|
|
|
|
|
|
|
|
Corporate
Bonds
|
|
Par
(000)
|
|
Value
|
|
Machinery (concluded)
|
|
|
|
|
|
|
|
Ingersoll-Rand Global Holding Co.,
Ltd., 9.50%, 4/15/14
|
|
USD
|
1,725
|
|
$
|
2,074,340
|
|
Navistar International Corp.,
8.25%, 11/01/21
|
|
|
475
|
|
|
516,563
|
|
|
|
|
|
|
|
2,967,253
|
|
Media 9.7%
|
|
|
|
|
|
|
|
AMC Networks, Inc., 7.75%,
7/15/21 (a)
|
|
|
405
|
|
|
426,263
|
|
CCH II LLC, 13.50%, 11/30/16
|
|
|
1,128
|
|
|
1,331,040
|
|
CMP Susquehanna Corp., 3.52%,
5/15/14 (a)(g)
|
|
|
9
|
|
|
8,550
|
|
CSC Holdings LLC:
|
|
|
|
|
|
|
|
8.50%, 6/15/15
|
|
|
800
|
|
|
864,000
|
|
8.63%, 2/15/19
|
|
|
580
|
|
|
664,100
|
|
Cox Communications, Inc., 8.38%,
3/01/39 (a)
|
|
|
1,725
|
|
|
2,372,646
|
|
Comcast Corp., 6.30%, 11/15/17
|
|
|
1,725
|
|
|
2,042,398
|
|
DIRECTV Holdings, LLC, 5.00%,
3/01/21
|
|
|
1,250
|
|
|
1,333,947
|
|
DISH DBS Corp., 7.00%, 10/01/13
|
|
|
850
|
|
|
915,875
|
|
Gannett Co., Inc., 9.38%,
11/15/17
|
|
|
900
|
|
|
1,001,250
|
|
Intelsat Bermuda Ltd.:
|
|
|
|
|
|
|
|
11.25%, 2/04/17
|
|
|
170
|
|
|
181,900
|
|
11.50%, 2/04/17 (a)(d)
|
|
|
120
|
|
|
129,000
|
|
11.50%, 2/04/17 (d)
|
|
|
160
|
|
|
172,000
|
|
Kabel BW Erste Beteiligungs
GmbH, 7.50%, 3/15/19 (a)
|
|
|
500
|
|
|
515,000
|
|
The New York Times Co., 6.63%,
12/15/16
|
|
|
1,725
|
|
|
1,759,500
|
|
News America, Inc., 6.15%,
3/01/37
|
|
|
2,000
|
|
|
2,008,358
|
|
Time Warner Cable, Inc., 6.75%,
6/15/39
|
|
|
1,950
|
|
|
2,234,913
|
|
Time Warner, Inc., 7.70%,
5/01/32
|
|
|
2,000
|
|
|
2,503,512
|
|
Unitymedia Hessen GmbH & Co.
