|
UNITED STATES |
|
|
|
|
|
||
|
|
|
|
FORM N-Q |
|
QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED
MANAGEMENT INVESTMENT COMPANY
Investment Company Act file number: |
811-05012 |
|
|||||
CREDIT SUISSE ASSET MANAGEMENT INCOME FUND, INC. |
|||||||
(Exact name of registrant as specified in charter) |
|||||||
c/o Credit Suisse Asset Management, LLC |
|
10017 |
|||||
(Address of principal executive offices) |
|
(Zip code) |
|||||
|
|
|
|||||
J. Kevin Gao, Esq. 466 Lexington Avenue New York, New York 10017 |
|||||||
(Name and address of agent for service) |
|||||||
|
|||||||
Registrant's telephone number, including area code: |
(212) 875-3500 |
|
|||||
|
|||||||
Date of fiscal year end: |
December 31st |
|
|||||
|
|||||||
Date of reporting period: |
January 1, 2005 to March 31, 2005 |
|
|||||
Credit Suisse Asset Management Income Fund, Inc.
SCHEDULE OF INVESTMENTS (unaudited)
March 31, 2005
|
|
|
|
|
|
Face |
|
|
|
||
|
|
|
|
Moodys |
|
Amount |
|
|
|
||
|
|
|
|
Ratings |
|
(000) |
|
Value |
|
||
DOMESTIC SECURITIES (82.4%) |
|
|
|
|
|
|
|
||||
|
|
|
|
|
|
|
|
||||
CORPORATE OBLIGATIONS (80.8%) |
|
|
|
|
|
|
|
||||
|
|
|
|
|
|
|
|
||||
Aerospace (0.5%) |
|
|
|
|
|
|
|
||||
|
|
BE Aerospace, Inc. |
|
|
|
|
|
|
|
||
|
|
Series B, Sr. Sub. Notes |
|
|
|
|
|
|
|
||
|
|
8.00%, 3/1/08 |
|
Caa2 |
|
$ |
300 |
|
$ |
299,250 |
|
|
|
L-3 Communication Corp. |
|
|
|
|
|
|
|
||
|
|
Sr. Sub. Notes |
|
|
|
|
|
|
|
||
|
|
5.875%, 1/15/15 |
|
Ba3 |
|
650 |
|
627,250 |
|
||
|
|
Sequa Corp. |
|
|
|
|
|
|
|
||
|
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
9.00%, 8/1/09 |
|
B1 |
|
250 |
|
268,750 |
|
||
|
|
Group Total |
|
|
|
|
|
1,195,250 |
|
||
|
|
|
|
|
|
|
|
|
|
||
Airlines (0.4%) |
|
|
|
|
|
|
|
||||
|
|
American Airlines, Inc. |
|
|
|
|
|
|
|
||
|
|
Series 01-2, |
|
|
|
|
|
|
|
||
|
|
Pass thru Certs |
|
|
|
|
|
|
|
||
|
|
7.80%, 10/1/06 |
|
B1 |
|
900 |
|
824,564 |
|
||
|
|
Continental Airlines, Inc. |
|
|
|
|
|
|
|
||
|
|
Series 991C, |
|
|
|
|
|
|
|
||
|
|
Pass thru Certs |
|
|
|
|
|
|
|
||
|
|
6.954%, 8/2/09 |
|
B2 |
|
155 |
|
127,069 |
|
||
|
|
Group Total |
|
|
|
|
|
951,633 |
|
||
|
|
|
|
|
|
|
|
|
|
||
Automobile Manufacturing/Vehicle Parts (3.0%) |
|
|
|
|
|
|
|
||||
(1) |
|
Accuride Corp. |
|
|
|
|
|
|
|
||
|
|
Sr. Sub. Notes |
|
|
|
|
|
|
|
||
|
|
8.50%, 2/1/15 |
|
Caa1 |
|
750 |
|
738,750 |
|
||
(2) |
|
Aetna Industries, Inc. |
|
|
|
|
|
|
|
||
|
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
11.875%, 10/1/06 |
|
N/R |
|
1 |
|
30 |
|
||
|
|
Autocam Corp. |
|
|
|
|
|
|
|
||
|
|
Sr. Sub. Notes |
|
|
|
|
|
|
|
||
|
|
10.875%, 6/15/14 |
|
Caa2 |
|
400 |
|
348,000 |
|
||
(3) |
|
Cambridge Industries, Inc. |
|
|
|
|
|
|
|
||
|
|
Sr. Sub. Notes |
|
|
|
|
|
|
|
||
|
|
10.25%, 7/15/07 |
|
Aa2 |
|
775 |
|
7,746 |
|
||
|
|
|
|
|
|
Face |
|
|
|
||
|
|
|
|
Moodys |
|
Amount |
|
|
|
||
|
|
|
|
Ratings |
|
(000) |
|
Value |
|
||
(1) |
|
Collins Aikman Products Co. |
|
|
|
|
|
|
|
||
|
|
Sr. Sub. Notes |
|
|
|
|
|
|
|
||
|
|
12.875%, 8/15/12 |
|
Caa2 |
|
$ |
1,350 |
|
$ |
614,250 |
|
(1) |
|
Cooper-Standard Automotive, Inc. |
|
|
|
|
|
|
|
||
|
|
Notes |
|
|
|
|
|
|
|
||
|
|
8.375%, 12/15/14 |
|
B3 |
|
600 |
|
490,500 |
|
||
|
|
Dura Operating Corp. |
|
|
|
|
|
|
|
||
|
|
Series D, Gtd. |
|
|
|
|
|
|
|
||
|
|
9.00%, 5/1/09 |
|
Caa1 |
|
800 |
|
636,000 |
|
||
(1) |
|
Heafner Tire Group, Inc. |
|
|
|
|
|
|
|
||
|
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
10.75%, 4/1/13 |
|
Caa2 |
|
800 |
|
788,000 |
|
||
|
|
Holley Performance Products, Inc. |
|
|
|
|
|
|
|
||
|
|
Series B, Gtd. |
|
|
|
|
|
|
|
||
|
|
12.25%, 9/15/07 |
|
Caa3 |
|
365 |
|
293,825 |
|
||
(1) |
|
J.B. Poindexter & Co., Inc. |
|
|
|
|
|
|
|
||
|
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
8.75%, 3/15/14 |
|
B1 |
|
500 |
|
500,000 |
|
||
|
|
Metaldyne Corp. |
|
|
|
|
|
|
|
||
|
|
Gtd. |
|
|
|
|
|
|
|
||
|
|
11.00%, 6/15/12 |
|
Caa1 |
|
800 |
|
652,000 |
|
||
|
|
Motor Coach Industries International, Inc. |
|
|
|
|
|
|
|
||
|
|
Gtd. |
|
|
|
|
|
|
|
||
|
|
11.25%, 5/1/09 |
|
Ca |
|
1,121 |
|
689,107 |
|
||
|
|
Stanadyne Corp. |
|
|
|
|
|
|
|
||
|
|
Sr. Sub. Notes |
|
|
|
|
|
|
|
||
|
|
10.00%, 8/15/14 |
|
Caa1 |
|
400 |
|
414,000 |
|
||
(1) |
|
Tenneco Automotive, Inc. |
|
|
|
|
|
|
|
||
|
|
Sr. Sub. Notes |
|
|
|
|
|
|
|
||
|
|
8.625%, 11/15/14 |
|
B3 |
|
350 |
|
342,125 |
|
||
|
|
Group Total |
|
|
|
|
|
6,514,333 |
|
||
|
|
|
|
|
|
|
|
|
|
||
Broadband (0.5%) |
|
|
|
|
|
|
|
||||
|
|
Level 3 Communications, Inc. |
|
|
|
|
|
|
|
||
|
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
9.125%, 5/1/08 |
|
Ca |
|
750 |
|
628,125 |
|
||
(1) |
|
Level 3 Financing, Inc. |
|
|
|
|
|
|
|
||
|
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
10.75%, 10/15/11 |
|
Caa1 |
|
250 |
|
220,625 |
|
||
|
|
|
|
|
|
Face |
|
|
|
||
|
|
|
|
Moodys |
|
Amount |
|
|
|
||
|
|
|
|
Ratings |
|
(000) |
|
Value |
|
||
|
|
Primus Telecommunications Group, Inc. |
|
|
|
|
|
|
|
||
|
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
8.00%, 1/15/14 |
|
B3 |
|
$ |
250 |
|
$ |
181,250 |
|
|
|
Group Total |
|
|
|
|
|
1,030,000 |
|
||
|
|
|
|
|
|
|
|
|
|
||
Broadcast/Outdoor (0.6%) |
|
|
|
|
|
|
|
||||
|
|
Emmis Operating, Co. |
|
|
|
|
|
|
|
||
|
|
Sr. Subordinated |
|
|
|
|
|
|
|
||
|
|
6.875%, 5/15/12 |
|
B2 |
|
250 |
|
246,250 |
|
||
|
|
Interep National Radio Sales, Inc. |
|
|
|
|
|
|
|
||
|
|
Series B, Gtd. |
|
|
|
|
|
|
|
||
|
|
10.00%, 7/1/08 |
|
Ca |
|
250 |
|
198,125 |
|
||
(4) |
|
Paxson Communications Corp. |
|
|
|
|
|
|
|
||
|
|
Gtd. |
|
|
|
|
|
|
|
||
|
|
0.00%, 1/15/09 |
|
Caa1 |
|
500 |
|
467,500 |
|
||
|
|
Sinclair Broadcast Group, Inc. |
|
|
|
|
|
|
|
||
|
|
Gtd. |
|
|
|
|
|
|
|
||
|
|
8.75%, 12/15/11 |
|
B2 |
|
450 |
|
474,750 |
|
||
|
|
Group Total |
|
|
|
|
|
1,386,625 |
|
||
|
|
|
|
|
|
|
|
|
|
||
Building Products (3.1%) |
|
|
|
|
|
|
|
||||
(4) |
|
Associated Materials, Inc. |
|
|
|
|
|
|
|
||
|
|
Sr. Discount Notes |
|
|
|
|
|
|
|
||
|
|
0.00%, 3/1/14 |
|
Caa2 |
|
750 |
|
525,000 |
|
||
|
|
Building Materials Corp. of America: |
|
|
|
|
|
|
|
||
|
|
Secured |
|
|
|
|
|
|
|
||
|
|
7.75%, 8/1/14 |
|
B2 |
|
300 |
|
301,500 |
|
||
|
|
Series B, Sr. Notes |
|
|
|
|
|
|
|
||
|
|
7.75%, 7/15/05 |
|
B2 |
|
250 |
|
252,500 |
|
||
|
|
Dayton Superior Corp.: |
|
|
|
|
|
|
|
||
|
|
Gtd. |
|
|
|
|
|
|
|
||
|
|
13.00%, 6/15/09 |
|
Caa2 |
|
720 |
|
651,600 |
|
||
|
|
Secured |
|
|
|
|
|
|
|
||
|
|
10.75%, 9/15/08 |
|
B3 |
|
250 |
|
246,250 |
|
||
(1) |
|
Goodman Global Holdings Co., Inc. |
|
|
|
|
|
|
|
||
|
|
Sr. Sub. Notes |
|
|
|
|
|
|
|
||
|
|
7.875%, 12/15/12 |
|
Caa1 |
|
750 |
|
690,000 |
|
||
|
|
Interface, Inc. |
|
|
|
|
|
|
|
||
|
|
Sr. Sub. Notes |
|
|
|
|
|
|
|
||
|
|
9.50%, 2/1/14 |
|
Caa3 |
|
400 |
|
423,000 |
|
||
|
|
|
|
|
|
Face |
|
|
|
||
|
|
|
|
Moodys |
|
Amount |
|
|
|
||
|
|
|
|
Ratings |
|
(000) |
|
Value |
|
||
(1) (4) |
|
NTK Holdings, Inc. |
|
|
|
|
|
|
|
||
|
|
Sr. Discount Notes |
|
|
|
|
|
|
|
||
|
|
0.00%, 3/1/14 |
|
Caa2 |
|
$ |
1,000 |
|
$ |
537,500 |
|
(4) |
|
Norcraft Holdings/Capital |
|
|
|
|
|
|
|
||
|
|
Sr. Discount Notes |
|
|
|
|
|
|
|
||
|
|
0.00%, 9/1/12 |
|
Caa1 |
|
250 |
|
178,750 |
|
||
|
|
Nortek, Inc. |
|
|
|
|
|
|
|
||
|
|
Sr. Sub. Notes |
|
|
|
|
|
|
|
||
|
|
8.50%, 9/1/14 |
|
Caa1 |
|
800 |
|
776,000 |
|
||
|
|
Ply Gem Industries, Inc. |
|
|
|
|
|
|
|
||
|
|
Sr. Sub. Notes |
|
|
|
|
|
|
|
||
|
|
9.00%, 2/15/12 |
|
B3 |
|
900 |
|
855,000 |
|
||
(1) |
|
RMCC Acquisition Co. |
|
|
|
|
|
|
|
||
|
|
Sr. Sub. Notes |
|
|
|
|
|
|
|
||
|
|
9.50%, 11/1/12 |
|
Caa1 |
|
500 |
|
492,500 |
|
||
|
|
Texas Industries, Inc. |
|
|
|
|
|
|
|
||
|
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
10.25%, 6/15/11 |
|
B1 |
|
250 |
|
284,375 |
|
||
|
|
Werner Holdings Co., Inc. |
|
|
|
|
|
|
|
||
|
|
Series A, Gtd. |
|
|
|
|
|
|
|
||
|
|
10.00%, 11/15/07 |
|
B3 |
|
800 |
|
572,000 |
|
||
|
|
Group Total |
|
|
|
|
|
6,785,975 |
|
||
|
|
|
|
|
|
|
|
|
|
||
Cable (6.1%) |
|
|
|
|
|
|
|
||||
(2) |
|
Adelphia Communications Corp. |
|
|
|
|
|
|
|
||
|
|
Series B, Sr. Notes |
|
|
|
|
|
|
|
||
|
|
8.375%, 2/1/08 |
|
N/R |
|
800 |
|
680,000 |
|
||
(1) |
|
Atlantic Broadband Finance LLC |
|
|
|
|
|
|
|
||
|
|
Sr. Sub. Notes |
|
|
|
|
|
|
|
||
|
|
9.375%, 1/15/14 |
|
Caa1 |
|
750 |
|
723,750 |
|
||
|
|
CSC Holdings, Inc.: |
|
|
|
|
|
|
|
||
|
|
Series B, Debentures |
|
|
|
|
|
|
|
||
|
|
8.125%, 8/15/09 |
|
B1 |
|
150 |
|
159,000 |
|
||
|
|
Series B, Sr. Notes |
|
|
|
|
|
|
|
||
|
|
7.625%, 4/1/11 |
|
B1 |
|
200 |
|
209,000 |
|
||
(1) |
|
Cablevision Systems Corp. |
|
|
|
|
|
|
|
||
|
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
8.00%, 4/15/12 |
|
B3 |
|
1,250 |
|
1,290,625 |
|
||
|
|
Charter Communication Holdings LLC: |
|
|
|
|
|
|
|
||
|
|
Sr. Discount Notes |
|
|
|
|
|
|
|
||
|
|
9.92%, 4/1/11 |
|
Ca |
|
1,200 |
|
927,000 |
|
||
|
|
|
|
|
|
Face |
|
|
|
||
|
|
|
|
Moodys |
|
Amount |
|
|
|
||
|
|
|
|
Ratings |
|
(000) |
|
Value |
|
||
|
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
8.625%, 4/1/09 |
|
Ca |
|
$ |
750 |
|
$ |
583,125 |
|
|
|
8.75%, 11/15/13 |
|
B3 |
|
500 |
|
502,500 |
|
||
|
|
10.25%, 1/15/10 |
|
Ca |
|
950 |
|
767,125 |
|
||
(2) (3) |
|
DIVA Systems Corp. |
|
|
|
|
|
|
|
||
|
|
Series B, Sr. Discount Notes |
|
|
|
|
|
|
|
||
|
|
12.625%, 3/1/08 |
|
Caa1 |
|
3,014 |
|
7,536 |
|
||
(2) |
|
Frontiervision Holdings LP |
|
|
|
|
|
|
|
||
|
|
Series B, |
|
|
|
|
|
|
|
||
|
|
11.875%, 9/15/07 |
|
Caa1 |
|
500 |
|
675,000 |
|
||
(4) |
|
Insight Communications Co., Inc. |
|
|
|
|
|
|
|
||
|
|
Sr. Discount Notes |
|
|
|
|
|
|
|
||
|
|
0.00%, 2/15/11 |
|
Caa2 |
|
250 |
|
250,000 |
|
||
|
|
Insight Midwest L.P./Insight Capital, Inc.: |
|
|
|
|
|
|
|
||
|
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
9.75%, 10/1/09 |
|
B2 |
|
900 |
|
942,750 |
|
||
|
|
10.50%, 11/1/10 |
|
B2 |
|
500 |
|
537,500 |
|
||
|
|
Jones Intercable, Inc. |
|
|
|
|
|
|
|
||
|
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
7.625%, 4/15/08 |
|
Baa3 |
|
450 |
|
482,657 |
|
||
|
|
Mediacom LLC/Mediacom Capital Corp.: |
|
|
|
|
|
|
|
||
|
|
Series B, Sr. Notes |
|
|
|
|
|
|
|
||
|
|
8.50%, 4/15/08 |
|
B3 |
|
871 |
|
886,242 |
|
||
|
