | $1.00 | — | MUNICIP | 098825XN7 |
| — | BLOOMFIELD TWP LIBR 4.125% 05/ | 25,000 | $25,000 | 0.0% | $1.00 | — | MUNICIP | 094149EY3 |
| — | UPPER TRINITY REGL WTR DIST 4. | 25,000 | $25,000 | 0.0% | $1.00 | — | MUNICIP | 916672QE1 |
| — | OXFORD MISS 4.000% 03/01/25 | 25,000 | $25,000 | 0.0% | $1.00 | — | MUNICIP | 691616KV7 |
| — | CAPE CORAL FLA UTIL 4.125% 07/ | 25,000 | $25,000 | 0.0% | $1.00 | — | MUNICIP | 13937XBS6 |
| — | MONROE UTIL REF-COMB 4% 12/01/ | 25,000 | $25,000 | 0.0% | $1.00 | — | MUNICIP | 610884DN5 |
| — | NEW BRAUNFELS-B-HOTEL 4.25% 09 | 25,000 | $25,000 | 0.0% | $1.00 | — | MUNICIP | 642526HA8 |
| — | NATIONAL CITY CALIF CMNTY 4.00 | 25,000 | $25,000 | 0.0% | $1.00 | — | MUNICIP | 634900FG4 |
| — | JACKSONVILLE UNIV-FEE 4.75% 12 | 25,000 | $25,000 | 0.0% | $1.00 | — | MUNICIP | 469205GE2 |
| — | FRANKLIN SD BLDG 4.25% 05/01/2 | 25,000 | $25,000 | 0.0% | $1.00 | — | MUNICIP | 352840QG0 |
| — | GENESEE CNTY MICH 4.000% 05/01 | 25,000 | $25,000 | 0.0% | $1.00 | — | MUNICIP | 371608GH7 |
| — | LA CA UNI SCH DI COP-B PRER 5. | 25,000 | $25,000 | 0.0% | $1.00 | — | MUNICIP | 544648PR3 |
| — | MOLINE-CORP PURP-B 4% 11/01/18 | 25,000 | $25,000 | 0.0% | $1.00 | — | MUNICIP | 608557ST2 |
| — | LANSE CREUSE MICH PUB SCHS 5.0 | 25,000 | $25,000 | 0.0% | $1.00 | — | MUNICIP | 516228NE9 |
| — | FORT WAYNE IND ECONOMIC DEV 5. | 25,000 | $25,000 | 0.0% | $1.00 | — | MUNICIP | 349246DZ8 |
| — | ATLANTA GA DEV AUTH REV 4.000% | 25,000 | $25,000 | 0.0% | $1.00 | — | MUNICIP | 04780NDG9 |
| — | BAY CNTY FLA SALES TAX REV 4.2 | 25,000 | $25,000 | 0.0% | $1.00 | — | MUNICIP | 07223NEB7 |
| — | HARTFORD CONN GO REF BDS 5.000 | 20,000 | $24,000 | 0.0% | $1.20 | — | MUNICIP | 416415CV7 |
| — | MICHIGAN MUN BD AUTH REV 4.250 | 25,000 | $22,000 | 0.0% | $0.88 | — | MUNICIP | 59455TQN5 |
| — | ADELPHIA COM ESCROW 0.00% DUE | 3,150,000 | $22,000 | 0.0% | $0.01 | — | Common Stock | 006ESCBC0 |
| — | FRANKLIN TWP SOMERSET CNTY 5.0 | 20,000 | $22,000 | 0.0% | $1.10 | — | MUNICIP | 355064HS8 |
| — | LOC GOVT MUN BD AUTH REV 4.125 | 25,000 | $22,000 | 0.0% | $0.88 | — | MUNICIP | 59455TQL9 |
| — | CHARLESTON SC WTR & SWR REV 5. | 20,000 | $21,000 | 0.0% | $1.05 | — | MUNICIP | 160429RC2 |
| — | ADELPHIA COM ESCROW 0.00% DUE | 3,025,000 | $21,000 | 0.0% | $0.01 | — | Common Stock | 006ESC9F6 |
| — | SEATTLE WA MUN LT & PWR 5.250% | 20,000 | $21,000 | 0.0% | $1.05 | — | MUNICIP | 812643BW3 |
| — | GARLAND TX 5.250% 02/15/15 | 20,000 | $21,000 | 0.0% | $1.05 | — | MUNICIP | 366119PV1 |
| — | WISCONSIN ST CLEAN WTR REV 5.0 | 20,000 | $20,000 | 0.0% | $1.00 | — | MUNICIP | 977092NZ4 |
| — | ADELPHIA COM ESCROW 0.00% DUE | 2,715,000 | $19,000 | 0.0% | $0.01 | — | Common Stock | 006ESCAZ0 |
