Regulatory Filings • Mar 28, 2008
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Download Source FileN-Q 1 a08-6804_12nq.htm QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS
*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 | |
| --- | --- |
| CREDIT
SUISSE HIGH YIELD BOND FUND | |
| (Exact
name of registrant as specified in charter) | |
| c/o
Credit Suisse Asset Management, LLC Eleven
Madison Avenue New
York, New York | 10010 |
| (Address
of principal executive offices) | (Zip
code) |
| J.
Kevin Gao, Esq. Eleven
Madison Avenue New
York, New York 10010 | |
| (Name
and address of agent for service) | |
| Registrant's telephone
number, including area code: | (212) 325-2000 |
| Date of fiscal year end: | October 31st |
| Date of reporting period: | November 1, 2007 to
January 31, 2008 |
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Item 1: Schedule of Investments
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*Credit Suisse High Yield Bond Fund*
*Schedule of Investments*
January 31, 2008 (unaudited)
| Par (000) | Ratings (S&P/Moodys) | Maturity | Rate% | Value | |
|---|---|---|---|---|---|
| U.S. CORPORATE BONDS (131.3%) | |||||
| Aerospace & Defense (2.1%) | |||||
| $ 425 | DRS Technologies, Inc., Company | ||||
| Guaranteed Notes (Callable 02/01/11 @ $103.81)§ | (B, B3) | 02/01/18 | 7.625 | $ 421,813 | |
| 200 | DRS Technologies, Inc., Global Senior | ||||
| Subordinated Notes (Callable 11/01/08 @ $103.44)§ | (B, B3) | 11/01/13 | 6.875 | 197,000 | |
| 625 | Hawker Beechcraft Acquisition Co., LLC, | ||||
| Global Senior Unsecured Notes (Callable 04/01/11 @ $104.44)§ | (B-, B3) | 04/01/15 | 8.875 | 614,062 | |
| 325 | Hawker Beechcraft Acquisition Co., | ||||
| Series WI, Global Senior Unsecured Notes (Callable 04/01/11 @ $104.25)§ | (B-, B3) | 04/01/15 | 8.500 | 323,375 | |
| 1,275 | Hawker Beechcraft Acquisition Co., | ||||
| Series WI, Global Senior Subordinated Notes (Callable 04/01/12 @ | |||||
| $104.88)§ | (B-, Caa1) | 04/01/17 | 9.750 | 1,217,625 | |
| 825 | L-3 Communications Corp., Global Senior | ||||
| Subordinated Notes (Callable 01/15/10 @ $102.94) | (BB+, Ba3) | 01/15/15 | 5.875 | 806,437 | |
| 625 | TransDigm, Inc., Global Company | ||||
| Guaranteed Notes (Callable 07/15/09 @ $105.81) | (B-, B3) | 07/15/14 | 7.750 | 631,250 | |
| 4,211,562 | |||||
| Agriculture (0.7%) | |||||
| 1,325 | Southern States Cooperative, Inc., | ||||
| Rule 144A, Senior Notes (Callable 11/01/08 @ $104.00) | (B, Caa1) | 11/01/10 | 11.000 | 1,374,688 | |
| Auto Loans (6.7%) | |||||
| 1,175 | Ford Motor Credit Co. | ||||
| LLC, Global Notes | (B, | ||||
| B1) | 06/15/10 | 7.875 | 1,106,696 | ||
| 2,125 | Ford Motor Credit Co. | ||||
| LLC, Senior Unsecured Notes | (B, | ||||
| B1) | 12/15/16 | 8.000 | 1,786,823 | ||
| 2,900 | Ford Motor Credit | ||||
| Co., Global Notes | (B, | ||||
| B1) | 10/01/13 | 7.000 | 2,433,822 | ||
| 1,375 | Ford Motor Credit | ||||
| Co., Notes | (B, | ||||
| B1) | 06/16/08 | 6.625 | 1,372,568 | ||
| 325 | Ford Motor Credit | ||||
| Co., Senior Notes | (B, | ||||
| B1) | 08/10/11 | 9.875 | 312,054 | ||
| 2,625 | General Motors | ||||
| Acceptance Corp., Global Notes§ | (BB+, | ||||
| Ba3) | 05/15/09 | 5.625 | 2,541,761 | ||
| 2,475 | General Motors | ||||
| Acceptance Corp., Global Notes§ | (BB+, | ||||
| Ba3) | 12/01/14 | 6.750 | 2,042,246 | ||
| 1,475 | GMAC LLC, Senior | ||||
| Unsubordinated Notes | (BB+, | ||||
| Ba3) | 12/15/11 | 6.000 | 1,244,782 | ||
| 725 | Navios Maritime | ||||
| Holdings, Inc., Global Company Guaranteed Notes (Callable 12/15/10 @ | |||||
| $104.75)§ | (B+, | ||||
| B3) | 12/15/14 | 9.500 | 699,625 | ||
| 13,540,377 | |||||
| Auto | |||||
| Parts & Equipment (3.1%) | |||||
| 450 | Altra | ||||
| Industrial Motion, Inc., Global Secured Notes (Callable 02/01/08 @ | |||||
| $104.50) | (B, | ||||
| B2) | 12/01/11 | 9.000 | 441,000 | ||
| 1,025 | Altra | ||||
| Industrial Motion, Inc., Global Secured Notes (Callable 12/01/08 @ | |||||
| $104.50)# | (B, | ||||
| B2) | 12/01/11 | 9.000 | 1,004,500 | ||
| 775 | American | ||||
| Axle & Manufacturing, Inc., Company Guaranteed Notes (Callable | |||||
| 03/01/12 @ $103.94) | (BB, | ||||
| Ba3) | 03/01/17 | 7.875 | 699,437 | ||
| 1,200 | American | ||||
| Tire Distributors Holdings, Inc., Global Senior Notes (Callable 04/01/09 | |||||
| @ $105.38)§ | (CCC+, | ||||
| Caa1) | 04/01/13 | 10.750 | 1,152,000 | ||
| 1,298 | Goodyear | ||||
| Tire & Rubber Co., Global Senior Notes (Callable 07/01/10 @ | |||||
| $104.50)§ | (B, | ||||
| Ba3) | 07/01/15 | 9.000 | 1,362,900 | ||
| 61 | Goodyear | ||||
| Tire & Rubber Co., Global Senior Notes (Callable 12/01/09 @ $104.31) | (B, | ||||
| Ba3) | 12/01/11 | 8.625 | 63,059 | ||
| 500 | Keystone | ||||
| Automotive Operations, Inc., Global Senior Subordinated Notes (Callable | |||||
| 11/01/08 @ $104.88) | (CCC, | ||||
| Caa2) | 11/01/13 | 9.750 | 337,500 | ||
| 725 | Lear Corp., Series B, | ||||
| Global Company Guaranteed Notes (Callable 12/01/10 @ $104.25) | (B-, | ||||
| B3) | 12/01/13 | 8.500 | 670,625 | ||
| 575 | Visteon | ||||
| Corp., Global Senior Notes | (CCC+, | ||||
| Caa2) | 08/01/10 | 8.250 | 472,938 | ||
| 6,203,959 | |||||
| Automotive (3.4%) | |||||
| 1,970 | Ford Motor Co., | ||||
| Global Notes | (CCC+, | ||||
| Caa1) | 07/16/31 | 7.450 | 1,462,725 | ||
| 2,790 | General Motors Corp., | ||||
| Global Debentures§ | (B-, | ||||
| Caa1) | 07/15/33 | 8.375 | 2,280,825 | ||
| 3,500 | General Motors Corp., | ||||
| Global Senior Notes§ | (B-, | ||||
| Caa1) | 07/15/13 | 7.125 | 2,992,500 | ||
| 6,736,050 | |||||
| Beverages (0.6%) | |||||
| 400 | Constellation Brands, Inc., Company | ||||
| Guaranteed Notes § | (BB-, | ||||
| Ba3) | 12/15/14 | 8.375 | 414,000 |
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| Par (000) | Ratings (S&P/Moodys) | Maturity | Rate% | Value | |
|---|---|---|---|---|---|
| U.S. | |||||
| CORPORATE BONDS | |||||
| Beverages | |||||
| $ 850 | Constellation Brands, Inc., | ||||
| Company Guaranteed Notes | (BB-, | ||||
| Ba3) | 09/01/16 | 7.250 | $ 816,000 | ||
| 1,230,000 | |||||
| Brokerage (0.3%) | |||||
| 775 | E*TRADE Financial | ||||
| Corp., Global Senior Notes (Callable 06/15/08 @ $104.00) | (B, | ||||
| Ba3) | 06/15/11 | 8.000 | 670,375 | ||
| Building & | |||||
| Construction (1.2%) | |||||
| 1,425 | Ashton Woods | ||||
| USA/Finance, Global Company Guaranteed Notes (Callable 10/01/10 @ $104.75) | (B-, | ||||
| Caa2) | 10/01/15 | 9.500 | 698,250 | ||
| 625 | K Hovnanian | ||||
| Enterprises, Inc., Global Company Guaranteed Notes | (B+, | ||||
| B2) | 01/15/16 | 6.250 | 432,813 | ||
| 900 | Standard Pacific | ||||
| Corp., Global Senior Notes§ | (BB-, | ||||
| B1) | 08/15/15 | 7.000 | 625,500 | ||
| 300 | WCI Communities, Inc., | ||||
| Global Company Guaranteed Notes (Callable 03/15/10 @ $103.31)§ | (B-, | ||||
| Caa3) | 03/15/15 | 6.625 | 157,500 | ||
| 1,000 | William Lyon Homes, Inc., | ||||
| Company Guaranteed Notes (Callable 04/01/08 @ $105.38) | (B-, | ||||
| Caa2) | 04/01/13 | 10.750 | 570,000 | ||
| 2,484,063 | |||||
| Building | |||||
| Materials (5.0%) | |||||
| 1,000 | Associated Materials, Inc., | ||||
| Global Senior Discount Notes (Callable 03/01/09 @ $105.63)+ | (CCC, | ||||
| Caa2) | 03/01/14 | 0.000 | 655,000 | ||
| 1,375 | Building Materials | ||||
| Corp., Global Company Guaranteed Notes (Callable 08/01/09 @ $103.88) | (BB-, | ||||
| B2) | 08/01/14 | 7.750 | 1,024,375 | ||
| 1,550 | Coleman Cable, Inc., | ||||
| Global Company Guaranteed Notes (Callable 10/01/08 @ $104.94) | (B, | ||||
| B2) | 10/01/12 | 9.875 | 1,404,687 | ||
| 750 | CPG International I, Inc., | ||||
| Global Senior Notes (Callable 07/01/09 @ $105.25) | (B-, | ||||
| B3) | 07/01/13 | 10.500 | 671,250 | ||
| 500 | Dayton Superior | ||||
| Corp., Company Guaranteed Notes (Callable 06/15/08 @ $100.00)§ | (CCC+, | ||||
| Caa1) | 06/15/09 | 13.000 | 421,250 | ||
| 750 | Dayton Superior | ||||
| Corp., Global Company Guaranteed Notes (Callable 06/15/08 @ $100.00) | (B, | ||||
| B1) | 09/15/08 | 10.750 | 755,625 | ||
