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<SEC-DOCUMENT>0000891804-05-002885.txt : 20050929
<SEC-HEADER>0000891804-05-002885.hdr.sgml : 20050929
<ACCEPTANCE-DATETIME>20050929120726
ACCESSION NUMBER:		0000891804-05-002885
CONFORMED SUBMISSION TYPE:	N-Q
PUBLIC DOCUMENT COUNT:		2
CONFORMED PERIOD OF REPORT:	20050731
FILED AS OF DATE:		20050929
DATE AS OF CHANGE:		20050929
EFFECTIVENESS DATE:		20050929

FILER:

	COMPANY DATA:	
		COMPANY CONFORMED NAME:			CREDIT SUISSE HIGH YIELD BOND FUND
		CENTRAL INDEX KEY:			0001061353
		IRS NUMBER:				134009166
		STATE OF INCORPORATION:			DE
		FISCAL YEAR END:			1231

	FILING VALUES:
		FORM TYPE:		N-Q
		SEC ACT:		1940 Act
		SEC FILE NUMBER:	811-08777
		FILM NUMBER:		051110287

	BUSINESS ADDRESS:	
		STREET 1:		277 PARK AVENUE
		CITY:			NEW YORK
		STATE:			NY
		ZIP:			10172
		BUSINESS PHONE:		2128926692

	MAIL ADDRESS:	
		STREET 1:		277 PARK AVENUE
		CITY:			NEW YORK
		STATE:			NY
		ZIP:			10172

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	DLJ HIGH YIELD BOND FUND
		DATE OF NAME CHANGE:	19980508
</SEC-HEADER>
<DOCUMENT>
<TYPE>N-Q
<SEQUENCE>1
<FILENAME>nq35670.htm
<DESCRIPTION>CREDIT SUISSE HIGH YIELD BOND FUND
<TEXT>
<HTML>
<HEAD>
<TITLE>Form N-Q</TITLE>
     <!-- Created by EDGAR Ease Plus (EDGAR Ease+) -->
</HEAD>

<BODY><CENTER>
<H3>UNITED STATES<BR>SECURITIES AND EXCHANGE COMMISSION<BR>Washington, DC 20549<BR><BR>FORM N-Q</H3>
<BR></CENTER>
<H1 align=center><FONT face="Times New Roman, Times, Serif" size=2>QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT INVESTMENT COMPANY</FONT></H1>

<P align=center><FONT face="Times New Roman, Times, Serif" size=2>Investment Company Act file number <U>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;811-08777 &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</U></FONT></P>

<P align=center><FONT face="Times New Roman, Times, Serif" size=2><B><U>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Credit Suisse High Yield Bond Fund&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</U></B><BR>(Exact name of registrant as specified in charter)</FONT></P>
<P align=center><FONT face="Times New Roman, Times, Serif" size=2><B>
c/o Credit Suisse Asset Management, LLC<BR><U>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;466 Lexington Avenue, New York, New York 10017&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</U></B><BR>(Address of principal executive offices) (Zip code)</FONT></P>

<P align=center><FONT face="Times New Roman, Times, Serif" size=2><B><BR>J. Kevin Gao, Esq.<BR><U>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;466 Lexington Avenue, New York, New York 10017&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</U></B><BR>(Name and address of agent for service)</FONT></P>


<P><FONT face="Times New Roman, Times, Serif" size=2>Registrant's telephone number, including area code:&nbsp;<U>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212-875-3500&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</U></FONT></P>


<P><FONT face="Times New Roman, Times, Serif" size=2>Date of fiscal year-end:&nbsp;<U>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;October 31st&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</U></FONT></P>


<P><FONT face="Times New Roman, Times, Serif" size=2>Date of reporting period:&nbsp;<U>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;May 1, 2005 to July 31, 2005&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</U></FONT></P>


<P><FONT face="Times New Roman, Times, Serif" size=2></FONT>&nbsp;</P>


<PAGE>


<P><FONT face="Times New Roman, Times, Serif" size=2><B>Item 1. Schedule of Investments</B></FONT></P>

<A name=page_1></A>
<TABLE cellSpacing=1 cellPadding=0 width=648 border=0
BCLEMPTYCOL>

  <TR vAlign=bottom>
    <TD noWrap align=left width="51%" colSpan=3
     ><B><FONT face=serif size=2
     >Credit Suisse High Yield Bond Fund</FONT></B>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="51%" colSpan=3
     ><B><FONT face=serif size=2
     >Schedule of Investments</FONT></B>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="51%" colSpan=3
     ><FONT face=serif size=2>July
      31, 2005 (unaudited)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR>
    <TD width="99%" colSpan=11>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><B><FONT
      face=sans-serif size=1
     >Par</FONT></B>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><B><FONT
      face=sans-serif size=1
     >Ratings&#134;</FONT></B>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><B><FONT
      face=sans-serif size=1
     >(000)</FONT></B>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><B><FONT
      face=sans-serif size=1
     >(S&amp;P/Moody&#146;s)</FONT></B>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=middle width="7%"><B><FONT
      face=sans-serif size=1
     >Maturity</FONT></B> </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=middle width="5%"><B><FONT
      face=sans-serif size=1
     >Rate%</FONT></B> </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
     >&nbsp;<B><FONT face=sans-serif size=1
     >Value</FONT></B>&nbsp; </TD></TR>
  <TR>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD>
    <TD width="1%"></TD>
    <TD width="41%"></TD>
    <TD width="1%"></TD>
    <TD width="12%">
      <HR noShade SIZE=1>
    </TD>
    <TD width="5%"></TD>
    <TD width="7%">
      <HR noShade SIZE=1>
    </TD>
    <TD width="4%"></TD>
    <TD width="5%">
      <HR noShade SIZE=1>
    </TD>
    <TD width="5%"></TD>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="51%" colSpan=3
     ><B><FONT face=sans-serif size=1
     >U.S. CORPORATE BONDS </FONT></B><FONT
      face=sans-serif size=1
     >(128.3%)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="51%" colSpan=3><B><FONT
      face=sans-serif size=1
     >Aerospace </FONT></B><FONT face=sans-serif size=1
     >(1.6%)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>$ &nbsp;1,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"><FONT
      face=sans-serif size=1>BE Aerospace,
      Inc., Series B, Senior</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >Subordinated Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B- ,
      Caa2)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"><FONT face=sans-serif
      size=1>03/01/08</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>8.000</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>$ 1,007,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>2,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"><FONT
      face=sans-serif size=1>L-3
      Communications Corp., Global</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >Senior Subordinated Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >(Callable 01/15/10 @ $102.94)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(BB+ ,
      Ba3)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"><FONT face=sans-serif
      size=1>01/15/15</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>5.875</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>1,965,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>850</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"><FONT
      face=sans-serif size=1>Sequa Corp.,
      Series B, Senior Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(BB- ,
      B1)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"><FONT face=sans-serif
      size=1>04/01/08</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>8.875</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>924,375</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="9%"></TD>
    <TD width="1%"></TD>
    <TD width="41%"></TD>
    <TD width="1%"></TD>
    <TD width="12%"></TD>
    <TD width="5%"></TD>
    <TD width="7%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="5%"></TD>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>3,896,875</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="9%"></TD>
    <TD width="1%"></TD>
    <TD width="41%"></TD>
    <TD width="1%"></TD>
    <TD width="12%"></TD>
    <TD width="5%"></TD>
    <TD width="7%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="5%"></TD>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="51%" colSpan=3><B><FONT
      face=sans-serif size=1
     >Airlines </FONT></B><FONT face=sans-serif size=1
     >(0.5%)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>1,200</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"><FONT
      face=sans-serif size=1>American
      Airlines, Inc., Series 01-2, Pass</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >Thru Certificates &#167;</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B ,
      B1)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"><FONT face=sans-serif
      size=1>10/01/06</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>7.800</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>1,152,849</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="9%"></TD>
    <TD width="1%"></TD>
    <TD width="41%"></TD>
    <TD width="1%"></TD>
    <TD width="12%"></TD>
    <TD width="5%"></TD>
    <TD width="7%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="5%"></TD>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="51%" colSpan=3
     ><B><FONT face=sans-serif size=1
     >Automobile Manufacturing/Vehicle Parts
      </FONT></B><FONT face=sans-serif size=1
     >(5.3%)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>1,100</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"><FONT
      face=sans-serif size=1>Accuride Corp.,
      Global Company Guaranteed</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >Notes (Callable 02/01/10 @ $104.25)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B- ,
      B3)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"><FONT face=sans-serif
      size=1>02/01/15</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>8.500</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>1,146,750</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>1,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"><FONT
      face=sans-serif size=1>Autocam Corp.,
      Global Senior Subordinated</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >Notes (Callable 06/15/09 @ $105.44) &#167;</FONT>&nbsp;
    </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(CCC+ ,
      Caa2)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"><FONT face=sans-serif
      size=1>06/15/14</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>10.875</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>665,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>500</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"><FONT
      face=sans-serif size=1>Cummins, Inc.,
      Global Senior Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >(Callable 12/01/06 @ $104.75)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(BBB- ,
      Ba2)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"><FONT face=sans-serif
      size=1>12/01/10</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>9.500</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>553,750</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>1,500</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"><FONT
      face=sans-serif size=1>Delphi Corp.,
      Global Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(CCC- ,
      Ca)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"><FONT face=sans-serif
      size=1>06/15/06</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>6.550</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>1,479,375</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>500</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"><FONT
      face=sans-serif size=1>Dura Operating
      Corp., Series D, Company</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >Guaranteed Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >(Callable 10/03/05 @ $103.00) &#167;</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(CCC+ ,
      Caa1)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"><FONT face=sans-serif
      size=1>05/01/09</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>9.000</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>427,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>2,550</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"><FONT
      face=sans-serif size=1>General Motors
      Acceptance Corp., Global Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(BB ,
      Baa2)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"><FONT face=sans-serif
      size=1>12/01/14</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>6.750</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>2,405,854</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>1,250</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"><FONT
      face=sans-serif size=1>Goodyear Tire
      &amp; Rubber Co., Rule 144A, Senior</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >Notes (Callable 07/01/10 @ $104.50) &#135;</FONT>&nbsp;
    </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B- ,
      B3)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"><FONT face=sans-serif
      size=1>07/01/15</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>9.000</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>1,281,250</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>1,700</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"><FONT
      face=sans-serif size=1>Heafner Tire
      Group, Inc., Rule 144A, Senior</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >Notes (Callable 04/01/09 @ $105.38) &#135;</FONT>&nbsp;
    </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(CCC+ ,
      Caa2)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"><FONT face=sans-serif
      size=1>04/01/13</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>10.750</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>1,666,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>1,200</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"><FONT
      face=sans-serif size=1>Metaldyne Corp.,
      Global Company Guaranteed</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >Notes (Callable 06/15/07 @ $105.50) &#167;</FONT>&nbsp;
    </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(CCC+ ,
      Caa2)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"><FONT face=sans-serif
      size=1>06/15/12</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>11.000</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>894,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>900</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"><FONT
      face=sans-serif size=1>Stanadyne Corp.,
      Global Senior Subordinated</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >Notes (Callable 08/15/09 @ $105.00)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B- ,
      Caa1)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"><FONT face=sans-serif
      size=1>08/15/14</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>10.000</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>900,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>800</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"><FONT
      face=sans-serif size=1>Tenneco
      Automotive, Inc., Global Company</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >Guaranteed Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >(Callable 11/15/09 @ $104.31) &#167;</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B- ,
      B3)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"><FONT face=sans-serif
      size=1>11/15/14</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>8.625</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>840,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>450</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"><FONT
      face=sans-serif size=1>Visteon Corp.,
      Global Senior Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B- ,
      B3)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"><FONT face=sans-serif
      size=1>08/01/10</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>8.250</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>437,625</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="9%"></TD>
    <TD width="1%"></TD>
    <TD width="41%"></TD>
    <TD width="1%"></TD>
    <TD width="12%"></TD>
    <TD width="5%"></TD>
    <TD width="7%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="5%"></TD>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>12,697,104</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="9%"></TD>
    <TD width="1%"></TD>
    <TD width="41%"></TD>
    <TD width="1%"></TD>
    <TD width="12%"></TD>
    <TD width="5%"></TD>
    <TD width="7%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="5%"></TD>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="51%" colSpan=3
     ><B><FONT face=sans-serif size=1
     >Broadband </FONT></B><FONT face=sans-serif size=1
     >(0.9%)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>750</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"><FONT
      face=sans-serif size=1>Level 3
      Communications, Inc., Senior Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >(Callable 05/01/06 @ $100.00) &#167;</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(CC ,
      Ca)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"><FONT face=sans-serif
      size=1>05/01/08</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>9.125</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>620,625</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>750</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="54%" colSpan=3
     ><FONT face=sans-serif size=1
     >Level 3 Financing, Inc., Global Company
      Guaranteed</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >Notes (Callable 10/15/07 @ $105.38)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(CC ,
      Caa1)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"><FONT face=sans-serif
      size=1>10/15/11</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>10.750</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>630,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>1,500</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"><FONT
      face=sans-serif size=1>Primus
      Telecommunications Group, Inc., Global</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >Senior Notes (Callable 01/15/09 @ $104.00)
      &#167;</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(CCC- ,
      Caa1)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"><FONT face=sans-serif
      size=1>01/15/14</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>8.000</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>810,000</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="9%"></TD>
    <TD width="1%"></TD>
    <TD width="41%"></TD>
    <TD width="1%"></TD>
    <TD width="12%"></TD>
    <TD width="5%"></TD>
    <TD width="7%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="5%"></TD>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>2,060,625</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="9%"></TD>
    <TD width="1%"></TD>
    <TD width="41%"></TD>
    <TD width="1%"></TD>
    <TD width="12%"></TD>
    <TD width="5%"></TD>
    <TD width="7%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="5%"></TD>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="51%" colSpan=3
     ><B><FONT face=sans-serif size=1
     >Broadcast/Outdoor </FONT></B><FONT face=sans-serif
      size=1>(2.3%)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>600</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"><FONT
      face=sans-serif size=1>Allbritton
      Communications Co., Global</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >Senior Subordinated Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >(Callable 12/15/07 @ $103.88)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B- ,
      B3)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"><FONT face=sans-serif
      size=1>12/15/12</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>7.750</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>603,750</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>750</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"><FONT
      face=sans-serif size=1>Emmis
      Communications Corp., Rule 144A, Senior</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >Notes (Callable 12/15/05 @ $100.00) &#135;#</FONT>&nbsp;
    </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B- ,
      B3)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"><FONT face=sans-serif
      size=1>06/15/12</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>9.314</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>754,687</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>500</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="54%" colSpan=3
     ><FONT face=sans-serif size=1
     >Emmis Operating Co., Global Senior
      Subordinated</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >Notes (Callable 05/15/08 @ $103.44)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B- ,
      B2)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"><FONT face=sans-serif
      size=1>05/15/12</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>6.875</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>502,500</FONT>&nbsp;
  </TD></TR></TABLE><BR>
<HR align=center width="100%" color=#990033 noShade SIZE=3>
<PAGE><A name=page_2></A>
<TABLE cellSpacing=1 cellPadding=0 width=648 border=0
BASEBORDER="0">

  <TR vAlign=bottom>
    <TD noWrap align=middle width="9%"><B><FONT
      face=sans-serif size=1
     >Par</FONT></B>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><B><FONT
      face=sans-serif size=1
     >Ratings&#134;</FONT></B>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=middle width="9%"><B><FONT
      face=sans-serif size=1
     >(000)</FONT></B>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><B><FONT
      face=sans-serif size=1
     >(S&amp;P/Moody&#146;s)</FONT></B>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=middle width="7%"><B><FONT
      face=sans-serif size=1
     >Maturity</FONT></B> </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><B><FONT
      face=sans-serif size=1
     >Rate%</FONT></B> </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
     >&nbsp;<B><FONT face=sans-serif size=1
     >Value</FONT></B>&nbsp; </TD></TR>
  <TR>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD>
    <TD width="1%"></TD>
    <TD width="41%"></TD>
    <TD width="1%"></TD>
    <TD width="12%">
      <HR noShade SIZE=1>
    </TD>
    <TD width="5%"></TD>
    <TD width="7%">
      <HR noShade SIZE=1>
    </TD>
    <TD width="4%"></TD>
    <TD width="5%">
      <HR noShade SIZE=1>
    </TD>
    <TD width="5%"></TD>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="51%" colSpan=3
     ><B><FONT face=sans-serif size=1
     >U.S. CORPORATE BONDS</FONT></B>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="51%" colSpan=3><B><FONT
      face=sans-serif size=1
     >Broadcast/Outdoor</FONT></B>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>$&nbsp; 1,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"><FONT
      face=sans-serif size=1>Gray Television,
      Inc., Global Company Guaranteed</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >Notes (Callable 12/15/06 @ $104.62)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B- ,
      Ba3)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"><FONT face=sans-serif
      size=1>12/15/11</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>9.250</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>$ 1,097,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>150</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"><FONT
      face=sans-serif size=1>Interep National
      Radio Sales, Inc., Series B,</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >Company Guaranteed Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >(Callable 10/13/05 @ $101.67)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(CC ,
      Ca)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"><FONT face=sans-serif
      size=1>07/01/08</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>10.000</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>113,625</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>2,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"><FONT
      face=sans-serif size=1>Paxson
      Communications Corp., Global</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >Company Guaranteed Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >(Callable 01/15/06 @ $106.12) +</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(CCC- ,
      Caa1)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"><FONT face=sans-serif
      size=1>01/15/09</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>0.000</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>1,910,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>490</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"><FONT
      face=sans-serif size=1>Young
      Broadcasting, Inc., Global</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >Company Guaranteed Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >(Callable 03/01/06 @ $105.00) &#167;</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(CCC ,
      Caa1)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"><FONT face=sans-serif
      size=1>03/01/11</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>10.000</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>465,500</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="9%"></TD>
    <TD width="1%"></TD>
    <TD width="41%"></TD>
    <TD width="1%"></TD>
    <TD width="12%"></TD>
    <TD width="5%"></TD>
    <TD width="7%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="5%"></TD>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>5,447,562</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="9%"></TD>
    <TD width="1%"></TD>
    <TD width="41%"></TD>
    <TD width="1%"></TD>
    <TD width="12%"></TD>
    <TD width="5%"></TD>
    <TD width="7%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="5%"></TD>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="51%" colSpan=3
     ><B><FONT face=sans-serif size=1
     >Building Products </FONT></B><FONT
      face=sans-serif size=1
     >(4.2%)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>1,300</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"><FONT
      face=sans-serif size=1>Building
      Materials Corp., Global Secured Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >(Callable 08/01/09 @ $103.88)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B+ ,
      B2)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"><FONT face=sans-serif
      size=1>08/01/14</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>7.750</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>1,241,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>750</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"><FONT
      face=sans-serif size=1>Compression
      Polymers Holding Corp.,</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >Rule 144A, Senior Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >(Callable 07/01/09 @ $105.25) &#135;&#167;</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B- ,
      B2)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"><FONT face=sans-serif
      size=1>07/01/13</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>10.500</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>761,250</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>600</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"><FONT
      face=sans-serif size=1>Dayton Superior
      Corp., Company Guaranteed</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >Notes (Callable 06/15/07 @ $102.17) &#167;</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(CCC ,
      Caa3)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"><FONT face=sans-serif
      size=1>06/15/09</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>13.000</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>546,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>500</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"><FONT
      face=sans-serif size=1>Dayton Superior
      Corp., Global Secured Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >(Callable 06/15/06 @ $105.62)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B- ,
      Caa1)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"><FONT face=sans-serif
      size=1>09/15/08</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>10.750</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>522,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>1,500</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"><FONT
      face=sans-serif size=1>Goodman Global
      Holdings Co., Inc., Rule 144A,</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >Senior Subordinated Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >(Callable 12/15/08 @ $103.94) &#135;&#167;</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B- ,
      Caa1)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"><FONT face=sans-serif
      size=1>12/15/12</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>7.875</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>1,447,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>1,100</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"><FONT
      face=sans-serif size=1>Interface, Inc.,
      Global Senior Subordinated Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >(Callable 02/01/09 @ $104.75)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(CCC ,
      Caa3)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"><FONT face=sans-serif
      size=1>02/01/14</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>9.500</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>1,133,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>750</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"><FONT
      face=sans-serif size=1>Norcraft
      Holdings LP, Rule 144A, Senior Discount</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >Notes (Callable 09/01/08 @ $104.88) &#135;+</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B- ,
      Caa1)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"><FONT face=sans-serif
      size=1>09/01/12</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>0.000</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>536,250</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>1,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"><FONT
      face=sans-serif size=1>NTK Holdings,
      Inc., Rule 144A, Senior Discount</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >Notes (Callable 09/01/09 @ $105.38) &#135;+&#167;</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(CCC+ ,
      Caa2)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"><FONT face=sans-serif
      size=1>03/01/14</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>0.000</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>575,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>1,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"><FONT
      face=sans-serif size=1>Ply Gem
      Industries, Inc., Global Senior</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >Subordinated Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >(Callable 02/15/08 @ $104.50)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B- ,
      B3)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"><FONT face=sans-serif
      size=1>02/15/12</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>9.000</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>880,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>1,250</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"><FONT
      face=sans-serif size=1>RMCC Acquisition
      Co., Rule 144A, Senior</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >Subordinated Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >(Callable 11/01/08 @ $104.75) &#135;</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(CCC+ ,
      Caa1)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"><FONT face=sans-serif
      size=1>11/01/12</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>9.500</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>1,243,750</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>250</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"><FONT
      face=sans-serif size=1>Texas
      Industries, Inc., Rule 144A, Senior Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >(Callable 07/15/09 @ $103.63) &#135;</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(BB- ,
      Ba3)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"><FONT face=sans-serif
      size=1>07/15/13</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>7.250</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>265,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>1,350</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"><FONT
      face=sans-serif size=1>Werner Holding
      Co., Inc., Series A,</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >Company Guaranteed Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >(Callable 11/15/05 @ $100) &#167;</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(CCC- ,
      Caa2)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"><FONT face=sans-serif
      size=1>11/15/07</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>10.000</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>945,000</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="9%"></TD>
    <TD width="1%"></TD>
    <TD width="41%"></TD>
    <TD width="1%"></TD>
    <TD width="12%"></TD>
    <TD width="5%"></TD>
    <TD width="7%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="5%"></TD>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>10,096,750</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="9%"></TD>
    <TD width="1%"></TD>
    <TD width="41%"></TD>
    <TD width="1%"></TD>
    <TD width="12%"></TD>
    <TD width="5%"></TD>
    <TD width="7%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="5%"></TD>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="51%" colSpan=3><B><FONT
      face=sans-serif size=1
     >Cable </FONT></B><FONT face=sans-serif size=1
     >(8.5%)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>3,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"><FONT
      face=sans-serif size=1>Adelphia
      Communications Corp.,</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >Rule 144A, Secured Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >(Callable 02/15/08 @ $105.38) &#135;&#248;</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(NR ,
      NR)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"><FONT face=sans-serif
      size=1>10/01/10</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>10.875</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>2,617,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>1,450</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"><FONT
      face=sans-serif size=1>Atlantic
      Broadband Finance LLC, Rule 144A,</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >Senior Subordinated Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >(Callable 01/15/09 @ $104.69) &#135;&#167;</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(CCC+ ,
      Caa1)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"><FONT face=sans-serif
      size=1>01/15/14</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>9.375</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>1,392,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>1,825</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"><FONT
      face=sans-serif size=1>Cablevision
      Systems Corp., Series B, Global</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >Senior Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B+ ,
      B3)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"><FONT face=sans-serif
      size=1>04/15/12</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>8.000</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>1,843,250</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>2,100</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"><FONT
      face=sans-serif size=1>CCO Holdings
      LLC, Global Senior Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >(Callable 11/15/08 @ $104.38) &#167;</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(CCC- ,
      B3)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"><FONT face=sans-serif
      size=1>11/15/13</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>8.750</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>2,110,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>3,650</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"><FONT
      face=sans-serif size=1>Charter
      Communications Holdings LLC,</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >Senior Discount Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >(Callable 04/01/06 @ $101.44) +&#167;</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(CCC- ,
      Ca)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"><FONT face=sans-serif
      size=1>04/01/11</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>0.000</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>2,869,812</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>3,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"><FONT
      face=sans-serif size=1>Charter
      Communications Holdings LLC, Senior</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >Notes (Callable 04/01/06 @ $101.65)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(CCC- ,
      Ca)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"><FONT face=sans-serif
      size=1>04/01/09</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>8.625</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>2,415,000</FONT>&nbsp;
  </TD></TR></TABLE><BR>
<HR align=center width="100%" color=#990033 noShade SIZE=3>
<PAGE><A name=page_3></A>
<TABLE cellSpacing=1 cellPadding=0 width=648 border=0
BASEBORDER="0">

  <TR vAlign=bottom>
    <TD noWrap align=middle width="6%" colSpan=2
   >&nbsp; <B><FONT
      face=sans-serif size=1
     >Par</FONT></B>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="13%"
   ><B><FONT face=sans-serif size=1
     >Ratings&#134;</FONT></B>&nbsp;
    </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="10%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=middle width="6%" colSpan=2
   >&nbsp; <B><FONT
      face=sans-serif size=1
     >(000)</FONT></B>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="13%"
   ><B><FONT face=sans-serif size=1

