UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM N-Q
QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED
MANAGEMENT INVESTMENT COMPANIES
Investment Company Act file number 811-02090
Van Kampen Bond Fund
(Exact name of registrant as specified in charter)
1221 Avenue of the Americas, New York, New York 10020
(Address of principal executive offices) (Zip code)
Ronald Robison
1221 Avenue of the Americas, New York, New York 10020
(Name and address of agent for service)
Registrant's telephone number, including area code: 212-762-4000
Date of fiscal year end: 6/30
Date of reporting period: 9/30/06
Item 1. Schedule of Investments.
The Fund's schedule of investments as of the close of the reporting period
prepared pursuant to Rule 12-12 of Regulation S-X is as follows:
VAN KAMPEN BOND FUND
PORTFOLIO OF INVESTMENTS SEPTEMBER 30, 2006 (UNAUDITED)
PAR
AMOUNT
(000) DESCRIPTION COUPON MATURITY VALUE
------- ----------- ------ -------- ------------
CORPORATE BONDS 69.3%
AEROSPACE & DEFENSE 0.6%
$ 1,307 Raytheon Co. 4.500% 11/15/07 $ 1,295,681
------------
AUTOMOTIVE 2.8%
1,280 DaimlerChrysler NA Holding Corp. 8.500 01/18/31 1,525,459
1,840 General Motors Acceptance Corp. 6.875 09/15/11 1,832,143
3,185 General Motors Corp. 8.375 07/15/33 2,770,950
------------
6,128,552
------------
BANKING 14.7%
2,230 Bank of America Corp. 3.375 02/17/09 2,146,796
2,250 Bank of Scotland (United Kingdom) (a) 3.500 11/30/07 2,207,254
2,860 JPMorgan Chase & Co. 6.750 02/01/11 3,027,367
2,255 M & I Marshall & Ilsley Bank 3.800 02/08/08 2,212,112
1,635 MBNA Corp. (Floating Rate Coupon) 5.910 05/05/08 1,647,124
2,315 National City Bank 3.375 10/15/07 2,265,545
1,430 Popular NA, Inc. 4.250 04/01/08 1,404,656
805 Popular NA, Inc., Ser F 5.650 04/15/09 808,210
2,195 SunTrust Banks, Inc. 5.050 07/01/07 2,191,442
2,250 U.S. Bancorp. 3.950 08/23/07 2,224,183
1,090 USB Capital IX (Variable Rate Coupon) 6.189 04/15/49 1,103,455
4,390 Wachovia Capital Trust III (Variable Rate
Coupon) 5.800 08/29/49 4,406,182
1,350 Wachovia Corp. 3.625 02/17/09 1,304,637
885 Wachovia Corp. 4.950 11/01/06 884,568
925 Washington Mutual Bank FA 5.500 01/15/13 925,697
900 Washington Mutual, Inc. 8.250 04/01/10 977,806
2,190 Wells Fargo & Co. 5.125 02/15/07 2,187,911
------------
31,924,945
------------
BROKERAGE 1.5%
2,000 Lehman Brothers Holdings, Inc. 8.500 05/01/07 2,036,040
797 World Financial Prop. (a) 6.910 09/01/13 837,374
363 World Financial Prop. (a) 6.950 09/01/13 381,305
------------
3,254,719
------------
CHEMICALS 0.6%
640 ICI Wilmington, Inc. 4.375 12/01/08 625,820
740 Sealed Air Corp. (a) 5.625 07/15/13 729,142
------------
1,354,962
------------
CONSTRUCTION MACHINERY 0.9%
2,045 Caterpillar Financial Services Corp., Ser F 3.625 11/15/07 2,007,709
------------
CONSUMER PRODUCTS 0.7%
1,495 Clorox Co. (Floating Rate Coupon) 5.515 12/14/07 1,498,020
------------
DIVERSIFIED MANUFACTURING 1.8%
1,245 Brascan Corp. (Canada) 7.125 06/15/12 1,335,254
1,275 Cooper Industries, Inc. 5.250 07/01/07 1,269,548
1,325 Cooper Industries, Inc. 5.250 11/15/12 1,319,525
------------
3,924,327
------------
ELECTRIC 7.0%
1,350 Ameren Corp. 4.263 05/15/07 1,340,817
1,405 Arizona Public Service Co. 5.800 06/30/14 1,399,841
795 Arizona Public Service Co. 6.750 11/15/06 796,001
805 Carolina Power & Light Co. 6.800 08/15/07 814,358
1,580 CC Funding Trust I 6.900 02/16/07 1,587,677
625 Cincinnati Gas & Electric Co. 5.700 09/15/12 630,489
865 Detroit Edison Co. 6.125 10/01/10 890,242
960 Duquesne Light Co., Ser O 6.700 04/15/12 1,015,490
70 Duquesne Light Co., Ser Q 5.700 05/15/14 70,175
655 Entergy Gulf States, Inc. 3.600 06/01/08 635,227
1,600 Entergy Gulf States, Inc. (Floating Rate