| 625 | General Cable Corp., | ||||
| Global Company Guaranteed Notes (Callable 04/01/09 @ $102.00)# | (B+, | ||||
| B1) | 04/01/15 | 7.104 | 559,375 | ||
| 1,125 | Goodman Global | ||||
| Holding Company, Inc., Global Senior Subordinated Notes (Callable | |||||
| 12/15/08 @ $103.94) | (B-, | ||||
| B3) | 12/15/12 | 7.875 | 1,216,800 | ||
| 125 | Interface, Inc., | ||||
| Global Senior Subordinated Notes (Callable 02/01/09 @ $104.75) | (B-, | ||||
| B3) | 02/01/14 | 9.500 | 128,438 | ||
| 325 | Norcraft Companies, | ||||
| Global Senior Subordinated Notes (Callable 11/01/08 @ $102.25) | (B-, | ||||
| B1) | 11/01/11 | 9.000 | 325,000 | ||
| 750 | Norcraft Holdings, | ||||
| Global Senior Discount Notes (Callable 09/01/08 @ $104.88)+ | (B-, | ||||
| B3) | 09/01/12 | 0.000 | 656,250 | ||
| 825 | Nortek, Inc., | ||||
| Global Senior Subordinated Notes (Callable 09/01/09 @ $104.25)§ | (CCC+, | ||||
| B3) | 09/01/14 | 8.500 | 647,625 | ||
| 1,000 | NTK Holdings, Inc., | ||||
| Global Senior Discount Notes (Callable 09/01/09 @ $105.38)§+ | (CCC+, | ||||
| Caa1) | 03/01/14 | 0.000 | 565,000 | ||
| 1,425 | Ply Gem Industries, Inc., | ||||
| Global Senior Subordinated Notes (Callable 02/15/08 @ $104.50)§ | (CCC+, | ||||
| Caa1) | 02/15/12 | 9.000 | 1,068,750 | ||
| 10,099,425 | |||||
| Chemicals (4.2%) | |||||
| 1,475 | Chemtura Corp., | ||||
| Company Guaranteed Notes | (BB+, | ||||
| Ba2) | 06/01/16 | 6.875 | 1,349,625 | ||
| 1,200 | KI Holdings, Inc., | ||||
| Global Senior Discount Notes (Callable 11/15/09 @ $104.94)+ | (B-, | ||||
| B3) | 11/15/14 | 0.000 | 1,020,000 | ||
| 1,125 | Momentive Performance | ||||
| Materials, Global Company Guaranteed Notes (Callable 12/01/10 @ $104.88) | (B-, | ||||
| B3) | 12/01/14 | 10.000 | 1,023,750 | ||
| 1,050 | Momentive Performance | ||||
| Materials, Global Company Guaranteed Notes (Callable 12/01/11 @ $105.75)§ | (CCC+, | ||||
| Caa2) | 12/01/16 | 11.500 | 825,562 | ||
| 1,275 | Nalco Finance | ||||
| Holdings, Inc., Global Senior Notes (Callable 02/01/09 @ $104.50)+ | (B-, | ||||
| B3) | 02/01/14 | 0.000 | 1,153,875 | ||
| 925 | PolyOne Corp., Senior | ||||
| Notes | (B+, | ||||
| B1) | 05/01/12 | 8.875 | 929,625 | ||
| 950 | Reichhold Industries, Inc., | ||||
| Rule 144A, Senior Notes (Callable 08/15/10 @ $104.50) | (BB-, | ||||
| B2) | 08/15/14 | 9.000 | 940,500 |
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| Par (000) | Ratings (S&P/Moodys) | Maturity | Rate% | Value | |
|---|---|---|---|---|---|
| U.S. | |||||
| CORPORATE BONDS | |||||
| Chemicals | |||||
| $ 1,150 | Terra Capital, Inc., | ||||
| Series B, Global Company Guaranteed Notes (Callable 02/01/12 @ $103.50) | (BB-, | ||||
| B1) | 02/01/17 | 7.000 | $ 1,135,625 | ||
| 8,378,562 | |||||
| Computer | |||||
| Hardware (0.3%) | |||||
| 825 | Activant Solutions, Inc., | ||||
| Global Company Guaranteed Notes (Callable 05/01/11 @ $104.75) | (CCC+, | ||||
| Caa1) | 05/01/16 | 9.500 | 700,219 | ||
| Consumer | |||||
| Products (2.4%) | |||||
| 1,850 | AAC Group Holding | ||||
| Corp., Global Senior Discount Notes (Callable 10/01/08 @ $105.13)§+ | (CCC+, | ||||
| Caa1) | 10/01/12 | 0.000 | 1,544,750 | ||
| 1,650 | Amscan Holdings, Inc., | ||||
| Global Senior Subordinated Notes (Callable 05/01/09 @ $104.38) | (CCC+, | ||||
| Caa1) | 05/01/14 | 8.750 | 1,476,750 | ||
| 925 | Jarden Corp., Company | ||||
| Guaranteed Notes (Callable 05/01/12 @ $103.75) | (B-, | ||||
| B3) | 05/01/17 | 7.500 | 795,500 | ||
| 940 | Prestige Brands, Inc., | ||||
| Global Senior Subordinated Notes (Callable 04/15/08 @ $104.63) | (B-, | ||||
| B3) | 04/15/12 | 9.250 | 937,650 | ||
| 4,754,650 | |||||
| Consumer/Commercial/Lease | |||||
| Financing (0.4%) | |||||
| 1,225 | Residential Capital | ||||
| LLC, Company Guaranteed Notes# | (BB+, | ||||
| Ba3) | 02/22/11 | 7.500 | 771,750 | ||
| Diversified | |||||
| Capital Goods (3.1%) | |||||
| 925 | Esco Corp., Rule 144A, | ||||
| Senior Notes (Callable 12/15/08 @ $102.00)# | (B, | ||||
| B2) | 12/15/13 | 8.866 | 837,125 | ||
| 100 | Esco Corp., Rule 144A, | ||||
| Senior Notes (Callable 12/15/10 @ $104.31) | (B, | ||||
| B2) | 12/15/13 | 8.625 | 96,000 | ||
| 700 | RBS Global & | ||||
| Rexnord Corp., Global Company Guaranteed Notes (Callable 08/01/10 @ $104.75)§ | (CCC+, | ||||
| B3) | 08/01/14 | 9.500 | 635,250 | ||
| 750 | RBS Global & | ||||
| Rexnord Corp., Global Company Guaranteed Notes (Callable 08/01/11 @ $105.88)§ | (CCC+, | ||||
| Caa1) | 08/01/16 | 11.750 | 641,250 | ||
| 950 | Sensus Metering | ||||
| Systems, Global Senior Subordinated Notes (Callable 12/15/08 @ $104.31) | (B-, | ||||
| B3) | 12/15/13 | 8.625 | 907,250 | ||
| 1,200 | Stanadyne Corp., Series 1 | ||||
| Global Senior Subordinated Notes (Callable 08/15/09 @ $105.00) | (CCC+, | ||||
| B3) | 08/15/14 | 10.000 | 1,086,000 | ||
| 1,025 | Titan International, Inc., | ||||
| Global Company Guaranteed Notes§ | (B, | ||||
| Caa1) | 01/15/12 | 8.000 | 966,062 | ||
| 1,138 | TriMas Corp., Global | ||||
| Company Guaranteed Notes (Callable 06/15/08 @ $103.29) | (B-, | ||||
| B3) | 06/15/12 | 9.875 | 1,041,270 | ||
| 6,210,207 | |||||
| Electric | |||||
| - Generation (5.5%) | |||||
| 2,050 | AES Corp., Global | ||||
| Senior Unsecured Notes | (B, | ||||
| B1) | 10/15/17 | 8.000 | 2,101,250 | ||
| 175 | AES Corp., Senior | ||||
| Notes | (B, | ||||
| B1) | 03/01/14 | 7.750 | 179,375 | ||
| 1,475 | Calpine Generating | ||||
| Company LLC, Global Secured Notes (Callable 04/01/08 @ $103.50)#ø | (D, | ||||
| NR) | 04/01/10 | 11.070 | 62,688 | ||
| 1,225 | Dynegy Holdings, Inc., | ||||
| Global Senior Unsecured Notes§ | (B-, | ||||
| B2) | 06/01/19 | 7.750 | 1,120,875 | ||
| 1,025 | Dynegy Holdings, Inc., | ||||
| Global Senior Unsecured Notes | (B-, | ||||
| B2) | 06/01/15 | 7.500 | 960,937 | ||
| 1,825 | Dynegy Holdings, Inc., | ||||
| Global Senior Unsecured Notes§ | (B-, | ||||
| B2) | 05/01/16 | 8.375 | 1,783,937 | ||
| 1,300 | Edison Mission | ||||
| Energy, Global Senior Unsecured Notes§ | (BB-, | ||||
| B1) | 05/15/17 | 7.000 | 1,270,750 | ||
| 300 | Edison Mission Energy, | ||||
| Global Senior Unsecured Notes | (BB-, | ||||
| B1) | 05/15/19 | 7.200 | 294,000 | ||
| 438 | Midwest Generation | ||||
| LLC, Series B, Global Pass Thru Certificates | (BB+, | ||||
| Baa3) | 01/02/16 | 8.560 | 471,688 | ||
| 350 | NRG Energy, Inc., | ||||
| Company Guaranteed Notes (Callable 01/15/12 @ $103.69) | (B, | ||||
| B1) | 01/15/17 | 7.375 | 339,938 | ||
| 675 | NRG Energy, Inc., | ||||
| Company Guaranteed Notes (Callable 02/01/11 @ $103.69)§ | (B, | ||||
| B1) | 02/01/16 | 7.375 | 653,906 | ||
| 900 | Reliant Energy, Inc., | ||||
| Senior Notes | (B-, | ||||
| B3) | 06/15/14 | 7.625 | 882,000 | ||
| 925 | Reliant Energy, Inc., | ||||
| Senior Notes | (B-, | ||||
| B3) | 06/15/17 | 7.875 | 906,500 | ||
| 11,027,844 | |||||
| Electric | |||||
| - Integrated (2.7%) | |||||
| 625 | Energy Future | ||||
| Holdings | (CCC+, | ||||
| B3) | 11/01/17 | 10.875 | 621,875 | ||
| 225 | Mirant Americas | ||||
| Generation, LLC., Senior Unsecured Notes | (B-, | ||||
| B3) | 05/01/11 | 8.300 | 228,375 | ||
| 800 | Mirant Americas | ||||
| Generation, LLC., Senior Unsecured Notes | (B-, | ||||
| B3) | 10/01/21 | 8.500 | 710,000 | ||
| 525 | Texas Competitive | ||||
| Electric Holdings Co. LLC, Series B, Rule 144A, Company Guaranteed | |||||
| Notes (Callable 11/01/11 @ $105.13) | (CCC, | ||||
| B3) | 11/01/15 | 10.250 | 518,437 |
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| Par (000) | Ratings (S&P/Moodys) | Maturity | Rate% | Value | |
|---|---|---|---|---|---|
| U.S. CORPORATE BONDS | |||||
| Electric | |||||
| - Integrated | |||||
| $ 3,300 | Texas | ||||
| Competitive Electric Holdings Co., LLC, Series A, Rule 144A, | |||||
| Company Guaranteed Notes (Callable 11/01/11 @ $105.13) | (CCC, | ||||
| B3) | 11/01/15 | 10.250 | $ 3,258,750 | ||
| 5,337,437 | |||||
| Electronics (3.7%) | |||||
| 1,575 | Amkor | ||||
| Technology, Inc., Global Senior Notes (Callable 05/15/08 @ $103.88) | (B, | ||||
| B1) | 05/15/13 | 7.750 | 1,415,531 | ||
