|
|
|
|
|
|
|
|
Corporate
Bonds
|
|
Par
(000)
|
|
Value
|
|
|
|
|
|
|
|
Oil, Gas & Consumable Fuels (concluded)
|
|
|
|
|
|
|
|
Crosstex Energy LP, 8.88%,
2/15/18 (b)
|
|
USD
|
1,725
|
|
$
|
1,699,125
|
|
Denbury Resources, Inc., 8.25%,
2/15/20
|
|
|
1,335
|
|
|
1,378,387
|
|
Linn Energy LLC, 8.63%,
4/15/20 (b)
|
|
|
1,230
|
|
|
1,217,700
|
|
Massey Energy Co., 6.88%,
12/15/13
|
|
|
1,465
|
|
|
1,406,400
|
|
Niska Gas Storage US LLC, 8.88%,
3/15/18 (b)
|
|
|
2,930
|
|
|
2,944,650
|
|
OPTI Canada, Inc., 9.00%,
12/15/12 (b)
|
|
|
2,110
|
|
|
2,120,550
|
|
Patriot Coal Corp., 8.25%,
4/30/18
|
|
|
645
|
|
|
632,100
|
|
Petrohawk
Energy Corp.:
|
|
|
|
|
|
|
|
10.50%, 8/01/14
|
|
|
895
|
|
|
946,462
|
|
7.88%, 6/01/15
|
|
|
680
|
|
|
658,750
|
|
Range Resources Corp., 8.00%,
5/15/19
|
|
|
700
|
|
|
721,000
|
|
Sabine Pass LNG LP, 7.50%,
11/30/16
|
|
|
610
|
|
|
506,300
|
|
Teekay Corp., 8.50%, 1/15/20
|
|
|
1,020
|
|
|
1,030,200
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
24,301,056
|
|
|
|
|
|
|
|
|
|
Paper & Forest Products 3.8%
|
|
|
|
|
|
|
|
Ainsworth Lumber Co. Ltd.,
11.00%, 7/29/15 (b)(c)
|
|
|
1,746
|
|
|
1,610,804
|
|
Boise Paper
Holdings LLC (b):
|
|
|
|
|
|
|
|
9.00%, 11/01/17
|
|
|
525
|
|
|
554,531
|
|
8.00%, 4/01/20
|
|
|
240
|
|
|
241,800
|
|
Clearwater Paper Corp., 10.63%,
6/15/16 (b)
|
|
|
625
|
|
|
685,938
|
|
Georgia-Pacific LLC, 8.25%,
5/01/16 (b)
|
|
|
2,570
|
|
|
2,672,800
|
|
Glatfelter,
7.13%, 5/01/16 (b)
|
|
|
330
|
|
|
313,500
|
|
NewPage
Corp.:
|
|
|
|
|
|
|
|
10.00%, 5/01/12
|
|
|
1,265
|
|
|
735,281
|
|
11.38%, 12/31/14
|
|
|
7,095
|
|
|
6,633,825
|
|
Verso Paper Holdings LLC,
11.50%, 7/01/14 (b)
|
|
|
1,335
|
|
|
1,425,112
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
14,873,591
|
|
|
|
|
|
|
|
|
|
Pharmaceuticals 0.7%
|
|
|
|
|
|
|
|
Angiotech Pharmaceuticals, Inc.,
4.29%, 12/01/13 (f)
|
|
|
1,696
|
|
|
1,322,880
|
|
Elan Finance Plc, 8.88%,
12/01/13
|
|
|
150
|
|
|
150,375
|
|
Novasep Holding SAS, 9.63%,
12/15/16 (b)
|
|
EUR
|
979
|
|
|
1,105,264
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,578,519
|
|
|
|
|
|
|
|
|
|
Real Estate Management & Development 0.5
%
|
|
|
|
|
|
|
|
Forest City Enterprises, Inc.,
7.63%, 6/01/15
|
|
USD
|
2,300
|
|
|
2,104,500
|
|
|
|
|
|
|
|
|
|
Road & Rail 0.5%
|
|
|
|
|
|
|
|
Avis Budget Car Rental LLC,
