UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM N-Q
QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED
MANAGEMENT INVESTMENT COMPANY
Investment Company Act file number |
811-05012 |
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CREDIT SUISSE ASSET MANAGEMENT INCOME FUND, INC. |
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(Exact name of registrant as specified in charter) |
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c/o Credit Suisse Asset Management, LLC |
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10017 |
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(Address of principal executive offices) |
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(Zip code) |
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J. Kevin Gao, Esq. |
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(Name and address of agent for service) |
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Registrant's telephone number, including area code: |
(212) 875-3500 |
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Date of fiscal year end: |
December 31st |
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Date of reporting period: |
July 1, 2005 to September 30, 2005 |
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Credit Suisse Asset Management Income Fund, Inc.
Schedule of Investments
September 30, 2005 (unaudited)
Par |
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Ratings |
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(000) |
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(S&P/Moodys) |
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Maturity |
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Rate% |
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Value |
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DOMESTIC SECURITIES (89.2%) |
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CORPORATE OBLIGATIONS (88.2%) |
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Aerospace (0.7%) |
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$ |
300 |
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BE Aerospace, Inc., Series B, Senior |
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Subordinated Notes |
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(B- , Caa2) |
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03/01/08 |
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8.000 |
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$ |
301,500 |
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925 |
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L-3 Communication Corp., Global Senior |
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Subordinated Notes (Callable 1/15/10 @ |
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$102.94) |
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(BB+ , Ba3) |
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01/15/15 |
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5.875 |
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899,562 |
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250 |
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Sequa Corp., Senior Notes |
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(BB- , B1) |
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08/01/09 |
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9.000 |
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266,250 |
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1,467,312 |
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Airlines (0.4%) |
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900 |
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American Airlines, Inc., Series 01-2, Pass Thru |
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Certificates |
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(B , B1) |
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10/01/06 |
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7.800 |
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862,220 |
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Automobile Manufacturing/Vehicle Parts (5.5%) |
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750 |
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Accuride Corp., Global Company Guaranteed |
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Notes (Callable 2/01/10 @ $104.25) |
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(B- , Caa1) |
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02/01/15 |
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8.500 |
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738,750 |
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800 |
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American Tire Distributors, Inc., Rule 144A, |
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Senior Notes (Callable 4/01/09 @ $105.38) |
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(CCC+ , Caa2) |
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04/01/13 |
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10.750 |
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732,000 |
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400 |
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Autocam Corp., Global Senior Subordinated |
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Notes (Callable 6/15/09 @ $105.44) |
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(B- , Caa2) |
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06/15/14 |
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10.875 |
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268,000 |
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775 |
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Cambridge Industries, Inc., Senior |
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Subordinated Notes^ |
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(NR , NR) |
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07/15/07 |
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10.250 |
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7,746 |
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400 |
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Cooper-Standard Automotive, Inc., Global |
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Company Guaranteed Notes (Callable |
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12/15/09 @ $104.19) |
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(B , B3) |
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12/15/14 |
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8.375 |
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338,000 |
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500 |
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Cummins, Inc., Global Senior Notes |
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(Callable 12/01/06 @ $104.75) |
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(BB+ , Ba2) |
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12/01/10 |
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9.500 |
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546,250 |
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245 |
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Delphi Corp., Global Notes |
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(CCC- , Ca) |
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06/15/06 |
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6.550 |
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181,300 |
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475 |
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Dura Operating Corp., Series D, Company |
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Guaranteed Notes (Callable 5/01/06 @ $101.50) |
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(CCC+ , Caa1) |
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05/01/09 |
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9.000 |
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332,500 |
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1,600 |
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General Motors Acceptance Corp., Bonds |
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(BB , Ba1) |
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11/01/31 |
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8.000 |
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1,400,562 |
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3,470 |
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General Motors Acceptance Corp., Global Notes |
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(BB , Ba1) |
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12/01/14 |
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6.750 |
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3,023,276 |
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1,250 |
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Goodyear Tire & Rubber Co., Rule 144A, |
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Senior Notes (Callable 7/01/10 @ $104.50) |
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(B- , B3) |
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07/01/15 |
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9.000 |
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1,237,500 |
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365 |
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Holley Performance Products, Inc., Series B, |
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Company Guaranteed Notes (Callable |
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9/15/06 @ $100.00) |
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(CCC- , NR) |
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09/15/07 |
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12.250 |
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323,025 |
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450 |
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Keystone Automotive Operations, Inc., |
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Global Senior Subordinated Notes |
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(Callable 11/01/08 @ $104.88) |
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(B- , B3) |
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11/01/13 |
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9.750 |
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450,000 |
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800 |
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Metaldyne Corp., Global Company Guaranteed |
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Notes (Callable 6/15/07 @ $105.50) |
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(CCC+ , Caa2) |
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06/15/12 |
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11.000 |
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548,000 |
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400 |
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Stanadyne Corp., Global Senior Subordinated |
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Notes (Callable 8/15/09 @ $105.00) |
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(B- , Caa1) |
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08/15/14 |
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10.000 |
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398,000 |
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350 |
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Tenneco Automotive, Inc., Global Company |
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Guaranteed Notes (Callable 11/15/09 @ $104.31) |
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(B- , B3) |
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11/15/14 |
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8.625 |
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354,375 |
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900 |
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Visteon Corp., Global Senior Notes |
