Building & Construction (0.2%)
|
|
|
|
490,000
|
|
Standard Pacific Corp., Guaranteed Notes, 8.38%, due 1/15/21
|
|
583,100
|
|
|
|
|
Building Materials (2.1%)
|
|
|
|
295,000
|
|
Associated Materials LLC, Senior Secured Notes, 9.13%, due 11/1/17
|
|
302,375
|
|
|
|
|
905,000
|
|
Masco Corp., Senior Unsecured Notes, 6.13%, due 10/3/16
|
|
1,013,868
|
|
|
|
|
1,990,000
|
|
USG Corp., Senior Unsecured Notes, 9.75%, due 1/15/18
|
|
2,328,300
|
|
|
|
|
2,050,000
|
|
USG Corp., Guaranteed Notes, 8.38%, due 10/15/18
|
|
2,275,500
|
ñ
|
|
|
|
5,920,043
|
|
|
Chemicals (6.3%)
|
|
|
|
485,000
|
|
Huntsman Int'l LLC, Guaranteed Notes, 8.63%, due 3/15/20
|
|
548,050
|
|
|
|
|
1,530,000
|
|
Huntsman Int'l LLC, Guaranteed Notes, 8.63%, due 3/15/21
|
|
1,751,850
|
|
|
|
|
725,000
|
|
LyondellBasell Industries NV, Senior Unsecured Notes, 6.00%, due 11/15/21
|
|
851,875
|
|
|
|
|
3,035,000
|
|
Momentive Performance Materials, Inc., Senior Secured Notes, 8.88%, due 10/15/20
|
|
3,126,050
|
|
|
|
|
4,240,000
|
|
Momentive Performance Materials, Inc., Senior Secured Notes, 10.00%, due 10/15/20
|
|
4,282,400
|
|
|
|
|
5,400,000
|
|
Momentive Performance Materials, Inc., Secured Notes, 9.00%, due 1/15/21
|
|
4,185,000
|
|
|
|
|
2,205,000
|
|
PQ Corp., Secured Notes, 8.75%, due 5/1/18
|
|
2,331,787
|
ñ
|
|
|
|
535,000
|
|
US Coatings Acquisition, Inc., Guaranteed Notes, 7.38%, due 5/1/21
|
|
551,050
|
ñØ
|
|
|
|
17,628,062
|
|
|
Consumer - Products (0.1%)
|
|
|
|
365,000
|
|
Alphabet Holding Co, Inc., Senior Unsecured Notes, 7.75%, due 11/1/17
|
|
377,775
|
ñc
|
|
|
|
Department Stores (2.4%)
|
|
|
|
7,255,000
|
|
Sears Holdings Corp., Secured Notes, 6.63%, due 10/15/18
|
|
6,874,113
|
|
|
|
|
Electric - Generation (2.6%)
|
|
|
|
572,000
|
|
Calpine Corp., Senior Secured Notes, 7.25%, due 10/15/17
|
|
606,320
|
ñ
|
|
|
|
565,000
|
|
NRG Energy, Inc., Guaranteed Notes, 7.63%, due 1/15/18
|
|
634,213
|
|
|
|
|
2,045,000
|
|
NRG Energy, Inc., Guaranteed Notes, 8.25%, due 9/1/20
|
|
2,310,850
|
|
|
|
|
3,315,000
|
|
NRG Energy, Inc., Guaranteed Notes, 7.88%, due 5/15/21
|
|
3,712,800
|
ØØ
|
|
|
|
7,264,183
|
|
|
Electric - Integrated (0.7%)
|
|
|
|
1,735,000
|
|
IPALCO Enterprises, Inc., Senior Secured Notes, 7.25%, due 4/1/16
|
|
1,943,200
|
ñ
|
|
|
|
Electronics (4.0%)
|
|
|
|
750,000
|
|
Amkor Technology, Inc., Senior Unsecured Notes, 6.38%, due 10/1/22
|
|
753,750
|
|
|
|
|
2,030,000
|
|
Ceridian Corp., Guaranteed Notes, 11.25%, due 11/15/15
|
|
2,055,375
|
|
|
|
|
4,510,125
|
|
Ceridian Corp., Guaranteed Notes, 12.25%, due 11/15/15
|
|
4,577,777
|
c
|
|
|
|
1,230,000
|
|
Ceridian Corp., Senior Secured Notes, 8.88%, due 7/15/19
|
|
1,371,450
|
ñ
|
|
|
|
1,555,000
|
|
Freescale Semiconductor, Inc., Senior Secured Notes, 9.25%, due 4/15/18
|
|
1,710,500
|
ñ
|
|
|
|
730,000
|
|
