Regulatory Filings • Mar 31, 2006
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Download Source FileN-Q 1 nq-1.htm CREDIT SUISSE HIGH YIELD BOND FUND Form N-Q
UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, DC 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)
J. Kevin Gao 466 Lexington Avenue, New York, New York 10017 (Name and address of agent for service)
Registrant's telephone number, including area code: 212-875-3500
Date of fiscal year-end: October 31st
Date of reporting period: November 1, 2005 to January 31, 2006
Item 1. Schedule of Investments
Credit Suisse High Yield Bond Fund Schedule of Investments January 31, 2006 (unaudited)
| (000) | Ratings — (S&P/Moodys) | Maturity | Rate% | Value | |
|---|---|---|---|---|---|
| U.S. CORPORATE BONDS (133.0%) | |||||
| Aerospace (2.1%) | |||||
| $ 725 | DRS Technologies, Inc., Global Senior | ||||
| Subordinated Notes (Callable 11/01/08 | |||||
| @ $103.44) § | (B , | ||||
| B3) | 11/01/13 | 6.875 | $ 723,187 | ||
| 1,100 | DRS Technologies, Inc., Senior Subordinated | ||||
| Notes (Callable 02/01/11 @ $103.81) | (B , | ||||
| B3) | 02/01/18 | 7.625 | 1,122,000 | ||
| 225 | K & F Acquisition, Inc., Global Company | ||||
| Guaranteed Notes (Callable 11/15/09 | |||||
| @ $103.88) | (B- , | ||||
| Caa1) | 11/15/14 | 7.750 | 230,063 | ||
| 2,000 | L-3 Communications Corp., Global Senior | ||||
| Subordinated Notes (Callable 01/15/10 | |||||
| @ $102.94) § | (BB+ , | ||||
| Ba3) | 01/15/15 | 5.875 | 1,940,000 | ||
| 750 | Sequa Corp., Series B, Senior Notes | (BB- , | |||
| B1) | 04/01/08 | 8.875 | 798,750 | ||
| 4,814,000 | |||||
| Airlines (0.5%) | |||||
| 1,200 | American Airlines, Inc., Series 01-2, Pass Thru | ||||
| Certificates § | (B , | ||||
| B1) | 04/01/08 | 7.800 | 1,192,169 | ||
| Automobile Manufacturing/Vehicle Parts (9.8%) | |||||
| 575 | Accuride Corp., Global Company Guaranteed Notes | ||||
| (Callable 02/01/10 @ $104.25) | (B- , | ||||
| B3) | 02/01/15 | 8.500 | 575,000 | ||
| 1,200 | American Tire Distributors Holdings, Inc., | ||||
| Senior | |||||
| Notes (Callable 04/01/09 @ $105.38) | (CCC+ , | ||||
| Caa2) | 04/01/13 | 10.750 | 1,074,000 | ||
| 425 | ArvinMeritor, Inc., Notes § | (BB , | |||
| Ba2) | 03/01/12 | 8.750 | 422,875 | ||
| 400 | Cooper-Standard Automotive, Inc., Global | ||||
| Company Guaranteed Notes (Callable 12/15/09 | |||||
| @ $104.19) § | (B- , | ||||
| Caa1) | 12/15/14 | 8.375 | 319,000 | ||
| 125 | Delphi Corp., Global Notes ø | (NR , | |||
| NR) | 06/15/06 | 6.550 | 71,563 | ||
| 405 | Dura Operating Corp., Series D, Company | ||||
| Guaranteed Notes (Callable 05/01/06 | |||||
| @ $101.50) | (CCC+ , | ||||
| Caa2) | 05/01/09 | 9.000 | 212,625 | ||
| 1,750 | Ford Motor Credit Co., Global Notes § | (BB- , | |||
| Ba2) | 10/01/13 | 7.000 | 1,587,453 | ||
| 4,925 | Ford Motor Credit Co., Notes § | (BB- , | |||
| Ba2) | 06/16/08 | 6.625 | 4,636,823 | ||
| 875 | General Motors Acceptance Corp., Global Bonds | (BB , | |||
| Ba1) | 11/01/31 | 8.000 | 894,631 | ||
| 1,650 | General Motors Acceptance Corp., Global Notes § | (BB , | |||
| Ba1) | 05/15/09 | 5.625 | 1,547,076 | ||
| 5,660 | General Motors Acceptance Corp., Global Notes § | (BB , | |||
| Ba1) | 12/01/14 | 6.750 | 5,372,936 | ||
| 1,600 | Goodyear Tire & Rubber Company, Global | ||||
| Senior | |||||
| Notes (Callable 07/01/10 @ $104.50) | (B- , | ||||
| B3) | 07/01/15 | 9.000 | 1,608,000 | ||
| 500 | Keystone Automotive Operations, Inc., Global | ||||
| Senior Subordinated Notes (Callable 11/01/08 | |||||
| @ $104.88) | (B- , | ||||
| Caa1) | 11/01/13 | 9.750 | 435,000 | ||
| 550 | Meritor Automotive, Inc, Notes | (BB , | |||
| Ba2) | 02/15/09 | 6.800 | 525,250 | ||
| 900 | Stanadyne Corp., Global Senior Subordinated | ||||
| Notes (Callable 08/15/09 @ $105.00) | (B- , | ||||
| Caa1) | 08/15/14 | 10.000 | 868,500 | ||
| 600 | Stoneridge, Inc., Global Company Guaranteed | ||||
| Notes (Callable 05/01/07 @ $105.75) | (B+ , | ||||
| B1) | 05/01/12 | 11.500 | 609,000 | ||
| 800 | Tenneco Automotive, Inc., Global Company | ||||
| Guaranteed Notes (Callable 11/15/09 | |||||
| @ $104.31) § | (B- , | ||||
| B3) | 11/15/14 | 8.625 | 808,000 | ||
| 1,000 | Visteon Corp., Global Senior Notes § | (B- , | |||
| B3) | 08/01/10 | 8.250 | 847,500 | ||
| 22,415,232 |
| (000) | Ratings — (S&P/Moodys) | Maturity | Rate% | Value | |
|---|---|---|---|---|---|
| Broadband (0.6%) | |||||
| $ 1,400 | Level 3 Communications, Inc., Senior | ||||
| Notes | |||||
| (Callable 05/01/06 @ $100.00) § | (CCC- , | ||||
| Ca) | 05/01/08 | 9.125 | $ 1,344,000 | ||
| Broadcast/Outdoor (1.9%) | |||||
| 1,000 | Allbritton Communications Co., Global | ||||
| Senior | |||||
| Subordinated Notes (Callable 12/15/07 | |||||
| @ $103.88) | (B- , | ||||
| B3) | 12/15/12 | 7.750 | 1,007,500 | ||
| 257 | Emmis Communications Corp., Global | ||||
| Senior | |||||
| Notes (Callable 12/15/06 @ $102.00) # | (B- , | ||||
| B3) | 03/15/12 | 10.366 | 258,750 | ||
| 325 | Nexstar Finance, Inc., Global Senior | ||||
| Subordinated | |||||
| Notes (Callable 01/15/09 @ $103.50) § | (CCC+ , | ||||
| B3) | 01/15/14 | 7.000 | 302,656 | ||
| 725 | Rainbow National Services LLC, Rule | ||||
| 144A, | |||||
| Senior Notes (Callable 09/01/09 @ $105.19) | |||||
| § | (B , | ||||
| B3) | 09/01/14 | 10.375 | 815,625 | ||
| 325 | Sinclair Broadcast Group, Inc., Global | ||||
| Company | |||||
| Guaranteed Notes (Callable 12/15/06 @ | |||||
| $104.38) | (B , | ||||
| B2) | 12/15/11 | 8.750 | 340,031 | ||
| 975 | WMG Holdings Corp., Global Senior | ||||
| Discount | |||||
| Notes (Callable 12/15/09 @ $104.75) + | (B- , | ||||
| B3) | 12/15/14 | 0.000 | 714,188 | ||
| 990 | Young Broadcasting, Inc., Global | ||||
| Company | |||||
| Guaranteed Notes (Callable 03/01/06 | |||||
| @ $105.00) § | (CCC- , | ||||
| Caa2) | 03/01/11 | 10.000 | 903,375 | ||
| 4,342,125 | |||||
| Building Products (5.1%) | |||||
| 250 | Ahern Rentals, Inc., Rule 144A, Secured | ||||
| Notes | |||||
| (Callable 08/15/09 @ 104.63) | (B- , | ||||
| B3) | 08/15/13 | 9.250 | 263,750 | ||
| 1,000 | Associated Materials, Inc., Global Senior | ||||
| Discount | |||||
| Notes (Callable 03/01/09 @ $105.62) +§ | (CCC , | ||||
| Caa3) | 03/01/14 | 0.000 | 520,000 | ||
| 1,300 | Building Materials Corp., Global Secured | ||||
| Notes | |||||
| (Callable 08/01/09 @ $103.88) | (B+ , | ||||
| B2) | 08/01/14 | 7.750 | 1,267,500 | ||
| 750 | Compression Polymers Holding Corp., Rule | ||||
| 144A, | |||||
| Senior Notes (Callable 07/01/09 @ $105.25) | |||||
| | (B- , | ||||
| B2) | 07/01/13 | 10.500 | 744,375 | ||
| 500 | Dayton Superior Corp., Company | ||||
| Guaranteed | |||||
| Notes (Callable 06/15/07 @ $102.17) § | (CCC , | ||||
| Caa3) | 06/15/09 | 13.000 | 397,500 | ||
| 750 | Dayton Superior Corp., Global Secured | ||||
| Notes | |||||
| (Callable 06/15/06 @ $105.62) | (B- , | ||||
| Caa1) | 09/15/08 | 10.750 | 742,500 | ||
| 2,000 | Goodman Global Holdings Co., Inc., Rule | ||||
| 144A, | |||||
| Senior Subordinated Notes (Callable | |||||
| 12/15/08 | |||||
| @ $103.94) § | (B- , | ||||
| Caa1) | 12/15/12 | 7.875 | 1,900,000 | ||
| 1,100 | Interface, Inc., Global Senior Subordinated | ||||
| Notes | |||||
| (Callable 02/01/09 @ $104.75) | (CCC , | ||||
| Caa1) | 02/01/14 | 9.500 | 1,105,500 | ||
| 325 | Norcraft Companies/Finance, Global | ||||
| Senior | |||||
| Subordinated Notes (Callable 11/01/07 @ | |||||
| $104.50) | (B- , | ||||
| B3) | 11/01/11 | 9.000 | 336,781 | ||
| 750 | Norcraft Holdings LP, Global Senior | ||||
| Discount | |||||
| Notes (Callable 09/01/08 @ $104.88) + | (B- , | ||||
| Caa1) | 09/01/12 | 0.000 | 540,000 | ||
| 1,100 | Nortek, Inc., Global Senior Subordinated | ||||
| Notes | |||||
| (Callable 09/01/09 @ $104.25) | (CCC+ , | ||||
| Caa1) | 09/01/14 | 8.500 | 1,075,250 | ||
| 1,000 | NTK Holdings, Inc., Global Senior | ||||
| Discount | |||||
| Notes (Callable 09/01/09 @ $105.38) +§ | (CCC+ , | ||||
| Caa2) | 09/01/14 | 0.000 | 643,750 | ||
| 1,000 | Ply Gem Industries, Inc., Global Senior | ||||
| Subordinated Notes (Callable 02/15/08 | |||||
| @ $104.50) § | (B- , | ||||
| B3) | 02/15/12 | 9.000 | 870,000 | ||
| 1,000 | RMCC Acquisition Co., Rule 144A, Senior | ||||
| Subordinated Notes (Callable 11/01/08 | |||||
| @ $104.75) | (CCC+ , | ||||
| Caa1) | 11/01/12 | 9.500 | 1,020,000 | ||
| 1,275 | Werner Holding Co., Inc., Series A, | ||||
| Company | |||||
| Guaranteed Notes (Callable 04/13/06 @ $100.00) | |||||
| § | (CCC- , | ||||
| Caa3) | 11/15/07 | 10.000 | 274,125 | ||
| 11,701,031 |
| (000) | Ratings — (S&P/Moodys) | Maturity | Rate% | Value | |