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(B- , B3) |
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08/01/10 |
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8.250 |
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859,500 |
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11,738,784 |
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Par |
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Ratings |
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(000) |
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(S&P/Moodys) |
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Maturity |
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Rate% |
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Value |
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DOMESTIC SECURITIES |
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CORPORATE OBLIGATIONS |
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Broadband (0.4%) |
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$ |
750 |
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Level 3 Communications, Inc., Senior Notes |
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(Callable 5/01/06 @ $100.00) |
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(CC , Ca) |
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05/01/08 |
|
9.125 |
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$ |
615,000 |
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250 |
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Level 3 Financing, Inc., Senior Notes |
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(Callable 10/15/07 @ $105.38) |
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(CC , Caa1) |
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10/15/11 |
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10.750 |
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210,312 |
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|
825,312 |
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Broadcast/Outdoor (1.4%) |
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750 |
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Emmis Communications Corp., Senior Notes |
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(Callable 12/15/05 @ $100.00)# |
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(B- , B3) |
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06/15/12 |
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9.745 |
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759,375 |
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250 |
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Emmis Operating, Co., Global Senior |
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Subordinated Notes (Callable 5/15/08 @ $103.44) |
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(B- , B2) |
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05/15/12 |
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6.875 |
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250,312 |
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75 |
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Interep National Radio Sales, Inc., Series B, |
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Company Guaranteed Notes (Callable |
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7/01/06 @ $100.00) |
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(CC , Ca) |
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07/01/08 |
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10.000 |
|
60,469 |
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||
190 |
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LIN Television Corp., Rule 144A, Senior |
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Subordinated Notes (Callable 5/15/08 @ |
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|
|
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$103.25) |
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(B- , B1) |
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05/15/13 |
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6.500 |
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180,975 |
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500 |
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Paxson Communications Corp., Global |
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Company Guaranteed Notes (Callable 1/15/06 @ $106.13)+ |
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(CCC- , Caa1) |
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01/15/09 |
|
0.000 |
|
487,500 |
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||
550 |
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Sinclair Broadcast Group, Inc., Global |
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Company Guaranteed Notes (Callable 12/15/06 @ $104.38) |
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(B , B2) |
|
12/15/11 |
|
8.750 |
|
580,250 |
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750 |
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Sirius Satellite Radio, Inc., Rule 144A, Senior |
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Notes (Callable 9/01/09 @ $104.81) |
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(CCC , Caa1) |
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08/01/13 |
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9.625 |
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723,750 |
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3,042,631 |
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Building Products (3.8%) |
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250 |
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Ahern Rentals, Inc., Rule 144A, Secured Notes |
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|
|
(Callable 8/15/09 @ $104.63) |
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(B- , B3) |
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08/15/13 |
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9.250 |
|
256,875 |
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||
750 |
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Associated Materials, Inc., Global Senior |
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Discount
Notes (Callable 3/01/09 @ |
|
(CCC+ , Caa2) |
|
03/01/14 |
|
0.000 |
|
378,750 |
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||
300 |
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Building Materials Corp. of America, Global |
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Secured Notes (Callable 8/01/09 @ $103.88) |
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(B+ , B2) |
|
08/01/14 |
|
7.750 |
|
292,500 |
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||
750 |
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Compression Polymers Holding Corp., |
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|
|
|
|
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Rule 144A, Senior Notes (Callable 7/01/09 @ $105.25) |
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(B- , B2) |
|
07/01/13 |
|
10.500 |
|
699,375 |
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||
700 |
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Dayton Superior Corp., Company Guaranteed |
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Notes (Callable 6/15/07 @ $102.17) |
|
(CCC , Caa2) |
|
06/15/09 |
|
13.000 |
|
563,500 |
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||
250 |
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Dayton Superior Corp., Global Secured Notes |
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|
|
|
|
|
|
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|
|
(Callable 6/15/06 @ $105.63) |
|
(B- , B3) |
|
09/15/08 |
|
10.750 |
|
253,750 |
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||
1,250 |
|
Goodman Global Holdings Co., Inc., |
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|
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Rule 144A, Senior Subordinated Notes |
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|
|
|
|
|
|
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|
|
(Callable 12/15/08 @ $103.94) |
|
(B- , Caa1) |
|
12/15/12 |
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7.875 |
|
1,137,500 |
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400 |
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Interface, Inc., Global Senior Subordinated |
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|
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Notes (Callable 2/01/09 @ $104.75) |
|
(CCC , Caa3) |
|
02/01/14 |
|
9.500 |
|
402,000 |
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||
400 |
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K Hovnanian Enterprises, Inc., Rule 144A, |
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|
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Private Placement Notes |
|
(BB , Ba1) |
|
01/15/16 |
|
6.250 |
|
374,459 |
|
||
250 |
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Norcraft Holdings L.P./Norcraft Capital, |
|
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|
|
|
|
|
|
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|
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Global Senior Discount Notes (Callable |
|
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|
|
|
|
|
|
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||
|
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9/01/08 @ $104.88)+ |
|
(B- , Caa1) |
|
09/01/12 |
|
0.000 |
|
176,250 |
|
||
1,000 |
|
NTK Holdings, Inc., Senior Discount |
|
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|
|
|
|
|
|
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||
|
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Notes (Callable 9/01/09 @ $105.38)+ |
|
(CCC+ , Caa2) |
|
03/01/14 |
|
0.000 |
|
565,000 |
|
||
Par |
|
|
|
Ratings |
|
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|
|
|
|
|
||
(000) |
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|
|
(S&P/Moodys) |
|
Maturity |
|
Rate% |
|
Value |
|
||
DOMESTIC SECURITIES |
|
|
|
|
|
|
|
|
|
||||
CORPORATE OBLIGATIONS |
|
|
|
|
|
|
|
|
|
||||
Building Products |
|
|
|
|
|
|
|
|
|
||||
$ |
900 |
|
Ply Gem Industries, Inc., Global Senior |
|
|
|
|
|
|
|
|
|
|
|
|
Subordinated Notes (Callable 2/15/08 @ |
|
|
|
|
|
|
|
|
|
||
|
|
$104.50) |
|
(B- , B3) |
|
02/15/12 |
|
9.000 |
|
$ |
760,500 |
|
|
500 |
|
RMCC Acquisition Co., Rule 144A, Senior |
|
|
|
|
|
|
|
|
|
||
|
|
Subordinated Notes (Callable 11/01/08 @ |
|
|
|
|
|
|
|
|
|
||
|
|
$104.75) |
|
(CCC+ , Caa1) |
|
11/01/12 |
|
9.500 |
|
507,500 |
|
||
250 |
|
Texas Industries, Inc., Rule 144A, Senior |
|
|
|
|
|
|
|
|
|
||
|
|
Notes (Callable 7/15/09 @ $103.63) |
|
(BB- , Ba3) |
|
07/15/13 |
|
7.250 |
|
261,250 |
|
||
750 |
|
THL Buildco (Nortek), Inc., Global Senior |
|
|
|
|
|
|
|
|
|
||
|
|
Subordinated Notes (Callable 9/01/09 @ |
|
|
|
|
|
|
|
|
|
||
|
|
$104.25) |
|
(B- , Caa1) |
|
09/01/14 |
|
8.500 |
|
693,750 |
|
||
1,300 |
|
Werner Holdings Co., Inc., Series A, Company |
|
|
|
|
|
|
|
|
|
||
|
|
Guaranteed Notes (Callable 11/15/05 @ |
|
|
|
|
|
|
|
|
|
||
|
|
$100.00) |
|
(CCC- , Caa2) |
|
11/15/07 |
|
10.000 |
|
819,000 |
|
||
|
|
|
|
|
|
|
|
|
|
8,141,959 |
|
||
|
|
|
|
|
|
|
|
|
|
|
|
||
Cable (5.4%) |
|
|
|
|
|
|
|
|
|
||||
750 |
|
Atlantic Broadband Finance LLC, Rule 144A, |
|
|
|
|
|
|
|
|
|
||
|
|
Senior Subordinated Notes (Callable 1/15/09 |
|
|
|
|
|
|
|
|
|
||
|
|
@ $104.69) |
|
(CCC+ , Caa1) |
|
01/15/14 |
|
9.375 |
|
712,500 |
|
||
1,475 |
|
Cablevision Systems, Corp., Series B, Global |
|
|
|
|
|
|
|
|
|
||
|
|
Senior Notes |
|
(B+ , B3) |
|
04/15/12 |
|
8.000 |
|
1,438,125 |
|
||
100 |
|
Charter Communication Holdings II, Senior |
|
|
|
|
|
|
|
|
|
||
|
|
Notes (Callable 9/15/08 @ $105.13) |
|
(CCC- , Caa1) |
|
09/15/10 |
|
10.250 |
|
103,000 |
|
||
2,150 |
|
Charter Communication Holdings LLC/Cap |
|
|
|
|
|
|
|
|
|
||
|
|
Corp., Global Senior Notes (Callable |
|
|
|
|
|
|
|
|
|
||
|
|
11/15/08 @ $104.38) |
|
(CCC- , B3) |
|
11/15/13 |
|
8.750 |
|
2,133,875 |
|
||
2,000 |
|
Charter Communication Holdings LLC, Senior |
|
|
|
|
|
|
|
|
|
||
|
|
Discount Notes (Callable 4/01/06 @ $101.65) |
|
(CCC- , Ca) |
|
04/01/11 |
