Regulatory Filings • Sep 29, 2004
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Download Source FileN-Q 1 a04-10742_15nq.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: *811-08777*
| CREDIT SUISSE HIGH YIELD BOND FUND | |
|---|---|
| (Exact name of registrant | |
| as specified in charter) | |
| c/o | |
| Credit Suisse Asset Management, LLC | |
| 466 | |
| Lexington Avenue | |
| New York, | |
| New York 10017 | |
| (Address of principal | |
| executive offices) (Zip code) | |
| Hal | |
| Liebes, Esq. | |
| 466 | |
| Lexington Avenue | |
| New York, | |
| New York 10017 | |
| (Name and address of agent | |
| for service) | |
| Registrants telephone | |
| number, including area code: (212) 875-3500 | |
| Date of fiscal year-end: | October 31st |
| Date of reporting period: | May 1, 2004 to July 31, 2004 |
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*Item 1: Schedule of Investments*
*CREDIT SUISSE HIGH YIELD BOND FUNDSchedule of Investments July 31, 2004 (unaudited)*
| Principal Amount | Value | |
|---|---|---|
| U.S. CORPORATE BONDS132.4% | ||
| AEROSPACE0.8% | ||
| BE Aerospace, Inc., Series B, Senior | ||
| Subordinated Notes (Callable 03/01/05 @ $100.00) 8.000%, 03/01/08 § | $ 1,000,000 | $ 970,000 |
| Condor Systems, Inc., Series B, Company | ||
| Guaranteed Notes (Callable 05/01/04 @ $105.94) 11.875%, 05/01/09 ø | 1,997,000 | 29,955 |
| Sequa Corp., Series B, Senior Notes 8.875%, | ||
| 04/01/08 | 850,000 | 909,500 |
| 1,909,455 | ||
| AIRLINES0.4% | ||
| American Airlines, Inc., Series 01-2, Pass | ||
| Thru Certificates 7.800%, 10/01/06 | 1,000,000 | 899,616 |
| AUTOMOBILE MANUFACTURING/VEHICLE PARTS3.8% | ||
| Autocam Corp.,, Rule 144A, Senior | ||
| Subordinated Notes (Callable 06/15/09 @ $105.44) 10.875%, 06/15/14 | 1,000,000 | 975,000 |
| Collins & Aikman Products Corp., | ||
| Company Guaranteed Notes 11.500%, 04/15/06 § | 1,500,000 | 1,488,750 |
| Collins & Aikman Products Corp., Global | ||
| Company Guaranteed Notes (Callable 12/31/06 @ $105.38) 10.750%, 12/31/11 | 1,250,000 | 1,281,250 |
| J. L. French Automotive Castings, Inc., | ||
| Series B, Company Guaranteed Notes (Callable 06/01/05 @ $103.83) 11.500%, | ||
| 06/01/09 § | 2,247,000 | 1,921,185 |
| Key Plastics Holdings, Inc., Series B, | ||
| Company Guaranteed Notes (Callable 03/15/05 @ $100.00) 10.250%, 03/15/07 ø | 250,000 | 1,875 |
| Metaldyne Corp., Global Company Guaranteed | ||
| Notes (Callable 06/15/07 @ $105.50) 11.000%, 06/15/12 § | 1,200,000 | 1,074,000 |
| Motor Coach Industries International, Inc., | ||
| Company Guaranteed Notes (Callable 05/01/05 @ $103.75) 11.250%, 05/01/09 | 150,000 | 90,750 |
| Tenneco Automotive, Inc., Series B, Global | ||
| Secured Notes (Callable 07/15/08 @ $105.12) 10.250%, 07/15/13 | 800,000 | 916,000 |
| Transportation Technologies, Rule 144A, | ||
| Senior Subordinated Notes (Callable 03/31/06 @ $102.00) 12.500%, 03/31/10 | 1,000,000 | 1,032,500 |
| Venture Holdings Company LLC, Company | ||
| Guaranteed Notes (Callable 06/01/05 @ $101.83) 11.000%, 06/01/07 ø | 1,250,000 | 62,500 |
| 8,843,810 | ||
| BROADBAND1.2% | ||
| Level 3 Communications, Inc., Senior | ||
| Discount Notes (Callable 12/1/05 @ $101.75) 10.500%, 12/01/08 +§ | 1,175,000 | 881,250 |
| Level 3 Communications, Inc., Senior Notes | ||
| (Callable 05/01/05 @ $101.52) 9.125%, 05/01/08 § | 350,000 | 262,500 |
| Level 3 Financing, Inc., Rule 144A, Senior | ||
| Notes (Callable 10/15/07 @ $105.38) 10.750%, 10/15/11 | 750,000 | 645,000 |
| Primus Telecommunications Group, Inc., | ||
| Global Senior Notes (Callable 01/15/09 @ $104.00) 8.000%, 01/15/14 § | 1,500,000 | 1,117,500 |
| 2,906,250 |
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| Principal Amount | Value | |
|---|---|---|
| BROADCAST/OUTDOOR1.9% | ||
| Emmis Operating Company, Rule 144A, Senior | ||
| Subordinated Notes (Callable 05/15/08 @ $103.44) 6.875%, 05/15/12 § | 500,000 | 491,250 |
| Gray Television, Inc., Global Company | ||
| Guaranteed Notes (Callable 12/15/06 @ $104.62) 9.250%, 12/15/11 § | 1,000,000 | 1,110,000 |
| Interep National Radio Sales, Inc., Series | ||
| B, Company Guaranteed Notes (Callable 07/01/05 @ $101.67) 10.000%, 07/01/08 | 800,000 | 645,000 |
| Paxson Communications Corp., Global Company | ||
| Guaranteed Notes (Callable 01/15/06 @ $106.12) 0.000%, 01/15/09 + | 2,000,000 | 1,755,000 |
| Young Broadcasting, Inc., Global Company | ||
| Guaranteed Notes (Callable 03/01/06 @ $105.00) 10.000%, 03/01/11 § | 490,000 | 497,350 |
| 4,498,600 | ||
| BUILDING PRODUCTS4.9% | ||
| Associated Materials, Inc., Rule 144A, | ||
| Senior Discount Notes (Callable 03/1/09 @ $105.63) 0.000%, 03/01/14 + | 1,000,000 | 705,000 |
| Atrium Companies, Inc., Series B, Company | ||
| Guaranteed Notes (Callable 05/01/05 @ $103.50) 10.500%, 05/01/09 | 1,000,000 | 1,052,500 |
| Building Materials Corp., Rule 144A, Senior | ||
| Notes (Callable 08/01/09 @ $103.88) 7.750%, 08/01/14 | 1,500,000 | 1,503,750 |
| Building Materials Corp., Series B, Senior | ||
| Notes 8.000%, 10/15/07 | 500,000 | 507,500 |
| Building Materials Corp., Series B, Senior | ||
| Notes (Callable 12/15/04 @ $100.00) 8.625%, 12/15/06 | 1,500,000 | 1,526,250 |
| Dayton Superior Corp., Company Guaranteed | ||
| Notes (Callable 06/15/07 @ $102.17) 13.000%, 06/15/09 § | 600,000 | 549,000 |
| Dayton Superior Corp., Global Secured Notes | ||
| (Callable 6/15/06 @ $105.62) 10.750%, 09/15/08 | 500,000 | 515,000 |
| Interface, Inc., Rule 144A, Senior | ||
| Subordinated Notes (Callable 02/01/09 @ $104.75) 9.500%, 02/01/14 § | 1,250,000 | 1,262,500 |
| Nortek Holdings, Inc., Rule 144A, Senior | ||
| Notes (Callable 11/15/07 @ $105.00) 0.000%, 05/15/11 + | 1,000,000 | 841,000 |
| Ply Gem Industries, Inc., Rule 144A, Senior | ||
| Subordinated Notes (Callable 02/15/08 @ $104.50) 9.000%, 02/15/12 § | 1,000,000 | 1,015,000 |
| Texas Industries, Inc., Global Senior Notes | ||
| (Callable 06/15/07 @ $105.12) 10.250%, 06/15/11 | 750,000 | 858,750 |
| Werner Holding Co., Inc., Series A, Company | ||
| Guaranteed Notes (Callable 11/15/04 @ $101.67) 10.000%, 11/15/07 § | 1,350,000 | 1,194,750 |
| 11,531,000 | ||
| CABLE8.7% | ||
| Adelphia Communications Corp., Rule 144A, | ||
| Secured Notes (Callable 02/15/08 @ $105.38) 10.875%, 10/01/10 ø | 3,000,000 | 2,640,000 |
| Atlantic Broadband Finance LLC, Rule 144A, | ||
| Senior Subordinated Notes (Callable 01/15/09 @ $104.69) 9.375%, 01/15/14 | 1,600,000 | 1,472,000 |
| Cablevision Systems Corp., Rule 144A, | ||
| Senior Notes 8.000%, 04/15/12 | 1,250,000 | 1,234,375 |
| CCO Holdings LLC, Global Senior Notes | ||
| (Callable 11/15/08 @ $104.38) 8.750%, 11/15/13 | 2,100,000 | 2,026,500 |
| Century Communications Corp., Senior | ||
| Discount Notes 0.000%, 12/31/49 ø§ | 1,000,000 | 940,000 |
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| Principal Amount | Value | |
|---|---|---|
| Charter Communications Holdings LLC, Senior | ||