|---|---|---|---|---|---|
| Cable (7.0%) | |||||
| $ 1,450 | Atlantic Broadband Finance LLC, Global | ||||
| Company Guaranteed Notes (Callable | |||||
| 01/15/09 @ $104.69) | (CCC+ , | ||||
| Caa1) | 01/15/14 | 9.375 | $ 1,326,750 | ||
| 600 | Cablevision Systems Corp., Series B, Global | ||||
| Senior Notes | (B , | ||||
| B3) | 04/15/12 | 8.000 | 574,500 | ||
| 1,415 | CCH I LLC, Rule 144A, Secured Notes (Callable | ||||
| 10/01/10 @ $105.50) | (CCC- , | ||||
| Caa3) | 10/01/15 | 11.000 | 1,170,912 | ||
| 1,660 | CCO Holdings LLC, Global Senior Notes (Callable | ||||
| 11/15/08 @ $104.38) § | (CCC- , | ||||
| B3) | 11/15/13 | 8.750 | 1,601,900 | ||
| 90 | CCO Holdings LLC, Rule 144A, Senior Notes | ||||
| (Callable 11/15/08 @ 104.38) | (CCC- , | ||||
| B3) | 11/15/13 | 8.750 | 86,850 | ||
| 1,200 | Charter Communications Holdings LLC, Senior | ||||
| Notes (Callable 04/01/06 @ $101.44) § | (CCC- , | ||||
| Ca) | 04/01/09 | 8.625 | 894,000 | ||
| 2,500 | Charter Communications Holdings LLC, Senior | ||||
| Notes (Callable 09/15/08 @ $105.12) | (CCC- , | ||||
| Caa1) | 09/15/10 | 10.250 | 2,471,875 | ||
| 2,100 | CSC Holdings, Inc., Rule 144A, Senior Notes # | (B+ , | |||
| B2) | 04/15/12 | 7.000 | 2,016,000 | ||
| 980 | CSC Holdings, Inc., Series B, Senior Notes § | (B+ , | |||
| B2) | 04/01/11 | 7.625 | 986,125 | ||
| 1,750 | DIVA Systems Corp., Series B, Senior Discount | ||||
| Notes (Callable 03/01/06 @ $100.00) ^ø | (NR , | ||||
| NR) | 03/01/08 | 0.000 | 43,750 | ||
| 1,400 | Insight Communications Company, Inc., Senior | ||||
| Discount Notes (Callable 02/15/06 @ $106.12) + | (CCC+ , | ||||
| Caa1) | 02/15/11 | 0.000 | 1,480,500 | ||
| 200 | Insight Midwest/Insight Capital, Senior Notes | ||||
| (Callable 10/01/06 @ $101.63) | (B , | ||||
| B2) | 10/01/09 | 9.750 | 207,000 | ||
| 500 | Insight Midwest/Insight Capital Corp., Global | ||||
| Senior Notes (Callable 11/01/06 @ $103.50) | (B , | ||||
| B2) | 11/01/10 | 10.500 | 529,375 | ||
| 200 | Mediacom Broadband LLC, Rule 144A, Senior | ||||
| Notes (Callable 10/15/10 @ $104.25) | (B , | ||||
| B2) | 10/15/15 | 8.500 | 190,000 | ||
| 2,500 | Mediacom LLC Capital Corp., Senior Notes | ||||
| (Callable 01/15/07 @ $103.17) § | (B , | ||||
| B3) | 01/15/13 | 9.500 | 2,493,750 | ||
| 16,073,287 | |||||
| Capital Goods (1.1%) | |||||
| 1,000 | Blount, Inc., Senior Subordinated Notes | ||||
| (Callable | |||||
| 08/01/08 @ $104.44) | (B , | ||||
| B3) | 08/01/12 | 8.875 | 1,055,000 | ||
| 850 | Case New Holland, Inc., Global Company | ||||
| Guaranteed Notes (Callable 08/01/07 @ $104.63) | (BB- , | ||||
| Ba3) | 08/01/11 | 9.250 | 913,750 | ||
| 1 | JII Holdings LLC, Global Secured Notes (Callable | ||||
| 01/01/07 @ $100.00) | (CCC- , | ||||
| Caa2) | 04/01/07 | 13.000 | 440 | ||
| 650 | Terex Corp., Global Company Guaranteed Notes | ||||
| (Callable 01/15/09 @ $103.69) | (B , | ||||
| Caa1) | 01/15/14 | 7.375 | 656,500 | ||
| 2,625,690 | |||||
| Chemicals (6.0%) | |||||
| 650 | BCP Crystal Holdings Corp., Global Senior | ||||
| Subordinated Notes (Callable 06/15/09 @ $104.81) | (B- , | ||||
| B3) | 06/15/14 | 9.625 | 724,750 | ||
| 876 | Crystal US Holdings, Series B, Global Senior | ||||
| Discount Notes (Callable 10/01/09 @ $105.25) + | (B- , | ||||
| Caa2) | 10/01/14 | 0.000 | 652,620 | ||
| 1,000 | Equistar Chemicals LP/ Equistar Funding Corp., | ||||
| Global Company Guaranteed Notes | (BB- , | ||||
| B2) | 09/01/08 | 10.125 | 1,095,000 | ||
| 227 | Huntsman Company LLC, Global Company | ||||
| Guaranteed Notes (Callable 10/15/07 @ $105.81) | (BB- , | ||||
| Ba3) | 10/15/10 | 11.625 | 261,050 | ||
| 773 | Huntsman LLC, Global Company Guaranteed Notes | ||||
| (Callable 07/15/08 @ $105.75) # | (B , | ||||
| B2) | 07/15/12 | 11.500 | 890,882 | ||
| 1,100 | IMC Global, Inc., Global Senior Notes (Callable | ||||
| 08/01/08 @ $105.44) | (BB , | ||||
| Ba3) | 08/01/13 | 10.875 | 1,270,500 | ||
| 1,450 | IMC Global, Inc., Series B, Global Company | ||||
| Guaranteed Notes (Callable 06/01/06 @ $105.62) | (BB , | ||||
| Ba3) | 06/01/11 | 11.250 | 1,566,000 | ||
| 1,200 | KI Holdings, Inc., Global Senior Discount Notes | ||||
| (Callable 11/15/09 @ $104.94) + | (B- , | ||||
| Caa2) | 11/15/14 | 0.000 | 810,000 | ||
| 1,000 | Lyondell Chemical Co., Global Company | ||||
| Guaranteed Notes (Callable 06/01/08 @ $105.25) § | (BB- , | ||||
| B1) | 06/01/13 | 10.500 | 1,132,500 |
| (000) | Ratings — (S&P/Moodys) | Maturity | Rate% | Value | |
|---|---|---|---|---|---|
| Chemicals (continued) | |||||
| $ 1,850 | Millennium America, Inc., Global Company | ||||
| Guaranteed Notes § | (BB- , | ||||
| B1) | 06/15/08 | 9.250 | $ 1,998,000 | ||
| 750 | Nalco Co., Global Senior Notes (Callable | ||||
| 11/15/07 @ $103.88) | (B- , | ||||
| B2) | 11/15/11 | 7.750 | 768,750 | ||
| 750 | PolyOne Corp., Global Company Guaranteed | ||||
| Notes (Callable 05/15/07 @ $105.31) § | (B+ , | ||||
| B3) | 05/15/10 | 10.625 | 801,562 | ||
| 832 | Terra Capital, Inc., Global Secured Notes | ||||
| (Callable | |||||
| 06/01/07 @ $105.75) | (B- , | ||||
| B2) | 06/01/10 | 11.500 | 931,840 | ||
| 725 | Tronox Worldwide/Finance, Rule 144A, Senior | ||||
| Notes (Callable 12/01/09 @ $104.75) § | (B+ , | ||||
| B1) | 12/01/12 | 9.500 | 759,438 | ||
| 13,662,892 | |||||
| Competitive Local Exchange Carrier (1.1%) | |||||
| 750 | GCI, Inc., Global Senior Notes (Callable | ||||
| 02/15/09 | |||||
| @ $103.63) § | (B+ , | ||||
| B2) | 02/15/14 | 7.250 | 742,500 | ||
| 1,617 | Madison River Capital LLC, Senior Notes | ||||
| (Callable | |||||
| 03/01/06 @ $104.42) | (B- , | ||||
| B3) | 03/01/10 | 13.250 | 1,709,978 | ||
| 2,452,478 | |||||
| Consumer Products/Tobacco (6.0%) | |||||
| 850 | AAC Group Holding Corp., Global Senior Discount | ||||
| Notes (Callable 10/01/08 @ $105.13) + | (B- , | ||||
| Caa1) | 10/01/12 | 0.000 | 633,250 | ||
| 500 | Ames True Temper, Global Company Guaranteed | ||||
| Notes (Callable 01/15/07 @ $103.00) # | (CCC+ , | ||||
| Caa1) | 04/18/12 | 8.600 | 471,250 | ||
| 1,400 | Ames True Temper, Global Senior Subordinated | ||||
| Notes (Callable 07/15/08 @ $105.00) § | (CCC- , | ||||
| Caa2) | 07/15/12 | 10.000 | 1,092,000 | ||
| 1,525 | Amscan Holdings, Inc., Global Senior | ||||
| Subordinated Notes (Callable 05/01/09 | |||||
| @ $104.38) | (CCC+ , | ||||
| Caa1) | 05/01/14 | 8.750 | 1,307,687 | ||
| 1,000 | Del Laboratories, Inc., Global Company | ||||
| Guaranteed Notes (Callable 02/01/08 | |||||
| @ $104.00) § | (CCC+ , | ||||
| Caa2) | 02/01/12 | 8.000 | 815,000 | ||
| 1,125 | Jarden Corp., Global Company Guaranteed | ||||
| Notes (Callable 05/01/07 @ $104.88) § | (B- , | ||||
| B3) | 05/01/12 | 9.750 | 1,130,625 | ||
| 1,500 | Johnsondiversey Holdings, Inc., Global Discount | ||||
| Notes (Callable 05/15/07 @ $105.34) + | (B- , | ||||
| Caa1) | 05/15/13 | 0.000 | 1,267,500 | ||
| 1,000 | PCA LLC/PCA Finance Corp., Global Senior Notes | (C , | |||
| Ca) | 08/01/09 | 11.875 | 250,000 | ||
| 1,300 | Playtex Products, Inc., Global Company | ||||
| Guaranteed Notes (Callable 06/01/06 | |||||
| @ $104.69) § | (CCC+ , | ||||
| Caa1) | 06/01/11 | 9.375 | 1,373,125 | ||
| 1,125 | Prestige Brands, Inc., Global Senior | ||||
| Subordinated | |||||
| Notes (Callable 04/15/08 @ $104.63) | (B- , | ||||
| B3) | 04/15/12 | 9.250 | 1,134,844 | ||
| 500 | Rayovac Corp., Global Senior Subordinated | ||||
| Notes (Callable 10/01/08 @ $104.25) | (B- , | ||||
| B3) | 10/01/13 | 8.500 | 431,250 | ||
| 750 | Remington Arms Company, Inc., Global Company | ||||
| Guaranteed Notes (Callable 02/01/07 | |||||
| @ $105.25) § | (CCC- , | ||||
| B3) | 02/01/11 | 10.500 | 690,000 | ||
| 750 | Revlon Consumer Products Corp., Global Senior | ||||
| Notes (Callable 04/01/08 @ $104.75) | (CCC , | ||||
| Caa2) | 04/01/11 | 9.500 | 693,750 | ||
| 425 | Samsonite Corp., Global Senior Subordinated | ||||
| Notes (Callable 06/01/08 @ $104.44) | (B- , | ||||
| B3) | 06/01/11 | 8.875 | 450,500 | ||
| 1,250 | Sealy Mattress Co., Global Senior Subordinated | ||||
| Notes (Callable 06/15/09 @ $104.13) § | (B- , | ||||
| B3) | 06/15/14 | 8.250 | 1,296,875 | ||
| 850 | Trimas Corp., Global Company Guaranteed Notes | ||||
| (Callable 06/15/07 @ $104.94) | (CCC+ , | ||||
| B3) | 06/15/12 | 9.875 | 731,000 | ||
| 13,768,656 |
| (000) | Ratings — (S&P/Moodys) | Maturity | Rate% | Value | |
|---|---|---|---|---|---|
| Containers (4.8%) | |||||
| $ 1,600 | Berry Plastics Corp., Global Company Guaranteed | ||||
| Notes (Callable 07/15/07 @ $105.38) | (B- , | ||||
| B3) | 07/15/12 | 10.750 | $ 1,744,000 | ||
