| Issue | Rate | Maturity Date | Par Value | Book Value | Market Value | Yield |
|
| AAIPHARMA INC | 11.00 | 4/1/2010 | 5,500,000.00 | 5,519,165.63 | 5,115,000.00 | 11.83 |
| ACCREDO HEALTH INC | 1.00 | 3/31/2009 | 5,000,000.00 | 4,995,022.21 | 5,000,000.00 | 1.00 |
| ADVANCE STORES INC | 10.25 | 4/15/2008 | 1,250,000.00 | 1,325,708.52 | 1,312,500.00 | 9.76 |
| ADVANCED MED OPTICS INC | 9.25 | 7/15/2010 | 500,000.00 | 493,011.18 | 492,500.00 | 9.39 |
| AEP INDUSTRY | 9.88 | 11/15/2007 | 1,500,000.00 | 1,542,797.97 | 1,485,000.00 | 9.97 |
| AES CORP | 9.38 | 9/15/2010 | 750,000.00 | 564,183.86 | 483,750.00 | 14.53 |
| AES CORP | 8.88 | 2/15/2011 | 800,000.00 | 635,223.84 | 484,000.00 | 14.67 |
| AGROSY GAMING CO | 10.75 | 6/1/2009 | 375,000.00 | 404,906.10 | 404,062.50 | 9.98 |
| AIMCO | 1.00 | 3/11/2004 | 1,567,944.26 | 1,564,512.29 | 1,571,864.12 | 1.00 |
| ALLIANCE GAMING CORP | 10.00 | 8/1/2007 | 1,500,000.00 | 1,575,076.24 | 1,556,250.00 | 9.64 |
| ALLIED HLDGS INC | 8.63 | 10/1/2007 | 1,750,000.00 | 1,474,246.83 | 1,365,000.00 | 11.06 |
| ALLIED WASTE NORTH AMER INC | 7.88 | 1/1/2009 | 1,500,000.00 | 1,495,333.95 | 1,440,000.00 | 8.20 |
| ALLIED WASTE NORTH AMER INC | 10.00 | 8/1/2009 | 15,150,000.00 | 15,469,602.93 | 14,884,875.00 | 10.18 |
| ALLIED WASTE NORTH AMER INC | 8.50 | 12/1/2008 | 500,000.00 | 500,000.00 | 488,750.00 | 8.70 |
| ALLTRISTA CORP | 9.75 | 5/1/2012 | 3,100,000.00 | 3,053,284.45 | 2,929,500.00 | 10.32 |
| ALPHARMA | 5.26 | 10/9/2008 | 384,425.25 | 377,410.10 | 384,425.25 | 5.26 |
| ALPHARMA INC | 5.15 | 10/9/2008 | 439,342.21 | 431,324.91 | 439,342.21 | 5.15 |
| ALPHARMA INC | 1.00 | 9/18/2008 | 132,573.44 | 130,154.79 | 132,573.44 | 1.00 |
| ALPHARMA INC | 1.00 | 9/8/2008 | 196,283.88 | 192,703.33 | 196,283.88 | 1.00 |
| AMERICAN ACHIEVEMENT CORP | 11.63 | 1/1/2007 | 1,000,000.00 | 1,031,526.16 | 1,025,000.00 | 11.34 |
| AMERICAN AXLE + MFG INC | 9.75 | 3/1/2009 | 500,000.00 | 534,729.01 | 531,250.00 | 9.18 |
| AMERICAN CELLULAR CORP | 9.50 | 10/15/2009 | 1,800,000.00 | 1,385,152.61 | 288,000.00 | 59.38 |
| AMERICAN MEDIA OPERATIONS INC | 10.25 | 5/1/2009 | 5,000,000.00 | 5,146,414.54 | 5,250,000.00 | 9.76 |
| AMERICAN REPROGRAPHICS | 1.00 | 4/10/2008 | 3,254,186.32 | 3,206,957.11 | 3,221,644.46 | 1.01 |
| AMERICAN REPROGRAPHICS | 1.00 | 4/10/2006 | 1,250,030.77 | 1,232,259.72 | 1,237,530.46 | 1.01 |
| AMERICAN SEAFOOD | 1.00 | 3/31/2009 | 3,478,125.00 | 3,474,740.24 | 3,486,820.31 | 1.00 |
| AMERICAN SEAFOODS GROUP LLC | 10.13 | 4/15/2010 | 1,625,000.00 | 1,631,562.50 | 1,641,250.00 | 10.02 |
| AMERISTAR CASINOS INC | 10.75 | 2/15/2009 | 2,700,000.00 | 2,951,800.86 | 2,882,250.00 | 10.07 |
| AMF BOWLING WORLDWIDE | 1.00 | 2/28/2008 | 4,965,517.24 | 4,892,169.45 | 4,971,972.41 | 1.00 |
| AMKOR TECHNOLOGY INC | 10.50 | 5/1/2009 | 725,000.00 | 728,522.07 | 493,000.00 | 15.44 |
| AMKOR TECHNOLOGY INC | 9.25 | 2/15/2008 | 775,000.00 | 705,938.31 | 627,750.00 | 11.42 |
| AOL TIME WARNER INC | 6.15 | 5/1/2007 | 2,200,000.00 | 2,143,101.23 | 2,101,550.00 | 6.44 |
| ARCH WESTERN RESOURCES | 1.00 | 4/18/2008 | 5,000,000.00 | 4,993,938.87 | 5,050,000.00 | 0.99 |
| ARCO CHEM CO | 9.38 | 12/15/2005 | 1,900,000.00 | 1,928,177.74 | 1,824,000.00 | 9.77 |
| ARGOSY GAMING | 9.00 | 9/1/2011 | 1,875,000.00 | 1,957,033.69 | 1,924,218.75 | 8.77 |
| ARMKEL LLC | 9.50 | 8/15/2009 | 2,500,000.00 | 2,665,847.81 | 2,606,250.00 | 9.11 |
| ARVINMERITOR INC | 8.75 | 3/1/2012 | 1,500,000.00 | 1,539,948.92 | 1,603,455.00 | 8.19 |
| ASBURY AUTOMOTIVE GROUP INC | 9.00 | 6/15/2012 | 3,000,000.00 | 3,013,373.66 | 2,895,000.00 | 9.33 |
| ASSOCIATED MATLS INC | 9.75 | 4/15/2012 | 2,000,000.00 | 2,056,722.52 | 2,050,000.00 | 9.51 |
| AT + T CORP | 8.00 | 11/15/2031 | 1,500,000.00 | 1,466,709.77 | 1,155,000.00 | 10.39 |
| AUTONATION INC DEL | 9.00 | 8/1/2008 | 3,750,000.00 | 3,954,543.86 | 3,843,750.00 | 8.78 |
| AVECIA GROUP PLC | 11.00 | 7/1/2009 | 900,000.00 | 943,338.98 | 891,000.00 | 11.11 |
| AZTAR CORP | 9.00 | 8/15/2011 | 3,000,000.00 | 3,138,428.57 | 3,015,000.00 | 8.96 |
| B + G FOODS INCICATIONS CORP | 9.63 | 8/1/2007 | 2,500,000.00 | 2,524,347.47 | 2,562,500.00 | 9.39 |
| BANK ONE TEX N A MT SUB BK NTS | 6.25 | 2/15/2008 | 2,500,000.00 | 2,538,735.50 | 2,622,300.00 | 5.96 |
| BARRETT RES CORP | 7.55 | 2/1/2007 | 500,000.00 | 490,052.28 | 420,190.00 | 8.98 |
| BAXTER INTL INC | 5.25 | 5/1/2007 | 2,000,000.00 | 1,990,514.69 | 2,038,300.00 | 5.15 |
| BAYTEX ENERGY LTD | 10.50 | 2/15/2011 | 500,000.00 | 503,679.64 | 510,000.00 | 10.29 |
| BE AEROSPACE INC | 9.50 | 11/1/2008 | 1,000,000.00 | 980,389.67 | 965,000.00 | 9.84 |
| BE AEROSPACE INC | 8.88 | 5/1/2011 | 5,750,000.00 | 5,467,500.46 | 5,376,250.00 | 9.49 |
| BEAZER HOMES USA INC | 8.38 | 4/15/2012 | 500,000.00 | 500,000.00 | 505,000.00 | 8.29 |
| BELCO OIL + GAS CORP | 8.88 | 9/15/2007 | 1,100,000.00 | 1,150,577.02 | 1,133,000.00 | 8.62 |
| BEVERLY ENTERPRISES | 9.00 | 2/15/2006 | 800,000.00 | 786,991.58 | 802,000.00 | 8.98 |
| BEVERLY ENTERPRISES INC | 9.63 | 4/15/2009 | 1,690,000.00 | 1,687,069.68 | 1,736,475.00 | 9.37 |
| BIOVAIL CORP | 7.88 | 4/1/2010 | 2,250,000.00 | 2,243,515.68 | 2,160,000.00 | 8.20 |
| BLOCK COMMUNICATIONS | 9.25 | 4/15/2009 | 3,475,000.00 | 3,521,158.33 | 3,475,000.00 | 9.25 |
| BLOCKBUSTER | 1.00 | 7/1/2004 | 4,583,333.33 | 4,513,619.05 | 4,491,666.66 | 1.02 |
| BOYD GAMING CORP | 9.50 | 7/15/2007 | 2,150,000.00 | 2,225,145.80 | 2,174,187.50 | 9.39 |
| BOYD GAMING CORP | 8.75 | 4/15/2012 | 7,300,000.00 | 7,341,875.00 | 7,373,000.00 | 8.66 |
