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<SEC-DOCUMENT>0000891804-06-001223.txt : 20060331
<SEC-HEADER>0000891804-06-001223.hdr.sgml : 20060331
<ACCEPTANCE-DATETIME>20060331120622
ACCESSION NUMBER:		0000891804-06-001223
CONFORMED SUBMISSION TYPE:	N-Q
PUBLIC DOCUMENT COUNT:		2
CONFORMED PERIOD OF REPORT:	20060131
FILED AS OF DATE:		20060331
DATE AS OF CHANGE:		20060331
EFFECTIVENESS DATE:		20060331

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:		06726539

	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>nq-1.htm
<DESCRIPTION>CREDIT SUISSE HIGH YIELD BOND FUND
<TEXT>
<HTML>
<HEAD>
<TITLE>Form N-Q</TITLE>
</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&nbsp;<U>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;811-08777&nbsp;&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<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;November 1, 2005 to&nbsp;January 31, 2006&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>
<P align=left>
<TABLE>

  <TR>
    <TD width=5>&nbsp;</TD>
    <TD noWrap>
      <P align=left><B><FONT face=serif size=2
     >Credit Suisse High Yield Bond Fund</FONT></B><BR><B><FONT
      face=serif size=2>Schedule of
      Investments</FONT></B><BR><FONT face=serif size=2
     >January 31, 2006 (unaudited)
</FONT></P></TD></TR></TABLE></P>
<TABLE cellSpacing=0 cellPadding=0 width=648 border=0 >

  <TR>
    <TD vAlign=top noWrap align=left width="2%" background="">
      <HR noShade SIZE=1>
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      <HR noShade SIZE=1>
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    <TD vAlign=top noWrap align=middle width="6%" background="">
      <HR noShade SIZE=1>
    </TD>
    <TD width="2%" background="">
      <HR noShade SIZE=1>
    </TD>
    <TD vAlign=top noWrap align=left width="37%" background="">
      <HR noShade SIZE=1>
    </TD>
    <TD width="2%" background="">
      <HR noShade SIZE=1>
    </TD>
    <TD vAlign=top noWrap align=middle width="12%" background="">
      <HR noShade SIZE=1>
    </TD>
    <TD width="2%" background="">
      <HR noShade SIZE=1>
    </TD>
    <TD vAlign=top noWrap align=left width="12%" background="">
      <HR noShade SIZE=1>
    </TD>
    <TD width="2%" background="">
      <HR noShade SIZE=1>
    </TD>
    <TD vAlign=top noWrap align=left width="8%" background="">
      <HR noShade SIZE=1>
    </TD>
    <TD width="2%" background="">
      <HR noShade SIZE=1>
    </TD>
    <TD vAlign=top noWrap align=left width="10%" background="" colSpan=2>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR>
    <TD vAlign=top noWrap align=left width="2%" background=""></TD>
    <TD width="2%" background=""></TD>
    <TD vAlign=top noWrap align=middle width="6%" background=""></TD>
    <TD width="2%" background=""></TD>
    <TD vAlign=top noWrap align=left width="37%" background=""></TD>
    <TD width="2%" background=""></TD>
    <TD vAlign=top noWrap align=middle width="12%" background=""></TD>
    <TD width="2%" background=""></TD>
    <TD vAlign=top noWrap align=left width="12%" background=""></TD>
    <TD width="2%" background=""></TD>
    <TD vAlign=top noWrap align=left width="8%" background=""></TD>
    <TD width="2%" background=""></TD>
    <TD vAlign=top noWrap align=left width="10%" background=""
colSpan=2></TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
     >&nbsp; <B><FONT face=sans-serif size=1
     >Par</FONT></B>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><B><FONT
      face=sans-serif size=1
     >Ratings&#134;</FONT></B>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
     >&nbsp;<B><FONT face=sans-serif size=1
     >(000)</FONT></B></TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><B><FONT
      face=sans-serif size=1
     >(S&amp;P/Moody&#146;s)</FONT></B>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><B><FONT
      face=sans-serif size=1
     >Maturity</FONT></B>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="8%"><B><FONT
      face=sans-serif size=1
     >Rate%</FONT></B>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
     >&nbsp;<B><FONT face=sans-serif size=1
     >Value</FONT></B>&nbsp; </TD></TR>
  <TR>
    <TD width="2%"></TD>
    <TD width="2%"></TD>
    <TD width="6%">
      <HR noShade SIZE=1>
    </TD>
    <TD width="2%"></TD>
    <TD width="37%"></TD>
    <TD width="2%"></TD>
    <TD width="12%">
      <HR noShade SIZE=1>
    </TD>
    <TD width="2%"></TD>
    <TD width="12%" background="">
      <HR noShade SIZE=1>
    </TD>
    <TD width="2%"></TD>
    <TD width="8%" background="">
      <HR noShade SIZE=1>
    </TD>
    <TD width="2%"></TD>
    <TD width="2%"></TD>
    <TD width="8%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="49%" colSpan=5
   ><B><FONT face=sans-serif size=1
     >U.S. CORPORATE BONDS </FONT></B><FONT
      face=sans-serif size=1
     >(133.0%)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="49%" colSpan=5
   ><B><FONT face=sans-serif size=1
     >Aerospace </FONT></B><FONT face=sans-serif
      size=1>(2.1%)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
     ><FONT face=sans-serif size=1
     >$</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
     >&nbsp;<FONT face=sans-serif size=1
     >725</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >DRS Technologies, Inc., Global Senior</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >Subordinated Notes (Callable 11/01/08</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >@ $103.44) &#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B ,
      B3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1
     >11/01/13</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >6.875</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
     ><FONT face=sans-serif size=1
     >$</FONT>&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >723,187</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
     ><FONT face=sans-serif size=1
     >1,100</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >DRS Technologies, Inc., Senior Subordinated</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >Notes (Callable 02/01/11 @ $103.81)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B ,
      B3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1
     >02/01/18</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >7.625</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >1,122,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
     >&nbsp;<FONT face=sans-serif size=1
     >225</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >K &amp; F Acquisition, Inc., Global Company</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >Guaranteed Notes (Callable 11/15/09</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >@ $103.88)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B- ,
      Caa1)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1
     >11/15/14</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >7.750</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >230,063</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
     ><FONT face=sans-serif size=1
     >2,000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >L-3 Communications Corp., Global Senior</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >Subordinated Notes (Callable 01/15/10</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >@ $102.94) &#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(BB+ ,
      Ba3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1
     >01/15/15</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >5.875</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >1,940,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
     >&nbsp;<FONT face=sans-serif size=1
     >750</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >Sequa Corp., Series B, Senior Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(BB- ,
      B1)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1
     >04/01/08</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >8.875</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >798,750</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="87%" colSpan=11></TD>
    <TD width="2%"></TD>
    <TD width="10%" colSpan=2>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >4,814,000</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="87%" colSpan=11></TD>
    <TD width="2%"></TD>
    <TD width="10%" colSpan=2>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="49%" colSpan=5
   ><B><FONT face=sans-serif size=1
     >Airlines </FONT></B><FONT face=sans-serif size=1
     >(0.5%)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
     ><FONT face=sans-serif size=1
     >1,200</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >American Airlines, Inc., Series 01-2, Pass Thru</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >Certificates &#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B ,
      B1)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1
     >04/01/08</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >7.800</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >1,192,169</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="87%" colSpan=11></TD>
    <TD width="2%"></TD>
    <TD width="10%" colSpan=2>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="49%" colSpan=5
   ><B><FONT face=sans-serif size=1
     >Automobile Manufacturing/Vehicle Parts
      </FONT></B><FONT face=sans-serif size=1
     >(9.8%)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
     >&nbsp;<FONT face=sans-serif size=1
     >575</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="51%" colSpan=3
   ><FONT face=sans-serif size=1
     >Accuride Corp., Global Company Guaranteed Notes</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >(Callable 02/01/10 @ $104.25)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B- ,
      B3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1
     >02/01/15</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >8.500</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >575,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
     ><FONT face=sans-serif size=1
     >1,200</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >American Tire Distributors Holdings, Inc.,
      Senior</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >Notes (Callable 04/01/09 @ $105.38)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(CCC+ ,
      Caa2)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1
     >04/01/13</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >10.750</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >1,074,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
     >&nbsp;<FONT face=sans-serif size=1
     >425</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >ArvinMeritor, Inc., Notes &#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(BB ,
      Ba2)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1
     >03/01/12</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >8.750</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >422,875</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
     >&nbsp;<FONT face=sans-serif size=1
     >400</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >Cooper-Standard Automotive, Inc., Global</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >Company Guaranteed Notes (Callable 12/15/09</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >@ $104.19) &#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B- ,
      Caa1)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1
     >12/15/14</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >8.375</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >319,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
     >&nbsp;<FONT face=sans-serif size=1
     >125</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >Delphi Corp., Global Notes &#248;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(NR ,
      NR)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1
     >06/15/06</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >6.550</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >71,563</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
     >&nbsp;<FONT face=sans-serif size=1
     >405</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >Dura Operating Corp., Series D, Company</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >Guaranteed Notes (Callable 05/01/06</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >@ $101.50)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(CCC+ ,
      Caa2)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1
     >05/01/09</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >9.000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >212,625</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
     ><FONT face=sans-serif size=1
     >1,750</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >Ford Motor Credit Co., Global Notes &#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(BB- ,
      Ba2)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1
     >10/01/13</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >7.000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >1,587,453</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
     ><FONT face=sans-serif size=1
     >4,925</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >Ford Motor Credit Co., Notes &#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(BB- ,
      Ba2)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1
     >06/16/08</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >6.625</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >4,636,823</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
     >&nbsp;<FONT face=sans-serif size=1
     >875</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >General Motors Acceptance Corp., Global Bonds</FONT>&nbsp;
</TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(BB ,
      Ba1)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1
     >11/01/31</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >8.000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >894,631</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
     ><FONT face=sans-serif size=1
     >1,650</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >General Motors Acceptance Corp., Global Notes &#167;</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(BB ,
      Ba1)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1
     >05/15/09</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >5.625</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >1,547,076</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
     ><FONT face=sans-serif size=1
     >5,660</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >General Motors Acceptance Corp., Global Notes &#167;</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(BB ,
      Ba1)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1
     >12/01/14</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >6.750</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >5,372,936</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
     ><FONT face=sans-serif size=1
     >1,600</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >Goodyear Tire &amp; Rubber Company, Global
      Senior</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >Notes (Callable 07/01/10 @ $104.50)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B- ,
      B3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1
     >07/01/15</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >9.000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >1,608,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
     >&nbsp;<FONT face=sans-serif size=1
     >500</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >Keystone Automotive Operations, Inc., Global</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >Senior Subordinated Notes (Callable 11/01/08</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >@ $104.88)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B- ,
      Caa1)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1
     >11/01/13</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >9.750</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >435,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
     >&nbsp;<FONT face=sans-serif size=1
     >550</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >Meritor Automotive, Inc, Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(BB ,
      Ba2)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1
     >02/15/09</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >6.800</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >525,250</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
     >&nbsp;<FONT face=sans-serif size=1
     >900</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >Stanadyne Corp., Global Senior Subordinated</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >Notes (Callable 08/15/09 @ $105.00)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B- ,
      Caa1)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1
     >08/15/14</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >10.000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >868,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
     >&nbsp;<FONT face=sans-serif size=1
     >600</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >Stoneridge, Inc., Global Company Guaranteed</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >Notes (Callable 05/01/07 @ $105.75)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B+ ,
      B1)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1
     >05/01/12</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >11.500</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >609,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
     >&nbsp;<FONT face=sans-serif size=1
     >800</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >Tenneco Automotive, Inc., Global Company</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >Guaranteed Notes (Callable 11/15/09</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >@ $104.31) &#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B- ,
      B3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1
     >11/15/14</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >8.625</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >808,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
     ><FONT face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >Visteon Corp., Global Senior Notes &#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B- ,
      B3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1
     >08/01/10</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >8.250</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >847,500</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="87%" colSpan=11></TD>
    <TD width="2%"></TD>
    <TD width="10%" colSpan=2>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >22,415,232</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="87%" colSpan=11></TD>
    <TD width="2%"></TD>
    <TD width="10%" colSpan=2>
      <HR noShade SIZE=1>
    </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 vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><B><FONT
      face=sans-serif size=1
     >Par</FONT></B>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><B><FONT
      face=sans-serif size=1
     >Ratings&#134;</FONT></B>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><B><FONT
      face=sans-serif size=1
     >(000)</FONT></B> </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><B><FONT
      face=sans-serif size=1
     >(S&amp;P/Moody&#146;s)</FONT></B>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><B><FONT
      face=sans-serif size=1
     >Maturity</FONT></B>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="8%"><B><FONT
      face=sans-serif size=1
     >Rate%</FONT></B>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"
     >&nbsp;<B><FONT face=sans-serif size=1
     >Value</FONT></B>&nbsp; </TD></TR>
  <TR>
    <TD width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD width="7%">
      <HR noShade SIZE=1>
    </TD>
    <TD width="2%"></TD>
    <TD width="36%"></TD>
    <TD width="2%"></TD>
    <TD width="13%">
      <HR noShade SIZE=1>
    </TD>
    <TD width="2%"></TD>
    <TD width="10%" background="">
      <HR noShade SIZE=1>
    </TD>
    <TD width="2%"></TD>
    <TD width="8%" background="">
      <HR noShade SIZE=1>
    </TD>
    <TD width="1%"></TD>
    <TD width="2%"></TD>
    <TD width="2%"></TD>
    <TD width="7%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="45%" colSpan=3
   ><B><FONT face=sans-serif size=1
     >Broadband </FONT></B><FONT face=sans-serif size=1
     >(0.6%)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=center noWrap align=left width="3%" background=""><FONT
      face=sans-serif size=1>$</FONT></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >&nbsp;1,400</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Level 3 Communications, Inc., Senior
      Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >(Callable 05/01/06 @ $100.00) &#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(CCC- ,
      Ca)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >05/01/08</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >9.125</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
     ><FONT face=sans-serif size=1
     >$</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,344,000</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD width="82%" colSpan=9></TD>
    <TD width="1%"></TD>
    <TD width="11%" colSpan=3>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="45%" colSpan=3
   ><B><FONT face=sans-serif size=1
     >Broadcast/Outdoor </FONT></B><FONT face=sans-serif
      size=1>(1.9%)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Allbritton Communications Co., Global
      Senior</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Subordinated Notes (Callable 12/15/07</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >@ $103.88)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(B- ,
      B3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >12/15/12</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >7.750</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,007,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>257</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Emmis Communications Corp., Global
      Senior</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Notes (Callable 12/15/06 @ $102.00) #</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(B- ,
      B3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >03/15/12</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >10.366</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >258,750</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>325</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Nexstar Finance, Inc., Global Senior
      Subordinated</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Notes (Callable 01/15/09 @ $103.50) &#167;</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(CCC+ ,
      B3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >01/15/14</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >7.000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >302,656</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>725</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Rainbow National Services LLC, Rule
      144A,</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Senior Notes (Callable 09/01/09 @ $105.19)
      &#135;&#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(B ,
      B3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >09/01/14</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >10.375</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >815,625</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>325</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Sinclair Broadcast Group, Inc., Global
      Company</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Guaranteed Notes (Callable 12/15/06 @
      $104.38)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(B ,
      B2)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >12/15/11</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >8.750</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >340,031</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>975</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >WMG Holdings Corp., Global Senior
      Discount</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Notes (Callable 12/15/09 @ $104.75) +</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(B- ,
      B3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >12/15/14</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >0.000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >714,188</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>990</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Young Broadcasting, Inc., Global
      Company</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Guaranteed Notes (Callable 03/01/06</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >@ $105.00) &#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(CCC- ,
      Caa2)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >03/01/11</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >10.000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >903,375</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD width="82%" colSpan=9></TD>
    <TD width="1%"></TD>
    <TD width="11%" colSpan=3>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >4,342,125</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD width="82%" colSpan=9></TD>
    <TD width="1%"></TD>
    <TD width="11%" colSpan=3>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="45%" colSpan=3
   ><B><FONT face=sans-serif size=1
     >Building Products </FONT></B><FONT face=sans-serif
      size=1>(5.1%)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>250</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Ahern Rentals, Inc., Rule 144A, Secured
      Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >(Callable 08/15/09 @ 104.63) &#135;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(B- ,
      B3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >08/15/13</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >9.250</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >263,750</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Associated Materials, Inc., Global Senior
      Discount</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Notes (Callable 03/01/09 @ $105.62) +&#167;</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(CCC ,
      Caa3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >03/01/14</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >0.000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >520,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,300</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Building Materials Corp., Global Secured
      Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >(Callable 08/01/09 @ $103.88)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(B+ ,
      B2)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >08/01/14</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >7.750</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,267,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>750</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Compression Polymers Holding Corp., Rule
      144A,</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Senior Notes (Callable 07/01/09 @ $105.25)
      &#135;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(B- ,
      B2)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >07/01/13</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >10.500</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >744,375</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>500</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Dayton Superior Corp., Company
      Guaranteed</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Notes (Callable 06/15/07 @ $102.17) &#167;</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(CCC ,
      Caa3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >06/15/09</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >13.000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >397,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>750</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Dayton Superior Corp., Global Secured
      Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >(Callable 06/15/06 @ $105.62)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(B- ,
      Caa1)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >09/15/08</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >10.750</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >742,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >2,000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Goodman Global Holdings Co., Inc., Rule
      144A,</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Senior Subordinated Notes (Callable
      12/15/08</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >@ $103.94) &#135;&#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(B- ,
      Caa1)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >12/15/12</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >7.875</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,900,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,100</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Interface, Inc., Global Senior Subordinated
      Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >(Callable 02/01/09 @ $104.75)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(CCC ,
      Caa1)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >02/01/14</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >9.500</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,105,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>325</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Norcraft Companies/Finance, Global
      Senior</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Subordinated Notes (Callable 11/01/07 @
      $104.50)&nbsp;</FONT> </TD>
    <TD width="2%"></TD>
    <TD vAlign=top noWrap align=middle width="13%" background="">&nbsp;<FONT
      face=sans-serif size=1>(B- ,
    B3)</FONT>&nbsp;</TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >11/01/11</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >9.000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >336,781</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>750</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Norcraft Holdings LP, Global Senior
      Discount</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Notes (Callable 09/01/08 @ $104.88) +</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(B- ,
      Caa1)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >09/01/12</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >0.000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >540,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,100</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Nortek, Inc., Global Senior Subordinated
      Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >(Callable 09/01/09 @ $104.25)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(CCC+ ,
      Caa1)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >09/01/14</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >8.500</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,075,250</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >NTK Holdings, Inc., Global Senior
      Discount</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Notes (Callable 09/01/09 @ $105.38) +&#167;</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(CCC+ ,
      Caa2)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >09/01/14</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >0.000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >643,750</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Ply Gem Industries, Inc., Global Senior</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Subordinated Notes (Callable 02/15/08</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >@ $104.50) &#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(B- ,
      B3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >02/15/12</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >9.000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >870,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >RMCC Acquisition Co., Rule 144A, Senior</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Subordinated Notes (Callable 11/01/08</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >@ $104.75) &#135;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(CCC+ ,
      Caa1)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >11/01/12</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >9.500</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,020,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,275</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Werner Holding Co., Inc., Series A,
      Company</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Guaranteed Notes (Callable 04/13/06 @ $100.00)
      &#167;</FONT> </TD>
    <TD width="2%"></TD>
    <TD vAlign=top noWrap align=left width="13%" background="">&nbsp;<FONT
      face=sans-serif size=1>(CCC- ,
      Caa3)</FONT>&nbsp;</TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >11/15/07</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >10.000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >274,125</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD width="82%" colSpan=9></TD>
    <TD width="1%"></TD>
    <TD width="11%" colSpan=3>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >11,701,031</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD width="82%" colSpan=9></TD>
    <TD width="1%"></TD>
    <TD width="11%" colSpan=3>
      <HR noShade SIZE=1>
    </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
>