| 1,200 | Constar International, Inc., Senior Subordinated | ||||
| Notes (Callable 12/01/07 @ $105.50) § | (CCC , | ||||
| Caa3) | 12/01/12 | 11.000 | 978,000 | ||
| 650 | Crown Americas, Rule 144A, Senior Notes | ||||
| (Callable 11/15/10 @ $103.88) § | (B , | ||||
| B1) | 11/15/15 | 7.750 | 677,625 | ||
| 50 | Graham Packaging Company, Inc., Global | ||||
| Company Guaranteed Notes (Callable 10/15/08 | |||||
| @ $104.25) | (CCC+ , | ||||
| Caa1) | 10/15/12 | 8.500 | 50,500 | ||
| 1,375 | Graham Packaging Company, Inc., Global | ||||
| Subordinated Notes (Callable 10/15/09 | |||||
| @ $104.94) § | (CCC+ , | ||||
| Caa2) | 10/15/14 | 9.875 | 1,368,125 | ||
| 1,100 | Graphic Packaging International Corp., Global | ||||
| Senior Subordinated Notes (Callable 08/15/08 | |||||
| @ 104.75) § | (B- , | ||||
| B3) | 08/15/13 | 9.500 | 1,039,500 | ||
| 1,000 | Intertape Polymer US, Inc., Global Senior | ||||
| Subordinated Notes (Callable 08/01/09 | |||||
| @ $104.25) | (B- , | ||||
| B3) | 08/01/14 | 8.500 | 990,000 | ||
| 1,000 | Owens-Brockway Glass Containers, Global | ||||
| Company Guaranteed Notes (Callable 02/15/06 | |||||
| @ $104.44) | (BB- , | ||||
| B1) | 02/15/09 | 8.875 | 1,048,750 | ||
| 850 | Owens-Brockway Glass Containers, Global | ||||
| Company Guaranteed Notes (Callable 05/15/08 | |||||
| @ $104.13) | (B , | ||||
| B2) | 05/15/13 | 8.250 | 898,875 | ||
| 500 | Pliant Corp., Company Guaranteed Notes (Callable | ||||
| 06/01/06 @ $104.33) ø | (NR , | ||||
| NR) | 06/01/10 | 13.000 | 125,000 | ||
| 0 | Pliant Corp., Global Secured Notes (Callable | ||||
| 06/15/07 @ $111.62) ø (1) | (NR , | ||||
| NR) | 06/15/09 | 11.625 | 536 | ||
| 725 | Solo Cup Co., Global Senior Subordinated Notes | ||||
| (Callable 02/15/09 @ $104.25) | (B- , | ||||
| Caa1) | 02/15/14 | 8.500 | 643,438 | ||
| 250 | U.S. Can Corp., Global Company Guaranteed | ||||
| Notes (Callable 10/01/06 @ $104.13) | (CCC+ , | ||||
| Caa3) | 10/01/10 | 12.375 | 246,250 | ||
| 1,000 | U.S. Can Corp., Global Company Guaranteed | ||||
| Notes (Callable 07/15/07 @ $105.44) | (CCC+ , | ||||
| Caa2) | 07/15/10 | 10.875 | 1,055,000 | ||
| 10,865,599 | |||||
| Diversified Telecommunications (3.1%) | |||||
| 865 | Hawaiian Telcom Communications, Inc., Rule | ||||
| 144A, Notes (Callable 05/01/09 @ $104.88) § | (CCC+ , | ||||
| B3) | 05/01/13 | 9.750 | 858,512 | ||
| 325 | LCI International, Inc., Senior Notes | (NR , | |||
| NR) | 06/15/07 | 7.250 | 329,063 | ||
| 1,835 | Qwest Capital Funding, Inc., Global Company | ||||
| Guaranteed | (B , | ||||
| B3) | 02/15/11 | 7.250 | 1,857,937 | ||
| 400 | Qwest Communications International, Inc., Global | ||||
| Company Guaranteed Notes (Callable 02/15/08 | |||||
| @ $103.63) § | (B , | ||||
| B2) | 02/15/11 | 7.250 | 404,000 | ||
| 900 | Qwest Corp., Global Senior Notes | (BB , | |||
| Ba3) | 09/01/11 | 7.875 | 956,250 | ||
| 1,339 | Qwest Corp., Rule 144A, Senior Notes | (BB , | |||
| Ba3) | 06/15/15 | 7.625 | 1,414,319 | ||
| 1,250 | Time Warner Telecom Holdings, Inc., Global | ||||
| Company Guaranteed Notes (Callable 02/15/09 | |||||
| @ $104.63) | (CCC+ , | ||||
| B3) | 02/15/14 | 9.250 | 1,337,500 | ||
| 7,157,581 |
| (000) | Ratings — (S&P/Moodys) | Maturity | Rate% | Value | |
|---|---|---|---|---|---|
| Energy - Other (5.1%) | |||||
| $ 1,800 | Dynegy Holdings, Inc., Rule 144A, Secured Notes | ||||
| (Callable 07/15/08 @ $105.06) | (B- , | ||||
| B1) | 07/15/13 | 10.125 | $ 2,040,750 | ||
| 250 | Dynegy Holdings, Inc., Senior Notes § | (CCC+ , | |||
| B2) | 04/01/11 | 6.875 | 252,500 | ||
| 750 | El Paso Corp., Senior Notes § | (B- , | |||
| Caa1) | 05/15/11 | 7.000 | 765,938 | ||
| 1,000 | El Paso Natural Gas, Series A, Global Senior | ||||
| Notes (Callable 08/01/07 @ $103.81) | (B , | ||||
| B1) | 08/01/10 | 7.625 | 1,058,161 | ||
| 2,800 | El Paso Production Holding Co., Global Company | ||||
| Guaranteed Notes (Callable 06/01/08 @ $103.02) | (B , | ||||
| B3) | 06/01/13 | 7.750 | 2,975,000 | ||
| 450 | Giant Industries, Inc., Company Guaranteed Notes | ||||
| (Callable 05/15/09 @ $104.00) | (B- , | ||||
| B3) | 05/15/14 | 8.000 | 470,250 | ||
| 743 | Giant Industries, Inc., Global Company | ||||
| Guaranteed | |||||
| Notes (Callable 05/15/07 @ $105.50) | (B- , | ||||
| B3) | 05/15/12 | 11.000 | 830,302 | ||
| 825 | Inergy LP/ Inergy Finance Corp., Rule 144A, | ||||
| Company Guaranteed Notes (Callable 03/01/11 | |||||
| @ $104.13) | (B , | ||||
| B1) | 03/01/16 | 8.250 | 839,437 | ||
| 500 | Reliant Energy, Inc., Secured Notes (Callable | ||||
| 12/15/09 @ $103.38) § | (B+ , | ||||
| B1) | 12/15/14 | 6.750 | 432,500 | ||
| 1,050 | Reliant Resources, Inc., Global Secured Notes | ||||
| (Callable 07/15/08 @ $104.75) | (B+ , | ||||
| B1) | 07/15/13 | 9.500 | 1,044,750 | ||
| 825 | Williams Companies, Inc., Global Senior | ||||
| Unsecured | |||||
| Notes | (B+ , | ||||
| B1) | 03/15/12 | 8.125 | 906,469 | ||
| 11,616,057 | |||||
| Environmental Services (2.1%) | |||||
| 3,800 | Allied Waste North America, Inc., Series B, | ||||
| Global | |||||
| Senior Notes (Callable 04/15/09 @ $103.69) § | (B+ , | ||||
| Caa1) | 04/15/14 | 7.375 | 3,695,500 | ||
| 1,000 | Waste Services, Inc., Global Senior Subordinated | ||||
| Notes (Callable 04/15/09 @ $104.75) § | (CCC , | ||||
| Caa2) | 04/15/14 | 9.500 | 1,015,000 | ||
| 4,710,500 | |||||
| Finance - Other (2.0%) | |||||
| 1,150 | E*TRADE Financial Corp., Global Senior Notes | ||||
| (Callable 06/15/08 @ $104.00) | (B+ , | ||||
| B1) | 06/15/11 | 8.000 | 1,201,750 | ||
| 800 | Insurance Auto Auctions, Inc., Global Company | ||||
| Guaranteed Notes (Callable 04/01/09 @ $105.50) | (CCC+ , | ||||
| Caa1) | 04/01/13 | 11.000 | 840,000 | ||
| 800 | Senior Housing Properties Trust, Senior Notes | (BB+ , | |||
| Ba2) | 01/15/12 | 8.625 | 882,000 | ||
| 600 | SGS International, Inc., Rule 144A Senior | ||||
| Subordinated Notes (Callable 12/15/09 | |||||
| @ $106.00) | (B- , | ||||
| Caa1) | 12/15/13 | 12.000 | 606,750 | ||
| 1,000 | Trustreet Properties, Inc., Global Senior Notes | ||||
| (Callable 04/01/10 @ $103.75) | (B+ , | ||||
| B1) | 04/01/15 | 7.500 | 1,010,000 | ||
| 4,540,500 | |||||
| Food Processors/Beverage/Bottling (1.4%) | |||||
| 177 | Birds Eye Foods, Inc., Company Guaranteed Notes | ||||
| (Callable 11/01/06 @ $100.00) | (B- , | ||||
| B3) | 11/01/08 | 11.875 | 181,425 | ||
| 600 | Le-Natures, Inc., Rule 144A, Senior Subordinated | ||||
| Notes (Callable 06/15/08 @ $104.50) # | (CCC+ , | ||||
| B3) | 06/15/13 | 10.000 | 633,000 | ||
| 1,000 | National Beef Packing Company LLC, Global | ||||
| Senior Notes (Callable 08/01/07 @ $105.25) | (B- , | ||||
| B3) | 08/01/11 | 10.500 | 1,030,000 | ||
| 500 | Pinnacle Foods Holding Corp., Global Senior | ||||
| Subordinated Notes (Callable 12/01/08 | |||||
| @ $104.13) § | (B- , | ||||
| B3) | 12/01/13 | 8.250 | 483,750 | ||
| 850 | Swift & Co., Global Senior Subordinated | ||||
| Notes | |||||
| (Callable 10/01/06 @ $106.25) § | (B , | ||||
| Caa1) | 01/01/10 | 12.500 | 820,250 | ||
| 3,148,425 |
| (000) | Ratings — (S&P/Moodys) | Maturity | Rate% | Value | |
|---|---|---|---|---|---|
| Gaming (7.7%) | |||||
| $ 500 | 155 East Tropicana LLC, Global Secured Notes | ||||
| (Callable 04/01/09 @ $104.38) § | (B- , | ||||
| B3) | 04/01/12 | 8.750 | $ 476,250 | ||
| 1,050 | Ameristar Casinos, Inc., Global Company | ||||
| Guaranteed Notes (Callable 02/15/06 @ $105.38) | (B+ , | ||||
| B2) | 02/15/09 | 10.750 | 1,106,437 | ||
| 1,350 | Aztar Corp., Global Senior Subordinated Notes | ||||
| (Callable 08/15/06 @ $104.50) | (B+ , | ||||
| Ba3) | 08/15/11 | 9.000 | 1,439,437 | ||
| 250 | Circus Circus & Eldorado, Global First | ||||
| Mortgage | |||||
| (Callable 03/01/07 @ $105.06) | (B , | ||||
| B1) | 03/01/12 | 10.125 | 270,000 | ||
| 2,100 | Hard Rock Hotel, Inc., Global Notes (Callable | ||||
| 06/01/08 @ $104.44) | (B , | ||||
| B3) | 06/01/13 | 8.875 | 2,294,250 | ||
| 1,000 | Herbst Gaming, Inc., Global Senior Subordinated | ||||
| Notes (Callable 06/01/08 @ $104.06) | (B- , | ||||
| B3) | 06/01/12 | 8.125 | 1,037,500 | ||
| 1,250 | Inn of The Mountain Gods, Global Senior Notes | ||||
| (Callable 11/15/07 @ $106.00) § | (B , | ||||
| B3) | 11/15/10 | 12.000 | 1,228,125 | ||
| 900 | Isle of Capri Casinos, Inc., Global Senior | ||||
| Subordinated Notes (Callable 03/01/09 @ $103.50) | (B , | ||||
| B2) | 03/01/14 | 7.000 | 887,625 | ||
| 175 | Kerzner International, Ltd., Global Senior | ||||
| Subordinated Notes (Callable 10/01/10 | |||||
| @ $103.38) § | (B , | ||||