| BRITISH SKY BROADCASTING GROUP | 8.20 | 7/15/2009 | 500,000.00 | 505,052.54 | 492,795.00 | 8.32 |
| BRL UNIVERSAL EQUIP | 8.88 | 2/15/2008 | 2,500,000.00 | 2,585,688.35 | 2,475,000.00 | 8.96 |
| BUFFETS INC | 11.25 | 7/15/2010 | 1,500,000.00 | 1,442,773.47 | 1,500,000.00 | 11.25 |
| BUHRMANN US INC | 12.25 | 11/1/2009 | 7,000,000.00 | 7,474,563.30 | 7,280,000.00 | 11.78 |
| BUILDING MATLS CORP AMER | 8.00 | 12/1/2008 | 1,300,000.00 | 1,049,149.72 | 1,067,625.00 | 9.74 |
| CADMUS COMMUNICATIONS CORP | 9.75 | 6/1/2009 | 2,000,000.00 | 2,026,284.17 | 2,030,000.00 | 9.61 |
| CALPINE CDA ENERGY FIN ULC | 8.50 | 5/1/2008 | 2,000,000.00 | 1,591,101.29 | 1,330,000.00 | 12.78 |
| CALPINE CORP | 8.50 | 2/15/2011 | 3,800,000.00 | 3,146,337.39 | 2,489,000.00 | 12.98 |
| CANWEST MEDIA INC | 10.63 | 5/15/2011 | 2,500,000.00 | 2,745,636.78 | 2,537,500.00 | 10.47 |
| CARMIKE CINEMAS | 1.00 | 1/31/2007 | 4,853,297.43 | 4,771,443.42 | 4,768,364.72 | 1.02 |
| CASE CORP | 6.25 | 12/1/2003 | 1,000,000.00 | 961,085.14 | 940,000.00 | 6.65 |
| CEDAR BRAKES II LLC | 9.88 | 9/1/2013 | 1,700,000.00 | 1,742,321.36 | 1,742,483.00 | 9.63 |
| CHARTER COMMUNICATIONS | 1.00 | 9/18/2008 | 5,000,000.00 | 4,870,637.72 | 4,525,000.00 | 1.10 |
| CHARTER COMMUNICATIONS HLDGS | 10.00 | 4/1/2009 | 2,000,000.00 | 1,995,204.20 | 1,350,000.00 | 14.81 |
| CHARTER COMMUNICATIONS HLDGS | 10.75 | 10/1/2009 | 3,000,000.00 | 2,807,399.33 | 2,070,000.00 | 15.58 |
| CHARTER COMMUNICATIONS HLDGS | 1.00 | 1/15/2011 | 5,000,000.00 | 3,344,647.84 | 1,875,000.00 | 2.67 |
| CHARTER COMMUNICATIONS HLDGS | 10.00 | 5/15/2011 | 2,750,000.00 | 2,604,689.65 | 1,842,500.00 | 14.93 |
| CHARTER COMMUNICATIONS HLDGS | 9.63 | 11/15/2009 | 1,000,000.00 | 979,223.52 | 665,000.00 | 14.47 |
| CHATTEM INC | 8.88 | 4/1/2008 | 2,500,000.00 | 2,499,409.32 | 2,512,500.00 | 8.83 |
| CHESAPEAKE ENERGY CORP | 8.13 | 4/1/2011 | 5,000,000.00 | 4,771,508.13 | 4,875,000.00 | 8.33 |
| CHESAPEAKE ENERGY CORP | 8.38 | 11/1/2008 | 300,000.00 | 300,000.00 | 295,500.00 | 8.50 |
| CHOCTAW RESORT DEV ENTERPRISE | 9.25 | 4/1/2009 | 800,000.00 | 827,234.46 | 824,000.00 | 8.98 |
| CHUMASH CASINO + RESORT ENTERP | 9.00 | 7/15/2010 | 550,000.00 | 550,000.00 | 556,875.00 | 8.89 |
| CIRCUS + ELDORADO JT VENTURE | 10.13 | 3/1/2012 | 775,000.00 | 803,340.15 | 790,500.00 | 9.93 |
| CIRCUS CIRCUS ENTERPRISES INC | 9.25 | 12/1/2005 | 4,550,000.00 | 4,691,327.84 | 4,697,875.00 | 8.96 |
| CIT GROUP HLDGS | 7.63 | 8/16/2005 | 2,000,000.00 | 1,960,347.22 | 1,962,160.00 | 7.77 |
| CIT GROUP INC | 7.38 | 4/2/2007 | 2,000,000.00 | 1,935,511.49 | 2,013,100.00 | 7.33 |
| CITIGROUP INC | 6.50 | 1/18/2011 | 2,000,000.00 | 2,046,434.59 | 2,079,400.00 | 6.25 |
| CLUB CORP | 1.00 | 9/24/2004 | 3,727,810.65 | 3,473,768.60 | 3,448,224.85 | 1.08 |
| CLUB CORP | 1.00 | 9/24/2004 | 857,988.17 | 798,183.07 | 797,929.00 | 1.08 |
| CMS ENERGY CORP | 9.88 | 10/15/2007 | 1,000,000.00 | 882,451.19 | 750,000.00 | 13.17 |
| CMS PANHANDLE HLDG CO | 6.50 | 7/15/2009 | 500,000.00 | 390,000.00 | 464,765.00 | 6.99 |
| COAST HOTELS + CASINOS INC | 9.50 | 4/1/2009 | 2,750,000.00 | 2,900,569.14 | 2,894,375.00 | 9.03 |
| COINMACH CORP | 9.00 | 2/1/2010 | 3,090,000.00 | 3,187,850.25 | 3,136,350.00 | 8.87 |
| COLE NATL GROUP INC | 8.63 | 8/15/2007 | 1,250,000.00 | 1,207,989.46 | 1,237,500.00 | 8.71 |
| COLE NATL GROUP INC | 8.88 | 5/15/2012 | 2,250,000.00 | 2,270,470.73 | 2,227,500.00 | 8.96 |
| COLLINS + AIKMAN FLOORCOVERING | 9.75 | 2/15/2010 | 1,000,000.00 | 1,038,387.88 | 1,020,000.00 | 9.56 |
| COLLINS + AIKMAN PRODS CO | 11.50 | 4/15/2006 | 500,000.00 | 507,356.49 | 475,000.00 | 12.11 |
| COLLINS + AIKMAN PRODS CO | 10.75 | 12/31/2011 | 2,000,000.00 | 1,990,350.39 | 2,010,000.00 | 10.70 |
| COMPASS MINERALS GROUP INC | 10.00 | 8/15/2011 | 1,400,000.00 | 1,476,201.13 | 1,477,000.00 | 9.48 |
| COMPTON PETE CORP | 9.90 | 5/15/2009 | 475,000.00 | 468,566.39 | 475,000.00 | 9.90 |
| COMPUTER ASSOC INTL INC | 6.25 | 4/15/2003 | 3,000,000.00 | 2,953,493.93 | 2,835,000.00 | 6.61 |
| CONSTELLATION BRANDS INC | 8.13 | 1/15/2012 | 2,000,000.00 | 2,072,383.00 | 2,065,000.00 | 7.87 |
| CORRECTIONS CORP | 9.88 | 5/1/2009 | 3,225,000.00 | 3,284,823.01 | 3,321,750.00 | 9.59 |
| CORUS ENTMT INC | 8.75 | 3/1/2012 | 4,400,000.00 | 4,476,992.44 | 4,400,000.00 | 8.75 |
| COTT BEVERAGES INC | 8.00 | 12/15/2011 | 1,000,000.00 | 1,029,648.54 | 1,002,500.00 | 7.98 |
| CREDIT SUISSE FIRST BOSTON USA | 5.75 | 4/15/2007 | 3,000,000.00 | 2,992,815.07 | 3,069,120.00 | 5.62 |
| CRESCENT REAL ESTATE EQUITIES | 1.00 | 5/11/2005 | 3,000,000.00 | 2,986,274.08 | 3,000,000.00 | 1.00 |
| CROWN CASTLE INTL CORP | 10.75 | 8/1/2011 | 700,000.00 | 476,202.35 | 462,000.00 | 16.29 |
| CSC HLDGINGS INC | 9.88 | 2/15/2013 | 3,325,000.00 | 3,288,405.95 | 2,477,125.00 | 13.26 |
| CSC HLDGS INC | 8.13 | 8/15/2009 | 500,000.00 | 504,788.37 | 401,735.00 | 10.11 |
| CSC HLDGS INC | 7.63 | 4/1/2011 | 5,000,000.00 | 4,817,896.19 | 3,938,800.00 | 9.68 |
| D R HORTON INC | 9.75 | 9/15/2010 | 6,325,000.00 | 6,741,015.67 | 6,546,375.00 | 9.42 |
| D R HORTON INC | 9.38 | 3/15/2011 | 675,000.00 | 698,345.94 | 685,125.00 | 9.24 |
| D R HORTON INC | 8.50 | 4/15/2012 | 2,750,000.00 | 2,747,149.51 | 2,763,750.00 | 8.46 |
| DANA CORP | 9.00 | 8/15/2011 | 950,000.00 | 932,148.75 | 935,750.00 | 9.14 |
| DANA CORP | 10.13 | 3/15/2010 | 1,750,000.00 | 1,802,196.73 | 1,785,000.00 | 9.93 |
| DANKA BUSINESS SYSTEMS PLC | 1.00 | 3/31/2004 | 350,877.19 | 350,877.19 | 349,122.80 | 1.01 |
| DANKA BUSINESS SYSTEMS PLC | 1.00 | 3/31/2004 | 1,298,692.70 | 1,278,890.50 | 1,292,199.24 | 1.01 |