9.63%, 3/15/18 (b)
|
|
|
800
|
|
|
800,000
|
|
|
|
|
|
|
|
|
|
Corporate
Bonds
|
|
Par
(000)
|
|
Value
|
|
|
|
|
|
|
|
|
|
Road & Rail (concluded)
|
|
|
|
|
|
|
|
Syncreon Global Ireland Ltd.,
9.50%, 5/01/18 (b)
|
|
USD
|
1,260
|
|
$
|
1,209,600
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,009,600
|
|
|
|
|
|
|
|
|
|
Semiconductors & Semiconductor
Equipment 0.2%
|
|
|
|
|
|
|
|
Advanced Micro Devices, Inc.,
8.13%, 12/15/17 (b)
|
|
|
680
|
|
|
667,250
|
|
|
|
|
|
|
|
|
|
Software 0.0%
|
|
|
|
|
|
|
|
BMS Holdings, Inc., 7.89%,
2/15/12 (b)(c)
|
|
|
716
|
|
|
14,320
|
|
|
|
|
|
|
|
|
|
Specialty Retail 1.8%
|
|
|
|
|
|
|
|
Asbury Automotive Group, Inc.,
7.63%, 3/15/17
|
|
|
560
|
|
|
520,800
|
|
General Nutrition Centers, Inc.,
10.75%, 3/15/15
|
|
|
920
|
|
|
926,900
|
|
Group 1 Automotive, Inc., 2.25%,
6/15/36 (d)(h)
|
|
|
1,685
|
|
|
1,373,275
|
|
Hillman Group, Inc., 10.88%,
6/01/18 (b)
|
|
|
830
|
|
|
830,000
|
|
Limited Brands, Inc., 8.50%,
6/15/19
|
|
|
1,255
|
|
|
1,336,575
|
|
Sonic Automotive, Inc., 9.00%,
3/15/18
|
|
|
580
|
|
|
584,350
|
|
United Auto Group, Inc., 7.75%,
12/15/16
|
|
|
1,670
|
|
|
1,573,975
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
7,145,875
|
|
|
|
|
|
|
|
|
|
Textiles, Apparel & Luxury Goods 0.5
%
|
|
|
|
|
|
|
|
Quiksilver,
Inc., 6.88%, 4/15/15
|
|
|
2,100
|
|
|
1,837,500
|
|
|
|
|
|
|
|
|
|
Tobacco 0.1%
|
|
|
|
|
|
|
|
Vector Group Ltd., 11.00%,
8/15/15 (b)
|
|
|
505
|
|
|
506,263
|
|
|
|
|
|
|
|
|
|
Wireless Telecommunication Services 5.1%
|
|
|
|
|
|
|
|
Cricket
Communications, Inc.:
|
|
|
|
|
|
|
|
10.00%, 7/15/15
|
|
|
2,870
|
|
|
2,941,750
|
|
7.75%, 5/15/16
|
|
|
1,080
|
|
|
1,096,200
|
|
Digicel
Group Ltd. (b):
|
|
|
|
|
|
|
|
8.88%, 1/15/15
|
|
|
1,240
|
|
|
1,199,700
|
|
9.13%, 1/15/15 (c)
|
|
|
2,864
|
|
|
2,792,400
|
|
8.25%, 9/01/17
|
|
|
1,120
|
|
|
1,097,600
|
|
10.50%, 4/15/18
|
|
|
800
|
|
|
810,000
|
|
FiberTower Corp., 9.00%,
1/01/16 (c)
|
|
|
474
|
|
|
397,779
|
|
iPCS, Inc.,
2.47%, 5/01/13 (f)
|
|
|
1,295
|
|
|
1,191,400
|
|
MetroPCS Wireless, Inc., 9.25%,
11/01/14
|
|
|
3,935
|
|
|
4,053,050
|
|
Nextel
Communications, Inc.:
|
|
|
|
|
|
|
|
Series E, 6.88%, 10/31/13
|
|
|
1,880
|
|
|
1,800,100
|
|
Series F, 5.95%, 3/15/14
|
|
|
170
|
|
|
156,825
|
|
Orascom Telecom Finance SCA,
7.88%, 2/08/14 (b)
|
|
|
385
|
|
|
346,500
|
|