Edgar Filing: CREDIT SUISSE HIGH YIELD BOND FUND

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		811-08777

CREDIT SUISSE HIGH YIELD BOND FUND
(Exact name of registrant as specified in charter)

c/o Credit Suisse Asset Management, LLC One Madison Avenue New York, New York				10010
(Address of principal executive offices)				(Zip code)

John G. Popp One Madison Avenue New York, New York 10010
(Name and address of agent for service)

Registrant’s telephone number, including area code:			(212) 325-2000

Date of fiscal year end:	October 31st

Date of reporting period:	November 1, 2012 to January 31, 2013

Item 1: Schedule of Investments

Credit Suisse High Yield Bond Fund

Schedule of Investments

January 31, 2013 (unaudited)

Par (000)			Ratings† (S&P/Moody’s)	Maturity	Rate%	Value

CORPORATE BONDS (115.3%)
Aerospace & Defense (0.6%)
$	1,467	Ducommun, Inc., Global Company Guaranteed Notes (Callable 07/15/15 @ 104.88)	(B-, B3)	07/15/18	9.750	$	1,617,368

Airlines (0.3%)
750		Continental Airlines 2012-3 Class C Pass Thru Certificates‡	(B+, B1)	04/29/18	6.125	746,250

Auto Parts & Equipment (7.1%)
2,990		Affinia Group, Inc., Global Company Guaranteed Notes	(CCC+, B3)	11/30/14	9.000	3,004,980
1,000		Affinia Group, Inc., Rule 144A, Senior Secured Notes (Callable 08/15/13 @ 105.38)‡	(B+, B1)	08/15/16	10.750	1,087,500
900		IDQ Holdings, Inc., Rule 144A, Senior Secured Notes (Callable 10/01/14 @ 108.63)‡	(B, B3)	04/01/17	11.500	987,750
675		Lear Corp., Company Guaranteed Notes (Callable 03/15/15 @ 104.06)	(BB, Ba2)	03/15/20	8.125	757,687
1,929		Mark IV USA SCA, Rule 144A, Senior Secured Notes (Callable 12/15/13 @ 106.66)€ ‡	(BB-, Ba3)	12/15/17	8.875	2,843,259
850		Meritor, Inc., Company Guaranteed Notes (Callable 03/15/14 @ 105.31)§	(B-, B3)	03/15/18	10.625	907,375
1,000		Schaeffler Finance BV, Rule 144A, Senior Secured Notes‡	(B+, Ba3)	02/15/17	7.750	1,135,000
2,000		Schaeffler Finance BV, Rule 144A, Senior Secured Notes (Callable 02/15/15 @ 106.38)‡	(B+, Ba3)	02/15/19	8.500	2,277,500
2,700		Stoneridge, Inc., Rule 144A, Secured Notes (Callable 10/15/14 @ 104.75)‡	(BB-, B2)	10/15/17	9.500	2,902,500
1,000		Tomkins, Inc., Global Secured Notes (Callable 10/01/14 @ 104.50)	(BB-, B1)	10/01/18	9.000	1,121,250
3,750		UCI International, Inc., Global Company Guaranteed Notes (Callable 02/15/15 @ 104.31)	(CCC+, B3)	02/15/19	8.625	3,825,000
						20,849,801

Building & Construction (0.4%)
741		Ashton Woods Finance Co., Rule 144A, Company Guaranteed Notes (Callable 02/24/14 @ 105.50)+ ‡ #	(NR, NR)	06/30/15	11.000	829,920
600		K Hovnanian Enterprises, Inc., Global Senior Secured Notes	(CCC, B3)	11/01/21	2.000	438,000
						1,267,920

Building Materials (3.1%)
2,550		Euramax International, Inc., Global Senior Secured Notes (Callable 04/01/13 @ 107.13)	(B-, Caa2)	04/01/16	9.500	2,486,250
3,000		Headwaters, Inc., Global Secured Notes (Callable 04/01/15 @ 103.81)	(B+, B2)	04/01/19	7.625	3,247,500
1,850		International Wire Group Holdings, Inc., Rule 144A, Senior Secured Notes (Callable 10/15/15 @ 104.25)‡	(B, B3)	10/15/17	8.500	1,905,500
1,000		Xefin Lux SCA, Rule 144A, Senior Secured Notes (Callable 06/01/14 @ 106.00)€ ‡	(B+, Ba3)	06/01/18	8.000	1,476,172
						9,115,422

Chemicals (5.9%)
1,900		Ferro Corp., Senior Unsecured Notes (Callable 08/15/14 @ 103.94)	(B-, B1)	08/15/18	7.875	1,871,500
500		Hexion Nova Scotia Finance ULC, Global Secured Notes (Callable 11/15/15 @ 104.50)	(CCC+, NR)	11/15/20	9.000	467,500
250		Ineos Finance PLC, Rule 144A, Senior Secured Notes (Callable 02/15/15 @ 102.00)€ ‡ #	(B+, B1)	02/15/19	7.250	359,711
700		Ineos Finance PLC, Rule 144A, Senior Secured Notes (Callable 02/15/15 @ 106.28)‡	(B+, B1)	02/15/19	8.375	769,125
400		Ineos Finance PLC, Rule 144A, Senior Secured Notes (Callable 05/15/13 @ 104.50)‡	(B+, B1)	05/15/15	9.000	426,000
1,675		Ineos Group Holdings PLC, Rule 144A, Secured Notes (Callable 02/15/13 @ 101.42)‡ §	(CCC+, Caa1)	02/15/16	8.500	1,695,938
1,000		JM Huber Corp., Rule 144A, Senior Notes (Callable 11/01/15 @ 104.94)‡	(BB-, B2)	11/01/19	9.875	1,125,000
2,000		Momentive Performance Materials, Inc., Global Secured Notes (Callable 01/15/16 @ 104.50)§	(CC, Caa1)	01/15/21	9.000	1,560,000

Par (000)			Ratings† (S&P/Moody’s)	Maturity	Rate%	Value

CORPORATE BONDS
Chemicals
$	2,067	OXEA Finance & Cy SCA, Rule 144A, Senior Secured Notes (Callable 07/15/13 @ 107.13)‡	(B+, B2)	07/15/17	9.500	$	2,268,533
1,320		Reichhold Industries, Inc., Rule 144A, Senior Secured Notes‡	(CCC+, NR)	05/08/17	11.000	1,029,393
750		Styrolution GmbH, Rule 144A, Senior Secured Notes (Callable 05/15/13 @ 105.72)€ ‡	(B+, B2)	05/15/16	7.625	1,040,955
2,500		Taminco Global Chemical Corp., Rule 144A, Secured Notes (Callable 03/31/15 @ 107.31)‡	(B-, Caa1)	03/31/20	9.750	2,762,500
500		TPC Group, Inc., Rule 144A, Secured Notes (Callable 12/15/16 @ 104.38)‡	(B, B3)	12/15/20	8.750	506,250
1,400		US Coatings Acquisition, Inc., Rule 144A, Company Guaranteed Notes (Callable 02/04/16 @ 105.53)‡	(B-, Caa1)	05/01/21	7.375	1,447,250
						17,329,655