  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><B><FONT
      face=sans-serif size=1
     >Par</FONT></B>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="34%">&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><B><FONT
      face=sans-serif size=1
     >Ratings&#134;</FONT></B>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><B><FONT
      face=sans-serif size=1
     >(000)</FONT></B> </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="34%">&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><B><FONT
      face=sans-serif size=1
     >(S&amp;P/Moody&#146;s)</FONT></B>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="9%"><B><FONT
      face=sans-serif size=1
     >Maturity</FONT></B>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="8%"><B><FONT
      face=sans-serif size=1
     >Rate%</FONT></B>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="9%"><B><FONT
      face=sans-serif size=1
     >Value</FONT></B>&nbsp; </TD></TR>
  <TR>
    <TD width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD width="7%">
      <HR noShade SIZE=1>
    </TD>
    <TD width="2%"></TD>
    <TD width="34%"></TD>
    <TD width="3%"></TD>
    <TD width="13%">
      <HR noShade SIZE=1>
    </TD>
    <TD width="2%"></TD>
    <TD width="9%" background="">
      <HR noShade SIZE=1>
    </TD>
    <TD width="2%"></TD>
    <TD width="8%" background="">
      <HR noShade SIZE=1>
    </TD>
    <TD width="2%"></TD>
    <TD width="2%"></TD>
    <TD width="1%"></TD>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="43%" colSpan=3
   ><B><FONT face=sans-serif size=1
     >Cable </FONT></B><FONT face=sans-serif size=1
     >(7.0%)</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=center noWrap align=left width="3%" background=""><FONT
      face=sans-serif size=1>$ </FONT></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,450</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="34%"
     ><FONT face=sans-serif size=1
     >Atlantic Broadband Finance LLC, Global</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="34%"
     ><FONT face=sans-serif size=1
     >Company Guaranteed Notes (Callable</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="34%"
     ><FONT face=sans-serif size=1
     >01/15/09 @ $104.69)</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(CCC+ ,
      Caa1)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="9%"><FONT
      face=sans-serif size=1
     >01/15/14</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >9.375</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
     ><FONT face=sans-serif size=1
     >$</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="9%"><FONT
      face=sans-serif size=1
     >1,326,750</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>600</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="34%"
     ><FONT face=sans-serif size=1
     >Cablevision Systems Corp., Series B, Global</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="34%"
     ><FONT face=sans-serif size=1
     >Senior Notes</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(B ,
      B3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="9%"><FONT
      face=sans-serif size=1
     >04/15/12</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >8.000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="9%"><FONT
      face=sans-serif size=1
     >574,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,415</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="34%"
     ><FONT face=sans-serif size=1
     >CCH I LLC, Rule 144A, Secured Notes (Callable</FONT>&nbsp;
</TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="34%"
     ><FONT face=sans-serif size=1
     >10/01/10 @ $105.50) &#135;</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(CCC- ,
      Caa3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="9%"><FONT
      face=sans-serif size=1
     >10/01/15</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >11.000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="9%"><FONT
      face=sans-serif size=1
     >1,170,912</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,660</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="34%"
     ><FONT face=sans-serif size=1
     >CCO Holdings LLC, Global Senior Notes (Callable</FONT>&nbsp;
    </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="34%"
     ><FONT face=sans-serif size=1
     >11/15/08 @ $104.38) &#167;</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(CCC- ,
      B3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="9%"><FONT
      face=sans-serif size=1
     >11/15/13</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >8.750</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="9%"><FONT
      face=sans-serif size=1
     >1,601,900</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>90</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="34%"
     ><FONT face=sans-serif size=1
     >CCO Holdings LLC, Rule 144A, Senior Notes</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="34%"
     ><FONT face=sans-serif size=1
     >(Callable 11/15/08 @ 104.38) &#135;</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(CCC- ,
      B3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="9%"><FONT
      face=sans-serif size=1
     >11/15/13</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >8.750</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="9%"><FONT
      face=sans-serif size=1
     >86,850</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,200</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="34%"
     ><FONT face=sans-serif size=1
     >Charter Communications Holdings LLC, Senior</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="34%"
     ><FONT face=sans-serif size=1
     >Notes (Callable 04/01/06 @ $101.44) &#167;</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(CCC- ,
      Ca)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="9%"><FONT
      face=sans-serif size=1
     >04/01/09</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >8.625</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="9%"><FONT
      face=sans-serif size=1
     >894,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >2,500</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="34%"
     ><FONT face=sans-serif size=1
     >Charter Communications Holdings LLC, Senior</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="34%"
     ><FONT face=sans-serif size=1
     >Notes (Callable 09/15/08 @ $105.12)</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(CCC- ,
      Caa1)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="9%"><FONT
      face=sans-serif size=1
     >09/15/10</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >10.250</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="9%"><FONT
      face=sans-serif size=1
     >2,471,875</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >2,100</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="34%"
     ><FONT face=sans-serif size=1
     >CSC Holdings, Inc., Rule 144A, Senior Notes &#135;#</FONT>&nbsp;
    </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(B+ ,
      B2)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="9%"><FONT
      face=sans-serif size=1
     >04/15/12</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >7.000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="9%"><FONT
      face=sans-serif size=1
     >2,016,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>980</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="34%"
     ><FONT face=sans-serif size=1
     >CSC Holdings, Inc., Series B, Senior Notes &#167;</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(B+ ,
      B2)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="9%"><FONT
      face=sans-serif size=1
     >04/01/11</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >7.625</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="9%"><FONT
      face=sans-serif size=1
     >986,125</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,750</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="34%"
     ><FONT face=sans-serif size=1
     >DIVA Systems Corp., Series B, Senior Discount</FONT>&nbsp;
</TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="34%"
     ><FONT face=sans-serif size=1
     >Notes (Callable 03/01/06 @ $100.00) ^&#248;</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(NR ,
      NR)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="9%"><FONT
      face=sans-serif size=1
     >03/01/08</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >0.000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="9%"><FONT
      face=sans-serif size=1
     >43,750</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,400</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="34%"
     ><FONT face=sans-serif size=1
     >Insight Communications Company, Inc., Senior</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="34%"
     ><FONT face=sans-serif size=1
     >Discount Notes (Callable 02/15/06 @ $106.12) +</FONT>&nbsp;
    </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(CCC+ ,
      Caa1)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="9%"><FONT
      face=sans-serif size=1
     >02/15/11</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >0.000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="9%"><FONT
      face=sans-serif size=1
     >1,480,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>200</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="34%"
     ><FONT face=sans-serif size=1
     >Insight Midwest/Insight Capital, Senior Notes</FONT>&nbsp;
</TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="34%"
     ><FONT face=sans-serif size=1
     >(Callable 10/01/06 @ $101.63)</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(B ,
      B2)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="9%"><FONT
      face=sans-serif size=1
     >10/01/09</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >9.750</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="9%"><FONT
      face=sans-serif size=1
     >207,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>500</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="34%"
     ><FONT face=sans-serif size=1
     >Insight Midwest/Insight Capital Corp., Global</FONT>&nbsp;
</TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="34%"
     ><FONT face=sans-serif size=1
     >Senior Notes (Callable 11/01/06 @ $103.50)</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(B ,
      B2)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="9%"><FONT
      face=sans-serif size=1
     >11/01/10</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >10.500</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="9%"><FONT
      face=sans-serif size=1
     >529,375</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>200</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="34%"
     ><FONT face=sans-serif size=1
     >Mediacom Broadband LLC, Rule 144A, Senior</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="34%"
     ><FONT face=sans-serif size=1
     >Notes (Callable 10/15/10 @ $104.25) &#135;</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(B ,
      B2)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="9%"><FONT
      face=sans-serif size=1
     >10/15/15</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >8.500</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="9%"><FONT
      face=sans-serif size=1
     >190,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >2,500</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="34%"
     ><FONT face=sans-serif size=1
     >Mediacom LLC Capital Corp., Senior Notes</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="34%"
     ><FONT face=sans-serif size=1
     >(Callable 01/15/07 @ $103.17) &#167;</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(B ,
      B3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="9%"><FONT
      face=sans-serif size=1
     >01/15/13</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >9.500</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="9%"><FONT
      face=sans-serif size=1
     >2,493,750</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD width="80%" colSpan=9></TD>
    <TD width="2%"></TD>
    <TD width="12%" colSpan=3>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="34%">&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="9%"><FONT
      face=sans-serif size=1
     >16,073,287</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD width="80%" colSpan=9></TD>
    <TD width="2%"></TD>
    <TD width="12%" colSpan=3>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="43%" colSpan=3
   ><B><FONT face=sans-serif size=1
     >Capital Goods </FONT></B><FONT face=sans-serif
      size=1>(1.1%)</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="34%"
     ><FONT face=sans-serif size=1
     >Blount, Inc., Senior Subordinated Notes
      (Callable</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="34%"
     ><FONT face=sans-serif size=1
     >08/01/08 @ $104.44)</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(B ,
      B3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="9%"><FONT
      face=sans-serif size=1
     >08/01/12</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >8.875</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="9%"><FONT
      face=sans-serif size=1
     >1,055,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>850</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="34%"
     ><FONT face=sans-serif size=1
     >Case New Holland, Inc., Global Company</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="34%"
     ><FONT face=sans-serif size=1
     >Guaranteed Notes (Callable 08/01/07 @ $104.63)</FONT>&nbsp;
    </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(BB- ,
      Ba3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="9%"><FONT
      face=sans-serif size=1
     >08/01/11</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >9.250</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="9%"><FONT
      face=sans-serif size=1
     >913,750</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>1</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="34%"
     ><FONT face=sans-serif size=1
     >JII Holdings LLC, Global Secured Notes (Callable</FONT>&nbsp;
    </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="34%"
     ><FONT face=sans-serif size=1
     >01/01/07 @ $100.00)</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(CCC- ,
      Caa2)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="9%"><FONT
      face=sans-serif size=1
     >04/01/07</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >13.000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="9%"><FONT
      face=sans-serif size=1>440</FONT>&nbsp;
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>650</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="34%"
     ><FONT face=sans-serif size=1
     >Terex Corp., Global Company Guaranteed Notes</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="34%"
     ><FONT face=sans-serif size=1
     >(Callable 01/15/09 @ $103.69)</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(B ,
      Caa1)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="9%"><FONT
      face=sans-serif size=1
     >01/15/14</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >7.375</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="9%"><FONT
      face=sans-serif size=1
     >656,500</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD width="80%" colSpan=9></TD>
    <TD width="2%"></TD>
    <TD width="12%" colSpan=3>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="34%">&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="9%"><FONT
      face=sans-serif size=1
     >2,625,690</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD width="80%" colSpan=9></TD>
    <TD width="2%"></TD>
    <TD width="12%" colSpan=3>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="43%" colSpan=3
   ><B><FONT face=sans-serif size=1
     >Chemicals </FONT></B><FONT face=sans-serif
      size=1>(6.0%)</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>650</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="34%"
     ><FONT face=sans-serif size=1
     >BCP Crystal Holdings Corp., Global Senior</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="34%"
     ><FONT face=sans-serif size=1
     >Subordinated Notes (Callable 06/15/09 @ $104.81)&nbsp;</FONT>
    </TD>
    <TD width="3%"></TD>
    <TD vAlign=top noWrap align=middle width="13%" background="">&nbsp;<FONT
      face=sans-serif size=1>(B- ,
    B3)</FONT>&nbsp;</TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="9%"><FONT
      face=sans-serif size=1
     >06/15/14</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >9.625</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="9%"><FONT
      face=sans-serif size=1
     >724,750</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>876</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="34%"
     ><FONT face=sans-serif size=1
     >Crystal US Holdings, Series B, Global Senior</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="34%"
     ><FONT face=sans-serif size=1
     >Discount Notes (Callable 10/01/09 @ $105.25) +</FONT>&nbsp;
    </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(B- ,
      Caa2)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="9%"><FONT
      face=sans-serif size=1
     >10/01/14</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >0.000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="9%"><FONT
      face=sans-serif size=1
     >652,620</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="34%"
     ><FONT face=sans-serif size=1
     >Equistar Chemicals LP/ Equistar Funding Corp.,</FONT>&nbsp;
    </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="34%"
     ><FONT face=sans-serif size=1
     >Global Company Guaranteed Notes</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(BB- ,
      B2)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="9%"><FONT
      face=sans-serif size=1
     >09/01/08</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >10.125</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="9%"><FONT
      face=sans-serif size=1
     >1,095,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>227</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="34%"
     ><FONT face=sans-serif size=1
     >Huntsman Company LLC, Global Company</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="34%"
     ><FONT face=sans-serif size=1
     >Guaranteed Notes (Callable 10/15/07 @ $105.81)</FONT>&nbsp;
    </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(BB- ,
      Ba3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="9%"><FONT
      face=sans-serif size=1
     >10/15/10</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >11.625</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="9%"><FONT
      face=sans-serif size=1
     >261,050</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>773</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="50%" colSpan=3
   ><FONT face=sans-serif size=1
     >Huntsman LLC, Global Company Guaranteed Notes</FONT>&nbsp;
</TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="34%"
     ><FONT face=sans-serif size=1
     >(Callable 07/15/08 @ $105.75) #</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(B ,
      B2)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="9%"><FONT
      face=sans-serif size=1
     >07/15/12</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >11.500</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="9%"><FONT
      face=sans-serif size=1
     >890,882</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,100</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="34%"
     ><FONT face=sans-serif size=1
     >IMC Global, Inc., Global Senior Notes (Callable</FONT>&nbsp;
    </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="34%"
     ><FONT face=sans-serif size=1
     >08/01/08 @ $105.44)</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(BB ,
      Ba3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="9%"><FONT
      face=sans-serif size=1
     >08/01/13</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >10.875</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="9%"><FONT
      face=sans-serif size=1
     >1,270,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,450</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="34%"
     ><FONT face=sans-serif size=1
     >IMC Global, Inc., Series B, Global Company</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="34%"
     ><FONT face=sans-serif size=1
     >Guaranteed Notes (Callable 06/01/06 @ $105.62)</FONT>&nbsp;
    </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(BB ,
      Ba3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="9%"><FONT
      face=sans-serif size=1
     >06/01/11</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >11.250</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="9%"><FONT
      face=sans-serif size=1
     >1,566,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,200</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="34%"
     ><FONT face=sans-serif size=1
     >KI Holdings, Inc., Global Senior Discount Notes</FONT>&nbsp;
    </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="34%"
     ><FONT face=sans-serif size=1
     >(Callable 11/15/09 @ $104.94) +</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(B- ,
      Caa2)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="9%"><FONT
      face=sans-serif size=1
     >11/15/14</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >0.000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="9%"><FONT
      face=sans-serif size=1
     >810,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="34%"
     ><FONT face=sans-serif size=1
     >Lyondell Chemical Co., Global Company</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="34%"
     ><FONT face=sans-serif size=1
     >Guaranteed Notes (Callable 06/01/08 @ $105.25) &#167;&nbsp;</FONT>
    </TD>
    <TD width="3%"></TD>
    <TD vAlign=top noWrap align=middle width="13%" background="">&nbsp;<FONT
      face=sans-serif size=1>(BB- ,
      B1)</FONT>&nbsp;</TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="9%"><FONT
      face=sans-serif size=1
     >06/01/13</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >10.500</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="9%"><FONT
      face=sans-serif size=1
     >1,132,500</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
>

  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><B><FONT
      face=sans-serif size=1
     >Par</FONT></B>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><B><FONT
      face=sans-serif size=1
     >Ratings&#134;</FONT></B>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><B><FONT
      face=sans-serif size=1
     >(000)</FONT></B> </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><B><FONT
      face=sans-serif size=1
     >(S&amp;P/Moody&#146;s)</FONT></B>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><B><FONT
      face=sans-serif size=1
     >Maturity</FONT></B>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="8%"><B><FONT
      face=sans-serif size=1
     >Rate%</FONT></B>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"
     >&nbsp;<B><FONT face=sans-serif size=1
     >Value</FONT></B>&nbsp; </TD></TR>
  <TR>
    <TD width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD width="7%">
      <HR noShade SIZE=1>
    </TD>
    <TD width="2%"></TD>
    <TD width="36%"></TD>
    <TD width="2%"></TD>
    <TD width="13%">
      <HR noShade SIZE=1>
    </TD>
    <TD width="2%"></TD>
    <TD width="10%" background="">
      <HR noShade SIZE=1>
    </TD>
    <TD width="2%"></TD>
    <TD width="8%" background="">
      <HR noShade SIZE=1>
    </TD>
    <TD width="1%"></TD>
    <TD width="2%"></TD>
    <TD width="2%"></TD>
    <TD width="7%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="45%" colSpan=3
   ><B><FONT face=sans-serif size=1
     >Chemicals </FONT></B><FONT face=sans-serif
      size=1>(continued)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""><FONT
      face=sans-serif size=1
>$</FONT>&nbsp;</TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >&nbsp;1,850</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Millennium America, Inc., Global Company</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Guaranteed Notes &#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(BB- ,
      B1)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >06/15/08</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >9.250</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
     ><FONT face=sans-serif size=1
     >$</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,998,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>750</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Nalco Co., Global Senior Notes (Callable</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >11/15/07 @ $103.88)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(B- ,
      B2)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >11/15/11</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >7.750</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >768,750</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>750</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >PolyOne Corp., Global Company Guaranteed</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Notes (Callable 05/15/07 @ $105.31) &#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(B+ ,
      B3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >05/15/10</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >10.625</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >801,562</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>832</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Terra Capital, Inc., Global Secured Notes
      (Callable</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >06/01/07 @ $105.75)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(B- ,
      B2)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >06/01/10</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >11.500</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >931,840</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>725</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Tronox Worldwide/Finance, Rule 144A, Senior</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Notes (Callable 12/01/09 @ $104.75) &#135;&#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(B+ ,
      B1)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >12/01/12</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >9.500</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >759,438</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD width="82%" colSpan=9></TD>
    <TD width="1%"></TD>
    <TD width="11%" colSpan=3>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >13,662,892</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD width="82%" colSpan=9></TD>
    <TD width="1%"></TD>
    <TD width="11%" colSpan=3>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="45%" colSpan=3
   ><B><FONT face=sans-serif size=1
     >Competitive Local Exchange Carrier
      </FONT></B><FONT face=sans-serif size=1
     >(1.1%)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>750</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >GCI, Inc., Global Senior Notes (Callable
      02/15/09</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >@ $103.63) &#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(B+ ,
      B2)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >02/15/14</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >7.250</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >742,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,617</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Madison River Capital LLC, Senior Notes
      (Callable</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >03/01/06 @ $104.42)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(B- ,
      B3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >03/01/10</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >13.250</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,709,978</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD width="82%" colSpan=9></TD>
    <TD width="1%"></TD>
    <TD width="11%" colSpan=3>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >2,452,478</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD width="82%" colSpan=9></TD>
    <TD width="1%"></TD>
    <TD width="11%" colSpan=3>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="45%" colSpan=3
   ><B><FONT face=sans-serif size=1
     >Consumer Products/Tobacco </FONT></B><FONT
      face=sans-serif size=1
     >(6.0%)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>850</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >AAC Group Holding Corp., Global Senior Discount</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Notes (Callable 10/01/08 @ $105.13) +</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(B- ,
      Caa1)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >10/01/12</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >0.000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >633,250</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>500</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Ames True Temper, Global Company Guaranteed</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Notes (Callable 01/15/07 @ $103.00) #</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(CCC+ ,
      Caa1)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >04/18/12</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >8.600</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >471,250</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,400</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Ames True Temper, Global Senior Subordinated</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Notes (Callable 07/15/08 @ $105.00) &#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(CCC- ,
      Caa2)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >07/15/12</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >10.000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,092,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,525</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Amscan Holdings, Inc., Global Senior</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Subordinated Notes (Callable 05/01/09</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >@ $104.38)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(CCC+ ,
      Caa1)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >05/01/14</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >8.750</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,307,687</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Del Laboratories, Inc., Global Company</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Guaranteed Notes (Callable 02/01/08</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >@ $104.00) &#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(CCC+ ,
      Caa2)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >02/01/12</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >8.000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >815,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,125</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Jarden Corp., Global Company Guaranteed</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Notes (Callable 05/01/07 @ $104.88) &#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(B- ,
      B3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >05/01/12</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >9.750</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,130,625</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,500</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Johnsondiversey Holdings, Inc., Global Discount</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Notes (Callable 05/15/07 @ $105.34) +</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(B- ,
      Caa1)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >05/15/13</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >0.000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,267,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >PCA LLC/PCA Finance Corp., Global Senior Notes</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(C ,
      Ca)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >08/01/09</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >11.875</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >250,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,300</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Playtex Products, Inc., Global Company</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Guaranteed Notes (Callable 06/01/06</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >@ $104.69) &#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(CCC+ ,
      Caa1)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >06/01/11</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >9.375</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,373,125</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,125</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Prestige Brands, Inc., Global Senior
      Subordinated</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Notes (Callable 04/15/08 @ $104.63)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(B- ,
      B3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >04/15/12</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >9.250</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,134,844</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>500</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Rayovac Corp., Global Senior Subordinated</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Notes (Callable 10/01/08 @ $104.25)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(B- ,
      B3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >10/01/13</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >8.500</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >431,250</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>750</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Remington Arms Company, Inc., Global Company</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Guaranteed Notes (Callable 02/01/07</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >@ $105.25) &#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(CCC- ,
      B3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >02/01/11</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >10.500</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >690,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>750</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Revlon Consumer Products Corp., Global Senior</FONT>&nbsp;
</TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Notes (Callable 04/01/08 @ $104.75)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(CCC ,
      Caa2)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >04/01/11</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >9.500</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >693,750</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>425</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Samsonite Corp., Global Senior Subordinated</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Notes (Callable 06/01/08 @ $104.44)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(B- ,
      B3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >06/01/11</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >8.875</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >450,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,250</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Sealy Mattress Co., Global Senior Subordinated</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Notes (Callable 06/15/09 @ $104.13) &#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(B- ,
      B3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >06/15/14</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >8.250</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,296,875</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>850</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Trimas Corp., Global Company Guaranteed Notes</FONT>&nbsp;
</TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >(Callable 06/15/07 @ $104.94)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(CCC+ ,
      B3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >06/15/12</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >9.875</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >731,000</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD width="82%" colSpan=9></TD>
    <TD width="1%"></TD>
    <TD width="11%" colSpan=3>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >13,768,656</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD width="82%" colSpan=9></TD>
    <TD width="1%"></TD>
    <TD width="11%" colSpan=3>
      <HR noShade SIZE=1>
    </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
>

  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><B><FONT
      face=sans-serif size=1
     >Par</FONT></B>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><B><FONT
      face=sans-serif size=1
     >Ratings&#134;</FONT></B>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><B><FONT
      face=sans-serif size=1
     >(000)</FONT></B> </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><B><FONT
      face=sans-serif size=1
     >(S&amp;P/Moody&#146;s)</FONT></B>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><B><FONT
      face=sans-serif size=1
     >Maturity</FONT></B>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="8%"><B><FONT
      face=sans-serif size=1
     >Rate%</FONT></B>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><B><FONT
      face=sans-serif size=1
     >Value</FONT></B>&nbsp; </TD></TR>
  <TR>
    <TD width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD width="7%">
      <HR noShade SIZE=1>
    </TD>
    <TD width="2%"></TD>
    <TD width="36%"></TD>
    <TD width="2%"></TD>
    <TD width="13%">
      <HR noShade SIZE=1>
    </TD>
    <TD width="2%"></TD>
    <TD width="10%" background="">
      <HR noShade SIZE=1>
    </TD>
    <TD width="2%"></TD>
    <TD width="8%" background="">
      <HR noShade SIZE=1>
    </TD>
    <TD width="1%"></TD>
    <TD width="2%"></TD>
    <TD width="2%"></TD>
    <TD width="7%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="45%" colSpan=3
   ><B><FONT face=sans-serif size=1
     >Containers </FONT></B><FONT face=sans-serif
      size=1>(4.8%)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""><FONT
      face=sans-serif size=1
>$</FONT>&nbsp;</TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >&nbsp;1,600</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Berry Plastics Corp., Global Company Guaranteed</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Notes (Callable 07/15/07 @ $105.38)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(B- ,
      B3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >07/15/12</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >10.750</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
     ><FONT face=sans-serif size=1
     >$</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,744,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,200</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Constar International, Inc., Senior Subordinated</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Notes (Callable 12/01/07 @ $105.50) &#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(CCC ,
      Caa3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >12/01/12</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >11.000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >978,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>650</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Crown Americas, Rule 144A, Senior Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >(Callable 11/15/10 @ $103.88) &#135;&#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(B ,
      B1)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >11/15/15</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >7.750</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >677,625</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>50</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Graham Packaging Company, Inc., Global</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Company Guaranteed Notes (Callable 10/15/08</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >@ $104.25)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(CCC+ ,
      Caa1)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >10/15/12</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >8.500</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >50,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,375</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Graham Packaging Company, Inc., Global</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Subordinated Notes (Callable 10/15/09</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >@ $104.94) &#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(CCC+ ,
      Caa2)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >10/15/14</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >9.875</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,368,125</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,100</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Graphic Packaging International Corp., Global</FONT>&nbsp;
</TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Senior Subordinated Notes (Callable 08/15/08</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >@ 104.75) &#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(B- ,
      B3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >08/15/13</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >9.500</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,039,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Intertape Polymer US, Inc., Global Senior</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Subordinated Notes (Callable 08/01/09</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >@ $104.25)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(B- ,
      B3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >08/01/14</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >8.500</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >990,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Owens-Brockway Glass Containers, Global</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Company Guaranteed Notes (Callable 02/15/06</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >@ $104.44)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(BB- ,
      B1)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >02/15/09</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >8.875</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,048,750</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>850</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Owens-Brockway Glass Containers, Global</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Company Guaranteed Notes (Callable 05/15/08</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >@ $104.13)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(B ,
      B2)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >05/15/13</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >8.250</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >898,875</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>500</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Pliant Corp., Company Guaranteed Notes (Callable</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >06/01/06 @ $104.33) &#248;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(NR ,
      NR)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >06/01/10</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >13.000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >125,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>0</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Pliant Corp., Global Secured Notes (Callable</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >06/15/07 @ $111.62) &#248; (1)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(NR ,
      NR)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >06/15/09</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >11.625</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>536</FONT>&nbsp;
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>725</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Solo Cup Co., Global Senior Subordinated Notes</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >(Callable 02/15/09 @ $104.25)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(B- ,
      Caa1)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >02/15/14</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >8.500</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >643,438</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>250</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >U.S. Can Corp., Global Company Guaranteed</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Notes (Callable 10/01/06 @ $104.13)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(CCC+ ,
      Caa3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >10/01/10</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >12.375</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >246,250</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >U.S. Can Corp., Global Company Guaranteed</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Notes (Callable 07/15/07 @ $105.44)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(CCC+ ,
      Caa2)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >07/15/10</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >10.875</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,055,000</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD width="82%" colSpan=9></TD>
    <TD width="1%"></TD>
    <TD width="11%" colSpan=3>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >10,865,599</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD width="82%" colSpan=9></TD>
    <TD width="1%"></TD>
    <TD width="11%" colSpan=3>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="45%" colSpan=3
   ><B><FONT face=sans-serif size=1
     >Diversified Telecommunications </FONT></B><FONT
      face=sans-serif size=1
     >(3.1%)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>865</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Hawaiian Telcom Communications, Inc., Rule</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >144A, Notes (Callable 05/01/09 @ $104.88) &#135;&#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(CCC+ ,
      B3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >05/01/13</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >9.750</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >858,512</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>325</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >LCI International, Inc., Senior Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(NR ,
      NR)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >06/15/07</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >7.250</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >329,063</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,835</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Qwest Capital Funding, Inc., Global Company</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Guaranteed</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(B ,
      B3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >02/15/11</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >7.250</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,857,937</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>400</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Qwest Communications International, Inc., Global</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Company Guaranteed Notes (Callable 02/15/08</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >@ $103.63) &#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(B ,
      B2)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >02/15/11</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >7.250</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >404,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>900</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Qwest Corp., Global Senior Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(BB ,
      Ba3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >09/01/11</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >7.875</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >956,250</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,339</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Qwest Corp., Rule 144A, Senior Notes &#135;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(BB ,
      Ba3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >06/15/15</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >7.625</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,414,319</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,250</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Time Warner Telecom Holdings, Inc., Global</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Company Guaranteed Notes (Callable 02/15/09</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >@ $104.63)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(CCC+ ,
      B3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >02/15/14</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >9.250</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,337,500</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD width="82%" colSpan=9></TD>
    <TD width="1%"></TD>
    <TD width="11%" colSpan=3>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >7,157,581</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD width="82%" colSpan=9></TD>
    <TD width="1%"></TD>
    <TD width="11%" colSpan=3>
      <HR noShade SIZE=1>
    </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
>