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
7.875%, 2/15/11 |
|
B3 |
|
850 |
|
824,500 |
|
||
|
|
Northland Cable Television, Inc. |
|
|
|
|
|
|
|
||
|
|
Gtd. |
|
|
|
|
|
|
|
||
|
|
10.25%, 11/15/07 |
|
Caa3 |
|
750 |
|
748,125 |
|
||
(2) |
|
Olympus Communications, L.P./Olympus Capital Corp. |
|
|
|
|
|
|
|
||
|
|
Series B, Sr. Notes |
|
|
|
|
|
|
|
||
|
|
10.625%, 11/15/06 |
|
N/R |
|
892 |
|
1,186,360 |
|
||
|
|
Renaissance Media Group LLC |
|
|
|
|
|
|
|
||
|
|
Gtd. |
|
|
|
|
|
|
|
||
|
|
10.00%, 4/15/08 |
|
B3 |
|
953 |
|
967,295 |
|
||
|
|
Group Total |
|
|
|
|
|
13,350,090 |
|
||
|
|
|
|
|
|
Face |
|
|
|
||
|
|
|
|
Moodys |
|
Amount |
|
|
|
||
|
|
|
|
Ratings |
|
(000) |
|
Value |
|
||
Capital Goods (1.0%) |
|
|
|
|
|
|
|
||||
|
|
Blount, Inc. |
|
|
|
|
|
|
|
||
|
|
Sr. Sub. Notes |
|
|
|
|
|
|
|
||
|
|
8.875%, 8/1/12 |
|
Caa1 |
|
$ |
250 |
|
$ |
265,000 |
|
(1) |
|
Case New Holland, Inc. |
|
|
|
|
|
|
|
||
|
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
9.25%, 8/1/11 |
|
Ba3 |
|
350 |
|
374,500 |
|
||
|
|
JII Holdings LLC |
|
|
|
|
|
|
|
||
|
|
Secured |
|
|
|
|
|
|
|
||
|
|
13.00%, 4/1/07 |
|
Caa2 |
|
760 |
|
714,776 |
|
||
|
|
Motors & Gears, Inc. |
|
|
|
|
|
|
|
||
|
|
Series D, Sr. Notes |
|
|
|
|
|
|
|
||
|
|
10.75%, 11/15/06 |
|
Caa1 |
|
950 |
|
876,375 |
|
||
|
|
Group Total |
|
|
|
|
|
2,230,651 |
|
||
|
|
|
|
|
|
|
|
|
|
||
Chemicals (3.2%) |
|
|
|
|
|
|
|
||||
|
|
Crompton Corp. |
|
|
|
|
|
|
|
||
|
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
9.875%, 8/1/12 |
|
B1 |
|
350 |
|
402,500 |
|
||
(1) (4) |
|
Crystal U.S. Holdings/U.S. Sub 3 |
|
|
|
|
|
|
|
||
|
|
Sr. Discount Notes |
|
|
|
|
|
|
|
||
|
|
0.00%, 10/1/14 |
|
Caa2 |
|
545 |
|
384,225 |
|
||
|
|
Equistar Chemicals L.P./Equistar Funding Corp. |
|
|
|
|
|
|
|
||
|
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
10.625%, 5/1/11 |
|
B2 |
|
350 |
|
394,625 |
|
||
(1) |
|
Huntsman LLC: |
|
|
|
|
|
|
|
||
|
|
Gtd. |
|
|
|
|
|
|
|
||
|
|
11.625%, 10/15/10 |
|
B1 |
|
325 |
|
381,875 |
|
||
|
|
11.75%, 7/15/12 |
|
B2 |
|
264 |
|
310,200 |
|
||
|
|
IMC Global, Inc. |
|
|
|
|
|
|
|
||
|
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
10.875%, 8/1/13 |
|
Ba3 |
|
350 |
|
420,000 |
|
||
|
|
ISP Chemco, Inc. |
|
|
|
|
|
|
|
||
|
|
Series B, Gtd. |
|
|
|
|
|
|
|
||
|
|
10.25%, 7/1/11 |
|
B1 |
|
250 |
|
271,875 |
|
||
(1) (4) |
|
KI Holdings, Inc. |
|
|
|
|
|
|
|
||
|
|
Sr. Discount Notes |
|
|
|
|
|
|
|
||
|
|
0.00%, 11/15/14 |
|
Caa2 |
|
600 |
|
372,000 |
|
||
(1) |
|
Kraton Polymers LLC/ Capital Corp. |
|
|
|
|
|
|
|
||
|
|
Sr. Sub. Notes |
|
|
|
|
|
|
|
||
|
|
8.125%, 1/15/14 |
|
Caa1 |
|
350 |
|
333,375 |
|
||
|
|
|
|
|
|
Face |
|
|
|
||
|
|
|
|
Moodys |
|
Amount |
|
|
|
||
|
|
|
|
Ratings |
|
(000) |
|
Value |
|
||
|
|
Lyondell Chemical Co.: |
|
|
|
|
|
|
|
||
|
|
Gtd. |
|
|
|
|
|
|
|
||
|
|
10.50%, 6/1/13 |
|
B1 |
|
$ |
850 |
|
$ |
981,750 |
|
|
|
Series B, Secured |
|
|
|
|
|
|
|
||
|
|
9.875%, 5/1/07 |
|
B1 |
|
294 |
|
302,820 |
|
||
|
|
Millennium America, Inc. |
|
|
|
|
|
|
|
||
|
|
Gtd. |
|
|
|
|
|
|
|
||
|
|
9.25%, 6/15/08 |
|
B1 |
|
500 |
|
538,750 |
|
||
|
|
Nalco Co. |
|
|
|
|
|
|
|
||
|
|
Sr. Sub. Notes |
|
|
|
|
|
|
|
||
|
|
8.875%, 11/15/13 |
|
Caa1 |
|
400 |
|
430,000 |
|
||
|
|
Polyone Corp. |
|
|
|
|
|
|
|
||
|
|
Gtd. |
|
|
|
|
|
|
|
||
|
|
10.625%, 5/15/10 |
|
B3 |
|
400 |
|
446,000 |
|
||
|
|
Radnor Holdings Corp. |
|
|
|
|
|
|
|
||
|
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
11.00%, 3/15/10 |
|
Caa1 |
|
250 |
|
186,250 |
|
||
|
|
Resolution Performance Products LLC |
|
|
|
|
|
|
|
||
|
|
Sr. Sub. Notes |
|
|
|
|
|
|
|
||
|
|
13.50%, 11/15/10 |
|
Caa2 |
|
500 |
|
542,500 |
|
||
|
|
Terra Capital, Inc. |
|
|
|
|
|
|
|
||
|
|
Secured |
|
|
|
|
|
|
|
||
|
|
11.50%, 6/1/10 |
|
Caa1 |
|
357 |
|
412,335 |
|
||
|
|
Group Total |
|
|
|
|
|
7,111,080 |
|
||
|
|
|
|
|
|
|
|
|
|
||
Competitive Local Exchange Carrier (0.6%) |
|
|
|
|
|
|
|
||||
|
|
Madison River Capital LLC/ Madison River Finance Corp. |
|
|
|
|
|
|
|
||
|
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
13.25%, 3/1/10 |
|
B3 |
|
871 |
|
935,787 |
|
||
|
|
Time Warner Telecom LLC |
|
|
|
|
|
|
|
||
|
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
9.75%, 7/15/08 |
|
B3 |
|
400 |
|
392,000 |
|
||
|
|
Group Total |
|
|
|
|
|
1,327,787 |
|
||
|
|
|
|
|
|
|
|
|
|
||
Consumer Products/Tobacco (3.8%) |
|
|
|
|
|
|
|
||||
(1) (4) |
|
AAC Group Holding Corp. |
|
|
|
|
|
|
|
||
|
|
Sr. Discount Notes |
|
|
|
|
|
|
|
||
|
|
0.00%, 10/1/12 |
|
Caa1 |
|
400 |
|
290,000 |
|
||
|
|
ALH Finance LLC/ALH Finance Corp. |
|
|
|
|
|
|
|
||
|
|
Sr. Sub. Notes |
|
|
|
|
|
|
|
||
|
|
8.50%, 1/15/13 |
|
B3 |
|
650 |
|
637,000 |
|
||
|
|
|
|
|
|
Face |
|
|
|
||
|
|
|
|
Moodys |
|
Amount |
|
|
|
||
|
|
|
|
Ratings |
|
(000) |
|
Value |
|
||
|
|
Ames True Temper, Inc. |
|
|
|
|
|
|
|
||
(1) (5) |
|
Notes |
|
|
|
|
|
|
|
||
|
|
6.64%, 1/15/12 |
|
B3 |
|
$ |
400 |
|
$ |
378,000 |
|
|
|
Sr. Sub. Notes |
|
|
|
|
|
|
|
||
|
|
10.00%, 7/15/12 |
|
Caa1 |
|
600 |
|
513,000 |
|
||
|
|
Amscan Holdings, Inc |
|
|
|
|
|
|
|
||
|
|
Sr. Sub. Notes |
|
|
|
|
|
|
|
||
|
|
8.75%, 5/1/14 |
|
B3 |
|
300 |
|
292,500 |
|
||
|
|
DIMON, Inc. |
|
|
|
|
|
|
|
||
|
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
7.75%, 6/1/13 |
|
B1 |
|
500 |
|
562,500 |
|
||
(1) |
|
Del Laboratories, Inc. |
|
|
|
|
|
|
|
||
|
|
Sr. Sub. Notes |
|
|
|
|
|
|
|
||
|
|
8.00%, 2/1/12 |
|
B3 |
|
750 |
|
723,750 |
|
||
(2) (3) |
|
Diamond Brands Operating Corp. |
|
|
|
|
|
|
|
||
|
|
Gtd. |
|
|
|
|
|
|
|
||
|
|
10.125%, 4/15/08 |
|
N/R |
|
2,000 |
|
40,000 |
|
||
|
|
General Binding Corp. |
|
|
|
|
|
|
|
||
|
|
Gtd. |
|
|
|
|
|
|
|
||
|
|
9.375%, 6/1/08 |
|
Caa1 |
|
700 |
|
707,000 |
|
||
(1) |
|
Interactive Health LLC |
|
|
|
|
|
|
|
||
|
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
7.25%, 4/1/11 |
|
B3 |
|
400 |
|
366,000 |
|
||
(4) |
|
Johnsondiversey Holdings, Inc. |
|
|
|
|
|
|
|
||
|
|
Discount Notes |
|
|
|
|
|
|
|
||
|
|
0.00%, 5/15/13 |
|
B3 |
|
600 |
|
519,000 |
|
||
|
|
Leiner Health Products, Inc. |
|
|
|
|
|
|
|
||
|
|
Sr. Sub. Notes |
|
|
|
|
|
|
|
||
|
|
11.00%, 6/1/12 |
|
B3 |
|
250 |
|
270,000 |
|
||
|
|
PCA LLC/PCA Finance Corp. |
|
|
|
|
|
|
|
||
|
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
11.875%, 8/1/09 |
|
Caa2 |
|
650 |
|
549,250 |
|
||
|
|
Playtex Products, Inc. |
|
|
|
|
|
|
|
||
|
|
Gtd. |
|
|
|
|
|
|
|
||
|
|
9.375%, 6/1/11 |
|
Caa2 |
|
500 |
|
522,500 |
|
||
|
|
Prestige Brands, Inc. |
|
|
|
|
|
|
|
||
|
|
Sr. Sub. Notes |
|
|
|
|
|
|
|
||
|
|
9.25%, 4/15/12 |
|
Caa1 |
|
299 |
|
316,940 |
|
||
|
|
Rayovac Corp. |
|
|
|
|
|
|
|
||
|
|
Sr. Sub. Notes |
|
|
|
|
|
|
|
||
|
|
8.50%, 10/1/13 |
|
B3 |
|
250 |
|
258,750 |
|
||
|
|
|
|
|
|
Face |
|
|
|
||
|
|
|
|
Moodys |
|
Amount |
|
|
|
||
|
|
|
|
Ratings |
|
(000) |
|
Value |
|
||
|
|
Remington Arms Co., Inc. |
|
|
|
|
|
|
|
||
|
|
Gtd. |
|
|
|
|
|
|
|
||
|
|
10.50%, 2/1/11 |
|
B3 |
|
$ |
115 |
|
$ |
113,850 |
|
(1) |
|
Revlon Consumer Products Corp. |
|
|
|
|
|
|
|
||
|
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
9.50%, 4/1/11 |
|
Caa2 |
|
500 |
|
493,750 |
|
||
|
|
Samsonite Corp. |
|
|
|
|
|
|
|
||
|
|
Sr. Sub. Notes |
|
|
|
|
|
|
|
||
|
|
8.875%, 6/1/11 |
|
B3 |
|
250 |
|
263,125 |
|
||
|
|
Sealy Mattress Co. |
|
|
|
|
|
|
|
||
|
|
Sr. Sub. Notes |
|
|
|
|
|
|
|
||
|
|
8.25%, 6/15/14 |
|
B2 |
|
400 |
|
419,000 |
|
||
|
|
Group Total |
|
|
|
|
|
8,235,915 |
|
||
|
|
|
|
|
|
|
|
|
|
||
Containers (2.1%) |
|
|
|
|
|
|
|
||||
|
|
Berry Plastics Corp. |
|
|
|
|
|
|
|
||
|
|
Gtd. |
|
|
|
|
|
|
|
||
|
|
10.75%, 7/15/12 |
|
B3 |
|
600 |
|
679,500 |
|
||
(1) |
|
Graham Packaging Co. |
|
|
|
|
|
|
|
||
|
|
Sub. Notes |
|
|
|
|
|
|
|
||
|
|
9.875%, 10/15/14 |
|
Caa2 |
|
350 |
|
351,750 |
|
||
|
|
Graphic Packaging International Corp. |
|
|
|
|
|
|
|
||
|
|
Sr. Sub. Notes |
|
|
|
|
|
|
|
||
|
|
9.50%, 8/15/13 |
|
B3 |
|
250 |
|
266,250 |
|
||
|
|
Intertape Polymer U.S., Inc. |
|
|
|
|
|
|
|
||
|
|
Sr. Sub. Notes |
|
|
|
|
|
|
|
||
|
|
8.50%, 8/1/14 |
|
B3 |
|
300 |
|
296,425 |
|
||
|
|
Owens-Brockway Glass Container Corp. |
|
|
|
|
|
|
|
||
|
|
Gtd. |
|
|
|
|
|
|
|
||
|
|
8.25%, 5/15/13 |
|
B2 |
|
680 |
|
722,500 |
|
||
|
|
Owens-Illinois, Inc. |
|
|
|
|
|
|
|
||
|
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
8.10%, 5/15/07 |
|
B3 |
|
850 |
|
884,000 |
|
||
|
|
Pliant Corp. |
|
|
|
|
|
|
|
||
|
|
Gtd. |
|
|
|
|
|
|
|
||
|
|
13.00%, 6/1/10 |
|
Caa2 |
|
850 |
|
722,500 |
|
||
|
|
Solo Cup Co. |
|
|
|
|
|
|
|
||
|
|
Sr. Sub. Notes |
|
|
|
|
|
|
|
||
|
|
8.50%, 2/15/14 |
|
B3 |
|
500 |
|
502,500 |
|
||
|
|
|
|
|
|
Face |
|
|
|
||
|
|
|
|
Moodys |
|
Amount |
|
|
|
||
|
|
|
|
Ratings |
|
(000) |
|
Value |
|
||
|
|
U.S. Can Corp. |
|
|
|
|
|
|
|
||
|
|
Gtd. |
|
|
|
|
|
|
|
||
|
|
10.875%, 7/15/10 |
|
Caa2 |
|
$ |
250 |
|
$ |
263,750 |
|
|
|
Group Total |
|
|
|
|
|
4,689,175 |
|
||
|
|
|
|
|
|
|
|
|
|
||
Diversified Telecommunications (1.0%) |
|
|
|
|
|
|
|
||||
|
|
Cincinnati Bell, Inc. |
|
|
|
|
|
|
|
||
|
|
Sr. Sub. Notes |
|
|
|
|
|
|
|
||
|
|
8.375%, 1/15/14 |
|
B3 |
|
800 |
|
792,000 |
|
||
|
|
Qwest Corp.: |
|
|
|
|
|
|
|
||
|
|
Notes |
|
|
|
|
|
|
|
||
|
|
6.625%, 9/15/05 |
|
Ba3 |
|
500 |
|
505,000 |
|
||
(1) |
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
7.875%, 9/1/11 |
|
Ba3 |
|
250 |
|
258,750 |
|
||
(1) |
|
Qwest Services Corp. |
|
|
|
|
|
|
|
||
|
|
Notes |
|
|
|
|
|
|
|
||
|
|
13.50%, 12/15/10 |
|
Caa1 |
|
500 |
|
581,250 |
|
||
|
|
Group Total |
|
|
|
|
|
2,137,000 |
|
||
|
|
|
|
|
|
|
|
|
|
||
Energy/Other (2.2%) |
|
|
|
|
|
|
|
||||
|
|
Dynegy Holdings, Inc.: |
|
|
|
|
|
|
|
||
(1) |
|
Secured |
|
|
|
|
|
|
|
||
|
|
10.125%, 7/15/13 |
|
B3 |
|
250 |
|
273,750 |
|
||
|
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
6.875%, 4/1/11 |
|
Caa2 |
|
250 |
|
223,125 |
|
||
|
|
8.75%, 2/15/12 |
|
Caa2 |
|
600 |
|
577,500 |
|
||
|
|
El Paso CGP Co.: |
|
|
|
|
|
|
|
||
|
|
Notes |
|
|
|
|
|
|
|
||
|
|
6.375%, 2/1/09 |
|
Caa1 |
|
250 |
|
241,250 |
|
||
|
|
7.75%, 6/15/10 |
|
Caa1 |
|
250 |
|
251,250 |
|
||
|
|
El Paso Corp. |
|
|
|
|
|
|
|
||
|
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
7.00%, 5/15/11 |
|
Caa1 |
|
500 |
