N-Q 1 a15-22455_1nq.htm N-Q

 

 

UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549

 

 

 

 

 

 

 

FORM N-Q

 

 

QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED
MANAGEMENT INVESTMENT COMPANY

 

Investment Company Act file number

811-5399

 

 

The New America High Income Fund, Inc.

(Exact name of registrant as specified in charter)

 

33 Broad Street, Boston, MA

 

02109

(Address of principal executive offices)

 

(Zip code)

 

Ellen E. Terry, 33 Broad Street, Boston MA 02109

(Name and address of agent for service)

 

Registrant’s telephone number, including area code:

(617) 263-6400

 

 

Date of fiscal year end:

12/31

 

 

 

 

Date of reporting period:

7/1/15 - 9/30/15

 

 



 

Item 1 - Schedule of Investments - September 30, 2015 (Unaudited) (Dollar Amounts in Thousands)

 



 

Principal

 

 

 

Moody’s

 

 

 

Amount/Units

 

 

 

Rating

 

Value

 

 

 

 

 

(Unaudited)

 

(Note 1)

 

CORPORATE DEBT SECURITIES - 132.97% (d)(h)

 

 

 

 

 

Aerospace & Defense - 1.08%

 

 

 

 

 

1,400

 

Bombardier, Inc., Senior Notes,

 

 

 

 

 

 

 

7.50%, 03/15/18 (g)

 

B2

 

1,304

 

425

 

Standard Aero Aviation Holdings Inc., Senior Notes,

 

 

 

 

 

 

 

10%, 07/15/23 (g)

 

Caa2

 

421

 

350

 

Transdigm, Inc., Subordinated Notes,

 

 

 

 

 

 

 

6.50%, 07/15/24

 

Caa1

 

329

 

300

 

Transdigm, Inc., Subordinated Notes,

 

 

 

 

 

 

 

6.50%, 05/15/25 (g)

 

Caa1

 

285

 

 

 

 

 

 

 

2,339

 

 

 

 

 

 

 

 

 

Airlines - 1.88%

 

 

 

 

 

1,100

 

American Airlines, Senior Notes,

 

 

 

 

 

 

 

5.50%, 10/01/19 (g)

 

B1

 

1,111

 

124

 

American Airlines, Senior Notes,

 

 

 

 

 

 

 

5.625%, 01/15/21 (g)

 

(e)

 

125

 

130

 

United Airlines, Senior Notes,

 

 

 

 

 

 

 

4.625%, 03/03/24

 

(e)

 

129

 

700

 

United Continental Holdings, Inc., Senior Notes,

 

 

 

 

 

 

 

6%, 12/01/20

 

B1

 

735

 

575

 

United Continental Holdings, Inc., Senior Notes,

 

 

 

 

 

 

 

6.375%, 06/01/18

 

B1

 

604

 

1,325

 

US Airways, Inc., Senior Notes,

 

 

 

 

 

 

 

6.125%, 06/01/18

 

B1

 

1,361

 

 

 

 

 

 

 

4,065

 

 

 

 

 

 

 

 

 

Automotive - 2.17%

 

 

 

 

 

550

 

Gestamp Fund Lux S.A., Senior Notes,

 

 

 

 

 

 

 

5.625%, 05/31/20 (g)

 

B1

 

547

 

350

 

Group 1 Automotive, Inc., Senior Notes,

 

 

 

 

 

 

 

5%, 06/01/22

 

Ba2

 

346

 

1,025

 

Jaguar Land Rover Automotive Plc, Senior Notes,

 

 

 

 

 

 

 

5.625%, 02/01/23 (g)

 

Ba2

 

1,006

 

825

 

MPG Holdco Inc., Senior Notes,

 

 

 

 

 

 

 

7.375%, 10/15/22

 

B3

 

861

 

825

 

Omega US Sub LLC, Senior Notes,

 

 

 

 

 

 

 

8.75%, 07/15/23 (g)

 

Caa1

 

726

 

400

 

Penske Auto Group, Inc., Senior Notes,

 

 

 

 

 

 

 

5.75%, 10/01/22

 

B1

 

405

 

475

 

Schaeffler Finance B.V., Senior Notes,

 

 

 

 

 

 

 

6.875%, 08/15/18 (g)

 

B1

 

492

 

325

 

Sonic Automotive, Inc., Senior Subordinated Notes,

 

 

 

 

 

 

 

5%, 05/15/23

 

B2

 

314

 

 

 

 

 

 

 

4,697

 

 

 

 

 

 

 

 

 

Broadcasting - 6.07%

 

 

 

 

 

1,075

 

AMC Networks, Inc., Senior Notes,

 

 

 

 

 

 

 

4.75%, 12/15/22

 

B1

 

1,024

 

75

 

Clear Channel Worldwide Holdings, Inc., Senior Notes,

 

 

 

 

 

 

 

6.50%, 11/15/22

 

B1

 

74

 

1,025

 

Clear Channel Worldwide Holdings, Inc., Senior Notes,

 

 

 

 

 

 

 

6.50%, 11/15/22

 

B1

 

1,030

 

325

 

Cumulus Media Holdings Inc., Senior Notes,

 

 

 

 

 

 

 

7.75%, 05/01/19

 

Caa2

 

233

 

1,050

 

IHeart Communications, Inc., Senior Notes,

 

 

 

 

 

 

 

9%, 12/15/19

 

Caa1

 

903

 

 



 

