MACKAY SHIELDS LLC Diversified Active

CIK: 0000061227 · Show all filings

Period: Q4 2013 (← Previous) (Next →)

Filing Date: Jan 28, 2014

Total Value ($000): $2,656,900 (23.7% shares, 76.3% debt)

Holdings (674)

— GILEAD SCIENCES INC 3.2%
Value ($000) $85,762 Shares 25,795,000 Est. Cost $2.27 Unrealized —
— DANAHER CORP DEL 2.4%
Value ($000) $62,530 Shares 27,848,000 Est. Cost $1.84 Unrealized —
— SCHLUMBERGER 2.3%
Value ($000) $62,027 Shares 39,315,000 Est. Cost $1.58 Unrealized —
— UNITED TECHNOLOGIES CORP 2.0%
Value ($000) $53,469 Shares 818,356 Est. Cost $59.37 Unrealized —
GM GENERAL MTRS CO 1.9%
Value ($000) $51,056 Shares 1,249,221 Est. Cost $23.70 Unrealized +18.9%
— NOVELLUS SYS INC 1.9%
Value ($000) $50,089 Shares 29,890,000 Est. Cost $1.49 Unrealized —
— EMC CORP CONV BOND REG 1.9%
Value ($000) $49,369 Shares 31,805,000 Est. Cost $1.48 Unrealized —
— SALIX PHARMACEUTICALS INC 1.8%
Value ($000) $47,101 Shares 31,509,000 Est. Cost $1.20 Unrealized —
— METLIFE INC 1.7%
Value ($000) $45,827 Shares 1,453,004 Est. Cost $43.36 Unrealized —
— INTEL CORP 1.7%
Value ($000) $45,193 Shares 33,203,000 Est. Cost $1.27 Unrealized —
— TEVA PHARMACEUTICAL FIN LLC 1.7%
Value ($000) $45,066 Shares 42,263,000 Est. Cost $1.05 Unrealized —
— TELEFLEX INC 1.7%
Value ($000) $44,714 Shares 28,276,000 Est. Cost $1.35 Unrealized —
— STANLEY BLACK & DECKER INC 1.6%
Value ($000) $43,218 Shares 350,776 Est. Cost $129.49 Unrealized —
— CHART INDS INC 1.6%
Value ($000) $42,618 Shares 27,522,000 Est. Cost $1.50 Unrealized —
— JARDEN CORP 1.5%
Value ($000) $40,146 Shares 28,338,000 Est. Cost $1.42 Unrealized —
— CONTINENTAL AIRLS INC 1.4%
Value ($000) $37,141 Shares 18,144,000 Est. Cost $1.76 Unrealized —
— MICROCHIP TECHNOLOGY INC 1.3%
Value ($000) $34,765 Shares 19,979,000 Est. Cost $1.46 Unrealized —
— RTI INTL METALS INC 1.2%
Value ($000) $33,149 Shares 31,416,000 Est. Cost $1.01 Unrealized —
— COVANTA HLDG CORP 1.2%
Value ($000) $32,407 Shares 27,605,000 Est. Cost $1.29 Unrealized —
— WABASH NATL CORP 1.2%
Value ($000) $32,049 Shares 24,565,000 Est. Cost $1.22 Unrealized —
F FORD MTR CO DEL 1.2%
Value ($000) $31,007 Shares 2,009,500 Est. Cost $7.61 Unrealized +18.4%
— PRICELINE.COM INC 144A 1.1%
Value ($000) $30,089 Shares 26,293,000 Est. Cost $1.14 Unrealized —
— HELIX ENERGY SOLUTIONS GRP I 1.1%
Value ($000) $29,122 Shares 24,263,000 Est. Cost $1.25 Unrealized —
— WELLPOINT INC 1.1%
Value ($000) $28,926 Shares 21,289,000 Est. Cost $1.36 Unrealized —
— XILINX INC 1.1%
Value ($000) $28,393 Shares 17,759,000 Est. Cost $1.51 Unrealized —
— BOTTOMLINE TECH DEL INC 1.0%
Value ($000) $27,504 Shares 20,468,000 Est. Cost $1.12 Unrealized —
— FORD MTR CO DEL 1.0%
Value ($000) $26,840 Shares 14,518,000 Est. Cost $1.81 Unrealized —
— BIOMARIN PHARMACEUTICAL INC 1.0%
Value ($000) $26,700 Shares 25,114,000 Est. Cost $1.06 Unrealized —
— AMERICAN EQTY INV CONV BOND 14 0.9%
Value ($000) $23,227 Shares 10,685,000 Est. Cost $2.17 Unrealized —
— NUANCE COMMUNICATIONS INC 0.9%
Value ($000) $22,897 Shares 23,351,000 Est. Cost $1.03 Unrealized —
C CITIGROUP INC 0.9%
Value ($000) $22,591 Shares 433,527 Est. Cost $36.01 Unrealized +4.6%
— OMNICARE INC 0.8%
Value ($000) $22,517 Shares 22,225,000 Est. Cost $0.95 Unrealized —
— NEENAH CORP 0.8%
Value ($000) $22,496 Shares 1,756,098 Est. Cost $12.81 Unrealized —
— CORNERSTONE ONDEMAND INC 144A 0.8%
Value ($000) $21,498 Shares 17,639,000 Est. Cost $1.22 Unrealized —
— CIENA CORP 0.8%
Value ($000) $21,394 Shares 14,492,000 Est. Cost $1.31 Unrealized —
— MYLAN INC 0.8%
Value ($000) $20,770 Shares 6,325,000 Est. Cost $2.37 Unrealized —
— AKORN INC 0.8%
Value ($000) $20,650 Shares 7,252,000 Est. Cost $1.68 Unrealized —
— MEDIDATA SOLUTIONS INC 144A 0.8%
Value ($000) $20,616 Shares 16,098,000 Est. Cost $1.28 Unrealized —
— HERTZ GLOBAL HOLDINGS INC 0.8%
Value ($000) $20,594 Shares 5,937,000 Est. Cost $2.97 Unrealized —
— AIR LEASE CORP 0.8%
Value ($000) $20,586 Shares 15,277,000 Est. Cost $1.28 Unrealized —
— SL GREEN OPERATING PARTNERSHIP 0.8%
Value ($000) $20,570 Shares 16,464,000 Est. Cost $1.25 Unrealized —
— U S CONCRETE INC 0.8%
Value ($000) $20,095 Shares 887,988 Est. Cost $16.42 Unrealized —
— ALLEGHENY TECHNOLOGIES INC 0.8%
Value ($000) $19,934 Shares 19,229,000 Est. Cost $1.03 Unrealized —
— GOODYEAR TIRE & RUBR CO 0.7%
Value ($000) $19,382 Shares 289,922 Est. Cost $49.32 Unrealized —
— INTERNATIONAL GAME TECHNOLOG 0.7%
Value ($000) $19,338 Shares 18,228,000 Est. Cost $1.07 Unrealized —
— HOLOGIC INC 0.7%
Value ($000) $19,041 Shares 18,611,000 Est. Cost $0.99 Unrealized —
— GMAC CAPITAL TRUST 1 0.7%
Value ($000) $18,961 Shares 709,100 Est. Cost $26.74 Unrealized —
— JDS UNIPHASE CORP 144A 0.7%
Value ($000) $18,541 Shares 18,449,000 Est. Cost $1.00 Unrealized —
— NVIDIA CORP 144A 0.7%
Value ($000) $18,518 Shares 18,000,000 Est. Cost $1.03 Unrealized —
— RPM INTL INC 0.7%
Value ($000) $18,234 Shares 16,413,000 Est. Cost $1.11 Unrealized —
— IXIA 0.7%
Value ($000) $18,023 Shares 16,661,000 Est. Cost $1.14 Unrealized —
— SHUTTERFLY INC 144A 0.7%
Value ($000) $17,874 Shares 16,637,000 Est. Cost $1.07 Unrealized —
— MEDICINES CO 0.7%
Value ($000) $17,425 Shares 11,564,000 Est. Cost $1.51 Unrealized —
— WESCO INTL INC 0.7%
Value ($000) $17,348 Shares 5,352,000 Est. Cost $2.46 Unrealized —
— SBA COMMUNICATIONS CORP 0.6%
Value ($000) $17,261 Shares 5,826,000 Est. Cost $2.45 Unrealized —
— HOST HOTELS & RESORTS LP CNV B 0.6%
Value ($000) $17,006 Shares 11,225,000 Est. Cost $1.52 Unrealized —
— XPO LOGISTICS INC 0.6%
Value ($000) $16,909 Shares 10,084,000 Est. Cost $1.24 Unrealized —
— MGM RESORTS INTERNATIONAL 0.6%
Value ($000) $16,614 Shares 12,065,000 Est. Cost $1.12 Unrealized —
— INVENSENSE INC 144A 0.6%
Value ($000) $16,605 Shares 14,200,000 Est. Cost $1.17 Unrealized —
— OMNICARE CAP TR II 0.6%
Value ($000) $16,475 Shares 221,980 Est. Cost $58.93 Unrealized —
— HORNBECK OFFSHORE SVCS INC N 0.6%
Value ($000) $16,178 Shares 13,627,000 Est. Cost $1.25 Unrealized —
— OMNICOM GROUP INC 0.6%
Value ($000) $16,092 Shares 12,197,000 Est. Cost $1.15 Unrealized —
— LENNAR CORP CONV BOND 144A 0.6%
Value ($000) $15,833 Shares 8,796,000 Est. Cost $1.80 Unrealized —
— YAHOO INC 144A 0.6%
Value ($000) $15,572 Shares 15,000,000 Est. Cost $1.04 Unrealized —
— AIRTRAN HLDGS INC 0.6%
Value ($000) $15,397 Shares 9,077,000 Est. Cost $1.43 Unrealized —
— SPANSION LLC 144A 0.6%
Value ($000) $15,196 Shares 12,981,000 Est. Cost $1.17 Unrealized —
— MEDIVATION INC 0.6%
Value ($000) $15,179 Shares 10,361,000 Est. Cost $1.27 Unrealized —
— WELLS FARGO & CO NEW 0.6%
Value ($000) $14,971 Shares 13,525 Est. Cost $1182.99 Unrealized —
— BARCLAYS BANK PLC PREFERRED 0.6%
Value ($000) $14,744 Shares 12,500,000 Est. Cost $1.18 Unrealized —
— BANK OF AMERICA CORPORATION 0.6%
Value ($000) $14,723 Shares 13,876 Est. Cost $1109.56 Unrealized —
— SALESFORCE.COM INC 144A 0.6%
Value ($000) $14,702 Shares 13,511,000 Est. Cost $1.09 Unrealized —
— WRIGHT MED GROUP INC 0.5%
Value ($000) $14,469 Shares 10,813,000 Est. Cost $1.23 Unrealized —
— SUBSEA 7 SA CONV BOND REG S 0.5%
Value ($000) $14,398 Shares 11,400,000 Est. Cost $1.26 Unrealized —
— LAM RESEARCH CORP 0.5%
Value ($000) $14,160 Shares 12,380,000 Est. Cost $1.06 Unrealized —
— ENERGY XXI BERMUDA 144A 0.5%
Value ($000) $13,851 Shares 14,000,000 Est. Cost $0.99 Unrealized —
— MICRON TECHNOLOGY INC CONV BON 0.5%
Value ($000) $13,687 Shares 6,734,000 Est. Cost $2.03 Unrealized —
— CUBIST PHARMACEUTICALS 144A 0.5%
Value ($000) $13,131 Shares 11,462,000 Est. Cost $1.15 Unrealized —
— GOLDCORP INC NEW 0.5%
Value ($000) $13,002 Shares 600,000 Est. Cost $24.73 Unrealized —
— UPSTATE NY POWER PRODUCERS INC 0.5%
Value ($000) $12,519 Shares 8,516,297 Est. Cost $1.47 Unrealized —
— TIDEWATER INC 0.5%
Value ($000) $12,124 Shares 204,550 Est. Cost $58.71 Unrealized —
— INSULET CORP 0.5%
Value ($000) $12,074 Shares 8,193,000 Est. Cost $1.31 Unrealized —
— APOLLO INVT CORP 0.4%
Value ($000) $11,525 Shares 10,784,000 Est. Cost $1.06 Unrealized —
— NEWPARK RES INC 0.4%
Value ($000) $11,400 Shares 8,469,000 Est. Cost $1.33 Unrealized —
— POST HOLDINGS INC 144A 0.4%
Value ($000) $11,312 Shares 95,200 Est. Cost $118.82 Unrealized —
— RADIAN GROUP INC 0.4%