|
482,500 |
|
||
|
|
El Paso Natural Gas Co. |
|
|
|
|
|
|
|
||
|
|
Series A, Sr. Notes |
|
|
|
|
|
|
|
||
|
|
7.625%, 8/1/10 |
|
B1 |
|
250 |
|
263,403 |
|
||
|
|
El Paso Production Holding Co. |
|
|
|
|
|
|
|
||
|
|
Gtd. |
|
|
|
|
|
|
|
||
|
|
7.75%, 6/1/13 |
|
B3 |
|
750 |
|
763,125 |
|
||
|
|
Giant Industries, Inc.: |
|
|
|
|
|
|
|
||
|
|
Gtd. |
|
|
|
|
|
|
|
||
|
|
8.00%, 5/15/14 |
|
B3 |
|
200 |
|
201,000 |
|
||
|
|
11.00%, 5/15/12 |
|
B3 |
|
186 |
|
212,970 |
|
||
|
|
|
|
|
|
Face |
|
|
|
||
|
|
|
|
Moodys |
|
Amount |
|
|
|
||
|
|
|
|
Ratings |
|
(000) |
|
Value |
|
||
(1) |
|
Gulfmark Offshore, Inc. |
|
|
|
|
|
|
|
||
|
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
7.75%, 7/15/14 |
|
B2 |
|
$ |
250 |
|
$ |
258,750 |
|
(1) |
|
Inergy LP/Inergy Finance Corp. |
|
|
|
|
|
|
|
||
|
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
6.875%, 12/15/14 |
|
B1 |
|
250 |
|
241,250 |
|
||
|
|
Reliant Energy, Inc.: |
|
|
|
|
|
|
|
||
|
|
Secured |
|
|
|
|
|
|
|
||
|
|
6.75%, 12/15/14 |
|
B1 |
|
250 |
|
234,375 |
|
||
|
|
9.50%, 7/15/13 |
|
B1 |
|
500 |
|
546,250 |
|
||
|
|
Group Total |
|
|
|
|
|
4,770,498 |
|
||
|
|
|
|
|
|
|
|
|
|
||
Environmental Services (0.6%) |
|
|
|
|
|
|
|
||||
|
|
Allied Waste North America, Inc. |
|
|
|
|
|
|
|
||
|
|
America, Inc. |
|
|
|
|
|
|
|
||
|
|
Series B, Sr. Notes |
|
|
|
|
|
|
|
||
|
|
7.375%, 4/15/14 |
|
Caa1 |
|
1,000 |
|
910,000 |
|
||
(1) |
|
Waste Services, Inc. |
|
|
|
|
|
|
|
||
|
|
Sr. Sub. Notes |
|
|
|
|
|
|
|
||
|
|
9.50%, 4/15/14 |
|
Ca |
|
400 |
|
406,000 |
|
||
|
|
Group Total |
|
|
|
|
|
1,316,000 |
|
||
|
|
|
|
|
|
|
|
|
|
||
Finance (0.6%) |
|
|
|
|
|
|
|
||||
|
|
E*Trade Financial Corp. |
|
|
|
|
|
|
|
||
|
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
8.00%, 6/15/11 |
|
B1 |
|
250 |
|
258,750 |
|
||
(1) |
|
IAAI Finance Corp. |
|
|
|
|
|
|
|
||
|
|
Sr. Unsecured |
|
|
|
|
|
|
|
||
|
|
11.00%, 4/1/13 |
|
Caa1 |
|
750 |
|
749,003 |
|
||
(1) |
|
Rainbow National Services LLC |
|
|
|
|
|
|
|
||
|
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
8.75%, 9/1/12 |
|
B3 |
|
250 |
|
270,000 |
|
||
(3) |
|
Westfed Holdings |
|
|
|
|
|
|
|
||
|
|
Sr. Debentures |
|
|
|
|
|
|
|
||
|
|
25.00%, 8/22/09 |
|
N/R |
|
121 |
|
121,025 |
|
||
|
|
Group Total |
|
|
|
|
|
1,398,778 |
|
||
|
|
|
|
|
|
|
|
|
|
||
Food Processors/Beverage/Bottling (1.9%) |
|
|
|
|
|
|
|
||||
(1) |
|
Bear Creek Corp. |
|
|
|
|
|
|
|
||
|
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
9.00%, 3/1/09 |
|
B3 |
|
500 |
|
497,500 |
|
||
|
|
Birds Eye Foods, Inc. |
|
|
|
|
|
|
|
||
|
|
Gtd. |
|
|
|
|
|
|
|
||
|
|
11.875%, 11/1/08 |
|
B3 |
|
100 |
|
104,250 |
|
||
|
|
|
|
|
|
Face |
|
|
|
||
|
|
|
|
Moodys |
|
Amount |
|
|
|
||
|
|
|
|
Ratings |
|
(000) |
|
Value |
|
||
|
|
Eagle Family Foods, Inc. |
|
|
|
|
|
|
|
||
|
|
Series B, Gtd. |
|
|
|
|
|
|
|
||
|
|
8.75%, 1/15/08 |
|
Caa2 |
|
$ |
471 |
|
$ |
392,867 |
|
|
|
Land OLakes, Inc. |
|
|
|
|
|
|
|
||
|
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
8.75%, 11/15/11 |
|
B3 |
|
940 |
|
942,350 |
|
||
(1) |
|
Le-Natures, Inc. |
|
|
|
|
|
|
|
||
|
|
Sr. Sub. Notes |
|
|
|
|
|
|
|
||
|
|
9.50%, 6/15/13 |
|
Caa1 |
|
250 |
|
273,750 |
|
||
|
|
National Wine & Spirits, Inc. |
|
|
|
|
|
|
|
||
|
|
Gtd. |
|
|
|
|
|
|
|
||
|
|
10.125%, 1/15/09 |
|
B3 |
|
220 |
|
221,100 |
|
||
|
|
Pinnacle Foods Holding Corp. |
|
|
|
|
|
|
|
||
|
|
Sr. Sub. Notes |
|
|
|
|
|
|
|
||
|
|
8.25%, 12/1/13 |
|
B3 |
|
750 |
|
645,000 |
|
||
|
|
Swift & Co.: |
|
|
|
|
|
|
|
||
|
|
Gtd. |
|
|
|
|
|
|
|
||
|
|
10.125%, 10/1/09 |
|
B1 |
|
250 |
|
275,625 |
|
||
|
|
Sr. Sub. Notes |
|
|
|
|
|
|
|
||
|
|
12.50%, 1/1/10 |
|
B2 |
|
300 |
|
339,750 |
|
||
|
|
Wornick Co. |
|
|
|
|
|
|
|
||
|
|
Secured |
|
|
|
|
|
|
|
||
|
|
10.875%, 7/15/11 |
|
B2 |
|
400 |
|
420,000 |
|
||
|
|
Group Total |
|
|
|
|
|
4,112,192 |
|
||
|
|
|
|
|
|
|
|
|
|
||
Gaming (5.8%) |
|
|
|
|
|
|
|
||||
(1) |
|
155 East Tropicana LLC/155 East |
|
|
|
|
|
|
|
||
|
|
Tropicana Finance Corp. |
|
|
|
|
|
|
|
||
|
|
Secured |
|
|
|
|
|
|
|
||
|
|
8.75%, 4/1/12 |
|
B3 |
|
750 |
|
744,375 |
|
||
|
|
Ameristar Casinos, Inc. |
|
|
|
|
|
|
|
||
|
|
Gtd. |
|
|
|
|
|
|
|
||
|
|
10.75%, 2/15/09 |
|
B2 |
|
920 |
|
1,009,700 |
|
||
|
|
Argosy Gaming Co.: |
|
|
|
|
|
|
|
||
|
|
Sr. Sub. Notes |
|
|
|
|
|
|
|
||
|
|
7.00%, 1/15/14 |
|
B1 |
|
250 |
|
271,562 |
|
||
|
|
9.00%, 9/1/11 |
|
Ba3 |
|
250 |
|
274,687 |
|
||
|
|
Aztar Corp. |
|
|
|
|
|
|
|
||
|
|
Sr. Sub. Notes |
|
|
|
|
|
|
|
||
|
|
7.875%, 6/15/14 |
|
Ba3 |
|
250 |
|
266,875 |
|
||
|
|
Boyd Gaming Corp. |
|
|
|
|
|
|
|
||
|
|
Gtd. |
|
|
|
|
|
|
|
||
|
|
9.25%, 8/1/09 |
|
Ba3 |
|
600 |
|
638,250 |
|
||
|
|
|
|
|
|
Face |
|
|
|
||
|
|
|
|
Moodys |
|
Amount |
|
|
|
||
|
|
|
|
Ratings |
|
(000) |
|
Value |
|
||
(1) |
|
Chukchansi Economic Development Authority |
|
|
|
|
|
|
|
||
|
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
14.50%, 6/15/09 |
|
N/R |
|
$ |
1,000 |
|
$ |
1,235,000 |
|
|
|
Circus & Eldorado/Silver Legacy Capital Corp. |
|
|
|
|
|
|
|
||
|
|
First Mortgage Notes |
|
|
|
|
|
|
|
||
|
|
10.125%, 3/1/12 |
|
B1 |
|
500 |
|
538,750 |
|
||
|
|
Hard Rock Hotel, Inc. |
|
|
|
|
|
|
|
||
|
|
Notes |
|
|
|
|
|
|
|
||
|
|
8.875%, 6/1/13 |
|
B3 |
|
1,800 |
|
1,948,500 |
|
||
|
|
Herbst Gaming, Inc. |
|
|
|
|
|
|
|
||
|
|
Sr. Sub. Notes |
|
|
|
|
|
|
|
||
|
|
8.125%, 6/1/12 |
|
B3 |
|
300 |
|
313,500 |
|
||
|
|
Inn of the Mountain Gods Resort and Casino |
|
|
|
|
|
|
|
||
|
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
12.00%, 11/15/10 |
|
B3 |
|
400 |
|
472,000 |
|
||
|
|
Isle of Capri Casinos, Inc. |
|
|
|
|
|
|
|
||
|
|
Sr. Sub. Notes |
|
|
|
|
|
|
|
||
|
|
7.00%, 3/1/14 |
|
B2 |
|
400 |
|
398,000 |
|
||
|
|
MGM Mirage, Inc.: |
|
|
|
|
|
|
|
||
|
|
Gtd. |
|
|
|
|
|
|
|
||
|
|
9.75%, 6/1/07 |
|
Ba2 |
|
100 |
|
108,000 |
|
||
|
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
6.75%, 9/1/12 |
|
Ba2 |
|
250 |
|
253,125 |
|
||
|
|
Majestic Star Casino LLC |
|
|
|
|
|
|
|
||
|
|
Gtd. |
|
|
|
|
|
|
|
||
|
|
9.50%, 10/15/10 |
|
B2 |
|
750 |
|
788,437 |
|
||
|
|
Mohegan Tribal Gaming Authority |
|
|
|
|
|
|
|
||
|
|
Sr. Sub. Notes |
|
|
|
|
|
|
|
||
|
|
7.125%, 8/15/14 |
|
Ba3 |
|
350 |
|
352,625 |
|
||
|
|
OED Corp./Diamond JO LLC |
|
|
|
|
|
|
|
||
|
|
Gtd. |
|
|
|
|
|
|
|
||
|
|
8.75%, 4/15/12 |
|
B2 |
|
500 |
|
473,750 |
|
||
|
|
Park Place Entertainment Corp.: |
|
|
|
|
|
|
|
||
|
|
Sr. Sub. Notes |
|
|
|
|
|
|
|
||
|
|
7.875%, 12/15/05 |
|
Ba2 |
|
120 |
|
122,850 |
|
||
|
|
9.375%, 2/15/07 |
|
Ba2 |
|
500 |
|
533,125 |
|
||
|
|
River Rock Entertainment Authority |
|
|
|
|
|
|
|
||
|
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
9.75%, 11/1/11 |
|
B2 |
|
400 |
|
440,000 |
|
||
|
|
|
|
|
|
Face |
|
|
|
||
|
|
|
|
Moodys |
|
Amount |
|
|
|
||
|
|
|
|
Ratings |
|
(000) |
|
Value |
|
||
|
|
Riviera Holdings Corp. |
|
|
|
|
|
|
|
||
|
|
Gtd. |
|
|
|
|
|
|
|
||
|
|
11.00%, 6/15/10 |
|
B2 |
|
$ |
700 |
|
$ |
777,000 |
|
|
|
Station Casinos, Inc. |
|
|
|
|
|
|
|
||
|
|
Sr. Sub. Notes |
|
|
|
|
|
|
|
||
|
|
6.875%, 3/1/16 |
|
B1 |
|
500 |
|
503,125 |
|
||
(1) |
|
Waterford Gaming LLC |
|
|
|
|
|
|
|
||
|
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
8.625%, 9/15/12 |
|
B1 |
|
219 |
|
231,045 |
|
||
(2) |
|
Windsor Woodmont Black Hawk Resort Corp. |
|
|
|
|
|
|
|
||
|
|
Series B, First Mortgage |
|
|
|
|
|
|
|
||
|
|
Notes |
|
|
|
|
|
|
|
||
|
|
13.00%, 3/15/05 |
|
N/R |
|
267 |
|
20,510 |
|
||
|
|
Group Total |
|
|
|
|
|
12,714,791 |
|
||
|
|
|
|
|
|
|
|
|
|
||
Healthcare Facilities/Supplies (2.6%) |
|
|
|
|
|
|
|
||||
|
|
Ardent Health Services LLC |
|
|
|
|
|
|
|
||
|
|
Sr. Sub. Notes |
|
|
|
|
|
|
|
||
|
|
10.00%, 8/15/13 |
|
B3 |
|
250 |
|
297,500 |
|
||
|
|
Beverly Enterprises, Inc. |
|
|
|
|
|
|
|
||
|
|
Sr. Sub. Notes |
|
|
|
|
|
|
|
||
|
|
7.875%, 6/15/14 |
|
B2 |
|
250 |
|
277,500 |
|
||
(1) (4) |
|
CDRV Investors, Inc. |
|
|
|
|
|
|
|
||
|
|
Sr. Discount Notes |
|
|
|
|
|
|
|
||
|
|
0.00%, 1/1/15 |
|
Caa2 |
|
800 |
|
486,000 |
|
||
|
|
Concentra Operating Corp. |
|
|
|
|
|
|
|
||
|
|
Gtd. |
|
|
|
|
|
|
|
||
|
|
9.50%, 8/15/10 |
|
B3 |
|
250 |
|
268,750 |
|
||
(1) |
|
DaVita, Inc. |
|
|
|
|
|
|
|
||
|
|
Sr. Subordinated |
|
|
|
|
|
|
|
||
|
|
7.25%, 3/15/15 |
|
B3 |
|
200 |
|
197,000 |
|
||
|
|
Fisher Scientific International, Inc. |
|
|
|
|
|
|
|
||
|
|
Sr. Sub. Notes |
|
|
|
|
|
|
|
||
|
|
8.125%, 5/1/12 |
|
Ba3 |
|
260 |
|
283,400 |
|
||
(4) |
|
MQ Associates, Inc. |
|
|
|
|
|
|
|
||
|
|
Sr. Discount Notes |
|
|
|
|
|
|
|
||
|
|
0.00%, 8/15/12 |
|
Caa2 |
|
1,000 |
|
575,000 |
|
||
|
|
Medquest, Inc. |
|
|
|
|
|
|
|
||
|
|
Series B, Gtd. |
|
|
|
|
|
|
|
||
|
|
11.875%, 8/15/12 |
|
Caa1 |
|
600 |
|
591,000 |
|
||
|
|
|
|
|
|
Face |
|
|
|
||
|
|
|
|
Moodys |
|
Amount |
|
|
|
||
|
|
|
|
Ratings |
|
(000) |
|
Value |
|
||
(1) |
|
National Mentor, Inc. |
|
|
|
|
|
|
|
||
|
|
Sr. Sub. Notes |
|
|
|
|
|
|
|
||
|
|
9.625%, 12/1/12 |
|
B3 |
|
$ |
400 |
|
$ |
419,000 |
|
|
|
Tenet Healthcare Corp.: |
|
|
|
|
|
|
|
||
|
|
Sr. Notes |
|
|
|
|
|
|
|
||
(1) |
|
9.25%, 2/1/15 |
|
B3 |
|
500 |
|
501,250 |
|
||
|
|
9.875%, 7/1/14 |
|
B3 |
|
250 |
|
261,250 |
|
||
|
|
Triad Hospitals, Inc. |
|
|
|
|
|
|
|
||
|
|
Sr. Sub. Notes |
|
|
|
|
|
|
|
||
|
|
7.00%, 11/15/13 |
|
B3 |
|
1,000 |
|
987,500 |
|
||
|
|
Universal Hospital Services, Inc. |
|
|
|
|
|
|
|
||
|
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
10.125%, 11/1/11 |
|
B3 |
|
250 |
|
257,500 |
|
||
|
|
Vanguard Health Holding II |
|
|
|
|
|
|
|
||
|
|
Sr. Sub. Notes |
|
|
|
|
|
|
|
||
|
|
9.00%, 10/1/14 |
|
Caa1 |
|
350 |
|
370,125 |
|
||
|
|
Group Total |
|
|
|
|
|
5,772,775 |
|
||
|
|
|
|
|
|
|
|
|
|
||
Home Builders (0.8%) |
|
|
|
|
|
|
|
||||
|
|
Tech Olympic USA, Inc. |
|
|
|
|
|
|
|
||
|
|
Gtd. |
|
|
|
|
|
|
|
||
|
|
9.00%, 7/1/10 |
|
Ba3 |
|
500 |
|
520,000 |
|
||
|
|
Toll Corp. |
|
|
|
|
|
|
|
||
|
|
Sr. Sub. Notes |
|
|
|
|
|
|
|
||
|
|
8.25%, 12/1/11 |
|
Ba2 |
|
250 |
|
269,375 |
|
||
|
|
WCI Communities, Inc. |
|
|
|
|
|
|
|
||
|
|
Gtd. |
|
|
|
|
|
|
|
||
|
|
10.625%, 2/15/11 |
|
Ba3 |
|
650 |
|
707,687 |
|
||
|
|
William Lyon Homes, Inc. |
|
|
|
|
|
|
|
||
|
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
