|
|
|
|
|
|
|
|
Corporate
Bonds
|
|
Par
(000)
|
|
Value
|
|
Energy Equipment & Services (concluded)
|
|
|
|
|
|
|
|
Compagnie Generale de
Geophysique-Veritas, 7.75%,
5/15/17
|
|
$
|
65
|
|
$
|
64,675
|
|
Exterran Holdings, Inc., 7.25%,
12/01/18 (b)
|
|
|
60
|
|
|
57,000
|
|
Forbes Energy Services Ltd.,
9.00%, 6/15/19
|
|
|
60
|
|
|
55,800
|
|
Frac Tech Services LLC, 7.63%,
11/15/18 (b)
|
|
|
295
|
|
|
297,212
|
|
Key Energy Services, Inc., 6.75%,
3/01/21
|
|
|
75
|
|
|
74,156
|
|
MEG Energy Corp., 6.50%,
3/15/21 (b)
|
|
|
150
|
|
|
150,750
|
|
Oil States International, Inc.,
6.50%, 6/01/19
|
|
|
50
|
|
|
50,250
|
|
Peabody Energy Corp., 6.25%,
11/15/21 (b)
|
|
|
440
|
|
|
443,300
|
|
SunCoke Energy, Inc., 7.63%,
8/01/19 (b)
|
|
|
35
|
|
|
34,300
|
|
Transocean, Inc., 6.38%,
12/15/21
|
|
|
125
|
|
|
124,933
|
|
|
|
|
|
|
|
1,440,101
|
|
Food Products 0.1%
|
|
|
|
|
|
|
|
Darling International, Inc., 8.50%,
12/15/18
|
|
|
40
|
|
|
44,000
|
|
Smithfield Foods, Inc., 10.00%,
7/15/14
|
|
|
6
|
|
|
6,870
|
|
|
|
|
|
|
|
50,870
|
|
Health Care Equipment & Supplies 1.2%
|
|
|
|
|
|
|
|
DJO Finance LLC:
|
|
|
|
|
|
|
|
10.88%, 11/15/14
|
|
|
385
|
|
|
362,862
|
|
7.75%, 4/15/18
|
|
|
20
|
|
|
16,050
|
|
ExamWorks Group, Inc., 9.00%,
7/15/19 (b)
|
|
|
21
|
|
|
18,743
|
|
Fresenius US Finance II, Inc.,
9.00%, 7/15/15 (b)
|
|
|
80
|
|
|
89,000
|
|
Teleflex, Inc., 6.88%, 6/01/19
|
|
|
50
|
|
|
50,563
|
|
|
|
|
|
|
|
537,218
|
|
Health Care Providers & Services 5.4%
|
|
|
|
|
|
|
|
Aviv Healthcare Properties LP,
7.75%, 2/15/19
|
|
|
65
|
|
|
61,425
|
|
Fresenius Medical Care US
Finance, Inc., 6.50%, 9/15/18
(b)
|
|
|
54
|
|
|
56,025
|
|
HCA, Inc.:
|
|
|
|
|
|
|
|
8.50%, 4/15/19
|
|
|
25
|
|
|
27,000
|
|
6.50%, 2/15/20
|
|
|
335
|
|
|
333,325
|
|
7.88%, 2/15/20
|
|
|
115
|
|
|
121,037
|
|
7.25%, 9/15/20
|
|
|
410
|
|
|
421,275
|
|
7.50%, 2/15/22
|
|
|
135
|
|
|
132,975
|
|
Health Management Associates,
Inc., 7.38%, 1/15/20 (b)
|
|
|
70
|
|
|
70,438
|
|
IASIS Healthcare LLC, 8.38%,
5/15/19 (b)
|
|
|
125
|
|
|
104,062
|
|
INC Research LLC, 11.50%,
7/15/19 (b)
|
|
|
70
|
|
|
63,000
|
|
|
|
|
|
|
|
|
|
Corporate Bonds
|
|
Par
(000)
|
|
Value
|
|
Health Care Providers & Services (concluded)
|
|
|