Value ($000) $11,295 Shares 7,677,000 Est. Cost $1.30 Unrealized —
— CADENCE DESIGN SYSTEM INC 0.4%
Value ($000) $11,276 Shares 6,000,000 Est. Cost $1.88 Unrealized —
— AFFILIATED MANAGERS GROUP 5.10 0.4%
Value ($000) $11,137 Shares 153,717 Est. Cost $72.45 Unrealized —
— BAKER HUGHES INC 0.4%
Value ($000) $11,080 Shares 200,500 Est. Cost $46.13 Unrealized —
— ALON USA ENERGY INC 144A 0.4%
Value ($000) $10,442 Shares 8,206,000 Est. Cost $1.27 Unrealized —
— CUBIST PHARMACEUTICALS 144A 0.4%
Value ($000) $10,348 Shares 8,974,000 Est. Cost $1.15 Unrealized —
— LIBERTY MEDIA CORP 144A 0.4%
Value ($000) $10,256 Shares 10,250,000 Est. Cost $1.00 Unrealized —
— MOTORS LIQUIDATION CO GUC TRUS 0.4%
Value ($000) $10,083 Shares 313,611 Est. Cost $32.15 Unrealized —
— ALZA CORP 0.4%
Value ($000) $10,058 Shares 7,959,000 Est. Cost $1.18 Unrealized —
— JANUS CAP GROUP INC 0.4%
Value ($000) $9,713 Shares 9,339,000 Est. Cost $1.05 Unrealized —
HAL HALLIBURTON CO 0.4%
Value ($000) $9,684 Shares 190,818 Est. Cost $33.21 Unrealized +24.3%
— OMNICARE INC 0.4%
Value ($000) $9,675 Shares 4,211,000 Est. Cost $1.86 Unrealized —
— SANDISK CORP 144A 0.3%
Value ($000) $8,955 Shares 9,000,000 Est. Cost $0.99 Unrealized —
— INTEL CORP 0.3%
Value ($000) $8,739 Shares 7,791,000 Est. Cost $1.09 Unrealized —
— SERVICESOURCE INTL INC 144A 0.3%
Value ($000) $8,007 Shares 8,462,000 Est. Cost $0.95 Unrealized —
— RAMBUS INC 144A 0.3%
Value ($000) $7,953 Shares 7,561,000 Est. Cost $1.05 Unrealized —
— BLUCORA INC 144A 0.3%
Value ($000) $7,805 Shares 5,276,000 Est. Cost $1.48 Unrealized —
— SANCHEZ ENERGY CORP 0.3%
Value ($000) $7,738 Shares 124,300 Est. Cost $62.25 Unrealized —
— ARES CAP CORP 0.3%
Value ($000) $7,619 Shares 7,060,000 Est. Cost $1.09 Unrealized —
— NETSUITE INC 144A 0.3%
Value ($000) $7,311 Shares 6,601,000 Est. Cost $1.11 Unrealized —
— ARES CAPITAL CORP 144A 0.3%
Value ($000) $7,227 Shares 6,928,000 Est. Cost $1.04 Unrealized —
— PRICELINE COM INC 0.3%
Value ($000) $7,211 Shares 5,221,000 Est. Cost $1.20 Unrealized —
— SERVICENOW INC 144A 0.3%
Value ($000) $7,118 Shares 7,000,000 Est. Cost $1.02 Unrealized —
— STEEL DYNAMICS INC 0.3%
Value ($000) $7,071 Shares 6,003,000 Est. Cost $1.07 Unrealized —
— LAM RESEARCH CORP 0.3%
Value ($000) $7,022 Shares 5,770,000 Est. Cost $1.11 Unrealized —
— GENCORP INC 0.2%
Value ($000) $6,482 Shares 3,215,000 Est. Cost $1.84 Unrealized —
— MAIDEN HOLDINGS CNVPFD 0.2%
Value ($000) $6,229 Shares 136,700 Est. Cost $45.57 Unrealized —
— WALTER INVT MGMT CORP 0.2%
Value ($000) $6,067 Shares 6,044,000 Est. Cost $1.01 Unrealized —
— PROOFPOINT INC 144A 0.2%
Value ($000) $5,686 Shares 5,250,000 Est. Cost $1.08 Unrealized —
— SEACOR HOLDINGS INC 0.2%
Value ($000) $5,578 Shares 4,533,000 Est. Cost $1.23 Unrealized —
— ON SEMICONDUCTOR CORP 0.2%
Value ($000) $5,563 Shares 5,059,000 Est. Cost $1.15 Unrealized —
— ENERGY XXI BERMUDA 0.2%
Value ($000) $5,421 Shares 18,403 Est. Cost $294.57 Unrealized —
— NEWMONT MINING CORP 0.2%
Value ($000) $5,362 Shares 5,244,000 Est. Cost $1.08 Unrealized —
— SUBSEA 7 SA CONV BOND REG S 0.2%
Value ($000) $5,256 Shares 5,200,000 Est. Cost $1.01 Unrealized —
— TTM TECHNOLOGIES INC 0.2%
Value ($000) $5,225 Shares 5,073,000 Est. Cost $1.01 Unrealized —
— STANLEY BLACK & DECKER INC 0.2%
Value ($000) $5,160 Shares 50,000 Est. Cost $103.20 Unrealized —
— HEALTH CARE REIT INC 0.2%
Value ($000) $5,030 Shares 97,900 Est. Cost $57.66 Unrealized —
— POST HOLDINGS INC 144A 0.2%
Value ($000) $5,003 Shares 50,000 Est. Cost $100.06 Unrealized —
— VOLCANO CORPORATION 0.2%
Value ($000) $4,960 Shares 5,055,000 Est. Cost $0.91 Unrealized —
— CAMERON INTERNATIONAL CORP 0.2%
Value ($000) $4,762 Shares 80,000 Est. Cost $61.16 Unrealized —
— NUVEEN QUALITY INCOME MUN FD 0.2%
Value ($000) $4,680 Shares 382,027 Est. Cost $12.25 Unrealized —
— NUVEEN MUN OPPORTUNITY FD IN 0.2%
Value ($000) $4,665 Shares 352,850 Est. Cost $13.22 Unrealized —
— CROWN CASTLE INTL CORP 0.2%
Value ($000) $4,632 Shares 46,300 Est. Cost $100.04 Unrealized —
— LIBERTY MEDIA CORP 0.2%
Value ($000) $4,465 Shares 8,366,000 Est. Cost $0.52 Unrealized —
— CITIGROUP CAP PFD 0.2%
Value ($000) $4,360 Shares 160,000 Est. Cost $27.25 Unrealized —
— INFINERA CORP 144A 0.2%
Value ($000) $4,308 Shares 4,000,000 Est. Cost $1.08 Unrealized —
— CLIFFS NATURAL RES PFD 7.0% 2/ 0.2%
Value ($000) $4,164 Shares 181,353 Est. Cost $22.96 Unrealized —
— DEALERTRACK TECHNOLOGIES INC 0.2%
Value ($000) $4,117 Shares 2,967,000 Est. Cost $1.16 Unrealized —
— CLEAN ENERGY FUELS CORP 144A 0.2%
Value ($000) $4,090 Shares 4,000,000 Est. Cost $1.02 Unrealized —
— TIBCO SOFTWARE INC 0.2%
Value ($000) $4,090 Shares 181,948 Est. Cost $21.40 Unrealized —
XMUIX BLACKROCK MUNI INTER DR FD I 0.2%
Value ($000) $4,090 Shares 294,225 Est. Cost $13.90 Unrealized —
— EMULEX CORPORATION 144A 0.1%
Value ($000) $3,933 Shares 4,000,000 Est. Cost $0.98 Unrealized —
— AFFINITY GAMING LLC 0.1%
Value ($000) $3,850 Shares 350,000 Est. Cost $11.00 Unrealized —
— RYLAND GROUP INC 0.1%
Value ($000) $3,710 Shares 3,972,000 Est. Cost $0.91 Unrealized —
— NUVEEN MUN HIGH INCOME OPP F 0.1%
Value ($000) $3,573 Shares 297,717 Est. Cost $12.00 Unrealized —
— NUVEEN PREM INCOME MUN FD 2 0.1%
Value ($000) $3,524 Shares 280,808 Est. Cost $12.55 Unrealized —
— NUVEEN PREM INCOME MUN FD 4 0.1%
Value ($000) $3,345 Shares 275,738 Est. Cost $12.13 Unrealized —
— NUVEEN DIV ADVANTAGE MUN FD 0.1%
Value ($000) $3,337 Shares 262,987 Est. Cost $13.06 Unrealized —
— ARCHER DANIELS MIDLAND CO 0.1%
Value ($000) $3,186 Shares 3,007,000 Est. Cost $1.01 Unrealized —
— BLACKROCK MUNIHLDS INVSTM QL 0.1%
Value ($000) $3,121 Shares 249,256 Est. Cost $12.52 Unrealized —
— INVESCO ADVANTAGE MUNICIPAL 0.1%
Value ($000) $3,095 Shares 294,194 Est. Cost $10.52 Unrealized —
— NUVEEN PERFORMANCE PLUS MUN 0.1%
Value ($000) $3,094 Shares 228,660 Est. Cost $13.53 Unrealized —
— CIENA CORP 0.1%
Value ($000) $3,021 Shares 2,954,000 Est. Cost $0.96 Unrealized —
— BLACKROCK MUNIYIELD CALI QLT 0.1%
Value ($000) $2,963 Shares 217,229 Est. Cost $14.18 Unrealized —
— COMTECH TELECOMMUNICATIONS C 0.1%
Value ($000) $2,781 Shares 2,646,000 Est. Cost $1.02 Unrealized —
— NEWMONT MINING CORP 0.1%
Value ($000) $2,708 Shares 2,708,000 Est. Cost $1.01 Unrealized —
— BLACKROCK MUNIYIELD QLTY FD 0.1%
Value ($000) $2,694 Shares 212,816 Est. Cost $12.66 Unrealized —
— ENSCO PLC 0.1%
Value ($000) $2,687 Shares 47,000 Est. Cost $58.13 Unrealized —
MTNA 6 01/15/16 ARCELORMITTAL SA LUXEMBOURG 0.1%
Value ($000) $2,600 Shares 100,000 Est. Cost $26.00 Unrealized —
— WEYERHAEUSER CO 0.1%
Value ($000) $2,449 Shares 43,700 Est. Cost $56.04 Unrealized —
— UPSTATE NY POWER PRODUCERS INC 0.1%
Value ($000) $2,132 Shares 112,236 Est. Cost $19.00 Unrealized —
SLB SCHLUMBERGER LTD 0.1%
Value ($000) $1,982 Shares 22,000 Est. Cost $52.90 Unrealized +23.0%
— NUVEEN PA INVT QUALITY MUN F 0.1%
Value ($000) $1,950 Shares 157,999 Est. Cost $13.94 Unrealized —
— NUVEEN PA PREM INCOME MUN FD 0.1%
Value ($000) $1,948 Shares 163,808 Est. Cost $13.26 Unrealized —
— OWENS-BROCKWAY CONV BOND 144A 0.1%
Value ($000) $1,759 Shares 1,680,000 Est. Cost $1.05 Unrealized —
— BLACKROCK FLA MUN 2020 TERM 0.1%
Value ($000) $1,758 Shares 116,357 Est. Cost $15.76 Unrealized —
— BLACKROCK MUNIENHANCED FD IN 0.1%
Value ($000) $1,607 Shares 154,530 Est. Cost $10.40 Unrealized —
— NEWARK NJ HSG AUTH HSG REV 5.7 0.1%
Value ($000) $1,581 Shares 1,460,000 Est. Cost $1.08 Unrealized —
— BLACKROCK MUNIYIELD CALIF FD 0.1%
Value ($000) $1,579 Shares 114,553 Est. Cost $13.78 Unrealized —
— ALCOA INC 0.1%
Value ($000) $1,572 Shares 948,000 Est. Cost $1.27 Unrealized —
— NUVEEN MICH QUALITY INCOME M 0.1%
Value ($000) $1,497 Shares 119,553 Est. Cost $13.72 Unrealized —
— PHILADELPHIA PA GO BDS-A 5.250 0.1%
Value ($000) $1,402 Shares 1,330,000 Est. Cost $1.05 Unrealized —
— TWIN RIVERS CA UNIF SCH DIS 3. 0.1%
Value ($000) $1,394 Shares 1,405,000 Est. Cost $0.99 Unrealized —
XMYDX BLACKROCK MUNIYIELD FD INC 0.1%
Value ($000) $1,347 Shares 105,041 Est. Cost $14.76 Unrealized —
— BLACKROCK MUNIHLDNGS CALI QL 0.1%
Value ($000) $1,339 Shares 101,253 Est. Cost $13.22 Unrealized —
— AMERICAN AIRLINES GROUP 0.0%
Value ($000) $1,273 Shares 49,103 Est. Cost $25.93 Unrealized —
— CHTNGA TN HLTH EDL REF REV-A 5 0.0%
