|
|
|
|
|
|
|
|
Principal
|
|
|
|
|
|
|
Amount
|
|
|
|
|
|
|
(000)
|
|
Description
|
|
|
Value
|
|
|
|
|
Basic Materials (cont'd)
|
|
|
|
|
$
|
205
|
|
Terra Capital, Inc., Ser.
B, 7.00%, 2/01/17
|
|
$
|
199,875
|
|
|
35
|
|
Verso Paper Holdings
LLC/Verson Paper, Inc.,
|
|
|
|
|
|
Ser. B, 11.375%,
8/01/16
|
|
|
36,837
|
|
|
|
|
Total Basic Materials
|
|
|
6,587,337
|
|
|
|
|
Building & Development0.1%
|
|
|
|
|
|
495
|
|
Goodman Global
Holding Co., Inc., 7.875%,
|
|
|
|
|
|
12/15/12
|
|
|
486,338
|
|
|
|
|
Commercial Services0.1%
|
|
|
|
|
|
100
|
|
FTI Consulting, Inc., 7.75%,
10/01/16
|
|
|
103,500
|
|
|
235
|
2
|
Quebecor World,
Inc., 9.75%, 1/15/15 (Canada)
|
225,013
|
|
|
|
|
Total Commercial Services
|
|
|
328,513
|
|
|
|
|
Consumer Products0.8%
|
|
|
|
|
|
30
|
1
|
Avis Budget Car Rental
LLC/Avis Budget
|
|
|
|
|
|
|
|
Finance, Inc.,
8.058%, 5/15/14
|
|
|
29,250
|
|
|
1,223
|
|
Lazy Days RV
Center, Inc., 11.75%, 5/15/12
|
1,106,815
|
|
|
610
|
2
|
Michaels Stores, Inc.,
10.00%, 11/01/14
|
|
|
625,250
|
|
|
300
|
|
Quiksilver, Inc., 6.875%,
4/15/15
|
|
|
287,250
|
|
|
965
|
|
Reynolds American, Inc.,
7.25%, 6/15/37
|
|
|
1,008,787
|
|
|
|
|
Total Consumer Products
|
|
|
3,057,352
|
|
|
|
|
Containers & Packaging0.3%
|
|
|
|
|
|
|
|
Berry Plastics Holding
Corp.,
|
|
|
|
|
|
340
|
|
8.875%, 9/15/14
|
|
|
347,650
|
|
|
195
|
1
|
9.569%, 9/15/14
|
|
|
196,950
|
|
|
385
|
|
Crown Americas
LLC/Crown Americas Capital
|
|
|
|
|
|
Corp., 7.75%,
11/15/15
|
|
|
397,512
|
|
|
240
|
1,2
|
Impress Holdings BV, 8.485%,
9/15/13
|
|
|
|
|
|
|
|
(Netherlands)
|
|
|
238,592
|
|
|
|
|
Total Containers & Packaging
|
|
|
1,180,704
|
|
|
|
|
Energy3.2%
|
|
|
|
|
|
3,000
|
|
AES Corp., 8.875%, 2/15/11
|
|
|
3,131,250
|
|
|
180
|
|
Berry Petroleum Co., 8.25%,
11/01/16
|
|
|
181,800
|
|
|
3,750
|
|
CMS Energy Corp., 6.55%,
7/17/17
|
|
|
3,636,750
|
|
|
220
|
|
Chaparral Energy, Inc.,
8.50%, 12/01/15
|
|
|
206,250
|
|
|
30
|
|
Chesapeake Energy
Corp., 6.875%, 11/15/20
|
29,362
|
|
|
70
|
|
Compagnie Generale
de Geophysique-Veritas,
|
|
|
|
|
|
7.50%, 5/15/15
(France)
|
|
|
72,100
|
|
|
200
|
|
Compton Petroleum
Finance Corp., 7.625%,
|
|
|
|
|
|
12/01/13 (Canada)
|
|
|
193,000
|
|
|
175
|
|
Edison Mission Energy,
7.50%, 6/15/13
|
|
|
179,375
|
|
|
75
|
|
Exco Resources, Inc., 7.25%,
1/15/11
|
|
|
74,625
|
|
|
100
|
|
Grant Prideco,
Inc., Ser. B, 6.125%, 8/15/15
|
97,000
|
|
|
50
|
|
KCS Energy, Inc., 7.125%,
4/01/12
|
|
|
48,500
|
|
|
17
|
|
Midwest Generation LLC,
Ser. B, 8.56%,
|
|
|
|
|
|
|
|
1/02/16
|
|
|
17,865
|
|
|
75
|
|
Mirant Americas Generation
LLC, 8.30%,
|
|
|
|
|
|
|
|
5/01/11
|
|
|
75,750
|
|
|
550
|
2
|
OPTI, Inc., 8.25%, 12/15/14
(Canada)
|
|
|
554,125
|
|
|
2,950
|
|
Orion Power Holdings,
Inc., 12.00%, 5/01/10
|
3,230,250
|
|
|
350
|
|
Sabine Pass LNG LP, 7.50%,
11/30/16
|
|
|
344,750
|
|
|
350
|
2
|
SemGroup LP, 8.75%, 11/15/15
|
|
|
342,125
|
|
|
420
|
2
|
Targa Resources, Inc.,
8.50%, 11/01/13
|
|
|
420,000
|
|
|
55
|
|
Whiting Petroleum Corp.,
7.25%, 5/01/13
|
|
|
53,625
|
|
|
|
|
Total Energy
|
|
|
12,888,502
|
|
|
|
|
Entertainment & Leisure0.2%
|
|
|
|
|
|
385
|
2
|
Greektown Holdings
LLC, 10.75%, 12/01/13
|
381,150
|
|
|
275
|
|
Travelport LLC, 9.875%,
9/01/14
|
|
|
280,500
|
|
|
40
|
|
Wynn Las Vegas
LLC/Wynn Las Vegas Capital
|
|
|
|
|
|
Corp., 6.625%,
12/01/14
|
|
|
39,200
|
|
|
|
|
Total Entertainment & Leisure
|
|
|
700,850
|
|