| 195 | Ampex | ||||
| Corp., Secured Notes^ | (NR, | ||||
| NR) | 08/15/08 | 12.000 | 189,101 | ||
| 225 | Freescale | ||||
| Semiconductor, Inc., Global Company Guaranteed Notes (Callable 12/15/10 | |||||
| @ $104.44)§ | (B-, | ||||
| B2) | 12/15/14 | 8.875 | 183,938 | ||
| 2,775 | Freescale | ||||
| Semiconductor, Inc., Senior Subordinated Notes§ | (B-, | ||||
| B3) | 12/15/16 | 10.125 | 1,991,062 | ||
| 1,000 | Sanmina-SCI | ||||
| Corp., Global Company Guaranteed Notes (Callable 03/01/09 @ $103.37) | (B-, | ||||
| B3) | 03/01/13 | 6.750 | 870,000 | ||
| 775 | Sanmina-SCI | ||||
| Corp., Senior Subordinated Notes (Callable 03/01/11 @ $104.06) | (B-, | ||||
| B3) | 03/01/16 | 8.125 | 680,063 | ||
| 1,225 | Spansion, Inc., | ||||
| Rule 144A, Senior Notes (Callable 01/15/11 @ $105.62)§ | (B, | ||||
| Caa1) | 01/15/16 | 11.250 | 863,625 | ||
| 1,200 | Viasystems, Inc., | ||||
| Global Senior Unsecured Notes (Callable 03/27/08 @ $105.25) | (B-, | ||||
| Caa1) | 01/15/11 | 10.500 | 1,170,000 | ||
| 7,363,320 | |||||
| Energy - Exploration & | |||||
| Production (4.7%) | |||||
| 1,225 | Chaparral | ||||
| Energy, Inc., Rule 144A, Senior Notes (Callable 02/01/12 @ | |||||
| $104.44) | (CCC+, | ||||
| Caa1) | 02/01/17 | 8.875 | 1,029,000 | ||
| 1,983 | Chesapeake | ||||
| Energy Corp., Senior Notes (Callable 01/15/09 @ $103.44) | (BB, | ||||
| Ba3) | 01/15/16 | 6.875 | 1,973,085 | ||
| 1,050 | Encore | ||||
| Acquisition Co., Company Guaranteed Notes (Callable 12/01/10 @ $103.63) | (B, | ||||
| B1) | 12/01/17 | 7.250 | 1,015,875 | ||
| 175 | Forest | ||||
| Oil Corp., Global Company Guaranteed Notes (Callable 05/01/08 @ $102.58)§ | (B+, | ||||
| B1) | 05/01/14 | 7.750 | 178,500 | ||
| 325 | Forest | ||||
| Oil Corp., Rule 144A, Senior Notes (Callable 06/15/12 @ $103.63)§ | (B+, | ||||
| B1) | 06/15/19 | 7.250 | 326,625 | ||
| 975 | Hilcorp | ||||
| Energy I, Rule 144A, Senior Notes (Callable 06/01/11 @ $104.50)§ | (B, | ||||
| B3) | 06/01/16 | 9.000 | 979,875 | ||
| 1,275 | Petrohawk | ||||
| Energy Corp., Global Company Guaranteed Notes (Callable 07/15/10 @ $104.56) | (B, | ||||
| B3) | 07/15/13 | 9.125 | 1,322,812 | ||
| 1,575 | Plains | ||||
| Exploration & Production, Co., Company Guaranteed Notes (Callable | |||||
| 06/15/11 @ $103.88) | (BB-, | ||||
| B1) | 06/15/15 | 7.750 | 1,584,844 | ||
| 1,100 | Southwestern | ||||
| Energy Co., Rule 144A, Senior Notes | (BB+, | ||||
| Ba2) | 02/01/18 | 7.500 | 1,135,750 | ||
| 9,546,366 | |||||
| Environmental (1.6%) | |||||
| 1,475 | Allied | ||||
| Waste North America, Inc., Series B, Global Senior Notes (Callable | |||||
| 04/15/09 @ $103.69)§ | (B+, | ||||
| B2) | 04/15/14 | 7.375 | 1,434,438 | ||
| 1,800 | Waste | ||||
| Services, Inc., Global Senior Subordinated Notes (Callable 04/15/09 @ | |||||
| $104.75) | (CCC+, | ||||
| Caa1) | 04/15/14 | 9.500 | 1,683,000 | ||
| 3,117,438 | |||||
| Food & Drug Retailers (1.8%) | |||||
| 1,925 | Duane | ||||
| Reade, Inc., Global Senior Subordinated Notes (Callable 08/01/08 @ | |||||
| $104.88)§ | (CC, | ||||
| Caa3) | 08/01/11 | 9.750 | 1,684,375 | ||
| 250 | Ingles | ||||
| Markets, Inc., Global Senior Subordinated Notes (Callable 3/27/08 @ | |||||
| $102.90) | (B, | ||||
| B3) | 12/01/11 | 8.875 | 254,375 | ||
| 400 | Rite | ||||
| Aid Corp., Global Company Guaranteed Notes (Callable 06/15/11 @ $104.69) | (CCC+, | ||||
| Caa1) | 12/15/15 | 9.375 | 305,000 | ||
| 75 | Stater | ||||
| Brothers Holdings, Inc., Global Company Guaranteed Notes (Callable | |||||
| 04/15/11 @ $103.88) | (B+, | ||||
| B2) | 04/15/15 | 7.750 | 70,875 | ||
| 1,225 | Stater | ||||
| Brothers Holdings, Inc., Global Senior Notes (Callable 06/15/08 @ | |||||
| $104.06) | (B+, | ||||
| B2) | 06/15/12 | 8.125 | 1,200,500 | ||
| 3,515,125 | |||||
| Food - Wholesale (1.6%) | |||||
| 825 | Dole | ||||
| Food Co., Debentures§# | (B-, | ||||
| Caa1) | 07/15/13 | 8.750 | 701,250 |
SEQ.=1,FOLIO='',FILE='C:\JMS\C900146\08-6804-12\task2792649\6804-12-bg-01.htm',USER='c900146',CD='Mar 20 02:31 2008'
| Par (000) | Ratings (S&P/Moodys) | Maturity | Rate% | Value | |
|---|---|---|---|---|---|
| U.S. CORPORATE BONDS | |||||
| Food - Wholesale | |||||
| $ 175 | Dole | ||||
| Food Co., Inc., Global Co. Guaranteed Notes (Callable 03/15/08 @ | |||||
| $102.22) | (B-, | ||||
| Caa1) | 03/15/11 | 8.875 | $ 156,625 | ||
| 950 | National | ||||
| Beef Packing Co. LLC, Global Senior Unsecured Notes (Callable 08/01/08 @ | |||||
| $102.63) | (B-, | ||||
| Caa1) | 08/01/11 | 10.500 | 878,750 | ||
| 1,575 | Smithfield | ||||
| Foods, Inc., Senior Unsecured Notes | (BB, | ||||
| Ba3) | 07/01/17 | 7.750 | 1,496,250 | ||
| 3,232,875 | |||||
| Forestry & Paper (5.1%) | |||||
| 800 | Boise | ||||
| Cascade LLC, Global Company Guaranteed Notes (Callable 10/15/09 @ $103.56)§ | (B+, | ||||
| B2) | 10/15/14 | 7.125 | 766,000 | ||
| 1,900 | Cellu | ||||
| Tissue Holdings, Inc., Global Secured Notes (Callable 03/15/08 @ | |||||
| $103.67) | (B, | ||||
| B2) | 03/15/10 | 9.750 | 1,786,000 | ||
| 250 | Georgia-Pacific | ||||
| Corp., Debentures | (B, | ||||
| B2) | 06/15/15 | 7.700 | 242,500 | ||
| 750 | Georgia-Pacific | ||||
| Corp., Global Senior Notes | (B, | ||||
| B2) | 01/15/24 | 8.000 | 690,000 | ||
| 300 | Georgia-Pacific | ||||
| Corp., Rule 144A, Company Guaranteed Notes (Callable 01/15/12 @ | |||||
| $103.56) | (B, | ||||
| Ba3) | 01/15/17 | 7.125 | 287,250 | ||
| 800 | Graphic | ||||
| Packaging International Corp., Global Senior Subordinated Notes (Callable | |||||
| 08/15/08 @ $104.75) | (B-, | ||||
| B3) | 08/15/13 | 9.500 | 758,000 | ||
| 625 | Newark | ||||
| Group, Inc., Global Senior Subordinated Notes (Callable 03/15/09 @ | |||||
| $104.88) | (B-, | ||||
| B3) | 03/15/14 | 9.750 | 603,125 | ||
| 500 | NewPage Corp., | ||||
| Global Company Guaranteed Notes (Callable 05/01/09 @ $106.00) | (B-, | ||||
| B2) | 05/01/12 | 10.000 | 500,000 | ||
| 1,025 | NewPage Corp., | ||||
| Global Company Guaranteed Notes (Callable 05/01/09 @ $106.00)§ | (CCC+, | ||||
| B3) | 05/01/13 | 12.000 | 1,019,875 | ||
| 2,475 | Smurfit-Stone | ||||
| Container, Global Senior Notes (Callable 07/01/08 @ $102.79) | (B-, | ||||
| B3) | 07/01/12 | 8.375 | 2,406,937 | ||
| 1,125 | Verso | ||||
| Paper Holdings LLC/ Inc., Series B, Global Company Guaranteed Notes | |||||
| (Callable 08/01/11 @ $105.69) | (CCC+, | ||||
| B3) | 08/01/16 | 11.375 | 1,080,000 | ||
| 75 | Verso | ||||
| Paper Holdings LLC/ Inc., Series B, Global Secured Notes (Callable | |||||
| 08/01/10 @ $104.56) | (B+, | ||||
| B2) | 08/01/14 | 9.125 | 73,125 | ||
| 10,212,812 | |||||
| Gaming (6.7%) | |||||
| 1,125 | Buffalo | ||||
| Thunder Development Authority, Rule 144A, Secured Notes (Callable 12/15/10 | |||||
| @ $104.69) | (B, | ||||
| B2) | 12/15/14 | 9.375 | 945,000 | ||
| 200 | Caesars | ||||
| Entertainment, Inc., Global Senior Subordinated Notes | (B-, | ||||
| Caa1) | 03/15/10 | 7.875 | 189,250 | ||
| 1,225 | CCM | ||||
| Merger, Inc., Rule 144A, Notes (Callable 08/01/09 @ $104.00) | (CCC+, | ||||
| B3) | 08/01/13 | 8.000 | 1,102,500 | ||
| 290 | Choctaw | ||||
| Resort Development Enterprise, Rule 144A, Senior Notes (Callable | |||||
| 11/15/11 @ $103.63) | (BB, | ||||
| Ba2) | 11/15/19 | 7.250 | 275,500 | ||
| 625 | Fontainebleau | ||||
| Las Vegas, Rule 144A, Second Mortgage Notes (Callable 06/15/11 @ | |||||
| $105.13) | (CCC+, | ||||
| Caa1) | 06/15/15 | 10.250 | 471,875 | ||
| 900 | Herbst | ||||
| Gaming, Inc., Global Senior Subordinated Notes (Callable 06/01/08 @ | |||||
| $104.06) | (CCC+, | ||||
| Caa1) | 06/01/12 | 8.125 | 378,000 | ||
| 750 | Inn | ||||
| of the Mountain Gods, Global Senior Notes (Callable 03/31/08 @ $106.00)§ | (B, | ||||
| B3) | 11/15/10 | 12.000 | 750,000 | ||
| 1,450 | Jacobs | ||||
| Entertainment, Inc., Global Company Guaranteed Notes (Callable 06/15/10 | |||||
| @ $104.88) | (B-, | ||||
| B3) | 06/15/14 | 9.750 | 1,283,250 | ||
| 525 | Majestic | ||||
| Star Casino LLC, Company Guaranteed Notes (Callable 10/15/08 @ $102.38) | (B+, | ||||
| B2) | 10/15/10 | 9.500 | 471,187 | ||