  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><B><FONT
      face=sans-serif size=1
     >Par</FONT></B>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><B><FONT
      face=sans-serif size=1
     >Ratings&#134;</FONT></B>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><B><FONT
      face=sans-serif size=1
     >(000)</FONT></B> </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><B><FONT
      face=sans-serif size=1
     >(S&amp;P/Moody&#146;s)</FONT></B>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><B><FONT
      face=sans-serif size=1
     >Maturity</FONT></B>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="8%"><B><FONT
      face=sans-serif size=1
     >Rate%</FONT></B>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"
     >&nbsp;<B><FONT face=sans-serif size=1
     >Value</FONT></B>&nbsp; </TD></TR>
  <TR>
    <TD width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD width="7%">
      <HR noShade SIZE=1>
    </TD>
    <TD width="2%"></TD>
    <TD width="36%"></TD>
    <TD width="2%"></TD>
    <TD width="13%">
      <HR noShade SIZE=1>
    </TD>
    <TD width="2%"></TD>
    <TD width="10%" background="">
      <HR noShade SIZE=1>
    </TD>
    <TD width="2%"></TD>
    <TD width="8%" background="">
      <HR noShade SIZE=1>
    </TD>
    <TD width="1%"></TD>
    <TD width="2%"></TD>
    <TD width="2%"></TD>
    <TD width="7%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="45%" colSpan=3
   ><B><FONT face=sans-serif size=1
     >Energy - Other </FONT></B><FONT face=sans-serif
      size=1>(5.1%)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""><FONT
      face=sans-serif size=1
>$</FONT>&nbsp;</TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >&nbsp;1,800</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Dynegy Holdings, Inc., Rule 144A, Secured Notes</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >(Callable 07/15/08 @ $105.06) &#135;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(B- ,
      B1)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >07/15/13</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >10.125</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
     ><FONT face=sans-serif size=1
     >$</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >2,040,750</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>250</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Dynegy Holdings, Inc., Senior Notes &#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(CCC+ ,
      B2)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >04/01/11</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >6.875</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >252,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>750</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >El Paso Corp., Senior Notes &#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(B- ,
      Caa1)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >05/15/11</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >7.000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >765,938</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >El Paso Natural Gas, Series A, Global Senior</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Notes (Callable 08/01/07 @ $103.81)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(B ,
      B1)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >08/01/10</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >7.625</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,058,161</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >2,800</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >El Paso Production Holding Co., Global Company</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Guaranteed Notes (Callable 06/01/08 @ $103.02)</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(B ,
      B3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >06/01/13</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >7.750</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >2,975,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>450</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Giant Industries, Inc., Company Guaranteed Notes</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >(Callable 05/15/09 @ $104.00)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(B- ,
      B3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >05/15/14</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >8.000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >470,250</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>743</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="51%" colSpan=3
   ><FONT face=sans-serif size=1
     >Giant Industries, Inc., Global Company
      Guaranteed</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Notes (Callable 05/15/07 @ $105.50)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(B- ,
      B3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >05/15/12</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >11.000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >830,302</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>825</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Inergy LP/ Inergy Finance Corp., Rule 144A,</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Company Guaranteed Notes (Callable 03/01/11</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >@ $104.13) &#135;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(B ,
      B1)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >03/01/16</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >8.250</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >839,437</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>500</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Reliant Energy, Inc., Secured Notes (Callable</FONT>&nbsp;
</TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >12/15/09 @ $103.38) &#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(B+ ,
      B1)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >12/15/14</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >6.750</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >432,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,050</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Reliant Resources, Inc., Global Secured Notes</FONT>&nbsp;
</TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >(Callable 07/15/08 @ $104.75)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(B+ ,
      B1)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >07/15/13</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >9.500</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,044,750</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>825</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="51%" colSpan=3
   ><FONT face=sans-serif size=1
     >Williams Companies, Inc., Global Senior
      Unsecured</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(B+ ,
      B1)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >03/15/12</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >8.125</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >906,469</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD width="82%" colSpan=9></TD>
    <TD width="1%"></TD>
    <TD width="11%" colSpan=3>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >11,616,057</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD width="82%" colSpan=9></TD>
    <TD width="1%"></TD>
    <TD width="11%" colSpan=3>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="45%" colSpan=3
   ><B><FONT face=sans-serif size=1
     >Environmental Services </FONT></B><FONT
      face=sans-serif size=1
     >(2.1%)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >3,800</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Allied Waste North America, Inc., Series B,
      Global</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Senior Notes (Callable 04/15/09 @ $103.69) &#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(B+ ,
      Caa1)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >04/15/14</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >7.375</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >3,695,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Waste Services, Inc., Global Senior Subordinated</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Notes (Callable 04/15/09 @ $104.75) &#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(CCC ,
      Caa2)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >04/15/14</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >9.500</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,015,000</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD width="82%" colSpan=9></TD>
    <TD width="1%"></TD>
    <TD width="11%" colSpan=3>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >4,710,500</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD width="82%" colSpan=9></TD>
    <TD width="1%"></TD>
    <TD width="11%" colSpan=3>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="45%" colSpan=3
   ><B><FONT face=sans-serif size=1
     >Finance - Other </FONT></B><FONT face=sans-serif
      size=1>(2.0%)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,150</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >E*TRADE Financial Corp., Global Senior Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >(Callable 06/15/08 @ $104.00)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(B+ ,
      B1)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >06/15/11</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >8.000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,201,750</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>800</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Insurance Auto Auctions, Inc., Global Company</FONT>&nbsp;
</TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Guaranteed Notes (Callable 04/01/09 @ $105.50)</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(CCC+ ,
      Caa1)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >04/01/13</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >11.000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >840,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>800</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Senior Housing Properties Trust, Senior Notes</FONT>&nbsp;
</TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(BB+ ,
      Ba2)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >01/15/12</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >8.625</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >882,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>600</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >SGS International, Inc., Rule 144A Senior</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Subordinated Notes (Callable 12/15/09</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >@ $106.00) &#135;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(B- ,
      Caa1)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >12/15/13</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >12.000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >606,750</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Trustreet Properties, Inc., Global Senior Notes</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >(Callable 04/01/10 @ $103.75)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(B+ ,
      B1)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >04/01/15</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >7.500</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,010,000</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD width="82%" colSpan=9></TD>
    <TD width="1%"></TD>
    <TD width="11%" colSpan=3>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >4,540,500</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD width="82%" colSpan=9></TD>
    <TD width="1%"></TD>
    <TD width="11%" colSpan=3>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="45%" colSpan=3
   ><B><FONT face=sans-serif size=1
     >Food Processors/Beverage/Bottling
      </FONT></B><FONT face=sans-serif size=1
     >(1.4%)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>177</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="51%" colSpan=3
   ><FONT face=sans-serif size=1
     >Birds Eye Foods, Inc., Company Guaranteed Notes</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >(Callable 11/01/06 @ $100.00)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(B- ,
      B3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >11/01/08</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >11.875</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >181,425</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>600</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Le-Natures, Inc., Rule 144A, Senior Subordinated</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Notes (Callable 06/15/08 @ $104.50) &#135;#</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(CCC+ ,
      B3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >06/15/13</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >10.000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >633,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >National Beef Packing Company LLC, Global</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Senior Notes (Callable 08/01/07 @ $105.25)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(B- ,
      B3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >08/01/11</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >10.500</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,030,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>500</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Pinnacle Foods Holding Corp., Global Senior</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Subordinated Notes (Callable 12/01/08</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >@ $104.13) &#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(B- ,
      B3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >12/01/13</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >8.250</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >483,750</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>850</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Swift &amp; Co., Global Senior Subordinated
      Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >(Callable 10/01/06 @ $106.25) &#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(B ,
      Caa1)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >01/01/10</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >12.500</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >820,250</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD width="82%" colSpan=9></TD>
    <TD width="1%"></TD>
    <TD width="11%" colSpan=3>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >3,148,425</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD width="82%" colSpan=9></TD>
    <TD width="1%"></TD>
    <TD width="11%" colSpan=3>
      <HR noShade SIZE=1>
    </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
>

  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"><B><FONT
      face=sans-serif size=1
     >Par</FONT></B>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><B><FONT
      face=sans-serif size=1
     >Ratings&#134;</FONT></B>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"><B><FONT
      face=sans-serif size=1
     >(000)</FONT></B> </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="37%"></TD>
    <TD width="2%"></TD>
    <TD vAlign=top noWrap align=middle width="11%" background=""><B><FONT
      face=sans-serif size=1
     >(S&amp;P/Moody&#146;s)</FONT></B>&nbsp;&nbsp;</TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><B><FONT
      face=sans-serif size=1
     >Maturity</FONT></B>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="8%"><B><FONT
      face=sans-serif size=1
     >Rate%</FONT></B>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
     >&nbsp;<B><FONT face=sans-serif size=1
     >Value</FONT></B>&nbsp; </TD></TR>
  <TR>
    <TD width="2%"></TD>
    <TD width="2%"></TD>
    <TD width="6%">
      <HR noShade SIZE=1>
    </TD>
    <TD width="2%"></TD>
    <TD width="37%" background="">&nbsp;</TD>
    <TD width="2%"></TD>
    <TD width="11%" background="">
      <HR noShade SIZE=1>
    </TD>
    <TD width="2%"></TD>
    <TD width="11%" background="">
      <HR noShade SIZE=1>
    </TD>
    <TD width="2%"></TD>
    <TD width="8%" background="">
      <HR noShade SIZE=1>
    </TD>
    <TD width="2%"></TD>
    <TD width="2%"></TD>
    <TD width="2%"></TD>
    <TD width="8%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="49%" colSpan=5
   ><B><FONT face=sans-serif size=1
     >Gaming </FONT></B><FONT face=sans-serif size=1
     >(7.7%)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
     ><FONT face=sans-serif size=1
     >$</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"><FONT
      face=sans-serif size=1>500</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >155 East Tropicana LLC, Global Secured Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >(Callable 04/01/09 @ $104.38) &#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1>(B- ,
      B3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1
     >04/01/12</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >8.750</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
     ><FONT face=sans-serif size=1
     >$</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >476,250</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"><FONT
      face=sans-serif size=1
     >1,050</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >Ameristar Casinos, Inc., Global Company</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >Guaranteed Notes (Callable 02/15/06 @ $105.38)</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1>(B+ ,
      B2)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1
     >02/15/09</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >10.750</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >1,106,437</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"><FONT
      face=sans-serif size=1
     >1,350</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >Aztar Corp., Global Senior Subordinated Notes</FONT>&nbsp;
</TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >(Callable 08/15/06 @ $104.50)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1>(B+ ,
      Ba3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1
     >08/15/11</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >9.000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >1,439,437</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"><FONT
      face=sans-serif size=1>250</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >Circus Circus &amp; Eldorado, Global First
      Mortgage</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >(Callable 03/01/07 @ $105.06)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1>(B ,
      B1)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1
     >03/01/12</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >10.125</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >270,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"><FONT
      face=sans-serif size=1
     >2,100</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >Hard Rock Hotel, Inc., Global Notes (Callable</FONT>&nbsp;
</TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >06/01/08 @ $104.44)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1>(B ,
      B3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1
     >06/01/13</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >8.875</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >2,294,250</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"><FONT
      face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >Herbst Gaming, Inc., Global Senior Subordinated</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >Notes (Callable 06/01/08 @ $104.06)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1>(B- ,
      B3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1
     >06/01/12</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >8.125</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >1,037,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"><FONT
      face=sans-serif size=1
     >1,250</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >Inn of The Mountain Gods, Global Senior Notes</FONT>&nbsp;
</TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >(Callable 11/15/07 @ $106.00) &#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1>(B ,
      B3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1
     >11/15/10</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >12.000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >1,228,125</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"><FONT
      face=sans-serif size=1>900</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >Isle of Capri Casinos, Inc., Global Senior</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >Subordinated Notes (Callable 03/01/09 @ $103.50)</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1>(B ,
      B2)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1
     >03/01/14</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >7.000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >887,625</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"><FONT
      face=sans-serif size=1>175</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >Kerzner International, Ltd., Global Senior</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >Subordinated Notes (Callable 10/01/10</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >@ $103.38) &#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1>(B ,
      B2)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1
     >10/01/15</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >6.750</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >171,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"><FONT
      face=sans-serif size=1
     >1,500</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >Majestic Star Casino LLC, Company Guaranteed</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >Notes (Callable 10/15/07 @ $104.75)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1>(BB- ,
      B2)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1
     >10/15/10</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >9.500</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >1,608,750</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"><FONT
      face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >Majestic Star LLC, Rule 144A, Senior Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >(Callable 10/15/08 @ $104.88) &#135;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1>(B- ,
      B3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1
     >01/15/11</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >9.750</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >1,027,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"><FONT
      face=sans-serif size=1>250</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >MGM Mirage, Company Guaranteed Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1>(BB ,
      Ba2)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1
     >10/01/09</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >6.000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >250,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"><FONT
      face=sans-serif size=1>450</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >MGM Mirage, Company Guaranteed Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1>(BB ,
      Ba2)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1
     >09/15/10</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >8.500</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >490,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"><FONT
      face=sans-serif size=1>450</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >MGM Mirage, Company Guaranteed Notes &#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1>(B+ ,
      Ba3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1
     >02/01/11</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >8.375</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >486,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"><FONT
      face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >MGM Mirage, Global Senior Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1>(BB ,
      Ba2)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1
     >09/01/12</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >6.750</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >1,022,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"><FONT
      face=sans-serif size=1>250</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >MTR Gaming Group, Inc., Series B, Global</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >Company Guaranteed Notes (Callable 04/01/07</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >@ $104.88)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1>(B+ ,
      B2)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1
     >04/01/10</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >9.750</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >265,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"><FONT
      face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >OED Corp., Global Company Guaranteed Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >(Callable 04/15/08 @ $104.38)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1>(B ,
      B2)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1
     >04/15/12</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >8.750</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >985,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"><FONT
      face=sans-serif size=1>400</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >Resorts International Hotel &amp; Casino, Inc.,
      Global</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >Company Guaranteed Notes (Callable 03/15/07</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >@ $106.00) &#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1>(B ,
      B2)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1
     >03/15/09</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >11.500</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >444,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"><FONT
      face=sans-serif size=1>450</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >Station Casinos, Inc., Global Senior
      Subordinated</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >Notes (Callable 03/01/09 @ $102.58) &#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1>(B+ ,
      Ba3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1
     >03/01/16</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >6.875</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >459,563</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"><FONT
      face=sans-serif size=1>335</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >Waterford Gaming LLC, Rule 144A, Senior Notes</FONT>&nbsp;
</TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >(Callable 09/15/08 @ $103.55) &#135;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1>(B+ ,
      B1)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1
     >09/15/12</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >8.625</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >358,450</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"><FONT
      face=sans-serif size=1>250</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >Wheeling Island Gaming, Inc., Global Company</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >Guaranteed Notes (Callable 12/15/06 @ $102.53)</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1>(B+ ,
      B3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1
     >12/15/09</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >10.125</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >262,813</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"><FONT
      face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >Wynn Las Vegas LLC, Global First Mortgage Notes</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >(Callable 12/01/09 @ $103.31) &#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1>(B+ ,
      B2)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1
     >12/01/14</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >6.625</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >978,750</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="85%" colSpan=11></TD>
    <TD width="2%"></TD>
    <TD width="12%" colSpan=3>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >17,549,950</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="85%" colSpan=11></TD>
    <TD width="2%"></TD>
    <TD width="12%" colSpan=3>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="49%" colSpan=5
   ><B><FONT face=sans-serif size=1
     >Healthcare Facilities/Supplies </FONT></B><FONT
      face=sans-serif size=1
     >(6.8%)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"><FONT
      face=sans-serif size=1>500</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >AMR HOLDCO/EMCARE HOLDCO, Global Senior</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >Subordinated Notes (Callable 02/15/10 @ $105.00)</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1>(B- ,
      Caa1)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1
     >02/15/15</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >10.000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >535,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"><FONT
      face=sans-serif size=1
     >1,800</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >CDRV Investors, Inc., Global Senior Discount</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >Notes (Callable 01/01/10 @ $104.81) +</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1>(B- ,
      Caa2)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1
     >01/01/15</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >0.000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >1,174,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"><FONT
      face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >Concentra Operating Corp., Global Company</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >Guaranteed Notes (Callable 08/15/07 @ $104.75)</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1>(B- ,
      B3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1
     >08/15/10</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >9.500</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >1,042,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"><FONT
      face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >Extendicare Health Services, Inc., Senior</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >Subordinated Notes (Callable 05/01/09 @ $103.44)</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1>(B ,
      B2)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1
     >05/01/14</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >6.875</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >982,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"><FONT
      face=sans-serif size=1>750</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >Fisher Scientific International, Inc., Global
      Senior</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >Subordinated Notes (Callable 08/15/09</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >@ $103.38)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1>(BB+ ,
      Ba2)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1
     >08/15/14</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >6.750</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >782,812</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"><FONT
      face=sans-serif size=1>500</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >Hanger Orthopedic Group, Inc., Company</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >Guaranteed Global Notes (Callable 02/15/06</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >@ $105.19) &#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1>(CCC+ ,
      B3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1
     >02/15/09</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >10.375</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >501,250</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"><FONT
      face=sans-serif size=1
     >1,150</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >HCA, Inc., Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1>(BB+ ,
      Ba2)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1
     >10/01/12</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >6.300</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >1,150,143</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
>

