|
|
|
|
|
|
|
|
Corporate
Bonds
|
|
Par
(000)
|
|
Value
|
|
Media 15.1%
|
|
|
|
|
|
|
|
AMC Entertainment, Inc., 8.75%,
6/01/19
|
|
|
630
|
|
|
676,462
|
|
Affinion Group, Inc., 7.88%,
12/15/18 (c)
|
|
USD
|
1,260
|
|
$
|
1,197,000
|
|
CCH II LLC,
13.50%, 11/30/16
|
|
|
4,746
|
|
|
5,648,199
|
|
CCO Holdings
LLC:
|
|
|
|
|
|
|
|
7.25%, 10/30/17
|
|
|
80
|
|
|
83,200
|
|
7.88%, 4/30/18
|
|
|
160
|
|
|
169,600
|
|
6.50%, 4/30/21
|
|
|
1,355
|
|
|
1,334,675
|
|
Catalina Marketing Corp., 10.50%,
10/01/15 (c)(f)
|
|
|
935
|
|
|
995,775
|
|
Cengage Learning Acquisitions,
Inc., 10.50%, 1/15/15 (c)
|
|
|
1,340
|
|
|
1,273,000
|
|
Checkout Holding Corp., 10.98%,
11/15/15 (c)(g)
|
|
|
1,360
|
|
|
894,200
|
|
Citadel Broadcasting Corp., 7.75%,
12/15/18 (c)
|
|
|
595
|
|
|
643,344
|
|
Clear
Channel Worldwide Holdings, Inc.:
|
|
|
|
|
|
|
|
9.25%, 12/15/17
|
|
|
2,368
|
|
|
2,581,120
|
|
Series B, 9.25%, 12/15/17
|
|
|
8,711
|
|
|
9,516,767
|
|
CMP Susquehanna Corp., 3.52%,
5/15/14 (c)
|
|
|
254
|
|
|
241,300
|
|
Cox
Enterprises, Inc. (c):
|
|
|
|
|
|
|
|
Loan Close 2, 4.00%,
8/15/18
|
|
|
1,019
|
|
|
1,018,664
|
|
Loan Close 3, 12.00%,
8/15/18
|
|
|
1,165
|
|
|
1,164,625
|
|
Shares Loan, 4.00%, 8/15/18
|
|
|
1,201
|
|
|
1,201,138
|
|
CSC
Holdings, Inc., 8.50%, 4/15/14
|
|
|
550
|
|
|
616,000
|
|
Cumulus Media, Inc., 7.75%,
5/01/19 (c)
|
|
|
555
|
|
|
555,000
|
|
DISH DBS
Corp.:
|
|
|
|
|
|
|
|
7.00%, 10/01/13
|
|
|
150
|
|
|
161,625
|
|
6.75%, 6/01/21 (c)
|
|
|
1,330
|
|
|
1,343,300
|
|
Gray Television, Inc., 10.50%,
6/29/15
|
|
|
1,425
|
|
|
1,514,062
|
|
Harland
Clarke Holdings Corp.:
|
|
|
|
|
|
|
|
6.00%, 5/15/15 (i)
|
|
|
550
|
|
|
475,750
|
|
9.50%, 5/15/15
|
|
|
545
|
|
|
517,750
|
|
Intelsat
Luxembourg SA:
|
|
|
|
|
|
|
|
11.25%, 6/15/16
|
|
|
860
|
|
|
911,600
|
|
11.50%, 2/04/17 (f)
|
|
|
390
|
|
|
422,663
|
|
11.50%, 2/04/17 (c)(f)
|
|
|
1,860
|
|
|
2,015,775
|
|
Interactive Data Corp., 10.25%,
8/01/18 (c)
|
|
|
1,600
|
|
|
1,780,000
|
|
Kabel BW Erste Beteiligungs
GmbH, 7.50%, 3/15/19 (c)
|
|
EUR
|
1,037
|
|
|
1,555,771
|
|
Liberty Media Corp., 3.13%,
3/30/23 (h)
|
|
USD
|
1,748
|
|
|
2,108,525
|
|
Live Nation Entertainment, Inc.,
8.13%, 5/15/18 (c)
|
|
|
1,170
|
|
|
1,184,625
|
|
Musketeer GmbH, 9.50%,
3/15/21 (c)
|
|
EUR
|
655
|
|
|
1,027,445
|
|
NAI Entertainment Holdings LLC,
8.25%, 12/15/17 (c)
|
|
USD
|
865
|
|
|
934,200
|
|
Nielsen
Finance LLC:
|
|
|
|