Freescale Semiconductor, Inc., Guaranteed Notes, 8.05%, due 2/1/20
|
|
751,900
|
|
|
|
|
11,220,752
|
|
|
Energy - Exploration & Production (11.7%)
|
|
|
|
1,535,000
|
|
Chesapeake Energy Corp., Guaranteed Notes, 6.50%, due 8/15/17
|
|
1,692,338
|
|
|
|
|
1,080,000
|
|
Chesapeake Energy Corp., Guaranteed Notes, 6.63%, due 8/15/20
|
|
1,185,300
|
|
|
|
|
1,195,000
|
|
Chesapeake Energy Corp., Guaranteed Notes, 6.13%, due 2/15/21
|
|
1,278,650
|
|
|
|
|
1,025,000
|
|
EP Energy LLC / Everest Acquisition Finance, Inc., Guaranteed Notes, 7.75%, due 9/1/22
|
|
1,101,875
|
|
|
|
|
420,000
|
|
EPE Holdings LLC / EP Energy Bond Co., Inc., Senior Unsecured Notes, 8.13%, due 12/15/17
|
|
424,200
|
ñc
|
|
|
|
4,137,000
|
|
Everest Acquisition LLC, Senior Unsecured Notes, 9.38%, due 5/1/20
|
|
4,633,440
|
|
|
|
|
4,355,000
|
|
EXCO Resources, Inc., Guaranteed Notes, 7.50%, due 9/15/18
|
|
4,126,362
|
ØØ
|
|
|
|
1,560,000
|
|
Forest Oil Corp., Guaranteed Notes, 7.50%, due 9/15/20
|
|
1,661,400
|
ñ
|
|
|
|
2,205,000
|
|
Linn Energy LLC, Guaranteed Notes, 6.25%, due 11/1/19
|
|
2,199,487
|
ñ
|
|
|
|
1,255,000
|
|
Linn Energy LLC, Guaranteed Notes, 8.63%, due 4/15/20
|
|
1,383,638
|
|
|
|
|
2,190,000
|
|
Linn Energy LLC, Guaranteed Notes, 7.75%, due 2/1/21
|
|
2,343,300
|
|
|
|
|
930,000
|
|
Plains Exploration & Production Co., Guaranteed Notes, 7.63%, due 6/1/18
|
|
978,825
|
|
|
|
|
85,000
|
|
Plains Exploration & Production Co., Guaranteed Notes, 6.13%, due 6/15/19
|
|
93,713
|
|
|
|
|
845,000
|
|
Plains Exploration & Production Co., Guaranteed Notes, 8.63%, due 10/15/19
|
|
963,300
|
|
|
|
|
1,040,000
|
|
Plains Exploration & Production Co., Guaranteed Notes, 6.50%, due 11/15/20
|
|
1,150,500
|
|
|
|
|
805,000
|
|
Plains Exploration & Production Co., Guaranteed Notes, 6.63%, due 5/1/21
|
|
890,531
|
|
|
|
|
1,925,000
|
|
Plains Exploration & Production Co., Guaranteed Notes, 6.75%, due 2/1/22
|
|
2,168,031
|
|
|
|
|
435,000
|
|
Plains Exploration & Production Co., Guaranteed Notes, 6.88%, due 2/15/23
|
|
497,531
|
|
|
|
|
1,805,000
|
|
SandRidge Energy, Inc., Guaranteed Notes, 8.00%, due 6/1/18
|
|
1,895,250
|
ñ
|
|
|
|
1,030,000
|
|
SandRidge Energy, Inc., Guaranteed Notes, 7.50%, due 3/15/21
|
|
1,091,800
|
|
|
|
|
530,000
|
|
SandRidge Energy, Inc., Guaranteed Notes, 7.50%, due 2/15/23
|
|
563,125
|
|
|
|
|
680,000
|
|
WPX Energy, Inc., Senior Unsecured Notes, 6.00%, due 1/15/22
|
|
731,000
|
|
|
|
|
33,053,596
|
|
|
Environmental & Facilities Services (0.8%)
|
|
|
|
2,205,000
|
|
ADS Waste Holdings, Inc., Senior Unsecured Notes, 8.25%, due 10/1/20
|
|
2,359,350
|
ñ
|
|
|
|
Food & Drug Retailers (1.2%)
|
|
|
|
675,000
|
|
Rite Aid Corp., Guaranteed Notes, 9.50%, due 6/15/17
|
|
704,531
|
|
|
|
|
560,000
|
|
Rite Aid Corp., Secured Notes, 10.25%, due 10/15/19
|
|
644,000
|
|
|
|
|
390,000