     >(S&amp;P/Moody&#146;s)</FONT></B>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=middle width="7%"
   ><B><FONT face=sans-serif size=1
     >Maturity</FONT></B> </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><B><FONT face=sans-serif size=1
     >Rate%</FONT></B> </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="10%"
   >&nbsp;<B><FONT
      face=sans-serif size=1
     >Value</FONT></B>&nbsp; </TD></TR>
  <TR>
    <TD width="6%" colSpan=2>
      <HR noShade SIZE=1>
    </TD>
    <TD width="1%"></TD>
    <TD width="41%"></TD>
    <TD width="1%"></TD>
    <TD width="13%">
      <HR noShade SIZE=1>
    </TD>
    <TD width="5%"></TD>
    <TD width="7%">
      <HR noShade SIZE=1>
    </TD>
    <TD width="5%"></TD>
    <TD width="5%">
      <HR noShade SIZE=1>
    </TD>
    <TD width="5%"></TD>
    <TD width="10%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="48%" colSpan=4
   ><B><FONT face=sans-serif
      size=1>U.S. CORPORATE
      BONDS</FONT></B>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="10%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="6%" colSpan=2
   ><B><FONT face=sans-serif
      size=1
     >Cable</FONT></B>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="10%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="6%" colSpan=2
   ><FONT face=sans-serif size=1
     >$</FONT>&nbsp; &nbsp;<FONT
      face=sans-serif size=1>900</FONT>&nbsp;
    </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif size=1
     >CSC Holdings, Inc., Rule 144A, Senior
      Notes &#135;</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="13%"
   ><FONT face=sans-serif size=1
     >(BB- , B1)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >04/15/12</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >6.750</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="10%"
   ><FONT face=sans-serif size=1
     >$&nbsp;&nbsp;&nbsp;
      873,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >85</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif size=1
     >CSC Holdings, Inc., Senior
      Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="13%"
   ><FONT face=sans-serif size=1
     >(BB- , B1)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >07/15/08</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >7.250</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="10%"
   ><FONT face=sans-serif size=1
     >86,488</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >750</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif size=1
     >CSC Holdings, Inc., Series B, Senior
      Notes &#167;</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="13%"
   ><FONT face=sans-serif size=1
     >(BB- , B1)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >04/01/11</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >7.625</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="10%"
   ><FONT face=sans-serif size=1
     >759,375</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >1,750</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif size=1
     >DIVA Systems Corp., Series B, Senior
      Discount</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="10%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>Notes (Callable 10/03/05 @
      $102.10) &#248;^</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="13%"
   ><FONT face=sans-serif size=1
     >(NR , NR)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >03/01/08</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >12.625</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="10%"
   ><FONT face=sans-serif size=1
     >4,375</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >2,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif size=1
     >Insight Communications Company,
      Inc.,</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="10%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>Senior Discount
      Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="10%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 02/15/06 @ $106.12)
      +&#167;</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="13%"
   ><FONT face=sans-serif size=1
     >(CCC+ , Caa1)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >02/15/11</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >0.000</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="10%"
   ><FONT face=sans-serif size=1
     >2,045,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >200</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif size=1
     >Insight Midwest/Insight Capital, Senior
      Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="10%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 10/01/05 @ $103.25)
      &#167;</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="13%"
   ><FONT face=sans-serif size=1
     >(B , B2)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >10/01/09</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >9.750</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="10%"
   ><FONT face=sans-serif size=1
     >207,750</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >500</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="55%" colSpan=3
   ><FONT face=sans-serif size=1
     >Insight Midwest/Insight Capital Corp.,
      Global Senior</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="10%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>Notes (Callable 11/01/05 @
      $105.25)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="13%"
   ><FONT face=sans-serif size=1
     >(B , B2)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >11/01/10</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >10.500</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="10%"
   ><FONT face=sans-serif size=1
     >532,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >2,500</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif size=1
     >Mediacom LLC Capital Corp., Senior
      Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="10%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 01/15/06 @ $104.75)
      &#167;</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="13%"
   ><FONT face=sans-serif size=1
     >(B , B3)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >01/15/13</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >9.500</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="10%"
   ><FONT face=sans-serif size=1
     >2,568,750</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="1%"></TD>
    <TD width="5%"></TD>
    <TD width="1%"></TD>
    <TD width="41%"></TD>
    <TD width="1%"></TD>
    <TD width="13%"></TD>
    <TD width="5%"></TD>
    <TD width="7%"></TD>
    <TD width="5%"></TD>
    <TD width="5%"></TD>
    <TD width="5%"></TD>
    <TD width="10%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="10%"
   ><FONT face=sans-serif size=1
     >20,325,300</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="1%"></TD>
    <TD width="5%"></TD>
    <TD width="1%"></TD>
    <TD width="41%"></TD>
    <TD width="1%"></TD>
    <TD width="13%"></TD>
    <TD width="5%"></TD>
    <TD width="7%"></TD>
    <TD width="5%"></TD>
    <TD width="5%"></TD>
    <TD width="5%"></TD>
    <TD width="10%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="48%" colSpan=4
   ><B><FONT face=sans-serif
      size=1>Capital Goods
      </FONT></B><FONT face=sans-serif size=1
     >(1.8%)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="10%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif size=1
     >Blount, Inc., Senior Subordinated
      Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="10%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 08/01/08 @
      $104.44)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="13%"
   ><FONT face=sans-serif size=1
     >(B , B3)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >08/01/12</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >8.875</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="10%"
   ><FONT face=sans-serif size=1
     >1,095,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >850</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif size=1
     >Case New Holland, Inc., Global
      Company</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="10%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>Guaranteed Notes</FONT>&nbsp;
</TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="10%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 08/01/07 @
      $104.62)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="13%"
   ><FONT face=sans-serif size=1
     >(BB- , Ba3)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >08/01/11</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >9.250</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="10%"
   ><FONT face=sans-serif size=1
     >924,375</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >1,753</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif size=1
     >JII Holdings LLC, Global Secured
      Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="10%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 01/01/06 @
      $103.25)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="13%"
   ><FONT face=sans-serif size=1
     >(CCC- , Caa2)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >04/01/07</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >13.000</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="10%"
   ><FONT face=sans-serif size=1
     >1,533,438</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >650</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif size=1
     >Terex Corp., Global Company Guaranteed
      Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="10%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 01/15/09 @
      $103.69)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="13%"
   ><FONT face=sans-serif size=1
     >(B , B3)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >01/15/14</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >7.375</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="10%"
   ><FONT face=sans-serif size=1
     >685,750</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="1%"></TD>
    <TD width="5%"></TD>
    <TD width="1%"></TD>
    <TD width="41%"></TD>
    <TD width="1%"></TD>
    <TD width="13%"></TD>
    <TD width="5%"></TD>
    <TD width="7%"></TD>
    <TD width="5%"></TD>
    <TD width="5%"></TD>
    <TD width="5%"></TD>
    <TD width="10%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="10%"
   ><FONT face=sans-serif size=1
     >4,238,563</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="1%"></TD>
    <TD width="5%"></TD>
    <TD width="1%"></TD>
    <TD width="41%"></TD>
    <TD width="1%"></TD>
    <TD width="13%"></TD>
    <TD width="5%"></TD>
    <TD width="7%"></TD>
    <TD width="5%"></TD>
    <TD width="5%"></TD>
    <TD width="5%"></TD>
    <TD width="10%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="48%" colSpan=4
   ><B><FONT face=sans-serif
      size=1>Chemicals
      </FONT></B><FONT face=sans-serif size=1
     >(5.9%)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="10%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >650</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif size=1
     >BCP Crystal Holdings Corp.,
      Global</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="10%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>Senior Subordinated
      Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="10%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 06/15/09 @
      $104.81)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="13%"
   ><FONT face=sans-serif size=1
     >(B- , B3)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >06/15/14</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >9.625</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="10%"
   ><FONT face=sans-serif size=1
     >737,750</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >750</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif size=1
     >Crompton Corp., Global Senior
      Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="10%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 08/01/08 @
      $104.94)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="13%"
   ><FONT face=sans-serif size=1
     >(BB+ , Ba1)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >08/01/12</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >9.875</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="10%"
   ><FONT face=sans-serif size=1
     >868,125</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >876</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif size=1
     >Crystal US Holdings, Series B,
      Global</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="10%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>Senior Discount
      Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="10%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 10/01/09 @ $105.25)
      +</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="13%"
   ><FONT face=sans-serif size=1
     >(B- , Caa2)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >10/01/14</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >0.000</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="10%"
   ><FONT face=sans-serif size=1
     >635,100</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif size=1
     >Equistar Chemicals LP/ Equistar Funding
      Corp.,</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="10%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>Global Company Guaranteed
      Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="13%"
   ><FONT face=sans-serif size=1
     >(BB- , B2)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >09/01/08</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >10.125</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="10%"
   ><FONT face=sans-serif size=1
     >1,105,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >227</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif size=1
     >Huntsman Company LLC, Global
      Company</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="10%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif size=1
     >&nbsp;Guaranteed Notes (Callable
      10/15/07 @ $105.81)&nbsp;&nbsp;</FONT> </TD>
    <TD width="1%"></TD>
    <TD noWrap align=middle width="13%" background=""
   >&nbsp;<FONT face=sans-serif><FONT
      size=1>(BB- , B1)&nbsp; </FONT></FONT></TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >10/15/10</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >11.625</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="10%"
   ><FONT face=sans-serif size=1
     >267,860</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >773</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif size=1
     >Huntsman LLC, Global Company
      Guaranteed</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="10%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>Notes (Callable 07/15/08 @
      $105.75)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="13%"
   ><FONT face=sans-serif size=1
     >(B , B2)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >07/15/12</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >11.500</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="10%"
   ><FONT face=sans-serif size=1
     >904,410</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >1,450</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif size=1
     >IMC Global, Inc., Series B,
      Global</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="10%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>Company Guaranteed
      Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="10%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 06/01/06 @
      $105.63)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="13%"
   ><FONT face=sans-serif size=1
     >(BB , Ba3)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >06/01/11</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >11.250</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="10%"
   ><FONT face=sans-serif size=1
     >1,609,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >1,200</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif size=1
     >KI Holdings, Inc., Global Senior
      Discount Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="10%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 11/15/09 @ $104.94)
      +</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="13%"
   ><FONT face=sans-serif size=1
     >(B- , Caa2)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >11/15/14</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >0.000</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="10%"
   ><FONT face=sans-serif size=1
     >762,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif size=1
     >Lyondell Chemical Co., Global
      Company</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="10%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>Guaranteed Notes</FONT>&nbsp;
</TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="10%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 06/01/08 @
      $105.25)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="13%"
   ><FONT face=sans-serif size=1
     >(BB- , B1)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >06/01/13</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >10.500</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="10%"
   ><FONT face=sans-serif size=1
     >1,160,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >1,400</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif size=1
     >Lyondell Chemical Co., Global
      Company</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="10%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>Guaranteed Notes</FONT>&nbsp;
</TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="10%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 12/15/05 @
      $104.75)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="13%"
   ><FONT face=sans-serif size=1
     >(BB- , B1)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >12/15/08</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >9.500</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="10%"
   ><FONT face=sans-serif size=1
     >1,492,750</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >800</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif size=1
     >Millennium America, Inc., Global
      Company</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="10%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>Guaranteed Notes</FONT>&nbsp;
</TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="13%"
   ><FONT face=sans-serif size=1
     >(BB- , B1)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >06/15/08</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >9.250</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="10%"
   ><FONT face=sans-serif size=1
     >876,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >750</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif size=1
     >Nalco Co., Global Senior
      Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="10%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 11/15/07 @
      $103.88)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="13%"
   ><FONT face=sans-serif size=1
     >(B- , B2)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >11/15/11</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >7.750</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="10%"
   ><FONT face=sans-serif size=1
     >801,562</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >750</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif size=1
     >PolyOne Corp., Global Company
      Guaranteed</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="10%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>Notes (Callable 05/15/07 @
      $105.31)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="13%"
   ><FONT face=sans-serif size=1
     >(B+ , B3)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >05/15/10</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >10.625</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="10%"
   ><FONT face=sans-serif size=1
     >810,000</FONT>&nbsp;
</TD></TR></TABLE><BR>
<HR align=center width="100%" color=#990033 noShade SIZE=3>
<PAGE><A name=page_4></A>
<TABLE cellSpacing=1 cellPadding=0 width=648 border=0
BCLEMPTYCOL>

  <TR vAlign=bottom>
    <TD noWrap align=middle width="9%"
   ><B><FONT face=sans-serif size=1
     >Par</FONT></B>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><B><FONT face=sans-serif size=1
     >Ratings&#134;</FONT></B>&nbsp;
    </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=middle width="9%"
   ><B><FONT face=sans-serif size=1
     >(000)</FONT></B>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><B><FONT face=sans-serif size=1

     >(S&amp;P/Moody&#146;s)</FONT></B>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=middle width="7%"
   ><B><FONT face=sans-serif size=1
     >Maturity</FONT></B> </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><B><FONT face=sans-serif size=1
     >Rate%</FONT></B> </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   >&nbsp;<B><FONT
      face=sans-serif size=1
     >Value</FONT></B>&nbsp; </TD></TR>
  <TR>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD>
    <TD width="1%"></TD>
    <TD width="41%"></TD>
    <TD width="1%"></TD>
    <TD width="12%">
      <HR noShade SIZE=1>
    </TD>
    <TD width="5%"></TD>
    <TD width="7%">
      <HR noShade SIZE=1>
    </TD>
    <TD width="4%"></TD>
    <TD width="5%">
      <HR noShade SIZE=1>
    </TD>
    <TD width="5%"></TD>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="51%" colSpan=3
   ><B><FONT face=sans-serif
      size=1>U.S. CORPORATE
      BONDS</FONT></B>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="51%" colSpan=3
   ><B><FONT face=sans-serif size=1
     >Chemicals</FONT></B>&nbsp;
      &nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >$&nbsp; 1,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>Resolution Performance Products
      LLC, Global</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>Senior Subordinated
      Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 11/15/05 @ $106.75)
      &#167;</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(B- , Caa2)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >11/15/10</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >13.500</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >$ 1,085,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >832</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>Terra Capital, Inc., Global
      Secured Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 06/01/07 @
      $105.75)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(B- , B2)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >06/01/10</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >11.500</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >963,040</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="9%"></TD>
    <TD width="1%"></TD>
    <TD width="41%"></TD>
    <TD width="1%"></TD>
    <TD width="12%"></TD>
    <TD width="5%"></TD>
    <TD width="7%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="5%"></TD>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >14,078,097</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="9%"></TD>
    <TD width="1%"></TD>
    <TD width="41%"></TD>
    <TD width="1%"></TD>
    <TD width="12%"></TD>
    <TD width="5%"></TD>
    <TD width="7%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="5%"></TD>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="51%" colSpan=3
   ><B><FONT face=sans-serif
      size=1>Commercial Services
      </FONT></B><FONT face=sans-serif size=1
     >(0.1%)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >250</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>FTI, Rule 144A, Senior
      Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 06/15/09 @ $103.81)
      &#135;</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(B+ , Ba2)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >06/15/13</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >7.625</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >250,000</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="9%"></TD>
    <TD width="1%"></TD>
    <TD width="41%"></TD>
    <TD width="1%"></TD>
    <TD width="12%"></TD>
    <TD width="5%"></TD>
    <TD width="7%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="5%"></TD>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="51%" colSpan=3
   ><B><FONT face=sans-serif
      size=1>Competitive Local
      Exchange Carrier </FONT></B><FONT face=sans-serif size=1
     ><B>(CLEC)</B> (0.6%)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >250</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>GCI, Inc., Global Senior
      Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 02/15/09 @
      $103.62)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(B+ , B2)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >02/15/14</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >7.250</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >245,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >1,250</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>Time Warner Telecom Holdings,
      Inc., Rule 144A,</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>Senior Notes (Callable 02/15/09
      @ $104.63) &#135;</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(CCC+ , B2)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >02/15/14</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >9.250</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >1,278,125</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="9%"></TD>
    <TD width="1%"></TD>
    <TD width="41%"></TD>
    <TD width="1%"></TD>
    <TD width="12%"></TD>
    <TD width="5%"></TD>
    <TD width="7%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="5%"></TD>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >1,523,125</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="9%"></TD>
    <TD width="1%"></TD>
    <TD width="41%"></TD>
    <TD width="1%"></TD>
    <TD width="12%"></TD>
    <TD width="5%"></TD>
    <TD width="7%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="5%"></TD>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="51%" colSpan=3
   ><B><FONT face=sans-serif
      size=1>Consumer
      Products/Tobacco </FONT></B><FONT face=sans-serif size=1
     >(5.4%)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >850</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>AAC Group Holding Corp., Rule
      144A,</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>Senior Discount
      Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 10/01/08 @ $105.13)
      &#135;+</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(B- , Caa1)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >10/01/12</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >0.000</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >618,375</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >500</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>Ames True Temper, Global Company
      Guaranteed</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>Notes (Callable 01/15/07 @
      $103.00) #</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(B- , B3)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >01/15/12</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >7.599</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >486,250</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >1,400</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>Ames True Temper, Global Senior
      Subordinated</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>Notes (Callable 07/15/08 @
      $105.00) &#167;</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(CCC , Caa1)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >07/15/12</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >10.000</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >1,232,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >1,050</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="54%" colSpan=3
   ><FONT face=sans-serif
      size=1>Amscan Holdings, Inc., Global
      Senior Subordinated</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>Notes (Callable 05/01/09 @
      $104.38)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(B- , B3)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >05/01/14</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >8.750</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >976,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>Associated Materials, Inc.,
      Global Senior Discount</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>Notes (Callable 03/01/09 @
      $105.62) +&#167;</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(CCC+ , Caa2)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >03/01/14</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >0.000</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >640,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="54%" colSpan=3
   ><FONT face=sans-serif
      size=1>Del Laboratories, Inc., Global
      Company Guaranteed</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>Notes (Callable 02/01/08 @
      $104.00) &#167;</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(CCC+ , Caa1)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >02/01/12</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >8.000</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >815,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >3,097</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>Diamond Brands Operating Corp.,
      Company</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>Guaranteed Notes</FONT>&nbsp;
</TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 04/15/06 @ $100.00)
      &#248;^</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(NR , NR)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >04/15/08</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >10.125</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >30,970</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >1,050</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>General Binding Corp., Company
      Guaranteed</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>Notes (Callable 06/01/06 @
      $100.00)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(B- , Caa1)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >06/01/08</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >9.375</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >1,065,750</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >1,500</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>Johnsondiversey Holdings, Inc.,
      Global Discount</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>Notes (Callable 05/15/07 @
      $105.34) +</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(B , Caa1)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >05/15/13</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >0.000</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >1,080,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>PCA LLC/PCA Finance Corp.,
      Global Senior Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(CCC , Caa2)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >08/01/09</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >11.875</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >730,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >1,300</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>Playtex Products, Inc., Global
      Company</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>Guaranteed Notes</FONT>&nbsp;
</TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 06/01/06 @ $104.69)
      &#167;</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(CCC+ , Caa2)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >06/01/11</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >9.375</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >1,384,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >600</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>Prestige Brands, Inc., Global
      Senior Subordinated</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>Notes (Callable 04/15/08 @
      $104.63)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(B- , B3)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >04/15/12</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >9.250</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >615,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >500</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>Rayovac Corp., Global Senior
      Subordinated</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>Notes (Callable 10/01/08 @
      $104.25) &#167;</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(B- , B3)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >10/01/13</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >8.500</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >530,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >750</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>Remington Arms Company, Inc.,
      Global</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>Company Guaranteed
      Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 02/01/07 @
      $105.25)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(CCC+ , B3)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >02/01/11</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >10.500</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >738,750</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >500</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>Revlon Consumer Products Corp.,
      Global Senior</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>Notes (Callable 04/01/08 @
      $104.75)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(CCC , Caa2)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >04/01/11</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >9.500</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >486,250</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >1,250</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>Sealy Mattress Co., Global
      Senior Subordinated</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>Notes (Callable 06/15/09 @
      $104.13)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(B- , B3)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >06/15/14</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >8.250</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >1,337,500</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="9%"></TD>
    <TD width="1%"></TD>
    <TD width="41%"></TD>
    <TD width="1%"></TD>
    <TD width="12%"></TD>
    <TD width="5%"></TD>
    <TD width="7%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="5%"></TD>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >12,766,845</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="9%"></TD>
    <TD width="1%"></TD>
    <TD width="41%"></TD>
    <TD width="1%"></TD>
    <TD width="12%"></TD>
    <TD width="5%"></TD>
    <TD width="7%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="5%"></TD>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="51%" colSpan=3
   ><B><FONT face=sans-serif size=1
     >Containers
      </FONT></B><FONT face=sans-serif size=1
     >(3.7%)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >1,100</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>Berry Plastics Corp., Global
      Company Guaranteed</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>Notes (Callable 07/15/07 @
      $105.38)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(B- , B3)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >07/15/12</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >10.750</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >1,212,750</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >1,200</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>Constar International, Inc.,
      Senior Subordinated</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>Notes (Callable 12/01/07 @
      $105.50) &#167;</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(CCC+ , Caa1)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >12/01/12</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >11.000</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >972,000</FONT>&nbsp; </TD></TR></TABLE><BR>
<HR align=center width="100%" color=#990033 noShade SIZE=3>
<PAGE><A name=page_5></A>
<TABLE cellSpacing=1 cellPadding=0 width=648 border=0
BCLEMPTYCOL>

  <TR vAlign=bottom>
    <TD noWrap align=middle width="6%" colSpan=2
   >&nbsp; <B><FONT face=sans-serif size=1
     >Par</FONT></B>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="13%"
   ><B><FONT face=sans-serif size=1
     >Ratings&#134;</FONT></B>&nbsp;
    </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=middle width="6%" colSpan=2
   >&nbsp; <B><FONT face=sans-serif size=1
     >(000)</FONT></B>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="13%"
   ><B><FONT face=sans-serif size=1

     >(S&amp;P/Moody&#146;s)</FONT></B>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=middle width="7%"
   ><B><FONT face=sans-serif size=1
     >Maturity</FONT></B>&nbsp;
    </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><B><FONT face=sans-serif size=1
     >Rate%</FONT></B> </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><B><FONT face=sans-serif size=1
     >Value</FONT></B>&nbsp;
  </TD></TR>
  <TR>
    <TD width="6%" colSpan=2>
      <HR noShade SIZE=1>
    </TD>
    <TD width="1%"></TD>
    <TD width="41%"></TD>
    <TD width="1%"></TD>
    <TD width="13%">
      <HR noShade SIZE=1>
    </TD>
    <TD width="5%"></TD>
    <TD width="7%">
      <HR noShade SIZE=1>
    </TD>
    <TD width="5%"></TD>
    <TD width="5%">
      <HR noShade SIZE=1>
    </TD>
    <TD width="6%"></TD>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="48%" colSpan=4
   ><B><FONT face=sans-serif
      size=1>U.S. CORPORATE
      BONDS</FONT></B>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="48%" colSpan=4
   ><B><FONT face=sans-serif size=1

     >Containers</FONT></B>&nbsp; &nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="6%" colSpan=2
   ><FONT face=sans-serif size=1
     >$</FONT>&nbsp;&nbsp;&nbsp; <FONT face=sans-serif
      size=1>650</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>Graham Packaging Co., Inc., Rule
      144A,</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>Senior Subordinated
      Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 10/15/09 @ $104.94)
      &#135;&#167;</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="13%"
   ><FONT face=sans-serif size=1
     >(CCC+ , Caa2)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >10/15/14</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >9.875</FONT>&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >$&nbsp;&nbsp; 672,750</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >750</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>Graphic Packaging International
      Corp.,</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>Global Senior Subordinated
      Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 08/15/08 @
      $104.75)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="13%"
   ><FONT face=sans-serif size=1
     >(B- , B3)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >08/15/13</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >9.500</FONT>&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >772,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>Intertape Polymer US, Inc.,
      Global</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>Senior Subordinated
      Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 08/01/09 @
      $104.25)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="13%"
   ><FONT face=sans-serif size=1
     >(B- , B3)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >08/01/14</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >8.500</FONT>&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >985,160</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>Owens-Brockway Glass Containers,
      Global</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>Company Guaranteed
      Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 02/15/06 @
      $104.44)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="13%"
   ><FONT face=sans-serif size=1
     >(BB- , B1)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >02/15/09</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >8.875</FONT>&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >1,062,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >750</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>Owens-Brockway Glass Containers,
      Global</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>Company Guaranteed
      Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 05/15/08 @
      $104.12)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="13%"
   ><FONT face=sans-serif size=1
     >(B , B2)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >05/15/13</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >8.250</FONT>&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >814,688</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >500</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>Pliant Corp., Company Guaranteed
      Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 06/01/06 @ $106.50)
      &#167;</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="13%"
   ><FONT face=sans-serif size=1
     >(CCC+ , Caa2)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >06/01/10</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >13.000</FONT>&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >407,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >425</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>Pliant Corp., Rule 144A, Secured
      Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 06/15/07 @ $111.62)
      &#135;</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="13%"
   ><FONT face=sans-serif size=1
     >(B- , B3)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >06/15/09</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >11.625</FONT>&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >462,721</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >500</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>Tekni-Plex, Inc., Series B,
      Company Guaranteed</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>Notes (Callable 06/15/06 @
      $106.38) &#167;</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="13%"
   ><FONT face=sans-serif size=1
     >(CCC- , Ca)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >06/15/10</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >12.750</FONT>&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >370,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>U.S. Can Corp., Global Company
      Guaranteed</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>Notes (Callable 07/15/07 @
      $105.44) &#167;</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="13%"
   ><FONT face=sans-serif size=1
     >(CCC+ , Caa2)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >07/15/10</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >10.875</FONT>&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >1,070,000</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="1%"></TD>
    <TD width="5%"></TD>
    <TD width="1%"></TD>
    <TD width="41%"></TD>
    <TD width="1%"></TD>
    <TD width="13%"></TD>
    <TD width="5%"></TD>
    <TD width="7%"></TD>
    <TD width="5%"></TD>
    <TD width="5%"></TD>
    <TD width="6%"></TD>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >8,802,569</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="1%"></TD>
    <TD width="5%"></TD>
    <TD width="1%"></TD>
    <TD width="41%"></TD>
    <TD width="1%"></TD>
    <TD width="13%"></TD>
    <TD width="5%"></TD>
    <TD width="7%"></TD>
    <TD width="5%"></TD>
    <TD width="5%"></TD>
    <TD width="6%"></TD>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="48%" colSpan=4
   ><B><FONT face=sans-serif
      size=1>Diversified
      Telecommunications </FONT></B><FONT face=sans-serif size=1
     >(2.1%)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>Hawaiian Telcom Communications,
      Inc.,</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>Rule 144A, Notes</FONT>&nbsp;
</TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 05/01/09 @ $104.88)
      &#135;&#167;</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="13%"
   ><FONT face=sans-serif size=1
     >(B- , B3)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >05/01/13</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >9.750</FONT>&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >1,085,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >900</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>Qwest Corp., Global Senior
      Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="13%"
   ><FONT face=sans-serif size=1
     >(BB- , Ba3)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >09/01/11</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >7.875</FONT>&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >942,750</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >900</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>Qwest Corp., Notes</FONT>&nbsp;
    </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="13%"
   ><FONT face=sans-serif size=1
     >(BB- , Ba3)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >11/15/08</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >5.625</FONT>&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >892,125</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >1,339</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>Qwest Corp., Rule 144A, Senior
      Notes &#135;&#167;</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="13%"
   ><FONT face=sans-serif size=1
     >(BB- , Ba3)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >06/15/15</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >7.625</FONT>&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >1,389,213</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >550</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>Qwest Services Corp., Global
      Secured Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 12/15/06 @ $106.75)
      #</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="13%"
   ><FONT face=sans-serif size=1
     >(B , Caa1)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >12/15/10</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >13.500</FONT>&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >635,250</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="1%"></TD>
    <TD width="5%"></TD>
    <TD width="1%"></TD>
    <TD width="41%"></TD>
    <TD width="1%"></TD>
    <TD width="13%"></TD>
    <TD width="5%"></TD>
    <TD width="7%"></TD>
    <TD width="5%"></TD>
    <TD width="5%"></TD>
    <TD width="6%"></TD>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >4,944,338</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="1%"></TD>
    <TD width="5%"></TD>
    <TD width="1%"></TD>
    <TD width="41%"></TD>
    <TD width="1%"></TD>
    <TD width="13%"></TD>
    <TD width="5%"></TD>
    <TD width="7%"></TD>
    <TD width="5%"></TD>
    <TD width="5%"></TD>
    <TD width="6%"></TD>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="48%" colSpan=4
   ><B><FONT face=sans-serif
      size=1
     >Electronics/Information/Data Technology
      </FONT></B><FONT face=sans-serif size=1
     >(0.1%)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >170</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>Ampex Corp., Secured Notes
      ^</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="13%"
   ><FONT face=sans-serif size=1
     >(NR , NR)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >08/15/08</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >12.000</FONT>&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >170,129</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="1%"></TD>
    <TD width="5%"></TD>
    <TD width="1%"></TD>
    <TD width="41%"></TD>
    <TD width="1%"></TD>
    <TD width="13%"></TD>
    <TD width="5%"></TD>
    <TD width="7%"></TD>
    <TD width="5%"></TD>
    <TD width="5%"></TD>
    <TD width="6%"></TD>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="48%" colSpan=4
   ><B><FONT face=sans-serif
      size=1>Energy - Other
      </FONT></B><FONT face=sans-serif size=1
     >(4.7%)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >1,550</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>Dynegy Holdings, Inc., Rule
      144A, Secured</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>Notes (Callable 07/15/08 @
      $105.06) &#135;</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="13%"
   ><FONT face=sans-serif size=1
     >(B- , B3)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >07/15/13</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >10.125</FONT>&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >1,774,750</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >250</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>Dynegy Holdings, Inc., Senior
      Notes &#167;</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="13%"
   ><FONT face=sans-serif size=1
     >(CCC+ , Caa2)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >04/01/11</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >6.875</FONT>&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >251,875</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >450</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>El Paso CGP Co.,
      Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="13%"
   ><FONT face=sans-serif size=1
     >(B- , Caa1)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >02/01/09</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >6.375</FONT>&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >445,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >650</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>El Paso CGP Co.,
      Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="13%"
   ><FONT face=sans-serif size=1
     >(B- , Caa1)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >06/15/10</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >7.750</FONT>&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >671,125</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >750</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>El Paso Corp., Senior
      Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="13%"
   ><FONT face=sans-serif size=1
     >(B- , Caa1)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >05/15/11</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >7.000</FONT>&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >765,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>El Paso Natural Gas, Series A,
      Global Senior</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>Notes (Callable 08/01/07 @
      $103.81)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="13%"
   ><FONT face=sans-serif size=1
     >(B , B1)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >08/01/10</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >7.625</FONT>&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >1,057,707</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >2,800</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>El Paso Production Holding Co.,
      Global</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>Company Guaranteed
      Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 06/01/08 @
      $103.88)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="13%"
   ><FONT face=sans-serif size=1
     >(B , B3)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >06/01/13</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >7.750</FONT>&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >2,985,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >450</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>Giant Industries, Inc., Company
      Guaranteed</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>Notes (Callable 05/15/09 @
      $104.00)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="13%"
   ><FONT face=sans-serif size=1
     >(B- , B3)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >05/15/14</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >8.000</FONT>&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >474,750</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >743</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>Giant Industries, Inc., Global
      Company</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>Guaranteed Notes</FONT>&nbsp;
</TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 05/15/07 @
      $105.50)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="13%"
   ><FONT face=sans-serif size=1
     >(B- , B3)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >05/15/12</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >11.000</FONT>&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >843,305</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >500</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>Reliant Energy, Inc., Secured
      Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 12/15/09 @
      $103.38)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="13%"
   ><FONT face=sans-serif size=1
     >(B+ , B1)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >12/15/14</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >6.750</FONT>&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >495,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >1,050</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>Reliant Resources, Inc., Global
      Secured</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>Notes (Callable 07/15/08 @
      $104.75)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="13%"
   ><FONT face=sans-serif size=1
     >(B+ , B1)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >07/15/13</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >9.500</FONT>&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >1,173,375</FONT>&nbsp; </TD></TR></TABLE><BR>
<HR align=center width="100%" color=#990033 noShade SIZE=3>
<PAGE><A name=page_6></A>
<TABLE cellSpacing=1 cellPadding=0 width=648 border=0
BASEBORDER="0">