  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><B><FONT
      face=sans-serif size=1
     >Par</FONT></B>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="35%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><B><FONT
      face=sans-serif size=1
     >Ratings&#134;</FONT></B>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><B><FONT
      face=sans-serif size=1
     >(000)</FONT></B> </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="35%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><B><FONT
      face=sans-serif size=1
     >(S&amp;P/Moody&#146;s)</FONT></B>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><B><FONT
      face=sans-serif size=1
     >Maturity</FONT></B>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="8%"><B><FONT
      face=sans-serif size=1
     >Rate%</FONT></B>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"
     >&nbsp;<B><FONT face=sans-serif size=1
     >Value</FONT></B>&nbsp; </TD></TR>
  <TR>
    <TD width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD width="7%">
      <HR noShade SIZE=1>
    </TD>
    <TD width="2%"></TD>
    <TD width="35%"></TD>
    <TD width="2%"></TD>
    <TD width="13%">
      <HR noShade SIZE=1>
    </TD>
    <TD width="1%"></TD>
    <TD width="10%" background="">
      <HR noShade SIZE=1>
    </TD>
    <TD width="2%"></TD>
    <TD width="8%" background="">
      <HR noShade SIZE=1>
    </TD>
    <TD width="1%"></TD>
    <TD width="2%"></TD>
    <TD width="2%"></TD>
    <TD width="7%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="44%" colSpan=3
   ><B><FONT face=sans-serif size=1
     >Healthcare Facilities/Supplies </FONT></B><FONT
      face=sans-serif size=1
     >(continued)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""><FONT
      face=sans-serif size=1
>$</FONT>&nbsp;</TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >&nbsp;1,025</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="35%"
     ><FONT face=sans-serif size=1
     >Iasis Healthcare, Global Senior Subordinated</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="35%"
     ><FONT face=sans-serif size=1
     >Notes (Callable 06/15/09 @ $104.38)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(B- ,
      B3)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >06/15/14</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >8.750</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
     ><FONT face=sans-serif size=1
     >$</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,054,469</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="35%"
     ><FONT face=sans-serif size=1
     >Medquest, Inc., Series B, Global Company</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="35%"
     ><FONT face=sans-serif size=1
     >Guaranteed Notes (Callable 08/15/07 @ $105.94)&nbsp;</FONT>
    </TD>
    <TD width="2%"></TD>
    <TD vAlign=top noWrap align=left width="13%" background="">&nbsp;<FONT
      face=sans-serif size=1>(CCC+ ,
      Caa1)</FONT>&nbsp;</TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >08/15/12</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >11.875</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >925,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,500</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="35%"
     ><FONT face=sans-serif size=1
     >MQ Associates, Inc., Global Senior Discount</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="35%"
     ><FONT face=sans-serif size=1
     >Notes (Callable 08/15/08 @ $109.00) +</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(CCC+ ,
      Caa3)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >08/15/12</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >0.000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >757,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,450</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="35%"
     ><FONT face=sans-serif size=1
     >Tenet Healthcare Corp., Global Senior Notes &#167;</FONT>&nbsp;
</TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(B ,
      B3)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >07/01/14</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >9.875</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,457,250</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>500</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="35%"
     ><FONT face=sans-serif size=1
     >Tenet Healthcare Corp., Rule 144A, Senior</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="35%"
     ><FONT face=sans-serif size=1
     >Notes &#135;&#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(B ,
      B3)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >02/01/15</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >9.250</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >492,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,665</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="35%"
     ><FONT face=sans-serif size=1
     >Triad Hospitals, Inc., Senior Notes (Callable</FONT>&nbsp;
</TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="35%"
     ><FONT face=sans-serif size=1
     >05/15/08 @ $103.50)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(BB- ,
      B2)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >05/15/12</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >7.000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,717,031</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,275</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="35%"
     ><FONT face=sans-serif size=1
     >Universal Hospital Services, Inc., Global Senior</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="35%"
     ><FONT face=sans-serif size=1
     >Notes (Callable 11/01/07 @ $105.06)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(B- ,
      B3)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >11/01/11</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >10.125</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,326,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,600</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="35%"
     ><FONT face=sans-serif size=1
     >Vanguard Health Holding Company LLC, Global</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="35%"
     ><FONT face=sans-serif size=1
     >Senior Subordinated Notes (Callable 10/01/09</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="35%"
     ><FONT face=sans-serif size=1
     >@ $104.50) &#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(CCC+ ,
      Caa1)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >10/01/14</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >9.000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,696,000</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD width="80%" colSpan=9></TD>
    <TD width="1%"></TD>
    <TD width="11%" colSpan=3>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="35%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >15,594,455</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD width="80%" colSpan=9></TD>
    <TD width="1%"></TD>
    <TD width="11%" colSpan=3>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="44%" colSpan=3
   ><B><FONT face=sans-serif size=1
     >Home Builders </FONT></B><FONT face=sans-serif
      size=1>(3.2%)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>950</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="35%"
     ><FONT face=sans-serif size=1
     >Ashton Woods USA/Finance, Rule 144A Senior</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="35%"
     ><FONT face=sans-serif size=1
     >Subordinated Note (Callable 10/01/10</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="35%"
     ><FONT face=sans-serif size=1
     >@ $104.75) &#135;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(B- ,
      B3)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >10/01/15</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >9.500</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >889,437</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>625</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="35%"
     ><FONT face=sans-serif size=1
     >K Hovnanian Enterprises, Inc., Global Company</FONT>&nbsp;
</TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="35%"
     ><FONT face=sans-serif size=1
     >Guaranteed Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(BB ,
      Ba1)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >01/15/16</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >6.250</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >589,416</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,775</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="35%"
     ><FONT face=sans-serif size=1
     >KB Home, Senior Subordinated Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(BB- ,
      Ba2)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >12/15/08</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >8.625</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,899,575</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>900</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="35%"
     ><FONT face=sans-serif size=1
     >Standard Pacific Corp., Global Senior Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(BB ,
      Ba2)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >08/15/15</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >7.000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >852,750</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,200</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="35%"
     ><FONT face=sans-serif size=1
     >Technical Olympic USA, Inc., Global Senior</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="35%"
     ><FONT face=sans-serif size=1
     >Subordinated Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(B- ,
      B2)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >01/15/15</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >7.500</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,051,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="35%"
     ><FONT face=sans-serif size=1
     >WCI Communities, Inc., Global Company</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="35%"
     ><FONT face=sans-serif size=1
     >Guaranteed Notes (Callable 05/01/07 @ $104.56)</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(B+ ,
      Ba3)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >05/01/12</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >9.125</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,025,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="35%"
     ><FONT face=sans-serif size=1
     >William Lyon Homes, Inc., Company Guaranteed</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="35%"
     ><FONT face=sans-serif size=1
     >Notes (Callable 04/01/08 @ $105.38) &#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(B ,
      B2)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >04/01/13</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >10.750</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,040,000</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD width="80%" colSpan=9></TD>
    <TD width="1%"></TD>
    <TD width="11%" colSpan=3>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="35%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >7,347,678</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD width="80%" colSpan=9></TD>
    <TD width="1%"></TD>
    <TD width="11%" colSpan=3>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="44%" colSpan=3
   ><B><FONT face=sans-serif size=1
     >Industrial </FONT></B><FONT face=sans-serif
      size=1>(1.2%)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="35%"
     ><FONT face=sans-serif size=1
     >Altra Industrial Motion, Inc., Rule 144A,
      Secured</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="35%"
     ><FONT face=sans-serif size=1
     >Notes (Callable 12/01/08 @ $104.50) &#135;#</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(CCC+ ,
      B3)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >12/01/11</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >9.750</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >997,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="35%"
     ><FONT face=sans-serif size=1
     >Amsted Industries, Inc., Rule 144A, Senior Notes</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="35%"
     ><FONT face=sans-serif size=1
     >(Callable 10/15/07 @ $105.12) &#135;&#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(B ,
      B3)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >10/15/11</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >10.250</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,080,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>450</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="35%"
     ><FONT face=sans-serif size=1
     >Amtrol, Inc., Senior Subordinated Notes &#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(CCC- ,
      Caa3)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >12/31/06</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >10.625</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >432,984</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>200</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="35%"
     ><FONT face=sans-serif size=1
     >Coleman Cable, Inc., Global Company Guaranteed</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="35%"
     ><FONT face=sans-serif size=1
     >Notes (Callable 10/01/08 @ $104.94)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(B- ,
      B3)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >10/01/12</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >9.875</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >167,000</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD width="80%" colSpan=9></TD>
    <TD width="1%"></TD>
    <TD width="11%" colSpan=3>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="35%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >2,677,484</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD width="80%" colSpan=9></TD>
    <TD width="1%"></TD>
    <TD width="11%" colSpan=3>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="44%" colSpan=3
   ><B><FONT face=sans-serif size=1
     >Leisure </FONT></B><FONT face=sans-serif size=1
     >(3.2%)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,355</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="35%"
     ><FONT face=sans-serif size=1
     >Affinity Group, Inc., Global Senior Subordinated</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="35%"
     ><FONT face=sans-serif size=1
     >Notes (Callable 02/15/08 @ $105.44)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(B- ,
      Caa1)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >02/15/12</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >10.875</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,307,933</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >2,000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="35%"
     ><FONT face=sans-serif size=1
     >AMC Entertainment, Inc., Global Senior</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="35%"
     ><FONT face=sans-serif size=1
     >Subordinated Notes (Callable 03/01/09</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="35%"
     ><FONT face=sans-serif size=1
     >@ $104.00)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(CCC+ ,
      B3)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >03/01/14</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >8.000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,740,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>250</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="35%"
     ><FONT face=sans-serif size=1
     >Bally Total Fitness Holding Corp., Global Senior</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="35%"
     ><FONT face=sans-serif size=1
     >Notes (Callable 07/15/07 @ $105.25)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(CCC- ,
      Caa1)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >07/15/11</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >10.500</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >259,375</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>500</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="35%"
     ><FONT face=sans-serif size=1
     >Bluegreen Corp., Series B, Company Guaranteed</FONT>&nbsp;
</TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="35%"
     ><FONT face=sans-serif size=1
     >Notes (Callable 04/01/06 @ $100.00)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(B- ,
      B3)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >04/01/08</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >10.500</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >502,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,150</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="35%"
     ><FONT face=sans-serif size=1
     >Cinemark, Inc., Global Senior Discount Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="35%"
     ><FONT face=sans-serif size=1
     >(Callable 03/15/09 @ $104.88) +</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(B- ,
      Caa1)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >03/15/14</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >0.000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >845,250</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
BASEBORDER="0">

  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="6%"
     >&nbsp; <B><FONT face=sans-serif size=1
     >Par</FONT></B>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><B><FONT
      face=sans-serif size=1
     >Ratings&#134;</FONT></B>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="6%"
     >&nbsp;<B><FONT face=sans-serif size=1
     >(000)</FONT></B> </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><B><FONT
      face=sans-serif size=1
     >(S&amp;P/Moody&#146;s)</FONT></B>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><B><FONT
      face=sans-serif size=1
     >Maturity</FONT></B>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="8%"><B><FONT
      face=sans-serif size=1
     >Rate%</FONT></B>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><B><FONT
      face=sans-serif size=1
     >Value</FONT></B>&nbsp; </TD></TR>
  <TR>
    <TD width="2%"></TD>
    <TD width="2%"></TD>
    <TD width="6%">
      <HR noShade SIZE=1>
    </TD>
    <TD width="2%"></TD>
    <TD width="36%"></TD>
    <TD width="2%"></TD>
    <TD width="12%">
      <HR noShade SIZE=1>
    </TD>
    <TD width="2%"></TD>
    <TD width="11%" background=""><FONT face=sans-serif size=1
     >
      <HR noShade SIZE=1>
      </FONT></TD>
    <TD width="2%"></TD>
    <TD width="8%" background="">
      <HR noShade SIZE=1>
    </TD>
    <TD width="2%"></TD>
    <TD width="3%"></TD>
    <TD width="2%"></TD>
    <TD width="7%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="48%" colSpan=5
   ><B><FONT face=sans-serif size=1
     >Leisure </FONT></B><FONT face=sans-serif size=1
     >(continued)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
     ><FONT face=sans-serif size=1
     >$</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
     >&nbsp;<FONT face=sans-serif size=1
     >650</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Icon Health &amp; Fitness, Inc., Global
      Company</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Guaranteed Notes (Callable 04/01/07</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >@ $105.62) &#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(CCC- ,
      Caa3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1
     >04/01/12</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >11.250</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%"
     ><FONT face=sans-serif size=1
     >$</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >636,188</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
     >&nbsp;<FONT face=sans-serif size=1
     >950</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Six Flags, Inc., Global Senior Notes
      (Callable</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >02/01/06 @ $104.44)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(CCC ,
      Caa1)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1
     >02/01/10</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >8.875</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >969,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
     ><FONT face=sans-serif size=1
     >1,050</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Six Flags, Inc., Global Senior Notes
      (Callable</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >06/01/09 @ $104.81)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(CCC ,
      Caa1)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1
     >06/01/14</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >9.625</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,073,625</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="85%" colSpan=11></TD>
    <TD width="2%"></TD>
    <TD width="12%" colSpan=3>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >7,333,871</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="85%" colSpan=11></TD>
    <TD width="2%"></TD>
    <TD width="12%" colSpan=3>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="48%" colSpan=5
   ><B><FONT face=sans-serif size=1
     >Lodging </FONT></B><FONT face=sans-serif size=1
     >(0.5%)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
     >&nbsp;<FONT face=sans-serif size=1
     >650</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Host Marriott LP, Global Senior Notes
      (Callable</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >11/01/08 @ 103.56) &#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(BB- ,
      Ba2)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1
     >11/01/13</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >7.125</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >671,937</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
     >&nbsp;<FONT face=sans-serif size=1
     >525</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Host Marriott LP, Series O, Global
      Company</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Guaranteed Notes (Callable 03/15/10</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >@ $103.19) &#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(BB- ,
      Ba2)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1
     >03/15/15</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >6.375</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >521,063</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="85%" colSpan=11></TD>
    <TD width="2%"></TD>
    <TD width="12%" colSpan=3>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,193,000</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="85%" colSpan=11></TD>
    <TD width="2%"></TD>
    <TD width="12%" colSpan=3>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="48%" colSpan=5
   ><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="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
     >&nbsp;<FONT face=sans-serif size=1
     >900</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >AK Steel Corp., Global Company
      Guaranteed</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Notes (Callable 06/15/07 @ $103.88)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B+ ,
      B1)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1
     >06/15/12</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >7.750</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >882,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
     ><FONT face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Aleris International, Inc., Global
      Company</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Guaranteed Notes (Callable 11/15/09 @
      $104.50)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B ,
      NR)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1
     >11/15/14</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >9.000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,050,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
     ><FONT face=sans-serif size=1
     >1,600</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Alpha Natural Resources LLC, Global
      Company</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Guaranteed Notes (Callable 06/01/08 @ $105.00)
      #&nbsp;</FONT> </TD>
    <TD width="2%"></TD>
    <TD vAlign=top noWrap align=middle width="12%" background=""><FONT
      face=sans-serif size=1>(B- ,
    B3)</FONT>&nbsp;</TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1
     >06/01/12</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >10.000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,768,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
     ><FONT face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Edgen Acquisition Corp., Global Secured
      Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B- ,
      B3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1
     >02/01/11</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >9.875</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >995,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
     ><FONT face=sans-serif size=1
     >1,100</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >International Steel Group, Inc., Global
      Senior</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Notes &#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(BBB- ,
      Ba1)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1
     >04/15/14</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >6.500</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,127,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
     >&nbsp;<FONT face=sans-serif size=1
     >725</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Southern Copper Corp., Global Senior
      Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(BBB- ,
      Ba1)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1
     >07/27/35</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >7.500</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >727,997</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
     ><FONT face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >UCAR Finance, Inc., Global Company
      Guaranteed</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Notes (Callable 02/15/07 @ $105.13)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B- ,
      B2)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1
     >02/15/12</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >10.250</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,071,250</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
     >&nbsp;<FONT face=sans-serif size=1
     >750</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >WCI Steel, Inc., Series B, Senior Secured Notes
      &#248;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(NR ,
      NR)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1
     >12/01/49</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >10.000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >498,750</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
     ><FONT face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Wise Metals Group LLC, Global Secured
      Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >(Callable 05/15/08 @ $105.13) &#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(CCC+ ,
      Caa1)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1
     >05/15/12</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >10.250</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >695,000</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="85%" colSpan=11></TD>
    <TD width="2%"></TD>
    <TD width="12%" colSpan=3>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >8,815,497</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="85%" colSpan=11></TD>
    <TD width="2%"></TD>
    <TD width="12%" colSpan=3>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="48%" colSpan=5
   ><B><FONT face=sans-serif size=1
     >Paper &amp; Forest Products </FONT></B><FONT
      face=sans-serif size=1
     >(3.2%)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
     ><FONT face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Appleton Papers, Inc., Series B, Senior</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Subordinated Notes (Callable 06/15/09 @
      $104.88)&nbsp;</FONT> </TD>
    <TD width="2%"></TD>
    <TD vAlign=top noWrap align=middle width="12%" background="">&nbsp;<FONT
      face=sans-serif size=1>(B+ ,
    B3)</FONT>&nbsp;</TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1
     >06/15/14</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >9.750</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >955,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
     >&nbsp;<FONT face=sans-serif size=1
     >550</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Boise Cascade LLC, Global Company
      Guaranteed</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Notes (Callable 10/15/09 @ $103.56)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B+ ,
      B2)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1
     >10/15/14</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >7.125</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >510,125</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
     >&nbsp;<FONT face=sans-serif size=1
     >615</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Caraustar Industries, Inc., Global
      Company</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Guaranteed Notes (Callable 04/01/06</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >@ $105.25) &#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B- ,
      Caa1)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1
     >04/01/11</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >9.875</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >649,594</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
     ><FONT face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Cellu Tissue Holdings, Secured Notes
      (Callable</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >03/15/07 @ $107.31)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B ,
      B2)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1
     >03/15/10</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >9.750</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >990,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
     >&nbsp;<FONT face=sans-serif size=1
     >750</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Georgia-Pacific Corp., Global Senior
      Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B ,
      B2)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1
     >01/15/24</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >8.000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >735,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
     ><FONT face=sans-serif size=1
     >1,550</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Newark Group, Inc., Global Senior
      Subordinated</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Notes (Callable 03/15/09 @ $104.88)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B- ,
      Caa1)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1
     >03/15/14</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >9.750</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,379,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
     >&nbsp;<FONT face=sans-serif size=1
     >375</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Newpage Corp., Global Secured Notes
      (Callable</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >05/01/09 @ $106.00) &#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(CCC+ ,
      B3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1
     >05/01/12</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >10.000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >380,625</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
     ><FONT face=sans-serif size=1
     >1,900</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Stone Container Corp., Global Senior
      Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >(Callable 07/01/07 @ $104.19) &#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(CCC+ ,
      B2)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1
     >07/01/12</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >8.375</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,828,750</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="85%" colSpan=11></TD>
    <TD width="2%"></TD>
    <TD width="12%" colSpan=3>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >7,428,594</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="85%" colSpan=11></TD>
    <TD width="2%"></TD>
    <TD width="12%" colSpan=3>
      <HR noShade SIZE=1>
    </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
>

  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="6%"
   >&nbsp; <B><FONT
      face=sans-serif size=1
     >Par</FONT></B>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"
   ><B><FONT face=sans-serif
      size=1
     >Ratings&#134;</FONT></B>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="6%"
   >&nbsp;<B><FONT
      face=sans-serif size=1
     >(000)</FONT></B>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"
   ><B><FONT face=sans-serif
      size=1
     >(S&amp;P/Moody&#146;s)</FONT></B>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"
   ><B><FONT face=sans-serif
      size=1
     >Maturity</FONT></B>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="8%"
   ><B><FONT face=sans-serif
      size=1
     >Rate%</FONT></B>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   >&nbsp;<B><FONT
      face=sans-serif size=1
     >Value</FONT></B>&nbsp; </TD></TR>
  <TR>
    <TD width="2%"></TD>
    <TD width="2%"></TD>
    <TD width="6%">
      <HR noShade SIZE=1>
    </TD>
    <TD width="2%"></TD>
    <TD width="36%"></TD>
    <TD width="3%"></TD>
    <TD width="11%">
      <HR noShade SIZE=1>
    </TD>
    <TD width="2%"></TD>
    <TD width="10%" background=""
BCLSPANVALID="1">
      <HR noShade SIZE=1>
    </TD>
    <TD width="3%"></TD>
    <TD width="8%" background=""
BCLSPANVALID="1">
      <HR noShade SIZE=1>
    </TD>
    <TD width="2%"></TD>
    <TD width="2%"></TD>
    <TD width="2%"></TD>
    <TD width="8%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="48%" colSpan=5
   ><B><FONT
      face=sans-serif size=1
     >Pharmaceuticals </FONT></B><FONT face=sans-serif size=1
     >(0.3%)</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
   ><FONT face=sans-serif
      size=1>$</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
   >&nbsp;<FONT face=sans-serif
      size=1>700</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT face=sans-serif
      size=1>Athena Neurosciences Finance
      LLC, Company</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT face=sans-serif
      size=1>Guaranteed Notes</FONT>&nbsp;
</TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"
   ><FONT face=sans-serif
      size=1>(B , B3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"
   ><FONT face=sans-serif
      size=1>02/21/08</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>7.250</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   ><FONT face=sans-serif
      size=1>$</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>693,000</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="85%" colSpan=11
   ></TD>
    <TD width="2%"></TD>
    <TD width="12%" colSpan=3>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="48%" colSpan=5
   ><B><FONT
      face=sans-serif size=1
     >Publishing </FONT></B><FONT face=sans-serif size=1
     >(6.1%)</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
   ><FONT face=sans-serif
      size=1>1,000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="50%" colSpan=3
   ><FONT
      face=sans-serif size=1>American Media
      Operations, Inc., Global Company</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT face=sans-serif
      size=1>Guaranteed Notes (Callable
      05/01/06 @ $105.13)</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"
   ><FONT face=sans-serif
      size=1>(CCC , Caa1)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"
   ><FONT face=sans-serif
      size=1>05/01/09</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>10.250</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>920,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
   ><FONT face=sans-serif
      size=1>1,250</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT face=sans-serif
      size=1>CBD Media Holdings, Global
      Senior Notes</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT face=sans-serif
      size=1>(Callable 07/15/08 @
      $104.63)</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"
   ><FONT face=sans-serif
      size=1>(CCC+ , Caa2)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"
   ><FONT face=sans-serif
      size=1>07/15/12</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>9.250</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>1,273,437</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
   ><FONT face=sans-serif
      size=1>1,725</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT face=sans-serif
      size=1>Cenveo Corp., Global Senior
      Subordinated Notes</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT face=sans-serif
      size=1>(Callable 12/01/08 @ $103.94)
      &#167;</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"
   ><FONT face=sans-serif
      size=1>(B- , B3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"
   ><FONT face=sans-serif
      size=1>12/01/13</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>7.875</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>1,690,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
   >&nbsp;<FONT face=sans-serif
      size=1>500</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT face=sans-serif
      size=1>Dex Media, Inc., Global Discount
      Notes (Callable</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT face=sans-serif
      size=1>11/15/08 @ $104.50)
      +&#167;</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"
   ><FONT face=sans-serif
      size=1>(B , B3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"
   ><FONT face=sans-serif
      size=1>11/15/13</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>0.000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>415,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
   ><FONT face=sans-serif
      size=1>1,500</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="50%" colSpan=3
   ><FONT
      face=sans-serif size=1>Dex Media, Inc.,
      Global Discount Notes (Callable&nbsp;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT face=sans-serif
      size=1>01/15/08 @ $104.50)
      +</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"
   ><FONT face=sans-serif
      size=1>(B , B3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"
   ><FONT face=sans-serif
      size=1>11/15/13</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>0.000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>1,245,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
   >&nbsp;<FONT face=sans-serif
      size=1>900</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT face=sans-serif
      size=1>Dex Media, Inc., Global Notes
      (Callable 11/15/08</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT face=sans-serif
      size=1>@ $104.00)</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"
   ><FONT face=sans-serif
      size=1>(B , B3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"
   ><FONT face=sans-serif
      size=1>11/15/13</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>8.000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>929,250</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
   ><FONT face=sans-serif
      size=1>1,150</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT face=sans-serif
      size=1>Haights Cross Operating Co.,
      Global Company</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT face=sans-serif
      size=1>Guaranteed Notes (Callable
      08/15/08 @ $105.88)</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"
   ><FONT face=sans-serif
      size=1>(CCC , Caa1)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"
   ><FONT face=sans-serif
      size=1>08/15/11</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>11.750</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>1,214,688</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
   >&nbsp;<FONT face=sans-serif
      size=1>750</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT face=sans-serif
      size=1>Houghton Mifflin Co., Global
      Senior Discount</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT face=sans-serif
      size=1>Notes (Callable 10/15/08 @
      $105.75) +&#167;</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"
   ><FONT face=sans-serif
      size=1>(B- , Caa2)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"
   ><FONT face=sans-serif
      size=1>10/15/13</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>0.000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>616,875</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
   ><FONT face=sans-serif
      size=1>1,000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT face=sans-serif
      size=1>Houghton Mifflin Co., Global
      Senior Subordinated</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT face=sans-serif
      size=1>Notes (Callable 02/01/08 @
      $104.94)</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"
   ><FONT face=sans-serif
      size=1>(B- , Caa1)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"
   ><FONT face=sans-serif
      size=1>02/01/13</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>9.875</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>1,085,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
   ><FONT face=sans-serif
      size=1>1,835</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT face=sans-serif
      size=1>R.H. Donnelley Corp., Rule 144A,
      Senior Discount</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT face=sans-serif
      size=1>Notes (Callable 01/15/09 @
      $103.44) &#135;</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"
   ><FONT face=sans-serif
      size=1>(B , Caa1)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"
   ><FONT face=sans-serif
      size=1>01/15/13</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>6.875</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>1,692,787</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
   >&nbsp;<FONT face=sans-serif
      size=1>350</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT face=sans-serif
      size=1>Vertis, Inc., Global Secured
      Notes (Callable</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT face=sans-serif
      size=1>04/01/06 @ $105.19)</FONT>&nbsp;
    </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"
   ><FONT face=sans-serif
      size=1>(CCC , B3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"
   ><FONT face=sans-serif
      size=1>04/01/09</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>9.750</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>364,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
   >&nbsp;<FONT face=sans-serif
      size=1>890</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT face=sans-serif
      size=1>Vertis, Inc., Series B, Global
      Company Guaranteed</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT face=sans-serif
      size=1>Notes (Callable 06/15/06 @
      $105.44) &#167;</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"
   ><FONT face=sans-serif
      size=1>(CCC , Caa1)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"
   ><FONT face=sans-serif
      size=1>06/15/09</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>10.875</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>876,650</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
   ><FONT face=sans-serif
      size=1>1,650</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT face=sans-serif
      size=1>WDAC Subsidiary Corp., Rule
      144A, Senior Notes</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT face=sans-serif
      size=1>(Callable 12/01/09 @ $104.19)
      &#135;&#167;</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"
   ><FONT face=sans-serif
      size=1>(CCC+ , Caa1)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"
   ><FONT face=sans-serif
      size=1>12/01/14</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>8.375</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>1,612,875</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="85%" colSpan=11
   ></TD>
    <TD width="2%"></TD>
    <TD width="12%" colSpan=3>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>13,936,062</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="85%" colSpan=11
   ></TD>
    <TD width="2%"></TD>
    <TD width="12%" colSpan=3>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="48%" colSpan=5
   ><B><FONT
      face=sans-serif size=1
     >Restaurants </FONT></B><FONT face=sans-serif size=1
     >(2.7%)</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
   >&nbsp;<FONT face=sans-serif
      size=1>850</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT face=sans-serif
      size=1>Buffets, Inc., Global Senior
      Subordinated Notes</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT face=sans-serif
      size=1>(Callable 07/15/06 @ $105.62)
      &#167;</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"
   ><FONT face=sans-serif
      size=1>(CCC , B3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"
   ><FONT face=sans-serif
      size=1>07/15/10</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>11.250</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>887,188</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
   ><FONT face=sans-serif
      size=1>1,350</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT face=sans-serif
      size=1>Denny&#146;s Corp., Global Company
      Guaranteed Notes</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT face=sans-serif
      size=1>(Callable 10/01/08 @ $105.00)
      &#167;</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"
   ><FONT face=sans-serif
      size=1>(CCC+ , Caa1)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"
   ><FONT face=sans-serif
      size=1>10/01/12</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>10.000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>1,387,125</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
   >&nbsp;<FONT face=sans-serif
      size=1>250</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT face=sans-serif
      size=1>Friendly Ice Cream Corp., Global
      Senior Notes</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT face=sans-serif
      size=1>(Callable 06/15/08 @
      $104.19)</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"
   ><FONT face=sans-serif
      size=1>(B- , B2)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"
   ><FONT face=sans-serif
      size=1>06/15/12</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>8.375</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>226,875</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
   ><FONT face=sans-serif
      size=1>1,000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT face=sans-serif
      size=1>Mortons Restaurant Group, Inc.,
      Global Secured</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT face=sans-serif
      size=1>Notes (Callable 07/01/07 @
      $105.30)</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"
   ><FONT face=sans-serif
      size=1>(B- , B2)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"
   ><FONT face=sans-serif
      size=1>07/01/10</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>7.500</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>1,082,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
   ><FONT face=sans-serif
      size=1>1,000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="50%" colSpan=3
   ><FONT
      face=sans-serif size=1>O&#146;Charleys,
      Inc., Global Senior Subordinated Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT face=sans-serif
      size=1>(Callable 11/01/08 @ $104.50)
      &#167;</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"
   ><FONT face=sans-serif
      size=1>(B , Ba3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"
   ><FONT face=sans-serif
      size=1>11/01/13</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>9.000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>1,025,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
   ><FONT face=sans-serif
      size=1>1,083</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT face=sans-serif
      size=1>Romacorp, Inc., Senior
      Notes&nbsp;</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"
   ><FONT face=sans-serif
      size=1>(NR , NR)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"
   ><FONT face=sans-serif
      size=1>12/31/08</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>10.500</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>270,772</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
   >&nbsp;<FONT face=sans-serif
      size=1>550</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT face=sans-serif
      size=1>Sbarro, Inc., Company Guaranteed
      Notes (Callable</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT face=sans-serif
      size=1>09/15/06 @ $101.83)
      &#167;</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"
   ><FONT face=sans-serif
      size=1>(CCC+ , Caa2)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"
   ><FONT face=sans-serif
      size=1>09/15/09</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>11.000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>555,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
   ><FONT face=sans-serif
      size=1>1,000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT face=sans-serif
      size=1>Uno Restaurant Corp., Rule 144A,
      Senior Notes</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT face=sans-serif
      size=1>(Callable 02/15/08 @ $110.00)
      &#135;</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"
   ><FONT face=sans-serif
      size=1>(B- , B3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"
   ><FONT face=sans-serif
      size=1>02/15/11</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>10.000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>847,500</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="85%" colSpan=11
   ></TD>
    <TD width="2%"></TD>
    <TD width="12%" colSpan=3>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="6%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>6,282,460</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="85%" colSpan=11
   ></TD>
    <TD width="2%"></TD>
    <TD width="12%" colSpan=3>
      <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
>