500

 

IHeart Communications, Inc., Senior Notes,

 

 

 

 

 

 

 

10%, 01/15/18

 

Ca

 

265

 

450

 

Lamar Media Corporation, Senior Subordinated Notes,

 

 

 

 

 

 

 

5.875%, 02/01/22

 

Ba3

 

468

 

475

 

Lin Television Corporation, Senior Notes,

 

 

 

 

 

 

 

5.875%, 11/15/22 (g)

 

B3

 

475

 

1,306

 

MDC Partners, Inc., Senior Notes,

 

 

 

 

 

 

 

6.75%, 04/01/20 (g)

 

B3

 

1,290

 

725

 

Outfront Media Capital LLC, Senior Notes,

 

 

 

 

 

 

 

5.25%, 02/15/22

 

B1

 

719

 

250

 

Outfront Media Capital LLC, Senior Notes,

 

 

 

 

 

 

 

5.625%, 02/15/24

 

B1

 

253

 

600

 

Sinclair Television Group, Inc., Senior Notes,

 

 

 

 

 

 

 

6.125%, 10/01/22

 

B1

 

597

 

75

 

Sinclair Television Group, Inc., Senior Notes,

 

 

 

 

 

 

 

6.375%, 11/01/21

 

B1

 

75

 

1,475

 

Sirius XM Radio, Inc., Senior Notes,

 

 

 

 

 

 

 

5.75%, 08/01/21 (g)

 

Ba3

 

1,479

 

75

 

TEGNA Inc., Senior Notes,

 

 

 

 

 

 

 

6.375%, 10/15/23

 

Ba1

 

79

 

625

 

Townsquare Media, Inc., Senior Notes,

 

 

 

 

 

 

 

6.50%, 04/01/23 (g)

 

B3

 

561

 

1,325

 

Tribune Media Company, Senior Notes,

 

 

 

 

 

 

 

5.875%, 07/15/22 (g)

 

B2

 

1,279

 

1,525

 

Univision Communications, Inc., Senior Notes,

 

 

 

 

 

 

 

5.125%, 05/15/23 (g)

 

B2

 

1,449

 

625

 

Univision Communications, Inc., Senior Notes,

 

 

 

 

 

 

 

5.125%, 02/15/25 (g)

 

B2

 

587

 

300

 

Univision Communications, Inc., Senior Notes,

 

 

 

 

 

 

 

6.75%, 09/15/22 (g)

 

B2

 

310

 

 

 

 

 

 

 

13,150

 

 

 

 

 

 

 

 

 

Building & Real Estate - 3.59%

 

 

 

 

 

500

 

CCRE Company, Senior Notes,

 

 

 

 

 

 

 

7.75%, 02/15/18 (g)

 

B1

 

520

 

350

 

Greystar Real Estate Partners, LLC, Senior Notes,

 

 

 

 

 

 

 

8.25%, 12/01/22 (g)

 

B2

 

368

 

1,175

 

Howard Hughes Corporation, Senior Notes,

 

 

 

 

 

 

 

6.875%, 10/01/21 (g)

 

Ba3

 

1,200

 

1,550

 

Jefferies LoanCore LLC, Senior Notes,

 

 

 

 

 

 

 

6.875%, 06/01/20 (g)

 

B2

 

1,488

 

325

 

Ladder Capital Finance Holdings LLLP, Senior Notes,

 

 

 

 

 

 

 

5.875%, 08/01/21 (g)

 

Ba3

 

305

 

400

 

Ladder Capital Finance Holdings LLLP, Senior Notes,

 

 

 

 

 

 

 

7.375%, 10/01/17

 

Ba3

 

402

 

450

 

Realology Group LLC, Senior Notes,

 

 

 

 

 

 

 

5.25%, 12/01/21 (g)

 

B3

 

457

 

125

 

Realology Group LLC, Senior Notes,

 

 

 

 

 

 

 

9%, 01/15/20 (g)

 

B2

 

132

 

550

 

RPG Byty s.r.o., Senior Notes,

 

 

 

 

 

 

 

6.75%, 05/01/20 (g)(EUR)

 

Ba2

 

635

 

350

 

Shea Homes Limited Partnership, Senior Notes,

 

 

 

 

 

 

 

5.875%, 04/01/23 (g)

 

B2

 

354

 

425

 

Taylor Morrison Communities, Inc., Senior Notes,

 

 

 

 

 

 

 

5.875%, 04/15/23 (g)

 

B2

 

423

 

675

 

William Lyon Homes, Inc., Senior Notes,

 

 

 

 

 

 

 

7%, 08/15/22

 

B3

 

690

 

750

 

William Lyon Homes, Inc., Senior Notes,

 

 

 

 

 

 

 

8.50%, 11/15/20

 

B3

 

799

 

 

 

 

 

 

 

7,773

 

 



 

Building Products - 2.25%

 

 

 

 

 

550

 

Builders First Source, Inc., Senior Notes,

 

 

 

 

 

 

 

7.625%, 06/01/21 (g)

 

B3

 

571

 

725

 

Cemex Finance LLC, Senior Notes,

 

 

 

 

 

 

 

9.375%, 10/12/22 (g)

 

(e)

 

772

 

550

 

LSF9 Balta Issuer, S.A. , Senior Notes,

 

 

 

 

 

 

 

7.75%, 09/15/22 (EUR)

 

B2

 

614

 

275

 

Masonite International Corporation, Senior Notes,

 