|
9.920 |
|
1,455,000 |
|
||
450 |
|
Charter Communications Holdings LLC/Cap |
|
|
|
|
|
|
|
|
|
||
|
|
Corp., Rule 144A, Senior Notes (Callable |
|
|
|
|
|
|
|
|
|
||
|
|
11/15/08 @ $104.38) |
|
(CCC- , B3) |
|
11/15/13 |
|
8.750 |
|
446,625 |
|
||
1,450 |
|
CSC Holdings, Inc., Rule 144A, Senior Notes |
|
(BB- , B1) |
|
04/15/12 |
|
7.000 |
|
1,377,500 |
|
||
150 |
|
CSC Holdings, Inc., Series B, Debentures |
|
(BB- , B1) |
|
08/15/09 |
|
8.125 |
|
151,875 |
|
||
200 |
|
CSC Holdings, Inc., Series B, Senior Notes |
|
(BB- , B1) |
|
04/01/11 |
|
7.625 |
|
197,500 |
|
||
3,014 |
|
DIVA Systems Corp., Series B, Senior |
|
|
|
|
|
|
|
|
|
||
|
|
Discount Notes (Callable 3/01/06 @ $100.00)^Ø |
|
(NR , NR) |
|
03/01/08 |
|
12.625 |
|
7,536 |
|
||
250 |
|
Insight Communications Co., Inc., Senior |
|
|
|
|
|
|
|
|
|
||
|
|
Discount
Notes (Callable 2/15/06 @ |
|
(CCC+ , Caa2) |
|
02/15/11 |
|
0.000 |
|
256,250 |
|
||
500 |
|
Insight Midwest/Insight Capital, Global Senior |
|
|
|
|
|
|
|
|
|
||
|
|
Notes (Callable 11/01/05 @ $105.25) |
|
(B , B2) |
|
11/01/10 |
|
10.500 |
|
527,500 |
|
||
900 |
|
Insight Midwest/Insight Capital, Senior Notes |
|
|
|
|
|
|
|
|
|
||
|
|
(Callable 10/01/05 @ $103.25) |
|
(B , B2) |
|
10/01/09 |
|
9.750 |
|
922,500 |
|
||
150 |
|
Mediacom Broadband LLC, Rule 144A, Senior |
|
|
|
|
|
|
|
|
|
||
|
|
Notes (Callable 10/15/10 @ $104.25) |
|
(B , B2) |
|
10/15/15 |
|
8.500 |
|
145,500 |
|
||
850 |
|
Mediacom LLC/Capital Corp., Senior Notes |
|
|
|
|
|
|
|
|
|
||
|
|
(Callable 2/15/06 @ $103.94) |
|
(B , B3) |
|
02/15/11 |
|
7.875 |
|
807,500 |
|
||
953 |
|
Renaissance Media Group LLC, Company |
|
|
|
|
|
|
|
|
|
||
|
|
Guaranteed Notes (Callable 4/15/06 @ $100.00) |
|
(CCC+ , B3) |
|
04/15/08 |
|
10.000 |
|
948,235 |
|
||
|
|
|
|
|
|
|
|
|
|
11,631,021 |
|
||
Par |
|
|
|
Ratings |
|
|
|
|
|
|
|
||||
(000) |
|
|
|
(S&P/Moodys) |
|
Maturity |
|
Rate% |
|
Value |
|
||||
DOMESTIC SECURITIES |
|
|
|
|
|
|
|
|
|
||||||
CORPORATE OBLIGATIONS |
|
|
|
|
|
|
|
|
|
||||||
Capital Goods (1.0%) |
|
|
|
|
|
|
|
|
|
||||||
$ |
250 |
|
Blount, Inc., Senior Subordinated Notes |
|
|
|
|
|
|
|
|
|
|||
|
|
(Callable 8/01/08 @ $104.44) |
|
(B- , Caa1) |
|
08/01/12 |
|
8.875 |
|
$ |
267,500 |
|
|||
350 |
|
Case New Holland, Inc., Senior Notes |
|
|
|
|
|
|
|
|
|
||||
|
|
(Callable 8/01/07 @ $104.63) |
|
(BB- , Ba3) |
|
08/01/11 |
|
9.250 |
|
371,875 |
|
||||
760 |
|
JII Holdings LLC, Global Secured Notes |
|
|
|
|
|
|
|
|
|
||||
|
|
(Callable 1/01/06 @ $103.25) |
|
(CCC- , Caa2) |
|
04/01/07 |
|
13.000 |
|
669,152 |
|
||||
950 |
|
Motors & Gears, Inc., Series D, Senior Notes |
|
(CCC , Caa1) |
|
11/15/06 |
|
10.750 |
|
907,250 |
|
||||
|
|
|
|
|
|
|
|
|
|
2,215,777 |
|
||||
|
|
|
|
|
|
|
|
|
|
|
|
||||
Chemicals (3.7%) |
|
|
|
|
|
|
|
|
|
||||||
322 |
|
BCP Crystal Holdings Corp., Global Senior |
|
|
|
|
|
|
|
|
|
||||
|
|
Subordinated Notes (Callable 6/15/09 @ $104.81) |
|
(B- , B3) |
|
06/15/14 |
|
9.625 |
|
359,835 |
|
||||
100 |
|
Crompton Corp., Global Senior Notes |
|
|
|
|
|
|
|
|
|
||||
|
|
(Callable 8/01/08 @ $104.94) |
|
(B , B1) |
|
08/01/12 |
|
9.875 |
|
114,375 |
|
||||
455 |
|
Crystal U.S. Holdings/U.S. Sub 3, Series B, |
|
|
|
|
|
|
|
|
|
||||
|
|
Global Senior Discount Notes (Callable |
|
|
|
|
|
|
|
|
|
||||
|
|
10/01/09 @ $105.25)+ |
|
(B- , Caa2) |
|
10/01/14 |
|
0.000 |
|
320,775 |
|
||||
350 |
|
Equistar Chemicals LP/Equistar Funding |
|
|
|
|
|
|
|
|
|
||||
|
|
Corp., Global Senior Notes (Callable |
|
|
|
|
|
|
|
|
|
||||
|
|
5/01/07 @ $105.31) |
|
(BB- , B2) |
|
05/01/11 |
|
10.625 |
|
383,250 |
|
||||
325 |
|
Huntsman Co. LLC, Global Company |
|
|
|
|
|
|
|
|
|
||||
|
|
Guaranteed Notes (Callable 10/15/07 @ $105.81) |
|
(BB- , B1) |
|
10/15/10 |
|
11.625 |
|
372,937 |
|
||||
264 |
|
Huntsman LLC, Global Company Guaranteed |
|
|
|
|
|
|
|
|
|
||||
|
|
Notes (Callable 7/15/08 @ $105.75) |
|
(B , B2) |
|
07/15/12 |
|
11.500 |
|
302,940 |
|
||||
1,000 |
|
IMC Global, Inc., Global Senior Notes |
|
|
|
|
|
|
|
|
|
||||
|
|
(Callable 8/01/08 @ $105.44) |
|
(BB , Ba3) |
|
08/01/13 |
|
10.875 |
|
1,185,000 |
|
||||
250 |
|
ISP Chemco, Inc., Series B, Global Company |
|
|
|
|
|
|
|
|
|
||||
|
|
Guaranteed Notes (Callable 7/01/06 @ $105.13) |
|
(BB- , B1) |
|
07/01/11 |
|
10.250 |
|
270,937 |
|
||||
600 |
|
KI Holdings, Inc., Global Senior Discount |
|
|
|
|
|
|
|
|
|
||||
|
|
Notes (Callable 11/15/09 @ $104.94)+ |
|
(B- , Caa2) |
|
11/15/14 |
|
0.000 |
|
412,500 |
|
||||
1,100 |
|
Lyondell Chemical Co., Global Company |
|
|
|
|
|
|
|
|
|
||||
|
|
Guaranteed Notes (Callable 6/01/08 @ $105.25) |
|
(BB- , B1) |
|
06/01/13 |
|
10.500 |
|
1,248,500 |
|
||||
800 |
|
Millennium America, Inc., Global Company |
|
|
|
|
|
|
|
|
|
||||
|
|
Guaranteed Notes |
|
(BB- , B1) |
|
06/15/08 |
|
9.250 |
|
864,000 |
|
||||
750 |
|
Nalco Co., Global Senior Notes (Callable |
|
|
|
|
|
|
|
|
|
||||
|
|
11/15/07 @ $103.88) |
|
(B- , B2) |
|
11/15/11 |
|
7.750 |
|
770,625 |
|
||||
400 |
|
Polyone Corp., Global Company Guaranteed |
|
|
|
|
|
|
|
|
|
||||
|
|
Notes (Callable 5/15/07 @ $105.31) |
|
(B+ , B3) |
|
05/15/10 |
|
10.625 |
|
414,000 |
|
||||
500 |
|
Resolution Performance Products LLC, Global |
|
|
|
|
|
|
|
|
|
||||
|
|
Senior Subordinated Notes (Callable |
|
|
|
|
|
|
|
|
|
||||
|
|
11/15/06 @ $104.50) |
|
(B- , Caa2) |
|
11/15/10 |
|
13.500 |
|
533,750 |
|
||||
357 |
|
Terra Capital, Inc., Global Secured Notes |
|
|
|
|
|
|
|
|
|
||||
|
|
(Callable 6/01/07 @ $105.75) |
|
(B- , B2) |
|
06/01/10 |
|
11.500 |
|
410,550 |
|
||||
|
|
|
|
|
|
|
|
|
|
7,963,974 |
|
||||
|
|
|
|
|
|
|
|
|
|
|
|
||||
Competitive Local Exchange Carrier (0.7%) |
|
|
|
|
|
|
|
|
|
||||||
750 |
|
GCI, Inc., Global Senior Notes (Callable |
|
|
|
|
|
|
|
|
|
||||
|
|
2/15/09 @ $103.62) |
|
(B+ , B2) |
|
02/15/14 |
|
7.250 |
|
729,375 |
|
||||
422 |
|
Madison River Capital/Madison River Finance, |
|
|
|
|
|
|
|
|
|
||||
|
|
Senior Notes (Callable 3/01/06 @ $104.42) |
|
(CCC+ , B3) |
|
03/01/10 |
|
13.250 |
|
451,005 |
|
||||
400 |
|
Time Warner Telecom, LLC, Senior Notes |
|
|
|
|
|
|
|
|
|
||||
|
|
(Callable 7/15/06 @ $100.00) |
|
(CCC+ , B3) |
|
07/15/08 |
|
9.750 |
|
407,000 |
|
||||
|
|
|
|
|
|
|
|
|
|
1,587,380 |
|
||||
Par |
|
|
|
Ratings |
|
|
|
|
|
|
|
||||
(000) |
|
|
|
(S&P/Moodys) |
|
Maturity |
|
Rate% |
|
Value |
|
||||
DOMESTIC SECURITIES |
|
|
|
|
|
|
|
|
|
||||||
CORPORATE OBLIGATIONS |
|
|
|
|
|
|
|
|
|
||||||
Consumer Products/Tobacco (3.2%) |
|
|
|
|
|
|
|
|
|
||||||
$ |
400 |
|
AAC Group Holding Corp., Rule 144A, Senior |
|
|
|
|
|
|
|
|
|
|||
|
|
Discount Notes (Callable 10/01/08 @ |
|
|
|
|
|
|
|
|
|
||||
|
|
$105.13)+ |
|
(B- , Caa1) |
|
10/01/12 |
|
0.000 |
|
$ |
290,000 |
|
|||
650 |
|
ALH Finance LLC, Global Senior |
|
|
|
|
|
|
|
|
|
||||
|
|
Subordinated Notes (Callable 1/15/09 @ $104.25) |
|
(CCC+ , B3) |
|
01/15/13 |
|
8.500 |
|
617,500 |
|
||||
400 |
|
Ames True Temper, Inc., Global Company |
|
|
|
|
|
|
|
|
|
||||
|
|
Guaranteed Notes (Callable 1/15/07 @ $103.00)# |
|
(B- , B3) |
|
01/15/12 |
|
7.599 |
|
374,000 |
|
||||
600 |
|
Ames True Temper, Inc., Global Senior |
|
|
|
|
|
|
|
|
|
||||
|
|
Subordinated Notes (Callable 7/15/08 @ |
|
|
|
|
|
|
|
|
|
||||
|
|
$105.00) |
|
(CCC , Caa1) |
|
07/15/12 |
|
10.000 |
|
471,000 |
|
||||
300 |
|
Amscan Holdings, Inc., Global Senior |
|
|
|
|
|
|
|
|
|
||||
|
|
Subordinated Notes (Callable 5/01/09 @ |
|
|
|
|
|
|
|
|
|
||||
|
|
$104.38) |
|
(B- , B3) |
|
05/01/14 |
|
8.750 |
|
264,000 |
|
||||
750 |
|
Del Laboratories, Inc., Global Company |
|
|
|
|
|
|
|
|
|
||||
|
|
Guaranteed Notes |
|
(CCC+ , B3) |
|
02/01/12 |
|
8.000 |
|
620,625 |
|
||||
2,000 |
|
Diamond Brands Operating Corp., Company |
|
|
|
|
|
|
|
|
|
||||
|
|
Guaranteed Notes (Callable 4/15/06 @ $100.00)^Ø |
|
(NR , NR) |
|
04/15/08 |
|
10.125 |
|
20,000 |
|
||||
400 |
|
Interactive Health LLC, Rule 144A, Senior |
|
|
|
|
|
|
|
|
|
||||
|
|
Notes (Callable 4/01/08 @ $105.69) |
|
(B- , B3) |
|
04/01/11 |
|
7.250 |
|
346,000 |
|
||||
1,100 |
|
Johnsondiversey Holdings, Inc., Global |
|
|
|
|
|
|
|
|
|
||||
|
|
Discount
Notes (Callable 5/15/07 @ |
|
(B , Caa1) |
|
05/15/13 |
|
0.000 |
|
819,500 |
|
||||
250 |
|
Leiner Health Products, Inc., Global Senior |
|
|
|
|
|
|
|
|
|
||||
|
|
Subordinated Notes (Callable 6/01/08 @ |
|
|
|
|
|
|
|
|
|
||||
|
|
$105.50) |
|
(CCC+ , B3) |
|
06/01/12 |
|
11.000 |
|
215,000 |
|
||||
250 |
|
Mac-Gray Corp., Rule 144A, Senior Notes |
|
|
|
|
|
|
|
|
|
||||
|
|
(Callable 8/15/10 @ $103.81) |
|
(BB- , B1) |
|
08/15/15 |
|
7.625 |
|
256,250 |
|
||||
650 |
|
PCA LLC/PCA Finance Corp., Global Senior Notes |
|
(CCC , Caa2) |
|
08/01/09 |
|
11.875 |
|
183,625 |
|
||||
500 |
|
Playtex Products, Inc., Global Company |
|
|
|
|
|
|
|
|
|
||||
|
|
Guaranteed Notes (Callable 6/01/06 @ $104.69) |
|
(CCC+ , Caa2) |
|
06/01/11 |
|
9.375 |
|
524,375 |
|
||||
299 |
|
Prestige Brands, Inc., Global Senior |
|
|
|
|
|
|
|
|
|
||||
|
|
Subordinated Notes (Callable 4/15/08 @ $104.63) |
|
(B- , B3) |
|
04/15/12 |
|
9.250 |
|
307,970 |
|
||||
115 |
|
Remington Arms Co., Inc., Global Company |
|
|
|
|
|
|
|
|
|
||||
|
|
Guaranteed Notes (Callable 2/01/07 @ $105.25) |
|
(CCC+ , B3) |
|
02/01/11 |
|
10.500 |
|
95,500 |
|
||||
500 |
|
Revlon, Inc., Debentures |
|
(CCC , Caa2) |
|
04/01/11 |
|
9.500 |
|
473,750 |
|
||||
250 |
|
Samsonite Corp., Global Senior Subordinated |
|
|
|
|
|
|
|
|
|
||||
|
|
Notes (Callable 6/01/08 @ $104.44) |
|
(B- , B3) |
|
06/01/11 |
|
8.875 |
|
266,875 |
|
||||
400 |
|
Sealy Mattress Co., Global Senior |
|
|
|
|
|
|
|
|
|
||||
|
|
Subordinated Notes (Callable 6/15/09 @ $104.13) |
|
(B- , B2) |
|
06/15/14 |
|
8.250 |
|
404,000 |
|
||||
250 |
|
Spectrum Brands, Inc., Global Senior |
|
|
|
|
|
|
|
|
|
||||
|
|
Subordinated Notes (Callable 10/01/08 @ $104.25) |
|
(B- , B3) |
|
10/01/13 |
|
8.500 |
|
242,500 |
|
||||
|
|
|
|
|
|
|
|
|
|
6,792,470 |
|
||||
|
|
|
|
|
|
|
|
|
|
|
|
||||
Containers (2.0%) |
|
|
|
|
|
|
|
|
|
||||||
600 |
|
Berry Plastics Corp., Global Company |
|
|
|
|
|
|
|
|
|
||||
|
|
Guaranteed Notes (Callable 7/15/07 @ $105.38) |
|
(B- , B3) |
|
07/15/12 |
|
10.750 |
|
648,000 |
|
||||
350 |
|
Graham Packaging Co., Subordinated Notes |
|
|
|
|
|
|
|
|
|
||||
|
|
(Callable 10/15/09 @ $104.94) |
|
(CCC+ , Caa2) |
|
10/15/14 |
|
9.875 |
|
337,750 |
|
||||
250 |
|
Graphic Packaging International Corp., Global |
|
|
|
|
|
|
|
|
|
||||
|
|
Senior Subordinated Notes (Callable 8/15/08 |
|
|
|
|
|
|
|
|
|
||||
|
|
@ $104.75) |
|
(B- , B3) |
|
08/15/13 |
|
9.500 |
|
236,250 |
|
||||
300 |
|
Intertape Polymer U.S., Inc., Global Senior |
|
|
|
|
|
|
|
|
|
||||
|
|
Subordinated Notes (Callable 8/01/09 @ |
|
|
|
|
|
|
|
|
|
||||
|
|
$104.25) |
|
(B- , B3) |
|
08/01/14 |
|
8.500 |
|
296,929 |
|
||||
Par |
|
|
|
Ratings |
|
|
|
|
|
|
|
||||
(000) |
|
|
|
(S&P/Moodys) |
|
Maturity |
|
Rate% |
|
Value |
|
||||
DOMESTIC SECURITIES |
|
|
|
|
|
|
|
|
|
||||||
CORPORATE OBLIGATIONS |
|
|
|
|
|
|
|
|
|
||||||
Containers |
|
|
|
|
|
|
|
|
|
||||||
$ |
680 |
|
Owens-Brockway Glass, Global Company |
|
|
|
|
|
|
|
|
|
|||
|
|
Guaranteed Notes (Callable 5/15/08 @ |
|
|
|
|
|
|
|
|
|
||||
|
|
$104.13) |
|
(B , B2) |
|
05/15/13 |
|
8.250 |
|
$ |
710,600 |
|
|||
850 |
|
Owens-Illinois, Inc., Senior Notes |
|
(B , B3) |
|
05/15/07 |
|
8.100 |
|
875,500 |
|
||||
850 |
|
Pliant Corp., Company Guaranteed Notes |
|
|
|
|
|
|
|
|
|
||||
|
|
(Callable 6/01/06 @ $104.33) |
|
(CCC+ , Caa2) |
|
06/01/10 |
|
13.000 |
|
408,000 |
|
||||
500 |
|
Solo Cup Co., Global Senior Subordinated |
|
|
|
|
|
|
|
|
|
||||
|
|
Notes (Callable 2/15/09 @ $104.25) |
|
(B- , B3) |
|
02/15/14 |
|
8.500 |
|
445,000 |
|
||||
250 |
|
U.S. Can Corp., Global Company Guaranteed |
|
|
|
|
|
|
|
|
|
||||
|
|
Notes (Callable 7/15/07 @ $105.44) |
|
(CCC+ , Caa2) |
|
07/15/10 |
|
10.875 |
|
263,750 |
|
||||
|
|
|
|
|
|
|
|
|
|
4,221,779 |
|
||||
|
|
|
|
|
|
|
|
|
|
|
|
||||
Diversified Telecommunications (2.1%) |
|
|
|
|
|
|
|
|
|
||||||
800 |
|
Cincinnati Bell, Inc., Global Senior |
|
|
|
|
|
|
|
|
|
||||
|
|
Subordinated Notes (Callable 1/15/09 @ $104.19) |
|
(B- , B3) |
|
01/15/14 |
|
8.375 |
|
792,000 |
|
||||
525 |
|
Hawaiian Telecom Communications, Inc., |
|
|
|
|
|
|
|
|
|
||||
|
|
Rule 144A, Senior Notes (Callable 5/01/09 @ $104.88) |
|
(B- , B3) |
|
05/01/13 |
|
9.750 |
|
538,125 |
|
||||
250 |
|