| 900 | Majestic | ||||
| Star Casino LLC, Global Senior Unsecured Notes (Callable 10/15/08 @ $104.88)§ | (CCC, | ||||
| Caa2) | 01/15/11 | 9.750 | 544,500 | ||
| 1,275 | Mashantucket | ||||
| Pequot Tribe, Rule 144A, Bonds (Callable 11/15/11 @ $104.25) | (BB+, | ||||
| Ba1) | 11/15/15 | 8.500 | 1,217,625 | ||
| 250 | MGM | ||||
| Mirage, Inc., Company Guaranteed Notes | (BB, | ||||
| Ba2) | 04/01/16 | 6.875 | 232,500 | ||
| 1,000 | MGM | ||||
| Mirage, Inc., Company Guaranteed Notes§ | (BB, | ||||
| Ba2) | 06/01/16 | 7.500 | 965,000 | ||
| 1,425 | MGM | ||||
| Mirage, Inc., Company Guaranteed Notes | (BB, | ||||
| Ba2) | 01/15/17 | 7.625 | 1,389,375 | ||
| 175 | MGM | ||||
| Mirage, Inc., Global Company Guaranteed Notes | (BB, | ||||
| Ba2) | 04/01/13 | 6.750 | 167,563 | ||
| 1,725 | Tropicana | ||||
| Entertainment LLC., Global Senior Subordinated Notes (Callable 12/15/10 @ $104.81)§ | (CCC+, | ||||
| Caa3) | 12/15/14 | 9.625 | 1,052,250 | ||
| 1,250 | Trump | ||||
| Entertainment Resorts, Inc., Secured Notes (Callable 06/01/10 @ $104.25) | (B, | ||||
| Caa1) | 06/01/15 | 8.500 | 906,250 | ||
| 775 | Turning | ||||
| Stone Resort Casino Enterprise, Rule 144A, Senior Notes (Callable | |||||
| 09/15/10 @ $104.56) | (B+, | ||||
| B1) | 09/15/14 | 9.125 | 759,500 |
SEQ.=1,FOLIO='',FILE='C:\JMS\C900146\08-6804-12\task2792649\6804-12-bg-01.htm',USER='c900146',CD='Mar 20 02:31 2008'
| Par (000) | Ratings (S&P/Moodys) | Maturity | Rate% | Value | |
|---|---|---|---|---|---|
| U.S. CORPORATE BONDS | |||||
| Gaming | |||||
| $ 400 | Wynn Las Vegas LLC, Global First Mortgage | ||||
| Notes (Callable 12/01/09 @ $103.31)§ | (BBB-, Ba2) | 12/01/14 | 6.625 | $ 387,500 | |
| 13,488,625 | |||||
| Gas Distribution (1.9%) | |||||
| 500 | Amerigas Partners LP, Senior Unsecured | (NR, B1) | 05/20/15 | 7.250 | 496,250 |
| 1,625 | El Paso Performance-Link, Rule 144A, | ||||
| Notes | (BB, Ba3) | 07/15/11 | 7.750 | 1,679,376 | |
| 825 | Inergy LP/Inergy Finance Corp., Global | ||||
| Company Guaranteed Notes (Callable 03/01/11 @ $104.13) | (B+, B1) | 03/01/16 | 8.250 | 845,625 | |
| 700 | Williams Partners LP, Global Senior | ||||
| Unsecured Notes§ | (B+, Ba3) | 02/01/17 | 7.250 | 728,000 | |
| 3,749,251 | |||||
| Health Services (9.6%) | |||||
| 1,215 | Bausch & Lomb, Inc., | ||||
| Rule 144A, Senior Unsecured Notes (Callable 11/01/11 @ $104.94) | (B-, Caa1) | 11/01/15 | 9.875 | 1,236,263 | |
| 1,875 | HCA, Inc., Global Secured Notes | ||||
| (Callable 11/15/11 @ $104.63) | (BB-, B2) | 11/15/16 | 9.250 | 1,971,094 | |
| 1,300 | HCA, Inc., Global Senior Unsecured | ||||
| Notes | (B-, Caa1) | 01/15/15 | 6.375 | 1,114,750 | |
| 4,575 | HCA, Inc., Global Senior Unsecured | ||||
| Notes§ | (B-, Caa1) | 02/15/16 | 6.500 | 3,905,906 | |
| 1,050 | HCA, Inc., Senior Unsecured Notes | (B-, Caa1) | 02/15/13 | 6.250 | 942,375 |
| 1,275 | Healthsouth Corp., Global Company | ||||
| Guaranteed Notes (Callable 06/15/11 @ $105.38)§ | (CCC+, Caa1) | 06/15/16 | 10.750 | 1,335,562 | |
| 850 | Iasis Healthcare/Capital Corp., Global | ||||
| Senior Subordinated Notes (Callable 06/15/09 @ $104.38)§ | (CCC+, B3) | 06/15/14 | 8.750 | 854,250 | |
| 800 | Senior Housing Properties Trust, Senior | ||||
| Notes | (BB+, Ba1) | 01/15/12 | 8.625 | 852,000 | |
| 750 | Stewart Enterprises, Inc., Global | ||||
| Senior Notes (Callable 02/15/09 @ $103.13) | (B+, Ba3) | 02/15/13 | 6.250 | 705,000 | |
| 2,750 | Tenet Healthcare Corp., Global Senior Notes | (CCC+, Caa1) | 07/01/14 | 9.875 | 2,640,000 |
| 500 | Tenet Healthcare Corp., Global Senior | ||||
| Notes# | (CCC+, Caa1) | 02/01/15 | 9.250 | 462,500 | |
| 500 | Universal Hospital Services, Inc., | ||||
| Global Secured Notes (Callable 06/01/09 @ $102.00)# | (B+, B3) | 06/01/15 | 8.288 | 477,500 | |
| 325 | Universal Hospital Services, Inc., | ||||
| Global Secured Notes (Callable 06/01/11 @ $104.25)# | (B+, B3) | 06/01/15 | 8.500 | 329,875 | |
| 1,600 | Vanguard Health Holding Co., Global Senior | ||||
| Subordinated Notes (Callable 10/01/09 @ $104.50)§ | (CCC+, Caa1) | 10/01/14 | 9.000 | 1,524,000 | |
| 1,025 | Varietal Distribution, Rule 144A, | ||||
| Senior Notes (Callable 07/15/11 @ $105.13) | (CCC+, Caa1) | 07/15/15 | 10.250 | 963,500 | |
| 19,314,575 | |||||
| Healthcare Services (1.0%) | |||||
| 1,925 | Community Health Systems, Inc., Global | ||||
| Company Guaranteed Notes (Callable 07/15/11 @ $104.44) | (B-, B3) | 07/15/15 | 8.875 | 1,946,656 | |
| Hotels (0.6%) | |||||
| 350 | Host Hotels & Resorts LP, Global | ||||
| Secured Notes (Callable 11/01/10 @ $103.44)§ | (BB, Ba1) | 11/01/14 | 6.875 | 345,625 | |
| 975 | Host Marriott LP, Series Q, Global | ||||
| Company Guaranteed Notes (Callable 06/01/11 @ $103.33) | (BB, Ba1) | 06/01/16 | 6.750 | 943,313 | |
| 1,288,938 | |||||
| Household & Leisure Products (1.0%) | |||||
| 1,000 | ALH Finance LLC/ALH Finance Corp., Global | ||||
| Senior Subordinated Notes (Callable 01/15/09 @ 104.25) | (CCC, B3) | 01/15/13 | 8.500 | 935,000 | |
| 500 | Ames True Temper, Inc., Global Company | ||||
| Guaranteed Notes (Callable 01/15/08 @ $101.50)# | (CCC+, Caa1) | 01/15/12 | 8.258 | 407,500 | |
| 1,400 | Ames True Temper, Inc., Global Senior | ||||
| Subordinated Notes (Callable 07/15/08 @ $105.00)§ | (CCC-, Caa3) | 07/15/12 | 10.000 | 679,000 | |
| 2,021,500 | |||||
| Industrial (0.4%) | |||||
| 1,075 | WMG Acquisition Corp., Global Senior | ||||
| Subordinated Notes (Callable 04/15/09 @ $103.69) | (B, B2) | 04/15/14 | 7.375 | 843,875 | |
| Leisure (0.9%) | |||||
| 500 | Bluegreen Corp., Series B, Company Guaranteed | ||||
| Notes | (B-, B3) | 04/01/08 | 10.500 | 503,125 | |
| 875 | Six Flags, Inc., Global Senior Notes | ||||
| (Callable 02/01/08 @ $101.48)§ | (CCC-, Caa2) | 02/01/10 | 8.875 | 645,313 |
SEQ.=1,FOLIO='',FILE='C:\JMS\jkarthi\08-6804-12\task2789528\6804-12-bg-03.htm',USER='105429',CD='Mar 19 03:47 2008'
| Par (000) | Ratings (S&P/Moodys) | Maturity | Rate% | Value | |
|---|---|---|---|---|---|
| U.S. CORPORATE BONDS | |||||
| Leisure | |||||
| $ 175 | Six Flags, Inc., Global Senior Notes | ||||
| (Callable 04/15/08 @ $104.88)§ | (CCC-, Caa2) | 04/15/13 | 9.750 | $ 119,875 | |
| 900 | Six Flags, Inc., Global Senior Notes | ||||
| (Callable 06/01/09 @ $104.81) | (CCC-, Caa2) | 06/01/14 | 9.625 | 605,250 | |
| 1,873,563 | |||||
| Machinery (0.6%) | |||||
| 875 | Baldor Electric Co., Company Guaranteed | ||||
| Notes (Callable 02/15/12 @ $104.31) | (B, B3) | 02/15/17 | 8.625 | 853,125 | |
| 450 | Terex Corp., Senior Subordinated Notes | ||||
| (Callable 11/15/12 @ $104.00)§ | (B+, Ba3) | 11/15/17 | 8.000 | 444,375 | |
| 1,297,500 | |||||
| Media (0.0%) | |||||
| 35 | American Media Operations, Inc., | ||||
| Series B, Rlue 144A, Global Company Guaranteed Notes (Callable 03/28/08 | |||||
| @ $100.00) | (CCC, Caa2) | 05/01/09 | 10.250 | 26,500 | |
| Media - Broadcast (3.9%) | |||||
| 700 | Allbritton Communications Co., Global | ||||
| Senior Subordinated Notes (Callable 03/31/08 @ $103.88) | (B-, B1) | 12/15/12 | 7.750 | 701,750 | |
| 1,325 | Barrington Broadcasting, Global Company | ||||
| Guaranteed Notes (Callable 08/15/10 @ 105.25) | (CCC+, B3) | 08/15/14 | 10.500 | 1,318,375 | |
| 925 | CMP Susquehanna Corp., Global Company | ||||
| Guaranteed Notes (Callable 05/15/10 @ $104.94)§ | (CCC, Caa1) | 05/15/14 | 9.875 | 642,875 | |
| 475 | Fisher Communications, Inc., Global | ||||
| Senior Notes (Callable 09/15/09 @ $104.31) | (B-, B2) | 09/15/14 | 8.625 | 482,125 | |
| 1,375 | ION Media Networks, Inc., | ||||
| Rule 144A, Secured Notes (Callable 03/31/08 @ $102.00)# | (CCC-, Caa1) | 01/15/13 | 10.508 | 1,192,813 | |
| 925 | Local TV Finance LLC, Rule 144A, | ||||
| Senior Unsecured Notes (Callable 06/15/11 @ $104.63) | (CCC+, Caa1) | 06/15/15 | 9.250 | 814,000 | |
| 1,625 | Univision Communications, Inc., | ||||
| Rule 144A, Senior Notes (Callable 03/15/11 @ $104.88) | (CCC+, B3) | 03/15/15 | 9.750 | 1,222,812 | |
| 600 | XM Satellite Radio, Inc., Global | ||||
| Company Guaranteed Notes (Callable 05/01/08 @ $102.00)# | (CCC, Caa1) | 05/01/13 | 9.411 | 516,000 | |