  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="6%"
     >&nbsp; <B><FONT face=sans-serif size=1
     >Par</FONT></B>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%">&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><B><FONT
      face=sans-serif size=1
     >Ratings&#134;</FONT></B>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="6%"
     >&nbsp;<B><FONT face=sans-serif size=1
     >(000)</FONT></B>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%">&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><B><FONT
      face=sans-serif size=1
     >(S&amp;P/Moody&#146;s)</FONT></B>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="9%"><B><FONT
      face=sans-serif size=1
     >Maturity</FONT></B>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="8%"><B><FONT
      face=sans-serif size=1
     >Rate%</FONT></B>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
     >&nbsp;<B><FONT face=sans-serif size=1
     >Value</FONT></B>&nbsp; </TD></TR>
  <TR>
    <TD width="2%"></TD>
    <TD width="2%"></TD>
    <TD width="6%">
      <HR noShade SIZE=1>
    </TD>
    <TD width="2%"></TD>
    <TD width="36%"></TD>
    <TD width="3%"></TD>
    <TD width="12%">
      <HR noShade SIZE=1>
    </TD>
    <TD width="2%"></TD>
    <TD width="9%" background="">
      <HR noShade SIZE=1>
    </TD>
    <TD width="3%"></TD>
    <TD width="8%" background="">
      <HR noShade SIZE=1>
    </TD>
    <TD width="2%"></TD>
    <TD width="2%"></TD>
    <TD width="2%"></TD>
    <TD width="8%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="48%" colSpan=5
   ><B><FONT face=sans-serif size=1
     >Retail-Food &amp; Drug </FONT></B><FONT
      face=sans-serif size=1
     >(3.4%)</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
     ><FONT face=sans-serif size=1
     >$</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
     >&nbsp;<FONT face=sans-serif size=1
     >525</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Delhaize America, Inc., Global Company</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Guaranteed Notes</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(BB+ ,
      Ba1)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="9%"><FONT
      face=sans-serif size=1
     >04/15/11</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >8.125</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
     ><FONT face=sans-serif size=1
     >$</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >573,126</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
     ><FONT face=sans-serif size=1
     >1,750</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Duane Reade, Inc., Global Senior Subordinated</FONT>&nbsp;
</TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Notes (Callable 08/01/08 @ $104.88) &#167;</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(CCC- ,
      Caa3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="9%"><FONT
      face=sans-serif size=1
     >08/01/11</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >9.750</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >1,286,250</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
     >&nbsp;<FONT face=sans-serif size=1
     >600</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >General Nutrition Center, Global Company</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Guaranteed Notes (Callable 01/15/08 @ $104.31)</FONT>&nbsp;
    </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B- ,
      B3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="9%"><FONT
      face=sans-serif size=1
     >01/15/11</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >8.625</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >591,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
     ><FONT face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Gregg Appliances, Inc., Senior Note (Callable</FONT>&nbsp;
</TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >02/01/09 @ $104.50)</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B ,
      B2)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="9%"><FONT
      face=sans-serif size=1
     >02/01/13</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >9.000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >917,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
     >&nbsp;<FONT face=sans-serif size=1
     >500</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Ingles Markets, Inc., Global Company Guaranteed</FONT>&nbsp;
    </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Notes (Callable 12/01/06 @ $104.44) &#167;</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B ,
      B3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="9%"><FONT
      face=sans-serif size=1
     >12/01/11</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >8.875</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >527,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
     ><FONT face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Rite Aid Corp., Global Company Guaranteed Notes</FONT>&nbsp;
    </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >(Callable 01/15/10 @ $103.75)</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B+ ,
      B2)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="9%"><FONT
      face=sans-serif size=1
     >01/15/15</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >7.500</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >962,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
     ><FONT face=sans-serif size=1
     >1,775</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="51%" colSpan=3
   ><FONT face=sans-serif size=1
     >Stater Brothers Holdings, Inc., Global Senior
      Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >(Callable 06/15/08 @ $104.06) &#167;</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(BB- ,
      B1)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="9%"><FONT
      face=sans-serif size=1
     >06/15/12</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >8.125</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >1,775,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
     ><FONT face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Stripes Acquisition LLC, Rule 144A, Senior Notes</FONT>&nbsp;
    </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >(Callable 12/15/09 @ $105.31) &#135;</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B ,
      B2)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="9%"><FONT
      face=sans-serif size=1
     >12/15/13</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >10.625</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >1,040,000</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="85%" colSpan=11></TD>
    <TD width="2%"></TD>
    <TD width="12%" colSpan=3>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%">&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >7,672,876</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="85%" colSpan=11></TD>
    <TD width="2%"></TD>
    <TD width="12%" colSpan=3>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="48%" colSpan=5
   ><B><FONT face=sans-serif size=1
     >Retail Stores </FONT></B><FONT face=sans-serif
      size=1>(4.7%)</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
     >&nbsp;<FONT face=sans-serif size=1
     >950</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Asbury Automotive Group, Inc., Global Company</FONT>&nbsp;
</TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Guaranteed Notes (Callable 06/15/07 @ $104.50) &#167;&nbsp;</FONT>
    </TD>
    <TD width="3%"></TD>
    <TD vAlign=top noWrap align=middle width="12%" background=""><FONT
      face=sans-serif size=1>(B ,
    B3)</FONT>&nbsp;</TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="9%"><FONT
      face=sans-serif size=1
     >06/15/12</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >9.000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >969,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
     ><FONT face=sans-serif size=1
     >1,250</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Brookstone Company, Inc., Rule 144A, Secured</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Notes (Callable 10/15/09 @ $106.00) &#135;&#167;</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B ,
      B3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="9%"><FONT
      face=sans-serif size=1
     >10/15/12</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >12.000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >1,162,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
     ><FONT face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="51%" colSpan=3
   ><FONT face=sans-serif size=1
     >CSK Auto, Inc., Global Company Guaranteed Notes</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >(Callable 01/15/09 @ $103.50)</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B- ,
      B2)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="9%"><FONT
      face=sans-serif size=1
     >01/15/14</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >7.000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >917,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
     >&nbsp;<FONT face=sans-serif size=1
     >950</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Finlay Fine Jewelry Corp., Global Senior Notes</FONT>&nbsp;
    </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >(Callable 06/01/08 @ $104.19) &#167;</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B ,
      B3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="9%"><FONT
      face=sans-serif size=1
     >06/01/12</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >8.375</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >847,875</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
     ><FONT face=sans-serif size=1
     >1,175</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >GSC Holdings Corp., Rule 144A, Global Company</FONT>&nbsp;
</TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Guaranteed Notes (Callable 10/01/09</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >@ $104.00) &#135;&#167;</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B+ ,
      Ba3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="9%"><FONT
      face=sans-serif size=1
     >10/01/12</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >8.000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >1,147,094</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
     >&nbsp;<FONT face=sans-serif size=1
     >500</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="51%" colSpan=3
   ><FONT face=sans-serif size=1
     >Intcomex, Inc., Rule 144A, Secured Notes
      (Callable</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >01/15/07 @ $106.00) &#135;</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B- ,
      Caa1)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="9%"><FONT
      face=sans-serif size=1
     >01/15/11</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >11.750</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >490,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
     >&nbsp;<FONT face=sans-serif size=1
     >825</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >JC Penney Company, Inc., Series MTNA, Notes</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(BB+ ,
      Ba1)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="9%"><FONT
      face=sans-serif size=1
     >10/15/15</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >6.875</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >889,120</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
     ><FONT face=sans-serif size=1
     >1,045</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="51%" colSpan=3
   ><FONT face=sans-serif size=1
     >Movie Gallery, Inc., Global Senior Unsecured
      Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >(Callable 05/01/08 @ $105.50)</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(CCC ,
      B3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="9%"><FONT
      face=sans-serif size=1
     >05/01/12</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >11.000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >792,894</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
     >&nbsp;<FONT face=sans-serif size=1
     >500</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Nebraska Book Company, Inc., Global Senior</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Subordinated Notes (Callable 03/15/08 @ $104.31)&nbsp;</FONT>
    </TD>
    <TD width="3%"></TD>
    <TD vAlign=top noWrap align=left width="12%" background="">&nbsp;<FONT
      face=sans-serif size=1>(CCC+ ,
      Caa1)</FONT>&nbsp;</TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="9%"><FONT
      face=sans-serif size=1
     >03/15/12</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >8.625</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >467,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
     >&nbsp;<FONT face=sans-serif size=1
     >815</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Neiman Marcus Group, Inc., Rule 144A, Senior</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Subordinated Notes (Callable 10/15/10</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >@ $105.19) &#135;&#167;</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B- ,
      B3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="9%"><FONT
      face=sans-serif size=1
     >10/15/15</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >10.375</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >844,544</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
     ><FONT face=sans-serif size=1
     >1,400</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Southern States Cooperative, Inc., Rule 144A,</FONT>&nbsp;
</TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Senior Notes (Callable 11/01/07 @ $108.00) &#135;</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B ,
      B3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="9%"><FONT
      face=sans-serif size=1
     >11/01/10</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >10.500</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >1,470,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
     >&nbsp;<FONT face=sans-serif size=1
     >750</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >United Auto Group, Inc., Global Company</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Guaranteed Notes (Callable 03/15/07 @ $104.81)</FONT>&nbsp;
    </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B ,
      B3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="9%"><FONT
      face=sans-serif size=1
     >03/15/12</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >9.625</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >800,625</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="85%" colSpan=11></TD>
    <TD width="2%"></TD>
    <TD width="12%" colSpan=3>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%">&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >10,798,652</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="85%" colSpan=11></TD>
    <TD width="2%"></TD>
    <TD width="12%" colSpan=3>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="48%" colSpan=5
   ><B><FONT face=sans-serif size=1
     >Satellite </FONT></B><FONT face=sans-serif
      size=1>(1.3%)</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
     ><FONT face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >EchoStar DBS Corp., Global Company Guaranteed</FONT>&nbsp;
</TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Notes &#167;</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(BB- ,
      Ba3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="9%"><FONT
      face=sans-serif size=1
     >10/01/14</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >6.625</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >975,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
     ><FONT face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >PanAmSat Corp., Global Company Guaranteed</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Notes (Callable 08/15/09 @ $104.50)</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B+ ,
      B1)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="9%"><FONT
      face=sans-serif size=1
     >08/15/14</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >9.000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >1,056,250</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
     ><FONT face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Sirius Satellite Radio, Inc., Global Senior</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Unsecured Notes (Callable 09/01/09 @ $104.81)</FONT>&nbsp;
</TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(CCC ,
      Caa1)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="9%"><FONT
      face=sans-serif size=1
     >08/01/13</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >9.625</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >987,500</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="85%" colSpan=11></TD>
    <TD width="2%"></TD>
    <TD width="12%" colSpan=3>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%">&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >3,018,750</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="85%" colSpan=11></TD>
    <TD width="2%"></TD>
    <TD width="12%" colSpan=3>
      <HR noShade SIZE=1>
    </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
BASEBORDER="0">

  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><B><FONT
      face=sans-serif size=1
     >Par</FONT></B>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><B><FONT
      face=sans-serif size=1
     >Ratings&#134;</FONT></B>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><B><FONT
      face=sans-serif size=1
     >(000)</FONT></B> </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="13%"><B><FONT
      face=sans-serif size=1
     >(S&amp;P/Moody&#146;s)</FONT></B>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><B><FONT
      face=sans-serif size=1
     >Maturity</FONT></B>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="8%"><B><FONT
      face=sans-serif size=1
     >Rate%</FONT></B>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"
     >&nbsp;<B><FONT face=sans-serif size=1
     >Value</FONT></B>&nbsp; </TD></TR>
  <TR>
    <TD width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD width="7%">
      <HR noShade SIZE=1>
    </TD>
    <TD width="2%"></TD>
    <TD width="36%"></TD>
    <TD width="2%"></TD>
    <TD width="13%">
      <HR noShade SIZE=1>
    </TD>
    <TD width="2%"></TD>
    <TD width="10%" background="">
      <HR noShade SIZE=1>
    </TD>
    <TD width="2%"></TD>
    <TD width="8%" background="">
      <HR noShade SIZE=1>
    </TD>
    <TD width="1%"></TD>
    <TD width="2%"></TD>
    <TD width="2%"></TD>
    <TD width="7%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="45%" colSpan=3
   ><B><FONT face=sans-serif size=1
     >Secondary Oil &amp; Gas Producers </FONT></B><FONT
      face=sans-serif size=1
     >(1.6%)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""><FONT
      face=sans-serif size=1
BASEFACE="sans-serif">$</FONT>&nbsp;</TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >&nbsp;1,933</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Chesapeake Energy Corp., Senior Notes
      (Callable</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >01/15/09 @ $103.44)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(BB ,
      Ba2)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >01/15/16</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >6.875</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
     ><FONT face=sans-serif size=1
     >$</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,981,325</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>450</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Fisher Communications, Inc., Global Senior
      Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >(Callable 09/15/09 @ $104.31)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(B- ,
      B2)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >09/15/14</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >8.625</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >475,313</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>423</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Magnum Hunter Resources, Inc., Global
      Company</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Guaranteed Notes (Callable 03/15/07 @
      $104.80)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(B+ ,
      Ba3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >03/15/12</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >9.600</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >460,541</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>200</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Range Resources Corp., Global Company</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Guaranteed Notes (Callable 03/15/10 @
      $103.19)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(B ,
      B2)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >03/15/15</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >6.375</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >200,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>600</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Whiting Petroleum Corp., Global Senior</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Subordinated Notes (Callable 05/01/08 @
      $103.63)&nbsp;</FONT> </TD>
    <TD width="2%"></TD>
    <TD vAlign=top noWrap align=middle width="13%" background="">&nbsp;<FONT
      face=sans-serif size=1>(B- ,
    B2)</FONT>&nbsp;</TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >05/01/12</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >7.250</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >615,750</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD width="82%" colSpan=9></TD>
    <TD width="1%"></TD>
    <TD width="11%" colSpan=3>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >3,733,429</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD width="82%" colSpan=9></TD>
    <TD width="1%"></TD>
    <TD width="11%" colSpan=3>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="45%" colSpan=3
   ><B><FONT face=sans-serif size=1
     >Services-Other </FONT></B><FONT face=sans-serif
      size=1>(6.3%)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,250</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Allied Security Escrow Corp., Global
      Senior</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Subordinated Notes (Callable 07/15/08</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >@ $105.69)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(CCC+ ,
      Caa1)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >07/15/11</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >11.375</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,193,750</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>750</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Cardtronics, Inc., Rule 144A, Senior</FONT>&nbsp;
</TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Subordinated Notes (Callable 08/15/09</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >@ 104.63) &#135;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(B- ,
      Caa1)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >08/15/13</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >9.250</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >755,625</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>500</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Corrections Corporation of America,
      Senior</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Notes, (Callable 05/01/07 @ $103.75)</FONT>&nbsp;
</TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(BB- ,
      Ba3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >05/01/11</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >7.500</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >518,125</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >DI FINANCE/DYNCORP INTL, Senior</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Subordinated Note (Callable 02/15/09 @
      104.75)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(B- ,
      Caa1)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >02/15/13</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >9.500</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,035,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>600</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Hertz Corp., Rule 144A Senior
      Subordinated</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Notes (Callable 01/01/11 @ $105.25) &#135;&#167;</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(B ,
      B3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >01/01/16</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >10.500</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >630,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>500</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Hertz Corp., Rule 144A, Senior Notes
      (Callable</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >01/01/10 @ $104.44) &#135;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(B ,
      B1)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >01/01/14</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >8.875</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >518,750</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >HydroChem Industrial Services, Inc., Rule
      144A,</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Senior Subordinated Notes (Callable
      02/15/09</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >@ $104.63) &#135;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(CCC+ ,
      Caa1)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >02/15/13</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >9.250</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >975,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Integrated Alarm Services Group, Inc.,
      Rule</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >144A, Secured Notes (Callable 11/15/08</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >@ $106.00) &#135;#</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(B- ,
      B3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >11/15/11</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >12.750</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >985,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>750</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Iron Mountain, Inc., Company Guaranteed
      Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >(Callable 04/01/06 @ $104.31)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(B ,
      Caa1)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >04/01/13</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >8.625</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >785,625</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>250</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Iron Mountain, Inc., Company Guaranteed
      Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >(Callable 07/01/08 @ $103.31)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(B ,
      Caa1)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >01/01/16</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >6.625</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >236,250</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>980</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >La Petite Academy, Inc., Series B,
      Company</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Guaranteed Notes (Callable 05/15/06 @ $100.00)
      &#167;</FONT> </TD>
    <TD width="2%"></TD>
    <TD vAlign=top noWrap align=middle width="13%" background="">&nbsp;<FONT
      face=sans-serif size=1>(CC ,
    Ca)</FONT>&nbsp;</TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >05/15/08</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >10.000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >648,944</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>750</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Language Line, Inc., Global Senior Notes
      (Callable</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >06/15/08 @ 105.56) &#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(CCC+ ,
      Caa1)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >06/15/12</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >11.125</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >678,750</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>250</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Mac-Gray Corp., Senior Notes (Callable
      08/15/10</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >@ $103.81)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(BB- ,
      B1)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >08/15/15</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >7.625</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >253,125</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Muzak LLC/Muzak Finance Corp., Global
      Senior</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Notes (Callable 02/15/06 @ $105.00)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(CCC- ,
      Caa2)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >02/15/09</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >10.000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >890,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Rent-Way, Inc., Global Secured Notes</FONT>&nbsp;
</TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(B- ,
      B3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >06/15/10</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >11.875</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,060,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>750</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Stewart Enterprises, Inc., Rule 144A,
      Senior</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Notes (Callable 02/15/09 @ $103.13) &#135;#&#167;</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(BB- ,
      B1)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >02/15/13</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >7.750</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >731,250</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>440</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >United Rentals North America, Inc.,
      Global</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Company Guaranteed Notes (Callable
      02/15/08</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >@ $103.25)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(B+ ,
      B3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >02/15/12</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >6.500</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >435,600</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,275</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >United Rentals North America, Inc., Global
      Senior</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Subordinated Notes (Callable 02/15/09 @
      $103.50)</FONT> </TD>
    <TD width="2%"></TD>
    <TD vAlign=top noWrap align=middle width="13%" background="">&nbsp;<FONT
      face=sans-serif size=1>(B ,
      Caa1)</FONT>&nbsp;</TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >02/15/14</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >7.000</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,214,437</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>900</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Williams Scotsman, Inc., Global Company</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Guaranteed Notes (Callable 10/01/10 @
      $104.25)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"><FONT
      face=sans-serif size=1>(B ,
      B3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >10/01/15</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >8.500</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >936,000</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD width="82%" colSpan=9></TD>
    <TD width="1%"></TD>
    <TD width="11%" colSpan=3>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >14,481,231</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD width="82%" colSpan=9></TD>
    <TD width="1%"></TD>
    <TD width="11%" colSpan=3>
      <HR noShade SIZE=1>
    </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
BASEBORDER="0">