| Discount Notes (Callable 04/01/05 @ $102.88) 9.920%, 04/01/11 +§ | 3,650,000 | 2,746,625 |
| Charter Communications Holdings LLC, Senior | ||
| Notes (Callable 04/01/05 @ $102.88) 8.625%, 04/01/09 | 3,100,000 | 2,356,000 |
| CSC Holdings, Inc., Senior Notes 7.250%, | ||
| 07/15/08 | 85,000 | 86,700 |
| CSC Holdings, Inc., Series B, Senior Notes | ||
| 7.625%, 04/01/11 § | 1,500,000 | 1,522,500 |
| DIVA Systems Corp., Series B, Senior | ||
| Discount Notes (Callable 03/01/05 @ $102.10) 12.625%, 03/01/08 ø | 1,750,000 | 4,375 |
| Insight Communications Company, Inc., | ||
| Senior Discount Notes (Callable 02/15/06 @ $106.12) 0.000%, 02/15/11 +§ | 2,000,000 | 1,750,000 |
| Insight Midwest/Insight Capital, Senior | ||
| Notes (Callable 10/01/04 @ $104.88) 9.750%, 10/01/09 | 200,000 | 208,000 |
| Insight Midwest/Insight Capital Corp., | ||
| Global Senior Notes (Callable 11/01/05 @ $105.25) 10.500%, 11/01/10 | 500,000 | 536,250 |
| Kabel Deutschland Gmbh, Rule 144A, Senior | ||
| Notes (Callable 07/01/09 @ $105.31) 10.625%, 07/01/14 § | 500,000 | 515,000 |
| Mediacom LLC Capital Corp., Senior Notes | ||
| (Callable 01/15/06 @ $104.75) 9.500%, 01/15/13 § | 2,500,000 | 2,325,000 |
| 20,363,325 | ||
| CAPITAL GOODS2.4% | ||
| Actuant Corp., Company Guaranteed Notes | ||
| (Callable 05/01/07 @ $102.17) 13.000%, 05/01/09 | 1,868,000 | 2,338,998 |
| Case New Holland, Inc., Rule 144A, Senior | ||
| Notes 9.250%, 08/01/11 Case New Holland, Inc., Rule 144A, Senior Notes | ||
| 9.250%, 08/01/11 | 100,000 | 108,750 |
| JII Holdings LLC, Rule 144A, Secured Notes | ||
| (Callable 01/01/05 @ $106.50) 13.000%, 04/01/07 | 1,802,500 | 1,631,262 |
| Terex Corp., Global Company Guaranteed | ||
| Notes (Callable 01/15/09 @ $103.69) 7.375%, 01/15/14 | 650,000 | 658,125 |
| 5,552,760 | ||
| CHEMICALS8.8% | ||
| Applied Extrusion Technologies, Inc., | ||
| Series B, Company Guaranteed Notes (Callable 07/01/06 @ $105.38) 10.750%, | ||
| 07/01/11 § | 500,000 | 310,000 |
| BCP Caylux Hldgs Luxembourg SCA, Rule 144A, | ||
| Senior Subordinated Notes (Callable 06/15/09 @ $104.81) 9.625%, 06/15/14 | 1,000,000 | 1,047,500 |
| Equistar Chemicals LP/ Equistar Funding | ||
| Corp., Global Company Guaranteed Notes 10.125%, 09/01/08 | 1,000,000 | 1,101,250 |
| HMP Equity Holdings Corp., Rule 144A, | ||
| Senior Discount Notes (Callable 11/15/04 @ $64.79) 0.000%, 05/15/08 | 250,000 | 148,750 |
| Huntsman Company LLC, Global Company | ||
| Guaranteed Notes (Callable 10/15/07 @ $105.81) 11.625%, 10/15/10 § | 350,000 | 391,125 |
| Huntsman International Holdings LLC, Senior | ||
| Discount Notes (Callable 07/01/05 @ $58.33) 0.000%, 12/31/09 | 9,345,000 | 4,719,225 |
| Huntsman LLC, Rule 144A, Company Guaranteed | ||
| Notes (Callable 07/15/08 @ $105.75) 11.500%, 07/15/12 | 1,200,000 | 1,221,000 |
| IMC Global, Inc., Series B, Global Company | ||
| Guaranteed Notes (Callable 06/01/06 @ $105.63) 11.250%, 06/01/11 | 1,450,000 | 1,689,250 |
| Invista, Rule 144A, Notes (Callable | ||
| 05/01/08 @ $104.63) 9.250%, 05/01/12 | 500,000 | 514,375 |
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| Principal Amount | Value | |
|---|---|---|
| Lyondell Chemical Co., Global Company Guaranteed | ||
| Notes (Callable 06/01/08 @ $105.25) 10.500%, 06/01/13 | 1,000,000 | 1,101,250 |
| Lyondell Chemical Co., Global Company | ||
| Guaranteed Notes (Callable 12/15/05 @ $104.75) 9.500%, 12/15/08 | 1,400,000 | 1,471,750 |
| Millennium America, Inc., Global Company Guaranteed | ||
| Notes 9.250%, 06/15/08 § | 800,000 | 868,000 |
| Nalco Co., Rule 144A, Senior Subordinated | ||
| Notes (Callable 11/15/08 @ $104.44) 8.875%, 11/15/13 § | 1,000,000 | 1,055,000 |
| PolyOne Corp., Global Company Guaranteed | ||
| Notes (Callable 05/15/07 @ $105.31) 10.625%, 05/15/10 § | 750,000 | 806,250 |
| Radnor Holdings Corp., Global Senior Notes | ||
| (Callable 03/15/07 @ $105.50) 11.000%, 03/15/10 § | 1,000,000 | 865,000 |
| Resolution Performance Products LLC, Global | ||
| Senior Subordinated Notes (Callable 11/15/05 @ $106.75) 13.500%, 11/15/10 § | 1,000,000 | 970,000 |
| Rhodia SA, Rule 144A, Senior Notes 10.250%, | ||
| 06/01/10 | 1,250,000 | 1,281,250 |
| Terra Capital, Inc., Global Secured Notes | ||
| (Callable 06/01/07 @ $105.75) 11.500%, 06/01/10 | 1,000,000 | 1,100,000 |
| 20,660,975 | ||
| COMPETITIVE LOCAL EXCHANGE CARRIER | ||
| (CLEC)0.4% | ||
| FairPoint Communications, Inc., Series B, | ||
| Senior Subordinated Notes (Callable 05/01/05 @ $101.58) 9.500%, 05/01/08 | 900,000 | 931,500 |
| CONSUMER PRODUCTS/TOBACCO4.9% | ||
| Ames True Temper, Inc., Rule 144A, Senior | ||
| Subordinated Notes (Callable 07/15/08 @ $105.00) 10.000%, 07/15/12 | 1,450,000 | 1,453,625 |
| Amscan Holdings, Inc., Rule 144A, Senior | ||
| Subordinated Notes (Callable 05/01/09 @ $104.38) 8.750%, 05/01/14 | 1,050,000 | 1,052,625 |
| Diamond Brands Operating Corp., Company | ||
| Guaranteed Notes (Callable 04/15/05 @ $101.69) 10.125%, 04/15/08 ø | 3,097,000 | 310 |
| General Binding Corp., Company Guaranteed | ||
| Notes (Callable 06/01/05 @ $101.56) 9.375%, 06/01/08 | 400,000 | 410,000 |
| Johnsondiversey Holdings, Inc., Global | ||
| Discount Notes (Callable 05/15/07 @ $105.34) 0.000%, 05/15/13 +§ | 1,500,000 | 1,170,000 |
| PCA LLC/PCA Finance Corp., Global Senior | ||
| Notes 11.875%, 08/01/09 | 1,000,000 | 1,060,000 |
| Playtex Products, Inc., Global Company | ||
| Guaranteed Notes (Callable 06/01/06 @ $104.69) 9.375%, 06/01/11 § | 1,300,000 | 1,316,250 |
| Prestige Brands, Inc., Rule 144A, Senior | ||
| Subordinated Notes (Callable 04/15/08 @ $104.63) 9.250%, 04/15/12 § | 900,000 | 918,000 |
| Rayovac Corp., Global Senior Subordinated | ||
| Notes (Callable 10/01/08 @ $104.25) 8.500%, 10/01/13 | 500,000 | 531,250 |
| Remington Arms Company, Inc., Global | ||
| Company Guaranteed Notes (Callable 02/01/07 @ $105.25) 10.500%, 02/01/11 § | 750,000 | 738,750 |
| Samsonite Corp.., Rule 144A, Senior | ||
| Subordinated Notes (Callable 06/01/08 @ $104.44) 8.875%, 06/01/11 § | 1,000,000 | 1,022,500 |
| Sealy Mattress Company, Rule 144A, Senior | ||
| Subordinated Notes (Callable 06/15/09 @ $104.13) 8.250%, 06/15/14 § | 1,250,000 | 1,256,250 |
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| Principal Amount | Value | |
|---|---|---|
| Styling Technology Corp., Company | ||
| Guaranteed Notes (Callable 07/01/05 @ $101.81) 10.875%, 07/01/08 ø | 1,500,000 | 0 |
| United Industries Corp., Series D, Global | ||
| Company Guaranteed Notes (Callable 04/01/05 @ $103.29) 9.875%, 04/01/09 | 425,000 | 445,187 |
| 11,374,747 | ||
| CONTAINERS3.7% | ||
| Berry Plastics Corp., Global Company | ||
| Guaranteed Notes (Callable 07/15/07 @ $105.38) 10.750%, 07/15/12 | 1,100,000 | 1,232,000 |
| Constar International, Inc., Senior | ||
| Subordinated Notes (Callable 12/01/07 @ $105.50) 11.000%, 12/01/12 § | 1,200,000 | 1,171,500 |
| Graphic Packaging Inernational, Corp., | ||
| Global Senior Subordinated Notes (Callable 08/15/08 @ $104.75) 9.500%, | ||