| B2) | 10/01/15 | 6.750 | 171,500 | ||
| 1,500 | Majestic Star Casino LLC, Company Guaranteed | ||||
| Notes (Callable 10/15/07 @ $104.75) | (BB- , | ||||
| B2) | 10/15/10 | 9.500 | 1,608,750 | ||
| 1,000 | Majestic Star LLC, Rule 144A, Senior Notes | ||||
| (Callable 10/15/08 @ $104.88) | (B- , | ||||
| B3) | 01/15/11 | 9.750 | 1,027,500 | ||
| 250 | MGM Mirage, Company Guaranteed Notes | (BB , | |||
| Ba2) | 10/01/09 | 6.000 | 250,000 | ||
| 450 | MGM Mirage, Company Guaranteed Notes | (BB , | |||
| Ba2) | 09/15/10 | 8.500 | 490,500 | ||
| 450 | MGM Mirage, Company Guaranteed Notes § | (B+ , | |||
| Ba3) | 02/01/11 | 8.375 | 486,000 | ||
| 1,000 | MGM Mirage, Global Senior Notes | (BB , | |||
| Ba2) | 09/01/12 | 6.750 | 1,022,500 | ||
| 250 | MTR Gaming Group, Inc., Series B, Global | ||||
| Company Guaranteed Notes (Callable 04/01/07 | |||||
| @ $104.88) | (B+ , | ||||
| B2) | 04/01/10 | 9.750 | 265,000 | ||
| 1,000 | OED Corp., Global Company Guaranteed Notes | ||||
| (Callable 04/15/08 @ $104.38) | (B , | ||||
| B2) | 04/15/12 | 8.750 | 985,000 | ||
| 400 | Resorts International Hotel & Casino, Inc., | ||||
| Global | |||||
| Company Guaranteed Notes (Callable 03/15/07 | |||||
| @ $106.00) § | (B , | ||||
| B2) | 03/15/09 | 11.500 | 444,000 | ||
| 450 | Station Casinos, Inc., Global Senior | ||||
| Subordinated | |||||
| Notes (Callable 03/01/09 @ $102.58) § | (B+ , | ||||
| Ba3) | 03/01/16 | 6.875 | 459,563 | ||
| 335 | Waterford Gaming LLC, Rule 144A, Senior Notes | ||||
| (Callable 09/15/08 @ $103.55) | (B+ , | ||||
| B1) | 09/15/12 | 8.625 | 358,450 | ||
| 250 | Wheeling Island Gaming, Inc., Global Company | ||||
| Guaranteed Notes (Callable 12/15/06 @ $102.53) | (B+ , | ||||
| B3) | 12/15/09 | 10.125 | 262,813 | ||
| 1,000 | Wynn Las Vegas LLC, Global First Mortgage Notes | ||||
| (Callable 12/01/09 @ $103.31) § | (B+ , | ||||
| B2) | 12/01/14 | 6.625 | 978,750 | ||
| 17,549,950 | |||||
| Healthcare Facilities/Supplies (6.8%) | |||||
| 500 | AMR HOLDCO/EMCARE HOLDCO, Global Senior | ||||
| Subordinated Notes (Callable 02/15/10 @ $105.00) | (B- , | ||||
| Caa1) | 02/15/15 | 10.000 | 535,000 | ||
| 1,800 | CDRV Investors, Inc., Global Senior Discount | ||||
| Notes (Callable 01/01/10 @ $104.81) + | (B- , | ||||
| Caa2) | 01/01/15 | 0.000 | 1,174,500 | ||
| 1,000 | Concentra Operating Corp., Global Company | ||||
| Guaranteed Notes (Callable 08/15/07 @ $104.75) | (B- , | ||||
| B3) | 08/15/10 | 9.500 | 1,042,500 | ||
| 1,000 | Extendicare Health Services, Inc., Senior | ||||
| Subordinated Notes (Callable 05/01/09 @ $103.44) | (B , | ||||
| B2) | 05/01/14 | 6.875 | 982,500 | ||
| 750 | Fisher Scientific International, Inc., Global | ||||
| Senior | |||||
| Subordinated Notes (Callable 08/15/09 | |||||
| @ $103.38) | (BB+ , | ||||
| Ba2) | 08/15/14 | 6.750 | 782,812 | ||
| 500 | Hanger Orthopedic Group, Inc., Company | ||||
| Guaranteed Global Notes (Callable 02/15/06 | |||||
| @ $105.19) § | (CCC+ , | ||||
| B3) | 02/15/09 | 10.375 | 501,250 | ||
| 1,150 | HCA, Inc., Notes | (BB+ , | |||
| Ba2) | 10/01/12 | 6.300 | 1,150,143 |
| (000) | Ratings — (S&P/Moodys) | Maturity | Rate% | Value | |
|---|---|---|---|---|---|
| Healthcare Facilities/Supplies (continued) | |||||
| $ 1,025 | Iasis Healthcare, Global Senior Subordinated | ||||
| Notes (Callable 06/15/09 @ $104.38) | (B- , | ||||
| B3) | 06/15/14 | 8.750 | $ 1,054,469 | ||
| 1,000 | Medquest, Inc., Series B, Global Company | ||||
| Guaranteed Notes (Callable 08/15/07 @ $105.94) | (CCC+ , | ||||
| Caa1) | 08/15/12 | 11.875 | 925,000 | ||
| 1,500 | MQ Associates, Inc., Global Senior Discount | ||||
| Notes (Callable 08/15/08 @ $109.00) + | (CCC+ , | ||||
| Caa3) | 08/15/12 | 0.000 | 757,500 | ||
| 1,450 | Tenet Healthcare Corp., Global Senior Notes § | (B , | |||
| B3) | 07/01/14 | 9.875 | 1,457,250 | ||
| 500 | Tenet Healthcare Corp., Rule 144A, Senior | ||||
| Notes § | (B , | ||||
| B3) | 02/01/15 | 9.250 | 492,500 | ||
| 1,665 | Triad Hospitals, Inc., Senior Notes (Callable | ||||
| 05/15/08 @ $103.50) | (BB- , | ||||
| B2) | 05/15/12 | 7.000 | 1,717,031 | ||
| 1,275 | Universal Hospital Services, Inc., Global Senior | ||||
| Notes (Callable 11/01/07 @ $105.06) | (B- , | ||||
| B3) | 11/01/11 | 10.125 | 1,326,000 | ||
| 1,600 | Vanguard Health Holding Company LLC, Global | ||||
| Senior Subordinated Notes (Callable 10/01/09 | |||||
| @ $104.50) § | (CCC+ , | ||||
| Caa1) | 10/01/14 | 9.000 | 1,696,000 | ||
| 15,594,455 | |||||
| Home Builders (3.2%) | |||||
| 950 | Ashton Woods USA/Finance, Rule 144A Senior | ||||
| Subordinated Note (Callable 10/01/10 | |||||
| @ $104.75) | (B- , | ||||
| B3) | 10/01/15 | 9.500 | 889,437 | ||
| 625 | K Hovnanian Enterprises, Inc., Global Company | ||||
| Guaranteed Notes | (BB , | ||||
| Ba1) | 01/15/16 | 6.250 | 589,416 | ||
| 1,775 | KB Home, Senior Subordinated Notes | (BB- , | |||
| Ba2) | 12/15/08 | 8.625 | 1,899,575 | ||
| 900 | Standard Pacific Corp., Global Senior Notes | (BB , | |||
| Ba2) | 08/15/15 | 7.000 | 852,750 | ||
| 1,200 | Technical Olympic USA, Inc., Global Senior | ||||
| Subordinated Notes | (B- , | ||||
| B2) | 01/15/15 | 7.500 | 1,051,500 | ||
| 1,000 | WCI Communities, Inc., Global Company | ||||
| Guaranteed Notes (Callable 05/01/07 @ $104.56) | (B+ , | ||||
| Ba3) | 05/01/12 | 9.125 | 1,025,000 | ||
| 1,000 | William Lyon Homes, Inc., Company Guaranteed | ||||
| Notes (Callable 04/01/08 @ $105.38) § | (B , | ||||
| B2) | 04/01/13 | 10.750 | 1,040,000 | ||
| 7,347,678 | |||||
| Industrial (1.2%) | |||||
| 1,000 | Altra Industrial Motion, Inc., Rule 144A, | ||||
| Secured | |||||
| Notes (Callable 12/01/08 @ $104.50) # | (CCC+ , | ||||
| B3) | 12/01/11 | 9.750 | 997,500 | ||
| 1,000 | Amsted Industries, Inc., Rule 144A, Senior Notes | ||||
| (Callable 10/15/07 @ $105.12) § | (B , | ||||
| B3) | 10/15/11 | 10.250 | 1,080,000 | ||
| 450 | Amtrol, Inc., Senior Subordinated Notes § | (CCC- , | |||
| Caa3) | 12/31/06 | 10.625 | 432,984 | ||
| 200 | Coleman Cable, Inc., Global Company Guaranteed | ||||
| Notes (Callable 10/01/08 @ $104.94) | (B- , | ||||
| B3) | 10/01/12 | 9.875 | 167,000 | ||
| 2,677,484 | |||||
| Leisure (3.2%) | |||||
| 1,355 | Affinity Group, Inc., Global Senior Subordinated | ||||
| Notes (Callable 02/15/08 @ $105.44) | (B- , | ||||
| Caa1) | 02/15/12 | 10.875 | 1,307,933 | ||
| 2,000 | AMC Entertainment, Inc., Global Senior | ||||
| Subordinated Notes (Callable 03/01/09 | |||||
| @ $104.00) | (CCC+ , | ||||
| B3) | 03/01/14 | 8.000 | 1,740,000 | ||
| 250 | Bally Total Fitness Holding Corp., Global Senior | ||||
| Notes (Callable 07/15/07 @ $105.25) | (CCC- , | ||||
| Caa1) | 07/15/11 | 10.500 | 259,375 | ||
| 500 | Bluegreen Corp., Series B, Company Guaranteed | ||||
| Notes (Callable 04/01/06 @ $100.00) | (B- , | ||||
| B3) | 04/01/08 | 10.500 | 502,500 | ||
| 1,150 | Cinemark, Inc., Global Senior Discount Notes | ||||
| (Callable 03/15/09 @ $104.88) + | (B- , | ||||
| Caa1) | 03/15/14 | 0.000 | 845,250 |
| (000) | Ratings — (S&P/Moodys) | Maturity | Rate% | Value | |
|---|---|---|---|---|---|
| Leisure (continued) | |||||
| $ 650 | Icon Health & Fitness, Inc., Global | ||||
| Company | |||||
| Guaranteed Notes (Callable 04/01/07 | |||||
| @ $105.62) § | (CCC- , | ||||
| Caa3) | 04/01/12 | 11.250 | $ 636,188 | ||
| 950 | Six Flags, Inc., Global Senior Notes | ||||
| (Callable | |||||
| 02/01/06 @ $104.44) | (CCC , | ||||
| Caa1) | 02/01/10 | 8.875 | 969,000 | ||
| 1,050 | Six Flags, Inc., Global Senior Notes | ||||
| (Callable | |||||
| 06/01/09 @ $104.81) | (CCC , | ||||
| Caa1) | 06/01/14 | 9.625 | 1,073,625 | ||
| 7,333,871 | |||||
| Lodging (0.5%) | |||||
| 650 | Host Marriott LP, Global Senior Notes | ||||
| (Callable | |||||
| 11/01/08 @ 103.56) § | (BB- , | ||||
| Ba2) | 11/01/13 | 7.125 | 671,937 | ||
| 525 | Host Marriott LP, Series O, Global | ||||
| Company | |||||
| Guaranteed Notes (Callable 03/15/10 | |||||
| @ $103.19) § | (BB- , | ||||
| Ba2) | 03/15/15 | 6.375 | 521,063 | ||
| 1,193,000 | |||||
| Metals & Mining (3.9%) | |||||
| 900 | AK Steel Corp., Global Company | ||||
| Guaranteed | |||||
| Notes (Callable 06/15/07 @ $103.88) | (B+ , | ||||
| B1) | 06/15/12 | 7.750 | 882,000 | ||
| 1,000 | Aleris International, Inc., Global | ||||
| Company | |||||
| Guaranteed Notes (Callable 11/15/09 @ | |||||
| $104.50) | (B , | ||||
| NR) | 11/15/14 | 9.000 | 1,050,000 | ||
| 1,600 | Alpha Natural Resources LLC, Global | ||||
| Company | |||||
| Guaranteed Notes (Callable 06/01/08 @ $105.00) | |||||
| # | (B- , | ||||
| B3) | 06/01/12 | 10.000 | 1,768,000 | ||
