Regulatory Filings • Mar 23, 2009
Preview not available for this file type.
Download Source FileN-Q 1 a09-6731_10nq.htm N-Q
*UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549*
*FORM N-Q*
*QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT INVESTMENT COMPANY*
| Investment
Company Act file number | |
| --- | --- |
| 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) | |
| Registrants
telephone number, including area code: | (212)
325-2000 |
| Date of
fiscal year end: | October 31st |
| Date of
reporting period: | November 1,
2008 to January 31, 2009 |
SEQ.=1,FOLIO='',FILE='C:\JMS\jkarthi\09-6731-10\task3434853\6731-10-be.htm',USER='105429',CD='Mar 19 23:13 2009'
Item 1: Schedule of Investments
SEQ.=1,FOLIO='',FILE='C:\JMS\jkarthi\09-6731-10\task3434853\6731-10-bg.htm',USER='105429',CD='Mar 19 23:13 2009'
*Credit Suisse High Yield Bond Fund*
*Schedule of Investments*
January 31, 2009 (unaudited)
| Par (000) | Ratings (S&P/Moodys) | Maturity | Rate% | Value | |
|---|---|---|---|---|---|
| U.S. | |||||
| CORPORATE BONDS (111.3%) | |||||
| Aerospace & | |||||
| Defense (1.2%) | |||||
| $ 575 | BE Aerospace, Inc., | ||||
| Senior Unsecured Notes (Callable 07/01/13 @ $104.25) | (BB+, | ||||
| Ba3) | 07/01/18 | 8.500 | $ 541,938 | ||
| 625 | Hawker Beechcraft | ||||
| Acquisition Co., Global Company Guaranteed Notes (Callable 04/01/11 @ | |||||
| $104.44) | (B-, | ||||
| B3) | 04/01/15 | 8.875 | 159,375 | ||
| 1,275 | Hawker Beechcraft | ||||
| Acquisition Co., Global Company Guaranteed Notes (Callable 04/01/12 @ | |||||
| $104.88) | (B-, | ||||
| Caa1) | 04/01/17 | 9.750 | 235,875 | ||
| 325 | TransDigm, Inc., | ||||
| Global Company Guaranteed Notes (Callable 07/15/09 @ $105.81) | (B-, | ||||
| B3) | 07/15/14 | 7.750 | 294,125 | ||
| 1,231,313 | |||||
| Agriculture (0.5%) | |||||
| 550 | Southern States | ||||
| Cooperative, Inc., Rule 144A, Senior Notes (Callable 11/01/09 @ | |||||
| $100.00) | (B-, | ||||
| B3) | 11/01/10 | 11.000 | 486,750 | ||
| Auto | |||||
| Loans (6.4%) | |||||
| 725 | Ford Motor Credit Co. | ||||
| LLC, Global Senior Unsecured Notes | (CCC+, | ||||
| Caa1) | 06/15/10 | 7.875 | 599,032 | ||
| 2,900 | Ford Motor Credit Co. | ||||
| LLC, Global Senior Unsecured Notes | (CCC+, | ||||
| Caa1) | 10/01/13 | 7.000 | 1,806,975 | ||
| 325 | Ford Motor Credit Co. | ||||
| LLC, Senior Unsecured Notes | (CCC+, | ||||
| Caa1) | 08/10/11 | 9.875 | 241,775 | ||
| 1,225 | Ford Motor Credit Co. | ||||
| LLC, Senior Unsecured Notes | (CCC+, | ||||
| Caa1) | 12/15/16 | 8.000 | 734,421 | ||
| 2,390 | GMAC LLC, | ||||
| Rule 144A, Company Guaranteed Notes | (CCC, | ||||
| NR) | 03/02/11 | 7.250 | 1,930,656 | ||
| 744 | GMAC LLC, | ||||
| Rule 144A, Company Guaranteed Notes | (CCC, | ||||
| NR) | 04/01/11 | 6.000 | 565,142 | ||
| 47 | GMAC LLC, | ||||
| Rule 144A, Company Guaranteed Notes | (CCC, | ||||
| NR) | 12/15/11 | 6.000 | 34,791 | ||
| 99 | GMAC LLC, | ||||
| Rule 144A, Company Guaranteed Notes | (CCC, | ||||
| NR) | 12/31/13 | 7.500 | 58,456 | ||
| 1,007 | GMAC LLC, | ||||
| Rule 144A, Company Guaranteed Notes | (CCC, | ||||
| NR) | 12/01/14 | 6.750 | 655,169 | ||
| 119 | GMAC LLC, | ||||
| Rule 144A, Subordinated Notes | (CC, | ||||
| NR) | 12/31/18 | 8.000 | 47,047 | ||
| 6,673,464 | |||||
| Auto | |||||
| Parts & Equipment (3.7%) | |||||
| 975 | Altra Industrial | ||||
| Motion, Inc., Global Senior Secured Notes (Callable 12/01/09 @ $102.25) | (B+, | ||||
| B1) | 12/01/11 | 9.000 | 945,750 | ||
| 775 | American | ||||
| Axle & Manufacturing, Inc., Company Guaranteed Notes (Callable | |||||
| 03/01/12 @ $103.94) | (CCC-, | ||||
| Caa2) | 03/01/17 | 7.875 | 162,750 | ||
| 1,200 | American Tire Distributors | ||||
| Holdings, Inc., Global Senior Notes (Callable 04/01/09 @ $105.38) | (CCC+, | ||||
| Caa1) | 04/01/13 | 10.750 | 912,000 | ||
| 750 | Lear Corp., | ||||
| Series B, Global Company Guaranteed Notes (Callable 12/01/10 @ $104.25) | (CCC, | ||||
| Caa2) | 12/01/13 | 8.500 | 176,250 | ||
| 800 | Stanadyne Corp., | ||||
| Series 1, Global Senior Subordinated Notes (Callable 08/15/09 @ $105.00) | (B-, | ||||
| B3) | 08/15/14 | 10.000 | 548,000 | ||
| 525 | Tenneco, Inc., | ||||
| Global Company Guaranteed Notes (Callable 11/15/09 @ $104.31) | (B-, | ||||
| Caa2) | 11/15/14 | 8.625 | 162,750 | ||
| 848 | The Goodyear | ||||
| Tire & Rubber Co., Global Company Guaranteed Notes (Callable | |||||
| 07/01/10 @ $104.50) | (BB-, | ||||
| B1) | 07/01/15 | 9.000 | 786,520 | ||
| 193 | Visteon Corp., Global | ||||
| Senior Unsecured Notes | (CCC-, | ||||
| Caa3) | 08/01/10 | 8.250 | 35,705 | ||
| 498 | Visteon Corp., | ||||
| Rule 144A, Senior Unsecured Notes (Callable 12/31/13 @ $105.00) | (CCC-, | ||||
| Caa2) | 12/31/16 | 12.250 | 57,270 | ||
| 3,786,995 | |||||
| Automotive (1.0%) | |||||
| 1,970 | Ford Motor Co., | ||||
| Global Senior Unsecured Notes | (CCC-, | ||||
| Ca) | 07/16/31 | 7.450 | 443,250 | ||
| 925 | General Motors Corp., | ||||
| Global Senior Unsecured Notes | (C, | ||||
| C) | 01/15/11 | 7.200 | 191,938 | ||
| 2,750 | General Motors Corp., | ||||
| Senior Unsecured Notes | (C, | ||||
| C) | 07/15/13 | 7.125 | 446,875 | ||
| 1,082,063 | |||||
| Beverages (0.6%) | |||||
| 675 | Constellation | ||||
| Brands, Inc., Company Guaranteed Notes | (BB-, | ||||
| Ba3) | 09/01/16 | 7.250 | 648,000 | ||
| Brokerage (0.2%) | |||||
| 475 | E*TRADE Financial | ||||
| Corp., Global Senior Notes (Callable 06/15/09 @ $102.00) | (B, | ||||
| B2) | 06/15/11 | 8.000 | 220,875 | ||
| Building & | |||||
| Construction (1.1%) | |||||
| 1,425 | Ashton Woods | ||||
| USA/Finance, Global Company Guaranteed Notes (Callable 10/01/10 @ $104.75)ø | (D, | ||||
| C) | 10/01/15 | 9.500 | 220,875 | ||
| 625 | K Hovnanian | ||||
| Enterprises, Inc., Global Company Guaranteed Notes | (CCC, | ||||
| Caa1) | 01/15/16 | 6.250 | 184,375 | ||
| 900 | Standard Pacific | ||||
| Corp., Global Company Guaranteed Notes | (B-, | ||||
| B2) | 08/15/15 | 7.000 | 481,500 |
SEQ.=1,FOLIO='',FILE='C:\JMS\c900225\09-6731-10\task3429525\6731-10-bi-01.htm',USER='c900225',CD='Mar 17 22:20 2009'
| Par (000) | Ratings (S&P/Moodys) | Maturity | Rate% | Value | |
|---|---|---|---|---|---|
| U.S. | |||||
| CORPORATE BONDS | |||||
| Building & | |||||
| Construction | |||||
| $ 1,000 | William Lyon Homes, Inc., | ||||
| Company Guaranteed Notes (Callable 04/15/09 @ $105.38) | (CCC-, | ||||
| Caa3) | 04/01/13 | 10.750 | $ 255,000 | ||
| 1,141,750 | |||||
| Building | |||||
| Materials (3.7%) | |||||
| 1,000 | Associated | ||||
| Materials, Inc., Global Senior Discount Notes (Callable 03/01/09 @ $105.62)+ | (CCC, | ||||
| Caa2) | 03/01/14 | 0.000 | 455,000 | ||
| 700 | Building Materials | ||||
| Corp. of America, Global Secured Notes (Callable 08/01/09 @ $103.88) | (B+, | ||||
| B3) | 08/01/14 | 7.750 | 465,500 | ||
| 650 | Coleman | ||||
| Cable, Inc., Global Company Guaranteed Notes (Callable 10/01/09 @ | |||||
| $102.47) | (B+, | ||||
| B2) | 10/01/12 | 9.875 | 438,750 | ||
| 750 | CPG International | ||||
| I, Inc., Global Company Guaranteed Notes (Callable 07/01/09 @ $105.25) | (B, | ||||
| B3) | 07/01/13 | 10.500 | 423,750 | ||
| 500 | Dayton Superior | ||||