| 08/15/13 § | 750,000 | 828,750 |
| Intertape Polymer US Inc., Rule 144A, | ||
| Senior Subordinated Notes (Callable 08/01/09 @ $104.25) 8.500%, 08/01/14 | 1,000,000 | 990,000 |
| Owens-Brockway Glass Containers, Global | ||
| Company Guaranteed Notes (Callable 02/15/06 @ $104.44) 8.875%, 02/15/09 | 1,000,000 | 1,092,500 |
| Owens-Brockway Glass Containers, Global | ||
| Company Guaranteed Notes (Callable 05/15/08 @ $104.12) 8.250%, 05/15/13 § | 750,000 | 789,375 |
| Pliant Corp., Company Guaranteed Notes | ||
| (Callable 06/01/05 @ $106.50) 13.000%, 06/01/10 § | 500,000 | 458,750 |
| Pliant Corp., Global Secured Notes | ||
| (Callable 06/15/07 @ $105.56) 0.000%, 12/15/06 + | 500,000 | 445,000 |
| Tekni-Plex, Inc., Series B, Company | ||
| Guaranteed Notes (Callable 06/15/05 @ $106.38) 12.750%, 06/15/10 § | 500,000 | 495,000 |
| U.S. Can Corporation, Global Company | ||
| Guaranteed Notes (Callable 07/15/07 @ $105.44) 10.875%, 07/15/10 | 1,000,000 | 1,030,000 |
| 8,532,875 | ||
| DIVERSIFIED TELECOMMUNICATIONS0.8% | ||
| Qwest Communications International, Inc., | ||
| Rule 144A, Senior Notes (Callable 02/15/09 @ $103.75) 7.500%, 02/15/14 | 1,000,000 | 940,000 |
| Qwest Corp., Notes 5.625%, 11/15/08 § | 900,000 | 891,000 |
| 1,831,000 | ||
| ENERGY - OTHER4.7% | ||
| Amerigas Partners LP Eagle Finance Corp., | ||
| Series B, Global Senior Notes (Callable 05/20/06 @ $104.44) 8.875%, 05/20/11 | 1,060,000 | 1,158,050 |
| Dynegy Holdings, Inc., Rule 144A, Secured | ||
| Notes (Callable 07/15/08 @ $105.06) 10.125%, 07/15/13 | 1,800,000 | 1,993,500 |
| El Paso CGP Co., Notes 6.375%, 02/01/09 | 500,000 | 448,750 |
| El Paso CGP Co., Notes 7.750%, 06/15/10 | 750,000 | 697,500 |
| El Paso Corp., Senior Notes 7.000%, | ||
| 05/15/11 § | 1,000,000 | 905,000 |
| El Paso Natural Gas, Series A, Global | ||
| Senior Notes (Callable 08/01/07 @ $103.81) 7.625%, 08/01/10 | 1,000,000 | 1,045,000 |
| El Paso Production Holding Company, Global | ||
| Company Guaranteed Notes (Callable 06/01/08 @ $103.88) 7.750%, 06/01/13 | 2,800,000 | 2,681,000 |
| Giant Industries, Inc., Global Company | ||
| Guaranteed Notes (Callable 05/15/07 @ $105.50) 11.000%, 05/15/12 § | 850,000 | 969,000 |
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| Principal Amount | Value | |
|---|---|---|
| Reliant Resources, Inc., Global Secured | ||
| Notes (Callable 07/15/08 @ $104.75) 9.500%, 07/15/13 § | 1,050,000 | 1,134,000 |
| 11,031,800 | ||
| ENVIRONMENTAL SERVICES1.4% | ||
| Allied Waste North America, Inc., Series B, | ||
| Global Senior Notes (Callable 04/15/09 @ $103.69) 7.375%, 04/15/14 § | 3,325,000 | 3,200,313 |
| FINANCE1.1% | ||
| Corrections Corporation of America, Senior | ||
| Notes, (Callable 05/01/07 @ $103.75) 7.500%, 05/01/11 | 500,000 | 518,125 |
| E*Trade Financial Corporation, Rule 144A, | ||
| Senior Notes (Callable 06/15/08 @ $104.00) 8.000%, 06/15/11 | 1,150,000 | 1,161,500 |
| Senior Housing Properties Trust, Senior | ||
| Notes 8.625%, 01/15/12 | 800,000 | 878,000 |
| 2,557,625 | ||
| FOOD | ||
| PROCESSORS/BEVERAGE/BOTTLING2.3% | ||
| B&G Foods, Inc., Series D, Global | ||
| Company Guaranteed Notes (Callable 08/01/04 @ $101.60) 9.625%, 08/01/07 | 900,000 | 918,936 |
| Birds Eye Foods, Inc., Company Guaranteed | ||
| Notes (Callable 11/01/04 @ $103.96) 11.875%, 11/01/08 § | 250,000 | 263,750 |
| Burns Philp Capital Pty, Ltd., Global | ||
| Company Guaranteed Notes (Callable 07/15/07 @ $104.88) 9.750%, 07/15/12 | 1,000,000 | 1,047,500 |
| Land O Lakes, Inc., Global Senior Notes | ||
| (Callable 11/15/06 @ $104.38) 8.750%, 11/15/11 § | 1,150,000 | 1,069,500 |
| Le-Natures, Inc., Rule 144A, Senior | ||
| Subordinated Notes (Callable 06/15/08 @ $104.50) 10.000%, 06/15/13 # | 600,000 | 624,000 |
| Swift & Co., Global Senior Subordinated | ||
| Notes (Callable 10/01/06 @ $106.25) 12.500%, 01/01/10 | 850,000 | 911,625 |
| Wornick Company, Rule 144A, Secured Notes | ||
| (Callable 07/15/08 @ $105.44) 10.875%, 07/15/11 | 500,000 | 522,500 |
| 5,357,811 | ||
| GAMING11.4% | ||
| Ameristar Casinos, Inc., Global Company | ||
| Guaranteed Notes (Callable 02/15/06 @ $105.38) 10.750%, 02/15/09 | 1,400,000 | 1,582,000 |
| Argosy Gaming Co., Rule 144A, Senior | ||
| Subordinated Notes (Callable 01/15/09 @ $103.50) 7.000%, 01/15/14 | 1,500,000 | 1,501,875 |
| Aztar Corp., Global Senior Subordinated | ||
| Notes (Callable 08/15/06 @ $104.50) 9.000%, 08/15/11 | 1,350,000 | 1,483,312 |
| Boyd Gaming Corp., Global Company | ||
| Guaranteed Notes (Callable 08/01/05 @ $104.63) 9.250%, 08/01/09 | 1,200,000 | 1,320,000 |
| Chukchansi Economic Development Authority, | ||
| Rule 144A, Senior Notes (Callable 10/01/06 @ $113.00) 14.500%, 06/15/09 | 2,300,000 | 2,880,750 |
| Circus Circus & Eldorado, Global First | ||
| Mortgage (Callable 03/01/07 @ $105.06) 10.125%, 03/01/12 § | 1,350,000 | 1,368,563 |
| Hard Rock Hotel, Inc., Global Notes | ||
| (Callable 06/01/08 @ $104.44) 8.875%, 06/01/13 § | 2,200,000 | 2,299,000 |
| Herbst Gaming Inc., Rule 144A, Senior | ||
| Subordinated Notes (Callable 06/01/08 @ $104.06) 8.125%, 06/01/12 | 1,000,000 | 990,000 |
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| Principal Amount | Value | |
|---|---|---|
| Inn Of The Mountain Gods, Global Senior | ||
| Notes (Callable 11/15/07 @ $106.00) 12.000%, 11/15/10 | 1,250,000 | 1,406,250 |
| Isle of Capri Casinos, Inc., Global Senior | ||
| Subordinated Notes (Callable 03/01/09 @ $103.50) 7.000%, 03/01/14 § | 900,000 | 860,625 |
| Majestic Star Casino LLC, Company | ||
| Guaranteed Notes (Callable 10/15/07 @ $104.75) 9.500%, 10/15/10 | 2,000,000 | 2,030,000 |
| Mohegan Tribal Gaming, Global Senior | ||
| Subordinated Notes (Callable 07/01/06 @ $104.19) 8.375%, 07/01/11 § | 1,000,000 | 1,142,500 |
| MTR Gaming Group, Inc., Series B, Global | ||
| Company Guaranteed Notes (Callable 04/01/07 @ $104.88) 9.750%, 04/01/10 | 250,000 | 266,250 |
| Oed Corporation / Diamond Jo, Rule 144A, | ||
| Company Guaranteed Notes (Callable 04/15/08 @ 104.38) 8.750%, 04/15/12 | 1,350,000 | 1,326,375 |
| Penn National Gaming, Inc., Series B, | ||
| Global Company Guaranteed Notes (Callable 03/01/05 @ $105.56) 11.125%, | ||
| 03/01/08 | 1,250,000 | 1,371,875 |
| Riviera Holdings Corp., Global Company | ||
| Guaranteed Notes (Callable 06/15/06 @ $105.50) 11.000%, 06/15/10 | 1,110,000 | 1,221,000 |
| Waterford Gaming LLC, Rule 144A, Senior | ||
| Notes (Callable 09/15/08 @ $103.55) 8.625%, 09/15/12 | 377,000 | 403,390 |
| Wheeling Island Gaming, Inc., Global Company | ||
| Guaranteed Notes (Callable 12/15/05 @ $105.06) 10.125%, 12/15/09 | 250,000 | 266,250 |
| Windsor Woodmont Black Hawk, Series B, | ||
| First Mortgage Notes 13.000%, 03/15/05 ø | 2,456,000 | 2,339,340 |
| Wynn Las Vegas LLC, Second Mortgage Notes | ||
| (Callable 11/01/06 @ $112.00) 12.000%, 11/01/10 | 435,000 | 537,225 |
| 26,596,580 | ||
| HEALTHCARE FACILITIES/SUPPLIES4.7% | ||
| Ardent Health Services, Inc., Global Senior | ||