KG, 8.13%, 12/01/17 (a)
|
|
|
505
|
|
|
542,875
|
|
Virgin Media Secured Finance Plc,
6.50%, 1/15/18
|
|
|
1,300
|
|
|
1,430,000
|
|
|
|
|
|
|
|
22,437,127
|
|
Metals & Mining 2.5%
|
|
|
|
|
|
|
|
Alcoa, Inc., 5.40%, 4/15/21
|
|
|
1,190
|
|
|
1,237,004
|
|
Barrick Gold Corp., 2.90%,
5/30/16 (a)
|
|
|
550
|
|
|
566,555
|
|
Barrick North America Finance
LLC, 5.70%, 5/30/41 (a)
|
|
|
650
|
|
|
668,217
|
|
Freeport-McMoRan Corp., 7.13%,
11/01/27
|
|
|
1,400
|
|
|
1,540,773
|
|
JMC Steel Group, 8.25%,
3/15/18 (a)
|
|
|
80
|
|
|
83,000
|
|
Novelis, Inc., 8.75%, 12/15/20
|
|
|
500
|
|
|
556,250
|
|
Teck Resources Ltd., 10.75%,
5/15/19
|
|
|
850
|
|
|
1,081,625
|
|
|
|
|
|
|
|
|
|
Corporate
Bonds
|
|
Par
(000)
|
|
Value
|
|
Metals & Mining (concluded)
|
|
|
|
|
|
|
|
United States Steel Corp., 7.38%,
4/01/20
|
|
USD
|
95
|
|
$
|
98,681
|
|
|
|
|
|
|
|
5,832,105
|
|
Multi-Utilities 1.6%
|
|
|
|
|
|
|
|
CenterPoint Energy, Inc.:
|
|
|
|
|
|
|
|
5.95%, 2/01/17
|
|
|
1,500
|
|
|
1,715,425
|
|
6.50%, 5/01/18
|
|
|
1,600
|
|
|
1,881,517
|
|
|
|
|
|
|
|
3,596,942
|
|
Multiline Retail 0.6%
|
|
|
|
|
|
|
|
JC Penney Co., Inc., 5.65%,
6/01/20
|
|
|
1,400
|
|
|
1,386,000
|
|
Oil, Gas & Consumable Fuels 10.8%
|
|
|
|
|
|
|
|
Alpha Natural Resources, Inc.:
|
|
|
|
|
|
|
|
6.00%, 6/01/19
|
|
|
155
|
|
|
159,844
|
|
6.25%, 6/01/21
|
|
|
365
|
|
|
377,775
|
|
Anadarko Petroleum Corp.:
|
|
|
|
|
|
|
|
5.95%, 9/15/16
|
|
|
497
|
|
|
572,974
|
|
6.38%, 9/15/17
|
|
|
12
|
|
|
14,146
|
|
Arch Coal, Inc. (a):
|
|
|
|
|
|
|
|
7.00%, 6/15/19
|
|
|
115
|
|
|
120,463
|
|
7.25%, 6/15/21
|
|
|
350
|
|
|
367,500
|
|
BP Capital Markets Plc:
|
|
|
|
|
|
|
|
3.88%, 3/10/15
|
|
|
700
|
|
|
753,284
|
|
3.20%, 3/11/16 (c)
|
|
|
925
|
|
|
969,930
|
|
Buckeye Partners LP, 4.88%,
2/01/21
|
|
|
475
|
|
|
497,881
|
|
Chesapeake Energy Corp., 6.13%,
2/15/21
|
|
|
1,690
|
|
|
1,766,050
|
|
Consol Energy, Inc., 6.38%,
3/01/21 (a)
|
|
|
410
|
|
|
414,100
|
|
Copano Energy LLC, 7.13%,
4/01/21
|
|
|
270
|
|
|
276,750
|
|
Denbury Resources, Inc., 6.38%,
8/15/21
|
|
|
280
|
|
|
288,400
|
|
Enbridge Energy Partners LP,
9.88%, 3/01/19
|
|
|
1,000
|
|
|
1,349,274
|
|
Energy XXI Gulf Coast, Inc., 7.75%,
6/15/19
|
|
|
500
|
|
|
504,375
|
|
Enterprise Products Operating LLC,
6.65%, 4/15/18
|
|
|
2,000
|
|
|
2,366,320
|
|
Forest Oil Corp.:
|
|
|
|
|
|
|
|
8.50%, 2/15/14
|
|
|
90
|
|
|
97,875
|
|
7.25%, 6/15/19
|
|
|
150
|
|
|
156,000
|
|
Hilcorp Energy I LP, 7.75%,
11/01/15 (a)
|
|
|
345
|
|
|
356,213
|
|
Kinder Morgan Energy Partners LP,
6.85%, 2/15/20
|
|
|
2,000
|
|
|
2,388,970
|
|
Linn Energy LLC, 7.75%,
2/01/21 (a)
|
|
|
510
|
|
|
543,150
|
|
Marathon Petroleum Corp., 3.50%,
3/01/16 (a)
|
|
|
650
|
|
|
676,820
|
|
OGX Petroleo e Gas Participacoes
SA, 8.50%, 6/01/18 (a)
|
|
|
575
|
|
|
606,050
|
|