Value ($000) $1,193 Shares 1,205,000 Est. Cost $0.99 Unrealized —
— CENTRAL TEX REGL MOBILITY 5.75 0.0%
Value ($000) $1,160 Shares 1,120,000 Est. Cost $1.04 Unrealized —
— BLACKROCK MUNIHOLDINGS FD IN 0.0%
Value ($000) $1,142 Shares 78,730 Est. Cost $14.51 Unrealized —
— HILLSBOROUGH CNTY FL INDL 5.00 0.0%
Value ($000) $1,130 Shares 1,110,000 Est. Cost $1.02 Unrealized —
XMQTX BLACKROCK MUNIY QUALITY FD I 0.0%
Value ($000) $1,073 Shares 91,826 Est. Cost $11.69 Unrealized —
— NEW YORK N Y 6% 10/15/23 0.0%
Value ($000) $1,063 Shares 895,000 Est. Cost $1.19 Unrealized —
— ALERIS CORPORATION 0.0%
Value ($000) $1,037 Shares 96,691 Est. Cost $10.72 Unrealized —
— WILLISTON ND SALES TAX REV- 4. 0.0%
Value ($000) $1,035 Shares 990,000 Est. Cost $1.05 Unrealized —
— QUEBECOR WORLD LITIGATION TRUS 0.0%
Value ($000) $965 Shares 65,625,000 Est. Cost $0.01 Unrealized —
— NUVEEN CA MUN MKT OPPORTUNT 0.0%
Value ($000) $958 Shares 70,681 Est. Cost $14.73 Unrealized —
— NUVEEN PREMIER MUN INCOME FD 0.0%
Value ($000) $932 Shares 75,362 Est. Cost $12.37 Unrealized —
— LOUISIANA STAD & EXPOSITION 5. 0.0%
Value ($000) $923 Shares 805,000 Est. Cost $1.15 Unrealized —
HYMB SPDR SERIES TRUST 0.0%
Value ($000) $919 Shares 18,000 Est. Cost $53.89 Unrealized —
— HOUSTON TEX HOTEL OCCUPANCY 5. 0.0%
Value ($000) $901 Shares 825,000 Est. Cost $1.09 Unrealized —
— VIRGIN ISLANDS PUBLIC FIN 5.00 0.0%
Value ($000) $879 Shares 890,000 Est. Cost $0.99 Unrealized —
— NEXTERA ENERGY INC 0.0%
Value ($000) $877 Shares 15,491 Est. Cost $55.27 Unrealized —
— DETROIT WAYNE CNTY MI 5.000% 1 0.0%
Value ($000) $846 Shares 830,000 Est. Cost $1.02 Unrealized —
— MICHIGAN ST FIN AUTH REVENU 5. 0.0%
Value ($000) $815 Shares 750,000 Est. Cost $1.09 Unrealized —
— HOUSTON TX HOTEL OCCUPANCY 5.0 0.0%
Value ($000) $802 Shares 800,000 Est. Cost $1.00 Unrealized —
— LOUISIANA ST CITIZENS PROP 6.1 0.0%
Value ($000) $790 Shares 695,000 Est. Cost $1.14 Unrealized —
— FNMA 8.250% 0.0%
Value ($000) $788 Shares 90,000 Est. Cost $8.76 Unrealized —
— CLARK CNTY WASH PUB UTIL 5.000 0.0%
Value ($000) $782 Shares 725,000 Est. Cost $1.08 Unrealized —
— FOLEY AL UTILS BRD REV 5.000% 0.0%
Value ($000) $779 Shares 715,000 Est. Cost $1.09 Unrealized —
— DISTRIC COLUMBIA UNIV REV 5.25 0.0%
Value ($000) $773 Shares 700,000 Est. Cost $1.10 Unrealized —
— UNITED STATES STL CORP NEW 0.0%
Value ($000) $769 Shares 717,000 Est. Cost $1.03 Unrealized —
— MAJESTIC STAR CASINO LLC 0.0%
Value ($000) $766 Shares 638,290 Est. Cost $1.20 Unrealized —
— LOUISIANA ST CITIZENS PROP 5.0 0.0%
Value ($000) $740 Shares 680,000 Est. Cost $1.09 Unrealized —
— CHATTANOOGA INDL DEV BRD RE 5. 0.0%
Value ($000) $733 Shares 715,000 Est. Cost $1.03 Unrealized —
— TEXAS PRIVATE ACTIVITY SUR 7.0 0.0%
Value ($000) $719 Shares 665,000 Est. Cost $1.08 Unrealized —
— MIAMI-DADE CNTY FL WTR & SW 5. 0.0%
Value ($000) $668 Shares 585,000 Est. Cost $1.14 Unrealized —
— LAKELAND FL EDUCTNL FACS 5.000 0.0%
Value ($000) $625 Shares 610,000 Est. Cost $1.02 Unrealized —
— DETROIT MICH CITY SCH DIST 5.0 0.0%
Value ($000) $608 Shares 620,000 Est. Cost $0.98 Unrealized —
— METRO TRANSN AUTH REV-B 5.000% 0.0%
Value ($000) $608 Shares 605,000 Est. Cost $1.00 Unrealized —
— WARREN CNTY KY HOSP REV 5.000% 0.0%
Value ($000) $608 Shares 590,000 Est. Cost $1.03 Unrealized —
— DISTRICT COLUMBIA TAX 5.000% 0 0.0%
Value ($000) $607 Shares 585,000 Est. Cost $1.04 Unrealized —
— TEXAS PRIVATE ACTIVITY 7.500% 0.0%
Value ($000) $603 Shares 540,000 Est. Cost $1.12 Unrealized —
— PERALTA CA CMNTY CLG DIST 5.00 0.0%
Value ($000) $603 Shares 580,000 Est. Cost $1.04 Unrealized —
— CHICAGO ILL O HARE INTL ARP 5. 0.0%
Value ($000) $602 Shares 575,000 Est. Cost $1.05 Unrealized —
— GUAM PWR AUTH REV-A 5.000% 10/ 0.0%
Value ($000) $595 Shares 565,000 Est. Cost $1.05 Unrealized —
— UTAH INFRASTRUCTURE AGY 5.250% 0.0%
Value ($000) $574 Shares 550,000 Est. Cost $1.04 Unrealized —
— VIRGIN ISLANDS PUB FIN REV- 5. 0.0%
Value ($000) $573 Shares 580,000 Est. Cost $0.99 Unrealized —
— UTAH ST CHARTER SCH FIN-A 5.25 0.0%
Value ($000) $571 Shares 535,000 Est. Cost $1.07 Unrealized —
— BI-STATE DEV AGY MO IL-A 5.000 0.0%
Value ($000) $565 Shares 530,000 Est. Cost $1.07 Unrealized —
— ATHENS-CLARKE CNTY GA UNI 5.00 0.0%
Value ($000) $559 Shares 540,000 Est. Cost $1.04 Unrealized —
— BROWARD CNTY FLA SCH BRD 5.000 0.0%
Value ($000) $544 Shares 500,000 Est. Cost $1.09 Unrealized —
— NORTH TEX TWY AUTH REV 5.125% 0.0%
Value ($000) $520 Shares 500,000 Est. Cost $1.04 Unrealized —
— MICHIGAN ST FIN AUTH REV 5.000 0.0%
Value ($000) $519 Shares 510,000 Est. Cost $1.02 Unrealized —
— JEA FLA ELEC SYS REV BDS-D 5.0 0.0%
Value ($000) $518 Shares 445,000 Est. Cost $1.16 Unrealized —
— DETROIT MICH WTR & SEW DEP- 5. 0.0%
Value ($000) $517 Shares 570,000 Est. Cost $0.91 Unrealized —
— SPANISH BROADCASTING SYS 0.0%
Value ($000) $494 Shares 642 Est. Cost $769.47 Unrealized —
— FREDDIE MAC 8.375% 0.0%
Value ($000) $486 Shares 54,150 Est. Cost $8.98 Unrealized —
— DETROIT MICH WTR SUPPLY SYS 4. 0.0%
Value ($000) $466 Shares 560,000 Est. Cost $0.83 Unrealized —
— HERRIMAN UTAH SPL ASSMT 5% 11/ 0.0%
Value ($000) $465 Shares 450,000 Est. Cost $1.03 Unrealized —
— TEXAS ST MUNI GAS AQUISITIO 5. 0.0%
Value ($000) $446 Shares 465,000 Est. Cost $0.96 Unrealized —
— CITIZENS PPTY INS CORP FLA 5.2 0.0%
Value ($000) $445 Shares 395,000 Est. Cost $1.13 Unrealized —
— OREGON ST FACS AUTH REVENUE 2. 0.0%
Value ($000) $440 Shares 420,000 Est. Cost $1.05 Unrealized —
— CALIFORNIA ST PUB WKS BRD 5.75 0.0%
Value ($000) $435 Shares 400,000 Est. Cost $1.09 Unrealized —
— TEXAS PRIVATE ACTIVITY BD 6.87 0.0%
Value ($000) $428 Shares 400,000 Est. Cost $1.07 Unrealized —
— WARREN CNTY KY HOSP REVENUE 5. 0.0%
Value ($000) $420 Shares 420,000 Est. Cost $1.00 Unrealized —
— EL MONTE CA UN HGH SCH BDS- 5. 0.0%
Value ($000) $415 Shares 390,000 Est. Cost $1.06 Unrealized —
— SWEDESBORO WOOLWICH N J CONS 4 0.0%
Value ($000) $412 Shares 410,000 Est. Cost $1.00 Unrealized —
— PHILADELPHIA PA GO BDS 6.000% 0.0%
Value ($000) $406 Shares 375,000 Est. Cost $1.08 Unrealized —
— OREGON ST FACS AUTH REVENUE 3. 0.0%
Value ($000) $397 Shares 380,000 Est. Cost $1.04 Unrealized —
— ST LOUIS CNTY MO INDL DEV 5.00 0.0%
Value ($000) $390 Shares 400,000 Est. Cost $0.97 Unrealized —
— BUILD NYC RESOURCE CORP 4.750% 0.0%
Value ($000) $385 Shares 375,000 Est. Cost $1.03 Unrealized —
— DETROIT MI CITY SCH DIST 5.000 0.0%
Value ($000) $379 Shares 375,000 Est. Cost $1.01 Unrealized —
— INDIANAPOLIS IND MULTIFAMIL 4. 0.0%
Value ($000) $375 Shares 360,000 Est. Cost $1.04 Unrealized —
— OAKLAND CA UNIF SCH DIST 4.500 0.0%
Value ($000) $372 Shares 405,000 Est. Cost $0.92 Unrealized —
— ALPHA NATURAL RESOURCES INC 0.0%
Value ($000) $371 Shares 371,000 Est. Cost $0.91 Unrealized —
— DE KALB CNTY GA WTR & SWR 5.25 0.0%
Value ($000) $368 Shares 345,000 Est. Cost $1.07 Unrealized —
— OREGON ST FACS AUTH REVENUE 3. 0.0%
Value ($000) $361 Shares 345,000 Est. Cost $1.05 Unrealized —
— FRANKLIN PARK IL 6.250% 07/01/ 0.0%
Value ($000) $354 Shares 325,000 Est. Cost $1.09 Unrealized —
— MONMOUTH CNTY N J GO REF 4.000 0.0%
Value ($000) $350 Shares 325,000 Est. Cost $1.08 Unrealized —
— KELLER TEX INDPT SCH DIST 5.25 0.0%
Value ($000) $348 Shares 300,000 Est. Cost $1.16 Unrealized —
— AVALON BORO N J GO BDS 2008 5. 0.0%
Value ($000) $342 Shares 300,000 Est. Cost $1.14 Unrealized —
— ORANGE CNTY FL HEALTH FACS 5.0 0.0%
Value ($000) $340 Shares 340,000 Est. Cost $1.00 Unrealized —
— CALIFORNIA STATEWIDE CMNTYS 5. 0.0%
Value ($000) $336 Shares 325,000 Est. Cost $1.03 Unrealized —
— ABAG FIN AUTH FOR NONPROFIT 5. 0.0%
Value ($000) $334 Shares 365,000 Est. Cost $0.92 Unrealized —
— KING CNTY WA PUB HOSP DIST 5.2 0.0%
Value ($000) $326 Shares 320,000 Est. Cost $1.02 Unrealized —
— MICHIGAN FIN AUTH REV 5.250% 0 0.0%
Value ($000) $317 Shares 290,000 Est. Cost $1.09 Unrealized —
— WEST HARRIS CNTY TX REGL WT 5. 0.0%
Value ($000) $313 Shares 275,000 Est. Cost $1.14 Unrealized —
— WASHOE CNTY NV HWY REV 5.000% 0.0%
Value ($000) $307 Shares 295,000 Est. Cost $1.04 Unrealized —
— ALUM ROCK CA UNION ELEM SCH 5. 0.0%
Value ($000) $306 Shares 295,000 Est. Cost $1.04 Unrealized —
— CHICAGO IL O'HARE INT ARPT 5.0 0.0%
