I don't believe they are available as mass-market paperbacks or as complete sets, even. You mostly need to buy them individually.
Sets like this have volumes 6, 7, 8, and part of 9.
You would still want a complete 9, and 10-12. Note these are larger trade paperbacks, not the small mass market size.
Generally it's thought that Del Rey had trouble selling their paperbacks of the HoME titles, and that is why they stopped producing their editions after volume 5.