Qwest Corp., Senior Notes |
|
(BB- , Ba3) |
|
09/01/11 |
|
7.875 |
|
392,812 |
|
||||
2,164 |
|
Qwest Corporation, Rule 144A, Senior Notes |
|
(BB- , Ba3) |
|
06/15/15 |
|
7.625 |
|
2,220,805 |
|
||||
500 |
|
Qwest Services Corp., Global Secured Notes |
|
|
|
|
|
|
|
|
|
||||
|
|
(Callable 12/15/06 @ $106.75) |
|
(B , Caa1) |
|
12/15/10 |
|
13.500 |
|
575,000 |
|
||||
|
|
|
|
|
|
|
|
|
|
4,518,742 |
|
||||
|
|
|
|
|
|
|
|
|
|
|
|
||||
Energy - Other (3.0%) |
|
|
|
|
|
|
|
|
|
||||||
1,050 |
|
Dynegy Holdings, Inc., Rule 144A, Secured |
|
|
|
|
|
|
|
|
|
||||
|
|
Notes (Callable 7/15/08 @ $105.06) |
|
(B- , B3) |
|
07/15/13 |
|
10.125 |
|
1,176,000 |
|
||||
250 |
|
Dynegy Holdings, Inc., Senior Notes |
|
(CCC+ , Caa2) |
|
04/01/11 |
|
6.875 |
|
245,625 |
|
||||
500 |
|
El Paso Corp., Senior Notes |
|
(B- , Caa1) |
|
05/15/11 |
|
7.000 |
|
501,250 |
|
||||
250 |
|
El Paso Natural Gas, Series A, Global Senior |
|
|
|
|
|
|
|
|
|
||||
|
|
Notes (Callable 8/01/07 @ $103.81) |
|
(B , B1) |
|
08/01/10 |
|
7.625 |
|
261,193 |
|
||||
1,500 |
|
El Paso Production Holding Co., Global |
|
|
|
|
|
|
|
|
|
||||
|
|
Company Guaranteed Notes (Callable 6/01/08 @ $103.88) |
|
(B , B3) |
|
06/01/13 |
|
7.750 |
|
1,575,000 |
|
||||
200 |
|
Giant Industries, Inc., Company Guaranteed |
|
|
|
|
|
|
|
|
|
||||
|
|
Notes (Callable 5/15/09 @ $104.00) |
|
(B- , B3) |
|
05/15/14 |
|
8.000 |
|
210,000 |
|
||||
162 |
|
Giant Industries, Inc., Global Company |
|
|
|
|
|
|
|
|
|
||||
|
|
Guaranteed Notes (Callable 5/15/07 @ $105.50) |
|
(B- , B3) |
|
05/15/12 |
|
11.000 |
|
183,060 |
|
||||
250 |
|
Inergy LP/Inergy Finance Corp., Rule 144A, |
|
|
|
|
|
|
|
|
|
||||
|
|
Senior Notes (Callable 12/15/09 @ $103.44) |
|
(B- , B1) |
|
12/15/14 |
|
6.875 |
|
240,000 |
|
||||
500 |
|
Reliant Energy, Inc., Global Secured |
|
|
|
|
|
|
|
|
|
||||
|
|
(Callable 7/15/08 @ $104.75) |
|
(B+ , B1) |
|
07/15/13 |
|
9.500 |
|
555,000 |
|
||||
250 |
|
Reliant Energy, Inc., Secured Notes (Callable |
|
|
|
|
|
|
|
|
|
||||
|
|
12/15/09 @ $103.38) |
|
(B+ , B1) |
|
12/15/14 |
|
6.750 |
|
246,875 |
|
||||
1,175 |
|
Williams Companies, Inc., Global Notes |
|
(B+ , B1) |
|
03/15/12 |
|
8.125 |
|
1,289,562 |
|
||||
|
|
|
|
|
|
|
|
|
|
6,483,565 |
|
||||
|
|
|
|
|
|
|
|
|
|
|
|
||||
Environmental Services (0.7%) |
|
|
|
|
|
|
|
|
|
||||||
1,000 |
|
Allied Waste North America, Inc., Series B, |
|
|
|
|
|
|
|
|
|
||||
|
|
Global Senior Notes (Callable 4/15/09 @ $103.69) |
|
(B+ , Caa1) |
|
04/15/14 |
|
7.375 |
|
1,039,500 |
|
||||
400 |
|
Waste Services, Inc., Senior |
|
|
|
|
|
|
|
|
|
||||
|
|
Subordinated Notes (Callable 4/15/09 @ $104.75) |
|
(CCC , Caa2) |
|
04/15/14 |
|
9.500 |
|
400,000 |
|
||||
|
|
|
|
|
|
|
|
|
|
1,439,500 |
|
||||
Par |
|
|
|
Ratings |
|
|
|
|
|
|
|
||||
(000) |
|
|
|
(S&P/Moodys) |
|
Maturity |
|
Rate% |
|
Value |
|
||||
DOMESTIC SECURITIES |
|
|
|
|
|
|
|
|
|
||||||
CORPORATE OBLIGATIONS |
|
|
|
|
|
|
|
|
|
||||||
Finance (0.5%) |
|
|
|
|
|
|
|
|
|
||||||
$ |
250 |
|
E*Trade Financial Corp., Global Senior Notes |
|
|
|
|
|
|
|
|
|
|||
|
|
(Callable 6/15/08 @ $104.00) |
|
(B+ , B3) |
|
06/15/11 |
|
8.000 |
|
$ |
259,375 |
|
|||
750 |
|
IAAI Finance Corp., Rule 144A, Senior |
|
|
|
|
|
|
|
|
|
||||
|
|
Unsecured Notes (Callable 4/01/09 @ $105.50) |
|
(CCC+ , Caa1) |
|
04/01/13 |
|
11.000 |
|
773,974 |
|
||||
|
|
|
|
|
|
|
|
|
|
1,033,349 |
|
||||
|
|
|
|
|
|
|
|
|
|
|
|
||||
Food Processors/Beverage/Bottling (1.6%) |
|
|
|
|
|
|
|
|
|
||||||
100 |
|
Agrilink Foods, Inc., Company Guaranteed |
|
|
|
|
|
|
|
|
|
||||
|
|
Notes (Callable 11/21/05 @ $101.98) |
|
(B- , B3) |
|
11/01/08 |
|
11.875 |
|
102,750 |
|
||||
800 |
|
Bear Creek Corp., Rule 144A, Senior Notes |
|
|
|
|
|
|
|
|
|
||||
|
|
(Callable 3/01/09 @ $104.50) |
|
(B- , B3) |
|
03/01/13 |
|
9.000 |
|
832,000 |
|
||||
471 |
|
Eagle Family Foods, Inc., Series B, Company |
|
|
|
|
|
|
|
|
|
||||
|
|
Guaranteed Notes (Callable 1/15/06 @ $100.00) |
|
(CCC , Caa2) |
|
01/15/08 |
|
8.750 |
|
369,342 |
|
||||
440 |
|
Land OLakes, Inc., Global Senior Notes |
|
|
|
|
|
|
|
|
|
||||
|
|
(Callable 11/15/06 @ $104.38) |
|
(B- , B3) |
|
11/15/11 |
|
8.750 |
|
463,100 |
|
||||
250 |
|
Le-Natures, Inc., Rule 144A, Senior |
|
|
|
|
|
|
|
|
|
||||
|
|
Subordinated Notes (Callable 6/15/08 @ $104.25) |
|
(CCC+ , Caa1) |
|
06/15/13 |
|
9.000 |
|
271,250 |
|
||||
220 |
|
National Wine & Spirits, Inc., Company |
|
|
|
|
|
|
|
|
|
||||
|
|
Guaranteed Notes (Callable 1/15/06 @ $101.69) |
|
(CCC+ , B3) |
|
01/15/09 |
|
10.125 |
|
223,300 |
|
||||
700 |
|
Pinnacle Foods Holding Corp., Global Senior |
|
|
|
|
|
|
|
|
|
||||
|
|
Subordinated Notes (Callable 12/01/08 @ $104.13) |
|
(B- , B3) |
|
12/01/13 |
|
8.250 |
|
665,000 |
|
||||
250 |
|
Swift & Co., Global Company Guaranteed |
|
|
|
|
|
|
|
|
|
||||
|
|
Notes (Callable 10/01/06 @ $105.06) |
|
(B+ , B1) |
|
10/01/09 |
|
10.125 |
|
270,312 |
|
||||
300 |
|
Swift & Co., Global Senior Subordinated Notes |
|
|
|
|
|
|
|
|
|
||||
|
|
(Callable 10/01/06 @ $106.25) |
|
(B , B2) |
|
01/01/10 |
|
12.500 |
|
328,500 |
|
||||
|
|
|
|
|
|
|
|
|
|
3,525,554 |
|
||||
|
|
|
|
|
|
|
|
|
|
|
|
||||
Gaming (6.9%) |
|
|
|
|
|
|
|
|
|
||||||
850 |
|
155 E Tropicana LLC, Secured Notes |
|
|
|
|
|
|
|
|
|
||||
|
|
(Callable 4/01/09 @ $104.38) |
|
(B- , B3) |
|
04/01/12 |
|
8.750 |
|
828,750 |
|
||||
920 |
|
Ameristar Casinos, Inc., Global Company |
|
|
|
|
|
|
|
|
|
||||
|
|
Guaranteed Notes (Callable 2/15/06 @ $105.38) |
|
(B+ , B2) |
|
02/15/09 |
|
10.750 |
|
987,850 |
|
||||
250 |
|
Argosy Gaming Co., Global Senior |
|
|
|
|
|
|
|
|
|
||||
|
|
Subordinated Notes (Callable 1/15/09 @ $103.50) |
|
(B+ , B1) |
|
01/15/14 |
|
7.000 |
|
278,598 |
|
||||
250 |
|
Argosy Gaming Co., Senior Subordinated |
|
|
|
|
|
|
|
|
|
||||
|
|
Notes (Callable 9/01/06 @ $104.50) |
|
(B+ , Ba3) |
|
09/01/11 |
|
9.000 |
|
272,518 |
|
||||
400 |
|
Aztar Corp., Global Senior Subordinated Notes |
|
|
|
|
|
|
|
|
|
||||
|
|
(Callable 6/15/09 @ $103.94) |
|
(B+ , Ba3) |
|
06/15/14 |
|
7.875 |
|
420,000 |
|
||||
1,000 |
|
Chukchansi Economic Development Authority, |
|
|
|
|
|
|
|
|
|
||||
|
|
Rule 144A, Senior Notes (Callable 10/01/06 |
|
|
|
|
|
|
|
|
|
||||
|
|
@ $113.00) |
|
(NR , NR) |
|
06/15/09 |
|
14.500 |
|
1,210,000 |
|
||||
500 |
|
Circus & Eldorado/Silver Legacy Capital |
|
|
|
|
|
|
|
|
|
||||
|
|
Corp., Global First Mortgage Notes |
|
|
|
|
|
|
|
|
|
||||
|
|
(Callable 3/01/07 @ $105.06) |
|
(B+ , B1) |
|
03/01/12 |
|
10.125 |
|
525,000 |
|
||||
1,740 |
|
Hard Rock Hotel, Inc., Global Notes (Callable |
|
|
|
|
|
|
|
|
|
||||
|
|
6/01/08 @ $104.44) |
|
(B , B3) |
|
06/01/13 |
|
8.875 |
|
1,874,850 |
|
||||
300 |
|
Herbst Gaming, Inc., Global Senior |
|
|
|
|
|
|
|
|
|
||||
|
|
Subordinated Notes (Callable 6/01/08 @ $104.06) |
|
(B- , B3) |
|
06/01/12 |
|
8.125 |
|
315,000 |
|
||||
400 |
|
Inn of the Mountain Gods, Global Senior Notes |
|
|
|
|
|
|
|
|
|
||||
|
|
(Callable 11/15/07 @ $106.00) |
|
(B , B3) |
|
11/15/10 |
|
12.000 |
|
454,000 |
|
||||
Par |
|
|
|
Ratings |
|
|
|
|
|
|
|
||||
(000) |
|
|
|
(S&P/Moodys) |
|
Maturity |
|
Rate% |
|
Value |
|
||||
DOMESTIC SECURITIES |
|
|
|
|
|
|
|
|
|
||||||
CORPORATE OBLIGATIONS |
|
|
|
|
|
|
|
|
|
||||||
Gaming |
|
|
|
|
|
|
|
|
|
||||||
$ |
400 |
|
Isle of Capri Casinos, Inc., Global Senior |
|
|
|
|
|
|
|
|
|
|||
|
|
Subordinated Notes (Callable 3/01/09 @ $103.50) |
|
(B , B2) |
|
03/01/14 |
|
7.000 |
|
$ |
385,500 |
|
|||
750 |
|
Majestic Star Casino LLC, Company |
|
|
|
|
|
|
|
|
|
||||
|
|
Guaranteed Notes (Callable 10/15/07 @ $104.75) |
|
(B , B2) |
|
10/15/10 |
|
9.500 |
|
746,250 |
|
||||
950 |
|
MGM Mirage, Inc., Company Guaranteed Notes |
|
(BB , Ba2) |
|
10/01/09 |
|
6.000 |
|
942,875 |
|
||||
400 |
|
MGM Mirage, Inc., Company Guaranteed Notes |
|
(BB , Ba2) |
|
09/15/10 |
|
8.500 |
|
437,000 |
|
||||
450 |
|
MGM Mirage, Inc., Company Guaranteed Notes |
|
(B+ , Ba3) |
|
02/01/11 |
|
8.375 |
|
486,000 |
|
||||
250 |
|
MGM Mirage, Inc., Global Senior Notes |
|
(BB , Ba2) |
|
09/01/12 |
|
6.750 |
|
255,313 |
|
||||
350 |
|
Mohegan Tribal Gaming Authority, Global |
|
|
|
|
|
|
|
|
|
||||
|
|
Senior Subordinated Notes (Callable 8/15/09 @ $103.56) |
|
(B+ , Ba3) |
|
08/15/14 |
|
7.125 |
|
364,000 |
|
||||
500 |
|
OED Corp., Global Company Guaranteed |
|
|
|
|
|
|
|
|
|
||||
|
|
Notes (Callable 4/15/08 @ $104.38) |
|
(B , B2) |
|
04/15/12 |
|
8.750 |
|
493,125 |
|
||||
600 |
|
Resorts International Hotel and Casino, Inc., |
|
|
|
|
|
|
|
|
|
||||
|
|
Company Guaranteed Notes (Callable |
|
|
|
|
|
|
|
|
|
||||
|
|
3/15/07 @ $106.00) |
|
(B , B2) |
|
03/15/09 |
|
11.500 |
|
675,000 |
|
||||
400 |
|
River Rock Entertainment Authority, Senior |
|
|
|
|
|
|
|
|
|
||||
|
|
Notes (Callable 11/01/07 @ $104.88) |
|
(B+ , B2) |
|
11/01/11 |
|
9.750 |
|
446,000 |
|
||||
550 |
|
Riviera Holdings Corp., Global Company |
|
|
|
|
|
|
|
|
|
||||
|
|
Guaranteed Notes (Callable 6/15/06 @ $105.50) |
|
(B , B2) |
|
06/15/10 |
|
11.000 |
|
596,750 |
|
||||
100 |
|
Seneca Gaming, Corp., Global Senior Notes |
|
|
|
|
|
|
|
|
|
||||
|
|
(Callable 5/01/08 @ $103.63) |
|
(BB- , B2) |
|
05/01/12 |
|
7.250 |
|
103,000 |
|
||||
500 |
|
Station Casinos, Inc., Global Senior |
|
|
|
|
|
|
|
|
|
||||
|
|
Subordinated Notes (Callable 3/01/09 @ $102.58) |
|
(B+ , B1) |
|
03/01/16 |
|
6.875 |
|
509,375 |
|
||||
210 |
|
Waterford Gaming LLC, Rule 144A, Senior |
|
|
|
|
|
|
|
|
|
||||
|
|
Notes (Callable 9/15/08 @ $103.55) |
|
(B+ , B1) |
|
09/15/12 |
|
8.625 |
|
224,700 |
|
||||
267 |
|
Windsor Woodmont Black Hawk, Series B, |
|
|
|
|
|
|
|
|
|
||||
|
|
First Mortgage Notes^Ø |
|
(NR , NR) |
|
03/15/05 |
|
13.000 |
|
20,510 |
|
||||
900 |
|
WYNN Las Vegas LLC, Global First Mortgage |
|
|
|
|
|
|
|
|
|
||||
|
|
Notes (Callable 12/1/09 @ $103.31) |
|
(B+ , B2) |
|
12/01/14 |
|
6.625 |
|
865,125 |
|
||||
|
|
|
|
|
|
|
|
|
|
14,717,089 |
|
||||
|
|
|
|
|
|
|
|
|
|
|
|
||||
Healthcare Facilities/Supplies (2.5%) |
|
|
|
|
|
|
|
|
|
||||||
250 |
|
Beverly Enterprises, Inc., Global Senior |
|
|
|
|
|
|
|
|
|
||||
|
|
Subordinated Notes (Callable 6/15/09 @ $103.94) |
|
(B , B2) |
|
06/15/14 |
|
7.875 |
|
278,125 |
|
||||
800 |
|
CDRV Investors, Inc., Senior Discount Notes |
|
|
|
|
|
|
|
|
|
||||
|
|
(Callable 1/01/10 @ $104.81)+ |
|
(B- , Caa2) |
|
01/01/15 |
|
0.000 |
|
460,000 |
|
||||
250 |
|
Concentra Operating Corp., Global Company |
|
|
|
|
|
|
|
|
|
||||
|
|
Guaranteed Notes (Callable 8/15/07 @ $104.75) |
|
(B- , B3) |
|
08/15/10 |
|
9.500 |
|
263,125 |
|
||||
200 |
|
DaVita, Inc., Senior Subordinated Notes |
|
|
|
|
|
|
|
|
|
||||
|
|
(Callable 3/15/10 @ $103.63) |
|
(B , B3) |
|
03/15/15 |
|
7.250 |
|
203,750 |
|
||||
500 |
|
Fisher Scientific International, Rule 144A, |
|
|
|
|
|
|
|
|
|
||||
|
|
Senior Subordinated Notes (Callable 7/01/10 @ $103.06) |
|
(BB+ , Ba3) |
|
07/01/15 |
|
6.125 |
|
503,750 |
|
||||
600 |
|
Medquest, Inc., Series B, Company Guaranteed |
|
|
|
|
|
|
|
|
|
||||
|
|
Notes (Callable 8/15/07 @ $105.94) |
|
(CCC+ , Caa1) |
|
08/15/12 |
|
11.875 |
|
636,000 |
|
||||
1,000 |
|
MQ Associates, Inc., Global Senior Discount |
|
|
|
|
|
|
|
|
|
||||
|
|
Notes (Callable 8/15/08 @ $109.00)+ |
|
(CCC+ , Caa2) |
|
08/15/12 |
|
0.000 |
|
640,000 |
|
||||
500 |
|
Tenet Healthcare Corp., Senior Notes |
|
(B , B3) |
|
02/01/15 |
|
9.250 |
|
262,500 |
|
||||
250 |
|
Tenet Healthcare Corp., Rule 144A, Global Senior Notes |
|
(B , B3) |
|
07/01/14 |
|
9.875 |
|
507,500 |
|
||||
Par |
|
|
|
Ratings |
|
|
|
|
|
|
|
||||
(000) |
|
|
|
(S&P/Moodys) |
|
Maturity |
|
Rate% |
|
Value |
|
||||
DOMESTIC SECURITIES |
|
|
|
|
|
|
|
|
|
||||||
CORPORATE OBLIGATIONS |
|
|
|
|
|
|
|
|
|
||||||
Healthcare Facilities/Supplies |
|
|
|
|
|
|
|
|
|
||||||
$ |
1,000 |
|
Triad Hospitals, Inc., Senior Subordinated |
|
|
|
|
|
|
|
|
|
|||
|
|
Notes (Callable 11/15/08 @ $103.50) |
|
(B , B3) |
|
11/15/13 |
|
7.000 |
|
$ |
1,017,500 |
|
|||
250 |
|
Universal Hospital Services, Inc., Global |
|
|
|
|
|
|
|
|
|
||||
|
|
Senior Notes (Callable 11/01/07 @ $105.06) |
|
(B- , B3) |
|
11/01/11 |
|
10.125 |
|
257,500 |
|
||||
350 |
|
Vanguard Health Holding II, Global Senior |
|
|
|
|
|
|
|
|
|
||||
|
|
Subordinated Notes (Callable 10/01/09 @ $104.50) |
|
(CCC+ , Caa1) |
|
10/01/14 |
|
9.000 |
|
374,500 |
|
||||
|
|
|
|
|
|
|
|
|
|
5,404,250 |
|
||||
|
|
|
|
|
|
|
|
|
|
|
|
||||
Home Builders (1.9%) |