| — | LEHMAN 5.250 02/06/13 ESCROW C | 90,000 | $19,000 | 0.0% | $0.21 | — | Common Stock | 525ESC2W8 |
| — | NY LOC ASST REF SER C 5.5% 04/ | 15,000 | $17,000 | 0.0% | $1.13 | — | MUNICIP | 649876JN0 |
| — | NEW JERSEY ECON DEV AUTH-N 5.0 | 15,000 | $16,000 | 0.0% | $1.07 | — | MUNICIP | 6459164Y0 |
| — | GLOUCHESTER CNTY NJ IMPT 4.750 | 15,000 | $16,000 | 0.0% | $1.07 | — | MUNICIP | 37969YLW4 |
| — | GRAND PRAIRIE TEX WTR & 4.625% | 15,000 | $16,000 | 0.0% | $1.07 | — | MUNICIP | 386168QA9 |
| — | CAMBRIDGE MASS LN PRERE 4.250% | 15,000 | $15,000 | 0.0% | $1.00 | — | MUNICIP | 132285ZN0 |
| — | LEHMAN 6.20 09/26/14 ESCROW CL | 70,000 | $15,000 | 0.0% | $0.21 | — | Common Stock | 525ESC6X2 |
| — | QUEBECOR WORLD LITIGATION TRST | 930,000 | $14,000 | 0.0% | $0.02 | — | Common Stock | 748ESCAA8 |
| — | AT HOME CORP REG CNV BD (DEF) | 133,347,086 | $13,000 | 0.0% | $0.00 | — | Conv Bond P2 | 045919AF4 |
| — | NEW JERSEY ENVIRON INF PRER 5. | 10,000 | $12,000 | 0.0% | $1.20 | — | MUNICIP | 645791LL6 |
| — | METRO TRANSN AUTH NY REV-F 5.0 | 10,000 | $12,000 | 0.0% | $1.20 | — | MUNICIP | 59259YTP4 |
| — | ADELPHIA COM ESCROW 0.000% DUE | 1,500,000 | $11,000 | 0.0% | $0.01 | — | Common Stock | 006ESCAP2 |
| — | VIRGIN ISLANDS PUB FIN AUTH 5. | 10,000 | $11,000 | 0.0% | $1.10 | — | MUNICIP | 927676QZ2 |
| — | NEW YORK GO BDS-E 5.000% 08/01 | 10,000 | $11,000 | 0.0% | $1.10 | — | MUNICIP | 64966HSP6 |
| — | GEORGIA ST RD & TWY AUTH 5.000 | 10,000 | $11,000 | 0.0% | $1.10 | — | MUNICIP | 37358MBJ9 |
| — | ALLIANCE DATA SYSTEMS CORP | 2,000 | $11,000 | 0.0% | $5.50 | — | NOTE 4.750% 5/1 | 018581AC2 |
| — | ROYSE CITY TX INDPT PRERE 0.00 | 10,000 | $10,000 | 0.0% | $1.00 | — | MUNICIP | 780869PG2 |
| — | ADELPHIA COM ESCROW 0.00% DUE | 1,000,000 | $7,000 | 0.0% | $0.01 | — | Common Stock | 006ESCAW7 |
| — | FNMA 0.000 | 400 | $6,000 | 0.0% | $15.00 | — | Preferred Stock | 313586794 |
| — | NEW JERSEY ENVIRONMENTAL IN 5. | 5,000 | $5,000 | 0.0% | $1.00 | — | MUNICIP | 645791UY8 |
| — | PORT AUTH OF NY & NJ 4.500% 10 | 5,000 | $5,000 | 0.0% | $1.00 | — | MUNICIP | 73358TMN8 |
| — | ESSEX CNTY NJ IMPT AUTH 5.000% | 5,000 | $5,000 | 0.0% | $1.00 | — | MUNICIP | 296807GN4 |
| — | CARROLL TX INDEP SCH DIST 0.00 | 5,000 | $5,000 | 0.0% | $1.00 | — | MUNICIP | 145231T71 |
| — | NEW YORK N Y UNREF 4.400% 08/0 | 5,000 | $5,000 | 0.0% | $1.00 | — | MUNICIP | 64966JHB5 |
| — | DEX MEDIA INC NEW | 464 | $3,000 | 0.0% | $6.47 | — | COM | 25213A107 |
| — | VERINT SYS INC | 53 | $2,000 | 0.0% | $37.74 | — | COM | 92343X100 |
| — | COMVERSE INC | 41 | $2,000 | 0.0% | $48.78 | — | COM | 20585P105 |
| — | AT HOME CORP CNV BND REG DEF | 7,185,380 | $1,000 | 0.0% | $0.00 | — | Conv Bond P2 | 045919AC1 |