-----BEGIN PRIVACY-ENHANCED MESSAGE-----
Proc-Type: 2001,MIC-CLEAR
Originator-Name: webmaster@www.sec.gov
Originator-Key-Asymmetric:
 MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen
 TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB
MIC-Info: RSA-MD5,RSA,
 TfVR5zXQWW/xDka52O6/XS1249pECj/aJoMbg1d0XYy+KsEL9Rge4vPuD6uky7o0
 VwoVptUiyyS7l/mca2gO9g==

<SEC-DOCUMENT>0001104659-06-045519.txt : 20060706
<SEC-HEADER>0001104659-06-045519.hdr.sgml : 20060706
<ACCEPTANCE-DATETIME>20060706090738
ACCESSION NUMBER:		0001104659-06-045519
CONFORMED SUBMISSION TYPE:	N-CSRS
PUBLIC DOCUMENT COUNT:		5
CONFORMED PERIOD OF REPORT:	20060430
FILED AS OF DATE:		20060706
DATE AS OF CHANGE:		20060706
EFFECTIVENESS DATE:		20060706

FILER:

	COMPANY DATA:	
		COMPANY CONFORMED NAME:			CREDIT SUISSE HIGH YIELD BOND FUND
		CENTRAL INDEX KEY:			0001061353
		IRS NUMBER:				134009166
		STATE OF INCORPORATION:			DE
		FISCAL YEAR END:			1231

	FILING VALUES:
		FORM TYPE:		N-CSRS
		SEC ACT:		1940 Act
		SEC FILE NUMBER:	811-08777
		FILM NUMBER:		06946476

	BUSINESS ADDRESS:	
		STREET 1:		277 PARK AVENUE
		CITY:			NEW YORK
		STATE:			NY
		ZIP:			10172
		BUSINESS PHONE:		2128926692

	MAIL ADDRESS:	
		STREET 1:		277 PARK AVENUE
		CITY:			NEW YORK
		STATE:			NY
		ZIP:			10172

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	DLJ HIGH YIELD BOND FUND
		DATE OF NAME CHANGE:	19980508
</SEC-HEADER>
<DOCUMENT>
<TYPE>N-CSRS
<SEQUENCE>1
<FILENAME>a06-13069_1ncsrs.htm
<DESCRIPTION>CERTIFIED SEMI-ANNUAL SHAREHOLDER REPORT
<TEXT>
<html>

<head>





</head>

<body lang="EN-US">

<div>

<p align="center" style="margin:0in 0in .0001pt;text-align:center;"><font size="2" face="Times New Roman">&nbsp;</font></p>

<table border="0" cellspacing="0" cellpadding="0" width="100%" style="border-collapse:collapse;width:100.0%;">
 <tr height="1" style="height:1.0pt;">
  <td width="24%" height="1" valign="top" style="height:1.0pt;padding:0in 0in 0in 0in;width:24.96%;">
  <p align="center" style="margin:0in 0in .0001pt;text-align:center;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="50%" height="1" valign="bottom" style="height:1.0pt;padding:0in 0in 0in 0in;width:50.04%;">
  <p align="center" style="margin:0in 0in .0001pt;text-align:center;"><font size="3" face="Times New Roman" style="font-size:12.0pt;">UNITED
  STATES</font></p>
  </td>
  <td width="25%" height="1" valign="top" style="height:1.0pt;padding:0in 0in 0in 0in;width:25.0%;">
  <p style="margin:0in 0in .0001pt;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
 </tr>
 <tr height="1" style="height:1.0pt;">
  <td width="24%" height="1" valign="top" style="height:1.0pt;padding:0in 0in 0in 0in;width:24.96%;">
  <p align="center" style="margin:0in 0in .0001pt;text-align:center;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="50%" height="1" valign="top" style="height:1.0pt;padding:0in 0in 0in 0in;width:50.04%;">
  <p align="center" style="margin:0in 0in .0001pt;text-align:center;"><font size="3" face="Times New Roman" style="font-size:12.0pt;">SECURITIES
  AND EXCHANGE COMMISSION</font></p>
  </td>
  <td width="25%" height="1" valign="top" style="height:1.0pt;padding:0in 0in 0in 0in;width:25.0%;">
  <p align="center" style="margin:0in 0in .0001pt;text-align:center;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
 </tr>
 <tr>
  <td width="24%" valign="top" style="padding:0in 0in 0in 0in;width:24.96%;">
  <p align="center" style="margin:2.0pt 0in .0001pt;text-align:center;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="50%" valign="top" style="padding:0in 0in 0in 0in;width:50.04%;">
  <p align="center" style="margin:2.0pt 0in .0001pt;text-align:center;"><font size="3" face="Times New Roman" style="font-size:12.0pt;">Washington, D.C. 20549</font></p>
  </td>
  <td width="25%" valign="top" style="padding:0in 0in 0in 0in;width:25.0%;">
  <p align="center" style="margin:2.0pt 0in .0001pt;text-align:center;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
 </tr>
</table>

<p align="center" style="margin:0in 0in .0001pt;text-align:center;"><font size="2" face="Times New Roman">&nbsp;</font></p>

<p align="center" style="margin:0in 0in .0001pt;text-align:center;"><b><font size="4" face="Times New Roman" style="font-size:14.0pt;font-weight:bold;">FORM N-CSR</font></b></p>

<p align="center" style="margin:0in 0in .0001pt;text-align:center;"><font size="2" face="Times New Roman">&nbsp;</font></p>

<p align="center" style="margin:0in 0in .0001pt;text-align:center;"><b><font size="3" face="Times New Roman" style="font-size:12.0pt;font-weight:bold;">CERTIFIED
SHAREHOLDER REPORT OF REGISTERED<br>
MANAGEMENT INVESTMENT COMPANIES</font></b></p>

<p align="center" style="margin:0in 0in .0001pt;text-align:center;"><font size="2" face="Times New Roman">&nbsp;</font></p>

<table border="0" cellspacing="0" cellpadding="0" width="100%" style="border-collapse:collapse;width:100.0%;">
 <tr>
  <td width="29%" colspan="3" valign="top" style="padding:0in 0in 0in 0in;width:29.0%;">
  <p style="margin:0in 0in .0001pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Investment Company Act file number</font></p>
  </td>
  <td width="71%" colspan="7" valign="top" style="border:none;border-bottom:solid windowtext 1.0pt;padding:0in 0in 0in 0in;width:71.0%;">
  <p style="margin:0in 0in .0001pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">811-08777</font></p>
  </td>
 </tr>
 <tr>
  <td width="100%" colspan="10" valign="top" style="padding:0in 0in 0in 0in;width:100.0%;">
  <p align="center" style="margin:0in 0in .0001pt;text-align:center;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">&nbsp;</font></p>
  </td>
 </tr>
 <tr>
  <td width="100%" colspan="10" valign="top" style="border:none;border-bottom:solid windowtext 1.0pt;padding:0in 0in 0in 0in;width:100.0%;">
  <p align="center" style="margin:0in 0in .0001pt;text-align:center;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">CREDIT SUISSE HIGH YIELD BOND
  FUND</font></p>
  </td>
 </tr>
 <tr>
  <td width="100%" colspan="10" valign="top" style="border:none;padding:0in 0in 0in 0in;width:100.0%;">
  <p align="center" style="margin:0in 0in .0001pt;text-align:center;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">(Exact name of registrant as
  specified in charter)</font></p>
  </td>
 </tr>
 <tr>
  <td width="100%" colspan="10" valign="top" style="padding:0in 0in 0in 0in;width:100.0%;">
  <p align="center" style="margin:0in 0in .0001pt;text-align:center;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">&nbsp;</font></p>
  </td>
 </tr>
 <tr>
  <td width="50%" colspan="7" valign="top" style="border:none;border-bottom:solid windowtext 1.0pt;padding:0in 0in 0in 0in;width:50.0%;">
  <p align="center" style="margin:0in 0in .0001pt;text-align:center;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">466 Lexington Avenue, New York,
  New York</font></p>
  </td>
  <td width="25%" colspan="2" valign="top" style="border:none;border-bottom:solid windowtext 1.0pt;padding:0in 0in 0in 0in;width:25.0%;">
  <p align="center" style="margin:0in 0in .0001pt;text-align:center;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="25%" valign="top" style="border:none;border-bottom:solid windowtext 1.0pt;padding:0in 0in 0in 0in;width:25.0%;">
  <p align="center" style="margin:0in 0in .0001pt;text-align:center;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">10017-3140</font></p>
  </td>
 </tr>
 <tr>
  <td width="50%" colspan="7" valign="top" style="border:none;padding:0in 0in 0in 0in;width:50.0%;">
  <p align="center" style="margin:0in 0in .0001pt;text-align:center;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">(Address of principal executive
  offices)</font></p>
  </td>
  <td width="25%" colspan="2" valign="top" style="border:none;padding:0in 0in 0in 0in;width:25.0%;">
  <p align="center" style="margin:0in 0in .0001pt;text-align:center;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="25%" valign="top" style="border:none;padding:0in 0in 0in 0in;width:25.0%;">
  <p align="center" style="margin:0in 0in .0001pt;text-align:center;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">(Zip code)</font></p>
  </td>
 </tr>
 <tr>
  <td width="100%" colspan="10" valign="top" style="padding:0in 0in 0in 0in;width:100.0%;">
  <p align="center" style="margin:0in 0in .0001pt;text-align:center;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">&nbsp;</font></p>
  </td>
 </tr>
 <tr>
  <td width="100%" colspan="10" valign="top" style="border:none;border-bottom:solid windowtext 1.0pt;padding:0in 0in 0in 0in;width:100.0%;">
  <p align="center" style="margin:0in 0in .0001pt;text-align:center;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">J. Kevin Gao, Esq.<br>
  Credit Suisse High Yield Bond Fund<br>
  466 Lexington Avenue<br>
  New York, New York&nbsp; 10017-3140</font></p>
  </td>
 </tr>
 <tr>
  <td width="100%" colspan="10" valign="top" style="border:none;padding:0in 0in 0in 0in;width:100.0%;">
  <p align="center" style="margin:0in 0in .0001pt;text-align:center;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">(Name and address of agent for
  service)</font></p>
  </td>
 </tr>
 <tr>
  <td width="100%" colspan="10" valign="top" style="padding:0in 0in 0in 0in;width:100.0%;">
  <p align="center" style="margin:0in 0in .0001pt;text-align:center;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">&nbsp;</font></p>
  </td>
 </tr>
 <tr>
  <td width="39%" colspan="5" valign="top" style="padding:0in 0in 0in 0in;width:39.58%;">
  <p style="margin:0in 0in .0001pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Registrant&#146;s telephone number, including
  area code:</font></p>
  </td>
  <td width="22%" colspan="3" valign="top" style="border:none;border-bottom:solid windowtext 1.0pt;padding:0in 0in 0in 0in;width:22.26%;">
  <p style="margin:0in 0in .0001pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">(212) 875-3500</font></p>
  </td>
  <td width="38%" colspan="2" valign="top" style="padding:0in 0in 0in 0in;width:38.16%;">
  <p style="margin:0in 0in .0001pt;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
 </tr>
 <tr>
  <td width="100%" colspan="10" valign="top" style="padding:0in 0in 0in 0in;width:100.0%;">
  <p style="margin:0in 0in .0001pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">&nbsp;</font></p>
  </td>
 </tr>
 <tr>
  <td width="18%" valign="top" style="padding:0in 0in 0in 0in;width:18.16%;">
  <p style="margin:0in 0in .0001pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Date of fiscal year end:</font></p>
  </td>
  <td width="18%" colspan="3" valign="top" style="border:none;border-bottom:solid windowtext 1.0pt;padding:0in 0in 0in 0in;width:18.68%;">
  <p style="margin:0in 0in .0001pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">October 31</font></p>
  </td>
  <td width="63%" colspan="6" valign="top" style="padding:0in 0in 0in 0in;width:63.16%;">
  <p style="margin:0in 0in .0001pt;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
 </tr>
 <tr>
  <td width="100%" colspan="10" valign="top" style="padding:0in 0in 0in 0in;width:100.0%;">
  <p style="margin:0in 0in .0001pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">&nbsp;</font></p>
  </td>
 </tr>
 <tr>
  <td width="19%" colspan="2" valign="top" style="padding:0in 0in 0in 0in;width:19.42%;">
  <p style="margin:0in 0in .0001pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Date of reporting period:</font></p>
  </td>
  <td width="28%" colspan="4" valign="top" style="border:none;border-bottom:solid windowtext 1.0pt;padding:0in 0in 0in 0in;width:28.66%;">
  <p style="margin:0in 0in .0001pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">November 1, 2005 to April 30, 2006</font></p>
  </td>
  <td width="51%" colspan="4" valign="top" style="padding:0in 0in 0in 0in;width:51.92%;">
  <p style="margin:0in 0in .0001pt;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
 </tr>
 <tr height="0">
  <td width="136" style="border:none;"></td>
  <td width="9" style="border:none;"></td>
  <td width="72" style="border:none;"></td>
  <td width="59" style="border:none;"></td>
  <td width="20" style="border:none;"></td>
  <td width="64" style="border:none;"></td>
  <td width="14" style="border:none;"></td>
  <td width="89" style="border:none;"></td>
  <td width="98" style="border:none;"></td>
  <td width="187" style="border:none;"></td>
 </tr>
</table>

<p style="margin:0in 0in .0001pt;"><font size="2" face="Times New Roman">&nbsp;</font></p>

<div style="margin:0in 0in .0001pt;"><hr size="2" width="100%" noshade color="gray" align="left"></div>

</div>
<!-- SEQ.=1,FOLIO='',FILE='C:\JMS\pradee\06-13069-1\task1208595\13069-1-ba.htm',USER='pmsubramanyan',CD='Jul  5 17:31 2006' -->



<br clear="all" style="page-break-before:always;">

<div>

<p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:none;"><b><font size="2" face="Times New Roman" style="font-size:10.0pt;font-weight:bold;">&nbsp;</font></b></p>

<p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:none;"><b><font size="2" face="Times New Roman" style="font-size:10.0pt;font-weight:bold;">Item 1.
Reports to Stockholders.</font></b></p>

<p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:none;"><b><font size="2" face="Times New Roman" style="font-size:10.0pt;font-weight:bold;">&nbsp;</font></b></p>

<div style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:none;"><hr size="2" width="100%" noshade color="gray" align="left"></div>