Coupon) 5.800 12/01/09 1,596,878
425 Entergy Gulf States, Inc. (Floating Rate
Coupon) (a) 6.140 12/08/08 426,011
255 Indianapolis Power & Light Co. (a) 6.300 07/01/13 263,466
655 Monongahela Power Co. 5.000 10/01/06 655,000
900 NiSource Finance Corp. (Floating Rate
Coupon) 5.968 11/23/09 900,585
1,270 Ohio Power Co., Ser K 6.000 06/01/16 1,306,624
265 PSE&G Energy Holdings, LLC 8.625 02/15/08 276,262
560 Wisconsin Electric Power 3.500 12/01/07 549,134
------------
15,154,277
------------
ENVIRONMENTAL & FACILITIES SERVICES 1.0%
1,500 Waste Management, Inc. 7.000 10/15/06 1,500,630
550 Waste Management, Inc. 7.375 08/01/10 590,005
------------
2,090,635
------------
FOOD/BEVERAGE 1.1%
660 ConAgra Foods, Inc. 7.000 10/01/28 714,996
520 ConAgra Foods, Inc. 8.250 09/15/30 641,111
160 Pilgrim's Pride Corp. 9.625 09/15/11 168,800
680 YUM! Brands, Inc. 8.875 04/15/11 769,606
------------
2,294,513
------------
GAMING 1.2%
2,090 Harrah's Operating Co., Inc. 5.625 06/01/15 1,945,928
640 Harrah's Operating Co., Inc. 6.500 06/01/16 628,493
------------
2,574,421
------------
HEALTHCARE 1.1%
1,130 UnitedHealth Group, Inc. 5.200 01/17/07 1,129,252
650 Wellpoint, Inc. 3.750 12/14/07 637,586
590 Wellpoint, Inc. 4.250 12/15/09 572,938
------------
2,339,776
------------
INDEPENDENT ENERGY 0.2%
470 Kerr-McGee Corp. 6.625 10/15/07 476,906
------------
INTEGRATED ENERGY 1.2%
790 Consumers Energy Co., Ser F 4.000 05/15/10 754,737
455 Consumers Energy Co., Ser H 4.800 02/17/09 449,551
1,300 Kinder Morgan, Inc. 6.500 09/01/12 1,302,642
------------
2,506,930
------------
LIFE INSURANCE 2.4%
635 AXA Financial, Inc. 6.500 04/01/08 645,667
475 John Hancock Financial Services, Inc. 5.625 12/01/08 479,683
485 Marsh & McLennan Cos., Inc. 5.875 08/01/33 445,265
105 Metlife, Inc. 6.125 12/01/11 109,058
1,030 Monumental Global Funding II (a) 3.850 03/03/08 1,008,936
585 Nationwide Financial Services, Inc. 6.250 11/15/11 608,166
1,895 Xlliac Global Funding (a) 4.800 08/10/10 1,859,131
------------
5,155,906
------------
LODGING 0.7%
1,325 Hyatt Equities, LLC (a) 6.875 06/15/07 1,333,991
185 Starwood Hotels & Resorts Worldwide, Inc. 7.375 05/01/07 187,081
------------
1,521,072
------------
MEDIA-CABLE 1.7%
1,835 Comcast Cable Communications, Inc. 6.750 01/30/11 1,929,613
90 Comcast Cable Communications, Inc. 7.125 06/15/13 97,161
600 Comcast Cable Communications, Inc. 8.375 05/01/07 610,259
935 Echostar DBS Corp. 6.375 10/01/11 912,794
180 Echostar DBS Corp. 6.625 10/01/14 171,675
------------
3,721,502
------------
MEDIA-NONCABLE 1.6%
950 Interpublic Group of Cos., Inc. 5.400 11/15/09 902,500
970 News America Holdings, Inc. 8.875 04/26/23 1,179,490
135 News America, Inc. 7.280 06/30/28 144,110
1,310 Viacom, Inc. (a) 6.875 04/30/36 1,299,105
------------
3,525,205
------------
NATURAL GAS DISTRIBUTORS 0.7%
585 Keyspan Corp. 4.900 05/16/08 581,888
890 Sempra Energy 4.621 05/17/07 885,819
------------
1,467,707
------------
NATURAL GAS PIPELINES 1.4%
765 Consolidated Natural Gas Co., Ser A 5.000 12/01/14 727,611
1,065 Consolidated Natural Gas Co., Ser C 6.250 11/01/11 1,098,758
470 Kinder Morgan Energy Partners 5.125 11/15/14 447,476
755 Texas Eastern Transmission Corp. 7.000 07/15/32 848,489
------------
3,122,334
------------
NONCAPTIVE-CONSUMER FINANCE 5.7%
1,000 American Express Co. 4.750 06/17/09 993,143
230 American General Finance Corp. 4.625 05/15/09 226,314
2,000 American General Finance Corp. 4.625 09/01/10 1,953,534
2,245 Countrywide Home Loans, Inc. 3.250 05/21/08 2,176,218
1,555 HSBC Finance Corp. 6.750 05/15/11 1,649,620
1,000 HSBC Finance Corp. 7.875 03/01/07 1,009,996
150 HSBC Finance Corp. 8.000 07/15/10 164,005