Consumer Products (2.9%)
2,400		Alphabet Holding Co., Inc., Rule 144A, Senior Unsecured Notes (Callable 11/01/13 @ 103.00)‡	(B-, Caa1)	11/01/17	7.750	2,490,000
2,000		NBTY, Inc., Global Company Guaranteed Notes (Callable 10/01/14 @ 104.50)	(B, B3)	10/01/18	9.000	2,285,000
2,375		Prestige Brands, Inc., Global Senior Secured Notes (Callable 04/01/14 @ 104.13)	(BB-, Ba3)	04/01/18	8.250	2,618,437
950		Wells Enterprises, Inc., Rule 144A, Senior Secured Notes (Callable 02/01/16 @ 105.06)‡	(B+, B2)	02/01/20	6.750	988,000
						8,381,437

Consumer/Commercial/Lease Financing (2.9%)
1,500		Cabot Financial Luxembourg SA, Rule 144A, Senior Secured Notes (Callable 10/01/15 @ 107.78)‡ £	(BB, B1)	10/01/19	10.375	2,639,773
900		CNG Holdings, Inc., Rule 144A, Senior Secured Notes (Callable 05/15/16 @ 104.69)‡	(B, B3)	05/15/20	9.375	913,500
1,000		Milestone Aviation Group LLC, Rule 144A, Senior Unsecured Notes (Callable 12/15/15 @ 104.31)‡	(NR, NR)	12/15/17	8.625	1,045,000
650		NESCO Holding Corp., Rule 144A, Secured Notes (Callable 04/15/14 @ 110.00)‡	(B-, Caa1)	04/15/17	11.750	711,750
650		PFG Finance Corp., Rule 144A, Senior Notes (Callable 02/15/15 @ 105.06)‡	(B, B2)	02/15/19	10.125	695,500
2,300		PFG Finance Corp., Rule 144A, Senior Secured Notes (Callable 04/15/14 @ 105.13)‡	(BB, Ba3)	04/15/17	10.250	2,581,750
						8,587,273

Discount Stores (0.9%)
2,200		99 Cents Only Stores, Global Company Guaranteed Notes (Callable 12/15/14 @ 108.25)	(CCC+, Caa1)	12/15/19	11.000	2,532,750

Diversified Capital Goods (1.8%)
1,000		AM Castle & Co., Global Secured Notes (Callable 12/15/14 @ 106.38)	(B+, B3)	12/15/16	12.750	1,185,000
1,925		Coleman Cable, Inc., Global Company Guaranteed Notes (Callable 02/15/14 @ 104.50)	(B, B3)	02/15/18	9.000	2,098,250
1,163		FCC Holdings, Inc., Rule 144A, Senior Unsecured Notes (Callable 12/15/13 @ 105.00)‡	(CCC+, Caa3)	12/15/15	13.000	994,297
823		Mueller Water Products, Inc., Global Company Guaranteed Notes (Callable 09/01/15 @ 104.38)	(NR, B2)	09/01/20	8.750	940,277
						5,217,824

Electric - Generation (0.4%)
2,925		TCEH Finance, Inc., LLC, Series A, Global Company Guaranteed Notes (Callable 11/01/13 @ 100.00)	(D, Ca)	11/01/15	10.250	877,500

Par (000)			Ratings† (S&P/Moody’s)	Maturity	Rate%	Value

CORPORATE BONDS
Electric - Generation
$	1,175	TCEH Finance, Inc., LLC, Series B, Global Company Guaranteed Notes (Callable 11/01/13 @ 100.00)	(D, Ca)	11/01/15	10.250	$	340,750
						1,218,250

Electronics (1.7%)
1,500		CPI International, Inc., Global Company Guaranteed Notes (Callable 02/15/15 @ 104.00)	(CCC+, B3)	02/15/18	8.000	1,507,500
928		Freescale Semiconductor, Inc., Rule 144A, Senior Secured Notes (Callable 03/15/14 @ 105.06)‡ §	(B, B1)	03/15/18	10.125	1,030,080
1,000		MEMC Electronic Materials, Inc., Global Company Guaranteed Notes (Callable 04/01/14 @ 105.81)	(B+, Caa1)	04/01/19	7.750	895,000
1,000		Techem Energy Metering Service GmbH & Co. KG, Rule 144A, Senior Subordinated Notes (Callable 10/01/16 @ 103.94)€ ‡	(B-, B3)	10/01/20	7.875	1,465,991
						4,898,571

Energy - Exploration & Production (12.4%)
500		Comstock Resources, Inc., Company Guaranteed Notes (Callable 04/01/15 @ 103.88)	(B-, B3)	04/01/19	7.750	518,750
2,350		Comstock Resources, Inc., Company Guaranteed Notes (Callable 10/15/13 @ 104.19)	(B-, B3)	10/15/17	8.375	2,502,750
50		Denbury Resources, Inc., Company Guaranteed Notes (Callable 03/01/13 @ 104.88)	(BB, B1)	03/01/16	9.750	52,788
2,500		Energy Partners Ltd., Global Company Guaranteed Notes (Callable 02/15/15 @ 104.13)	(B-, Caa1)	02/15/18	8.250	2,650,000
950		Energy XXI Gulf Coast, Inc., Global Company Guaranteed Notes (Callable 12/15/14 @ 104.63)	(B+, B3)	12/15/17	9.250	1,086,562
2,600		EP Energy Finance, Inc., Global Senior Unsecured Notes (Callable 05/01/16 @ 104.69)	(B, NR)	05/01/20	9.375	2,925,000
650		Everest Acquisition Finance, Inc., Global Senior Secured Notes (Callable 05/01/15 @ 103.44)	(B+, Ba3)	05/01/19	6.875	706,875
1,575		EXCO Resources, Inc., Company Guaranteed Notes (Callable 09/15/14 @ 103.75)	(CCC+, B3)	09/15/18	7.500	1,500,187
1,000		Halcon Resources Corp., Rule 144A, Company Guaranteed Notes (Callable 07/15/16 @ 104.88)‡	(CCC+, B3)	07/15/20	9.750	1,100,000
1,000		Halcon Resources Corp., Rule 144A, Company Guaranteed Notes (Callable 11/15/16 @ 104.44)‡	(CCC+, B3)	05/15/21	8.875	1,072,500
1,000		Kodiak Oil & Gas Corp., Rule 144A, Company Guaranteed Notes (Callable 01/15/17 @ 102.75)‡	(B-, B3)	01/15/21	5.500	1,008,750
900		Linn Energy Finance Corp., Global Company Guaranteed Notes (Callable 09/15/15 @ 103.88)	(B, B2)	02/01/21	7.750	967,500
1,800		Linn Energy Finance Corp., Rule 144A, Company Guaranteed Notes (Callable 11/01/15 @ 103.13)‡	(B, B2)	11/01/19	6.250	1,804,500
3,750		McMoRan Exploration Co., Company Guaranteed Notes (Callable 11/15/13 @ 100.00)	(B-, Caa1)	11/15/14	11.875	3,984,375
1,250		Oasis Petroleum, Inc., Global Company Guaranteed Notes (Callable 02/01/15 @ 103.63)	(B, B3)	02/01/19	7.250	1,362,500
1,350		PDC Energy, Inc., Rule 144A, Company Guaranteed Notes (Callable 10/15/17 @ 103.88)‡	(B-, B3)	10/15/22	7.750	1,410,750
2,250		Shelf Drilling Holdings Ltd., Rule 144A, Senior Secured Notes (Callable 05/01/15 @ 104.31)‡	(B, B1)	11/01/18	8.625	2,385,000
3,000		Sidewinder Drilling, Inc., Rule 144A, Senior Unsecured Notes (Callable 11/15/16 @ 104.88)‡	(B-, B3)	11/15/19	9.750	3,022,500
800		Stone Energy Corp., Company Guaranteed Notes (Callable 02/01/14 @ 104.31)	(B-, B3)	02/01/17	8.625	868,000
475		Swift Energy Co., Company Guaranteed Notes (Callable 06/01/13 @ 102.38)	(B+, B3)	06/01/17	7.125	488,063
500		Swift Energy Co., Global Company Guaranteed Notes (Callable 03/01/17 @ 103.94)	(B+, B3)	03/01/22	7.875	527,500
1,000		Swift Energy Co., Rule 144A, Company Guaranteed Notes (Callable 03/01/17 @ 103.94)‡	(B+, B3)	03/01/22	7.875	1,055,000