</div>
<!-- SEQ.=1,FOLIO='',FILE='C:\JMS\pradee\06-13069-1\task1208595\13069-1-bg.htm',USER='pmsubramanyan',CD='Jul  5 17:19 2006' -->



<br clear="all" style="page-break-before:always;">
<!-- Document name: 06-13069-2.aa-->
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Credit Suisse High Yield Bond Fund<BR>466 Lexington Avenue<BR>New York, NY 10017</b></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Trustees</b></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="1">Enrique R. Arzac - Chairman of the Board</font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="1">James Cattano</font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="1">Lawrence J. Fox</font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="1">Lawrence Haber</font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="1">Steven Rappaport</font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Officers</b></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="1">Steven B. Plump</font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="1"><i>Chief Executive Officer and President</i></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="1">Martha B. Metcalf</font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="1"><i>Chief Investment Officer</i></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="1">Emidio Morizio</font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="1"><i>Chief Compliance Officer</i></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="1">Ajay Mehra</font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="1"><i>Chief Legal Officer</i></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="1">J. Kevin Gao</font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="1"><i>Senior Vice President and Secretary</i></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="1">Michael A. Pignataro</font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="1"><i>Chief Financial Officer and Vice President</i></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="1">Robert Rizza</font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="1"><i>Treasurer</i></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Investment Adviser</b></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="1">Credit Suisse Asset Management, LLC<BR>466 Lexington Avenue<BR>New York, NY 10017</font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Administrator</b></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="1">State Street Bank and Trust Co.<BR>225 Franklin Street<BR>Boston, MA 02110</font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Custodian</b></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="1">Custodial Trust Company<BR>101 Carnegie Center<BR>Princeton, NJ 08540</font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Shareholder Servicing Agent</b></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="1">Computershare Trust Company, N.A.<BR>P.O. Box 43010<BR>Providence, RI 02940-3010</font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Legal Counsel</b></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="1">Willkie Farr &amp; Gallagher LLP<BR>787 7th Avenue<BR>New York, NY 10019</font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Independent Registered Public Accounting Firm</b></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="1">PricewaterhouseCoopers LLP<BR>Two Commerce Square<BR>Philadelphia, Pennsylvania 19103</font></p>
<p align="center"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b><i>Credit Suisse<BR>High Yield Bond Fund</i></b></font></p>
<p align="center"><font face="Times New Roman PS, Times New Roman, Times" size="2">SEMIANNUAL REPORT</font></p>
<p align="center"><font face="Times New Roman PS, Times New Roman, Times" size="2">April 30, 2006<BR>(unaudited)</font></p>
<hr size="3" width="100%" noshade color="gray" align="center">
<!-- SEQ.=1,FOLIO='',FILE='06-13069-2.aa',USER='jscott',CD='' -->
<br clear="all" style="page-break-before:always;">


<br clear="all" style="page-break-before:always;">
<!-- Document name: 06-13069-2.ba-->
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Credit Suisse High Yield Bond Fund </b></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Semiannual Investment Adviser's Report</b></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2">April 30, 2006 (unaudited)</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">&nbsp;&nbsp;June 16, 2006</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">Dear Shareholder:</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Performance Summary</b></font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">11/01/05 &#150; 04/30/06</font></p>
<table border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td colspan="3" width="287" align="left" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Fund &amp; Benchmarks</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="111" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Performance</b></font></td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="287" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">Total Return (based on NAV)<sup>1</sup></font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="75" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">7.74</font></td>
<td colspan="1" width="28" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">%</font></td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="287" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">Total Return (based on market value)<sup>1</sup></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="75" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">(7.61</font></td>
<td colspan="1" width="28" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">)%</font></td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="287" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">Merrill Lynch US High Yield Master II Constrained Index<sup>2</sup></font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="75" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">5.01</font></td>
<td colspan="1" width="28" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">%</font></td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="287" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">Citigroup High-Yield Market Index<sup>2</sup></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="75" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">4.56</font></td>
<td colspan="1" width="28" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">%</font></td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
</table>

<p>&nbsp;</p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Market Overview</b></font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">The high yield market has experienced six consecutive months of positive returns, generating returns of 5.01% for the semi-annual period ending April 30, 2006 (according to the Merrill Lynch US High Yield Master II Constrained benchmark). Low-rated securities outperformed the broader market with returns of 9.98% while the more interest rate sensitive BB-rated securities underperformed, returning 3.10%. For the time period, average spreads tightened 68 basis points to 303 versus treasuries.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">All sectors within the benchmark posted positive returns for the period with Airlines, Theaters, and Building Materials leading the way. Auto performance was volatile. The sector was the largest detractor from market performance for February 2006 and November 2005, but the largest contributor to performance in January 2006 and March 2006. Sectors that underperformed the index include Utilities and Energy.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">Credit fundamentals continue to be supportive of the high yield market. Moody's default rate remains low, drifting from 1.96% in November 2005 to 1.65% for the month of April 2006. In addition, the high yield distressed ratio, a leading indicator for future default rates, remains low at 2.8% for April 2006. The technical environment remains constructive as well. The new issue calendar has remained light for most of the period, and even though it has picked up with several large deals more recently, market technicals remain firm as cash from coupon and bond redemptions has outpaced supply.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Strategic Review</b></font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">The Fund outperformed in the period, benefiting from an underweight to the more interest rate sensitive BB-rated securities. The Fund's overweight to higher yielding securities also provided positive contribution to return.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">Superior security selection, coupled with an overweight in the Buildings Materials, Electronics, Packaging, as well as Support-Services sectors, provided the greatest positive contribution to the Fund's relative performance in the period. Positive security selection in the Gaming, Steel, Telecom-Wireless and Utility sectors also added to relative returns. Security selection in the Autos sector detracted from returns.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Benchmark Review</b></font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">Structural changes within the high yield universe have necessitated an evaluation of our benchmark. Specifically, the downgrades of General Motors Corp. and Ford Motor Company have created high issuer concentrations in the traditional high yield indices. After extensively studying the various benchmarks available, the fund will switch its reference index to the Merrill Lynch US High Yield Master II Constrained Index. This index caps issuer weights to a maximum of 2% and therefore addresses current and future concentration issues.</font></p>
<hr size="3" width="100%" noshade color="gray" align="center">
<!-- SEQ.=3,FOLIO='',FILE='06-13069-2.ba',USER='jscott',CD='' -->
<br clear="all" style="page-break-before:always;">
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Credit Suisse High Yield Bond Fund </b></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Semiannual Investment Adviser's Report (continued)</b></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2">April 30, 2006 (unaudited)</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Outlook and Strategy</b></font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">We remain cautiously optimistic for high yield returns for the remainder of 2006. Robust economic growth, low defaults, and a below average distressed ratio provide the backdrop for a favorable fundamental outlook in our view. In addition, the new issue calendar has remained light, leading to a strong technical demand. Though yield spreads are still near historic lows, we believe the market conditions support current levels and believe that they could remain range-bound going forward. With yields hovering in the 8% area, coupon income generation alone could potentially provide more than respectable total returns. Strategically, we will look to use the market's strength as an opportunity to exit some less liquid, deteriorating credits.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">We appreciate your interest in the Fund and would be pleased to respond to your questions or comments. Any questions regarding net asset value, performance, dividends, portfolio management or allocations should be directed to Credit Suisse Asset Management, LLC at (800) 293-1232. All other inquiries regarding account information, requests for the latest financial information or other reports should be directed to the Fund's Shareholder Servicing Agent at (800) 730-6001.</font></p>
<p><img src="j06130692_ba001.jpg">
<img src="j06130692_ba002.jpg">
</p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2">Martha Metcalf&nbsp;&nbsp;Steven B. Plump<BR>Chief Investment Officer*&nbsp;&nbsp;Chief Executive Officer and President**</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2"><i>High yield bonds are lower-quality bonds that are also known as "junk bonds." Such bonds entail greater risks than those found in higher-rated securities.</i></font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2"><i>In addition to historical information, this report contains forward-looking statements, which may concern, among other things, domestic and foreign markets, industry and economic trends and developments and government regulation and their potential impact on the Fund's investment portfolio. These statements are subject to risks and uncertainties and actual trends, developments and regulations in the future and their impact on the Fund could be materially different from those projected, anticipated or implied. The Fund has no obligation to update or revise forward-looking statements.</i></font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">We wish to remind shareholders whose shares are registered in their own name that they automatically participate in the Fund's dividend reinvestment program known as the Investlink<sup>SM</sup> Program (the "Program"). The Program can be of value to shareholders in maintaining their proportional ownership interest in the Fund in an easy and convenient way. A shareholder whose shares are held in the name of a broker/dealer or nominee should contact the Fund's Transfer Agent for details about participating in the Program.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="1">&nbsp;&nbsp;*&nbsp;&nbsp;Martha B. Metcalf is a Managing Director of Credit Suisse Asset Management, LLC ("Credit Suisse") and head of the U.S. High Yield Management Team. She has served in these capacities since 2005. As of November 2005, she is primarily responsible for the management of the Fund's assets. From 2000 until 2005, she was a Managing Director and Portfolio Manager of Global High Yield Bonds, and head of a global high yield business with responsibility for total return, as well as structured portfolios at Invesco. Prior to her tenure at Invesco, Ms. Metcalf served for over ten years at JP Morgan Investment Management, where she was Vice President and Portfolio Manager for High Yield Corporate Bonds.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="1">&nbsp;&nbsp;**&nbsp;&nbsp;Steven B. Plump is a Managing Director of Credit Suisse and CEO/President of the Fund. He joined Warburg Pincus Asset Management ("WPAM") in 1995 and came to Credit Suisse in 1999 when it acquired WPAM.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2"><sup>1</sup>&nbsp;&nbsp;Assuming reinvestment of dividends of $0.24 per share.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2"><sup>2</sup>&nbsp;&nbsp;Merrill Lynch US High Yield Master II Constrained Index is an unmanaged index that tracks the performance of below investment-grade U.S. dollar-denominated corporate bonds issued in the U.S. domestic market, where each issuer's allocation is limited to 2% of the index. Investors cannot invest directly in an index. In order to ensure that the index the Fund is benchmarked against is best aligned with the Fund's emphasis on diversification and risk management, effective February 28, 2006, this index replaces the Citigroup High Yield Market Index, a broad-based, unmanaged index of high-yield securities that is compiled by Citigroup Global Markets Inc.</font></p>
<hr size="3" width="100%" noshade color="gray" align="center">
<!-- SEQ.=4,FOLIO='',FILE='06-13069-2.ba',USER='jscott',CD='' -->
<br clear="all" style="page-break-before:always;">
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Credit Suisse High Yield Bond Fund </b></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Semiannual Investment Adviser's Report (continued)</b></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2">April 30, 2006 (unaudited)</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Top Ten Holdings</b></font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2"><i>(% of net assets as of 4/30/06)</i></font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">Security Description</font></p>
<table border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td colspan="3" width="29" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">1.<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="2"> &nbsp;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="173" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">Ford Motor Credit Co.<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="2">6.625</font><font face="Times New Roman PS, Times New Roman, Times" size="2">% 06/16/08</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="43" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">2.24</font><font face="Times New Roman PS, Times New Roman, Times" size="2">%<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="2"> &nbsp;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="29" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">2.<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="2"> &nbsp;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="173" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">General Motors Acceptance Corp.<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="2">5.625</font><font face="Times New Roman PS, Times New Roman, Times" size="2">% 05/15/09</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="43" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">1.70</font><font face="Times New Roman PS, Times New Roman, Times" size="2">%<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="2"> &nbsp;</font></td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="29" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">3.<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="2"> &nbsp;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="173" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">Allied Waste North America, Inc.<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="2">7.375</font><font face="Times New Roman PS, Times New Roman, Times" size="2">% 04/15/14</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="43" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">1.46</font><font face="Times New Roman PS, Times New Roman, Times" size="2">%<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="2"> &nbsp;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="29" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">4.<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="2"> &nbsp;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="173" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">CSC Holdings, Inc.<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="2">7.250</font><font face="Times New Roman PS, Times New Roman, Times" size="2">% 04/15/12</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="43" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">1.45</font><font face="Times New Roman PS, Times New Roman, Times" size="2">%<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="2"> &nbsp;</font></td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="29" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">5.<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="2"> &nbsp;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="173" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">El Paso Production Holding Co.<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="2">7.750</font><font face="Times New Roman PS, Times New Roman, Times" size="2">% 06/01/13</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="43" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">1.25</font><font face="Times New Roman PS, Times New Roman, Times" size="2">%<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="2"> &nbsp;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="29" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">6.<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="2"> &nbsp;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="173" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">Tenet Healthcare Corp.<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="2">9.875</font><font face="Times New Roman PS, Times New Roman, Times" size="2">% 07/01/14</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="43" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">1.24</font><font face="Times New Roman PS, Times New Roman, Times" size="2">%<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="2"> &nbsp;</font></td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="29" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">7.<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="2"> &nbsp;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="173" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">Charter Communications<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="2">Holdings LLC<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="2">10.250</font><font face="Times New Roman PS, Times New Roman, Times" size="2">% 09/15/10</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="43" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">1.09</font><font face="Times New Roman PS, Times New Roman, Times" size="2">%<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="2"> &nbsp;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="29" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">8.<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="2"> &nbsp;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="173" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">Mediacom Broadband LLC<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="2">8.500</font><font face="Times New Roman PS, Times New Roman, Times" size="2">% 10/15/15</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="43" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">1.06</font><font face="Times New Roman PS, Times New Roman, Times" size="2">%<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="2"> &nbsp;</font></td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="29" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">9.<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="2"> &nbsp;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="173" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">SunGard Data Systems, Inc.<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="2">10.250</font><font face="Times New Roman PS, Times New Roman, Times" size="2">% 08/15/15</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="43" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">0.93</font><font face="Times New Roman PS, Times New Roman, Times" size="2">%<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="2"> &nbsp;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="29" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">10.<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="2"> &nbsp;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="173" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">R.H. Donnelley Corp.<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="2">6.875</font><font face="Times New Roman PS, Times New Roman, Times" size="2">% 01/15/13</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="43" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">0.89</font><font face="Times New Roman PS, Times New Roman, Times" size="2">%<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="2"> &nbsp;</font></td>
<td colspan="1">&nbsp;</td>
</tr>
</table>