| Corp., Company Guaranteed Notes | (CC, | ||||
| Caa3) | 06/15/09 | 13.000 | 286,250 | ||
| 625 | General Cable Corp., | ||||
| Global Company Guaranteed Notes (Callable 04/01/09 @ $102.00)# | (B+, | ||||
| B1) | 04/01/15 | 3.810 | 421,875 | ||
| 325 | Norcraft Finance | ||||
| Corp., Global Company Guaranteed Notes (Callable 11/01/09 @ $100.00) | (B+, | ||||
| B1) | 11/01/11 | 9.000 | 287,625 | ||
| 250 | Norcraft Holdings, | ||||
| Global Senior Discount Notes (Callable 09/01/09 @ $102.44) | (B-, | ||||
| B3) | 09/01/12 | 9.750 | 193,750 | ||
| 825 | Nortek, Inc., | ||||
| Global Senior Subordinated Notes (Callable 09/01/09 @ $104.25) | (CCC, | ||||
| Caa1) | 09/01/14 | 8.500 | 173,250 | ||
| 1,000 | NTK | ||||
| Holdings, Inc., Global Senior Discount Notes (Callable 09/01/09 @ | |||||
| $105.38)+ | (CCC, | ||||
| Caa2) | 03/01/14 | 0.000 | 120,000 | ||
| 525 | Ply Gem | ||||
| Industries, Inc., Global Company Guaranteed Notes (Callable 02/15/09 @ | |||||
| $102.25) | (CCC, | ||||
| Caa2) | 02/15/12 | 9.000 | 147,000 | ||
| 750 | Ply Gem | ||||
| Industries, Inc., Global Senior Secured Notes (Callable 04/01/11 @ | |||||
| $105.88) | (B-, | ||||
| B2) | 06/15/13 | 11.750 | 420,000 | ||
| 3,832,750 | |||||
| Chemicals (3.4%) | |||||
| 650 | Chemtura Corp., | ||||
| Company Guaranteed Notes | (CCC, | ||||
| B3) | 06/01/16 | 6.875 | 214,500 | ||
| 550 | Koppers | ||||
| Holdings, Inc., Global Senior Discount Notes (Callable 11/15/09 @ | |||||
| $104.94)+ | (B-, | ||||
| B2) | 11/15/14 | 0.000 | 457,188 | ||
| 1,125 | Momentive Performance | ||||
| Materials, Inc., Global Company Guaranteed Notes (Callable 12/01/10 @ | |||||
| $104.88) | (B-, | ||||
| B3) | 12/01/14 | 9.750 | 500,625 | ||
| 1,050 | Momentive Performance | ||||
| Materials, Inc., Global Company Guaranteed Notes (Callable 12/01/11 @ | |||||
| $105.75) | (CCC, | ||||
| Caa2) | 12/01/16 | 11.500 | 262,500 | ||
| 275 | Nalco Co., Global | ||||
| Company Guaranteed Notes (Callable 11/15/09 @ $103.00) | (B, | ||||
| B3) | 11/15/13 | 9.000 | 296,026 | ||
| 575 | Nalco Finance | ||||
| Holdings, Inc., Global Senior Discounted Notes (Callable 02/01/09 @ | |||||
| $104.50)+ | (B, | ||||
| B3) | 02/01/14 | 0.000 | 461,437 | ||
| 725 | PolyOne Corp., Senior | ||||
| Unsecured Notes | (B, | ||||
| B1) | 05/01/12 | 8.875 | 322,625 | ||
| 1,175 | Reichhold | ||||
| Industries, Inc., Rule 144A, Senior Notes (Callable 08/15/10 @ | |||||
| $104.50) | (B-, | ||||
| B2) | 08/15/14 | 9.000 | 804,875 | ||
| 275 | Terra | ||||
| Capital, Inc., Series B, Global Company Guaranteed Notes (Callable | |||||
| 02/01/12 @ $103.50) | (BB, | ||||
| B1) | 02/01/17 | 7.000 | 251,625 | ||
| 3,571,401 | |||||
| Computer | |||||
| Hardware (0.7%) | |||||
| 825 | Activant | ||||
| Solutions, Inc., Global Company Guaranteed Notes (Callable 05/01/11 @ | |||||
| $104.75) | (CCC+, | ||||
| Caa1) | 05/01/16 | 9.500 | 433,125 | ||
| 450 | Affiliated Computer | ||||
| Services, Inc., Senior Unsecured Notes | (BB, | ||||
| Ba2) | 06/01/15 | 5.200 | 336,375 | ||
| 769,500 | |||||
| Consumer | |||||
| Products (2.5%) | |||||
| 950 | AAC Group Holding | ||||
| Corp., Rule 144A, Senior Unsecured Notes (Callable 10/01/09 @ $102.56) | (CCC+, | ||||
| Caa2) | 10/01/12 | 10.250 | 641,250 | ||
| 1,625 | Amscan | ||||
| Holdings, Inc., Global Senior Subordinated Notes (Callable 05/01/09 @ | |||||
| $104.38) | (CCC+, | ||||
| Caa1) | 05/01/14 | 8.750 | 975,000 | ||
| 500 | Jarden Corp., Company | ||||
| Guaranteed Notes (Callable 05/01/12 @ $103.75) | (B, | ||||
| B3) | 05/01/17 | 7.500 | 362,500 |
SEQ.=1,FOLIO='',FILE='C:\JMS\c900225\09-6731-10\task3429525\6731-10-bi-01.htm',USER='c900225',CD='Mar 17 22:20 2009'
| Par (000) | Ratings (S&P/Moodys) | Maturity | Rate% | Value | |
|---|---|---|---|---|---|
| U.S. | |||||
| CORPORATE BONDS | |||||
| Consumer | |||||
| Products | |||||
| $ 640 | Prestige | ||||
| Brands, Inc., Global Senior Subordinated Notes (Callable 04/15/09 @ | |||||
| $102.31) | (B-, | ||||
| B3) | 04/15/12 | 9.250 | $ 598,400 | ||
| 2,577,150 | |||||
| Diversified | |||||
| Capital Goods (2.5%) | |||||
| 925 | Esco Corp., | ||||
| Rule 144A, Company Guaranteed Notes (Callable 12/15/09 @ $101.00)# | (B, | ||||
| B2) | 12/15/13 | 5.871 | 605,875 | ||
| 100 | Esco Corp., | ||||
| Rule 144A, Company Guaranteed Notes (Callable 12/15/10 @ $104.31) | (B, | ||||
| B2) | 12/15/13 | 8.625 | 78,500 | ||
| 850 | RBS Global & | ||||
| Rexnord Corp., Global Company Guaranteed Notes (Callable 08/01/10 @ $104.75) | (B-, | ||||
| B3) | 08/01/14 | 9.500 | 735,250 | ||
| 425 | Sensus Metering | ||||
| Systems, Inc., Global Senior Subordinated Notes (Callable 12/15/09 @ | |||||
| $102.87) | (B-, | ||||
| B3) | 12/15/13 | 8.625 | 333,625 | ||
| 600 | Titan | ||||
| International, Inc., Global Company Guaranteed Notes | (B-, | ||||
| Caa1) | 01/15/12 | 8.000 | 507,000 | ||
| 738 | TriMas Corp., Global | ||||
| Company Guaranteed Notes (Callable 06/15/09 @ $101.65) | (B-, | ||||
| Caa1) | 06/15/12 | 9.875 | 372,690 | ||
| 2,632,940 | |||||
| Electric | |||||
| - Generation (10.5%) | |||||
| 350 | Dynegy | ||||
| Holdings, Inc., Global Senior Unsecured Notes | (B, | ||||
| B2) | 06/01/15 | 7.500 | 280,000 | ||
| 1,825 | Dynegy | ||||
| Holdings, Inc., Global Senior Unsecured Notes | (B, | ||||
| B2) | 05/01/16 | 8.375 | 1,496,500 | ||
| 1,175 | Edison Mission | ||||
| Energy, Global Senior Unsecured Notes | (BB-, | ||||
| B1) | 05/15/17 | 7.000 | 1,098,625 | ||
| 300 | Edison Mission | ||||
| Energy, Global Senior Unsecured Notes | (BB-, | ||||
| B1) | 05/15/19 | 7.200 | 273,750 | ||
| 438 | Midwest Generation | ||||
| LLC, Series B, Global Pass Thru Certificates | (BB+, | ||||
| Baa3) | 01/02/16 | 8.560 | 427,313 | ||
| 1,025 | Mirant Americas | ||||
| Generation LLC, Senior Unsecured Notes | (B-, | ||||
| B3) | 10/01/21 | 8.500 | 876,375 | ||
| 25 | Mirant Americas | ||||
| Generation, LLC, Senior Unsecured Notes | (B-, | ||||
| B3) | 05/01/11 | 8.300 | 24,688 | ||
| 447 | Mirant Mid Atlantic | ||||
| LLC, Series B, Global Pass Thru Certificates | (BB, | ||||
| Ba1) | 06/30/17 | 9.125 | 366,756 | ||
| 350 | NRG | ||||
| Energy, Inc., Company Guaranteed Notes (Callable 01/15/12 @ $103.69) | (B, | ||||
| B1) | 01/15/17 | 7.375 | 329,000 | ||
| 550 | NRG Energy, Inc., | ||||
| Company Guaranteed Notes (Callable 02/01/11 @ $103.69) | (B, | ||||
| B1) | 02/01/16 | 7.375 | 525,250 | ||
| 100 | Reliant | ||||
| Energy, Inc., Senior Unsecured Notes | (B+, | ||||
| B1) | 06/15/14 | 7.625 | 82,250 | ||
| 175 | Reliant | ||||
| Energy, Inc., Senior Unsecured Notes | (B+, | ||||
| B1) | 06/15/17 | 7.875 | 142,625 | ||
| 4,900 | Texas Competitive | ||||
| Electric Holdings Co., LLC, Series A, Global Company Guaranteed Notes | |||||
| (Callable 11/01/11 @ $105.13)+ | (CCC, | ||||
| B3) | 11/01/15 | 10.250 | 3,650,500 | ||
| 1,225 | The AES Corp., Global | ||||
| Senior Unsecured Notes | (BB-, | ||||
| B1) | 10/15/17 | 8.000 | 1,157,625 | ||
| 175 | The AES Corp., Senior | ||||
| Unsecured Notes | (BB-, | ||||
| B1) | 03/01/14 | 7.750 | 167,563 | ||
| 10,898,820 | |||||
| Electric | |||||
| - Integrated (0.3%) | |||||
| 350 | PNM | ||||