  <TR vAlign=bottom>
    <TD noWrap align=middle width="6%" colSpan=2
   >&nbsp; <B><FONT face=sans-serif size=1
     >Par</FONT></B>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><B><FONT face=sans-serif size=1
     >Ratings&#134;</FONT></B>&nbsp;
    </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=middle width="6%" colSpan=2
   >&nbsp; <B><FONT face=sans-serif size=1
     >(000)</FONT></B>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><B><FONT face=sans-serif size=1

     >(S&amp;P/Moody&#146;s)</FONT></B>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=middle width="8%"
   ><B><FONT face=sans-serif size=1
     >Maturity</FONT></B> </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><B><FONT face=sans-serif size=1
     >Rate%</FONT></B> </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   >&nbsp;<B><FONT
      face=sans-serif size=1
     >Value</FONT></B>&nbsp; </TD></TR>
  <TR>
    <TD width="6%" colSpan=2>
      <HR noShade SIZE=1>
    </TD>
    <TD width="1%"></TD>
    <TD width="42%"></TD>
    <TD width="2%"></TD>
    <TD width="12%">
      <HR noShade SIZE=1>
    </TD>
    <TD width="5%"></TD>
    <TD width="8%">
      <HR noShade SIZE=1>
    </TD>
    <TD width="4%"></TD>
    <TD width="5%">
      <HR noShade SIZE=1>
    </TD>
    <TD width="5%"></TD>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="49%" colSpan=4
   ><B><FONT face=sans-serif
      size=1>U.S. CORPORATE
      BONDS</FONT></B>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="49%" colSpan=4
   ><B><FONT face=sans-serif
      size=1>Energy -
      Other</FONT></B>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="6%" colSpan=2
   ><FONT face=sans-serif size=1
     >$</FONT>&nbsp;&nbsp;&nbsp; <FONT
      face=sans-serif size=1>250</FONT>&nbsp;
    </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   ><FONT face=sans-serif
      size=1>Williams Companies, Inc., Global
      Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(B+ , B1)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >03/15/12</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >8.125</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >$&nbsp;&nbsp;&nbsp;&nbsp;
      288,750</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="1%"></TD>
    <TD width="5%"></TD>
    <TD width="1%"></TD>
    <TD width="42%"></TD>
    <TD width="2%"></TD>
    <TD width="12%"></TD>
    <TD width="5%"></TD>
    <TD width="8%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="5%"></TD>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >11,226,637</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="1%"></TD>
    <TD width="5%"></TD>
    <TD width="1%"></TD>
    <TD width="42%"></TD>
    <TD width="2%"></TD>
    <TD width="12%"></TD>
    <TD width="5%"></TD>
    <TD width="8%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="5%"></TD>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="49%" colSpan=4
   ><B><FONT face=sans-serif
      size=1>Environmental
      Services </FONT></B><FONT face=sans-serif size=1
     >(1.9%)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >600</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   ><FONT face=sans-serif
      size=1>Allied Waste North America,
      Inc., Rule 144A,</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   >&nbsp;<FONT face=sans-serif
      size=1>Senior Notes (Callable 03/15/10
      @ $103.63) &#135;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(BB- , B2)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >03/15/15</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >7.250</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >594,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >3,200</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   ><FONT face=sans-serif
      size=1>Allied Waste North America,
      Inc., Series B,</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   >&nbsp;<FONT face=sans-serif
      size=1>Global Senior Notes</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 04/15/09 @ $103.69)
      &#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(B+ , Caa1)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >04/15/14</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >7.375</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >3,008,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   ><FONT face=sans-serif
      size=1>Waste Services, Inc., Rule 144A,
      Senior</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   >&nbsp;<FONT face=sans-serif
      size=1>Subordinated Notes</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 04/15/09 @ $104.75)
      &#135;&#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(CCC , Ca)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >04/15/14</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >9.500</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >1,005,000</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="1%"></TD>
    <TD width="5%"></TD>
    <TD width="1%"></TD>
    <TD width="42%"></TD>
    <TD width="2%"></TD>
    <TD width="12%"></TD>
    <TD width="5%"></TD>
    <TD width="8%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="5%"></TD>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >4,607,000</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="1%"></TD>
    <TD width="5%"></TD>
    <TD width="1%"></TD>
    <TD width="42%"></TD>
    <TD width="2%"></TD>
    <TD width="12%"></TD>
    <TD width="5%"></TD>
    <TD width="8%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="5%"></TD>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR>
    <TD width="99%" colSpan=12
     >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="49%" colSpan=4
   ><B><FONT face=sans-serif
      size=1>Finance - Other
      </FONT></B><FONT face=sans-serif size=1
     >(2.1%)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >500</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="56%" colSpan=3
   ><FONT face=sans-serif
      size=1>Corrections Corporation of
      America, Senior Notes,</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 05/01/07 @
      $103.75)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(BB- , B1)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >05/01/11</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >7.500</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >521,250</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >1,150</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   ><FONT face=sans-serif
      size=1>E*TRADE Financial Corp., Global
      Senior Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 06/15/08 @
      $104.00)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(B+ , B1)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >06/15/11</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >8.000</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >1,227,625</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >1,250</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   ><FONT face=sans-serif
      size=1>IAAI Finance Corp., Rule 144A,
      Senior Unsecured</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   >&nbsp;<FONT face=sans-serif
      size=1>Notes (Callable 04/01/09 @
      $105.50) &#135;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(CCC+ , Caa1)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >04/01/13</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >11.000</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >1,293,956</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >800</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   ><FONT face=sans-serif
      size=1>Senior Housing Properties Trust,
      Senior Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(BB+ , Ba2)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >01/15/12</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >8.625</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >902,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   ><FONT face=sans-serif
      size=1>Trustreet Properties, Inc., Rule
      144A, Senior</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   >&nbsp;<FONT face=sans-serif
      size=1>Notes (Callable 04/01/10 @
      $103.75) &#135;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(B+ , B1)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >04/01/15</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >7.500</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >1,032,500</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="1%"></TD>
    <TD width="5%"></TD>
    <TD width="1%"></TD>
    <TD width="42%"></TD>
    <TD width="2%"></TD>
    <TD width="12%"></TD>
    <TD width="5%"></TD>
    <TD width="8%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="5%"></TD>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >4,977,331</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="1%"></TD>
    <TD width="5%"></TD>
    <TD width="1%"></TD>
    <TD width="42%"></TD>
    <TD width="2%"></TD>
    <TD width="12%"></TD>
    <TD width="5%"></TD>
    <TD width="8%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="5%"></TD>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="49%" colSpan=4
   ><B><FONT face=sans-serif
      size=1>Food
      Processors/Beverage/Bottling </FONT></B><FONT face=sans-serif size=1
     >(1.9%)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >900</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   ><FONT face=sans-serif
      size=1>Bear Creek Corp., Rule 144A,
      Senior Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 03/01/09 @ $104.50)
      &#135;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(B- , B3)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >03/01/13</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >9.000</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >895,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >177</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="56%" colSpan=3
   ><FONT face=sans-serif
      size=1>Birds Eye Foods, Inc., Company
      Guaranteed Notes</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 11/01/05 @
      $101.98)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(B- , B3)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >11/01/08</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >11.875</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >183,195</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >500</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   ><FONT face=sans-serif
      size=1>Land O&#146; Lakes, Inc., Global
      Senior Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 11/15/06 @
      $104.38)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(B- , B3)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >11/15/11</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >8.750</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >527,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >600</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   ><FONT face=sans-serif
      size=1>Le-Natures, Inc., Rule 144A,
      Senior Subordinated</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   >&nbsp;<FONT face=sans-serif
      size=1>Notes (Callable 06/15/08 @
      $104.50) &#135;#</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(CCC+ , Caa1)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >06/15/13</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >10.000</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >633,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >500</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   ><FONT face=sans-serif
      size=1>Pinnacle Foods Holding Corp.,
      Global</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   >&nbsp;<FONT face=sans-serif
      size=1>Senior Subordinated
      Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 12/01/08 @ $104.13)
      &#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(B- , B3)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >12/01/13</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >8.250</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >457,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >850</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   ><FONT face=sans-serif
      size=1>Swift &amp; Co., Global Senior
      Subordinated Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 10/01/06 @
      $106.25)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(B , B2)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >01/01/10</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >12.500</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >954,125</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >800</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   ><FONT face=sans-serif
      size=1>Wornick Co., Global Secured
      Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 07/15/08 @
      $105.44)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(B+ , B2)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >07/15/11</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >10.875</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >828,000</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="1%"></TD>
    <TD width="5%"></TD>
    <TD width="1%"></TD>
    <TD width="42%"></TD>
    <TD width="2%"></TD>
    <TD width="12%"></TD>
    <TD width="5%"></TD>
    <TD width="8%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="5%"></TD>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >4,478,820</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="1%"></TD>
    <TD width="5%"></TD>
    <TD width="1%"></TD>
    <TD width="42%"></TD>
    <TD width="2%"></TD>
    <TD width="12%"></TD>
    <TD width="5%"></TD>
    <TD width="8%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="5%"></TD>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="49%" colSpan=4
   ><B><FONT face=sans-serif
      size=1>Gaming
      </FONT></B><FONT face=sans-serif size=1
     >(10.3%)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   ><FONT face=sans-serif
      size=1>155 East Tropicana LLC, Rule
      144A, Secured</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   >&nbsp;<FONT face=sans-serif
      size=1>Notes (Callable 04/01/09 @
      $104.38) &#135;&#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(B- , B3)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >04/01/12</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >8.750</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >990,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >1,350</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   ><FONT face=sans-serif
      size=1>Ameristar Casinos, Inc., Global
      Company</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   >&nbsp;<FONT face=sans-serif
      size=1>Guaranteed Notes (Callable
      02/15/06 @ $105.38)&nbsp;</FONT> </TD>
    <TD width="2%"></TD>
    <TD noWrap align=middle width="12%" background=""
   ><FONT face=sans-serif size=1
     >(B+ , B2)</FONT>&nbsp;</TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >02/15/09</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >10.750</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >1,468,125</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >1,500</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   ><FONT face=sans-serif
      size=1>Argosy Gaming Co., Global Senior
      Subordinated</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   >&nbsp;<FONT face=sans-serif
      size=1>Notes (Callable 01/15/09 @
      $103.50)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(B+ , B1)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >01/15/14</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >7.000</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >1,659,375</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >1,350</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   ><FONT face=sans-serif
      size=1>Aztar Corp., Global Senior
      Subordinated Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 08/15/06 @ $104.50)
      &#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(B+ , Ba3)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >08/15/11</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >9.000</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >1,464,750</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >1,200</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   ><FONT face=sans-serif
      size=1>Boyd Gaming Corp., Global
      Company Guaranteed</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   >&nbsp;<FONT face=sans-serif
      size=1>Notes (Callable 08/01/05 @
      $104.63)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(BB- , Ba3)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >08/01/09</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >9.250</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >1,261,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >2,050</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   ><FONT face=sans-serif
      size=1>Chukchansi Economic Development
      Authority,</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   >&nbsp;<FONT face=sans-serif
      size=1>Rule 144A, Senior
      Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 10/01/06 @ $113.00)
      &#135;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(NR , NR)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >06/15/09</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >14.500</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >2,516,375</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >1,350</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   ><FONT face=sans-serif
      size=1>Circus Circus &amp; Eldorado,
      Global First Mortgage</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 03/01/07 @
      $105.06)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(B+ , B1)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >03/01/12</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >10.125</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >1,437,750</FONT>&nbsp;
</TD></TR></TABLE><BR>
<HR align=center width="100%" color=#990033 noShade SIZE=3>
<PAGE><A name=page_7></A>
<TABLE cellSpacing=1 cellPadding=0 width=648 border=0
BCLEMPTYCOL>

  <TR vAlign=bottom>
    <TD noWrap align=middle width="9%"
   ><B><FONT face=sans-serif size=1
     >Par</FONT></B>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><B><FONT face=sans-serif size=1
     >Ratings&#134;</FONT></B>&nbsp;
    </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=middle width="9%"
   ><B><FONT face=sans-serif size=1
     >(000)</FONT></B>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><B><FONT face=sans-serif size=1

     >(S&amp;P/Moody&#146;s)</FONT></B>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=middle width="8%"
   ><B><FONT face=sans-serif size=1
     >Maturity</FONT></B> </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><B><FONT face=sans-serif size=1
     >Rate%</FONT></B> </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   >&nbsp;<B><FONT
      face=sans-serif size=1
     >Value</FONT></B>&nbsp; </TD></TR>
  <TR>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD>
    <TD width="1%"></TD>
    <TD width="41%"></TD>
    <TD width="1%"></TD>
    <TD width="12%">
      <HR noShade SIZE=1>
    </TD>
    <TD width="4%"></TD>
    <TD width="8%">
      <HR noShade SIZE=1>
    </TD>
    <TD width="4%"></TD>
    <TD width="5%">
      <HR noShade SIZE=1>
    </TD>
    <TD width="5%"></TD>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="51%" colSpan=3
   ><B><FONT face=sans-serif
      size=1>U.S. CORPORATE
      BONDS</FONT></B>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"
   ><B><FONT face=sans-serif size=1
     >Gaming</FONT></B>&nbsp;
</TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >$&nbsp;&nbsp; 2,100</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>Hard Rock Hotel, Inc., Global
      Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 06/01/08 @
      $104.44)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(B , B3)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >06/01/13</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >8.875</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >$ 2,294,250</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>Herbst Gaming, Inc., Global
      Senior Subordinated</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>Notes (Callable 06/01/08 @
      $104.06) &#167;</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(B- , B3)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >06/01/12</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >8.125</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >1,067,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >1,250</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>Inn of The Mountain Gods, Global
      Senior Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 11/15/07 @
      $106.00)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(B , B3)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >11/15/10</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >12.000</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >1,448,438</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >900</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>Isle of Capri Casinos, Inc.,
      Global Senior</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>Subordinated Notes</FONT>&nbsp;
    </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 03/01/09 @
      $103.50)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(B , B2)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >03/01/14</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >7.000</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >911,250</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >1,500</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>Majestic Star Casino LLC,
      Company Guaranteed</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>Notes (Callable 10/15/07 @
      $104.75)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(B , B2)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >10/15/10</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >9.500</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >1,546,875</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >200</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>MGM Mirage, Company Guaranteed
      Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(BB , Ba2)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >10/01/09</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >6.000</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >201,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >500</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>MGM Mirage, Company Guaranteed
      Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(BB , Ba2)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >09/15/10</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >8.500</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >553,750</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >450</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>MGM Mirage, Company Guaranteed
      Notes &#167;</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(B+ , Ba3)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >02/01/11</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >8.375</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >495,562</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>MGM Mirage, Global Senior
      Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(BB , Ba2)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >09/01/12</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >6.750</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >1,040,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >250</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>MTR Gaming Group, Inc., Series
      B, Global</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>Company Guaranteed
      Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 04/01/07 @
      $104.88)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(B+ , B2)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >04/01/10</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >9.750</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >272,813</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>OED Corp., Global Company
      Guaranteed Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 04/15/08 @ $104.38)
      &#167;</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(B , B2)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >04/15/12</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >8.750</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >973,750</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >750</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="54%" colSpan=3
   ><FONT face=sans-serif
      size=1>Riviera Holdings Corp., Global
      Company Guaranteed</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>Notes (Callable 06/15/06 @
      $105.50)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(B , B2)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >06/15/10</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >11.000</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >826,875</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >450</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>Station Casinos, Inc., Rule
      144A, Senior</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>Subordinated Notes</FONT>&nbsp;
    </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 03/01/09 @ $102.58)
      &#135;</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(B+ , NR)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >03/01/16</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >6.875</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >465,750</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >350</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>Waterford Gaming LLC, Rule 144A,
      Senior Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 09/15/08 @ $103.55)
      &#135;</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(B+ , B1)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >09/15/12</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >8.625</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >374,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >250</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>Wheeling Island Gaming, Inc.,
      Global Company</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>Guaranteed Notes (Callable
      12/15/05 @ $105.06)&nbsp;</FONT>&nbsp; </TD>
    <TD width="1%"></TD>
    <TD noWrap align=middle width="12%" background=""
   ><FONT face=sans-serif><FONT size=1>(B+ ,
      B3)</FONT></FONT></TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >12/15/09</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >10.125</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >266,250</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >452</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>Windsor Woodmont Black Hawk,
      Series B, First</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>Mortgage Notes &#248;^</FONT>&nbsp;
    </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(NR , NR)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >03/15/05</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >13.000</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >34,740</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>Wynn Las Vegas LLC, Global First
      Mortgage</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>Notes (Callable 12/01/09 @
      $103.31)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(B+ , B2)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >12/01/14</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >6.625</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >978,750</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="9%"></TD>
    <TD width="1%"></TD>
    <TD width="41%"></TD>
    <TD width="1%"></TD>
    <TD width="12%"></TD>
    <TD width="4%"></TD>
    <TD width="8%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="5%"></TD>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >24,550,428</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="9%"></TD>
    <TD width="1%"></TD>
    <TD width="41%"></TD>
    <TD width="1%"></TD>
    <TD width="12%"></TD>
    <TD width="4%"></TD>
    <TD width="8%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="5%"></TD>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="51%" colSpan=3
   ><B><FONT face=sans-serif
      size=1>Healthcare
      Facilities/Supplies </FONT></B><FONT face=sans-serif size=1
     >(5.6%)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >500</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>AMR/EmCare Holding Co., Rule
      144A,</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>Senior Subordinated
      Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 02/15/10 @ $105.00)
      &#135;</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(B- , Caa1)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >02/15/15</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >10.000</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >537,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >1,800</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>CDRV Investors, Inc., Global
      Senior Discount</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>Notes (Callable 01/01/10 @
      $104.81) +</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(B- , Caa2)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >01/01/15</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >0.000</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >927,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>Concentra Operating Corp.,
      Global Company</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>Guaranteed Notes</FONT>&nbsp;
</TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 08/15/07 @
      $104.75)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(B- , B3)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >08/15/10</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >9.500</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >1,070,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >250</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>DaVita, Inc., Rule 144A, Senior
      Subordinated</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>Notes (Callable 03/15/10 @
      $103.63) &#135;&#167;</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(B , B3)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >03/15/15</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >7.250</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >260,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>Extendicare Health Services,
      Inc., Senior</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>Subordinated Notes</FONT>&nbsp;
    </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 05/01/09 @
      $103.44)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(B- , B2)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >05/01/14</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >6.875</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >1,000,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >500</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>Fisher Scientific International,
      Inc., Rule 144A,</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>Senior Subordinated
      Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 07/01/10 @ $103.06)
      &#135;</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(BB+ , Ba3)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >07/01/15</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >6.125</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >505,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >500</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>Hanger Orthopedic Group, Inc.,
      Company</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>Guaranteed Global
      Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 02/15/06 @ $105.19)
      &#167;</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(CCC+ , B3)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >02/15/09</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >10.375</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >507,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >717</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>Magellan Health Services, Inc.,
      Series A, Senior</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>Notes (Callable 11/15/05 @
      $104.69)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(B+ , B3)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >11/15/08</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >9.375</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >763,002</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>Medquest, Inc., Series B, Global
      Company</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>Guaranteed Notes</FONT>&nbsp;
</TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 08/15/07 @
      $105.94)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(CCC+ , Caa1)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >08/15/12</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >11.875</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >980,000</FONT>&nbsp; </TD></TR></TABLE><BR>
<HR align=center width="100%" color=#990033 noShade SIZE=3>
<PAGE><A name=page_8></A>
<TABLE cellSpacing=1 cellPadding=0 width=648 border=0
BCLEMPTYCOL>

  <TR vAlign=bottom>
    <TD noWrap align=middle width="9%"><B><FONT
      face=sans-serif size=1
     >Par</FONT></B>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><B><FONT
      face=sans-serif size=1
     >Ratings&#134;</FONT></B>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=middle width="9%"><B><FONT
      face=sans-serif size=1
     >(000)</FONT></B>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><B><FONT
      face=sans-serif size=1
     >(S&amp;P/Moody&#146;s)</FONT></B>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=middle width="8%"><B><FONT
      face=sans-serif size=1
     >Maturity</FONT></B> </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><B><FONT
      face=sans-serif size=1
     >Rate%</FONT></B> </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
     >&nbsp;<B><FONT face=sans-serif size=1
     >Value</FONT></B>&nbsp; </TD></TR>
  <TR>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD>
    <TD width="1%"></TD>
    <TD width="41%"></TD>
    <TD width="1%"></TD>
    <TD width="12%">
      <HR noShade SIZE=1>
    </TD>
    <TD width="4%"></TD>
    <TD width="8%">
      <HR noShade SIZE=1>
    </TD>
    <TD width="4%"></TD>
    <TD width="5%">
      <HR noShade SIZE=1>
    </TD>
    <TD width="5%"></TD>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="51%" colSpan=3
     ><B><FONT face=sans-serif size=1
     >U.S. CORPORATE BONDS</FONT></B>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="51%" colSpan=3
     ><B><FONT face=sans-serif size=1
     >Healthcare Facilities/Supplies</FONT></B>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>$&nbsp; 1,500</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"><FONT
      face=sans-serif size=1>MQ Associates,
      Inc., Global Senior Discount</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >Notes (Callable 08/15/08 @ $109.00) +</FONT>&nbsp;
    </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(CCC+ ,
      Caa2)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>08/15/12</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>0.000</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>$&nbsp;&nbsp;&nbsp;&nbsp;
      810,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>750</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"><FONT
      face=sans-serif size=1>Tenet Healthcare
      Corp., Global Senior Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B ,
      B3)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>07/01/14</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>9.875</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>806,250</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>500</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"><FONT
      face=sans-serif size=1>Tenet Healthcare
      Corp., Rule 144A, Senior</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >Notes &#135;</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B ,
      B3)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>02/01/15</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>9.250</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>517,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>1,740</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"><FONT
      face=sans-serif size=1>Triad Hospitals,
      Inc., Senior Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >(Callable 05/15/08 @ $103.50)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B+ ,
      B2)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>05/15/12</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>7.000</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>1,827,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>1,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"><FONT
      face=sans-serif size=1>Triad Hospitals,
      Inc., Senior Subordinated Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >(Callable 11/15/08 @ $103.50)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B ,
      B3)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>11/15/13</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>7.000</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>1,035,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>750</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"><FONT
      face=sans-serif size=1>Universal
      Hospital Services, Inc., Global Senior</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >Notes (Callable 11/01/07 @ $105.06)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B- ,
      B3)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>11/01/11</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>10.125</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>776,250</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>1,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"><FONT
      face=sans-serif size=1>Vanguard Health
      Holding Company LLC, Global</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >Senior Subordinated Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >(Callable 10/01/09 @ $104.50)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(CCC+ ,
      Caa1)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>10/01/14</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>9.000</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>1,092,500</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="9%"></TD>
    <TD width="1%"></TD>
    <TD width="41%"></TD>
    <TD width="1%"></TD>
    <TD width="12%"></TD>
    <TD width="4%"></TD>
    <TD width="8%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="5%"></TD>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>13,414,502</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="9%"></TD>
    <TD width="1%"></TD>
    <TD width="41%"></TD>
    <TD width="1%"></TD>
    <TD width="12%"></TD>
    <TD width="4%"></TD>
    <TD width="8%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="5%"></TD>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="51%" colSpan=3
     ><B><FONT face=sans-serif size=1
     >Home Builders </FONT></B><FONT face=sans-serif
      size=1>(2.8%)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>650</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"><FONT
      face=sans-serif size=1>D. R. Horton,
      Inc., Company Guaranteed Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(BB+ ,
      Ba1)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>01/15/16</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>5.625</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>647,715</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>900</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"><FONT
      face=sans-serif size=1>KB Home, Senior
      Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(BB+ ,
      Ba1)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>06/15/15</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>6.250</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>925,431</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>1,775</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"><FONT
      face=sans-serif size=1>KB Home, Senior
      Subordinated Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(BB- ,
      Ba2)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>12/15/08</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>8.625</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>1,943,013</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>350</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"><FONT
      face=sans-serif size=1>Technical
      Olympic USA, Inc., Global Senior</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >Subordinated Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B- ,
      B2)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>01/15/15</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>7.500</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>323,750</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>700</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"><FONT
      face=sans-serif size=1>Toll Corp.,
      Senior Subordinated Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >(Callable 12/01/06 @ $104.12)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(BB+ ,
      Ba2)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>12/01/11</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>8.250</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>757,750</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>1,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"><FONT
      face=sans-serif size=1>WCI Communities,
      Inc., Global Company</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >Guaranteed Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >(Callable 05/01/07 @ $104.56)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B+ ,
      Ba3)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>05/01/12</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>9.125</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>1,062,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>1,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"><FONT
      face=sans-serif size=1>William Lyon
      Homes, Inc., Company Guaranteed</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >Notes (Callable 04/01/08 @ $105.38)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B ,
      B2)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>04/01/13</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>10.750</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>1,112,500</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="9%"></TD>
    <TD width="1%"></TD>
    <TD width="41%"></TD>
    <TD width="1%"></TD>
    <TD width="12%"></TD>
    <TD width="4%"></TD>
    <TD width="8%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="5%"></TD>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>6,772,659</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="9%"></TD>
    <TD width="1%"></TD>
    <TD width="41%"></TD>
    <TD width="1%"></TD>
    <TD width="12%"></TD>
    <TD width="4%"></TD>
    <TD width="8%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="5%"></TD>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="51%" colSpan=3
     ><B><FONT face=sans-serif size=1
     >Industrial - Other </FONT></B><FONT face=sans-serif
      size=1>(1.5%)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>1,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"><FONT
      face=sans-serif size=1>Altra Industrial
      Motion, Inc., Rule 144A, Secured</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >Notes (Callable 12/01/08 @ $104.50) &#135;</FONT>&nbsp;
    </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(CCC+ ,
      B3)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>12/01/11</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>9.000</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>950,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>1,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"><FONT
      face=sans-serif size=1>Amsted
      Industries, Inc., Rule 144A, Senior Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >(Callable 10/15/07 @ $105.12) &#135;</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B ,
      B3)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>10/15/11</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>10.250</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>1,085,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>450</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"><FONT
      face=sans-serif size=1>Amtrol, Inc.,
      Senior Subordinated Notes &#167;</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(CCC- ,
      Caa3)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>12/31/06</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>10.625</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>405,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>200</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"><FONT
      face=sans-serif size=1>Coleman Cable,
      Inc., Rule 144A, Senior Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >(Callable 10/01/08 @ $104.94) &#135;</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B- ,
      B3)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>10/01/12</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>9.875</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>179,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>1,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"><FONT
      face=sans-serif size=1>Polypore, Inc.,
      Global Senior Subordinated Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >(Callable 05/15/08 @ $104.38)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(CCC+ ,
      Caa1)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>05/15/12</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>8.750</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>972,500</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="9%"></TD>
    <TD width="1%"></TD>
    <TD width="41%"></TD>
    <TD width="1%"></TD>
    <TD width="12%"></TD>
    <TD width="4%"></TD>
    <TD width="8%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="5%"></TD>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>3,591,500</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="9%"></TD>
    <TD width="1%"></TD>
    <TD width="41%"></TD>
    <TD width="1%"></TD>
    <TD width="12%"></TD>
    <TD width="4%"></TD>
    <TD width="8%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="5%"></TD>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="51%" colSpan=3><B><FONT
      face=sans-serif size=1
     >Leisure </FONT></B><FONT face=sans-serif size=1
     >(3.1%)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>1,300</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"><FONT
      face=sans-serif size=1>Affinity Group,
      Inc., Global Senior Subordinated</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >Notes (Callable 02/15/08 @ $105.44)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B- ,
      Caa1)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>02/15/12</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>10.875</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>1,274,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>2,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"><FONT
      face=sans-serif size=1>AMC
      Entertainment, Inc., Global Senior</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >Subordinated Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >(Callable 03/01/09 @ $104.00) &#167;</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(CCC+ ,
      B3)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>03/01/14</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>8.000</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>1,850,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>250</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"><FONT
      face=sans-serif size=1>Bally Total
      Fitness Holding Corp., Global Senior</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >Notes (Callable 07/15/07 @ $105.25)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(CCC- ,
      Caa1)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>07/15/11</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>10.500</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>255,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>561</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"><FONT
      face=sans-serif size=1>Bluegreen Corp.,
      Series B, Company Guaranteed</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >Notes (Callable 04/01/06 @ $100.00)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B- ,
      B3)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>04/01/08</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>10.500</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>569,415</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>1,150</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"><FONT
      face=sans-serif size=1>Cinemark, Inc.,
      Senior Discount Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >(Callable 03/15/09 @ $104.88) +</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B- ,
      Caa1)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>03/15/14</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>0.000</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>799,250</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>1,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"><FONT
      face=sans-serif size=1>Icon Health
      &amp; Fitness, Inc., Global Company</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >Guaranteed Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >(Callable 04/01/07 @ $105.62)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(CCC- ,
      Caa3)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>04/01/12</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>11.250</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>785,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>950</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"><FONT
      face=sans-serif size=1>Six Flags, Inc.,
      Global Senior Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >(Callable 02/01/06 @ $104.44) &#167;</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(CCC ,
      Caa1)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>02/01/10</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>8.875</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>942,875</FONT>&nbsp;
  </TD></TR></TABLE><BR>
<HR align=center width="100%" color=#990033 noShade SIZE=3>
<PAGE><A name=page_9></A>
<TABLE cellSpacing=1 cellPadding=0 width=648 border=0
BCLEMPTYCOL>