|
|
|
|
|
|
|
|
|
||||||
650 |
|
D.R. Horton, Inc., Bonds |
|
(BB+ , Ba1) |
|
01/15/16 |
|
5.625 |
|
624,703 |
|
||||
1,000 |
|
KB HOME, Senior Notes |
|
(BB+ , Ba1) |
|
06/15/15 |
|
6.250 |
|
974,689 |
|
||||
500 |
|
Standard Pacific Corp., Senior Notes |
|
(BB , Ba2) |
|
08/15/15 |
|
7.000 |
|
480,000 |
|
||||
500 |
|
Stanley Martin Communities, Rule 144A, |
|
|
|
|
|
|
|
|
|
||||
|
|
Senior Subordinated Notes (Callable 8/15/10 |
|
|
|
|
|
|
|
|
|
||||
|
|
@ $104.88) |
|
(B- , B3) |
|
08/15/15 |
|
9.750 |
|
491,250 |
|
||||
350 |
|
Technical Olympic USA, Inc., Global Senior |
|
|
|
|
|
|
|
|
|
||||
|
|
Subordinated Notes |
|
(B- , B2) |
|
01/15/15 |
|
7.500 |
|
318,500 |
|
||||
275 |
|
Toll Corp., Senior Subordinated Notes |
|
|
|
|
|
|
|
|
|
||||
|
|
(Callable 12/01/06 @ $104.13) |
|
(BB+ , Ba2) |
|
12/01/11 |
|
8.250 |
|
292,875 |
|
||||
650 |
|
WCI Communities, Inc., Global Company |
|
|
|
|
|
|
|
|
|
||||
|
|
Guaranteed Notes (Callable 2/15/06 @ $105.31) |
|
(B+ , Ba3) |
|
02/15/11 |
|
10.625 |
|
693,875 |
|
||||
250 |
|
William Lyon Homes, Inc., Global Senior |
|
|
|
|
|
|
|
|
|
||||
|
|
Notes (Callable 2/15/09 @ $103.75) |
|
(B , B2) |
|
02/15/14 |
|
7.500 |
|
233,750 |
|
||||
|
|
|
|
|
|
|
|
|
|
4,109,642 |
|
||||
|
|
|
|
|
|
|
|
|
|
|
|
||||
Industrial (1.6%) |
|
|
|
|
|
|
|
|
|
||||||
400 |
|
Altra Industrial Motion, Rule 144A, Secured |
|
|
|
|
|
|
|
|
|
||||
|
|
Notes (Callable 12/01/08 @ $104.50) |
|
(CCC+ , B3) |
|
12/01/11 |
|
9.000 |
|
394,000 |
|
||||
250 |
|
Amsted Industries, Inc., Rule 144A, Senior |
|
|
|
|
|
|
|
|
|
||||
|
|
Notes (Callable 10/15/07 @ $105.13) |
|
(B , B3) |
|
10/15/11 |
|
10.250 |
|
273,750 |
|
||||
600 |
|
Amtrol, Inc., Senior Subordinated Notes |
|
(CCC- , Caa3) |
|
12/31/06 |
|
10.625 |
|
522,000 |
|
||||
1,000 |
|
Coleman Cable, Inc., Senior Notes |
|
|
|
|
|
|
|
|
|
||||
|
|
(Callable 10/01/08 @ $104.94) |
|
(B- , B3) |
|
10/01/12 |
|
9.875 |
|
886,250 |
|
||||
650 |
|
Hawk Corp., Global Senior Notes (Callable |
|
|
|
|
|
|
|
|
|
||||
|
|
11/01/09 @ $104.38) |
|
(B , B2) |
|
11/01/14 |
|
8.750 |
|
659,750 |
|
||||
400 |
|
Polypore, Inc., Global Senior Subordinated |
|
|
|
|
|
|
|
|
|
||||
|
|
Notes (Callable 5/15/08 @ $104.38) |
|
(CCC+ , Caa1) |
|
05/15/12 |
|
8.750 |
|
354,000 |
|
||||
450 |
|
True Temper Sports, Inc., Global Company |
|
|
|
|
|
|
|
|
|
||||
|
|
Guaranteed Notes (Callable 3/15/08 @ $104.19) |
|
(CCC+ , Caa1) |
|
09/15/11 |
|
8.375 |
|
420,750 |
|
||||
|
|
|
|
|
|
|
|
|
|
3,510,500 |
|
||||
|
|
|
|
|
|
|
|
|
|
|
|
||||
Leisure (2.2%) |
|
|
|
|
|
|
|
|
|
||||||
730 |
|
Affinity Group Holding, Global Senior |
|
|
|
|
|
|
|
|
|
||||
|
|
Subordinated Notes (Callable 2/15/08 @ $105.44) |
|
(B- , Caa1) |
|
02/15/12 |
|
10.875 |
|
682,377 |
|
||||
250 |
|
Affinity Group, Inc., Global Senior |
|
|
|
|
|
|
|
|
|
||||
|
|
Subordinated Notes (Callable 2/15/08 @ $104.50) |
|
(B- , B3) |
|
02/15/12 |
|
9.000 |
|
251,250 |
|
||||
400 |
|
AMC Entertainment, Inc., Global Senior |
|
|
|
|
|
|
|
|
|
||||
|
|
Subordinated Notes (Callable 3/01/09 @ $104.00) |
|
(CCC+ , B3) |
|
03/01/14 |
|
8.000 |
|
354,000 |
|
||||
650 |
|
AMC Entertainment, Inc., Global Senior |
|
|
|
|
|
|
|
|
|
||||
|
|
Subordinated Notes (Callable 2/01/07 @ $104.94) |
|
(CCC+ , B3) |
|
02/01/12 |
|
9.875 |
|
628,875 |
|
||||
Par |
|
|
|
Ratings |
|
|
|
|
|
|
|
||||
(000) |
|
|
|
(S&P/Moodys) |
|
Maturity |
|
Rate% |
|
Value |
|
||||
DOMESTIC SECURITIES |
|
|
|
|
|
|
|
|
|
||||||
CORPORATE OBLIGATIONS |
|
|
|
|
|
|
|
|
|
||||||
Leisure |
|
|
|
|
|
|
|
|
|
||||||
$ |
350 |
|
Bally Total Fitness Holding Corp., Global |
|
|
|
|
|
|
|
|
|
|||
|
|
Senior Notes (Callable 7/15/07 @ $105.25) |
|
(CCC , Caa1) |
|
07/15/11 |
|
10.500 |
|
$ |
355,250 |
|
|||
500 |
|
Bluegreen Corp., Series B, Company |
|
|
|
|
|
|
|
|
|
||||
|
|
Guaranteed Notes (Callable 4/01/06 @ $100.00) |
|
(B- , B3) |
|
04/01/08 |
|
10.500 |
|
506,250 |
|
||||
400 |
|
Cinemark, Inc., Global Senior Discount Notes |
|
|
|
|
|
|
|
|
|
||||
|
|
(Callable 3/15/09 @ $104.88)+ |
|
(B- , Caa1) |
|
03/15/14 |
|
0.000 |
|
259,375 |
|
||||
250 |
|
Cinemark USA, Inc., Global Senior |
|
|
|
|
|
|
|
|
|
||||
|
|
Subordinated Notes (Callable 2/01/08 @ $104.50) |
|
(B- , B3) |
|
02/01/13 |
|
9.000 |
|
282,000 |
|
||||
350 |
|
Six Flags, Inc., Global Senior Notes (Callable |
|
|
|
|
|
|
|
|
|
||||
|
|
4/15/08 @ $104.88) |
|
(CCC , Caa1) |
|
04/15/13 |
|
9.750 |
|
346,500 |
|
||||
700 |
|
Six Flags, Inc., Global Senior Notes (Callable |
|
|
|
|
|
|
|
|
|
||||
|
|
6/01/09 @ $104.81) |
|
(CCC , Caa1) |
|
06/01/14 |
|
9.625 |
|
693,000 |
|
||||
500 |
|
Worldspan LP/WS Financing Corp., |
|
|
|
|
|
|
|
|
|
||||
|
|
Rule 144A, Senior Notes (Callable 8/15/06 @ $103.00)# |
|
(CCC+ , B3) |
|
02/15/11 |
|
10.040 |
|
442,500 |
|
||||
|
|
|
|
|
|
|
|
|
|
4,801,377 |
|
||||
|
|
|
|
|
|
|
|
|
|
|
|
||||
Lodging (0.6%) |
|
|
|
|
|
|
|
|
|
||||||
425 |
|
Felcor Lodging LP, Global Company |
|
|
|
|
|
|
|
|
|
||||
|
|
Guaranteed Notes |
|
(B- , B1) |
|
06/01/11 |
|
8.500 |
|
464,313 |
|
||||
600 |
|
Host Marriot LP, Series I, Global Company |
|
|
|
|
|
|
|
|
|
||||
|
|
Guaranteed Notes |
|
(B+ , Ba3) |
|
01/15/07 |
|
9.500 |
|
630,750 |
|
||||
200 |
|
San Pasqual Casino, Rule 144A, Private |
|
|
|
|
|
|
|
|
|
||||
|
|
Placement Notes (Callable 9/15/09 @ $104.00) |
|
(B+ , B2) |
|
09/15/13 |
|
8.000 |
|
202,250 |
|
||||
|
|
|
|
|
|
|
|
|
|
1,297,313 |
|
||||
|
|
|
|
|
|
|
|
|
|
|
|
||||
Metals & Mining (3.0%) |
|
|
|
|
|
|
|
|
|
||||||
250 |
|
AK Steel Corp., Company Guaranteed Notes |
|
|
|
|
|
|
|
|
|
||||
|
|
(Callable 2/15/06 @ $101.31) |
|
(B+ , B1) |
|
02/15/09 |
|
7.875 |
|
243,750 |
|
||||
450 |
|
AK Steel Corp., Global Company Guaranteed |
|
|
|
|
|
|
|
|
|
||||
|
|
Notes (Callable 6/15/07 @ $103.88) |
|
(B+ , B1) |
|
06/15/12 |
|
7.750 |
|
417,375 |
|
||||
900 |
|
Aleris International, Inc., Global Company |
|
|
|
|
|
|
|
|
|
||||
|
|
Guaranteed Notes (Callable 11/15/09 @ $104.50) |
|
(B- , NR) |
|
11/15/14 |
|
9.000 |
|
954,000 |
|
||||
500 |
|
Alpha Natural Resources, Company |
|
|
|
|
|
|
|
|
|
||||
|
|
Guaranteed Notes (Callable 6/01/08 @ $105.00) |
|
(CCC+ , B3) |
|
06/01/12 |
|
10.000 |
|
557,500 |
|
||||
500 |
|
American Rock Salt Co. LLC, Global Secured |
|
|
|
|
|
|
|
|
|
||||
|
|
Notes (Callable 3/15/09 @ $104.75) |
|
(B- , B3) |
|
03/15/14 |
|
9.500 |
|
511,250 |
|
||||
750 |
|
Edgen Acquisition Corp., Secured Notes |
|
|
|
|
|
|
|
|
|
||||
|
|
(Callable 2/01/08 @ $104.94) |
|
(B- , B3) |
|
02/01/11 |
|
9.875 |
|
757,500 |
|
||||
1,000 |
|
International Steel Group, Inc., Global Senior Notes |
|
(BB , Ba2) |
|
04/15/14 |
|
6.500 |
|
995,000 |
|
||||
259 |
|
Ispat Inland ULC, Global Secured Notes |
|
|
|
|
|
|
|
|
|
||||
|
|
(Callable 4/01/09 @ $104.88) |
|
(B , Ba1) |
|
04/01/14 |
|
9.750 |
|
301,735 |
|
||||
571 |
|
Metallurg, Inc., Series B, Company Guaranteed |
|
|
|
|
|
|
|
|
|
||||
|
|
Notes (Callable 12/01/05 @ $100.00) |
|
(NR , Caa2) |
|
12/01/07 |
|
11.000 |
|
573,353 |
|
||||
675 |
|
Southern Peru Copper Corp., Rule 144A, |
|
|
|
|
|
|
|
|
|
||||
|
|
Private Placement Notes |
|
(BBB- , Ba1) |
|
07/27/35 |
|
7.500 |
|
678,181 |
|
||||
250 |
|
WCI Steel, Inc., Series B, Senior NotesØ |
|
(NR , NR) |
|
12/01/04 |
|
10.000 |
|
135,000 |
|
||||
500 |
|
Wise Metals Group LLC, Global Secured |
|
|
|
|
|
|
|
|
|
||||
|
|
Notes (Callable 5/15/08 @ $105.13) |
|
(B- , B2) |
|
05/15/12 |
|
10.250 |
|
397,500 |
|
||||
|
|
|
|
|
|
|
|
|
|
6,522,144 |
|
||||
Par |
|
|
|
Ratings |
|
|
|
|
|
|
|
||||
(000) |
|
|
|
(S&P/Moodys) |
|
Maturity |
|
Rate% |
|
Value |
|
||||
DOMESTIC SECURITIES |
|
|
|
|
|
|
|
|
|
||||||
CORPORATE OBLIGATIONS |
|
|
|
|
|
|
|
|
|
||||||
Oil Equipment (0.1%) |
|
|
|
|
|
|
|
|
|
||||||
$ |
85 |
|
Parker Drilling Co., Series B, Company |
|
|
|
|
|
|
|
|
|
|||
|
|
Guaranteed Notes (Callable 11/21/05 @ $103.38) |
|
(B- , B2) |
|
11/15/09 |
|
10.125 |
|
$ |
88,506 |
|
|||
|
|
|
|
|
|
|
|
|
|
|
|
||||
Paper & Forest Products (3.0%) |
|
|
|
|
|
|
|
|
|
||||||
550 |
|
Appleton Papers, Inc., Series B, Global Senior |
|
|
|
|
|
|
|
|
|
||||
|
|
Subordinated Notes (Callable 6/15/09 @ $104.88) |
|
(B+ , B3) |
|
06/15/14 |
|
9.750 |
|
530,750 |
|
||||
434 |
|
Caraustar Industries, Inc., Global Company |
|
|
|
|
|
|
|
|
|
||||
|
|
Guaranteed Notes (Callable 4/01/06 @ $105.25) |
|
(B- , Caa1) |
|
04/01/11 |
|
9.875 |
|
431,830 |
|
||||
850 |
|
Cellu Tissue Holdings, Inc., Global Secured |
|
|
|
|
|
|
|
|
|
||||
|
|
Notes (Callable 3/15/07 @ $107.31) |
|
(B , B2) |
|
03/15/10 |
|
9.750 |
|
856,375 |
|
||||
1,875 |
|
Georgia-Pacific Corp., Global Company |
|
|
|
|
|
|
|
|
|
||||
|
|
Guaranteed Notes (Callable 2/01/08 @ $104.69) |
|
(BB+ , Ba2) |
|
02/01/13 |
|
9.375 |
|
2,100,000 |
|
||||
2,250 |
|
Newark Group, Inc., Global Senior |
|
|
|
|
|
|
|
|
|
||||
|
|
Subordinated Notes (Callable 3/15/09 @ $104.88) |
|
(B- , Caa1) |
|
03/15/14 |
|
9.750 |
|
2,013,750 |
|
||||
600 |
|
Stone Container Corp., Global Senior Notes |
|
|
|
|
|
|
|
|
|
||||
|
|
(Callable 7/01/07 @ $104.19) |
|
(B , B2) |
|
07/01/12 |
|
8.375 |
|
573,000 |
|
||||
|
|
|
|
|
|
|
|
|
|
6,505,705 |
|
||||
|
|
|
|
|
|
|
|
|
|
|
|
||||
Pharmaceuticals (0.3%) |
|
|
|
|
|
|
|
|
|
||||||
650 |
|
Athena Neuro Finance LLC, Company |
|
|
|
|
|
|
|
|
|
||||
|
|
Guaranteed Notes |
|
(B , B3) |
|
02/21/08 |
|
7.250 |
|
627,250 |
|
||||
|
|
|
|
|
|
|
|
|
|
|
|
||||
Publishing (2.3%) |
|
|
|
|
|
|
|
|
|
||||||
500 |
|
CBD Media Holdings LLC/CBD Holding |
|
|
|
|
|
|
|
|
|
||||
|
|
Finance, Inc., Global Senior Notes (Callable |
|
|
|
|
|
|
|
|
|
||||
|
|
7/15/08 @ $104.63) |
|
(CCC+ , Caa2) |
|
07/15/12 |
|
9.250 |
|
511,250 |
|
||||
200 |
|
Dex Media East LLC, Global Company |
|
|
|
|
|
|
|
|
|
||||
|
|
Guaranteed Notes (Callable 11/15/07 @ $106.06) |
|
(B , B2) |
|
11/15/12 |
|
12.125 |
|
235,000 |
|
||||
500 |
|
Dex Media, Inc., Global Discount Notes |
|
|
|
|
|
|
|
|
|
||||
|
|
(Callable 11/15/08 @ $104.25)+ |
|
(B , B3) |
|
11/15/13 |
|
0.000 |
|
396,250 |
|
||||
250 |
|
Dex Media, Inc., Global Notes (Callable |
|
|
|
|
|
|
|
|
|
||||
|
|
11/15/08 @ $104.00) |
|
(B , B3) |
|
11/15/13 |
|
8.000 |
|
258,125 |
|
||||
750 |
|
Haights Cross Operating Co., Global Company |
|
|
|
|
|
|
|
|
|
||||
|
|
Guaranteed Notes (Callable 8/15/08 @ $105.88) |
|
(CCC , Caa1) |
|
08/15/11 |
|
11.750 |
|
825,000 |
|
||||
250 |
|
Houghton Mifflin Co., Global Senior Discount |
|
|
|
|
|
|
|
|
|
||||
|
|
Notes (Callable 10/15/08 @ $105.75)+ |
|
(B- , Caa2) |
|
10/15/13 |
|
0.000 |
|
190,000 |
|
||||
300 |
|
Houghton Mifflin Co., Global Senior Notes |
|
|
|
|
|
|
|
|
|
||||
|
|
(Callable 2/01/07 @ $104.13) |
|
(B- , B3) |
|
02/01/11 |
|
8.250 |
|
311,250 |
|
||||
2,000 |
|
Premier Graphics, Inc., Company Guaranteed |
|
|
|
|
|
|
|
|
|
||||
|
|
Notes^Ø |
|
(NR , NR) |
|
12/01/05 |
|
11.500 |
|
0 |
|
||||
350 |
|
PRIMEDIA, Inc., Global Senior Notes |
|
|
|
|
|
|
|
|
|
||||
|
|
(Callable 5/15/08 @ $104.00) |
|
(B , B2) |
|
05/15/13 |
|
8.000 |
|
354,375 |
|
||||
300 |
|
Sheridan Group Acquisition Corp., Global |
|
|
|
|
|
|
|
|
|
||||
|
|
Secured Notes (Callable 8/15/07 @ $105.13) |
|
(B , B1) |
|
08/15/11 |
|
10.250 |
|
313,500 |
|
||||
1,500 |
|
WDAC Subsidiary Corp., Rule 144A, Senior |
|
|
|
|
|
|
|
|
|
||||
|
|
Notes (Callable 12/01/09 @ $104.19) |
|
(CCC+ , Caa1) |
|
12/01/14 |
|
8.375 |
|
1,458,750 |
|
||||
|
|
|
|
|
|
|
|
|
|
4,853,500 |
|
||||
|
|
|
|
|
|
|
|
|
|
|
|
||||
Restaurants (2.3%) |
|
|
|
|
|
|
|
|
|
||||||
500 |
|
Buffets, Inc., Global Senior Subordinated |
|
|
|
|
|
|
|
|
|
||||
|
|
Notes (Callable 7/15/06 @ $105.63) |
|
(CCC , B3) |
|
07/15/10 |
|
11.250 |
|
505,000 |
|
||||
Par |
|
|
|
Ratings |
|
|
|
|
|
|
|
||
(000) |
|
|
|
(S&P/Moodys) |
|
Maturity |
|
Rate% |
|
Value |
|
||
DOMESTIC SECURITIES |
|
|
|
|
|
|
|
|
|
||||
CORPORATE OBLIGATIONS |
|
|
|
|
|
|
|
|
|
||||
Restaurants |
|
|
|
|
|
|
|
|
|
|
|
||
$ |
150 |
|
Carrols Corp., Rule 144A, Senior Subordinated |
|
|
|
|
|
|
|
|
|
|
|
|
Notes (Callable 1/15/09 @ $104.50) |
|
(CCC- , B3) |
|
01/15/13 |
|
9.000 |
|
$ |
153,000 |
|
|
500 |
|
Dennys Corp./Dennys Holdings Corp., Global |
|
|
|
|
|
|
|
|
|
||
|
|
Company Guaranteed Notes (Callable |
|
|
|
|
|
|
|
|
|
||
|
|
10/01/08 @ $105.00) |
|
(CCC+ , Caa1) |
|
10/01/12 |
|
10.000 |
|
502,500 |
|
||
250 |
|
El Pollo Loco, Inc., Global Secured Notes |
|
|
|
|
|
|
|
|
