Par
Corporate Bonds (000) Value
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Ryerson, Inc., 12%, 11/01/15 (b) $ 910 $ 882,700
Steel Dynamics, Inc., 7.375%, 11/01/12 (b) 820 826,150
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22,920,004
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Multiline Retail - 0.5% Neiman Marcus Group, Inc., 9%, 10/15/15 (c) 2,355 2,385,926
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Oil, Gas & Consumable Atlas Energy Resources LLC, 10.75%, 2/01/18 (b) 2,005 2,125,300
Fuels - 7.8% Berry Petroleum Co., 8.25%, 11/01/16 800 820,000
Chaparral Energy, Inc., 8.50%, 12/01/15 1,070 946,950
Chesapeake Energy Corp., 7.25%, 12/15/18 4,000 3,970,000
Compton Petroleum Finance Corp., 7.625%, 12/01/13 2,555 2,500,706
Connacher Oil and Gas Ltd., 10.25%, 12/15/15 (b) 2,035 2,146,925
Copano Energy LLC, 8.125%, 3/01/16 1,100 1,130,250
EXCO Resources, Inc., 7.25%, 1/15/11 4,450 4,366,562
Encore Acquisition Co., 6.25%, 4/15/14 3,150 3,039,750
Forest Oil Corp., 7.25%, 6/15/19 1,920 1,886,400
Forest Oil Corp., 7.25%, 6/15/19 (b) 1,675 1,645,688
OPTI Canada, Inc., 8.25%, 12/15/14 2,710 2,791,300
Petrohawk Energy Corp., 7.875%, 6/01/15 (b) 975 973,781
Sabine Pass LNG LP, 7.50%, 11/30/16 610 557,388
SandRidge Energy, Inc., 6.323%, 4/01/14 (b)(d) 1,000 980,000
SandRidge Energy, Inc., 8.625%, 4/01/15 (b)(c) 1,100 1,130,250
SandRidge Energy, Inc., 8%, 6/01/18 (b) 1,570 1,589,625
Teekay Shipping Corp., 8.875%, 7/15/11 2,250 2,404,688
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35,005,563
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Paper & Forest Products Abitibi-Consolidated, Inc., 6.30%, 6/15/11 (d) 3,200 1,440,000
- 4.9% Abitibi-Consolidated, Inc., 8.85%, 8/01/30 310 120,900
Ainsworth Lumber Co. Ltd., 6.446%, 10/01/10 (d) 2,145 1,029,600
Ainsworth Lumber Co. Ltd., 7.25%, 10/01/12 175 78,750
Ainsworth Lumber Co. Ltd., 6.696%, 4/01/13 (d) 1,215 619,650
Bowater Canada Finance Corp., 7.95%, 11/15/11 1,240 868,000
Bowater, Inc., 5.80%, 3/15/10 (d) 4,475 3,535,250
Domtar Corp., 7.125%, 8/15/15 4,300 4,106,500
NewPage Corp., 10%, 5/01/12 (b) 3,495 3,722,175
NewPage Corp., 12%, 5/01/13 1,930 2,040,975
Norske Skog Canada Ltd. Series D, 8.625%, 6/15/11 1,415 1,223,975
Verso Paper Holdings LLC Series B, 6.623%, 8/01/14 (d) 450 418,500
Verso Paper Holdings LLC Series B, 9.125%, 8/01/14 2,900 2,979,750
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22,184,025
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Personal Products - 0.5% Chattem, Inc., 7%, 3/01/14 2,175 2,164,125
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Pharmaceuticals - 1.1% Angiotech Pharmaceuticals, Inc., 6.432%, 12/01/13 (d) 2,225 1,924,625
Elan Finance Plc, 6.676%, 11/15/11 (d) 3,175 2,984,500
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4,909,125
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Real Estate Investment FelCor Lodging LP, 8.50%, 6/01/11 1,875 1,907,812
Trusts (REITs) - 0.4%
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Real Estate Management & Forest City Enterprises, Inc., 7.625%, 6/01/15 4,750 4,429,375
Development - 2.0% Realogy Corp., 10.50%, 4/15/14 2,040 1,530,000
Realogy Corp., 11%, 4/15/14 (c) 2,525 1,641,250
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