|
|
|
|
|
|
|
|
Corporate Bonds
|
|
Par
(000)
|
|
Value
|
|
Energy
Equipment & Services (concluded)
|
|
|
|
|
|
|
|
Frac Tech Services LLC, 7.13%,
11/15/18 (b)
|
|
USD
|
2,730
|
|
$
|
2,750,475
|
|
Key Energy Services, Inc., 6.75%,
3/01/21
|
|
|
700
|
|
|
692,125
|
|
MEG Energy Corp., 6.50%,
3/15/21 (b)
|
|
|
1,410
|
|
|
1,417,050
|
|
Oil States International, Inc.,
6.50%, 6/01/19
|
|
|
495
|
|
|
497,475
|
|
Peabody Energy Corp., 6.25%,
11/15/21 (b)
|
|
|
4,070
|
|
|
4,100,525
|
|
SunCoke Energy, Inc., 7.63%,
8/01/19 (b)
|
|
|
345
|
|
|
338,100
|
|
Transocean, Inc., 6.38%,
12/15/21
|
|
|
1,170
|
|
|
1,169,368
|
|
|
|
|
|
|
|
13,231,193
|
|
Food
Products 0.1%
|
|
|
|
|
|
|
|
Darling International, Inc., 8.50%,
12/15/18
|
|
|
375
|
|
|
412,500
|
|
Health
Care Equipment & Supplies 1.3%
|
|
|
|
|
|
|
|
DJO Finance LLC:
|
|
|
|
|
|
|
|
10.88%, 11/15/14
|
|
|
3,595
|
|
|
3,388,287
|
|
7.75%, 4/15/18
|
|
|
160
|
|
|
128,400
|
|
ExamWorks Group, Inc., 9.00%,
7/15/19 (b)
|
|
|
176
|
|
|
157,080
|
|
Fresenius US Finance II, Inc.,
9.00%, 7/15/15 (b)
|
|
|
850
|
|
|
945,625
|
|
Teleflex, Inc., 6.88%,
6/01/19
|
|
|
455
|
|
|
460,119
|
|
|
|
|
|
|
|
5,079,511
|
|
Health
Care Providers & Services 5.5%
|
|
|
|
|
|
|
|
Aviv Healthcare Properties LP,
7.75%, 2/15/19
|
|
|
640
|
|
|
604,800
|
|
ConvaTec Healthcare E SA, 7.38%,
12/15/17 (b)
|
|
EUR
|
694
|
|
|
881,238
|
|
Crown
Newco 3 Plc, 7.00%,
2/15/18 (b)
|
|
GBP
|
575
|
|
|
820,927
|
|
Fresenius Medical Care US
Finance, Inc., 6.50%, 9/15/18
(b)
|
|
USD
|
324
|
|
|
336,150
|
|
HCA, Inc.:
|
|
|
|
|
|
|
|
8.50%, 4/15/19
|
|
|
205
|
|
|
221,400
|
|
6.50%, 2/15/20
|
|
|
3,100
|
|
|
3,084,500
|
|
7.88%, 2/15/20
|
|
|
145
|
|
|
152,613
|
|
7.25%, 9/15/20
|
|
|
4,020
|
|
|
4,130,550
|
|
7.50%, 2/15/22
|
|
|
1,215
|
|
|
1,196,775
|
|
Health Management Associates,
Inc., 7.38%, 1/15/20 (b)
|
|
|
620
|
|
|
623,875
|
|
IASIS Healthcare LLC, 8.38%,
5/15/19 (b)
|
|
|
1,170
|
|
|
974,025
|
|
INC Research LLC, 11.50%,
7/15/19 (b)
|
|
|
640
|
|
|
576,000
|
|
inVentiv Health, Inc., 10.00%,
8/15/18 (b)
|
|
|
675
|
|
|
639,563
|
|
Omnicare, Inc., 7.75%,
6/01/20
|
|
|
1,520
|
|
|
1,601,700
|
|
Symbion, Inc., 8.00%,
6/15/16 (b)
|
|
|
535
|
|
|
494,875
|
|
Tenet Healthcare Corp.:
|
|
|
|
|
|
|
|
10.00%, 5/01/18
|
|
|
1,270
|
|
