|
Par
|
|
|
Ratings
|
|
|
|
|
|
|
|
|
(000)
|
|
|
(S&P/Moodys)
|
|
Maturity
|
|
Rate%
|
|
Value
|
|
|
|
|
|
|
|
|
|
|
|
|
U.S. CORPORATE BONDS
|
|
|
|
|
|
|
|
|
|
Consumer Products
|
|
|
|
|
|
|
|
|
|
$
|
1,625
|
|
Amscan
Holdings, Inc., Global Senior Subordinated Notes (Callable 05/01/09 @
$104.38)
|
|
(CCC+,
Caa1)
|
|
05/01/14
|
|
8.750
|
|
$
|
1,421,875
|
|
925
|
|
Jarden
Corp., Company Guaranteed Notes (Callable 05/01/12 @ $103.75)
|
|
(B,
B3)
|
|
05/01/17
|
|
7.500
|
|
809,375
|
|
940
|
|
Prestige
Brands, Inc., Global Senior Subordinated Notes (Callable 9/08/08 @
$104.63)
|
|
(B-,
B3)
|
|
04/15/12
|
|
9.250
|
|
949,400
|
|
|
|
|
|
|
|
|
|
|
|
4,097,400
|
|
Consumer/Commercial/Lease Financing
(0.6%)
|
|
|
|
|
|
|
|
|
|
350
|
|
DI
Finance/DynCorp. International, Rule 144A, Company Guaranteed Notes
(Callable 02/15/09 @ $104.75)
|
|
(B,
B2)
|
|
02/15/13
|
|
9.500
|
|
349,563
|
|
760
|
|
Residential
Capital LLC, Rule 144A, Secured Notes (Callable 05/15/10 @ $104.81)
|
|
(CCC-,
Caa3)
|
|
05/15/15
|
|
9.625
|
|
300,200
|
|
450
|
|
Ticketmaster,
Rule 144A, Senior Notes (Callable 08/01/12 @ $105.38)
|
|
(BB,
Ba3)
|
|
08/01/16
|
|
10.750
|
|
468,000
|
|
|
|
|
|
|
|
|
|
|
|
1,117,763
|
|
Diversified Capital Goods
(3.4%)
|
|
|
|
|
|
|
|
|
|
925
|
|
Esco
Corp., Rule 144A, Company Guaranteed Notes (Callable 12/15/08 @
$102.00)#
|
|
(B,
B2)
|
|
12/15/13
|
|
6.651
|
|
874,125
|
|
100
|
|
Esco
Corp., Rule 144A, Senior Notes (Callable 12/15/10 @ $104.31)
|
|
(B,
B2)
|
|
12/15/13
|
|
8.625
|
|
100,250
|
|
1,300
|
|
RBS
Global & Rexnord Corp., Global Company Guaranteed Notes (Callable
08/01/10 @ $104.75)
|
|
(B-,
B3)
|
|
08/01/14
|
|
9.500
|
|
1,248,000
|
|
950
|
|
Sensus
Metering Systems, Global Senior Subordinated Notes (Callable 12/15/08 @
$104.31)
|
|
(B-,
B3)
|
|
12/15/13
|
|
8.625
|
|
921,500
|
|
1,225
|
|
Stanadyne
Corp., Series 1, Global Senior Subordinated Notes (Callable 08/15/09 @
$105.00)
|
|
(B-,
B3)
|
|
08/15/14
|
|
10.000
|
|
1,188,250
|
|
1,025
|
|
Titan
International, Inc., Global Company Guaranteed Notes
|
|
(B-,
Caa1)
|
|
01/15/12
|
|
8.000
|
|
1,004,500
|
|
1,138
|
|
TriMas
Corp., Global Company Guaranteed Notes (Callable 9/08/08 @ $103.29)
|
|
(B-,
B3)
|
|
06/15/12
|
|
9.875
|
|
1,009,975
|
|
|
|
|
|
|
|
|
|
|
|
6,346,600
|
|
Diversified Telecommunication Services
(1.3%)
|
|
|
|
|
|
|
|
|
|
2,325
|
|
Intelsat
Corp., Rule 144A, Senior Unsecured Notes (Callable 08/15/09 @ $104.63)
|
|
(BB-,
B3)
|
|
08/15/14