Par (000)			Ratings† (S&P/Moody’s)	Maturity	Rate%	Value

CORPORATE BONDS
Energy - Exploration & Production
$	2,000	W&T Offshore, Inc., Global Company Guaranteed Notes (Callable 06/15/15 @ 104.25)	(B, B3)	06/15/19	8.500	$	2,150,000
1,000		W&T Offshore, Inc., Rule 144A, Company Guaranteed Notes (Callable 06/15/15 @ 104.25)‡	(NR, B3)	06/15/19	8.500	1,075,000
						36,224,850

Environmental (1.5%)
1,800		EnergySolutions LLC, Global Company Guaranteed Notes (Callable 08/15/14 @ 105.38)	(B, Caa3)	08/15/18	10.750	1,899,000
1,750		Heckmann Corp., Global Company Guaranteed Notes (Callable 04/15/15 @ 104.94)§	(B, B3)	04/15/18	9.875	1,868,125
500		Heckmann Corp., Rule 144A, Company Guaranteed Notes (Callable 04/15/15 @ 104.94)‡	(B, B3)	04/15/18	9.875	530,000
						4,297,125

Food - Wholesale (0.4%)
1,075		Del Monte Corp., Global Company Guaranteed Notes (Callable 02/15/14 @ 103.81)	(CCC+, B3)	02/15/19	7.625	1,126,063

Forestry & Paper (0.3%)
300		Lecta SA, Rule 144A, Senior Secured Notes (Callable 05/15/15 @ 106.66)€ ‡	(B+, B1)	05/15/19	8.875	413,328
950		Stone & Webster, Inc.*	(NR, NR)	07/02/13	0.000	2,613
1,400		Verso Paper, Inc., Global Secured Notes (Callable 02/01/15 @ 104.38)§	(CCC, Caa1)	02/01/19	8.750	563,500
						979,441

Gaming (4.9%)
1,700		Affinity Gaming Finance Corp., Rule 144A, Company Guaranteed Notes (Callable 05/15/15 @ 104.50)‡	(B, Caa1)	05/15/18	9.000	1,810,500
775		Buffalo Thunder Development Authority, Rule 144A, Senior Secured Notes‡ ø	(NR, NR)	12/15/14	9.375	267,375
2,217		Chester Downs & Marina LLC, Rule 144A, Senior Secured Notes (Callable 02/01/16 @ 104.63)‡ §	(B+, B3)	02/01/20	9.250	2,183,745
1,043		Choctaw Resort Development Enterprise, Rule 144A, Senior Notes (Callable 11/15/13 @ 101.21)‡	(B, Caa1)	11/15/19	7.250	969,990
1,502		Chukchansi Economic Development Authority, Rule 144A, Secured Notes (Callable 05/30/16 @ 104.88)‡	(NR, Caa2)	05/30/20	9.750	904,960
1,500		Cirsa Funding Luxembourg SA, Rule 144A, Company Guaranteed Notes (Callable 05/15/14 @ 104.38)€ ‡	(B+, B3)	05/15/18	8.750	2,020,828
625		Fontainebleau Las Vegas Holdings LLC, Rule 144A, Second Mortgage Notes (Callable 06/15/13 @ 100.00)‡ ø	(NR, NR)	06/15/15	10.250	1,172
1,000		Greektown Superholdings, Inc., Series A, Global Secured Notes (Callable 01/01/14 @ 103.50)	(NR, NR)	07/01/15	13.000	1,076,250
1,700		Greektown Superholdings, Inc., Series B, Global Secured Notes (Callable 01/01/14 @ 103.50)	(NR, NR)	07/01/15	13.000	1,829,625
342		Majestic Star Casino LLC, Rule 144A, Secured Notes‡	(NR, NR)	12/01/16	12.500	312,620
1,000		Rivers Pittsburgh Finance Corp., Rule 144A, Senior Secured Notes (Callable 06/15/15 @ 104.75)‡	(B, B3)	06/15/19	9.500	1,085,000
670		Tropicana Finance Corp., Global Company Guaranteed Notesø ^	(NR, NR)	12/15/14	9.625	67
2,085		Tunica-Biloxi Gaming Authority, Rule 144A, Senior Unsecured Notes (Callable 11/15/13 @ 100.00)‡	(B+, B3)	11/15/15	9.000	1,918,200
						14,380,332

Gas Distribution (1.4%)
2,200		Genesis Energy LP, Global Company Guaranteed Notes (Callable 12/15/14 @ 103.94)	(B, B2)	12/15/18	7.875	2,387,000

Par (000)			Ratings† (S&P/Moody’s)	Maturity	Rate%	Value

CORPORATE BONDS
Gas Distribution
$	1,500	Holly Energy Finance Corp., Rule 144A, Company Guaranteed Notes (Callable 03/01/16 @ 103.25)‡	(BB-, B1)	03/01/20	6.500	$	1,612,500
						3,999,500

Health Facilities (1.6%)
332		Bausch & Lomb, Inc., Global Senior Unsecured Notes (Callable 11/01/13 @ 100.00)	(B, Caa1)	11/01/15	9.875	343,620
700		MPT Finance Corp., Global Company Guaranteed Notes (Callable 05/01/16 @ 103.44)	(BB, Ba1)	05/01/21	6.875	771,750
625		Radiation Therapy Services, Inc., Global Company Guaranteed Notes (Callable 04/15/14 @ 104.94)	(CCC+, Caa2)	04/15/17	9.875	432,812
1,950		Symbion, Inc., Global Senior Secured Notes (Callable 06/15/14 @ 104.00)	(B, B2)	06/15/16	8.000	2,052,375
900		Tenet Healthcare Corp., Global Senior Secured Notes (Callable 07/01/14 @ 104.44)	(B+, B1)	07/01/19	8.875	1,019,250
						4,619,807

Health Services (2.3%)
650		Capsugel FinanceCo SCA, Rule 144A, Company Guaranteed Notes (Callable 08/01/14 @ 107.41)€ ‡	(B, Caa1)	08/01/19	9.875	990,392
1,500		Catalent Pharma Solutions, Inc., Rule 144A, Company Guaranteed Notes (Callable 10/15/14 @ 103.94)‡	(B, Caa1)	10/15/18	7.875	1,522,500
675		inVentiv Health, Inc., Rule 144A, Company Guaranteed Notes (Callable 08/15/14 @ 105.00)‡	(CCC, Caa2)	08/15/18	10.000	600,750
425		Service Corp. International, Senior Unsecured Notes	(BB-, Ba3)	11/15/21	8.000	521,688
2,440		STHI Holding Corp., Rule 144A, Secured Notes (Callable 03/15/14 @ 106.00)‡	(B, B2)	03/15/18	8.000	2,653,500
500		Universal Hospital Services, Inc., Global Secured Notes (Callable 08/15/15 @ 105.72)	(B+, B3)	08/15/20	7.625	538,750
						6,827,580