<p>&nbsp;</p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Credit Quality Breakdown</b></font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2"><i>(% of total investments as of 4/30/06)</i></font></p>
<table border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td colspan="7" width="173" bgcolor="#cceeff" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2"><b>S&amp;P Ratings</b></font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="101" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">BBB</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="39" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">0.5</font></td>
<td colspan="1" width="25" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">%</font></td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="101" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">BB</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="39" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">14.0</font></td>
<td colspan="1" width="25" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="101" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">B</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="39" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">56.4</font></td>
<td colspan="1" width="25" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="101" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">CCC</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="39" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">25.5</font></td>
<td colspan="1" width="25" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="101" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">CC</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="39" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">0.8</font></td>
<td colspan="1" width="25" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="101" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">C</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="39" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">0.1</font></td>
<td colspan="1" width="25" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="101" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">D</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="39" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">0.7</font></td>
<td colspan="1" width="25" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="101" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">NR</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="39" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">1.8</font></td>
<td colspan="1" width="25" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="101" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">Subtotal</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="39" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="2">99.8</font></td>
<td colspan="1" width="25" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="101" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">Equities and Other</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="39" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">0.2</font></td>
<td colspan="1" width="25" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="101" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">Total</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="39" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="2">100.0</font></td>
<td colspan="1" width="25" align="left" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="2">%</font></td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
</table>

<p>&nbsp;</p>
<p align="center"><font size="2" face="Times New Roman PS, Times New Roman, Times">1</font></p>
<hr size="3" width="100%" noshade color="gray" align="center">
<!-- SEQ.=5,FOLIO='1',FILE='06-13069-2.ba',USER='jscott',CD='' -->
<br clear="all" style="page-break-before:always;">


<br clear="all" style="page-break-before:always;">
<!-- Document name: 06-13069-2.ca-->
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Credit Suisse High Yield Bond Fund </b></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Schedule of Investments</b></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2">April 30, 2006 (unaudited)</font></p>
<table border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td colspan="3" width="270" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Par<BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>(000)</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="306" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b> <BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b> </b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Ratings&#134;<BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>(S&amp;P/Moody's)</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Maturity</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="51" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Rate%</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="78" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Value</b></font></td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>U.S. CORPORATE BONDS </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(132.0%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="548" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Aerospace </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(2.1%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="548" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,100</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">DRS Technologies, Inc., Company Guaranteed Notes (Callable 02/01/11 @ $103.81) &sect;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B, B3)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">02</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/18</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.625</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,134,375</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">725</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">DRS Technologies, Inc., Global Senior Subordinated Notes (Callable 11/01/08 @ $103.44)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B, B3)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">11</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/13</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">6.875</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">722,281</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">350</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">K&amp;F Acquisition, Inc., Global Company Guaranteed Notes (Callable 11/15/09 @ $103.88)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B-, Caa1)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">11</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/14</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.750</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">359,625</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">2,000</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">L-3 Communications Corp., Global Senior Subordinated Notes (Callable 01/15/10 @ $102.94) &sect;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(BB+, Ba3)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">01</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/15</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">5.875</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,890,000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">750</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Sequa Corp., Series B, Senior Notes</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(BB-, B1)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">04</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/08</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.875</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">785,625</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="584" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">4,891,906</font></td>
<td colspan="1" width="8" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Agriculture </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(0.6%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="548" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,400</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Southern States Cooperative, Inc., Rule 144A, Senior Notes (Callable 11/01/07 @ $108.00) &#135;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B, B3)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">11</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/10</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10.500</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,491,000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Airlines </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(0.5%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="548" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,200</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">American Airlines, Inc., Series 01-2, Pass Thru Certificates</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B, B1)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/06</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.800</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,203,627</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Auto Loans </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(5.5%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="548" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,750</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Ford Motor Credit Co., Global Notes</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(BB-, Ba2)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/13</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,541,918</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">5,525</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Ford Motor Credit Co., Notes</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(BB-, Ba2)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">06</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/16/08</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">6.625</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">5,193,467</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">4,200</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">General Motors Acceptance Corp., Global Notes &sect;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(BB, Ba1)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">05</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/09</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">5.625</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">3,936,853</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">2,250</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">General Motors Acceptance Corp., Global Notes &sect;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(BB, Ba1)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">12</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/14</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">6.750</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">2,053,933</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="584" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">12,726,171</font></td>
<td colspan="1" width="8" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Automobile Parts &amp; Equipment </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(4.3%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="548" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">575</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Accuride Corp., Global Company Guaranteed Notes (Callable 02/01/10 @ $104.25) &sect;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B-, B3)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">02</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/15</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.500</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">570,688</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,000</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Altra Industrial Motion, Inc., Global Secured Notes (Callable 12/01/08 @ $104.50) #</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC+, B3)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">12</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/11</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,010,000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,200</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">American Tire Distributors Holdings, Inc., Senior Notes (Callable 04/01/09 @ $105.38)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC+, Caa2)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">04</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/13</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10.750</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,128,000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">425</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">ArvinMeritor, Inc., Notes</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(BB, Ba2)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">03</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/12</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.750</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">438,281</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">400</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Cooper-Standard Automotive, Inc., Global Company Guaranteed Notes (Callable 12/15/09 @ $104.19)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B-, Caa1)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">12</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/14</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.375</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">328,000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,900</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Goodyear Tire &amp; Rubber Co., Global Senior Notes (Callable 07/01/10 @ $104.50) &sect;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B-, B3)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">07</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/15</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,966,500</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">800</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Insurance Auto Auctions, Inc., Global Company Guaranteed Notes (Callable 04/01/09 @ $105.50)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC+, Caa1)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">04</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/13</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">11.000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">844,000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">500</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Keystone Automotive Operations, Inc., Global Senior Subordinated Notes (Callable 11/01/08 @ $104.88)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B-, Caa1)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">11</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/13</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.750</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">455,000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">96</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Meritor Automotive, Inc., Notes</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(BB, Ba2)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">02</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/09</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">6.800</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">95,760</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">900</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Stanadyne Corp., Global Senior Subordinated Notes (Callable 08/15/09 @ $105.00)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC+, Caa1)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">08</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/14</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10.000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">832,500</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">600</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Stoneridge, Inc., Global Company Guaranteed Notes (Callable 05/01/07 @ $105.75)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B+, B2)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">05</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/12</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">11.500</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">558,000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">800</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Tenneco Automotive, Inc., Global Company Guaranteed Notes (Callable 11/15/09 @ $104.31) &sect;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B, B3)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">11</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/14</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.625</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">814,000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,000</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Visteon Corp., Global Senior Notes</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B-, B3)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">08</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/10</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.250</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">902,500</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="584" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9,943,229</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Automotive </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(0.7%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="548" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,200</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">General Motors Corp., Global Debentures &sect;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B, B3)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">07</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/33</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.375</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">900,000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,075</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">General Motors Corp., Global Senior Notes &sect;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B, B3)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">07</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/13</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.125</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">814,313</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="584" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,714,313</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Beverages </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(0.3%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="548" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">600</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Le-Natures, Inc., Rule 144A, Senior Subordinated Notes (Callable 06/15/08 @ $104.50) &#135;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC+, B3)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">06</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/13</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10.000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">627,000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Brokerage </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(0.5%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="548" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,150</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">E*TRADE Financial Corp., Global Senior Notes (Callable 06/15/08 @ $104.00) &sect;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B+, B1)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">06</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/11</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,193,125</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Building &amp; Construction </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(2.5%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="548" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">625</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">K Hovnanian Enterprises, Global Company Guaranteed Notes</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(BB, Ba1)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">01</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/16</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">6.250</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">572,104</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">975</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">KB Home, Senior Subordinated Notes</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(BB-, Ba2)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">12</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/08</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.625</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,034,891</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">900</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Standard Pacific Corp., Global Senior Notes</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(BB, Ba2)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">08</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/15</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">841,500</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,200</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Technical Olympic USA, Inc., Rule 144A, Global Senior Subordinated Notes &#135;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B-, B2)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">01</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/15</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.500</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,080,000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">300</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Technical Olympic USA, Inc., Rule 144A, Senior Notes &#135;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B+, Ba3)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">04</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/11</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.250</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">300,375</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,000</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">WCI Communities, Inc., Global Company Guaranteed Notes (Callable 05/01/07 @ $104.56)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B+, Ba3)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">05</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/12</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.125</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,010,000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,000</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">William Lyon Homes, Inc., Company Guaranteed Notes (Callable 04/01/08 @ $105.38) &sect;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B, B2)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">04</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/13</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10.750</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,005,000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="584" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">5,843,870</font></td>
<td colspan="1" width="8" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Building Materials </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(5.4%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="548" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,000</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Associated Materials, Inc., Global Senior Discount Notes (Callable 03/01/09 @ $105.62) +</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC, Caa3)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">03</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/14</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">0.000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">615,000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,300</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Building Materials Corp., Global Secured Notes (Callable 08/01/09 @ $103.88)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B+, B2)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">08</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/14</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.750</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,303,250</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
</table>

<p>&nbsp;</p>
<p align="center"><font face="Times New Roman PS, Times New Roman, Times" size="1"><i>See Accompanying Notes to Financial Statements.</i></font></p>
<p align="center"><font size="2" face="Times New Roman PS, Times New Roman, Times">2</font></p>
<hr size="3" width="100%" noshade color="gray" align="center">
<!-- SEQ.=6,FOLIO='2',FILE='06-13069-2.ca',USER='jscott',CD='' -->
<br clear="all" style="page-break-before:always;">
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Credit Suisse High Yield Bond Fund </b></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Schedule of Investments (continued)</b></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2">April 30, 2006 (unaudited)</font></p>
<table border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td colspan="3" width="270" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Par<BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>(000)</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="306" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b> <BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b> </b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Ratings&#134;<BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>(S&amp;P/Moody's)</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Maturity</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="51" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Rate%</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="78" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Value</b></font></td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>U.S. CORPORATE BONDS</b></font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="548" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Building Materials</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="548" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">750</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Compression Polymers Holding Corp., Rule 144A, Senior Notes (Callable 07/01/09 @ $105.25) &#135;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B-, B2)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">07</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/13</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10.500</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">772,500</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">500</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Dayton Superior Corp., Company Guaranteed Notes (Callable 06/15/07 @ $102.17)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC, Caa3)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">06</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/09</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">13.000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">442,500</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">750</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Dayton Superior Corp., Global Secured Notes (Callable 06/15/06 @ $105.62)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B-, Caa1)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">09</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/08</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10.750</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">781,875</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">2,000</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Goodman Global Holding Company, Inc., Global Senior Subordinated Notes <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(Callable 12/15/08 @ 103.94) &sect;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B-, B3)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">12</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/12</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.875</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">2,010,000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,100</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Interface, Inc., Global Senior Subordinated Notes (Callable 02/01/09 @ $104.75) &sect;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC, Caa1)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">02</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/14</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.500</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,149,500</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">325</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Norcraft Companies LP, Global Senior Subordinated Notes (Callable 11/01/07 @ $104.50)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B-, B3)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">11</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/11</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">341,250</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">750</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Norcraft Holdings LP, Global Senior Discount Notes (Callable 09/01/08 @ $104.88) +</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B-, Caa1)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">09</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/12</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">0.000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">611,250</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,100</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Nortek, Inc., Global Senior Subordinated Notes (Callable 09/01/09 @ $104.25)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC+, Caa1)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">09</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/14</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.500</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,133,000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,000</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">NTK Holdings, Inc., Global Senior Discount Notes (Callable 09/01/09 @ $105.38) +&sect;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC+, Caa2)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">03</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/14</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">0.000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">766,250</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,000</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Ply Gem Industries, Inc., Global Senior Subordinated Notes (Callable 02/15/08 @ $104.50)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B-, B3)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">02</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/12</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">967,500</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,000</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">RMCC Acquisition Co., Rule 144A, Senior Subordinated Notes (Callable 11/01/08 @ $104.75) &#135;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC+, Caa1)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">11</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/12</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.500</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,050,000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,275</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Werner Holding Co., Inc., Series A, Company Guaranteed Notes (Callable 06/26/06 @ $100)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CC, Caa3)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">11</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/07</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10.000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">408,000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="584" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">12,351,875</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Chemicals </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(5.7%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="548" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">650</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">BCP Crystal Holdings Corp., Global Senior Subordinated Notes (Callable 06/15/09 @ $104.81)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B, B3)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">06</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/14</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.625</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">718,250</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">876</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Crystal US Holdings, Global Senior Discount Notes (Callable 10/01/09 @ $105.25) +</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B, Caa2)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/14</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">0.000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">696,420</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,000</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Equistar Chemicals LP/ Equistar Funding Corp., Global Company Guaranteed Notes</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(BB-, B2)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">09</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/08</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10.125</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,076,250</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">227</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Huntsman Company LLC, Global Company Guaranteed Notes (Callable 10/15/07 @ $105.81)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(BB-, Ba3)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/10</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">11.625</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">256,510</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">773</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Huntsman LLC, Global Company Guaranteed Notes (Callable 07/15/08 @ $105.75) #</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B, B2)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">07</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/12</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">11.500</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">888,950</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,100</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">IMC Global, Inc., Global Senior Notes (Callable 08/01/08 @ $105.44)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(BB, Ba3)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">08</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/13</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10.875</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,254,000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,450</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">IMC Global, Inc., Series B, Global Company Guaranteed Notes (Callable 06/01/06 @ $105.62)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(BB, Ba3)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">06</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/11</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">11.250</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,540,625</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,200</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">KI Holdings, Inc., Global Senior Discount Notes (Callable 11/15/09 @ $104.94) +</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B-, Caa1)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">11</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/14</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">0.000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">894,000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,000</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Lyondell Chemical Co., Global Company Guaranteed Notes (Callable 06/01/08 @ $105.25) &sect;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(BB-, B1)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">06</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/13</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10.500</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,123,750</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,375</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Millennium America, Inc., Global Company Guaranteed Notes &sect;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(BB-, B1)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">06</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/08</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.250</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,443,750</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">750</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Nalco Co., Global Senior Notes (Callable 11/15/07 @ $103.88)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B-, B2)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">11</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/11</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.750</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">757,500</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">925</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">PolyOne Corp., Global Company Guaranteed Notes (Callable 05/15/07 @ $105.31)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B+, B3)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">05</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/10</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10.625</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,003,625</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">832</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Terra Capital, Inc., Global Secured Notes (Callable 06/01/07 @ $105.75)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B-, B2)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">06</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/10</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">11.500</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">923,520</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">550</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Tronox Worldwide/Finance, Rule 144A, Senior Notes (Callable 12/01/09 @ $104.75) &#135;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B+, B1)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">12</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/12</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.500</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">580,250</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="584" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">13,157,400</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Consumer Products </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(3.5%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="548" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">850</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">AAC Group Holding Corp., Global Senior Discount Notes (Callable 10/01/08 @ $105.13) +</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B-, Caa1)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/12</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">0.000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">690,625</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,525</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Amscan Holdings, Inc., Global Senior Subordinated Notes (Callable 05/01/09 @ $104.38)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC+, Caa1)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">05</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/14</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.750</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,383,937</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,000</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Del Laboratories, Inc., Global Company Guaranteed Notes (Callable 02/01/08 @ $104.00) &sect;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC, Caa2)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">02</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/12</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">785,000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,250</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Jarden Corp., Global Company Guaranteed Notes (Callable 05/01/07 @ $104.88) &sect;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B-, B3)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">05</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/12</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.750</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,306,250</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,300</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Playtex Products, Inc., Global Company Guaranteed Notes (Callable 06/01/06 @ $104.69) &sect;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC+, Caa1)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">06</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/11</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.375</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,361,750</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,250</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Prestige Brands, Inc., Global Senior Subordinated Notes (Callable 04/15/08 @ $104.63)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B-, B3)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">04</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/12</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.250</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,275,000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">750</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Revlon Consumer Products Corp., Global Senior Notes (Callable 04/01/08 @ $104.75)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC, Caa2)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">04</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/11</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.500</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">738,750</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">425</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Samsonite Corp., Global Senior Subordinated Notes (Callable 06/01/08 @ $104.44)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B-, B3)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">06</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/11</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.875</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">452,625</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="584" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7,993,937</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Diversified Capital Goods </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(1.9%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="548" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,000</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Amsted Industries, Inc., Rule 144A, Senior Notes (Callable 10/15/07 @ $105.12) &#135;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B, B3)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/11</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10.250</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,095,000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,000</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Blount, Inc., Senior Subordinated Notes (Callable 08/01/08 @ $104.44) &sect;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B, B2)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">08</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/12</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.875</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,045,000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">JII Holdings LLC, Global Secured Notes (Callable 01/01/07 @ $103.25)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC-, Caa2)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">04</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/07</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">13.000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">414</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">950</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Sensus Metering Systems, Global Senior Subordinated Notes (Callable 12/15/08 @ $104.31)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B-, Caa1)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">12</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/13</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.625</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">928,625</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,350</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">TriMas Corp., Global Company Guaranteed Notes (Callable 06/15/07 @ $104.94)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC+, Caa1)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">06</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/12</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.875</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,272,375</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="584" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">4,341,414</font></td>
<td colspan="1" width="8" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Electric - Generation </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(4.0%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="548" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,000</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">AES Corp., Rule 144A, Senior Secured Notes (Callable 05/15/08 @ $104.50) &#135;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(BB-, Ba3)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">05</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/15</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,095,000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,800</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Calpine Generating Company LLC, Global Secured Notes (Callable 04/01/08 @ $103.50) &Oslash;#</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(D, NR)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">04</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/10</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10.576</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,930,500</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">950</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Dynegy Holdings, Inc., Rule 144A, Senior Unsecured Notes &#135;&sect;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B-, B2)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">05</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/16</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.375</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">950,000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
</table>