|
|
9.250
|
|
2,307,563
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Electric - Generation
(5.6%)
|
|
|
|
|
|
|
|
|
|
1,475
|
|
Calpine
Generating Company LLC, Global Senior Secured Notes (Callable 04/01/09 @ $100.00)
ø
|
|
(D,
NR)
|
|
04/01/10
|
|
11.070
|
|
81,125
|
|
1,325
|
|
Dynegy
Holdings, Inc., Global Senior Unsecured Notes
|
|
(B,
B2)
|
|
06/01/15
|
|
7.500
|
|
1,262,062
|
|
1,825
|
|
Dynegy
Holdings, Inc., Global Senior Unsecured Notes
|
|
(B,
B2)
|
|
05/01/16
|
|
8.375
|
|
1,820,437
|
|
1,225
|
|
Dynegy
Holdings, Inc., Global Senior Unsecured Notes
|
|
(B,
B2)
|
|
06/01/19
|
|
7.750
|
|
1,133,125
|
|
1,175
|
|
Edison
Mission Energy, Global Senior Unsecured Notes
|
|
(BB-,
B1)
|
|
05/15/17
|
|
7.000
|
|
1,116,250
|
|
300
|
|
Edison
Mission Energy, Global Senior Unsecured Notes
|
|
(BB-,
B1)
|
|
05/15/19
|
|
7.200
|
|
283,500
|
|
438
|
|
Midwest
Generation LLC, Series B, Global Pass Thru Certificates
|
|
(BB+,
Baa3)
|
|
01/02/16
|
|
8.560
|
|
452,514
|
|
350
|
|
NRG
Energy, Inc., Company Guaranteed Notes (Callable 01/15/12 @ $103.69)
|
|
(B,
B1)
|
|
01/15/17
|
|
7.375
|
|
338,625
|
|
675
|
|
NRG
Energy, Inc., Company Guaranteed Notes (Callable 02/01/11 @ $103.69)
|
|
(B,
B1)
|
|
02/01/16
|
|
7.375
|
|
656,438
|
|
850
|
|
Reliant
Energy, Inc., Senior Unsecured Notes
|
|
(BB-,
B1)
|
|
06/15/14
|
|
7.625
|
|
824,500
|
|
175
|
|
Reliant
Energy, Inc., Senior Unsecured Notes
|
|
(BB-,
B1)
|
|
06/15/17
|
|
7.875
|
|
169,750
|
|
2,050
|
|
The
AES Corp., Global Senior Unsecured Notes
|
|
(BB-,
B1)
|
|
10/15/17
|
|
8.000
|
|
2,029,500
|
|
175
|
|
The
AES Corp., Senior Unsecured Notes
|
|
(BB-,
B1)
|
|
03/01/14
|
|
7.750
|
|
174,563
|
|
|
|
|
|
|
|
|
|
|
|
10,342,389
|
|
Electric - Integrated
(4.9%)
|
|
|
|
|
|
|
|
|
|
25
|
|
Mirant
Americas Generation, LLC, Senior Unsecured Notes
|
|
(B-,
B3)
|
|
05/01/11
|
|
8.300
|
|
25,625
|
|
1,425
|
|
Mirant
Americas Generation, LLC, Senior Unsecured Notes
|
|
(B-,
B3)
|
|
10/01/21
|
|
8.500
|
|
1,275,375
|
|
447
|
|
Mirant
Mid Atlantic LLC, Series B, Global Pass Thru Certificates
|
|
(BB,
Ba1)
|
|
06/30/17
|
|
9.125
|
|
484,163
|
|
800
|
|
PNM
Resources, Inc., Unsecured Notes
|
|
(BB-,
Ba2)
|
|
05/15/15
|
|
9.250
|
|
818,000
|
|
4,725
|
|
Texas
Competitive Electric Holdings Co., LLC, Series A, Rule 144A,
Company Guaranteed Notes (Callable 11/01/11 @ $105.13)
|
|
(CCC,
B3)
|
|
11/01/15
|
|
10.250
|
|
4,748,625
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|