2,595 Residential Capital Corp. 6.375 06/30/10 2,627,726
1,600 SLM Corp. (Floating Rate Coupon) 5.665 07/26/10 1,601,573
------------
12,402,129
------------
NONCAPTIVE-DIVERSIFIED FINANCE 2.5%
415 CIT Group, Inc. 3.650 11/23/07 408,062
290 CIT Group, Inc. 4.750 08/15/08 287,693
415 CIT Group, Inc. 7.375 04/02/07 419,195
2,100 General Electric Capital Corp., Ser A 4.750 09/15/14 2,033,802
90 General Electric Capital Corp., Ser A 5.875 02/15/12 92,974
2,240 Nationwide Building Society (United
Kingdom) (a) 4.250 02/01/10 2,174,440
------------
5,416,166
------------
OIL FIELD SERVICES 0.5%
1,195 Panhandle Eastern Pipe Line Co., Ser B 2.750 03/15/07 1,180,542
------------
OTHER UTILITIES 0.6%
1,295 Plains All American Pipeline (a) 6.700 05/15/36 1,355,935
------------
PROPERTY & CASUALTY 3.9%
1,195 AIG SunAmerica Global Financial VI (a) 6.300 05/10/11 1,248,209
1,545 Farmers Exchange Capital (a) 7.050 07/15/28 1,587,974
1,230 Farmers Insurance Exchange Surplus (a) 8.625 05/01/24 1,460,760
1,800 Mantis Reef Ltd. (Australia) (a) 4.692 11/14/08 1,768,689
1,415 St. Paul Travelers Cos., Inc. 5.010 08/16/07 1,406,688
1,035 Two-Rock Pass Through Trust (Floating Rate
Coupon) (Bermuda) (a) 6.344 02/11/49 1,019,589
------------
8,491,909
------------
RAILROADS 2.5%
1,060 Burlington Northern Santa Fe Corp. 6.125 03/15/09 1,081,734
1,000 CSX Corp. 6.750 03/15/11 1,056,136
520 Norfolk Southern Corp. 7.350 05/15/07 525,777
2,600 Union Pacific Corp. 6.625 02/01/08 2,643,488
------------
5,307,135
------------
REAL ESTATE INVESTMENT TRUSTS 0.4%
850 Reckson Operating Partnership LP 5.150 01/15/11 838,433
------------
RETAIL 2.1%
270 CVS Corp. 3.875 11/01/07 265,539
650 CVS Corp. 5.750 08/15/11 659,153
500 Federated Department Stores, Inc. 6.300 04/01/09 508,797
1,500 Federated Department Stores, Inc. 6.625 09/01/08 1,530,431
1,275 May Department Stores Co. 5.950 11/01/08 1,285,942
340 May Department Stores Co. 6.700 07/15/34 339,316
------------
4,589,178
------------
SUPERMARKETS 0.9%
495 Delhaize America, Inc. 9.000 04/15/31 582,313
1,270 Fred Meyer, Inc. 7.450 03/01/08 1,304,171
------------
1,886,484
------------
TECHNOLOGY 0.6%
1,300 Hewlett-Packard Co. (Floating Rate Coupon) 5.524 05/22/09 1,302,365
------------
TEXTILE 0.5%
995 Mohawk Industries, Inc., Ser D 7.200 04/15/12 1,041,239
------------
TRANSPORTATION SERVICES 1.0%
1,000 FedEx Corp. 2.650 04/01/07 986,613
1,105 FedEx Corp. 5.500 08/15/09 1,112,827
------------
2,099,440
------------
WIRELINE COMMUNICATIONS 3.2%
1,835 AT&T Corp. 8.000 11/15/31 2,249,596
1,385 France Telecom SA (France) 8.500 03/01/31 1,812,436
1,125 SBC Communications, Inc. 6.150 09/15/34 1,092,688
1,010 Sprint Capital Corp. 8.750 03/15/32 1,235,217
590 Verizon New England, Inc. 6.500 09/15/11 605,888
------------
6,995,825
------------
TOTAL CORPORATE BONDS 150,246,879
------------
UNITED STATES GOVERNMENT AGENCY OBLIGATIONS
22.2%
7,180 United States Treasury Bonds 6.125 08/15/29 8,466,232
7,260 United States Treasury Bonds 6.375 08/15/27 8,717,677
21,250 United States Treasury Notes (b) 4.250 08/15/13 20,808,404
7,350 United States Treasury Notes 4.250 11/15/13 7,191,806
3,000 United States Treasury Notes 4.500 02/28/11 2,989,689
------------
TOTAL UNITED STATES GOVERNMENT AGENCY OBLIGATIONS 48,173,808
------------
TOTAL LONG-TERM INVESTMENTS 91.5%
(Cost $197,473,366) 198,420,687
SHORT-TERM INVESTMENTS 16.7%
REPURCHASE AGREEMENT 16.6%
State Street Bank & Trust Co. ($35,974,000
par collateralized by U.S. Government
obligations in a pooled cash account,
interest rate of 5.15%, dated 09/29/06, to
be sold on 10/02/06 at $35,989,439) 35,974,000
U.S. GOVERNMENT AGENCY OBLIGATIONS 0.1%
United States Treasury Bills ($300,000