<p>&nbsp;</p>
<p align="center"><font face="Times New Roman PS, Times New Roman, Times" size="1"><i>See Accompanying Notes to Financial Statements.</i></font></p>
<p align="center"><font size="2" face="Times New Roman PS, Times New Roman, Times">3</font></p>
<hr size="3" width="100%" noshade color="gray" align="center">
<!-- SEQ.=7,FOLIO='3',FILE='06-13069-2.ca',USER='jscott',CD='' -->
<br clear="all" style="page-break-before:always;">
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Credit Suisse High Yield Bond Fund </b></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Schedule of Investments (continued)</b></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2">April 30, 2006 (unaudited)</font></p>
<table border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td colspan="3" width="270" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Par<BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>(000)</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="306" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b> <BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b> </b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Ratings&#134;<BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>(S&amp;P/Moody's)</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Maturity</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="51" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Rate%</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="78" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Value</b></font></td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>U.S. CORPORATE BONDS</b></font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="548" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Electric - Generation</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="548" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">250</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Dynegy Holdings, Inc., Rule 144A Senior Notes &#135;&sect;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B-, B2)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">04</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/11</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">6.875</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">241,250</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">350</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Edison Mission Energy, Global Senior Notes</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B+, B1)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">08</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/08</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10.000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">378,438</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,300</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Edison Mission Energy, Senior Notes</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B+, B1)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">06</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/09</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.730</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,337,375</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,000</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Midwest Generation LLC, Global Secured Notes (Callable 05/01/09 @ $104.38)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B, B1)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">05</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/34</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.750</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,085,000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">625</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">NRG Energy, Inc., Company Guaranteed Notes (Callable 02/01/11 @ $103.69)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B-, B1)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">02</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/16</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.375</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">632,031</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">500</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Reliant Energy, Inc., Secured Notes (Callable 12/15/09 @ $103.38) &sect;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B, B2)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">12</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/14</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">6.750</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">457,500</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,050</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Reliant Resources, Inc., Global Secured Notes (Callable 07/15/08 @ $104.75)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B, B2)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">07</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/13</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.500</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,071,000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="584" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9,178,094</font></td>
<td colspan="1" width="8" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Electric - Integrated </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(1.9%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="548" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">800</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Allegheny Energy Supply Company LLC, Global Notes</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(BB-, Ba3)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">03</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/11</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.800</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">850,000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,100</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Aquila, Inc., Senior Notes</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B-, B2)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">11</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/09</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.625</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,134,375</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">800</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">CMS Energy Corp., Global Senior Notes</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B+, B1)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">08</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/10</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.750</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">834,000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,000</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">CMS Energy Corp., Senior Notes</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B+, B1)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">07</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/08</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.900</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,058,750</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">500</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Sierra Pacific Resources, Global Senior Notes (Callable 03/15/09 @ $104.31)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B-, B1)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">03</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/14</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.625</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">543,929</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="584" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">4,421,054</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Electronics </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(3.5%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="548" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">2,050</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Amkor Technology, Inc., Global Senior Notes (Callable 05/15/08 @ $103.88)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC+, Caa1)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">05</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/13</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.750</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,965,437</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">180</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Ampex Corp., Secured Notes</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(NR, NR)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">08</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/08</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">12.000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">180,337</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">750</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Hughes Network Systems, Rule 144A, Senior Notes (Callable 04/15/10 @ $104.75) &#135;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B-, B1)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">04</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/14</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.500</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">767,813</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">900</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Magnachip Semiconductor, Global Senior Subordinated Notes (Callable 12/15/09 @ $104.00)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B-, B2)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">12</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/14</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">843,750</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,100</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Sanmina-SCI Corp., Senior Subordinated Notes (Callable 03/01/11 @ $104.06)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B, B1)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">03</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/16</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.125</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,122,000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,150</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Spansion LLC, Rule 144A, Senior Notes (Callable 01/15/11 @ $105.63) &#135;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B, Caa1)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">01</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/16</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">11.250</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,190,250</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,000</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">UCAR Finance, Inc., Global Company Guaranteed Notes (Callable 02/15/07 @ $105.13)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B-, B2)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">02</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/12</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10.250</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,070,000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,000</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Viasystems, Inc., Global Senior Subordinated Notes (Callable 01/15/08 @ $105.25)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC+, Caa2)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">01</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/11</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10.500</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,005,000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="584" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8,144,587</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Energy - Exploration &amp; Production </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(2.6%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="548" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,933</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Chesapeake Energy Corp., Senior Notes (Callable 01/15/09 @ $103.44) &sect;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(BB, Ba2)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">01</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/16</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">6.875</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,913,670</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">2,800</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">El Paso Production Holding Co., Global Company Guaranteed Notes (Callable 06/01/08 @ $103.02)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B, B3)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">06</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/13</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.750</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">2,901,500</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">423</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Magnum Hunter Resources, Inc., Global Company Guaranteed Notes (Callable 03/15/07 @ $104.80)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B+, Ba3)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">03</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/12</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.600</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">452,610</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">200</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Range Resources Corp., Global Company Guaranteed Notes (Callable 03/15/10 @ $103.19)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B, B2)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">03</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/15</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">6.375</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">194,000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">600</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Whiting Petroleum Corp., Global Senior Subordinated Notes (Callable 05/01/08 @ $103.63)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B-, B2)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">05</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/12</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.250</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">603,000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="584" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">6,064,780</font></td>
<td colspan="1" width="8" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Environmental </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(2.5%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="548" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,000</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Aleris International, Inc., Global Company Guaranteed Notes (Callable 11/15/09 @ $104.50)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B, B3)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">11</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/14</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,050,000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">3,425</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Allied Waste North America, Inc., Series B, Global Senior Notes (Callable 04/15/09 @ $103.69) &sect;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B+, Caa1)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">04</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/14</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.375</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">3,390,750</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,175</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Waste Services, Inc., Global Senior Subordinated Notes (Callable 04/15/09 @ $104.75)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC, Caa2)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">04</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/14</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.500</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,222,000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="584" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">5,662,750</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Food &amp; Drug Retailers </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(1.8%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="548" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,750</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Duane Reade, Inc., Global Senior Subordinated Notes (Callable 08/01/08 @ $104.88) &sect;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CC, Caa3)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">08</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/11</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.750</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,413,125</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,000</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Rite Aid Corp., Global Company Guaranteed Notes (Callable 01/15/10 @ $103.75) &sect;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B+, B2)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">01</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/15</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.500</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">987,500</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,775</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Stater Brothers Holdings, Inc., Global Senior Notes (Callable 06/15/08 @ $104.06)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(BB-, B1)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">06</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/12</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.125</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,783,875</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="584" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">4,184,500</font></td>
<td colspan="1" width="8" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Food - Wholesale </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(1.1%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="548" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">164</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Birds Eye Foods, Inc., Company Guaranteed Notes (Callable 11/01/06 @ $100.00)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B-, B3)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">11</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/08</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">11.875</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">168,510</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,000</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">National Beef Packing Company LLC, Global Senior Notes (Callable 08/01/07 @ $105.25)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B-, B3)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">08</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/11</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10.500</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,012,500</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">500</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Pinnacle Foods Holding Corp., Global Senior Subordinated Notes (Callable 12/01/08 @ $104.13) &sect;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B-, B3)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">12</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/13</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.250</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">503,750</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">850</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Swift &amp; Co., Global Senior Subordinated Notes (Callable 10/01/06 @ $106.25)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC+, Caa1)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">01</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/10</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">12.500</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">854,250</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="584" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">2,539,010</font></td>
<td colspan="1" width="8" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
</table>