| Resources, Inc., Unsecured Notes | (BB-, | ||||
| Ba2) | 05/15/15 | 9.250 | 316,750 | ||
| Electronics (2.5%) | |||||
| 950 | Amkor | ||||
| Technology, Inc., Global Senior Notes (Callable 05/15/09 @ $102.58) | (B+, | ||||
| B1) | 05/15/13 | 7.750 | 554,563 | ||
| 111 | Ampex Corp., Senior | ||||
| Secured Notes^ | (NR, | ||||
| NR) | 09/30/09 | 12.000 | 90,089 | ||
| 1,325 | Freescale Semiconductor, Inc., | ||||
| Company Guaranteed Notes | (C, | ||||
| Caa3) | 12/15/16 | 10.125 | 238,500 | ||
| 275 | Jabil | ||||
| Circuit, Inc., Global Senior Unsecured Notes | (BB-, | ||||
| Ba1) | 03/15/18 | 8.250 | 211,750 | ||
| 1,000 | Sanmina-SCI Corp., | ||||
| Global Company Guaranteed Notes (Callable 03/01/09 @ $103.38) | (B-, | ||||
| B3) | 03/01/13 | 6.750 | 495,000 | ||
| 250 | Sanmina-SCI Corp., | ||||
| Senior Subordinated Notes (Callable 03/01/11 @ $104.06) | (B-, | ||||
| B3) | 03/01/16 | 8.125 | 108,750 | ||
| 1,200 | Viasystems, Inc., | ||||
| Global Senior Unsecured Notes (Callable 01/15/10 @ $100.00) | (B+, | ||||
| Caa1) | 01/15/11 | 10.500 | 882,000 | ||
| 2,580,652 | |||||
| Energy | |||||
| - Exploration & Production (5.8%) | |||||
| 725 | Berry Petroleum Co., | ||||
| Senior Subordinated Notes (Callable 11/01/11 @ $104.13) | (B+, | ||||
| B3) | 11/01/16 | 8.250 | 382,438 | ||
| 150 | Chesapeake Energy | ||||
| Corp., Company Guaranteed Notes | (BB, | ||||
| Ba3) | 07/15/13 | 7.625 | 138,750 | ||
| 300 | Chesapeake Energy | ||||
| Corp., Company Guaranteed Notes | (BB, | ||||
| Ba3) | 12/15/18 | 7.250 | 252,750 | ||
| 1,050 | Chesapeake Energy | ||||
| Corp., Global Company Guaranteed Notes (Callable 01/15/10 @ $102.29) | (BB, | ||||
| Ba3) | 01/15/16 | 6.875 | 905,625 | ||
| 1,000 | Encore Acquisition | ||||
| Co., Company Guaranteed Notes (Callable 12/01/10 @ $103.63) | (B, | ||||
| B1) | 12/01/17 | 7.250 | 810,000 |
SEQ.=1,FOLIO='',FILE='C:\JMS\c900225\09-6731-10\task3429525\6731-10-bi-01.htm',USER='c900225',CD='Mar 17 22:20 2009'
| Par (000) | Ratings (S&P/Moodys) | Maturity | Rate% | Value | |
|---|---|---|---|---|---|
| U.S. | |||||
| CORPORATE BONDS | |||||
| Energy | |||||
| - Exploration & Production | |||||
| $ 450 | Forest Oil Corp., | ||||
| Rule 144A, Company Guaranteed Notes (Callable 06/15/12 @ $103.63) | (B+, | ||||
| B1) | 06/15/19 | 7.250 | $ 376,875 | ||
| 525 | Hilcorp Energy I, | ||||
| Rule 144A, Senior Unsecured Notes (Callable 06/01/11 @ $104.50) | (BB-, | ||||
| B3) | 06/01/16 | 9.000 | 430,500 | ||
| 800 | Mariner | ||||
| Energy, Inc., Company Guaranteed Notes (Callable 05/15/12 @ $104.00) | (B+, | ||||
| B3) | 05/15/17 | 8.000 | 516,000 | ||
| 950 | PetroHawk Energy | ||||
| Corp., Rule 144A, Company Guaranteed Notes (Callable 06/01/12 @ | |||||
| $103.94) | (B, | ||||
| B3) | 06/01/15 | 7.875 | 800,375 | ||
| 625 | Plains | ||||
| Exploration & Production Co., Company Guaranteed Notes (Callable | |||||
| 06/15/11 @ $103.88) | (BB, | ||||
| B1) | 06/15/15 | 7.750 | 569,531 | ||
| 500 | Range Resources | ||||
| Corp., Company Guaranteed Notes (Callable 10/01/12 @ $103.75) | (BB, | ||||
| Ba3) | 10/01/17 | 7.500 | 466,250 | ||
| 475 | Swift Energy Co, | ||||
| Company Guaranteed Notes (Callable 06/01/12 @ $103.56) | (B-, | ||||
| B1) | 06/01/17 | 7.125 | 320,625 | ||
| 5,969,719 | |||||
| Environmental (0.6%) | |||||
| 800 | Waste | ||||
| Services, Inc., Global Senior Subordinated Notes (Callable 04/15/09 @ | |||||
| $104.75) | (B-, | ||||
| Caa1) | 04/15/14 | 9.500 | 620,000 | ||
| Food & | |||||
| Drug Retailers (0.8%) | |||||
| 925 | Duane | ||||
| Reade, Inc., Global Company Guaranteed Notes (Callable 08/01/09 @ | |||||
| $102.44) | (CCC-, | ||||
| Caa3) | 08/01/11 | 9.750 | 504,125 | ||
| 75 | Stater Brothers | ||||
| Holdings, Inc., Global Company Guaranteed Notes (Callable 04/15/11 @ | |||||
| $103.88) | (B+, | ||||
| B2) | 04/15/15 | 7.750 | 69,000 | ||
| 300 | Stater Brothers | ||||
| Holdings, Inc., Global Company Guaranteed Notes (Callable 06/15/09 @ | |||||
| $102.03) | (B+, | ||||
| B2) | 06/15/12 | 8.125 | 298,500 | ||
| 871,625 | |||||
| Food | |||||
| - Wholesale (0.9%) | |||||
| 250 | Dole Food | ||||
| Co., Inc., Global Company Guaranteed Notes | (B-, | ||||
| Caa2) | 05/01/09 | 8.625 | 236,875 | ||
| 175 | Dole Food | ||||
| Co., Inc., Global Company Guaranteed Notes (Callable 03/15/09 @ $100.00) | (B-, | ||||
| Caa2) | 03/15/11 | 8.875 | 132,125 | ||
| 800 | Smithfield | ||||
| Foods, Inc., Senior Unsecured Notes | (B, | ||||
| B3) | 07/01/17 | 7.750 | 546,000 | ||
| 915,000 | |||||
| Forestry & | |||||
| Paper (3.1%) | |||||
| 478 | Boise Cascade LLC, | ||||
| Global Company Guaranteed Notes (Callable 10/15/09 @ $103.56) | (BB-, | ||||
| B2) | 10/15/14 | 7.125 | 250,950 | ||
| 1,300 | Cellu Tissue | ||||
| Holdings, Inc., Global Secured Notes (Callable 03/15/09 @ $100.00) | (B, | ||||
| B2) | 03/15/10 | 9.750 | 1,049,750 | ||
| 750 | Georgia-Pacific | ||||
| Corp., Global Senior Notes | (B+, | ||||
| B2) | 01/15/24 | 8.000 | 551,250 | ||
| 300 | Georgia-Pacific | ||||
| Corp., Rule 144A, Company Guaranteed Notes (Callable 01/15/12 @ | |||||
| $103.56) | (BB-, | ||||
| Ba3) | 01/15/17 | 7.125 | 275,250 | ||
| 475 | Graphic Packaging | ||||
| International Corp., Global Senior Subordinated Notes (Callable 08/15/09 @ | |||||
| $103.17) | (B-, | ||||
| B3) | 08/15/13 | 9.500 | 363,375 | ||
| 625 | Newark | ||||
| Group, Inc., Global Senior Subordinated Notes (Callable 03/15/09 @ | |||||
| $104.88) | (CCC-, | ||||
| Ca) | 03/15/14 | 9.750 | 54,688 | ||
| 675 | NewPage Corp., | ||||
| Global Company Guaranteed Notes (Callable 05/01/09 @ $106.00) | (CCC+, | ||||
| B3) | 05/01/13 | 12.000 | 165,375 | ||
| 950 | Smurfit-Stone | ||||
| Container Enterprises, Inc., Global Senior Unsecured Notes (Callable | |||||
| 07/01/09 @ $101.40)ø | (D, | ||||
| NR) | 07/01/12 | 8.375 | 104,500 | ||
| 75 | Verso Paper Holdings | ||||
| LLC, Series B, Global Senior Secured Notes (Callable 08/01/10 @ $104.56) | (B+, | ||||
| B2) | 08/01/14 | 9.125 | 31,125 | ||
| 1,125 | Verso | ||||
| Paper, Inc., Series B, Global Company Guaranteed Notes (Callable | |||||
| 08/01/11 @ $105.69) | (CCC+, | ||||
| B3) | 08/01/16 | 11.375 | 320,625 | ||
| 3,166,888 | |||||
| Gaming (5.4%) | |||||
| 1,125 | Buffalo Thunder | ||||
| Development Authority, Rule 144A, Senior Secured Notes (Callable | |||||
| 12/15/10 @ $104.69) | (CCC, | ||||
| Caa3) | 12/15/14 | 9.375 | 106,875 | ||
| 200 | Caesars | ||||
| Entertainment, Inc., Global Company Guaranteed Notes | (CC, | ||||
| Caa3) | 03/15/10 | 7.875 | 113,000 | ||
| 1,975 | Caesars | ||||
| Entertainment, Inc., Global Company Guaranteed Notes | (CC, | ||||
| Caa3) | 05/15/11 | 8.125 | 780,125 | ||
| 1,225 | CCM | ||||
| Merger, Inc., Rule 144A, Notes (Callable 08/01/09 @ $104.00) | (CCC, | ||||
| Caa3) | 08/01/13 | 8.000 | 520,625 | ||
| 280 | Choctaw Resort | ||||
| Development Enterprise, Rule 144A, Senior Notes (Callable 11/15/11 @ | |||||
| $103.63) | (B+, | ||||
| B1) | 11/15/19 | 7.250 | 91,000 |
SEQ.=1,FOLIO='',FILE='C:\JMS\c900225\09-6731-10\task3429525\6731-10-bi-01.htm',USER='c900225',CD='Mar 17 22:20 2009'
| Par (000) | Ratings (S&P/Moodys) | Maturity | Rate% | Value | |