 

 

 

 

 

 

5.625%, 03/15/23 (g)

 

B2

 

283

 

575

 

Nortek, Inc., Senior Notes,

 

 

 

 

 

 

 

8.50%, 04/15/21

 

B3

 

606

 

750

 

Reliance Intermediate Holdings L.P., Senior Notes,

 

 

 

 

 

 

 

6.50%, 04/01/23 (g)

 

B1

 

754

 

750

 

RSI Home Products, Inc., Senior Notes,

 

 

 

 

 

 

 

6.50%, 03/15/23 (g)

 

B1

 

756

 

275

 

Springs Industries, Inc., Senior Notes,

 

 

 

 

 

 

 

6.25%, 06/01/21

 

B2

 

273

 

209

 

Summit Materials LLC, Senior Notes,

 

 

 

 

 

 

 

10.50%, 01/31/20

 

Caa2

 

224

 

25

 

USG Corporation, Senior Notes,

 

 

 

 

 

 

 

9.75%, 01/15/18

 

B3

 

28

 

 

 

 

 

 

 

4,881

 

 

 

 

 

 

 

 

 

Cable Operators - 12.74%

 

 

 

 

 

375

 

Altice Financing S.A., Senior Notes,

 

 

 

 

 

 

 

6.625%, 02/15/23 (g)

 

B1

 

361

 

1,100

 

Altice Financing S.A., Senior Notes,

 

 

 

 

 

 

 

7.625%, 02/15/25 (g)

 

B3

 

971

 

1,350

 

Altice Financing S.A., Senior Notes,

 

 

 

 

 

 

 

7.75%, 05/15/22 (g)

 

B3

 

1,231

 

600

 

Altice Financing S.A., Senior Notes,

 

 

 

 

 

 

 

8.125%, 01/15/24 (g)

 

B3

 

569

 

675

 

Altice Financing S.A., Senior Notes,

 

 

 

 

 

 

 

9.875%, 12/15/20 (g)

 

B3

 

722

 

800

 

B Communications Ltd., Senior Notes,

 

 

 

 

 

 

 

7.375%, 02/15/21 (g)

 

(e)

 

858

 

475

 

Block Communications, Inc., Senior Notes,

 

 

 

 

 

 

 

7.25%, 02/01/20 (g)

 

B1

 

470

 

725

 

CCO Holdings, LLC, Senior Notes,

 

 

 

 

 

 

 

5.25%, 09/30/22

 

B1

 

680

 

425

 

CCO Holdings, LLC, Senior Notes,

 

 

 

 

 

 

 

5.75%, 09/01/23

 

B1

 

405

 

1,225

 

CCO Holdings, LLC, Senior Notes,

 

 

 

 

 

 

 

5.75%, 01/15/24

 

B1

 

1,167

 

2,350

 

CCO Holdings, LLC, Senior Notes,

 

 

 

 

 

 

 

6.625%, 01/31/22

 

B1

 

2,362

 

300

 

Cable One, Inc., Senior Notes,

 

 

 

 

 

 

 

5.75%, 06/15/22 (g)

 

B1

 

295

 

650

 

Cequel Communications Holdings I, LLC, Senior Notes,

 

 

 

 

 

 

 

5.125%, 12/15/21 (g)

 

B3

 

552

 

1,775

 

Cequel Communications Holdings I, LLC, Senior Notes,

 

 

 

 

 

 

 

6.375%, 09/15/20 (g)

 

B3

 

1,668

 

525

 

Dish DBS Corporation, Senior Notes,

 

 

 

 

 

 

 

5.875%, 07/15/22

 

Ba3

 

463

 

1,125

 

Dish DBS Corporation, Senior Notes,

 

 

 

 

 

 

 

6.75%, 06/01/21

 

Ba3

 

1,080

 

550

 

LGE Holdco VI B.V., Senior Notes,

 

 

 

 

 

 

 

7.125%, 05/15/24 (g) (EUR)

 

B2

 

657

 

800

 

Mediacom Broadband LLC, Senior Notes,

 

 

 

 

 

 

 

6.375%, 04/01/23

 

B2

 

756

 

1,950

 

Neptune Finco Corporation, Senior Notes,

 

 

 

 

 

 

 

10.125%, 01/15/23 (g)

 

B2

 

1,969

 

550

 

Neptune Finco Corporation, Senior Notes,

 

 

 

 

 

 

 

10.875%, 10/15/25 (g)

 

B2

 

555

 

 



 

650

 

Netflix, Inc., Senior Notes,

 

 

 

 

 

 

 

5.375%, 02/01/21

 

B1

 

674

 

1,700

 

Numericable Group, S.A., Senior Notes,

 

 

 

 

 

 

 

6.25%, 05/15/24 (g)

 

Ba3

 

1,623

 

425

 

United Group BV, Senior Notes,

 

 

 

 

 

 

 

7.875%, 11/15/20 (EUR) (g)

 

B2

 

490

 

100

 

United Group BV, Senior Notes,

 

 

 

 

 

 

 

7.875%, 11/15/20 (g) (EUR)

 

B2

 

115

 

660

 

United Group BV, Senior Notes,

 

 

 

 

 

 

 

7.875%, 11/15/20 (EUR)

 

B2

 

760

 

900

 

Unitymedia Hessen GmbH & Company, Senior Notes,

 

 

 

 

 

 

 

5%, 01/15/25 (g)

 

Ba3

 

844

 