|
|
Rite Aid Corp., Guaranteed Notes, 9.25%, due 3/15/20
|
|
433,875
|
|
|
|
|
1,442,000
|
|
Rite Aid Corp., Senior Secured Notes, 8.00%, due 8/15/20
|
|
1,643,880
|
|
|
|
|
3,426,286
|
|
|
Food - Wholesale (0.1%)
|
|
|
|
230,000
|
|
US Foods, Inc., Senior Unsecured Notes, 8.50%, due 6/30/19
|
|
239,200
|
ñ
|
|
|
|
Gaming (7.2%)
|
|
|
|
1,155,000
|
|
Boyd Acquisition Sub LLC/Boyd Acquisition Finance Corp., Guaranteed Notes, 8.38%, due 2/15/18
|
|
1,204,087
|
ñ
|
|
|
|
465,000
|
|
Boyd Gaming Corp., Senior Subordinated Notes, 7.13%, due 2/1/16
|
|
465,000
|
|
|
|
|
295,000
|
|
Caesars Entertainment Operating Co, Inc., Senior Secured Notes, 9.00%, due 2/15/20
|
|
300,163
|
ñ
|
|
|
|
475,000
|
|
Caesars Operating Escrow LLC, Senior Secured Notes, 9.00%, due 2/15/20
|
|
483,313
|
ñ
|
|
|
|
1,815,000
|
|
CityCenter Holdings LLC, Senior Secured Notes, 7.63%, due 1/15/16
|
|
1,957,931
|
|
|
|
|
3,085,000
|
|
Graton Economic Development Authority, Senior Secured Notes, 9.63%, due 9/1/19
|
|
3,370,362
|
ñ
|
|
|
|
975,000
|
|
MGM Resorts Int'l, Guaranteed Notes, 7.63%, due 1/15/17
|
|
1,068,844
|
|
|
|
|
1,775,000
|
|
MGM Resorts Int'l, Guaranteed Notes, 6.75%, due 10/1/20
|
|
1,863,750
|
ñ
|
|
|
|
390,000
|
|
MGM Resorts Int'l, Guaranteed Notes, 6.63%, due 12/15/21
|
|
401,700
|
|
|
|
|
3,655,000
|
|
MGM Resorts Int'l, Guaranteed Notes, 7.75%, due 3/15/22
|
|
3,983,950
|
ØØ
|
|
|
|
400,000
|
|
Mohegan Tribal Gaming Authority, Secured Notes, 10.50%, due 12/15/16
|
|
399,000
|
ñ
|
|
|
|
2,545,000
|
|
Mohegan Tribal Gaming Authority, Guaranteed Notes, 11.00%, due 9/15/18
|
|
2,201,425
|
ñ
|
|
|
|
570,979
|
|
Pinnacle Entertainment, Inc., Guaranteed Notes, 7.75%, due 4/1/22
|
|
610,948
|
|
|
|
|
1,090,000
|
|
Seminole Indian Tribe of Florida, Secured Notes, 7.75%, due 10/1/17
|
|
1,179,925
|
ñ
|
|
|
|
691,000
|
|
Wynn Las Vegas LLC, 1st Mortgage, 7.75%, due 8/15/20
|
|
779,102
|
|
|
|
|
20,269,500
|
|
|
Gas Distribution (8.6%)
|
|
|
|
465,000
|
|
Access Midstream Partners L.P., Guaranteed Notes, 5.88%, due 4/15/21
|
|
491,738
|
|
|
|
|
1,740,000
|
|
Access Midstream Partners L.P., Guaranteed Notes, 6.13%, due 7/15/22
|
|
1,848,750
|
|
|
|
|
815,000
|
|
Access Midstream Partners L.P., Guaranteed Notes, 4.88%, due 5/15/23
|
|
810,925
|
|
|
|
|
1,710,000
|
|
AmeriGas Finance LLC, Guaranteed Notes, 6.75%, due 5/20/20
|
|
1,855,350
|
|
|
|
|
1,825,000
|
|
AmeriGas Finance LLC, Guaranteed Notes, 7.00%, due 5/20/22
|
|
1,998,375
|
|
|
|
|
970,000
|
|
El Paso Corp., Guaranteed Notes, 7.00%, due 6/15/17
|
|
1,111,985
|
|
|
|
|
225,000
|
|
El Paso Corp., Guaranteed Notes, 7.25%, due 6/1/18
|
|
261,340
|
|
|
|
|
2,870,000
|
|
El Paso Corp., Guaranteed Notes, 7.80%, due 8/1/31
|
|
3,348,727
|
|
|
|
|
1,145,000
|
|
El Paso Corp., Guaranteed Notes, 7.75%, due 1/15/32
|
|
1,346,268
|
|
|
|
|