Value ($000) $301 Shares 300,000 Est. Cost $1.00 Unrealized —
— STATE PUB SCH BLDG AUTH 5.000% 0.0%
Value ($000) $301 Shares 285,000 Est. Cost $1.06 Unrealized —
— NEW YORK ST DORM AUTH REVS 5.2 0.0%
Value ($000) $298 Shares 275,000 Est. Cost $1.08 Unrealized —
— CUSHING OK EDL FACS AUTH RE 4. 0.0%
Value ($000) $293 Shares 270,000 Est. Cost $1.09 Unrealized —
— LYCOMING CNTY PA AUTH 5.500% 0 0.0%
Value ($000) $292 Shares 285,000 Est. Cost $1.02 Unrealized —
— TRENTON NJ 4.000% 07/15/14 0.0%
Value ($000) $290 Shares 285,000 Est. Cost $1.02 Unrealized —
— BLACKROCK MUNIHLDGS NJ QLTY 0.0%
Value ($000) $289 Shares 22,040 Est. Cost $14.34 Unrealized —
— CALIFORNIA EDL FACS AUTH 5.250 0.0%
Value ($000) $287 Shares 285,000 Est. Cost $1.01 Unrealized —
— METROPOLITAN WC DC ARPTS 5.000 0.0%
Value ($000) $286 Shares 285,000 Est. Cost $1.00 Unrealized —
— DYNEGY INC NEW DEL 0.0%
Value ($000) $282 Shares 13,120 Est. Cost $22.56 Unrealized —
— HOUSTON TEX INDPT SCH DIST 5.0 0.0%
Value ($000) $280 Shares 250,000 Est. Cost $1.12 Unrealized —
— NEW JERSEY ST TRANSPRTN 5.000% 0.0%
Value ($000) $272 Shares 260,000 Est. Cost $1.05 Unrealized —
— WEST WINDSOR PLAINSBORO 3.000% 0.0%
Value ($000) $267 Shares 250,000 Est. Cost $1.07 Unrealized —
— NEW JERSEY ST EDUCTNL FACS 5.0 0.0%
Value ($000) $264 Shares 250,000 Est. Cost $1.06 Unrealized —
— MOUNT LAUREL TWP N J GO BDS 4. 0.0%
Value ($000) $262 Shares 250,000 Est. Cost $1.05 Unrealized —
— TAKE-TWO INTERACTIVE SOFTWAR 0.0%
Value ($000) $259 Shares 242,000 Est. Cost $0.98 Unrealized —
— TEXAS ST 5.250% 08/01/22 0.0%
Value ($000) $257 Shares 250,000 Est. Cost $1.03 Unrealized —
— UNIVERSITY CINCINNATI OHIO 5.0 0.0%
Value ($000) $257 Shares 240,000 Est. Cost $1.07 Unrealized —
— TRIBOROUGH BRDG & TUNL REV-E 5 0.0%
Value ($000) $256 Shares 215,000 Est. Cost $1.19 Unrealized —
— EAST HANOVER TWP N J 4.000% 02 0.0%
Value ($000) $255 Shares 240,000 Est. Cost $1.06 Unrealized —
— NEW JERSEY ST TRANSPRTN 5.000% 0.0%
Value ($000) $254 Shares 245,000 Est. Cost $1.04 Unrealized —
— NORTH CAROLINA TPK AUTH 5.750% 0.0%
Value ($000) $251 Shares 235,000 Est. Cost $1.07 Unrealized —
— PORTLAND ME ARPT REV 5.000% 07 0.0%
Value ($000) $250 Shares 250,000 Est. Cost $1.00 Unrealized —
— DISTRICT COLUMBIA INCOME TA 5% 0.0%
Value ($000) $249 Shares 225,000 Est. Cost $1.11 Unrealized —
— DETROIT MI WTR & SEW DEPT-A 5. 0.0%
Value ($000) $244 Shares 270,000 Est. Cost $0.90 Unrealized —
— PERTH AMBOY NJ 5.000% 09/01/27 0.0%
Value ($000) $243 Shares 225,000 Est. Cost $1.08 Unrealized —
— PIEDMONT MUN PWR AGY ELEC-C 5. 0.0%
Value ($000) $243 Shares 225,000 Est. Cost $1.08 Unrealized —
— NEW JERSEY ECONOMIC DEV AUT 5. 0.0%
Value ($000) $243 Shares 230,000 Est. Cost $1.06 Unrealized —
— VIRGINIA COLLEGE BLDG AUTH VA 0.0%
Value ($000) $241 Shares 225,000 Est. Cost $1.07 Unrealized —
— SANTA RITA CALIF UN SCH DIS 5. 0.0%
Value ($000) $240 Shares 240,000 Est. Cost $1.00 Unrealized —
— CALIFORNIA ST GO BDS 6.000% 04 0.0%
Value ($000) $236 Shares 210,000 Est. Cost $1.12 Unrealized —
— NEW JERSEY ST HLTH CARE FAC 5. 0.0%
Value ($000) $236 Shares 225,000 Est. Cost $1.05 Unrealized —
— ALASKA ST HSG FIN CORP 5.000% 0.0%
Value ($000) $235 Shares 225,000 Est. Cost $1.04 Unrealized —
— W CONTRA COSTA CA UNIF SCH 5.2 0.0%
Value ($000) $234 Shares 220,000 Est. Cost $1.06 Unrealized —
— LITTLE ROCK AR SWR REVENUE 2.0 0.0%
Value ($000) $232 Shares 225,000 Est. Cost $1.03 Unrealized —
— MINNESOTA PUB FACS AUTH 5.000% 0.0%
Value ($000) $227 Shares 200,000 Est. Cost $1.14 Unrealized —
— GOOSE CREEK TX CONS INDPT S 5. 0.0%
Value ($000) $226 Shares 200,000 Est. Cost $1.13 Unrealized —
— SOUTH FORK MUN AUTH PA HOSP 5% 0.0%
Value ($000) $226 Shares 200,000 Est. Cost $1.13 Unrealized —
CWB SPDR SERIES TRUST 0.0%
Value ($000) $222 Shares 4,760 Est. Cost $46.64 Unrealized —
— NEW JERSEY ST EDL FACS AUTH 5. 0.0%
Value ($000) $222 Shares 200,000 Est. Cost $1.11 Unrealized —
— NEW JERSEY ECONOMIC DEV AUT 5. 0.0%
Value ($000) $220 Shares 215,000 Est. Cost $1.02 Unrealized —
— WEST CHICAGO IL PK DIST 5.250% 0.0%
Value ($000) $219 Shares 210,000 Est. Cost $1.04 Unrealized —
— MASSACHUSETTS ST HEALTH & 5.00 0.0%
Value ($000) $218 Shares 200,000 Est. Cost $1.09 Unrealized —
— EAST BRUNSWICK TWYP NJ PRER 4. 0.0%
Value ($000) $215 Shares 200,000 Est. Cost $1.07 Unrealized —
— CLARK CNTY NEV SCH DIST FOR 5. 0.0%
Value ($000) $214 Shares 200,000 Est. Cost $1.07 Unrealized —
— NORTH TX TWY AUT REV-F 5.750% 0.0%
Value ($000) $214 Shares 205,000 Est. Cost $1.04 Unrealized —
— MIDDLESEX CNTY NJ 4.125% 01/01 0.0%
Value ($000) $214 Shares 200,000 Est. Cost $1.07 Unrealized —
— CALIFORNIA ST GO BDS 5.000% 09 0.0%
Value ($000) $213 Shares 210,000 Est. Cost $1.01 Unrealized —
— WATERLOO IOWA REF SER B 4.000% 0.0%
Value ($000) $210 Shares 200,000 Est. Cost $1.05 Unrealized —
— NUVEEN NY AMT-FREE MUN INCOM 0.0%
Value ($000) $209 Shares 17,036 Est. Cost $13.27 Unrealized —
— INDIANA ST FIN AUTH REV 4.000% 0.0%
Value ($000) $208 Shares 200,000 Est. Cost $1.04 Unrealized —
— AKRON BATH COPLEY OH HOSP 5.00 0.0%
Value ($000) $207 Shares 210,000 Est. Cost $0.99 Unrealized —
— NEW YORK ST LOC GOVT-A 5.000% 0.0%
Value ($000) $206 Shares 180,000 Est. Cost $1.14 Unrealized —
— AUSTIN TX REF PUB IMPT 4.000% 0.0%
Value ($000) $205 Shares 200,000 Est. Cost $1.02 Unrealized —
— NASSAU CNTY NY GO BDS-A 5.000% 0.0%
Value ($000) $204 Shares 180,000 Est. Cost $1.13 Unrealized —
— HOUSTON TEX UTIL SYS 5.250% 05 0.0%
Value ($000) $204 Shares 200,000 Est. Cost $1.02 Unrealized —
— HOUSTON TEX UTIL SYS REV 5.125 0.0%
Value ($000) $203 Shares 200,000 Est. Cost $1.01 Unrealized —
— MICHIGAN ST FIN AUTH REV 5.500 0.0%
Value ($000) $202 Shares 185,000 Est. Cost $1.09 Unrealized —
— GUAM GOVT BUSINESS PRIVILEG 5. 0.0%
Value ($000) $201 Shares 200,000 Est. Cost $1.00 Unrealized —
— PARK CREEK MET DIST COLO RE 6. 0.0%
Value ($000) $201 Shares 190,000 Est. Cost $1.06 Unrealized —
— RTI INTL METALS INC 0.0%
Value ($000) $200 Shares 176,000 Est. Cost $1.09 Unrealized —
— GUAM GOVT BUSINESS PRIVILEG 5. 0.0%
Value ($000) $196 Shares 195,000 Est. Cost $1.01 Unrealized —
— HOUSTON TEX HIGHER ED 6.875% 0 0.0%
Value ($000) $195 Shares 175,000 Est. Cost $1.11 Unrealized —
— REEDY CREEK AD VALOREM TAX-A 5 0.0%
Value ($000) $191 Shares 165,000 Est. Cost $1.16 Unrealized —
— KB HOME 0.0%
Value ($000) $189 Shares 189,000 Est. Cost $1.04 Unrealized —
— DETROIT MI DISTRIBUTABLE AI 5. 0.0%
Value ($000) $188 Shares 200,000 Est. Cost $0.94 Unrealized —
— CLEVELAND-CUYAHOGA CNTY OHI 6. 0.0%
Value ($000) $188 Shares 175,000 Est. Cost $1.07 Unrealized —
— PEQUANNOCK RIVER NJ BASIN S 4. 0.0%
Value ($000) $187 Shares 175,000 Est. Cost $1.07 Unrealized —
— LOUISIANA PUB FACS AUTH REV 5. 0.0%
Value ($000) $185 Shares 190,000 Est. Cost $0.97 Unrealized —
— NEW JERSEY ENVIRONMENTAL IN 5. 0.0%
Value ($000) $185 Shares 185,000 Est. Cost $1.00 Unrealized —
— CHICAGO IL BRD OF EDU 5.000% 1 0.0%
Value ($000) $184 Shares 165,000 Est. Cost $1.12 Unrealized —
— HIGHLANDS CNTY FL HEALTH FA 5. 0.0%
Value ($000) $184 Shares 170,000 Est. Cost $1.08 Unrealized —
— DENVER CO WEST MET DIST 3.000% 0.0%
Value ($000) $178 Shares 170,000 Est. Cost $1.05 Unrealized —
— PUERTO RICO COMWLTH PRERE 5.00 0.0%
Value ($000) $177 Shares 165,000 Est. Cost $1.07 Unrealized —
— PUERTO RICO COMWLTH PRERE 5.00 0.0%
Value ($000) $174 Shares 170,000 Est. Cost $1.02 Unrealized —
— EDISON TWP N J GO REF BDS 5.00 0.0%
Value ($000) $174 Shares 150,000 Est. Cost $1.16 Unrealized —
— NEW JERSEY ECONOMIC DEV 5.750% 0.0%
Value ($000) $174 Shares 170,000 Est. Cost $1.02 Unrealized —
— PEQUANNOCK NJ RIV BASIN SWR 3. 0.0%
Value ($000) $173 Shares 165,000 Est. Cost $1.05 Unrealized —
— NEW YORK ST DORM AUTH REV-C 5. 0.0%
Value ($000) $172 Shares 150,000 Est. Cost $1.15 Unrealized —
— WISCONSIN ST HEALTH & EDL F 5. 0.0%
Value ($000) $170 Shares 160,000 Est. Cost $1.06 Unrealized —
— ILLINOIS HSG DEV AUTH REV 4.10 0.0%
Value ($000) $170 Shares 160,000 Est. Cost $1.06 Unrealized —
— TIBCO SOFTWARE INC 0.0%
Value ($000) $169 Shares 168,000 Est. Cost $0.98 Unrealized —
— SOUTH PLAINFIELD N J GEN 5.000 0.0%
Value ($000) $169 Shares 150,000 Est. Cost $1.13 Unrealized —
— TENAFLY N J BRD ED REF 5.000% 0.0%
Value ($000) $169 Shares 150,000 Est. Cost $1.13 Unrealized —