1,775

 

Unitymedia Kabel BW GmbH, Senior Notes,

 

 

 

 

 

 

 

6.125%, 01/15/25 (g)

 

B3

 

1,766

 

428

 

UPCB Finance Limited, Senior Notes,

 

 

 

 

 

 

 

6.875%, 01/15/22 (g)

 

Ba3

 

450

 

575

 

Videotron Ltee., Senior Notes,

 

 

 

 

 

 

 

5%, 07/15/22

 

Ba2

 

563

 

375

 

Virgin Media Finance, Plc, Senior Note,

 

 

 

 

 

 

 

6%, 10/15/24 (g)

 

B2

 

361

 

325

 

Virgin Media Secured Finance, Plc, Senior Note,

 

 

 

 

 

 

 

5.25%, 01/15/26 (g)

 

Ba3

 

299

 

700

 

VTR Finance B.V., Senior Notes,

 

 

 

 

 

 

 

6.875%, 01/15/24 (g)

 

B1

 

639

 

25

 

WaveDivision Holdings, LLC, Senior Notes,

 

 

 

 

 

 

 

8.125%, 09/01/20 (g)

 

Caa1

 

24

 

825

 

Wide Open West Finance, LLC, Senior Subordinated Notes,

 

 

 

 

 

 

 

13.375%, 10/15/19

 

Caa1

 

870

 

375

 

Ziggo Bond Finance BV, Senior Notes,

 

 

 

 

 

 

 

5.875%, 01/15/25 (g)

 

B2

 

343

 

 

 

 

 

 

 

27,612

 

 

 

 

 

 

 

 

 

Chemicals - 3.49%

 

 

 

 

 

175

 

Chemours Company, Senior Notes,

 

 

 

 

 

 

 

6.625%, 05/15/23 (g)

 

B1

 

118

 

375

 

Ciech Group Financing, Senior Notes,

 

 

 

 

 

 

 

9.50%, 11/30/19 (g)(EUR)

 

B1

 

450

 

990

 

Consolidated Energy Finance, Senior Notes,

 

 

 

 

 

 

 

6.75%, 10/15/19 (g)

 

B2

 

936

 

475

 

W.R. Grace & Company Conn., Senior Notes,

 

 

 

 

 

 

 

5.125%, 10/01/21 (g)

 

Ba3

 

468

 

1,425

 

Hexion Specialty Chemicals, Inc., Senior Notes,

 

 

 

 

 

 

 

6.625%, 04/15/20

 

B3

 

1,211

 

250

 

Hexion Specialty Chemicals, Inc., Senior Notes,

 

 

 

 

 

 

 

10%, 04/15/20

 

B3

 

242

 

350

 

Ineos Group Holdings S.A., Senior Notes,

 

 

 

 

 

 

 

6.125%, 08/15/18 (g)

 

B3

 

327

 

775

 

Momentive Performance Materials, Inc., Senior Secured Notes,

 

 

 

 

 

 

 

3.88%, 10/24/21

 

B3

 

597

 

775

 

Momentive Performance Materials, Inc., Senior Secured Notes,

 

 

 

 

 

 

 

8.875%, 10/15/20 (b)(f) ESC

 

(e)

 

0

 

950

 

Platform Specialty Products Corporation, Senior Notes,

 

 

 

 

 

 

 

6.50%, 02/01/22 (g)

 

B2

 

817

 

1,225

 

PQ Corporation, Senior Notes,

 

 

 

 

 

 

 

8.75%, 11/01/18 (g)

 

Caa1

 

1,233

 

800

 

Rayonier American Products, Inc., Senior Notes,

 

 

 

 

 

 

 

5.50%, 06/01/24 (g)

 

Ba3

 

594

 

600

 

Univar, Inc., Senior Notes,

 

 

 

 

 

 

 

6.75%, 07/15/23 (g)

 

Caa1

 

566

 

 

 

 

 

 

 

7,559

 

 



 

Consumer Products - 3.04%

 

 

 

 

 

525

 

24 Hour Holdings III LLC, Senior Notes,

 

 

 

 

 

 

 

8%, 06/01/22 (g)

 

Caa1

 

404

 

1,325

 

Activision Blizzard, Inc., Senior Notes,

 

 

 

 

 

 

 

5.625%, 09/15/21 (g)

 

Ba2

 

1,391

 

160

 

Avon Products, Inc., Senior Notes

 

 

 

 

 

 

 

6.35%, 03/15/20

 

Ba3

 

127

 

725

 

Avon Products, Inc., Senior Notes

 

 

 

 

 

 

 

6.75%, 03/15/23

 

Ba3

 

511

 

100

 

Boardriders, S.A., Senior Notes,

 

 

 

 

 

 

 

8.875%, 12/15/17 (g)(EUR)

 

Caa2

 

102

 

625

 

Energizer Spinco, Inc., Senior Notes,

 

 

 

 

 

 

 

5.50%, 06/15/25 (g)

 

Ba3

 

609

 

275

 

Levi Strauss & Co., Senior Notes,

 

 

 

 

 

 

 

6.875%, 05/01/22

 

Ba2

 

295

 

675

 

Lifetime Fitness, Inc., Senior Notes,

 

 

 

 

 

 

 

8.50%, 06/15/23 (g)

 

Caa1

 

641

 

100

 

Quiksilver Inc., Senior Notes,

 

 

 

 

 

 

 

10%, 08/01/20 (a)

 