| 1,000 | Edgen Acquisition Corp., Global Secured | ||||
| Notes | (B- , | ||||
| B3) | 02/01/11 | 9.875 | 995,000 | ||
| 1,100 | International Steel Group, Inc., Global | ||||
| Senior | |||||
| Notes § | (BBB- , | ||||
| Ba1) | 04/15/14 | 6.500 | 1,127,500 | ||
| 725 | Southern Copper Corp., Global Senior | ||||
| Notes | (BBB- , | ||||
| Ba1) | 07/27/35 | 7.500 | 727,997 | ||
| 1,000 | UCAR Finance, Inc., Global Company | ||||
| Guaranteed | |||||
| Notes (Callable 02/15/07 @ $105.13) | (B- , | ||||
| B2) | 02/15/12 | 10.250 | 1,071,250 | ||
| 750 | WCI Steel, Inc., Series B, Senior Secured Notes | ||||
| ø | (NR , | ||||
| NR) | 12/01/49 | 10.000 | 498,750 | ||
| 1,000 | Wise Metals Group LLC, Global Secured | ||||
| Notes | |||||
| (Callable 05/15/08 @ $105.13) § | (CCC+ , | ||||
| Caa1) | 05/15/12 | 10.250 | 695,000 | ||
| 8,815,497 | |||||
| Paper & Forest Products (3.2%) | |||||
| 1,000 | Appleton Papers, Inc., Series B, Senior | ||||
| Subordinated Notes (Callable 06/15/09 @ | |||||
| $104.88) | (B+ , | ||||
| B3) | 06/15/14 | 9.750 | 955,000 | ||
| 550 | Boise Cascade LLC, Global Company | ||||
| Guaranteed | |||||
| Notes (Callable 10/15/09 @ $103.56) | (B+ , | ||||
| B2) | 10/15/14 | 7.125 | 510,125 | ||
| 615 | Caraustar Industries, Inc., Global | ||||
| Company | |||||
| Guaranteed Notes (Callable 04/01/06 | |||||
| @ $105.25) § | (B- , | ||||
| Caa1) | 04/01/11 | 9.875 | 649,594 | ||
| 1,000 | Cellu Tissue Holdings, Secured Notes | ||||
| (Callable | |||||
| 03/15/07 @ $107.31) | (B , | ||||
| B2) | 03/15/10 | 9.750 | 990,000 | ||
| 750 | Georgia-Pacific Corp., Global Senior | ||||
| Notes | (B , | ||||
| B2) | 01/15/24 | 8.000 | 735,000 | ||
| 1,550 | Newark Group, Inc., Global Senior | ||||
| Subordinated | |||||
| Notes (Callable 03/15/09 @ $104.88) | (B- , | ||||
| Caa1) | 03/15/14 | 9.750 | 1,379,500 | ||
| 375 | Newpage Corp., Global Secured Notes | ||||
| (Callable | |||||
| 05/01/09 @ $106.00) § | (CCC+ , | ||||
| B3) | 05/01/12 | 10.000 | 380,625 | ||
| 1,900 | Stone Container Corp., Global Senior | ||||
| Notes | |||||
| (Callable 07/01/07 @ $104.19) § | (CCC+ , | ||||
| B2) | 07/01/12 | 8.375 | 1,828,750 | ||
| 7,428,594 |
| (000) | Ratings — (S&P/Moodys) | Maturity | Rate% | Value | |
|---|---|---|---|---|---|
| Pharmaceuticals (0.3%) | |||||
| $ 700 | Athena Neurosciences Finance | ||||
| LLC, Company | |||||
| Guaranteed Notes | (B , B3) | 02/21/08 | 7.250 | $ 693,000 | |
| Publishing (6.1%) | |||||
| 1,000 | American Media | ||||
| Operations, Inc., Global Company | |||||
| Guaranteed Notes (Callable | |||||
| 05/01/06 @ $105.13) | (CCC , Caa1) | 05/01/09 | 10.250 | 920,000 | |
| 1,250 | CBD Media Holdings, Global | ||||
| Senior Notes | |||||
| (Callable 07/15/08 @ | |||||
| $104.63) | (CCC+ , Caa2) | 07/15/12 | 9.250 | 1,273,437 | |
| 1,725 | Cenveo Corp., Global Senior | ||||
| Subordinated Notes | |||||
| (Callable 12/01/08 @ $103.94) | |||||
| § | (B- , B3) | 12/01/13 | 7.875 | 1,690,500 | |
| 500 | Dex Media, Inc., Global Discount | ||||
| Notes (Callable | |||||
| 11/15/08 @ $104.50) | |||||
| +§ | (B , B3) | 11/15/13 | 0.000 | 415,000 | |
| 1,500 | Dex Media, Inc., | ||||
| Global Discount Notes (Callable | |||||
| 01/15/08 @ $104.50) | |||||
| + | (B , B3) | 11/15/13 | 0.000 | 1,245,000 | |
| 900 | Dex Media, Inc., Global Notes | ||||
| (Callable 11/15/08 | |||||
| @ $104.00) | (B , B3) | 11/15/13 | 8.000 | 929,250 | |
| 1,150 | Haights Cross Operating Co., | ||||
| Global Company | |||||
| Guaranteed Notes (Callable | |||||
| 08/15/08 @ $105.88) | (CCC , Caa1) | 08/15/11 | 11.750 | 1,214,688 | |
| 750 | Houghton Mifflin Co., Global | ||||
| Senior Discount | |||||
| Notes (Callable 10/15/08 @ | |||||
| $105.75) +§ | (B- , Caa2) | 10/15/13 | 0.000 | 616,875 | |
| 1,000 | Houghton Mifflin Co., Global | ||||
| Senior Subordinated | |||||
| Notes (Callable 02/01/08 @ | |||||
| $104.94) | (B- , Caa1) | 02/01/13 | 9.875 | 1,085,000 | |
| 1,835 | R.H. Donnelley Corp., Rule 144A, | ||||
| Senior Discount | |||||
| Notes (Callable 01/15/09 @ | |||||
| $103.44) | (B , Caa1) | 01/15/13 | 6.875 | 1,692,787 | |
| 350 | Vertis, Inc., Global Secured | ||||
| Notes (Callable | |||||
| 04/01/06 @ $105.19) | (CCC , B3) | 04/01/09 | 9.750 | 364,000 | |
| 890 | Vertis, Inc., Series B, Global | ||||
| Company Guaranteed | |||||
| Notes (Callable 06/15/06 @ | |||||
| $105.44) § | (CCC , Caa1) | 06/15/09 | 10.875 | 876,650 | |
| 1,650 | WDAC Subsidiary Corp., Rule | ||||
| 144A, Senior Notes | |||||
| (Callable 12/01/09 @ $104.19) | |||||
| § | (CCC+ , Caa1) | 12/01/14 | 8.375 | 1,612,875 | |
| 13,936,062 | |||||
| Restaurants (2.7%) | |||||
| 850 | Buffets, Inc., Global Senior | ||||
| Subordinated Notes | |||||
| (Callable 07/15/06 @ $105.62) | |||||
| § | (CCC , B3) | 07/15/10 | 11.250 | 887,188 | |
| 1,350 | Dennys Corp., Global Company | ||||
| Guaranteed Notes | |||||
| (Callable 10/01/08 @ $105.00) | |||||
| § | (CCC+ , Caa1) | 10/01/12 | 10.000 | 1,387,125 | |
| 250 | Friendly Ice Cream Corp., Global | ||||
| Senior Notes | |||||
| (Callable 06/15/08 @ | |||||
| $104.19) | (B- , B2) | 06/15/12 | 8.375 | 226,875 | |
| 1,000 | Mortons Restaurant Group, Inc., | ||||
| Global Secured | |||||
| Notes (Callable 07/01/07 @ | |||||
| $105.30) | (B- , B2) | 07/01/10 | 7.500 | 1,082,500 | |
| 1,000 | OCharleys, | ||||
| Inc., Global Senior Subordinated Notes | |||||
| (Callable 11/01/08 @ $104.50) | |||||
| § | (B , Ba3) | 11/01/13 | 9.000 | 1,025,000 | |
| 1,083 | Romacorp, Inc., Senior | ||||
| Notes | (NR , NR) | 12/31/08 | 10.500 | 270,772 | |
| 550 | Sbarro, Inc., Company Guaranteed | ||||
| Notes (Callable | |||||
| 09/15/06 @ $101.83) | |||||
| § | (CCC+ , Caa2) | 09/15/09 | 11.000 | 555,500 | |
| 1,000 | Uno Restaurant Corp., Rule 144A, | ||||
| Senior Notes | |||||
| (Callable 02/15/08 @ $110.00) | |||||
| | (B- , B3) | 02/15/11 | 10.000 | 847,500 | |
| 6,282,460 |
| (000) | Ratings — (S&P/Moodys) | Maturity | Rate% | Value | |
|---|---|---|---|---|---|
| Retail-Food & Drug (3.4%) | |||||
| $ 525 | Delhaize America, Inc., Global Company | ||||
| Guaranteed Notes | (BB+ , | ||||
| Ba1) | 04/15/11 | 8.125 | $ 573,126 | ||
| 1,750 | Duane Reade, Inc., Global Senior Subordinated | ||||
| Notes (Callable 08/01/08 @ $104.88) § | (CCC- , | ||||
| Caa3) | 08/01/11 | 9.750 | 1,286,250 | ||
| 600 | General Nutrition Center, Global Company | ||||
| Guaranteed Notes (Callable 01/15/08 @ $104.31) | (B- , | ||||
| B3) | 01/15/11 | 8.625 | 591,000 | ||
| 1,000 | Gregg Appliances, Inc., Senior Note (Callable | ||||
| 02/01/09 @ $104.50) | (B , | ||||
| B2) | 02/01/13 | 9.000 | 917,500 | ||
| 500 | Ingles Markets, Inc., Global Company Guaranteed | ||||
| Notes (Callable 12/01/06 @ $104.44) § | (B , | ||||
| B3) | 12/01/11 | 8.875 | 527,500 | ||
| 1,000 | Rite Aid Corp., Global Company Guaranteed Notes | ||||
| (Callable 01/15/10 @ $103.75) | (B+ , | ||||
| B2) | 01/15/15 | 7.500 | 962,500 | ||
| 1,775 | Stater Brothers Holdings, Inc., Global Senior | ||||
| Notes | |||||
| (Callable 06/15/08 @ $104.06) § | (BB- , | ||||
| B1) | 06/15/12 | 8.125 | 1,775,000 | ||
| 1,000 | Stripes Acquisition LLC, Rule 144A, Senior Notes | ||||
| (Callable 12/15/09 @ $105.31) | (B , | ||||
| B2) | 12/15/13 | 10.625 | 1,040,000 | ||
| 7,672,876 | |||||
| Retail Stores (4.7%) | |||||
| 950 | Asbury Automotive Group, Inc., Global Company | ||||
| Guaranteed Notes (Callable 06/15/07 @ $104.50) § | (B , | ||||
| B3) | 06/15/12 | 9.000 | 969,000 | ||
| 1,250 | Brookstone Company, Inc., Rule 144A, Secured | ||||
| Notes (Callable 10/15/09 @ $106.00) § | (B , | ||||
| B3) | 10/15/12 | 12.000 | 1,162,500 | ||
| 1,000 | CSK Auto, Inc., Global Company Guaranteed Notes | ||||
| (Callable 01/15/09 @ $103.50) | (B- , | ||||
| B2) | 01/15/14 | 7.000 | 917,500 | ||
| 950 | Finlay Fine Jewelry Corp., Global Senior Notes | ||||
| (Callable 06/01/08 @ $104.19) § | (B , | ||||
| B3) | 06/01/12 | 8.375 | 847,875 | ||
| 1,175 | GSC Holdings Corp., Rule 144A, Global Company | ||||
| Guaranteed Notes (Callable 10/01/09 | |||||
| @ $104.00) § | (B+ , | ||||
| Ba3) | 10/01/12 | 8.000 | 1,147,094 | ||
| 500 | Intcomex, Inc., Rule 144A, Secured Notes | ||||
| (Callable | |||||
| 01/15/07 @ $106.00) | (B- , | ||||
| Caa1) | 01/15/11 | 11.750 | 490,000 | ||
| 825 | JC Penney Company, Inc., Series MTNA, Notes | (BB+ , | |||
| Ba1) | 10/15/15 | 6.875 | 889,120 | ||
| 1,045 | Movie Gallery, Inc., Global Senior Unsecured | ||||
| Notes | |||||
| (Callable 05/01/08 @ $105.50) | (CCC , | ||||
| B3) | 05/01/12 | 11.000 | 792,894 | ||
| 500 | Nebraska Book Company, Inc., Global Senior | ||||