2,700,000
|
|
Energy Transfer Equity L.P., Senior Secured Notes, 7.50%, due 10/15/20
|
|
3,111,750
|
ØØ
|
|
|
|
1,990,000
|
|
Ferrellgas L.P., Senior Unsecured Notes, 9.13%, due 10/1/17
|
|
2,149,200
|
|
|
|
|
2,505,000
|
|
MarkWest Energy Partners L.P., Guaranteed Notes, Ser. B, 8.75%, due 4/15/18
|
|
2,642,775
|
|
|
|
|
1,360,000
|
|
Regency Energy Partners L.P., Guaranteed Notes, 6.88%, due 12/1/18
|
|
1,472,200
|
|
|
|
|
958,000
|
|
Suburban Propane Partners L.P./Suburban Energy Finance Corp., Senior Unsecured Notes, 7.50%, due 10/1/18
|
|
1,034,640
|
|
|
|
|
662,000
|
|
Suburban Propane Partners L.P./Suburban Energy Finance Corp., Senior Unsecured Notes, 7.38%, due 8/1/21
|
|
721,580
|
|
|
|
|
24,205,603
|
|
|
Health Facilities (7.6%)
|
|
|
|
2,455,000
|
|
CHS/Community Health Systems, Inc., Senior Secured Notes, 5.13%, due 8/15/18
|
|
2,583,887
|
|
|
|
|
90,000
|
|
CHS/Community Health Systems, Inc., Guaranteed Notes, 8.00%, due 11/15/19
|
|
98,775
|
|
|
|
|
695,000
|
|
Columbia Healthcare Corp., Senior Unsecured Notes, 7.50%, due 12/15/23
|
|
726,275
|
|
|
|
|
4,000,000
|
|
Columbia/HCA Corp., Senior Unsecured Notes, 7.69%, due 6/15/25
|
|
4,200,000
|
|
|
|
|
545,000
|
|
Columbia/HCA Corp., Senior Unsecured Notes, 7.05%, due 12/1/27
|
|
534,100
|
|
|
|
|
850,000
|
|
DaVita, Inc., Guaranteed Notes, 5.75%, due 8/15/22
|
|
892,500
|
|
|
|
|
600,000
|
|
HCA Holdings, Inc., Senior Unsecured Notes, 6.25%, due 2/15/21
|
|
631,500
|
|
|
|
|
1,035,000
|
|
Health Management Associates, Inc., Guaranteed Notes, 7.38%, due 1/15/20
|
|
1,137,206
|
|
|
|
|
500,000
|
|
OMEGA Healthcare Investors, Inc., Guaranteed Notes, 7.50%, due 2/15/20
|
|
548,750
|
|
|
|
|
2,090,000
|
|
OMEGA Healthcare Investors, Inc., Guaranteed Notes, 6.75%, due 10/15/22
|
|
2,283,325
|
|
|
|
|
1,375,000
|
|
Tenet Healthcare Corp., Senior Secured Notes, 6.25%, due 11/1/18
|
|
1,509,063
|
|
|
|
|
2,225,000
|
|
Tenet Healthcare Corp., Senior Secured Notes, 8.88%, due 7/1/19
|
|
2,514,250
|
|
|
|
|
780,000
|
|
Tenet Healthcare Corp., Senior Unsecured Notes, 6.75%, due 2/1/20
|
|
815,100
|
|
|
|
|
825,000
|
|
Tenet Healthcare Corp., Senior Secured Notes, 4.50%, due 4/1/21
|
|
811,594
|
ñØ
|
|
|
|
1,890,000
|
|
United Surgical Partners Int'l, Inc., Guaranteed Notes, 9.00%, due 4/1/20
|
|
2,121,525
|
|
|
|
|
21,407,850
|
|
|
Health Services (0.2%)
|
|
|
|
675,000
|
|
CDRT Holding Corp., Senior Notes, 9.25%, due 10/1/17
|
|
696,938
|
ñc
|
|
|
|
Investments & Misc. Financial Services (2.2%)
|
|
|
|
3,680,000
|
|
Icahn Enterprises L.P., Guaranteed Notes, 7.75%, due 1/15/16
|
|
3,822,600
|
ØØ
|
|
|
|
2,290,000
|
|
Icahn Enterprises L.P., Guaranteed Notes, 8.00%, due 1/15/18
|
|
2,453,163
|
|
|
|
|
6,275,763
|
|
|
Leisure (0.5%)
|
|
|
|
1,155,000
|
|
Cedar Fair L.P., Guaranteed Notes, 9.13%, due 8/1/18
|
|
1,293,600