|---|---|---|---|---|---|
| U.S. | |||||
| CORPORATE BONDS | |||||
| Gaming | |||||
| $ 575 | FireKeepers | ||||
| Development Authority, Rule 144A, Senior Secured Notes (Callable | |||||
| 05/01/12 @ $110.50) | (B, | ||||
| B3) | 05/01/15 | 13.875 | $ 388,125 | ||
| 625 | Fontainebleau Las | ||||
| Vegas Capital Corp., Rule 144A, Second Mortgage Notes (Callable 06/15/11 | |||||
| @ $105.13) | (CCC, | ||||
| Caa3) | 06/15/15 | 10.250 | 71,875 | ||
| 225 | Herbst | ||||
| Gaming, Inc., Global Company Guaranteed Notes (Callable 06/01/09 @ | |||||
| $102.03)ø | (D, | ||||
| NR) | 06/01/12 | 8.125 | 1,687 | ||
| 750 | Inn of the Mountain | ||||
| Gods Resort & Casino, Global Company Guaranteed Notes (Callable | |||||
| 11/15/09 @ $100.00) | (CCC, | ||||
| Caa2) | 11/15/10 | 12.000 | 153,750 | ||
| 1,250 | Jacobs | ||||
| Entertainment, Inc., Global Company Guaranteed Notes (Callable 06/15/10 | |||||
| @ $104.88) | (B-, | ||||
| B3) | 06/15/14 | 9.750 | 675,000 | ||
| 950 | Majestic Star Casino | ||||
| Capital Corp., Senior Secured Notes (Callable 10/15/09 @ $100.00)ø | (D, | ||||
| Caa3) | 10/15/10 | 9.500 | 289,750 | ||
| 1,275 | Mashantucket Western | ||||
| Pequot Tribe, Rule 144A, Bonds (Callable 11/15/11 @ $104.25) | (BB-, | ||||
| B2) | 11/15/15 | 8.500 | 446,250 | ||
| 1,150 | MGM | ||||
| Mirage, Inc., Company Guaranteed Notes | (BB-, | ||||
| Ba3) | 04/01/16 | 6.875 | 649,750 | ||
| 700 | MGM | ||||
| Mirage, Inc., Company Guaranteed Notes | (BB-, | ||||
| Ba3) | 01/15/17 | 7.625 | 388,500 | ||
| 600 | Peermont Global | ||||
| Proprietary Ltd., Rule 144A, Senior Secured Notes (Callable 04/30/10 @ | |||||
| $105.81) | (B, | ||||
| B3) | 04/30/14 | 7.750 | 430,584 | ||
| 670 | Tropicana Finance | ||||
| Corp., Global Senior Subordinated Notes (Callable 12/15/10 @ $104.81)ø | (NR, | ||||
| NR) | 12/15/14 | 9.625 | 11,725 | ||
| 775 | Turning Stone Resort | ||||
| Casino Enterprise, Rule 144A, Senior Notes (Callable 09/15/10 @ | |||||
| $104.56) | (B+, | ||||
| B1) | 09/15/14 | 9.125 | 519,250 | ||
| 5,637,871 | |||||
| Gas | |||||
| Distribution (3.7%) | |||||
| 525 | Amerigas Partners LP, | ||||
| Global Senior Unsecured Notes (Callable 05/20/10 @ $103.63) | (NR, | ||||
| Ba3) | 05/20/15 | 7.250 | 488,250 | ||
| 450 | El Paso Corp., Senior | ||||
| Unsecured Notes | (BB-, | ||||
| Ba3) | 06/01/18 | 7.250 | 414,000 | ||
| 925 | El Paso | ||||
| Performance-Linked Trust, Rule 144A, Senior Unsecured Notes | (BB, | ||||
| Ba3) | 07/15/11 | 7.750 | 890,312 | ||
| 425 | Inergy Finance Corp., | ||||
| Global Company Guaranteed Notes (Callable 03/01/11 @ $104.13) | (B+, | ||||
| B1) | 03/01/16 | 8.250 | 386,750 | ||
| 275 | Inergy Finance Corp., | ||||
| Global Senior Unsecured Notes (Callable 12/15/09 @ $103.44) | (B+, | ||||
| B1) | 12/15/14 | 6.875 | 239,250 | ||
| 550 | MarkWest Energy | ||||
| Finance Corp., Series B, Global Senior Notes (Callable 04/15/13 @ | |||||
| $104.38) | (B+, | ||||
| B2) | 04/15/18 | 8.750 | 397,375 | ||
| 625 | Targa Resources | ||||
| Partners LP, Rule 144A, Senior Notes (Callable 07/01/12 @ $104.13) | (B, | ||||
| B2) | 07/01/16 | 8.250 | 453,125 | ||
| 675 | Williams | ||||
| Cos., Inc., Series A, Global Senior Unsecured Notes | (BB+, | ||||
| Baa3) | 01/15/31 | 7.500 | 555,188 | ||
| 3,824,250 | |||||
| Health | |||||
| Services (7.1%) | |||||
| 490 | Bausch & | ||||
| Lomb, Inc., Rule 144A, Senior Unsecured Notes (Callable 11/01/11 @ | |||||
| $104.94) | (B, | ||||
| Caa1) | 11/01/15 | 9.875 | 432,425 | ||
| 50 | Biomet, Inc., | ||||
| Global Company Guaranteed Notes (Callable 10/15/12 @ $105.00) | (B-, | ||||
| B3) | 10/15/17 | 10.000 | 51,000 | ||
| 25 | Biomet, Inc., | ||||
| Global Company Guaranteed Notes (Callable 10/15/12 @ $105.81) | (B-, | ||||
| Caa1) | 10/15/17 | 11.625 | 23,375 | ||
| 650 | Community Health | ||||
| Systems, Inc., Global Company Guaranteed Notes (Callable 07/15/11 @ | |||||
| $104.44) | (B, | ||||
| B3) | 07/15/15 | 8.875 | 628,875 | ||
| 900 | HCA, Inc., | ||||
| Global Secured Notes (Callable 11/15/11 @ $104.63) | (BB-, | ||||
| B2) | 11/15/16 | 9.250 | 861,750 | ||
| 1,300 | HCA, Inc., | ||||
| Global Senior Unsecured Notes | (B-, | ||||
| Caa1) | 01/15/15 | 6.375 | 916,500 | ||
| 425 | HCA, Inc., | ||||
| Global Senior Unsecured Notes | (B-, | ||||
| Caa1) | 02/15/16 | 6.500 | 299,625 | ||
| 1,050 | HCA, Inc., | ||||
| Senior Unsecured Notes | (B-, | ||||
| Caa1) | 02/15/13 | 6.250 | 763,875 | ||
| 625 | HCA, Inc., | ||||
| Senior Unsecured Notes | (B-, | ||||
| Caa1) | 07/15/13 | 6.750 | 454,687 | ||
| 175 | Healthsouth Corp., | ||||
| Global Company Guaranteed Notes (Callable 06/15/11 @ $105.38) | (CCC+, | ||||
| Caa1) | 06/15/16 | 10.750 | 173,688 | ||
| 525 | OMEGA Healthcare | ||||
| Investors, Inc., Global Company Guaranteed Notes (Callable 01/15/11 @ | |||||
| $103.50) | (BB+, | ||||
| Ba3) | 01/15/16 | 7.000 | 469,875 | ||
| 250 | Stewart | ||||
| Enterprises, Inc., Global Company Guaranteed Notes (Callable 02/15/09 @ | |||||
| $103.13) | (BB-, | ||||
| Ba3) | 02/15/13 | 6.250 | 215,000 | ||
| 1,050 | Tenet Healthcare | ||||
| Corp., Global Senior Unsecured Notes | (B, | ||||
| Caa1) | 07/01/14 | 9.875 | 850,500 | ||
| 175 | Universal Hospital | ||||
| Services, Inc., Global Senior Secured Notes (Callable 06/01/09 @ | |||||
| $102.00)# | (B+, | ||||
| B3) | 06/01/15 | 5.943 | 118,125 |
SEQ.=1,FOLIO='',FILE='C:\JMS\105546\09-6731-10\task3429418\6731-10-bi-03.htm',USER='105546',CD='Mar 17 21:51 2009'
| Par (000) | Ratings (S&P/Moodys) | Maturity | Rate% | Value | |
|---|---|---|---|---|---|
| U.S. | |||||
| CORPORATE BONDS | |||||
| Health | |||||
| Services | |||||
| $ 275 | Universal Hospital | ||||
| Services, Inc., Global Senior Secured Notes (Callable 06/01/11 @ | |||||
| $104.25) | (B+, | ||||
| B3) | 06/01/15 | 8.500 | $ 233,750 | ||
| 450 | Vanguard Health | ||||
| Holding Co., Global Senior Subordinated Notes (Callable 10/01/09 @ $104.50) | (CCC+, | ||||
| Caa1) | 10/01/14 | 9.000 | 402,750 | ||
| 600 | VWR | ||||
| Funding, Inc., Series B, Global Company Guaranteed Notes (Callable | |||||
| 07/15/11 @ $105.13) | (B-, | ||||
| Caa1) | 07/15/15 | 10.250 | 447,000 | ||
| 7,342,800 | |||||
| Household & | |||||
| Leisure Products (0.7%) | |||||
| 450 | ALH Finance LLC/ALH | ||||
| Finance Corp., Global Senior Subordinated Notes (Callable 01/15/10 @ 102.13) | (CCC+, | ||||
| B3) | 01/15/13 | 8.500 | 375,750 | ||
| 500 | Ames True | ||||
| Temper, Inc., Global Company Guaranteed Notes# | (CCC+, | ||||
| Caa1) | 01/15/12 | 5.094 | 315,000 | ||
| 690,750 | |||||
| lnvestments & | |||||
| Misc. Financial Services (0.2%) | |||||
| 700 | Nuveen | ||||
| Investments, Inc., Rule 144A, Senior Notes (Callable 11/15/11 @ | |||||
| $105.25) | (CCC+, | ||||
| Caa1) | 11/15/15 | 10.500 | 196,000 | ||
| Leisure (0.3%) | |||||
| 122 | Six Flags | ||||
| Operations, Inc., Rule 144A, Company Guaranteed Notes (Callable | |||||
| 07/15/13 @ $106.12) | (CCC, | ||||
| Caa2) | 07/15/16 | 12.250 | 72,590 | ||
| 900 | Six Flags, Inc., | ||||
| Global Senior Unsecured Notes (Callable 06/01/09 @ $104.81) | (CCC-, | ||||
| Caa3) | 06/01/14 | 9.625 | 184,500 | ||