| Subordinated Notes (Callable 03/15/08 @ $104.31) | (CCC+ , | ||||
| Caa1) | 03/15/12 | 8.625 | 467,500 | ||
| 815 | Neiman Marcus Group, Inc., Rule 144A, Senior | ||||
| Subordinated Notes (Callable 10/15/10 | |||||
| @ $105.19) § | (B- , | ||||
| B3) | 10/15/15 | 10.375 | 844,544 | ||
| 1,400 | Southern States Cooperative, Inc., Rule 144A, | ||||
| Senior Notes (Callable 11/01/07 @ $108.00) | (B , | ||||
| B3) | 11/01/10 | 10.500 | 1,470,000 | ||
| 750 | United Auto Group, Inc., Global Company | ||||
| Guaranteed Notes (Callable 03/15/07 @ $104.81) | (B , | ||||
| B3) | 03/15/12 | 9.625 | 800,625 | ||
| 10,798,652 | |||||
| Satellite (1.3%) | |||||
| 1,000 | EchoStar DBS Corp., Global Company Guaranteed | ||||
| Notes § | (BB- , | ||||
| Ba3) | 10/01/14 | 6.625 | 975,000 | ||
| 1,000 | PanAmSat Corp., Global Company Guaranteed | ||||
| Notes (Callable 08/15/09 @ $104.50) | (B+ , | ||||
| B1) | 08/15/14 | 9.000 | 1,056,250 | ||
| 1,000 | Sirius Satellite Radio, Inc., Global Senior | ||||
| Unsecured Notes (Callable 09/01/09 @ $104.81) | (CCC , | ||||
| Caa1) | 08/01/13 | 9.625 | 987,500 | ||
| 3,018,750 |
| (000) | Ratings — (S&P/Moodys) | Maturity | Rate% | Value | |
|---|---|---|---|---|---|
| Secondary Oil & Gas Producers (1.6%) | |||||
| $ 1,933 | Chesapeake Energy Corp., Senior Notes | ||||
| (Callable | |||||
| 01/15/09 @ $103.44) | (BB , | ||||
| Ba2) | 01/15/16 | 6.875 | $ 1,981,325 | ||
| 450 | Fisher Communications, Inc., Global Senior | ||||
| Notes | |||||
| (Callable 09/15/09 @ $104.31) | (B- , | ||||
| B2) | 09/15/14 | 8.625 | 475,313 | ||
| 423 | Magnum Hunter Resources, Inc., Global | ||||
| Company | |||||
| Guaranteed Notes (Callable 03/15/07 @ | |||||
| $104.80) | (B+ , | ||||
| Ba3) | 03/15/12 | 9.600 | 460,541 | ||
| 200 | Range Resources Corp., Global Company | ||||
| Guaranteed Notes (Callable 03/15/10 @ | |||||
| $103.19) | (B , | ||||
| B2) | 03/15/15 | 6.375 | 200,500 | ||
| 600 | Whiting Petroleum Corp., Global Senior | ||||
| Subordinated Notes (Callable 05/01/08 @ | |||||
| $103.63) | (B- , | ||||
| B2) | 05/01/12 | 7.250 | 615,750 | ||
| 3,733,429 | |||||
| Services-Other (6.3%) | |||||
| 1,250 | Allied Security Escrow Corp., Global | ||||
| Senior | |||||
| Subordinated Notes (Callable 07/15/08 | |||||
| @ $105.69) | (CCC+ , | ||||
| Caa1) | 07/15/11 | 11.375 | 1,193,750 | ||
| 750 | Cardtronics, Inc., Rule 144A, Senior | ||||
| Subordinated Notes (Callable 08/15/09 | |||||
| @ 104.63) | (B- , | ||||
| Caa1) | 08/15/13 | 9.250 | 755,625 | ||
| 500 | Corrections Corporation of America, | ||||
| Senior | |||||
| Notes, (Callable 05/01/07 @ $103.75) | (BB- , | ||||
| Ba3) | 05/01/11 | 7.500 | 518,125 | ||
| 1,000 | DI FINANCE/DYNCORP INTL, Senior | ||||
| Subordinated Note (Callable 02/15/09 @ | |||||
| 104.75) | (B- , | ||||
| Caa1) | 02/15/13 | 9.500 | 1,035,000 | ||
| 600 | Hertz Corp., Rule 144A Senior | ||||
| Subordinated | |||||
| Notes (Callable 01/01/11 @ $105.25) § | (B , | ||||
| B3) | 01/01/16 | 10.500 | 630,000 | ||
| 500 | Hertz Corp., Rule 144A, Senior Notes | ||||
| (Callable | |||||
| 01/01/10 @ $104.44) | (B , | ||||
| B1) | 01/01/14 | 8.875 | 518,750 | ||
| 1,000 | HydroChem Industrial Services, Inc., Rule | ||||
| 144A, | |||||
| Senior Subordinated Notes (Callable | |||||
| 02/15/09 | |||||
| @ $104.63) | (CCC+ , | ||||
| Caa1) | 02/15/13 | 9.250 | 975,000 | ||
| 1,000 | Integrated Alarm Services Group, Inc., | ||||
| Rule | |||||
| 144A, Secured Notes (Callable 11/15/08 | |||||
| @ $106.00) # | (B- , | ||||
| B3) | 11/15/11 | 12.750 | 985,000 | ||
| 750 | Iron Mountain, Inc., Company Guaranteed | ||||
| Notes | |||||
| (Callable 04/01/06 @ $104.31) | (B , | ||||
| Caa1) | 04/01/13 | 8.625 | 785,625 | ||
| 250 | Iron Mountain, Inc., Company Guaranteed | ||||
| Notes | |||||
| (Callable 07/01/08 @ $103.31) | (B , | ||||
| Caa1) | 01/01/16 | 6.625 | 236,250 | ||
| 980 | La Petite Academy, Inc., Series B, | ||||
| Company | |||||
| Guaranteed Notes (Callable 05/15/06 @ $100.00) | |||||
| § | (CC , | ||||
| Ca) | 05/15/08 | 10.000 | 648,944 | ||
| 750 | Language Line, Inc., Global Senior Notes | ||||
| (Callable | |||||
| 06/15/08 @ 105.56) § | (CCC+ , | ||||
| Caa1) | 06/15/12 | 11.125 | 678,750 | ||
| 250 | Mac-Gray Corp., Senior Notes (Callable | ||||
| 08/15/10 | |||||
| @ $103.81) | (BB- , | ||||
| B1) | 08/15/15 | 7.625 | 253,125 | ||
| 1,000 | Muzak LLC/Muzak Finance Corp., Global | ||||
| Senior | |||||
| Notes (Callable 02/15/06 @ $105.00) | (CCC- , | ||||
| Caa2) | 02/15/09 | 10.000 | 890,000 | ||
| 1,000 | Rent-Way, Inc., Global Secured Notes | (B- , | |||
| B3) | 06/15/10 | 11.875 | 1,060,000 | ||
| 750 | Stewart Enterprises, Inc., Rule 144A, | ||||
| Senior | |||||
| Notes (Callable 02/15/09 @ $103.13) #§ | (BB- , | ||||
| B1) | 02/15/13 | 7.750 | 731,250 | ||
| 440 | United Rentals North America, Inc., | ||||
| Global | |||||
| Company Guaranteed Notes (Callable | |||||
| 02/15/08 | |||||
| @ $103.25) | (B+ , | ||||
| B3) | 02/15/12 | 6.500 | 435,600 | ||
| 1,275 | United Rentals North America, Inc., Global | ||||
| Senior | |||||
| Subordinated Notes (Callable 02/15/09 @ | |||||
| $103.50) | (B , | ||||
| Caa1) | 02/15/14 | 7.000 | 1,214,437 | ||
| 900 | Williams Scotsman, Inc., Global Company | ||||
| Guaranteed Notes (Callable 10/01/10 @ | |||||
| $104.25) | (B , | ||||
| B3) | 10/01/15 | 8.500 | 936,000 | ||
| 14,481,231 |
| (000) | Ratings — (S&P/Moodys) | Maturity | Rate% | Value | |
|---|---|---|---|---|---|
| Technology (3.9%) | |||||
| $ 1,300 | Amkor Technology, Inc., Global Senior | ||||
| Notes | |||||
| (Callable 05/15/08 @ $103.88) § | (CCC+ , | ||||
| Caa1) | 05/15/13 | 7.750 | $ 1,150,500 | ||
| 170 | Ampex Corp., Secured Notes ^ | (NR , | |||
| NR) | 08/15/08 | 12.000 | 170,129 | ||
| 900 | Magnachip Semiconductor, Global Senior | ||||
| Subordinated Notes (Callable 12/15/09 | |||||
| @ $104.00) § | (B- , | ||||
| B2) | 12/15/14 | 8.000 | 875,250 | ||
| 570 | Sanmina-SCI Corp., Global Company | ||||
| Guaranteed | |||||
| Notes (Callable 03/01/09 @ $103.38) § | (B , | ||||
| B1) | 03/01/13 | 6.750 | 547,200 | ||
| 725 | Sanmina-SCI Corp., Senior Subordinated | ||||
| Notes | |||||
| (Callable 03/01/11 @ $104.06) | (B , | ||||
| B1) | 03/01/16 | 8.125 | 725,000 | ||
| 650 | Spansion LLC, Rule 144A Senior Notes | ||||
| (Callable | |||||
| 01/15/11 @ $105.63) | (B , | ||||
| Caa1) | 01/15/16 | 11.250 | 617,500 | ||
| 1,750 | SunGard Data Systems, Inc., Rule 144A, | ||||
| Senior | |||||
| Subordinated Notes (Callable 08/15/10 | |||||
| @ $105.13) | (B- , | ||||
| Caa1) | 08/15/15 | 10.250 | 1,767,500 | ||
| 675 | SunGard Data | ||||
| Systems, Inc, Rule 144A, Senior | |||||
| Unsecured Notes | |||||
| (Callable 08/15/09 @ $104.56) | (B- , | ||||
| B3) | 08/15/13 | 9.125 | 705,375 | ||
| 1,000 | Viasystems, Inc., Global Senior | ||||
| Subordinated | |||||
| Notes (Callable 01/15/08 @ $105.25) | (CCC+ , | ||||
| Caa2) | 01/15/11 | 10.500 | 937,500 | ||
| 1,350 | Xerox Corp., Senior Notes (Callable | ||||
| 06/15/08 | |||||
| @ $103.81) | (BB- , | ||||
| Ba2) | 06/15/13 | 7.625 | 1,441,125 | ||
| 8,937,079 | |||||
| Textile/Apparel/Shoe Manufacturing (2.8%) | |||||
| 2,797 | BGF Industries, Inc., Series B, Senior | ||||
| Subordinated | |||||
| Notes (Callable 01/15/07 @ $100.00) | (CCC- , | ||||
| Ca) | 01/15/09 | 10.250 | 2,636,173 | ||
| 1,000 | Levi Strauss & Co., Global Senior Notes | ||||
| (Callable | |||||
| 01/15/10 @ $104.88) | (B- , | ||||
| Caa2) | 01/15/15 | 9.750 | 1,058,750 | ||
| 1,200 | Levi Strauss & Co., Global Senior Notes | ||||
| (Callable | |||||
| 12/15/07 @ $106.12) | (B- , | ||||
| Caa2) | 12/15/12 | 12.250 | 1,368,000 | ||
| 400 | Phillips-Van Heusen Corp., Global Senior | ||||
| Notes | |||||
| (Callable 02/15/08 @ $103.63) | (BB , | ||||
| B1) | 02/15/11 | 7.250 | 410,000 | ||
| 950 | Propex Fabrics, Inc., Global Company | ||||
| Guaranteed | |||||
| Notes (Callable 12/01/08 @ $105.00) | (B- , | ||||
| B3) | 12/01/12 | 10.000 | 850,250 | ||
| 6,323,173 | |||||
| Tower (0.4%) | |||||
| 825 | American Tower Corp., Class A, Global | ||||
| Senior | |||||
| Notes (Callable 10/15/08 @ $103.56) § | (BB- , | ||||
| B1) | 10/15/12 | 7.125 | 860,063 | ||
| Transportation/Other (0.2%) | |||||
| 651 | H-Lines Finance Holding Corp., Global | ||||
| Senior | |||||
| Discount Notes (Callable 04/01/08 @ $105.50) | |||||
| + | (CCC+ , | ||||
| Caa2) | 04/01/13 | 0.000 | 543,585 | ||
| Utilities (5.0%) | |||||
| 1,000 | AES Corp., Rule 144A, Secured Notes | ||||
| (Callable | |||||
| 05/15/08 @ $104.50) | (B+ , | ||||