Insurance Brokerage (1.9%)
2,300		A-S Merger Sub LLC, Rule 144A, Senior Unsecured Notes (Callable 12/15/15 @ 103.94)‡	(CCC, Caa2)	12/15/20	7.875	2,305,750
3,170		Hub International Ltd., Rule 144A, Company Guaranteed Notes (Callable 10/15/14 @ 104.06)‡	(CCC+, Caa2)	10/15/18	8.125	3,296,800
						5,602,550

Investments & Misc. Financial Services (1.4%)
1,500		Arrow Global Finance PLC, Rule 144A, Senior Secured Notes (Callable 03/01/16 @ 103.94)‡£	(BB-, B2)	03/01/20	7.875	2,357,365
1,000		Numericable Finance & Co., Rule 144A, Secured Notes (Callable 02/15/16 @ 106.19)€ ‡	(B, B2)	02/15/19	12.375	1,571,190
						3,928,555

Leisure (1.4%)
1,650		Magnum Management Corp., Global Company Guaranteed Notes (Callable 08/01/14 @ $104.56)	(B, B2)	08/01/18	9.125	1,856,250
2,000		Palace Entertainment Holdings Corp., Rule 144A, Senior Secured Notes (Callable 04/15/14 @ 104.44)‡	(B-, B2)	04/15/17	8.875	2,130,000
						3,986,250

Media - Broadcast (1.3%)
3,500		Mission Broadcasting, Inc., Global Secured Notes (Callable 04/15/14 @ 104.44)	(B, B3)	04/15/17	8.875	3,876,250

Media - Cable (2.7%)
75		Cablevision Systems Corp., Senior Unsecured Notes	(B+, B1)	04/15/18	7.750	84,563
1,150		Cablevision Systems Corp., Senior Unsecured Notes	(B+, B1)	04/15/20	8.000	1,305,250

Par (000)			Ratings† (S&P/Moody’s)	Maturity	Rate%	Value

CORPORATE BONDS
Media - Cable
$	1,925	CCO Holdings Capital Corp., Global Company Guaranteed Notes (Callable 04/30/15 @ 104.06)	(BB-, B1)	04/30/20	8.125	$	2,170,437
525		CSC Holdings LLC, Global Senior Unsecured Notes	(BB+, Ba3)	02/15/19	8.625	633,937
1,500		DISH DBS Corp., Global Company Guaranteed Notes	(BB-, Ba2)	09/01/19	7.875	1,781,250
1,000		Harron Finance Corp., Rule 144A, Senior Notes (Callable 04/01/16 @ 104.56)‡	(B-, Caa1)	04/01/20	9.125	1,102,500
600		Unitymedia NRW GmbH, Rule 144A, Senior Secured Notes (Callable 03/15/15 @ 103.75)‡	(BB-, Ba3)	03/15/19	7.500	658,500
						7,736,437

Media - Diversified (1.4%)
2,800		Block Communications, Inc., Rule 144A, Senior Unsecured Notes (Callable 02/01/16 @ 103.63)‡	(BB-, Ba3)	02/01/20	7.250	3,024,000
600		National CineMedia LLC, Global Senior Unsecured Notes (Callable 07/15/16 @ 103.94)	(B, B2)	07/15/21	7.875	669,000
326		Quebecor Media, Inc., Global Senior Unsecured Notes (Callable 03/15/13 @ 101.29)	(B+, B2)	03/15/16	7.750	332,520
						4,025,520

Media - Services (1.3%)
1,000		Clear Channel Worldwide Holdings, Inc., Global Company Guaranteed Notes (Callable 03/15/15 @ 105.72)	(B, B3)	03/15/20	7.625	1,050,000
2,450		Clear Channel Worldwide Holdings, Inc., Rule 144A, Company Guaranteed Notes (Callable 11/15/17 @ 103.25)‡	(B, B1)	11/15/22	6.500	2,614,500
						3,664,500

Medical Products (0.7%)
1,990		Polymer Group, Inc., Global Senior Secured Notes (Callable 02/01/15 @ 103.88)	(B, B1)	02/01/19	7.750	2,174,075

Metals & Mining - Excluding Steel (9.0%)
2,400		Boart Longyear Management Pty Ltd., Rule 144A, Company Guaranteed Notes (Callable 04/01/16 @ 103.50)‡	(BB-, Ba2)	04/01/21	7.000	2,496,000
2,700		Calcipar SA, Rule 144A, Senior Secured Notes (Callable 05/01/15 @ 103.44)‡	(BB, B1)	05/01/18	6.875	2,848,500
2,350		Eldorado Gold Corp., Rule 144A, Senior Unsecured Notes (Callable 12/15/16 @ 103.06)‡	(BB, Ba3)	12/15/20	6.125	2,482,187
600		FMG Resources August 2006 Pty Ltd., Rule 144A, Company Guaranteed Notes (Callable 11/01/15 @ 104.13)‡ §	(B+, B1)	11/01/19	8.250	646,500
2,250		Global Brass & Copper, Inc., Rule 144A, Senior Secured Notes (Callable 06/01/16 @ 104.75)‡	(B, B3)	06/01/19	9.500	2,469,375
2,100		Kaiser Aluminum Corp., Global Company Guaranteed Notes (Callable 06/01/16 @ 104.13)	(BB-, Ba3)	06/01/20	8.250	2,357,250
1,750		Molycorp, Inc., Rule 144A, Senior Secured Notes (Callable 06/01/16 @ 105.00)‡ §	(CCC+, B3)	06/01/20	10.000	1,758,750
2,375		Noranda Aluminium Acquisition Corp., Global Company Guaranteed Notes	(CCC+, Caa1)	05/15/15	4.524	2,273,588
225		Old AII, Inc., Global Company Guaranteed Notesø ^	(NR, NR)	12/15/14	9.000	23
1,100		Old AII, Inc., Global Company Guaranteed Notes (Callable 12/15/13 @ 101.67)ø ^	(NR, NR)	12/15/16	10.000	110
1,050		Penn Virginia Resource Finance Corp II, Rule 144A, Company Guaranteed Notes (Callable 06/01/16 @ 104.19)‡	(B, B2)	06/01/20	8.375	1,131,375
3,000		Quadra FNX Mining Ltd., Rule 144A, Company Guaranteed Notes (Callable 06/15/15 @ 103.88)‡	(BB-, B1)	06/15/19	7.750	3,187,500
2,700		Taseko Mines Ltd., Company Guaranteed Notes (Callable 04/15/15 @ 103.88)	(B, B3)	04/15/19	7.750	2,652,750
3,100		Xinergy Corp., Rule 144A, Senior Secured Notes (Callable 05/15/15 @ 104.63)‡	(CCC-, Caa3)	05/15/19	9.250	1,906,500
						26,210,408

Par (000)			Ratings† (S&P/Moody’s)	Maturity	Rate%	Value

CORPORATE BONDS
Oil Field Equipment & Services (5.5%)
$	1,900	Edgen Murray Corp., Rule 144A, Senior Secured Notes (Callable 11/01/15 @ 106.56)‡	(B+, Caa1)	11/01/20	8.750	$	1,952,250
1,691		FTS International Bonds, Inc., Rule 144A, Company Guaranteed Notes (Callable 11/15/14 @ 103.56)‡	(B+, Ba3)	11/15/18	8.125	1,758,640
1,271		Helix Energy Solutions Group, Inc., Rule 144A, Company Guaranteed Notes (Callable 01/15/14 @ 100.00)‡	(B, B3)	01/15/16	9.500	1,309,130
300		Hornbeck Offshore Services, Inc., Global Company Guaranteed Notes (Callable 09/01/13 @ 104.00)	(BB-, Ba3)	09/01/17	8.000	321,750
3,750		Parker Drilling Co., Global Company Guaranteed Notes (Callable 04/01/14 @ 104.56)	(B+, B1)	04/01/18	9.125	4,068,750
3,130		Pioneer Energy Services Corp., Global Company Guaranteed Notes (Callable 03/15/14 @ 104.94)	(B+, B2)	03/15/18	9.875	3,411,700
429		Thermon Industries, Inc., Global Secured Notes (Callable 05/01/14 @ 104.75)	(BB-, B1)	05/01/17	9.500	480,480
2,500		Trinidad Drilling, Ltd., Rule 144A, Senior Unsecured Notes (Callable 01/15/15 @ 103.94)‡	(BB-, B1)	01/15/19	7.875	2,675,000
						15,977,700