— ETOWAH CNTY AL BRD OF EDU 5.00 0.0%
Value ($000) $166 Shares 150,000 Est. Cost $1.11 Unrealized —
— PALOMAR POMERADO CA HLTH 5.000 0.0%
Value ($000) $165 Shares 165,000 Est. Cost $1.00 Unrealized —
— NEW YORK ST DORM AUTH 5.000% 0 0.0%
Value ($000) $165 Shares 150,000 Est. Cost $1.10 Unrealized —
— NEW YORK ST DORM AUTH REV 5.00 0.0%
Value ($000) $165 Shares 145,000 Est. Cost $1.14 Unrealized —
— NUVEEN NY DIVID ADVNTG MUN F 0.0%
Value ($000) $164 Shares 12,886 Est. Cost $13.97 Unrealized —
— DANE CNTY WI RFDG SER E 3.000% 0.0%
Value ($000) $161 Shares 150,000 Est. Cost $1.07 Unrealized —
— TAMPA FLA WTR & SWR 5.000% 10/ 0.0%
Value ($000) $161 Shares 140,000 Est. Cost $1.15 Unrealized —
— NEW YORK ST DORM AUTH FAC-B 5. 0.0%
Value ($000) $159 Shares 140,000 Est. Cost $1.14 Unrealized —
— ANAHEIM CA PUBLIC FING AUTH 4. 0.0%
Value ($000) $158 Shares 160,000 Est. Cost $0.99 Unrealized —
— NEW YORK ST TWY AUTH GEN RE 5. 0.0%
Value ($000) $157 Shares 150,000 Est. Cost $1.05 Unrealized —
— HEALTH CARE REIT INC 0.0%
Value ($000) $156 Shares 140,000 Est. Cost $1.33 Unrealized —
— KANSAS ST DEV FIN AUTH HLTH 5. 0.0%
Value ($000) $156 Shares 150,000 Est. Cost $1.04 Unrealized —
— LITTLE ROCK AR SWR REVENUE 2.0 0.0%
Value ($000) $155 Shares 150,000 Est. Cost $1.03 Unrealized —
— MARLBORO TWP N J BRD ED REF 4. 0.0%
Value ($000) $154 Shares 150,000 Est. Cost $1.03 Unrealized —
— LEHMAN 6.00 07/19/12 ESCROW CL 0.0%
Value ($000) $153 Shares 720,000 Est. Cost $0.21 Unrealized —
— NEW JERSEY ST TRANSN FD-A 4.75 0.0%
Value ($000) $152 Shares 155,000 Est. Cost $0.98 Unrealized —
— HAMILTON CNTY OHIO HEALTH 5.25 0.0%
Value ($000) $151 Shares 150,000 Est. Cost $1.01 Unrealized —
— MONTGOMERY CNTY TEX MUN 4.125% 0.0%
Value ($000) $151 Shares 150,000 Est. Cost $1.01 Unrealized —
— HARRIS CNTY TEX FLOOD CTL 4.12 0.0%
Value ($000) $150 Shares 150,000 Est. Cost $1.00 Unrealized —
— DETROIT MI WTR & SEW DEPT 5.50 0.0%
Value ($000) $146 Shares 150,000 Est. Cost $0.97 Unrealized —
— NORTH TEX TWY AUTH 6@% 01/01/2 0.0%
Value ($000) $144 Shares 125,000 Est. Cost $1.15 Unrealized —
— NUANCE COMMUNICATIONS INC 0.0%
Value ($000) $143 Shares 136,000 Est. Cost $1.15 Unrealized —
— NEVADA ST HWY IMPT REV 5% 12/0 0.0%
Value ($000) $142 Shares 125,000 Est. Cost $1.14 Unrealized —
— MINNESOTA ST HSG FIN AGY 4.200 0.0%
Value ($000) $140 Shares 135,000 Est. Cost $1.04 Unrealized —
— KENTUCKY ST PPTY & BLDGS 5.0% 0.0%
Value ($000) $140 Shares 125,000 Est. Cost $1.12 Unrealized —
— NEW YORK ST DORM AUTH REV 5.00 0.0%
Value ($000) $139 Shares 140,000 Est. Cost $0.99 Unrealized —
— NJ TRN-A-TRN SYS 5.500% 12/15/ 0.0%
Value ($000) $137 Shares 125,000 Est. Cost $1.10 Unrealized —
— WA SER D 5.000% 01/01/20 0.0%
Value ($000) $136 Shares 125,000 Est. Cost $1.09 Unrealized —
— STOCKTON CA UNIF SCH DIST 4.55 0.0%
Value ($000) $135 Shares 135,000 Est. Cost $1.00 Unrealized —
— PORT AUTH NY & NJ CONS 5.000% 0.0%
Value ($000) $134 Shares 125,000 Est. Cost $1.07 Unrealized —
— DC BALLPARK-SER B1 5.000% 02/0 0.0%
Value ($000) $133 Shares 125,000 Est. Cost $1.06 Unrealized —
— TEXAS ST TRANSN COMMN 5.000% 0 0.0%
Value ($000) $132 Shares 125,000 Est. Cost $1.06 Unrealized —
— CHICAGO ILL TRAN AUTH 5.25% 06 0.0%
Value ($000) $130 Shares 125,000 Est. Cost $1.04 Unrealized —
— CA WTR-UNREF-2010 5.000% 12/01 0.0%
Value ($000) $125 Shares 120,000 Est. Cost $1.04 Unrealized —
— NJ TRN-A-TRN SYS 5.500% 12/15/ 0.0%
Value ($000) $125 Shares 110,000 Est. Cost $1.14 Unrealized —
— LARAMIE CNTY WY HOSP REV 5.000 0.0%
Value ($000) $125 Shares 125,000 Est. Cost $1.00 Unrealized —
— SPARTA TWP NJ BRD OF EDU 4.300 0.0%
Value ($000) $125 Shares 125,000 Est. Cost $1.00 Unrealized —
— COLORADO ST HLTH FACS AUTH 4.2 0.0%
Value ($000) $120 Shares 125,000 Est. Cost $0.96 Unrealized —
— OCEAN CNTY UTILS-REF 5.000% 01 0.0%
Value ($000) $120 Shares 120,000 Est. Cost $1.00 Unrealized —
— NORTH CAROLINA EASTN MUN PW 5. 0.0%
Value ($000) $119 Shares 110,000 Est. Cost $1.08 Unrealized —
— LITTLE ROCK AR SWR REVENUE 3.0 0.0%
Value ($000) $117 Shares 110,000 Est. Cost $1.06 Unrealized —
— MISSOURI ST HWYS & TRANS 5.000 0.0%
Value ($000) $116 Shares 100,000 Est. Cost $1.16 Unrealized —
— CHICAGO IL O HARE INTL ARPT 5. 0.0%
Value ($000) $115 Shares 115,000 Est. Cost $1.00 Unrealized —
— LOS ANGELES CNTY TRAN AUTH 5.0 0.0%
Value ($000) $115 Shares 100,000 Est. Cost $1.15 Unrealized —
— FRESNO CA ARPT REV REF BDS- 5. 0.0%
Value ($000) $114 Shares 105,000 Est. Cost $1.09 Unrealized —
— FLORIDA ST BRD ED 5.250% 06/01 0.0%
Value ($000) $114 Shares 100,000 Est. Cost $1.14 Unrealized —
— TOBACCO SETTLEMENT FING CORP 5 0.0%
Value ($000) $114 Shares 145,000 Est. Cost $0.79 Unrealized —
— HARRIS CNTY UNREF 5.250% 10/01 0.0%
Value ($000) $114 Shares 110,000 Est. Cost $1.04 Unrealized —
— TOBACCO SETTLEMENT FING 4.625% 0.0%
Value ($000) $113 Shares 135,000 Est. Cost $0.84 Unrealized —
— ARIZONA HEALTH FACS AUTH 5% 01 0.0%
Value ($000) $112 Shares 100,000 Est. Cost $1.12 Unrealized —
— NEW YORK N Y 5% 08/01/22 0.0%
Value ($000) $112 Shares 100,000 Est. Cost $1.12 Unrealized —
— ILLINOIS ST TOLL HWY AUTH 5.00 0.0%
Value ($000) $111 Shares 100,000 Est. Cost $1.11 Unrealized —
— TROY N Y CAP RESOURCE CORP 5% 0.0%
Value ($000) $111 Shares 100,000 Est. Cost $1.11 Unrealized —
— NY DORM 5.000% 07/01/20 0.0%
Value ($000) $111 Shares 100,000 Est. Cost $1.11 Unrealized —
— BURLINGTON TWP NJ BRD ED 4.000 0.0%
Value ($000) $110 Shares 100,000 Est. Cost $1.10 Unrealized —
— PENNSYLVANIA ST TURNPIKE COM 4 0.0%
Value ($000) $110 Shares 110,000 Est. Cost $1.00 Unrealized —
— MICHIGAN ST 5.250% 11/01/22 0.0%
Value ($000) $110 Shares 100,000 Est. Cost $1.10 Unrealized —
— NEW JERSEY ECONOMIC DEV AUTH 5 0.0%
Value ($000) $109 Shares 100,000 Est. Cost $1.09 Unrealized —
— GARDEN ST NJ PRESERVATION-A 4. 0.0%
Value ($000) $109 Shares 100,000 Est. Cost $1.09 Unrealized —
— AUSTIN WTR/WSTWTR REF 5.000% 0 0.0%
Value ($000) $109 Shares 100,000 Est. Cost $1.09 Unrealized —
— VIRGIN ISLANDS PUB FIN AUTH 5% 0.0%
Value ($000) $109 Shares 100,000 Est. Cost $1.09 Unrealized —
— PASSAIC CNTY N J GO BDS 2008 5 0.0%
Value ($000) $109 Shares 100,000 Est. Cost $1.09 Unrealized —
— FLORIDA ST DEPT ENV PROTN 5.00 0.0%
Value ($000) $109 Shares 100,000 Est. Cost $1.09 Unrealized —
— WASHINGTON ST GO REF BDS-R 4.0 0.0%
Value ($000) $109 Shares 100,000 Est. Cost $1.09 Unrealized —
— BRAZOS RIV AUTH TEX 4.100% 07/ 0.0%
Value ($000) $109 Shares 100,000 Est. Cost $1.09 Unrealized —
— MIAMI-DADE CNTY FL SCH 4.250% 0.0%
Value ($000) $109 Shares 100,000 Est. Cost $1.09 Unrealized —
— NEW YORK ST TWY AUTH ST 5.000% 0.0%
Value ($000) $108 Shares 100,000 Est. Cost $1.08 Unrealized —
— TX GAS ACQ SER A 5.000% 12/15/ 0.0%
Value ($000) $107 Shares 100,000 Est. Cost $1.07 Unrealized —
— ROCKLAND CNTY NY 4.000% 04/01/ 0.0%
Value ($000) $107 Shares 100,000 Est. Cost $1.07 Unrealized —
— FLORIDA ST MUN PWR AGY 5.000% 0.0%
Value ($000) $107 Shares 100,000 Est. Cost $1.07 Unrealized —
— INDIANA ST FIN AUTH REV 4.000% 0.0%
Value ($000) $107 Shares 100,000 Est. Cost $1.07 Unrealized —
— ALLEGHENY CNTY PA SAN AUTH 5.0 0.0%
Value ($000) $107 Shares 100,000 Est. Cost $1.07 Unrealized —
— GREEN BAY WIS CORP PURP 4.250% 0.0%
Value ($000) $106 Shares 105,000 Est. Cost $1.01 Unrealized —
— CHICAGO ARPT-A-AGC-IC 5.000% 0 0.0%
Value ($000) $105 Shares 100,000 Est. Cost $1.05 Unrealized —
— NJ TPK REF-SER A 5.000% 01/01/ 0.0%
Value ($000) $104 Shares 100,000 Est. Cost $1.04 Unrealized —
— NEW YORK ST DORM AUTH REV-E 5. 0.0%
Value ($000) $104 Shares 95,000 Est. Cost $1.09 Unrealized —
— NEW JERSEY ST TPK AUTH-A 5.000 0.0%
Value ($000) $104 Shares 100,000 Est. Cost $1.04 Unrealized —
— N JERSEY DIST WTR 4% 11/15/14 0.0%
Value ($000) $103 Shares 100,000 Est. Cost $1.03 Unrealized —
— WEST VA ST SCH BLDG AUTH 5.250 0.0%
Value ($000) $103 Shares 100,000 Est. Cost $1.03 Unrealized —
— JOHNSON CITY TENN HEALTH &ED 5 0.0%
Value ($000) $102 Shares 100,000 Est. Cost $1.02 Unrealized —
— ALLAMUCHY TWP NJ BRD OF EDU 4. 0.0%
Value ($000) $102 Shares 100,000 Est. Cost $1.02 Unrealized —
— LIVINGSTON TWP NJ SCH DIST 4.5 0.0%
Value ($000) $102 Shares 100,000 Est. Cost $1.02 Unrealized —
— PASCO CNTY FLA SCH BRD CTFS 4. 0.0%
Value ($000) $102 Shares 100,000 Est. Cost $1.02 Unrealized —
