U.S. CORPORATE BONDS
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Food - Wholesale
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$
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175
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Dole
Food Co., Inc., Global Co. Guaranteed Notes (Callable 03/15/08 @
$102.22)
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(B-,
Caa1)
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03/15/11
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8.875
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$
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156,625
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950
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National
Beef Packing Co. LLC, Global Senior Unsecured Notes (Callable 08/01/08 @
$102.63)
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(B-,
Caa1)
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08/01/11
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10.500
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878,750
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1,575
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Smithfield
Foods, Inc., Senior Unsecured Notes
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(BB,
Ba3)
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07/01/17
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7.750
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1,496,250
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3,232,875
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Forestry & Paper
(5.1%)
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800
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Boise
Cascade LLC, Global Company Guaranteed Notes (Callable 10/15/09 @ $103.56)§
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(B+,
B2)
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10/15/14
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7.125
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766,000
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1,900
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Cellu
Tissue Holdings, Inc., Global Secured Notes (Callable 03/15/08 @
$103.67)
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(B,
B2)
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03/15/10
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9.750
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1,786,000
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250
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Georgia-Pacific
Corp., Debentures
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(B,
B2)
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06/15/15
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7.700
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242,500
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750
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Georgia-Pacific
Corp., Global Senior Notes
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(B,
B2)
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01/15/24
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8.000
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690,000
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300
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Georgia-Pacific
Corp., Rule 144A, Company Guaranteed Notes (Callable 01/15/12 @
$103.56)
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(B,
Ba3)
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01/15/17
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7.125
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287,250
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800
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Graphic
Packaging International Corp., Global Senior Subordinated Notes (Callable
08/15/08 @ $104.75)
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(B-,
B3)
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08/15/13
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9.500
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758,000
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625
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Newark
Group, Inc., Global Senior Subordinated Notes (Callable 03/15/09 @
$104.88)
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(B-,
B3)
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03/15/14
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9.750
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603,125
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500
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NewPage Corp.,
Global Company Guaranteed Notes (Callable 05/01/09 @ $106.00)
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(B-,
B2)
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05/01/12
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10.000
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500,000
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1,025
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NewPage Corp.,
Global Company Guaranteed Notes (Callable 05/01/09 @ $106.00)§
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(CCC+,
B3)
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05/01/13
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12.000
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1,019,875
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2,475
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Smurfit-Stone
Container, Global Senior Notes (Callable 07/01/08 @ $102.79)
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(B-,
B3)
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07/01/12
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8.375
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2,406,937
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1,125
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Verso
Paper Holdings LLC/ Inc., Series B, Global Company Guaranteed Notes
(Callable 08/01/11 @ $105.69)
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(CCC+,
B3)
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08/01/16
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11.375
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1,080,000
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75
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Verso
Paper Holdings LLC/ Inc., Series B, Global Secured Notes (Callable
08/01/10 @ $104.56)
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(B+,
B2)
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08/01/14
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9.125
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73,125
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10,212,812
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Gaming
(6.7%)
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1,125
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Buffalo
Thunder Development Authority, Rule 144A, Secured Notes (Callable 12/15/10
@ $104.69)
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(B,
B2)
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12/15/14
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9.375
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945,000
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200
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Caesars
Entertainment, Inc., Global Senior Subordinated Notes
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(B-,
Caa1)
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03/15/10
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7.875
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189,250
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1,225
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CCM
Merger, Inc., Rule 144A, Notes (Callable 08/01/09 @ $104.00)
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(CCC+,
B3)
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08/01/13
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8.000
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1,102,500
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290
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Choctaw
Resort Development Enterprise, Rule 144A, Senior Notes (Callable
11/15/11 @ $103.63)
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(BB,
Ba2)
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11/15/19
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7.250
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275,500
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625
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Fontainebleau
Las Vegas, Rule 144A, Second Mortgage Notes (Callable 06/15/11 @
$105.13)
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(CCC+,
Caa1)
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06/15/15
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10.250
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471,875
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900
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Herbst
Gaming, Inc., Global Senior Subordinated Notes (Callable 06/01/08 @
$104.06)
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(CCC+,
Caa1)
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06/01/12
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8.125
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378,000
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750
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Inn
of the Mountain Gods, Global Senior Notes (Callable 03/31/08 @ $106.00)§
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(B,
B3)
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11/15/10
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12.000
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750,000
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1,450
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Jacobs
Entertainment, Inc., Global Company Guaranteed Notes (Callable 06/15/10
@ $104.88)
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(B-,
B3)
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06/15/14
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9.750
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1,283,250
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525
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Majestic
Star Casino LLC, Company Guaranteed Notes (Callable 10/15/08 @ $102.38)
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(B+,
B2)
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10/15/10
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9.500
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471,187
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900
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Majestic
Star Casino LLC, Global Senior Unsecured Notes (Callable 10/15/08 @ $104.88)§
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(CCC,
Caa2)
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01/15/11
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9.750
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544,500
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1,275
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Mashantucket
Pequot Tribe, Rule 144A, Bonds (Callable 11/15/11 @ $104.25)
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(BB+,
Ba1)
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11/15/15
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8.500
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1,217,625
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250
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MGM
Mirage, Inc., Company Guaranteed Notes
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(BB,
Ba2)
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04/01/16
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6.875
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232,500
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1,000
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MGM
Mirage, Inc., Company Guaranteed Notes§
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(BB,
Ba2)
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06/01/16
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7.500
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965,000
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1,425
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MGM
Mirage, Inc., Company Guaranteed Notes
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(BB,
Ba2)
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01/15/17
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7.625
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1,389,375
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175
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MGM
Mirage, Inc., Global Company Guaranteed Notes
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(BB,
Ba2)
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04/01/13
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6.750
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167,563
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1,725
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Tropicana
Entertainment LLC., Global Senior Subordinated Notes (Callable 12/15/10 @ $104.81)§
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(CCC+,
Caa3)
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12/15/14
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9.625
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1,052,250
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1,250
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Trump
Entertainment Resorts, Inc., Secured Notes (Callable 06/01/10 @ $104.25)
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(B,
Caa1)
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06/01/15
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8.500
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906,250
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775
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Turning
Stone Resort Casino Enterprise, Rule 144A, Senior Notes (Callable
09/15/10 @ $104.56)
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(B+,
B1)
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09/15/14
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9.125
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759,500
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