7.50%, 2/15/14 |
|
B2 |
|
250 |
|
230,000 |
|
||
|
|
Group Total |
|
|
|
|
|
1,727,062 |
|
||
|
|
|
|
|
|
|
|
|
|
||
Industrial (2.1%) |
|
|
|
|
|
|
|
||||
(1) |
|
Altra Industrial Motion |
|
|
|
|
|
|
|
||
|
|
Secured |
|
|
|
|
|
|
|
||
|
|
9.00%, 12/1/11 |
|
B3 |
|
400 |
|
398,000 |
|
||
(1) |
|
Amsted Industries, Inc. |
|
|
|
|
|
|
|
||
|
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
10.25%, 10/15/11 |
|
B3 |
|
250 |
|
273,750 |
|
||
|
|
Amtrol, Inc. |
|
|
|
|
|
|
|
||
|
|
Sr. Sub. Notes |
|
|
|
|
|
|
|
||
|
|
10.625%, 12/31/06 |
|
Caa3 |
|
600 |
|
540,000 |
|
||
|
|
|
|
|
|
Face |
|
|
|
||
|
|
|
|
Moodys |
|
Amount |
|
|
|
||
|
|
|
|
Ratings |
|
(000) |
|
Value |
|
||
(1) |
|
Coleman Cable, Inc. |
|
|
|
|
|
|
|
||
|
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
9.875%, 10/1/12 |
|
B3 |
|
$ |
900 |
|
$ |
922,500 |
|
|
|
Hawk Corp. |
|
|
|
|
|
|
|
||
|
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
8.75%, 11/1/14 |
|
B2 |
|
650 |
|
669,500 |
|
||
|
|
Polypore, Inc. |
|
|
|
|
|
|
|
||
|
|
Sr. Sub. Notes |
|
|
|
|
|
|
|
||
|
|
8.75%, 5/15/12 |
|
Caa1 |
|
400 |
|
376,000 |
|
||
|
|
Poster Financial Group, Inc. |
|
|
|
|
|
|
|
||
|
|
Secured |
|
|
|
|
|
|
|
||
|
|
8.75%, 12/1/11 |
|
B2 |
|
500 |
|
522,500 |
|
||
|
|
True Temper Sports, Inc. |
|
|
|
|
|
|
|
||
|
|
Gtd. |
|
|
|
|
|
|
|
||
|
|
8.375%, 9/15/11 |
|
Caa1 |
|
450 |
|
420,750 |
|
||
|
|
Wolverine Tube, Inc. |
|
|
|
|
|
|
|
||
|
|
Gtd. |
|
|
|
|
|
|
|
||
|
|
10.50%, 4/1/09 |
|
B3 |
|
550 |
|
583,000 |
|
||
|
|
Group Total |
|
|
|
|
|
4,706,000 |
|
||
|
|
|
|
|
|
|
|
|
|
||
Leisure (3.0%) |
|
|
|
|
|
|
|
||||
|
|
AMC Entertainment, Inc.: |
|
|
|
|
|
|
|
||
|
|
Sr. Sub. Notes |
|
|
|
|
|
|
|
||
|
|
8.00%, 3/1/14 |
|
B3 |
|
400 |
|
384,000 |
|
||
|
|
9.875%, 2/1/12 |
|
B3 |
|
650 |
|
689,000 |
|
||
|
|
Affinity Group, Inc.: |
|
|
|
|
|
|
|
||
(1) |
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
10.875%, 2/15/12 |
|
Caa1 |
|
700 |
|
682,500 |
|
||
|
|
Sr. Sub. Notes |
|
|
|
|
|
|
|
||
|
|
9.00%, 2/15/12 |
|
B3 |
|
250 |
|
263,750 |
|
||
|
|
Bally Total Fitness Holding Corp. |
|
|
|
|
|
|
|
||
|
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
10.50%, 7/15/11 |
|
B3 |
|
350 |
|
346,500 |
|
||
|
|
Bluegreen Corp. |
|
|
|
|
|
|
|
||
|
|
Series B, Gtd. |
|
|
|
|
|
|
|
||
|
|
10.50%, 4/1/08 |
|
B3 |
|
1,000 |
|
1,015,000 |
|
||
|
|
Booth Creek Ski Holdings, Inc. |
|
|
|
|
|
|
|
||
|
|
Series B, Gtd. |
|
|
|
|
|
|
|
||
|
|
12.50%, 3/15/07 |
|
Caa1 |
|
1,147 |
|
1,144,133 |
|
||
(4) |
|
Cinemark, Inc. |
|
|
|
|
|
|
|
||
|
|
Sr. Discount Notes |
|
|
|
|
|
|
|
||
|
|
0.00%, 3/15/14 |
|
Caa1 |
|
400 |
|
286,000 |
|
||
|
|
|
|
|
|
Face |
|
|
|
||
|
|
|
|
Moodys |
|
Amount |
|
|
|
||
|
|
|
|
Ratings |
|
(000) |
|
Value |
|
||
|
|
Cinemark USA, Inc. |
|
|
|
|
|
|
|
||
|
|
Sr. Sub. Notes |
|
|
|
|
|
|
|
||
|
|
9.00%, 2/1/13 |
|
B3 |
|
$ |
250 |
|
$ |
272,500 |
|
|
|
Six Flags, Inc.: |
|
|
|
|
|
|
|
||
|
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
9.625%, 6/1/14 |
|
Caa1 |
|
700 |
|
649,250 |
|
||
|
|
9.75%, 4/15/13 |
|
Caa1 |
|
400 |
|
375,000 |
|
||
(1) |
|
Worldspan LP/WS Financing Corp. |
|
|
|
|
|
|
|
||
|
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
9.024%, 2/15/11 |
|
B3 |
|
500 |
|
487,500 |
|
||
|
|
Group Total |
|
|
|
|
|
6,595,133 |
|
||
|
|
|
|
|
|
|
|
|
|
||
Lodging (0.8%) |
|
|
|
|
|
|
|
||||
|
|
CapStar Hotel Co. |
|
|
|
|
|
|
|
||
|
|
Sr. Sub. Notes |
|
|
|
|
|
|
|
||
|
|
8.75%, 8/15/07 |
|
Caa1 |
|
250 |
|
253,750 |
|
||
|
|
Felcor Lodging LP |
|
|
|
|
|
|
|
||
|
|
Gtd. |
|
|
|
|
|
|
|
||
|
|
9.00%, 6/1/11 |
|
B1 |
|
425 |
|
459,000 |
|
||
|
|
HMH Properties, Inc. |
|
|
|
|
|
|
|
||
|
|
Series B, Gtd. |
|
|
|
|
|
|
|
||
|
|
7.875%, 8/1/08 |
|
Ba3 |
|
126 |
|
129,150 |
|
||
|
|
Host Marriot LP |
|
|
|
|
|
|
|
||
|
|
Series I, Gtd. |
|
|
|
|
|
|
|
||
|
|
9.50%, 1/15/07 |
|
Ba3 |
|
600 |
|
636,000 |
|
||
|
|
John Q. Hammons Hotel LP |
|
|
|
|
|
|
|
||
|
|
Series B, First Mortgage Notes |
|
|
|
|
|
|
|
||
|
|
8.875%, 5/15/12 |
|
B2 |
|
300 |
|
323,250 |
|
||
|
|
Group Total |
|
|
|
|
|
1,801,150 |
|
||
|
|
|
|
|
|
|
|
|
|
||
Metals & Mining (2.9%) |
|
|
|
|
|
|
|
||||
|
|
AK Steel Corp.: |
|
|
|
|
|
|
|
||
|
|
Gtd. |
|
|
|
|
|
|
|
||
|
|
7.75%, 6/15/12 |
|
B1 |
|
300 |
|
290,250 |
|
||
|
|
7.875%, 2/15/09 |
|
B1 |
|
250 |
|
246,250 |
|
||
(1) |
|
Alpha Natural Resources LLC |
|
|
|
|
|
|
|
||
|
|
Gtd. |
|
|
|
|
|
|
|
||
|
|
10.00%, 6/1/12 |
|
B3 |
|
500 |
|
562,500 |
|
||
|
|
Amer Rock Salt Co. LLC |
|
|
|
|
|
|
|
||
|
|
Sr. Secured Notes |
|
|
|
|
|
|
|
||
|
|
9.50%, 3/15/14 |
|
B3 |
|
500 |
|
517,500 |
|
||
|
|
|
|
|
|
Face |
|
|
|
||
|
|
|
|
Moodys |
|
Amount |
|
|
|
||
|
|
|
|
Ratings |
|
(000) |
|
Value |
|
||
|
|
Earle M. Jorgensen Co. |
|
|
|
|
|
|
|
||
|
|
Secured |
|
|
|
|
|
|
|
||
|
|
9.75%, 6/1/12 |
|
B2 |
|
$ |
500 |
|
$ |
542,500 |
|
(1) |
|
Edgen Acquisition Corp. |
|
|
|
|
|
|
|
||
|
|
Secured |
|
|
|
|
|
|
|
||
|
|
9.875%, 2/1/11 |
|
B3 |
|
750 |
|
755,625 |
|
||
(1) |
|
Imco Recycling Escrow |
|
|
|
|
|
|
|
||
|
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
9.00%, 11/15/14 |
|
B3 |
|
900 |
|
949,500 |
|
||
|
|
International Steel Group, Inc. |
|
|
|
|
|
|
|
||
|
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
6.50%, 4/15/14 |
|
Ba3 |
|
1,000 |
|
1,025,000 |
|
||
|
|
Ispat Inland ULC |
|
|
|
|
|
|
|
||
|
|
Secured |
|
|
|
|
|
|
|
||
|
|
9.75%, 4/1/14 |
|
Ba1 |
|
259 |
|
304,325 |
|
||
|
|
Metallurg, Inc. |
|
|
|
|
|
|
|
||
|
|
Series B, Gtd. |
|
|
|
|
|
|
|
||
|
|
11.00%, 12/1/07 |
|
Ca |
|
571 |
|
527,713 |
|
||
(2) |
|
WCI Steel, Inc. |
|
|
|
|
|
|
|
||
|
|
Series B, Sr. Notes |
|
|
|
|
|
|
|
||
|
|
10.00%, 12/1/04 |
|
N/R |
|
250 |
|
206,875 |
|
||
|
|
Wise Metals Group LLC |
|
|
|
|
|
|
|
||
|
|
Secured |
|
|
|
|
|
|
|
||
|
|
10.25%, 5/15/12 |
|
B2 |
|
500 |
|
507,500 |
|
||
|
|
Group Total |
|
|
|
|
|
6,435,538 |
|
||
|
|
|
|
|
|
|
|
|
|
||
Oil Equipment (0.2%) |
|
|
|
|
|
|
|
||||
|
|
Parker Drilling Co. |
|
|
|
|
|
|
|
||
|
|
Series B, Gtd. |
|
|
|
|
|
|
|
||
|
|
10.125%, 11/15/09 |
|
B2 |
|
316 |
|
332,590 |
|
||
|
|
|
|
|
|
|
|
|
|
||
Paper & Forest Products (2.9%) |
|
|
|
|
|
|
|
||||
|
|
Appleton Papers, Inc. |
|
|
|
|
|
|
|
||
|
|
Series B, Sr. Sub. Notes |
|
|
|
|
|
|
|
||
|
|
9.75%, 6/15/14 |
|
B3 |
|
350 |
|
367,500 |
|
||
|
|
Blue Ridge Paper Product, Inc. |
|
|
|
|
|
|
|
||
|
|
Secured |
|
|
|
|
|
|
|
||
|
|
9.50%, 12/15/08 |
|
B2 |
|
800 |
|
804,000 |
|
||
|
|
Caraustar Industries, Inc. |
|
|
|
|
|
|
|
||
|
|
Gtd. |
|
|
|
|
|
|
|
||
|
|
9.875%, 4/1/11 |
|
Caa1 |
|
434 |
|
457,870 |
|
||
|
|
|
|
|
|
Face |
|
|
|
||
|
|
|
|
Moodys |
|
Amount |
|
|
|
||
|
|
|
|
Ratings |
|
(000) |
|
Value |
|
||
|
|
Cellu Tissue Holdings, Inc. |
|
|
|
|
|
|
|
||
|
|
Secured |
|
|
|
|
|
|
|
||
|
|
9.75%, 3/15/10 |
|
B2 |
|
$ |
850 |
|
$ |
879,750 |
|
|
|
Georgia-Pacific Corp. |
|
|
|
|
|
|
|
||
|
|
Gtd. |
|
|
|
|
|
|
|
||
|
|
9.375%, 2/1/13 |
|
Ba2 |
|
1,000 |
|
1,122,500 |
|
||
|
|
Newark Group, Inc. |
|
|
|
|
|
|
|
||
|
|
Sr. Sub. Notes |
|
|
|
|
|
|
|
||
|
|
9.75%, 3/15/14 |
|
Caa1 |
|
2,000 |
|
2,040,000 |
|
||
|
|
Smurfit-Stone Container Enterprises, Inc. |
|
|
|
|
|
|
|
||
|
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
8.375%, 7/1/12 |
|
B2 |
|
600 |
|
622,500 |
|
||
|
|
Group Total |
|
|
|
|
|
6,294,120 |
|
||
|
|
|
|
|
|
|
|
|
|
||
Publishing (1.6%) |
|
|
|
|
|
|
|
||||
|
|
CBD Media Holdings LLC/CBD Holdings Finance, Inc. |
|
|
|
|
|
|
|
||
|
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
9.25%, 7/15/12 |
|
Caa2 |
|
500 |
|
512,500 |
|
||
|
|
Dex Media East LLC |
|
|
|
|
|
|
|
||
|
|
Gtd. |
|
|
|
|
|
|
|
||
|
|
12.125%, 11/15/12 |
|
B2 |
|
200 |
|
238,000 |
|
||
|
|
Dex Media, Inc.: |
|
|
|
|
|
|
|
||
(4) |
|
Discount Notes |
|
|
|
|
|
|
|
||
|
|
0.00%, 11/15/13 |
|
B3 |
|
500 |
|
382,500 |
|
||
|
|
Notes |
|
|
|
|
|
|
|
||
|
|
8.00%, 11/15/13 |
|
B3 |
|
250 |
|
260,000 |
|
||
|
|
Haights Cross Operating Co. : |
|
|
|
|
|
|
|
||
|
|
Gtd. |
|
|
|
|
|
|
|
||
|
|
11.75%, 8/15/11 |
|
Caa1 |
|
350 |
|
394,625 |
|
||
(1) |
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
11.75%, 8/15/11 |
|
Caa1 |
|
100 |
|
112,750 |
|
||
|
|
Houghton Mifflin Co.: |
|
|
|
|
|
|
|
||
(4) |
|
Sr. Discount Notes |
|
|
|
|
|
|
|
||
|
|
0.00%, 10/15/13 |
|
Caa2 |
|
250 |
|
175,000 |
|
||
|
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
8.25%, 2/1/11 |
|
B3 |
|
300 |
|
307,500 |
|
||
|
|
PRIMEDIA, Inc. |
|
|
|
|
|
|
|
||
|
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
8.00%, 5/15/13 |
|
B3 |
|
350 |
|
358,750 |
|
||
(2) (3) |
|
Premier Graphics, Inc. |
|
|
|
|
|
|
|
||
|
|
Gtd. |
|
|
|
|
|
|
|
||
|
|
11.50%, 12/1/05 |
|
N/R |
|
2,000 |
|
0 |
|
||
|
|
|
|
|
|
Face |
|
|
|
||
|
|
|
|
Moodys |
|
Amount |
|
|
|
||
|
|
|
|
Ratings |
|
(000) |
|
Value |
|
||
|
|
Sheridan Acquisition Corp. |
|
|
|
|
|
|
|
||
|
|
Secured |
|
|
|
|
|
|
|
||
|
|
10.25%, 8/15/11 |
|
B1 |
|
$ |
300 |
|
$ |
320,250 |
|
(1) |
|
WDAC Subsidiary Corp. |
|
|
|
|
|
|
|
||
|
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
8.375%, 12/1/14 |
|
Caa1 |
|
500 |
|
467,500 |
|
||
|
|
Group Total |
|
|
|
|
|
3,529,375 |
|
||
|
|
|
|
|
|
|
|
|
|
||
Restaurants (1.9%) |
|
|
|
|
|
|
|
||||
|
|
Buffets, Inc. |
|
|
|
|
|
|
|
||
|
|
Sr. Sub. Notes |
|
|
|
|
|
|
|
||
|
|
11.25%, 7/15/10 |
|
B3 |
|
500 |
|
530,000 |
|
||
(1) |
|
Carrols Corp. |
|
|
|
|
|
|
|
||
|
|
Sr. Sub. Notes |
|
|
|
|
|
|
|
||
|
|
9.00%, 1/15/13 |
|
B3 |
|
150 |
|
155,250 |
|
||
(1) |
|
Dennys Corp./ Dennys Holdings, Inc. |
|
|
|
|
|
|
|
||
|
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
10.00%, 10/1/12 |
|
Caa1 |
|
500 |
|
527,500 |
|
||
|
|
El Pollo Loco, Inc. |
|
|
|
|
|
|
|
||
|
|
Secured |
|
|
|
|
|
|
|
||
|
|
9.25%, 12/15/09 |
|
B2 |
|
250 |
|
256,250 |
|
||
|
|
Friendly Ice Cream Corp. |
|
|
|
|
|
|
|
||
|
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
8.375%, 6/15/12 |
|
B2 |
|
500 |
|
477,500 |
|
||
(1) |
|
Landrys Restaurants, Inc. |
|
|
|
|
|
|
|
||
|
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
7.50%, 12/15/14 |
|
B2 |
|
350 |
|
341,250 |
|
||
|
|
O Charleys, Inc. |
|
|
|
|
|
|
|
||
|
|
Sr. Sub. Notes |
|
|
|
|
|
|
|
||
|
|
9.00%, 11/1/13 |