Oil Refining & Marketing (2.4%)
2,600		Coffeyville Finance, Inc., Rule 144A, Secured Notes (Callable 04/01/13 @ 108.16)‡	(B+, Ba3)	04/01/17	10.875	2,834,000
1,250		Northern Tier Finance Corp., Rule 144A, Senior Secured Notes (Callable 11/15/15 @ 105.34)‡	(BB-, B1)	11/15/20	7.125	1,318,750
2,725		PBF Finance Corp., Rule 144A, Senior Secured Notes (Callable 02/15/16 @ 104.13)‡	(BB+, Ba3)	02/15/20	8.250	2,956,625
						7,109,375
Packaging (4.5%)
850		Ardagh Glass Finance PLC, Rule 144A, Company Guaranteed Notes (Callable 06/15/13 @ 102.38)€ ‡	(CCC+, B3)	06/15/17	7.125	1,176,865
500		Ardagh MP Holdings USA, Inc., Rule 144A, Senior Secured Notes (Callable 11/15/17 @ 102.50) €‡	(B+, Ba3)	11/15/22	5.000	670,216
700		Ardagh Packaging Finance PLC, Rule 144A, Company Guaranteed Notes (Callable 10/15/15 @ 104.63)€ ‡	(CCC+, B3)	10/15/20	9.250	1,026,384
450		Ardagh Packaging Finance PLC, Rule 144A, Senior Secured Notes (Callable 10/15/14 @ 103.69)€ ‡	(B+, Ba3)	10/15/17	7.375	656,642
1,850		Berry Plastics Corp., Global Senior Secured Notes#	(B+, B1)	02/15/15	5.054	1,856,938
525		Berry Plastics Corp., Global Senior Secured Notes (Callable 11/15/13 @ 102.06)	(B+, B1)	11/15/15	8.250	549,937
500		BOE Merger Corp., Rule 144A, Senior Unsecured Notes (Callable 06/15/14 @ 104.75)‡	(NR, Caa1)	11/01/17	9.500	522,500
1,500		BWAY Holding Co., Global Company Guaranteed Notes (Callable 06/15/14 @ 105.00)	(CCC+, B3)	06/15/18	10.000	1,683,750
1,435		Clondalkin Acquisition BV, Rule 144A, Secured Notes‡ #	(B-, B2)	12/15/13	2.308	1,391,950
2,475		Reynolds Group Issuer LLC, Global Company Guaranteed Notes (Callable 10/15/14 @ 104.50)	(CCC+, Caa2)	04/15/19	9.000	2,623,500
300		Reynolds Group Issuer LLC, Global Senior Secured Notes (Callable 10/15/14 @ 103.56)	(B+, B1)	04/15/19	7.125	321,750
500		Sealed Air Corp., Rule 144A, Company Guaranteed Notes (Callable 09/15/16 @ 104.19)‡	(BB-, B1)	09/15/21	8.375	576,250
						13,056,682

Pharmaceuticals (1.3%)
1,000		ConvaTec Healthcare E SA, Rule 144A, Company Guaranteed Notes (Callable 12/15/14 @ 105.25)‡	(B, Caa1)	12/15/18	10.500	1,115,000
1,000		Valeant Pharmaceuticals International, Rule 144A, Company Guaranteed Notes (Callable 02/15/16 @ 103.38)‡	(BB-, B1)	08/15/21	6.750	1,052,500

Par (000)			Ratings† (S&P/Moody’s)	Maturity	Rate%	Value

CORPORATE BONDS
Pharmaceuticals
$	1,500	Warner Chilcott Finance LLC, Global Company Guaranteed Notes (Callable 09/15/14 @ 103.88)	(BB-, B3)	09/15/18	7.750	$	1,627,500
						3,795,000

Printing & Publishing (0.1%)
771		The Reader’s Digest Association, Inc., Global Senior Secured Notes (Callable 02/15/13 @ 104.00)#	(CC, Caa3)	02/15/17	9.500	300,690

Real Estate Development & Management (0.4%)
1,200		Icahn Enterprises LP, Rule 144A, Company Guaranteed Notes‡ #	(NR, NR)	08/15/13	4.000	1,220,280

Real Estate Investment Trusts (1.0%)
3,050		CNL Lifestyle Properties, Inc., Global Company Guaranteed Notes (Callable 04/15/15 @ 103.63)	(B+, Ba3)	04/15/19	7.250	3,042,375

Restaurants (0.7%)
1,713		CKE Restaurants, Inc., Global Secured Notes (Callable 07/15/14 @ 105.69)	(B-, B2)	07/15/18	11.375	2,004,210

Software/Services (6.5%)
3,000		Epicor Software Corp., Global Company Guaranteed Notes (Callable 05/01/15 @ 104.31)	(CCC+, Caa1)	05/01/19	8.625	3,247,500
2,150		First Data Corp., Rule 144A, Senior Secured Notes (Callable 06/15/15 @ 103.69)‡	(B+, B1)	06/15/19	7.375	2,273,625
1,500		First Data Corp., Rule 144A, Senior Secured Notes (Callable 11/01/15 @ 105.06)‡	(B+, B1)	11/01/20	6.750	1,548,750
1,000		Infor US, Inc., Global Company Guaranteed Notes (Callable 04/01/15 @ 107.50)€	(B-, Caa1)	04/01/19	10.000	1,520,287
2,400		MedAssets, Inc., Global Company Guaranteed Notes (Callable 11/15/14 @ 104.00)	(B-, B3)	11/15/18	8.000	2,622,000
1,842		Serena Software, Inc., Global Company Guaranteed Notes (Callable 03/15/13 @ 101.73)	(CCC+, Caa1)	03/15/16	10.375	1,888,050
600		SSI Co-Issuer LLC, Global Company Guaranteed Notes (Callable 06/01/14 @ 105.56)	(CCC+, Caa1)	06/01/18	11.125	675,000
1,600		SunGard Data Systems, Inc., Global Company Guaranteed Notes (Callable 11/15/13 @ 105.53)	(B, Caa1)	11/15/18	7.375	1,708,000
3,250		Syniverse Holdings, Inc., Global Company Guaranteed Notes (Callable 01/15/15 @ 104.56)	(B-, Caa1)	01/15/19	9.125	3,550,625
						19,033,837