| Subordinated Notes (Callable 08/15/08 @ $105.00) 10.000%, 08/15/13 | 800,000 | 872,000 |
| Concentra Operating Corp., Global Company | ||
| Guaranteed Notes (Callable 08/15/07 @ $104.75) 9.500%, 08/15/10 | 1,000,000 | 1,090,000 |
| Extendicare Health Services, Inc., Rule | ||
| 144A, Senior Subordinated Notes (Callable 05/01/09 @ $103.44) 6.875%, | ||
| 05/01/14 | 1,000,000 | 960,000 |
| Fisher Scientific International, Inc., | ||
| Global Senior Subordinated Notes (Callable 05/01/07 @ $104.06) 8.125%, | ||
| 05/01/12 | 885,000 | 972,394 |
| Magellan Health Services, Inc., Series A, | ||
| Senior Notes (Callable 11/15/05 @ $104.69) 9.375%, 11/15/08 | 717,276 | 772,865 |
| Medquest, Inc., Series B, Global Company | ||
| Guaranteed Notes (Callable 08/15/07 @ $105.94) 11.875%, 08/15/12 § | 1,000,000 | 1,145,000 |
| Select Medical Corp., Global Senior | ||
| Subordinated Notes (Callable 08/01/08 @ $103.75) 7.500%, 08/01/13 | 900,000 | 900,000 |
| Tenet Healthcare Corp., Rule 144A, Senior | ||
| Notes 9.875%, 07/01/14 | 750,000 | 782,812 |
| Triad Hospitals, Inc., Senior Notes | ||
| (Callable 5/15/08 @ $103.50) 7.000%, 05/15/12 | 1,800,000 | 1,849,500 |
| Triad Hospitals, Inc., Senior Subordinated | ||
| Notes (Callable 11/15/08 @ $103.50) 7.000%, 11/15/13 § | 1,000,000 | 990,000 |
7
SEQ.=1,FOLIO='7',FILE='C:\jms\vgurram\04-10742-15\task190289\10742-15-ba.htm',USER='vgram',CD='Sep 29 03:28 2004'
| Principal Amount | Value | |
|---|---|---|
| Universal Hospital Services | ||
| Inc.,, Senior Notes (Callable 11/01/07 @ $105.06) 10.125%, 11/01/11 | 750,000 | 759,375 |
| 11,093,946 | ||
| HOME BUILDERS2.1% | ||
| KB Home, Senior Subordinated Notes 8.625%, | ||
| 12/15/08 § | 650,000 | 713,375 |
| KB Home, Senior Subordinated Notes | ||
| (Callable 02/15/06 @ $104.75) 9.500%, 02/15/11 § | 1,000,000 | 1,117,500 |
| Toll Corp., Senior Subordinated Notes | ||
| (Callable 12/01/06 @ $104.12) 8.250%, 12/01/11 § | 700,000 | 763,000 |
| WCI Communities, Inc., Global Company | ||
| Guaranteed Notes (Callable 05/01/07 @ $104.56) 9.125%, 05/01/12 | 1,000,000 | 1,085,000 |
| William Lyon Homes, Inc., Company | ||
| Guaranteed Notes (Callable 04/01/08 @ $105.38) 10.750%, 04/01/13 | 1,000,000 | 1,125,000 |
| 4,803,875 | ||
| INDUSTRIAL1.3% | ||
| Amsted Industries, Inc., Rule 144A, Senior | ||
| Notes (Callable 10/15/07 @ $105.12) 10.250%, 10/15/11 | 1,000,000 | 1,085,000 |
| Amtrol, Inc., Senior Subordinated Notes | ||
| 10.625%, 12/31/06 § | 450,000 | 364,500 |
| GSI Group, Inc., Company Guaranteed Notes | ||
| (Callable 11/01/04 @ $101.73) 10.250%, 11/01/07 | 650,000 | 581,750 |
| Polypore, Inc., Rule 144A, Senior | ||
| Subordinated Notes (Callable 05/15/08 @ $104.38) 8.750%, 05/15/12 | 1,000,000 | 1,065,000 |
| 3,096,250 | ||
| LEISURE3.7% | ||
| AMC Entertainment, Inc., Rule 144A, Senior | ||
| Subordinated Notes (Callable 3/01/09 @ 104.00) 8.000%, 03/01/14 | 2,000,000 | 1,855,000 |
| Bluegreen Corp., Series B, Company | ||
| Guaranteed Notes (Callable 04/01/05 @ $101.75) 10.500%, 04/01/08 | 1,150,000 | 1,178,750 |
| Booth Creek Ski Holdings, Inc., Series B, | ||
| Company Guaranteed Notes (Callable 03/15/05 @ $100.00) 12.500%, 03/15/07 | 1,300,000 | 1,309,750 |
| Cinemark, Inc., Rule 144A, Senior Discount | ||
| Notes (Callable 03/15/09 @ $104.88) 0.000%, 03/15/14 + | 1,150,000 | 764,750 |
| Icon Health & Fitness, Inc., Global | ||
| Company Guaranteed Notes (Callable 04/01/07 @ $105.62) 11.250%, 04/01/12 § | 1,000,000 | 1,095,000 |
| NCL Corporation Ltd., Rule 144A, Senior | ||
| Notes (Callable 07/15/09 @ $105.31) 10.625%, 07/15/14 | 1,000,000 | 1,021,250 |
| Six Flags, Inc., Global Senior Notes | ||
| (Callable 02/01/06 @ $104.44) 8.875%, 02/01/10 § | 950,000 | 885,875 |
| Six Flags, Inc., Global Senior Notes | ||
| (Callable 06/01/09 @ $104.81) 9.625%, 06/01/14 § | 550,000 | 512,875 |
| 8,623,250 | ||
| LODGING0.6% | ||
| Host Marriott LP, Global Senior Notes | ||
| (Callable 11/1/08 @ 103.56) 7.125%, 11/01/13 § | 500,000 | 500,000 |
| John Q. Hammons Hotels, Series B, Global | ||
| Notes, First Mortgage (Callable 05/15/07 @ $104.44) 8.875%, 05/15/12 § | 890,000 | 984,563 |
| 1,484,563 | ||
| METALS & MINING2.3% | ||
| AK Steel Corp., Global Company Guaranteed | ||
| Notes (Callable 06/15/07 @ $103.88) 7.750%, 06/15/12 § | 1,300,000 | 1,209,000 |
8
SEQ.=1,FOLIO='8',FILE='C:\jms\vgurram\04-10742-15\task190289\10742-15-ba.htm',USER='vgram',CD='Sep 29 03:28 2004'
| Principal Amount | Value | |
|---|---|---|
| Alpha Natural Resources LLC,, Rule 144A, | ||
| Senior Notes (Callable 06/01/08 @ $105.00) 10.000%, 06/01/12 | 1,600,000 | 1,728,000 |
| Metallurg, Inc., Series B, Company | ||
| Guaranteed Notes (Callable 12/1/05 @ $100.00) 11.000%, 12/01/07 | 700,000 | 402,500 |
| UCAR Finance, Inc., Global Company | ||
| Guaranteed Notes (Callable 02/15/07 @ $105.12) 10.250%, 02/15/12 § | 1,000,000 | 1,125,000 |
| WCI Steel, Inc., Series B, Senior Secured | ||
| Notes 10.000%, 12/01/04 ø§ | 750,000 | 408,750 |
| Wise Metals Group LLC, Rule 144A, Secured | ||
| Notes (Callable 05/15/08 @ $105.13) 10.250%, 05/15/12 | 500,000 | 510,000 |
| 5,383,250 | ||
| PAPER & FOREST PRODUCTS3.9% | ||
| Abitibi Consolidated Inc., Rule 144A, | ||
| Secured Notes 7.750%, 06/15/11 | 600,000 | 609,000 |
| Appleton Papers, Inc., Rule 144A, Senior | ||
| Subordinated Notes (Callable 06/15/09 @ $104.88) 9.750%, 06/15/14 § | 1,000,000 | 1,020,000 |
| Caraustar Industries, Inc., Global Company | ||
| Guaranteed Notes (Callable 04/01/06 @ $105.25) 9.875%, 04/01/11 § | 1,000,000 | 1,040,000 |
| Cellu Tissue Holdings, Rule 144A, Secured | ||
| Notes (Callable 03/15/07 @ $107.31) 9.750%, 03/15/10 | 750,000 | 750,000 |
| Georgia-Pacific Corp., Global Company | ||
| Guaranteed Notes 8.875%, 02/01/10 | 1,200,000 | 1,383,000 |
| Georgia-Pacific Corp., Global Company | ||
| Guaranteed Notes (Callable 02/01/08 @ $104.69) 9.375%, 02/01/13 | 1,300,000 | 1,514,500 |
| Georgia-Pacific Corp., Global Senior Notes | ||
| 8.000%, 01/15/24 | 750,000 | 785,625 |
| Newark Group, Inc., Rule 144A, Senior | ||
| Subordianted Notes (Callable 03/15/09 @ $104.88) 9.750%, 03/15/14 | 2,000,000 | 1,930,000 |
| 9,032,125 | ||
| PUBLISHING5.4% | ||
| Dex Media, Inc., Rule 144A, Discount Notes | ||
| (Callable 11/15/08 @ $104.50) 9.000%, 11/15/13 + | 1,500,000 | 1,050,000 |
| Dex Media, Inc., Rule 144A, Discount Notes | ||
| (Callable 11/15/08 @ $104.50) 9.000%, 11/15/13 +§ | 500,000 | 350,000 |
| Dex Media, Inc., Rule 144A, Notes (Callable | ||
| 11/15/08 @ $104.00) 8.000%, 11/15/13 § | 400,000 | 404,000 |
| Haights Cross Operating Co., Global Company | ||
| Guaranteed Notes (Callable 08/15/08 @ $105.88) 11.750%, 08/15/11 | 1,200,000 | 1,302,000 |
| Houghton Mifflin Co., Global Senior Notes | ||
| (Callable 02/01/07 @ $104.12) 8.250%, 02/01/11 | 350,000 | 358,750 |
| Houghton Mifflin Publishing Corporation, | ||
| Global Senior Discount Notes (Callable 10/15/08 @ $105.75) 0.000%, 10/15/13 | ||