(e)

 

10

 

375

 

Spectrum Brands Escrow, Senior Notes,

 

 

 

 

 

 

 

5.75%, 07/15/25 (g)

 

B2

 

383

 

650

 

Spectrum Brands Escrow, Senior Notes,

 

 

 

 

 

 

 

6.625%, 11/15/22

 

B2

 

690

 

750

 

Sun Products, Senior Notes,

 

 

 

 

 

 

 

7.75%, 03/15/21 (g)

 

Caa2

 

638

 

400

 

Tempur Sealy International Inc., Senior Notes,

 

 

 

 

 

 

 

5.625%, 10/15/23 (g)

 

B1

 

401

 

375

 

Vista Outdoor Inc. Inc, Senior Notes,

 

 

 

 

 

 

 

5.875%, 10/01/23 (g)

 

Ba3

 

381

 

 

 

 

 

 

 

6,583

 

 

 

 

 

 

 

 

 

Container - 3.35%

 

 

 

 

 

425

 

AEP Industries, Inc., Senior Notes,

 

 

 

 

 

 

 

8.25%, 04/15/19

 

B3

 

431

 

725

 

Ardagh Finance Holdings S.A., Senior Notes,

 

 

 

 

 

 

 

8.375%, 06/15/19 (c)(g)(EUR)

 

Caa2

 

824

 

798

 

Ardagh Finance Holdings S.A., Senior Notes,

 

 

 

 

 

 

 

8.625%, 06/15/19 (c)(g)

 

Caa2

 

813

 

400

 

Beverage Packaging Holdings (Lux) II S.A., Senior Notes,

 

 

 

 

 

 

 

5.625%, 12/15/16 (g)

 

Caa2

 

395

 

750

 

Beverage Packaging Holdings (Lux) II S.A., Senior Subordinated

 

 

 

 

 

 

 

Notes, 6%, 06/15/17 (g)

 

Caa2

 

739

 

275

 

Bormioli Rocco Holdings, Senior Notes,

 

 

 

 

 

 

 

10%, 08/01/18 (g) (EUR)

 

B3

 

317

 

700

 

Consolidated Container Company LLC, Senior Notes,

 

 

 

 

 

 

 

10.125%, 07/15/20 (g)

 

Caa2

 

600

 

400

 

Coveris Holding Corporation, Senior Notes,

 

 

 

 

 

 

 

10%, 06/01/18 (g)

 

Caa2

 

412

 

1,100

 

Reynolds Group Issuer, Inc., Senior Notes,

 

 

 

 

 

 

 

8.25%, 02/15/21

 

Caa2

 

1,097

 

1,425

 

SIG Combibloc Holdings, Senior Notes,

 

 

 

 

 

 

 

7.75%, 02/15/23 (g)(EUR)

 

Caa1

 

1,631

 

 

 

 

 

 

 

7,259

 

 

 

 

 

 

 

 

 

Energy - 16.03%

 

 

 

 

 

825

 

Antero Resources Finance Corporation, Senior Notes,

 

 

 

 

 

 

 

6%, 12/01/20

 

Ba3

 

763

 

925

 

CGG SA, Senior Notes,

 

 

 

 

 

 

 

6.875%, 01/15/22

 

Caa1

 

525

 

527

 

CGG SA, Senior Notes,

 

 

 

 

 

 

 

7.75%, 05/15/17

 

Caa1

 

415

 

450

 

Chesapeake Energy Corp., Senior Notes,

 

 

 

 

 

 

 

5.375%, 06/15/21

 

Ba1

 

299

 

1,700

 

Chesapeake Energy Corp., Senior Notes,

 

 

 

 

 

 

 

5.75%, 03/15/23

 

Ba1

 

1,109

 

 



 

25

 

Comstock Resources, Inc., Senior Notes,

 

 

 

 

 

 

 

10%, 03/15/20 (g)

 

B2

 

17

 

1,325

 

Concho Resources, Inc., Senior Notes,

 

 

 

 

 

 

 

5.50%, 04/01/23

 

Ba3

 

1,259

 

300

 

Concho Resources, Inc., Senior Notes,

 

 

 

 

 

 

 

7%, 01/15/21

 

Ba3

 

303

 

350

 

CrownRock, L.P., Senior Notes,

 

 

 

 

 

 

 

7.125%, 04/15/21 (g)

 

Caa1

 

333

 

1,000

 

CrownRock, L.P., Senior Notes,

 

 

 

 

 

 

 

7.75%, 02/15/23 (g)

 

Caa1

 

970

 

1,275

 

Denbury Resources, Inc., Senior Notes,

 

 

 

 

 

 

 

5.50%, 05/01/22

 

B1

 

759

 

400

 

EPL Oil and Gas, Inc., Senior Notes,

 

 

 

 

 

 

 

8.25%, 02/15/18

 

Caa3

 

96

 

200

 

Exterran Partners, L.P., Senior Notes,

 

 

 

 

 

 

 

6%, 04/01/21

 

B1

 

168

 

350

 

Exterran Partners, L.P., Senior Notes,

 

 

 

 

 

 

 

6%, 10/01/22

 

B1

 

287

 

375

 

Exterran Holdings, Inc., Senior Notes,

 

 

 

 

 

 

 

7.25%, 12/01/18

 

Ba3

 

364

 

925

 

Ferrellgas, L.P., Senior Notes,

 

 

 

 

 

 

 

6.50%, 05/01/21

 

