| Top 10 Holdings |
| Company Name |
# of Shares |
Market Value |
% of Holdings |
| 1 |
NEXTEL COMM INC 7.37 08/01/15 |
74,380,000 |
57,311,800.00 |
2.79% |
| 2 |
HBOS PLC 6.41 |
53,200,000 |
38,209,600.00 |
1.86% |
| 3 |
BARCLAYS BANK PLC 6.27 |
46,380,000 |
37,122,600.00 |
1.81% |
| 4 |
HSBC FIN CAPITAL TRUST IX 5.91 11/30/35 |
45,465,000 |
36,933,900.00 |
1.80% |
| 5 |
FREEPORT MCMORAN COPPER & 8.37 04/01/17 |
27,860,000 |
29,636,100.00 |
1.44% |
| 6 |
GOLDMAN SACHS CAPITAL INC 6.34 02/15/34 |
32,620,000 |
28,328,200.00 |
1.38% |
| 7 |
CITIZENS COMM CO 6.25 01/15/13 |
29,465,000 |
26,813,200.00 |
1.31% |
| 8 |
QWEST CORP 8.87 03/15/12 |
25,750,000 |
26,393,800.00 |
1.29% |
| 9 |
PARK PLACE ENTERTAINMENT C 7.87 03/15/10 |
27,995,000 |
26,385,300.00 |
1.29% |
| 10 |
DELHAIZE AMERICA INC 9.00 04/15/31 |
21,800,000 |
26,307,000.00 |
1.28% |