| §+ | 1,000,000 | 575,000 |
| Liberty Group Operating, Inc., Company | ||
| Guaranteed Notes (Callable 02/01/05 @ $101.56) 9.375%, 02/01/08 | 2,700,000 | 2,720,250 |
| Liberty Group Publishing, Inc., Debentures | ||
| (Callable 02/01/05 @ $101.94) 11.625%, 02/01/09 # | 1,774,000 | 1,762,912 |
| Morris Publishing Group LLC, Global Company | ||
| Guranteed Notes (Callable 08/01/08 @ $103.50) 7.000%, 08/01/13 | 500,000 | 490,000 |
| Phoenix Color Corp., Company Guaranteed | ||
| Notes (Callable 02/01/05 @ $103.46) 10.375%, 02/01/09 | 2,222,000 | 2,133,120 |
9
SEQ.=1,FOLIO='9',FILE='C:\jms\vgurram\04-10742-15\task190289\10742-15-ba.htm',USER='vgram',CD='Sep 29 03:28 2004'
| Principal Amount | Value | |
|---|---|---|
| Primedia, Inc., Rule 144A, Senior Notes | ||
| (Callable 05/15/08 @ $104.00) 8.000%, 05/15/13 | 500,000 | 462,500 |
| Sheridan Acquisition Corp., Rule 144A, | ||
| Secured Notes (Callable 08/15/07 @ $105.12) 10.250%, 08/15/11 | 1,000,000 | 1,066,250 |
| 12,674,782 | ||
| RESTAURANTS2.6% | ||
| American Restaurant Group, Inc., Series D, | ||
| Company Guaranteed Notes (Callable 11/01/04 @ $105.75) 11.500%, 11/01/06 | 1,229,000 | 804,995 |
| Buffets, Inc., Global Senior Subordinated | ||
| Notes (Callable 07/15/06 @ $105.62) 11.250%, 07/15/10 | 850,000 | 896,750 |
| Dennys Corp., Senior Notes (Callable | ||
| 01/15/05 @ $101.88) 11.250%, 01/15/08 § | 1,750,000 | 1,813,437 |
| El Pollo Loco, Inc., Rule 144A, Secured | ||
| Notes (Callable 12/15/06 @ $104.62) 9.250%, 12/15/09 | 750,000 | 765,000 |
| OCharleys, Inc., Global Senior | ||
| Subordinated Notes (Callable 11/01/08 @ $104.50) 9.000%, 11/01/13 § | 1,000,000 | 1,047,500 |
| Romacorp, Inc. 10.500%, 12/31/08 | 971,088 | 636,063 |
| 5,963,745 | ||
| RETAIL-FOOD & DRUG3.3% | ||
| Duane Reade, Inc., Rule 144A, Senior | ||
| Subordinated Notes (Callable 08/01/08 @ $104.88) 9.750%, 08/01/11 | 1,650,000 | 1,654,125 |
| Great Atlantic & Pacific Tea Co., Inc., | ||
| Senior Notes (Callable 12/15/06 @ $104.56) 9.125%, 12/15/11 § | 1,250,000 | 1,093,750 |
| Herbalife International, Inc., Global | ||
| Company Guaranteed Notes (Callable 07/15/06 @ $105.88) 11.750%, 07/15/10 | 1,000,000 | 1,137,500 |
| Jean Coutu Group (PJC) Inc., Rule 144A, | ||
| Senior Subordinated Notes (Callable 08/01/09 @ $104.25) 8.500%, 08/01/14 | 1,000,000 | 996,250 |
| Nutritional Sourcing Corp., Notes (Callable | ||
| 06/05/05 @ $101.00) 10.125%, 08/01/09 | 500,000 | 337,500 |
| Pathmark Stores, Inc., Global Company | ||
| Guaranteed Notes (Callable 02/01/07 @ $104.38) 8.750%, 02/01/12 § | 1,000,000 | 1,007,500 |
| Roundys, Inc., Series B, Global Company | ||
| Guaranteed Notes (Callable 06/15/07 @ $104.44) 8.875%, 06/15/12 § | 500,000 | 526,250 |
| Stater Brothers Holdings, Inc., Rule 144A, | ||
| Senior Notes (Callable 06/15/08 @ $104.06) 8.125%, 06/15/12 § | 450,000 | 462,375 |
| Winn-Dixie Stores, Inc., Company Guaranteed | ||
| Notes (Callable 04/01/05 @ $104.44) 8.875%, 04/01/08 § | 450,000 | 418,500 |
| 7,633,750 | ||
| RETAIL STORES4.2% | ||
| Asbury Automotive Group, Inc., Global Company | ||
| Guaranteed Notes (Callable 06/15/07 @ $104.50) 9.000%, 06/15/12 § | 700,000 | 715,750 |
| Big 5 Corp., Series B, Senior Notes | ||
| (Callable 11/15/04 @ $101.83) 10.875%, 11/15/07 | 1,125,000 | 1,175,625 |
| J. Crew Operating Corp., Senior | ||
| Subordinated Notes (Callable 10/15/04 @ $101.73) 10.375%, 10/15/07 § | 2,000,000 | 2,050,000 |
| Leslies Poolmart, Inc., Series B, Senior | ||
| Notes (Callable 07/15/05 @ $102.59) 10.375%, 07/15/08 | 1,200,000 | 1,230,000 |
| Michaels Stores, Inc., Senior Notes | ||
| (Callable 07/01/05 @ $104.62) 9.250%, 07/01/09 | 900,000 | 986,625 |
10
SEQ.=1,FOLIO='10',FILE='C:\jms\vgurram\04-10742-15\task190289\10742-15-ba.htm',USER='vgram',CD='Sep 29 03:28 2004'
| Principal Amount | Value | |
|---|---|---|
| Nebraska Book Company, Inc., Global Senior | ||
| Subordinated Notes (Callable 03/15/08 @ $104.31) 8.625%, 03/15/12 | 500,000 | 497,500 |
| Office Depot, Inc., Global Senior | ||
| Subordinated Notes 10.000%, 07/15/08 § | 1,000,000 | 1,165,000 |
| Pep Boys - Manny, Moe & Jack, Series | ||
| MTNB, Notes 6.920%, 07/07/06 § | 1,150,000 | 1,190,250 |
| United Auto Group, Inc., Global Company | ||
| Guaranteed Notes (Callable 03/15/07 @ $104.81) 9.625%, 03/15/12 § | 750,000 | 825,000 |
| 9,835,750 | ||
| SATELLITE2.0% | ||
| PanAmSat Corp., Global Company Guaranteed | ||
| Notes (Callable 02/01/07 @ $104.25) 8.500%, 02/01/12 | 500,000 | 579,375 |
| PanAmSat Corp., Rule 144A, Senior Notes | ||
| (Callable 08/15/09 @ $104.50) 9.000%, 08/15/14 | 700,000 | 702,750 |
| Pegasus Communications Corp., Series B, | ||
| Senior Notes 9.625%, 10/15/05 | 4,850,000 | 2,619,000 |
| Pegasus Communications Corp., Series B, | ||
| Senior Notes (Callable 12/01/04 @ $101.63) 9.750%, 12/01/06 § | 1,250,000 | 700,000 |
| 4,601,125 | ||
| SECONDARY OIL & GAS PRODUCERS2.8% | ||
| Chesapeake Energy Corp., Senior Notes | ||
| (Callable 01/15/09 @ $103.44) 6.875%, 01/15/16 § | 1,973,000 | 1,953,270 |
| Continental Resources, Inc., Company | ||
| Guaranteed Notes (Callable 08/01/04 @ $103.42) 10.250%, 08/01/08 | 1,200,000 | 1,248,000 |
| Magnum Hunter Resources, Inc., Global | ||
| Company Guaranteed Notes (Callable 03/15/07 @ $104.80) 9.600%, 03/15/12 | 650,000 | 721,500 |
| Swift Energy Co., Senior Subordinated Notes | ||
| (Callable 08/01/04 @ $105.12) 10.250%, 08/01/09 | 2,000,000 | 2,106,100 |
| Whiting Petroleum Corp., Global Senior | ||
| Subordinated Notes (Callable 05/01/08 @ $103.63) 7.250%, 05/01/12 | 600,000 | 603,000 |
| 6,631,870 | ||
| SERVICES9.1% | ||
| Advanstar Communications, Inc, Global | ||
| Secured Note (Callable 02/15/08 @ $105.38) 10.750%, 08/15/10 | 1,500,000 | 1,665,000 |
| Allied Security Escrow Corp., Rule 144A, | ||
| Senior Subordinated Notes (Callable 07/15/08 @ $105.69) 11.375%, 07/15/11 | 1,250,000 | 1,300,000 |
| American Color Graphics, Global Notes | ||
| (Callable 06/15/07 @ $105.00) 10.000%, 06/15/10 § | 1,200,000 | 1,104,000 |
| Diamond Triumph Auto Glass, Inc., Company | ||
| Guaranteed Notes (Callable 04/01/05 @ $101.54) 9.250%, 04/01/08 | 400,000 | 379,000 |
| Equinox Holdings, Inc., Rule 144A, Senior | ||
| Notes (Callable 12/15/06 @ $104.50) 9.000%, 12/15/09 § | 450,000 | 454,500 |
| Great Lakes Dredge & Dock Corp., Global | ||
| Senior Subordinated Notes (Callable 12/15/08 @ $103.88) 7.750%, 12/15/13 § | 1,250,000 | 1,025,000 |
| IESI Corp., Global Company Guaranteed Notes | ||
| (Callable 06/15/07 @ $105.12) 10.250%, 06/15/12 | 1,500,000 | 1,627,500 |
| Iron Mountain, Inc., Company Guaranteed | ||
| Notes (Callable 04/01/06 @ $104.31) 8.625%, 04/01/13 | 1,000,000 | 1,078,750 |
11
SEQ.=1,FOLIO='11',FILE='C:\jms\vgurram\04-10742-15\task190289\10742-15-ba.htm',USER='vgram',CD='Sep 29 03:28 2004'
| Principal Amount | Value | |
|---|---|---|
| La Petite Academy, Inc., Series B, Company | ||
| Guaranteed Notes (Callable 05/15/05 @ $101.67) 10.000%, 05/15/08 | 1,650,000 | 1,229,250 |