| DAVITA INC | 1.00 | 4/30/2009 | 14,294.12 | 14,276.52 | 14,371.97 | 0.99 |
| DAVITA INC | 1.00 | 4/30/2009 | 435,294.12 | 434,758.16 | 437,664.73 | 0.99 |
| DAVITA INC | 1.00 | 4/30/2009 | 552,941.18 | 552,260.37 | 555,952.50 | 0.99 |
| DAVITA INC | 1.00 | 4/30/2009 | 435,294.12 | 434,758.16 | 437,664.73 | 0.99 |
| DAVITA INC | 1.00 | 4/30/2009 | 552,941.18 | 552,260.37 | 555,952.50 | 0.99 |
| DECRANE | 1.00 | 9/30/2005 | 2,800,015.72 | 2,734,897.80 | 2,744,015.41 | 1.02 |
| DENBURY MGMT INC | 9.00 | 3/1/2008 | 500,000.00 | 486,356.60 | 492,500.00 | 9.14 |
| DENBURY RES INC DEL | 9.00 | 3/1/2008 | 1,000,000.00 | 976,186.70 | 982,500.00 | 9.16 |
| DOBSON | 1.00 | 4/30/2007 | 3,940,298.51 | 3,749,698.83 | 3,546,268.66 | 1.11 |
| DRESSER INC | 9.38 | 4/15/2011 | 6,000,000.00 | 6,163,564.71 | 6,075,000.00 | 9.26 |
| DRESSER INC | 9.38 | 4/15/2011 | 3,000,000.00 | 3,104,066.69 | 3,090,000.00 | 9.10 |
| DUNLOP STD AEROSPACE HLDGS PLC | 11.88 | 5/15/2009 | 500,000.00 | 512,242.73 | 527,500.00 | 11.26 |
| DURA OPERATING | 8.63 | 4/15/2012 | 750,000.00 | 750,000.00 | 753,750.00 | 8.58 |
| DURA OPERATING CORP | 9.00 | 5/1/2009 | 2,250,000.00 | 2,265,398.71 | 2,165,625.00 | 9.35 |
| DYNEGY HLDGS INC | 6.88 | 4/1/2011 | 500,000.00 | 417,793.30 | 345,000.00 | 9.96 |
| DYNEGY HLDGS INC | 8.75 | 2/15/2012 | 400,000.00 | 271,462.32 | 304,000.00 | 11.51 |
| ECHOSTAR BROADBAND CORP | 10.38 | 10/1/2007 | 1,950,000.00 | 1,968,761.65 | 1,833,000.00 | 11.04 |
| ECHOSTAR DBS CORP | 9.25 | 2/1/2006 | 2,000,000.00 | 2,055,433.40 | 1,820,000.00 | 10.16 |
| ECHOSTAR DBS CORP | 9.38 | 2/1/2009 | 3,250,000.00 | 3,337,402.37 | 2,957,500.00 | 10.30 |
| ECHOSTAR DBS CORP | 9.13 | 1/15/2009 | 2,000,000.00 | 2,053,097.23 | 1,780,000.00 | 10.25 |
| EG + G | 1.00 | 8/20/2007 | 4,936,191.52 | 4,936,191.52 | 4,738,743.86 | 1.04 |
| EL PASO CORP | 7.88 | 6/15/2012 | 1,150,000.00 | 1,145,332.95 | 1,150,195.50 | 7.87 |
| EL PASO ENERGY CORP MTN | 7.75 | 1/15/2032 | 1,000,000.00 | 924,918.29 | 927,640.00 | 8.35 |
| EL PASO ENERGY PARTNERS L P | 8.50 | 6/1/2011 | 600,000.00 | 611,836.46 | 597,000.00 | 8.54 |
| ELIZABETH ARDEN INC | 11.75 | 2/1/2011 | 1,100,000.00 | 1,100,370.32 | 1,124,750.00 | 11.49 |
| ENCORE ACQUISITION CO | 8.38 | 6/15/2012 | 1,000,000.00 | 1,005,795.00 | 1,002,500.00 | 8.35 |
| ENTERCOM RADIO LLC / ENTERCOM | 7.63 | 3/1/2014 | 1,500,000.00 | 1,503,648.95 | 1,488,750.00 | 7.68 |
| ENTRAVISION COMM CORP | 8.13 | 3/15/2009 | 3,900,000.00 | 3,924,571.51 | 3,919,500.00 | 8.08 |
| EQUISTAR CHEMICALS PL FDG CORP | 8.75 | 2/15/2009 | 1,430,000.00 | 1,373,495.42 | 1,250,520.70 | 10.01 |
| EXPRESS SCRIPTS INC | 1.00 | 3/31/2008 | 2,500,000.00 | 2,500,000.00 | 2,512,500.00 | 1.00 |
| EXTENDED STAY | 1.00 | 7/24/2007 | 1,655,550.66 | 1,653,574.22 | 1,655,550.66 | 1.00 |
| EXTENDED STAY AMER INC | 9.88 | 6/15/2011 | 1,500,000.00 | 1,576,300.73 | 1,526,250.00 | 9.71 |
| EXTENDICARE HEALTH SVCS INC | 9.35 | 12/15/2007 | 900,000.00 | 827,200.94 | 848,250.00 | 9.92 |
| EXTENDICARE HEALTH SVCS INC | 9.50 | 7/1/2010 | 650,000.00 | 648,376.67 | 650,812.50 | 9.49 |
| EYE CENTERS OF AMERICA | 1.00 | 4/24/2003 | 1,342,857.14 | 1,266,578.45 | 1,275,714.28 | 1.05 |
| EYE CENTERS OF AMERICA | 1.00 | 4/24/2004 | 800,000.01 | 780,699.91 | 760,000.01 | 1.05 |
| EYE CENTERS OF AMERICA | 1.00 | 11/15/2003 | 1,921,900.73 | 1,803,624.74 | 1,825,805.69 | 1.05 |
| FAIRPOINT COMMUNICATIONS INC | 12.50 | 5/1/2010 | 230,000.00 | 225,622.11 | 218,500.00 | 13.16 |
| FEDERAL HOME LN BKS | 5.13 | 3/6/2006 | 3,000,000.00 | 3,013,289.75 | 3,118,140.00 | 4.93 |
| FEDERAL HOME LN BKS | 3.75 | 4/15/2004 | 4,000,000.00 | 3,985,166.33 | 4,043,760.00 | 3.71 |
| FEDERAL HOME LN MTG CORP | 5.63 | 3/15/2011 | 2,800,000.00 | 2,795,178.24 | 2,863,336.00 | 5.50 |
| FEDERAL HOME LN MTG CORP | 3.88 | 2/15/2005 | 3,000,000.00 | 2,968,474.09 | 3,033,750.00 | 3.83 |
| FEDERAL NATL MTG ASSN | 5.75 | 2/15/2008 | 6,000,000.00 | 6,060,850.64 | 6,331,860.00 | 5.45 |
| FEDERAL NATL MTG ASSN | 5.25 | 1/15/2009 | 3,000,000.00 | 2,921,397.43 | 3,064,680.00 | 5.14 |
| FEDERAL NATL MTG ASSN | 6.25 | 7/19/2011 | 3,000,000.00 | 2,989,337.14 | 3,071,940.00 | 6.10 |
| FEDERAL NATL MTG ASSN | 5.00 | 1/20/2007 | 3,000,000.00 | 2,974,982.82 | 3,069,390.00 | 4.89 |
| FELCOR LODGING LTD PARTNERSHIP | 8.50 | 6/1/2011 | 2,250,000.00 | 2,298,295.57 | 2,215,237.50 | 8.63 |
| FERRELLGAS PARTNERS L P | 9.38 | 6/15/2006 | 1,900,000.00 | 1,958,683.49 | 1,957,000.00 | 9.10 |
| FERRO CORP | 9.13 | 1/1/2009 | 700,000.00 | 737,584.53 | 718,515.00 | 8.89 |
| FINOVA GROUP INC | 7.50 | 11/15/2009 | 2,950,000.00 | 1,131,699.07 | 944,000.00 | 23.44 |
| FIRST UN CORP | 6.00 | 10/30/2008 | 2,500,000.00 | 2,493,942.37 | 2,564,000.00 | 5.85 |
| FISHER SCIENTIFIC INTL INC | 9.00 | 2/1/2008 | 1,500,000.00 | 1,556,958.14 | 1,533,750.00 | 8.80 |
| FISHER SCIENTIFIC INTL INC | 8.13 | 5/1/2012 | 3,250,000.00 | 3,262,812.50 | 3,233,750.00 | 8.17 |
| FLEMING COS INC | 10.13 | 4/1/2008 | 900,000.00 | 917,560.84 | 920,250.00 | 9.90 |
| FLEMING COS INC | 10.63 | 7/31/2007 | 9,000,000.00 | 8,969,162.85 | 8,820,000.00 | 10.84 |
| FLEMING COS INC | 9.88 | 5/1/2012 | 11,350,000.00 | 11,184,783.93 | 10,669,000.00 | 10.51 |
| FLEMING COS INC | 9.25 | 6/15/2010 | 200,000.00 | 200,000.00 | 198,000.00 | 9.34 |
| FOAMEX L P CAP CORP | 9.88 | 6/15/2007 | 500,000.00 | 453,223.61 | 450,000.00 | 10.97 |
| FOAMEX L P/FOAMEX CAP CORP | 10.75 | 4/1/2009 | 3,250,000.00 | 3,281,272.59 | 3,315,000.00 | 10.54 |