  <TR vAlign=bottom>
    <TD noWrap align=middle width="9%"
   ><B><FONT face=sans-serif size=1
     >Par</FONT></B>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><B><FONT face=sans-serif size=1
     >Ratings&#134;</FONT></B>&nbsp;
    </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=middle width="9%"
   ><B><FONT face=sans-serif size=1
     >(000)</FONT></B>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><B><FONT face=sans-serif size=1

     >(S&amp;P/Moody&#146;s)</FONT></B>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=middle width="7%"
   ><B><FONT face=sans-serif size=1
     >Maturity</FONT></B> </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><B><FONT face=sans-serif size=1
     >Rate%</FONT></B> </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   >&nbsp;<B><FONT
      face=sans-serif size=1
     >Value</FONT></B>&nbsp; </TD></TR>
  <TR>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD>
    <TD width="1%"></TD>
    <TD width="41%"></TD>
    <TD width="1%"></TD>
    <TD width="12%">
      <HR noShade SIZE=1>
    </TD>
    <TD width="5%"></TD>
    <TD width="7%">
      <HR noShade SIZE=1>
    </TD>
    <TD width="4%"></TD>
    <TD width="5%">
      <HR noShade SIZE=1>
    </TD>
    <TD width="5%"></TD>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="51%" colSpan=3
   ><B><FONT face=sans-serif
      size=1>U.S. CORPORATE
      BONDS</FONT></B>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="51%" colSpan=3
   ><B><FONT face=sans-serif size=1
     >Leisure</FONT></B>&nbsp;
      &nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >$&nbsp;&nbsp; 1,050</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>Six Flags, Inc., Global Senior
      Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 06/01/09 @ $104.81)
      &#167;</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(CCC , Caa1)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >06/01/14</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >9.625</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >$ 1,025,062</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="9%"></TD>
    <TD width="1%"></TD>
    <TD width="41%"></TD>
    <TD width="1%"></TD>
    <TD width="12%"></TD>
    <TD width="5%"></TD>
    <TD width="7%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="5%"></TD>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >7,500,602</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="9%"></TD>
    <TD width="1%"></TD>
    <TD width="41%"></TD>
    <TD width="1%"></TD>
    <TD width="12%"></TD>
    <TD width="5%"></TD>
    <TD width="7%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="5%"></TD>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="51%" colSpan=3
   ><B><FONT face=sans-serif size=1
     >Lodging </FONT></B><FONT
      face=sans-serif size=1
     >(0.6%)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >500</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>Host Marriott LP, Global Senior
      Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 11/01/08 @ 103.56)
      &#167;</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(B+ , Ba3)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >11/01/13</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >7.125</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >524,375</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >890</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="54%" colSpan=3
   ><FONT face=sans-serif
      size=1>John Q. Hammons Hotels, Series
      B, Global Notes,</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>First Mortgage (Callable
      05/15/07 @ $104.44)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(B , B2)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >05/15/12</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >8.875</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >980,113</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="9%"></TD>
    <TD width="1%"></TD>
    <TD width="41%"></TD>
    <TD width="1%"></TD>
    <TD width="12%"></TD>
    <TD width="5%"></TD>
    <TD width="7%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="5%"></TD>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >1,504,488</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="9%"></TD>
    <TD width="1%"></TD>
    <TD width="41%"></TD>
    <TD width="1%"></TD>
    <TD width="12%"></TD>
    <TD width="5%"></TD>
    <TD width="7%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="5%"></TD>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="51%" colSpan=3
   ><B><FONT face=sans-serif
      size=1>Metals &amp; Mining
      </FONT></B><FONT face=sans-serif size=1
     >(3.9%)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="54%" colSpan=3
   ><FONT face=sans-serif
      size=1>AK Steel Corp., Global Company
      Guaranteed Notes</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 06/15/07 @ $103.88)
      &#167;</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(B+ , B1)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >06/15/12</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >7.750</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >935,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>Aleris International, Inc.,
      Global Company</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>Guaranteed Notes</FONT>&nbsp;
</TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 11/15/09 @
      $104.50)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(B- , NR)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >11/15/14</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >9.000</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >1,052,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >1,600</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>Alpha Natural Resources LLC,
      Global Company</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>Guaranteed Notes</FONT>&nbsp;
</TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 06/01/08 @ $105.00)
      #</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(B- , B3)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >06/01/12</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >10.000</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >1,784,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>Edgen Acquisition Corp., Rule
      144A, Secured</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>Notes (Callable 02/01/08 @
      $104.94) &#135;</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(B- , B3)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >02/01/11</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >9.875</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >995,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >750</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>International Steel Group, Inc.,
      Global Senior</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(BB , Ba2)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >04/15/14</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >6.500</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >750,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >600</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>Metallurg, Inc., Series B,
      Company Guaranteed</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>Notes (Callable 12/01/05 @
      $100.00)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(CCC , Caa2)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >12/01/07</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >11.000</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >591,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >725</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>Southern Peru Copper Corp., Rule
      144A, Notes &#135;</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(BBB- , Ba1)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >07/27/35</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >7.500</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >719,967</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>UCAR Finance, Inc., Global
      Company Guaranteed</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>Notes (Callable 02/15/07 @
      $105.12)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(B- , B2)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >02/15/12</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >10.250</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >1,077,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >750</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>WCI Steel, Inc., Series B,
      Senior Secured Notes &#248;</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(NR , NR)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >12/01/49</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >10.000</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >498,750</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>Wise Metals Group LLC, Global
      Secured Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 05/15/08 @ $105.13)
      &#167;</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(CCC+ , B2)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >05/15/12</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >10.250</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >935,000</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="9%"></TD>
    <TD width="1%"></TD>
    <TD width="41%"></TD>
    <TD width="1%"></TD>
    <TD width="12%"></TD>
    <TD width="5%"></TD>
    <TD width="7%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="5%"></TD>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >9,338,717</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="9%"></TD>
    <TD width="1%"></TD>
    <TD width="41%"></TD>
    <TD width="1%"></TD>
    <TD width="12%"></TD>
    <TD width="5%"></TD>
    <TD width="7%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="5%"></TD>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="51%" colSpan=3
   ><B><FONT face=sans-serif
      size=1>Paper &amp; Forest
      Products </FONT></B><FONT face=sans-serif size=1
     >(3.7%)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>Appleton Papers, Inc., Series B,
      Senior</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>Subordinated Notes</FONT>&nbsp;
    </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 06/15/09 @ $104.88)
      &#167;</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(B+ , B3)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >06/15/14</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >9.750</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >965,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>Caraustar Industries, Inc.,
      Global Company</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>Guaranteed Notes</FONT>&nbsp;
</TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 04/01/06 @ $105.25)
      &#167;</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(B- , Caa1)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >04/01/11</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >9.875</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >1,022,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>Cellu Tissue Holdings, Secured
      Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 03/15/07 @
      $107.31)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(B , B2)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >03/15/10</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >9.750</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >1,020,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >1,200</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="54%" colSpan=3
   ><FONT face=sans-serif
      size=1>Georgia-Pacific Corp., Global
      Company Guaranteed</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(BB+ , Ba2)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >02/01/10</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >8.875</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >1,356,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >1,300</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="54%" colSpan=3
   ><FONT face=sans-serif
      size=1>Georgia-Pacific Corp., Global
      Company Guaranteed</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>Notes (Callable 02/01/08 @
      $104.69)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(BB+ , Ba2)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >02/01/13</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >9.375</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >1,475,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >750</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>Georgia-Pacific Corp., Global
      Senior Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(BB+ , Ba3)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >01/15/24</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >8.000</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >858,750</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >2,250</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>Newark Group, Inc., Global
      Senior Subordinated</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>Notes (Callable 03/15/09 @
      $104.88)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(B- , Caa1)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >03/15/14</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >9.750</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >2,081,250</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="9%"></TD>
    <TD width="1%"></TD>
    <TD width="41%"></TD>
    <TD width="1%"></TD>
    <TD width="12%"></TD>
    <TD width="5%"></TD>
    <TD width="7%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="5%"></TD>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >8,779,000</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="9%"></TD>
    <TD width="1%"></TD>
    <TD width="41%"></TD>
    <TD width="1%"></TD>
    <TD width="12%"></TD>
    <TD width="5%"></TD>
    <TD width="7%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="5%"></TD>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="51%" colSpan=3
   ><B><FONT face=sans-serif size=1
     >Publishing
      </FONT></B><FONT face=sans-serif size=1
     >(3.9%)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >1,250</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>CBD Media Holdings, Global
      Senior Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 07/15/08 @
      $104.63)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(CCC+ , Caa2)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >07/15/12</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >9.250</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >1,297,812</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >800</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>Dex Media West LLC, Global
      Senior Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 11/15/08 @ $102.94)
      &#167;</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(B , B1)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >11/15/11</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >5.875</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >796,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >500</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>Dex Media, Inc., Global Discount
      Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 11/15/08 @ $104.50)
      +</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(B , B3)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >11/15/13</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >0.000</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >412,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >1,500</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>Dex Media, Inc., Global Discount
      Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 11/15/08 @ $104.50)
      +</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(B , B3)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >11/15/13</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >0.000</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >1,237,500</FONT>&nbsp; </TD></TR></TABLE><BR>
<HR align=center width="100%" color=#990033 noShade SIZE=3>
<PAGE><A name=page_10></A>
<TABLE cellSpacing=1 cellPadding=0 width=648 border=0
BCLEMPTYCOL>

  <TR vAlign=bottom>
    <TD noWrap align=middle width="6%" background="" colSpan=2
   ><STRONG><FONT face=Arial
      size=1>Par</FONT></STRONG>&nbsp;</TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><B><FONT face=sans-serif size=1
     >Ratings&#134;</FONT></B>&nbsp;
    </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=middle width="6%" colSpan=2
   ><B><FONT face=sans-serif size=1
     >(000)</FONT></B> </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><B><FONT face=sans-serif size=1

     >(S&amp;P/Moody&#146;s)</FONT></B>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=middle width="8%"
   ><B><FONT face=sans-serif size=1
     >Maturity</FONT></B> </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><B><FONT face=sans-serif size=1
     >Rate%</FONT></B> </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><B><FONT face=sans-serif size=1
     >Value</FONT></B>&nbsp;
  </TD></TR>
  <TR>
    <TD width="6%" colSpan=2>
      <HR noShade SIZE=1>
    </TD>
    <TD width="1%"></TD>
    <TD width="42%"></TD>
    <TD width="2%"></TD>
    <TD width="12%">
      <HR noShade SIZE=1>
    </TD>
    <TD width="5%"></TD>
    <TD width="8%">
      <HR noShade SIZE=1>
    </TD>
    <TD width="4%"></TD>
    <TD width="5%">
      <HR noShade SIZE=1>
    </TD>
    <TD width="6%"></TD>
    <TD width="8%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="49%" colSpan=4
   ><B><FONT face=sans-serif
      size=1>U.S. CORPORATE
      BONDS</FONT></B>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="49%" colSpan=4
   ><B><FONT face=sans-serif size=1

     >Publishing</FONT></B>&nbsp; &nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="6%" colSpan=2
   ><FONT face=sans-serif size=1
     >$</FONT>&nbsp;&nbsp; &nbsp;<FONT face=sans-serif
      size=1>400</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   ><FONT face=sans-serif
      size=1>Dex Media, Inc., Global
      Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 11/15/08 @
      $104.00)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(B , B3)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >11/15/13</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >8.000</FONT>&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >$&nbsp;&nbsp; 430,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >1,200</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   ><FONT face=sans-serif
      size=1>Haights Cross Operating Co.,
      Global</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   >&nbsp;<FONT face=sans-serif
      size=1>Company Guaranteed
      Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 08/15/08 @
      $105.88)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(CCC , Caa1)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >08/15/11</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >11.750</FONT>&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >1,321,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   ><FONT face=sans-serif
      size=1>Houghton Mifflin Co., Global
      Senior Discount</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   >&nbsp;<FONT face=sans-serif
      size=1>Notes (Callable 10/15/08 @
      $105.75) +&#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(B- , Caa2)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >10/15/13</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >11.500</FONT>&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >790,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >350</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   ><FONT face=sans-serif
      size=1>Houghton Mifflin Co., Global
      Senior Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 02/01/07 @
      $104.12)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(B- , B3)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >02/01/11</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >8.250</FONT>&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >369,688</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >500</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   ><FONT face=sans-serif
      size=1>Morris Publishing Group LLC,
      Global Company</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   >&nbsp;<FONT face=sans-serif
      size=1>Guaranteed Notes (Callable
      08/01/08 @
      $103.50)&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</FONT>&nbsp;
    </TD>
    <TD width="2%"></TD>
    <TD noWrap align=middle width="12%" background=""
   ><FONT face=sans-serif><FONT size=1><FONT
      face="Times New Roman" size=3>&nbsp;</FONT>(B+ , Ba3)&nbsp;
    </FONT></FONT></TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >08/01/13</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >7.000</FONT>&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >498,125</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >500</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   ><FONT face=sans-serif
      size=1>PRIMEDIA, Inc., Global Senior
      Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 05/15/08 @
      $104.00)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(B , B2)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >05/15/13</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >8.000</FONT>&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >511,250</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   ><FONT face=sans-serif
      size=1>Sheridan Acquisition Corp.,
      Global Secured Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 08/15/07 @
      $105.12)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(B , B1)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >08/15/11</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >10.250</FONT>&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >1,051,250</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >500</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   ><FONT face=sans-serif
      size=1>WDAC Subsidiary Corp., Rule
      144A, Senior Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 12/01/09 @ $104.19)
      &#135;&#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(CCC+ , Caa1)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >12/01/14</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >8.375</FONT>&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >491,250</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="1%"></TD>
    <TD width="5%"></TD>
    <TD width="1%"></TD>
    <TD width="42%"></TD>
    <TD width="2%"></TD>
    <TD width="12%"></TD>
    <TD width="5%"></TD>
    <TD width="8%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="6%"></TD>
    <TD width="8%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >9,206,875</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="1%"></TD>
    <TD width="5%"></TD>
    <TD width="1%"></TD>
    <TD width="42%"></TD>
    <TD width="2%"></TD>
    <TD width="12%"></TD>
    <TD width="5%"></TD>
    <TD width="8%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="6%"></TD>
    <TD width="8%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="49%" colSpan=4
   ><B><FONT face=sans-serif
      size=1>Restaurants
      </FONT></B><FONT face=sans-serif size=1
     >(2.6%)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >600</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   ><FONT face=sans-serif
      size=1>Buffets, Inc., Global Senior
      Subordinated Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 07/15/06 @
      $105.62)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(CCC , B3)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >07/15/10</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >11.250</FONT>&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >609,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >1,350</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="56%" colSpan=3
   ><FONT face=sans-serif
      size=1>Denny&#146;s Corp., Global Company
      Guaranteed Notes</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 10/01/08 @ $105.00)
      &#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(CCC+ , Caa1)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >10/01/12</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >10.000</FONT>&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >1,451,250</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >750</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   ><FONT face=sans-serif
      size=1>El Pollo Loco, Inc., Global
      Secured Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 12/15/06 @
      $104.63)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(B- , B2)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >12/15/09</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >9.250</FONT>&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >800,625</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >250</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   ><FONT face=sans-serif
      size=1>Friendly Ice Cream Corp., Global
      Senior Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 06/15/08 @
      $104.19)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(B- , B2)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >06/15/12</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >8.375</FONT>&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >246,250</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   ><FONT face=sans-serif
      size=1>O&#146;Charleys, Inc., Global Senior
      Subordinated</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   >&nbsp;<FONT face=sans-serif
      size=1>Notes (Callable 11/01/08 @
      $104.50) &#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(B , Ba3)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >11/01/13</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >9.000</FONT>&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >1,087,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >1,044</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   ><FONT face=sans-serif
      size=1>RomaCorp, Inc., Senior Notes
      ^</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(NR , NR)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >12/31/08</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >10.500</FONT>&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >522,044</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >550</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   ><FONT face=sans-serif
      size=1>Sbarro, Inc., Company Guaranteed
      Senior Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 09/15/05 @
      $103.67)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(CCC+ , Caa2)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >09/15/09</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >11.000</FONT>&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >559,625</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   ><FONT face=sans-serif
      size=1>Uno Restaurant Corp., Rule 144A,
      Senior Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 02/15/08 @ $110.00)
      &#135;&#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(B- , B3)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >02/15/11</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >10.000</FONT>&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >970,000</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="1%"></TD>
    <TD width="5%"></TD>
    <TD width="1%"></TD>
    <TD width="42%"></TD>
    <TD width="2%"></TD>
    <TD width="12%"></TD>
    <TD width="5%"></TD>
    <TD width="8%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="6%"></TD>
    <TD width="8%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >6,246,294</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="1%"></TD>
    <TD width="5%"></TD>
    <TD width="1%"></TD>
    <TD width="42%"></TD>
    <TD width="2%"></TD>
    <TD width="12%"></TD>
    <TD width="5%"></TD>
    <TD width="8%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="6%"></TD>
    <TD width="8%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="49%" colSpan=4
   ><B><FONT face=sans-serif
      size=1>Retail-Food &amp;
      Drug </FONT></B><FONT face=sans-serif size=1
     >(3.2%)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >625</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   ><FONT face=sans-serif
      size=1>Delhaize America, Inc., Global
      Company</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   >&nbsp;<FONT face=sans-serif
      size=1>Guaranteed Notes</FONT>&nbsp;
</TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(BB+ , Ba1)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >04/15/11</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >8.125</FONT>&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >700,154</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >1,750</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   ><FONT face=sans-serif
      size=1>Duane Reade, Inc., Global Senior
      Subordinated</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   >&nbsp;<FONT face=sans-serif
      size=1>Notes (Callable 08/01/08 @
      $104.88)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(CCC- , Caa3)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >08/01/11</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >9.750</FONT>&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >1,373,750</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >600</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   ><FONT face=sans-serif
      size=1>General Nutrition Center, Global
      Company</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   >&nbsp;<FONT face=sans-serif
      size=1>Guaranteed Notes (Callable
      01/15/08 @ $104.31)&nbsp;</FONT>&nbsp; </TD>
    <TD width="2%"></TD>
    <TD noWrap align=middle width="12%" background=""
   >&nbsp;<FONT face=sans-serif><FONT
      size=1>(B- , B3)&nbsp;&nbsp; </FONT></FONT></TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >01/15/11</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >8.625</FONT>&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >573,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >1,010</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   ><FONT face=sans-serif
      size=1>Great Atlantic &amp; Pacific Tea
      Co., Inc., Senior</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   >&nbsp;<FONT face=sans-serif
      size=1>Notes (Callable 12/15/06 @
      $104.56)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(B- , Caa1)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >12/15/11</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >9.125</FONT>&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >1,111,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   ><FONT face=sans-serif
      size=1>Gregg Appliances, Inc., Rule
      144A, Senior Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 02/01/09 @ $104.50)
      &#135;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(B , B2)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >02/01/13</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >9.000</FONT>&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >972,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   ><FONT face=sans-serif
      size=1>Pathmark Stores, Inc., Global
      Company</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   >&nbsp;<FONT face=sans-serif
      size=1>Guaranteed Notes</FONT>&nbsp;
</TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 02/01/07 @
      $104.38)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(CCC+ , Caa1)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >02/01/12</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >8.750</FONT>&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >998,750</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   ><FONT face=sans-serif
      size=1>Rite Aid Corp., Global Company
      Guaranteed</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   >&nbsp;<FONT face=sans-serif
      size=1>Notes (Callable 01/15/10 @
      $103.75)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(B+ , B2)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >01/15/15</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >7.500</FONT>&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >977,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >500</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   ><FONT face=sans-serif
      size=1>Roundy&#146;s, Inc., Series B, Global
      Company</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   >&nbsp;<FONT face=sans-serif
      size=1>Guaranteed Notes</FONT>&nbsp;
</TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 06/15/07 @ $104.44)
      &#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(B , B2)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >06/15/12</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >8.875</FONT>&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >532,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >450</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="56%" colSpan=3
   ><FONT face=sans-serif
      size=1>Stater Brothers Holdings, Inc.,
      Global Senior Notes</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 06/15/08 @
      $104.06)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(BB- , B1)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >06/15/12</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >8.125</FONT>&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >456,750</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="1%"></TD>
    <TD width="5%"></TD>
    <TD width="1%"></TD>
    <TD width="42%"></TD>
    <TD width="2%"></TD>
    <TD width="12%"></TD>
    <TD width="5%"></TD>
    <TD width="8%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="6%"></TD>
    <TD width="8%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >7,695,904</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="1%"></TD>
    <TD width="5%"></TD>
    <TD width="1%"></TD>
    <TD width="42%"></TD>
    <TD width="2%"></TD>
    <TD width="12%"></TD>
    <TD width="5%"></TD>
    <TD width="8%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="6%"></TD>
    <TD width="8%">
      <HR noShade SIZE=1>
    </TD></TR></TABLE><BR>
<HR align=center width="100%" color=#990033 noShade SIZE=3>
<PAGE><A name=page_11></A>
<TABLE cellSpacing=1 cellPadding=0 width=648 border=0
BASEBORDER="0">