| Ba3) | 05/15/15 | 9.000 | 1,100,000 | ||
| 1,000 | Allegheny Energy Supply Company LLC, | ||||
| Global | |||||
| Notes | (BB- , | ||||
| Ba3) | 03/15/11 | 7.800 | 1,080,000 | ||
| 1,100 | Aquila, Inc., Senior Notes | (B- , | |||
| B2) | 11/15/09 | 7.625 | 1,130,250 | ||
| 1,800 | Calpine Generating Company LLC, Global | ||||
| Secured | |||||
| Notes (Callable 04/01/08 @ $103.50) # | (D , | ||||
| Caa1) | 02/01/10 | 10.135 | 1,912,500 | ||
| 1,000 | CMS Energy Corp., Global Senior Notes § | (B+ , | |||
| B1) | 07/15/08 | 8.900 | 1,070,000 | ||
| 800 | CMS Energy Corp., Global Senior Notes | (B+ , | |||
| B1) | 08/01/10 | 7.750 | 846,000 | ||
| 350 | Edison Mission Energy, Global Senior | ||||
| Notes | (B+ , | ||||
| B1) | 08/15/08 | 10.000 | 382,375 | ||
| 1,300 | Edison Mission Energy, Senior Notes | (B+ , | |||
| B1) | 06/15/09 | 7.730 | 1,342,250 | ||
| 1,000 | Midwest Generation LLC, Global Secured | ||||
| Notes | |||||
| (Callable 05/01/09 @ $104.38) | (B , | ||||
| B1) | 05/01/34 | 8.750 | 1,100,000 | ||
| 186 | NRG Energy, Inc., Global Company | ||||
| Guaranteed | |||||
| Notes (Callable 12/15/08 @ $104.00) | (B , | ||||
| Ba3) | 12/15/13 | 8.000 | 208,320 |
| (000) | Ratings — (S&P/Moodys) | Maturity | Rate% | Value | |
|---|---|---|---|---|---|
| Utilities (continued) | |||||
| $ 625 | NRG Energy, | ||||
| Inc., Senior Notes (Callable 02/01/11 | |||||
| @ | |||||
| $103.69) | (B , B1) | 02/01/16 | 7.375 | $ 639,063 | |
| 500 | Sierra Pacific | ||||
| Resources, Global Senior Notes | |||||
| (Callable | |||||
| 03/15/09 @ $104.31) | (B- , B1) | 03/15/14 | 8.625 | 546,641 | |
| 11,357,399 | |||||
| Wireless (4.9%) | |||||
| 450 | AirGate PCS, | ||||
| Inc., Rule 144A, Secured Notes | |||||
| (Callable | |||||
| 01/01/07 @ $102.34) § | (CCC , Caa1) | 09/01/09 | 9.375 | 473,520 | |
| 600 | AirGate PCS, | ||||
| Inc., Secured Note (Callable | |||||
| 01/01/07 @ | |||||
| $102.34) § | (CCC , Caa1) | 09/01/09 | 9.375 | 631,500 | |
| 750 | Centennial | ||||
| Communications Corp., Global | |||||
| Company | |||||
| Guaranteed Notes (Callable 06/15/08 | |||||
| @ | |||||
| $105.06) | (CCC , B3) | 06/15/13 | 10.125 | 825,000 | |
| 495 | Dobson Cellular | ||||
| Systems, Global Secured Notes | |||||
| (Callable | |||||
| 11/01/08 @ $104.94) | (CCC , B2) | 11/01/12 | 9.875 | 546,975 | |
| 1,150 | Dobson | ||||
| Communications Corp., Global Senior | |||||
| Notes (Callable | |||||
| 10/01/08 @ $104.44) § | (CCC , Caa2) | 10/01/13 | 8.875 | 1,164,375 | |
| 750 | Horizon PCS, | ||||
| Inc., Global Company Guaranteed | |||||
| Notes (Callable | |||||
| 07/15/08 @ $105.69) | (CCC , B3) | 07/15/12 | 11.375 | 868,125 | |
| 850 | iPCS, Inc., | ||||
| Global Senior Notes (Callable 05/01/08 | |||||
| @ | |||||
| $105.75) | (CCC , B3) | 05/01/12 | 11.500 | 983,875 | |
| 500 | Nextel | ||||
| Communications, Inc., Series D, Senior | |||||
| Notes (Callable | |||||
| 08/01/08 @ $103.69) § | (A- , Baa2) | 08/01/15 | 7.375 | 528,818 | |
| 500 | Rural Cellular | ||||
| Corp., Global Senior Notes (Callable | |||||
| 08/01/07 @ | |||||
| $104.94) § | (CCC , Caa1) | 02/01/10 | 9.875 | 540,000 | |
| 1,250 | Rural Cellular | ||||
| Corp., Global Senior Subordinated | |||||
| Notes (Callable | |||||
| 01/15/07 @ $103.25) § | (CCC , Caa2) | 01/15/10 | 9.750 | 1,281,250 | |
| 675 | Rural Cellular | ||||
| Corp., Rule 144A, Senior | |||||
| Subordinated | |||||
| Notes (Callable 11/01/07 | |||||
| @ $102.00) | |||||
| #§ | (CCC , Caa2) | 02/01/12 | 10.041 | 696,937 | |
| 1,875 | Triton PCS, | ||||
| Inc., Global Company Guaranteed | |||||
| Notes (Callable | |||||
| 06/01/08 @ $104.25) | (CCC- , Caa1) | 06/01/13 | 8.500 | 1,781,250 | |
| 725 | Ubiquitel | ||||
| Operating Co., Global Senior Notes | |||||
| (Callable | |||||
| 03/01/07 @ $107.41) | (B- , Caa1) | 03/01/11 | 9.875 | 799,312 | |
| 11,120,937 | |||||
| TOTAL U.S. CORPORATE BONDS (Cost | |||||
| $306,070,308) | 304,129,447 | ||||
| FOREIGN CORPORATE BONDS (10.2%) | |||||
| Broadband (0.3%) | |||||
| $ 650 | Global Crossing | ||||
| UK Finance, Company Guaranteed | |||||
| Notes (Callable | |||||
| 12/15/09 @ $105.38) (United | |||||
| Kingdom) | (B- , Caa1) | 12/15/14 | 10.750 | 611,000 | |
| Building Products (0.2%) | |||||
| 1,250 | Maax Holdings, | ||||
| Inc., Global Senior Discount Notes | |||||
| (Callable | |||||
| 12/15/08 @ $105.63) (Canada) + | (CCC , Caa3) | 12/01/12 | 0.000 | 443,750 | |
| Cable (0.8%) | |||||
| 1,050 | Kabel | ||||
| Deutschland GmbH, Rule 144A, Senior | |||||
| Notes (Callable | |||||
| 07/01/09 @ $105.31) (Germany) | (B- , B2) | 07/01/14 | 10.625 | 1,107,750 | |
| 883 | Telenet Group | ||||
| Holding NV, Rule 144A, Discount | |||||
| Notes (Callable | |||||
| 12/15/08 @ $105.75) (Belgium) + | (CCC+ , Caa1) | 12/15/14 | 0.000 | 739,512 | |
| 1,847,262 |
| (000) | Ratings — (S&P/Moodys) | Maturity | Rate% | Value | |
|---|---|---|---|---|---|
| Chemicals (0.4%) | |||||
| $ 877 | Rhodia SA, Global Senior Notes (France) | (CCC+ , | |||
| B3) | 06/01/10 | 10.250 | $ 975,663 | ||
| Industrial - Other (0.5%) | |||||
| 1,000 | Ashtead Holdings PLC, Rule 144A, | ||||
| Secured | |||||
| Notes (Callable 08/01/10 @ $104.31) | (B , | ||||
| B2) | 08/01/15 | 8.625 | 1,055,000 | ||
| 1,021 | International Utility Structures, Inc., | ||||
| Yankee | |||||
| Senior Subordinated Notes (Callable | |||||
| 02/01/06 | |||||
| @ $100.00) (Canada) ^ø | (NR , | ||||
| NR) | 02/01/08 | 10.750 | 0 | ||
| 1,055,000 | |||||
| Leisure (0.6%) | |||||
| 1,250 | NCL Corp., Global Senior Notes | ||||
| (Callable | |||||
| 07/15/09 @ $105.31) (Bermuda) # | (B+ , | ||||
| B2) | 07/15/14 | 10.625 | 1,314,063 | ||
| Media (0.1%) | |||||
| 225 | Quebecor Media, Inc., Rule 144A, Senior | ||||
| Notes | |||||
| (Callable 3/15/11 @ $103.88) § | (B , | ||||
| B2) | 03/15/16 | 7.750 | 230,625 | ||
| Metals & Mining (0.8%) | |||||
| 1,000 | Gerdau Ameristeel Corp., Global Senior | ||||
| Notes | |||||
| (Callable 07/15/07 @ $105.38) (Canada) | (BB- , | ||||
| Ba3) | 07/15/11 | 10.375 | 1,107,500 | ||
| 650 | Ispat Inland ULC, Global Secured Notes | ||||
| (Callable | |||||
| 04/01/09 @ $104.88) (Canada) | (BBB+ , | ||||
| Baa3) | 04/01/14 | 9.750 | 750,750 | ||
| 1,858,250 | |||||
| Paper & Forest Products (1.5%) | |||||
| 650 | Abitibi-Consolidated, Inc., Global Notes | ||||
| (Canada) | (B+ , | ||||
| B1) | 06/15/11 | 7.750 | 612,625 | ||
| 650 | Abitibi-Consolidated, Inc., Yankee Senior | ||||
| Notes | |||||
| (Canada) § | (B+ , | ||||
| B1) | 04/01/15 | 8.375 | 614,250 | ||
| 750 | JSG Funding PLC, Global Senior Notes | ||||
| (Callable | |||||
| 10/01/07 @ $104.81) (Ireland) | (B- , | ||||
| B3) | 10/01/12 | 9.625 | 778,125 | ||
| 1,000 | JSG Funding PLC, Global Senior | ||||
| Subordinated | |||||
| Notes (Callable 01/31/10 @ $103.88) | |||||
| (Ireland) | (B- , | ||||
| Caa1) | 04/01/15 | 7.750 | 890,000 | ||
| 1,200 | Tembec Industries, Inc., Yankee Company | ||||
| Guaranteed Notes (Callable 06/30/06 @ | |||||
| $101.44) | |||||
| (Canada) | (CCC+ , | ||||
| B3) | 06/30/09 | 8.625 | 567,000 | ||
| 3,462,000 | |||||
| Pharmaceuticals (0.3%) | |||||
| 500 | Biovail Corp., Yankee Senior Subordinated | ||||
| Notes | |||||
| (Callable 04/01/06 @ 103.94) (Canada) § | (BB- , | ||||
| B2) | 04/01/10 | 7.875 | 519,375 | ||
| Publishing (0.3%) | |||||
| 850 | Quebecor World Capital Corp., Global | ||||
| Company | |||||
| Guaranteed Notes (Canada) | (BB , | ||||
| Ba3) | 11/15/13 | 6.125 | 746,167 | ||
| Retail-Food & Drug (0.7%) | |||||
| 1,725 | Jean Coutu Group (PJC), Inc., Global | ||||
| Senior | |||||
| Subordinated Notes (Callable 08/01/09 | |||||
| @ $104.25) (Canada) | (B- , | ||||
| Caa1) | 08/01/14 | 8.500 | 1,651,688 | ||
| Satellite (0.7%) | |||||
| 1,000 | Intelsat Bermuda, Ltd., Rule 144A, | ||||
| Senior | |||||
| Notes (Callable 07/15/06 @ $101.00) | |||||
| (Bermuda) # | (B+ , | ||||
| B2) | 07/17/12 | 9.609 | 1,022,500 | ||
| 650 | Intelsat, Ltd., Global Senior Notes | (B , | |||
| Caa1) | 11/01/08 | 5.250 | 598,000 | ||
| 1,620,500 |
| Par — (000) | Ratings — (S&P/Moodys) | Maturity | Rate% | Value | |
|---|---|---|---|---|---|
| Technology (1.3%) | |||||
| $ 1,175 | Celestica, Inc., Senior | ||||
| Subordinated Notes | |||||
| (Callable 07/01/08 @ $103.94) | |||||
| (Canada) | (B , B2) | 07/01/11 | 7.875 | $ 1,189,687 | |
| 450 | Flextronics International, Ltd., | ||||
| Global Senior | |||||
| Subordinated Notes (Callable | |||||
| 11/15/09 | |||||
| @ $103.13) (Singapore) | |||||
| § | (BB- , Ba2) | 11/15/14 | 6.250 | 441,000 | |