| FORD MTR CR CO | 6.50 | 1/25/2007 | 2,000,000.00 | 1,946,481.81 | 2,007,780.00 | 6.47 |
| FOREST OIL CORP | 8.00 | 12/15/2011 | 2,000,000.00 | 2,000,000.00 | 1,980,000.00 | 8.08 |
| FOX LIBERTY NETWORKS LLC | 8.88 | 8/15/2007 | 1,000,000.00 | 1,035,760.70 | 1,020,000.00 | 8.70 |
| FRANCE TELECOM SA | 7.75 | 3/1/2011 | 1,500,000.00 | 1,518,323.43 | 1,362,390.00 | 8.53 |
| FRESENIUS MED CARE CAP TR IV | 7.88 | 6/15/2011 | 3,200,000.00 | 3,206,637.28 | 3,088,000.00 | 8.16 |
| GAP INC | 8.80 | 12/15/2008 | 3,500,000.00 | 3,447,962.31 | 3,561,250.00 | 8.65 |
| GARDEN ST NEWSPAPERS INC | 8.63 | 7/1/2011 | 1,500,000.00 | 1,501,814.82 | 1,485,000.00 | 8.71 |
| GENERAL BINDING CORP | 9.38 | 6/1/2008 | 1,250,000.00 | 1,119,852.32 | 1,075,000.00 | 10.90 |
| GENERAL ELEC CAP CORP MTN | 5.38 | 3/15/2007 | 1,400,000.00 | 1,397,397.26 | 1,435,770.00 | 5.24 |
| GENESIS HEALTH VENT TL B | 1.00 | 3/31/2007 | 4,962,474.59 | 4,983,024.02 | 5,012,099.34 | 0.99 |
| GEORGIA PAC CORP | 9.50 | 5/15/2022 | 1,500,000.00 | 1,427,849.20 | 1,425,000.00 | 10.00 |
| GIANT INDS INC | 11.00 | 5/15/2012 | 1,250,000.00 | 1,213,882.02 | 1,100,000.00 | 12.50 |
| GNMA POOL 003107 | 6.50 | 7/20/2031 | 2,656,219.83 | 2,685,272.23 | 2,703,553.67 | 6.39 |
| GNMA POOL 003215 | 6.50 | 3/20/2032 | 3,958,037.72 | 3,964,174.66 | 4,028,569.95 | 6.39 |
| GNMA POOL 003227 | 6.00 | 4/20/2032 | 2,988,197.16 | 2,956,163.11 | 2,975,138.74 | 6.03 |
| GNMA POOL 003228 | 6.50 | 4/20/2032 | 3,981,041.80 | 4,023,085.47 | 4,051,983.96 | 6.39 |
| GNMA POOL 570443 | 6.50 | 10/15/2031 | 4,780,648.90 | 4,876,163.67 | 4,876,261.88 | 6.37 |
| GOLDMAN SACHS GROUP INC | 6.60 | 1/15/2012 | 2,000,000.00 | 1,995,122.18 | 2,033,720.00 | 6.49 |
| GRANT PRIDECO INC | 9.63 | 12/1/2007 | 3,700,000.00 | 3,839,110.13 | 3,875,750.00 | 9.19 |
| GRAY COMMUNICATIONS SYS INC | 9.25 | 12/15/2011 | 1,000,000.00 | 1,036,496.20 | 1,020,000.00 | 9.07 |
| GREEN VALLEY RANCH GAMING | 1.00 | 12/31/2006 | 2,272,727.27 | 2,200,703.65 | 2,204,545.45 | 1.03 |
| GREEN VALLEY RANCH GAMING | 1.00 | 12/31/2006 | 2,272,727.27 | 2,200,703.65 | 2,204,545.45 | 1.03 |
| GREY WOLF INC | 8.88 | 7/1/2007 | 650,000.00 | 651,522.45 | 666,250.00 | 8.66 |
| GULFMARK OFFSHORE INC | 8.75 | 6/1/2008 | 5,000,000.00 | 5,072,704.61 | 5,050,000.00 | 8.66 |
| HAMMONS JOHN Q HOTELS L P | 8.88 | 5/15/2012 | 2,500,000.00 | 2,519,687.50 | 2,462,500.00 | 9.01 |
| HANGER ORTHOPEDIC GROUP | 11.25 | 6/15/2009 | 7,000,000.00 | 7,104,090.93 | 7,052,500.00 | 11.17 |
| HANGER ORTHOPEDIC GROUP INC | 10.38 | 2/15/2009 | 1,000,000.00 | 1,043,010.27 | 1,040,000.00 | 9.98 |
| HANOVER EQUIP TR | 8.50 | 9/1/2008 | 1,100,000.00 | 1,107,872.78 | 1,017,500.00 | 9.19 |
| HEALTHSOUTH CORP | 3.25 | 4/1/2003 | 2,000,000.00 | 1,945,575.34 | 1,962,600.00 | 3.31 |
| HEALTHSOUTH CORP | 7.00 | 6/15/2008 | 320,000.00 | 311,725.07 | 312,000.00 | 7.18 |
| HEALTHSOUTH CORP | 10.75 | 10/1/2008 | 2,000,000.00 | 2,186,784.70 | 2,170,000.00 | 9.91 |
| HEALTHSOUTH CORP | 7.63 | 6/1/2012 | 1,000,000.00 | 993,076.44 | 985,000.00 | 7.74 |
| HERBALIFE INTL INC | 11.75 | 7/15/2010 | 4,000,000.00 | 3,948,709.88 | 4,000,000.00 | 11.75 |
| HERBST GAMING INC | 10.75 | 9/1/2008 | 1,500,000.00 | 1,562,280.10 | 1,578,750.00 | 10.21 |
| HERCULES INC | 11.13 | 11/15/2007 | 500,000.00 | 544,430.53 | 560,000.00 | 9.93 |
| HEWLETT PACKARD CO | 5.75 | 12/15/2006 | 2,500,000.00 | 2,476,695.20 | 2,514,600.00 | 5.72 |
| HIGHLAND CAPITAL DISTRESSED FD | 1.00 | 6/6/2032 | 45,000,000.00 | 45,000,000.00 | 45,059,247.90 | 1.00 |
| HMH PPTYS INC | 8.45 | 12/1/2008 | 3,000,000.00 | 3,017,601.88 | 2,928,750.00 | 8.66 |
| HOLLINGER INTL | 9.25 | 2/1/2006 | 1,500,000.00 | 1,540,274.37 | 1,541,250.00 | 9.00 |
| HOLLINGER PARTN TR | 12.13 | 11/15/2010 | 1,300,000.00 | 1,271,215.85 | 1,222,000.00 | 12.90 |
| HOLLYWOOD CASINO CORP | 11.25 | 5/1/2007 | 800,000.00 | 870,994.41 | 868,000.00 | 10.37 |
| HOLLYWOOD ENTMT CORP | 10.63 | 8/15/2004 | 1,750,000.00 | 1,796,973.02 | 1,780,625.00 | 10.44 |
| HOLLYWOOD PK INC | 9.50 | 8/1/2007 | 1,750,000.00 | 1,646,756.35 | 1,686,562.50 | 9.86 |
| HOLLYWOOD PK INC NEW | 9.25 | 2/15/2007 | 1,500,000.00 | 1,410,817.97 | 1,410,000.00 | 9.84 |
| HORNBECK LEEVAC MARINE SVCS IN | 10.63 | 8/1/2008 | 975,000.00 | 1,026,076.56 | 1,018,875.00 | 10.17 |
| HORSESHOE GAMING LLC | 8.63 | 5/15/2009 | 300,000.00 | 313,027.68 | 308,250.00 | 8.39 |
| HOST MARRIOT L P | 8.38 | 2/15/2006 | 1,950,000.00 | 1,971,459.63 | 1,920,750.00 | 8.50 |
| HOVNANIAN K ENTERPRISES INC | 8.88 | 4/1/2012 | 7,000,000.00 | 6,960,052.35 | 6,895,000.00 | 9.01 |
| HUGHES ELECTRONICS CORP | 1.00 | 12/5/2002 | 5,000,000.00 | 4,996,884.92 | 5,012,500.00 | 1.00 |
| HUNTSMAN ICI CHEMS LLC | 10.13 | 7/1/2009 | 750,000.00 | 657,834.13 | 667,500.00 | 11.38 |
| HUNTSMAN INTL LLC | 9.88 | 3/1/2009 | 950,000.00 | 961,955.67 | 952,375.00 | 9.85 |
| ICON HEALTH + FITNESS INC | 11.25 | 4/1/2012 | 3,500,000.00 | 3,462,557.23 | 3,412,500.00 | 11.54 |
| IESI CORP | 10.25 | 6/15/2012 | 2,000,000.00 | 2,002,487.69 | 2,000,000.00 | 10.25 |
| IMAGISTICS INTERNATIONAL INC | 1.00 | 11/9/2007 | 4,127,130.35 | 4,114,660.01 | 4,127,130.35 | 1.00 |
| INGLES MKTS INC | 8.88 | 12/1/2011 | 4,000,000.00 | 4,018,159.26 | 3,940,000.00 | 9.01 |
| INSIGHT COMMUNICATIONS INC | 1.00 | 2/15/2011 | 2,000,000.00 | 1,296,011.60 | 800,000.00 | 2.50 |
| INSIGHT HEALTH SVCS CORP | 9.88 | 11/1/2011 | 1,750,000.00 | 1,796,541.76 | 1,785,000.00 | 9.68 |
| INSIGHT MIDWEST LP INSIGHT CAP | 10.50 | 11/1/2010 | 1,500,000.00 | 1,630,790.65 | 1,410,000.00 | 11.17 |
| INTERFACE INC | 10.38 | 2/1/2010 | 250,000.00 | 265,181.26 | 266,250.00 | 9.74 |