  <TR vAlign=bottom>
    <TD noWrap align=middle width="6%" colSpan=2>&nbsp;
      <B><FONT face=sans-serif size=1
     >Par</FONT></B>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><B><FONT
      face=sans-serif size=1
     >Ratings&#134;</FONT></B>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=middle width="6%" colSpan=2>&nbsp;
      <B><FONT face=sans-serif size=1
     >(000)</FONT></B>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><B><FONT
      face=sans-serif size=1
     >(S&amp;P/Moody&#146;s)</FONT></B>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=middle width="9%"><B><FONT
      face=sans-serif size=1
     >Maturity</FONT></B> </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><B><FONT
      face=sans-serif size=1
     >Rate%</FONT></B> </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><B><FONT
      face=sans-serif size=1
     >Value</FONT></B>&nbsp; </TD></TR>
  <TR>
    <TD width="6%" colSpan=2>
      <HR noShade SIZE=1>
    </TD>
    <TD width="1%"></TD>
    <TD width="42%"></TD>
    <TD width="2%"></TD>
    <TD width="12%">
      <HR noShade SIZE=1>
    </TD>
    <TD width="4%"></TD>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD>
    <TD width="4%"></TD>
    <TD width="5%">
      <HR noShade SIZE=1>
    </TD>
    <TD width="6%"></TD>
    <TD width="8%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="49%" colSpan=4
     ><B><FONT face=sans-serif size=1
     >U.S. CORPORATE BONDS</FONT></B>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="49%" colSpan=4
     ><B><FONT face=sans-serif size=1
     >Retail Stores </FONT></B><FONT face=sans-serif
      size=1>(2.8%)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="6%" colSpan=2><FONT
      face=sans-serif size=1
     >$</FONT>&nbsp;&nbsp;&nbsp; <FONT face=sans-serif size=1
     >700</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"><FONT
      face=sans-serif size=1>Asbury
      Automotive Group, Inc., Global</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
     >&nbsp;<FONT face=sans-serif size=1
     >Company Guaranteed Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
     >&nbsp;<FONT face=sans-serif size=1
     >(Callable 06/15/07 @ $104.50) &#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B ,
      B3)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>06/15/12</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>9.000</FONT>&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>$&nbsp;&nbsp;
      731,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>1,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"><FONT
      face=sans-serif size=1>CSK Auto, Inc.,
      Global Company Guaranteed</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
     >&nbsp;<FONT face=sans-serif size=1
     >Notes (Callable 01/15/09 @ $103.50)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B- ,
      B2)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>01/15/14</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>7.000</FONT>&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>967,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>500</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"><FONT
      face=sans-serif size=1>Finlay Fine
      Jewelry Corp., Global Senior Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
     >&nbsp;<FONT face=sans-serif size=1
     >(Callable 06/01/08 @ $104.19)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B+ ,
      B2)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>06/01/12</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>8.375</FONT>&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>470,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>1,100</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"><FONT
      face=sans-serif size=1>JC Penney
      Company, Inc., Series MTNA, Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(BB+ ,
      Ba1)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>10/15/15</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>6.875</FONT>&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>1,196,871</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>500</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"><FONT
      face=sans-serif size=1>Keystone
      Automotive Operations, Inc.,</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
     >&nbsp;<FONT face=sans-serif size=1
     >Global Senior Subordinated Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
     >&nbsp;<FONT face=sans-serif size=1
     >(Callable 11/01/08 @ $104.88)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B- ,
      B3)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>11/01/13</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>9.750</FONT>&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>512,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>500</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"><FONT
      face=sans-serif size=1>Nebraska Book
      Company, Inc., Global</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
     >&nbsp;<FONT face=sans-serif size=1
     >Senior Subordinated Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
     >&nbsp;<FONT face=sans-serif size=1
     >(Callable 03/15/08 @ $104.31)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(CCC+ ,
      Caa1)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>03/15/12</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>8.625</FONT>&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>478,750</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>1,400</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"><FONT
      face=sans-serif size=1>Southern States
      Cooperative, Inc., Rule 144A,</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
     >&nbsp;<FONT face=sans-serif size=1
     >Senior Notes (Callable 11/01/07 @ $108.00) &#135;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B ,
      B3)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>11/01/10</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>10.500</FONT>&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>1,400,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>750</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"><FONT
      face=sans-serif size=1>United Auto
      Group, Inc., Global Company</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
     >&nbsp;<FONT face=sans-serif size=1
     >Guaranteed Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
     >&nbsp;<FONT face=sans-serif size=1
     >(Callable 03/15/07 @ $104.81)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B ,
      B3)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>03/15/12</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>9.625</FONT>&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>811,875</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="1%"></TD>
    <TD width="5%"></TD>
    <TD width="1%"></TD>
    <TD width="42%"></TD>
    <TD width="2%"></TD>
    <TD width="12%"></TD>
    <TD width="4%"></TD>
    <TD width="9%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="6%"></TD>
    <TD width="8%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>6,568,996</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="1%"></TD>
    <TD width="5%"></TD>
    <TD width="1%"></TD>
    <TD width="42%"></TD>
    <TD width="2%"></TD>
    <TD width="12%"></TD>
    <TD width="4%"></TD>
    <TD width="9%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="6%"></TD>
    <TD width="8%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="49%" colSpan=4
     ><B><FONT face=sans-serif size=1
     >Satellite </FONT></B><FONT face=sans-serif
      size=1>(0.9%)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>1,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"><FONT
      face=sans-serif size=1>Echostar DBS
      Corp., Global Company</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
     >&nbsp;<FONT face=sans-serif size=1
     >Guaranteed Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(BB- ,
      Ba3)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>10/01/14</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>6.625</FONT>&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>997,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>1,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"><FONT
      face=sans-serif size=1>PanAmSat Corp.,
      Global Company Guaranteed</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
     >&nbsp;<FONT face=sans-serif size=1
     >Notes (Callable 08/15/09 @ $104.50)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B+ ,
      B1)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>08/15/14</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>9.000</FONT>&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>1,110,000</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="1%"></TD>
    <TD width="5%"></TD>
    <TD width="1%"></TD>
    <TD width="42%"></TD>
    <TD width="2%"></TD>
    <TD width="12%"></TD>
    <TD width="4%"></TD>
    <TD width="9%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="6%"></TD>
    <TD width="8%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>2,107,500</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="1%"></TD>
    <TD width="5%"></TD>
    <TD width="1%"></TD>
    <TD width="42%"></TD>
    <TD width="2%"></TD>
    <TD width="12%"></TD>
    <TD width="4%"></TD>
    <TD width="9%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="6%"></TD>
    <TD width="8%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="49%" colSpan=4
     ><B><FONT face=sans-serif size=1
     >Secondary Oil &amp; Gas Producers
      </FONT></B><FONT face=sans-serif size=1
     >(1.8%)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>700</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"><FONT
      face=sans-serif size=1>Chesapeake
      Energy Corp., Rule 144A, Senior</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
     >&nbsp;<FONT face=sans-serif size=1
     >Notes (Callable 07/15/10 @ $103.13) &#135;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(BB- ,
      Ba3)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>01/15/18</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>6.250</FONT>&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>694,750</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>1,093</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"><FONT
      face=sans-serif size=1>Chesapeake
      Energy Corp., Senior Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
     >&nbsp;<FONT face=sans-serif size=1
     >(Callable 01/15/09 @ $103.44) &#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(BB- ,
      Ba3)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>01/15/16</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>6.875</FONT>&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>1,139,452</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>1,150</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"><FONT
      face=sans-serif size=1>Kerr-McGee
      Corp., Company Guaranteed Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(BB+ ,
      Ba3)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>09/15/11</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>6.875</FONT>&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>1,237,836</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>423</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"><FONT
      face=sans-serif size=1>Magnum Hunter
      Resources, Inc., Global</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
     >&nbsp;<FONT face=sans-serif size=1
     >Company Guaranteed Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
     >&nbsp;<FONT face=sans-serif size=1
     >(Callable 03/15/07 @ $104.80)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B+ ,
      B2)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>03/15/12</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>9.600</FONT>&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>471,645</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>200</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"><FONT
      face=sans-serif size=1>Range Resources
      Corp., Global Company</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
     >&nbsp;<FONT face=sans-serif size=1
     >Guaranteed Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
     >&nbsp;<FONT face=sans-serif size=1
     >(Callable 03/15/10 @ $103.19)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B ,
      B3)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>03/15/15</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>6.375</FONT>&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>202,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>600</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"><FONT
      face=sans-serif size=1>Whiting
      Petroleum Corp., Global</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
     >&nbsp;<FONT face=sans-serif size=1
     >Senior Subordinated Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
     >&nbsp;<FONT face=sans-serif size=1
     >(Callable 05/01/08 @ $103.63)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B- ,
      B2)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>05/01/12</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>7.250</FONT>&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>613,500</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="1%"></TD>
    <TD width="5%"></TD>
    <TD width="1%"></TD>
    <TD width="42%"></TD>
    <TD width="2%"></TD>
    <TD width="12%"></TD>
    <TD width="4%"></TD>
    <TD width="9%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="6%"></TD>
    <TD width="8%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>4,359,183</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="1%"></TD>
    <TD width="5%"></TD>
    <TD width="1%"></TD>
    <TD width="42%"></TD>
    <TD width="2%"></TD>
    <TD width="12%"></TD>
    <TD width="4%"></TD>
    <TD width="9%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="6%"></TD>
    <TD width="8%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="49%" colSpan=4
     ><B><FONT face=sans-serif size=1
     >Services-Other </FONT></B><FONT face=sans-serif
      size=1>(7.3%)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>1,500</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"><FONT
      face=sans-serif size=1>Advanstar
      Communications, Inc., Global Secured</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
     >&nbsp;<FONT face=sans-serif size=1
     >Notes (Callable 02/15/08 @ $105.38)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B- ,
      B3)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>08/15/10</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>10.750</FONT>&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>1,710,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>1,250</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="56%" colSpan=3
     ><FONT face=sans-serif size=1
     >Allied Security Escrow, Global Senior
      Subordinated</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
     >&nbsp;<FONT face=sans-serif size=1
     >Notes (Callable 07/15/08 @ $105.69)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B- ,
      Caa1)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>07/15/11</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>11.375</FONT>&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>1,243,750</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>1,150</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"><FONT
      face=sans-serif size=1>American Color
      Graphics, Global Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
     >&nbsp;<FONT face=sans-serif size=1
     >(Callable 06/15/07 @ $105.00) &#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(CCC ,
      Caa3)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>06/15/10</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>10.000</FONT>&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>822,250</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>400</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"><FONT
      face=sans-serif size=1>Diamond Triumph
      Auto Glass, Inc., Company</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
     >&nbsp;<FONT face=sans-serif size=1
     >Guaranteed Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
     >&nbsp;<FONT face=sans-serif size=1
     >(Callable 04/01/06 @ $100.00)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B- ,
      Caa1)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>04/01/08</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>9.250</FONT>&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>291,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>1,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"><FONT
      face=sans-serif size=1>DynCorp
      International, Rule 144A, Senior</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
     >&nbsp;<FONT face=sans-serif size=1
     >Subordinated Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
     >&nbsp;<FONT face=sans-serif size=1
     >(Callable 02/15/09 @ $104.75) &#135;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B- ,
      Caa1)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>02/15/13</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>9.500</FONT>&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>997,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>1,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"><FONT
      face=sans-serif size=1>HydroChem
      Industrial Services, Inc., Rule 144A,</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
     >&nbsp;<FONT face=sans-serif size=1
     >Senior Subordinated Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
     >&nbsp;<FONT face=sans-serif size=1
     >(Callable 02/15/09 @ $104.63) &#135;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B- ,
      Caa1)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>02/15/13</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>9.250</FONT>&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>945,000</FONT>&nbsp;
  </TD></TR></TABLE><BR>
<HR align=center width="100%" color=#990033 noShade SIZE=3>
<PAGE><A name=page_12></A>
<TABLE cellSpacing=1 cellPadding=0 width=648 border=0
BCLEMPTYCOL>

  <TR vAlign=bottom>
    <TD noWrap align=middle width="9%"><B><FONT
      face=sans-serif size=1
     >Par</FONT></B>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><B><FONT
      face=sans-serif size=1
     >Ratings&#134;</FONT></B>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=middle width="9%"><B><FONT
      face=sans-serif size=1
     >(000)</FONT></B>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><B><FONT
      face=sans-serif size=1
     >(S&amp;P/Moody&#146;s)</FONT></B>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=middle width="8%"><B><FONT
      face=sans-serif size=1
     >Maturity</FONT></B> </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><B><FONT
      face=sans-serif size=1
     >Rate%</FONT></B> </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
     >&nbsp;<B><FONT face=sans-serif size=1
     >Value</FONT></B>&nbsp; </TD></TR>
  <TR>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD>
    <TD width="1%"></TD>
    <TD width="41%"></TD>
    <TD width="1%"></TD>
    <TD width="12%">
      <HR noShade SIZE=1>
    </TD>
    <TD width="4%"></TD>
    <TD width="8%">
      <HR noShade SIZE=1>
    </TD>
    <TD width="4%"></TD>
    <TD width="5%">
      <HR noShade SIZE=1>
    </TD>
    <TD width="5%"></TD>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="51%" colSpan=3
     ><B><FONT face=sans-serif size=1
     >U.S. CORPORATE BONDS</FONT></B>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="51%" colSpan=3><B><FONT
      face=sans-serif size=1
     >Services-Other</FONT></B>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>$&nbsp;&nbsp; 1,000</FONT>&nbsp;
    </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"><FONT
      face=sans-serif size=1>Integrated Alarm
      Services Group, Inc.,</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >Rule 144A, Secured Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >(Callable 11/15/08 @ $106.00) &#135;</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B- ,
      B3)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>11/15/11</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>12.000</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>$ 1,035,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>750</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"><FONT
      face=sans-serif size=1>Iron Mountain,
      Inc., Company Guaranteed Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >(Callable 04/01/06 @ $104.31)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B ,
      Caa1)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>04/01/13</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>8.625</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>791,250</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>980</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"><FONT
      face=sans-serif size=1>La Petite
      Academy, Inc., Series B, Company</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >Guaranteed Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >(Callable 05/15/05 @ $101.67) &#167;</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(CC ,
      Ca)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>05/15/08</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>10.000</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>940,187</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>750</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"><FONT
      face=sans-serif size=1>Language Line,
      Inc., Global Senior Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >(Callable 06/15/08 @ $105.56)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(CCC+ ,
      Caa1)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>06/15/12</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>11.125</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>716,250</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>1,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"><FONT
      face=sans-serif size=1>Mortons
      Restaurant Group, Inc., Global Secured</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >Notes (Callable 07/01/07 @ $105.30) &#167;</FONT>&nbsp;
    </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B- ,
      B2)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>07/01/10</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>7.500</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>1,000,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>1,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"><FONT
      face=sans-serif size=1>Muzak LLC/Muzak
      Finance Corp., Global Senior</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >Notes (Callable 02/15/06 @ $105.00)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(CCC- ,
      Caa2)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>02/15/09</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>10.000</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>898,750</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>1,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"><FONT
      face=sans-serif size=1>National Beef
      Packing Company LLC, Global</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >Senior Notes (Callable 08/01/07 @
      $105.25)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B- ,
      B3)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>08/01/11</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>10.500</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>1,070,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>500</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"><FONT
      face=sans-serif size=1>Rent-A-Center,
      Inc., Series B, Global Company</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >Guaranteed Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >(Callable 05/01/06 @ $103.75)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(BB- ,
      B1)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>05/01/10</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>7.500</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>513,750</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>500</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"><FONT
      face=sans-serif size=1>SunGard Data
      Systems, Inc., Rule 144A,</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >Senior Subordinated Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >(Callable 08/15/10 @ $105.13) &#135;</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B- ,
      Caa1)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>08/15/15</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>10.250</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>520,625</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>440</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"><FONT
      face=sans-serif size=1>United Rentals
      North America, Inc., Global</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >Company Guaranteed Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >(Callable 02/15/08 @ $103.25)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(BB- ,
      B2)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>02/15/12</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>6.500</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>430,100</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>1,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"><FONT
      face=sans-serif size=1>United Rentals
      North America, Inc., Global</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >Senior Subordinated Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >(Callable 02/15/09 @ $103.50) &#167;</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B+ ,
      B3)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>02/15/14</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>7.000</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>947,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>2,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"><FONT
      face=sans-serif size=1>United Rentals
      North America, Inc., Global</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >Senior Subordinated Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >(Callable 11/15/08 @ $103.88) &#167;</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B+ ,
      B3)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>11/15/13</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>7.750</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>1,960,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>975</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="54%" colSpan=3
     ><FONT face=sans-serif size=1
     >WMG Holdings Corp., Rule 144A, Senior
      Discount</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >Notes (Callable 12/15/09 @ $104.75) &#135;+</FONT>&nbsp;
    </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B- ,
      Caa2)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>12/15/14</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>0.000</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>692,250</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="9%"></TD>
    <TD width="1%"></TD>
    <TD width="41%"></TD>
    <TD width="1%"></TD>
    <TD width="12%"></TD>
    <TD width="4%"></TD>
    <TD width="8%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="5%"></TD>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>17,525,162</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="9%"></TD>
    <TD width="1%"></TD>
    <TD width="41%"></TD>
    <TD width="1%"></TD>
    <TD width="12%"></TD>
    <TD width="4%"></TD>
    <TD width="8%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="5%"></TD>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="51%" colSpan=3><B><FONT
      face=sans-serif size=1
     >Technology </FONT></B><FONT face=sans-serif size=1
     >(3.6%)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>1,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="54%" colSpan=3
     ><FONT face=sans-serif size=1
     >Advanced Micro Devices, Inc., Global Senior
      Notes</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >(Callable 11/01/08 @ $103.88) &#167;</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B- ,
      B3)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>11/01/12</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>7.750</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>1,017,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>1,400</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"><FONT
      face=sans-serif size=1>Amkor
      Technology, Inc., Global Senior Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >(Callable 05/15/08 @ $103.88) &#167;</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B- ,
      B3)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>05/15/13</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>7.750</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>1,197,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>1,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"><FONT
      face=sans-serif size=1>Itron, Inc.,
      Global Senior Subordinated Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >(Callable 05/15/08 @ $103.88)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B ,
      B2)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>05/15/12</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>7.750</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>1,042,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>950</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"><FONT
      face=sans-serif size=1>Lucent
      Technologies, Inc., Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B ,
      B1)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>07/15/06</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>7.250</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>977,312</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>800</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"><FONT
      face=sans-serif size=1>Lucent
      Technologies, Inc., Notes &#167;</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B ,
      B1)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>11/15/08</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>5.500</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>806,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>1,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"><FONT
      face=sans-serif size=1>Sanmina-SCI
      Corp., Global Company Guaranteed</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >Notes (Callable 01/15/07 @ $105.19)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(BB- ,
      Ba2)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>01/15/10</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>10.375</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>1,115,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>1,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"><FONT
      face=sans-serif size=1>Viasystems,
      Inc., Global Senior Subordinated</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >Notes (Callable 01/15/08 @ $105.25)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(CCC+ ,
      Caa2)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>01/15/11</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>10.500</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>985,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>1,350</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"><FONT
      face=sans-serif size=1>Xerox Corp.,
      Senior Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >(Callable 06/15/08 @ $103.81)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(BB- ,
      Ba2)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>06/15/13</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>7.625</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>1,447,875</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="9%"></TD>
    <TD width="1%"></TD>
    <TD width="41%"></TD>
    <TD width="1%"></TD>
    <TD width="12%"></TD>
    <TD width="4%"></TD>
    <TD width="8%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="5%"></TD>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>8,588,187</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="9%"></TD>
    <TD width="1%"></TD>
    <TD width="41%"></TD>
    <TD width="1%"></TD>
    <TD width="12%"></TD>
    <TD width="4%"></TD>
    <TD width="8%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="5%"></TD>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="51%" colSpan=3><B><FONT
      face=sans-serif size=1
     >Textile/Apparel/Shoe Manufacturing </FONT></B><FONT
      face=sans-serif size=1
     >(2.8%)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>2,797</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"><FONT
      face=sans-serif size=1>BGF Industries,
      Inc., Series B, Senior</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >Subordinated Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >(Callable 01/15/06 @ $101.75)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(CCC- ,
      Ca)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>01/15/09</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>10.250</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>2,797,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>1,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"><FONT
      face=sans-serif size=1>Levi Strauss
      &amp; Co., Global Senior Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >(Callable 01/15/10 @ $104.88)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B- ,
      Caa3)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>01/15/15</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>9.750</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>1,055,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>1,200</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"><FONT
      face=sans-serif size=1>Levi Strauss
      &amp; Co., Global Senior Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
     >&nbsp;<FONT face=sans-serif size=1
     >(Callable 12/15/07 @ $106.12)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B- ,
      Caa3)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>12/15/12</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>12.250</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>1,353,000</FONT>&nbsp;
  </TD></TR></TABLE><BR>
<HR align=center width="100%" color=#990033 noShade SIZE=3>
<PAGE><A name=page_13></A>
<TABLE cellSpacing=1 cellPadding=0 width=648 border=0
BCLEMPTYCOL>

  <TR vAlign=bottom>
    <TD noWrap align=middle width="6%" colSpan=2>&nbsp;
      <B><FONT face=sans-serif size=1
     >Par</FONT></B>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><B><FONT
      face=sans-serif size=1
     >Ratings&#134;</FONT></B>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=middle width="6%" colSpan=2>&nbsp;
      <B><FONT face=sans-serif size=1
     >(000)</FONT></B>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><B><FONT
      face=sans-serif size=1
     >(S&amp;P/Moody&#146;s)</FONT></B>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=middle width="8%"><B><FONT
      face=sans-serif size=1
     >Maturity</FONT></B> </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><B><FONT
      face=sans-serif size=1
     >Rate%</FONT></B> </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
     >&nbsp;<B><FONT face=sans-serif size=1
     >Value</FONT></B>&nbsp; </TD></TR>
  <TR>
    <TD width="6%" colSpan=2>
      <HR noShade SIZE=1>
    </TD>
    <TD width="1%"></TD>
    <TD width="42%"></TD>
    <TD width="2%"></TD>
    <TD width="12%">
      <HR noShade SIZE=1>
    </TD>
    <TD width="5%"></TD>
    <TD width="8%">
      <HR noShade SIZE=1>
    </TD>
    <TD width="4%"></TD>
    <TD width="5%">
      <HR noShade SIZE=1>
    </TD>
    <TD width="5%"></TD>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="49%" colSpan=4
     ><B><FONT face=sans-serif size=1
     >U.S. CORPORATE BONDS</FONT></B>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="49%" colSpan=4
     ><B><FONT face=sans-serif size=1
     >Textile/Apparel/Shoe Manufacturing</FONT></B>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="6%" colSpan=2><FONT
      face=sans-serif size=1
     >$</FONT>&nbsp;&nbsp;&nbsp; <FONT face=sans-serif
      size=1>400</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"><FONT
      face=sans-serif size=1>Phillips-Van
      Heusen Corp., Global Senior Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
     >&nbsp;<FONT face=sans-serif size=1
     >(Callable 02/15/09 @ $103.62)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(BB ,
      B2)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>02/15/11</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>7.250</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>$&nbsp;&nbsp;&nbsp;
      423,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>950</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"><FONT
      face=sans-serif size=1>Propex Fabrics,
      Inc., Global Company Guaranteed</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
     >&nbsp;<FONT face=sans-serif size=1
     >Notes (Callable 12/01/08 @ $105.00)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B- ,
      Caa1)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>12/01/12</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>10.000</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>921,500</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="1%"></TD>
    <TD width="5%"></TD>
    <TD width="1%"></TD>
    <TD width="42%"></TD>
    <TD width="2%"></TD>
    <TD width="12%"></TD>
    <TD width="5%"></TD>
    <TD width="8%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="5%"></TD>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>6,549,500</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="1%"></TD>
    <TD width="5%"></TD>
    <TD width="1%"></TD>
    <TD width="42%"></TD>
    <TD width="2%"></TD>
    <TD width="12%"></TD>
    <TD width="5%"></TD>
    <TD width="8%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="5%"></TD>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="49%" colSpan=4
     ><B><FONT face=sans-serif size=1
     >Tower </FONT></B><FONT face=sans-serif size=1
     >(0.8%)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>1,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"><FONT
      face=sans-serif size=1>American Tower
      Corp., Global Senior Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
     >&nbsp;<FONT face=sans-serif size=1
     >(Callable 10/15/08 @ $103.56)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(BB- ,
      B3)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>10/15/12</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>7.125</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>1,060,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>1,018</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"><FONT
      face=sans-serif size=1>SBA
      Telecommunications, Inc., Global</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
     >&nbsp;<FONT face=sans-serif size=1
     >Senior Discount Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
     >&nbsp;<FONT face=sans-serif size=1
     >(Callable 12/15/07 @ $104.88) +</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B- ,
      B3)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>12/15/11</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>0.000</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>939,105</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="1%"></TD>
    <TD width="5%"></TD>
    <TD width="1%"></TD>
    <TD width="42%"></TD>
    <TD width="2%"></TD>
    <TD width="12%"></TD>
    <TD width="5%"></TD>
    <TD width="8%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="5%"></TD>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>1,999,105</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="1%"></TD>
    <TD width="5%"></TD>
    <TD width="1%"></TD>
    <TD width="42%"></TD>
    <TD width="2%"></TD>
    <TD width="12%"></TD>
    <TD width="5%"></TD>
    <TD width="8%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="5%"></TD>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="49%" colSpan=4
     ><B><FONT face=sans-serif size=1
     >Transportation/Other </FONT></B><FONT
      face=sans-serif size=1
     >(0.3%)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>1,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"><FONT
      face=sans-serif size=1>H-Lines Finance
      Holding Corp., Rule 144A,</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
     >&nbsp;<FONT face=sans-serif size=1
     >Senior Discount Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
     >&nbsp;<FONT face=sans-serif size=1
     >(Callable 04/01/08 @ $105.50) &#135;+</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(NR ,
      Caa2)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>04/01/13</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>0.000</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>810,000</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="1%"></TD>
    <TD width="5%"></TD>
    <TD width="1%"></TD>
    <TD width="42%"></TD>
    <TD width="2%"></TD>
    <TD width="12%"></TD>
    <TD width="5%"></TD>
    <TD width="8%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="5%"></TD>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="49%" colSpan=4
     ><B><FONT face=sans-serif size=1
     >Utilities </FONT></B><FONT face=sans-serif size=1
     >(6.4%)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>1,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"><FONT
      face=sans-serif size=1>AES Corp., Rule
      144A, Secured Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
     >&nbsp;<FONT face=sans-serif size=1
     >(Callable 05/15/08 @ $104.50) &#135;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B+ ,
      Ba3)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>05/15/15</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>9.000</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>1,120,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>1,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"><FONT
      face=sans-serif size=1>Allegheny Energy
      Supply Company LLC, Global</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
     >&nbsp;<FONT face=sans-serif size=1
     >Notes &#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B ,
      Ba3)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>03/15/11</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>7.800</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>1,097,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>1,100</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"><FONT
      face=sans-serif size=1>Aquila, Inc.,
      Senior Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B- ,
      B2)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>11/15/09</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>7.625</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>1,149,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>2,250</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"><FONT
      face=sans-serif size=1>Calpine Corp.,
      Rule 144A, Secured Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
     >&nbsp;<FONT face=sans-serif size=1
     >(Callable 07/15/08 @ $104.38) &#135;&#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B- ,
      NR)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>07/15/13</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>8.750</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>1,687,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>1,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"><FONT
      face=sans-serif size=1>Calpine Corp.,
      Senior Notes &#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(CCC ,
      Caa3)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>02/15/11</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>8.500</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>700,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>2,500</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"><FONT
      face=sans-serif size=1>Calpine
      Generating Company LLC, Global Secured</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
     >&nbsp;<FONT face=sans-serif size=1
     >Notes (Callable 04/01/08 @ $103.50) #</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B- ,
      B3)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>04/01/12</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>9.090</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>2,543,750</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>1,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"><FONT
      face=sans-serif size=1>CMS Energy
      Corp., Global Senior Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B+ ,
      B1)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>07/15/08</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>8.900</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>1,095,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>1,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"><FONT
      face=sans-serif size=1>CMS Energy
      Corp., Global Senior Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B+ ,
      B1)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>08/01/10</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>7.750</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>1,085,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>350</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"><FONT
      face=sans-serif size=1>Edison Mission
      Energy, Global Senior Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B+ ,
      B1)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>08/15/08</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>10.000</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>392,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>1,300</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"><FONT
      face=sans-serif size=1>Edison Mission
      Energy, Senior Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B+ ,
      B1)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>06/15/09</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>7.730</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>1,378,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>1,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"><FONT
      face=sans-serif size=1>Midwest
      Generation LLC, Global Secured Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
     >&nbsp;<FONT face=sans-serif size=1
     >(Callable 05/01/09 @ $104.38)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B ,
      B1)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>05/01/34</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>8.750</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>1,125,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>1,100</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"><FONT
      face=sans-serif size=1>Mirant Corp.,
      Rule 144A, Senior Notes &#135;&#248;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(NR ,
      NR)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>07/15/49</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>7.400</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>1,039,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>225</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"><FONT
      face=sans-serif size=1>NRG Energy,
      Inc., Rule 144A, Secured Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
     >&nbsp;<FONT face=sans-serif size=1
     >(Callable 12/15/08 @ $104.00) &#135;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B ,
      B1)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>12/15/13</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>8.000</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>241,875</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>500</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"><FONT
      face=sans-serif size=1>Sierra Pacific
      Resources, Global Senior Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
     >&nbsp;<FONT face=sans-serif size=1
     >(Callable 03/15/09 @ $104.31)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B- ,
      B2)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>03/15/14</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>8.625</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>556,250</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="1%"></TD>
    <TD width="5%"></TD>
    <TD width="1%"></TD>
    <TD width="42%"></TD>
    <TD width="2%"></TD>
    <TD width="12%"></TD>
    <TD width="5%"></TD>
    <TD width="8%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="5%"></TD>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>15,210,875</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="1%"></TD>
    <TD width="5%"></TD>
    <TD width="1%"></TD>
    <TD width="42%"></TD>
    <TD width="2%"></TD>
    <TD width="12%"></TD>
    <TD width="5%"></TD>
    <TD width="8%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="5%"></TD>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="49%" colSpan=4
     ><B><FONT face=sans-serif size=1
     >Wireless </FONT></B><FONT face=sans-serif size=1
     >(6.8%)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>450</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"><FONT
      face=sans-serif size=1>AirGate PCS,
      Inc., Rule 144A, Secured Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
     >&nbsp;<FONT face=sans-serif size=1
     >(Callable 01/01/06 @ $104.69) &#135;&#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(CCC ,
      Caa1)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>09/01/09</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>9.375</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>477,456</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>600</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"><FONT
      face=sans-serif size=1>AirGate PCS,
      Inc., Secured Note</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
     >&nbsp;<FONT face=sans-serif size=1
     >(Callable 01/01/06 @ $104.69) &#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(CCC ,
      Caa1)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>09/01/09</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>9.375</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>636,750</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>800</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"><FONT
      face=sans-serif size=1>American
      Cellular Corp., Series B, Global Senior</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
     >&nbsp;<FONT face=sans-serif size=1
     >Notes (Callable 08/01/07 @ $105.00)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B- ,
      Caa1)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>08/01/11</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>10.000</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>842,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>650</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"><FONT
      face=sans-serif size=1>Centennial
      Communications Corp., Global</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
     >&nbsp;<FONT face=sans-serif size=1
     >Company Guaranteed Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
     >&nbsp;<FONT face=sans-serif size=1
     >(Callable 06/15/08 @ $105.06)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(CCC ,
      B3)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>06/15/13</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>10.125</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>735,312</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>1,950</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"><FONT
      face=sans-serif size=1>Centennial
      Communications Corp., Global Senior</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
     >&nbsp;<FONT face=sans-serif size=1
     >Notes (Callable 02/01/09 @ $104.06) #</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(CCC ,
      B3)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>02/01/14</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>8.125</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>2,101,125</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>170</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"><FONT
      face=sans-serif size=1>Dobson Cellular
      Systems, Global Secured Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
     >&nbsp;<FONT face=sans-serif size=1
     >(Callable 11/01/08 @ $104.94)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(CCC ,
      B3)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>11/01/12</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>9.875</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>188,913</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>1,150</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"><FONT
      face=sans-serif size=1>Dobson
      Communications Corp., Global Senior</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
     >&nbsp;<FONT face=sans-serif size=1
     >Notes (Callable 10/01/08 @ $104.44)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(CCC ,
      Ca)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>10/01/13</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>8.875</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>1,152,875</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>750</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"><FONT
      face=sans-serif size=1>Horizon PCS,
      Inc., Global Company Guaranteed</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
     >&nbsp;<FONT face=sans-serif size=1
     >Notes (Callable 07/15/08 @ $105.69)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(CCC ,
      B3)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>07/15/12</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>11.375</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>855,000</FONT>&nbsp;
  </TD></TR></TABLE><BR>
<HR align=center width="100%" color=#990033 noShade SIZE=3>
<PAGE><A name=page_14></A>
<TABLE cellSpacing=1 cellPadding=0 width=648 border=0
BASEBORDER="0">