<p>&nbsp;</p>
<p align="center"><font face="Times New Roman PS, Times New Roman, Times" size="1"><i>See Accompanying Notes to Financial Statements.</i></font></p>
<p align="center"><font size="2" face="Times New Roman PS, Times New Roman, Times">4</font></p>
<hr size="3" width="100%" noshade color="gray" align="center">
<!-- SEQ.=8,FOLIO='4',FILE='06-13069-2.ca',USER='jscott',CD='' -->
<br clear="all" style="page-break-before:always;">
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Credit Suisse High Yield Bond Fund </b></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Schedule of Investments (continued)</b></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2">April 30, 2006 (unaudited)</font></p>
<table border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td colspan="3" width="270" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Par<BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>(000)</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="306" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b> <BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b> </b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Ratings&#134;<BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>(S&amp;P/Moody's)</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Maturity</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="51" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Rate%</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="78" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Value</b></font></td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>U.S. CORPORATE BONDS</b></font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="548" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Forestry &amp; Paper </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(2.8%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="548" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">800</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Boise Cascade LLC, Global Company Guaranteed Notes (Callable 10/15/09 @ $103.56) &sect;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B+, B2)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/14</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.125</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">764,000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">615</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Caraustar Industries, Inc., Global Company Guaranteed Notes (Callable 04/01/07 @ $103.50)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B-, Caa1)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">04</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/11</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.875</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">650,362</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,150</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Cellu Tissue Holdings, Global Secured Notes (Callable 03/15/07 @ $107.31)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B, B2)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">03</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/10</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.750</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,155,750</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">750</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Georgia-Pacific Corp., Global Senior Notes &sect;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B, B2)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">01</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/24</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">751,875</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">625</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Newark Group, Inc., Global Senior Subordinated Notes (Callable 03/15/09 @ $104.88)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B-, Caa1)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">03</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/14</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.750</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">592,188</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">750</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">NewPage Corp., Global Secured Notes (Callable 05/01/09 @ $106.00) &sect;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC+, B3)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">05</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/12</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10.000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">807,187</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,900</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Smurfit-Stone Container, Global Senior Notes (Callable 07/01/07 @ $104.19) &sect;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC+, B2)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">07</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/12</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.375</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,862,000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="584" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">6,583,362</font></td>
<td colspan="1" width="8" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Gaming </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(6.1%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="548" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,350</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Aztar Corp., Global Senior Subordinated Notes (Callable 08/15/06 @ $104.50)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B+, Ba3)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">08</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/11</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,427,625</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,425</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">CCM Merger, Inc., Rule 144A, Notes (Callable 08/01/09 @ $104.00) &#135;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B-, B3)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">08</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/13</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,389,375</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">250</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Circus &amp; Eldorado, Global First Mortgage Notes (Callable 03/01/07 @ $105.06)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B, B2)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">03</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/12</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10.125</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">268,750</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">725</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Hard Rock Hotel, Inc., Global Notes (Callable 06/01/08 @ $104.44)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B, B3)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">06</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/13</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.875</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">783,000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,000</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Herbst Gaming, Inc., Global Senior Subordinated Notes (Callable 06/01/08 @ $104.06)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B-, B3)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">06</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/12</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.125</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,045,000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,500</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Inn of the Mountain Gods, Global Senior Notes (Callable 11/15/07 @ $106.00) &#135;&sect;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B, B3)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">11</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/10</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">12.000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,631,250</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">900</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Isle of Capri Casinos, Inc., Global Senior Subordinated Notes (Callable 03/01/09 @ $103.50)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B, B2)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">03</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/14</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">888,750</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">775</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Majestic Star Casino LLC, Company Guaranteed Notes (Callable 10/15/07 @ $104.75)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(BB-, B2)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/10</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.500</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">829,250</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,000</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Majestic Star Casino LLC, Rule 144A, Secured Notes (Callable 10/15/08 @ $104.88) &#135;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B-, B3)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">01</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/11</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.750</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,030,000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">450</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">MGM Mirage, Inc., Company Guaranteed Notes &sect;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(BB, Ba2)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">09</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/10</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.500</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">479,812</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">450</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">MGM Mirage, Inc., Company Guaranteed Notes</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B+, Ba3)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">02</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/11</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.375</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">475,875</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">250</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">MTR Gaming Group, Inc., Series B, Global Company Guaranteed Notes (Callable 04/01/07 @ $104.88)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B+, B2)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">04</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/10</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.750</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">266,875</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,000</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">OED Corp., Global Company Guaranteed Notes (Callable 4/15/08 @ $104.38)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B, B2)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">04</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/12</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.750</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,005,000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">400</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Resorts International Hotel &amp; Casino, Inc., Global Company Guaranteed Notes <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(Callable 03/15/07 @ $106.00) &sect;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B, B2)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">03</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/09</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">11.500</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">439,000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">600</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Trump Entertainment Resorts, Inc.</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B-, Caa1)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">06</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/15</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.500</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">594,000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">319</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Waterford Gaming LLC, Rule 144A, Senior Notes (Callable 09/15/08 @ $103.55) &#135;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(BB-, B1)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">09</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/12</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.625</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">336,545</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">250</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Wheeling Island Gaming, Inc., Global Company Guaranteed Notes (Callable 12/15/06 @ $102.53)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B+, B3)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">12</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/09</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10.125</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">262,500</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,000</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Wynn Las Vegas LLC, Global Notes (Callable 12/01/09 @ $103.31) &sect;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B+, B2)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">12</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/14</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">6.625</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">977,500</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="584" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">14,130,107</font></td>
<td colspan="1" width="8" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Gas Distribution </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(1.5%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="548" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">750</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">El Paso Corp., Senior Notes &sect;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B-, Caa1)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">05</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/11</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">751,875</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,000</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">El Paso Natural Gas Co., Global Senior Notes (Callable 08/01/07 @ $103.81)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B, B1)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">08</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/10</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.625</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,041,250</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">825</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Inergy LP/Inergy Finance Corp., Rule 144A, Senior Notes (Callable 03/01/11 @ $104.13) &#135;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B, B1)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">03</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/16</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.250</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">851,812</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">825</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Williams Companies, Inc., Global Senior Unsecured Notes</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B+, B1)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">03</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/12</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.125</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">889,969</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="584" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">3,534,906</font></td>
<td colspan="1" width="8" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Health Services </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(7.5%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="548" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">500</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">AMR/EmCare Holding Co. Global Senior Subordinated Notes (Callable 2/15/10 @ $105.00)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B-, Caa1)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">02</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/15</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10.000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">537,500</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,800</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">CDRV Investors, Inc., Global Senior Discount Notes (Callable 01/01/10 @ $104.81) +</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B-, Caa2)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">01</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/15</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">0.000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,282,500</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,000</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Concentra Operating Corp., Global Company Guaranteed Notes (Callable 08/15/07 @ $104.75)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B-, B3)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">08</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/10</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.500</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,047,500</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,000</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Extendicare Health Services, Inc., Global Senior Subordinated Notes (Callable 05/01/09 @ $103.44)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B, B2)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">05</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/14</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">6.875</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,030,000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">750</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Fisher Scientific International, Inc., Global Senior Subordinated Notes (Callable 08/15/09 @ $103.38)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(BB+, Ba2)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">08</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/14</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">6.750</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">755,625</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">500</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Hanger Orthopedic Group, Inc., Global Company Guaranteed Notes (Callable 02/15/07 @ $102.59) &sect;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC+, B3)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">02</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/09</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10.375</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">520,000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,150</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">HCA, Inc., Notes</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(BB+, Ba2)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/12</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">6.300</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,122,183</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,025</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Iasis Healthcare/Capital Corp., Global Senior Subordinated Notes (Callable 06/15/09 @ $104.38)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B-, B3)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">06</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/14</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.750</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,040,375</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">450</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Medquest, Inc., Series B, Global Company Guaranteed Notes (Callable 08/15/07 @ $105.94)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC, Caa1)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">08</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/12</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">11.875</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">373,500</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">800</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Senior Housing Properties Trust, Senior Notes</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(BB+, Ba2)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">01</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/12</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.625</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">880,000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">750</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Stewart Enterprises, Inc., Rule 144A, Senior Notes (Callable 02/15/09 @ $103.13) &#135;&sect;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B+, B1)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">02</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/13</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.750</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">723,750</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">2,750</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Tenet Healthcare Corp., Global Senior Notes &sect;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B, B3)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">07</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/14</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.875</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">2,866,875</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">500</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Tenet Healthcare Corp., Rule 144A, Senior Notes &#135;&sect;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B, B3)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">02</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/15</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.500</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">511,250</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,665</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Triad Hospitals, Inc., Senior Notes (Callable 05/15/08 @ $103.50)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(BB-, B2)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">05</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/12</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,660,837</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,275</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Universal Hospital Services, Inc., Global Senior Notes (Callable 11/01/07 @ $105.06)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B-, B3)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">11</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/11</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10.125</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,322,813</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,600</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Vanguard Health Holding Co., Global Senior Subordinated Notes (Callable 10/01/09 @ $104.50)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC+, Caa1)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/14</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,660,000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="584" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">17,334,708</font></td>
<td colspan="1" width="8" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
</table>

<p>&nbsp;</p>
<p align="center"><font face="Times New Roman PS, Times New Roman, Times" size="1"><i>See Accompanying Notes to Financial Statements.</i></font></p>
<p align="center"><font size="2" face="Times New Roman PS, Times New Roman, Times">5</font></p>
<hr size="3" width="100%" noshade color="gray" align="center">
<!-- SEQ.=9,FOLIO='5',FILE='06-13069-2.ca',USER='jscott',CD='' -->
<br clear="all" style="page-break-before:always;">
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Credit Suisse High Yield Bond Fund </b></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Schedule of Investments (continued)</b></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2">April 30, 2006 (unaudited)</font></p>
<table border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td colspan="3" width="270" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Par<BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>(000)</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="306" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b> <BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b> </b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Ratings&#134;<BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>(S&amp;P/Moody's)</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Maturity</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="51" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Rate%</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="78" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Value</b></font></td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>U.S. CORPORATE BONDS</b></font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="548" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Hotels </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(0.6%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="548" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">500</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Bluegreen Corp., Series B, Company Guaranteed Notes (Callable 07/17/06 @ $100.00)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B-, B3)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">04</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/08</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10.500</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">496,875</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">950</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Host Marriott LP, Rule 144A, Senior Notes (Callable 06/01/11 @ $103.38) &#135;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(BB-, Ba2)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">06</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/16</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">6.750</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">942,875</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="584" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,439,750</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Household &amp; Leisure Products </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(1.7%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="548" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">500</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Ames True Temper, Global Company Guaranteed Notes (Callable 01/15/07 @ $103.00) #&sect;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC+, Caa1)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">01</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/12</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.068</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">485,000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,400</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Ames True Temper, Global Senior Subordinated Notes (Callable 07/15/08 @ $105.00)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC-, Caa2)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">07</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/12</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10.000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,179,500</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">750</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Remington Arms Company, Inc., Global Company Guaranteed Notes (Callable 02/01/07 @ $105.25)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC-, Caa1)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">02</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/11</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10.500</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">603,750</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">975</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Sealy Mattress Co., Global Senior Subordinated Notes (Callable 06/15/09 @ $104.13) &sect;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B-, B3)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">06</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/14</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.250</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,028,625</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">600</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Simmons Bedding Co., Global Senior Subordinated Notes (Callable 01/15/09 @ $103.94)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B-, Caa1)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">01</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/14</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.875</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">594,000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="584" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">3,890,875</font></td>
<td colspan="1" width="8" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Industrial </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(0.5%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="548" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">200</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Coleman Cable, Inc., Global Company Guaranteed Notes (Callable 10/01/08 @ $104.94) &sect;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B-, B3)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/12</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.875</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">182,500</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,021</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">International Utility Structures, Inc., Yankee Senior Subordinated Notes <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(Callable 06/05/06 @ $100.00) (Canada) &Oslash;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(NR, NR)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">02</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/08</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10.750</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">0</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">950</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">NewPage Corp. (Callable 05/01/09 @ $106.00)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC+, Caa2)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">05</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/13</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">12.000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,035,500</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="584" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,218,000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Investments &amp; Misc. Financial Services </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(0.3%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="548" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">750</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Cardtronics, Inc., Rule 144A, Senior Subordinated Notes (Callable 08/15/09 @ $104.63) &#135;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B-, Caa1)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">08</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/13</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.250</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">748,125</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Leisure </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(1.0%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="548" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">250</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Bally Total Fitness Holding Corp., Global Senior Notes (Callable 07/15/07 @ $105.25)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC-, Caa1)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">07</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/11</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10.500</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">262,500</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">950</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Six Flags, Inc., Global Senior Notes (Callable 02/01/07 @ $102.96)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC, Caa1)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">02</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/10</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.875</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">957,125</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,050</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Six Flags, Inc., Global Senior Notes (Callable 06/01/09 @ $104.81)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC, Caa1)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">06</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/14</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.625</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,068,375</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="584" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">2,288,000</font></td>
<td colspan="1" width="8" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Lodging </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(0.3%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="548" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">650</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Host Marriott Corp., Global Senior Notes (Callable 11/01/08 @ 103.56)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(BB-, Ba2)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">11</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/13</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.125</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">663,000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Machinery </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(0.4%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="548" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">850</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Case New Holland, Inc., Global Company Guaranteed Notes (Callable 08/01/07 @ $104.63)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(BB-, Ba3)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">08</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/11</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.250</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">907,375</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Media - Broadcast </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(3.3%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="548" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,000</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Allbritton Communications Co., Global Senior Subordinated Notes (Callable 12/15/07 @ $103.88)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B-, B3)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">12</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/12</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.750</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,007,500</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">450</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Fisher Communications, Inc., Global Senior Notes (Callable 09/15/09 @ $104.31)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B-, B2)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">09</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/14</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.625</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">474,750</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">900</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Nexstar Finance, Inc., Global Senior Subordinated Notes (Callable 01/15/09 @ $103.50) &sect;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC+, B3)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">01</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/14</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">850,500</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">875</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Paxson Communications Corp., Rule 144A, Secured Notes (Callable 01/15/08 @ $102.00) &#135;#</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC-, B3)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">01</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/13</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">11.318</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">888,125</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">725</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Rainbow National Services LLC, Rule 144A, Senior Subordinated Debentures <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(Callable 09/01/09 @ $105.19) &#135;&sect;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B+, B3)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">09</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/14</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10.375</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">817,438</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">700</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Sinclair Broadcast Group, Inc., Global Company Guaranteed Notes (Callable 12/15/06 @ $104.38)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B, B2)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">12</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/11</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.750</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">740,250</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,000</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Sirius Satellite Radio, Inc., Global Senior Unsecured Notes (Callable 09/01/09 @ $104.81) &sect;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC, Caa1)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">08</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/13</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.625</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">982,500</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">600</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Xm Satellite Radio, Inc., Rule 144A, Senior Notes (Callable 06/16/06 @ $105.44) &#135;#</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC, Caa2)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">05</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/13</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.649</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">609,000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,265</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Young Broadcasting, Inc., Global Company Guaranteed Notes (Callable 03/01/07 @ $103.33) &sect;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC-, Caa2)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">03</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/11</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10.000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,160,637</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="584" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7,530,700</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Media - Cable </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(8.5%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="548" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,450</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Atlantic Broadband Finance LLC, Global Company Guaranteed Notes (Callable 01/15/09 @ $104.69)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC+, Caa1)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">01</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/14</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.375</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,390,187</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,415</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">CCH I LLC, Global Secured Notes (Callable 10/01/10 @ $105.50) &sect;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(NR, Caa3)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/15</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">11.000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,266,425</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,750</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">CCO Holdings LLC, Global Senior Notes (Callable 11/15/08 @ $104.38) &sect;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC-, B3)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">11</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/13</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.750</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,723,750</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">2,100</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Charter Communications Holdings LLC, Senior Notes (Callable 06/05/06 @ $101.44) &sect;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC-, Ca)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">04</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/09</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.625</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,690,500</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">2,500</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Charter Communications Holdings LLC, Senior Notes (Callable 09/15/08 @ $105.12)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC-, Caa1)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">09</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/10</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10.250</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">2,531,250</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">3,350</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">CSC Holdings, Inc., Rule 144A, Senior Notes &#135;#</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B+, B2)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">04</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/12</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.250</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">3,350,000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">975</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">CSC Holdings, Inc., Series B, Senior Notes</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B+, B2)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">04</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/11</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.625</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">996,938</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,750</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">DIVA Systems Corp., Series B, Senior Discount Notes (Callable 07/17/06 @ $100.00) &Oslash;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(NR, NR)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">03</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/08</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">12.625</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">17,500</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,050</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">EchoStar DBS Corp., Global Company Guaranteed Notes</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(BB-, Ba3)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/14</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">6.625</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,014,562</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,050</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">GCI, Inc., Global Senior Notes (Callable 02/15/09 @ $103.63) &sect;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B+, B2)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">02</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/14</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.250</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,039,500</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,400</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Insight Communications Company, Inc., Senior Discount Notes (Callable 02/15/07 @ $104.08) +</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC+, Caa1)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">02</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/11</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">12.250</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,496,250</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
</table>