Specialty Retail (3.9%)
500		Academy Finance Corp., Rule 144A, Company Guaranteed Notes (Callable 08/01/14 @ 106.94)‡	(CCC+, Caa1)	08/01/19	9.250	560,000
2,700		Brown Shoe Co., Inc., Global Company Guaranteed Notes (Callable 05/15/14 @ 105.34)	(B, B3)	05/15/19	7.125	2,835,000
2,050		Claire’s Stores, Inc., Rule 144A, Senior Secured Notes (Callable 03/15/15 @ 106.75)‡ §	(B, B2)	03/15/19	9.000	2,255,000
1,250		Ontex IV SA, Rule 144A, Senior Secured Notes (Callable 04/15/14 @ 103.25)€ ‡	(B, B1)	04/15/18	7.500	1,756,135
1,600		Tempur-Pedic International, Inc., Rule 144A, Global Company Guaranteed Notes (Callable 12/15/16 @ 103.44)‡	(B+, B3)	12/15/20	6.875	1,708,000
2,085		Toys R Us Property Co. I LLC, Global Company Guaranteed Notes (Callable 07/15/13 @ 105.38)	(B+, B3)	07/15/17	10.750	2,251,800
						11,365,935

Steel Producers/Products (0.4%)
1,150		JMC Steel Group, Rule 144A, Senior Notes (Callable 03/15/14 @ 106.19)‡	(B, B3)	03/15/18	8.250	1,230,500

Support-Services (5.2%)
1,000		BC Mountain Finance, Inc., Rule 144A, Company Guaranteed Notes (Callable 02/01/16 @ 105.25)‡	(NR, B3)	02/01/21	7.000	1,027,500

Par (000)			Ratings† (S&P/Moody’s)	Maturity	Rate%	Value

CORPORATE BONDS
Support-Services
$	1,850	CoreLogic, Inc., Global Company Guaranteed Notes (Callable 06/01/16 @ 103.63)	(B+, Ba3)	06/01/21	7.250	$	2,030,375
500		Emdeon, Inc., Global Company Guaranteed Notes (Callable 12/31/15 @ 105.50)	(CCC+, Caa1)	12/31/19	11.000	577,500
1,000		Europcar Groupe SA, Rule 144A, Secured Notes€ ‡	(B-, Caa1)	05/15/17	11.500	1,473,050
1,475		Garda World Security Corp., Rule 144A, Senior Unsecured Notes (Callable 03/15/14 @ 104.88)‡	(B, B2)	03/15/17	9.750	1,574,562
2,650		H&E Equipment Services, Inc., Rule 144A, Company Guaranteed Notes (Callable 09/01/17 @ 103.50)‡	(B+, B3)	09/01/22	7.000	2,908,375
625		RSC Holdings III LLC, Global Senior Unsecured Notes (Callable 02/01/16 @ 104.13)	(B+, B3)	02/01/21	8.250	714,062
1,800		Sabre, Inc., Rule 144A, Senior Secured Notes (Callable 05/15/15 @ 106.38)‡	(B, B1)	05/15/19	8.500	1,941,750
625		The Geo Group, Inc., Global Company Guaranteed Notes (Callable 02/15/16 @ 103.31)	(B+, B1)	02/15/21	6.625	695,313
2,100		United Rentals North America, Inc., Global Company Guaranteed Notes (Callable 05/15/16 @ 103.69)	(B+, B3)	05/15/20	7.375	2,320,500
						15,262,987

Telecom - Integrated/Services (2.7%)
550		Hellas Telecommunications II SCA, Rule 144A, Subordinated Notes‡ ø ^ #	(NR, NR)	01/15/15	6.054	—
1,800		Intelsat Jackson Holdings SA, Global Company Guaranteed Notes (Callable 04/01/15 @ 103.63)	(B, B3)	04/01/19	7.250	1,939,500
1,250		Intelsat Jackson Holdings SA, Global Company Guaranteed Notes (Callable 04/01/16 @ 103.75)	(B, B3)	04/01/21	7.500	1,362,500
1,500		Intelsat Jackson Holdings SA, Rule 144A, Company Guaranteed Notes (Callable 12/15/17 @ 103.31)‡ §	(CCC+, Caa2)	12/15/22	6.625	1,530,000
2,750		Zayo Capital, Inc., Global Senior Secured Notes (Callable 07/01/15 @ 104.06)	(B, B1)	01/01/20	8.125	3,080,000
						7,912,000

Telecom - Wireless (1.2%)
800		GeoEye, Inc., Global Senior Secured Notes (Callable 10/01/13 @ 104.81)	(B, B1)	10/01/15	9.625	886,000
300		GeoEye, Inc., Secured Notes (Callable 10/01/13 @ 104.31)	(CCC, Caa1)	10/01/16	8.625	328,500
1,300		Telesat LLC, Rule 144A, Senior Unsecured Notes (Callable 05/15/14 @ 103.00)‡	(B-, B3)	05/15/17	6.000	1,371,500
750		Wind Acquisition Finance SA, Rule 144A, Secured Notes (Callable 07/15/13 @ 105.88)€ ‡	(B+, B3)	07/15/17	11.750	955,573
						3,541,573

Telecommunications Equipment (1.6%)
1,950		Avaya, Inc., Rule 144A, Senior Secured Notes (Callable 04/01/15 @ 103.50)‡ §	(B, B1)	04/01/19	7.000	1,872,000
2,490		Brightstar Corp., Rule 144A, Company Guaranteed Notes (Callable 12/01/14 @ 104.75)‡	(BB-, B1)	12/01/16	9.500	2,689,200
						4,561,200

Textiles & Apparel (0.0%)
75		IT Holding Finance SA, Rule 144A, Company Guaranteed Notes€ ‡ ø	(NR, NR)	11/15/25	9.875	1,044

Theaters & Entertainment (2.9%)
750		AMC Entertainment, Inc., Global Company Guaranteed Notes (Callable 06/01/14 @ 104.38)	(B-, B2)	06/01/19	8.750	832,500
2,075		AMC Entertainment, Inc., Global Company Guaranteed Notes (Callable 12/01/15 @ 104.88)	(CCC+, Caa1)	12/01/20	9.750	2,427,750
1,000		Regal Cinemas Corp., Global Company Guaranteed Notes (Callable 07/15/14 @ 104.31)	(B-, B2)	07/15/19	8.625	1,112,500

Par (000)			Ratings† (S&P/Moody’s)	Maturity	Rate%	Value

CORPORATE BONDS
Theaters & Entertainment
$	2,500	Regal Entertainment Group, Company Guaranteed Notes (Callable 08/15/14 @ 104.56)§	(B-, B3)	08/15/18	9.125	$	2,806,250
1,300		Wallace Theater Holdings, Inc., Rule 144A, Senior Secured Notes‡ #	(CCC, NR)	06/15/13	12.500	1,296,750
						8,475,750
Tobacco (0.7%)
1,850		Vector Group, Ltd., Global Company Guaranteed Notes (Callable 08/15/13 @ 101.83)	(NR, Ba3)	08/15/15	11.000	1,937,875

Transportation - Excluding Air/Rail (0.4%)
650		Navios Maritime Holdings Finance II US, Inc., Global Company Guaranteed Notes (Callable 02/15/15 @ 104.06)	(B+, Caa1)	02/15/19	8.125	555,750
600		Ship Finance International, Ltd., Global Company Guaranteed Notes	(B+, B3)	12/15/13	8.500	604,275
						1,160,025
TOTAL CORPORATE BONDS (Cost $327,100,491)						336,410,802

BANK LOANS (12.6%)
Aerospace & Defense (0.8%)
776		Arinc, Inc.#	(B, Caa1)	10/25/15	6.210	767,134
1,500		LM U.S. Member LLC#	(CCC, Caa2)	10/26/20	9.500	1,533,750
						2,300,884

Auto Parts & Equipment (0.9%)
2,500		Veyance Technologies, Inc.#	(NR, NR)	07/31/15	5.959	2,484,375

