With frosty temperatures and snow and freezing rain hitting New York last week, some loan market heavyweights had to be recalling the island fun they had recently at the rock block weekend wedding of Highland Capital Management President Jim Dondero. Held on the tropical isle of Nevis, the three-day extravaganza included a pig roast, jet skiing and spear fishing, and was attended by many luminaries from the loan market. On hand to toast the bride and groom were Don Pollard of Credit Suisse First Boston, Jon Calder of Citicorp Securities, Steve Hickey from Goldman Sachs and Jorde Nathan of Lehman Brothers. There was so much to do over the course of the weekend and so many familiar faces from the market that one source said, "It was almost like having a company offsite."