par, yielding 5.30%, 01/11/07 maturity) (c) 296,011
------------
TOTAL SHORT-TERM INVESTMENTS
(Cost $36,269,674) 36,270,011
------------
TOTAL INVESTMENTS 108.2%
(Cost $233,743,040) 234,690,698
LIABILITIES IN EXCESS OF OTHER ASSETS (8.2%) (17,788,056)
------------
NET ASSETS 100.0% $216,902,642
============
Percentages are calculated as a percentage of net assets.
(a) 144A-Private Placement security which is exempt from registration under
Rule 144A of the Securities Act of 1933, as amended. This security may only
be resold in transactions exempt from registration which are normally those
transactions with qualified institutional buyers.
(b) Security purchased on a when-issued or delayed delivery basis.
(c) All or a portion of this security has been physically segregated in
connection with open futures contracts.
FUTURES CONTRACTS OUTSTANDING AS OF SEPTEMBER 30, 2006:
UNREALIZED
APPRECIATION/
CONTRACTS DEPRECIATION
--------- -------------
LONG CONTRACTS:
U.S. Treasury Notes 10-Year Futures December 2006
(Current Notional Value of $108,063 per contract) 126 $139,667
U.S. Treasury Notes 5-Year Futures December 2006
(Current Notional Value of $105,516 per contract) 55 26,864
U.S. Treasury Bond Futures December 2006 (Current
Notional Value of $112,406 per contract) 135 262,140
SHORT CONTRACTS:
U.S. Treasury Notes 2-Year Futures December 2006
(Current Notional Value of $204,500 per contract) 118 (32,490)
--- --------
434 $396,181
=== ========
SWAP AGREEMENTS OUTSTANDING AS OF SEPTEMBER 30, 2006:
CREDIT DEFAULT SWAPS
NOTIONAL UNREALIZED
BUY/SELL PAY/RECEIVE EXPIRATION AMOUNT APPRECIATION/
COUNTERPARTY REFERENCE ENTITY PROTECTION FIXED RATE DATE (000) DEPRECIATION
--------------- ---------------- ---------- ----------- ---------- -------- -------------
Goldman Sachs Dow Jones CDX
Capital Markets NA IG HVOL Buy 0.75% 6/20/11 $8,700 $2,678
Item 2. Controls and Procedures.
(a) The Fund's principal executive officer and principal financial officer have
concluded that the Fund's disclosure controls and procedures are sufficient to
ensure that information required to be disclosed by the Fund in this Form N-Q
was recorded, processed, summarized and reported within the time periods
specified in the Securities and Exchange Commission's rules and forms, based
upon such officers' evaluation of these controls and procedures as of a date
within 90 days of the filing date of the report.
(b) There were no changes in the Fund's internal control over financial
reporting that occurred during the registrant's fiscal quarter that has
materially affected, or is reasonably likely to materially affect, the Fund's
internal control over financial reporting.
Item 3. Exhibits.
(a) A certification for the Principal Executive Officer of the registrant is
attached hereto as part of EX-99.cert.
(b) A certification for the Principal Financial Officer of the registrant is
attached hereto as part of EX-99.cert.
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.
(Registrant) Van Kampen Bond Fund
By: /s/ Ronald E. Robison
---------------------------------
Name: Ronald E. Robison
Title: Principal Executive Officer
Date: November 21, 2006
Pursuant to the requirements of the Securities Exchange Act of 1934 and the
Investment Company Act of 1940, this report has been signed by the following
persons on behalf of the registrant and in the capacities and on the dates
indicated.
By: /s/ Ronald E. Robison
---------------------------------
Name: Ronald E. Robison
Title: Principal Executive Officer
Date: November 21, 2006
By: /s/ James W. Garrett
---------------------------------
Name: James W. Garrett
Title: Principal Financial Officer
Date: November 21, 2006