|
|
|
|
|
Machinery (1.7%)
|
|
|
|
2,655,000
|
|
Case New Holland, Inc., Guaranteed Notes, 7.88%, due 12/1/17
|
|
3,139,538
|
ØØ
|
|
|
|
730,000
|
|
Terex Corp., Guaranteed Notes, 6.00%, due 5/15/21
|
|
764,675
|
|
|
|
|
910,000
|
|
The Manitowoc Co., Inc., Guaranteed Notes, 8.50%, due 11/1/20
|
|
1,023,750
|
|
|
|
|
4,927,963
|
|
|
|
Media - Broadcast (5.1%)
|
|
|
|
685,000
|
|
AMC Networks, Inc., Guaranteed Notes, 7.75%, due 7/15/21
|
|
782,612
|
|
|
|
|
4,075,000
|
|
Clear Channel Communications, Inc., Senior Unsecured Notes, 5.50%, due 9/15/14
|
|
3,912,000
|
|
|
|
|
1,100,000
|
|
Clear Channel Communications, Inc., Guaranteed Notes, 10.75%, due 8/1/16
|
|
852,500
|
|
|
|
|
3,450,000
|
|
Cumulus Media Holdings, Inc., Guaranteed Notes, 7.75%, due 5/1/19
|
|
3,441,375
|
|
|
|
|
1,330,000
|
|
Sirius XM Radio, Inc., Guaranteed Notes, 8.75%, due 4/1/15
|
|
1,506,225
|
ñ
|
|
|
|
1,080,000
|
|
Univision Communications, Inc., Senior Secured Notes, 6.88%, due 5/15/19
|
|
1,134,000
|
ñ
|
|
|
|
375,000
|
|
Univision Communications, Inc., Senior Secured Notes, 7.88%, due 11/1/20
|
|
405,938
|
ñ
|
|
|
|
1,056,000
|
|
Univision Communications, Inc., Guaranteed Notes, 8.50%, due 5/15/21
|
|
1,124,640
|
ñ
|
|
|
|
1,095,000
|
|
XM Satellite Radio, Inc., Guaranteed Notes, 7.63%, due 11/1/18
|
|
1,215,450
|
ñ
|
|
|
|
14,374,740
|
|
|
Media - Cable (5.5%)
|
|
|
|
70,000
|
|
CCO Holdings LLC, Guaranteed Notes, 7.00%, due 1/15/19
|
|
75,688
|
|
|
|
|
1,040,000
|
|
CCO Holdings LLC, Guaranteed Notes, 8.13%, due 4/30/20
|
|
1,167,400
|
|
|
|
|
730,000
|
|
CCO Holdings LLC, Guaranteed Notes, 5.13%, due 2/15/23
|
|
719,050
|
|
|
|
|
1,565,000
|
|
Cequel Communications Escrow I LLC/Cequel Communications Escrow Capital Corp., Senior Unsecured Notes, 6.38%, due 9/15/20
|
|
1,639,337
|
ñ
|
|
|
|
270,000
|
|
CSC Holdings LLC, Senior Unsecured Notes, 7.63%, due 7/15/18
|
|
314,550
|
|
|
|
|
2,280,000
|
|
CSC Holdings LLC, Senior Unsecured Notes, 6.75%, due 11/15/21
|
|
2,565,000
|
|
|
|
|
3,265,000
|
|
DISH DBS Corp., Guaranteed Notes, 6.75%, due 6/1/21
|
|
3,656,800
|
|
|
|
|
3,605,000
|
|
DISH DBS Corp., Guaranteed Notes, 5.88%, due 7/15/22
|
|
3,830,312
|
|
|
|
|
1,020,000
|
|
DISH DBS Corp., Senior Unsecured Notes, 5.00%, due 3/15/23
|
|
1,007,250
|
ñ
|
|
|
|
530,000
|
|
EchoStar DBS Corp., Guaranteed Notes, 7.13%, due 2/1/16
|
|
590,950
|
|
|
|
|
15,566,337
|
|
|
Media - Services (1.0%)
|
|
|
|
450,000
|
|
Clear Channel Worldwide Holdings, Inc., Guaranteed Notes, Ser. B, 7.63%, due 3/15/20
|
|
470,250
|
|
|
|
|
495,000
|
|
Clear Channel Worldwide Holdings, Inc., Guaranteed Notes, Ser. A, 6.50%, due 11/15/22
|
|
522,225
|
ñ
|
|
|
|
1,345,000
|
|
Clear Channel Worldwide Holdings, Inc., Guaranteed Notes, Ser. B, 6.50%, due 11/15/22
|
|
1,432,425
|
ñ
|
|
|
|
330,000
|
|