— OH WTR-PRERF-WTR QUAL 5.000% 1 0.0%
Value ($000) $102 Shares 100,000 Est. Cost $1.02 Unrealized —
— WA DC CONVTN-REF-A 5.000% 10/0 0.0%
Value ($000) $102 Shares 100,000 Est. Cost $1.02 Unrealized —
— FLORIDA ST BRD OF EDU PUBLIC 4 0.0%
Value ($000) $100 Shares 100,000 Est. Cost $1.00 Unrealized —
— MONTVILLE TWP N J GO REF BDS 5 0.0%
Value ($000) $99 Shares 85,000 Est. Cost $1.16 Unrealized —
— ERIE CO SCH-A BE 5.750% 05/01/ 0.0%
Value ($000) $97 Shares 85,000 Est. Cost $1.14 Unrealized —
— MASSACHUSETTES EDL FING AUT 4. 0.0%
Value ($000) $92 Shares 85,000 Est. Cost $1.08 Unrealized —
— VIRGIN ISLANDS PUB FIN AUTH 5. 0.0%
Value ($000) $92 Shares 90,000 Est. Cost $1.02 Unrealized —
— DETROIT MICH WTR SUPPLY SYS 5. 0.0%
Value ($000) $91 Shares 95,000 Est. Cost $0.96 Unrealized —
— FORT WORTH TX CTFS OBLIG 5.000 0.0%
Value ($000) $88 Shares 75,000 Est. Cost $1.17 Unrealized —
— OHIO ST COMMON SCHS GO REF- 5. 0.0%
Value ($000) $88 Shares 75,000 Est. Cost $1.17 Unrealized —
— SOUTH CAROLINA TRANSN INFR- 5. 0.0%
Value ($000) $87 Shares 75,000 Est. Cost $1.16 Unrealized —
— WISCONSIN ST GO BDS-A 5.000% 0 0.0%
Value ($000) $87 Shares 75,000 Est. Cost $1.16 Unrealized —
— ED EDL 5.250% 07/01/19 0.0%
Value ($000) $87 Shares 75,000 Est. Cost $1.16 Unrealized —
— NYS DORM AUTH REVS 5% 07/01/20 0.0%
Value ($000) $87 Shares 85,000 Est. Cost $1.02 Unrealized —
— ALLEGHENY CNTY PA PORT AUTH 5. 0.0%
Value ($000) $86 Shares 75,000 Est. Cost $1.15 Unrealized —
— LAFAYETTE LA PUB TR FING AUTH5 0.0%
Value ($000) $83 Shares 75,000 Est. Cost $1.11 Unrealized —
— MET GOVT NASHVILLE & DAVIDSON5 0.0%
Value ($000) $83 Shares 75,000 Est. Cost $1.11 Unrealized —
— OCEAN CNTY NJ GO REF 4.000% 08 0.0%
Value ($000) $83 Shares 75,000 Est. Cost $1.11 Unrealized —
— NEW JERSEY ECONOMIC DEV AUT 5. 0.0%
Value ($000) $82 Shares 80,000 Est. Cost $1.02 Unrealized —
— NEW JERSEY ST EDL FACS-B 5.000 0.0%
Value ($000) $82 Shares 75,000 Est. Cost $1.09 Unrealized —
— HOUSTON TEX HIGHER ED 6.500% 0 0.0%
Value ($000) $82 Shares 75,000 Est. Cost $1.09 Unrealized —
— NEW YORK ST DORM AUTH-A 4.000% 0.0%
Value ($000) $81 Shares 75,000 Est. Cost $1.08 Unrealized —
— PROVIDENCE R I PUB BLDGS 5.000 0.0%
Value ($000) $80 Shares 75,000 Est. Cost $1.07 Unrealized —
— DETROIT MI SEW DISP REV-B 5.00 0.0%
Value ($000) $80 Shares 80,000 Est. Cost $1.00 Unrealized —
— VIRGIN ISLANDS PUB FIN AUTH 5. 0.0%
Value ($000) $76 Shares 75,000 Est. Cost $1.01 Unrealized —
— GENESEE CNTY MI 2.000% 05/01/1 0.0%
Value ($000) $76 Shares 75,000 Est. Cost $1.01 Unrealized —
— CT ST TAX OBLIG INFRA 5.000% 1 0.0%
Value ($000) $75 Shares 70,000 Est. Cost $1.07 Unrealized —
— METRO BOSTON TRANSIT PKG CORP5 0.0%
Value ($000) $74 Shares 70,000 Est. Cost $1.06 Unrealized —
— ALASKA ST HSG FIN CORP 5.000% 0.0%
Value ($000) $74 Shares 70,000 Est. Cost $1.06 Unrealized —
— CERES CALIF UNI SCH DIST 0.000 0.0%
Value ($000) $73 Shares 500,000 Est. Cost $0.15 Unrealized —
— CHICAGO ILL O HARE INTL 6.500% 0.0%
Value ($000) $72 Shares 65,000 Est. Cost $1.11 Unrealized —
— MASSACHUSETTS ST SCH BLDG 4.75 0.0%
Value ($000) $71 Shares 70,000 Est. Cost $1.01 Unrealized —
— ADELPHIA RECOVERY TRUST SERIES 0.0%
Value ($000) $69 Shares 6,875,061 Est. Cost $0.01 Unrealized —
— SWEDESBORO WOOLWICH NJ CON 4.5 0.0%
Value ($000) $67 Shares 65,000 Est. Cost $1.03 Unrealized —
— PEQUANNOC RIVER NJ BASIN SW 3. 0.0%
Value ($000) $67 Shares 65,000 Est. Cost $1.03 Unrealized —
— BAY CNTY FLA EDL FACS REV 3.5% 0.0%
Value ($000) $65 Shares 65,000 Est. Cost $1.00 Unrealized —
— NEW YORK NY GO-O 5.000% 06/01/ 0.0%
Value ($000) $64 Shares 60,000 Est. Cost $1.07 Unrealized —
— NORTH CAROLINA ST CAPITAL 4.62 0.0%
Value ($000) $63 Shares 60,000 Est. Cost $1.05 Unrealized —
— NEW YORK NY CITY MUN UNREF 5.0 0.0%
Value ($000) $63 Shares 60,000 Est. Cost $1.05 Unrealized —
— OXNARD CALIF FING AUTH LEAS 5. 0.0%
Value ($000) $62 Shares 60,000 Est. Cost $1.03 Unrealized —
— SAN JOSE CALIF REDEV AGY TAX 5 0.0%
Value ($000) $62 Shares 60,000 Est. Cost $1.03 Unrealized —
— NORTH BERGEN TWP NJ 4.500% 02/ 0.0%
Value ($000) $62 Shares 60,000 Est. Cost $1.03 Unrealized —
— LOUISIANA ST LOCAL GOVT 3.000% 0.0%
Value ($000) $62 Shares 60,000 Est. Cost $1.03 Unrealized —
— NEW BRAUNFELS TX INDPT 3.375% 0.0%
Value ($000) $60 Shares 60,000 Est. Cost $1.00 Unrealized —
— NEW YORK ST URBAN DEV CORP 5.0 0.0%
Value ($000) $58 Shares 50,000 Est. Cost $1.16 Unrealized —
— NEW YORK ST TWY AUTH-A 5.000% 0.0%
Value ($000) $57 Shares 50,000 Est. Cost $1.14 Unrealized —
— HARTFORD CONN GO REF BDS 5.000 0.0%
Value ($000) $57 Shares 55,000 Est. Cost $1.04 Unrealized —
— VIRGIN ISLANDS PUB FIN AUTH 5. 0.0%
Value ($000) $57 Shares 55,000 Est. Cost $1.04 Unrealized —
— NYS UDC-B BE 5.250% 01/01/22 0.0%
Value ($000) $57 Shares 50,000 Est. Cost $1.14 Unrealized —
— STOCKTON CA UNIF SCH DIST 5.00 0.0%
Value ($000) $57 Shares 55,000 Est. Cost $1.04 Unrealized —
— COLLINGSWOOD NJ SCH DIST 4.000 0.0%
Value ($000) $56 Shares 55,000 Est. Cost $1.02 Unrealized —
— NEW YORK ST DORM AUTH REVS 5.0 0.0%
Value ($000) $56 Shares 50,000 Est. Cost $1.12 Unrealized —
— NYC TRANS FIN 5.000% 07/15/26 0.0%
Value ($000) $55 Shares 50,000 Est. Cost $1.10 Unrealized —
— NEW JERSEY ST TRANSPRTN 5.000% 0.0%
Value ($000) $55 Shares 50,000 Est. Cost $1.10 Unrealized —
— NEW JERSEY ST HSG & MTGE FIN 4 0.0%
Value ($000) $55 Shares 55,000 Est. Cost $1.00 Unrealized —
— MONROE CNTY NY INDL DEV COR 5. 0.0%
Value ($000) $55 Shares 50,000 Est. Cost $1.10 Unrealized —
— NEW YORK CITY TRANSIT SUB-S 5. 0.0%
Value ($000) $55 Shares 50,000 Est. Cost $1.10 Unrealized —
— COCOA FLA WTR & SWR REV 5.250% 0.0%
Value ($000) $54 Shares 50,000 Est. Cost $1.08 Unrealized —
— SAN JUAN TEX HIGHER ED 6.700% 0.0%
Value ($000) $54 Shares 50,000 Est. Cost $1.08 Unrealized —
— LA USD 5.000% 07/01/27 0.0%
Value ($000) $54 Shares 50,000 Est. Cost $1.08 Unrealized —
— NEW JERSEY ST TRANSPRTN 6.104% 0.0%
Value ($000) $54 Shares 50,000 Est. Cost $1.08 Unrealized —
— CALIFORNIA ST REF-STEM CELL 5. 0.0%
Value ($000) $53 Shares 50,000 Est. Cost $1.06 Unrealized —
— MINNESOTA PUB FACS AUTH 3.000% 0.0%
Value ($000) $53 Shares 50,000 Est. Cost $1.06 Unrealized —
— NORTHERN BURLINGTON CNTY 5.250 0.0%
Value ($000) $53 Shares 50,000 Est. Cost $1.06 Unrealized —
— DISTRICT OF COLUMBIA 5.000% 06 0.0%
Value ($000) $53 Shares 50,000 Est. Cost $1.06 Unrealized —
— ILLINOIS FIN AUTH REV 6% 05/15 0.0%
Value ($000) $53 Shares 50,000 Est. Cost $1.06 Unrealized —
— HENNEPIN CNTY MN SALES TAX 4.8 0.0%
Value ($000) $52 Shares 50,000 Est. Cost $1.04 Unrealized —
— NEW JERSEY BLDG AUTH REV-A 4.5 0.0%
Value ($000) $52 Shares 50,000 Est. Cost $1.04 Unrealized —
— MASSACHUSETTS ST WTR POLLUT 4. 0.0%
Value ($000) $52 Shares 50,000 Est. Cost $1.04 Unrealized —
— INDIANAPOLIS IND LOC PUB 5.5% 0.0%
Value ($000) $52 Shares 50,000 Est. Cost $1.04 Unrealized —
— GLEN ROCK NJ SCH DIST 4.700% 0 0.0%
Value ($000) $52 Shares 50,000 Est. Cost $1.04 Unrealized —
— CMWLTH FING AUTH PA 4.700% 06/ 0.0%
Value ($000) $52 Shares 50,000 Est. Cost $1.04 Unrealized —
— PENNSYLVANIA ST BUILD AMER 5.3 0.0%
Value ($000) $52 Shares 50,000 Est. Cost $1.04 Unrealized —
— SWEDESBORO WOOLWICH NJ CON 4.5 0.0%
Value ($000) $51 Shares 50,000 Est. Cost $1.02 Unrealized —
— VIRGINIA ST PUBLIC SCH DIST 4. 0.0%
Value ($000) $51 Shares 50,000 Est. Cost $1.02 Unrealized —
— NEW YORK ST 4.750% 02/15/37 0.0%
Value ($000) $51 Shares 50,000 Est. Cost $1.02 Unrealized —
— MOORESTOWN TWP NJ SCH DIST 4.5 0.0%
Value ($000) $51 Shares 50,000 Est. Cost $1.02 Unrealized —
— PORT AUTH OF NY & NJ 4.750% 11 0.0%
Value ($000) $51 Shares 50,000 Est. Cost $1.02 Unrealized —
— NEW YORK ST URBAN DEV CORP- 5. 0.0%
Value ($000) $51 Shares 45,000 Est. Cost $1.13 Unrealized —
— NEW JERSEY ST EDL FACS-L 4.375 0.0%
Value ($000) $50 Shares 50,000 Est. Cost $1.00 Unrealized —
— IRVINGTON TWN NJ 4.625% 07/15/ 0.0%
Value ($000) $50 Shares 50,000 Est. Cost $1.00 Unrealized —
— NEW JERSEY ST TRANSPRTN 5.000% 0.0%
Value ($000) $50 Shares 50,000 Est. Cost $1.00 Unrealized —
— NEW JERSEY ECONOMIC DEV-C 4.50 0.0%
Value ($000) $50 Shares 50,000 Est. Cost $1.00 Unrealized —
— UNION CNTY NJ-B 3.000% 03/01/1 0.0%
Value ($000) $48 Shares 45,000 Est. Cost $1.07 Unrealized —