Chemicals (0.7%)
1,985		Ascend Performance Materials Operations LLC#	(BB-, B1)	04/10/18	6.750	2,007,331

Diversified Capital Goods (0.5%)
1,492		Electrical Components International, Inc.#	(B+, B1)	02/04/17	6.750	1,496,116

Energy - Exploration & Production (0.8%)
1,750		Delek Benelux BV€ #	(NR, NR)	02/08/17	5.238	2,211,097

Environmental (0.2%)
706		EnviroSolutions Real Property Holdings, Inc.#	(CCC-, Caa1)	07/29/14	8.000	704,707

Gaming (0.6%)
2,000		CKX Entertainment, Inc.#	(B+, B1)	06/21/17	9.000	1,725,000

Investments & Misc. Financial Services (0.8%)
2,500		BNY ConvergEX Group LLC#	(CCC+, B3)	12/18/17	8.750	2,386,250

Leisure (1.7%)
921		Deluxe Entertainment Services Group, Inc.#	(B-, B2)	07/03/17	8.000	865,789
1,964		Legendary Pictures Funding LLC#	(NR, NR)	03/29/18	9.000	1,949,763
511		Technicolor SA#	(B, NR)	03/31/16	9.350	549,661
1,367		Technicolor SA#	(B, NR)	05/26/17	9.350	1,471,013
						4,836,226

Machinery (0.8%)
2,250		CPM Acquisition Corp.#	(B, Caa1)	03/01/18	10.250	2,278,125

Media - Diversified (0.5%)
863		Flint Group Holdings Sarl#	(NR, NR)	06/30/16	7.476	742,199
1,168		Flint Group Holdings Sarl#	(NR, NR)	12/31/16	7.476	829,030
						1,571,229

Printing & Publishing (0.7%)
1,356		Harland Clarke Holdings Corp.#	(B+, B1)	06/30/17	5.452	1,320,770

Par (000)			Ratings† (S&P/Moody’s)	Maturity	Rate%	Value

BANK LOANS
Printing & Publishing
$	4,189	Yell Group PLC#	(NR, NR)	07/31/14	4.459	$	813,378
						2,134,148

Software/Services (3.3%)
1,177		AVG Technologies N.V.#	(B+, B1)	03/15/16	7.500	1,187,550
2,000		Decision Insight Information Group#	(B, B1)	01/04/17	7.000	2,000,630
2,500		Flexera Software LLC#	(CCC+, Caa2)	09/30/18	11.000	2,546,875
1,960		SafeNet, Inc.#	(B, B3)	04/12/15	6.202	1,954,685
40		SafeNet, Inc.#	(B-, Caa1)	04/12/15	6.202	39,485
2,000		Wall Street Systems Delaware, Inc.#	(NR, Caa2)	10/25/20	9.250	2,013,340
						9,742,565

Telecommunications Equipment (0.3%)
1,000		Mitel US Holdings, Inc.#	(CCC+, Caa1)	08/16/15	7.312	997,500
TOTAL BANK LOANS (Cost $36,599,299)						36,875,553

ASSET BACKED SECURITIES (2.8%)
Collateralized Debt Obligations (2.8%)
1,500		Carlyle Global Market Strategies, Rule 144A‡ #	(BBB, NR)	04/20/22	4.452	1,510,140
1,500		Commercial Industrial Finance Corp., Rule 144A‡ #	(BBB, NR)	01/19/23	3.402	1,438,096
2,000		Gale Force 1 CLO Ltd., Rule 144A‡ #	(A, Baa2)	11/15/17	2.160	1,918,954
750		Race Point VI CLO Ltd., Rule 144A‡ #	(BB, NR)	05/24/23	5.812	734,765
1,000		Shackleton I CLO Ltd., Rule 144A‡ #	(BB, NR)	08/14/23	6.802	1,008,392
1,500		WhiteHorse VI Ltd., Rule 144A‡ #	(BB-, NR)	02/03/25	5.575	1,406,250
TOTAL ASSET BACKED SECURITIES (Cost $7,148,804)						8,016,597

Number of Shares
PREFERRED STOCK (0.0%)
Building Materials (0.0%)
688	Dayton Superior Corp. (Cost $250,835) ^*	—

COMMON STOCKS (0.3%)
Building & Construction (0.2%)
22,800	Ashton Woods USA LLC, Class B^*	172,140
161,330	William Lyon Homes, Inc.*	306,527
		478,667

Building Materials (0.0%)
619	Dayton Superior Corp.^*	—
437	Nortek, Inc.*	31,529
		31,529

Chemicals (0.0%)
4,893	Huntsman Corp.	86,264

Forestry & Paper (0.0%)
145	Rock-Tenn Co., Class A	11,448

Gaming (0.0%)
55,100	Majestic Holdco LLC	110,200

Media - Broadcast (0.1%)
43,413	Cumulus Media, Inc., Class A*§	141,092

Printing & Publishing (0.0%)
1,322	SuperMedia, Inc.*§	4,944

TOTAL COMMON STOCKS (Cost $1,986,251)		864,144

Number of Shares		Value
WARRANTS (0.0%)
Building Materials (0.0%)
1,152	Nortek, Inc., strike price $1.00, expires 12/07/14*	$	25,344

Printing & Publishing (0.0%)
5,735	The Readers Digest Association, Inc., strike price $0.00, expires 02/19/14^*	—

TOTAL WARRANTS (Cost $1,152)		25,344

SHORT-TERM INVESTMENTS (5.2%)
10,210,243	State Street Navigator Prime Portfolio, 0.24%§§	10,210,243

Par (000)			Maturity	Rate%

$	5,057	State Street Bank and Trust Co. Euro Time Deposit	02/01/13	0.010	5,057,000

TOTAL SHORT-TERM INVESTMENTS (Cost $15,267,243)					15,267,243

TOTAL INVESTMENTS AT VALUE (136.2%) (Cost $388,354,075)					397,459,683

LIABILITIES IN EXCESS OF OTHER ASSETS (-36.2%)					(105,550,800		)

NET ASSETS (100.0%)					$	291,908,883

INVESTMENT ABBREVIATION

NR = Not Rated

†		Credit ratings given by the Standard & Poor’s Division of The McGraw-Hill Companies, Inc. (“S&P”) and Moody’s Investors Service, Inc. (“Moody’s”) are unaudited.
‡		Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At January 31, 2013, these securities amounted to a value of $179,099,192 or 61.4% of net assets.
€		This security is denominated in Euro.
£		This security is denominated in British Pound.
^		Not readily marketable security; security is valued at fair value as determined in good faith by, or under the direction of, the Board of Trustees.
#		Variable rate obligations — The interest rate is the rate as of January 31, 2013.
+		Step Bond — The interest rate is as of January 31, 2013 and will reset at a future date.
ø		Bond is currently in default.
*		Non-income producing security.
§		Security or portion thereof is out on loan.
§§		Represents security purchased with cash collateral received for securities on loan. The rate shown is the annualized one-day yield at January 31, 2013.