WMG Acquisition Corp., Senior Secured Notes, 6.00%, due 1/15/21
|
|
350,625
|
ñ
|
|
|
|
2,775,525
|
|
|
|
Medical Products (0.8%)
|
|
|
|
970,000
|
|
Biomet, Inc., Guaranteed Notes, 6.50%, due 8/1/20
|
|
1,018,500
|
ñ
|
|
|
|
410,000
|
|
Fresenius Medical Care US Finance II, Inc., Guaranteed Notes, 5.88%, due 1/31/22
|
|
447,925
|
ñ
|
|
|
|
645,000
|
|
Hologic, Inc., Guaranteed Notes, 6.25%, due 8/1/20
|
|
693,375
|
ñ
|
|
|
|
2,159,800
|
|
|
Metals - Mining Excluding Steel (4.4%)
|
|
|
|
680,000
|
|
Arch Coal, Inc., Guaranteed Notes, 9.88%, due 6/15/19
|
|
705,500
|
ñ
|
|
|
|
615,000
|
|
Arch Coal, Inc., Guaranteed Notes, 7.25%, due 6/15/21
|
|
550,425
|
|
|
|
|
4,305,000
|
|
FMG Resources (August 2006) Pty Ltd., Guaranteed Notes, 7.00%, due 11/1/15
|
|
4,487,962
|
ñ
|
|
|
|
1,385,000
|
|
FMG Resources (August 2006) Pty Ltd., Guaranteed Notes, 6.00%, due 4/1/17
|
|
1,423,088
|
ñ
|
|
|
|
1,490,000
|
|
FMG Resources (August 2006) Pty Ltd., Guaranteed Notes, 8.25%, due 11/1/19
|
|
1,598,025
|
ñ
|
|
|
|
2,185,000
|
|
FMG Resources (August 2006) Pty Ltd., Guaranteed Notes, 6.88%, due 4/1/22
|
|
2,261,475
|
ñ
|
|
|
|
1,200,000
|
|
Peabody Energy Corp., Guaranteed Notes, 6.00%, due 11/15/18
|
|
1,257,000
|
|
|
|
|
12,283,475
|
|
|
Packaging (6.1%)
|
|
|
|
1,485,000
|
|
Berry Plastics Corp., Secured Notes, 9.50%, due 5/15/18
|
|
1,659,487
|
ØØ
|
|
|
|
5,055,000
|
|
Berry Plastics Corp., Secured Notes, 9.75%, due 1/15/21
|
|
5,926,987
|
ØØ
|
|
|
|
950,000
|
|
Reynolds Group Issuer, Inc., Guaranteed Notes, 8.50%, due 5/15/18
|
|
997,500
|
|
|
|
|
1,970,000
|
|
Reynolds Group Issuer, Inc., Senior Secured Notes, 7.88%, due 8/15/19
|
|
2,167,000
|
|
|
|
|
3,360,000
|
|
Reynolds Group Issuer, Inc., Guaranteed Notes, 9.88%, due 8/15/19
|
|
3,670,800
|
|
|
|
|
1,640,000
|
|
Reynolds Group Issuer, Inc., Senior Secured Notes, 5.75%, due 10/15/20
|
|
1,676,900
|
|
|
|
|
905,000
|
|
Reynolds Group Issuer, Inc., Senior Secured Notes, 6.88%, due 2/15/21
|
|
970,613
|
|
|
|
|
17,069,287
|
|
|
Pharmaceuticals (2.8%)
|
|
|
|
770,000
|
|
Endo Pharmaceuticals Holdings, Inc., Guaranteed Notes, 7.00%, due 7/15/19
|
|
839,300
|
|
|
|
|
540,000
|
|
Jaguar Holding Co., Senior Unsecured Notes, 9.38%, due 10/15/17
|
|
572,400
|
ñc
|
|
|
|
1,445,000
|
|
Jaguar Holding Co., Senior Unsecured Notes, 9.50%, due 12/1/19
|
|
1,640,075
|
ñ
|
|
|
|
300,000
|
|
Sky Growth Acquisition Corp., Guaranteed Notes, 7.38%, due 10/15/20
|
|
306,000
|
ñ
|
|
|
|
630,000
|
|
Valeant Pharmaceuticals Int'l, Guaranteed Notes, 6.75%, due 10/1/17
|
|
669,375
|
ñ
|
|
|
|
460,000
|
|
Valeant Pharmaceuticals Int'l, Senior Notes, 6.38%, due 10/15/20
|
|
474,950
|
ñ
|
|
|
|
3,215,000
|
|
VPI Escrow Corp., Guaranteed Notes, 6.38%, due 10/15/20
|
|
3,335,563
|
ñ
|
|
|
|
7,837,663
|
|
|
Printing & Publishing (4.9%)
|
|
|
|
1,315,000
|
|