| 1,525 | Young Broadcasting, Inc., Global | ||||
| Senior Subordinated Notes (Callable 01/15/09 @ $104.38) | (CCC-, Caa2) | 01/15/14 | 8.750 | 1,044,625 | |
| 7,935,375 | |||||
| Media - Cable (6.3%) | |||||
| 1,875 | Atlantic Broadband Finance LLC, Global | ||||
| Company Guaranteed Notes (Callable 01/15/09 @ $104.69) | (CCC+, Caa1) | 01/15/14 | 9.375 | 1,696,875 | |
| 1,650 | CCH I Holdings LLC, Global Company | ||||
| Guaranteed Notes (Callable 03/27/08 @ $100.00)§ | (CCC, Caa3) | 04/01/14 | 9.920 | 841,500 | |
| 2,675 | CCH I LLC, Global Secured Notes (Callable | ||||
| 10/01/10 @ $105.50)§ | (CCC, Caa2) | 10/01/15 | 11.000 | 1,929,344 | |
| 1,600 | CCH II LLC, Series B, Global Senior | ||||
| Unsecured Notes (Callable 09/15/08 @ $105.13) | (CCC, Caa1) | 09/15/10 | 10.250 | 1,516,000 | |
| 792 | Charter Communications Holdings LLC, Senior | ||||
| Discount Notes (Callable 03/27/08 @ $100.00)§# | (CCC, Ca) | 04/01/11 | 9.920 | 498,960 | |
| 1,275 | CSC Holdings, Inc., Global Senior | ||||
| Unsecured Notes | (B+, B2) | 04/15/12 | 6.750 | 1,214,437 | |
| 1,150 | CSC Holdings, Inc., Series B, | ||||
| Senior Unsecured Notes§ | (B+, B2) | 04/01/11 | 7.625 | 1,144,250 | |
| 1,100 | DirecTV Holdings/Finance, Global Senior | ||||
| Notes (Callable 03/15/08 @ $104.19) | (BB-, Ba3) | 03/15/13 | 8.375 | 1,142,625 | |
| 1,150 | EchoStar DBS Corp., Global Company | ||||
| Guaranteed Notes | (BB-, Ba3) | 10/01/14 | 6.625 | 1,125,562 | |
| 775 | Mediacom Broadband LLC, Global Senior Notes | ||||
| (Callable 10/15/10 @ $104.25)§ | (B-, B3) | 10/15/15 | 8.500 | 639,375 | |
| 825 | Mediacom LLC/Capital Corp., Senior Notes | ||||
| (Callable 2/15/08 @ $100.00) | (B-, B3) | 02/15/11 | 7.875 | 740,438 | |
| 150 | Mediacom LLC/Capital Corp., Senior | ||||
| Unsecured Notes (Callable 01/15/09 @ $100.00) | (B-, B3) | 01/15/13 | 9.500 | 134,625 | |
| 12,623,991 | |||||
| Metals & Mining - Excluding Steel (2.8%) | |||||
| 225 | Aleris International, Inc., Global | ||||
| Company Guaranteed Notes (Callable 12/15/10 @ $104.50) | (B-, B3) | 12/15/14 | 9.000 | 176,625 | |
| 1,100 | Aleris International, Inc., Global | ||||
| Company Guaranteed Notes (Callable 12/15/11 @ $105.00) | (B-, Caa1) | 12/15/16 | 10.000 | 778,250 |
SEQ.=1,FOLIO='',FILE='C:\JMS\jkarthi\08-6804-12\task2789528\6804-12-bg-03.htm',USER='105429',CD='Mar 19 03:47 2008'
| Par (000) | Ratings (S&P/Moodys) | Maturity | Rate% | Value | |
|---|---|---|---|---|---|
| U.S. CORPORATE BONDS | |||||
| Metals | |||||
| & Mining - Excluding Steel | |||||
| $ 850 | Alpha | ||||
| Natural Resources LLC, Global Company Guaranteed Notes (Callable 06/01/08 @ | |||||
| $105.00)# | (B-, | ||||
| B3) | 06/01/12 | 10.000 | $ 877,625 | ||
| 775 | Freeport | ||||
| - McMoRan Copper & Gold, Inc., Senior Unsecured Notes (Callable 04/01/11 | |||||
| @ $104.13) | (BB, | ||||
| Ba3) | 04/01/15 | 8.250 | 814,719 | ||
| 1,075 | Freeport | ||||
| - McMoRan Copper & Gold, Inc., Senior Unsecured Notes (Callable 04/01/12 | |||||
| @ $104.19)§ | (BB, | ||||
| Ba3) | 04/01/17 | 8.375 | 1,144,875 | ||
| 482 | GrafTech | ||||
| Finance, Inc., Global Company Guaranteed Notes (Callable 03/27/08 @ $103.42) | (B, | ||||
| B2) | 02/15/12 | 10.250 | 501,280 | ||
| 1,700 | Noranda | ||||
| Aluminum Acquisition, Rule 144A, Senior Unsecured Notes (Callable 05/15/08 @ | |||||
| $102.00)# | (CCC+, | ||||
| B3) | 05/15/15 | 8.738 | 1,300,500 | ||
| 5,593,874 | |||||
| Multi-Line Insurance (0.4%) | |||||
| 800 | MBIA | ||||
| Insurance Corp., Rule 144A, Subordinated Notes (Callable 01/15/13 @ | |||||
| $100.00)§# | (AA, | ||||
| Aa2) | 01/15/33 | 14.000 | 748,795 | ||
| Non-Food & Drug | |||||
| Retailers (5.5%) | |||||
| 1,589 | Affinity | ||||
| Group, Inc., Global Senior Subordinated Notes (Callable 02/15/08 @ $105.44) | (CCC+, | ||||
| Caa1) | 02/15/12 | 10.875 | 1,580,761 | ||
| 900 | Asbury | ||||
| Automotive Group, Inc., Global Company Guaranteed Notes (Callable 03/15/12 @ | |||||
| $103.81) | (B, | ||||
| B3) | 03/15/17 | 7.625 | 733,500 | ||
| 1,350 | Brookstone | ||||
| Company, Inc., Global Secured Notes (Callable 10/15/09 @ $106.00)§ | (B, | ||||
| Caa1) | 10/15/12 | 12.000 | 1,221,750 | ||
| 690 | Claires | ||||
| Stores, Inc., Rule 144A, Company Guaranteed Notes (Callable 06/01/11 @ | |||||
| $104.81)§ | (CCC+, | ||||
| Caa1) | 06/01/15 | 9.625 | 389,850 | ||
| 850 | GameStop | ||||
| Corp., Global Company Guaranteed Notes (Callable 10/01/09 @ $104.00) | (BB, | ||||
| Ba3) | 10/01/12 | 8.000 | 886,125 | ||
| 505 | Michaels | ||||
| Stores, Inc., Global Company Guaranteed Notes (Callable 11/01/10 @ $105.00)§ | (CCC, | ||||
| B2) | 11/01/14 | 10.000 | 451,975 | ||
| 1,120 | Michaels | ||||
| Stores, Inc., Global Company Guaranteed Notes (Callable 11/01/11 @ $105.69)§ | (CCC, | ||||
| Caa1) | 11/01/16 | 11.375 | 912,800 | ||
| 1,585 | Neiman | ||||
| Marcus Group, Inc., Global Company Guaranteed Notes (Callable 10/15/10 @ | |||||
| $105.19)§ | (B, | ||||
| B3) | 10/15/15 | 10.375 | 1,585,000 | ||
| 1,000 | PCA | ||||
| LLC/PCA Finance Corp., Global Company Guaranteed Notesø | (NR, | ||||
| NR) | 08/01/09 | 11.875 | 57,500 | ||
| 600 | SGS | ||||
| International, Inc., Rule 144A, Global Senior Subordinated Notes (Callable | |||||
| 12/15/09 @ $106.00) | (B-, | ||||
| B3) | 12/15/13 | 12.000 | 597,750 | ||
| 863 | Susser | ||||
| Holdings LLC, Global Company Guaranteed Notes (Callable 12/15/09 @ $105.31) | (B, | ||||
| B3) | 12/15/13 | 10.625 | 888,890 | ||
| 600 | Susser | ||||
| Holdings LLC, Rule 144A, Senior Notes (Callable 12/15/09 @ $105.31) | (B, | ||||
| B3) | 12/15/13 | 10.625 | 618,000 | ||
| 100 | Yankee | ||||
| Acquisition Corp., Series B, Global Company Guaranteed Notes (Callable | |||||
| 02/15/11 @ $104.25) | (CCC+, | ||||
| B3) | 02/15/15 | 8.500 | 86,000 | ||
| 1,225 | Yankee | ||||
| Acquisition Corp., Series B, Global Company Guaranteed Notes (Callable | |||||
| 02/15/12 @ $104.88)§ | (CCC+, | ||||
| Caa1) | 02/15/17 | 9.750 | 1,004,500 | ||
| 11,014,401 | |||||
| Office | |||||
| Equipment (0.5%) | |||||
| 550 | IKON | ||||
| Office Solutions, Inc., Global Senior Notes (Callable 09/15/10 @ $103.88) | (BB, | ||||
| Ba3) | 09/15/15 | 7.750 | 561,000 | ||
| 475 | IKON | ||||
| Office Solutions, Inc., Rule 144A, Senior Unsecured (Callable 03/27/08 @ | |||||
| 100.00)# | (BB, | ||||
| Ba3) | 01/01/12 | 9.926 | 471,438 | ||
| 1,032,438 | |||||
| Oil | |||||
| Field Equipment & Services (0.4%) | |||||
| 825 | Bristow | ||||
| Group, Inc., Rule 144A, Senior Notes (Callable 09/15/12 @ $103.75) | (BB, | ||||
| Ba2) | 09/15/17 | 7.500 | 837,375 | ||
| Packaging (3.3%) | |||||
| 400 | Berry | ||||
| Petroleum Co., Senior Subordinated Notes (Callable 11/01/11 @ $104.13) | (B, | ||||
| B3) | 11/01/16 | 8.250 | 408,000 | ||
| 850 | Berry | ||||
| Plastics Holding Corp., Global Company Guaranteed Notes (Callable 03/01/11 @ | |||||
| $105.13) | (CCC+, | ||||
| Caa2) | 03/01/16 | 10.250 | 641,750 | ||
| 955 | Berry | ||||
| Plastics Holding Corp., Global Secured Notes (Callable 09/15/10 @ $104.44) | (B, | ||||
| B3) | 09/15/14 | 8.875 | 852,338 |
SEQ.=1,FOLIO='',FILE='C:\JMS\jkarthi\08-6804-12\task2789528\6804-12-bg-03.htm',USER='105429',CD='Mar 19 03:47 2008'
| Par (000) | Ratings (S&P/Moodys) | Maturity | Rate% | Value | |
|---|---|---|---|---|---|
| U.S. | |||||
| CORPORATE BONDS | |||||
| Packaging | |||||
| $ 1,625 | Constar International, Inc., | ||||
| Senior Subordinated Notes (Callable 03/27/08 @ $105.50) | (CCC, | ||||
| Caa2) | 12/01/12 | 11.000 | $ 1,100,937 | ||
| 325 | Crown Cork & | ||||
| Seal Co., Inc., Debentures Notes (Callable 04/15/08 @ $101.91) | (B, | ||||
| B2) | 04/15/23 | 8.000 | 306,313 | ||
| 50 | Graham Packaging | ||||
| Company, Inc., Global Company Guaranteed Notes (Callable 10/15/08 @ | |||||
| $104.25) | (CCC+, | ||||
| Caa1) | 10/15/12 | 8.500 | 44,250 | ||
| 1,225 | Graham Packaging | ||||
| Company, Inc., Global Subordinated Notes (Callable 10/15/09 @ $104.94) | (CCC+, | ||||
| Caa1) | 10/15/14 | 9.875 | 1,041,250 | ||
| 200 | Owens-Brockway Glass | ||||