|
Ba3 |
|
400 |
|
436,000 |
|
||
(3) |
|
Romacorp, Inc. |
|
|
|
|
|
|
|
||
|
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
10.50%, 12/31/08 |
|
N/R |
|
1,202 |
|
787,572 |
|
||
|
|
Sbarro, Inc. |
|
|
|
|
|
|
|
||
|
|
Gtd. |
|
|
|
|
|
|
|
||
|
|
11.00%, 9/15/09 |
|
Caa2 |
|
125 |
|
121,250 |
|
||
(1) |
|
Uno Restaurant Corp. |
|
|
|
|
|
|
|
||
|
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
10.00%, 2/15/11 |
|
B3 |
|
500 |
|
502,500 |
|
||
|
|
Group Total |
|
|
|
|
|
4,135,072 |
|
||
|
|
|
|
|
|
|
|
|
|
||
Retail- Food & Drug (1.4%) |
|
|
|
|
|
|
|
||||
(1) |
|
AmeriQual Group LLC |
|
|
|
|
|
|
|
||
|
|
Secured |
|
|
|
|
|
|
|
||
|
|
9.00%, 4/1/12 |
|
B1 |
|
250 |
|
253,750 |
|
||
|
|
|
|
|
|
Face |
|
|
|
||
|
|
|
|
Moodys |
|
Amount |
|
|
|
||
|
|
|
|
Ratings |
|
(000) |
|
Value |
|
||
|
|
Duane Reade, Inc. |
|
|
|
|
|
|
|
||
|
|
Sr. Sub. Notes |
|
|
|
|
|
|
|
||
|
|
9.75%, 8/1/11 |
|
Caa1 |
|
$ |
500 |
|
$ |
442,500 |
|
(1) |
|
General Nutrition Centers, Inc. |
|
|
|
|
|
|
|
||
|
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
8.625%, 1/15/11 |
|
B3 |
|
500 |
|
472,500 |
|
||
|
|
Great Atlantic & Pacific Tea Company, Inc. |
|
|
|
|
|
|
|
||
|
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
9.125%, 12/15/11 |
|
Caa1 |
|
400 |
|
395,000 |
|
||
(1) |
|
Gregg Appliances, Inc. |
|
|
|
|
|
|
|
||
|
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
9.00%, 2/1/13 |
|
B2 |
|
700 |
|
668,500 |
|
||
(1) |
|
Rite Aid Corp. |
|
|
|
|
|
|
|
||
|
|
Notes |
|
|
|
|
|
|
|
||
|
|
6.125%, 12/15/08 |
|
Caa1 |
|
300 |
|
280,500 |
|
||
|
|
Secured |
|
|
|
|
|
|
|
||
|
|
7.50%, 1/15/15 |
|
B2 |
|
250 |
|
241,250 |
|
||
|
|
Roundys, Inc. |
|
|
|
|
|
|
|
||
|
|
Series B, Gtd. |
|
|
|
|
|
|
|
||
|
|
8.875%, 6/15/12 |
|
B2 |
|
200 |
|
215,000 |
|
||
|
|
Stater Brothers Holdings, Inc. |
|
|
|
|
|
|
|
||
|
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
8.125%, 6/15/12 |
|
B1 |
|
150 |
|
145,500 |
|
||
|
|
Group Total |
|
|
|
|
|
3,114,500 |
|
||
|
|
|
|
|
|
|
|
|
|
||
Retail Stores (1.8%) |
|
|
|
|
|
|
|
||||
|
|
Asbury Automotive Group, Inc. |
|
|
|
|
|
|
|
||
|
|
Gtd. |
|
|
|
|
|
|
|
||
|
|
9.00%, 6/15/12 |
|
B3 |
|
400 |
|
410,000 |
|
||
|
|
CSK Auto, Inc. |
|
|
|
|
|
|
|
||
|
|
Gtd. |
|
|
|
|
|
|
|
||
|
|
7.00%, 1/15/14 |
|
B2 |
|
500 |
|
474,375 |
|
||
|
|
Finlay Fine Jewelry Corp. |
|
|
|
|
|
|
|
||
|
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
8.375%, 6/1/12 |
|
B2 |
|
500 |
|
475,000 |
|
||
(2) (3) |
|
Flooring America, Inc. |
|
|
|
|
|
|
|
||
|
|
Series B, Gtd. |
|
|
|
|
|
|
|
||
|
|
9.25%, 10/15/07 |
|
Caa1 |
|
703 |
|
0 |
|
||
|
|
Michaels Stores, Inc. |
|
|
|
|
|
|
|
||
|
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
9.25%, 7/1/09 |
|
Ba1 |
|
400 |
|
424,500 |
|
||
|
|
|
|
|
|
Face |
|
|
|
||
|
|
|
|
Moodys |
|
Amount |
|
|
|
||
|
|
|
|
Ratings |
|
(000) |
|
Value |
|
||
|
|
NBTY, Inc. |
|
|
|
|
|
|
|
||
|
|
Series B, Sr. Sub. Notes |
|
|
|
|
|
|
|
||
|
|
8.625%, 9/15/07 |
|
B1 |
|
$ |
400 |
|
$ |
410,000 |
|
|
|
Nebraska Book Co., Inc. |
|
|
|
|
|
|
|
||
|
|
Sr. Sub. Notes |
|
|
|
|
|
|
|
||
|
|
8.625%, 3/15/12 |
|
Caa1 |
|
500 |
|
486,250 |
|
||
|
|
Perry Ellis International, Inc. |
|
|
|
|
|
|
|
||
|
|
Series B, Sr. Sub. Notes |
|
|
|
|
|
|
|
||
|
|
8.875%, 9/15/13 |
|
B3 |
|
250 |
|
258,750 |
|
||
(1) |
|
Southern States Cooperative, Inc. |
|
|
|
|
|
|
|
||
|
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
10.50%, 11/1/10 |
|
B3 |
|
750 |
|
781,875 |
|
||
|
|
United Auto Group, Inc. |
|
|
|
|
|
|
|
||
|
|
Gtd. |
|
|
|
|
|
|
|
||
|
|
9.625%, 3/15/12 |
|
B3 |
|
250 |
|
265,000 |
|
||
|
|
Group Total |
|
|
|
|
|
3,985,750 |
|
||
|
|
|
|
|
|
|
|
|
|
||
Satellite (0.2%) |
|
|
|
|
|
|
|
||||
|
|
Echostar DBS Corp. |
|
|
|
|
|
|
|
||
|
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
9.125%, 1/15/09 |
|
Ba3 |
|
195 |
|
209,138 |
|
||
|
|
PanAmSat Corp. |
|
|
|
|
|
|
|
||
|
|
Gtd. |
|
|
|
|
|
|
|
||
|
|
9.00%, 8/15/14 |
|
B1 |
|
300 |
|
318,000 |
|
||
|
|
Group Total |
|
|
|
|
|
527,138 |
|
||
|
|
|
|
|
|
|
|
|
|
||
Secondary Oil & Gas Producers (1.9%) |
|
|
|
|
|
|
|
||||
|
|
Belden & Blake Corp. |
|
|
|
|
|
|
|
||
|
|
Secured |
|
|
|
|
|
|
|
||
|
|
8.75%, 7/15/12 |
|
B3 |
|
250 |
|
249,375 |
|
||
|
|
Chesapeake Energy Corp.: |
|
|
|
|
|
|
|
||
|
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
6.875%, 1/15/16 |
|
Ba3 |
|
602 |
|
611,030 |
|
||
|
|
7.00%, 8/15/14 |
|
Ba3 |
|
250 |
|
258,750 |
|
||
|
|
Forest Oil Corp. |
|
|
|
|
|
|
|
||
|
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
8.00%, 6/15/08 |
|
Ba3 |
|
900 |
|
960,750 |
|
||
|
|
Plains E&P Co. |
|
|
|
|
|
|
|
||
|
|
Series B, Sr. Sub. Notes |
|
|
|
|
|
|
|
||
|
|
8.75%, 7/1/12 |
|
Ba3 |
|
300 |
|
328,500 |
|
||
|
|
Pogo Producing Co. |
|
|
|
|
|
|
|
||
|
|
Series B, Sr. Sub. Notes |
|
|
|
|
|
|
|
||
|
|
8.25%, 4/15/11 |
|
Ba3 |
|
550 |
|
588,500 |
|
||
|
|
|
|
|
|
Face |
|
|
|
||
|
|
|
|
Moodys |
|
Amount |
|
|
|
||
|
|
|
|
Ratings |
|
(000) |
|
Value |
|
||
(1) |
|
Range Resources Corp. |
|
|
|
|
|
|
|
||
|
|
Sr. Sub. Notes |
|
|
|
|
|
|
|
||
|
|
6.375%, 3/15/15 |
|
B3 |
|
$ |
200 |
|
$ |
193,000 |
|
|
|
Vintage Petroleum, Inc. |
|
|
|
|
|
|
|
||
|
|
Sr. Sub. Notes |
|
|
|
|
|
|
|
||
|
|
7.875%, 5/15/11 |
|
B1 |
|
700 |
|
745,500 |
|
||
|
|
Whiting Petroleum Corp. |
|
|
|
|
|
|
|
||
|
|
Sr. Sub. Notes |
|
|
|
|
|
|
|
||
|
|
7.25%, 5/1/12 |
|
B2 |
|
300 |
|
304,500 |
|
||
|
|
Group Total |
|
|
|
|
|
4,239,905 |
|
||
|
|
|
|
|
|
|
|
|
|
||
Services (6.3%) |
|
|
|
|
|
|
|
||||
|
|
Advanstar Communications, Inc. |
|
|
|
|
|
|
|
||
|
|
Secured |
|
|
|
|
|
|
|
||
|
|
10.75%, 8/15/10 |
|
B3 |
|
400 |
|
447,000 |
|
||
|
|
Allied Security Escrow Corp. |
|
|
|
|
|
|
|
||
|
|
Sr. Sub. Notes |
|
|
|
|
|
|
|
||
|
|
11.375%, 7/15/11 |
|
Caa1 |
|
400 |
|
412,000 |
|
||
|
|
American Color Graphics, Inc. |
|
|
|
|
|
|
|
||
|
|
Notes |
|
|
|
|
|
|
|
||
|
|
10.00%, 6/15/10 |
|
Caa3 |
|
800 |
|
524,000 |
|
||
|
|
Brand Services, Inc. |
|
|
|
|
|
|
|
||
|
|
Gtd. |
|
|
|
|
|
|
|
||
|
|
12.00%, 10/15/12 |
|
B3 |
|
600 |
|
669,000 |
|
||
|
|
Buhrmann U.S., Inc |
|
|
|
|
|
|
|
||
|
|
Sr. Sub. Notes |
|
|
|
|
|
|
|
||
|
|
8.25%, 7/1/14 |
|
B2 |
|
250 |
|
258,750 |
|
||
(1) |
|
Di Finance/Dyncorp International |
|
|
|
|
|
|
|
||
|
|
Sr. Sub. Notes |
|
|
|
|
|
|
|
||
|
|
9.50%, 2/15/13 |
|
Caa1 |
|
750 |
|
732,188 |
|
||
|
|
Diamond Triumph Auto Glass, Inc. |
|
|
|
|
|
|
|
||
|
|
Gtd. |
|
|
|
|
|
|
|
||
|
|
9.25%, 4/1/08 |
|
Caa1 |
|
500 |
|
415,000 |
|
||
|
|
Great Lakes Dredge & Dock Co. |
|
|
|
|
|
|
|
||
|
|
Sr. Sub. Notes |
|
|
|
|
|
|
|
||
|
|
7.75%, 12/15/13 |
|
Caa3 |
|
850 |
|
709,750 |
|
||
(1) |
|
HydroChem Industrial Services, Inc. |
|
|
|
|
|
|
|
||
|
|
Sr. Sub. Notes |
|
|
|
|
|
|
|
||
|
|
9.25%, 2/15/13 |
|
Caa1 |
|
800 |
|
788,000 |
|
||
|
|
|
|
|
|
Face |
|
|
|
||
|
|
|
|
Moodys |
|
Amount |
|
|
|
||
|
|
|
|
Ratings |
|
(000) |
|
Value |
|
||
(1) |
|
Intergrated Alarm Services Group, Inc. |
|
|
|
|
|
|
|
||
|
|
Secured |
|
|
|
|
|
|
|
||
|
|
12.00%, 11/15/11 |
|
B3 |
|
$ |
400 |
|
$ |
400,000 |
|
|
|
Integrated Electrical Services, Inc. |
|
|
|
|
|
|
|
||
|
|
Series C, Gtd. |
|
|
|
|
|
|
|
||
|
|
9.375%, 2/1/09 |
|
Caa1 |
|
625 |
|
603,125 |
|
||
|
|
Iron Mountain, Inc.: |
|
|
|
|
|
|
|
||
|
|
Gtd. |
|
|
|
|
|
|
|
||
|
|
7.75%, 1/15/15 |
|
Caa1 |
|
250 |
|
248,125 |
|
||
|
|
8.625%, 4/1/13 |
|
Caa1 |
|
450 |
|
456,750 |
|
||
(1) |
|
Knowledge Learning Corp., Inc. |
|
|
|
|
|
|
|
||
|
|
Gtd. |
|
|
|
|
|
|
|
||
|
|
7.75%, 2/1/15 |
|
B3 |
|
500 |
|
485,000 |
|
||
|
|
La Petite Academy, Inc. |
|
|
|
|
|
|
|
||
|
|
Series B, Gtd. |
|
|
|
|
|
|
|
||
|
|
10.00%, 5/15/08 |
|
Ca |
|
1,300 |
|
1,274,000 |
|
||
|
|
Language Line, Inc. |
|
|
|
|
|
|
|
||
|
|
Sr. Sub. Notes |
|
|
|
|
|
|
|
||
|
|
11.125%, 6/15/12 |
|
Caa1 |
|
250 |
|
261,875 |
|
||
|
|
Mortons Restaurant Group, Inc. |
|
|
|
|
|
|
|
||
|
|
Secured |
|
|
|
|
|
|
|
||
|
|
7.50%, 7/1/10 |
|
B2 |
|
300 |
|
291,000 |
|
||
|
|
Muzak LLC/Muzak Finance Corp.: |
|
|
|
|
|
|
|
||
|
|
Gtd. |
|
|
|
|
|
|
|
||
|
|
9.875%, 3/15/09 |
|
Ca |
|
650 |
|
295,750 |
|
||
|
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
10.00%, 2/15/09 |
|
Caa2 |
|
300 |
|
247,500 |
|
||
|
|
National Beef Packing Co. LLC/NB Finance Corp. |
|
|
|
|
|
|
|
||
|
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
10.50%, 8/1/11 |
|
B3 |
|
400 |
|
410,000 |
|
||
|
|
Quintiles Transnational Corp. |
|
|
|
|
|
|
|
||
|
|
Sr. Sub. Notes |
|
|
|
|
|
|
|
||
|
|
10.00%, 10/1/13 |
|
B3 |
|
250 |
|
282,500 |
|
||
|
|
Rent-Way, Inc. |
|
|
|
|
|
|
|
||
|
|
Secured |
|
|
|
|
|
|
|
||
|
|
11.875%, 6/15/10 |
|
B3 |
|
500 |
|
556,250 |
|
||
|
|
|
|
|
|
Face |
|
|
|
||
|
|
|
|
Moodys |
|
Amount |
|
|
|
||
|
|
|
|
Ratings |
|
(000) |
|
Value |
|
||
|
|
Salton, Inc. |
|
|
|
|
|
|
|
||
|
|
Gtd. |
|
|
|
|
|
|
|
||
|
|
12.25%, 4/15/08 |
|
Ca |
|
$ |
750 |
|
$ |
450,000 |
|
|
|
United Rentals North America, Inc.: |
|
|
|
|
|
|
|
||
|
|
Sr. Sub. Notes |
|
|
|
|
|
|
|
||
|
|
7.00%, 2/15/14 |
|
B2 |
|
1,000 |
|
920,000 |
|
||
|
|
7.75%, 11/15/13 |
|
B2 |
|
800 |
|
780,000 |
|
||
(1) (4) |
|
WMG Holdings Corp. |
|
|
|
|
|
|
|
||
|
|
Sr. Discount Notes |
|
|
|
|
|
|
|
||
|
|
0.00%, 12/15/14 |
|
Caa2 |
|
1,250 |
|
868,750 |
|
||
|
|
Group Total |
|
|
|
|
|
13,786,313 |
|
||
|
|
|
|
|
|
|
|
|
|
||
Technology (2.9%) |
|
|
|
|
|
|
|
||||
|
|
AMI Semiconductor, Inc. |
|
|
|
|
|
|
|
||
|
|
Gtd. |
|
|
|
|
|
|
|
||
|
|
10.75%, 2/1/13 |
|
B2 |
|
136 |
|
163,540 |
|
||
(1) (5) |
|
Activant Solutions, Inc. |
|
|
|
|
|
|
|
||
|
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
9.09%, 4/1/10 |
|
B2 |
|
500 |
|
512,500 |
|
||
(1) |
|
Advanced Micro Devices, Inc. |
|
|
|
|
|
|
|
||
|
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
7.75%, 11/1/12 |
|
B3 |
|
500 |
|
493,750 |
|
||
|
|
Amkor Technology, Inc.: |
|
|
|
|
|
|
|
||
|
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
7.75%, 5/15/13 |
|
B3 |
|
500 |
|
422,500 |
|
||
|
|
9.25%, 2/15/08 |
|
B3 |
|
350 |
|
336,000 |
|
||
(2) (6) |
|
Ampex Corp. |
|
|
|
|
|
|
|
||
|
|
Secured |
|
|
|
|
|
|
|
||
|
|
12.00%, 8/15/08 |
|
N/R |
|
443 |
|
443,481 |
|
||
|
|
Itron, Inc. |
|
|
|
|
|
|
|
||
|
|