| INTERMET CORP | 9.75 | 6/15/2009 | 1,000,000.00 | 1,013,409.40 | 1,002,500.00 | 9.73 |
| INTERNATIONAL SPECIALTY HLDGS | 10.63 | 12/15/2009 | 1,000,000.00 | 1,038,535.08 | 1,007,500.00 | 10.55 |
| INTRAWEST CORP | 9.75 | 8/15/2008 | 500,000.00 | 511,975.38 | 512,500.00 | 9.51 |
| INTRAWEST CORP | 10.50 | 2/1/2010 | 8,500,000.00 | 9,002,271.85 | 8,840,000.00 | 10.10 |
| IPALCO ENTERPRISES INC | 7.38 | 11/14/2008 | 1,500,000.00 | 1,408,242.14 | 1,407,600.00 | 7.86 |
| IRON MNT INC PA | 8.63 | 4/1/2013 | 1,500,000.00 | 1,562,105.25 | 1,537,500.00 | 8.41 |
| IRON MOUNTAIN INC | 1.00 | 4/15/2007 | 5,000,000.00 | 5,000,000.00 | 5,050,000.00 | 0.99 |
| ISLE CAPRI CASINOS INC | 8.75 | 4/15/2009 | 3,000,000.00 | 3,056,847.10 | 3,022,500.00 | 8.68 |
| ISLE OF CAPRI CASINOS INC | 9.00 | 3/15/2012 | 5,250,000.00 | 5,335,096.63 | 5,315,625.00 | 8.89 |
| ISP CHEMCO INC | 10.25 | 7/1/2011 | 2,000,000.00 | 2,112,002.76 | 2,060,000.00 | 9.95 |
| JACOBS ENTMT INC | 11.88 | 2/1/2009 | 2,100,000.00 | 2,064,301.23 | 2,152,500.00 | 11.59 |
| JET EQUIP TR | 10.00 | 6/15/2012 | 1,200,000.00 | 978,219.84 | 956,952.00 | 12.54 |
| JO ANN STORES INC | 10.38 | 5/1/2007 | 1,000,000.00 | 943,908.90 | 1,020,000.00 | 10.17 |
| JOHNSONDIVERSEY INC | 9.63 | 5/15/2012 | 1,450,000.00 | 1,481,643.13 | 1,508,000.00 | 9.25 |
| JORGENSEN EARLE M CO DEL NEW | 9.75 | 6/1/2012 | 1,250,000.00 | 1,253,250.00 | 1,231,250.00 | 9.90 |
| JOSTENS | 1.00 | 5/31/2008 | 2,991,266.37 | 3,007,433.87 | 3,013,700.87 | 0.99 |
| JOY GLOBAL INC | 8.75 | 3/15/2012 | 1,000,000.00 | 1,006,982.65 | 1,022,500.00 | 8.56 |
| JUNO LTG INC | 11.88 | 7/1/2009 | 775,000.00 | 808,014.01 | 809,875.00 | 11.36 |
| KB HOME | 9.50 | 2/15/2011 | 2,250,000.00 | 2,356,632.76 | 2,317,500.00 | 9.22 |
| KEY ENERGY SVCS INC | 8.38 | 3/1/2008 | 1,500,000.00 | 1,521,247.72 | 1,545,000.00 | 8.13 |
| KINETIC CONCEPTS | 1.00 | 12/31/2004 | 1,994,791.67 | 1,995,926.65 | 1,999,778.65 | 1.00 |
| KINETIC CONCEPTS | 1.00 | 12/31/2005 | 1,994,791.67 | 1,995,956.45 | 1,999,778.65 | 1.00 |
| KINETIC CONCEPTS INC | 9.63 | 11/1/2007 | 2,500,000.00 | 2,576,550.28 | 2,487,500.00 | 9.67 |
| KRAFT FOODS INC | 6.25 | 6/1/2012 | 2,000,000.00 | 1,999,209.17 | 2,056,140.00 | 6.08 |
| L 3 COMMUNICATIONS CORP | 10.38 | 5/1/2007 | 220,000.00 | 232,173.23 | 231,000.00 | 9.88 |
| L 3 COMMUNICATIONS CORP | 7.63 | 6/15/2012 | 1,500,000.00 | 1,500,000.00 | 1,503,750.00 | 7.61 |
| LEAR CORP | 8.11 | 5/15/2009 | 1,000,000.00 | 1,033,466.67 | 1,020,170.00 | 7.95 |
| LEHMAN BROS INC | 6.50 | 4/15/2008 | 1,700,000.00 | 1,723,794.96 | 1,766,589.00 | 6.25 |
| LEVIATHAN GAS PIPELINE PARTNER | 10.38 | 6/1/2009 | 1,000,000.00 | 1,086,955.70 | 1,060,000.00 | 9.79 |
| LIN HLDGS CORP | 1.00 | 3/1/2008 | 3,000,000.00 | 2,697,177.12 | 2,820,000.00 | 1.06 |
| LIN HLDGS CORP | 10.00 | 3/1/2008 | 2,000,000.00 | 1,745,820.35 | 1,880,000.00 | 10.64 |
| LNR PPTY CORP | 10.50 | 1/15/2009 | 1,000,000.00 | 1,033,339.98 | 1,020,000.00 | 10.29 |
| LONGVIEW FIBRE CO | 10.00 | 1/15/2009 | 500,000.00 | 522,888.11 | 518,750.00 | 9.64 |
| LUCENT TECHNOLOGIES INC | 7.25 | 7/15/2006 | 1,100,000.00 | 936,288.78 | 726,000.00 | 10.98 |
| LYONDELL CHEMICAL CO | 9.63 | 5/1/2007 | 650,000.00 | 666,898.43 | 617,500.00 | 10.13 |
| LYONDELL CHEMICAL CO | 9.88 | 5/1/2007 | 700,000.00 | 702,943.94 | 668,500.00 | 10.34 |
| LYONDELL CHEMICAL CO | 10.88 | 5/1/2009 | 1,250,000.00 | 1,207,122.80 | 1,081,250.00 | 12.57 |
| LYONDELL CHEMICAL CO | 11.13 | 7/15/2012 | 250,000.00 | 248,120.00 | 248,125.00 | 11.21 |
| MACDERMID INC | 9.13 | 7/15/2011 | 350,000.00 | 367,292.58 | 366,625.00 | 8.71 |
| MAGELLAN HEALTH SVCS INC | 9.00 | 2/15/2008 | 1,825,000.00 | 1,502,281.25 | 657,000.00 | 25.00 |
| MAGNUM HUNTER RES INC | 9.60 | 3/15/2012 | 2,000,000.00 | 2,016,996.58 | 2,060,000.00 | 9.32 |
| MAIL WELL I CORP | 8.75 | 12/15/2008 | 7,500,000.00 | 6,829,118.02 | 6,750,000.00 | 9.72 |
| MAIL WELL I CORP | 9.63 | 3/15/2012 | 3,500,000.00 | 3,532,136.87 | 3,517,500.00 | 9.58 |
| MANDALAY RESORT GROUP | 9.38 | 2/15/2010 | 400,000.00 | 432,429.63 | 424,000.00 | 8.84 |
| MARINER HEALTH CARE INC | 1.00 | 5/13/2008 | 4,510,434.78 | 4,448,292.71 | 4,510,434.78 | 1.00 |
| MASONITE INTERNATIONAL | 1.00 | 8/31/2008 | 4,923,245.63 | 4,911,369.75 | 4,935,553.74 | 1.00 |
| MASTEC INC | 7.75 | 2/1/2008 | 550,000.00 | 489,628.01 | 500,500.00 | 8.52 |
| MCLEODUSA INC | 5.23 | 5/26/2008 | 1,357,588.24 | 889,220.30 | 815,522.26 | 8.71 |
| MDC COMMUNICATIONS CORP | 10.50 | 12/1/2006 | 8,184,000.00 | 7,260,092.77 | 7,120,080.00 | 12.07 |
| MEDIACOM BROADBAND LLC + MEDIA | 11.00 | 7/15/2013 | 3,250,000.00 | 3,498,357.04 | 2,925,000.00 | 12.22 |
| MEDIACOM LLC / MEDIACOM CAP CO | 9.50 | 1/15/2013 | 600,000.00 | 637,984.07 | 498,000.00 | 11.45 |
| MEDIACOM LLC/ MEDIACOM CAP COR | 8.50 | 4/15/2008 | 1,000,000.00 | 1,004,726.32 | 840,000.00 | 10.12 |
| MERISTAR HOSPITALITY CORP | 9.00 | 1/15/2008 | 500,000.00 | 511,623.92 | 492,500.00 | 9.14 |
| MERISTAR HOSPITALITY CORP | 9.13 | 1/15/2011 | 2,000,000.00 | 2,037,614.91 | 1,910,000.00 | 9.55 |
| MERISTAR HOSPITALITY OP | 10.50 | 6/15/2009 | 3,000,000.00 | 3,161,467.82 | 3,015,000.00 | 10.45 |
| MERISTAR HOSPITALITY OPER PTNR | 9.13 | 1/15/2011 | 850,000.00 | 841,819.86 | 850,000.00 | 9.13 |
| METALDYNE CORP | 11.00 | 6/15/2012 | 6,250,000.00 | 6,250,000.00 | 6,093,750.00 | 11.28 |
| MGM MIRAGE | 8.38 | 2/1/2011 | 1,500,000.00 | 1,558,182.38 | 1,533,750.00 | 8.19 |
| MIDWEST GENERATION LLC | 8.56 | 1/2/2016 | 1,500,000.00 | 1,478,643.96 | 1,522,500.00 | 8.43 |