| 257,090 | |||||
| Machinery (0.7%) | |||||
| 650 | Baldor Electric Co., | ||||
| Company Guaranteed Notes (Callable 02/15/12 @ $104.31) | (B, | ||||
| B3) | 02/15/17 | 8.625 | 549,250 | ||
| 250 | Terex Corp., Senior | ||||
| Subordinated Notes (Callable 11/15/12 @ $104.00) | (B+, | ||||
| Ba3) | 11/15/17 | 8.000 | 208,750 | ||
| 758,000 | |||||
| Media | |||||
| - Broadcast (1.5%) | |||||
| 725 | Allbritton | ||||
| Communications Co., Global Senior Subordinated Notes (Callable 12/15/09 @ | |||||
| $101.29) | (B, | ||||
| Caa1) | 12/15/12 | 7.750 | 362,500 | ||
| 1,500 | Barrington | ||||
| Broadcasting Capital Corp., Global Company Guaranteed Notes (Callable | |||||
| 08/15/10 @ $105.25) | (CCC-, | ||||
| Caa3) | 08/15/14 | 10.500 | 356,250 | ||
| 1,175 | Clear Channel | ||||
| Communications, Inc., Senior Unsecured Notes | (CCC+, | ||||
| Caa1) | 09/15/14 | 5.500 | 164,500 | ||
| 925 | CMP Susquehanna | ||||
| Corp., Global Company Guaranteed Notes (Callable 05/15/10 @ $104.94) | (CCC, | ||||
| Ca) | 05/15/14 | 9.875 | 34,687 | ||
| 550 | Fisher | ||||
| Communications, Inc., Global Company Guaranteed Notes (Callable 09/15/09 | |||||
| @ $104.31) | (B, | ||||
| B2) | 09/15/14 | 8.625 | 442,750 | ||
| 600 | Local TV Finance LLC, | ||||
| Rule 144A, Senior Unsecured Notes (Callable 06/15/11 @ $104.63) | (CCC+, | ||||
| Caa3) | 06/15/15 | 9.250 | 75,750 | ||
| 370 | Univision | ||||
| Communications, Inc., Rule 144A, Company Guaranteed Notes (Callable | |||||
| 03/15/11 @ $104.88) | (CCC, | ||||
| Caa2) | 03/15/15 | 9.750 | 62,900 | ||
| 1,525 | Young Broadcasting, Inc., Global | ||||
| Company Guaranteed Notes (Callable 01/15/10 @ $102.92)ø | (D, | ||||
| C) | 01/15/14 | 8.750 | 11,438 | ||
| 1,510,775 | |||||
| Media | |||||
| - Cable (5.5%) | |||||
| 1,875 | Atlantic Broadband | ||||
| Finance LLC, Global Company Guaranteed Notes (Callable 01/15/10 @ $103.13) | (CCC+, | ||||
| Caa1) | 01/15/14 | 9.375 | 1,443,750 | ||
| 1,800 | CCH II Capital Corp., | ||||
| Series B, Global Senior Unsecured Notes (Callable 09/15/09 @ $100.00) | (C, | ||||
| Caa2) | 09/15/10 | 10.250 | 1,071,000 | ||
| 792 | Charter | ||||
| Communications Holdings Capital, Senior Unsecured Notes | (C, | ||||
| Ca) | 04/01/11 | 9.920 | 18,810 | ||
| 325 | Charter | ||||
| Communications Operating Capital, Rule 144A, Secured Notes | (C, | ||||
| B3) | 04/30/12 | 8.000 | 277,875 | ||
| 825 | CSC Holdings Inc., | ||||
| Rule 144A, Senior Notes | (BB, | ||||
| B1) | 04/15/14 | 8.500 | 814,687 | ||
| 450 | CSC | ||||
| Holdings, Inc., Global Senior Unsecured Notes | (BB, | ||||
| B1) | 04/15/12 | 6.750 | 435,375 | ||
| 275 | CSC | ||||
| Holdings, Inc., Rule 144A, Senior Unsecured Notes (Callable | |||||
| 06/15/12 @ $104.25) | (BB, | ||||
| B1) | 06/15/15 | 8.500 | 266,062 | ||
| 200 | EchoStar DBS Corp., | ||||
| Global Company Guaranteed Notes | (BB-, | ||||
| Ba3) | 10/01/13 | 7.000 | 191,000 | ||
| 225 | EchoStar DBS Corp., | ||||
| Global Company Guaranteed Notes | (BB-, | ||||
| Ba3) | 10/01/14 | 6.625 | 205,313 | ||
| 175 | Mediacom Broadband | ||||
| Corp., Global Senior Unsecured Notes (Callable 10/15/10 @ $104.25) | (B-, | ||||
| B3) | 10/15/15 | 8.500 | 151,375 |
SEQ.=1,FOLIO='',FILE='C:\JMS\105546\09-6731-10\task3429418\6731-10-bi-03.htm',USER='105546',CD='Mar 17 21:51 2009'
| Par (000) | Ratings (S&P/Moodys) | Maturity | Rate% | Value | |
|---|---|---|---|---|---|
| U.S. | |||||
| CORPORATE BONDS | |||||
| Media | |||||
| - Cable | |||||
| $ 825 | Mediacom Capital | ||||
| Corp., Global Senior Unsecured Notes | (B-, | ||||
| B3) | 02/15/11 | 7.875 | $ 779,625 | ||
| 5,654,872 | |||||
| Media | |||||
| - Services (0.4%) | |||||
| 650 | WMG Acquisition | ||||
| Corp., Global Senior Subordinated Notes (Callable 04/15/09 @ $103.69) | (B, | ||||
| B3) | 04/15/14 | 7.375 | 416,000 | ||
| Metals & | |||||
| Mining - Excluding Steel (1.5%) | |||||
| 225 | Aleris | ||||
| International, Inc., Global Company Guaranteed Notes (Callable 12/15/10 | |||||
| @ $104.50) | (CC, | ||||
| Ca) | 12/15/14 | 9.000 | 14,625 | ||
| 1,100 | Aleris | ||||
| International, Inc., Global Company Guaranteed Notes (Callable 12/15/11 | |||||
| @ $105.00) | (CC, | ||||
| Ca) | 12/15/16 | 10.000 | 184,250 | ||
| 800 | Freeport-McMoRan | ||||
| Copper & Gold, Inc., Senior Unsecured Notes (Callable 04/01/11 | |||||
| @ $104.13) | (BBB-, | ||||
| Ba2) | 04/01/15 | 8.250 | 681,778 | ||
| 1,700 | Noranda Aluminium | ||||
| Acquisition Corp., Global Company Guaranteed Notes (Callable 05/15/09 @ | |||||
| $101.00)# | (CCC, | ||||
| B3) | 05/15/15 | 6.595 | 654,500 | ||
| 1,535,153 | |||||
| Non-Food & | |||||
| Drug Retailers (3.4%) | |||||
| 600 | Asbury Automotive | ||||
| Group, Inc., Global Company Guaranteed Notes (Callable 03/15/12 @ | |||||
| $103.81) | (B-, | ||||
| B3) | 03/15/17 | 7.625 | 279,000 | ||
| 1,350 | Brookstone | ||||
| Company, Inc., Global Secured Notes (Callable 10/15/09 @ $106.00) | (B, | ||||
| Caa1) | 10/15/12 | 12.000 | 897,750 | ||
| 505 | Michaels | ||||
| Stores, Inc., Global Company Guaranteed Notes (Callable 11/01/10 @ | |||||
| $105.00) | (CCC, | ||||
| Caa1) | 11/01/14 | 10.000 | 229,775 | ||
| 645 | Michaels | ||||
| Stores, Inc., Global Company Guaranteed Notes (Callable 11/01/11 @ | |||||
| $105.69) | (CCC, | ||||
| Caa2) | 11/01/16 | 11.375 | 203,175 | ||
| 600 | SGS | ||||
| International, Inc., Rule 144A, Global Senior Subordinated Notes | |||||
| (Callable 12/15/09 @ $106.00) | (B-, | ||||
| B3) | 12/15/13 | 12.000 | 304,500 | ||
| 520 | Susser Holdings LLC, | ||||
| Global Company Guaranteed Notes (Callable 12/15/09 @ $105.31) | (B+, | ||||
| B3) | 12/15/13 | 10.625 | 486,200 | ||
| 1,285 | The Neiman Marcus | ||||
| Group, Inc., Global Company Guaranteed Notes (Callable 10/15/10 @ | |||||
| $105.19) | (B-, | ||||
| B3) | 10/15/15 | 10.375 | 591,100 | ||
| 1,110 | Yankee Acquisition | ||||
| Corp., Series B, Global Company Guaranteed Notes (Callable 02/15/11 @ | |||||
| $104.25) | (B-, | ||||
| B3) | 02/15/15 | 8.500 | 538,350 | ||
| 3,529,850 | |||||
| Oil | |||||
| Field Equipment & Services (0.7%) | |||||
| 550 | Bristow | ||||
| Group, Inc., Global Company Guaranteed Notes (Callable 09/15/12 @ | |||||
| $103.75) | (BB, | ||||
| Ba2) | 09/15/17 | 7.500 | 404,250 | ||
| 450 | Key Energy | ||||
| Services, Inc., Global Company Guaranteed Notes (Callable 12/01/11 @ | |||||
| $104.19) | (BB, | ||||
| B1) | 12/01/14 | 8.375 | 326,250 | ||
| 730,500 | |||||
| Packaging (2.2%) | |||||
| 850 | Berry Plastics | ||||
| Holding Corp., Global Company Guaranteed Notes (Callable 03/01/11 @ $105.13) | (CCC, | ||||
| Caa2) | 03/01/16 | 10.250 | 327,250 | ||
| 705 | Berry Plastics | ||||
| Holding Corp., Global Senior Secured Notes (Callable 09/15/10 @ $104.44) | (CCC+, | ||||
| Caa1) | 09/15/14 | 8.875 | 348,975 | ||
| 725 | Constar International, Inc., Company | ||||
| Guaranteed Notes (Callable 12/01/09 @ $101.83)ø | (D, | ||||
| NR) | 12/01/12 | 11.000 | 25,375 | ||
| 325 | Crown Cork & | ||||
| Seal Co., Inc., Debentures (Callable 04/15/09 @ $101.53) | (B, | ||||
| B2) | 04/15/23 | 8.000 | 290,875 | ||
| 50 | Graham Packaging | ||||