B2

 

870

 

970

 

Gulfport Energy Corporation, Senior Notes,

 

 

 

 

 

 

 

6.625%, 05/01/23 (g)

 

B2

 

892

 

1,100

 

Hercules Offshore, Inc., Senior Notes,

 

 

 

 

 

 

 

8.75%, 07/15/21 (a)(g)

 

(e)

 

231

 

25

 

Hercules Offshore, Inc., Senior Notes,

 

 

 

 

 

 

 

10.25%, 04/1/19 (a)(g)

 

(e)

 

5

 

825

 

MarkWest Energy Partners, L.P., Senior Notes,

 

 

 

 

 

 

 

4.50%, 07/15/23

 

Ba3

 

753

 

1,725

 

Matador Resources Company, Senior Notes,

 

 

 

 

 

 

 

6.875%, 04/15/23 (g)

 

B3

 

1,673

 

325

 

Newfield Exploration Company, Senior Notes,

 

 

 

 

 

 

 

5.375%, 01/01/26

 

Ba1

 

298

 

250

 

Newfield Exploration Company, Senior Notes,

 

 

 

 

 

 

 

5.625%, 07/01/24

 

Ba1

 

237

 

675

 

Newfield Exploration Company, Senior Subordinated Notes,

 

 

 

 

 

 

 

5.75%, 01/30/22

 

Ba1

 

653

 

250

 

Noble Energy, Inc., Senior Notes,

 

 

 

 

 

 

 

5.875%, 06/01/22

 

Baa2

 

248

 

1,825

 

Noble Energy, Inc., Senior Notes,

 

 

 

 

 

 

 

5.875%, 06/01/24

 

Baa2

 

1,842

 

1,725

 

Pacific Exploration and Production Corporation, Senior Notes,

 

 

 

 

 

 

 

5.375%, 01/26/19 (g)

 

B3

 

651

 

825

 

Pacific Exploration and Production Corporation, Senior Notes,

 

 

 

 

 

 

 

5.625%, 01/19/25 (g)

 

B3

 

297

 

350

 

Parker Drilling Company, Senior Notes,

 

 

 

 

 

 

 

6.75%, 07/15/22

 

B2

 

277

 

1,250

 

Parsley Energy LLC, Senior Notes

 

 

 

 

 

 

 

7.50%, 2/15/22 (g)

 

Caa1

 

1,216

 

775

 

Penn Virginia Corporation, Senior Notes,

 

 

 

 

 

 

 

7.25%, 04/15/19

 

Caa2

 

174

 

800

 

Penn Virginia Corporation, Senior Notes,

 

 

 

 

 

 

 

8.50%, 05/01/20

 

Caa2

 

182

 

325

 

Precision Drilling Corporation, Senior Notes,

 

 

 

 

 

 

 

6.625%, 11/15/20

 

Ba2

 

280

 

800

 

Range Resources Corporaiton, Senior Subordinated Notes,

 

 

 

 

 

 

 

4.875%, 05/15/25 (g)

 

Ba1

 

704

 

700

 

Range Resources Corporaiton, Senior Subordinated Notes,

 

 

 

 

 

 

 

5%, 03/15/23

 

Ba2

 

616

 

650

 

Sabine Pass LNG, L.P., Senior Notes,

 

 

 

 

 

 

 

5.625%, 04/15/23

 

Ba3

 

580

 

100

 

Sabine Pass LNG, L.P., Senior Notes,

 

 

 

 

 

 

 

5.625%, 02/01/21

 

Ba3

 

93

 

550

 

Sabine Pass LNG, L.P., Senior Notes,

 

 

 

 

 

 

 

5.75%, 05/15/24

 

Ba3

 

487

 

 



 

950

 

Sabine Pass LNG, L.P., Senior Notes,

 

 

 

 

 

 

 

6.25%, 03/15/22

 

Ba3

 

881

 

625

 

Sandridge Energy, Inc., Senior Notes,

 

 

 

 

 

 

 

8.75%, 06/01/20 (g)

 

B2

 

380

 

1,225

 

SESI, L.L.C., Senior Notes,

 

 

 

 

 

 

 

7.125%, 12/15/21

 

Baa3

 

1,197

 

550

 

Seven Generations Energy Ltd., Senior Notes,

 

 

 

 

 

 

 

6.75%, 05/01/23 (g)

 

B2

 

492

 

1,675

 

Seven Generations Energy Ltd., Senior Notes,

 

 

 

 

 

 

 

8.25%, 05/15/20 (g)

 

B2

 

1,612

 

975

 

SM Energy Company, Senior Notes,

 

 

 

 

 

 

 

5%, 01/15/24

 

Ba2

 

821

 

150

 

SM Energy Company, Senior Notes,

 

 

 

 

 

 

 

5.625%, 06/01/25

 

Ba2

 

129

 

650

 

SM Energy Company, Senior Notes,

 

 

 

 

 

 

 

6.50%, 01/01/23

 

Ba2

 

598

 

1,450

 

Targa Resources Partners L.P., Senior Notes,

 

 

 

 

 

 

 

4.25%, 11/15/23

 

Ba2

 

1,203

 

800

 

Targa Resources Partners L.P., Senior Notes,

 

 

 

 

 

 

 

5.25%, 05/01/23

 

Ba2

 

714

 

675

 

Targa Resources Partners L.P., Senior Notes,

 

 

 

 

 

 

 

6.75%, 03/15/24 (g)