  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><B><FONT
      face=sans-serif size=1
     >Par</FONT></B>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><B><FONT
      face=sans-serif size=1
     >Ratings&#134;</FONT></B>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><B><FONT
      face=sans-serif size=1
     >(000)</FONT></B> </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><B><FONT
      face=sans-serif size=1
     >(S&amp;P/Moody&#146;s)</FONT></B>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><B><FONT
      face=sans-serif size=1
     >Maturity</FONT></B>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="8%"><B><FONT
      face=sans-serif size=1
     >Rate%</FONT></B>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><B><FONT
      face=sans-serif size=1
     >Value</FONT></B>&nbsp; </TD></TR>
  <TR>
    <TD width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD width="7%">
      <HR noShade SIZE=1>
    </TD>
    <TD width="2%"></TD>
    <TD width="37%"></TD>
    <TD width="2%"></TD>
    <TD width="11%">
      <HR noShade SIZE=1>
    </TD>
    <TD width="1%"></TD>
    <TD width="12%" background="">
      <HR noShade SIZE=1>
    </TD>
    <TD width="1%"></TD>
    <TD width="8%" background="">
      <HR noShade SIZE=1>
    </TD>
    <TD width="2%"></TD>
    <TD width="2%"></TD>
    <TD width="2%"></TD>
    <TD width="7%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="46%" colSpan=3
   ><B><FONT face=sans-serif size=1
     >Technology </FONT></B><FONT face=sans-serif size=1
     >(3.9%)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""><FONT
      face=sans-serif size=1
BASEFACE="sans-serif">$</FONT>&nbsp;</TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >&nbsp;1,300</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >Amkor Technology, Inc., Global Senior
      Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >(Callable 05/15/08 @ $103.88) &#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1>(CCC+ ,
      Caa1)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1
     >05/15/13</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >7.750</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
     ><FONT face=sans-serif size=1
     >$</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,150,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>170</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >Ampex Corp., Secured Notes ^</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1>(NR ,
      NR)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1
     >08/15/08</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >12.000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >170,129</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>900</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >Magnachip Semiconductor, Global Senior</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >Subordinated Notes (Callable 12/15/09</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >@ $104.00) &#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1>(B- ,
      B2)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1
     >12/15/14</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >8.000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >875,250</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>570</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >Sanmina-SCI Corp., Global Company
      Guaranteed</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >Notes (Callable 03/01/09 @ $103.38) &#167;</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1>(B ,
      B1)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1
     >03/01/13</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >6.750</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >547,200</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>725</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >Sanmina-SCI Corp., Senior Subordinated
      Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >(Callable 03/01/11 @ $104.06)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1>(B ,
      B1)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1
     >03/01/16</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >8.125</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >725,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>650</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >Spansion LLC, Rule 144A Senior Notes
      (Callable</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >01/15/11 @ $105.63) &#135;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1>(B ,
      Caa1)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1
     >01/15/16</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >11.250</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >617,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,750</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >SunGard Data Systems, Inc., Rule 144A,
      Senior</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >Subordinated Notes (Callable 08/15/10</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"></TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"></TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"></TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >@ $105.13) &#135;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1>(B- ,
      Caa1)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1
     >08/15/15</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >10.250</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,767,500</FONT>&nbsp; </TD></TR>
  <TR>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%" background=""></TD>
    <TD vAlign=top noWrap align=right width="7%" background=""><FONT
      face=sans-serif size=1>675</FONT>&nbsp;
    </TD>
    <TD width="2%" background=""></TD>
    <TD vAlign=top noWrap align=left width="37%" background=""><FONT
      face=sans-serif size=1>SunGard Data
      Systems, Inc, Rule 144A, Senior</FONT>&nbsp; </TD>
    <TD width="2%" background=""></TD>
    <TD vAlign=top noWrap align=left width="11%" background=""></TD>
    <TD width="1%" background=""></TD>
    <TD vAlign=top noWrap align=left width="12%" background=""></TD>
    <TD width="1%" background=""></TD>
    <TD vAlign=top noWrap align=left width="8%" background=""></TD>
    <TD width="2%" background=""></TD>
    <TD vAlign=top noWrap align=left width="2%" background=""></TD>
    <TD width="2%" background=""></TD>
    <TD vAlign=top noWrap align=left width="7%" background=""></TD></TR>
  <TR>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%" background=""></TD>
    <TD vAlign=top noWrap align=right width="7%" background=""></TD>
    <TD width="2%" background=""></TD>
    <TD vAlign=top noWrap align=left width="37%" background=""><FONT
      face=sans-serif size=1>Unsecured Notes
      (Callable 08/15/09 @ $104.56) &#135;&nbsp;</FONT> </TD>
    <TD width="2%" background=""></TD>
    <TD vAlign=top noWrap align=middle width="11%" background=""><FONT
      face=sans-serif size=1>(B- ,
    B3)</FONT>&nbsp;</TD>
    <TD width="1%" background=""></TD>
    <TD vAlign=top noWrap align=middle width="12%" background=""><FONT
      face=sans-serif size=1
     >08/15/13</FONT>&nbsp; </TD>
    <TD width="1%" background=""></TD>
    <TD vAlign=top noWrap align=right width="8%" background="">&nbsp; <FONT
      face=sans-serif size=1
     >9.125</FONT>&nbsp; </TD>
    <TD width="2%" background=""></TD>
    <TD vAlign=top noWrap align=left width="2%" background=""></TD>
    <TD width="2%" background=""></TD>
    <TD vAlign=top noWrap align=right width="7%" background=""><FONT
      face=sans-serif size=1
     >705,375</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >Viasystems, Inc., Global Senior
      Subordinated</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"></TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"></TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp;</TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp;</TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >Notes (Callable 01/15/08 @ $105.25)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1>(CCC+ ,
      Caa2)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1
     >01/15/11</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >10.500</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >937,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,350</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >Xerox Corp., Senior Notes (Callable
      06/15/08</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >@ $103.81)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1>(BB- ,
      Ba2)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1
     >06/15/13</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >7.625</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,441,125</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD width="81%" colSpan=9></TD>
    <TD width="2%"></TD>
    <TD width="11%" colSpan=3>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >8,937,079</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD width="81%" colSpan=9></TD>
    <TD width="2%"></TD>
    <TD width="11%" colSpan=3>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="46%" 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="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >2,797</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="50%" colSpan=3
   ><FONT face=sans-serif size=1
     >BGF Industries, Inc., Series B, Senior
      Subordinated</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >Notes (Callable 01/15/07 @ $100.00)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1>(CCC- ,
      Ca)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1
     >01/15/09</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >10.250</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >2,636,173</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >Levi Strauss &amp; Co., Global Senior Notes
      (Callable</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >01/15/10 @ $104.88)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1>(B- ,
      Caa2)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1
     >01/15/15</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >9.750</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,058,750</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,200</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >Levi Strauss &amp; Co., Global Senior Notes
      (Callable</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >12/15/07 @ $106.12)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1>(B- ,
      Caa2)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1
     >12/15/12</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >12.250</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,368,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>400</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >Phillips-Van Heusen Corp., Global Senior
      Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >(Callable 02/15/08 @ $103.63)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1>(BB ,
      B1)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1
     >02/15/11</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >7.250</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >410,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>950</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >Propex Fabrics, Inc., Global Company
      Guaranteed</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >Notes (Callable 12/01/08 @ $105.00)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1>(B- ,
      B3)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1
     >12/01/12</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >10.000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >850,250</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD width="81%" colSpan=9></TD>
    <TD width="2%"></TD>
    <TD width="11%" colSpan=3>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >6,323,173</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD width="81%" colSpan=9></TD>
    <TD width="2%"></TD>
    <TD width="11%" colSpan=3>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="46%" colSpan=3
   ><B><FONT face=sans-serif size=1
     >Tower </FONT></B><FONT face=sans-serif size=1
     >(0.4%)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>825</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >American Tower Corp., Class A, Global
      Senior</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >Notes (Callable 10/15/08 @ $103.56) &#167;</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1>(BB- ,
      B1)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1
     >10/15/12</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >7.125</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >860,063</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD width="81%" colSpan=9></TD>
    <TD width="2%"></TD>
    <TD width="11%" colSpan=3>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="46%" colSpan=3
   ><B><FONT face=sans-serif size=1
     >Transportation/Other </FONT></B><FONT
      face=sans-serif size=1
     >(0.2%)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>651</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >H-Lines Finance Holding Corp., Global
      Senior</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >Discount Notes (Callable 04/01/08 @ $105.50)
      +</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1>(CCC+ ,
      Caa2)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1
     >04/01/13</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >0.000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >543,585</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD width="81%" colSpan=9></TD>
    <TD width="2%"></TD>
    <TD width="11%" colSpan=3>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="46%" colSpan=3
   ><B><FONT face=sans-serif size=1
     >Utilities </FONT></B><FONT face=sans-serif size=1
     >(5.0%)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >AES Corp., Rule 144A, Secured Notes
      (Callable</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >05/15/08 @ $104.50) &#135;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1>(B+ ,
      Ba3)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1
     >05/15/15</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >9.000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,100,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >Allegheny Energy Supply Company LLC,
      Global</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1>(BB- ,
      Ba3)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1
     >03/15/11</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >7.800</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,080,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,100</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >Aquila, Inc., Senior Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1>(B- ,
      B2)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1
     >11/15/09</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >7.625</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,130,250</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,800</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >Calpine Generating Company LLC, Global
      Secured</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >Notes (Callable 04/01/08 @ $103.50) #</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1>(D ,
      Caa1)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1
     >02/01/10</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >10.135</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,912,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >CMS Energy Corp., Global Senior Notes &#167;</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1>(B+ ,
      B1)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1
     >07/15/08</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >8.900</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,070,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>800</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >CMS Energy Corp., Global Senior Notes</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1>(B+ ,
      B1)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1
     >08/01/10</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >7.750</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >846,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>350</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >Edison Mission Energy, Global Senior
      Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1>(B+ ,
      B1)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1
     >08/15/08</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >10.000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >382,375</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,300</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >Edison Mission Energy, Senior Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1>(B+ ,
      B1)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1
     >06/15/09</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >7.730</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,342,250</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >Midwest Generation LLC, Global Secured
      Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >(Callable 05/01/09 @ $104.38)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1>(B ,
      B1)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1
     >05/01/34</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >8.750</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,100,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>186</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >NRG Energy, Inc., Global Company
      Guaranteed</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="2%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="37%"
     ><FONT face=sans-serif size=1
     >Notes (Callable 12/15/08 @ $104.00)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1>(B ,
      Ba3)</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1
     >12/15/13</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >8.000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >208,320</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 vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="6%"
   >&nbsp; <B><FONT
      face=sans-serif size=1
     >Par</FONT></B>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"
   ><B><FONT face=sans-serif
      size=1
     >Ratings&#134;</FONT></B>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="6%"
   >&nbsp;<B><FONT
      face=sans-serif size=1
     >(000)</FONT></B></TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"
   ><B><FONT face=sans-serif
      size=1
     >(S&amp;P/Moody&#146;s)</FONT></B>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="9%"
   ><B><FONT face=sans-serif
      size=1
     >Maturity</FONT></B>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="8%"
   ><B><FONT face=sans-serif
      size=1
     >Rate%</FONT></B>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   >&nbsp;
      &nbsp;<B><FONT face=sans-serif size=1
     >Value</FONT></B>&nbsp; </TD></TR>
  <TR>
    <TD width="2%"></TD>
    <TD width="2%"></TD>
    <TD width="6%">
      <HR noShade SIZE=1>
    </TD>
    <TD width="2%"></TD>
    <TD width="36%"></TD>
    <TD width="3%"></TD>
    <TD width="12%">
      <HR noShade SIZE=1>
    </TD>
    <TD width="2%"></TD>
    <TD width="9%" background=""
     ><HR noShade SIZE=1>
    </TD>
    <TD width="3%"></TD>
    <TD width="8%" background=""
BCLCOLALL="10">
      <HR noShade SIZE=1>
    </TD>
    <TD width="2%"></TD>
    <TD width="2%"></TD>
    <TD width="2%"></TD>
    <TD width="8%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="48%" colSpan=5
   ><B><FONT
      face=sans-serif size=1
     >Utilities </FONT></B><FONT face=sans-serif size=1
     >(continued)</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
   ><FONT face=sans-serif size=1
     >$</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
   >&nbsp;<FONT
      face=sans-serif size=1>625</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT
      face=sans-serif size=1>NRG Energy,
      Inc., Senior Notes (Callable 02/01/11</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT
      face=sans-serif size=1>@
      $103.69)</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"
   ><FONT face=sans-serif
      size=1>(B , B1)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="9%"
   ><FONT face=sans-serif
      size=1>02/01/16</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>7.375</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   ><FONT face=sans-serif
      size=1>$</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>639,063</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
   >&nbsp;<FONT
      face=sans-serif size=1>500</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT
      face=sans-serif size=1>Sierra Pacific
      Resources, Global Senior Notes</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT
      face=sans-serif size=1>(Callable
      03/15/09 @ $104.31)</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"
   ><FONT face=sans-serif
      size=1>(B- , B1)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="9%"
   ><FONT face=sans-serif
      size=1>03/15/14</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>8.625</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>546,641</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="85%" colSpan=11
   ></TD>
    <TD width="2%"></TD>
    <TD width="12%" colSpan=3>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>11,357,399</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="85%" colSpan=11
   ></TD>
    <TD width="2%"></TD>
    <TD width="12%" colSpan=3>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="48%" colSpan=5
   ><B><FONT
      face=sans-serif size=1
     >Wireless </FONT></B><FONT face=sans-serif size=1
     >(4.9%)</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
   >&nbsp;<FONT
      face=sans-serif size=1>450</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT
      face=sans-serif size=1>AirGate PCS,
      Inc., Rule 144A, Secured Notes</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT
      face=sans-serif size=1>(Callable
      01/01/07 @ $102.34) &#135;&#167;</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"
   ><FONT face=sans-serif
      size=1>(CCC , Caa1)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="9%"
   ><FONT face=sans-serif
      size=1>09/01/09</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>9.375</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>473,520</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
   >&nbsp;<FONT
      face=sans-serif size=1>600</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT
      face=sans-serif size=1>AirGate PCS,
      Inc., Secured Note (Callable</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT
      face=sans-serif size=1>01/01/07 @
      $102.34) &#167;</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"
   ><FONT face=sans-serif
      size=1>(CCC , Caa1)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="9%"
   ><FONT face=sans-serif
      size=1>09/01/09</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>9.375</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>631,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
   >&nbsp;<FONT
      face=sans-serif size=1>750</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT
      face=sans-serif size=1>Centennial
      Communications Corp., Global</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT
      face=sans-serif size=1>Company
      Guaranteed Notes (Callable 06/15/08</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT
      face=sans-serif size=1>@
      $105.06)</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"
   ><FONT face=sans-serif
      size=1>(CCC , B3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="9%"
   ><FONT face=sans-serif
      size=1>06/15/13</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>10.125</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>825,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
   >&nbsp;<FONT
      face=sans-serif size=1>495</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT
      face=sans-serif size=1>Dobson Cellular
      Systems, Global Secured Notes</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT
      face=sans-serif size=1>(Callable
      11/01/08 @ $104.94)</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"
   ><FONT face=sans-serif
      size=1>(CCC , B2)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="9%"
   ><FONT face=sans-serif
      size=1>11/01/12</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>9.875</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>546,975</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
   ><FONT
      face=sans-serif size=1
     >1,150</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT
      face=sans-serif size=1>Dobson
      Communications Corp., Global Senior</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT
      face=sans-serif size=1>Notes (Callable
      10/01/08 @ $104.44) &#167;</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"
   ><FONT face=sans-serif
      size=1>(CCC , Caa2)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="9%"
   ><FONT face=sans-serif
      size=1>10/01/13</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>8.875</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>1,164,375</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
   >&nbsp;<FONT
      face=sans-serif size=1>750</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT
      face=sans-serif size=1>Horizon PCS,
      Inc., Global Company Guaranteed</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT
      face=sans-serif size=1>Notes (Callable
      07/15/08 @ $105.69)</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"
   ><FONT face=sans-serif
      size=1>(CCC , B3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="9%"
   ><FONT face=sans-serif
      size=1>07/15/12</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>11.375</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>868,125</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
   >&nbsp;<FONT
      face=sans-serif size=1>850</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT
      face=sans-serif size=1>iPCS, Inc.,
      Global Senior Notes (Callable 05/01/08</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT
      face=sans-serif size=1>@
      $105.75)</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"
   ><FONT face=sans-serif
      size=1>(CCC , B3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="9%"
   ><FONT face=sans-serif
      size=1>05/01/12</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>11.500</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>983,875</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
   >&nbsp;<FONT
      face=sans-serif size=1>500</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT
      face=sans-serif size=1>Nextel
      Communications, Inc., Series D, Senior</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT
      face=sans-serif size=1>Notes (Callable
      08/01/08 @ $103.69) &#167;</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"
   ><FONT face=sans-serif
      size=1>(A- , Baa2)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="9%"
   ><FONT face=sans-serif
      size=1>08/01/15</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>7.375</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>528,818</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
   >&nbsp;<FONT
      face=sans-serif size=1>500</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT
      face=sans-serif size=1>Rural Cellular
      Corp., Global Senior Notes (Callable</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT
      face=sans-serif size=1>08/01/07 @
      $104.94) &#167;</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"
   ><FONT face=sans-serif
      size=1>(CCC , Caa1)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="9%"
   ><FONT face=sans-serif
      size=1>02/01/10</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>9.875</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>540,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
   ><FONT
      face=sans-serif size=1
     >1,250</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT
      face=sans-serif size=1>Rural Cellular
      Corp., Global Senior Subordinated</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT
      face=sans-serif size=1>Notes (Callable
      01/15/07 @ $103.25) &#167;</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"
   ><FONT face=sans-serif
      size=1>(CCC , Caa2)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="9%"
   ><FONT face=sans-serif
      size=1>01/15/10</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>9.750</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>1,281,250</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
   >&nbsp;<FONT
      face=sans-serif size=1>675</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT
      face=sans-serif size=1>Rural Cellular
      Corp., Rule 144A, Senior</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT
      face=sans-serif size=1>Subordinated
      Notes (Callable 11/01/07</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT
      face=sans-serif size=1>@ $102.00)
      &#135;#&#167;</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"
   ><FONT face=sans-serif
      size=1>(CCC , Caa2)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="9%"
   ><FONT face=sans-serif
      size=1>02/01/12</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>10.041</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>696,937</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
   ><FONT
      face=sans-serif size=1
     >1,875</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT
      face=sans-serif size=1>Triton PCS,
      Inc., Global Company Guaranteed</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT
      face=sans-serif size=1>Notes (Callable
      06/01/08 @ $104.25)</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"
   ><FONT face=sans-serif
      size=1>(CCC- , Caa1)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="9%"
   ><FONT face=sans-serif
      size=1>06/01/13</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>8.500</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>1,781,250</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
   >&nbsp;<FONT
      face=sans-serif size=1>725</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT
      face=sans-serif size=1>Ubiquitel
      Operating Co., Global Senior Notes</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT
      face=sans-serif size=1>(Callable
      03/01/07 @ $107.41)</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"
   ><FONT face=sans-serif
      size=1>(B- , Caa1)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="9%"
   ><FONT face=sans-serif
      size=1>03/01/11</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>9.875</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>799,312</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="85%" colSpan=11
   ></TD>
    <TD width="2%"></TD>
    <TD width="12%" colSpan=3>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>11,120,937</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="85%" colSpan=11
   ></TD>
    <TD width="2%"></TD>
    <TD width="12%" colSpan=3>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="48%" colSpan=5
   ><B><FONT
      face=sans-serif size=1
     >TOTAL U.S. CORPORATE BONDS </FONT></B><FONT
      face=sans-serif size=1>(Cost
      $306,070,308)</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1
     >304,129,447&nbsp;</FONT> </TD></TR>
  <TR>
    <TD vAlign=top noWrap align=left width="48%" background="" colSpan=5
   ></TD>
    <TD width="3%" background=""
   ></TD>
    <TD vAlign=top noWrap align=left width="12%" background=""
   ></TD>
    <TD width="2%" background=""
   ></TD>
    <TD vAlign=top noWrap align=left width="9%" background=""
   ></TD>
    <TD width="3%" background=""
   ></TD>
    <TD vAlign=top noWrap align=left width="8%" background=""
   ></TD>
    <TD width="2%" background=""
   ></TD>
    <TD vAlign=top noWrap align=left width="2%" background=""
   >
      <HR noShade SIZE=1>
    </TD>
    <TD width="2%" background=""
   >
      <HR noShade SIZE=1>
    </TD>
    <TD vAlign=top noWrap align=left width="8%" background=""
   >
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="48%" colSpan=5
   ><B><FONT
      face=sans-serif size=1
     >FOREIGN CORPORATE BONDS </FONT></B><FONT
      face=sans-serif size=1
     >(10.2%)</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="48%" colSpan=5
   ><B><FONT
      face=sans-serif size=1
     >Broadband </FONT></B><FONT face=sans-serif size=1
     >(0.3%)</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
   ><FONT face=sans-serif size=1
     >$</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
   >&nbsp;<FONT
      face=sans-serif size=1>650</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT
      face=sans-serif size=1>Global Crossing
      UK Finance, Company Guaranteed</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT
      face=sans-serif size=1>Notes (Callable
      12/15/09 @ $105.38) (United</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT
      face=sans-serif size=1
     >Kingdom)</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"
   ><FONT face=sans-serif
      size=1>(B- , Caa1)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="9%"
   ><FONT face=sans-serif
      size=1>12/15/14</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>10.750</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>611,000</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="85%" colSpan=11
   ></TD>
    <TD width="2%"></TD>
    <TD width="12%" colSpan=3>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="48%" colSpan=5
   ><B><FONT
      face=sans-serif size=1
     >Building Products </FONT></B><FONT face=sans-serif
      size=1>(0.2%)</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
   ><FONT
      face=sans-serif size=1
     >1,250</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="51%" colSpan=3
   ><FONT
      face=sans-serif size=1>Maax Holdings,
      Inc., Global Senior Discount Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT
      face=sans-serif size=1>(Callable
      12/15/08 @ $105.63) (Canada) +</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"
   ><FONT face=sans-serif
      size=1>(CCC , Caa3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="9%"
   ><FONT face=sans-serif
      size=1>12/01/12</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>0.000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>443,750</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="85%" colSpan=11
   ></TD>
    <TD width="2%"></TD>
    <TD width="12%" colSpan=3>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="48%" colSpan=5
   ><B><FONT
      face=sans-serif size=1
     >Cable </FONT></B><FONT face=sans-serif size=1
     >(0.8%)</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
   ><FONT
      face=sans-serif size=1
     >1,050</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT
      face=sans-serif size=1>Kabel
      Deutschland GmbH, Rule 144A, Senior</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT
      face=sans-serif size=1>Notes (Callable
      07/01/09 @ $105.31) (Germany) &#135;</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"
   ><FONT face=sans-serif
      size=1>(B- , B2)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="9%"
   ><FONT face=sans-serif
      size=1>07/01/14</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>10.625</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>1,107,750</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
   >&nbsp;<FONT
      face=sans-serif size=1>883</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT
      face=sans-serif size=1>Telenet Group
      Holding NV, Rule 144A, Discount</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT
      face=sans-serif size=1>Notes (Callable
      12/15/08 @ $105.75) (Belgium) &#135;+&nbsp;</FONT> </TD>
    <TD width="3%"></TD>
    <TD vAlign=top noWrap align=middle width="12%" background=""
   >&nbsp;<FONT face=sans-serif
      size=1>(CCC+ , Caa1)</FONT>&nbsp;</TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="9%"
   ><FONT face=sans-serif
      size=1>12/15/14</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>0.000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>739,512</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="85%" colSpan=11
   ></TD>
    <TD width="2%"></TD>
    <TD width="12%" colSpan=3>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="6%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>1,847,262</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="85%" colSpan=11
   ></TD>
    <TD width="2%"></TD>
    <TD width="12%" colSpan=3>
      <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 vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="6%"
     >&nbsp; <B><FONT face=sans-serif size=1
     >Par</FONT></B>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><B><FONT
      face=sans-serif size=1
     >Ratings&#134;</FONT></B>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="6%"
     >&nbsp;<B><FONT face=sans-serif size=1
     >(000)</FONT></B>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><B><FONT
      face=sans-serif size=1
     >(S&amp;P/Moody&#146;s)</FONT></B>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><B><FONT
      face=sans-serif size=1
     >Maturity</FONT></B>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="8%"><B><FONT
      face=sans-serif size=1
     >Rate%</FONT></B>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><B><FONT
      face=sans-serif size=1
     >Value</FONT></B>&nbsp; </TD></TR>
  <TR>
    <TD width="2%"></TD>
    <TD width="2%"></TD>
    <TD width="6%">
      <HR noShade SIZE=1>
    </TD>
    <TD width="2%"></TD>
    <TD width="36%"></TD>
    <TD width="2%"></TD>
    <TD width="12%">
      <HR noShade SIZE=1>
    </TD>
    <TD width="2%"></TD>
    <TD width="11%" background="">
      <HR noShade SIZE=1>
    </TD>
    <TD width="2%"></TD>
    <TD width="8%" background="">
      <HR noShade SIZE=1>
    </TD>
    <TD width="2%"></TD>
    <TD width="3%"></TD>
    <TD width="2%"></TD>
    <TD width="7%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="48%" colSpan=5
   ><B><FONT face=sans-serif size=1
     >Chemicals </FONT></B><FONT face=sans-serif size=1
     >(0.4%)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
     ><FONT face=sans-serif size=1
     >$</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
     >&nbsp;<FONT face=sans-serif size=1
     >877</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Rhodia SA, Global Senior Notes (France)</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(CCC+ ,
      B3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1
     >06/01/10</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >10.250</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%"
     ><FONT face=sans-serif size=1
     >$</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >975,663</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="85%" colSpan=11></TD>
    <TD width="2%"></TD>
    <TD width="12%" colSpan=3>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="48%" colSpan=5
   ><B><FONT face=sans-serif size=1
     >Industrial - Other </FONT></B><FONT face=sans-serif
      size=1>(0.5%)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
     ><FONT face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Ashtead Holdings PLC, Rule 144A,
      Secured</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Notes (Callable 08/01/10 @ $104.31) &#135;</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B ,
      B2)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1
     >08/01/15</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >8.625</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,055,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
     ><FONT face=sans-serif size=1
     >1,021</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >International Utility Structures, Inc.,
      Yankee</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Senior Subordinated Notes (Callable
      02/01/06</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >@ $100.00) (Canada) ^&#248;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(NR ,
      NR)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1
     >02/01/08</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >10.750</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1>0</FONT>&nbsp;
    </TD></TR>
  <TR>
    <TD width="85%" colSpan=11></TD>
    <TD width="2%"></TD>
    <TD width="12%" colSpan=3>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,055,000</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="85%" colSpan=11></TD>
    <TD width="2%"></TD>
    <TD width="12%" colSpan=3>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="48%" colSpan=5
   ><B><FONT face=sans-serif size=1
     >Leisure </FONT></B><FONT face=sans-serif size=1
     >(0.6%)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
     ><FONT face=sans-serif size=1
     >1,250</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >NCL Corp., Global Senior Notes
      (Callable</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >07/15/09 @ $105.31) (Bermuda) #</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B+ ,
      B2)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1
     >07/15/14</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >10.625</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,314,063</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="85%" colSpan=11></TD>
    <TD width="2%"></TD>
    <TD width="12%" colSpan=3>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="48%" colSpan=5
   ><B><FONT face=sans-serif size=1
     >Media </FONT></B><FONT face=sans-serif size=1
     >(0.1%)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
     >&nbsp;<FONT face=sans-serif size=1
     >225</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Quebecor Media, Inc., Rule 144A, Senior
      Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >(Callable 3/15/11 @ $103.88) &#135;&#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B ,
      B2)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1
     >03/15/16</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >7.750</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >230,625</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="85%" colSpan=11></TD>
    <TD width="2%"></TD>
    <TD width="12%" colSpan=3>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="48%" colSpan=5
   ><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 vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
     ><FONT face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Gerdau Ameristeel Corp., Global Senior
      Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >(Callable 07/15/07 @ $105.38) (Canada)</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(BB- ,
      Ba3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1
     >07/15/11</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >10.375</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,107,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
     >&nbsp;<FONT face=sans-serif size=1
     >650</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Ispat Inland ULC, Global Secured Notes
      (Callable</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >04/01/09 @ $104.88) (Canada)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(BBB+ ,
      Baa3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1
     >04/01/14</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >9.750</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >750,750</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="85%" colSpan=11></TD>
    <TD width="2%"></TD>
    <TD width="12%" colSpan=3>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,858,250</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="85%" colSpan=11></TD>
    <TD width="2%"></TD>
    <TD width="12%" colSpan=3>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="48%" colSpan=5
   ><B><FONT face=sans-serif size=1
     >Paper &amp; Forest Products </FONT></B><FONT
      face=sans-serif size=1
     >(1.5%)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
     >&nbsp;<FONT face=sans-serif size=1
     >650</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Abitibi-Consolidated, Inc., Global Notes
      (Canada)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B+ ,
      B1)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1
     >06/15/11</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >7.750</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >612,625</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
     >&nbsp;<FONT face=sans-serif size=1
     >650</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Abitibi-Consolidated, Inc., Yankee Senior
      Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >(Canada) &#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B+ ,
      B1)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1
     >04/01/15</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >8.375</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >614,250</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
     >&nbsp;<FONT face=sans-serif size=1
     >750</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >JSG Funding PLC, Global Senior Notes
      (Callable</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >10/01/07 @ $104.81) (Ireland)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B- ,
      B3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1
     >10/01/12</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >9.625</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >778,125</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
     ><FONT face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >JSG Funding PLC, Global Senior
      Subordinated</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Notes (Callable 01/31/10 @ $103.88)
      (Ireland)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B- ,
      Caa1)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1
     >04/01/15</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >7.750</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >890,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
     ><FONT face=sans-serif size=1
     >1,200</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Tembec Industries, Inc., Yankee Company</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Guaranteed Notes (Callable 06/30/06 @
      $101.44)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >(Canada)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(CCC+ ,
      B3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1
     >06/30/09</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >8.625</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >567,000</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="85%" colSpan=11></TD>
    <TD width="2%"></TD>
    <TD width="12%" colSpan=3>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >3,462,000</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="85%" colSpan=11></TD>
    <TD width="2%"></TD>
    <TD width="12%" colSpan=3>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="48%" colSpan=5
   ><B><FONT face=sans-serif size=1
     >Pharmaceuticals </FONT></B><FONT face=sans-serif
      size=1>(0.3%)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
     >&nbsp;<FONT face=sans-serif size=1
     >500</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Biovail Corp., Yankee Senior Subordinated
      Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >(Callable 04/01/06 @ 103.94) (Canada) &#167;</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(BB- ,
      B2)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1
     >04/01/10</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >7.875</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >519,375</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="85%" colSpan=11></TD>
    <TD width="2%"></TD>
    <TD width="12%" colSpan=3>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="48%" colSpan=5
   ><B><FONT face=sans-serif size=1
     >Publishing </FONT></B><FONT face=sans-serif size=1
     >(0.3%)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
     >&nbsp;<FONT face=sans-serif size=1
     >850</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Quebecor World Capital Corp., Global
      Company</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Guaranteed Notes (Canada)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(BB ,
      Ba3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1
     >11/15/13</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >6.125</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >746,167</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="85%" colSpan=11></TD>
    <TD width="2%"></TD>
    <TD width="12%" colSpan=3>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="48%" colSpan=5
   ><B><FONT face=sans-serif size=1
     >Retail-Food &amp; Drug </FONT></B><FONT
      face=sans-serif size=1
     >(0.7%)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
     ><FONT face=sans-serif size=1
     >1,725</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Jean Coutu Group (PJC), Inc., Global
      Senior</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Subordinated Notes (Callable 08/01/09</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >@ $104.25) (Canada)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B- ,
      Caa1)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1
     >08/01/14</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >8.500</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,651,688</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="85%" colSpan=11></TD>
    <TD width="2%"></TD>
    <TD width="12%" colSpan=3>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="48%" colSpan=5
   ><B><FONT face=sans-serif size=1
     >Satellite </FONT></B><FONT face=sans-serif size=1
     >(0.7%)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
     ><FONT face=sans-serif size=1
     >1,000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Intelsat Bermuda, Ltd., Rule 144A,
      Senior</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Notes (Callable 07/15/06 @ $101.00)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="7%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >(Bermuda) &#135;#</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B+ ,
      B2)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1
     >07/17/12</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >9.609</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,022,500</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%"
     >&nbsp;<FONT face=sans-serif size=1
     >650</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
     ><FONT face=sans-serif size=1
     >Intelsat, Ltd., Global Senior Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="12%"><FONT
      face=sans-serif size=1>(B ,
      Caa1)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="11%"><FONT
      face=sans-serif size=1
     >11/01/08</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"><FONT
      face=sans-serif size=1
     >5.250</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >598,000</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="85%" colSpan=11></TD>
    <TD width="2%"></TD>
    <TD width="12%" colSpan=3>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="6%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="11%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="3%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="7%"><FONT
      face=sans-serif size=1
     >1,620,500</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="85%" colSpan=11></TD>
    <TD width="2%"></TD>
    <TD width="12%" colSpan=3>
      <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
>