  <TR vAlign=bottom>
    <TD noWrap align=middle width="6%" colSpan=2
   >&nbsp; <B><FONT face=sans-serif size=1
     >Par</FONT></B>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><B><FONT face=sans-serif size=1
     >Ratings&#134;</FONT></B>&nbsp;
    </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="10%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=middle width="6%" colSpan=2
   >&nbsp; <B><FONT face=sans-serif size=1
     >(000)</FONT></B>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><B><FONT face=sans-serif size=1

     >(S&amp;P/Moody&#146;s)</FONT></B>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=middle width="9%"
   ><B><FONT face=sans-serif size=1
     >Maturity</FONT></B> </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><B><FONT face=sans-serif size=1
     >Rate%</FONT></B> </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="10%"
   >&nbsp; &nbsp;<B><FONT
      face=sans-serif size=1
     >Value</FONT></B>&nbsp; </TD></TR>
  <TR>
    <TD width="6%" colSpan=2>
      <HR noShade SIZE=1>
    </TD>
    <TD width="1%"></TD>
    <TD width="42%"></TD>
    <TD width="2%"></TD>
    <TD width="12%">
      <HR noShade SIZE=1>
    </TD>
    <TD width="4%"></TD>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD>
    <TD width="4%"></TD>
    <TD width="5%">
      <HR noShade SIZE=1>
    </TD>
    <TD width="4%"></TD>
    <TD width="10%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="49%" colSpan=4
   ><B><FONT face=sans-serif
      size=1>U.S. CORPORATE
      BONDS</FONT></B>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="10%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="49%" colSpan=4
   ><B><FONT face=sans-serif size=1
     >Wireless</FONT></B>&nbsp;
      &nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="10%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="6%" colSpan=2
   ><FONT face=sans-serif size=1
     >$</FONT>&nbsp;&nbsp;&nbsp; <FONT
      face=sans-serif size=1>850</FONT>&nbsp;
    </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   ><FONT face=sans-serif
      size=1>IPCS, Inc., Global Senior
      Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="10%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 05/01/08 @ $105.75)
      &#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(CCC , B3)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >05/01/12</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >11.500</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="10%"
   ><FONT face=sans-serif size=1
     >$&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
      969,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >500</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   ><FONT face=sans-serif
      size=1>Nextel Communications, Inc.,
      Senior Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="10%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 08/01/08 @
      $103.69)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(A- , Baa2)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >08/01/15</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >7.375</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="10%"
   ><FONT face=sans-serif size=1
     >541,250</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >1,100</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   ><FONT face=sans-serif
      size=1>Nextel Partners, Inc., Global
      Senior Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="10%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 07/01/07 @ $104.06)
      &#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(BB- , Ba3)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >07/01/11</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >8.125</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="10%"
   ><FONT face=sans-serif size=1
     >1,205,875</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >1,250</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   ><FONT face=sans-serif
      size=1>Rural Cellular Corp., Global
      Senior Subordinated</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="10%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   >&nbsp;<FONT face=sans-serif
      size=1>Notes (Callable 01/15/06 @
      $104.88) &#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(CCC , Caa2)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >01/15/10</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >9.750</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="10%"
   ><FONT face=sans-serif size=1
     >1,251,563</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >2,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   ><FONT face=sans-serif
      size=1>Triton PCS, Inc., Global Company
      Guaranteed</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="10%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   >&nbsp;<FONT face=sans-serif
      size=1>Notes (Callable 06/01/08 @
      $104.25) &#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(CCC- , Caa1)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >06/01/13</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >8.500</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="10%"
   ><FONT face=sans-serif size=1
     >1,850,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >2,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   ><FONT face=sans-serif
      size=1>Ubiquitel Operating Co., Global
      Senior Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="10%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 03/01/07 @
      $107.41)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(CCC , Caa1)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >03/01/11</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >9.875</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="10%"
   ><FONT face=sans-serif size=1
     >2,242,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   ><FONT face=sans-serif
      size=1>Western Wireless Corp., Global
      Senior Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="10%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 07/15/08 @
      $104.62)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(A , A2)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >07/15/13</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >9.250</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="10%"
   ><FONT face=sans-serif size=1
     >1,145,000</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="1%"></TD>
    <TD width="5%"></TD>
    <TD width="1%"></TD>
    <TD width="42%"></TD>
    <TD width="2%"></TD>
    <TD width="12%"></TD>
    <TD width="4%"></TD>
    <TD width="9%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="4%"></TD>
    <TD width="10%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="10%"
   ><FONT face=sans-serif size=1
     >16,194,619</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="1%"></TD>
    <TD width="5%"></TD>
    <TD width="1%"></TD>
    <TD width="42%"></TD>
    <TD width="2%"></TD>
    <TD width="12%"></TD>
    <TD width="4%"></TD>
    <TD width="9%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="4%"></TD>
    <TD width="10%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="49%" colSpan=4
   ><B><FONT face=sans-serif
      size=1>TOTAL U.S.
      CORPORATE BONDS </FONT></B><FONT face=sans-serif size=1
     >(Cost $302,248,457)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="10%"
   ><FONT face=sans-serif size=1

     >306,254,615&nbsp;</FONT> </TD></TR>
  <TR>
    <TD noWrap align=left width="49%" background="" colSpan=4
   ></TD>
    <TD width="2%" background=""
   ></TD>
    <TD noWrap align=left width="12%" background=""
   ></TD>
    <TD width="4%" background=""
   ></TD>
    <TD noWrap align=left width="9%" background=""
   ></TD>
    <TD width="4%" background=""
   ></TD>
    <TD noWrap align=left width="5%" background=""
   ></TD>
    <TD width="4%" background=""
   ></TD>
    <TD noWrap align=right width="10%" background=""
   >
      <HR noShade SIZE=1>
    </TD></TR>
  <TR>
    <TD width="99%" colSpan=12
     >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="49%" colSpan=4
   ><B><FONT face=sans-serif
      size=1>FOREIGN CORPORATE
      BONDS </FONT></B><FONT face=sans-serif size=1
     >(11.3%)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="10%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="49%" colSpan=4
   ><B><FONT face=sans-serif
      size=1>Automobile
      Manufacturing/Vehicle Parts </FONT></B><FONT face=sans-serif size=1
     >(0.4%)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="10%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >800</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   ><FONT face=sans-serif
      size=1>Bombardier Recreational
      Products, Global</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="10%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   >&nbsp;<FONT face=sans-serif
      size=1>Senior Subordinated
      Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="10%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 12/15/08 @ $104.19)
      (Canada)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(B , B3)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >12/15/13</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >8.375</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="10%"
   ><FONT face=sans-serif size=1
     >868,000</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="1%"></TD>
    <TD width="5%"></TD>
    <TD width="1%"></TD>
    <TD width="42%"></TD>
    <TD width="2%"></TD>
    <TD width="12%"></TD>
    <TD width="4%"></TD>
    <TD width="9%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="4%"></TD>
    <TD width="10%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="49%" colSpan=4
   ><B><FONT face=sans-serif
      size=1>Broadband
      </FONT></B><FONT face=sans-serif size=1
     >(0.7%)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="10%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   ><FONT face=sans-serif
      size=1>Call-Net Enterprises, Inc.,
      Yankee Company</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="10%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   >&nbsp;<FONT face=sans-serif
      size=1>Guaranteed Notes</FONT>&nbsp;
</TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="10%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 01/01/06 @ $105.31)
      (Canada)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(BB , B3)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >12/31/08</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >10.625</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="10%"
   ><FONT face=sans-serif size=1
     >1,081,250</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >650</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   ><FONT face=sans-serif
      size=1>Global Crossing Finance, Rule
      144A, Company</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="10%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   >&nbsp;<FONT face=sans-serif
      size=1>Guaranteed Global
      Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="10%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 12/15/06 @
      105.38)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="10%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   >&nbsp;<FONT face=sans-serif
      size=1>(United Kingdom) &#135;</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(B- , Caa1)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >12/15/14</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >10.750</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="10%"
   ><FONT face=sans-serif size=1
     >601,250</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="1%"></TD>
    <TD width="5%"></TD>
    <TD width="1%"></TD>
    <TD width="42%"></TD>
    <TD width="2%"></TD>
    <TD width="12%"></TD>
    <TD width="4%"></TD>
    <TD width="9%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="4%"></TD>
    <TD width="10%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="10%"
   ><FONT face=sans-serif size=1
     >1,682,500</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="1%"></TD>
    <TD width="5%"></TD>
    <TD width="1%"></TD>
    <TD width="42%"></TD>
    <TD width="2%"></TD>
    <TD width="12%"></TD>
    <TD width="4%"></TD>
    <TD width="9%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="4%"></TD>
    <TD width="10%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="49%" colSpan=4
   ><B><FONT face=sans-serif
      size=1>Building Products
      </FONT></B><FONT face=sans-serif size=1
     >(0.3%)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="10%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >1,250</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   ><FONT face=sans-serif
      size=1>Maax Holdings, Inc., Rule 144A,
      Senior</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="10%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   >&nbsp;<FONT face=sans-serif
      size=1>Discount Notes (Callable
      12/15/08 @ $105.62)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="10%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Canada) &#135;+</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(CCC+ , Caa1)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >12/15/12</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >0.000</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="10%"
   ><FONT face=sans-serif size=1
     >631,250</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="1%"></TD>
    <TD width="5%"></TD>
    <TD width="1%"></TD>
    <TD width="42%"></TD>
    <TD width="2%"></TD>
    <TD width="12%"></TD>
    <TD width="4%"></TD>
    <TD width="9%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="4%"></TD>
    <TD width="10%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="49%" colSpan=4
   ><B><FONT face=sans-serif
      size=1>Cable
      </FONT></B><FONT face=sans-serif size=1
     >(0.9%)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="10%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   ><FONT face=sans-serif
      size=1>Kabel Deutschland GmbH, Rule
      144A, Senior</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="10%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   >&nbsp;<FONT face=sans-serif
      size=1>Notes (Callable 07/01/09 @
      $105.31)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="10%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Germany) &#135;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(B- , B2)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >07/01/14</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >10.625</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="10%"
   ><FONT face=sans-serif size=1
     >1,110,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >1,350</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   ><FONT face=sans-serif
      size=1>Telenet Group Holding NV, Rule
      144A, Senior</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="10%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   >&nbsp;<FONT face=sans-serif
      size=1>Notes (Callable 12/15/08 @
      $105.75)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="10%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Belgium) &#135;+</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(CCC+ , Caa2)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >06/15/14</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >11.500</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="10%"
   ><FONT face=sans-serif size=1
     >1,093,500</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="1%"></TD>
    <TD width="5%"></TD>
    <TD width="1%"></TD>
    <TD width="42%"></TD>
    <TD width="2%"></TD>
    <TD width="12%"></TD>
    <TD width="4%"></TD>
    <TD width="9%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="4%"></TD>
    <TD width="10%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="10%"
   ><FONT face=sans-serif size=1
     >2,203,500</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="1%"></TD>
    <TD width="5%"></TD>
    <TD width="1%"></TD>
    <TD width="42%"></TD>
    <TD width="2%"></TD>
    <TD width="12%"></TD>
    <TD width="4%"></TD>
    <TD width="9%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="4%"></TD>
    <TD width="10%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="49%" colSpan=4
   ><B><FONT face=sans-serif
      size=1>Chemicals
      </FONT></B><FONT face=sans-serif size=1
     >(1.0%)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="10%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   ><FONT face=sans-serif
      size=1>Acetex Corp., Global Senior
      Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="10%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 08/19/05 @ $105.44)
      (Canada)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(NR , NR)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >08/01/09</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >10.875</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="10%"
   ><FONT face=sans-serif size=1
     >1,060,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >1,250</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   ><FONT face=sans-serif
      size=1>Rhodia SA, Global Senior Notes
      (France)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(CCC+ , B3)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >06/01/10</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >10.250</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="10%"
   ><FONT face=sans-serif size=1
     >1,353,125</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="1%"></TD>
    <TD width="5%"></TD>
    <TD width="1%"></TD>
    <TD width="42%"></TD>
    <TD width="2%"></TD>
    <TD width="12%"></TD>
    <TD width="4%"></TD>
    <TD width="9%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="4%"></TD>
    <TD width="10%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="10%"
   ><FONT face=sans-serif size=1
     >2,413,125</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="1%"></TD>
    <TD width="5%"></TD>
    <TD width="1%"></TD>
    <TD width="42%"></TD>
    <TD width="2%"></TD>
    <TD width="12%"></TD>
    <TD width="4%"></TD>
    <TD width="9%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="4%"></TD>
    <TD width="10%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="49%" colSpan=4
   ><B><FONT face=sans-serif
      size=1>Containers
      </FONT></B><FONT face=sans-serif size=1
     >(0.6%)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="10%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >1,250</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   ><FONT face=sans-serif
      size=1>Crown European Holdings SA,
      Global Secured</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="10%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
   >&nbsp;<FONT face=sans-serif
      size=1>Notes (Callable 03/01/07 @
      $104.75) (France)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(B+ , B1)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >03/01/11</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >9.500</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="10%"
   ><FONT face=sans-serif size=1
     >1,381,250</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="1%"></TD>
    <TD width="5%"></TD>
    <TD width="1%"></TD>
    <TD width="42%"></TD>
    <TD width="2%"></TD>
    <TD width="12%"></TD>
    <TD width="4%"></TD>
    <TD width="9%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="4%"></TD>
    <TD width="10%">
      <HR noShade SIZE=1>
    </TD></TR></TABLE><BR>
<HR align=center width="100%" color=#990033 noShade SIZE=3>
<PAGE><A name=page_15></A>
<TABLE cellSpacing=1 cellPadding=0 width=648 border=0
BASEBORDER="0">

  <TR vAlign=bottom>
    <TD noWrap align=middle width="6%" colSpan=2><B><FONT
      face=sans-serif size=1
     >Par</FONT></B>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><B><FONT
      face=sans-serif size=1
     >Ratings&#134;</FONT></B>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=middle width="6%" colSpan=2><B><FONT
      face=sans-serif size=1
     >(000)</FONT></B> </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><B><FONT
      face=sans-serif size=1
     >(S&amp;P/Moody&#146;s)</FONT></B>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=middle width="9%"><B><FONT
      face=sans-serif size=1
     >Maturity</FONT></B> </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><B><FONT
      face=sans-serif size=1
     >Rate%</FONT></B> </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><B><FONT
      face=sans-serif size=1
     >Value</FONT></B>&nbsp; </TD></TR>
  <TR>
    <TD width="6%" colSpan=2>
      <HR noShade SIZE=1>
    </TD>
    <TD width="1%"></TD>
    <TD width="42%"></TD>
    <TD width="2%"></TD>
    <TD width="12%">
      <HR noShade SIZE=1>
    </TD>
    <TD width="4%"></TD>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD>
    <TD width="4%"></TD>
    <TD width="5%">
      <HR noShade SIZE=1>
    </TD>
    <TD width="6%"></TD>
    <TD width="8%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="49%" colSpan=4
     ><B><FONT face=sans-serif size=1
     >FOREIGN CORPORATE BONDS</FONT></B>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="49%" colSpan=4
     ><B><FONT face=sans-serif size=1
     >Electronics/Information/Data Technology
      </FONT></B><FONT face=sans-serif size=1
     >(0.1%)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="6%" colSpan=2><FONT
      face=sans-serif size=1
     >$</FONT>&nbsp;&nbsp;&nbsp; <FONT face=sans-serif size=1
     >250</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"><FONT
      face=sans-serif size=1>Celestica, Inc.,
      Senior Subordinated Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
     >&nbsp;<FONT face=sans-serif size=1
     >(Callable 07/01/08 @ $103.94) (Canada) &#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B ,
      B2)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>07/01/11</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>7.875</FONT>&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>$&nbsp;&nbsp;
      258,750</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="1%"></TD>
    <TD width="5%"></TD>
    <TD width="1%"></TD>
    <TD width="42%"></TD>
    <TD width="2%"></TD>
    <TD width="12%"></TD>
    <TD width="4%"></TD>
    <TD width="9%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="6%"></TD>
    <TD width="8%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="49%" colSpan=4
     ><B><FONT face=sans-serif size=1
     >Food Processors/Beverage/Bottling
      </FONT></B><FONT face=sans-serif size=1
     >(0.5%)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>1,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="56%" colSpan=3
     ><FONT face=sans-serif size=1
     >Burns Philp Capital Property, Ltd., Global
      Company</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="56%" colSpan=3
     >&nbsp;<FONT face=sans-serif size=1
     >Guaranteed Notes (Callable 07/15/07 @ $104.88)</FONT>&nbsp;
    </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
     >&nbsp;<FONT face=sans-serif size=1
     >(Australia)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B ,
      B3)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>07/15/12</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>9.750</FONT>&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>1,095,000</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="1%"></TD>
    <TD width="5%"></TD>
    <TD width="1%"></TD>
    <TD width="42%"></TD>
    <TD width="2%"></TD>
    <TD width="12%"></TD>
    <TD width="4%"></TD>
    <TD width="9%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="6%"></TD>
    <TD width="8%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="49%" colSpan=4
     ><B><FONT face=sans-serif size=1
     >Gaming </FONT></B><FONT face=sans-serif size=1
     >(0.3%)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>750</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"><FONT
      face=sans-serif size=1>Kerzner
      International, Ltd., Global Company</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="56%" colSpan=3
     >&nbsp;<FONT face=sans-serif size=1
     >Guaranteed Notes (Callable 08/15/06 @ $104.44)</FONT>&nbsp;
    </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
     >&nbsp;<FONT face=sans-serif size=1
     >(Bahamas)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B ,
      B2)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>08/15/11</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>8.875</FONT>&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>806,250</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="1%"></TD>
    <TD width="5%"></TD>
    <TD width="1%"></TD>
    <TD width="42%"></TD>
    <TD width="2%"></TD>
    <TD width="12%"></TD>
    <TD width="4%"></TD>
    <TD width="9%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="6%"></TD>
    <TD width="8%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR>
    <TD width="99%" colSpan=12>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="49%" colSpan=4
     ><B><FONT face=sans-serif size=1
     >Industrial - Other </FONT></B><FONT
      face=sans-serif size=1
     >(0.0%)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>1,021</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"><FONT
      face=sans-serif size=1>International
      Utility Structures, Inc., Yankee</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
     >&nbsp;<FONT face=sans-serif size=1
     >Senior Subordinated Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
     >&nbsp;<FONT face=sans-serif size=1
     >(Callable 02/01/06 @ $100.00)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
     >&nbsp;<FONT face=sans-serif size=1
     >(Canada) &#248;^</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(NR ,
      NR)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>02/01/08</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>10.750</FONT>&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>10,205</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="1%"></TD>
    <TD width="5%"></TD>
    <TD width="1%"></TD>
    <TD width="42%"></TD>
    <TD width="2%"></TD>
    <TD width="12%"></TD>
    <TD width="4%"></TD>
    <TD width="9%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="6%"></TD>
    <TD width="8%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="49%" colSpan=4
     ><B><FONT face=sans-serif size=1
     >Leisure </FONT></B><FONT face=sans-serif size=1
     >(0.4%)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>1,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"><FONT
      face=sans-serif size=1>NCL Corporation,
      Ltd., Rule 144A, Senior Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
     >&nbsp;<FONT face=sans-serif size=1
     >(Callable 07/15/09 @ $105.31) (Bermuda) &#135;#</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B+ ,
      B2)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>07/15/14</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>11.625</FONT>&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>1,070,000</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="1%"></TD>
    <TD width="5%"></TD>
    <TD width="1%"></TD>
    <TD width="42%"></TD>
    <TD width="2%"></TD>
    <TD width="12%"></TD>
    <TD width="4%"></TD>
    <TD width="9%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="6%"></TD>
    <TD width="8%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="49%" colSpan=4
     ><B><FONT face=sans-serif size=1
     >Metals &amp; Mining </FONT></B><FONT
      face=sans-serif size=1
     >(0.8%)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>1,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"><FONT
      face=sans-serif size=1>Gerdau
      Ameristeel Corp., Global Senior Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
     >&nbsp;<FONT face=sans-serif size=1
     >(Callable 07/15/07 @ $105.38) (Canada)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(BB- ,
      Ba3)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>07/15/11</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>10.375</FONT>&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>1,110,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>650</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"><FONT
      face=sans-serif size=1>Ispat Inland
      ULC, Global Secured Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
     >&nbsp;<FONT face=sans-serif size=1
     >(Callable 04/01/09 @ $104.88) (Canada)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(BBB+ ,
      Ba1)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>04/01/14</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>9.750</FONT>&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>770,250</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="1%"></TD>
    <TD width="5%"></TD>
    <TD width="1%"></TD>
    <TD width="42%"></TD>
    <TD width="2%"></TD>
    <TD width="12%"></TD>
    <TD width="4%"></TD>
    <TD width="9%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="6%"></TD>
    <TD width="8%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>1,880,250</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="1%"></TD>
    <TD width="5%"></TD>
    <TD width="1%"></TD>
    <TD width="42%"></TD>
    <TD width="2%"></TD>
    <TD width="12%"></TD>
    <TD width="4%"></TD>
    <TD width="9%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="6%"></TD>
    <TD width="8%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="49%" colSpan=4
     ><B><FONT face=sans-serif size=1
     >Paper &amp; Forest Products </FONT></B><FONT
      face=sans-serif size=1
     >(1.8%)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>600</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"><FONT
      face=sans-serif size=1
     >Abitibi-Consolidated, Inc., Global Notes
      (Canada)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(BB- ,
      Ba3)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>06/15/11</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>7.750</FONT>&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>615,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>400</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"><FONT
      face=sans-serif size=1
     >Abitibi-Consolidated, Inc., Yankee Senior Notes</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
     >&nbsp;<FONT face=sans-serif size=1
     >(Canada) &#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(BB- ,
      Ba3)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>04/01/15</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>8.375</FONT>&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>418,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>750</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"><FONT
      face=sans-serif size=1>Fraser Papers,
      Inc., Rule 144A, Senior Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
     >&nbsp;<FONT face=sans-serif size=1
     >(Callable 03/15/10 @ $104.38) (Canada) &#135;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B ,
      B3)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>03/15/15</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>8.750</FONT>&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>675,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>750</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"><FONT
      face=sans-serif size=1>JSG Funding PLC,
      Global Senior Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
     >&nbsp;<FONT face=sans-serif size=1
     >(Callable 10/01/07 @ $104.81) (Ireland)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B- ,
      B3)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>10/01/12</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>9.625</FONT>&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>761,250</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>1,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"><FONT
      face=sans-serif size=1>JSG Funding PLC,
      Global Senior Subordinated</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
     >&nbsp;<FONT face=sans-serif size=1
     >Notes (Callable 01/31/10 @ $103.88)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
     >&nbsp;<FONT face=sans-serif size=1
     >(Ireland) &#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(NR ,
      Caa1)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>04/01/15</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>7.750</FONT>&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>855,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>1,200</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"><FONT
      face=sans-serif size=1>Tembec
      Industries, Inc., Yankee Company</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="56%" colSpan=3
     >&nbsp;<FONT face=sans-serif size=1
     >Guaranteed Notes (Callable 10/03/05 @ $102.88)</FONT>&nbsp;
    </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
     >&nbsp;<FONT face=sans-serif size=1
     >(Canada) &#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B ,
      B3)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>06/30/09</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>8.625</FONT>&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>1,023,000</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="1%"></TD>
    <TD width="5%"></TD>
    <TD width="1%"></TD>
    <TD width="42%"></TD>
    <TD width="2%"></TD>
    <TD width="12%"></TD>
    <TD width="4%"></TD>
    <TD width="9%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="6%"></TD>
    <TD width="8%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>4,347,250</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="1%"></TD>
    <TD width="5%"></TD>
    <TD width="1%"></TD>
    <TD width="42%"></TD>
    <TD width="2%"></TD>
    <TD width="12%"></TD>
    <TD width="4%"></TD>
    <TD width="9%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="6%"></TD>
    <TD width="8%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="49%" colSpan=4
     ><B><FONT face=sans-serif size=1
     >Retail-Food &amp; Drug </FONT></B><FONT
      face=sans-serif size=1
     >(0.4%)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>1,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"><FONT
      face=sans-serif size=1>Jean Coutu Group
      (PJC), Inc., Global Senior</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="56%" colSpan=3
     >&nbsp;<FONT face=sans-serif size=1
     >Subordinated Notes (Callable 08/01/09 @ $104.25)</FONT>&nbsp;
    </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
     >&nbsp;<FONT face=sans-serif size=1
     >(Canada)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B ,
      B3)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>08/01/14</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>8.500</FONT>&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>996,250</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="1%"></TD>
    <TD width="5%"></TD>
    <TD width="1%"></TD>
    <TD width="42%"></TD>
    <TD width="2%"></TD>
    <TD width="12%"></TD>
    <TD width="4%"></TD>
    <TD width="9%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="6%"></TD>
    <TD width="8%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="49%" colSpan=4
     ><B><FONT face=sans-serif size=1
     >Satellite </FONT></B><FONT face=sans-serif
      size=1>(1.0%)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>1,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"><FONT
      face=sans-serif size=1>Intelsat
      Bermuda, Ltd., Rule 144A, Senior Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
     >&nbsp;<FONT face=sans-serif size=1
     >(Callable 07/15/06 @ $102.00) (Bermuda) &#135;#</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B+ ,
      B2)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>01/15/12</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>9.695</FONT>&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>1,025,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>1,700</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="56%" colSpan=3
     ><FONT face=sans-serif size=1
     >New Asat, Ltd., Global Company Guaranteed Notes</FONT>&nbsp;
    </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
     >&nbsp;<FONT face=sans-serif size=1
     >(Callable 02/01/08 @ $104.63)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%"
     >&nbsp;<FONT face=sans-serif size=1
     >(Cayman Islands)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B- ,
      B3)</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="9%"><FONT face=sans-serif
      size=1>02/01/11</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"><FONT face=sans-serif
      size=1>9.250</FONT>&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>1,436,500</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="1%"></TD>
    <TD width="5%"></TD>
    <TD width="1%"></TD>
    <TD width="42%"></TD>
    <TD width="2%"></TD>
    <TD width="12%"></TD>
    <TD width="4%"></TD>
    <TD width="9%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="6%"></TD>
    <TD width="8%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="42%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="12%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="9%">&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%">&nbsp; </TD>
    <TD width="6%">&nbsp; </TD>
    <TD noWrap align=right width="8%"><FONT face=sans-serif
      size=1>2,461,500</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="1%"></TD>
    <TD width="5%"></TD>
    <TD width="1%"></TD>
    <TD width="42%"></TD>
    <TD width="2%"></TD>
    <TD width="12%"></TD>
    <TD width="4%"></TD>
    <TD width="9%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="6%"></TD>
    <TD width="8%">
      <HR noShade SIZE=1>
    </TD></TR></TABLE><BR>
<HR align=center width="100%" color=#990033 noShade SIZE=3>
<PAGE><A name=page_16></A>
<TABLE cellSpacing=1 cellPadding=0 width=648 border=0
BASEBORDER="0">