| MILLENNIUM AMER INC | 9.25 | 6/15/2008 | 110,000.00 | 113,476.62 | 111,543.30 | 9.12 |
| MIRANT AMERICAS GENERATION LLC | 8.30 | 5/1/2011 | 1,500,000.00 | 1,402,542.51 | 1,215,000.00 | 10.25 |
| MISSION ENERGY HLDG CO | 13.50 | 7/15/2008 | 1,250,000.00 | 1,321,623.38 | 1,287,500.00 | 13.11 |
| MISSION RES CORP | 10.88 | 4/1/2007 | 800,000.00 | 756,370.86 | 712,000.00 | 12.22 |
| MOHEGAN TRIBAL GAMING AUTH | 8.00 | 4/1/2012 | 2,500,000.00 | 2,498,878.62 | 2,512,500.00 | 7.96 |
| MOLL INDUSTRIES | 1.00 | 2/1/2006 | 569,869.24 | 569,869.24 | 569,869.24 | 1.00 |
| MOLL INDUSTRIES | 1.00 | 2/1/2006 | 2,991,112.76 | 2,991,112.76 | 2,991,112.76 | 1.00 |
| MORGAN STANLEY GROUP INC | 6.75 | 4/15/2011 | 2,500,000.00 | 2,532,402.09 | 2,571,125.00 | 6.56 |
| NASH FINCH CO | 8.50 | 5/1/2008 | 5,500,000.00 | 5,483,377.52 | 5,307,500.00 | 8.81 |
| NATIONAL EQUIP SVCS INC | 10.00 | 11/30/2004 | 4,250,000.00 | 3,976,901.96 | 3,740,000.00 | 11.36 |
| NATIONAL EQUIP SVSC INC | 10.00 | 11/30/2004 | 2,750,000.00 | 2,527,782.57 | 2,392,500.00 | 11.49 |
| NEBRASKA BOOK CO INC | 8.75 | 2/15/2008 | 1,750,000.00 | 1,711,069.38 | 1,706,250.00 | 8.97 |
| NEWCOURT CR GROUP INC | 6.88 | 2/16/2005 | 3,000,000.00 | 2,935,403.31 | 2,891,790.00 | 7.13 |
| NEWPARK RES INC | 8.63 | 12/15/2007 | 500,000.00 | 476,443.77 | 492,500.00 | 8.76 |
| NEXSTAR FIN LLC NEXSTAR FIN IN | 12.00 | 4/1/2008 | 650,000.00 | 711,196.58 | 697,905.00 | 11.18 |
| NEXTEL | 5.31 | 8/6/2030 | 1,500,000.00 | 1,272,785.44 | 1,267,125.00 | 6.29 |
| NEXTEL FINANCE CO TLB | 1.00 | 6/30/2008 | 500,000.00 | 430,315.43 | 427,500.00 | 1.17 |
| NEXTEL FINANCE CO TLC | 1.00 | 12/31/2008 | 500,000.00 | 430,117.57 | 427,500.00 | 1.17 |
| NEXTMEDIA OPER INC | 10.75 | 7/1/2011 | 2,000,000.00 | 2,140,002.96 | 2,020,000.00 | 10.64 |
| NMHG HLDG CO | 10.00 | 5/15/2009 | 1,400,000.00 | 1,430,972.28 | 1,421,000.00 | 9.85 |
| NORTEK INC | 9.25 | 3/15/2007 | 500,000.00 | 510,767.41 | 506,250.00 | 9.14 |
| NORTEK INC | 9.88 | 6/15/2011 | 2,500,000.00 | 2,577,360.99 | 2,525,000.00 | 9.78 |
| NORTEL NETWORKS LTD | 6.13 | 2/15/2006 | 1,000,000.00 | 695,388.12 | 620,000.00 | 9.88 |
| NORTH AMERN VAN LINES INC | 13.38 | 12/1/2009 | 500,000.00 | 531,715.88 | 528,750.00 | 12.65 |
| OLYMPUS | 1.00 | 6/30/2010 | 2,500,000.00 | 2,390,059.38 | 2,100,000.00 | 1.19 |
| OM GROUP INC | 9.25 | 12/15/2011 | 700,000.00 | 733,301.91 | 724,500.00 | 8.94 |
| OSPREY TRUST OSPREY INC | 8.31 | 1/15/2003 | 3,500,000.00 | 1,456,773.13 | 673,750.00 | 0.00 |
| OWENS BROCKWAY GLASS CONTAINER | 8.88 | 2/15/2009 | 2,500,000.00 | 2,522,099.68 | 2,512,500.00 | 8.83 |
| PACIFIC GAS + ELEC CO | 7.58 | 10/31/2049 | 850,000.00 | 913,750.00 | 837,250.00 | 7.69 |
| PACIFICARE HEALTH SYS INC | 10.75 | 6/1/2009 | 1,000,000.00 | 993,987.55 | 1,023,750.00 | 10.50 |
| PANAMSAT CORP | 8.50 | 2/1/2012 | 5,500,000.00 | 5,501,908.76 | 5,060,000.00 | 9.24 |
| PANTRY INC | 10.25 | 10/15/2007 | 3,500,000.00 | 3,126,023.26 | 3,167,500.00 | 11.33 |
| PARK PL ENTMT CORP | 7.88 | 12/15/2005 | 250,000.00 | 252,292.92 | 250,625.00 | 7.86 |
| PARK PL ENTMT CORP | 8.13 | 5/15/2011 | 2,500,000.00 | 2,532,609.97 | 2,487,500.00 | 8.17 |
| PARKER + PARSLEY PETE CO DE | 8.25 | 8/15/2007 | 500,000.00 | 512,072.50 | 508,750.00 | 8.11 |
| PARKER + PARSLEY PETE CO DEL | 8.88 | 4/15/2005 | 1,200,000.00 | 1,257,864.64 | 1,248,000.00 | 8.53 |
| PARKER DRILLING CO | 10.13 | 11/15/2009 | 1,000,000.00 | 1,032,637.91 | 1,045,000.00 | 9.69 |
| PAXSON COMMUNICATIONS CORP | 1.00 | 1/15/2009 | 2,350,000.00 | 1,700,965.28 | 1,333,625.00 | 1.76 |
| PENN NATL GAMING INC | 11.13 | 3/1/2008 | 100,000.00 | 107,121.52 | 107,500.00 | 10.35 |
| PENN NATL GAMING INC | 8.88 | 3/15/2010 | 3,900,000.00 | 3,873,660.12 | 3,841,500.00 | 9.01 |
| PETCO ANIMAL SUPPLIES INC | 10.75 | 11/1/2011 | 2,750,000.00 | 2,994,475.26 | 2,970,000.00 | 9.95 |
| PETROLEUM HELICOPTERS INC | 9.38 | 5/1/2009 | 300,000.00 | 300,000.00 | 307,500.00 | 9.15 |
| PHYSICIAN SALES + SVC INC | 8.50 | 10/1/2007 | 2,400,000.00 | 2,429,754.94 | 2,400,000.00 | 8.50 |
| PIKE ELECTRIC | 1.00 | 4/18/2010 | 3,694,117.64 | 3,689,609.23 | 3,721,823.52 | 0.99 |
| PINNACLE ONE PARTNERS LP | 8.83 | 8/15/2004 | 1,750,000.00 | 1,761,666.67 | 1,784,755.00 | 8.66 |
| PLIANT CORP | 13.00 | 6/1/2010 | 1,000,000.00 | 1,037,084.02 | 1,045,000.00 | 12.44 |
| PREMIER PKS INC | 1.00 | 4/1/2008 | 500,000.00 | 487,762.12 | 480,000.00 | 1.04 |
| PRICE COMM WIRELESS INC | 9.13 | 12/15/2006 | 350,000.00 | 366,575.40 | 364,437.50 | 8.76 |
| PRIDE INTL INC | 0.00 | 4/24/2018 | 2,500,000.00 | 1,167,738.10 | 1,171,250.00 | 0.00 |
| PRIDE INTL INC | 10.00 | 6/1/2009 | 300,000.00 | 324,717.49 | 322,500.00 | 9.30 |
| PRIDE PETE SVCS INC | 9.38 | 5/1/2007 | 750,000.00 | 785,338.23 | 781,875.00 | 8.99 |
| PRIME HOSPITALITY CORP | 8.38 | 5/1/2012 | 300,000.00 | 300,000.00 | 294,000.00 | 8.55 |
| PRINTPAK INC | 1.00 | 4/25/2009 | 1,500,000.00 | 1,498,169.12 | 1,513,200.00 | 0.99 |
| QUEBECOR MEDIA INC | 11.13 | 7/15/2011 | 4,750,000.00 | 5,160,456.40 | 4,666,875.00 | 11.32 |
| QWEST CAP FDG INC | 7.90 | 8/15/2010 | 1,875,000.00 | 1,526,002.61 | 1,040,625.00 | 14.23 |
| QWEST CAP FDG INC | 7.25 | 2/15/2011 | 1,600,000.00 | 1,250,314.83 | 880,000.00 | 13.18 |
| QWEST CAP FDG INC | 7.00 | 8/3/2009 | 1,200,000.00 | 967,882.04 | 654,000.00 | 12.84 |
| QWEST COMMUNICATIONS INTL INC | 7.50 | 11/1/2008 | 300,000.00 | 240,691.72 | 178,500.00 | 12.61 |
| QWEST CORP | 8.88 | 3/15/2012 | 1,300,000.00 | 1,290,904.45 | 1,118,000.00 | 10.32 |
| REGAL CINEMAS CORP | 9.38 | 2/1/2012 | 5,000,000.00 | 5,171,324.51 | 5,150,000.00 | 9.10 |