| Language Line Holdings, Inc., Rule 144A, | ||
| Senior Subordinated Notes (Callable 06/15/08 @ $105.56) 11.125%, 06/15/12 | 750,000 | 763,125 |
| Mortons Restaurant Group, Inc., Global | ||
| Secured Notes (Callable 07/01/07 @ $105.30) 7.500%, 07/01/10 § | 1,000,000 | 945,000 |
| Muzak LLC/Muzak Finance Corp., Company | ||
| Guaranteed Notes (Callable 03/15/05 @ $103.29) 9.875%, 03/15/09 § | 450,000 | 342,000 |
| Muzak LLC/Muzak Finance Corp., Global | ||
| Senior Notes (Callable 02/15/06 @ $105.00) 10.000%, 02/15/09 | 1,000,000 | 885,000 |
| National Beef Packing Company Llc, Global | ||
| Senior Notes (Callable 08/01/07 @ $105.25) 10.500%, 08/01/11 | 1,000,000 | 1,047,500 |
| Neff Corp., Company Guaranteed Notes | ||
| (Callable 06/01/05 @ $101.71) 10.250%, 06/01/08 | 2,000,000 | 1,750,000 |
| Rent-A-Center, Inc., Series B, Global Company | ||
| Guaranteed Notes (Callable 05/01/06 @ $103.75) 7.500%, 05/01/10 | 500,000 | 522,500 |
| Salton, Inc., Global Senior Subordinated | ||
| Notes (Callable 04/15/05 @ $106.12) 12.250%, 04/15/08 § | 1,500,000 | 1,166,250 |
| Standard Parking Corp., Company Guaranteed | ||
| Notes (Callable 03/15/05 @ $101.54) 9.250%, 03/15/08 | 700,000 | 626,500 |
| United Rentals North America, Inc., Global | ||
| Senior Subordinated Notes (Callable 02/15/09 @ $103.50) 7.000%, 02/15/14 § | 1,000,000 | 917,500 |
| United Rentals North America, Inc., Global | ||
| Senior Subordinated Notes (Callable 11/15/08 @ $103.88) 7.750%, 11/15/13 § | 2,000,000 | 1,945,000 |
| Wesco Distribution, Inc., Global Company | ||
| Guaranteed Notes (Callable 06/01/05 @ $101.52) 9.125%, 06/01/08 | 550,000 | 569,250 |
| 21,342,625 | ||
| TECHNOLOGY4.0% | ||
| AMI Semiconductor, Inc., Global Company | ||
| Guaranteed Notes (Callable 02/01/08 @ $105.37) 10.750%, 02/01/13 | 260,000 | 304,200 |
| Amkor Technology, Inc., Global Senior Notes | ||
| (Callable 05/15/08 @ $103.88) 7.750%, 05/15/13 § | 1,400,000 | 1,204,000 |
| Ampex Corp., Secured Notes 12.000%, | ||
| 08/15/08 | 1,885,971 | 282,896 |
| Avaya, Inc., Secured Notes (Callable | ||
| 04/01/06 @ $105.56) 11.125%, 04/01/09 § | 325,000 | 381,063 |
| Celestica, Inc., Senior Subordinated Notes | ||
| (Callable 07/01/08 @ $103.94) 7.875%, 07/01/11 § | 250,000 | 256,875 |
| Danka Business Systems, Senior Notes | ||
| (Callable 06/15/07 @ $105.50) 11.000%, 06/15/10 | 750,000 | 783,750 |
| DigitalNet Holdings, Inc., Global Senior | ||
| Notes (Callable 01/15/07 @ $104.50) 9.000%, 07/15/10 | 487,000 | 522,307 |
| Itron Inc., Rule 144A, Senior Subordinated | ||
| Notes (Callable 05/15/08 @ $103.88) 7.750%, 05/15/12 | 1,000,000 | 1,007,500 |
| Lucent Technologies, Inc., Notes 7.250%, | ||
| 07/15/06 § | 1,000,000 | 1,037,500 |
| Lucent Technologies, Inc., Notes 5.500%, 11/15/08 | ||
| § | 800,000 | 760,000 |
| Sanmina-SCI Corp., Global Company | ||
| Guaranteed Notes (Callable 01/15/07 @ $105.19) 10.375%, 01/15/10 | 1,000,000 | 1,137,500 |
12
SEQ.=1,FOLIO='12',FILE='C:\jms\vgurram\04-10742-15\task190289\10742-15-ba.htm',USER='vgram',CD='Sep 29 03:28 2004'
| Principal Amount | Value | |
|---|---|---|
| Viasystems, Inc., Rule 144A, Senior | ||
| Subordinated Notes (Callable 01/15/08 @ $105.25) 10.500%, 01/15/11 | 750,000 | 720,000 |
| Xerox Corp., Senior Notes (Callable | ||
| 06/15/08 @ $103.81) 7.625%, 06/15/13 § | 1,000,000 | 1,030,000 |
| 9,427,591 | ||
| TEXTILE/APPAREL/SHOE MANUFACTURING1.8% | ||
| BGF Industries, Inc., Series B, Senior | ||
| Subordinated Notes (Callable 01/15/05 @ $103.50) 10.250%, 01/15/09 | 2,797,000 | 2,363,465 |
| Levi Strauss & Co., Global Senior Notes | ||
| (Callable 01/15/05 @ $105.81) 11.625%, 01/15/08 § | 550,000 | 556,875 |
| Levi Strauss & Co., Global Senior Notes | ||
| (Callable 12/15/07 @ $106.12) 12.250%, 12/15/12 | 1,200,000 | 1,224,000 |
| 4,144,340 | ||
| TOWER0.5% | ||
| American Towers, Inc., Company Guaranteed | ||
| Notes (Callable 12/01/07 @ $103.62) 7.250%, 12/01/11 | 500,000 | 506,250 |
| SBA Telecommunications, Inc., Global Senior | ||
| Discount Notes (Callable 12/15/07 @ $104.88) 0.000%, 12/15/07 + | 850,000 | 648,125 |
| 1,154,375 | ||
| TRANSPORTATION0.5% | ||
| Atlantic Express Transportation | ||
| Corporation, UNIT (Callable 04/15/06 @ $106.00) 12.000%, 04/15/08 | 1,200,000 | 1,179,000 |
| UTILITIES7.2% | ||
| AES Corp., Rule 144A, Secured Notes | ||
| (Callable 05/15/08 @ $104.50) 9.000%, 05/15/15 | 1,100,000 | 1,207,250 |
| Allegheny Energy Supply Company LLC, Global | ||
| Notes 7.800%, 03/15/11 § | 1,000,000 | 995,000 |
| Aquila, Inc., Senior Notes 7.625%, 11/15/09 | 1,100,000 | 1,045,000 |
| Calpine Corp., Rule 144A, Secured Notes | ||
| (Callable 07/15/08 @ $104.38) 8.750%, 07/15/13 § | 2,500,000 | 2,012,500 |
| Calpine Corp., Senior Notes 8.500%, | ||
| 02/15/11 § | 1,000,000 | 630,000 |
| Calpine Generating Co., Rule 144A, Secured | ||
| Notes (Callable 04/01/08 @ $103.50) 7.350%, 04/01/10 # | 2,500,000 | 2,387,500 |
| CMS Energy Corp., Rule 144A, Senior Notes | ||
| 7.750%, 08/01/10 § | 1,000,000 | 1,027,500 |
| CMS Energy Corp., Senior Notes 8.900%, | ||
| 07/15/08 | 1,000,000 | 1,072,500 |
| Cogentrix Energy, Inc., Series B, Company | ||
| Guaranteed Notes 8.750%, 10/15/08 | 1,100,000 | 1,281,597 |
| Edison Mission Energy, Senior Notes 7.730%, | ||
| 06/15/09 § | 1,300,000 | 1,348,750 |
| Midwest Generation LLC, Rule 144A, Secured | ||
| Notes (Callable 05/01/09 @ $104.38) 8.750%, 05/01/34 | 1,000,000 | 1,065,000 |
| Mirant Corp., Rule 144A, Senior Notes | ||
| 7.400%, 07/15/49 ø | 1,100,000 | 662,750 |
| PG&E Corp., Rule 144A, Secured Notes | ||
| (Callable 07/15/06 @ $103.44) 6.875%, 07/15/08 | 850,000 | 906,312 |
| Sierra Pacific Resources, Rule 144A, Senior | ||
| Notes (Callable 03/15/09 @ $104.31) 8.625%, 03/15/14 | 500,000 | 520,000 |
| TNP Enterprises, Inc., Series B, Senior | ||
| Subordinated Notes (Callable 04/01/05 @ $105.12) 10.250%, 04/01/10 § | 650,000 | 705,250 |
| 16,866,909 |
13
SEQ.=1,FOLIO='13',FILE='C:\jms\vgurram\04-10742-15\task190289\10742-15-ba.htm',USER='vgram',CD='Sep 29 03:28 2004'
| Principal Amount | Value | |
|---|---|---|
| WIRELESS6.8% | ||
| AirGate PCS, Inc., (Callable 01/01/06 @ $104.99) | ||
| 9.375%, 09/01/09 | 500,000 | 487,500 |
| Alamosa Delaware, Inc., Rule 144A, Senior | ||
| Notes (Callable 01/31/08 @ $104.25) 8.500%, 01/31/12 | 1,250,000 | 1,228,125 |
| Alamosa Holdings, Inc., Company Guaranteed | ||
| Notes (Callable 02/15/05 @ $106.44) 0.000%, 02/15/10 + | 1,300,000 | 960,375 |
| American Cellular Corp., Series B, Global | ||
| Senior Notes (Callable 08/01/07 @ $105.00) 10.000%, 08/01/11 § | 1,000,000 | 875,000 |
| Centennial Communications Corp., Global | ||
| Company Guaranteed Notes (Callable 06/15/08 @ $105.06) 10.125%, 06/15/13 | 650,000 | 672,750 |
| Centennial Communications Corp., Rule 144A, | ||
| Senior Notes (Callable 02/01/09 @ $104.06) 8.125%, 02/01/14 § | 1,950,000 | 1,818,375 |
| Dobson Communications Corp., Global Senior | ||