— MARLBORO TWP NJ GO 3.250% 10/0 0.0%
Value ($000) $48 Shares 45,000 Est. Cost $1.07 Unrealized —
— SAN JUAN TEX HIGHER ED FIN 5.1 0.0%
Value ($000) $48 Shares 45,000 Est. Cost $1.07 Unrealized —
— MORONGO CA UNIF SCH DIST 5.250 0.0%
Value ($000) $46 Shares 45,000 Est. Cost $1.02 Unrealized —
— NEW YORK ST DORM AUTH REV-A 5. 0.0%
Value ($000) $46 Shares 40,000 Est. Cost $1.15 Unrealized —
— NEW YORK CITY TRANS TAX-I 5.00 0.0%
Value ($000) $46 Shares 40,000 Est. Cost $1.15 Unrealized —
— ADELPHIA COM ESCROW 0.00% DUE 0.0%
Value ($000) $45 Shares 6,441,000 Est. Cost $0.01 Unrealized —
— HOUSTON TX HOTEL OCCUPANCY 5.0 0.0%
Value ($000) $45 Shares 45,000 Est. Cost $1.00 Unrealized —
— UNIV KS HOSP 5.000% 09/01/16 0.0%
Value ($000) $44 Shares 40,000 Est. Cost $1.10 Unrealized —
— HIGHLANDS HLTH-G-UNRF 5.125% 1 0.0%
Value ($000) $44 Shares 40,000 Est. Cost $1.10 Unrealized —
— BURLINGTON VT ELEC REV 5.000% 0.0%
Value ($000) $43 Shares 40,000 Est. Cost $1.07 Unrealized —
— NEW YORK GO BDS-B 5.000% 08/01 0.0%
Value ($000) $43 Shares 40,000 Est. Cost $1.07 Unrealized —
— MASSACHUSETTS ST HEALTH 4.500% 0.0%
Value ($000) $43 Shares 40,000 Est. Cost $1.07 Unrealized —
— HARRIS CNTY TEX PRERE 5.250% 1 0.0%
Value ($000) $42 Shares 40,000 Est. Cost $1.05 Unrealized —
— NORTH TEX TWY AUTH 6.125% 01/0 0.0%
Value ($000) $42 Shares 40,000 Est. Cost $1.05 Unrealized —
— NEW YORK NY CITY MUN PRERE 5.0 0.0%
Value ($000) $42 Shares 40,000 Est. Cost $1.05 Unrealized —
— HOUSTON TX HGR EDU FIN CORP 4. 0.0%
Value ($000) $41 Shares 40,000 Est. Cost $1.02 Unrealized —
— NEW JERSEY ST GO REF-H 5.250% 0.0%
Value ($000) $41 Shares 40,000 Est. Cost $1.02 Unrealized —
— TEXAS ST TRANSN COMMN-MOBIL 4. 0.0%
Value ($000) $40 Shares 40,000 Est. Cost $1.00 Unrealized —
— UPPER OCCOQUAN VA SEWAGE AU 4. 0.0%
Value ($000) $40 Shares 40,000 Est. Cost $1.00 Unrealized —
— AMERICAN AIRLINES ESCROW 0.0%
Value ($000) $40 Shares 200,000 Est. Cost $0.20 Unrealized —
— NORTHWEST TX INDPT SCH 5.000% 0.0%
Value ($000) $39 Shares 35,000 Est. Cost $1.11 Unrealized —
— TOBACCO SETTLEMENT FING CORP 5 0.0%
Value ($000) $39 Shares 55,000 Est. Cost $0.71 Unrealized —
— NEW YORK ST ENVIRON REV-A 5.00 0.0%
Value ($000) $38 Shares 35,000 Est. Cost $1.09 Unrealized —
— NEW YORK ST DORM AUTH-A 5.000% 0.0%
Value ($000) $38 Shares 35,000 Est. Cost $1.09 Unrealized —
— EATONTOWN NJ SCH DIST 4.500% 0 0.0%
Value ($000) $36 Shares 35,000 Est. Cost $1.03 Unrealized —
— EDINBURG TX CONS INDPT 4.000% 0.0%
Value ($000) $36 Shares 35,000 Est. Cost $1.03 Unrealized —
— MORRIS CNTY NJ GO 5.000% 09/15 0.0%
Value ($000) $35 Shares 30,000 Est. Cost $1.17 Unrealized —
— NORFOLK VA WTR REVENUE 4.750% 0.0%
Value ($000) $35 Shares 35,000 Est. Cost $1.00 Unrealized —
— ROUND ROCK TX INDEP SCH DIST 5 0.0%
Value ($000) $34 Shares 30,000 Est. Cost $1.13 Unrealized —
— NEW YORK GO BDS-B 5.000% 08/15 0.0%
Value ($000) $34 Shares 30,000 Est. Cost $1.13 Unrealized —
— NORTH CAROLINA ST 5.000% 03/01 0.0%
Value ($000) $33 Shares 30,000 Est. Cost $1.10 Unrealized —
— NEW JERSEY ST TRANSPRTN 5.000% 0.0%
Value ($000) $33 Shares 30,000 Est. Cost $1.10 Unrealized —
— CONCORD MASS URP BDS 2007 3.75 0.0%
Value ($000) $32 Shares 30,000 Est. Cost $1.07 Unrealized —
— MIDDLESEX CNTY NJ CTFS REF 4.0 0.0%
Value ($000) $32 Shares 30,000 Est. Cost $1.07 Unrealized —
— CAMDEN CNTY NJ IMPT AUTH RE 3. 0.0%
Value ($000) $32 Shares 30,000 Est. Cost $1.07 Unrealized —
— SAN ANTONIO TEXAS ELEC & 5.375 0.0%
Value ($000) $32 Shares 30,000 Est. Cost $1.07 Unrealized —
— PORT AUTH OF NY & NJ 4.750% 07 0.0%
Value ($000) $31 Shares 30,000 Est. Cost $1.03 Unrealized —
— PORT AUTH OF NY & NJ 4.750% 07 0.0%
Value ($000) $31 Shares 30,000 Est. Cost $1.03 Unrealized —
— CONNECTICUT ST HLTH & EDU 5.00 0.0%
Value ($000) $31 Shares 30,000 Est. Cost $1.03 Unrealized —
— NORTH HALEDON NJ SCH DIST 4.37 0.0%
Value ($000) $30 Shares 30,000 Est. Cost $1.00 Unrealized —
— MASSACHUSETTS ST HLTH & EDL 5. 0.0%
Value ($000) $30 Shares 25,000 Est. Cost $1.20 Unrealized —
— STATE PUB SCH BLDG AUTH PA 4.7 0.0%
Value ($000) $30 Shares 30,000 Est. Cost $1.00 Unrealized —
— MASSACHUSETTS ST TPK AUTH 0.00 0.0%
Value ($000) $29 Shares 35,000 Est. Cost $0.83 Unrealized —
— MERCER CNTY NJ GO REF 5.000% 0 0.0%
Value ($000) $29 Shares 25,000 Est. Cost $1.16 Unrealized —
— JERSEY CITY N J GO REF BDS 5.5 0.0%
Value ($000) $28 Shares 25,000 Est. Cost $1.12 Unrealized —
— NEW JERSEY ST EDL FACS AUTH 5. 0.0%
Value ($000) $28 Shares 25,000 Est. Cost $1.12 Unrealized —
— UNIVERSITY NC CHAPEL HILL 5.00 0.0%
Value ($000) $27 Shares 25,000 Est. Cost $1.08 Unrealized —
— FLEMINGTON-RARITAN N J REGL 5. 0.0%
Value ($000) $27 Shares 25,000 Est. Cost $1.08 Unrealized —
— EAGLE MTN & SAGINAW TX INDPT 5 0.0%
Value ($000) $27 Shares 25,000 Est. Cost $1.08 Unrealized —
— KINGSPORT SCH PUB IMP 4% 02/01 0.0%
Value ($000) $27 Shares 25,000 Est. Cost $1.08 Unrealized —
— HONOLULU CITY & CNTY HI 5.250% 0.0%
Value ($000) $27 Shares 25,000 Est. Cost $1.08 Unrealized —
— NEW YORK ST DORM AUTH REV-F 5. 0.0%
Value ($000) $27 Shares 25,000 Est. Cost $1.08 Unrealized —
— BROWNSVILLE TEX CTFS OBLIG 5.5 0.0%
Value ($000) $27 Shares 25,000 Est. Cost $1.08 Unrealized —
— WASHINGTON ST HIGHER ED FAC 4. 0.0%
Value ($000) $27 Shares 25,000 Est. Cost $1.08 Unrealized —
— LOUISIANA ST CITIZENS PROP 5.0 0.0%
Value ($000) $27 Shares 25,000 Est. Cost $1.08 Unrealized —
— HARRISONBURG-PUB IMPT 4.125% 0 0.0%
Value ($000) $26 Shares 25,000 Est. Cost $1.04 Unrealized —
— GOLDEN KNIGHTS CORP FLA CTF 4. 0.0%
Value ($000) $26 Shares 25,000 Est. Cost $1.04 Unrealized —
— GODFREY ETC SD REF 4% 05/01/17 0.0%
Value ($000) $26 Shares 25,000 Est. Cost $1.04 Unrealized —
— DAVIS CNTY 4% 02/01/19 0.0%
Value ($000) $26 Shares 25,000 Est. Cost $1.04 Unrealized —
— GLEN ROCK NJ SCH DIST 4.600% 0 0.0%
Value ($000) $26 Shares 25,000 Est. Cost $1.04 Unrealized —
— FAIRFAX SWR 4% 07/15/27 0.0%
Value ($000) $26 Shares 25,000 Est. Cost $1.04 Unrealized —
— DALLAS TEX AREA RAPID TRAN 4.5 0.0%
Value ($000) $26 Shares 25,000 Est. Cost $1.04 Unrealized —
— DODGE CITY KANS SALES TAX 4.50 0.0%
Value ($000) $26 Shares 25,000 Est. Cost $1.04 Unrealized —
— NEW KENSINGTON PA MUN SAN 5.00 0.0%
Value ($000) $26 Shares 25,000 Est. Cost $1.04 Unrealized —
— NEW JERSEY ST TRANSPRTN 5.500% 0.0%
Value ($000) $26 Shares 25,000 Est. Cost $1.04 Unrealized —
— JANESVILLE SD-SCH BLD 4.5% 03/ 0.0%
Value ($000) $26 Shares 25,000 Est. Cost $1.04 Unrealized —
— KANSAS ST DEV FIN AUTH REV 4.1 0.0%
Value ($000) $26 Shares 25,000 Est. Cost $1.04 Unrealized —
— KIRTLAND SD-IMPT 4.125% 12/01/ 0.0%
Value ($000) $26 Shares 25,000 Est. Cost $1.04 Unrealized —
— LAKEWOOD OHIO WTR SYS REV 4.25 0.0%
Value ($000) $26 Shares 25,000 Est. Cost $1.04 Unrealized —
— LEE CNTY COPS FACS 4.125% 04/0 0.0%
Value ($000) $26 Shares 25,000 Est. Cost $1.04 Unrealized —
— FRESNO CALIF IRR DIST CTFS 4.3 0.0%
Value ($000) $26 Shares 25,000 Est. Cost $1.04 Unrealized —
— FLORIDA ST MUN PWR AGY REV 5.0 0.0%
Value ($000) $26 Shares 25,000 Est. Cost $1.04 Unrealized —
— MEADE CNTY SD 2ND SER 4% 10/01 0.0%
Value ($000) $26 Shares 25,000 Est. Cost $1.04 Unrealized —
— PORTLAND LTD TAX-C 4.375% 06/0 0.0%
Value ($000) $26 Shares 25,000 Est. Cost $1.04 Unrealized —
— CLAYTON DEV-REF-B 4% 08/01/19 0.0%
Value ($000) $26 Shares 25,000 Est. Cost $1.04 Unrealized —
— RADNOR TWP SD SER C 4.05% 11/1 0.0%
Value ($000) $26 Shares 25,000 Est. Cost $1.04 Unrealized —
— ALABAMA ST UNIV REV 5.250% 09/ 0.0%
Value ($000) $26 Shares 25,000 Est. Cost $1.04 Unrealized —
— RIDGEWOOD N J GO BDS 2007 5.00 0.0%
Value ($000) $26 Shares 25,000 Est. Cost $1.04 Unrealized —
— MAGOFFIN CNTY SD 4.125% 08/01/ 0.0%
Value ($000) $26 Shares 25,000 Est. Cost $1.04 Unrealized —
— MADISON SD REF-BLDG 4% 03/01/2 0.0%
Value ($000) $26 Shares 25,000 Est. Cost $1.04 Unrealized —
— BRISTOL BORO SD 4% 03/01/23 0.0%
Value ($000) $26 Shares 25,000 Est. Cost $1.04 Unrealized —
— ROSEVILLE MICH SCH DIST 5.000% 0.0%
Value ($000) $26 Shares 25,000 Est. Cost $1.04 Unrealized —
— LITTLE ELM TEX CTFS OBLIG 4.75 0.0%
Value ($000) $26 Shares 25,000 Est. Cost $1.04 Unrealized —
— PIMA CNTY 4% 07/01/18 0.0%
Value ($000) $26 Shares 25,000 Est. Cost $1.04 Unrealized —
— WEST CHESTER SD-RF-A 4.125% 02 0.0%