|
|
|
|
11.63%, 2/01/14
|
|
|
147
|
|
|
173,093
|
|
7.75%, 10/15/18 (c)
|
|
|
3,425
|
|
|
3,673,312
|
|
|
|
|
|
|
|
|
|
Corporate
Bonds
|
|
Par
(000)
|
|
Value
|
|
Media (concluded)
|
|
|
|
|
|
|
|
Odeon & UCI Finco Plc, 9.00%,
8/01/18 (c)
|
|
GBP
|
324
|
|
$
|
525,047
|
|
ProQuest LLC, 9.00%, 10/15/18
(c)
|
|
USD
|
775
|
|
|
803,094
|
|
Rainbow National Services LLC,
10.38%, 9/01/14 (c)
|
|
|
2,570
|
|
|
2,666,375
|
|
Regal Entertainment Group,
9.13%, 8/15/18
|
|
|
610
|
|
|
648,125
|
|
UPC Germany
GmbH (c):
|
|
|
|
|
|
|
|
8.13%, 12/01/17
|
|
|
985
|
|
|
1,046,562
|
|
8.13%, 12/01/17
|
|
EUR
|
701
|
|
|
1,068,076
|
|
9.63%, 12/01/19
|
|
|
900
|
|
|
1,431,184
|
|
UPC Holding BV, 9.88%, 4/15/18
(c)
|
|
USD
|
800
|
|
|
896,000
|
|
UPCB Finance II Ltd., 6.38%,
7/01/20 (c)
|
|
EUR
|
1,273
|
|
|
1,767,754
|
|
Unitymedia GmbH, 9.63%,
12/01/19 (c)
|
|
EUR
|
244
|
|
|
388,010
|
|
Unitymedia Hessen GmbH & Co.
KG, 8.13%, 12/01/17 (c)
|
|
|
120
|
|
|
182,838
|
|
Univision Communications, Inc.,
6.88%, 5/15/19 (c)
|
|
USD
|
495
|
|
|
495,000
|
|
Virgin Media Secured Finance Plc,
7.00%, 1/15/18
|
|
GBP
|
910
|
|
|
1,624,190
|
|
Xefin Lux
SCA, 8.00%, 6/01/18 (c)
|
|
EUR
|
393
|
|
|
565,566
|
|
Ziggo Bond Co. BV, 8.00%,
5/15/18 (c)
|
|
|
610
|
|
|
916,257
|
|
Ziggo Finance BV, 6.13%,
11/15/17 (c)
|
|
|
1,240
|
|
|
1,793,406
|
|
|
|
|
|
|
|
66,427,049
|
|
Metals & Mining 4.5%
|
|
|
|
|
|
|
|
Drummond
Co., Inc.:
|
|
|
|
|
|
|
|
9.00%, 10/15/14 (c)
|
|
USD
|
905
|
|
|
950,250
|
|
7.38%, 2/15/16
|
|
|
360
|
|
|
368,100
|
|
FMG Resources August 2006
Property Ltd., 7.00%, 11/01/15
(c)
|
|
|
2,385
|
|
|
2,480,400
|
|
Foundation PA Coal Co., 7.25%,
8/01/14
|
|
|
3,250
|
|
|
3,319,062
|
|
Goldcorp,
Inc., 2.00%, 8/01/14 (h)
|
|
|
930
|
|
|
1,196,212
|
|
JMC Steel Group, 8.25%, 3/15/18
(c)
|
|
|
585
|
|
|
604,013
|
|
James River Escrow, Inc., 7.88%,
4/01/19 (c)
|
|
|
325
|
|
|
331,500
|
|
New World Resources NV, 7.88%,
5/01/18 (c)
|
|
EUR
|
1,055
|
|
|
1,586,571
|
|
Newmont Mining Corp., Series A,
1.25%, 7/15/14 (h)
|
|
USD
|
665
|
|
|
892,763
|
|
Novelis,
Inc., 8.75%, 12/15/20 (c)
|
|
|
5,470
|
|
|
6,044,350
|
|
Ryerson,
Inc.:
|
|
|
|
|
|
|
|
7.65%, 11/01/14 (i)
|
|
|
520
|
|
|
527,150
|
|
12.00%, 11/01/15
|
|
|
450
|
|
|
484,875
|
|
Steel Dynamics, Inc., 7.38%,
11/01/12
|
|
|
325
|
|
|
345,313
|
|
Taseko Mines Ltd., 7.75%,
4/15/19
|
|
|
510
|
|
|
517,650
|
|
|
|
|
|
|
|
19,648,209
|
|