  <TR vAlign=bottom>
    <TD noWrap align=middle width="9%" colSpan=2
   >&nbsp; <B><FONT face=sans-serif size=1
     >Par</FONT></B>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><B><FONT face=sans-serif size=1
     >Ratings&#134;</FONT></B>&nbsp;
    </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=middle width="9%" colSpan=2
   >&nbsp; <B><FONT face=sans-serif size=1
     >(000)</FONT></B>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><B><FONT face=sans-serif size=1

     >(S&amp;P/Moody&#146;s)</FONT></B>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=middle width="7%"
   ><B><FONT face=sans-serif size=1
     >Maturity</FONT></B> </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><B><FONT face=sans-serif size=1
     >Rate%</FONT></B> </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   >&nbsp;<B><FONT
      face=sans-serif size=1
     >Value</FONT></B>&nbsp; </TD></TR>
  <TR>
    <TD width="9%" colSpan=2>
      <HR noShade SIZE=1>
    </TD>
    <TD width="1%"></TD>
    <TD width="41%"></TD>
    <TD width="1%"></TD>
    <TD width="12%">
      <HR noShade SIZE=1>
    </TD>
    <TD width="5%"></TD>
    <TD width="7%">
      <HR noShade SIZE=1>
    </TD>
    <TD width="4%"></TD>
    <TD width="5%">
      <HR noShade SIZE=1>
    </TD>
    <TD width="5%"></TD>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="51%" colSpan=4
   ><B><FONT face=sans-serif
      size=1>FOREIGN CORPORATE
      BONDS</FONT></B>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="51%" colSpan=4
   ><B><FONT face=sans-serif
      size=1>Technology
      </FONT></B><FONT face=sans-serif size=1
     >(0.7%)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="9%" colSpan=2
   ><FONT face=sans-serif size=1

     >$</FONT>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <FONT
      face=sans-serif size=1>750</FONT>&nbsp;
    </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>Danka Business Systems PLC,
      Global Senior</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>Notes (Callable 06/15/07 @
      $105.50)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>(United Kingdom)</FONT>&nbsp;
</TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(B , B3)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >06/15/10</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >11.000</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >$&nbsp;&nbsp;&nbsp;&nbsp;
      596,250</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>Flextronics International, Ltd.,
      Global</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>Senior Subordinated
      Notes</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Callable 11/15/09 @ $103.13)
      (Singapore)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(BB- , Ba2)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >11/15/14</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >6.250</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >995,000</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="1%"></TD>
    <TD width="8%"></TD>
    <TD width="1%"></TD>
    <TD width="41%"></TD>
    <TD width="1%"></TD>
    <TD width="12%"></TD>
    <TD width="5%"></TD>
    <TD width="7%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="5%"></TD>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >1,591,250</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="1%"></TD>
    <TD width="8%"></TD>
    <TD width="1%"></TD>
    <TD width="41%"></TD>
    <TD width="1%"></TD>
    <TD width="12%"></TD>
    <TD width="5%"></TD>
    <TD width="7%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="5%"></TD>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="51%" colSpan=4
   ><B><FONT face=sans-serif
      size=1
     >Transportation/Other </FONT></B><FONT face=sans-serif size=1
     >(0.8%)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >445</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>Sea Containers, Ltd., Series B,
      Yankee Senior</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>Notes (Bermuda)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(B , B3)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >02/15/08</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >7.875</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >440,550</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >1,100</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>Ship Finance International,
      Ltd., Global Senior</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>Notes (Callable 12/15/08 @
      $104.25)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Bermuda)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(B , B1)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >12/15/13</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >8.500</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >1,058,750</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >500</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>Titan Petrochemicals Group,
      Ltd., Rule 144A,</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>Company Guaranteed Notes
      (Bermuda) &#135;</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(B+ , B1)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >03/18/12</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >8.500</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >472,500</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="1%"></TD>
    <TD width="8%"></TD>
    <TD width="1%"></TD>
    <TD width="41%"></TD>
    <TD width="1%"></TD>
    <TD width="12%"></TD>
    <TD width="5%"></TD>
    <TD width="7%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="5%"></TD>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >1,971,800</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="1%"></TD>
    <TD width="8%"></TD>
    <TD width="1%"></TD>
    <TD width="41%"></TD>
    <TD width="1%"></TD>
    <TD width="12%"></TD>
    <TD width="5%"></TD>
    <TD width="7%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="5%"></TD>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="51%" colSpan=4
   ><B><FONT face=sans-serif
      size=1>Wireless
      </FONT></B><FONT face=sans-serif size=1
     >(0.6%)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >750</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>Millicom International Cellular
      SA, Global Senior</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>Notes (Callable 12/01/08 @
      $105.00)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>(Luxembourg) #</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(B- , B3)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >12/01/13</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >10.000</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >780,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >500</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>Rogers Wireless Communications,
      Inc., Global</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>Secured Notes
      (Canada)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=middle width="12%"
   ><FONT face=sans-serif size=1
     >(BB , Ba3)</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="7%"
   ><FONT face=sans-serif size=1
     >03/15/15</FONT>&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=right width="5%"
   ><FONT face=sans-serif size=1
     >7.500</FONT>&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >548,750</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="1%"></TD>
    <TD width="8%"></TD>
    <TD width="1%"></TD>
    <TD width="41%"></TD>
    <TD width="1%"></TD>
    <TD width="12%"></TD>
    <TD width="5%"></TD>
    <TD width="7%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="5%"></TD>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >1,328,750</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="1%"></TD>
    <TD width="8%"></TD>
    <TD width="1%"></TD>
    <TD width="41%"></TD>
    <TD width="1%"></TD>
    <TD width="12%"></TD>
    <TD width="5%"></TD>
    <TD width="7%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="5%"></TD>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="51%" colSpan=4
   ><B><FONT face=sans-serif
      size=1>TOTAL FOREIGN
      CORPORATE BONDS </FONT></B><FONT face=sans-serif size=1
     >(Cost $27,296,965)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >26,996,880</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="51%" colSpan=4
   ></TD>
    <TD width="1%"></TD>
    <TD width="12%"></TD>
    <TD width="5%"></TD>
    <TD width="7%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="5%"></TD>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=middle width="9%" colSpan=2
   ><B><FONT face=sans-serif size=1
     >Number of</FONT></B>&nbsp;
    </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=middle width="9%" colSpan=2
   ><B><FONT face=sans-serif size=1
     >Shares</FONT></B>&nbsp;
</TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR>
    <TD width="9%" colSpan=2>
      <HR noShade SIZE=1>
    </TD>
    <TD width="1%"></TD>
    <TD width="41%"></TD>
    <TD width="1%"></TD>
    <TD width="12%"></TD>
    <TD width="5%"></TD>
    <TD width="7%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="5%"></TD>
    <TD width="9%"></TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="51%" colSpan=4
   ><B><FONT face=sans-serif
      size=1>COMMON STOCKS
      </FONT></B><FONT face=sans-serif size=1
     >(1.1%)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="51%" colSpan=4
   ><B><FONT face=sans-serif
      size=1>Automobile
      Manufacturing/Vehicle Parts </FONT></B><FONT face=sans-serif size=1
     >(0.0%)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >774,557</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>Cambridge Industries Liquidating
      Trust ^*</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >7,746</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="1%"></TD>
    <TD width="8%"></TD>
    <TD width="1%"></TD>
    <TD width="41%"></TD>
    <TD width="1%"></TD>
    <TD width="12%"></TD>
    <TD width="5%"></TD>
    <TD width="7%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="5%"></TD>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="51%" colSpan=4
   ><B><FONT face=sans-serif
      size=1>Chemicals
      </FONT></B><FONT face=sans-serif size=1
     >(0.1%)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >4,893</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>Huntsman Corp. *</FONT>&nbsp;
</TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >113,958</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="1%"></TD>
    <TD width="8%"></TD>
    <TD width="1%"></TD>
    <TD width="41%"></TD>
    <TD width="1%"></TD>
    <TD width="12%"></TD>
    <TD width="5%"></TD>
    <TD width="7%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="5%"></TD>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="51%" colSpan=4
   ><B><FONT face=sans-serif
      size=1>Diversified
      Telecommunications </FONT></B><FONT face=sans-serif size=1
     >(0.3%)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >233,772</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>Versatel Telecom International
      NV *</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >621,853</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="1%"></TD>
    <TD width="8%"></TD>
    <TD width="1%"></TD>
    <TD width="41%"></TD>
    <TD width="1%"></TD>
    <TD width="12%"></TD>
    <TD width="5%"></TD>
    <TD width="7%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="5%"></TD>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="51%" colSpan=4
   ><B><FONT face=sans-serif
      size=1>Food
      Processors/Beverage/Bottling </FONT></B><FONT face=sans-serif size=1
     >(0.4%)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >1,291</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>Archibald Candy Corp.
      ^*</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >0</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >845</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>Crunch Equity Holdings, Class A
      *</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >1,035,086</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="1%"></TD>
    <TD width="8%"></TD>
    <TD width="1%"></TD>
    <TD width="41%"></TD>
    <TD width="1%"></TD>
    <TD width="12%"></TD>
    <TD width="5%"></TD>
    <TD width="7%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="5%"></TD>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >1,035,086</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="1%"></TD>
    <TD width="8%"></TD>
    <TD width="1%"></TD>
    <TD width="41%"></TD>
    <TD width="1%"></TD>
    <TD width="12%"></TD>
    <TD width="5%"></TD>
    <TD width="7%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="5%"></TD>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="51%" colSpan=4
   ><B><FONT face=sans-serif
      size=1>Wireless
      </FONT></B><FONT face=sans-serif size=1
     >(0.3%)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >99,764</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>Dobson Communications Corp.,
      Class A *</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >703,336</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="1%"></TD>
    <TD width="8%"></TD>
    <TD width="1%"></TD>
    <TD width="41%"></TD>
    <TD width="1%"></TD>
    <TD width="12%"></TD>
    <TD width="5%"></TD>
    <TD width="7%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="5%"></TD>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="51%" colSpan=4
   ><B><FONT face=sans-serif
      size=1>TOTAL COMMON STOCKS
      </FONT></B><FONT face=sans-serif size=1
     >(Cost $2,949,016)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >2,481,979</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="51%" colSpan=4
   ></TD>
    <TD width="1%"></TD>
    <TD width="12%"></TD>
    <TD width="5%"></TD>
    <TD width="7%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="5%"></TD>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="51%" colSpan=4
   ><B><FONT face=sans-serif
      size=1>WARRANTS
      </FONT></B><FONT face=sans-serif size=1
     >(0.0%)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="51%" colSpan=4
   ><B><FONT face=sans-serif
      size=1>Broadband
      </FONT></B><FONT face=sans-serif size=1
     >(0.0%)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >6,750</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>GT Group Telecom, Inc., Rule
      144A, strike</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="9%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp;<FONT face=sans-serif
      size=1>price $0.00, expires 02/01/10
      &#135;^*</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >0</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >5,980</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   ><FONT face=sans-serif
      size=1>Ono Finance PLC, expires
      05/31/09 *</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >60</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="1%"></TD>
    <TD width="8%"></TD>
    <TD width="1%"></TD>
    <TD width="41%"></TD>
    <TD width="1%"></TD>
    <TD width="12%"></TD>
    <TD width="5%"></TD>
    <TD width="7%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="5%"></TD>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="1%"
   >&nbsp; </TD>
    <TD noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="41%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=left width="7%"
   >&nbsp; </TD>
    <TD width="4%">&nbsp; </TD>
    <TD noWrap align=left width="5%"
   >&nbsp; </TD>
    <TD width="5%">&nbsp; </TD>
    <TD noWrap align=right width="9%"
   ><FONT face=sans-serif size=1
     >60</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="1%"></TD>
    <TD width="8%"></TD>
    <TD width="1%"></TD>
    <TD width="41%"></TD>
    <TD width="1%"></TD>
    <TD width="12%"></TD>
    <TD width="5%"></TD>
    <TD width="7%"></TD>
    <TD width="4%"></TD>
    <TD width="5%"></TD>
    <TD width="5%"></TD>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD></TR></TABLE><BR>
<HR align=center width="100%" color=#990033 noShade SIZE=3>
<PAGE><A name=page_17></A>
<TABLE cellSpacing=1 cellPadding=0 width=648 border=0
BASEBORDER="0">

  <TR vAlign=bottom>
    <TD noWrap align=middle width="10%"
   ><B><FONT face=sans-serif
      size=1>Number
      of</FONT></B>&nbsp; </TD>
    <TD width="1%"></TD>
    <TD noWrap align=left width="46%" background=""
   >&nbsp;</TD>
    <TD width="31%">&nbsp; </TD>
    <TD noWrap align=left width="11%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=middle width="10%"
   ><B><FONT face=sans-serif size=1
     >Shares</FONT></B>&nbsp;
</TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="46%"
   >&nbsp; </TD>
    <TD width="31%">&nbsp; </TD>
    <TD noWrap align=right width="11%"
   ><B><FONT face=sans-serif size=1
     >Value</FONT></B>&nbsp;
  </TD></TR>
  <TR>
    <TD width="10%">
      <HR noShade SIZE=1>
    </TD>
    <TD width="1%"></TD>
    <TD width="46%"></TD>
    <TD width="31%"></TD>
    <TD width="11%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="57%" colSpan=3
   ><B><FONT face=sans-serif size=1
     >WARRANTS</FONT></B>&nbsp;
      &nbsp; </TD>
    <TD width="31%">&nbsp; </TD>
    <TD noWrap align=left width="11%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="57%" colSpan=3
   ><B><FONT face=sans-serif
      size=1>Diversified
      Telecommunications </FONT></B><FONT face=sans-serif size=1
     >(0.0%)</FONT>&nbsp; </TD>
    <TD width="31%">&nbsp; </TD>
    <TD noWrap align=left width="11%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="10%"

     >&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<FONT
      face=sans-serif size=1
     >3,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="46%"
   ><FONT face=sans-serif
      size=1>Versatel Telecom International
      NV, strike price $2.81,</FONT>&nbsp; </TD>
    <TD width="31%">&nbsp; </TD>
    <TD noWrap align=left width="11%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="10%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="46%"
   >&nbsp;<FONT face=sans-serif
      size=1>expires 05/15/08 *</FONT>&nbsp;
    </TD>
    <TD width="31%">&nbsp; </TD>
    <TD noWrap align=right width="11%"
   ><FONT face=sans-serif size=1