| Containers, Inc., Rule 144A, Senior Notes (Callable 05/15/08 @ | |||||
| $104.13) | (B, | ||||
| B3) | 05/15/13 | 8.250 | 208,000 | ||
| 700 | Pliant Corp., Global | ||||
| Company Guaranteed Notes (Callable 03/31/08 @ $105.56)§ | (CCC, | ||||
| Caa1) | 09/01/09 | 11.125 | 572,250 | ||
| 1 | Pliant Corp., Global | ||||
| Senior Secured Notes (Callable 03/31/08 @ $108.72) | (B, | ||||
| NR) | 06/15/09 | 11.625 | 661 | ||
| 1,825 | Solo Cup Co., Global | ||||
| Senior Subordinated Notes (Callable 02/15/09 @ $104.25)§ | (CCC-, | ||||
| Caa2) | 02/15/14 | 8.500 | 1,501,062 | ||
| 6,676,811 | |||||
| Printing | |||||
| & Publishing (4.6%) | |||||
| 975 | American Media | ||||
| Operations, Inc., Series B, Global Company Guaranteed Notes | |||||
| (Callable 03/07/08 @ $100.00)§ | (CCC-, | ||||
| Caa2) | 05/01/09 | 10.250 | 728,812 | ||
| 700 | Dex Media, Inc., | ||||
| Global Discount Notes (Callable 11/15/08 @ $104.50)+ | (B, | ||||
| B2) | 11/15/13 | 0.000 | 624,750 | ||
| 1,500 | Idearc, Inc., | ||||
| Global Company Guaranteed Notes (Callable 11/15/11 @ $104.00)§ | (B+, | ||||
| B2) | 11/15/16 | 8.000 | 1,350,000 | ||
| 2,425 | R.H. Donnelley Corp., | ||||
| Global Senior Unsecured Notes (Callable 01/15/09 @ $103.44) | (B, | ||||
| B3) | 01/15/13 | 6.875 | 2,049,125 | ||
| 750 | R.H. Donnelley Corp., | ||||
| Rule 144A, Senior Notes (Callable 10/15/12 @ $104.44) | (B, | ||||
| B3) | 10/15/17 | 8.875 | 639,375 | ||
| 900 | R.H. Donnelley Corp., | ||||
| Series A-2, Global Senior Discount Notes (Callable 01/15/09 @ $103.44) | (B, | ||||
| B3) | 01/15/13 | 6.875 | 760,500 | ||
| 250 | R.H. Donnelley Corp., | ||||
| Series A-3, Global Senior Notes (Callable 01/15/11 @ $104.44) | (B, | ||||
| B3) | 01/15/16 | 8.875 | 215,625 | ||
| 1,400 | Readers Digest | ||||
| Association, Inc., Rule 144A, Senior Subordinated Notes (Callable | |||||
| 02/15/12 @ $104.50)§ | (CCC+, | ||||
| Caa1) | 02/15/17 | 9.000 | 1,088,500 | ||
| 1,300 | TL Acquisitions, Inc., | ||||
| Rule 144A, Senior Notes (Callable 07/15/11 @ $105.25) | (CCC+, | ||||
| Caa1) | 01/15/15 | 10.500 | 1,189,500 | ||
| 635 | Valassis | ||||
| Communications, Inc., Global Company Guaranteed Notes (Callable 03/01/11 | |||||
| @ $104.13)§ | (B-, | ||||
| B3) | 03/01/15 | 8.250 | 530,225 | ||
| 9,176,412 | |||||
| Restaurants (0.5%) | |||||
| 920 | Buffets, Inc., | ||||
| Global Company Guaranteed Notes (Callable 11/01/10 @ $106.25) ø | (CCC, | ||||
| Caa3) | 11/01/14 | 12.500 | 64,400 | ||
| 775 | Dennys Corp., Global | ||||
| Company Guaranteed Notes (Callable 10/01/08 @ $105.00) | (B-, | ||||
| B3) | 10/01/12 | 10.000 | 732,375 | ||
| 425 | OSI Restaurant | ||||
| Partners, Inc., Rule 144A, Senior Notes (Callable 06/15/11 @ | |||||
| $105.00)§# | (CCC+, | ||||
| Caa1) | 06/15/15 | 10.000 | 269,875 | ||
| 1,066,650 | |||||
| Software (0.8%) | |||||
| 1,875 | First Data Corp., Rule 144A, | ||||
| Company Guaranteed Notes (Callable 09/30/11 @ $104.94) | (B-, | ||||
| B3) | 09/24/15 | 9.875 | 1,661,719 | ||
| Software/Services (2.0%) | |||||
| 2,775 | SunGard Data Systems, Inc., | ||||
| Global Company Guaranteed Notes (Callable 08/15/10 @ $105.13)§ | (B-, | ||||
| Caa1) | 08/15/15 | 10.250 | 2,788,875 | ||
| 1,150 | Unisys Corp., Senior | ||||
| Unsubordinated Notes (Callable 01/15/12 @ $106.25) | (B+, | ||||
| B2) | 01/15/16 | 12.500 | 1,137,062 | ||
| 3,925,937 | |||||
| Steel | |||||
| Producers/Products (2.4%) | |||||
| 1,325 | AK Steel Corp., | ||||
| Global Company Guaranteed Notes (Callable 06/15/08 @ $102.58) | (BB-, | ||||
| B1) | 06/15/12 | 7.750 | 1,325,000 |
SEQ.=1,FOLIO='',FILE='C:\JMS\jkarthi\08-6804-12\task2789528\6804-12-bg-03.htm',USER='105429',CD='Mar 19 03:47 2008'
| Par (000) | Ratings (S&P/Moodys) | Maturity | Rate% | Value | |
|---|---|---|---|---|---|
| U.S. | |||||
| CORPORATE BONDS | |||||
| Steel | |||||
| Producers/Products | |||||
| $ 1,150 | PNA Group, Inc., | ||||
| Global Senior Unsecured Notes (Callable 09/01/11 @ $105.38) | (B-, | ||||
| B3) | 09/01/16 | 10.750 | $ 1,040,750 | ||
| 400 | PNA Intermediate | ||||
| Holding Corp., Rule 144A, Senior Notes (Callable 02/15/08 @ $102.00)# | (B-, | ||||
| Caa1) | 02/15/13 | 11.869 | 364,000 | ||
| 1,275 | Rathgibson, Inc., | ||||
| Global Company Guaranteed Notes (Callable 02/15/10 @ $105.62) | (B-, | ||||
| B3) | 02/15/14 | 11.250 | 1,262,250 | ||
| 775 | Ryerson, Inc., | ||||
| Senior Notes | (B+, | ||||
| B2) | 11/01/15 | 12.000 | 732,375 | ||
| 4,724,375 | |||||
| Support-Services (6.8%) | |||||
| 1,250 | Allied Security | ||||
| Escrow Corp., Global Senior Subordinated Notes (Callable 07/15/08 @ $105.69) | (CCC+, | ||||
| Caa1) | 07/15/11 | 11.375 | 1,134,375 | ||
| 300 | ARAMARK Corp., Global | ||||
| Company Guaranteed Notes# | (B-, | ||||
| B3) | 02/01/15 | 8.411 | 270,000 | ||
| 925 | ARAMARK Corp., Global | ||||
| Company Guaranteed Notes (Callable 02/01/11 @ $104.25) | (B-, | ||||
| B3) | 02/01/15 | 8.500 | 925,000 | ||
| 400 | Ashtead Capital, Inc., | ||||
| Rule 144A, Notes (Callable 08/15/11 @ $104.50)§ | (B, | ||||
| B1) | 08/15/16 | 9.000 | 336,000 | ||
| 150 | Education Management | ||||
| LLC, Global Company Guaranteed Notes (Callable 06/01/10 @ $104.38) | (CCC+, | ||||
| B2) | 06/01/14 | 8.750 | 145,125 | ||
| 1,075 | Education Management | ||||
| LLC, Global Company Guaranteed Notes (Callable 06/01/11 @ $105.13) | (CCC+, | ||||
| Caa1) | 06/01/16 | 10.250 | 1,029,312 | ||
| 500 | Hertz Corp., Global | ||||
| Company Guaranteed Notes (Callable 01/01/10 @ $104.44) | (B, | ||||
| B1) | 01/01/14 | 8.875 | 485,000 | ||
| 600 | Hertz Corp., Global | ||||
| Company Guaranteed Notes (Callable 01/01/11 @ $105.25)§ | (B, | ||||
| B2) | 01/01/16 | 10.500 | 579,750 | ||
| 750 | Iron Mountain, Inc., | ||||
| Company Guaranteed Notes (Callable 04/01/08 @ $101.44) | (B, | ||||
| B3) | 04/01/13 | 8.625 | 761,250 | ||
| 200 | Iron Mountain, Inc., | ||||
| Company Guaranteed Notes (Callable 07/01/08 @ $103.31) | (B, | ||||
| B3) | 01/01/16 | 6.625 | 191,500 | ||
| 1,500 | Johnsondiversey | ||||
| Holdings, Inc., Global Discount Notes (Callable 05/15/08 @ $103.56) | (CCC+, | ||||
| Caa1) | 05/15/13 | 10.670 | 1,477,500 | ||
| 775 | Kar Holdings, Inc., | ||||
| Rule 144A, Senior Notes (Callable 05/01/10 @ $104.38) | (CCC, | ||||
| B3) | 05/01/14 | 8.750 | 693,625 | ||
| 675 | Kar Holdings, Inc., | ||||
| Rule 144A, Senior Subordinated Notes (Callable 04/01/11 @ $105.00) | (CCC, | ||||
| Caa1) | 05/01/15 | 10.000 | 567,000 | ||
| 1,050 | Mobile Services Group, Inc., | ||||
| Global Company Guaranteed Notes (Callable 08/01/10 @ $104.88) | (B-, | ||||
| B3) | 08/01/14 | 9.750 | 897,750 | ||
| 1,110 | Neff Corp., Global | ||||
| Company Guaranteed Notes (Callable 06/01/11 @ $105.00)§ | (B-, | ||||
| Caa2) | 06/01/15 | 10.000 | 532,800 | ||
| 1,125 | Rental Service Corp., | ||||
| Global Company Guaranteed Notes (Callable 12/01/10 @ $104.75) | (B-, | ||||
| Caa1) | 12/01/14 | 9.500 | 959,062 | ||
| 1,875 | Travelport LLC, | ||||
| Global Company Guaranteed Notes (Callable 09/01/11 @ $105.94)§ | (CCC+, | ||||
| Caa1) | 09/01/16 | 11.875 | 1,790,625 | ||
| 425 | United Rentals North | ||||
| America, Inc., Global Company Guaranteed Notes (Callable 02//15/08 @ | |||||
| $103.25) | (B+, | ||||
| B1) | 02/15/12 | 6.500 | 393,125 | ||
| 725 | United Rentals North | ||||
| America, Inc., Global Senior Subordinated Notes (Callable 02/15/09 @ | |||||
| $103.50)§ | (B, | ||||
| B3) | 02/15/14 | 7.000 | 585,438 | ||
| 13,754,237 | |||||
| Telecom | |||||
| - Fixed Line (1.5%) | |||||
| 2,225 | Level 3 Financing, Inc., | ||||
| Global Company Guaranteed Notes (Callable 02/15/09 @ $102.00)# | (CCC+, | ||||
| Caa1) | 02/15/15 | 9.150 | 1,668,750 | ||
| 450 | Level 3 Financing, Inc., | ||||
| Global Company Guaranteed Notes (Callable 03/15/10 @ $106.13)§ | (CCC+, | ||||
| Caa1) | 03/15/13 | 12.250 | 439,313 | ||
| 50 | Level 3 Financing, Inc., | ||||
| Global Company Guaranteed Notes (Callable 11/01/10 @ $104.63) | (CCC+, | ||||
| Caa1) | 11/01/14 | 9.250 | 43,250 | ||
| 775 | Time Warner Telecom | ||||