| RENT A CTR INC NEW | 11.00 | 8/15/2008 | 2,000,000.00 | 2,121,424.98 | 2,110,000.00 | 10.43 |
| RESOLUTION PERFORMANCE PRODS | 13.50 | 11/15/2010 | 1,500,000.00 | 1,665,832.02 | 1,687,500.00 | 12.00 |
| RITE AID CORP | 11.25 | 7/1/2008 | 1,000,000.00 | 781,716.55 | 770,000.00 | 14.61 |
| RIVERWOOD INTL CORP | 1.00 | 4/19/2006 | 5,000,000.00 | 5,000,000.00 | 5,000,000.00 | 1.00 |
| RIVERWOOD INTL CORP | 10.88 | 4/1/2008 | 1,050,000.00 | 1,090,901.90 | 1,094,625.00 | 10.43 |
| ROGERS CANTEL INC | 8.30 | 10/1/2007 | 1,000,000.00 | 924,551.71 | 675,000.00 | 12.30 |
| ROGERS COMMUNICATIONS INC | 8.88 | 7/15/2007 | 1,500,000.00 | 1,510,692.15 | 1,365,000.00 | 9.75 |
| ROTECH HEALTHCARE INC | 9.50 | 4/1/2012 | 3,950,000.00 | 4,006,668.13 | 4,009,250.00 | 9.36 |
| ROUNDYS INC | 8.88 | 6/15/2012 | 1,500,000.00 | 1,522,071.03 | 1,488,750.00 | 8.94 |
| RURAL CELLULAR CORP | 9.63 | 5/15/2008 | 1,000,000.00 | 740,089.16 | 450,000.00 | 21.39 |
| RUSSELL CORP | 9.25 | 5/1/2010 | 5,500,000.00 | 5,569,453.58 | 5,527,500.00 | 9.20 |
| S C G HLDG CORP | 12.00 | 8/1/2009 | 2,000,000.00 | 1,697,868.60 | 1,310,000.00 | 18.32 |
| SALTON INC | 12.25 | 4/15/2008 | 1,125,000.00 | 1,197,193.77 | 1,170,000.00 | 11.78 |
| SBARRO INC | 11.00 | 9/15/2009 | 1,750,000.00 | 1,775,625.00 | 1,776,250.00 | 10.84 |
| SC INTL SVCS INC | 9.25 | 9/1/2007 | 1,000,000.00 | 905,125.63 | 915,000.00 | 10.11 |
| SCHULER HOMES INC | 10.50 | 7/15/2011 | 1,500,000.00 | 1,593,997.52 | 1,620,000.00 | 9.72 |
| SEALY MATTRESS CO | 1.00 | 12/15/2007 | 1,000,000.00 | 992,515.02 | 982,500.00 | 1.02 |
| SELECT MED CORP | 9.50 | 6/15/2009 | 2,000,000.00 | 2,064,895.01 | 2,030,000.00 | 9.36 |
| SERVICE PARTNERS | 1.00 | 4/25/2007 | 5,000,000.00 | 4,932,727.46 | 5,000,000.00 | 1.00 |
| SESI LLC | 8.88 | 5/15/2011 | 1,000,000.00 | 1,014,848.76 | 1,010,000.00 | 8.79 |
| SILGAN HLDGS INC | 9.00 | 6/1/2009 | 1,500,000.00 | 1,566,658.03 | 1,470,000.00 | 9.18 |
| SIMMONS CO MERGED INTO | 10.25 | 3/15/2009 | 1,100,000.00 | 1,145,850.33 | 1,138,500.00 | 9.90 |
| SINCLAIR BROADCAST GROUP INC | 8.00 | 3/15/2012 | 4,000,000.00 | 4,002,486.46 | 3,940,000.00 | 8.12 |
| SIX FLAGS INC | 8.88 | 2/1/2010 | 2,500,000.00 | 2,510,835.16 | 2,487,500.00 | 8.92 |
| SOLECTRON CORP | 0.00 | 5/8/2020 | 5,500,000.00 | 3,160,209.86 | 3,210,900.00 | 0.00 |
| SONIC AUTOMOTIVE INC | 11.00 | 8/1/2008 | 1,750,000.00 | 1,866,553.08 | 1,855,000.00 | 10.38 |
| SOUTH PT ENERGY CTR LLC | 8.40 | 5/30/2012 | 1,817,821.79 | 1,543,262.70 | 1,290,653.47 | 11.83 |
| SOUTHERN CALIFORNIA EDISON | 1.00 | 2/28/2005 | 5,000,000.00 | 4,993,224.23 | 5,037,500.00 | 0.99 |
| SPRINT CAP CORP | 7.63 | 1/30/2011 | 400,000.00 | 349,704.13 | 319,220.00 | 9.55 |
| SPRINT CAP CORP | 8.38 | 3/15/2012 | 2,750,000.00 | 2,753,249.26 | 2,254,725.00 | 10.21 |
| SPRINT CAP CORP | 8.75 | 3/15/2032 | 500,000.00 | 469,617.60 | 384,965.00 | 11.36 |
| SPX CORP | 1.00 | 12/31/2007 | 2,941,007.15 | 2,956,730.12 | 2,941,007.15 | 1.00 |
| STANDARD PAC CORP NEW | 9.25 | 4/15/2012 | 1,500,000.00 | 1,488,252.94 | 1,515,000.00 | 9.16 |
| STATION CASINOS INC | 9.75 | 4/15/2007 | 750,000.00 | 778,670.20 | 773,437.50 | 9.45 |
| STATION CASINOS INC | 8.88 | 12/1/2008 | 2,000,000.00 | 2,063,462.18 | 2,040,000.00 | 8.70 |
| STEEL DYNAMICS | 1.00 | 3/26/2008 | 3,500,000.00 | 3,483,205.45 | 3,517,500.00 | 1.00 |
| STONE CONTAINER | 1.00 | 12/31/2006 | 2,316,666.67 | 2,326,281.58 | 2,316,666.67 | 1.00 |
| STONE CONTAINER | 1.00 | 12/31/2006 | 2,683,333.33 | 2,694,470.01 | 2,683,333.33 | 1.00 |
| STONE CONTAINER CORP | 8.38 | 7/1/2012 | 1,250,000.00 | 1,250,000.00 | 1,253,125.00 | 8.35 |
| STONE ENERGY CORP | 8.25 | 12/15/2011 | 600,000.00 | 611,626.37 | 604,500.00 | 8.19 |
| STONERIDGE INC | 1.00 | 4/30/2008 | 2,493,750.00 | 2,490,716.83 | 2,493,750.00 | 1.00 |
| SUNBURST HOSPITALITY CORP | 1.00 | 12/30/2002 | 4,708,192.10 | 4,706,230.36 | 4,708,192.10 | 1.00 |
| SUPREME INTL CORP | 12.25 | 4/1/2006 | 2,400,000.00 | 2,497,788.66 | 2,448,000.00 | 12.01 |
| SWIFT ENERGY CO | 10.25 | 8/1/2009 | 750,000.00 | 768,429.54 | 731,250.00 | 10.51 |
| SWIFT ENERGY CO | 9.38 | 5/1/2012 | 1,050,000.00 | 1,056,048.91 | 987,000.00 | 9.97 |
| SYBRON DENTAL SPECIALTIE | 8.13 | 6/15/2012 | 1,510,000.00 | 1,522,004.99 | 1,494,900.00 | 8.21 |
| SYNARGO TECHNOLOGIES INC | 9.50 | 4/1/2009 | 1,750,000.00 | 1,773,125.00 | 1,793,750.00 | 9.27 |
| TECHNICAL OLYMPIC USA INC | 10.38 | 7/1/2012 | 3,000,000.00 | 3,000,000.00 | 3,000,000.00 | 10.38 |
| TEKNI PLEX | 1.00 | 6/21/2008 | 3,949,847.46 | 3,954,587.09 | 3,974,731.50 | 0.99 |
| TEKNI PLEX INC | 12.75 | 6/15/2010 | 1,500,000.00 | 1,553,234.72 | 1,552,500.00 | 12.32 |
| TELECORP PCS INC | 10.63 | 7/15/2010 | 200,000.00 | 198,000.00 | 182,000.00 | 11.68 |
| TEREX CORP NEW | 8.88 | 4/1/2008 | 500,000.00 | 516,250.00 | 507,500.00 | 8.74 |
| TEREX CORP NEW | 9.25 | 7/15/2011 | 1,000,000.00 | 1,045,900.91 | 1,035,000.00 | 8.94 |
| TESORO PETE CORP | 1.00 | 12/31/2007 | 1,993,750.00 | 1,966,471.72 | 1,973,812.50 | 1.01 |
| TESORO PETE CORP | 9.63 | 4/1/2012 | 1,750,000.00 | 1,703,443.20 | 1,601,250.00 | 10.52 |
| TIME WARNER TELECOM INC | 10.13 | 2/1/2011 | 200,000.00 | 126,689.14 | 94,000.00 | 21.54 |
| TIME WARNER TELECOM LLC | 9.75 | 7/15/2008 | 850,000.00 | 533,601.14 | 399,500.00 | 20.74 |
| TOLL CORP | 8.25 | 12/1/2011 | 2,500,000.00 | 2,532,785.49 | 2,500,000.00 | 8.25 |
| TOWN SPORTS INTL INC | 9.75 | 10/15/2004 | 1,000,000.00 | 1,035,000.00 | 1,026,250.00 | 9.50 |
| TRANSDIGM INC | 10.38 | 12/1/2008 | 1,100,000.00 | 1,131,477.84 | 1,111,000.00 | 10.27 |