| 1,700 | New Asat, Ltd., Global Company | ||||
| Guaranteed | |||||
| Notes (Callable 02/01/08 @ | |||||
| $104.63) (Cayman | |||||
| Islands) | (B- , B3) | 02/01/11 | 9.250 | 1,360,000 | |
| 2,990,687 | |||||
| Transportation/Other (1.1%) | |||||
| 445 | Sea Containers, Ltd., Series B, | ||||
| Yankee Senior | |||||
| Notes (Bermuda) | (B , B3) | 02/15/08 | 7.875 | 436,100 | |
| 1,750 | Ship Finance International, | ||||
| Ltd., Global Senior | |||||
| Notes (Callable 12/15/08 @ | |||||
| $104.25) (Bermuda) | (B , B1) | 12/15/13 | 8.500 | 1,636,250 | |
| 500 | Titan Petrochemicals Group, | ||||
| Ltd., Rule 144A, | |||||
| Company Guaranteed Notes | |||||
| (Bermuda) | (B+ , B1) | 03/18/12 | 8.500 | 476,250 | |
| 2,548,600 | |||||
| Wireless (0.6%) | |||||
| 750 | Millicom International Cellular | ||||
| SA, Global Senior | |||||
| Notes (Callable 12/01/08 @ | |||||
| $105.00) | |||||
| (Luxembourg) # | (B- , B3) | 12/01/13 | 10.000 | 828,750 | |
| 500 | Rogers Wireless Communications, | ||||
| Inc., Global | |||||
| Secured Notes | |||||
| (Canada) | (BB , Ba3) | 03/15/15 | 7.500 | 545,000 | |
| 1,373,750 | |||||
| TOTAL FOREIGN CORPORATE BONDS (Cost | |||||
| $24,830,638) | 23,248,380 | ||||
| Number | |||||
| of | |||||
| Shares | |||||
| COMMON STOCKS (1.5%) | |||||
| Automobile Manufacturing/Vehicle Parts (0.0%) | |||||
| 774,557 | Cambridge Industries Liquidating | ||||
| Trust ^* | 0 | ||||
| Chemicals (0.1%) | |||||
| 4,893 | Huntsman Corp. * | 105,787 | |||
| Food Processors/Beverage/Bottling (0.4%) | |||||
| 845 | Crunch Equity Holdings, Class A | ||||
| * | 908,340 | ||||
| Healthcare Facilities/Supplies (0.0%) | |||||
| 464 | Magellan Health Services, Inc. | ||||
| * | 16,927 | ||||
| Utilities (0.7%) | |||||
| 58,527 | Mirant Corp. * | 1,638,756 | |||
| Wireless (0.3%) | |||||
| 99,764 | Dobson Communications Corp., | ||||
| Class A * | 740,249 | ||||
| TOTAL COMMON STOCKS (Cost $3,556,441) | 3,410,059 |
| of | ||
| Shares | Value | |
| WARRANTS (0.0%) | ||
| Broadband (0.0%) | ||
| 6,750 | GT Group Telecom, Inc., Rule 144A, | |
| strike price $0.00, expires 02/01/10 | ||
| ^* | $ 0 | |
| 5,980 | Ono Finance PLC, expires 05/31/09 * | 60 |
| 60 | ||
| Diversified Telecommunications (0.0%) | ||
| 3,000 | Versatel Telecom International NV, strike | |
| price | ||
| $2.81, expires 05/15/08 * | 3,751 | |
| Gaming (0.0%) | ||
| 106 | Windsor Woodmont Black Hawk, strike price | |
| $0.01, | ||
| expires 03/15/10 ^* | 0 | |
| Restaurants (0.0%) | ||
| 336 | New World Restaurant Group, Inc., strike | |
| price | ||
| $13.00, expires 06/20/06 * | 0 | |
| Technology (0.0%) | ||
| 5,000 | Asat Finance LLC, Rule 144A, strike price | |
| $18.60, | ||
| expires 11/01/06 * | 625 | |
| 204,293 | Viasystems, Inc., strike price $25.31, | |
| expires 01/31/10 ^* | 2,043 | |
| 2,668 | ||
| TOTAL WARRANTS (Cost $3,938,143) | 6,479 | |
| Par | ||
| (000) | ||
| REPURCHASE AGREEMENTS (22.9%) | ||
| $ 2,076 | Bear Stearns & Co., 4.37%, Dated 01/31/06, due | |
| 2/01/06, | ||
| proceeds at maturity $2,076,434 (fully | ||
| collateralized by | ||
| U.S. Treasury Strips, due 11/15/20, Market Value | ||
| of | ||
| collateral is $2,138,169)§§ | 2,076,182 | |
| 1,387 | Bear Stearns & Co., 4.50%, Dated 01/31/06, due | |
| 2/01/06, | ||
| proceeds at maturity $1,386,998 (fully | ||
| collateralized by | ||
| U.S. Treasury Strips, due 11/15/20, Market Value of | ||
| collateral | ||
| is $1,427,098)§§ | 1,386,825 | |
| 2,767 | Bear Stearns & Co., 3.375%, Dated 01/31/06, due | |
| 02/01/06, | ||
| proceeds at maturity $2,767,597 (fully | ||
| collateralized by | ||
| U.S. Treasury Strips, due 11/15/20, Market Value of | ||
| collateral | ||
| is $2,849,240)§§ | 2,767,338 |
| Par — (000) | Value | |
|---|---|---|
| REPURCHASE AGREEMENTS (continued) | ||
| $ 46,218 | Bear Stearns & Co., 4.50%, Dated 01/31/06, due | |
| 02/01/06, | ||
| proceeds at maturity $46,224,192, (fully collateralized | ||
| by | ||
| U.S. Treasury Strips, due 11/15/20, | ||
| Freddie Mac CMO/ Series 2090, due 10/15/28, | ||
| Fannie Mae REMIC Trust, due 01/25/24, | ||
| Fannie Mae Strips CMO/Series, due 6/01/29, | ||
| GNMA, due 05/16/29, | ||
| Ginnie Mae REMIC Trust, due 11/16/29, | ||
| Ginnie Mae REMIC Trust, due 10/16/30, | ||
| Fannie Mae CMO/Series 2000-37, due 11/25/30, | ||
| Freddie Mac, due 04/15/31, | ||
| Fannie Mae, due 06/25/31, | ||
| Fannie Mae, due 12/25/31, | ||
| Fannie Mae CMO/Series 2001-81, due 01/18/32, | ||
| Ginnie Mae CMO/Series 2001-61, due 09/20/30, | ||
| Freddie Mac, due 06/15/31, | ||
| Ginnie Mae CMO/Series 2002-20, due 03/20/32, | ||
| Fannie Mae, due 06/25/32, | ||
| Fannie Mae CMO/Series 2002-52, due 09/18/32, | ||
| Fannie Mae CMO/Series 2002-71, due 11/25/32, | ||
| Freddie Mac, due 06/15/29, | ||
| Fannie Mae CMO/Series 2002-82, due 02/25/32, | ||
| Ginnie Mae CMO/Series 2002-76, due 12/20/29, | ||
| Fannie Mae CMO/Series 2002-95, due 02/25/17, | ||
| Ginnie Mae CMO /Series 2003-001, due 06/16/31, | ||
| Fannie Mae CMO/Series 2003-14, due 03/25/33, | ||
| Fannie Mae CMO/Series 2003-20, 10/25/16, | ||
| Fannie Mae, due 01/25/32, | ||
| Fannie Mae CMO/Series 2003-43, due 05/25/33, | ||
| Fannie Mae CMO/Series 2003-35, due 02/25/33, | ||
| Freddie Mac CMO/Series 2601, due 11/15/17, | ||
| Freddie Mac, due 04/15/17, | ||
| Fannie Mae CMO/Series 2003-48, due 06/25/18, | ||
| Fannie Mae CMO/Series 2003-52, due 07/25/17, | ||
| Freddie Mac, due 09/15/31, | ||
| Fannie Mae CMO/Series 2003-67, due 08/25/17, | ||
| Fannie Mae, due 08/25/18, | ||
| Market Value of collateral | ||
| is $47,187,016)§§ | $ 46,218,415 | |
| TOTAL REPURCHASE AGREEMENTS (Cost | ||
| $52,448,760) | 52,448,760 | |
| Number | ||
| of | ||
| Shares | ||
| SHORT TERM INVESTMENTS (13.1%) | ||
| 15,000,000 | American Beacon Money Market Fund §§ | 15,000,000 |
| 15,000,000 | Reserve Funds Primary Fund Class 8 §§ | 15,000,000 |
| TOTAL SHORT TERM INVESTMENTS (Cost | ||
| $30,000,000) | 30,000,000 | |
| TOTAL INVESTMENTS AT VALUE (180.7%) (Cost | ||
| $420,844,290) | 413,243,125 | |
| LIABILITIES IN EXCESS OF OTHER ASSETS (-80.7%) | (184,490,070) | |
| NET ASSETS (100.0%) | $ 228,753,055 |
INVESTMENT ABBREVIATIONS MTNA = Medium Term Note, Series A NR = Not Rated REMIC = Real Estate Mortgage Conduits
| | Credit ratings given by the Standard & Poors
Division of The McGraw-Hill Companies, Inc. (S&P) and
Moodys |
| --- | --- |
| | Investors Service, Inc. (Moodys) are
unaudited. |
| # | Variable rate obligations The interest rate shown
is the rate as of January 31, 2006. |
| | 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 January 31, 2006, these
securities |
| | amounted to $45,778,750 or 20.01% of net
assets. |
| + | Step Bond The interest stated is as of January 31,
2006 and will reset at a future date. |
| ø | Bond in default. |
| (1) | Par value of security held is less than
1,000. |
| * | 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. |
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). Investments in mutual funds are valued at eh mutual funds closing net asset value per share on the day of valuation. 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. When fair-value pricing is employed, the prices of securities used by a fund to calculate its net asset value may differ from quoted or published prices for the same securities.
Federal Income Tax Cost - At January 31, 2006, 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 $420,844,290, $9,669,953, $(17,271,118) and $(7,601,165), 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.credit-suisse.com/us as well as on the website of the Securities and Exchange Commission http://www.sec.gov.
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 registrant's 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 registrant's internal control over financial reporting (as defined in Rule 30a-3(d) under the Act) that occurred during the registrant's last fiscal quarter that have materially affected, or are reasonably likely to materially affect, the registrant's internal control over financial reporting.
Item 3. Exhibits.
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.
(Registrant) Credit Suisse High Yield Bond Fund
/s/ Steven Plump Name: Steven Plump Title: Chief Executive Officer Date: March 31, 2006
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/ Steven Plump Name: Steven Plump Title: Chief Executive Officer Date: March 31, 2006
/s/ Michael A. Pignataro Name: Michael A. Pignataro Title: Chief Financial Officer Date: March 31, 2006
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