| Notes (Callable 10/01/08 @ $104.44) 8.875%, 10/01/13 | 1,000,000 | 760,000 |
| Ipcs Escrow Co., Rule 144A, Senior Notes | ||
| (Callable 05/1/08 @ $105.75) 11.500%, 05/01/12 | 850,000 | 879,750 |
| Nextel Communications, Inc., Global Senior | ||
| Notes (Callable 02/01/06 @ $104.75) 9.500%, 02/01/11 | 1,045,000 | 1,178,237 |
| Nextel Communications, Inc., Senior Notes | ||
| (Callable 08/01/08 @ $103.69) 7.375%, 08/01/15 § | 250,000 | 263,750 |
| Nextel Partners, Inc., Global Senior Notes | ||
| (Callable 07/01/07 @ $104.06) 8.125%, 07/01/11 | 1,100,000 | 1,138,500 |
| Rural Cellular Corp., Global Senior | ||
| Subordinated Notes (Callable 01/15/06 @ $104.88) 9.750%, 01/15/10 § | 500,000 | 462,500 |
| Triton PCS, Inc., Global | ||
| Company Guaranteed Notes (Callable 06/01/08 @ $104.25) 8.500%, 06/01/13 § | 2,000,000 | 1,870,000 |
| Ubiquitel Operating Co., Company Guaranteed | ||
| Notes (Callable 04/15/05 @ $107.00) 0.000%, 04/15/10 +§ | 1,350,000 | 1,363,500 |
| Ubiquitel Operating Co., Rule 144A, Senior | ||
| Notes (Callable 03/01/07 @ $107.41) 9.875%, 03/01/11 | 1,000,000 | 997,500 |
| Western Wireless Corp., Global Senior Notes | ||
| (Callable 07/15/08 @ $104.62) 9.250%, 07/15/13 | 1,000,000 | 1,027,500 |
| 15,983,362 | ||
| TOTAL U.S. CORPORATE BONDS (Cost | ||
| $310,966,077) | 309,536,525 | |
| FOREIGN CORPORATE BONDS8.3% | ||
| AUTOMOBILE MANUFACTURING/VEHICLE | ||
| PARTS0.4% | ||
| Bombardier Recreational Products, Rule | ||
| 144A, Senior Subordinated Notes (Callable 12/15/08 @ $104.19) (Canada) | ||
| 8.375%, 12/15/13 § | 800,000 | 816,000 |
| BROADBAND0.4% | ||
| Call-Net Enterprises, Inc., Yankee Company | ||
| Guaranteed Notes (Callable 01/01/06 @ $105.31) (Canada) 10.625%, 12/31/08 | 1,000,000 | 945,000 |
| Ono Finance PLC, Rule 144A, Subordinated | ||
| Debentures (United Kingdom) 0.000%, 05/31/09 | 5,980 | 1 |
| 945,001 | ||
| CABLE0.4% | ||
| Telenet Group Holding NV, Rule 144A, Senior | ||
| Notes (Callable 12/15/08 @ $105.75) (Belgium) 0.000%, 06/15/14 +§ | 1,350,000 | 880,875 |
14
SEQ.=1,FOLIO='14',FILE='C:\jms\vgurram\04-10742-15\task190289\10742-15-ba.htm',USER='vgram',CD='Sep 29 03:28 2004'
| Principal Amount | Value | |
|---|---|---|
| CHEMICALS1.3% | ||
| Acetex Corp., Global Senior Notes (Callable | ||
| 08/01/05 @ $105.44) (Canada) 10.875%, 08/01/09 | 1,000,000 | 1,100,000 |
| Avecia Group PLC, Global Company Guaranteed | ||
| Notes (Callable 07/01/05 @ $103.67) (United Kingdom) 11.000%, 07/01/09 | 2,535,000 | 1,951,950 |
| 3,051,950 | ||
| CONTAINERS0.6% | ||
| Crown European Holdings SA, Global Secured | ||
| Notes (Callable 03/01/07 @ $104.75) (France) 9.500%, 03/01/11 | 1,250,000 | 1,375,000 |
| FOOD PROCESSORS/BEVERAGE/BOTTLING0.1% | ||
| Premier International Foods, Yankee Senior | ||
| Notes (Callable 09/01/04 @ $106.00) (United Kingdom) 12.000%, 09/01/09 § | 250,000 | 267,500 |
| GAMING0.3% | ||
| Kerzner International, Ltd., Global Company | ||
| Guaranteed Notes (Callable 08/15/06 @ $104.44) (Bahamas) 8.875%, 08/15/11 | 750,000 | 810,000 |
| INDUSTRIAL0.1% | ||
| International Utility Structures, Inc., | ||
| Yankee Senior Subordinated Notes (Callable 02/01/05 @ $101.79) (Canada) | ||
| 10.750%, 02/01/08 ø | 1,020,500 | 216,856 |
| LEISURE0.1% | ||
| Intrawest Corp., Global Company Guaranteed | ||
| Notes (Callable 02/01/05 @ $105.25) (Canada) 10.500%, 02/01/10 | 200,000 | 217,000 |
| METALS & MINING0.9% | ||
| Gerdau Ameristeel Corp., Global Senior | ||
| Notes (Callable 07/15/07 @ $105.38) (Canada) 10.375%, 07/15/11 § | 1,000,000 | 1,120,000 |
| Ispat Inland ULC, Rule 144A, Secured Notes | ||
| (Callable 04/01/09 @ $104.87) (Canada) 9.750%, 04/01/14 § | 1,000,000 | 1,037,500 |
| 2,157,500 | ||
| PAPER & FOREST PRODUCTS1.3% | ||
| JSG Funding PLC, Global Senior Notes | ||
| (Callable 10/01/07 @ $104.81) (Ireland) 9.625%, 10/01/12 | 750,000 | 843,750 |
| Riverside Forest Products, Ltd., Rule 144A, | ||
| Senior Notes (Callable 03/01/09 @ $103.94) (Canada) 7.875%, 03/01/14 | 1,000,000 | 1,040,000 |
| Tembec Industries, Inc., Yankee Company | ||
| Guaranteed Notes (Callable 06/30/05 @ $102.88) (Canada) 8.625%, 06/30/09 § | 1,200,000 | 1,245,000 |
| 3,128,750 | ||
| SECURITIES & ASSET MANAGEMENT0.7% | ||
| New Asat Finance, Ltd., Rule 144A, Senior | ||
| Notes (Callable 02/01/08 @ $104.62) (Cayman Island) 9.250%, 02/01/11 | 1,700,000 | 1,640,500 |
| TRANSPORTATION0.8% | ||
| Sea Containers, Ltd., Series B, Yankee | ||
| Senior Notes (Callable 02/15/05 @ $100.00) (Bermuda) 7.875%, 02/15/08 | 445,000 | 438,325 |
| Ship Finance International, Ltd., Rule | ||
| 144A, Senior Notes (Callable 12/15/08 @ $104.25) (Bermuda) 8.500%, 12/15/13 | 1,500,000 | 1,447,500 |
| 1,885,825 | ||
| WIRELESS0.9% | ||
| Millicom International Cellular SA, Rule | ||
| 144A, Senior Notes (Callable 12/01/08 @ $105.00) (Luxembourg) 10.000%, | ||
| 12/01/13 | 750,000 | 753,750 |
15
SEQ.=1,FOLIO='15',FILE='C:\jms\vgurram\04-10742-15\task190289\10742-15-ba.htm',USER='vgram',CD='Sep 29 03:28 2004'
| Principal Amount | Value | |
|---|---|---|
| Polska Telefonica Cyfrowa International | ||
| Finance II SA, Yankee Company Guaranteed Notes (Callable 12/01/04 @ $105.62) | ||
| (Luxembourg) 11.250%, 12/01/09 | 1,250,000 | 1,331,250 |
| 2,085,000 | ||
| TOTAL FOREIGN CORPORATE BONDS (Cost | ||
| $20,099,669) | 19,477,757 |
| Shares | ||
|---|---|---|
| COMMON STOCKS0.8% | ||
| AUTOMOBILE MANUFACTURING/VEHICLE PARTS0.0% | ||
| Cambridge Industries Liquidating Trust * | 774,557 | 7,746 |
| DIVERSIFIED TELECOMMUNICATIONS0.2% | ||
| Versatel Telecom International NV * | 233,772 | 391,215 |
| ENERGY - OTHER0.0% | ||
| Anchor Resources LLC *^ | 15,324 | 20,534 |
| FOOD PROCESSORS/BEVERAGE/BOTTLING0.0% | ||
| Archibald Candy Corp. *^ | 1,291 | 32,275 |
| HEALTHCARE FACILITIES/SUPPLIES0.0% | ||
| Magellan Health Services, Inc. * | 0 | 4 |
| INDUSTRIAL - OTHER0.5% | ||
| Crunch Equity Holdings, Class A * | 845 | 1,182,955 |
| WIRELESS0.1% | ||
| Dobson Communications Corp., Class A * | 99,764 | 266,370 |
| TOTAL COMMON STOCKS (Cost $2,941,376) | 1,901,099 | |
| PREFERRED STOCK0.1% | ||
| WIRELESS0.1% | ||
| Dobson Communications Corp., Rule 144A | ||
| (Cost $265,050) | 1,550 | 164,185 |
| WARRANTS0.0% | ||
| BROADBAND0.0% | ||
| GT Group Telecom, Inc., Rule 144A, strike | ||
| $0.00, expires February 2010 * | 6,750 | 0 |
| CHEMICALS0.0% | ||
| Huntsman Company LLC, Rule 144A, strike | ||
| $0.01, expires 05/15/11 * | 250 | 50,125 |
| DIVERSIFIED TELECOMMUNICATIONS0.0% | ||
| Versatel Telecom International NV, strike | ||
| $2.81, expires 05/15/2008 * | 3,000 | 30 |
| GAMING0.0% | ||
| Windsor Woodmont Black Hawk, strike $0.01, | ||
| expires 03/15/10 * | 106 | 0 |
| RESTAURANTS0.0% | ||
| New World Restaurant Group, Inc., strike | ||
| $13.00, expires 06/20/06 * | 336 | 3 |
| TECHNOLOGY0.0% | ||
| Asat Finance LLC, Rule 144A, strike $18.60, | ||
| expires 11/01/06 * | 5,000 | 5,000 |