| Company, Inc., Global Company Guaranteed Notes (Callable 10/15/09 @ | |||||
| $102.13) | (CCC+, | ||||
| Caa1) | 10/15/12 | 8.500 | 38,500 | ||
| 725 | Graham Packaging | ||||
| Company, Inc., Global Subordinated Notes (Callable 10/15/09 @ $104.94) | (CCC+, | ||||
| Caa1) | 10/15/14 | 9.875 | 464,000 | ||
| 814 | Pliant Corp., Global | ||||
| Senior Secured Notes (Callable 06/15/09 @ $100.00)ø | (CCC-, | ||||
| NR) | 06/15/09 | 11.625 | 427,448 | ||
| 600 | Solo Cup Co., Global | ||||
| Company Guaranteed Notes (Callable 02/15/09 @ $104.25) | (CCC, | ||||
| Caa2) | 02/15/14 | 8.500 | 405,000 | ||
| 2,327,423 | |||||
| Printing & | |||||
| Publishing (2.0%) | |||||
| 1,000 | Cenveo Corp., Global | ||||
| Senior Subordinated Notes (Callable 12/01/09 @ $102.63) | (B, | ||||
| B3) | 12/01/13 | 7.875 | 640,000 |
SEQ.=1,FOLIO='',FILE='C:\JMS\105546\09-6731-10\task3429418\6731-10-bi-03.htm',USER='105546',CD='Mar 17 21:51 2009'
| Par (000) | Ratings (S&P/Moodys) | Maturity | Rate% | Value | |
|---|---|---|---|---|---|
| U.S. | |||||
| CORPORATE BONDS | |||||
| Printing & | |||||
| Publishing | |||||
| $ 1,675 | Idearc, Inc., | ||||
| Global Company Guaranteed Notes (Callable 11/15/11 @ $104.00) | (CC, | ||||
| Ca) | 11/15/16 | 8.000 | $ 60,719 | ||
| 1,025 | R.H. | ||||
| Donnelley, Inc., Rule 144A, Company Guaranteed Notes (Callable | |||||
| 05/15/12 @ $105.88) | (B+, | ||||
| B1) | 05/15/15 | 11.750 | 307,500 | ||
| 1,800 | The Readers Digest | ||||
| Association, Inc., Global Company Guaranteed Notes (Callable 02/15/12 @ | |||||
| $104.50) | (CC, | ||||
| Ca) | 02/15/17 | 9.000 | 173,250 | ||
| 1,400 | TL | ||||
| Acquisitions, Inc., Rule 144A, Senior Notes (Callable 07/15/11 @ | |||||
| $105.25) | (CCC+, | ||||
| Caa1) | 01/15/15 | 10.500 | 707,000 | ||
| 785 | Valassis | ||||
| Communications, Inc., Global Company Guaranteed Notes (Callable 03/01/11 | |||||
| @ $104.13) | (CCC+, | ||||
| B3) | 03/01/15 | 8.250 | 202,137 | ||
| 2,090,606 | |||||
| Railroads (0.5%) | |||||
| 600 | Kansas City Southern | ||||
| Railway, Company Guaranteed Notes (Callable 06/01/12 @ $104.00) | (BB-, | ||||
| B2) | 06/01/15 | 8.000 | 543,000 | ||
| Restaurants (0.4%) | |||||
| 525 | Dennys | ||||
| Holdings, Inc., Global Company Guaranteed Notes (Callable 10/01/09 @ | |||||
| $102.50) | (B-, | ||||
| B3) | 10/01/12 | 10.000 | 427,875 | ||
| Software/Services (1.7%) | |||||
| 750 | First Data Corp., | ||||
| Global Company Guaranteed Notes (Callable 09/30/11 @ $104.94) | (B, | ||||
| B3) | 09/24/15 | 9.875 | 423,750 | ||
| 1,275 | SunGard Data | ||||
| Systems, Inc., Global Company Guaranteed Notes (Callable 08/15/10 @ | |||||
| $105.13) | (B-, | ||||
| Caa1) | 08/15/15 | 10.250 | 873,375 | ||
| 1,150 | Unisys Corp., Senior | ||||
| Unsubordinated Notes (Callable 01/15/12 @ $106.25) | (B+, | ||||
| Caa1) | 01/15/16 | 12.500 | 465,750 | ||
| 1,762,875 | |||||
| Steel | |||||
| Producers/Products (1.7%) | |||||
| 500 | AK Steel Corp., | ||||
| Global Company Guaranteed Notes (Callable 06/15/09 @ $101.29) | (BB-, | ||||
| Ba3) | 06/15/12 | 7.750 | 417,500 | ||
| 1,275 | Rathgibson, Inc., | ||||
| Global Company Guaranteed Notes (Callable 02/15/10 @ $105.62) | (B, | ||||
| B3) | 02/15/14 | 11.250 | 286,875 | ||
| 700 | Ryerson, Inc., | ||||
| Rule 144A, Senior Secured Notes (Callable 11/01/11 @ $106.00) | (B, | ||||
| Caa1) | 11/01/15 | 12.000 | 441,000 | ||
| 745 | Steel | ||||
| Dynamics, Inc., Rule 144A, Senior Notes (Callable 04/15/12 @ | |||||
| $103.88) | (BB+, | ||||
| Ba2) | 04/15/16 | 7.750 | 599,725 | ||
| 1,745,100 | |||||
| Support-Services (5.9%) | |||||
| 300 | ARAMARK Corp., Global | ||||
| Company Guaranteed Notes (Callable 02/01/09 @ $102.00)# | (B, | ||||
| B3) | 02/01/15 | 6.693 | 244,500 | ||
| 250 | ARAMARK Corp., Global | ||||
| Senior Unsecured Notes (Callable 02/01/11 @ $104.25) | (B, | ||||
| B3) | 02/01/15 | 8.500 | 244,375 | ||
| 800 | Ashtead | ||||
| Capital, Inc., Rule 144A, Secured Notes (Callable 08/15/11 @ | |||||
| $104.50) | (B, | ||||
| B1) | 08/15/16 | 9.000 | 484,000 | ||
| 350 | DynCorp. | ||||
| International, Rule 144A, Company Guaranteed Notes (Callable 02/15/09 @ | |||||
| $104.75) | (B, | ||||
| B2) | 02/15/13 | 9.500 | 307,125 | ||
| 150 | Education Management | ||||
| LLC, Global Company Guaranteed Notes (Callable 06/01/10 @ $104.38) | (CCC+, | ||||
| B2) | 06/01/14 | 8.750 | 128,625 | ||
| 700 | Education Management | ||||
| LLC, Global Company Guaranteed Notes (Callable 06/01/11 @ $105.13) | (CCC+, | ||||
| Caa1) | 06/01/16 | 10.250 | 584,500 | ||
| 600 | Hertz Corp., Global | ||||
| Company Guaranteed Notes (Callable 01/01/11 @ $105.25) | (B, | ||||
| B2) | 01/01/16 | 10.500 | 315,750 | ||
| 450 | Iron | ||||
| Mountain, Inc., Company Guaranteed Notes (Callable 04/01/09 @ $100.00) | (B+, | ||||
| B2) | 04/01/13 | 8.625 | 450,563 | ||
| 850 | JohnsonDiversey | ||||
| Holdings, Inc., Series B, Global Discount Notes (Callable 05/15/09 | |||||
| @ $101.78) | (CCC+, | ||||
| Caa1) | 05/15/13 | 10.670 | 637,500 | ||
| 1,050 | Mobile Services | ||||
| Group, Inc., Global Company Guaranteed Notes (Callable 08/01/10 @ | |||||
| $104.88) | (B+, | ||||
| B2) | 08/01/14 | 9.750 | 782,250 | ||
| 725 | Rental Service Corp., | ||||
| Global Company Guaranteed Notes (Callable 12/01/10 @ $104.75) | (B-, | ||||
| Caa1) | 12/01/14 | 9.500 | 462,187 | ||
| 475 | Sothebys, | ||||
| Rule 144A, Senior Notes | (BBB-, | ||||
| Ba3) | 06/15/15 | 7.750 | 263,625 | ||
| 925 | Ticketmaster | ||||
| Entertainment,Inc., Rule 144A, Senior Notes (Callable 08/01/12 @ | |||||
| $105.38) | (BB, | ||||
| Ba3) | 08/01/16 | 10.750 | 559,625 |
SEQ.=1,FOLIO='',FILE='C:\JMS\105546\09-6731-10\task3429418\6731-10-bi-03.htm',USER='105546',CD='Mar 17 21:51 2009'
| Par (000) | Ratings (S&P/Moodys) | Maturity | Rate% | Value | |
|---|---|---|---|---|---|
| U.S. | |||||
| CORPORATE BONDS | |||||
| Support-Services | |||||
| $ 1,150 | Travelport LLC, Global Company Guaranteed | ||||
| Notes (Callable 09/01/11 @ $105.94) | (CCC+, Caa1) | 09/01/16 | 11.875 | $ 345,000 | |
| 100 | United Rentals North America, Inc., | ||||
| Global Company Guaranteed Notes (Callable 02/15/09 @ $101.63) | (BB-, B2) | 02/15/12 | 6.500 | 82,500 | |
| 425 | United Rentals North America, Inc., | ||||
| Global Senior Subordinated Notes (Callable 02/15/09 @ $103.50) | (B, Caa1) | 02/15/14 | 7.000 | 269,875 | |
| 6,162,000 | |||||
| Telecom | |||||
| - Integrated/Services (8.2%) | |||||
| 825 | Cincinnati Bell, Inc., Global Senior | ||||
| Subordinated Notes (Callable 01/15/10 @ $102.79) | (B-, B2) | 01/15/14 | 8.375 | 742,500 | |
| 1,175 | Frontier Communications Corp., Global | ||||
| Senior Unsecured Notes | (BB, Ba2) | 03/15/15 | 6.625 | 1,051,625 | |
| 700 | Hughes Network Systems LLC, Global Company | ||||
| Guaranteed Notes (Callable 04/15/10 @ $104.75) | (B, B1) | 04/15/14 | 9.500 | 584,500 | |
| 1,875 | Intelsat Corp., Rule 144A, Senior | ||||
| Unsecured Notes (Callable 08/15/09 @ $104.63) | (BB-, B3) | 08/15/14 | 9.250 | 1,762,500 | |
| 25 | Intelsat Subsidiary Holding Co., Ltd., | ||||
| Rule 144A, Senior Unsecured Notes (Callable 01/15/10 @ $104.44) | (BB-, B3) | 01/15/15 | 8.875 | 23,125 | |