Sr. Sub. Notes |
|
|
|
|
|
|
|
||
|
|
7.75%, 5/15/12 |
|
B2 |
|
250 |
|
250,000 |
|
||
|
|
Lucent Technologies, Inc.: |
|
|
|
|
|
|
|
||
|
|
Notes |
|
|
|
|
|
|
|
||
|
|
5.50%, 11/15/08 |
|
B2 |
|
550 |
|
540,375 |
|
||
|
|
7.25%, 7/15/06 |
|
B2 |
|
340 |
|
349,350 |
|
||
(1) |
|
Magnachip Semiconductor |
|
|
|
|
|
|
|
||
|
|
Sr. Sub. Notes |
|
|
|
|
|
|
|
||
|
|
8.00%, 12/15/14 |
|
B2 |
|
400 |
|
411,000 |
|
||
|
|
Sanmina-SCI Corp. |
|
|
|
|
|
|
|
||
|
|
Gtd. |
|
|
|
|
|
|
|
||
|
|
10.375%, 1/15/10 |
|
Ba2 |
|
800 |
|
900,000 |
|
||
|
|
|
|
|
|
Face |
|
|
|
||
|
|
|
|
Moodys |
|
Amount |
|
|
|
||
|
|
|
|
Ratings |
|
(000) |
|
Value |
|
||
|
|
Unisys Corp. |
|
|
|
|
|
|
|
||
|
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
7.875%, 4/1/08 |
|
Ba1 |
|
$ |
250 |
|
$ |
252,500 |
|
|
|
Viasystems, Inc. |
|
|
|
|
|
|
|
||
|
|
Sr. Sub. Notes |
|
|
|
|
|
|
|
||
|
|
10.50%, 1/15/11 |
|
Caa2 |
|
600 |
|
597,000 |
|
||
|
|
Xerox Corp. |
|
|
|
|
|
|
|
||
|
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
7.625%, 6/15/13 |
|
Ba2 |
|
650 |
|
682,500 |
|
||
|
|
Group Total |
|
|
|
|
|
6,354,496 |
|
||
|
|
|
|
|
|
|
|
|
|
||
Textile/Apparel/Shoe Manufacturing (1.8%) |
|
|
|
|
|
|
|
||||
|
|
BGF Industries, Inc. |
|
|
|
|
|
|
|
||
|
|
Series B, Sr. Sub. Notes |
|
|
|
|
|
|
|
||
|
|
10.25%, 1/15/09 |
|
Ca |
|
250 |
|
250,000 |
|
||
|
|
Levi Strauss & Co.: |
|
|
|
|
|
|
|
||
|
|
Sr. Notes |
|
|
|
|
|
|
|
||
(1) (5) |
|
7.73%, 4/1/12 |
|
Caa3 |
|
500 |
|
493,750 |
|
||
(1) |
|
9.75%, 1/15/15 |
|
Caa3 |
|
1,600 |
|
1,580,000 |
|
||
|
|
12.25%, 12/15/12 |
|
Caa3 |
|
735 |
|
804,825 |
|
||
|
|
Phillips Van-Heusen Corp. |
|
|
|
|
|
|
|
||
|
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
7.25%, 2/15/11 |
|
B2 |
|
400 |
|
408,000 |
|
||
|
|
Propex Fabrics, Inc. |
|
|
|
|
|
|
|
||
|
|
Gtd. |
|
|
|
|
|
|
|
||
|
|
10.00%, 12/1/12 |
|
Caa1 |
|
500 |
|
497,500 |
|
||
|
|
Group Total |
|
|
|
|
|
4,034,075 |
|
||
|
|
|
|
|
|
|
|
|
|
||
Towers (0.8%) |
|
|
|
|
|
|
|
||||
|
|
American Tower Corp. |
|
|
|
|
|
|
|
||
|
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
7.125%, 10/15/12 |
|
B3 |
|
600 |
|
597,000 |
|
||
|
|
Crown Castle International Corp. |
|
|
|
|
|
|
|
||
|
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
7.50%, 12/1/13 |
|
B3 |
|
400 |
|
441,000 |
|
||
(4) |
|
SBA Telecommunications, Inc./ SBA Telecommunications Corp. |
|
|
|
|
|
|
|
||
|
|
Sr. Discount Notes |
|
|
|
|
|
|
|
||
|
|
0.00%, 12/15/11 |
|
B3 |
|
750 |
|
650,625 |
|
||
|
|
Group Total |
|
|
|
|
|
1,688,625 |
|
||
|
|
|
|
|
|
Face |
|
|
|
||
|
|
|
|
Moodys |
|
Amount |
|
|
|
||
|
|
|
|
Ratings |
|
(000) |
|
Value |
|
||
Transportation (0.3%) |
|
|
|
|
|
|
|
||||
(1) (4) |
|
H-Lines Finance Holding Corp. |
|
|
|
|
|
|
|
||
|
|
Sr. Discount Notes |
|
|
|
|
|
|
|
||
|
|
0.00%, 4/1/13 |
|
Caa2 |
|
$ |
300 |
|
$ |
235,500 |
|
(1) |
|
Horizon Lines LLC |
|
|
|
|
|
|
|
||
|
|
Notes |
|
|
|
|
|
|
|
||
|
|
9.00%, 11/1/12 |
|
B3 |
|
300 |
|
321,000 |
|
||
|
|
Group Total |
|
|
|
|
|
556,500 |
|
||
|
|
|
|
|
|
|
|
|
|
||
Utilities (3.5%) |
|
|
|
|
|
|
|
||||
|
|
AES Corp.: |
|
|
|
|
|
|
|
||
|
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
7.75%, 3/1/14 |
|
B1 |
|
400 |
|
415,000 |
|
||
|
|
9.50%, 6/1/09 |
|
B1 |
|
37 |
|
40,104 |
|
||
|
|
Allegheny Energy Supply Co., LLC |
|
|
|
|
|
|
|
||
|
|
Notes |
|
|
|
|
|
|
|
||
|
|
7.80%, 3/15/11 |
|
B2 |
|
400 |
|
417,000 |
|
||
|
|
Aquila, Inc. |
|
|
|
|
|
|
|
||
|
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
7.625%, 11/15/09 |
|
B2 |
|
400 |
|
412,000 |
|
||
|
|
CMS Energy Corp.: |
|
|
|
|
|
|
|
||
|
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
7.50%, 1/15/09 |
|
B1 |
|
700 |
|
724,500 |
|
||
|
|
7.75%, 8/1/10 |
|
B1 |
|
250 |
|
261,875 |
|
||
|
|
Calpine Corp.: |
|
|
|
|
|
|
|
||
(1) |
|
Secured |
|
|
|
|
|
|
|
||
|
|
8.50%, 7/15/10 |
|
N/R |
|
950 |
|
750,500 |
|
||
|
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
7.75%, 4/15/09 |
|
Caa1 |
|
800 |
|
556,000 |
|
||
|
|
Calpine Generating Co. |
|
|
|
|
|
|
|
||
|
|
Secured |
|
|
|
|
|
|
|
||
|
|
9.14%, 4/1/10 |
|
B2 |
|
800 |
|
784,000 |
|
||
|
|
Edison Mission Energy: |
|
|
|
|
|
|
|
||
|
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
7.73%, 6/15/09 |
|
B1 |
|
500 |
|
523,750 |
|
||
|
|
10.00%, 8/15/08 |
|
B1 |
|
500 |
|
558,125 |
|
||
|
|
Midwest Generation LLC |
|
|
|
|
|
|
|
||
|
|
Secured |
|
|
|
|
|
|
|
||
|
|
8.75%, 5/1/34 |
|
B1 |
|
400 |
|
448,000 |
|
||
(2) |
|
Mirant Americas Generation LLC |
|
|
|
|
|
|
|
||
|
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
7.625%, 5/1/06 |
|
N/R |
|
500 |
|
567,500 |
|
||
|
|
|
|
|
|
Face |
|
|
|
||
|
|
|
|
Moodys |
|
Amount |
|
|
|
||
|
|
|
|
Ratings |
|
(000) |
|
Value |
|
||
(1) (2) |
|
Mirant Corp. |
|
|
|
|
|
|
|
||
|
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
7.40%, 7/15/04 |
|
N/R |
|
$ |
300 |
|
$ |
235,500 |
|
(1) |
|
NRG Energy, Inc. |
|
|
|
|
|
|
|
||
|
|
Secured |
|
|
|
|
|
|
|
||
|
|
8.00%, 12/15/13 |
|
B1 |
|
313 |
|
332,563 |
|
||
|
|
Sierra Pacific Resources |
|
|
|
|
|
|
|
||
|
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
8.625%, 3/15/14 |
|
B2 |
|
300 |
|
321,000 |
|
||
|
|
TNP Enterprises, Inc. |
|
|
|
|
|
|
|
||
|
|
Series B, Sr. Sub. Notes |
|
|
|
|
|
|
|
||
|
|
10.25%, 4/1/10 |
|
B2 |
|
350 |
|
370,125 |
|
||
|
|
Group Total |
|
|
|
|
|
7,717,542 |
|
||
|
|
|
|
|
|
|
|
|
|
||
Wireless (4.1%) |
|
|
|
|
|
|
|
||||
|
|
Airgate PCS, Inc.: |
|
|
|
|
|
|
|
||
|
|
Secured |
|
|
|
|
|
|
|
||
(1) |
|
9.375%, 9/1/09 |
|
Caa1 |
|
50 |
|
53,250 |
|
||
|
|
9.375%, 9/1/09 |
|
Caa1 |
|
350 |
|
372,750 |
|
||
|
|
Alamosa PCS Holdings, Inc. |
|
|
|
|
|
|
|
||
|
|
Gtd. |
|
|
|
|
|
|
|
||
|
|
12.875%, 2/15/10 |
|
N/R |
|
800 |
|
870,000 |
|
||
|
|
American Cellular Corp. |
|
|
|
|
|
|
|
||
|
|
Series B, Sr. Notes |
|
|
|
|
|
|
|
||
|
|
10.00%, 8/1/11 |
|
Caa1 |
|
700 |
|
647,500 |
|
||
|
|
Centennial Cellular Operating Co./Centennial Communication Corp. |
|
|
|
|
|
|
|
||
|
|
Gtd. |
|
|
|
|
|
|
|
||
|
|
10.125%, 6/15/13 |
|
Caa1 |
|
400 |
|
444,000 |
|
||
|
|
Dobson Communications Corp. |
|
|
|
|
|
|
|
||
|
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
8.875%, 10/1/13 |
|
Ca |
|
600 |
|
474,000 |
|
||
(1) |
|
Horizon PCS, Inc. |
|
|
|
|
|
|
|
||
|
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
11.375%, 7/15/12 |
|
B3 |
|
350 |
|
399,000 |
|
||
|
|
IPCS, Inc. |
|
|
|
|
|
|
|
||
|
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
11.50%, 5/1/12 |
|
B3 |
|
250 |
|
282,500 |
|
||
(1) (4) |
|
IWO Escrow Co. |
|
|
|
|
|
|
|
||
|
|
Sr. Discount Notes |
|
|
|
|
|
|
|
||
|
|
0.00%, 1/15/15 |
|
Caa2 |
|
250 |
|
161,250 |
|
||
|
|
|
|
|
|
Face |
|
|
|
||
|
|
|
|
Moodys |
|
Amount |
|
|
|
||
|
|
|
|
Ratings |
|
(000) |
|
Value |
|
||
|
|
Nextel Communications, Inc. |
|
|
|
|
|
|
|
||
|
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
7.375%, 8/1/15 |
|
Ba3 |
|
$ |
250 |
|
$ |
265,313 |
|
|
|
Nextel Partners, Inc. |
|
|
|
|
|
|
|
||
|
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
8.125%, 7/1/11 |
|
B3 |
|
750 |
|
800,625 |
|
||
|
|
Rural Cellular Corp. |
|
|
|
|
|
|
|
||
|
|
Sr. Sub. Notes |
|
|
|
|
|
|
|
||
|
|
9.75%, 1/15/10 |
|
Caa2 |
|
2,100 |
|
1,932,000 |
|
||
|
|
Triton PCS, Inc. |
|
|
|
|
|
|
|
||
|
|
Gtd. |
|
|
|
|
|
|
|
||
|
|
8.50%, 6/1/13 |
|
Caa1 |
|
750 |
|
693,750 |
|
||
|
|
U.S. Unwired, Inc. |
|
|
|
|
|
|
|
||
|
|
Series B, Secured |
|
|
|
|
|
|
|
||
|
|
10.00%, 6/15/12 |
|
Caa1 |
|
400 |
|
445,000 |
|
||
|
|
Ubiquitel Operating Co.: |
|
|
|
|
|
|
|
||
|
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
9.875%, 3/1/11 |
|
Caa1 |
|
150 |
|
166,125 |
|
||
(1) |
|
9.875%, 3/1/11 |
|
Caa1 |
|
350 |
|
387,625 |
|
||
|
|
Western Wireless Corp. |
|
|
|
|
|
|
|
||
|
|
Sr. Notes |
|
|
|
|
|
|
|
||
|
|
9.25%, 7/15/13 |
|
Caa1 |
|
500 |
|
572,500 |
|
||
|
|
Group Total |
|
|
|
|
|
8,967,188 |
|
||
|
|
|
|
|
|
|
|
|
|
||
TOTAL CORPORATE OBLIGATIONS |
|
|
|
|
|
|
|
||||
(Cost $181,225,673) |
|
|
|
|
|
177,558,620 |
|
||||
|
|
|
|
|
|
|
|
||||
|
|
|
|
|
|
Shares/ |
|
|
|
||
|
|
|
|
|
|
Units |
|
|
|
||
COMMON STOCKS (1.3%) |
|
|
|
|
|
|
|
||||
|
|
|
|
|
|
|
|
||||
Broadcast/Outdoor (0.1%) |
|
|
|
|
|
|
|
||||
(7) |
|
Equinix, Inc. |
|
|
|
5,567 |
|
235,707 |
|
||
|
|
|
|
|
|
|
|
|
|
||
Cable (0.0%) |
|
|
|
|
|
|
|
||||
(3) (7) |
|
Digitalglobe, Inc. |
|
|
|
69,987 |
|
69,987 |
|
||
|
|
|
|
|
|
|
|
|
|
||
Capital Goods (0.0%) |
|
|
|
|
|
|
|
||||
(3) (7) |
|
Motels of America, Inc. |
|
|
|
750 |
|
75 |
|
||
|
|
|
|
|
|
|
|
|
|
||
Containers (0.0%) |
|
|
|
|
|
|
|
||||
(3) (7) |
|
Continental AFA Dispensing Co. |
|
|
|
20,689 |
|
37,240 |
|
||
|
|
|
|
|
|
Shares/ |
|
|
|
|
|
|
|
|
|
|
Units |
|
Value |
|
|
Finance (0.0%) |
|
|
|
|
|
|
|
|||
(3) (7) (8) |
|
Westfed Holdings, Inc. |
|
|
|
|
|
|
|
|
|
|
Class B (acquired 9/20/88, cost $510) |
|
|
|
16,893 |
|
$ |
169 |
|
|
|
|
|
|
|
|
|
|
|
|
Food Processors/Beverage/Bottling (0.4%) |
|
|
|
|
|
|
|
|||
(7) |
|
Crunch Equity Holdings LLC |
|
|
|
703 |
|
913,722 |
|
|
(3) (7) |
|
Specialty Foods Corp. |
|
|
|
52,500 |
|
0 |
|
|
|
|
Group Total |
|
|
|
|
|
913,722 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Industrial (0.1%) |
|
|
|
|
|
|
|
|||
(3) (7) |
|
Doskocil Manufacturing Co. |
|
|
|
36,000 |
|
126,000 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Retail- Food & Drug (0.0%) |
|
|
|
|
|
|
|
|||
(3) (7) |
|
Archibald Candy Corp. |
|
|
|
2,030 |
|
0 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Retail Stores (0.1%) |
|
|
|
|
|
|
|
|||
(3) (7) |
|
Safelite Glass Corp. |
|
|
|
|
|
|
|
|
|
|
Class B |
|
|
|
18,064 |
|
90,320 |
|
|
(3) (7) |
|
Safelite Realty Corp. |
|
|
|
1,219 |
|
12,190 |
|
|
|
|
Group Total |
|
|
|
|
|
102,510 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Services (0.1%) |
|
|
|
|
|
|
|
|||
(1) (7) |
|
Cenveo, Inc. |
|
|
|
31,958 |
|
180,243 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Textile/Apparel/Shoe Manufacturing (0.2%) |
|
|
|
|
|
|
|
|||
(7) |
|
Safety Components International, Inc. |
|
|
|
26,759 |
|
455,572 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Wireless (0.3%) |
|
|
|
|
|
|
|
|||
(7) |
|
Dobson Communications Corp. |
|
|
|
|
|
|
|
|
|
|