<p>&nbsp;</p>
<p align="center"><font face="Times New Roman PS, Times New Roman, Times" size="1"><i>See Accompanying Notes to Financial Statements.</i></font></p>
<p align="center"><font size="2" face="Times New Roman PS, Times New Roman, Times">6</font></p>
<hr size="3" width="100%" noshade color="gray" align="center">
<!-- SEQ.=10,FOLIO='6',FILE='06-13069-2.ca',USER='jscott',CD='' -->
<br clear="all" style="page-break-before:always;">
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Credit Suisse High Yield Bond Fund </b></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Schedule of Investments (continued)</b></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2">April 30, 2006 (unaudited)</font></p>
<table border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td colspan="3" width="270" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Par<BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>(000)</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="306" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b> <BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b> </b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Ratings&#134;<BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>(S&amp;P/Moody's)</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Maturity</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="51" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Rate%</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="78" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Value</b></font></td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>U.S. CORPORATE BONDS</b></font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="548" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Media - Cable</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="548" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">500</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Insight Midwest/Insight Capital Corp., Global Senior Notes (Callable 11/01/06 @ $103.50)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B, B2)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">11</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/10</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10.500</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">528,125</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">200</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Insight Midwest/Insight Capital Corp., Senior Notes (Callable 10/01/06 @ $101.63)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B, B2)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/09</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.750</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">206,500</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">2,475</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Mediacom Broadband LLC, Global Senior Notes (Callable 10/15/10 @ $104.25)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(NR, NR)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/15</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.500</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">2,450,250</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="584" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">19,701,737</font></td>
<td colspan="1" width="8" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Media - Services </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(0.3%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="548" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">975</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">WMG Holdings Corp., Senior Discount Notes (Callable 12/15/09 @ $104.75) +</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B-, B3)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">12</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/14</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">0.000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">721,500</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Metal &amp; Mining - Excluding Steel </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(1.2%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="548" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,600</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Alpha Natural Resources LLC, Global Company Guaranteed Notes (Callable 06/01/08 @ $105.00) #</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B-, B3)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">06</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/12</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10.000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,760,000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">725</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Southern Copper Corp., Global Senior Notes</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(BBB-, Ba1)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">07</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/27/35</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.500</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">705,062</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">500</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Wise Metals Group LLC, Global Secured Notes (Callable 05/15/08 @ $105.13)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC+, Caa1)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">05</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/12</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10.250</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">405,000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="584" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">2,870,062</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Non-Food &amp; Drug Retailers </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(6.2%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="548" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,429</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Affinity Group, Inc., Global Senior Subordinated Notes (Callable 02/15/08 @ $105.44)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B-, Caa1)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">02</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/12</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10.875</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,379,052</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">950</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Asbury Automotive Group, Inc., Global Company Guaranteed Notes (Callable 06/15/07 @ $104.50) &sect;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B, B3)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">06</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/12</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">985,625</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,250</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Brookstone Company, Inc., Rule 144A, Secured Notes (Callable 10/15/09 @ $106.00) &#135;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B, B3)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/12</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">12.000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,093,750</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,225</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">CSK Auto, Inc., Global Company Guaranteed Notes (Callable 01/15/09 @ $103.50)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC-, B2)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">01</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/14</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,188,250</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">950</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Finlay Fine Jewelry Corp., Global Senior Notes (Callable 06/01/08 @ $104.19) &sect;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B-, B3)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">06</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/12</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.375</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">836,000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">600</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">General Nutrition Center, Global Company Guaranteed Notes (Callable 01/15/08 @ $104.31) &sect;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B-, B3)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">01</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/11</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.625</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">618,000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">575</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">General Nutrition Center, Global Senior Subordinated Notes (Callable 12/01/07 @ $104.25)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC+, Caa1)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">12</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/10</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.500</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">561,344</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">525</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Gregg Appliances, Inc., Senior Note (Callable 02/01/09 @ $104.50)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B, B2)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">02</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/13</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">493,500</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,175</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">GSC Holdings Corp., Rule 144A, Company Guaranteed Notes (Callable 10/01/09 @ $104.00) &#135;&sect;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B+, Ba3)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/12</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,182,344</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">500</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Intcomex, Inc., Rule 144A, Secured Notes (Callable 01/15/07 @ $106.00) &#135;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B-, Caa1)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">01</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/11</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">11.750</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">507,500</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">490</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Movie Gallery, Inc., Global Senior Unsecured Notes (Callable 05/01/08 @ $105.50)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC-, Caa3)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">05</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/12</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">11.000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">262,150</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">500</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Nebraska Book Company, Inc., Global Senior Subordinated Notes (Callable 03/15/08 @ $104.31)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC, Caa1)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">03</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/12</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.625</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">458,125</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,365</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Neiman Marcus Group, Inc., Rule 144A, Senior Subordinated Notes (Callable 10/15/10 @ $105.19) &#135;&sect;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B-, B3)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/15</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10.375</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,467,375</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,000</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">PCA LLC, Global Senior Notes</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(C, Ca)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">08</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/09</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">11.875</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">220,000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,275</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Rent-Way, Inc., Global Secured Notes</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B-, B3)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">06</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/10</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">11.875</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,333,969</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,000</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Stripes Acquisition LLC, Rule 144A, Senior Notes (Callable 12/15/09 @ $105.31) &#135;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B, B2)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">12</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/13</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10.625</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,067,500</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">750</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">United Auto Group, Inc., Global Company Guaranteed Notes (Callable 03/15/07 @ $104.81) &sect;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B, B3)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">03</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/12</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.625</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">801,562</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="584" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">14,456,046</font></td>
<td colspan="1" width="8" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Office Equipment </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(0.6%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="548" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,350</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Xerox Corp., Senior Notes (Callable 06/15/08 @ $103.81) &sect;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(BB+, Ba2)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">06</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/13</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.625</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,400,625</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Oil Refining &amp; Marketing </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(0.6%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="548" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">743</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Giant Industries, Inc., Global Company Guaranteed Notes (Callable 05/15/07 @ $105.50)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B-, B3)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">05</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/12</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">11.000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">819,158</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">450</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Giant Industries, Inc., Senior Subordinated Notes (Callable 05/15/09 @ $104.00)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B-, B3)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">05</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/14</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">464,625</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="584" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,283,783</font></td>
<td colspan="1" width="8" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Packaging </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(5.7%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="548" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">450</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Amtrol, Inc., Senior Subordinated Notes &sect;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC-, Caa3)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">12</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/31/06</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10.625</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">423,000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,200</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Berry Plastics Corp., Global Company Guaranteed Notes (Callable 07/15/07 @ $105.38)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B-, B3)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">07</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/12</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10.750</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,314,000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,650</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Constar International, Inc., Senior Subordinated Notes (Callable 12/01/07 @ $105.50)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC, Caa3)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">12</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/12</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">11.000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,262,250</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">625</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Covalence Specialty Materials Corp., Rule 144A, Senior Subordinated Notes <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(Callable 03/01/11 @ $105.13)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC+, B3)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">03</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/16</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10.250</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">646,875</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">650</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Crown Americas, Rule 144A, Senior Notes (Callable 11/15/10 @ $103.88) &#135;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B, B1)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">11</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/15</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.750</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">671,125</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">250</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Graham Packaging Company, Inc., Global Company Guaranteed Notes (Callable 10/15/08 @ $104.25)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC+, Caa1)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/12</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.500</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">256,250</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,375</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Graham Packaging Company, Inc., Global Subordinated Notes (Callable 10/15/09 @ $104.94) &sect;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC+, Caa2)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/14</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.875</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,419,688</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,225</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Graphic Packaging International Corp., Global Senior Subordinated Notes <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(Callable 08/15/08 @ 104.75) &sect;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B-, B3)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">08</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/13</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.500</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,194,375</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,000</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Intertape Polymer US, Inc., Global Senior Subordinated Notes (Callable 08/01/09 @ $104.25)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B-, B3)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">08</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/14</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.500</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,005,000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">675</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Owens-Brockway Glass Containers, Global Company Guaranteed Notes (Callable 02/15/07 @ $102.22)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(BB-, B1)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">02</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/09</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.875</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">705,375</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">850</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Owens-Brockway Glass Containers, Inc., Rule 144A, Senior Notes (Callable 05/15/08 @ $104.13) &#135;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B, B2)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">05</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/13</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.250</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">877,625</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
</table>

<p>&nbsp;</p>
<p align="center"><font face="Times New Roman PS, Times New Roman, Times" size="1"><i>See Accompanying Notes to Financial Statements.</i></font></p>
<p align="center"><font size="2" face="Times New Roman PS, Times New Roman, Times">7</font></p>
<hr size="3" width="100%" noshade color="gray" align="center">
<!-- SEQ.=11,FOLIO='7',FILE='06-13069-2.ca',USER='jscott',CD='' -->
<br clear="all" style="page-break-before:always;">
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Credit Suisse High Yield Bond Fund </b></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Schedule of Investments (continued)</b></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2">April 30, 2006 (unaudited)</font></p>
<table border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td colspan="3" width="270" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Par<BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>(000)</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="306" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b> <BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b> </b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Ratings&#134;<BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>(S&amp;P/Moody's)</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Maturity</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="51" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Rate%</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="78" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Value</b></font></td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>U.S. CORPORATE BONDS</b></font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="548" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Packaging</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="548" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">750</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Plastipak Holdings, Inc., Rule 144A, Senior Notes (Callable 12/15/10 @ $104.25) &#135;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B, B2)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">12</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/15</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.500</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">761,250</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">500</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Pliant Corp., Company Guaranteed Notes (Callable 06/01/06 @ $104.33) &Oslash;&sect;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(D, NR)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">06</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/10</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">13.000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">237,500</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Pliant Corp., Global Secured Notes (Callable 06/15/07 @ $111.62) &Oslash;&sect;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(D, NR)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">06</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/09</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">11.625</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">589</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">600</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">SGS International, Inc., Rule 144A, Senior Subordinated Notes (Callable 12/15/09 @ $106.00) &#135;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B-, Caa1)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">12</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/13</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">12.000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">636,000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,925</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Solo Cup Co., Global Senior Subordinated Notes (Callable 02/15/09 @ $104.25)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B-, Caa1)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">02</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/14</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.500</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,838,375</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="584" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">13,249,277</font></td>
<td colspan="1" width="8" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Pharmaceuticals </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(0.3%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="548" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">700</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Athena Neurosciences Finance LLC, Company Guaranteed Notes &sect;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B, B3)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">02</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/21/08</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.250</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">699,125</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Printing &amp; Publishing </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(6.4%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="548" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,225</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">American Media Operations, Inc., Series B, Global Company Guaranteed Notes <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(Callable 05/01/06 @ $101.71)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC, Caa1)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">05</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/09</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10.250</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,154,563</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,450</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">CBD Media Holdings/Finance, Global Senior Notes (Callable 07/15/08 @ $104.63)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC+, Caa2)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">07</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/12</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.250</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,486,250</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,725</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Cenveo Corp., Rule 144A, Global Senior Subordinated Notes (Callable 12/01/08 @ $103.94) &#135;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B-, B3)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">12</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/13</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.875</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,677,562</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">550</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Dex Media, Inc., Global Discount Notes (Callable 11/15/08 @ $104.50) +&sect;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B, B3)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">11</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/13</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">0.000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">470,250</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,500</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Dex Media, Inc., Global Discount Notes (Callable 11/15/08 @ $104.50) +</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B, B3)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">11</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/13</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">0.000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,282,500</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">900</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Dex Media, Inc., Global Notes (Callable 11/15/08 @ $104.00)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B, B3)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">11</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/13</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">928,125</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,150</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Haights Cross Operating Co., Global Company Guaranteed Notes (Callable 08/15/08 @ $105.88)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC, Caa1)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">08</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/11</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">11.750</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,204,625</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,475</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Houghton Mifflin Co., Global Senior Discount Notes (Callable 10/15/08 @ $105.75) +</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B-, Caa2)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/13</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">0.000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,261,125</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">675</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Houghton Mifflin Co., Global Senior Subordinated Notes (Callable 02/01/08 @ $104.94)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B-, Caa1)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">02</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/13</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.875</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">725,625</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">2,210</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">R. H. Donnelley Corp., Rule 144A, Senior Discount Notes (Callable 01/15/09 @ $103.44) &#135;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B, Caa1)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">01</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/13</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">6.875</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">2,066,350</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,100</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Vertis, Inc., Series B, Global Company Guaranteed Notes (Callable 06/15/06 @ $105.44) &sect;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC, Caa2)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">06</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/09</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10.875</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,056,000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,450</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">WDAC Subsidiary Corp., Rule 144A, Senior Notes (Callable 12/01/09 @ $104.19) &#135;&sect;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC+, Caa1)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">12</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/14</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.375</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,446,375</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="584" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">14,759,350</font></td>
<td colspan="1" width="8" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>RealEstate Development &amp; Management </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(0.4%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="548" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">950</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Ashton Woods USA/Finance, Rule 144A, Senior Subordinated Notes (Callable 10/01/10 @ $104.75) &#135;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B-, B3)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/15</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.500</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">906,063</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Restaurants </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(2.8%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="548" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,100</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Buffets, Inc., Global Senior Subordinated Notes (Callable 07/15/06 @ $105.63)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC, B3)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">07</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/10</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">11.250</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,160,500</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,350</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Denny's Corp., Global Company Guaranteed Notes (Callable 10/01/08 @ $105.00) &sect;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC+, Caa1)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/12</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10.000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,414,125</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,000</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Friendly Ice Cream Corp., Global Senior Notes (Callable 06/15/08 @ $104.19) &sect;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC+, B2)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">06</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/12</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.375</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">897,500</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,000</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">O'Charleys, Inc., Global Senior Subordinated Notes (Callable 11/01/08 @ $104.50) &sect;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B, Ba3)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">11</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/13</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,025,000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,025</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Sbarro, Inc., Company Guaranteed Notes (Callable 09/15/06 @ $101.83)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC+, Caa2)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">09</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/09</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">11.000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,060,875</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,000</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Uno Restaurant Corp., Rule 144A, Senior Notes (Callable 02/15/08 @ $110.00) &#135;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC+, B3)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">02</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/11</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10.000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">805,000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="584" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">6,363,000</font></td>
<td colspan="1" width="8" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Software/Services </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(1.4%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="548" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">380</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Activant Solutions, Inc. Rule 144A, Senior Subordinated Notes (Callable 05/01/11 @ $104.75) &#135;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC+, Caa1)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">05</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/16</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.500</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">388,550</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">675</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">SunGard Data Systems, Inc., Rule 144A, Senior Notes (Callable 08/15/09 @ $104.56) &#135;&sect;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B-, B3)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">08</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/13</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.125</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">723,937</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">2,000</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">SunGard Data Systems, Inc., Rule 144A, Senior Subordinated Notes (Callable 08/15/10 @ $105.13) &#135;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B-, Caa1)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">08</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/15</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10.250</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">2,160,000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="584" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">3,272,487</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Steel Producers/Products </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(2.1%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="548" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">900</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">AK Steel Corp., Global Company Guaranteed Notes (Callable 06/15/07 @ $103.88) &sect;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B+, B1)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">06</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/12</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.750</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">915,750</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,175</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Edgen Acquisition Corp., Global Secured Notes (Callable 02/01/08 @ $104.94) &sect;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B-, B3)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">02</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/11</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.875</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,177,937</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">975</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">International Steel Group, Inc., Global Senior Notes &sect;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(BBB-, Ba1)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">04</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/14</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">6.500</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">959,156</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">975</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Rathgibson, Inc., Rule 144A, Senior Notes (Callable 02/15/10 @ $105.63) &#135;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B-, B2)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">02</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/14</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">11.250</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,050,563</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">750</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">WCI Steel, Inc., Series B, Senior Notes &Oslash;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(NR, NR)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">12</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/49</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10.000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">693,750</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="584" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">4,797,156</font></td>
<td colspan="1" width="8" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Support-Services </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(5.8%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="548" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,250</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Allied Security Escrow, Global Senior Subordinated Notes (Callable 07/15/08 @ $105.69)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC+, Caa1)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">07</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/11</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">11.375</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,243,750</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">500</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Corrections Corporation of America, Senior Notes, (Callable 05/01/07 @ $103.75)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(BB-, Ba3)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">05</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/11</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.500</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">508,750</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,000</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">DI Finance/Dyncorp Intl., Senior Subordinated Notes (Callable 2/15/09 @ $104.75)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B-, Caa1)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">02</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/13</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.500</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,050,000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">500</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Hertz Corp., Rule 144A, Senior Notes (Callable 01/01/10 @ $104.44) &#135;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B, B1)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">01</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/14</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.875</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">533,750</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">600</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Hertz Corp., Rule 144A, Senior Subordinated Notes (Callable 01/01/11 @ $105.25) &#135;&sect;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B, B3)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">01</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/16</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10.500</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">666,750</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
</table>