  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="9%"

     >&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
      <B><FONT face=sans-serif size=1
     >Par</FONT></B>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"
   ><B><FONT face=sans-serif
      size=1
     >Ratings&#134;</FONT></B>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="9%"
   >&nbsp; &nbsp; &nbsp; &nbsp;
      &nbsp;<B><FONT face=sans-serif size=1
     >(000)</FONT></B>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"
   ><B><FONT face=sans-serif
      size=1
     >(S&amp;P/Moody&#146;s)</FONT></B>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"
   ><B><FONT face=sans-serif
      size=1
     >Maturity</FONT></B>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="8%"
   ><B><FONT face=sans-serif
      size=1
     >Rate%</FONT></B>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><B><FONT face=sans-serif
      size=1
     >Value</FONT></B>&nbsp; </TD></TR>
  <TR>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD>
    <TD width="2%"></TD>
    <TD width="36%"></TD>
    <TD width="2%"></TD>
    <TD width="13%"></TD>
    <TD width="2%"></TD>
    <TD width="10%" background=""
BCLSPANVALID="1">
      <HR noShade SIZE=1>
    </TD>
    <TD width="3%"></TD>
    <TD width="8%" background=""
     ><HR noShade SIZE=1>
    </TD>
    <TD width="2%"></TD>
    <TD width="2%"></TD>
    <TD width="2%"></TD>
    <TD width="8%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="47%" colSpan=3
   ><B><FONT
      face=sans-serif size=1
     >Technology </FONT></B><FONT face=sans-serif size=1
     >(1.3%)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="9%"
   ><FONT face=sans-serif
      size=1>$ 1,175</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT face=sans-serif
      size=1>Celestica, Inc., Senior
      Subordinated Notes</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="9%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT face=sans-serif
      size=1>(Callable 07/01/08 @ $103.94)
      (Canada)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"
   ><FONT face=sans-serif
      size=1>(B , B2)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"
   ><FONT face=sans-serif
      size=1>07/01/11</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >7.875</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   ><FONT face=sans-serif
      size=1>$</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>1,189,687</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="9%"
   >&nbsp; &nbsp; &nbsp; &nbsp;
      &nbsp;<FONT face=sans-serif size=1
     >450</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT face=sans-serif
      size=1>Flextronics International, Ltd.,
      Global Senior</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="9%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT face=sans-serif
      size=1>Subordinated Notes (Callable
      11/15/09</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="9%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT face=sans-serif
      size=1>@ $103.13) (Singapore)
      &#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"
   ><FONT face=sans-serif
      size=1>(BB- , Ba2)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"
   ><FONT face=sans-serif
      size=1>11/15/14</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >6.250</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>441,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="9%"
   >&nbsp; &nbsp; &nbsp;
      &nbsp;<FONT face=sans-serif size=1
     >1,700</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT face=sans-serif
      size=1>New Asat, Ltd., Global Company
      Guaranteed</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="9%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT face=sans-serif
      size=1>Notes (Callable 02/01/08 @
      $104.63) (Cayman</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="9%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT face=sans-serif
      size=1>Islands)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"
   ><FONT face=sans-serif
      size=1>(B- , B3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"
   ><FONT face=sans-serif
      size=1>02/01/11</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >9.250</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>1,360,000</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="85%" colSpan=9
   ></TD>
    <TD width="2%"></TD>
    <TD width="12%" colSpan=3>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>2,990,687</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="85%" colSpan=9
   ></TD>
    <TD width="2%"></TD>
    <TD width="12%" colSpan=3>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="47%" colSpan=3
   ><B><FONT
      face=sans-serif size=1
     >Transportation/Other </FONT></B><FONT face=sans-serif size=1
     >(1.1%)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="9%"
   >&nbsp; &nbsp; &nbsp; &nbsp;
      &nbsp;<FONT face=sans-serif size=1
     >445</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT face=sans-serif
      size=1>Sea Containers, Ltd., Series B,
      Yankee Senior</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="9%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT face=sans-serif
      size=1>Notes (Bermuda)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"
   ><FONT face=sans-serif
      size=1>(B , B3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"
   ><FONT face=sans-serif
      size=1>02/15/08</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >7.875</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>436,100</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="9%"
   >&nbsp; &nbsp; &nbsp;
      &nbsp;<FONT face=sans-serif size=1
     >1,750</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT face=sans-serif
      size=1>Ship Finance International,
      Ltd., Global Senior</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="9%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT face=sans-serif
      size=1>Notes (Callable 12/15/08 @
      $104.25) (Bermuda)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"
   ><FONT face=sans-serif
      size=1>(B , B1)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"
   ><FONT face=sans-serif
      size=1>12/15/13</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >8.500</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>1,636,250</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="9%"
   >&nbsp; &nbsp; &nbsp; &nbsp;
      &nbsp;<FONT face=sans-serif size=1
     >500&nbsp;</FONT></TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT face=sans-serif
      size=1>Titan Petrochemicals Group,
      Ltd., Rule 144A,</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT face=sans-serif
      size=1>Company Guaranteed Notes
      (Bermuda) &#135;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"
   ><FONT face=sans-serif
      size=1>(B+ , B1)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"
   ><FONT face=sans-serif
      size=1>03/18/12</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >8.500</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>476,250</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="85%" colSpan=9
   ></TD>
    <TD width="2%"></TD>
    <TD width="12%" colSpan=3>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>2,548,600</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="85%" colSpan=9
   ></TD>
    <TD width="2%"></TD>
    <TD width="12%" colSpan=3>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="47%" colSpan=3
   ><B><FONT
      face=sans-serif size=1
     >Wireless </FONT></B><FONT face=sans-serif size=1
     >(0.6%)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="9%"
   >&nbsp; &nbsp; &nbsp; &nbsp;
      &nbsp;<FONT face=sans-serif size=1
     >750</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT face=sans-serif
      size=1>Millicom International Cellular
      SA, Global Senior</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="9%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT face=sans-serif
      size=1>Notes (Callable 12/01/08 @
      $105.00)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="9%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT face=sans-serif
      size=1>(Luxembourg) #</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"
   ><FONT face=sans-serif
      size=1>(B- , B3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"
   ><FONT face=sans-serif
      size=1>12/01/13</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >10.000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>828,750</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="9%"
   >&nbsp; &nbsp; &nbsp; &nbsp;
      &nbsp;<FONT face=sans-serif size=1
     >500</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT face=sans-serif
      size=1>Rogers Wireless Communications,
      Inc., Global</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT face=sans-serif
      size=1>Secured Notes
      (Canada)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="13%"
   ><FONT face=sans-serif
      size=1>(BB , Ba3)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"
   ><FONT face=sans-serif
      size=1>03/15/15</FONT>&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif size=1
     >7.500</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>545,000</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="85%" colSpan=9
   ></TD>
    <TD width="2%"></TD>
    <TD width="12%" colSpan=3>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="9%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>1,373,750</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="85%" colSpan=9
   ></TD>
    <TD width="2%"></TD>
    <TD width="12%" colSpan=3>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="47%" colSpan=3
   ><B><FONT
      face=sans-serif size=1
     >TOTAL FOREIGN CORPORATE BONDS </FONT></B><FONT
      face=sans-serif size=1>(Cost
      $24,830,638)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>23,248,380</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="85%" colSpan=9
   ></TD>
    <TD width="2%"></TD>
    <TD width="12%" colSpan=3>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=middle width="9%"