Cengage Learning Acquisitions, Inc., Senior Secured Notes, 11.50%, due 4/15/20
|
|
1,045,425
|
ñ
|
|
|
|
920,000
|
|
Gannett Co., Inc., Guaranteed Notes, 9.38%, due 11/15/17
|
|
1,009,700
|
|
|
|
|
840,000
|
|
Gannett Co., Inc., Guaranteed Notes, 7.13%, due 9/1/18
|
|
915,600
|
|
|
|
|
885,000
|
|
R.R. Donnelley & Sons Co., Senior Unsecured Notes, 8.60%, due 8/15/16
|
|
973,500
|
|
|
|
|
5,720,000
|
|
R.R. Donnelley & Sons Co., Senior Unsecured Notes, 7.25%, due 5/15/18
|
|
5,634,200
|
ØØ
|
|
|
|
2,855,000
|
|
R.R. Donnelley & Sons Co., Senior Unsecured Notes, 8.25%, due 3/15/19
|
|
2,897,825
|
|
|
|
|
1,455,000
|
|
R.R. Donnelley & Sons Co., Senior Unsecured Notes, 7.63%, due 6/15/20
|
|
1,414,987
|
|
|
|
|
13,891,237
|
|
|
Real Estate Dev. & Mgt. (0.4%)
|
|
|
|
1,005,000
|
|
Realogy Corp., Senior Secured Notes, 7.63%, due 1/15/20
|
|
1,140,675
|
ñ
|
|
|
|
Software - Services (4.6%)
|
|
|
|
820,000
|
|
Fidelity National Information Services, Inc., Guaranteed Notes, 7.88%, due 7/15/20
|
|
927,625
|
|
|
|
|
3,930,000
|
|
First Data Corp., Guaranteed Notes, 11.25%, due 3/31/16
|
|
3,910,350
|
ØØ
|
|
|
|
1,055,000
|
|
First Data Corp., Senior Secured Notes, 7.38%, due 6/15/19
|
|
1,110,387
|
ñ
|
|
|
|
1,405,000
|
|
First Data Corp., Senior Secured Notes, 6.75%, due 11/1/20
|
|
1,443,637
|
ñ
|
|
|
|
560,000
|
|
First Data Corp., Guaranteed Notes, 11.25%, due 1/15/21
|
|
561,400
|
ñØ
|
|
|
|
1,930,000
|
|
Sophia, L.P., Guaranteed Notes, 9.75%, due 1/15/19
|
|
2,113,350
|
ñ
|
|
|
|
1,810,000
|
|
SunGard Data Systems, Inc., Guaranteed Notes, 6.63%, due 11/1/19
|
|
1,868,825
|
ñ
|
|
|
|
515,000
|
|
SunGard Data Systems, Inc., Guaranteed Notes, 7.63%, due 11/15/20
|
|
561,350
|
|
|
|
|
505,000
|
|
Syniverse Holdings, Inc., Guaranteed Notes, 9.13%, due 1/15/19
|
|
549,188
|
|
|
|
|
13,046,112
|
|
|
Specialty Retail (2.4%)
|
|
|
|
685,000
|
|
Party City Holdings, Inc., Senior Unsecured Notes, 8.88%, due 8/1/20
|
|
739,800
|
ñ
|
|
|
|
4,320,000
|
|
Toys "R" Us Property Co. I LLC, Guaranteed Notes, 10.75%, due 7/15/17
|
|
4,644,000
|
ØØ
|
|
|
|
1,358,000
|
|
Toys "R" Us Property Co. II LLC, Senior Secured Notes, 8.50%, due 12/1/17
|
|
1,429,295
|
|
|
|
|
6,813,095
|
|
|
Steel Producers - Products (1.9%)
|
|
|
|
920,000
|
|
ArcelorMittal, Senior Unsecured Notes, 6.13%, due 6/1/18
|
|
982,277
|
|
|
|
|
3,435,000
|
|
ArcelorMittal, Senior Unsecured Notes, 5.75%, due 8/5/20
|
|
3,602,147
|
|
|
|
|
210,000
|
|
ArcelorMittal, Senior Unsecured Notes, 6.00%, due 3/1/21
|
|
220,739
|
|
|
|
|
600,000
|
|
ArcelorMittal, Senior Unsecured Notes, 7.50%, due 10/15/39
|
|
605,865
|
|
|
|
|
5,411,028
|
|
|
Support - Services (1.4%)
|
|
|
|
730,000
|
|
HDTFS, Inc., Guaranteed Notes, 5.88%, due 10/15/20
|
|
775,625
|
ñ
|
|
|
|
990,000
|
|
Iron Mountain, Inc., Guaranteed Notes, 7.75%, due 10/1/19
|
|
1,108,800
|