|
||
|
|
(Callable 12/15/06 @ $104.63) |
|
(B- , B2) |
|
12/15/09 |
|
9.250 |
|
272,500 |
|
||
750 |
|
Friendly Ice Cream Corp., Global Senior Notes |
|
|
|
|
|
|
|
|
|
||
|
|
(Callable 6/15/08 @ $104.19) |
|
(B- , B2) |
|
06/15/12 |
|
8.375 |
|
712,500 |
|
||
400 |
|
OCharleys, Inc., Global Senior Subordinated |
|
|
|
|
|
|
|
|
|
||
|
|
Notes (Callable 11/01/08 @ $104.50) |
|
(B , Ba3) |
|
11/01/13 |
|
9.000 |
|
426,000 |
|
||
1,247 |
|
Romacorp, Inc., Senior Notes^ |
|
(NR , NR) |
|
12/31/08 |
|
10.500 |
|
623,700 |
|
||
850 |
|
Sbarro, Inc., Company Guaranteed Notes |
|
|
|
|
|
|
|
|
|
||
|
|
(Callable 11/21/05 @ $103.67) |
|
(CCC+ , Caa2) |
|
09/15/09 |
|
11.000 |
|
850,000 |
|
||
850 |
|
Uno Restaurant Corp., Rule 144A, Senior Notes |
|
|
|
|
|
|
|
|
|
||
|
|
(Callable 2/15/08 @ $110.00) |
|
(B- , B3) |
|
02/15/11 |
|
10.000 |
|
790,500 |
|
||
|
|
|
|
|
|
|
|
|
|
4,835,700 |
|
||
|
|
|
|
|
|
|
|
|
|
|
|
||
Retail - Food & Drug (1.5%) |
|
|
|
|
|
|
|
|
|
||||
575 |
|
Delhaize America, Inc., Global Company |
|
|
|
|
|
|
|
|
|
||
|
|
Guaranteed Notes |
|
(BB+ , Ba1) |
|
4/15/11 |
|
8.125 |
|
626,067 |
|
||
500 |
|
Duane Reade, Inc., Global Senior Subordinated |
|
|
|
|
|
|
|
|
|
||
|
|
Notes (Callable 8/01/08 @ $104.88) |
|
(CCC , Caa1) |
|
08/01/11 |
|
9.750 |
|
377,500 |
|
||
500 |
|
General Nutrition Center, Global Company |
|
|
|
|
|
|
|
|
|
||
|
|
Guaranteed Notes (Callable 1/15/08 @ $104.31) |
|
(B- , B3) |
|
01/15/11 |
|
8.625 |
|
482,500 |
|
||
700 |
|
Gregg Appliances, Inc., Rule 144A, Senior |
|
|
|
|
|
|
|
|
|
||
|
|
Notes (Callable 2/01/09 @ $104.50) |
|
(B , B2) |
|
02/01/13 |
|
9.000 |
|
661,500 |
|
||
750 |
|
Rite Aid Corp., Global Company Guaranteed |
|
|
|
|
|
|
|
|
|
||
|
|
Notes (Callable 1/15/10 @ $103.75) |
|
(B+ , B2) |
|
01/15/15 |
|
7.500 |
|
720,000 |
|
||
200 |
|
Roundys, Inc., Series B, Global Company |
|
|
|
|
|
|
|
|
|
||
|
|
Guaranteed Notes (Callable 6/15/07 @ $104.44) |
|
(B , B2) |
|
06/15/12 |
|
8.875 |
|
222,000 |
|
||
150 |
|
Stater Brothers Holdings, Inc., Global Senior |
|
|
|
|
|
|
|
|
|
||
|
|
Notes (Callable 6/15/08 @ $104.06) |
|
(BB- , B1) |
|
06/15/12 |
|
8.125 |
|
148,875 |
|
||
|
|
|
|
|
|
|
|
|
|
3,238,442 |
|
||
|
|
|
|
|
|
|
|
|
|
|
|
||
Retail Stores (2.9%) |
|
|
|
|
|
|
|
|
|
||||
400 |
|
Asbury Automotive Group Co., Global |
|
|
|
|
|
|
|
|
|
||
|
|
Company Guaranteed Notes (Callable 6/15/07 @ $104.50) |
|
(B , B3) |
|
06/15/12 |
|
9.000 |
|
404,000 |
|
||
500 |
|
Brookstone Company, Inc., Rule 144A, Secured |
|
|
|
|
|
|
|
|
|
||
|
|
Notes (Callable 10/15/09 @ $106.00) |
|
(B , B3) |
|
10/15/12 |
|
12.000 |
|
497,500 |
|
||
500 |
|
CSK Auto, Inc., Global Company Guaranteed |
|
|
|
|
|
|
|
|
|
||
|
|
Notes (Callable 1/15/09 @ $103.50) |
|
(B- , B2) |
|
01/15/14 |
|
7.000 |
|
470,000 |
|
||
500 |
|
Finlay Fine Jewelry Corp., Global Senior Notes |
|
|
|
|
|
|
|
|
|
||
|
|
(Callable 6/01/08 @ $104.19) |
|
(B+ , B2) |
|
06/01/12 |
|
8.375 |
|
425,625 |
|
||
703 |
|
Flooring America, Inc., Series B, Company |
|
|
|
|
|
|
|
|
|
||
|
|
Guaranteed Notes (Callable |
|
|
|
|
|
|
|
|
|
||
|
|
10/15/05 @ $100.00)^Ø |
|
(NR , NR) |
|
10/15/07 |
|
9.250 |
|
0 |
|
||
625 |
|
GSC Holdings Corp., Rule 144A, Company |
|
|
|
|
|
|
|
|
|
||
|
|
Guaranteed Notes (Callable 10/1/09 @ $104) |
|
(B+ , Ba3) |
|
10/01/12 |
|
8.000 |
|
625,000 |
|
||
500 |
|
Intcomex, Inc., Rule 144A, Secured Notes |
|
|
|
|
|
|
|
|
|
||
|
|
(Callable 1/15/07 @ $106.00) |
|
(B- , Caa1) |
|
01/15/11 |
|
11.750 |
|
500,000 |
|
||
875 |
|
JC Penney Co., Inc., Series MTNA, Notes |
|
(BB+ , Ba1) |
|
10/15/15 |
|
6.875 |
|
943,906 |
|
||
Par |
|
|
|
Ratings |
|
|
|
|
|
|
|
||
(000) |
|
|
|
(S&P/Moodys) |
|
Maturity |
|
Rate% |
|
Value |
|
||
DOMESTIC SECURITIES |
|
|
|
|
|
|
|
|
|
||||
CORPORATE OBLIGATIONS |
|
|
|
|
|
|
|
|
|
||||
Retail Stores |
|
|
|
|
|
|
|
|
|
||||
$ |
500 |
|
Nebraska Book Co., Inc., Global Senior |
|
|
|
|
|
|
|
|
|
|
|
|
Subordinated Notes (Callable 3/15/08 @ $104.31) |
|
(CCC+ , Caa1) |
|
03/15/12 |
|
8.625 |
|
$ |
472,500 |
|
|
520 |
|
Neiman Marcus Group, Inc., Rule 144A, Senior |
|
|
|
|
|
|
|
|
|
||
|
|
Subordinated Notes (Callable 10/15/10 @ |
|
|
|
|
|
|
|
|
|
||
|
|
$105.19) |
|
(B- , B3) |
|
10/15/15 |
|
10.375 |
|
520,000 |
|
||
1,000 |
|
Southern States Cooperative, Inc., Rule 144A, |
|
|
|
|
|
|
|
|
|
||
|
|
Senior Notes (Callable 11/01/07 @ $108.00) |
|
(B , B3) |
|
11/01/10 |
|
10.500 |
|
1,055,000 |
|
||
250 |
|
United Auto Group, Inc., Global Company |
|
|
|
|
|
|
|
|
|
||
|
|
Guaranteed Notes (Callable 3/15/07 @ $104.81) |
|
(B , B3) |
|
03/15/12 |
|
9.625 |
|
261,250 |
|
||
|
|
|
|
|
|
|
|
|
|
6,174,781 |
|
||
|
|
|
|
|
|
|
|
|
|
|
|
||
Satellite (0.6%) |
|
|
|
|
|
|
|
|
|
||||
750 |
|
Echostar DBS Corp., Global Company Guaranteed Notes |
|
(BB- , Ba3) |
|
10/01/14 |
|
6.625 |
|
746,250 |
|
||
295 |
|
Echostar DBS Corp., Global Senior Notes |
|
|
|
|
|
|
|
|
|
||
|
|
(Callable 1/15/06 @ $104.56) |
|
(BB- , Ba3) |
|
01/15/09 |
|
9.125 |
|
311,225 |
|
||
195 |
|
PanAmSat Corp., Global Company Guaranteed |
|
|
|
|
|
|
|
|
|
||
|
|
Notes (Callable 8/15/09 @ $104.50) |
|
(B+ , B1) |
|
08/15/14 |
|
9.000 |
|
206,700 |
|
||
|
|
|
|
|
|
|
|
|
|
1,264,175 |
|
||
|
|
|
|
|
|
|
|
|
|
|
|
||
Secondary Oil & Gas Producers (2.3%) |
|
|
|
|
|
|
|
|
|
||||
250 |
|
Belden & Blake Corp., Global Secured Notes |
|
|
|
|
|
|
|
|
|
||
|
|
(Callable 7/15/08 @ $104.38) |
|
(CCC+ , B3) |
|
07/15/12 |
|
8.750 |
|
262,500 |
|
||
950 |
|
Chesapeake Energy Corp., Senior Notes |
|
|
|
|
|
|
|
|
|
||
|
|
(Callable 7/15/10 @ $103.13) |
|
(BB- , Ba3) |
|
01/15/18 |
|
6.250 |
|
935,750 |
|
||
602 |
|
Chesapeake Energy Corp., Senior Notes |
|
|
|
|
|
|
|
|
|
||
|
|
(Callable 01/15/09 @ $103.44) |
|
(BB- , Ba3) |
|
01/15/16 |
|
6.875 |
|
620,060 |
|
||
900 |
|
Forest Oil Corp., Global Senior Notes |
|
(BB- , Ba3) |
|
06/15/08 |
|
8.000 |
|
959,625 |
|
||
300 |
|
Plains E&P Co., Series B, Global Senior |
|
|
|
|
|
|
|
|
|
||
|
|
Subordinated Notes (Callable 7/01/07 @ $104.38) |
|
(B+ , Ba3) |
|
07/01/12 |
|
8.750 |
|
325,500 |
|
||
550 |
|
Pogo Producing Co., Series B, Senior |
|
|
|
|
|
|
|
|
|
||
|
|
Subordinated Notes (Callable 4/15/06 @ |
|
|
|
|
|
|
|
|
|
||
|
|
$104.13) |
|
(BB , Ba3) |
|
04/15/11 |
|
8.250 |
|
580,250 |
|
||
200 |
|
Range Resources Corp., Global Company |
|
|
|
|
|
|
|
|
|
||
|
|
Guaranteed Notes (Callable 3/15/10 @ $103.19) |
|
(B , B3) |
|
03/15/15 |
|
6.375 |
|
202,500 |
|
||
700 |
|
Vintage Petroleum, Inc., Global Senior |
|
|
|
|
|
|
|
|
|
||
|
|
Subordinated Notes (Callable 5/15/06 @ |
|
|
|
|
|
|
|
|
|
||
|
|
$103.94) |
|
(B , B1) |
|
05/15/11 |
|
7.875 |
|
735,000 |
|
||
300 |
|
Whiting Petroleum Corp., Global Senior |
|
|
|
|
|
|
|
|
|
||
|
|
Subordinated Notes (Callable 5/01/08 @ |
|
|
|
|
|
|
|
|
|
||
|
|
$103.63) |
|
(B- , B2) |
|
05/01/12 |
|
7.250 |
|
306,750 |
|
||
|
|
|
|
|
|
|
|
|
|
4,927,935 |
|
||
|
|
|
|
|
|
|
|
|
|
|
|
||
Services (5.0%) |
|
|
|
|
|
|
|
|
|
||||
300 |
|
Advanstar Communications, Inc., Global Secured |
|
|
|
|
|
|
|
|
|
||
|
|
Notes (Callable 2/15/08 @ $105.38) |
|
(B- , B3) |
|
08/15/10 |
|
10.750 |
|
336,750 |
|
||
400 |
|
Allied Security Escrow Corp., Global Senior |
|
|
|
|
|
|
|
|
|
||
|
|
Subordinated Notes (Callable 7/15/08 @ |
|
|
|
|
|
|
|
|
|
||
|
|
$105.69) |
|
(B- , Caa1) |
|
07/15/11 |
|
11.375 |
|
399,000 |
|
||
750 |
|
American Color Graphics, Inc., Global Notes |
|
|
|
|
|
|
|
|
|
||
|
|
(Callable 6/15/07 @ $105.00) |
|
(CCC , Caa3) |
|
06/15/10 |
|
10.000 |
|
560,625 |
|
||
600 |
|
Brand Services, Inc., Global Company |
|
|
|
|
|
|
|
|
|
||
|
|
Guaranteed Notes (Callable 10/15/07 @ $106.00) |
|
(CCC+ , B3) |
|
10/15/12 |
|
12.000 |
|
639,000 |
|
||
Par |
|
|
|
Ratings |
|
|
|
|
|
|
|
||
(000) |
|
|
|
(S&P/Moodys) |
|
Maturity |
|
Rate% |
|
Value |
|
||
DOMESTIC SECURITIES |
|
|
|
|
|
|
|
|
|
||||
CORPORATE OBLIGATIONS |
|
|
|
|
|
|
|
|
|
||||
Services |
|
|
|
|
|
|
|
|
|
||||
$ |
750 |
|
Di Finance/Dyncorp International, Rule 144A, |
|
|
|
|
|
|
|
|
|
|
|
|
Senior Subordinated Notes (Callable 2/15/09 @ $104.75) |
|
(B- , Caa1) |
|
02/15/13 |
|
9.500 |
|
$ |
787,500 |
|
|
800 |
|
Hydrochem Industrial Services, Inc., Rule 144A, |
|
|
|
|
|
|
|
|
|
||
|
|
Senior Subordinated Notes (Callable 2/15/09 @ $104.63) |
|
(B- , Caa1) |
|
02/15/13 |
|
9.250 |
|
749,000 |
|
||
815 |
|
Integrated Electrical Services, Inc., Series C, |
|
|
|
|
|
|
|
|
|
||
|
|
Global Company Guaranteed Notes (Callable 2/01/07 @ $101.56) |
|
(CCC , Caa2) |
|
02/01/09 |
|
9.375 |
|
672,375 |
|
||
400 |
|
Intergrated Alarm Services Group, Inc., Rule 144A, Secured Notes (Callable 11/15/08 @ $106.00) |
|
(B- , B3) |
|
11/15/11 |
|
12.000 |
|
408,000 |
|
||
250 |
|
Iron Mountain, Inc., Company Guaranteed |
|
|
|
|
|
|
|
|
|
||
|
|
Notes (Callable 1/15/08 @ $103.88) |
|
(B , Caa1) |
|
01/15/15 |
|
7.750 |
|
255,000 |
|
||
350 |
|
Iron Mountain, Inc., Company Guaranteed |
|
|
|
|
|
|
|
|
|
||
|
|
Notes (Callable 4/01/06 @ $104.31) |
|
(B , Caa1) |
|
04/01/13 |
|
8.625 |
|
368,375 |
|
||
500 |
|
Knowledge Learning Corp., Inc., Rule 144A, |
|
|
|
|
|
|
|
|
|
||
|
|
Company Guaranteed Notes (Callable 2/01/10 @ $103.88) |
|
(B- , B3) |
|
02/01/15 |
|
7.750 |
|
492,500 |
|
||
815 |
|
La Petite Academy, Inc., Series B, Company |
|
|
|
|
|
|
|
|
|
||
|
|
Guaranteed Notes (Callable 5/15/06 @ $100.00) |
|
(CC , Ca) |
|
05/15/08 |
|
10.000 |
|
684,600 |
|
||
250 |
|
Language Line Holdings, Inc., Global Senior |
|
|
|
|
|
|
|
|
|
||
|
|
Subordinated Notes (Callable 6/15/08 @ $105.56) |
|
(CCC+ , Caa1) |
|
06/15/12 |
|
11.125 |
|
231,250 |
|
||
300 |
|
Mortons Restaurant Group, Inc., Global Secured |
|
|
|
|
|
|
|
|
|
||
|
|
Notes (Callable 7/01/07 @ $105.30) |
|
(B- , B2) |
|
07/01/10 |
|
7.500 |
|
298,500 |
|
||
300 |
|
Muzak LLC/Muzak Finance Corp., Global |
|
|
|
|
|
|
|
|
|
||
|
|
Senior Notes (Callable 2/15/06 @ $105.00) |
|
(CCC- , Caa2) |
|
02/15/09 |
|
10.000 |
|
252,000 |
|
||
400 |
|
National Beef Packing Co. LLC, Global Senior |
|
|
|
|
|
|
|
|
|
||
|
|
Notes (Callable 8/01/07 @ $105.25) |
|
(B- , B3) |
|
08/01/11 |
|
10.500 |
|
417,000 |
|
||
250 |
|
Quintiles Transnational Corp., Global Senior |
|
|
|
|
|
|
|
|
|
||
|
|
Subordinated Notes (Callable 10/01/08 @ $105.00) |
|
(B , B3) |
|
10/01/13 |
|
10.000 |
|
282,500 |
|
||
500 |
|
Rent-Way, Inc., Global Secured Notes |
|
(B- , B3) |
|
06/15/10 |
|
11.875 |
|
552,500 |
|
||
500 |
|
United Rentals North America, Inc., Global |
|
|
|
|
|
|
|
|
|
||
|
|
Senior Subordinated Notes (Callable 2/15/09 @ $103.50) |
|
(B+ , B2) |
|
02/15/14 |
|
7.000 |
|
466,250 |
|
||
425 |
|
United Rentals North America, Inc., Global |
|
|
|
|
|
|
|
|
|
||
|
|
Company Guaranteed Notes (Callable 2/15/08 @ $103.25) |
|
(BB- , B3) |
|
02/15/12 |
|
6.500 |
|
412,250 |
|
||
825 |
|
Williams Scotsman, Inc., Rule 144A, Senior |
|
|
|
|
|
|
|
|
|
||
|
|
Notes (Callable 10/1/10 @ $104.25) |
|
(B , B3) |
|
10/01/15 |
|
8.500 |
|
839,438 |
|
||
811 |
|
WMG Holdings Corp., Senior Discount Notes |
|
|
|
|
|
|
|
|
|
||
|
|
(Callable 12/15/09 @ $104.75)+ |
|
(B- , Caa2) |
|
12/15/14 |
|
0.000 |
|
571,755 |
|
||
|
|
|
|
|
|
|
|
|
|
10,676,168 |
|
||
|
|
|
|
|
|
|
|
|
|
|
|
||
Technology (2.7%) |
|
|
|
|
|
|
|
|
|
||||
500 |
|
Advanced Micro Devices, Inc., Global Senior |
|
|
|
|
|
|
|
|
|
||
|
|
Notes (Callable 11/01/08 @ $103.88) |
|
(B- , B3) |
|
11/01/12 |
|
7.750 |
|
515,000 |
|
||
900 |
|
Amkor Technology, Inc., Global Senior Notes |
|
|
|
|
|
|
|
|
|
||
|
|
(Callable 5/15/08 @ $103.88) |
|
(B- , B3) |
|
05/15/13 |
|
7.750 |
|
774,000 |
|
||
350 |
|
Amkor Technology, Inc., Global Senior Notes |
|
(B- , B3) |
|
02/15/08 |
|
9.250 |
|
329,875 |
|
||
159 |
|
Ampex Corp., Secured Notes^ |
|
(NR , NR) |
|
08/15/08 |
|
12.000 |
|
159,481 |
|
||
250 |
|
Itron, Inc., Global Senior Subordinated Notes |
|
|
|
|
|
|
|
|
|
||
|
|
(Callable 5/15/08 @ $103.88) |
|
(B , B2) |
|
05/15/12 |
|
7.750 |
|
260,000 |
|
||
Par |
|
|
|
Ratings |
|
|
|
|
|
|
|
||
(000) |
|
|
|
(S&P/Moodys) |
|
Maturity |
|
Rate% |
|
Value |
|
||
DOMESTIC SECURITIES |
|
|
|
|
|
|
|
|
|
||||
CORPORATE OBLIGATIONS |
|
|
|
|
|
|
|
|
|
||||
Technology |
|
|
|
|
|
|
|
|
|
||||
$ |
800 |
|
Sanmina-SCI Corp., Global Company |
|
|
|
|
|
|
|
|
|
|
|
|
Guaranteed Notes (Callable 1/15/07 @ $105.19) |
|
(BB- , Ba2) |
|
01/15/10 |
|
10.375 |
|
$ |
886,000 |
|
|
1,000 |
|