|
1,428,750
|
|
|
|
|
|
|
|
|
|
Corporate Bonds
|
|
Par
(000)
|
|
Value
|
|
Health
Care Providers & Services (concluded)
|
|
|
|
|
|
|
|
Tenet Healthcare Corp
(concluded).:
|
|
|
|
|
|
|
|
6.25%, 11/01/18 (b)
|
|
USD
|
510
|
|
$
|
502,350
|
|
8.88%, 7/01/19
|
|
|
3,360
|
|
|
3,662,400
|
|
|
|
|
|
|
|
21,932,491
|
|
Health
Care Technology 1.1%
|
|
|
|
|
|
|
|
IMS Health, Inc., 12.50%,
3/01/18 (b)
|
|
|
3,760
|
|
|
4,192,400
|
|
Hotels,
Restaurants & Leisure 1.6%
|
|
|
|
|
|
|
|
Caesars Entertainment Operating
Co., Inc., 11.25%, 6/01/17
|
|
|
320
|
|
|
332,800
|
|
Diamond Resorts Corp., 12.00%,
8/15/18
|
|
|
1,860
|
|
|
1,762,350
|
|
El Dorado Resorts LLC, 8.63%,
6/15/19 (b)
|
|
|
210
|
|
|
185,325
|
|
Enterprise Inns Plc, 6.50%,
12/06/18
|
|
GBP
|
501
|
|
|
540,388
|
|
Little Traverse Bay Bands of Odawa
Indians, 9.00%, 8/31/20 (b)
|
|
USD
|
441
|
|
|
366,030
|
|
MGM Resorts International:
|
|
|
|
|
|
|
|
10.38%, 5/15/14
|
|
|
415
|
|
|
464,800
|
|
11.13%, 11/15/17
|
|
|
1,590
|
|
|
1,778,812
|
|
Travelport LLC:
|
|
|
|
|
|
|
|
4.95%, 9/01/14 (i)
|
|
|
235
|
|
|
116,325
|
|
9.88%, 9/01/14
|
|
|
50
|
|
|
30,250
|
|
9.00%, 3/01/16
|
|
|
190
|
|
|
108,538
|
|
6.37%, 12/01/16 (f)
|
|
|
623
|
|
|
458,446
|
|
Tropicana Entertainment LLC,
Series WI, 9.63%, 12/15/14
(a)(d)
|
|
|
515
|
|
|
52
|
|
|
|
|
|
|
|
6,144,116
|
|
Household
Durables 2.0%
|
|
|
|
|
|
|
|
American Standard Americas,
10.75%, 1/15/16 (b)
|
|
|
420
|
|
|
277,200
|
|
Ashton Woods USA LLC, 0.00%,
6/30/15 (b)(j)
|
|
|
1,360
|
|
|
931,600
|
|
Beazer Homes USA, Inc., 12.00%,
10/15/17
|
|
|
2,080
|
|
|
2,163,200
|
|
Jarden Corp., 7.50%,
1/15/20
|
|
EUR
|
455
|
|
|
593,042
|
|
Ryland Group, Inc., 6.63%,
5/01/20
|
|
USD
|
675
|
|
|
595,687
|
|
Standard Pacific Corp.:
|
|
|
|
|
|
|
|
10.75%, 9/15/16
|
|
|
2,355
|
|
|
2,402,100
|
|
8.38%, 1/15/21
|
|
|
455
|
|
|
419,738
|
|
United Rentals North America, Inc.,
8.38%, 9/15/20
|
|
|
670
|
|
|
659,950
|
|
|
|
|
|
|
|
8,042,517
|
|
Household
Products 0.3%
|
|
|
|
|
|
|
|
Ontex IV SA, 7.50%, 4/15/18
(b)
|
|
EUR
|
220
|
|
|
263,096
|
|
Spectrum Brands Holdings, Inc.,
9.50%, 6/15/18 (b)
|
|
USD
|
910
|
|
|
989,625
|
|
|
|
|
|
|
|
1,252,721
|
|
IT
Services 1.6%
|
|
|
|
|
|
|
|
Eagle Parent Canada, Inc., 8.63%,
5/01/19 (b)
|
|
|
860
|
|
|
797,650
|
|