| Holdings, Inc., Global Company Guaranteed Notes (Callable 02/15/09 @ | |||||
| $104.62)§ | (CCC+, | ||||
| B3) | 02/15/14 | 9.250 | 778,875 | ||
| 2,930,188 | |||||
| Telecom | |||||
| - Integrated/Services (3.9%) | |||||
| 1,550 | Cincinnati Bell, Inc., | ||||
| Global Senior Subordinated Notes (Callable 01/15/09 @ $104.19) | (B-, | ||||
| B2) | 01/15/14 | 8.375 | 1,488,000 |
SEQ.=1,FOLIO='',FILE='C:\JMS\jkarthi\08-6804-12\task2789528\6804-12-bg-03.htm',USER='105429',CD='Mar 19 03:47 2008'
| Par (000) | Ratings (S&P/Moodys) | Maturity | Rate% | Value | |
|---|---|---|---|---|---|
| U.S. | |||||
| CORPORATE BONDS | |||||
| Telecom | |||||
| - Integrated/Services | |||||
| $ 700 | Hawaiian Telcom | ||||
| Communications, Inc., Series B, Global Company Guaranteed Notes | |||||
| (Callable 05/01/10 @ $106.25)§ | (CCC, | ||||
| Caa1) | 05/01/15 | 12.500 | $ 626,500 | ||
| 1,100 | Hughes Network | ||||
| Systems LLC, Global Company Guaranteed Notes (Callable 04/15/10 @ $104.75) | (B-, | ||||
| B1) | 04/15/14 | 9.500 | 1,094,500 | ||
| 900 | Paetec Holding Corp.,Series WI, | ||||
| Global Company Guaranteed Notes (Callable 07/15/11 @ $104.75) | (CCC+, | ||||
| Caa1) | 07/15/15 | 9.500 | 843,750 | ||
| 2,250 | Qwest Communications | ||||
| International, Inc., Series B, Global Company Guaranteed Notes | |||||
| (Callable 02/15/09 @ $103.75)§ | (BB, | ||||
| Ba3) | 02/15/14 | 7.500 | 2,238,750 | ||
| 350 | Windstream Corp., | ||||
| Global Company Guaranteed Notes | (BB-, | ||||
| Ba3) | 08/01/13 | 8.125 | 360,500 | ||
| 125 | Windstream Corp., | ||||
| Global Company Guaranteed Notes (Callable 03/15/12 @ $103.50) | (BB-, | ||||
| Ba3) | 03/15/19 | 7.000 | 117,812 | ||
| 1,100 | Windstream Corp., | ||||
| Global Company Guaranteed Notes (Callable 08/01/11 @ $104.31) | (BB-, | ||||
| Ba3) | 08/01/16 | 8.625 | 1,144,000 | ||
| 7,913,812 | |||||
| Telecom | |||||
| - Wireless (1.5%) | |||||
| 675 | Centennial Cellular | ||||
| Communications Corp., Global Company Guaranteed Notes (Callable 06/15/08 @ $105.06) | (CCC+, | ||||
| B2) | 06/15/13 | 10.125 | 693,563 | ||
| 1,025 | Cricket | ||||
| Communications, Inc., Global Company Guaranteed Notes (Callable 11/01/10 | |||||
| @ $104.69) | (CCC, | ||||
| Caa1) | 11/01/14 | 9.375 | 937,875 | ||
| 675 | Rural Cellular Corp., | ||||
| Global Senior Subordinated Notes (Callable 06/01/08 @ $102.00)# | (CCC, | ||||
| Caa2) | 06/01/13 | 8.124 | 685,125 | ||
| 650 | SunCom Wireless | ||||
| Holdings, Inc., Global Company Guaranteed Notes (Callable 06/01/08 @ | |||||
| $104.25) | (CCC, | ||||
| Caa2) | 06/01/13 | 8.500 | 672,750 | ||
| 2,989,313 | |||||
| Textiles & | |||||
| Apparel (0.6%) | |||||
| 1,300 | Levi Strauss & | ||||
| Co., Global Senior Notes (Callable 01/15/10 @ $104.88) | (B+, | ||||
| B2) | 01/15/15 | 9.750 | 1,270,750 | ||
| Theaters & | |||||
| Entertainment (0.7%) | |||||
| 1,675 | AMC Entertainment, Inc., | ||||
| Global Senior Subordinated Notes (Callable 03/01/09 @ $104.00) | (CCC+, | ||||
| B2) | 03/01/14 | 8.000 | 1,478,188 | ||
| TOTAL | |||||
| U.S. CORPORATE BONDS (Cost $290,611,678) | 263,924,728 | ||||
| FOREIGN | |||||
| CORPORATE BONDS (13.6%) | |||||
| Building | |||||
| Materials (0.1%) | |||||
| 1,000 | Maax Corp., Global | ||||
| Senior Subordinated Notes (Callable 06/15/08 @ $104.88) (Canada)§ | (NR, | ||||
| Ca) | 06/15/12 | 9.750 | 270,000 | ||
| Chemicals (1.2%) | |||||
| 1,850 | Basell AF SCA, Rule 144A, | ||||
| Company Guaranteed Notes (Callable 08/15/10 @ $104.19) (Luxembourg) | (B-, | ||||
| B3) | 08/15/15 | 8.375 | 1,406,000 | ||
| 1,350 | Ineos Group Holdings | ||||
| PLC, Rule 144A, Company Guaranteed Notes (Callable 02/15/11 @ $104.25) | |||||
| (United Kingdom) | (B-, | ||||
| B3) | 02/15/16 | 8.500 | 1,059,750 | ||
| 2,465,750 | |||||
| Electronics (2.1%) | |||||
| 450 | Avago Technologies | ||||
| Finance, Global Company Guaranteed Notes (Callable 12/01/09 @ $105.06) | |||||
| (Singapore)§# | (BB-, | ||||
| B2) | 12/01/13 | 10.125 | 470,250 | ||
| 775 | Avago Technologies | ||||
| Finance, Global Company Guaranteed Notes (Callable 12/01/10 @ $105.94) | |||||
| (Singapore) | (B, | ||||
| Caa1) | 12/01/15 | 11.875 | 813,750 | ||
| 1,000 | New Asat, Ltd., | ||||
| Global Company Guaranteed Notes (Callable 02/01/08 @ $104.63) (Cayman | |||||
| Islands) | (CCC-, | ||||
| Caa1) | 02/01/11 | 9.250 | 800,000 | ||
| 2,050 | NXP BV/NXP Funding | ||||
| LLC, Global Company Guaranteed Notes | |||||
| (Callable 10/15/11 @ $104.75) (Netherlands)§ | (B-, | ||||
| B3) | 10/15/15 | 9.500 | 1,796,312 | ||
| 350 | NXP BV/NXP Funding | ||||
| LLC, Global Secured Notes (Callable 10/15/10 @ $103.94) (Netherlands)§ | (BB, | ||||
| Ba3) | 10/15/14 | 7.875 | 322,438 | ||
| 4,202,750 | |||||
| Energy | |||||
| - Exploration & Production (0.4%) | |||||
| 875 | OPTI Canada, Inc., | ||||
| Rule 144A, Company Guaranteed Notes (Callable 12/15/10 @ $104.13) | |||||
| (Canada) | (BB+, | ||||
| B1) | 12/15/14 | 8.250 | 861,875 |
SEQ.=1,FOLIO='',FILE='C:\JMS\jkarthi\08-6804-12\task2789528\6804-12-bg-05.htm',USER='105429',CD='Mar 19 03:49 2008'
| Par (000) | Ratings (S&P/Moodys) | Maturity | Rate% | Value | |
|---|---|---|---|---|---|
| FOREIGN CORPORATE BONDS | |||||
| Forestry & Paper (1.2%) | |||||
| $ 600 | Abitibi-Consolidated, Inc., | ||||
| Global Notes (Canada)§ | (B, | ||||
| B3) | 06/15/11 | 7.750 | $ 460,500 | ||
| 500 | Abitibi-Consolidated, Inc., | ||||
| Yankee Senior Notes (Canada)§ | (B, | ||||
| B3) | 04/01/15 | 8.375 | 356,250 | ||
| 850 | Bowater | ||||
| Canada Finance Corp., Global Company Guaranteed Notes (Canada) | (B, | ||||
| B3) | 11/15/11 | 7.950 | 665,125 | ||
| 1,000 | Smurfit | ||||
| Kappa Funding PLC, Global Senior Subordinated Notes (Callable 01/31/10 @ | |||||
| $103.88) (Ireland) | (B, | ||||
| B2) | 04/01/15 | 7.750 | 925,000 | ||
| 2,406,875 | |||||
| Leisure (0.6%) | |||||
| 1,175 | NCL | ||||
| Corp., Global Senior Notes (Callable 07/15/09 @ $105.31) (Bermuda)# | (CCC+, | ||||
| B3) | 07/15/14 | 10.625 | 1,192,625 | ||
| Media - Cable (1.0%) | |||||
| 150 | NTL | ||||
| Cable PLC, Global Senior Notes (Callable 08/15/11 @ $104.56) (United Kingdom) | (B-, | ||||
| B2) | 08/15/16 | 9.125 | 136,500 | ||
| 675 | Unity | ||||
| Media GmbH, Rule 144A, Senior Secured Notes (Callable 02/15/10 @ | |||||
| $105.06) (Germany) | (B-, | ||||
| Caa2) | 02/15/15 | 10.125 | 976,918 | ||
| 500 | Virgin | ||||
| Media Finance PLC, Global Company Guaranteed Notes (Callable 04/15/09 @ | |||||
| $104.88) (United Kingdom) | (B-, | ||||
| B2) | 04/15/14 | 9.750 | 867,265 | ||
| 1,980,683 | |||||
| Media - Diversified (0.3%) | |||||
| 725 | Quebecor | ||||
| Media, Inc., Rule 144A, Notes (Canada) | (B, | ||||
| B2) | 03/15/16 | 7.750 | 676,063 | ||
| Oil Refining & Marketing (0.6%) | |||||
| 875 | Petroplus | ||||
| Finance, Ltd., Rule 144A, Company Guaranteed Notes (Callable 05/01/11 @ | |||||
| $103.38) (Bermuda) | (BB-, | ||||
| B1) | 05/01/14 | 6.750 | 805,000 | ||
| 400 | Petroplus | ||||
| Finance, Ltd., Rule 144A, Company Guaranteed Notes (Callable 05/01/12 @ | |||||
| $103.50) (Bermuda) | (BB-, | ||||
| B1) | 05/01/17 | 7.000 | 365,000 | ||
| 1,170,000 | |||||
| Pharmaceuticals (0.4%) | |||||
| 775 | Elan | ||||
| Finance PLC, Global Company Guaranteed | |||||
| Notes (Callable 12/01/10 @ $104.44) (Ireland) | (B, | ||||
| B3) | 12/01/13 | 8.875 | 744,000 | ||
| 150 | Elan | ||||
| Finance PLC, Global Company Guaranteed Notes (Callable 11/15/08 @ $103.88) | |||||
| (Ireland) | (B, | ||||
| B3) | 11/15/11 | 7.750 | 141,750 | ||
| 885,750 | |||||
| Support-Services (0.7%) | |||||
| 1,000 | Ashtead | ||||
| Holdings PLC, Rule 144A, Secured Notes (Callable 08/01/10 @ $104.31) | |||||
| (United Kingdom) | (B, | ||||
| B1) | 08/01/15 | 8.625 | 825,000 | ||
| 525 | Carlson | ||||
| Wagonlit BV, Rule 144A, Senior Notes (Callable 11/01/08 @ $102.00) | |||||
| (Netherlands)# | (B-, | ||||
| B2) | 05/01/15 | 10.357 | 664,604 | ||
| 1,489,604 | |||||
| Telecom - Integrated/Services (3.1%) | |||||
| 1,550 | Global | ||||