SunGard Data Systems, Inc., Rule 144A, Senior |
|
|
|
|
|
|
|
|
|
||
|
|
Subordinated Notes (Callable 8/15/10 @ $105.13) |
|
(B- , Caa1) |
|
08/15/15 |
|
10.250 |
|
1,017,500 |
|
||
600 |
|
Viasystems, Inc., Global Senior Subordinated |
|
|
|
|
|
|
|
|
|
||
|
|
Notes (Callable 1/15/08 @ $105.25) |
|
(CCC+ , Caa2) |
|
01/15/11 |
|
10.500 |
|
592,500 |
|
||
1,200 |
|
Xerox Corp., Senior Notes (Callable 6/15/08 @ |
|
|
|
|
|
|
|
|
|
||
|
|
$103.81) |
|
(BB- , Ba2) |
|
06/15/13 |
|
7.625 |
|
1,281,000 |
|
||
|
|
|
|
|
|
|
|
|
|
5,815,356 |
|
||
|
|
|
|
|
|
|
|
|
|
|
|
||
Textile/Apparel/Shoe Manufacturing (1.9%) |
|
|
|
|
|
|
|
|
|
||||
250 |
|
BGF Industries, Inc., Series B, Senior |
|
|
|
|
|
|
|
|
|
||
|
|
Subordinated Notes (Callable 1/15/06 @ $101.75) |
|
(CCC- , Ca) |
|
01/15/09 |
|
10.250 |
|
230,000 |
|
||
1,600 |
|
Levi Strauss & Co., Global Senior Notes |
|
|
|
|
|
|
|
|
|
||
|
|
(Callable 1/15/10 @ $104.88) |
|
(B- , Caa3) |
|
01/15/15 |
|
9.750 |
|
1,640,000 |
|
||
735 |
|
Levi Strauss & Co., Global Senior Notes |
|
|
|
|
|
|
|
|
|
||
|
|
(Callable 12/15/07 @ $106.13) |
|
(B- , Caa3) |
|
12/15/12 |
|
12.250 |
|
815,850 |
|
||
500 |
|
Levi Strauss & Co., Global Senior |
|
|
|
|
|
|
|
|
|
||
|
|
Unsubordinated Notes (Callable 4/01/07 @ $102.00)# |
|
(B- , Caa3) |
|
04/01/12 |
|
8.254 |
|
501,250 |
|
||
400 |
|
Phillips Van-Heusen Corp., Global Senior Notes |
|
|
|
|
|
|
|
|
|
||
|
|
(Callable 2/15/08 @ $103.63) |
|
(BB , B2) |
|
02/15/11 |
|
7.250 |
|
404,000 |
|
||
500 |
|
Propex Fabrics, Inc., Global Company |
|
|
|
|
|
|
|
|
|
||
|
|
Guaranteed Notes (Callable 12/01/08 @ $105.00) |
|
(B- , Caa1) |
|
12/01/12 |
|
10.000 |
|
463,750 |
|
||
|
|
|
|
|
|
|
|
|
|
4,054,850 |
|
||
|
|
|
|
|
|
|
|
|
|
|
|
||
Tower (0.6%) |
|
|
|
|
|
|
|
|
|
||||
800 |
|
American Tower Corp., Global Senior Notes |
|
|
|
|
|
|
|
|
|
||
|
|
(Callable 10/15/08 @ $103.56) |
|
(CCC+ , B3) |
|
10/15/12 |
|
7.125 |
|
840,000 |
|
||
587 |
|
SBA Telecommunications Corp., Global Senior |
|
|
|
|
|
|
|
|
|
||
|
|
Discount Notes (Callable 12/15/07 @ $104.88)+ |
|
(CCC- , B3) |
|
12/15/11 |
|
0.000 |
|
535,638 |
|
||
|
|
|
|
|
|
|
|
|
|
1,375,638 |
|
||
|
|
|
|
|
|
|
|
|
|
|
|
||
Transportation (0.3%) |
|
|
|
|
|
|
|
|
|
||||
300 |
|
H-Lines Finance Holding Corp., Rule 144A, |
|
|
|
|
|
|
|
|
|
||
|
|
Senior Discount Notes (Callable 4/01/08 @ $105.50)+ |
|
(CCC+ , Caa2) |
|
04/01/13 |
|
0.000 |
|
250,500 |
|
||
300 |
|
Horizon Lines LLC, Notes (Callable 11/01/08 |
|
|
|
|
|
|
|
|
|
||
|
|
@ $104.50) |
|
(B- , B3) |
|
11/01/12 |
|
9.000 |
|
322,875 |
|
||
|
|
|
|
|
|
|
|
|
|
573,375 |
|
||
|
|
|
|
|
|
|
|
|
|
|
|
||
Utilities (3.7%) |
|
|
|
|
|
|
|
|
|
||||
37 |
|
AES Corp., Senior Notes |
|
(B- , B1) |
|
06/01/09 |
|
9.500 |
|
39,968 |
|
||
400 |
|
AES Corp., Senior Notes |
|
(B- , B1) |
|
03/01/14 |
|
7.750 |
|
426,000 |
|
||
400 |
|
Allegheny Energy Supply Company LLC, Global |
|
|
|
|
|
|
|
|
|
||
|
|
Notes |
|
(B , Ba3) |
|
03/15/11 |
|
7.800 |
|
440,000 |
|
||
400 |
|
Aquila, Inc., Senior Notes |
|
(B- , B2) |
|
11/15/09 |
|
7.625 |
|
420,000 |
|
||
950 |
|
Calpine Corp., Rule 144A, Secured Notes |
|
|
|
|
|
|
|
|
|
||
|
|
(Callable 7/15/07 @ $104.25) |
|
(B- , NR) |
|
07/15/10 |
|
8.500 |
|
684,000 |
|
||
850 |
|
Calpine Corp., Rule 144A, Secured Notes |
|
|
|
|
|
|
|
|
|
||
|
|
(Callable 7/15/08 @ $104.38) |
|
(B- , NR) |
|
07/15/13 |
|
8.750 |
|
605,625 |
|
||
747 |
|
Calpine Corp., Senior Notes |
|
(CCC , Caa3) |
|
04/15/09 |
|
7.750 |
|
392,175 |
|
||
800 |
|
Calpine Generating Co., Global Secured Notes |
|
|
|
|
|
|
|
|
|
||
|
|
(Callable 4/01/08 @ $103.50)# |
|
(B- , B3) |
|
04/01/10 |
|
9.443 |
|
812,000 |
|
||
Par |
|
|
|
Ratings |
|
|
|
|
|
|
|
||
(000) |
|
|
|
(S&P/Moodys) |
|
Maturity |
|
Rate% |
|
Value |
|
||
DOMESTIC SECURITIES |
|
|
|
|
|
|
|
|
|
||||
CORPORATE OBLIGATIONS |
|
|
|
|
|
|
|
|
|
||||
Utilities |
|
|
|
|
|
|
|
|
|
||||
$ |
250 |
|
CMS Energy Corp., Global Senior Notes |
|
(B+ , B1) |
|
08/01/10 |
|
7.750 |
|
$ |
270,000 |
|
700 |
|
CMS Energy Corp., Senior Notes |
|
(B+ , B1) |
|
01/15/09 |
|
7.500 |
|
736,750 |
|
||
500 |
|
Edison Mission Energy, Global Senior Notes |
|
(B+ , B1) |
|
08/15/08 |
|
10.000 |
|
556,250 |
|
||
500 |
|
Edison Mission Energy, Senior Notes |
|
(B+ , B1) |
|
06/15/09 |
|
7.730 |
|
530,000 |
|
||
400 |
|
Midwest Generation LLC, Global Secured |
|
|
|
|
|
|
|
|
|
||
|
|
Notes (Callable 5/01/09 @ $104.38) |
|
(B , B1) |
|
05/01/34 |
|
8.750 |
|
447,500 |
|
||
500 |
|
Mirant Americas Generation LLC, Senior NotesØ |
|
(NR , NR) |
|
05/01/06 |
|
7.625 |
|
608,750 |
|
||
300 |
|
Mirant Corp., Rule 144A, Senior NotesØ |
|
(NR , NR) |
|
07/15/04 |
|
7.400 |
|
361,500 |
|
||
248 |
|
NRG Energy, Inc., Secured Notes (Callable |
|
|
|
|
|
|
|
|
|
||
|
|
12/15/08 @ $104.00) |
|
(B , B1) |
|
12/15/13 |
|
8.000 |
|
265,360 |
|
||
300 |
|
Sierra Pacific Resources, Global Senior Notes |
|
|
|
|
|
|
|
|
|
||
|
|
(Callable 3/15/09 @ $104.31) |
|
(B- , B2) |
|
03/15/14 |
|
8.625 |
|
332,175 |
|
||
|
|
|
|
|
|
|
|
|
|
7,928,053 |
|
||
|
|
|
|
|
|
|
|
|
|
|
|
||
Wireless (3.9%) |
|
|
|
|
|
|
|
|
|
||||
50 |
|
Airgate PCS, Inc., Rule 144A, Secured Notes |
|
|
|
|
|
|
|
|
|
||
|
|
(Callable 1/01/06 @ $104.69) |
|
(CCC , Caa1) |
|
09/01/09 |
|
9.375 |
|
52,750 |
|
||
350 |
|
Airgate PCS, Inc., Secured Notes (Callable |
|
|
|
|
|
|
|
|
|
||
|
|
1/01/06 @ $104.69) |
|
(CCC , Caa1) |
|
09/01/09 |
|
9.375 |
|
369,250 |
|
||
500 |
|
American Cellular Corp., Series B, Global Senior |
|
|
|
|
|
|
|
|
|
||
|
|
Notes (Callable 8/01/07 @ $105.00) |
|
(B- , Caa1) |
|
08/01/11 |
|
10.000 |
|
547,500 |
|
||
400 |
|
Centennial Cellular Operating Co./Centennial |
|
|
|
|
|
|
|
|
|
||
|
|
Communications Corp., Global Company |
|
|
|
|
|
|
|
|
|
||
|
|
Guaranteed Notes (Callable 6/15/08 @ $105.06) |
|
(CCC , B3) |
|
06/15/13 |
|
10.125 |
|
452,000 |
|
||
455 |
|
Dobson Cellular Systems, Secured Notes |
|
|
|
|
|
|
|
|
|
||
|
|
(Callable 11/01/08 @ $104.94) |
|
(CCC , B3) |
|
11/01/12 |
|
9.875 |
|
500,500 |
|
||
600 |
|
Dobson Communications Corp., Global Senior |
|
|
|
|
|
|
|
|
|
||
|
|
Notes (Callable 10/01/08 @ $104.44) |
|
(CCC , Ca) |
|
10/01/13 |
|
8.875 |
|
603,000 |
|
||
350 |
|
Horizon PCS, Inc., Global Company Guaranteed |
|
|
|
|
|
|
|
|
|
||
|
|
Notes (Callable 7/15/08 @ $105.69) |
|
(CCC , B3) |
|
07/15/12 |
|
11.375 |
|
404,250 |
|
||
250 |
|
IPCS, Inc., Global Senior Notes (Callable |
|
|
|
|
|
|
|
|
|
||
|
|
5/01/08 @ $105.75) |
|
(CCC , B3) |
|
05/01/12 |
|
11.500 |
|
290,000 |
|
||
250 |
|
IWO Holdings, Inc., Global Company |
|
|
|
|
|
|
|
|
|
||
|
|
Guaranteed
Notes (Callable 1/15/10 @ |
|
(CCC- , Caa2) |
|
01/15/15 |
|
0.000 |
|
176,875 |
|
||
350 |
|
Nextel Communications, Inc., Senior Notes |
|
|
|
|
|
|
|
|
|
||
|
|
(Callable 8/01/08 @ $103.69) |
|
(A- , Baa2) |
|
08/01/15 |
|
7.375 |
|
375,010 |
|
||
750 |
|
Nextel Partners, Inc., Global Senior Notes |
|
|
|
|
|
|
|
|
|
||
|
|
(Callable 7/01/07 @ $104.06) |
|
(BB- , Ba3) |
|
07/01/11 |
|
8.125 |
|
813,750 |
|
||
2,100 |
|
Rural Cellular Corp., Global Senior Subordinated |
|
|
|
|
|
|
|
|
|
||
|
|
Notes (Callable 1/15/06 @ $104.88) |
|
(CCC , Caa2) |
|
01/15/10 |
|
9.750 |
|
2,131,500 |
|
||
750 |
|
Triton PCS, Inc., Global Company Guaranteed |
|
|
|
|
|
|
|
|
|
||
|
|
Notes (Callable 6/01/08 @ $104.25) |
|
(CCC- , Caa1) |
|
06/01/13 |
|
8.500 |
|
718,125 |
|
||
400 |
|
U.S. Unwired, Inc., Series B, Global Secured |
|
|
|
|
|
|
|
|
|
||
|
|
Notes (Callable 6/15/08 @ $105.00) |
|
(CCC- , Caa1) |
|
06/15/12 |
|
10.000 |
|
462,000 |
|
||
500 |
|
Ubiquitel Operating Co., Global Senior Notes |
|
|
|
|
|
|
|
|
|
||
|
|
(Callable 3/01/07 @ $107.41) |
|
(CCC , Caa1) |
|
03/01/11 |
|
9.875 |
|
557,500 |
|
||
|
|
|
|
|
|
|
|
|
|
8,454,010 |
|
||
|
|
|
|
|
|
|
|
|
|
|
|
||
TOTAL CORPORATE OBLIGATIONS (Cost $196,161,267) |
|
|
|
|
|
|
|
189,247,088 |
|
||||
Number of |
|
|
|
|
|
|
|
|
|
|
|
|
Shares |
|
|
|
|
|
|
|
|
|
Value |
|
|
DOMESTIC SECURITIES |
|
|
|
|
|
|
|
|
|
|||
COMMON STOCKS (0.8%) |
|
|
|
|
|
|
|
|
|
|||
Broadcast/Outdoor (0.1%) |
|
|
|
|
|
|
|
|
|
|||
5,567 |
|
Equinix, Inc.* |
|
|
|
|
|
|
|
$ |
231,866 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Cable (0.0%) |
|
|
|
|
|
|
|
|
|
|||
69,987 |
|
Digitalglobe, Inc.^* |
|
|
|
|
|
|
|
69,987 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Chemicals (0.0%) |
|
|
|
|
|
|
|
|
|
|||
4,893 |
|
Huntsman Corp.* |
|
|
|
|
|
|
|
95,658 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Containers (0.0%) |
|
|
|
|
|
|
|
|
|
|||
20,689 |
|
Continental AFA Dispensing Co.^* |
|
|
|
|
|
|
|
37,240 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Food Processors/Beverage/Bottling (0.3%) |
|
|
|
|
|
|
|
|
|
|||
562 |
|
Crunch Equity Holdings LLC* |
|
|
|
|
|
|
|
609,770 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Healthcare Facilities/Supplies (0.0%) |
|
|
|
|
|
|
|
|
|
|||
232 |
|
Magellan Health Services, Inc.* |
|
|
|
|
|
|
|
8,155 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Industrial (0.1%) |
|
|
|
|
|
|
|
|
|
|||
36,000 |
|
Doskocil Manufacturing Co.^* |
|
|
|
|
|
|
|
126,000 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Retail Stores (0.1%) |
|
|
|
|
|
|
|
|
|
|||
18,064 |
|
Safelite Glass Corp., Class B^* |
|
|
|
|
|
|
|
90,320 |
|
|
1,219 |
|
Safelite Realty Corp.^* |
|
|
|
|
|
|
|
12,190 |
|
|
|
|
|
|
|
|
|
|
|
|
102,510 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Services (0.2%) |
|
|
|
|
|
|
|
|
|
|||
21,306 |
|
Cenveo, Inc.* |
|
|
|
|
|
|
|
220,943 |
|
|
10,652 |
|
Cenveo, Inc., Rule 144A* |
|
|
|
|
|
|
|
110,461 |
|
|
|
|
|
|
|
|
|
|
|
|
331,404 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
TOTAL COMMON STOCKS (Cost $1,455,295) |
|
|
|
|
|
|
|
1,612,590 |
|
|||
|
|
|
|
|
|
|
|
|
|
|
|
|
PREFERRED STOCKS (0.2%) |
|
|
|
|
|
|
|
|
|
|||
Cable (0.0%) |
|
|
|
|
|
|
|
|
|
|||
7,500 |
|
Adelphia Communications Corp., 13% |
|
|
|
|
|
|
|
|
|
|
|
|
cumulative exchangeable Series B (Callable 11/21/05 @ $103.25)* |
|
|
|
|
|
|
|
3,375 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Wireless (0.2%) |
|
|
|
|
|
|
|
|
|
|||
426 |
|
Rural Cellular Corp., Series B, 11.375% Senior |
|
|
|
|
|
|
|
|
|
|
|
|
Exchangeable
(Callable 5/15/06 |
|
|
|
|
|
|
|
531,435 |
|
|
|
|
|
|
|
|
|
|
|
|
531,435 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
TOTAL PREFERRED STOCKS (Cost $1,082,079) |
|
|
|
|
|
|
|
534,810 |
|
|||
|
|
|
|
|
|
|
|
|
|
|
|
|
WARRANTS (0.0%) |
|
|
|
|
|
|
|
|
|
|||
Aerospace (0.0%) |
|
|
|
|
|
|
|
|
|
|||
800 |
|
Decrane Aircraft Holdings, Rule 144A, strike |
|
|
|
|
|
|
|
|
|
|
|
|
price $35.65, expires 9/30/08^* |
|
|
|
|
|
|
|
8 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Broadband (0.0%) |
|
|
|
|
|
|
|
|
|
|||
400 |
|
Colt Telecom Group Plc, strike price $75.63, |
|
|
|
|
|
|
|
|
|
|
|
|
expires 12/31/06* |
|
|
|
|
|
|
|
7,398 |
|
|
Number of |
|
|
|
|
|
|
|
|
|
|
|
|
Shares |
|
|
|
|
|
|
|
|
|
Value |
|
|
DOMESTIC SECURITIES |
|
|
|
|
|
|
|
|
|
|||
WARRANTS |
|
|
|
|
|
|
|
|
|
|||
Building Products (0.0%) |
|
|
|
|
|
|
|
|
|
|||
1,250 |
|
Dayton Superior Corp., Rule 144A, strike price |
|
|
|
|
|
|
|
|
|
|
|
|
$0.01, expires 6/15/09* |
|
|
|
|
|
|
|
$ |
13 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Cable (0.0%) |
|
|
|
|
|
|
|
|
|
|||
4 |
|
NTL, Inc., Series A, stirke price $262.93, |
|
|
|
|
|
|
|
|
|
|
|
|
expires 1/13/11* |
|
|
|
|
|
|
|
2 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Competitive Local Exchange Carrier (0.0%) |
|
|
|
|
|
|
|
|
|
|||
6,290 |
|
Loral Space & Communications, strike price |
|
|
|
|
|
|
|
|
|
|
|
|
$23.70, expires 12/27/06* |
|
|
|
|
|
|
|
47 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Containers (0.0%) |
|
|
|
|
|
|
|
|
|
|||
747 |
|
Pliant Corp., Rule 144A, strike price $0.01, |
|
|
|
|
|
|
|
|
|
|
|
|
expires 6/01/10^* |
|
|
|
|
|
|
|
93 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Gaming (0.0%) |
|
|
|
|
|
|
|
|
|
|||
3,000 |
|
Mikohn Gaming Corp., strike price $7.70, |
|
|
|
|
|
|
|
|
|
|
|
|
expires 8/15/08* |
|
|
|
|
|
|
|
180 |
|
|
100 |
|
Windsor Woodmont Black Hawk, strike price |
|
|
|
|
|
|
|
|
|
|
|
|
$0.01, expires 3/15/10^* |
|
|
|
|
|
|
|
0 |
|
|
|
|
|
|
|
|
|
|
|
|
180 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Retail Stores (0.0%) |
|
|
|
|
|
|
|
|
|
|||
44,271 |
|
Safelite Glass Corp., Class A, strike price $0.01, |