     >$&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
      62,982</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="10%"></TD>
    <TD width="1%"></TD>
    <TD width="46%"></TD>
    <TD width="31%"></TD>
    <TD width="11%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="57%" colSpan=3
   ><B><FONT face=sans-serif
      size=1>Gaming
      </FONT></B><FONT face=sans-serif size=1
     >(0.0%)</FONT>&nbsp; </TD>
    <TD width="31%">&nbsp; </TD>
    <TD noWrap align=left width="11%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="10%"
   ><FONT face=sans-serif size=1
     >106</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="46%"
   ><FONT face=sans-serif
      size=1>Windsor Woodmont Black Hawk,
      strike price $0.01,</FONT>&nbsp; </TD>
    <TD width="31%">&nbsp; </TD>
    <TD noWrap align=left width="11%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="10%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="46%"
   >&nbsp;<FONT face=sans-serif
      size=1>expires 03/15/10 ^*</FONT>&nbsp;
    </TD>
    <TD width="31%">&nbsp; </TD>
    <TD noWrap align=right width="11%"
   ><FONT face=sans-serif size=1
     >0</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="10%"></TD>
    <TD width="1%"></TD>
    <TD width="46%"></TD>
    <TD width="31%"></TD>
    <TD width="11%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="57%" colSpan=3
   ><B><FONT face=sans-serif
      size=1>Restaurants
      </FONT></B><FONT face=sans-serif size=1
     >(0.0%)</FONT>&nbsp; </TD>
    <TD width="31%">&nbsp; </TD>
    <TD noWrap align=left width="11%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="10%"
   ><FONT face=sans-serif size=1
     >336</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="46%"
   ><FONT face=sans-serif
      size=1>New World Restaurant Group,
      Inc., strike price $13.00,</FONT>&nbsp; </TD>
    <TD width="31%">&nbsp; </TD>
    <TD noWrap align=left width="11%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="10%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="46%"
   >&nbsp;<FONT face=sans-serif
      size=1>expires 06/20/06 *</FONT>&nbsp;
    </TD>
    <TD width="31%">&nbsp; </TD>
    <TD noWrap align=right width="11%"
   ><FONT face=sans-serif size=1
     >3</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="10%"></TD>
    <TD width="1%"></TD>
    <TD width="46%"></TD>
    <TD width="31%"></TD>
    <TD width="11%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="57%" colSpan=3
   ><B><FONT face=sans-serif
      size=1>Technology
      </FONT></B><FONT face=sans-serif size=1
     >(0.0%)</FONT>&nbsp; </TD>
    <TD width="31%">&nbsp; </TD>
    <TD noWrap align=left width="11%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="10%"
   >&nbsp; &nbsp; &nbsp;
      &nbsp;<FONT face=sans-serif size=1
     >5,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="46%"
   ><FONT face=sans-serif
      size=1>Asat Finance LLC, Rule 144A,
      strike price $18.60,</FONT>&nbsp; </TD>
    <TD width="31%">&nbsp; </TD>
    <TD noWrap align=left width="11%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="10%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="46%"
   >&nbsp;<FONT face=sans-serif
      size=1>expires 11/01/06 &#135;*</FONT>&nbsp;
    </TD>
    <TD width="31%">&nbsp; </TD>
    <TD noWrap align=right width="11%"
   ><FONT face=sans-serif size=1
     >625</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="10%"
   ><FONT face=sans-serif size=1
     >204,293</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="46%"
   ><FONT face=sans-serif
      size=1>Viasystems, Inc., strike price
      $25.31, expires 01/31/10 ^*</FONT>&nbsp; </TD>
    <TD width="31%">&nbsp; </TD>
    <TD noWrap align=right width="11%"
   ><FONT face=sans-serif size=1
     >2,043</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="10%"></TD>
    <TD width="1%"></TD>
    <TD width="46%"></TD>
    <TD width="31%"></TD>
    <TD width="11%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="10%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="46%"
   >&nbsp; </TD>
    <TD width="31%">&nbsp; </TD>
    <TD noWrap align=right width="11%"
   ><FONT face=sans-serif size=1
     >2,668</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="10%"></TD>
    <TD width="1%"></TD>
    <TD width="46%"></TD>
    <TD width="31%"></TD>
    <TD width="11%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="57%" colSpan=3
   ><B><FONT face=sans-serif
      size=1>TOTAL WARRANTS
      </FONT></B><FONT face=sans-serif size=1
     >(Cost $3,938,143)</FONT>&nbsp; </TD>
    <TD width="31%">&nbsp; </TD>
    <TD noWrap align=right width="11%"
   ><FONT face=sans-serif size=1
     >65,713</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="57%" colSpan=3
   ></TD>
    <TD width="31%"></TD>
    <TD width="11%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="57%" colSpan=3
   ><B><FONT face=sans-serif
      size=1>REPURCHASE
      AGREEMENTS </FONT></B><FONT face=sans-serif size=1
     >(21.8%)</FONT>&nbsp; </TD>
    <TD width="31%">&nbsp; </TD>
    <TD noWrap align=left width="11%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="10%"
   ><FONT size=1><FONT
      face=sans-serif><FONT face="Times New Roman"
      size=3>&nbsp;</FONT>2,341,527&nbsp; </FONT></FONT></TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="46%"
   ><FONT size=1><FONT
      face=sans-serif>Bear Stearns &amp; Co., 2.48%,</FONT><FONT
      face="Times New Roman" size=3> </FONT></FONT></TD>
    <TD width="31%">&nbsp; </TD>
    <TD noWrap align=left width="11%"
   ><FONT size=1><FONT face=sans-serif>&nbsp;
      </FONT></FONT></TD></TR>
  <TR>
    <TD noWrap align=right width="10%" background=""
   ></TD>
    <TD width="1%" background=""
   ></TD>
    <TD noWrap align=left width="46%" background=""
   ><FONT size=1><FONT face=sans-serif>Dated
      07/31/05, due 08/01/05,</FONT><FONT face="Times New Roman" size=3>
      </FONT></FONT></TD>
    <TD width="31%" background=""
   ></TD>
    <TD noWrap align=left width="11%" background=""
   ></TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="10%"
   ><FONT size=1><FONT face=sans-serif>&nbsp;
      </FONT></FONT></TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="46%"
   ><FONT size=1><FONT
      face=sans-serif>proceeds at maturity $2,342,012,</FONT><FONT
      face="Times New Roman" size=3> </FONT></FONT></TD>
    <TD width="31%">&nbsp; </TD>
    <TD noWrap align=left width="11%"
   ><FONT size=1><FONT face=sans-serif>&nbsp;
      </FONT></FONT></TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="10%"
   ><FONT size=1><FONT face=sans-serif>&nbsp;
      </FONT></FONT></TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="46%"
   ><FONT size=1><FONT
      face=sans-serif>(fully collateralized by</FONT><FONT
      face="Times New Roman" size=3> </FONT></FONT></TD>
    <TD width="31%">&nbsp; </TD>
    <TD noWrap align=left width="11%"
   ><FONT size=1><FONT face=sans-serif>&nbsp;
      </FONT></FONT></TD></TR>
  <TR>
    <TD noWrap align=right width="10%" background=""
   ></TD>
    <TD width="1%" background=""
   ></TD>
    <TD noWrap align=left width="46%" background=""
   ><FONT size=1><FONT face=sans-serif>U.S.
      Treasury Strips, due 08/15/20,</FONT><FONT face="Times New Roman" size=3>
      </FONT></FONT></TD>
    <TD width="31%" background=""
   ></TD>
    <TD noWrap align=left width="11%" background=""
   ></TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="10%"
   ><FONT size=1><FONT face=sans-serif>&nbsp;
      </FONT></FONT></TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="46%"
   ><FONT size=1><FONT
      face=sans-serif>FNMA, due 10/25/31,</FONT><FONT face="Times New Roman"
      size=3> </FONT></FONT></TD>
    <TD width="31%">&nbsp; </TD>
    <TD noWrap align=left width="11%"
   ><FONT size=1><FONT face=sans-serif>&nbsp;
      </FONT></FONT></TD></TR>
  <TR>
    <TD noWrap align=right width="10%" background=""
   ></TD>
    <TD width="1%" background=""
   ></TD>
    <TD noWrap align=left width="46%" background=""
   ><FONT size=1><FONT face=sans-serif>Market
      Value of collateral</FONT><FONT face="Times New Roman" size=3>
      </FONT></FONT></TD>
    <TD width="31%" background=""
   ></TD>
    <TD noWrap align=left width="11%" background=""
   ></TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="10%"
   ><FONT size=1><FONT face=sans-serif>&nbsp;
      </FONT></FONT></TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="46%"
   ><FONT size=1><FONT
      face=sans-serif>is $2,410,022), &#167;&#167;</FONT><FONT face="Times New Roman"
      size=3> </FONT></FONT></TD>
    <TD width="31%">&nbsp; </TD>
    <TD noWrap align=right width="11%"
   ><FONT size=1><FONT
      face=sans-serif>2,341,527<FONT face="Times New Roman" size=3>&nbsp;</FONT>
      </FONT></FONT></TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="10%"
   ><FONT size=1><FONT
      face=sans-serif><FONT face="Times New Roman"
      size=3>&nbsp;</FONT>42,761,944&nbsp; </FONT></FONT></TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="46%"
   ><FONT size=1><FONT
      face=sans-serif>Bear Stearns &amp; Co., 3.31%,</FONT><FONT
      face="Times New Roman" size=3> </FONT></FONT></TD>
    <TD width="31%">&nbsp; </TD>
    <TD noWrap align=left width="11%"
   ><FONT size=1><FONT face=sans-serif>&nbsp;
      </FONT></FONT></TD></TR>
  <TR>
    <TD noWrap align=right width="10%" background=""
   ></TD>
    <TD width="1%" background=""
   ></TD>
    <TD noWrap align=left width="46%" background=""
   ><FONT size=1><FONT face=sans-serif>Dated
      07/31/05, due 08/01/05,</FONT><FONT face="Times New Roman" size=3>
      </FONT></FONT></TD>
    <TD width="31%" background=""
   ></TD>
    <TD noWrap align=left width="11%" background=""
   ></TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="10%"
   ><FONT size=1><FONT face=sans-serif>&nbsp;
      </FONT></FONT></TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="46%"
   ><FONT size=1><FONT
      face=sans-serif>proceeds at maturity $42,773,748,&nbsp;<FONT
      face="Times New Roman" size=3>&nbsp;</FONT> </FONT></FONT></TD>
    <TD width="31%">&nbsp; </TD>
    <TD noWrap align=left width="11%"
   ><FONT size=1><FONT face=sans-serif>&nbsp;
      </FONT></FONT></TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="10%"
   ><FONT size=1><FONT face=sans-serif>&nbsp;
      </FONT></FONT></TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="46%"
   ><FONT size=1><FONT
      face=sans-serif>(fully collateralized by&nbsp;&nbsp;&nbsp;</FONT><FONT
      face="Times New Roman" size=3> </FONT></FONT></TD>
    <TD width="31%">&nbsp; </TD>
    <TD noWrap align=left width="11%"
   ><FONT size=1><FONT face=sans-serif>&nbsp;
      </FONT></FONT></TD></TR>
  <TR>
    <TD noWrap align=right width="10%" background=""
   ></TD>
    <TD width="1%" background=""
   ></TD>
    <TD noWrap align=left width="46%" background=""
   ><FONT size=1><FONT face=sans-serif>FNMA,
      due 10/25/31,</FONT><FONT face="Times New Roman" size=3> </FONT></FONT></TD>
    <TD width="31%" background=""
   ></TD>
    <TD noWrap align=left width="11%" background=""
   ></TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="10%"
   ><FONT size=1><FONT face=sans-serif>&nbsp;
      </FONT></FONT></TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="46%"
   ><FONT size=1><FONT
      face=sans-serif>FHLMC, due 06/15/31,&nbsp;&nbsp;</FONT><FONT
      face="Times New Roman" size=3> </FONT></FONT></TD>
    <TD width="31%">&nbsp; </TD>
    <TD noWrap align=left width="11%"
   ><FONT size=1><FONT face=sans-serif>&nbsp;
      </FONT></FONT></TD></TR>
  <TR>
    <TD noWrap align=right width="10%" background=""
   ></TD>
    <TD width="1%" background=""
   ></TD>
    <TD noWrap align=left width="46%" background=""
   ><FONT size=1><FONT face=sans-serif>GNMA,
      due 03/20/32,</FONT><FONT face="Times New Roman" size=3> </FONT></FONT></TD>
    <TD width="31%" background=""
   ></TD>
    <TD noWrap align=left width="11%" background=""
   ></TD></TR>
  <TR>
    <TD noWrap align=right width="10%" background=""
   ></TD>
    <TD width="1%" background=""
   ></TD>
    <TD noWrap align=left width="46%" background=""
   ><FONT size=1><FONT face=sans-serif>FHLMC,
      due 02/15/32,</FONT><FONT face="Times New Roman" size=3> </FONT></FONT></TD>
    <TD width="31%" background=""
   ></TD>
    <TD noWrap align=left width="11%" background=""
   ></TD></TR>
  <TR>
    <TD noWrap align=right width="10%" background=""
   ></TD>
    <TD width="1%" background=""
   ></TD>
    <TD noWrap align=left width="46%" background=""
   ><FONT size=1><FONT face=sans-serif>FNMA,
      due 08/25/32,</FONT><FONT face="Times New Roman" size=3> </FONT></FONT></TD>
    <TD width="31%" background=""
   ></TD>
    <TD noWrap align=left width="11%" background=""
   ></TD></TR>
  <TR>
    <TD noWrap align=right width="10%" background=""
   ></TD>
    <TD width="1%" background=""
   ></TD>
    <TD noWrap align=left width="46%" background=""
   ><FONT size=1><FONT face=sans-serif>FNMA,
      due01/01/33,</FONT><FONT face="Times New Roman" size=3> </FONT></FONT></TD>
    <TD width="31%" background=""
   ></TD>
    <TD noWrap align=left width="11%" background=""
   ></TD></TR>
  <TR>
    <TD noWrap align=right width="10%" background=""
   ></TD>
    <TD width="1%" background=""
   ></TD>
    <TD noWrap align=left width="46%" background=""
   ><FONT size=1><FONT face=sans-serif>Market
      Value of collareral</FONT><FONT face="Times New Roman" size=3>
      </FONT></FONT></TD>
    <TD width="31%" background=""
   ></TD>
    <TD noWrap align=left width="11%" background=""
   ></TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="10%"
   ><FONT size=1><FONT face=sans-serif>&nbsp;
      </FONT></FONT></TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="46%"
   ><FONT size=1><FONT
      face=sans-serif>is $43,840,057),&nbsp;&#167;&#167;</FONT><FONT
      face="Times New Roman" size=3> </FONT></FONT></TD>
    <TD width="31%">&nbsp; </TD>
    <TD noWrap align=right width="11%"
   ><FONT size=1><FONT
      face=sans-serif>42,761,944<FONT face="Times New Roman"
      size=3>&nbsp;</FONT> </FONT></FONT></TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="10%"
   ><FONT size=1><FONT
      face=sans-serif><FONT face="Times New Roman" size=3><FONT face=Arial
      size=1>7,004,120</FONT>&nbsp;</FONT> </FONT></FONT></TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="46%"
   ><FONT size=1><FONT
      face=sans-serif>Bear Stearns &amp; Co.,
      3.25%,&nbsp;&nbsp;&nbsp;</FONT><FONT face="Times New Roman" size=3>
      </FONT></FONT></TD>
    <TD width="31%">&nbsp; </TD>
    <TD noWrap align=left width="11%"
   ><FONT size=1><FONT face=sans-serif>&nbsp;
      </FONT></FONT></TD></TR>
  <TR>
    <TD noWrap align=right width="10%" background=""
   ></TD>
    <TD width="1%" background=""
   ></TD>
    <TD noWrap align=left width="46%" background=""
   ><FONT size=1><FONT face=sans-serif>Dated
      07/31/05, due 08/01/05,</FONT><FONT face="Times New Roman" size=3>
      </FONT></FONT></TD>
    <TD width="31%" background=""
   ></TD>
    <TD noWrap align=left width="11%" background=""
   ></TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="10%"
   ><FONT size=1><FONT face=sans-serif>&nbsp;
      </FONT></FONT></TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="46%"
   ><FONT size=1><FONT
      face=sans-serif>proceeds at maturity $7,006,017,&nbsp;<FONT
      face="Times New Roman" size=3>&nbsp;</FONT> </FONT></FONT></TD>
    <TD width="31%">&nbsp; </TD>
    <TD noWrap align=left width="11%"
   ><FONT size=1><FONT face=sans-serif>&nbsp;
      </FONT></FONT></TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="10%"
   ><FONT size=1><FONT face=sans-serif>&nbsp;
      </FONT></FONT></TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="46%"
   ><FONT size=1><FONT
      face=sans-serif>(fully collateralized by</FONT><FONT
      face="Times New Roman" size=3> </FONT></FONT></TD>
    <TD width="31%">&nbsp; </TD>
    <TD noWrap align=left width="11%"
   ><FONT size=1><FONT face=sans-serif>&nbsp;
      </FONT></FONT></TD></TR>
  <TR>
    <TD noWrap align=left width="10%" background=""
   ></TD>
    <TD width="1%" background=""
   ></TD>
    <TD noWrap align=left width="46%" background=""
   ><FONT size=1><FONT face=sans-serif>U.S.
      Treasury Strips, due 08/15/20,&nbsp;</FONT><FONT face="Times New Roman"
      size=3> </FONT></FONT></TD>
    <TD width="31%" background=""
   ></TD>
    <TD noWrap align=left width="11%" background=""
   ></TD></TR>
  <TR>
    <TD noWrap align=left width="10%" background=""
   ></TD>
    <TD width="1%" background=""
   ></TD>
    <TD noWrap align=left width="46%" background=""
   ><FONT size=1><FONT face=sans-serif>FHLMC,
      due 05/15/28,</FONT><FONT face="Times New Roman" size=3>&nbsp;
      </FONT></FONT></TD>
    <TD width="31%" background=""
   ></TD>
    <TD noWrap align=left width="11%" background=""
   ></TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="10%"
   ><FONT size=1><FONT face=sans-serif>&nbsp;
      </FONT></FONT></TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="46%"
   ><FONT size=1><FONT
      face=sans-serif>FNMA, due 11/25/30,&nbsp;&nbsp;</FONT><FONT
      face="Times New Roman" size=3>&nbsp; </FONT></FONT></TD>
    <TD width="31%">&nbsp; </TD>
    <TD noWrap align=left width="11%"
   ><FONT size=1><FONT face=sans-serif>&nbsp;
      </FONT></FONT></TD></TR>
  <TR>
    <TD noWrap align=left width="10%" background=""
   ></TD>
    <TD width="1%" background=""
   ></TD>
    <TD noWrap align=left width="46%" background=""
   ><FONT size=1><FONT face=sans-serif>FNMA,
      due 12/25/31,</FONT><FONT face="Times New Roman" size=3> </FONT></FONT></TD>
    <TD width="31%" background=""
   ></TD>
    <TD noWrap align=left width="11%" background=""
   ></TD></TR>
  <TR>
    <TD noWrap align=left width="10%" background=""
   ></TD>
    <TD width="1%" background=""
   ></TD>
    <TD noWrap align=left width="46%" background=""
   ><FONT size=1><FONT face=sans-serif>FNMA,
      due 11/25/31,</FONT><FONT face="Times New Roman" size=3> </FONT></FONT></TD>
    <TD width="31%" background=""
   ></TD>
    <TD noWrap align=left width="11%" background=""
   ></TD></TR>
  <TR>
    <TD noWrap align=left width="10%" background=""
   ></TD>
    <TD width="1%" background=""
   ></TD>
    <TD noWrap align=left width="46%" background=""
   ><FONT size=1><FONT face=sans-serif>FNMA,
      due 01/18/32,</FONT><FONT face="Times New Roman" size=3> </FONT></FONT></TD>
    <TD width="31%" background=""
   ></TD>
    <TD noWrap align=left width="11%" background=""
   ></TD></TR>
  <TR>
    <TD noWrap align=left width="10%" background=""
   ></TD>
    <TD width="1%" background=""
   ></TD>
    <TD noWrap align=left width="46%" background=""
   ><FONT size=1><FONT face=sans-serif>FNMA,
      due 10/25/31,</FONT><FONT face="Times New Roman" size=3> </FONT></FONT></TD>
    <TD width="31%" background=""
   ></TD>
    <TD noWrap align=left width="11%" background=""
   ></TD></TR>
  <TR>
    <TD noWrap align=left width="10%" background=""
   ></TD>
    <TD width="1%" background=""
   ></TD>
    <TD noWrap align=left width="46%" background=""
   ><FONT size=1><FONT face=sans-serif>Market
      Value of collateral</FONT><FONT face="Times New Roman" size=3>
      </FONT></FONT></TD>
    <TD width="31%" background=""
   ></TD>
    <TD noWrap align=left width="11%" background=""
   ></TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="10%"
   ><FONT size=1><FONT face=sans-serif>&nbsp;
      </FONT></FONT></TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="46%"
   ><FONT size=1><FONT
      face=sans-serif>is $7,171,134), &#167;&#167;</FONT><FONT size=3> </FONT></FONT></TD>
    <TD width="31%">&nbsp; </TD>
    <TD noWrap align=right width="11%"
   ><FONT size=1><FONT face=sans-serif><FONT
      face="Times New Roman" size=3>&nbsp;</FONT>7,004,120&nbsp;
    </FONT></FONT></TD></TR>
  <TR>
    <TD width="10%"></TD>
    <TD width="1%"></TD>
    <TD width="46%"></TD>
    <TD width="31%"></TD>
    <TD width="11%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="57%" colSpan=3
   ><B><FONT face=sans-serif
      size=1>TOTAL REPURCHASE
      AGREEMENTS </FONT></B><FONT face=sans-serif size=1
     >(Cost $52,107,591)</FONT>&nbsp; </TD>
    <TD width="31%">&nbsp; </TD>
    <TD noWrap align=right width="11%"
   ><FONT face=sans-serif size=1
     >52,107,591</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="57%" colSpan=3
   ></TD>
    <TD width="31%"></TD>
    <TD width="11%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="57%" colSpan=3
   ><B><FONT face=sans-serif
      size=1>SHORT-TERM
      INVESTMENTS </FONT></B><FONT face=sans-serif size=1
     >(12.6%)</FONT>&nbsp; </TD>
    <TD width="31%">&nbsp; </TD>
    <TD noWrap align=left width="11%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="10%"
   ><FONT face=sans-serif
      size=1>15,000,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="46%"
   ><FONT face=sans-serif
      size=1>Dreyfus Cash Management, Class
      A, Institutional</FONT>&nbsp; </TD>
    <TD width="31%">&nbsp; </TD>
    <TD noWrap align=left width="11%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="10%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="46%"
   >&nbsp;<FONT face=sans-serif
      size=1>Shares &#167;&#167;</FONT>&nbsp; </TD>
    <TD width="31%">&nbsp; </TD>
    <TD noWrap align=right width="11%"
   ><FONT face=sans-serif size=1
     >15,000,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=right width="10%"
   ><FONT face=sans-serif
      size=1>15,000,000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="46%"
   ><FONT face=sans-serif
      size=1>Dreyfus Cash Management Plus,
      Inc., Institutional</FONT>&nbsp; </TD>
    <TD width="31%">&nbsp; </TD>
    <TD noWrap align=left width="11%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="10%"
   >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD noWrap align=left width="46%"
   >&nbsp;<FONT face=sans-serif
      size=1>Shares &#167;&#167;</FONT>&nbsp; </TD>
    <TD width="31%">&nbsp; </TD>
    <TD noWrap align=right width="11%"
   ><FONT face=sans-serif size=1
     >15,000,000</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="10%"></TD>
    <TD width="1%"></TD>
    <TD width="46%"></TD>
    <TD width="31%"></TD>
    <TD width="11%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="57%" colSpan=3
   ><B><FONT face=sans-serif
      size=1>TOTAL SHORT-TERM
      INVESTMENTS </FONT></B><FONT face=sans-serif size=1
     >(Cost $30,000,000)</FONT>&nbsp; </TD>
    <TD width="31%">&nbsp; </TD>
    <TD noWrap align=right width="11%"
   ><FONT face=sans-serif size=1
     >30,000,000</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="57%" colSpan=3
   ></TD>
    <TD width="31%"></TD>
    <TD width="11%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR>
    <TD width="99%" colSpan=5
     >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="57%" colSpan=3
   ><B><FONT face=sans-serif
      size=1>TOTAL INVESTMENTS
      AT VALUE </FONT></B><FONT face=sans-serif size=1
     >(175.1%) (Cost $418,540,172)</FONT>&nbsp; </TD>
    <TD width="31%">&nbsp; </TD>
    <TD noWrap align=right width="11%"
   ><FONT face=sans-serif size=1
     >417,906,778</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="99%" colSpan=5
     >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="57%" colSpan=3
   ><B><FONT face=sans-serif
      size=1>LIABILITIES IN
      EXCESS OF OTHER ASSETS </FONT></B><FONT face=sans-serif size=1
     >(-75.1%)</FONT>&nbsp; </TD>
    <TD width="31%">&nbsp; </TD>
    <TD noWrap align=right width="11%"
   ><FONT face=sans-serif size=1
     >(179,230,277)</FONT> </TD></TR>
  <TR>
    <TD width="57%" colSpan=3
   ></TD>
    <TD width="31%"></TD>
    <TD width="11%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="57%" colSpan=3
   ><B><FONT face=sans-serif
      size=1>NET ASSETS
      </FONT></B><FONT face=sans-serif size=1
     >(100.0%)</FONT>&nbsp; </TD>
    <TD width="31%">&nbsp; </TD>
    <TD noWrap align=right width="11%"
   ><FONT face=sans-serif size=1
     >$&nbsp; 238,676,501</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="57%" colSpan=3
   ></TD>
    <TD width="31%"></TD>
    <TD width="11%">
      <HR noShade SIZE=1>
    </TD></TR></TABLE><BR>
<HR align=center width="100%" color=#990033 noShade SIZE=3>
<PAGE><A name=page_18></A>
<P align=center>
<TABLE>

  <TR>
    <TD noWrap align=middle><B><FONT face=sans-serif size=1
     >INVESTMENT
      ABBREVIATIONS</FONT></B><BR><FONT face=sans-serif size=1
     >MTNA = Medium Term Notes Series
      A</FONT><BR><FONT face=sans-serif size=1
     >NR = Not Rated</FONT><BR></TD></TR></TABLE></P>
<TABLE cellSpacing=0 cellPadding=0 width=648 border=0
>

  <TR vAlign=bottom>
    <TD noWrap align=left width="2%"><FONT
      face=sans-serif size=1>&#134;</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="95%"><FONT
      face=sans-serif size=1>Credit ratings
      given by The Standard &amp; Poor&#146;s Division of The McGraw-Hill Companies,
      Inc. (&#147;S&amp;P&#148;) and Moody&#146;s</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="95%"><FONT
      face=sans-serif size=1>Investors
      Service, Inc. (&#147;Moody&#146;s&#148;) are unaudited.</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="2%"><FONT
      face=sans-serif size=1>&#135;</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="95%"><FONT
      face=sans-serif size=1>Security exempt
      from registration under Rule 144A of the Securities Act of 1933. These
      securities may be resold in</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="95%"><FONT
      face=sans-serif size=1>transactions
      exempt from registration, normally to qualified institutional buyers. At
      July 31, 2005, these securities</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="95%"><FONT
      face=sans-serif size=1>amounted to
      $57,268,001 or 23.99% of net assets.</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="2%"><FONT
      face=sans-serif size=1>+</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="95%"><FONT
      face=sans-serif size=1>Step Bond &#151; The
      interest stated is as of July 31, 2005 and will reset at a future
      date.</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="2%"><FONT
      face=sans-serif size=1>&#248;</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="95%"><FONT
      face=sans-serif size=1>Bond in
      default.</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="2%"><FONT
      face=sans-serif size=1>^</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="95%"><FONT
      face=sans-serif size=1>Not readily
      marketable; security is valued at fair value as determined in good faith
      by, or under the direction of, the</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="95%"><FONT
      face=sans-serif size=1>Board of
      Trustees.</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="2%"><FONT
      face=sans-serif size=1>#</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="95%"><FONT
      face=sans-serif size=1>Variable rate
      obligations &#150; The interest rate shown is the rate as of July 31,
      2005.</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="2%"><FONT
      face=sans-serif size=1>*</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="95%"><FONT
      face=sans-serif size=1>Non-income
      producing security.</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="2%"><FONT
      face=sans-serif size=1>&#167;</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="95%"><FONT
      face=sans-serif size=1>Security or
      portion thereof is out on loan.</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD noWrap align=left width="2%"><FONT
      face=sans-serif size=1>&#167;&#167;</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD noWrap align=left width="95%"><FONT
      face=sans-serif size=1>Represents
      security purchased with cash collateral received for securities on
      loan.</FONT>&nbsp; </TD></TR></TABLE><BR>
<P align=left>
<TABLE>

  <TR>
    <TD width=2>&nbsp;</TD>
    <TD noWrap>
      <P><I><FONT face=sans-serif size=1
     >Portfolio valuation: </FONT></I><FONT face=sans-serif size=1
     >Fixed-income securities (other than
      short-term obligations, but including listed issues) are valued
      based<BR></FONT><FONT face=sans-serif size=1
     >on prices obtained by one or more independent pricing
      services approved by the Board of Trustees. Pricing services use
      a</FONT><BR><FONT face=sans-serif size=1
     >matrix, formula or other objective method that takes into
      consideration market indices, yield curves and other
      specific</FONT><BR><FONT face=sans-serif size=1
     >adjustments.&nbsp; </FONT><FONT face=sans-serif size=1
     >Securities (other than fixed-income
      securities) for which the principal market is one or more securities
      exchanges<BR>are val</FONT><FONT face=sans-serif size=1
     >ued at market value, which is generally
      determined using the closing price on the exchange or market on which the
      security</FONT><BR><FONT face=sans-serif size=1
     >is primarily traded. If a securities exchange is not the
      principal market for a security, such security will, if market
      quotations</FONT><BR><FONT face=sans-serif size=1
     >are readily available, be valued at the closing bid price in
      the over-the-counter market (or the last sale price in the case
      of</FONT><BR><FONT face=sans-serif size=1
     >securities reported on the NASDAQ national market system for
      which any sales occurred during the day). Securities and</FONT><BR><FONT
      face=sans-serif size=1>other assets for
      which market quotations are not readily available are valued at fair value
      as determined in good faith by, or</FONT><BR><FONT face=sans-serif size=1
     >under the direction of, the Board of
      Trustees under procedures established by the Board of Trustees. Debt
      obligations that</FONT><BR><FONT face=sans-serif size=1
     >will mature in 60 days or less are
      valued on the basis of amortized cost, which approximates market value,
      unless it is</FONT><BR><FONT face=sans-serif size=1
     >determined that using this method would not reflect an
      investment&#146;s fair value.</FONT></P>
      <P><FONT face=sans-serif size=1>Federal
      Income Tax Cost - At July 31, 2005, the identified cost for federal income
      tax purposes, as well as the gross unreal-</FONT><BR><FONT face=sans-serif
      size=1>ized appreciation from
      investments for those securities having an excess of value over cost,
      gross unrealized depreciation</FONT><BR><FONT face=sans-serif size=1
     >from investments for those securities
      having an excess of cost over value and the net unrealized depreciation
      from invest-</FONT><BR><FONT face=sans-serif size=1
     >ments were $418,540,172, $16,001,281, $(16,634,675) and
      $(633,394), respectively.</FONT><BR><FONT face=sans-serif size=1
     ></FONT></P>
      <P><FONT face=sans-serif size=1>Other
      information regarding the Fund is available in the Fund&#146;s most recent
      Report to Shareholders. This information is also</FONT><BR><FONT
      face=sans-serif size=1>available on the
      Fund&#146;s website at http://www.csam.com/us as well as on the website of the
      Securities and Exchange</FONT><BR><FONT face=sans-serif size=1
     >Commission &#150;
      http://www.sec.gov.</FONT><BR></P></TD></TR></TABLE></P>
<HR align=center width="100%" color=#990033 noShade SIZE=3>

<PAGE>


<P><FONT face="Times New Roman, Times, Serif" size=2><B>Item 2. Controls and Procedures.</B></FONT></P>

<P><FONT face="Times New Roman, Times, Serif" size=2><B>&nbsp;&nbsp;&nbsp;&nbsp;(a)&nbsp;&nbsp;As of a date within 90 days from the filing date of this report,
the principal executive officer and principal financial officer concluded that the registrant's disclosure controls and
procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940 (the "Act")), were effective based on their
evaluation of the disclosure controls and procedures required by Rule 30a-3(b) under the Act and Rules 13a-15(b) or 15d-15(b)
under the Securities and Exchange Act of 1934.</B></FONT></P>
<P><FONT face="Times New Roman, Times, Serif" size=2><B>&nbsp;&nbsp;&nbsp;&nbsp;(b)&nbsp;&nbsp;There were no changes in the registrant's internal control over
financial reporting (as defined in Rule 30a-3(d) under the Act) that occurred during the registrant's last fiscal quarter
that have materially affected, or are reasonably likely to materially affect, the registrant's internal control over financial
reporting.</B></FONT></P>

<P><FONT face="Times New Roman, Times, Serif" size=2><B>Item 3. Exhibits.</B></FONT></P>

<OL type=1><LI>
<P><FONT face="Times New Roman, Times, Serif" size=2><B>The certifications of the registrant as required by Rule 30a-2(a) under the Act are exhibits to this report.</B></FONT></P></OL>


<PAGE>

<CENTER>
<H3><BR>SIGNATURES<BR></H3>
</CENTER>

<P><FONT face="Times New Roman, Times, Serif" size=2>Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized. </FONT></P>


<P><FONT face="Times New Roman, Times, Serif" size=2> <U>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Credit Suisse High Yield Bond Fund&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</U></FONT></P>


<P><FONT face="Times New Roman, Times, Serif" size=2><U></U></FONT></P>


<P><FONT face="Times New Roman, Times, Serif" size=2><U>/s/&nbsp;Steven Plump<BR></U>Name: Steven Plump<BR>Title: Chief Executive Officer&nbsp;<BR>Date:&nbsp;&nbsp;September 29, 2005</FONT></P>


<P><FONT face="Times New Roman, Times, Serif" size=2>Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated. </FONT></P>

<P dir=ltr style="MARGIN-RIGHT: 0px"><FONT face="Times New Roman, Times, Serif" size=2><U>/s/&nbsp;Steven Plump<BR></U>Name: Steven Plump<BR>Title: Chief Executive Officer&nbsp;<BR>Date:&nbsp;&nbsp;September 29, 2005&nbsp;</FONT></P>


<P><FONT face="Times New Roman, Times, Serif" size=2><U>/s/&nbsp;Michael A. Pignataro<BR></U>Name: Michael A. Pignataro<BR>Title: Chief Financial Officer&nbsp;<BR>Date:&nbsp;&nbsp;September 29, 2005</FONT></P>


<P><FONT face="Times New Roman, Times, Serif" size=2></FONT>&nbsp;</P>

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<TYPE>EX-99.CERT
<SEQUENCE>2
<FILENAME>certification35670.htm
<DESCRIPTION>CERTIFICATION
<TEXT>
<HTML>
<HEAD>
<TITLE>Certifications</TITLE>
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<BODY><CENTER>
<H3><U>CERTIFICATIONS</U> </H3>
</CENTER>

<P>I, Steven Plump, certify that:</P>

<OL>
<LI>I have reviewed this report on Form N-Q of Credit Suisse High Yield Bond Fund;
<LI>Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;
<LI>Based on my knowledge, the schedules of investments included in this report fairly present in all material respects the investments of the registrant as of the end of the fiscal quarter for which the report is filed;
<LI>The registrant's other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have:
<OL type=a>
<LI>Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared;
<LI>Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;
<LI>Evaluated the effectiveness of the registrant's disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report, based on such evaluation; and
<LI>Disclosed in this report any change in the registrant's internal control over financial reporting that occurred during the registrant's most recent fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrant's internal control over financial reporting; and</LI></OL>
<LI>The registrant's other certifying officer(s) and I have disclosed to the registrant's auditors and the audit committee of the registrant's board of directors (or persons performing the equivalent functions):
<OL type=a>
<LI>All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant's ability to record, process, summarize, and report financial information; and
<LI>Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant's internal control over financial reporting.</LI></OL></LI></OL>

<P>Date: <U>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;September 29, 2005&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</U> </P>

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<H4><U>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;/s/ Steven Plump&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</U><BR>Name: Steven Plump<BR>Title: Chief Executive Officer<BR><BR></H4>
</DIV></BLOCKQUOTE></BLOCKQUOTE></BLOCKQUOTE></BLOCKQUOTE></BLOCKQUOTE></BLOCKQUOTE></BLOCKQUOTE>
<HR noShade SIZE=1>


<PAGE>

<CENTER>
<H3><BR><U>CERTIFICATIONS</U> </H3>
</CENTER>

<P>I, Michael A. Pignataro, certify that:</P>

<OL>
<LI>I have reviewed this report on Form N-Q of Credit Suisse High Yield Bond Fund;
<LI>Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;
<LI>Based on my knowledge, the schedules of investments included in this report fairly present in all material respects the investments of the registrant as of the end of the fiscal quarter for which the report is filed;
<LI>The registrant's other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have:
<OL type=a>
<LI>Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared;
<LI>Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;
<LI>Evaluated the effectiveness of the registrant's disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report, based on such evaluation; and
<LI>Disclosed in this report any change in the registrant's internal control over financial reporting that occurred during the registrant's most recent fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrant's internal control over financial reporting; and</LI></OL>
<LI>The registrant's other certifying officer(s) and I have disclosed to the registrant's auditors and the audit committee of the registrant's board of directors (or persons performing the equivalent functions):
<OL type=a>
<LI>All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant's ability to record, process, summarize, and report financial information; and
<LI>Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant's internal control over financial reporting.</LI></OL></LI></OL>

<P>Date: <U>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;September 29, 2005&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</U> </P>

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<H4><U>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;/s/ Michael A. Pignataro&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</U><BR>Name: Michael A. Pignataro<BR>Title: Chief Financial Officer<BR><BR></H4>
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