At January 31, 2013, Open Forward Foreign Currency Contract was as follows:

Forward Foreign Currency to be Purchased (Local)		Forward Foreign Currency to be Sold (Local)		Expiration Date	Counterparties	Value on Settlement Date			Current Value			Unrealized Appreciation/ (Depreciation)
USD	2,742,114	GBP	1,715,000	04/18/13	Morgan Stanley	$	(2,742,114	)	$	(2,717,975	)	$	24,139

Currency Abbreviations:

GBP = British Pound

USD = United States Dollar

SECURITY VALUATION — The net asset value of the Fund is determined daily as of the close of regular trading on the New York Stock Exchange, Inc. (the “Exchange”) on each day the Exchange is open for business. Debt securities with a remaining maturity greater than 60 days are valued in accordance with the price supplied by a pricing service, which may use a matrix, formula or other objective method that takes into consideration market indices, yield curves and other specific adjustments. Debt obligations that will mature in 60 days or less are valued on the basis of amortized cost, which approximates market value, unless it is determined that using this method would not represent fair value. Debt securities are generally categorized as Level 2. 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 (the “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. Equity investments are generally categorized as Level 1. Investments in open-end investment companies are valued at their net asset value each business day and are generally categorized as Level 1. Forward currency contracts are valued at the prevailing forward exchange rate of the underlying currencies and are generally categorized as Level 2. Securities and other assets for which market quotations are not readily available, or whose values have been materially affected by events occurring before the Fund’s Valuation Time but after the close of the securities’ primary markets, are valued at fair value as determined in good faith by, or under the direction of, the Board of Trustees under procedures established by the Board of Trustees and are generally categorized as Level 3. At January 31, 2013, the Fund held 0.06% of its net assets in securities valued at fair value as determined in good faith under procedures established by the Board of Trustees with an aggregate cost of $3,041,641 and fair value of $172,340. The Fund’s estimate of fair value assumes a willing buyer and a willing seller neither acting under the compulsion to buy or sell. Although these securities may be resold in privately negotiated transactions, the prices realized on such sales could differ from the prices originally paid by the Fund or the current carrying values, and the difference could be material.

In accordance with the authoritative guidance on fair value measurements and disclosures under accounting principles generally accepted in the United States of America (“GAAP”), the Fund discloses the fair value of its investments in a hierarchy that prioritizes the inputs to valuation techniques used to measure the fair value. In accordance with GAAP, fair value is defined as the price that the Fund would receive upon selling an investment in a timely transaction to an independent buyer in the principal or most advantageous market of the investment. GAAP established a three-tier hierarchy to maximize the use of observable market data and minimize the use of unobservable inputs and to establish classification of fair value measurements for disclosure purposes. Inputs refer broadly to the assumptions that market participants would use in pricing the asset or liability, including assumptions about risk, for example, the risk inherent in a particular valuation technique used to measure fair value including such a pricing model and/or the risk inherent in the inputs to the valuation technique. Inputs may be observable or unobservable. Observable inputs are inputs that reflect the assumptions market participants would use in pricing the asset or liability developed based on market data obtained from sources independent of the reporting entity. Unobservable inputs are

inputs that reflect the reporting entity’s own assumptions about the assumptions market participants would use in pricing the asset or liability developed based on the best information available in the circumstances. In accordance with the Fund’s valuation procedures, factors used in determining value may include, but are not limited to, the type of the security, the size of the holding, the initial cost of the security, the existence of any contractual restrictions on the security’s disposition, the price and extent of public trading in similar securities of the issuer or of comparable companies, quotations or evaluated prices from broker-dealers and/or pricing services, information obtained from the issuer, analysts, and/or the appropriate stock exchange (for exchange-traded securities), an analysis of the company’s or issuer’s financial statements, an evaluation of the forces that influence the issuer and the market(s) in which the security is purchased and sold and with respect to debt securities, the maturity, coupon, creditworthiness, currency denomination, and the movement of the market in which the security is normally traded. The three-tier hierarchy of inputs is summarized in the three broad Levels listed below.

· Level 1 — quoted prices in active markets for identical investments

· Level 2 — other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, credit risk, etc.)

· Level 3 — significant unobservable inputs (including the Fund’s own assumptions in determining the fair value of investments)

The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

The following is a summary of the inputs used as of January 31, 2013 in valuing the Fund’s investments carried at value:

	Level 1		Level 2		Level 3		Total
Investments in Securities
Corporate Bonds	$	—	$	336,410,602	$	200	$	336,410,802
Asset Backed Securities	—		8,016,597		—		8,016,597
Bank Loans	—		36,875,553		—		36,875,553
Common Stocks	275,277		416,727		172,140		864,144
Preferred Stock	—		—		—		—
Warrants	25,344		—		—		25,344
Short-Term Investments	10,210,243		5,057,000		—		15,267,243
Other Financial Instruments *
Forward Foreign Currency Contract	—		24,139		—		24,139
	$	10,510,864	$	386,800,618	$	172,340	$	397,483,822

* Other financial instruments include forward foreign currency contracts.

The following is a reconciliation of investments as of January 31, 2013 in which significant unobservable inputs (Level 3) were used in determining value. Transfers in or out of Level 3 represent the beginning value of any security or instrument where a change in the level has occurred from the beginning to the end of the period.

	Corporate Bonds		Common Stocks		Warrants		Total
Balance as of October 31, 2012	$	199	$	0	$	0	$	199
Accrued discounts/premiums	—		—		—		—
Purchases	—		—		—		—
Sales	—		—		—		—
Realized Gain/(Loss)	—		—		—		—
Change in Unrealized Appreciation/(Depreciation)	1		172,140		—		172,141
Transfers Into Level 3	—		—		—		—
Transfers Out of Level 3	—		—		—		—
Balance as of January 31, 2013	$	200	$	172,140	$	—	$	172,340

Net change in unrealized Appreication/(Depreciation) from investments still held as of January 31, 2013	$	1	$	172,140	$	0	$	172,141

The Fund adopted FASB amendments to authoritative guidance which require the Fund to disclose details of transfers in and out of Level 1 and Level 2 measurements and Level 2 and Level 3 measurements and the reasons for the transfers. For the quarter ended January 31, 2013, there were no transfers in and out of Level 1, Level 2 and Level 3.

Federal Income Tax Cost — At January 31, 2013, the cost of investments (excluding foreign currency related transactions) and net unrealized appreciation (depreciation) for income tax purposes were as follows:

Cost of Investments	$	388,354,075
Unrealized appreciation	$	22,678,101
Unrealized depreciation	(13,572,493		)
Net unrealized appreciation (depreciation)	$	9,105,608

Other information regarding the Fund is available in the most recent Report to Shareholders. This information is also available on the Fund’s website at www.credit-suisse.com/us/funds as well as on the website of the Securities and Exchange Commission at www.sec.gov.

Item 2: Controls and Procedures

(a) As of a date within 90 days from the filing date of this report, the principal executive officer and principal financial officer concluded that the registrant’s disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940 (the “Act”)), were effective based on their evaluation of the disclosure controls and procedures required by Rule 30a-3(b) under the Act and Rules 13a-15(b) or 15d-15(b) under the Securities and Exchange Act of 1934.

(b) There were no changes in the registrant’s internal control over financial reporting (as defined in Rule 30a-3(d) under the Act) that occurred during the registrant’s last fiscal quarter that have materially affected, or are reasonably likely to materially affect, the registrant’s internal control over financial reporting.

Item 3: Exhibits

1. The certifications of the registrant as required by Rule 30a-2(a) under the Act are exhibits to this report.

SIGNATURES

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.

CREDIT SUISSE HIGH YIELD BOND FUND

/s/John G. Popp
Name:	John G. Popp
Title:	Chief Executive Officer
Date:	March 27, 2013

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/John G. Popp
Name:	John G. Popp
Title:	Chief Executive Officer
Date:	March 27, 2013

/s/Bruce S. Rosenberg
Name:	Bruce S. Rosenberg
Title:	Chief Financial Officer
Date:	March 27, 2013