 

Ba2

 

643

 

1,075

 

Tervita Corporation, Senior Notes,

 

 

 

 

 

 

 

8%, 11/15/18 (g)

 

B3

 

804

 

675

 

Tervita Corporation, Senior Notes,

 

 

 

 

 

 

 

10.875%, 02/15/18 (g)

 

Caa2

 

378

 

1,675

 

Whiting Petroleum Corporation, Senior Notes,

 

 

 

 

 

 

 

6.25%, 04/01/23

 

Ba2

 

1,432

 

100

 

WPX Energy, Inc., Senior Notes,

 

 

 

 

 

 

 

5.25%, 09/15/24

 

Ba1

 

80

 

1,525

 

WPX Energy, Inc., Senior Notes,

 

 

 

 

 

 

 

6%, 01/15/22

 

Ba1

 

1,266

 

850

 

WPX Energy, Inc., Senior Notes,

 

 

 

 

 

 

 

7.50%, 08/01/20

 

Ba1

 

776

 

450

 

WPX Energy, Inc., Senior Notes,

 

 

 

 

 

 

 

8.25%, 08/01/23

 

Ba1

 

408

 

 

 

 

 

 

 

34,740

 

 

 

 

 

 

 

 

 

Entertainment & Leisure - 1.88%

 

 

 

 

 

1,350

 

AMC Entertainment, Inc., Senior Subordinate Notes,

 

 

 

 

 

 

 

5.75%, 06/15/25

 

B2

 

1,320

 

550

 

DreamWorks Animation SKG, Inc., Senior Notes,

 

 

 

 

 

 

 

6.875%, 08/15/20 (g)

 

B1

 

535

 

1,300

 

Regal Entertainment Group, Senior Notes,

 

 

 

 

 

 

 

5.75%, 03/15/22

 

B3

 

1,274

 

322

 

WMG Acquisition Corporation, Senior Notes,

 

 

 

 

 

 

 

6%, 01/15/21 (g)

 

B1

 

322

 

650

 

WMG Acquisition Corporation, Senior Notes,

 

 

 

 

 

 

 

6.75%, 04/15/22 (g)

 

Caa1

 

613

 

 

 

 

 

 

 

4,064

 

 

 

 

 

 

 

 

 

Financial - 11.87%

 

 

 

 

 

450

 

Aircastle Limited, Senior Notes,

 

 

 

 

 

 

 

5.50%, 02/15/22

 

Ba2

 

460

 

619

 

Ally Financial, Inc., Senior Notes,

 

 

 

 

 

 

 

7.50%, 09/15/20

 

B1

 

706

 

450

 

CIT Group, Inc., Senior Notes,

 

 

 

 

 

 

 

5%, 08/15/22

 

B1

 

450

 

2,075

 

CIT Group, Inc., Senior Notes,

 

 

 

 

 

 

 

5%, 08/01/23

 

B1

 

2,065

 

325

 

CIT Group, Inc., Senior Notes,

 

 

 

 

 

 

 

5.375%, 05/15/20

 

B1

 

340

 

800

 

Citigroup, Inc.

 

 

 

 

 

 

 

5.95%, 12/29/49

 

Ba2

 

789

 

 



 

1,200

 

CNO Financial Group Inc., Senior Notes,

 

 

 

 

 

 

 

5.25%, 05/30/25

 

Ba1

 

1,224

 

1,200

 

Discover Financial Services, Senior Notes,

 

 

 

 

 

 

 

10.25%, 07/15/19

 

Ba1

 

1,477

 

525

 

E*Trade Financial Corporation, Senior Notes,

 

 

 

 

 

 

 

5.375%, 11/15/22

 

Ba2

 

557

 

825

 

Goldman Sachs Group, Inc.

 

 

 

 

 

 

 

5.375%, 12/29/49

 

Ba1

 

803

 

475

 

HRG Group, Inc., Senior Notes,

 

 

 

 

 

 

 

7.75%, 01/15/22

 

Caa1

 

461

 

100

 

HRG Group, Inc., Senior Notes,

 

 

 

 

 

 

 

7.875%, 07/15/19 (g)

 

Ba3

 

103

 

525

 

HRG Group, Inc., Senior Notes,

 

 

 

 

 

 

 

7.875%, 07/15/19

 

Ba3

 

542

 

800

 

Hub International Limited, Senior Notes,

 

 

 

 

 

 

 

7.875%, 10/01/21 (g)

 

Caa1

 

774

 

475

 

Hub Holdings LLC, Senior Notes,

 

 

 

 

 

 

 

8.125%, 07/15/19 (g)

 

Caa2

 

466

 

650

 

Icahn Enterprises, Senior Notes,

 

 

 

 

 

 

 

4.875%, 03/15/19

 

Ba3

 

651

 

1,200

 

Icahn Enterprises, Senior Notes,

 

 

 

 

 

 

 

6%, 08/01/20

 

Ba3

 

1,234

 

525

 

iStar Financial, Inc., Senior Notes,

 

 

 

 

 

 

 

5%, 07/01/19

 

B2

 

499

 

500

 

iStar Financial, Inc., Senior Notes,

 

 

 

 

 

 

 

7.125%, 02/15/18

 

B2

 

514

 

825

 

JP Morgan Chase & Co.