|
|
|
|
|
Omnicare, Inc., 7.75%, 6/01/20
|
|
$
|
160
|
|
$
|
168,600
|
|
Symbion, Inc., 8.00%, 6/15/16 (b)
|
|
|
55
|
|
|
50,875
|
|
Tenet Healthcare Corp.:
|
|
|
|
|
|
|
|
10.00%, 5/01/18
|
|
|
279
|
|
|
313,875
|
|
6.25%, 11/01/18 (b)
|
|
|
55
|
|
|
54,175
|
|
Tenet Healthcare Corp. (concluded):
|
|
|
|
|
|
|
|
8.88%, 7/01/19
|
|
|
245
|
|
|
267,050
|
|
inVentiv Health, Inc. (b):
|
|
|
|
|
|
|
|
10.00%, 8/15/18
|
|
|
20
|
|
|
18,950
|
|
10.00%, 8/15/18
|
|
|
50
|
|
|
47,375
|
|
|
|
|
|
|
|
2,311,462
|
|
Health Care Technology 1.1%
|
|
|
|
|
|
|
|
IMS Health, Inc., 12.50%, 3/01/18 (b)
|
|
|
410
|
|
|
457,150
|
|
Hotels, Restaurants & Leisure 2.1%
|
|
|
|
|
|
|
|
Diamond Resorts Corp., 12.00%,
8/15/18
|
|
|
200
|
|
|
189,500
|
|
El Dorado Resorts LLC, 8.63%,
6/15/19 (b)
|
|
|
25
|
|
|
22,063
|
|
MGM Mirage, 13.00%, 11/15/13
|
|
|
25
|
|
|
28,812
|
|
MGM Resorts International:
|
|
|
|
|
|
|
|
10.38%, 5/15/14
|
|
|
465
|
|
|
520,800
|
|
11.13%, 11/15/17
|
|
|
30
|
|
|
33,562
|
|
Travelport LLC:
|
|
|
|
|
|
|
|
4.95%, 9/01/14 (g)
|
|
|
20
|
|
|
9,900
|
|
9.88%, 9/01/14
|
|
|
5
|
|
|
3,025
|
|
6.53%, 12/01/16
|
|
|
131
|
|
|
96,056
|
|
Tropicana Entertainment LLC,
Series WI, 9.63%, 12/15/14
(a)(h)
|
|
|
25
|
|
|
3
|
|
|
|
|
|
|
|
903,721
|
|
Household Durables 1.6%
|
|
|
|
|
|
|
|
Ashton Woods USA LLC, 11.00%,
6/30/15 (b)(i)
|
|
|
145
|
|
|
99,325
|
|
Beazer Homes USA, Inc., 12.00%,
10/15/17
|
|
|
40
|
|
|
41,600
|
|
Jarden Corp., 8.00%, 5/01/16
|
|
|
40
|
|
|
43,200
|
|
Ryland Group, Inc., 6.63%,
5/01/20
|
|
|
75
|
|
|
66,187
|
|
Standard Pacific Corp.:
|
|
|
|
|
|
|
|
10.75%, 9/15/16
|
|
|
300
|
|
|
306,000
|
|
8.38%, 1/15/21
|
|
|
50
|
|
|
46,125
|
|
United Rentals North America, Inc.,
8.38%, 9/15/20
|
|
|
70
|
|
|
68,950
|
|
|
|
|
|
|
|
671,387
|
|
IT Services 1.7%
|
|
|
|
|
|
|
|
First Data Corp. (b):
|
|
|
|
|
|
|
|
7.38%, 6/15/19
|
|
|
175
|
|
|
164,500
|
|
8.88%, 8/15/20
|
|
|
90
|
|
|
90,000
|
|
8.25%, 1/15/21
|
|
|
70
|
|
|
60,550
|
|
12.63%, 1/15/21
|
|
|
106
|
|
|
87,450
|
|
SunGard Data Systems, Inc.:
|
|
|
|
|
|
|
|
10.63%, 5/15/15
|
|
|
100
|
|
|
105,500
|
|
7.38%, 11/15/18
|
|
|
130
|
|
|
128,050
|
|
7.63%, 11/15/20
|
|
|
100
|
|
|
99,000
|
|
|
|
|
|
|
|
735,050
|
|