| TRIAD HOSPS INC | 8.75 | 5/1/2009 | 1,000,000.00 | 1,066,990.06 | 1,040,000.00 | 8.41 |
| TRIMAS CORP | 9.88 | 6/15/2012 | 2,400,000.00 | 2,424,056.57 | 2,424,000.00 | 9.78 |
| TRITEL PCS INC | 1.00 | 5/15/2009 | 975,000.00 | 871,740.51 | 765,375.00 | 1.27 |
| TRITEL PCS INC | 10.38 | 1/15/2011 | 793,000.00 | 869,674.14 | 721,630.00 | 11.40 |
| TRITON PCS INC | 9.38 | 2/1/2011 | 2,000,000.00 | 1,925,682.96 | 1,250,000.00 | 15.00 |
| TRITON PCS INC | 8.75 | 11/15/2011 | 1,000,000.00 | 937,500.00 | 600,000.00 | 14.58 |
| TSI MERGER SUB INC | 12.75 | 2/1/2009 | 850,000.00 | 817,857.18 | 824,500.00 | 13.14 |
| TUESDAY MORNING CORP | 11.00 | 12/15/2007 | 3,000,000.00 | 3,090,568.95 | 3,090,000.00 | 10.68 |
| TYCO INTL GROUP SA | 4.95 | 8/1/2003 | 2,100,000.00 | 1,950,865.45 | 1,837,500.00 | 5.66 |
| U S WEST CAP FDG INC | 6.13 | 7/15/2002 | 1,000,000.00 | 998,970.59 | 920,000.00 | 6.66 |
| UCAR FINANCE INC | 10.25 | 2/15/2012 | 2,600,000.00 | 2,727,925.45 | 2,652,000.00 | 10.05 |
| UNITED AIRLS PASS THRU TRS | 2.12 | 12/2/2002 | 853,370.87 | 838,619.74 | 844,811.56 | 2.14 |
| UNITED AIRLS PASSTHRU TRS | 7.19 | 4/1/2011 | 1,472,365.14 | 1,307,973.61 | 1,323,332.34 | 8.00 |
| UNITED AUTO GROUP INC | 9.63 | 3/15/2012 | 8,750,000.00 | 8,885,220.15 | 8,837,500.00 | 9.53 |
| UNITED RENTALS INC | 9.50 | 6/1/2008 | 1,000,000.00 | 1,032,099.13 | 1,005,000.00 | 9.45 |
| UNITED RENTALS INC | 8.80 | 8/15/2008 | 4,345,000.00 | 4,421,007.54 | 4,279,825.00 | 8.93 |
| UNITED RENTALS INC | 9.25 | 1/15/2009 | 5,700,000.00 | 5,853,904.04 | 5,700,000.00 | 9.25 |
| UNITED RENTALS INC | 9.00 | 4/1/2009 | 1,700,000.00 | 1,733,313.57 | 1,683,000.00 | 9.09 |
| UNITED STATES TREAS NTS | 5.50 | 2/15/2008 | 6,000,000.00 | 6,113,617.79 | 6,375,000.00 | 5.18 |
| UNITED STATES TREAS NTS | 4.75 | 11/15/2008 | 4,000,000.00 | 3,898,906.57 | 4,073,760.00 | 4.66 |
| UNITED STATES TREAS NTS | 5.50 | 5/15/2009 | 6,700,000.00 | 6,810,707.33 | 7,089,471.00 | 5.20 |
| UNIVERSAL COMPRESSION INC | 1.00 | 2/15/2008 | 2,000,000.00 | 1,920,945.05 | 1,900,000.00 | 1.05 |
| URS CORP NEW | 12.25 | 5/1/2009 | 1,000,000.00 | 1,023,816.79 | 1,000,000.00 | 12.25 |
| US AWYS PASS THRU TRS | 8.36 | 1/20/2019 | 938,882.04 | 893,273.65 | 882,182.95 | 8.90 |
| US ONCOLOGY INC | 9.63 | 2/1/2012 | 5,000,000.00 | 4,913,800.18 | 4,850,000.00 | 9.92 |
| US UNWIRED INC | 1.00 | 11/1/2009 | 50,000.00 | 33,491.35 | 12,000.00 | 4.17 |
| VAIL RESORTS INC | 8.75 | 5/15/2009 | 2,000,000.00 | 2,056,544.67 | 2,030,000.00 | 8.62 |
| VALOR | 1.00 | 8/31/2007 | 4,000,000.00 | 3,770,577.51 | 3,760,000.00 | 1.06 |
| VENETIAN CASINO RESORT LLC | 11.00 | 6/15/2010 | 10,700,000.00 | 10,809,265.14 | 10,833,750.00 | 10.86 |
| VENTRAS RLTY LTD PRTNRSHIP | 8.75 | 5/1/2009 | 950,000.00 | 953,279.10 | 964,250.00 | 8.62 |
| VERTIS INC | 10.88 | 6/15/2009 | 2,000,000.00 | 1,980,054.94 | 1,985,000.00 | 10.96 |
| VINTAGE PETE INC | 9.00 | 12/15/2005 | 433,000.00 | 433,201.95 | 428,670.00 | 9.09 |
| VINTAGE PETE INC | 8.63 | 2/1/2009 | 700,000.00 | 689,821.39 | 651,000.00 | 9.27 |
| VINTAGE PETE INC | 9.75 | 6/30/2009 | 1,250,000.00 | 1,260,000.93 | 1,212,500.00 | 10.05 |
| VINTAGE PETE INC | 7.88 | 5/15/2011 | 900,000.00 | 851,870.99 | 805,500.00 | 8.80 |
| VINTAGE PETE INC | 8.25 | 5/1/2012 | 650,000.00 | 650,000.00 | 637,000.00 | 8.42 |
| VON HOFFMANN CORP | 10.25 | 3/15/2009 | 2,000,000.00 | 2,018,764.16 | 2,050,000.00 | 10.00 |
| WCG NT TR/WCG CT CORP INC | 8.25 | 3/15/2004 | 2,100,000.00 | 2,111,385.34 | 1,931,580.00 | 8.97 |
| WCI CMNTYS INC | 10.63 | 2/15/2011 | 8,000,000.00 | 8,613,004.48 | 8,360,000.00 | 10.17 |
| WCI CMNTYS INC | 9.13 | 5/1/2012 | 500,000.00 | 501,840.17 | 496,250.00 | 9.19 |
| WESTERN WIRELESS CORP | 4.82 | 3/31/2005 | 750,000.00 | 665,537.80 | 626,785.50 | 5.77 |
| WESTERN WIRELESS CORP | 1.00 | 3/31/2005 | 750,000.00 | 662,685.53 | 626,785.50 | 1.20 |
| WILLIAMS COMMUNICATIONS GROUP | 10.88 | 10/1/2009 | 1,750,000.00 | 276,469.26 | 135,625.00 | 0.00 |
| WILLIAMS COS INC | 7.13 | 9/1/2011 | 275,000.00 | 227,146.49 | 220,000.00 | 8.91 |
| WILLIAMS COS INC | 8.13 | 3/15/2012 | 1,000,000.00 | 885,677.23 | 810,000.00 | 10.03 |
| WILLIAMS SCOTSMAN INC | 9.88 | 6/1/2007 | 1,000,000.00 | 1,015,032.96 | 990,000.00 | 9.97 |
| WILLIAMS SCOTSMAN INC | 9.88 | 6/1/2007 | 2,500,000.00 | 2,501,229.40 | 2,387,500.00 | 10.34 |
| WINN DIXIE STORES INC | 8.88 | 4/1/2008 | 750,000.00 | 742,892.42 | 753,750.00 | 8.83 |
| WOLVERINE TUBE INC | 10.50 | 4/1/2009 | 1,750,000.00 | 1,740,147.97 | 1,715,000.00 | 10.71 |
| WOODLANDS COMM PROPERTIES | 1.00 | 11/30/2004 | 1,100,522.24 | 1,106,222.09 | 1,100,522.24 | 1.00 |
| WOODLANDS LAND DEVELOPMENT | 1.00 | 11/30/2004 | 3,212,590.09 | 3,229,228.81 | 3,212,590.09 | 1.00 |
| WORLDCOM INC GA | 6.95 | 8/15/2028 | 350,000.00 | 141,708.40 | 55,125.00 | 0.00 |
| WORLDCOM INC GA NEW | 8.25 | 5/15/2031 | 2,125,000.00 | 961,540.44 | 334,687.50 | 0.00 |
| YELL GROUP | 1.00 | 3/31/2009 | 5,000,000.00 | 5,000,441.17 | 5,025,441.17 | 0.99 |
| YOUNG BROADCASTING INC | 9.00 | 1/15/2006 | 1,500,000.00 | 1,522,561.70 | 1,440,000.00 | 9.38 |
| YOUNG BROADCASTING INC | 8.75 | 6/15/2007 | 600,000.00 | 588,734.44 | 540,000.00 | 9.72 |
| YOUNG BROADCASTING INC | 10.00 | 3/1/2011 | 10,700,000.00 | 10,992,746.21 | 9,630,000.00 | 11.11 |
| YUM BRANDS INC | 7.70 | 7/1/2012 | 1,000,000.00 | 994,504.51 | 990,000.00 | 7.78 |
| | | | | | |
| Total | $1,069,141,528.62 | $1,052,119,037.57 | $1,022,837,997.29 | |
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