Class A |
|
|
|
57,927 |
|
117,013 |
|
|
(7) |
|
IWO Holdings, Inc. |
|
|
|
17,187 |
|
532,797 |
|
|
|
|
Group Total |
|
|
|
|
|
649,810 |
|
|
|
|
|
|
|
|
|
|
|
|
|
TOTAL COMMON STOCKS |
|
|
|
|
|
|
|
|||
(Cost $2,959,560) |
|
|
|
|
|
2,771,035 |
|
|||
|
|
|
|
|
|
|
|
|
|
|
PREFERRED STOCKS (0.2%) |
|
|
|
|
|
|
|
|||
|
|
|
|
|
|
|
|
|||
Cable (0.0%) |
|
|
|
|
|
|
|
|
|
|
(7) |
|
Adelphia Communications Corp. |
|
|
|
|
|
|
|
|
|
|
13% Cum. Exchangeable Series B |
|
|
|
7,500 |
|
24,375 |
|
|
|
|
|
|
|
|
Shares/ |
|
|
|
|
|
|
|
|
|
|
Units |
|
Value |
|
|
Finance (0.0%) |
|
|
|
|
|
|
|
|||
(3) (7) (8) |
|
Westfed Holdings, Inc. |
|
|
|
|
|
|
|
|
|
|
Class A (acquired 9/20/88-6/18/93, cost $4,815,472) |
|
|
|
57,005 |
|
$ |
14,251 |
|
|
|
|
|
|
|
|
|
|
|
|
Restaurants (0.0%) |
|
|
|
|
|
|
|
|||
(3) (7) (9) |
|
AmeriKing, Inc. |
|
|
|
|
|
|
|
|
|
|
13% Cum. Exchangeable |
|
|
|
40,375 |
|
0 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Wireless (0.2%) |
|
|
|
|
|
|
|
|||
(7) |
|
Dobson Communications Corp. |
|
|
|
|
|
|
|
|
|
|
6% Conv. Preferred |
|
|
|
900 |
|
69,660 |
|
|
(7) (9) |
|
Rural Cellular Corp. |
|
|
|
|
|
|
|
|
|
|
11.375% Sr. Exchangeable |
|
|
|
426 |
|
380,205 |
|
|
|
|
Group Total |
|
|
|
|
|
449,865 |
|
|
|
|
|
|
|
|
|
|
|
|
|
TOTAL PREFERRED STOCKS |
|
|
|
|
|
|
|
|||
(Cost $6,611,899) |
|
|
|
|
|
488,491 |
|
|||
|
|
|
|
|
|
|
|
|
|
|
WARRANTS (0.1%) |
|
|
|
|
|
|
|
|||
|
|
|
|
|
|
|
|
|||
(7) |
|
AGY Holding Corp., Strike $0.01, |
|
|
|
|
|
|
|
|
|
|
expiring 7/31/05 |
|
|
|
117 |
|
293 |
|
|
(7) |
|
Colt Telecom Group Plc, Strike $75.625, |
|
|
|
|
|
|
|
|
|
|
expiring 12/31/06 |
|
|
|
400 |
|
6,120 |
|
|
(1) (7) |
|
Dayton Superior Corp., Strike $0.01, |
|
|
|
|
|
|
|
|
|
|
expiring 6/15/09 |
|
|
|
1,250 |
|
169 |
|
|
(1) (3) (7) |
|
Decrane Aircraft Holdings, Strike $35.65, |
|
|
|
|
|
|
|
|
|
|
expiring 9/30/08 |
|
|
|
800 |
|
8 |
|
|
(1) (7) |
|
Huntsman Equity Holdings Corp., Strike $0.01, |
|
|
|
|
|
|
|
|
|
|
expiring 5/15/11 |
|
|
|
250 |
|
131,188 |
|
|
(7) |
|
Loral Space & Communications, Strike $23.70, |
|
|
|
|
|
|
|
|
|
|
expiring 12/27/06 |
|
|
|
6,290 |
|
94 |
|
|
(7) |
|
Mikohn Gaming Corp., Strike $7.70, |
|
|
|
|
|
|
|
|
|
|
expiring 8/15/08 |
|
|
|
3,000 |
|
180 |
|
|
(7) |
|
NTL, Inc., Strike $262.93, |
|
|
|
|
|
|
|
|
|
|
expiring 1/13/11 |
|
|
|
4 |
|
7 |
|
|
(3) (7) |
|
Pegasus Communications Corp., Strike $75.00, |
|
|
|
|
|
|
|
|
|
|
expiring 1/1/07 |
|
|
|
250 |
|
0 |
|
|
(1) (3) (7) |
|
Pliant Corp., Strike $0.01, |
|
|
|
|
|
|
|
|
|
|
expiring 6/1/10 |
|
|
|
747 |
|
93 |
|
|
(3) (7) |
|
Safelite Glass Corp.: |
|
|
|
|
|
|
|
|
|
|
Strike Price, $0.01, Class A expiring 9/29/06 |
|
|
|
44,271 |
|
443 |
|
|
|
|
Strike Price, $0.01, Class B expiring 9/29/07 |
|
|
|
29,514 |
|
295 |
|
|
|
|
|
|
|
|
Shares/ |
|
|
|
|||
|
|
|
|
|
|
Units |
|
Value |
|
|||
(3) (7) |
|
Star Choice Communications, Inc., Strike $0.01, |
|
|
|
|
|
|
|
|||
|
|
expiring 12/5/05 |
|
|
|
16,212 |
|
$ |
60,300 |
|
||
(7) |
|
Windsor Woodmont Black Hawk, Strike $0.01, |
|
|
|
|
|
|
|
|||
|
|
expiring 3/15/10 |
|
|
|
100 |
|
0 |
|
|||
|
|
|
|
|
|
|
|
|
|
|||
TOTAL WARRANTS |
|
|
|
|
|
|
|
|||||
(Cost $137,906) |
|
|
|
|
|
199,190 |
|
|||||
|
|
|
|
|
|
|
|
|
|
|||
TOTAL DOMESTIC SECURITIES |
|
|
|
|
|
|
|
|||||
(Cost $190,935,038) |
|
|
|
|
|
181,017,336 |
|
|||||
|
|
|
|
|
|
|
|
|
|
|||
|
|
|
|
|
|
Face |
|
|
|
|||
|
|
|
|
Moodys |
|
Amount |
|
|
|
|||
|
|
|
|
Ratings |
|
(000) |
|
|
|
|||
FOREIGN SECURITIES (14.7%) |
|
|
|
|
|
|
|
|||||
|
|
|
|
|
|
|
|
|||||
CORPORATE OBLIGATIONS (8.7%) |
|
|
|
|
|
|
|
|||||
|
|
|
|
|
|
|
|
|||||
Automobile Manufacturing /Vehicle Parts (0.1%) |
|
|
|
|
|
|
|
|||||
|
|
Bombardier Recreational Products, Inc. |
|
|
|
|
|
|
|
|||
|
|
Sr. Sub. Notes (Canada) |
|
|
|
|
|
|
|
|||
|
|
8.375%, 12/15/13 |
|
B3 |
USD |
|
$ |
250 |
|
266,250 |
|
|
|
|
|
|
|
|
|
|
|
|
|
||
Broadband (0.5%) |
|
|
|
|
|
|
|
|
||||
|
|
Call Net Enterprises, Inc. |
|
|
|
|
|
|
|
|
||
|
|
Yankee Gtd. (Canada) |
|
|
|
|
|
|
|
|
||
|
|
10.625%, 12/31/08 |
|
Caa3 |
USD |
|
400 |
|
422,000 |
|
||
(1) |
|
Global Crossing Finance plc |
|
|
|
|
|
|
|
|
||
|
|
Gtd. (United Kingdom) |
|
|
|
|
|
|
|
|
||
|
|
10.75%, 12/15/14 |
|
Caa1 |
USD |
|
750 |
|
695,625 |
|
||
|
|
Group Total |
|
|
|
|
|
|
1,117,625 |
|
||
|
|
|
|
|
|
|
|
|
|
|
||
Broadcast/Outdoor (0.1%) |
|
|
|
|
|
|
|
|
||||
|
|
Corus Entertainment, Inc. |
|
|
|
|
|
|
|
|
||
|
|
Global Sr. Sub. Notes |
|
|
|
|
|
|
|
|
||
|
|
Sr. Sub. Notes (Canada) |
|
|
|
|
|
|
|
|
||
|
|
8.75%, 3/1/12 |
|
B1 |
USD |
|
150 |
|
161,625 |
|
||
|
|
|
|
|
|
|
|
|
|
|
||
Building Products (0.5%) |
|
|
|
|
|
|
|
|
||||
|
|
MAAX Corp. |
|
|
|
|
|
|
|
|
||
|
|
Sr. Sub. Notes (Canada) |
|
|
|
|
|
|
|
|
||
|
|
9.75%, 6/15/12 |
|
B3 |
USD |
|
750 |
|
768,750 |
|
||
|
|
|
|
|
|
Face |
|
|
|
||||
|
|
|
|
Moodys |
|
Amount |
|
|
|
||||
|
|
|
|
Ratings |
|
(000) |
|
Value |
|
||||
(1) (4) |
|
MAAX Holdings, Inc. |
|
|
|
|
|
|
|
|
|||
|
|
Sr. Discount Notes (Canada) |
|
|
|
|
|
|
|
|
|||
|
|
0.00%, 12/15/12 |
|
Caa1 |
USD |
|
$ |
500 |
|
$ |
287,500 |
|
|
|
|
Group Total |
|
|
|
|
|
|
1,056,250 |
|
|||
|
|
|
|
|
|
|
|
|
|
|
|||
Cable (0.7%) |
|
|
|
|
|
|
|
|
|||||
(2) (3) |
|
Australis Holdings Pty. Ltd. |
|
|
|
|
|
|
|
|
|||
|
|
Yankee Sr. Secured Discount Notes |
|
|
|
|
|
|
|
|
|||
|
|
Discount Notes (Australia) |
|
|
|
|
|
|
|
|
|||
|
|
15.00%, 11/1/02 |
|
N/R |
USD |
|
4,600 |
|
92,000 |
|
|||
(1) |
|
Kabel Deutschland GmbH |
|
|
|
|
|
|
|
|
|||
|
|
Sr. Notes (Germany) |
|
|
|
|
|
|
|
|
|||
|
|
10.625%, 7/1/14 |
|
B2 |
USD |
|
400 |
|
444,000 |
|
|||
(1) (4) |
|
Telenet Group Holding NV |
|
|
|
|
|
|
|
|
|||
|
|
Discount Notes (Belgium) |
|
|
|
|
|
|
|
|
|||
|
|
0.00%, 6/15/14 |
|
Caa2 |
USD |
|
600 |
|
456,750 |
|
|||
|
|
Videotron LTEE |
|
|
|
|
|
|
|
|
|||
|
|
Sr. Notes (Canada) |
|
|
|
|
|
|
|
|
|||
|
|
6.875%, 1/15/14 |
|
Ba3 |
USD |
|
600 |
|
606,000 |
|
|||
|
|
Group Total |
|
|
|
|
|
|
1,598,750 |
|
|||
|
|
|
|
|
|
|
|
|
|
|
|||
Chemicals (0.6%) |
|
|
|
|
|
|
|
|
|||||
|
|
Acetex Corp. |
|
|
|
|
|
|
|
|
|||
|
|
Global Sr. Notes (Canada) |
|
|
|
|
|
|
|
|
|||
|
|
10.875%, 8/1/09 |
|
B2 |
USD |
|
400 |
|
428,000 |
|
|||
(1) |
|
BCP Caylux Holdings |
|
|
|
|
|
|
|
|
|||
|
|
Sr. Sub. Notes (Luxembourg) |
|
|
|
|
|
|
|
|
|||
|
|
9.625%, 6/15/14 |
|
B3 |
USD |
|
260 |
|
297,700 |
|
|||
|
|
Rhodia SA |
|
|
|
|
|
|
|
|
|||
|
|
Sr. Notes (France) |
|
|
|
|
|
|
|
|
|||
|
|
10.25%, 6/1/10 |
|
B3 |
USD |
|
600 |
|
657,000 |
|
|||
|
|
Group Total |
|
|
|
|
|
|
1,382,700 |
|
|||
|
|
|
|
|
|
|
|
|
|
|
|||
Containers (0.6%) |
|
|
|
|
|
|
|
|
|||||
|
|
Crown Cork & Seal Finance |
|
|
|
|
|
|
|
|
|||
|
|
Finance plc |
|
|
|
|
|
|
|
|
|||
|
|
Yankee Gtd. (United Kingdom) |
|
|
|
|
|
|
|
|
|||
|
|
7.00%, 12/15/06 |
|
B3 |
USD |
|
300 |
|
308,250 |
|
|||
|
|
Crown Euro Holdings SA |
|
|
|
|
|
|
|
|
|||
|
|
Secured (France) |
|
|
|
|
|
|
|
|
|||
|
|
9.50%, 3/1/11 |
|
B1 |
USD |
|
795 |
|
876,488 |
|
|||
|
|
Group Total |
|
|
|
|
|
|
1,184,738 |
|
|||
|
|
|
|
|
|
Face |
|
|
|
|||
|
|
|
|
Moodys |
|
Amount |
|
|
|
|||
|
|
|
|
Ratings |
|
(000) |
|
Value |
|
|||
Industrial (0.1%) |
|
|
|
|
|
|
|
|||||
(2) (3) |
|
International Utility Structures, Inc.: |
|
|
|
|
|
|
|
|
||
|
|
Sub. Notes (Canada) |
|
|
|
|
|
|
|
|
||
|
|
13.00%, 2/1/08 |
|
N/R |
USD |
|
$ |
924 |
|
$ |
4,620 |
|
|
|
Yankee Sr. Sub. Notes (Canada) |
|
|
|
|
|
|
|
|
||
|
|
10.75%, 2/1/08 |
|
N/R |
USD |
|
800 |
|
168,000 |
|
||
|
|
Group Total |
|
|
|
|
|
|
172,620 |
|
||
|
|
|
|
|
|
|
|
|
|
|
||
Leisure (0.4%) |
|
|
|
|
|
|
|
|
||||
|
|
Intrawest Corp. |
|
|
|
|
|
|
|
|
||
|
|
Sr. Notes (Canada) |
|
|
|
|
|
|
|
|
||
|
|
7.50%, 10/15/13 |
|
B1 |
USD |
|
250 |
|
251,875 |
|
||
(1) |
|
NCL Corp. |
|
|
|
|
|
|
|
|
||
|
|
Sr. Notes (Bermuda) |
|
|
|
|
|
|
|
|
||
|
|
10.625%, 7/15/14 |
|
B2 |
USD |
|
500 |
|
519,375 |
|
||
|
|
Group Total |
|
|
|
|
|
|
771,250 |
|
||
|
|
|
|
|
|
|
|
|
|
|
||
Metals & Mining (0.1%) |
|
|
|
|
|
|
|
|
||||
|
|
Gerdau Ameristeel Corp. |
|
|
|
|
|
|
|
|
||
|
|
Sr. Notes (Canada) |
|
|
|
|
|
|
|
|
||
|
|
10.375%, 7/15/11 |
|
Ba3 |
USD |
|
250 |
|
280,000 |
|
||
|
|
|
|
|
|
|
|
|
|
|
||
Paper/Forest Products (2.1%) |
|
|
|
|
|
|
|
|
||||
|
|
Abitibi-Consolidated, Inc. |
|
|
|
|
|
|
|
|
||
|
|
Notes (Canada) |
|
|
|
|
|
|
|
|
||
|
|
7.75%, 6/15/11 |
|
Ba3 |
USD |
|
250 |
|
246,250 |
|
||
(1) |
|
Ainsworth Lumber Co., Ltd. |
|
|
|
|
|
|
|
|
||
|
|
Sr. Notes (Canada) |
|
|
|
|
|
|
|
|
||
|
|
7.25%, 10/1/12 |
|
B2 |
USD |
|
250 |
|
246,250 |
|
||
(1) |
|
Fraser Papers, Inc. |
|
|
|
|
|
|
|
|
||
|
|
Sr. Notes (Canada) |
|
|
|
|
|
|
|
|
||
|
|
8.75%, 3/15/15 |
|
B3 |
USD |
|
750 |
|
708,750 |
|
||
|
|
JSG Funding plc: |
|
|
|
|
|
|
|
|
||
|
|
Global Sr. Notes (Ireland) |
|
|
|
|
|
|
|
|
||
|
|
9.625%, 10/1/12 |
|
B3 |
USD |
|
500 |
|
540,000 |
|
||
(1) |
|
Sr. Subordinated (Ireland) |
|
|
|
|
|
|
|
|
||
|
|
7.75%, 4/1/15 |
|
Caa1 |
USD |
|
1,750 |
|
1,636,250 |
|
||
|
|
Norkse Skog Canada Ltd. |
|
|
|
|
|
|
|
|
||
|
|
Sr. Notes (Canada) |
|
|
|
|
|
|
|
|
||
|
|
7.375%, 3/1/14 |
|
Ba3 |
USD |
|
250 |
|
243,750 |
|
||
|
|
Paramount Resourses Ltd. |
|
|
|
|
|
|
|
|
||
|
|
Sr. Notes (Canada) |
|
|
|
|
|
|
|
|
||
|
|
8.50%, 1/31/13 |
|
B3 |
USD |
|
325 |
|
327,438 |
|
||
|
|
|
|
|
|
Face |
|
|
|
||||
|
|
|
|
Moodys |
|
Amount |
|
|
|
||||
|
|
|
|
Ratings |
|
(000) |
|
Value |
|
||||
|
|
Tembec Industries, Inc.: |
|
|
|
|
|
|
|
||||
|
|
Global Notes, Gtd. (Canada) |
|
|
|
|
|
|
|
||||
|
|
7.75%, 3/15/12 |
|
B2 |
USD |
|
$ |
250 |
|
$ |
228,750 |
|
|
|
|
Yankee Gtd. (Canada) |
|
|
|
|
|
|
|
|
|
||
|
|
8.625%, 6/30/09 |
|
B2 |
USD |
|
|
400 |
|
388,000 |
|
||
|
|
Group Total |
|
|
|
|
|
|
|
4,565,438 |
|
||
|
|
|
|
|
|
|
|
|
|
|
|
||
Ratail-Food & Drug (0.3%) |
|
|
|
|
|
|
|
|
|
||||
|
|
Jean Coutu Group (PJC), Inc. |
|
|
|
|
|
|
|
|
|
||
|
|
Sr. Sub. Notes (Canada) |
|
|
|
|
|
|
|
|
|
||
|
|
8.50%, 8/1/14 |
|
B3 |
USD |
|
|
700 |
|
683,375 |
|
||
|
|
|
|
|
|
|
|
|
|
|
|
||
Satellite (0.4%) |
|
|
|
|
|
|
|
|
|
||||
(1) |
|
Intelsat Bermuda Ltd.: |
|
|
|
|
|
|
|
|
|
||
|
|
Sr. Notes (Bermuda) |
|
|
|
|
|
|
|
|
|
||
|
|
7.805%, 1/15/12 |
|
B2 |
USD |
|
|
300 |