|
|
|
|
1,240,000
|
|
Knowledge Learning Corp., Inc., Guaranteed Notes, 7.75%, due 2/1/15
|
|
1,178,000
|
ñ
|
|
|
|
90,000
|
|
ServiceMaster Co., Guaranteed Notes, 7.00%, due 8/15/20
|
|
91,350
|
ñ
|
|
|
|
570,000
|
|
United Rental N.A., Senior Unsecured Notes, 8.25%, due 2/1/21
|
|
648,375
|
|
|
|
|
3,802,150
|
|
|
Telecom - Integrated Services (9.6%)
|
|
|
|
1,235,000
|
|
CenturyLink, Inc., Senior Unsecured Notes, Ser. S, 6.45%, due 6/15/21
|
|
1,348,562
|
|
|
|
|
3,655,000
|
|
Citizens Communications Co., Senior Unsecured Notes, 9.00%, due 8/15/31
|
|
3,965,675
|
ØØ
|
|
|
|
1,030,000
|
|
Integra Telecom Holdings, Inc., Senior Secured Notes, 10.75%, due 4/15/16
|
|
1,086,650
|
ñ
|
|
|
|
4,163,290
|
|
Intelsat Bermuda Ltd., Guaranteed Notes, 11.50%, due 2/4/17
|
|
4,413,087
|
c
|
|
|
|
670,000
|
|
Intelsat Jackson Holdings SA, Guaranteed Notes, 8.50%, due 11/1/19
|
|
743,700
|
|
|
|
|
355,000
|
|
Level 3 Communications, Inc., Senior Unsecured Notes, 8.88%, due 6/1/19
|
|
386,063
|
ñ
|
|
|
|
1,570,000
|
|
Level 3 Financing, Inc., Guaranteed Notes, 8.13%, due 7/1/19
|
|
1,711,300
|
|
|
|
|
1,750,000
|
|
Level 3 Financing, Inc., Guaranteed Notes, 8.63%, due 7/15/20
|
|
1,960,000
|
|
|
|
|
510,000
|
|
PAETEC Holding Corp., Guaranteed Notes, 9.88%, due 12/1/18
|
|
588,413
|
|
|
|
|
1,475,000
|
|
Qwest Communications Int'l, Inc., Guaranteed Notes, 7.13%, due 4/1/18
|
|
1,538,727
|
|
|
|
|
695,000
|
|
Qwest Corp., Senior Unsecured Notes, 6.75%, due 12/1/21
|
|
806,401
|
|
|
|
|
1,874,000
|
|
U.S. West Communications Group, Senior Unsecured Notes, 6.88%, due 9/15/33
|
|
1,878,685
|
|
|
|
|
1,180,000
|
|
Windstream Corp., Guaranteed Notes, 7.88%, due 11/1/17
|
|
1,348,150
|
|
|
|
|
460,000
|
|
Windstream Corp., Guaranteed Notes, 7.75%, due 10/15/20
|
|
500,250
|
|
|
|
|
1,610,000
|
|
Windstream Corp., Guaranteed Notes, 7.75%, due 10/1/21
|
|
1,758,925
|
|
|
|
|
2,065,000
|
|
Windstream Corp., Guaranteed Notes, 7.50%, due 6/1/22
|
|
2,235,362
|
|
|
|
|
720,000
|
|
Windstream Corp., Guaranteed Notes, 6.38%, due 8/1/23
|
|
721,800
|
ñ
|
|
|
|
26,991,750
|
|
|
Telecom - Wireless (3.9%)
|
|
|
|
3,500,000
|
|
Clearwire Communications LLC, Senior Secured Notes, 12.00%, due 12/1/15
|
|
3,793,125
|
ñ
|
|
|
|
570,000
|
|
SBA Telecommunications, Inc., Guaranteed Notes, 5.75%, due 7/15/20
|
|
598,500
|
ñ
|
|
|
|
2,245,000
|
|
Sprint Capital Corp., Guaranteed Notes, 6.88%, due 11/15/28
|
|
2,267,450
|
ØØ
|
|
|
|
1,975,000
|
|
Sprint Capital Corp., Guaranteed Notes, 8.75%, due 3/15/32
|
|
2,330,500
|
|
|
|
|
475,000
|
|
Sprint Nextel Corp., Guaranteed Notes, 9.00%, due 11/15/18
|
|
587,812
|
ñ
|
|
|
|
1,147,000
|
|
Sprint Nextel Corp., Guaranteed Notes, 7.00%, due 3/1/20
|
|
1,330,520
|
ñ
|
|
|
|
10,907,907
|
|
|
|
Total Corporate Debt Securities (Cost $335,126,868)
|
|
352,928,466
|
|
|