FIXED INCOME SECURITIES - EXTERNAL EXTERNAL DOMESTIC FIXED INCOME
  
Entries 1 - 473 of 473
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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