Value ($000) $26 Shares 25,000 Est. Cost $1.04 Unrealized —
— LEON SCH BRD-REF 4% 07/01/19 0.0%
Value ($000) $26 Shares 25,000 Est. Cost $1.04 Unrealized —
— BUTLER CNTY WTRWKS RF 4% 12/01 0.0%
Value ($000) $26 Shares 25,000 Est. Cost $1.04 Unrealized —
— OTTAWA-SEW DISPOSAL 4% 05/01/2 0.0%
Value ($000) $26 Shares 25,000 Est. Cost $1.04 Unrealized —
— PHARR TEX 4.100% 08/15/19 0.0%
Value ($000) $26 Shares 25,000 Est. Cost $1.04 Unrealized —
— OH WTR-UNREF-WTR QUAL 5.000% 1 0.0%
Value ($000) $26 Shares 25,000 Est. Cost $1.04 Unrealized —
— VA ST HSG 4.5% 07/01/24 0.0%
Value ($000) $26 Shares 25,000 Est. Cost $1.04 Unrealized —
— ST LOUIS MO MUNI FIN CORP 4.00 0.0%
Value ($000) $26 Shares 25,000 Est. Cost $1.04 Unrealized —
— SWSTRN DEV-MASCOUTAH 4.6% 02/0 0.0%
Value ($000) $26 Shares 25,000 Est. Cost $1.04 Unrealized —
— UNIVERSITY VA UNIV 5% 06/01/40 0.0%
Value ($000) $26 Shares 25,000 Est. Cost $1.04 Unrealized —
— UNIVERSITY TOLEDO OHIO GEN 4.1 0.0%
Value ($000) $26 Shares 25,000 Est. Cost $1.04 Unrealized —
— OXFORD BLDG AUTH-A 4.2% 10/01/ 0.0%
Value ($000) $26 Shares 25,000 Est. Cost $1.04 Unrealized —
— TRINITY RIVER AUTH TEX TEN 4.2 0.0%
Value ($000) $26 Shares 25,000 Est. Cost $1.04 Unrealized —
— FL BOE PUB ED-REF-B 4.75% 06/0 0.0%
Value ($000) $26 Shares 25,000 Est. Cost $1.04 Unrealized —
— AUSTIN ISD-REF 5% 08/01/33 0.0%
Value ($000) $26 Shares 25,000 Est. Cost $1.04 Unrealized —
— ELYRIA OHIO 4.000% 12/01/18 0.0%
Value ($000) $26 Shares 25,000 Est. Cost $1.04 Unrealized —
— GRANT PUD #2-RF-DEV-A 4% 01/01 0.0%
Value ($000) $26 Shares 25,000 Est. Cost $1.04 Unrealized —
— UPPER TRINITY REGL WTR DIST 4. 0.0%
Value ($000) $25 Shares 25,000 Est. Cost $1.00 Unrealized —
— ALABAMA ST BRD ED REV 4.000% 1 0.0%
Value ($000) $25 Shares 25,000 Est. Cost $1.00 Unrealized —
— LANSE CREUSE MICH PUB SCHS 5.0 0.0%
Value ($000) $25 Shares 25,000 Est. Cost $1.00 Unrealized —
— LA CA UNI SCH DI COP-B PRER 5. 0.0%
Value ($000) $25 Shares 25,000 Est. Cost $1.00 Unrealized —
— JACKSONVILLE UNIV-FEE 4.75% 12 0.0%
Value ($000) $25 Shares 25,000 Est. Cost $1.00 Unrealized —
— ATLANTA GA DEV AUTH REV 4.000% 0.0%
Value ($000) $25 Shares 25,000 Est. Cost $1.00 Unrealized —
— BAY CNTY FLA SALES TAX REV 4.2 0.0%
Value ($000) $25 Shares 25,000 Est. Cost $1.00 Unrealized —
— NEW JERSEY ST EDJ FACS AUTH 4. 0.0%
Value ($000) $25 Shares 25,000 Est. Cost $1.00 Unrealized —
— NEW BRAUNFELS-B-HOTEL 4.25% 09 0.0%
Value ($000) $25 Shares 25,000 Est. Cost $1.00 Unrealized —
— NATIONAL CITY CALIF CMNTY 4.00 0.0%
Value ($000) $25 Shares 25,000 Est. Cost $1.00 Unrealized —
— BLOOMFIELD TWP LIBR 4.125% 05/ 0.0%
Value ($000) $25 Shares 25,000 Est. Cost $1.00 Unrealized —
— BOONE CNTY SD FIN BDG 4.125% 0 0.0%
Value ($000) $25 Shares 25,000 Est. Cost $1.00 Unrealized —
— MONROE UTIL REF-COMB 4% 12/01/ 0.0%
Value ($000) $25 Shares 25,000 Est. Cost $1.00 Unrealized —
— BRADENTON SPL OBLG 4.25% 09/01 0.0%
Value ($000) $25 Shares 25,000 Est. Cost $1.00 Unrealized —
— MOLINE-CORP PURP-B 4% 11/01/18 0.0%
Value ($000) $25 Shares 25,000 Est. Cost $1.00 Unrealized —
— WARREN SD REF 4.25% 05/01/24 0.0%
Value ($000) $25 Shares 25,000 Est. Cost $1.00 Unrealized —
— UNIVERSITY NORTHN COLO 5.000% 0.0%
Value ($000) $25 Shares 25,000 Est. Cost $1.00 Unrealized —
— CAPE CORAL FLA UTIL 4.125% 07/ 0.0%
Value ($000) $25 Shares 25,000 Est. Cost $1.00 Unrealized —
— CARLSTADT NJ SCH DIST 4.500% 0 0.0%
Value ($000) $25 Shares 25,000 Est. Cost $1.00 Unrealized —
— PENNSYLVANIA ST HGR EDUC FAC 4 0.0%
Value ($000) $25 Shares 25,000 Est. Cost $1.00 Unrealized —
— PENDLETON CNTY SD FIN 4.125% 0 0.0%
Value ($000) $25 Shares 25,000 Est. Cost $1.00 Unrealized —
— OXFORD MISS 4.000% 03/01/25 0.0%
Value ($000) $25 Shares 25,000 Est. Cost $1.00 Unrealized —
— OMAHA PWR-NEB CITY-A 4.1% 02/0 0.0%
Value ($000) $25 Shares 25,000 Est. Cost $1.00 Unrealized —
— OMAHA PWR SUB-SYS-AA 4.15% 02/ 0.0%
Value ($000) $25 Shares 25,000 Est. Cost $1.00 Unrealized —
— CORONA-NORCO CA UNI SCH DIS 4. 0.0%
Value ($000) $25 Shares 25,000 Est. Cost $1.00 Unrealized —
— DALLAS CMNTY CLG 4% 02/15/29 0.0%
Value ($000) $25 Shares 25,000 Est. Cost $1.00 Unrealized —
— GENESEE CNTY MICH 4.000% 05/01 0.0%
Value ($000) $25 Shares 25,000 Est. Cost $1.00 Unrealized —
— FRANKLIN SD BLDG 4.25% 05/01/2 0.0%
Value ($000) $25 Shares 25,000 Est. Cost $1.00 Unrealized —
— FORT WAYNE IND ECONOMIC DEV 5. 0.0%
Value ($000) $25 Shares 25,000 Est. Cost $1.00 Unrealized —
— ESCONDIDO CALIF REV CTFS 4.125 0.0%
Value ($000) $25 Shares 25,000 Est. Cost $1.00 Unrealized —
— HARTFORD CONN GO REF BDS 5.000 0.0%
Value ($000) $24 Shares 20,000 Est. Cost $1.20 Unrealized —
— ADELPHIA COM ESCROW 0.00% DUE 0.0%
Value ($000) $22 Shares 3,150,000 Est. Cost $0.01 Unrealized —
— FRANKLIN TWP SOMERSET CNTY 5.0 0.0%
Value ($000) $22 Shares 20,000 Est. Cost $1.10 Unrealized —
— MICHIGAN MUN BD AUTH REV 4.250 0.0%
Value ($000) $22 Shares 25,000 Est. Cost $0.88 Unrealized —
— LOC GOVT MUN BD AUTH REV 4.125 0.0%
Value ($000) $22 Shares 25,000 Est. Cost $0.88 Unrealized —
— GARLAND TX 5.250% 02/15/15 0.0%
Value ($000) $21 Shares 20,000 Est. Cost $1.05 Unrealized —
— SEATTLE WA MUN LT & PWR 5.250% 0.0%
Value ($000) $21 Shares 20,000 Est. Cost $1.05 Unrealized —
— ADELPHIA COM ESCROW 0.00% DUE 0.0%
Value ($000) $21 Shares 3,025,000 Est. Cost $0.01 Unrealized —
— CHARLESTON SC WTR & SWR REV 5. 0.0%
Value ($000) $21 Shares 20,000 Est. Cost $1.05 Unrealized —
— WISCONSIN ST CLEAN WTR REV 5.0 0.0%
Value ($000) $20 Shares 20,000 Est. Cost $1.00 Unrealized —
— ADELPHIA COM ESCROW 0.00% DUE 0.0%
Value ($000) $19 Shares 2,715,000 Est. Cost $0.01 Unrealized —
— LEHMAN 5.250 02/06/13 ESCROW C 0.0%
Value ($000) $19 Shares 90,000 Est. Cost $0.21 Unrealized —
— NY LOC ASST REF SER C 5.5% 04/ 0.0%
Value ($000) $17 Shares 15,000 Est. Cost $1.13 Unrealized —
— GRAND PRAIRIE TEX WTR & 4.625% 0.0%
Value ($000) $16 Shares 15,000 Est. Cost $1.07 Unrealized —
— NEW JERSEY ECON DEV AUTH-N 5.0 0.0%
Value ($000) $16 Shares 15,000 Est. Cost $1.07 Unrealized —
— GLOUCHESTER CNTY NJ IMPT 4.750 0.0%
Value ($000) $16 Shares 15,000 Est. Cost $1.07 Unrealized —
— CAMBRIDGE MASS LN PRERE 4.250% 0.0%
Value ($000) $15 Shares 15,000 Est. Cost $1.00 Unrealized —
— LEHMAN 6.20 09/26/14 ESCROW CL 0.0%
Value ($000) $15 Shares 70,000 Est. Cost $0.21 Unrealized —
— QUEBECOR WORLD LITIGATION TRST 0.0%
Value ($000) $14 Shares 930,000 Est. Cost $0.02 Unrealized —
— AT HOME CORP REG CNV BD (DEF) 0.0%
Value ($000) $13 Shares 133,347,086 Est. Cost $0.00 Unrealized —
— NEW JERSEY ENVIRON INF PRER 5. 0.0%
Value ($000) $12 Shares 10,000 Est. Cost $1.20 Unrealized —
— METRO TRANSN AUTH NY REV-F 5.0 0.0%
Value ($000) $12 Shares 10,000 Est. Cost $1.20 Unrealized —
— GEORGIA ST RD & TWY AUTH 5.000 0.0%
Value ($000) $11 Shares 10,000 Est. Cost $1.10 Unrealized —
— VIRGIN ISLANDS PUB FIN AUTH 5. 0.0%
Value ($000) $11 Shares 10,000 Est. Cost $1.10 Unrealized —
— NEW YORK GO BDS-E 5.000% 08/01 0.0%
Value ($000) $11 Shares 10,000 Est. Cost $1.10 Unrealized —
— ALLIANCE DATA SYSTEMS CORP 0.0%
Value ($000) $11 Shares 2,000 Est. Cost $5.50 Unrealized —
— ADELPHIA COM ESCROW 0.000% DUE 0.0%
Value ($000) $11 Shares 1,500,000 Est. Cost $0.01 Unrealized —
— ROYSE CITY TX INDPT PRERE 0.00 0.0%
Value ($000) $10 Shares 10,000 Est. Cost $1.00 Unrealized —
— ADELPHIA COM ESCROW 0.00% DUE 0.0%
Value ($000) $7 Shares 1,000,000 Est. Cost $0.01 Unrealized —
— FNMA 0.000 0.0%
Value ($000) $6 Shares 400 Est. Cost $15.00 Unrealized —
— NEW JERSEY ENVIRONMENTAL IN 5. 0.0%
Value ($000) $5 Shares 5,000 Est. Cost $1.00 Unrealized —
— PORT AUTH OF NY & NJ 4.500% 10 0.0%
Value ($000) $5 Shares 5,000 Est. Cost $1.00 Unrealized —
— NEW YORK N Y UNREF 4.400% 08/0 0.0%
Value ($000) $5 Shares 5,000 Est. Cost $1.00 Unrealized —
— CARROLL TX INDEP SCH DIST 0.00 0.0%
Value ($000) $5 Shares 5,000 Est. Cost $1.00 Unrealized —
— ESSEX CNTY NJ IMPT AUTH 5.000% 0.0%
Value ($000) $5 Shares 5,000 Est. Cost $1.00 Unrealized —
— DEX MEDIA INC NEW 0.0%
Value ($000) $3 Shares 464 Est. Cost $6.47 Unrealized —
— VERINT SYS INC 0.0%
Value ($000) $2 Shares 53 Est. Cost $37.74 Unrealized —
— COMVERSE INC 0.0%
Value ($000) $2 Shares 41 Est. Cost $48.78 Unrealized —
— AT HOME CORP CNV BND REG DEF 0.0%
Value ($000) $1 Shares 7,185,380 Est. Cost $0.00 Unrealized —