|
306,000 |
|
||
|
|
8.25%, 1/15/13 |
|
B2 |
USD |
|
|
600 |
|
609,000 |
|
||
|
|
Group Total |
|
|
|
|
|
|
|
915,000 |
|
||
|
|
|
|
|
|
|
|
|
|
|
|
||
Secondary Oil & Gas Producers (0.6%) |
|
|
|
|
|
|
|
|
|
||||
(1) |
|
Petroliam Nasional |
|
|
|
|
|
|
|
|
|
||
|
|
Berhad (Petronas) |
|
|
|
|
|
|
|
|
|
||
|
|
Bonds (Malaysia) |
|
|
|
|
|
|
|
|
|
||
|
|
7.75%, 8/15/15 |
|
A2 |
USD |
|
|
1,000 |
|
1,183,125 |
|
||
|
|
|
|
|
|
|
|
|
|
|
|
||
Technology (0.5%) |
|
|
|
|
|
|
|
|
|
||||
|
|
Celestica, Inc. |
|
|
|
|
|
|
|
|
|
||
|
|
Sr. Sub. Notes (Canada) |
|
|
|
|
|
|
|
|
|
||
|
|
7.875%, 7/1/11 |
|
B2 |
USD |
|
|
300 |
|
305,250 |
|
||
|
|
Flextronics International Ltd. |
|
|
|
|
|
|
|
|
|
||
|
|
Sr. Sub. Notes (Singapore) |
|
|
|
|
|
|
|
|
|
||
|
|
6.25%, 11/15/14 |
|
Ba2 |
USD |
|
|
650 |
|
620,750 |
|
||
|
|
Danka Business Systems plc |
|
|
|
|
|
|
|
|
|
||
|
|
Sr. Notes (United Kingdom) |
|
|
|
|
|
|
|
|
|
||
|
|
11.00%, 6/15/10 |
|
B3 |
USD |
|
|
250 |
|
241,250 |
|
||
|
|
Group Total |
|
|
|
|
|
|
|
1,167,250 |
|
||
|
|
|
|
|
|
|
|
|
|
|
|
||
Transportation (0.8%) |
|
|
|
|
|
|
|
|
|
||||
|
|
Sea Containers Ltd. |
|
|
|
|
|
|
|
|
|
||
|
|
Series B, Yankee Sr. Notes (Bermuda) |
|
|
|
|
|
|
|
|
|
||
|
|
10.75%, 10/15/06 |
|
B3 |
USD |
|
|
700 |
|
720,125 |
|
||
|
|
|
|
|
|
Face |
|
|
|
||||
|
|
|
|
Moodys |
|
Amount |
|
|
|
||||
|
|
|
|
Ratings |
|
(000) |
|
Value |
|
||||
|
|
Ship Finance International Ltd. |
|
|
|
|
|
|
|
||||
|
|
Sr. Notes (Bermuda) |
|
|
|
|
|
|
|
||||
|
|
8.50%, 12/15/13 |
|
B1 |
USD |
|
$ |
750 |
|
$ |
746,250 |
|
|
|
|
Stena AB |
|
|
|
|
|
|
|
|
|
||
|
|
Sr. Notes (Sweden) |
|
|
|
|
|
|
|
|
|
||
|
|
7.00%, 12/1/16 |
|
Ba3 |
USD |
|
|
250 |
|
232,500 |
|
||
(1) |
|
Titan Petrochemicals Group Ltd. |
|
|
|
|
|
|
|
|
|
||
|
|
Gtd. (Bermuda) |
|
|
|
|
|
|
|
|
|
||
|
|
8.50%, 3/18/12 |
|
B1 |
USD |
|
|
150 |
|
141,000 |
|
||
|
|
Group Total |
|
|
|
|
|
|
|
1,839,875 |
|
||
|
|
|
|
|
|
|
|
|
|
|
|
||
Utilities (0.1%) |
|
|
|
|
|
|
|
|
|
||||
|
|
Calpine Canada Energy Finance LLC |
|
|
|
|
|
|
|
|
|
||
|
|
Gtd. (Canada) |
|
|
|
|
|
|
|
|
|
||
|
|
8.50%, 5/1/08 |
|
Caa1 |
USD |
|
|
317 |
|
226,655 |
|
||
|
|
|
|
|
|
|
|
|
|
|
|
||
Wireless (0.2%) |
|
|
|
|
|
|
|
|
|
||||
(1) |
|
Millicom International Cellular S.A. |
|
|
|
|
|
|
|
|
|
||
|
|
Sr. Notes (Luxembourg) |
|
|
|
|
|
|
|
|
|
||
|
|
10.00%, 12/1/13 |
|
B3 |
USD |
|
|
500 |
|
512,500 |
|
||
|
|
|
|
|
|
|
|
|
|
|
|
||
TOTAL FOREIGN CORPORATE OBLIGATIONS |
|
|
|
|
|
|
|
|
|
||||
(Cost $22,520,238) |
|
|
|
|
|
|
|
19,085,026 |
|
||||
|
|
|
|
|
|
|
|
|
|
|
|
||
GOVERNMENT OBLIGATIONS (6.0%) |
|
|
|
|
|
|
|
|
|
||||
|
|
|
|
|
|
|
|
|
|
||||
Argentina (0.2%) |
|
|
|
|
|
|
|
|
|
||||
(5) |
|
Bocon PRO 1 |
|
|
|
|
|
|
|
|
|
||
|
|
Bonds |
|
|
|
|
|
|
|
|
|
||
|
|
.012%, 4/1/07 |
|
Ca |
ARP |
|
|
152 |
|
3,456 |
|
||
(7) |
|
Republic of Argentina |
|
|
|
|
|
|
|
|
|
||
|
|
Series 2031, |
|
|
|
|
|
|
|
|
|
||
|
|
Unsubordinated |
|
|
|
|
|
|
|
|
|
||
|
|
12.00%, 6/19/31 |
|
Ca |
USD |
|
|
1,060 |
|
328,600 |
|
||
|
|
Group Total |
|
|
|
|
|
|
|
332,056 |
|
||
|
|
|
|
|
|
|
|
|
|
|
|
||
Brazil (1.8%) |
|
|
|
|
|
|
|
|
|
||||
|
|
Federal Republic of Brazil: |
|
|
|
|
|
|
|
|
|
||
(5) |
|
Series 30YR, Collateralized |
|
|
|
|
|
|
|
|
|
||
|
|
2.0625%, 4/15/24 |
|
B1 |
USD |
|
|
1,680 |
|
1,520,536 |
|
||
|
|
|
|
|
|
Face |
|
|
|
||||
|
|
|
|
Moodys |
|
Amount |
|
|
|
||||
|
|
|
|
Ratings |
|
(000) |
|
Value |
|
||||
|
|
Unsubordinated |
|
|
|
|
|
|
|
||||
|
|
11.00%, 8/17/40 |
|
B1 |
USD |
|
$ |
2,260 |
|
$ |
2,518,205 |
|
|
|
|
Group Total |
|
|
|
|
|
|
|
4,038,741 |
|
||
|
|
|
|
|
|
|
|
|
|
|
|
||
Colombia (0.4%) |
|
|
|
|
|
|
|
|
|
||||
|
|
Republic of Colombia |
|
|
|
|
|
|
|
|
|
||
|
|
Global Bonds |
|
|
|
|
|
|
|
|
|
||
|
|
11.75%, 2/25/20 |
|
Ba2 |
USD |
|
|
715 |
|
854,425 |
|
||
|
|
|
|
|
|
|
|
|
|
|
|
||
Panama (0.3%) |
|
|
|
|
|
|
|
|
|
||||
|
|
Republic of Panama: |
|
|
|
|
|
|
|
|
|
||
|
|
Bonds |
|
|
|
|
|
|
|
|
|
||
|
|
9.375%, 1/16/23 |
|
Ba1 |
USD |
|
|
375 |
|
421,875 |
|
||
|
|
Notes |
|
|
|
|
|
|
|
|
|
||
|
|
7.25%, 3/15/15 |
|
Ba1 |
USD |
|
|
300 |
|
299,250 |
|
||
|
|
Group Total |
|
|
|
|
|
|
|
721,125 |
|
||
|
|
|
|
|
|
|
|
|
|
|
|
||
Philippines (0.6%) |
|
|
|
|
|
|
|
|
|
||||
|
|
Republic of Philippines |
|
|
|
|
|
|
|
|
|
||
|
|
Bonds |
|
|
|
|
|
|
|
|
|
||
|
|
8.375%, 2/15/11 |
|
B1 |
USD |
|
|
1,315 |
|
1,347,875 |
|
||
|
|
|
|
|
|
|
|
|
|
|
|
||
Russia (1.4%) |
|
|
|
|
|
|
|
|
|
||||
|
|
Ministry Finance of Russia |
|
|
|
|
|
|
|
|
|
||
|
|
Series V, Debentures |
|
|
|
|
|
|
|
|
|
||
|
|
3.00%, 5/14/08 |
|
Ba2 |
USD |
|
|
3,255 |
|
3,000,459 |
|
||
|
|
|
|
|
|
|
|
|
|
|
|
||
Turkey (0.2%) |
|
|
|
|
|
|
|
|
|
||||
|
|
Republic of Turkey |
|
|
|
|
|
|
|
|
|
||
|
|
Notes |
|
|
|
|
|
|
|
|
|
||
|
|
11.50%, 1/23/12 |
|
B1 |
USD |
|
|
405 |
|
494,606 |
|
||
|
|
|
|
|
|
|
|
|
|
|
|
||
Ukraine (0.3%) |
|
|
|
|
|
|
|
|
|
||||
|
|
Ukraine Government |
|
|
|
|
|
|
|
|
|
||
|
|
Bonds |
|
|
|
|
|
|
|
|
|
||
|
|
7.65%, 6/11/13 |
|
B1 |
USD |
|
|
700 |
|
752,500 |
|
||
|
|
|
|
|
|
|
|
|
|
|
|
||
Uruguay (0.1%) |
|
|
|
|
|
|
|
|
|
||||
|
|
Republic of Uruguay |
|
|
|
|
|
|
|
|
|
||
|
|
Bonds |
|
|
|
|
|
|
|
|
|
||
|
|
7.25%, 2/15/11 |
|
B3 |
USD |
|
|
200 |
|
191,000 |
|
||
|
|
|
|
|
|
Face |
|
|
|
||||
|
|
|
|
Moodys |
|
Amount |
|
|
|
||||
|
|
|
|
Ratings |
|
(000) |
|
Value |
|
||||
Venezuela (0.7%) |
|
|
|
|
|
|
|
||||||
|
|
Republic of Venezuela: |
|
|
|
|
|
|
|
||||
|
|
Bonds |
|
|
|
|
|
|
|
||||
|
|
9.25%, 9/15/27 |
|
B2 |
USD |
|
$ |
950 |
|
$ |
945,250 |
|
|
|
|
Sr. Unsub. Notes |
|
|
|
|
|
|
|
|
|
||
|
|
11.00%, 3/5/08 |
|
B2 |
EUR |
|
|
360 |
|
531,707 |
|
||
|
|
Group Total |
|
|
|
|
|
|
1,476,957 |
|
|||
|
|
|
|
|
|
|
|
|
|
|
|||
TOTAL GOVERNMENT OBLIGATIONS |
|
|
|
|
|
|
|
|
|||||
(Cost $12,797,554) |
|
|
|
|
|
|
13,209,744 |
|
|||||
|
|
|
|
|
|
|
|
|
|
|
|||
TOTAL FOREIGN SECURITIES |
|
|
|
|
|
|
|
|
|||||
(Cost $35,317,792) |
|
|
|
|
|
|
32,294,770 |
|
|||||
|
|
|
|
|
|
|
|
|
|
|
|||
TIME DEPOSIT (1.5%) |
|
|
|
|
|
|
|
|
|||||
(10) |
|
Wells Fargo (Grand Cayman), overnight deposit, |
|
|
|
|
|
|
|
|
|||
|
|
2.07%, 4/1/05 |
|
|
|
|
|
|
|
|
|||
|
|
(Cost $3,197,000) |
|
|
|
|
3,197 |
|
3,197,000 |
|
|||
|
|
|
|
|
|
|
|
|
|
|
|||
TOTAL INVESTMENTS (98.6%) |
|
|
|
|
|
|
|
|
|||||
(Cost $229,449,830) |
|
|
|
|
|
|
216,509,106 |
|
|||||
|
|
|
|
|
|
|
|
|
|
|
|||
OTHER ASSETS IN EXCESS OF LIABILITIES (1.4%) |
|
|
|
|
|
|
3,132,765 |
|
|||||
|
|
|
|
|
|
|
|
|
|
|
|||
NET ASSETS (100%) |
|
|
|
|
|
|
|
|
|||||
Applicable to 49,895,588 issued and outstanding $.001 par value shares (authorized 100,000,000 shares) |
|
|
|
|
|
|
$ |
219,641,871 |
|
||||
N/R- |
|
Not Rated |
ARP- |
|
Argentine Peso |
EUR- |
|
Euro Dollar |
(1) |
|
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 instituitional buyers. At March 31, 2005, these securities amounted to $47,718,208 or 21.73% of net assets. |
(2) |
|
Defaulted security. |
(3) |
|
Not readily marketable security; securities are valued at fair value as determined in good faith by, or under the direction of, the Board of Directors. |
(4) |
|
Step Bond - The interest stated is as of March 31, 2005 and will reset at a future date. |
(5) |
|
Floating Rate - The interest rate changes on these instruments are based upon a designated base rate. The rates shown are those in effect at March 31, 2005. |
(6) |
|
Payment-in-kind bonds. Market value includes accrued dividend. |
(7) |
|
Non-income producing security. |
(8) |
|
Restricted as to private and public resale. Total cost of restricted securities at March 31, 2005 aggregated $4,815,982. Total market value of restricted securities owned at March 31, 2005 was $14,420 or 0.01% of net assets. |
(9) |
|
Payment-in-kind preferred stocks. Market value includes accrued dividend. |
(10) |
|
Variable rate account. Rate resets on a daily basis; amounts are available on the same business day. |
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 then 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. The Funds 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. Securities and other assets for which market quotations are not readily available, or whose values have been materially affected by events occuring 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 Directors under procedures established by the Board of Directors.
Restricted Securities - Certain investments of the are restricted as to resale and are valued at fair value as determined in good faith by, or under the direction of, the Board of Directors under procedures established by the Board of Directors.
Security |
|
Number |
|
Acquisition Date |
|
Cost |
|
Fair |
|
Value |
|
Percentage |
|
Distributions |
|
||||
Westfed Holdings, Inc. |
|
16,893 |
|
9/20/88 |
|
$ |
510 |
|
$ |
169 |
|
$ |
0.01 |
|
0.00 |
% |
$ |
0 |
|
Westfed Holdings, Inc. |
|
57,005 |
|
9/20/88-6/18/93 |
|
4,815,472 |
|
14,251 |
|
0.25 |
|
0.00 |
% |
0 |
|
||||
Federal Income Tax Cost - At March 31, 2005, 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 appreciation (depreciation) from investments were $229,449,830, 10,063,555, (23,004,279), and $(12,940,724), respectively.
Other information regarding the Fund is available in the Funds most recent Report to Shareholders. This information is also available on the Funds website at http://www.csam.com/us as well as on the website of the Securities and Exchange Commission - http://www.sec.gov.
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.
1. The certifications of the registrant as required by Rule 30a-2(a) under the Act are exhibits to this report.
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 ASSET MANAGEMENT INCOME FUND, INC. |
||
|
|
|
|
|
/s/ Michael E. Kenneally |
|
|
|
Name: |
Michael E. Kenneally |
|
|
Title: |
Chief Executive Officer |
|
|
Date: |
May 26, 2005 |
|
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
|
/s/ Michael E. Kenneally |
|
|
|
Name: |
Michael E. Kenneally |
|
|
Title: |
Chief Executive Officer |
|
|
Date: |
May 26, 2005 |
|
|
/s/ Michael A. Pignataro |
|
|
|
Name: |
Michael A. Pignataro |
|
|
Title: |
Chief Executive Officer |
|
|
Date: |
May 26, 2005 |
|