<p>&nbsp;</p>
<p align="center"><font face="Times New Roman PS, Times New Roman, Times" size="1"><i>See Accompanying Notes to Financial Statements.</i></font></p>
<p align="center"><font size="2" face="Times New Roman PS, Times New Roman, Times">8</font></p>
<hr size="3" width="100%" noshade color="gray" align="center">
<!-- SEQ.=12,FOLIO='8',FILE='06-13069-2.ca',USER='jscott',CD='' -->
<br clear="all" style="page-break-before:always;">
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Credit Suisse High Yield Bond Fund </b></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Schedule of Investments (continued)</b></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2">April 30, 2006 (unaudited)</font></p>
<table border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td colspan="3" width="270" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Par<BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>(000)</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="306" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b> <BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b> </b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Ratings&#134;<BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>(S&amp;P/Moody's)</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Maturity</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="51" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Rate%</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="78" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Value</b></font></td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>U.S. CORPORATE BONDS</b></font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="548" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Support-Services</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="548" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,000</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">HydroChem Industrial Services, Inc., Rule 144A, Senior Subordinated Notes <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(Callable 02/15/09 @ $104.63) &#135;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC+, Caa1)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">02</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/13</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.250</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">997,500</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,000</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Integrated Alarm Services Group, Inc., Rule 144A, Secured Notes (Callable 11/15/08 @ $106.00) &#135;#</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B-, B3)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">11</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/11</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">12.750</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,000,000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">750</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Iron Mountain, Inc., Company Guaranteed Notes (Callable 06/26/06 @ $104.31) &sect;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B, Caa1)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">04</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/13</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.625</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">784,688</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">250</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Iron Mountain, Inc., Company Guaranteed Notes (Callable 07/01/08 @ $103.31)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B, Caa1)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">01</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/16</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">6.625</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">236,875</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,500</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Johnsondiversey Holdings, Inc., Global Discount Notes (Callable 05/15/07 @ $105.34) +</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC+, Caa1)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">05</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/13</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">0.000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,305,000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">980</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">La Petite Academy, Inc., Series B, Company Guaranteed Notes (Callable 05/15/06 @ $100.00) &sect;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CC, Ca)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">05</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/08</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10.000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">950,600</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">750</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Language Line, Inc., Global Senior Notes (Callable 06/15/08 @ 105.56) &sect;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC+, Caa1)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">06</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/12</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">11.125</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">716,250</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,000</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Muzak LLC/Muzak Finance, Global Senior Notes (Callable 02/15/07 @ $102.50)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC-, Caa2)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">02</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/09</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10.000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">880,000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">440</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">United Rentals North America, Inc., Global Company Guaranteed Notes (Callable 02/15/08 @ $103.25)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B+, B3)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">02</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/12</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">6.500</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">433,400</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,275</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">United Rentals North America, Inc., Global Senior Subordinated Notes (Callable 02/15/09 @ $103.50)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B, Caa1)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">02</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/14</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,233,562</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">900</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Williams Scotsman, Inc., Global Company Guaranteed Notes (Callable 10/01/10 @ $104.25)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B+, B3)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/15</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.500</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">929,250</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="584" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">13,470,125</font></td>
<td colspan="1" width="8" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Telecom - Fixed Line </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(1.9%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="548" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,625</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Level 3 Communications</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC-, C)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">09</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/09</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">6.000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,383,281</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,482</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Madison River Capital LLC, Senior Notes (Callable 06/26/06 @ $104.42)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B-, B3)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">03</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/10</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">13.250</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,556,100</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,250</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Time Warner Telecom Holdings, Inc., Global Company Guaranteed Notes (Callable 02/15/09 @ $104.63)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC+, B3)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">02</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/14</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.250</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,337,500</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="584" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">4,276,881</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Telecom - Integrated/Services </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(4.4%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="548" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,675</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Cincinnati Bell, Inc., Global Senior Subordinated Notes (Callable 01/15/09 @ $104.19) &sect;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B-, B3)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">01</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/14</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.375</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,721,062</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,225</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Hawaiian Telcom Communications, Inc., Rule 144A, Senior Subordinated Notes <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(Callable 05/01/10 @ $106.25) &#135;&sect;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC+, Caa1)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">05</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/15</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">12.500</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,298,500</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">325</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">LCI International, Inc., Senior Notes</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(NR, NR)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">06</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/07</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.250</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">328,250</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">650</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Nordic Telephone Co Holdings ApS, Rule 144A, Senior Notes (Callable 05/01/11 @ $104.44) &#135;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B, B2)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">05</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/16</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.875</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">676,000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,250</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">PanAmSat Corp., Global Company Guaranteed Notes (Callable 08/15/09 @ $104.50)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B+, B1)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">08</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/14</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,320,313</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,835</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Qwest Capital Funding, Inc., Global Company Guaranteed Notes</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B, B3)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">02</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/11</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.250</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,851,056</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,625</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Qwest Communications International, Inc., Global Company Guaranteed Notes <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(Callable 02/15/08 @ $103.63)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B, B2)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">02</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/11</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.250</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,643,281</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,180</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Qwest Corp., Global Senior Notes</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(BB, Ba3)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">06</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/15</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.625</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,233,100</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="584" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10,071,562</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Telecom - Wireless </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(3.5%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="548" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">75</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">AirGate PCS, Inc., Secured Notes (Callable 06/26/06 @ $104.69)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(BBB+, Caa1)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">09</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/09</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.375</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">78,844</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">50</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">American Tower Corp., Class A, Global Senior Notes (Callable 10/15/08 @ $103.56)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(BB-, B1)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/12</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.125</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">51,250</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">750</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Centennial Cellular Communications Corp., Global Company Guaranteed Notes <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(Callable 06/15/08 @ $105.06)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC, B3)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">06</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/13</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10.125</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">824,062</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">975</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Centennial Communications Corp., Rule 144A, Global Senior Notes (Callable 01/01/09 @ $107.50) &#135;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC, Caa2)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">01</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/13</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10.000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,018,875</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">495</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Dobson Cellular Systems, Inc., Global Secured Notes (Callable 11/01/08 @ $104.94)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC, B2)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">11</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/12</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.875</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">543,262</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,150</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Dobson Communications Corp., Global Senior Notes (Callable 10/01/08 @ $104.44) &sect;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC, Caa2)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/13</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.875</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,181,625</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">750</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Horizon PCS, Inc., Global Company Guaranteed Notes (Callable 07/15/08 @ $105.69)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B-, B3)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">07</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/12</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">11.375</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">855,000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">850</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">iPCS, Inc., Global Senior Notes (Callable 05/01/08 @ $105.75)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B-, B3)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">05</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/12</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">11.500</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">966,875</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">500</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Rural Cellular Corp., Global Senior Notes (Callable 08/01/07 @ $104.94)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC, Caa1)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">02</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/10</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.875</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">533,750</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">375</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Rural Cellular Corp., Global Senior Subordinated Notes (Callable 01/15/07 @ $103.25) &sect;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC, Caa2)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">01</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/10</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.750</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">388,594</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">675</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Rural Cellular Corp., Rule 144A, Senior Subordinated Notes (Callable 11/01/07 @ $102.00) &#135;&sect;#</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC, Caa2)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">11</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/12</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10.430</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">705,375</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,100</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Triton PCS, Inc., Global Company Guaranteed Notes (Callable 06/01/08 @ $104.25)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC-, Caa2)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">06</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/13</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.500</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,056,000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="584" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8,203,512</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Textiles &amp; Apparel </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(1.6%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="548" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,000</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Levi Strauss &amp; Co., Global Senior Notes (Callable 01/15/10 @ $104.88) &sect;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B-, B3)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">01</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/15</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.750</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,060,000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,200</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Levi Strauss &amp; Co., Global Senior Notes (Callable 12/15/07 @ $106.13)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B-, B3)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">12</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/12</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">12.250</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,362,000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">400</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Phillips-Van Heusen Corp., Global Senior Notes (Callable 02/15/08 @ $103.63)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(BB, B1)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">02</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/11</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.250</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">404,000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">950</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Propex Fabrics, Inc., Global Company Guaranteed Notes (Callable 12/01/08 @ $105.00)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B-, B3)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">12</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/12</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10.000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">897,750</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="584" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">3,723,750</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
</table>

<p>&nbsp;</p>
<p align="center"><font face="Times New Roman PS, Times New Roman, Times" size="1"><i>See Accompanying Notes to Financial Statements.</i></font></p>
<p align="center"><font size="2" face="Times New Roman PS, Times New Roman, Times">9</font></p>
<hr size="3" width="100%" noshade color="gray" align="center">
<!-- SEQ.=13,FOLIO='9',FILE='06-13069-2.ca',USER='jscott',CD='' -->
<br clear="all" style="page-break-before:always;">
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Credit Suisse High Yield Bond Fund </b></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Schedule of Investments (continued)</b></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2">April 30, 2006 (unaudited)</font></p>
<table border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td colspan="3" width="270" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Par<BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>(000)</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="306" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b> <BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b> </b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Ratings&#134;<BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>(S&amp;P/Moody's)</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Maturity</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="51" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Rate%</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="78" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Value</b></font></td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>U.S. CORPORATE BONDS</b></font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="548" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Theaters &amp; Entertainment </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(1.2%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="548" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">2,000</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">AMC Entertainment, Inc., Global Senior Subordinated Notes (Callable 03/01/09 @ $104.00)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC+, B3)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">03</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/14</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,892,500</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,150</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Cinemark, Inc., Global Senior Discount Notes (Callable 03/15/09 @ $104.88) +</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B-, Caa1)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">03</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/14</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">0.000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">920,000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="584" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">2,812,500</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Transportation - Excluding Air/Rail </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(0.2%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="548" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">651</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">H-Lines Finance Holding Corp., Global Senior Discount Notes (Callable 04/01/08 @ $105.50) +</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC+, Caa2)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">04</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/13</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">0.000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">556,605</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>TOTAL U.S. CORPORATE BONDS</b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"> (Cost $303,834,256)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">305,537,696</font></td>
<td colspan="1" width="8" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>ASSET BACKED SECURITY </b></font></td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(0.4</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">%)</font></td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="548" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">900</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Park Place Securities, Inc., Series 2004-WCW2, Class M10 # (Cost $816,461) </font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(BB+, Ba1)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/25/34</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.709</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">833,866</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>MORTGAGE BACKED SECURITY </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(0.1%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="548" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">325</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Bank of America Large Loan, Inc., Rule 144A, Series 2006-LAQ, Class M &#135;# (Cost $325,000) </font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(BB, Ba2)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">02</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/09/21</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">6.573</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">325,000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>FOREIGN CORPORATE BONDS </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(10.4%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="548" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Building Materials </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(0.3%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="548" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,250</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Maax Holdings, Inc., Global Senior Discount Notes (Callable 12/15/08 @ $105.63) (Canada) +</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC, Caa3)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">12</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/12</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">0.000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">593,750</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Chemicals </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(1.1%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="548" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,700</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Ineos Group Holdings PLC, Rule 144A, Notes (Callable 02/15/11 @ $104.25) (United Kingdom) &#135;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B-, B2)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">02</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/16</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.500</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,623,500</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">875</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Rhodia SA, Global Senior Notes (France)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC+, B3)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">06</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/10</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10.250</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">982,187</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="584" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">2,605,687</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Electronics </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(1.2%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="548" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">650</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Avago Technologies FIN, Rule 144A, Senior Subordinated Notes <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(Callable 12/01/10 @ $105.94) (Singapore) &#135;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC+, Caa2)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">12</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/15</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">11.875</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">718,250</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,175</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Celestica, Inc., Senior Subordinated Notes (Callable 07/01/08 @ $103.94) (Canada) &sect;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B, B2)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">07</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/11</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.875</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,201,437</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,000</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">New Asat, Ltd., Global Company Guaranteed Notes (Callable 02/01/08 @ $104.63) (Cayman Islands)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B-, B3)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">02</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/11</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.250</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">865,000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="584" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">2,784,687</font></td>
<td colspan="1" width="8" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Food &amp; Drug Retailers </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(0.7%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="548" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,775</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Jean Coutu Group (PJC), Inc., Global Senior Subordinated Notes <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(Callable 08/01/09 @ $104.25) (Canada) &sect;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B-, Caa2)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">08</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/14</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.500</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,672,938</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Forestry &amp; Paper </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(2.0%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="548" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">650</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Abitibi-Consolidated, Inc., Global Notes (Canada) &sect;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B+, B1)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">06</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/11</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.750</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">646,750</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,050</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Abitibi-Consolidated, Inc., Yankee Senior Notes (Canada) &sect;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B+, B1)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">04</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/15</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.375</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,065,750</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">850</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Bowater Canada Finance Corp., Global Company Guaranteed Notes (Canada)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B+, B1)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">11</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/11</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.950</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">856,375</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">750</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">JSG Funding PLC, Global Senior Notes (Callable 10/01/07 @ $104.81) (Ireland) &sect;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B-, B3)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/12</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.625</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">795,000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,000</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">JSG Funding PLC, Global Senior Subordinated Notes (Callable 01/31/10 @ $103.88) (Ireland)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B-, Caa1)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">04</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/15</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.750</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">930,000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">700</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Tembec Industries, Inc., Yankee Company Guaranteed Notes (Callable 06/30/06 @ $101.44) (Canada)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC-, Ca)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">06</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/30/09</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.625</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">449,750</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="584" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">4,743,625</font></td>
<td colspan="1" width="8" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Gaming </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(0.1%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="548" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">175</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Kerzner International, Ltd., Global Senior Subordinated Notes (Callable 10/01/10 @ $103.38) (Bahamas) &sect;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B, B2)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/15</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">6.750</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">182,438</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Leisure </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(0.5%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="548" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,250</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">NCL Corp., Global Senior Notes (Callable 07/15/09 @ $105.31) (Bermuda) #</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B+, B2)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">07</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/14</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10.625</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,268,750</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Media - Cable </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(0.8%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="548" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,050</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Kabel Deutschland GmbH, Rule 144A, Senior Notes (Callable 07/01/09 @ $105.31) (Germany) &#135;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B-, B2)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">07</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/14</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10.625</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,139,250</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">883</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Telenet Group Holding NV, Rule 144A, Discount Notes (Callable 12/15/08 @ $105.75) (Belgium) &#135;+</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC+, Caa1)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">06</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/14</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">0.000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">735,098</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="584" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,874,348</font></td>
<td colspan="1" width="8" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Media - Diversified </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(0.1%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="548" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">225</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Quebecor Media, Inc., Rule 144A, Senior Notes (Callable 3/15/11 @ $103.88) (Canada) &#135;&sect;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B, B2)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">03</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/16</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.750</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">231,750</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Oil Field Equipment &amp; Services </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(0.2%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="548" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">500</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Titan Petrochemicals Group, Ltd., Rule 144A, Company Guaranteed Notes (Bermuda) &#135;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B+, B1)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">03</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/18/12</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.500</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">457,500</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
</table>