|
|
|
|
|
|
|
|
|
|
|
|
expires 9/29/06^* |
|
|
|
|
|
|
|
443 |
|
|
29,514 |
|
Safelite Glass Corp., Class B, strike price $0.01, |
|
|
|
|
|
|
|
|
|
|
|
|
expires 9/29/07^* |
|
|
|
|
|
|
|
295 |
|
|
|
|
|
|
|
|
|
|
|
|
738 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Satellite (0.0%) |
|
|
|
|
|
|
|
|
|
|||
250 |
|
Pegasus Communications Corp., strike price |
|
|
|
|
|
|
|
|
|
|
|
|
$75.00, expires 1/01/07^* |
|
|
|
|
|
|
|
0 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Textile/Apparel/Shoe Manufacturing (0.0%) |
|
|
|
|
|
|
|
|
|
|||
117 |
|
AGY Holding Corp., strike price $0.01, |
|
|
|
|
|
|
|
|
|
|
|
|
expires 1/01/10^* |
|
|
|
|
|
|
|
293 |
|
|
TOTAL WARRANTS (Cost $86,125) |
|
|
|
|
|
|
|
8,772 |
|
|||
|
|
|
|
|
|
|
|
|
|
|
|
|
TOTAL DOMESTIC SECURITIES (Cost $198,784,766) |
|
|
|
|
|
|
|
191,403,260 |
|
|||
Par |
|
|
|
Ratings |
|
|
|
|
|
|
|
|
(000) |
|
|
|
(S&P/Moodys) |
|
Maturity |
|
Rate% |
|
|
|
|
FOREIGN SECURITIES (7.9%) |
|
|
|
|
|
|
|
|
|
|||
CORPORATE OBLIGATIONS (7.6%) |
|
|
|
|
|
|
|
|
|
|||
Automobile Manufacturing/Vehicle Parts (0.1%) |
|
|
|
|
|
|
|
|
|
|||
$ |
250 |
|
Bombardier Recreational Products, Inc., Global |
|
|
|
|
|
|
|
|
|
|
|
Senior Subordinated Notes (Callable |
|
|
|
|
|
|
|
|
|
|
|
|
12/15/08 @ $104.19) (Canada) |
|
(B- , B3) |
|
12/15/13 |
|
8.375 |
|
263,125 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Broadband (0.3%) |
|
|
|
|
|
|
|
|
|
|||
750 |
|
Global Crossing Finance Plc, Rule 144A, |
|
|
|
|
|
|
|
|
|
|
|
|
Company Guaranteed Notes (Callable 12/15/09 @ $105.38) (United Kingdom) |
|
(B- , Caa1) |
|
12/15/14 |
|
10.750 |
|
665,625 |
|
|
Par |
|
|
|
Ratings |
|
|
|
|
|
|
|
||
(000) |
|
|
|
(S&P/Moodys) |
|
Maturity |
|
Rate% |
|
Value |
|
||
FOREIGN SECURITIES |
|
|
|
|
|
|
|
|
|
||||
CORPORATE OBLIGATIONS |
|
|
|
|
|
|
|
|
|
||||
Broadcast/Outdoor (0.1%) |
|
|
|
|
|
|
|
|
|
||||
$ |
150 |
|
Corus Entertainment, Inc., Global Senior |
|
|
|
|
|
|
|
|
|
|
|
|
Subordinated Notes (Callable 3/01/07 @ |
|
|
|
|
|
|
|
|
|
||
|
|
$104.38) (Canada) |
|
(B+ , B1) |
|
03/01/12 |
|
8.750 |
|
$ |
161,437 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
||
Building Products (0.4%) |
|
|
|
|
|
|
|
|
|
||||
750 |
|
MAAX Corp., Global Senior Subordinated Notes |
|
|
|
|
|
|
|
|
|
||
|
|
(Callable 6/15/08 @ $104.88) (Canada) |
|
(CCC+ , B3) |
|
06/15/12 |
|
9.750 |
|
656,250 |
|
||
500 |
|
MAAX Holdings, Inc., Rule 144A, Senior |
|
|
|
|
|
|
|
|
|
||
|
|
Discount Notes (Callable 12/15/08 @ $105.63) (Canada)+ |
|
(CCC+ , Caa1) |
|
12/15/12 |
|
0.000 |
|
212,500 |
|
||
|
|
|
|
|
|
|
|
|
|
868,750 |
|
||
|
|
|
|
|
|
|
|
|
|
|
|
||
Cable (0.8%) |
|
|
|
|
|
|
|
|
|
||||
4,600 |
|
Australis Holdings Pty. Ltd., Yankee Senior |
|
|
|
|
|
|
|
|
|
||
|
|
Discount Notes (Australia)^Ø |
|
(NR , NR) |
|
11/01/02 |
|
15.000 |
|
92,000 |
|
||
400 |
|
Kabel Deutschland GmbH, Rule 144A, Company |
|
|
|
|
|
|
|
|
|
||
|
|
Guaranteed (Callable 7/01/09 @ $105.31) (Germany) |
|
(B- , B2) |
|
07/01/14 |
|
10.625 |
|
555,000 |
|
||
600 |
|
Telenet Group Holding NV, Rule 144A, |
|
|
|
|
|
|
|
|
|
||
|
|
Discount Notes (Callable 12/15/08 @ $105.75) (Belgium)+ |
|
(CCC+ , Caa2) |
|
06/15/14 |
|
0.000 |
|
493,500 |
|
||
600 |
|
Videotron LTEE, Global Company Guaranteed |
|
|
|
|
|
|
|
|
|
||
|
|
Notes (Callable 1/15/09 @ $103.44) (Canada) |
|
(B+ , Ba3) |
|
01/15/14 |
|
6.875 |
|
618,750 |
|
||
|
|
|
|
|
|
|
|
|
|
1,759,250 |
|
||
|
|
|
|
|
|
|
|
|
|
|
|
||
Chemicals (0.3%) |
|
|
|
|
|
|
|
|
|
||||
600 |
|
Rhodia SA, Global Senior Notes (France) |
|
(CCC+ , B3) |
|
06/01/10 |
|
10.250 |
|
584,375 |
|
||
|
|
|
|
|
|
|
|
|
|
|
|
||
Containers (0.4%) |
|
|
|
|
|
|
|
|
|
||||
795 |
|
Crown Euro Holdings SA, Global Secured |
|
|
|
|
|
|
|
|
|
||
|
|
Notes (Callable 3/01/07 @ $104.75) (France) |
|
(B+ , B1) |
|
03/01/11 |
|
9.500 |
|
874,500 |
|
||
|
|
|
|
|
|
|
|
|
|
|
|
||
Industrial (0.0%) |
|
|
|
|
|
|
|
|
|
||||
924 |
|
International Utility Structures, Inc., |
|
|
|
|
|
|
|
|
|
||
|
|
Subordinated Notes (Callable 2/01/06 @ $100.00) (Canada)^Ø |
|
(NR , NR) |
|
02/01/08 |
|
13.000 |
|
0 |
|
||
800 |
|
International Utility Structures, Inc., Yankee |
|
|
|
|
|
|
|
|
|
||
|
|
Senior Subordinated Notes (Callable 2/01/06 @ $100.00)(Canada)^Ø |
|
(NR , NR) |
|
02/01/08 |
|
10.750 |
|
0 |
|
||
|
|
|
|
|
|
|
|
|
|
0 |
|
||
Leisure (0.5%) |
|
|
|
|
|
|
|
|
|
||||
250 |
|
Intrawest Corp., Global Senior Notes (Callable |
|
|
|
|
|
|
|
|
|
||
|
|
10/15/08 @ $103.75) (Canada) |
|
(B+ , B1) |
|
10/15/13 |
|
7.500 |
|
257,188 |
|
||
750 |
|
NCL Corp., Rule 144A, Senior Notes (Callable |
|
|
|
|
|
|
|
|
|
||
|
|
7/15/09 @ $105.31) (Bermuda) |
|
(B+ , B2) |
|
07/15/14 |
|
10.625 |
|
795,000 |
|
||
|
|
|
|
|
|
|
|
|
|
1,052,188 |
|
||
|
|
|
|
|
|
|
|
|
|
|
|
||
Metals & Mining (0.1%) |
|
|
|
|
|
|
|
|
|
||||
250 |
|
Gerdau Ameristeel Corp., Global Senior Notes |
|
|
|
|
|
|
|
|
|
||
|
|
(Callable 7/15/07 @ $105.38) (Canada) |
|
(BB- , Ba3) |
|
07/15/11 |
|
10.375 |
|
279,375 |
|
||
|
|
|
|
|
|
|
|
|
|
|
|
||
Paper & Forest Products (1.8%) |
|
|
|
|
|
|
|
|
|
||||
250 |
|
Abitibi-Consolidated, Inc., Global Notes (Canada) |
|
(BB- , Ba3) |
|
06/15/11 |
|
7.750 |
|
247,250 |
|
||
Par |
|
|
|
Ratings |
|
|
|
|
|
|
|
||
(000) |
|
|
|
(S&P/Moodys) |
|
Maturity |
|
Rate% |
|
Value |
|
||
FOREIGN SECURITIES |
|
|
|
|
|
|
|
|
|
||||
CORPORATE OBLIGATIONS |
|
|
|
|
|
|
|
|
|
||||
Paper & Forest Products |
|
|
|
|
|
|
|
|
|
||||
$ |
250 |
|
Ainsworth Lumber Co. Ltd., Global Company |
|
|
|
|
|
|
|
|
|
|
|
|
Guaranteed Notes (Callable 10/01/08 @ |
|
|
|
|
|
|
|
|
|
||
|
|
$103.63) (Canada) |
|
(B+ , B2) |
|
10/01/12 |
|
7.250 |
|
$ |
236,250 |
|
|
750 |
|
Fraser Papers, Inc., Rule 144A, Company |
|
|
|
|
|
|
|
|
|
||
|
|
Guaranteed Notes (Callable 3/15/10 @ |
|
|
|
|
|
|
|
|
|
||
|
|
$104.38) (Canada) |
|
(B , B3) |
|
03/15/15 |
|
8.750 |
|
663,750 |
|
||
500 |
|
JSG Funding plc, Global Senior Notes (Callable |
|
|
|
|
|
|
|
|
|
||
|
|
10/01/07 @ $104.81) (Ireland) |
|
(B- , B3) |
|
10/01/12 |
|
9.625 |
|
505,000 |
|
||
1,750 |
|
JSG Funding plc, Senior Subordinated Notes |
|
|
|
|
|
|
|
|
|
||
|
|
(Callable 1/31/10 @ $103.88) (Ireland) |
|
(B- , Caa1) |
|
04/01/15 |
|
7.750 |
|
1,496,250 |
|
||
250 |
|
Norkse Skog Ltd., Global Senior Notes (Callable |
|
|
|
|
|
|
|
|
|
||
|
|
3/01/09 @ $103.69) (Canada) |
|
(BB- , Ba3) |
|
03/01/14 |
|
7.375 |
|
238,750 |
|
||
250 |
|
Tembec Industries, Inc., Global Company |
|
|
|
|
|
|
|
|
|
||
|
|
Guaranteed Notes (Canada) |
|
(B , B3) |
|
03/15/12 |
|
7.750 |
|
160,000 |
|
||
400 |
|
Tembec Industries, Inc., Yankee Company |
|
|
|
|
|
|
|
|
|
||
|
|
Guaranteed Notes (Canada) |
|
(B , B3) |
|
06/30/09 |
|
8.625 |
|
274,000 |
|
||
|
|
|
|
|
|
|
|
|
|
3,821,250 |
|
||
|
|
|
|
|
|
|
|
|
|
|
|
||
Pharmaceuticals (0.2%) |
|
|
|
|
|
|
|
|
|
||||
400 |
|
Biovail Corp., Yankee Senior Subordinated |
|
|
|
|
|
|
|
|
|
||
|
|
Notes (Callable 4/01/06 @ $103.94) |
|
|
|
|
|
|
|
|
|
||
|
|
(Canada) |
|
(BB- , B2) |
|
4/1/10 |
|
7.875 |
|
417,000 |
|
||
|
|
|
|
|
|
|
|
|
|
|
|
||
Retail - Food & Drug (0.3%) |
|
|
|
|
|
|
|
|
|
||||
700 |
|
Jean Coutu Group (PJC), Inc., Global Senior |
|
|
|
|
|
|
|
|
|
||
|
|
Subordinated Notes (Callable 8/01/09 @ |
|
|
|
|
|
|
|
|
|
||
|
|
$104.25) (Canada) |
|
(B , B3) |
|
08/01/14 |
|
8.500 |
|
700,000 |
|
||
|
|
|
|
|
|
|
|
|
|
|
|
||
Satellite (0.3%) |
|
|
|
|
|
|
|
|
|
||||
600 |
|
Intelsat Bermuda Ltd., Rule 144A, Senior Notes |
|
|
|
|
|
|
|
|
|
||
|
|
(Callable 1/15/09 @ $104.13) (Bermuda) |
|
(B+ , B2) |
|
01/15/13 |
|
8.250 |
|
606,750 |
|
||
|
|
|
|
|
|
|
|
|
|
|
|
||
Technology (0.7%) |
|
|
|
|
|
|
|
|
|
||||
300 |
|
Celestica, Inc., Senior Subordinated Notes |
|
|
|
|
|
|
|
|
|
||
|
|
(Callable 7/01/08 @ $103.94) (Canada) |
|
(B , B2) |
|
07/01/11 |
|
7.875 |
|
538,125 |
|
||
250 |
|
Danka Business Systems Plc, Global Senior |
|
|
|
|
|
|
|
|
|
||
|
|
Notes (Callable 6/15/07 @ $105.50) (United Kingdom) |
|
(B , B3) |
|
06/15/10 |
|
11.000 |
|
188,000 |
|
||
650 |
|
Flextronics International Ltd., Global Senior |
|
|
|
|
|
|
|
|
|
||
|
|
Subordinated Notes (Callable 11/15/09 @ |
|
|
|
|
|
|
|
|
|
||
|
|
$103.13) (Singapore) |
|
(BB- , Ba2) |
|
11/15/14 |
|
6.250 |
|
425,000 |
|
||
400 |
|
Magnachip Semiconductor, Senior Subordinated |
|
|
|
|
|
|
|
|
|
||
|
|
Notes (Callable 12/15/09 @ $104.00) |
|
|
|
|
|
|
|
|
|
||
|
|
(South Korea) |
|
(B- , B2) |
|
12/15/14 |
|
8.000 |
|
370,000 |
|
||
|
|
|
|
|
|
|
|
|
|
1,521,125 |
|
||
|
|
|
|
|
|
|
|
|
|
|
|
||
Transportation (1.1%) |
|
|
|
|
|
|
|
|
|
||||
700 |
|
Sea Containers Ltd., Series B, Yankee Senior |
|
|
|
|
|
|
|
|
|
||
|
|
Notes (Bermuda) |
|
(B , B3) |
|
02/15/08 |
|
7.875 |
|
687,750 |
|
||
750 |
|
Ship Finance International Ltd., Global Senior |
|
|
|
|
|
|
|
|
|
||
|
|
Notes (Callable 12/15/08 @ $104.25) (Bermuda) |
|
(B , B1) |
|
12/15/13 |
|
8.500 |
|
1,321,312 |
|
||
250 |
|
Stena AB, Global Senior Notes (Callable |
|
|
|
|
|
|
|
|
|
||
|
|
12/01/09 @ $103.50) (Sweden) |
|
(BB- , Ba3) |
|
12/01/16 |
|
7.000 |
|
232,500 |
|
||
Par |
|
|
|
Ratings |
|
|
|
|
|
|
|
||
(000) |
|
|
|
(S&P/Moodys) |
|
Maturity |
|
Rate% |
|
Value |
|
||
FOREIGN SECURITIES |
|
|
|
|
|
|
|
|
|
||||
CORPORATE OBLIGATIONS |
|
|
|
|
|
|
|
|
|
||||
Transportation |
|
|
|
|
|
|
|
|
|
||||
$ |
150 |
|
Titan Petrochemicals Group Ltd., Rule 144A, |
|
|
|
|
|
|
|
|
|
|
|
|
Company Guaranteed Notes (Bermuda) |
|
(B+ , B1) |
|
03/18/12 |
|
8.500 |
|
$ |
145,125 |
|
|
|
|
|
|
|
|
|
|
|
|
2,386,687 |
|
||
|
|
|
|
|
|
|
|
|
|
|
|
||
Wireless (0.2%) |
|
|
|
|
|
|
|
|
|
||||
500 |
|
Millicom International Cellular S.A., Global |
|
|
|
|
|
|
|
|
|
||
|
|
Senior Notes (Callable 12/01/08 @ $105.00) |
|
|
|
|
|
|
|
|
|
||
|
|
(Luxembourg) |
|
(B- , B3) |
|
12/01/13 |
|
10.000 |
|
518,750 |
|
||
|
|
|
|
|
|
|
|
|
|
|
|
||
TOTAL FOREIGN CORPORATE OBLIGATIONS |
|
|
|
|
|
|
16,480,187 |
|
|||||
|
|
|
|
|
|
|
|
|
|
|
|
||
GOVERNMENT OBLIGATION (0.3%) |
|
|
|
|
|
|
|
|
|
||||
Argentina (0.3%) |
|
|
|
|
|
|
|
|
|
||||
1,193 |
|
Republic of Argentina, Notes |
|
|
|
|
|
|
|
|
|
||
|
|
(Cost $373,600) |
|
(B- , NR) |
|
12/31/33 |
|
5.830 |
|
535,660 |
|
||
|
|
|
|
|
|
|
|
|
|
|
|
||
TOTAL FOREIGN SECURITIES (Cost $20,235,118) |
|
|
|
|
|
|
|
17,015,847 |
|
||||
|
|
|
|
|
|
|
|
|
|
|
|
||
SHORT - TERM INVESTMENT (1.1%) |
|
|
|
|
|
|
|
|
|
||||
2,388,000 |
|
Wells Fargo Bank, overnight deposit |
|
|
|
10/03/05 |
|
3.300 |
|
2,388,000 |
|
||
|
|
|
|
|
|
|
|
|
|
|
|
||
|
|
TOTAL INVESTMENTS (98.2%) |
|
|
|
|
|
|
|
210,807,107 |
|
||
|
|
|
|
|
|
|
|
|
|
|
|
||
ASSETS IN EXCESS OF OTHER LIABILITIES (1.8%) |
|
|
|
|
|
|
3,839,326 |
|
|||||
|
|
|
|
|
|
|
|
|
|
|
|
||
NET ASSETS (100%) |
|
|
|
|
|
|
|
|
|
||||
|
|
Applicable to $49,895,588 issued and outstanding $.001 par value shares |
|
|
|
|
|
|
|
|
|
||
|
|
(authorized 100,000,000 shares) |
|
|
|
|
|
|
|
$ |
214,646,433 |
|
|
INVESTMENT ABBREVIATIONS |
|
|
|
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 September 30, 2005, these securities amounted to a value of $37,422,981 or 17.4% of net assests. |
^ |
|
Not readily marketable security; security is valued at fair value as determined in good faith by, or under the direction of, the Board of Directors. |
# |
|
Floating Rate - The interest rate changes on these instruments based upon a designated base rate. The rates shown are those in effect at September 30, 2005. |
+ |
|
Step Bond - The interest rate stated is the rate as of September 30, 2005. |
Ø |
|
Security in default. |
* |
|
Non-income producing security. |
» |
|
Payment-in-kind preferred stock. Market value includes accrued dividend. |
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.
Federal Income Tax Cost - At September 30, 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 $221,407,884, 7,370,161, (17,970,938), and $(10,600,777), 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/Steven Plump |
|
|
|
|
Name: |
Steven Plump |
|
|
|
Title: |
Chief Executive Officer |
|
|
|
Date: |
November 29, 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/Steven Plump |
|
|
||
|
Name: |
Steven Plump |
|
||
|
Title: |
Chief Executive Officer |
|
||
|
Date: |
November 29, 2005 |
|
||
|
|
|
|
||
|
/s/Michael A. Pignataro |
|
|
||
|
Name: |
Michael A. Pignataro |
|
||
|
Title: |
Chief Financial Officer |
|
||
|
Date: |
November 29, 2005 |
|
||