| Viasystems, Inc., expires 01/31/2010 * | 204,293 | 0 |
| 5,000 | ||
| TOTAL WARRANTS (Cost $3,807,603) | 55,158 | |
| SHORT-TERM INVESTMENTS12.8% | ||
| Dreyfus Cash Management, Class A, Institutional | ||
| Shares, §§ | 15,000,000 | 15,000,000 |
| Dreyfus Cash Management Plus, Inc., | ||
| Institutional Shares, §§ | 15,000,000 | 15,000,000 |
| TOTAL SHORT-TERM INVESTMENTS (Cost | ||
| $30,000,000) | 30,000,000 |
| Principal Amount | ||
|---|---|---|
| REPURCHASE AGREEMENTS33.8% | ||
| Bear Stearns & Co., 0.98%, Dated | ||
| 07/30/04, due 08/02/04, proceeds at maturity $2,608,577, (fully | ||
| collateralized by U.S. Treasury Strip, due 02/15/18. Market Value of | ||
| collateral is, $2,686,303)§§ | 2,608,363 | 2,608,363 |
16
SEQ.=1,FOLIO='16',FILE='C:\jms\vgurram\04-10742-15\task190289\10742-15-ba.htm',USER='vgram',CD='Sep 29 03:28 2004'
| Bear Stearns & Co., 1.30%, Dated
07/30/04, due 08/02/04, proceeds at maturity $1,287,223, (fully
collateralized by U.S. Treasury Strip, due 02/15/18. Market Value of
collateral is, $1,324,617)§§ | Principal Amount — 1,287,083 | Value — 1,287,083 | |
| --- | --- | --- | --- |
| Bear Stearns & Co., 1.30%, Dated
07/30/04, due 08/02/04, proceeds at maturity $5,607,193, (fully
collateralized by U.S. Treasury Bond, due 08/15/27. Market Value of
collateral is $5,769,770), §§ | 5,606,585 | 5,606,585 | |
| Bear Stearns & Co., 1.31%, Dated
07/30/04, due 08/02/04, proceeds at maturity $69,404,510, (fully
collateralized by U.S. Treasury Strips, due 05/15/16-02/15/18. Market value
of collateral is, $71,411,389) §§ | 69,396,920 | 69,396,920 | |
| TOTAL REPURCHASE AGREEMENTS (Cost
$78,898,951) | | 78,898,951 | |
| TOTAL INVESTMENTS188.2% (Cost
$446,978,726) | | 440,033,675 | |
| LIABILITIES IN EXCESS OF OTHER
ASSETS(88.2)% | | (206,223,184 | ) |
| NET ASSETS(100.0%) | | $ 233,810,491 | |
17
SEQ.=1,FOLIO='17',FILE='C:\jms\vgurram\04-10742-15\task190289\10742-15-ba.htm',USER='vgram',CD='Sep 29 03:28 2004'
| | Security exempt from registration under Rule 144A of the Securities
Act of 1933. These securities may be resold in transactions exempt from
registration, normally to qualified institutional buyers. At July 31, 2004,
these securities amounted to $89,979,963 or 38.48% of net assets. |
| --- | --- |
| + | Step Bond The interest stated is as of July 31, 2004 and will reset
at a future date. |
| ø | Bond in default. |
| * | Non-income producing security. |
| ^ | Not readily marketable; security is valued at fair value as determined
in good faith by, or under the direction of, the Board of Trustees. |
| § | Security or portion thereof is out on loan. |
| §§ | Represents security purchased with cash collateral received for
securities on loan. |
| # | Variable rate obligations The interest rate shown is the rate as of
July 31, 2004. |
**Portfolio valuation:**** Fixed-income securities (other than short-term obligations, but including listed issues) are valued based on prices obtained by one or more independent pricing services approved by the Board of Trustees. Pricing services use a matrix, formula or other objective method that takes into consideration market indices, yield curves and other specific adjustments.
Securities (other than fixed-income securities) for which the principal market is one or more securities exchanges are valued at market value, which is generally determined using the closing price on the exchange or market on which the security is primarily traded. If a securities exchange is not the principal market for a security, such security will, if market quotations are readily available, be valued at the closing bid price in the over-the-counter market (or the last sale price in the case of securities reported on the NASDAQ national market system for which any sales occurred during the day). Securities and other assets for which market quotations are not readily available are valued at fair value as determined in good faith by, or under the direction of, the Board of Trustees under procedures established by the Board of Trustees. Debt obligations that will mature in 60 days or less are valued on the basis of amortized cost, which approximates market value, unless it is determined that using this method would not reflect an investments fair value. The Fund may utilize a service provided by an independent third party which has been approved by the Board of Trustees to fair value certain Fund portfolio securities.
Federal Income Tax Cost At July 31, 2004, the identified cost for federal income tax purposes, as well as the gross unrealized appreciation from investments for those securities having an excess of value over cost, gross unrealized depreciation from investments for those securities having an excess of cost over value and the net unrealized depreciation from investments were $446,978,726, $15,388,031, $(22,333,082) and $(6,945,051), respectively.
Other information regarding the Fund is available in the Funds most recent Report to Shareholders. This information is also available on the Funds website at http://www.csam.com/us as well as on the website of the Securities and Exchange Commission http://www.sec.gov.
18
SEQ.=1,FOLIO='18',FILE='C:\jms\vgurram\04-10742-15\task190289\10742-15-ba.htm',USER='vgram',CD='Sep 29 03:28 2004'
*Item 2: Controls and Procedures*
(a) As of a date within 90 days from the filing date of this report, the principal executive officer and principal financial officer concluded that the registrants disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940 (the Act)), were effective based on their evaluation of the disclosure controls and procedures required by Rule 30a-3(b) under the Act and Rules 13a-15(b) or 15d-15(b) under the Securities and Exchange Act of 1934.
(b) There were no changes in the registrants internal control over financial reporting (as defined in Rule 30a-3(d) under the Act) that occurred during the registrants last fiscal quarter that have materially affected, or are reasonably likely to materially affect, the registrants internal control over financial reporting.
*Item 3: Exhibits*
19
SEQ.=1,FOLIO='19',FILE='C:\jms\vgurram\04-10742-15\task190289\10742-15-ba.htm',USER='vgram',CD='Sep 29 03:28 2004'
*SIGNATURES*
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
| CREDIT
SUISSE HIGH YIELD BOND FUND | |
| --- | --- |
| /s/ Michael E. Kenneally | |
| Name: | Michael E. Kenneally |
| Title: | Chief Executive Officer |
| Date: | September 27, 2004 |
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
| /s/ Michael E. Kenneally | |
|---|---|
| Name: | Michael E. Kenneally |
| Title: | Chief Executive Officer |
| Date: | September 27, 2004 |
| /s/ Michael A. Pignataro | |
|---|---|
| Name: | Michael A. Pignataro |
| Title: | Chief Financial Officer |
| Date: | September 27, 2004 |
20
SEQ.=1,FOLIO='20',FILE='C:\jms\vgurram\04-10742-15\task190289\10742-15-ba.htm',USER='vgram',CD='Sep 29 03:28 2004'
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