| Crossing UK Finance, Global Company Guaranteed Notes (Callable 12/15/09 @ | |||||
| $105.38) (United Kingdom) | (B-, | ||||
| B3) | 12/15/14 | 10.750 | 1,588,750 | ||
| 550 | Hellas | ||||
| II, Rule 144A, Subordinated Notes (Callable 03/24/08 @ $102.00) | |||||
| (Luxembourg)# | (CCC+, | ||||
| Caa1) | 01/15/15 | 10.008 | 448,250 | ||
| 900 | Intelsat | ||||
| Bermuda, Ltd., Global Company Guaranteed (Callable 02/7/08 @ $102.00) | |||||
| (Bermuda)# | (B, | ||||
| Caa1) | 01/15/15 | 7.581 | 904,500 | ||
| 450 | Intelsat | ||||
| Bermuda, Ltd., Global Senior Unsecured Notes (Bermuda) | (B-, | ||||
| Caa3) | 11/01/13 | 6.500 | 299,250 | ||
| 2,200 | Intelsat, | ||||
| Ltd., Global Company Guaranteed Notes | |||||
| (Callable 06/15/11 @ $105.62) (Bermuda) | (B-, | ||||
| Caa2) | 06/15/16 | 11.250 | 2,211,000 | ||
| 650 | Nordic | ||||
| Telephone Co. Holdings, Rule 144A, Senior Notes (Callable 05/01/11 @ | |||||
| $104.44) (Denmark) | (B, | ||||
| B2) | 05/01/16 | 8.875 | 663,000 | ||
| 6,114,750 | |||||
| Telecom - Wireless (0.5%) | |||||
| 1,175 | MetroPCS | ||||
| Wireless, Inc., Global Senior Unsecured Notes (Callable 11/01/10 @ | |||||
| $104.63) | (CCC, | ||||
| Caa1) | 11/01/14 | 9.250 | 1,086,875 |
SEQ.=1,FOLIO='',FILE='C:\JMS\jkarthi\08-6804-12\task2789528\6804-12-bg-05.htm',USER='105429',CD='Mar 19 03:49 2008'
| Par (000) | Ratings (S&P/Moodys) | Maturity | Rate% | Value | ||
|---|---|---|---|---|---|---|
| FOREIGN CORPORATE BONDS | ||||||
| Telecommunication Equipment (0.4%) | ||||||
| $ 850 | Nortel | |||||
| Networks, Ltd., Global Company Guaranteed Notes (Canada)# | (B-, | |||||
| B3) | 07/15/11 | 8.508 | $ 794,750 | |||
| Textiles & Apparel (0.1%) | ||||||
| 75 | IT | |||||
| Holding Finance SA, Rule 144A, Company Guaranteed Notes (Luxembourg) | (CCC, | |||||
| B3) | 11/15/12 | 9.875 | 83,284 | |||
| Transportation - Excluding Air/Rail (0.9%) | ||||||
| 1,725 | Ship | |||||
| Finance International, Ltd., Global Company Guaranteed Notes (Callable | ||||||
| 12/15/08 @ $104.25) (Bermuda) | (B+, | |||||
| B1) | 12/15/13 | 8.500 | 1,737,937 | |||
| TOTAL FOREIGN CORPORATE BONDS (Cost $30,399,802) | 27,419,571 | |||||
| Number of Shares | ||||||
| COMMON STOCKS (0.4%) | ||||||
| Automobile Parts & Equipment (0.0%) | ||||||
| 774,557 | Cambridge | |||||
| Industries Liquidating Trust*^ | 0 | |||||
| Chemicals (0.1%) | ||||||
| 4,893 | Huntsman | |||||
| Corp. | 118,606 | |||||
| Electric - Integrated (0.2%) | ||||||
| 14,950 | Mirant | |||||
| Corp.* | 550,758 | |||||
| Steel Producers/Products (0.1%) | ||||||
| 8,414 | WCI | |||||
| Steel Acquisition, Inc.* | 193,522 | |||||
| TOTAL COMMON STOCKS (Cost $531,967) | 862,886 | |||||
| WARRANTS (0.0%) | ||||||
| Electronics (0.0%) | ||||||
| 204,293 | Viasystems, Inc., | |||||
| strike price $25.31, expires 01/31/10*^ | 2,043 | |||||
| Telecom - Fixed Line (0.0%) | ||||||
| 3,000 | Versatel | |||||
| Telecom International NV, strike price $2.81, expires 05/15/08* | 535 | |||||
| TOTAL WARRANTS (Cost $3,772,613) | 2,578 | |||||
| SHORT-TERM INVESTMENTS (42.1%) | ||||||
| 83,076,495 | State | |||||
| Street Navigator Prime Portfolio§§ | 83,076,495 | |||||
| Par (000) | ||||||
| $ 1,557 | State | |||||
| Street Bank and Trust Co. Euro Time Deposit | 02/01/08 | 1.850 | 1,557,000 | |||
| TOTAL SHORT-TERM INVESTMENTS (Cost $84,633,495) | 84,633,495 | |||||
| TOTAL INVESTMENTS AT VALUE (187.4%) (Cost $409,949,555) | 376,843,258 | |||||
| LIABILITIES IN EXCESS OF OTHER ASSETS (-87.4%) | (175,769,412 | ) | ||||
| NET ASSETS (100.0%) | $ 201,073,846 |
OPEN FORWARD FOREIGN CURRENCY CONTRACTS
| Forward Foreign Currency Contract — European Economic Unit | Expiration Date — 4/10/08 | Foreign Currency To Be Purchased/(Sold) — | (1,305,000 | ) | Contract Amount — $ (1,920,438 | ) | Contract Value — $ (1,928,035 | ) | Unrealized Gain (Loss) — $ (7,597 | ) |
|---|---|---|---|---|---|---|---|---|---|---|
SEQ.=1,FOLIO='',FILE='C:\JMS\jkarthi\08-6804-12\task2789528\6804-12-bg-05.htm',USER='105429',CD='Mar 19 03:49 2008'
| INVESTMENT ABBREVIATIONS | |
|---|---|
| NR= Not Rated | |
| | Credit ratings given by the Standard & |
| Poors Division of The McGraw-Hill Companies, Inc. (S&P) and | |
| Moodys Investors Service, Inc. (Moodys) are unaudited. | |
| | 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, 2008, these securities | |
| amounted to a value of $39,477,810 or 19.6% of net assets. | |
| + | Step Bond The interest rate stated is as of January 31, |
| 2008 and will reset at a future date. | |
| ø | Bond is currently in default. |
| * | Non-income producing security. |
| ^ | Not readily marketable security; security is |
| valued at fair value as determined in good faith by, or under the direction | |
| of, the Board of Trustees. | |
| # | Variable rate obligations The interest rate shown |
| is the rate as of January 31, 2008. | |
| § | Security or portion thereof is out on loan. |
| §§ | Represents security purchased with cash |
| collateral received for securities on loan. |
SECURITY VALUATION The net asset value of the Fund is determined daily as of the close of regular trading on the New York Stock Exchange, Inc. (the Exchange) on each day the Exchange is open for business. Debt securities with a remaining maturity greater than 60 days are valued in accordance with the price supplied by a pricing service, which may use a matrix, formula or other objective method that takes into consideration market indices, yield curves and other specific adjustments. 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 represent fair value. Equity investments 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 at the time of valuation (Valuation Time). If no sales are reported, equity investments are generally valued at the most recent bid quotation as of the Valuation Time or at the lowest asked quotation in the case of a short sale of securities. Investments in mutual funds are valued at the 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, or whose values have been materially affected by events occurring before the Funds Valuation Time but after the close of the securities primary markets, 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. At January 31, 2008, the Fund held 0.09% of its net assets in securities valued at fair value as determined in good faith under procedures established by the Board of Trustees with an aggregate cost of $149,578 and fair value of $191,144. The Funds estimate of fair value assumes a willing buyer and a willing seller neither acting under the compulsion to buy or sell. Although these securities may be resold in privately negotiated transactions, the prices realized on such sales could differ from the prices originally paid by the Fund or the current carrying values, and the difference could be material.
Federal Income Tax Cost - At January 31, 2008, 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 $409,949,555, $1,966,073, $(35,072,370) and $(33,106,297), 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 www.credit-suisse.com/us as well as on the website of the Securities and Exchange Commission at www.sec.gov.
SEQ.=1,FOLIO='',FILE='C:\JMS\jkarthi\08-6804-12\task2789528\6804-12-bg-05.htm',USER='105429',CD='Mar 19 03:49 2008'
*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*
SEQ.=1,FOLIO='',FILE='C:\JMS\105627\08-6804-12\task2805457\6804-12-ga.htm',USER='105627',CD='Mar 26 00:52 2008'
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/Lawrence D. Haber | |
|---|---|
| Name: | Lawrence D. Haber |
| Title: | Chief Executive Officer |
| Date: | March 28, 2008 |
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/Lawrence D. Haber | |
|---|---|
| Name: | Lawrence D. Haber |
| Title: | Chief Executive Officer |
| Date: | March 28, 2008 |
| /s/Michael A. Pignataro | |
|---|---|
| Name: | Michael A. Pignataro |
| Title: | Chief Financial Officer |
| Date: | March 28, 2008 |
SEQ.=1,FOLIO='',FILE='C:\JMS\105627\08-6804-12\task2805457\6804-12-jc.htm',USER='105627',CD='Mar 26 01:21 2008'
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