     >&nbsp;<B><FONT face=sans-serif size=1
     >Number</FONT></B>&nbsp;
</TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=center noWrap align=middle width="9%"
   ><FONT
      face=sans-serif><FONT size=1><B>of</B></FONT></FONT></TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=middle width="9%"
   ><B><FONT
      face=sans-serif size=1
     >Shares&nbsp;</FONT></B> </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR>
    <TD vAlign=top noWrap align=left width="9%" background=""
   >
      <HR noShade SIZE=1>
    </TD>
    <TD width="2%" background=""
   ></TD>
    <TD vAlign=top noWrap align=left width="36%" background=""
   ></TD>
    <TD width="2%" background=""
   ></TD>
    <TD vAlign=top noWrap align=left width="13%" background=""
   ></TD>
    <TD width="2%" background=""
   ></TD>
    <TD vAlign=top noWrap align=left width="10%" background=""
   ></TD>
    <TD width="3%" background=""
   ></TD>
    <TD vAlign=top noWrap align=left width="8%" background=""
   ></TD>
    <TD width="2%" background=""
   ></TD>
    <TD vAlign=top noWrap align=left width="2%" background=""
   ></TD>
    <TD width="2%" background=""
   ></TD>
    <TD vAlign=top noWrap align=left width="8%" background=""
   ></TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="47%" colSpan=3
   ><B><FONT
      face=sans-serif size=1
     >COMMON STOCKS </FONT></B><FONT face=sans-serif size=1
     >(1.5%)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="47%" colSpan=3
   ><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="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="9%"
   >&nbsp; &nbsp;<FONT
      face=sans-serif size=1
     >774,557</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT face=sans-serif
      size=1>Cambridge Industries Liquidating
      Trust ^*</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>0</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="85%" colSpan=9
   ></TD>
    <TD width="2%"></TD>
    <TD width="12%" colSpan=3>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="47%" colSpan=3
   ><B><FONT
      face=sans-serif size=1
     >Chemicals </FONT></B><FONT face=sans-serif size=1
     >(0.1%)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="9%"
   >&nbsp; &nbsp; &nbsp;
      &nbsp;<FONT face=sans-serif size=1
     >4,893</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT face=sans-serif
      size=1>Huntsman Corp. *</FONT>&nbsp;
</TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>105,787</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="85%" colSpan=9
   ></TD>
    <TD width="2%"></TD>
    <TD width="12%" colSpan=3>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="47%" colSpan=3
   ><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="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="9%"
   >&nbsp; &nbsp; &nbsp; &nbsp;
      &nbsp;<FONT face=sans-serif size=1
     >845</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT face=sans-serif
      size=1>Crunch Equity Holdings, Class A
      *</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>908,340</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="85%" colSpan=9
   ></TD>
    <TD width="2%"></TD>
    <TD width="12%" colSpan=3>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="47%" colSpan=3
   ><B><FONT
      face=sans-serif size=1
     >Healthcare Facilities/Supplies </FONT></B><FONT
      face=sans-serif size=1
     >(0.0%)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="9%"
   >&nbsp; &nbsp; &nbsp; &nbsp;
      &nbsp;<FONT face=sans-serif size=1
     >464</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT face=sans-serif
      size=1>Magellan Health Services, Inc.
      *</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>16,927</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="85%" colSpan=9
   ></TD>
    <TD width="2%"></TD>
    <TD width="12%" colSpan=3>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="47%" colSpan=3
   ><B><FONT
      face=sans-serif size=1
     >Utilities </FONT></B><FONT face=sans-serif size=1
     >(0.7%)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="9%"
   >&nbsp; &nbsp; &nbsp;<FONT
      face=sans-serif size=1
     >58,527</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT face=sans-serif
      size=1>Mirant Corp. *</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>1,638,756</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="85%" colSpan=9
   ></TD>
    <TD width="2%"></TD>
    <TD width="12%" colSpan=3>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="47%" colSpan=3
   ><B><FONT
      face=sans-serif size=1
     >Wireless </FONT></B><FONT face=sans-serif size=1
     >(0.3%)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="9%"
   >&nbsp; &nbsp; &nbsp;<FONT
      face=sans-serif size=1
     >99,764</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="36%"
   ><FONT face=sans-serif
      size=1>Dobson Communications Corp.,
      Class A *</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>740,249</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="85%" colSpan=9
   ></TD>
    <TD width="2%"></TD>
    <TD width="12%" colSpan=3>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="47%" colSpan=3
   ><B><FONT
      face=sans-serif size=1
     >TOTAL COMMON STOCKS </FONT></B><FONT face=sans-serif size=1
     >(Cost $3,556,441)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="13%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%"
   >&nbsp; </TD>
    <TD width="3%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="8%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%"
   >&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="8%"
   ><FONT face=sans-serif
      size=1>3,410,059</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="85%" colSpan=9
   ></TD>
    <TD width="2%"></TD>
    <TD width="12%" colSpan=3>
      <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 vAlign=top noWrap align=middle width="3%" background=""></TD>
    <TD width="1%">&nbsp;</TD>
    <TD vAlign=top noWrap align=middle width="10%"
   >&nbsp;<B><FONT face=sans-serif size=1
     >Number</FONT></B>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="69%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%" colSpan=3
     >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=middle width="3%" background=""></TD>
    <TD width="1%">&nbsp;</TD>
    <TD vAlign=top noWrap align=middle width="10%"
   ><B><FONT face=sans-serif size=1
     >of</FONT></B>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="69%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%" colSpan=3
     >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=middle width="3%" background=""></TD>
    <TD width="1%">&nbsp;</TD>
    <TD vAlign=top noWrap align=middle width="10%"
   ><B><FONT face=sans-serif size=1
     >Shares&nbsp;</FONT></B> </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="69%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%" colSpan=3
     >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="9%"><B><FONT
      face=sans-serif size=1
     >Value</FONT></B>&nbsp; </TD></TR>
  <TR>
    <TD align=middle width="3%" background=""></TD>
    <TD width="1%">&nbsp;</TD>
    <TD align=middle width="10%">
      <HR noShade SIZE=1>
    </TD>
    <TD width="2%"></TD>
    <TD width="69%" background="">&nbsp;</TD>
    <TD width="2%"></TD>
    <TD width="1%" background="">&nbsp;</TD>
    <TD width="1%"></TD>
    <TD width="1%" background="">&nbsp;</TD>
    <TD width="1%"></TD>
    <TD width="9%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="1%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="81%" colSpan=3
   ><B><FONT face=sans-serif size=1
     >WARRANTS </FONT></B><FONT face=sans-serif size=1
     >(0.0%)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%" colSpan=3
     >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="1%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="81%" colSpan=3
   ><B><FONT face=sans-serif size=1
     >Broadband </FONT></B><FONT face=sans-serif size=1
     >(0.0%)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%" colSpan=3
     >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="1%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="10%"
     >&nbsp; &nbsp; &nbsp; &nbsp;<FONT face=sans-serif size=1
     >6,750</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="69%"
     ><FONT face=sans-serif size=1
     >GT Group Telecom, Inc., Rule 144A,</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%" colSpan=3
     >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="1%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="69%"
     ><FONT face=sans-serif size=1
     >strike price $0.00, expires 02/01/10
      &#135;^*</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%" colSpan=3
   ><FONT face=sans-serif size=1
     >$</FONT>&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="9%"><FONT
      face=sans-serif size=1>0</FONT>&nbsp;
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="1%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="10%"
     >&nbsp; &nbsp; &nbsp; &nbsp;<FONT face=sans-serif size=1
     >5,980</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="69%"
     ><FONT face=sans-serif size=1
     >Ono Finance PLC, expires 05/31/09 *</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%" colSpan=3
     >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="9%"><FONT
      face=sans-serif size=1>60</FONT>&nbsp;
    </TD></TR>
  <TR>
    <TD width="3%" background=""></TD>
    <TD width="1%">&nbsp;</TD>
    <TD width="81%" colSpan=3></TD>
    <TD width="2%"></TD>
    <TD width="12%" colSpan=5>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="1%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="69%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%" colSpan=3
     >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="9%"><FONT
      face=sans-serif size=1>60</FONT>&nbsp;
    </TD></TR>
  <TR>
    <TD width="3%" background=""></TD>
    <TD width="1%">&nbsp;</TD>
    <TD width="81%" colSpan=3></TD>
    <TD width="2%"></TD>
    <TD width="12%" colSpan=5>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="1%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="81%" 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="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%" colSpan=3
     >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="1%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="10%"
     >&nbsp; &nbsp; &nbsp; &nbsp;<FONT face=sans-serif size=1
     >3,000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="69%"
     ><FONT face=sans-serif size=1
     >Versatel Telecom International NV, strike
      price</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%" colSpan=3
     >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="1%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="69%"
     ><FONT face=sans-serif size=1
     >$2.81, expires 05/15/08 *</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%" colSpan=3
     >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="9%"><FONT
      face=sans-serif size=1
     >3,751</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="3%" background=""></TD>
    <TD width="1%">&nbsp;</TD>
    <TD width="81%" colSpan=3></TD>
    <TD width="2%"></TD>
    <TD width="12%" colSpan=5>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="1%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="81%" 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="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%" colSpan=3
     >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="1%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="10%"
     >&nbsp; &nbsp; &nbsp; &nbsp; &nbsp;<FONT face=sans-serif
      size=1>106</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="69%"
     ><FONT face=sans-serif size=1
     >Windsor Woodmont Black Hawk, strike price
      $0.01,</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%" colSpan=3
     >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="1%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="69%"
     ><FONT face=sans-serif size=1
     >expires 03/15/10 ^*</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%" colSpan=3
     >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="9%"><FONT
      face=sans-serif size=1>0</FONT>&nbsp;
    </TD></TR>
  <TR>
    <TD width="3%" background=""></TD>
    <TD width="1%">&nbsp;</TD>
    <TD width="81%" colSpan=3></TD>
    <TD width="2%"></TD>
    <TD width="12%" colSpan=5>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="1%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="81%" 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="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%" colSpan=3
     >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="1%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="10%"
     >&nbsp; &nbsp; &nbsp; &nbsp; &nbsp;<FONT face=sans-serif
      size=1>336</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="69%"
     ><FONT face=sans-serif size=1
     >New World Restaurant Group, Inc., strike
      price</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%" colSpan=3
     >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="1%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="69%"
     ><FONT face=sans-serif size=1
     >$13.00, expires 06/20/06 *</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%" colSpan=3
     >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="9%"><FONT
      face=sans-serif size=1>0</FONT>&nbsp;
    </TD></TR>
  <TR>
    <TD width="3%" background=""></TD>
    <TD width="1%">&nbsp;</TD>
    <TD width="81%" colSpan=3></TD>
    <TD width="2%"></TD>
    <TD width="12%" colSpan=5>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="1%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="81%" 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="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%" colSpan=3
     >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="1%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="10%"
     >&nbsp; &nbsp; &nbsp; &nbsp;<FONT face=sans-serif size=1
     >5,000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="69%"
     ><FONT face=sans-serif size=1
     >Asat Finance LLC, Rule 144A, strike price
      $18.60,</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%" colSpan=3
     >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="1%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="69%"
     ><FONT face=sans-serif size=1
     >expires 11/01/06 &#135;*</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%" colSpan=3
     >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="9%"><FONT
      face=sans-serif size=1>625</FONT>&nbsp;
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="3%" background=""></TD>
    <TD width="1%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="10%"
   >&nbsp; &nbsp;<FONT face=sans-serif size=1
     >204,293&nbsp;&nbsp; </FONT></TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="69%"
     ><FONT face=sans-serif size=1
     >Viasystems, Inc., strike price $25.31,</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%" colSpan=3
     >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="1%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="69%"
     ><FONT face=sans-serif size=1
     >expires 01/31/10 ^*</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%" colSpan=3
     >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="9%"><FONT
      face=sans-serif size=1
     >2,043</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="3%" background=""></TD>
    <TD width="1%">&nbsp;</TD>
    <TD width="81%" colSpan=3></TD>
    <TD width="2%"></TD>
    <TD width="12%" colSpan=5>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="1%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="69%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%" colSpan=3
     >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="9%"><FONT
      face=sans-serif size=1
     >2,668</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="3%" background=""></TD>
    <TD width="1%">&nbsp;</TD>
    <TD width="81%" colSpan=3></TD>
    <TD width="2%"></TD>
    <TD width="12%" colSpan=5>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="1%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="81%" 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="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%" colSpan=3
     >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="9%"><FONT
      face=sans-serif size=1
     >6,479</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="3%" background=""></TD>
    <TD width="1%">&nbsp;</TD>
    <TD width="81%" colSpan=3></TD>
    <TD width="2%"></TD>
    <TD width="12%" colSpan=5>
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=middle width="3%" background=""></TD>
    <TD width="1%">&nbsp;</TD>
    <TD vAlign=top noWrap align=middle width="10%"
   ><B><FONT face=sans-serif size=1
     >Par</FONT></B>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="69%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%" colSpan=3
     >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=middle width="3%" background=""></TD>
    <TD width="1%">&nbsp;</TD>
    <TD vAlign=top noWrap align=middle width="10%"
   ><B><FONT face=sans-serif size=1
     >(000)&nbsp;</FONT></B> </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="69%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%" colSpan=3
     >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="1%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="10%" background="">
      <HR noShade SIZE=1>
    </TD>
    <TD width="2%" background=""></TD>
    <TD vAlign=top noWrap align=left width="69%" background=""></TD>
    <TD width="2%" background=""></TD>
    <TD vAlign=top noWrap align=left width="2%" background="" colSpan=3></TD>
    <TD width="1%" background=""></TD>
    <TD vAlign=top noWrap align=left width="9%" background=""></TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="1%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="81%" colSpan=3
   ><B><FONT face=sans-serif size=1
     >REPURCHASE AGREEMENTS </FONT></B><FONT
      face=sans-serif size=1
     >(22.9%)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%" colSpan=3
     >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=center noWrap align=right width="3%" background=""><FONT
      face=sans-serif size=1
     >$&nbsp;&nbsp;&nbsp;</FONT></TD>
    <TD width="1%">&nbsp;</TD>
    <TD vAlign=top noWrap align=right width="10%"
   ><FONT face=sans-serif size=1
     >&nbsp;&nbsp; 2,076 </FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="69%"
     ><FONT face=sans-serif size=1
     >Bear Stearns &amp; Co., 4.37%, Dated 01/31/06, due
      2/01/06,</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%" colSpan=3
     >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="1%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="69%"
     ><FONT face=sans-serif size=1
     >proceeds at maturity $2,076,434 (fully
      collateralized by</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%" colSpan=3
     >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="1%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="69%"
     ><FONT face=sans-serif size=1
     >U.S. Treasury Strips, due 11/15/20, Market Value
      of</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%" colSpan=3
     >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="1%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="69%"
     ><FONT face=sans-serif size=1
     >collateral is $2,138,169)&#167;&#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%" colSpan=3
     >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="9%"><FONT
      face=sans-serif size=1
     >2,076,182</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="1%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="10%"
     >&nbsp; &nbsp; &nbsp; &nbsp;<FONT face=sans-serif size=1
     >1,387</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="69%"
     ><FONT face=sans-serif size=1
     >Bear Stearns &amp; Co., 4.50%, Dated 01/31/06, due
      2/01/06,</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%" colSpan=3
     >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="1%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="69%"
     ><FONT face=sans-serif size=1
     >proceeds at maturity $1,386,998 (fully
      collateralized by</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%" colSpan=3
     >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="1%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="69%"
     ><FONT face=sans-serif size=1
     >U.S. Treasury Strips, due 11/15/20, Market Value of
      collateral</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%" colSpan=3
     >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="1%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="69%"
     ><FONT face=sans-serif size=1
     >is $1,427,098)&#167;&#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%" colSpan=3
     >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="9%"><FONT
      face=sans-serif size=1
     >1,386,825</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="1%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="10%"
     >&nbsp; &nbsp; &nbsp; &nbsp;<FONT face=sans-serif size=1
     >2,767</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="69%"
     ><FONT face=sans-serif size=1
     >Bear Stearns &amp; Co., 3.375%, Dated 01/31/06, due
      02/01/06,</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%" colSpan=3
     >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="1%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="69%"
     ><FONT face=sans-serif size=1
     >proceeds at maturity $2,767,597 (fully
      collateralized by</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%" colSpan=3
     >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="1%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="69%"
     ><FONT face=sans-serif size=1
     >U.S. Treasury Strips, due 11/15/20, Market Value of
      collateral</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%" colSpan=3
     >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="9%">&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="3%" background=""></TD>
    <TD width="1%">&nbsp;</TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="69%"
     ><FONT face=sans-serif size=1
     >is $2,849,240)&#167;&#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="2%" colSpan=3
     >&nbsp; </TD>
    <TD width="1%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="9%"><FONT
      face=sans-serif size=1
     >2,767,338</FONT>&nbsp; </TD></TR></TABLE><BR>
<HR align=center width="100%" color=#990033 noShade SIZE=3>
<PAGE><A name=page_18></A>
<TABLE cellSpacing=1 cellPadding=0 width=648 border=0
>

  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=middle width="12%"
   ><B><FONT face=sans-serif size=1
     >Par</FONT></B>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="73%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp;
</TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=middle width="12%"
   ><B><FONT face=sans-serif size=1
     >(000)</FONT></B>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="73%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><B><FONT
      face=sans-serif size=1
     >Value</FONT></B>&nbsp; </TD></TR>
  <TR>
    <TD width="12%">
      <HR noShade SIZE=1>
    </TD>
    <TD width="2%"></TD>
    <TD width="73%"></TD>
    <TD width="2%"></TD>
    <TD width="10%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="87%" colSpan=3
   ><B><FONT face=sans-serif size=1
     >REPURCHASE AGREEMENTS </FONT></B><FONT
      face=sans-serif size=1
     >(continued)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp;
</TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="12%"
   ><FONT face=sans-serif size=1
     >$ 46,218</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="73%"
     ><FONT face=sans-serif size=1
     >Bear Stearns &amp; Co., 4.50%, Dated 01/31/06, due
      02/01/06,</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp;
</TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="73%"
     ><FONT face=sans-serif size=1
     >proceeds at maturity $46,224,192, (fully collateralized
      by</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp;
</TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="73%"
     ><FONT face=sans-serif size=1
     >U.S. Treasury Strips, due 11/15/20,</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp;
</TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="73%"
     ><FONT face=sans-serif size=1
     >Freddie Mac CMO/ Series 2090, due 10/15/28,</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp;
</TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="73%"
     ><FONT face=sans-serif size=1
     >Fannie Mae REMIC Trust, due 01/25/24,</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp;
</TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="73%"
     ><FONT face=sans-serif size=1
     >Fannie Mae Strips CMO/Series, due 6/01/29,</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp;
</TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="73%"
     ><FONT face=sans-serif size=1
     >GNMA, due 05/16/29,</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp;
</TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="73%"
     ><FONT face=sans-serif size=1
     >Ginnie Mae REMIC Trust, due 11/16/29,</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp;
</TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="73%"
     ><FONT face=sans-serif size=1
     >Ginnie Mae REMIC Trust, due 10/16/30,</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp;
</TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="73%"
     ><FONT face=sans-serif size=1
     >Fannie Mae CMO/Series 2000-37, due 11/25/30,</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp;
</TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="73%"
     ><FONT face=sans-serif size=1
     >Freddie Mac, due 04/15/31,</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp;
</TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="73%"
     ><FONT face=sans-serif size=1
     >Fannie Mae, due 06/25/31,</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp;
</TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="73%"
     ><FONT face=sans-serif size=1
     >Fannie Mae, due 12/25/31,</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp;
</TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="73%"
     ><FONT face=sans-serif size=1
     >Fannie Mae CMO/Series 2001-81, due 01/18/32,</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp;
</TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="73%"
     ><FONT face=sans-serif size=1
     >Ginnie Mae CMO/Series 2001-61, due 09/20/30,</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp;
</TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="73%"
     ><FONT face=sans-serif size=1
     >Freddie Mac, due 06/15/31,</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp;
</TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="73%"
     ><FONT face=sans-serif size=1
     >Ginnie Mae CMO/Series 2002-20, due 03/20/32,</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp;
</TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="73%"
     ><FONT face=sans-serif size=1
     >Fannie Mae, due 06/25/32,</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp;
</TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="73%"
     ><FONT face=sans-serif size=1
     >Fannie Mae CMO/Series 2002-52, due 09/18/32,</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp;
</TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="73%"
     ><FONT face=sans-serif size=1
     >Fannie Mae CMO/Series 2002-71, due 11/25/32,</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp;
</TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="73%"
     ><FONT face=sans-serif size=1
     >Freddie Mac, due 06/15/29,</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp;
</TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="73%"
     ><FONT face=sans-serif size=1
     >Fannie Mae CMO/Series 2002-82, due 02/25/32,</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp;
</TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="73%"
     ><FONT face=sans-serif size=1
     >Ginnie Mae CMO/Series 2002-76, due 12/20/29,</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp;
</TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="73%"
     ><FONT face=sans-serif size=1
     >Fannie Mae CMO/Series 2002-95, due 02/25/17,</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp;
</TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="73%"
     ><FONT face=sans-serif size=1
     >Ginnie Mae CMO /Series 2003-001, due 06/16/31,</FONT>&nbsp;
    </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp;
</TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="73%"
     ><FONT face=sans-serif size=1
     >Fannie Mae CMO/Series 2003-14, due 03/25/33,</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp;
</TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="73%"
     ><FONT face=sans-serif size=1
     >Fannie Mae CMO/Series 2003-20, 10/25/16,</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp;
</TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="73%"
     ><FONT face=sans-serif size=1
     >Fannie Mae, due 01/25/32,</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp;
</TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="73%"
     ><FONT face=sans-serif size=1
     >Fannie Mae CMO/Series 2003-43, due 05/25/33,</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp;
</TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="73%"
     ><FONT face=sans-serif size=1
     >Fannie Mae CMO/Series 2003-35, due 02/25/33,</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp;
</TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="73%"
     ><FONT face=sans-serif size=1
     >Freddie Mac CMO/Series 2601, due 11/15/17,</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp;
</TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="73%"
     ><FONT face=sans-serif size=1
     >Freddie Mac, due 04/15/17,</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp;
</TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="73%"
     ><FONT face=sans-serif size=1
     >Fannie Mae CMO/Series 2003-48, due 06/25/18,</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp;
</TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="73%"
     ><FONT face=sans-serif size=1
     >Fannie Mae CMO/Series 2003-52, due 07/25/17,</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp;
</TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="73%"
     ><FONT face=sans-serif size=1
     >Freddie Mac, due 09/15/31,</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp;
</TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="73%"
     ><FONT face=sans-serif size=1
     >Fannie Mae CMO/Series 2003-67, due 08/25/17,</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp;
</TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="73%"
     ><FONT face=sans-serif size=1
     >Fannie Mae, due 08/25/18,</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp;
</TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="73%"
     ><FONT face=sans-serif size=1
     >Market Value of collateral</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp;
</TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="12%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="73%"
     ><FONT face=sans-serif size=1
     >is $47,187,016)&#167;&#167;</FONT>&nbsp; </TD>
    <TD width="2%"><FONT face=sans-serif size=1
     >$</FONT> </TD>
    <TD vAlign=top noWrap align=right width="10%"><FONT
      face=sans-serif size=1
     >&nbsp;46,218,415</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="87%" colSpan=3></TD>
    <TD width="2%"></TD>
    <TD width="10%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="87%" colSpan=3
   ><B><FONT face=sans-serif size=1
     >TOTAL REPURCHASE AGREEMENTS </FONT></B><FONT
      face=sans-serif size=1>(Cost
      $52,448,760)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="10%"><FONT
      face=sans-serif size=1
     >52,448,760</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="87%" colSpan=3></TD>
    <TD width="2%"></TD>
    <TD width="10%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=middle width="12%"
   ><B><FONT face=sans-serif size=1
     >Number</FONT></B>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="73%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp;
</TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=middle width="12%"
   ><B><FONT face=sans-serif size=1
     >of</FONT></B>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="73%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp;
</TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=middle width="12%"
   ><B><FONT face=sans-serif size=1
     >Shares&nbsp;</FONT></B> </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="73%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp;
</TD></TR>
  <TR>
    <TD vAlign=top noWrap align=left width="12%" background="">
      <HR noShade SIZE=1>
    </TD>
    <TD width="2%" background=""></TD>
    <TD vAlign=top noWrap align=left width="73%" background=""></TD>
    <TD width="2%" background=""></TD>
    <TD vAlign=top noWrap align=left width="10%" background=""></TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="87%" colSpan=3
   ><B><FONT face=sans-serif size=1
     >SHORT TERM INVESTMENTS </FONT></B><FONT
      face=sans-serif size=1
     >(13.1%)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="10%">&nbsp;
</TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="12%"
   ><FONT face=sans-serif size=1
     >15,000,000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="73%"
     ><FONT face=sans-serif size=1
     >American Beacon Money Market Fund &#167;&#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="10%"><FONT
      face=sans-serif size=1
     >15,000,000</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=right width="12%"
   ><FONT face=sans-serif size=1
     >15,000,000</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="73%"
     ><FONT face=sans-serif size=1
     >Reserve Funds Primary Fund Class 8 &#167;&#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="10%"><FONT
      face=sans-serif size=1
     >15,000,000</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="87%" colSpan=3></TD>
    <TD width="2%"></TD>
    <TD width="10%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="87%" 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="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="10%"><FONT
      face=sans-serif size=1
     >30,000,000</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="87%" colSpan=3></TD>
    <TD width="2%"></TD>
    <TD width="10%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="87%" colSpan=3
   ><B><FONT face=sans-serif size=1
     >TOTAL INVESTMENTS AT VALUE </FONT></B><FONT
      face=sans-serif size=1>(180.7%) (Cost
      $420,844,290)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="10%"><FONT
      face=sans-serif size=1
     >413,243,125</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="87%" colSpan=3
   ><B><FONT face=sans-serif size=1
     >LIABILITIES IN EXCESS OF OTHER ASSETS
      </FONT></B><FONT face=sans-serif size=1
     >(-80.7%)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=middle width="10%"><FONT
      face=sans-serif size=1
     >(184,490,070)</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="87%" colSpan=3></TD>
    <TD width="2%"></TD>
    <TD width="10%">
      <HR noShade SIZE=1>
    </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="87%" colSpan=3
   ><B><FONT face=sans-serif size=1
     >NET ASSETS </FONT></B><FONT face=sans-serif
      size=1>(100.0%)</FONT>&nbsp; </TD>
    <TD width="2%"><FONT face=sans-serif size=1
     >$</FONT>&nbsp; </TD>
    <TD vAlign=top noWrap align=right width="10%"><FONT
      face=sans-serif size=1
     >228,753,055</FONT>&nbsp; </TD></TR>
  <TR>
    <TD width="87%" colSpan=3></TD>
    <TD width="2%"></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_19></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 Note, Series A</FONT><BR><FONT face=sans-serif size=1
     >NR = Not Rated</FONT><BR><FONT face=sans-serif
      size=1>REMIC = Real Estate Mortgage
      Conduits</FONT><BR></TD></TR></TABLE></P>
<TABLE cellSpacing=1 cellPadding=0 width=648 border=0
BASEBORDER="0">

  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
     ><FONT face=sans-serif size=1
     >&#134;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top 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 vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top 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 vAlign=top noWrap align=left width="2%"
     ><FONT face=sans-serif size=1
     >#</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="95%"
     ><FONT face=sans-serif size=1
     >Variable rate obligations &#150; The interest rate shown
      is the rate as of January 31, 2006.</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
     ><FONT face=sans-serif size=1
     >&#135;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top 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 vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="95%"
     ><FONT face=sans-serif size=1
     >transactions exempt from registration, normally to
      qualified institutional buyers. At January 31, 2006, these
      securities</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="95%"
     ><FONT face=sans-serif size=1
     >amounted to $45,778,750 or 20.01% of net
      assets.</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
     ><FONT face=sans-serif size=1
     >+</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="95%"
     ><FONT face=sans-serif size=1
     >Step Bond &#150; The interest stated is as of January 31,
      2006 and will reset at a future date.</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
     ><FONT face=sans-serif size=1
     >&#248;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="95%"
     ><FONT face=sans-serif size=1
     >Bond in default.</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
     ><FONT face=sans-serif size=1
     >(1)</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="95%"
     ><FONT face=sans-serif size=1
     >Par value of security held is less than
      1,000.</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
     ><FONT face=sans-serif size=1
     >*</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="95%"
     ><FONT face=sans-serif size=1
     >Non-income producing security.</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
     ><FONT face=sans-serif size=1
     >^</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top 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 vAlign=top noWrap align=left width="2%">&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top noWrap align=left width="95%"
     ><FONT face=sans-serif size=1
     >Board of Trustees.</FONT>&nbsp; </TD></TR>
  <TR vAlign=bottom>
    <TD vAlign=top noWrap align=left width="2%"
     ><FONT face=sans-serif size=1
     >&#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top 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 vAlign=top noWrap align=left width="2%"
     ><FONT face=sans-serif size=1
     >&#167;&#167;</FONT>&nbsp; </TD>
    <TD width="2%">&nbsp; </TD>
    <TD vAlign=top 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><FONT face=sans-serif size=1
BASEFACE="sans-serif">Portfolio Valuation &#150; Fixed-income securities (other than
short-term obligations, but including listed issues) are valued based on prices
obtained by one or more independent pricing services approved by the Board of
Trustees. Pricing services use a matrix, formula or other objective method that
takes into consideration market indices, yield curves and other specific
adjustments.</FONT></P>
<P align=left><FONT face=sans-serif size=1
BASEFACE="sans-serif">Securities (other than fixed-income securities) for which
the principal market is one or more securities exchanges are valued at market
value, which is generally determined using the closing price on the exchange or
market on which the security is primarily traded. If a securities exchange is
not the principal market for a security, such security will, if market
quotations 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 securities
reported on the NASDAQ national market system for which any sales occurred
during the day). Investments in mutual funds are valued at eh mutual fund&#146;s
closing net asset value per share on the day of valuation. Securities and other
assets for which market quotations are not readily available are valued at fair
value as determined in good faith by, or under the direction of, the Board of
Trustees under procedures established by the Board of Trustees. Debt obligations
that will mature in 60 days or less are valued on the basis of amortized cost,
which approximates market value, unless it is determined that using this method
would not reflect an investment&#146;s fair value. When fair-value pricing is
employed, the prices of securities used by a fund to calculate its net asset
value may differ from quoted or published prices for the same
securities.</FONT></P>
<P align=left><FONT face=sans-serif size=1
BASEFACE="sans-serif">Federal Income Tax Cost - At January 31, 2006, the
identified cost for federal income tax purposes, as well as the gross unrealized
appreciation from investments for those securities having an excess of value
over cost, gross unrealized depreciation from investments for those securities
having an excess of cost over value and the net unrealized depreciation from
investments were $420,844,290, $9,669,953, $(17,271,118) and $(7,601,165),
respectively.</FONT></P>
<P align=left><FONT face=sans-serif size=1
BASEFACE="sans-serif">Other information regarding the Fund is available in the
Fund&#146;s most recent Report to Shareholders. This information is also available on
the Fund&#146;s website at http://www.credit-suisse.com/us as well as on the website
of the Securities and Exchange Commission &#150; http://www.sec.gov.</FONT></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>
</LI></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>(Registrant)&nbsp;<U>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<B>Credit Suisse High Yield Bond Fund</B>&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;March 31, 2006</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;March 31, 2006&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;March 31, 2006</FONT></P>


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<H3><U>CERTIFICATIONS</U> </H3>
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<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:&nbsp;<U>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;March 31, 2006&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>
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<H3><BR><U>CERTIFICATIONS</U> </H3>
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<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:&nbsp;<U>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;March 31, 2006&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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