 

 

 

 

 

 

 

5.30%, 12/29/49

 

Baa3

 

811

 

750

 

National Financial Partnership, Senior Notes,

 

 

 

 

 

 

 

9%, 07/15/21 (g)

 

Caa2

 

724

 

1,400

 

Nationstar Mortgage LLC, Senior Notes,

 

 

 

 

 

 

 

6.50%, 07/01/21

 

B2

 

1,162

 

125

 

Nationstar Mortgage LLC, Senior Notes,

 

 

 

 

 

 

 

7.875%, 10/01/20

 

B2

 

114

 

850

 

Navient Corporation, Senior Notes,

 

 

 

 

 

 

 

5%, 10/26/20

 

Ba3

 

710

 

500

 

Navient Corporation, Senior Notes,

 

 

 

 

 

 

 

5.875%, 03/25/21

 

Ba3

 

420

 

1,050

 

Ocwen Financial Group, Senior Notes,

 

 

 

 

 

 

 

7.125%, 05/15/19 (g)

 

B3

 

948

 

475

 

OneMain Financial Holdings, Inc., Senior Notes,

 

 

 

 

 

 

 

6.75%, 12/15/19 (g)

 

B2

 

490

 

850

 

Provident Funding Associates, L.P., Senior Notes,

 

 

 

 

 

 

 

6.75%, 06/15/21 (g)

 

Ba3

 

807

 

1125

 

Quicken Loans, Inc., Senior Notes,

 

 

 

 

 

 

 

5.75%, 05/01/25 (g)

 

Ba2

 

1,066

 

600

 

Springleaf Finance Corporation, Senior Notes,

 

 

 

 

 

 

 

5.25%, 12/15/19

 

B2

 

588

 

525

 

Synovus Financial Corporation, Senior Notes,

 

 

 

 

 

 

 

7.875%, 02/15/19

 

Ba2

 

587

 

1,125

 

USI Inc., Senior Notes,

 

 

 

 

 

 

 

7.75%, 01/15/21 (g)

 

Caa2

 

1,103

 

1,300

 

Walter Investment Management Corporation, Senior Notes,

 

 

 

 

 

 

 

7.875%, 12/15/21

 

B3

 

1,121

 

1,000

 

Wayne Merger Sub, LLC, Senior Notes,

 

 

 

 

 

 

 

8.25%, 08/01/23 (g)

 

Caa2

 

957

 

 

 

 

 

 

 

25,723

 

 

 

 

 

 

 

 

 

Food/Tobacco - 2.61%

 

 

 

 

 

475

 

Boparan Finance, Plc, Senior Notes,

 

 

 

 

 

 

 

5.25%, 07/15/19 (g)(GBP)

 

B2

 

670

 

600

 

Constellation Brands, Inc., Senior Notes,

 

 

 

 

 

 

 

6%, 05/01/22

 

Ba1

 

656

 

425

 

Cott Beverages, Inc., Senior Notes,

 

 

 

 

 

 

 

6.75%, 01/01/20

 

B3

 

436

 

450

 

Darling Escrow Corporation, Senior Notes,

 

 

 

 

 

 



 

 

 

5.375%, 01/15/22

 

Ba3

 

440

 

750

 

Dean Foods Company, Senior Notes,

 

 

 

 

 

 

 

6.50%, 03/15/23 (g)

 

B2

 

762

 

650

 

JBS USA, LLC, Senior Notes,

 

 

 

 

 

 

 

5.875%, 07/15/24 (g)

 

Ba2

 

609

 

300

 

Post Holdings, Inc., Senior Notes,

 

 

 

 

 

 

 

6%, 12/15/22 (g)

 

B3

 

287

 

525

 

Post Holdings, Inc., Senior Notes,

 

 

 

 

 

 

 

6.75%, 12/01/21 (g)

 

B3

 

526

 

425

 

Post Holdings, Inc., Senior Notes,

 

 

 

 

 

 

 

7.375%, 02/15/22

 

B3

 

432

 

200

 

Post Holdings, Inc., Senior Notes,

 

 

 

 

 

 

 

7.75%, 03/15/24 (g)

 

B3

 

206

 

175

 

Post Holdings, Inc., Senior Notes,

 

 

 

 

 

 

 

8%, 07/15/25 (g)

 

B3

 

180

 

425

 

Shearers Food, Inc., Senior Notes,

 

 

 

 

 

 

 

9%, 11/01/19 (g)

 

B1

 

450

 

 

 

 

 

 

 

5,654

 

 

 

 

 

 

 

 

 

Forest Products - 2.02%

 

 

 

 

 

275

 

Cascades, Inc., Senior Notes,

 

 

 

 

 

 

 

5.50%, 07/15/22 (g)

 

Ba3

 

263

 

1,150

 

Cascades, Inc., Senior Notes,

 

 

 

 

 

 

 

5.75%, 07/15/23 (g)

 

Ba3

 

1,107

 

650

 

P.H. Glatfelter Company, Senior Notes,

 

 

 

 

 

 

 

5.375%, 10/15/20

 

Ba1

 

660

 

325

 

Graphic Packaging International, Inc., Senior Notes,

 

 

 

 

 

 

 

4.75%, 04/15/21

 

Ba2

 

325

 

625

 

Mercer International, Inc., Senior Notes,

 

 

 

 

 

 

 

7%, 12/01/19

 

B2

 

634

 

350

 

Mercer International, Inc., Senior Notes,

 

 

 

 

 

 

 

7.75%, 12/01/22

 

B2

 

354

 

400

 

Norbord, Inc., Senior Notes,