| 1,800 | Level 3 Financing, Inc., Global | ||||
| Company Guaranteed Notes (Callable 02/15/09 @ $102.00)# | (CCC+, Caa1) | 02/15/15 | 6.845 | 936,000 | |
| 1,050 | Paetec Holding Corp., Series WI, | ||||
| Global Company Guaranteed Notes (Callable 07/15/11 @ $104.75) | (CCC+, Caa1) | 07/15/15 | 9.500 | 687,750 | |
| 1,250 | Qwest Communications | ||||
| International, Inc., Series B, Global Company Guaranteed Notes | |||||
| (Callable 02/15/09 @ $103.75) | (B+, Ba3) | 02/15/14 | 7.500 | 1,075,000 | |
| 275 | Qwest Corp., Global Senior Unsecured Notes | (BBB-, Ba1) | 06/15/15 | 7.625 | 250,250 |
| 475 | Time Warner Telecom Holdings, Inc., | ||||
| Global Company Guaranteed Notes (Callable 02/15/09 @ $104.62) | (CCC+, B3) | 02/15/14 | 9.250 | 437,000 | |
| 350 | Windstream Corp., Global Company Guaranteed | ||||
| Notes | (BB, Ba3) | 08/01/13 | 8.125 | 346,500 | |
| 125 | Windstream Corp., Global Company Guaranteed | ||||
| Notes (Callable 03/15/12 @ $103.50) | (BB, Ba3) | 03/15/19 | 7.000 | 111,250 | |
| 550 | Windstream Corp., Global Company Guaranteed | ||||
| Notes (Callable 08/01/11 @ $104.31) | (BB, Ba3) | 08/01/16 | 8.625 | 544,500 | |
| 8,552,500 | |||||
| Telecom | |||||
| - Wireless (3.9%) | |||||
| 75 | Cricket Communications, Inc., Global | ||||
| Company Guaranteed Notes (Callable 11/01/10 @ $104.69) | (B-, B3) | 11/01/14 | 9.375 | 68,625 | |
| 225 | Crown Castle International Corp., Senior | ||||
| Unsecured Notes (Callable 01/15/13 @ $105.62) | (B, B1) | 01/15/15 | 9.000 | 218,813 | |
| 975 | MetroPCS Wireless, Inc., Global | ||||
| Company Guaranteed Notes (Callable 11/01/10 @ $104.63) | (B, B3) | 11/01/14 | 9.250 | 907,969 | |
| 2,648 | Nextel Communications, Inc., | ||||
| Series F, Company Guaranteed Notes (Callable 03/15/09 @ $102.98) | (BB, Ba2) | 03/15/14 | 5.950 | 1,245,701 | |
| 2,425 | Sprint Nextel Corp., Senior Unsecured Notes | (BB, Ba2) | 12/01/16 | 6.000 | 1,627,029 |
| 4,068,137 | |||||
| Textiles & | |||||
| Apparel (0.5%) | |||||
| 575 | Levi Strauss & Co., Global Senior | ||||
| Notes (Callable 01/15/10 @ $104.88) | (B+, B2) | 01/15/15 | 9.750 | 476,531 | |
| Theaters & | |||||
| Entertainment (1.2%) | |||||
| 1,675 | AMC Entertainment, Inc., Global Senior | ||||
| Subordinated Notes (Callable 03/01/09 @ $104.00) | (CCC+, B2) | 03/01/14 | 8.000 | 1,264,625 | |
| TOTAL | |||||
| U.S. CORPORATE BONDS (Cost $187,993,422) | 115,498,988 | ||||
| FOREIGN | |||||
| CORPORATE BONDS (9.4%) | |||||
| Chemicals (0.8%) | |||||
| 1,150 | Cognis GMBH, Rule 144A, Senior Secured | ||||
| Notes# | (B, B1) | 09/15/13 | 3.996 | 684,250 | |
| 2,075 | Ineos Group Holdings PLC, Rule 144A, | ||||
| Secured Notes (Callable 02/15/11 @ $104.25) (United Kingdom) | (CC, Ca) | 02/15/16 | 8.500 | 114,125 | |
| 798,375 | |||||
| Electronics (1.0%) | |||||
| 750 | Avago Technologies Finance, Global Company | ||||
| Guaranteed Notes (Callable 12/01/10 @ $105.94) (Singapore) | (B, B3) | 12/01/15 | 11.875 | 562,500 |
SEQ.=1,FOLIO='',FILE='C:\JMS\sjayara\09-6731-10\task3429664\6731-10-bi-05.htm',USER='105898',CD='Mar 17 23:14 2009'
| Par (000) | Ratings (S&P/Moodys) | Maturity | Rate% | Value | |
|---|---|---|---|---|---|
| FOREIGN | |||||
| CORPORATE BONDS | |||||
| Electronics | |||||
| $ 325 | Celestica, Inc., Senior Subordinated | ||||
| Notes (Callable 07/01/09 @ $103.81) (Canada) | (B, B3) | 07/01/13 | 7.625 | $ 281,125 | |
| 1,000 | New Asat, Ltd., Global Company Guaranteed | ||||
| Notes (Callable 02/01/09 @ $102.31) (Cayman Islands)ø | (D, Ca) | 02/01/11 | 9.250 | 102,500 | |
| 900 | NXP BV/NXP Funding LLC, Global Company | ||||
| Guaranteed Notes (Callable 10/15/11 @ $104.31) (Netherlands) | (CCC-, Caa3) | 10/15/15 | 8.625 | 126,869 | |
| 50 | NXP BV/NXP Funding LLC, Global Senior | ||||
| Secured Notes (Callable 10/15/10 @ $103.94) (Netherlands) | (CCC, Caa1) | 10/15/14 | 7.875 | 14,250 | |
| 1,087,244 | |||||
| Energy | |||||
| - Exploration & Production (0.4%) | |||||
| 875 | OPTI Canada, Inc., Global Senior | ||||
| Secured Notes (Callable 12/15/10 @ $104.13) (Canada) | (BB, B2) | 12/15/14 | 8.250 | 406,875 | |
| Forestry & | |||||
| Paper (0.9%) | |||||
| 2,325 | Abitibi-Consolidated Co. of Canada, Global | ||||
| Company Guaranteed Notes (Canada) | (CC, Ca) | 06/15/11 | 7.750 | 348,750 | |
| 1,000 | Smurfit Kappa Funding PLC, Global Senior | ||||
| Subordinated Notes (Callable 01/31/10 @ $103.88) (Ireland) | (B+, B2) | 04/01/15 | 7.750 | 585,000 | |
| 933,750 | |||||
| Gaming (0.4%) | |||||
| 600 | Codere Finance Luxembourg SA, | ||||
| Rule 144A, Senior Secured Notes (Callable 06/15/10 @ $104.13) | |||||
| (Luxembourg) | (B+, B2) | 06/15/15 | 8.250 | 372,916 | |
| Media - | |||||
| Cable (1.1%) | |||||
| 150 | NTL Cable PLC, Global Senior Notes | ||||
| (Callable 08/15/11 @ $104.56) (United Kingdom) | (B-, B2) | 08/15/16 | 9.125 | 126,750 | |
| 325 | Unitymedia GmbH, Rule 144A, Senior | ||||
| Secured Notes (Callable 02/15/10 @ $105.06) (Germany) | (B, Caa1) | 02/15/15 | 10.125 | 379,003 | |
| 500 | Virgin Media Finance PLC, Global Company | ||||
| Guaranteed Notes (Callable 04/15/09 @ $104.88) (United Kingdom) | (B-, B2) | 04/15/14 | 9.750 | 591,097 | |
| 1,096,850 | |||||
| Media - | |||||
| Diversified (0.5%) | |||||
| 600 | Quebecor Media, Inc., Global Senior | ||||
| Unsecured Notes (Callable 03/15/11 @ $103.88) (Canada) | (B, B2) | 03/15/16 | 7.750 | 474,000 | |
| Oil | |||||
| Refining & Marketing (0.3%) | |||||
| 375 | Petroplus Finance, Ltd., Rule 144A, | ||||
| Company Guaranteed Notes (Callable 05/01/11 @ $103.38) (Bermuda) | (BB-, B1) | 05/01/14 | 6.750 | 281,250 | |
| 25 | Petroplus Finance, Ltd., Rule 144A, | ||||
| Company Guaranteed Notes (Callable 05/01/12 @ $103.50) (Bermuda) | (BB-, B1) | 05/01/17 | 7.000 | 18,250 | |
| 299,500 | |||||
| Packaging (0.2%) | |||||
| 275 | Impress Holdings BV, Rule 144A, | ||||
| Company Guaranteed Notes (Callable 09/15/09 @ $109.25) (Netherlands) | (B-, B3) | 09/15/14 | 9.250 | 229,068 | |
| Pharmaceuticals (0.6%) | |||||
| 150 | Elan Finance Corp., Global Company | ||||
| Guaranteed Notes (Callable 11/15/09 @ $101.94) (Ireland) | (B, B3) | 11/15/11 | 7.750 | 119,250 | |
| 775 | Elan Finance Corp., Global Company | ||||
| Guaranteed Notes (Callable 12/01/10 @ $104.44) (Ireland) | (B, B3) | 12/01/13 | 8.875 | 561,875 | |
| 681,125 | |||||
| Support-Services (0.2%) | |||||
| 525 | Carlson Wagonlit BV, Rule 144A, | ||||
| Company Guaranteed Notes (Callable 11/01/09 @ $101.00) (Netherlands)# | (B-, B3) | 05/01/15 | 10.544 | 191,744 | |
| Telecom | |||||
| - Integrated/Services (1.6%) | |||||
| 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 | 1,011,375 | |
| 550 | Hellas Telecommunications II SCA, | ||||
| Rule 144A, Subordinated Notes (Callable 01/15/10 @ $100.00) | |||||
| (Luxembourg)# | (CCC, Caa2) | 01/15/15 | 6.844 | 96,250 |
SEQ.=1,FOLIO='',FILE='C:\JMS\sjayara\09-6731-10\task3429664\6731-10-bi-05.htm',USER='105898',CD='Mar 17 23:14 2009'
| Par (000) | Ratings (S&P/Moodys) | Maturity | Rate% | Value | ||
|---|---|---|---|---|---|---|
| FOREIGN | ||||||
| CORPORATE BONDS | ||||||
| Telecom | ||||||
| - Integrated/Services | ||||||
| $ 650 | Nordic Telephone Co. Holdings, | |||||
| Rule 144A, Senior Secured Notes (Callable 05/01/11 @ $104.44) (Denmark) | (B+, B1) | 05/01/16 | 8.875 | $ 529,750 | ||
| 1,637,375 | ||||||
| Telecommunications | ||||||
| Equipment (0.1%) | ||||||
| 875 | Nortel Networks, Ltd., Rule 144A, | |||||
| Company Guaranteed Notes (Callable 07/15/11 @ $105.38) (Canada)ø | (D, NR) | 07/15/16 | 10.750 | 146,563 | ||
| Textiles & | ||||||
| Apparel (0.0%) | ||||||
| 75 | IT Holding Finance SA, Rule 144A, | |||||
| Company Guaranteed Notes (Luxembourg) | (C, C) | 11/15/12 | 9.875 | 18,261 | ||
| Transportation | ||||||
| - Excluding Air/Rail (1.3%) | ||||||
| 1,375 | Navios Maritime Holdings, Inc., Global | |||||
| Company Guaranteed Notes (Callable 12/15/10 @ $104.75) | (B+, B3) | 12/15/14 | 9.500 | 811,250 | ||
| 750 | Ship Finance International, Ltd., Global | |||||
| Company Guaranteed Notes (Callable 12/15/09 @ $102.83) (Bermuda) | (B+, B1) | 12/15/13 | 8.500 | 589,688 | ||
| 1,400,938 | ||||||
| TOTAL | ||||||
| FOREIGN CORPORATE BONDS (Cost $19,996,653) | 9,774,584 | |||||
| Number of Shares | Value | |||||
| COMMON | ||||||
| STOCKS (0.0%) | ||||||
| Chemicals (0.0%) | ||||||
| 4,893 | Huntsman | |||||
| Corp. (Cost $34,459) | 13,015 | |||||
| PREFERRED | ||||||
| STOCK (0.3%) | ||||||
| Auto | ||||||
| Loans (0.3%) | ||||||
| 1,050 | Preferred Blocker, Inc., | |||||
| Rule 144A (Callable 12/31/11 @ $1,000)* (Cost $243,718) | 262,106 | |||||
| WARRANTS (0.0%) | ||||||
| Electrical | ||||||
| Equipment (0.0%) | ||||||
| 204,293 | Viasystems, Inc., strike price $25.31, | |||||
| expires 01/31/10*^ (Cost $3,772,613) | 2,043 | |||||
| SHORT-TERM | ||||||
| INVESTMENT (2.0%) | ||||||
| Par (000) | ||||||
| $ 2,025 | State Street Bank and Trust Co. Euro Time | |||||
| Deposit (Cost $2,025,000) | 02/02/09 | 0.010 | 2,025,000 | |||
| TOTAL | ||||||
| INVESTMENTS AT VALUE (123.0%) (Cost | ||||||
| $214,065,865) | 127,575,736 | |||||
| LIABILITIES | ||||||
| IN EXCESS OF OTHER ASSETS (-23.0%) | (23,834,212 | ) | ||||
| NET | ||||||
| ASSETS (100.0%) | $ 103,741,524 |
| Forward Foreign Currency to be Purchased (Local) | Forward Foreign Currency to be Sold (Local) | Expiration Date | Value on Settlement Date | Current Value | Unrealized Appreciation | ||||
|---|---|---|---|---|---|---|---|---|---|
| Open Forward Foreign Currency Contracts | |||||||||
| with Unrealized Appreciation | |||||||||
| GBP | 100,000 | USD | 139,054 | 4/16/09 | $ 139,054 | $ 144,070 | $ 5,016 | ||
| USD | 744,065 | GBP | 500,000 | 4/16/09 | (744,065 | ) | (720,352 | ) | 23,713 |
| USD | 2,281,280 | EUR | 1,698,000 | 4/16/09 | (2,281,280 | ) | (2,174,149 | ) | 107,131 |
| Total | $ 135,860 |
*INVESTMENT ABBREVIATION*
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, 2009, these
securities amounted to a value of $23,048,352 or 22.2% of net assets. |
| + | Step
Bond The interest rate is as of January 31, 2009 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 is the rate as of January 31, 2009. |
SEQ.=1,FOLIO='',FILE='C:\JMS\sjayara\09-6731-10\task3429664\6731-10-bi-05.htm',USER='105898',CD='Mar 17 23:14 2009'
| Currency
Abbreviations: |
| --- |
| EUR = Euro Currency |
| GBP = British Pound |
| USD = United States Dollar |
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 direction of, the Board of Trustees under procedures established by the Board of Trustees. At January 31, 2009 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 $3,873,050 and fair value of $92,132. 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.
The Fund adopted Financial Accounting Standards Board Statement of Financial Accounting Standards No. 157, Fair Value Measurements (FAS 157), effective November 1, 2008. In accordance with FAS 157, fair value is defined as the price that the Fund would receive upon selling an investment in a timely transaction to an independent buyer in the principal or most advantageous market of the investment. FAS 157 established a three-tier hierarchy to maximize the use of observable market data and minimize the use of unobservable inputs and to establish classification of fair value measurements for disclosure purposes. Inputs refer broadly to the assumptions that market participants would use in pricing the asset or liability, including assumptions about risk, for example, the risk inherent in a particular valuation technique used to measure fair value including such a pricing model and/or the risk inherent in the inputs to the valuation technique. Inputs may be observable or unobservable. Observable inputs are inputs that reflect the assumptions market participants would use in pricing the asset or liability developed based on market data obtained from sources independent of the reporting entity. Unobservable inputs are inputs that reflect the reporting entitys own assumptions about the assumptions market participants would use in pricing the asset or liability developed based on the best information available in the circumstances. The three-tier hierarchy of inputs is summarized in the three broad Levels listed below.
· Level 1 quoted prices in active markets for identical investments
· Level 2 other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, credit risk, etc.)
SEQ.=1,FOLIO='',FILE='C:\JMS\sjayara\09-6731-10\task3429664\6731-10-bi-05.htm',USER='105898',CD='Mar 17 23:14 2009'
· Level 3 significant unobservable inputs (including the Funds own assumptions in determining the fair value of investments)
The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.
The following is a summary of the inputs used as of January 31, 2009 in valuing the Funds investments carried at value:
| Valuation Inputs | Investments in Securities | Other Financial Instruments* |
|---|---|---|
| Level 1 - Quoted Prices | $ 275,122 | $ 135,860 |
| Level 2 - Other Significant Observable | ||
| Inputs | 127,208,482 | |
| Level 3 - Significant Unobservable Inputs | 92,132 | |
| Total | $ 127,575,736 | $ 135,860 |
*Other financial instruments include futures, forwards and swap contracts.
Federal Income Tax Cost At January 31, 2009, 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 $214,065,865, $164,968, $(86,655,097) and $(86,490,129), 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\sjayara\09-6731-10\task3429664\6731-10-bi-05.htm',USER='105898',CD='Mar 17 23:14 2009'
*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\jkarthi\09-6731-10\task3434853\6731-10-ga.htm',USER='105429',CD='Mar 19 23:14 2009'
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/George R. Hornig |
| Name: George R. Hornig |
| Title: Chief Executive Officer |
| Date: March 23, 2009 |
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/George R.
Hornig |
| --- |
| Name: George R. Hornig |
| Title: Chief Executive Officer |
| Date: March 23, 2009 |
| /s/Michael
A. Pignataro |
| --- |
| Name: Michael A. Pignataro |
| Title: Chief Financial Officer |
| Date: March 23, 2009 |
SEQ.=1,FOLIO='',FILE='C:\JMS\jkarthi\09-6731-10\task3434853\6731-10-jc.htm',USER='105429',CD='Mar 19 23:14 2009'
Building tools?
Free accounts include 100 API calls/year for testing.
Have a question? We'll get back to you promptly.