<p>&nbsp;</p>
<p align="center"><font face="Times New Roman PS, Times New Roman, Times" size="1"><i>See Accompanying Notes to Financial Statements.</i></font></p>
<p align="center"><font size="2" face="Times New Roman PS, Times New Roman, Times">10</font></p>
<hr size="3" width="100%" noshade color="gray" align="center">
<!-- SEQ.=14,FOLIO='10',FILE='06-13069-2.ca',USER='jscott',CD='' -->
<br clear="all" style="page-break-before:always;">
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Credit Suisse High Yield Bond Fund </b></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Schedule of Investments (continued)</b></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2">April 30, 2006 (unaudited)</font></p>
<table border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td colspan="3" width="270" align="left" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Par<BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>(000)</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="306" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b> <BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b> </b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Ratings&#134;<BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>(S&amp;P/Moody's)</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Maturity</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="51" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Rate%</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="78" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Value</b></font></td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>FOREIGN CORPORATE BONDS</b></font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="548" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Pharmaceuticals </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(0.6%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="548" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">500</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Biovail Corp., Yankee Senior Subordinated Notes (Callable 04/01/07 @ $101.97) (Canada)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(BB-, B2)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">04</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/10</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.875</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">507,500</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">800</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Elan Finance PLC, Global Company Guaranteed Notes (Callable 11/15/08 @ $103.88) (Ireland) &sect;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B, B3)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">11</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/11</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.750</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">772,000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="584" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,279,500</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Support-Services </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(0.5%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="548" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,000</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Ashtead Holdings PLC, Rule 144A, Secured Notes (Callable 08/01/10 @ $104.31) (United Kingdom) &#135;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B, B2)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">08</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/15</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.625</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,040,000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Telecom - Integrated/Services </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(0.9%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="548" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">650</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Global Crossing UK Finance, Company Guaranteed Notes <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(Callable 12/15/09 @ $105.38) (United Kingdom)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B-, Caa1)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">12</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/14</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10.750</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">684,125</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,525</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Intelsat, Ltd. (Bermuda)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B, Caa1)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">04</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/12</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.625</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,315,312</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="584" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,999,437</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Telecom - Wireless </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(0.6%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="548" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">750</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Millicom International Cellular SA, Global Senior Notes (Callable 12/01/08 @ $105.00) (Luxembourg) #</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B-, B3)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">12</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/13</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10.000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">840,000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">500</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Rogers Wireless Communications, Inc., Global Secured Notes (Canada)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(BB, Ba2)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">03</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/15</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.500</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">528,750</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="584" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,368,750</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Transportation - Excluding Air/Rail </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(1.1%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="548" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">445</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Sea Containers, Ltd., Series B, Yankee Senior Notes (Bermuda)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC-, B3)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">02</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/08</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.875</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">390,488</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,750</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Ship Finance International, Ltd., Global Senior Notes (Callable 12/15/08 @ $104.25) (Bermuda)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B, B1)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">12</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/13</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.500</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,649,375</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="584" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">2,039,863</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>TOTAL FOREIGN CORPORATE BONDS</b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"> (Cost $24,672,050)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">24,143,023</font></td>
<td colspan="1" width="8" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" align="left" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Number<BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>of Shares</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="306" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b> <BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b> </b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="51" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="78" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>COMMON STOCKS </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(1.4%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="548" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Automobile Parts &amp; Equipment </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(0.0%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="548" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">774,557</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Cambridge Industries Liquidating Trust^*</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">0</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Chemicals</b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"> (0.0%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="548" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">4,893</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Huntsman Corp.*</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">96,147</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Electric - Integrated </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(0.6%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="548" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">58,527</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Mirant Corp.*</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,437,423</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Food - Wholesale</b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"> (0.4%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="548" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">845</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Crunch Equity Holding LLC, Class A*</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">802,719</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Healthcare Services </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(0.0%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="548" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">464</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Magellan Health Services, Inc.*</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">18,862</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Telecom - Wireless </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(0.4%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="548" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">99,764</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Dobson Communications Corp., Class A*</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">897,876</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="306" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>TOTAL COMMON STOCKS</b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"> (Cost $3,556,441)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="57" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">3,253,027</font></td>
<td colspan="1" width="8" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>WARRANTS </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(0.0%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="548" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Electronics </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(0.0%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="548" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">5,000</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Asat Finance LLC, Rule 144A, strike price $18.60, expires 11/01/06 &#135;*</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">625</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="270" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Gaming </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(0.0%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="548" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="96" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="151" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">106</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="306" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Windsor Woodmont Black Hawk, strike price $0.01, expires 03/15/10 ^*</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">0</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
</table>

<p>&nbsp;</p>
<p align="center"><font face="Times New Roman PS, Times New Roman, Times" size="1"><i>See Accompanying Notes to Financial Statements.</i></font></p>
<p align="center"><font size="2" face="Times New Roman PS, Times New Roman, Times">11</font></p>
<hr size="3" width="100%" noshade color="gray" align="center">
<!-- SEQ.=15,FOLIO='11',FILE='06-13069-2.ca',USER='jscott',CD='' -->
<br clear="all" style="page-break-before:always;">
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Credit Suisse High Yield Bond Fund </b></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Schedule of Investments (continued)</b></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2">April 30, 2006 (unaudited)</font></p>
<table border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td colspan="3" width="21" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="64" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Number<BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>of Shares</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="296" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b> <BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b> </b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="90" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Value</b></font></td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="27" width="541" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>WARRANTS</b></font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="27" width="541" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Media - Cable </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(0.0%)</font></td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="21" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="48" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">5,980</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="296" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Ono Finance PLC, expires 05/31/09 *</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="18" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="18" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="18" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">60</font></td>
<td colspan="1" width="18" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="27" width="541" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Media - Diversified </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(0.0%)</font></td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="21" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="48" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">204,293</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="296" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Viasystems, Inc., strike price $25.31, expires 01/31/10 ^*</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="18" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="18" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="18" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">2,043</font></td>
<td colspan="1" width="18" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="27" width="541" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Restaurants </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(0.0%)</font></td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="21" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="48" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">336</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="296" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">New World Restaurant Group, Inc., strike price $13.00, expires 06/20/06*</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="18" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="18" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="18" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">0</font></td>
<td colspan="1" width="18" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="27" width="541" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Telecom - Fixed Line </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(0.0%)</font></td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="21" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="48" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">6,750</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="296" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">GT Group Telecom, Inc., Rule 144A, strike price $0.00, expires 02/01/10 &#135;^*</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="18" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="18" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="18" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">0</font></td>
<td colspan="1" width="18" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="21" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="48" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">3,000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="296" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Versatel Telecom International NV, strike price $2.81, expires 05/15/08 ^*</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7,225</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="11" width="389" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="18" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="18" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="18" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="53" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7,225</font></td>
<td colspan="1" width="18" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="85" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="296" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>TOTAL WARRANTS</b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"> (Cost $3,938,143)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="19" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="53" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9,953</font></td>
<td colspan="1" width="18" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="27" width="541" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>SHORT-TERM INVESTMENTS </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(13.0%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="21" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="48" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">15,000,000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="296" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">American Beacon Money Market Fund &sect;&sect;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">15,000,000</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="21" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="48" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">15,000,000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="296" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Reserve Funds Primary Fund Class 8 &sect;&sect;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="18" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="18" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="18" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">15,000,000</font></td>
<td colspan="1" width="18" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="85" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="296" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>TOTAL SHORT-TERM INVESTMENTS</b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"> (Cost $30,000,000)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="19" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="53" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">30,000,000</font></td>
<td colspan="1" width="18" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="21" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="64" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Par<BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>(000)</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="296" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b> <BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b> </b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="18" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b> <BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b> </b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="18" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b> <BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b> </b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="18" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b> <BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b> </b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="90" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b> <BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b> </b></font></td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="27" width="541" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>REPURCHASE AGREEMENTS </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(13.4%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="21" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font><font face="Times New Roman PS, Times New Roman, Times" size="1"> </font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="48" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">5,560</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="296" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Bear Stearns &amp; Co., 3.6562%, Dated 04/28/06, due 05/01/06, proceeds at maturity $5,562,137,<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(fully collateralized by U.S. Treasury Strips, due 02/15/20, Market Value of collateral is $5,722,684) &sect;&sect;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">5,560,443</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="21" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"> &nbsp;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="48" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">3,092</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="296" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Bear Stearns &amp; Co., 4.70%, Dated 04/28/06, due 05/01/06, proceeds at maturity $3,093,023,<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(fully collateralized by U.S. Treasury Strips, due 02/15/20, Market Value of collateral is $3,182,476) &sect;&sect;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="18" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="18" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="18" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">3,091,813</font></td>
<td colspan="1" width="18" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="21" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"> &nbsp;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="48" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">22,422</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="296" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Bear Stearns &amp; Co., 4.875%, Dated 04/28/06, due 05/01/06, proceeds at maturity $22,431,170, <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(fully collateralized by U.S. Treasury Strips, due 02/15/20, Market Value of collateral is $23,073,556) &sect;&sect;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">22,422,061</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="21" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"> &nbsp;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="48" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">53</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="296" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Bear Stearns &amp; Co., 4.875%, Dated 04/28/06, due 05/01/06, proceeds at maturity $52,576, <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(fully collateralized by U.S. Treasury Strips, due 02/15/20, Market Value of collateral is $55,326) &sect;&sect;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="18" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="18" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="18" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">52,555</font></td>
<td colspan="1" width="18" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="85" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="296" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>TOTAL REPURCHASE AGREEMENTS</b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"> (Cost $31,126,872)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="19" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="53" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">31,126,872</font></td>
<td colspan="1" width="18" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="85" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="296" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>TOTAL INVESTMENTS AT VALUE</b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"> (170.7%) (Cost $398,269,223)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="18" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="18" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="18" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="53" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">395,229,437</font></td>
<td colspan="1" width="18" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="85" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="296" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>LIABILITIES IN EXCESS OF OTHER ASSETS</b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"> (-70.7%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="19" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="53" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(163,687,765</font></td>
<td colspan="1" width="18" align="left" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">)</font></td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="85" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="296" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>NET ASSETS</b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"> (100.0%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="18" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="18" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="18" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="53" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">231,541,672</font></td>
<td colspan="1" width="18" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
</table>

<p>&nbsp;</p>
<p align="center"><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>INVESTMENT ABBREVIATIONS</b></font></p>
<p align="center"><font face="Times New Roman PS, Times New Roman, Times" size="1">NR = Not Rated</font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="1">&#134;&nbsp;&nbsp;Credit ratings given by the Standard &amp; Poor's Division of the McGraw-Hill Companies, Inc. ("S&amp;P") and Moody's Investors Service, Inc. ("Moody's") are unaudited.</font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="1">&#135;&nbsp;&nbsp;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 April 30, 2006, these securities amounted to a value of $54,788,888 or 23.7% of net assets.</font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="1">+&nbsp;&nbsp;Step Bond &#151; The interest stated is as of April 30, 2006 and will reset at a future date.</font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="1">&Oslash;&nbsp;&nbsp;Bond in default.</font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="1">*&nbsp;&nbsp;Non-income producing security.</font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="1">^&nbsp;&nbsp;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.</font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="1">&sect;&nbsp;&nbsp;Security or portion thereof is out on loan.</font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="1">&sect;&sect;&nbsp;&nbsp;Represents security purchased with cash collateral received for securities on loan.</font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="1">#&nbsp;&nbsp;Variable rate obligations &#151; The interest rate shown is the rate as of April 30, 2006.</font></p>
<p align="center"><font face="Times New Roman PS, Times New Roman, Times" size="1"><i>See Accompanying Notes to Financial Statements.</i></font></p>
<p align="center"><font size="2" face="Times New Roman PS, Times New Roman, Times">12</font></p>
<hr size="3" width="100%" noshade color="gray" align="center">
<!-- SEQ.=16,FOLIO='12',FILE='06-13069-2.ca',USER='jscott',CD='' -->
<br clear="all" style="page-break-before:always;">


<br clear="all" style="page-break-before:always;">
<!-- Document name: 06-13069-2.da-->
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Credit Suisse High Yield Bond Fund</b></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Statement of Assets and Liabilities</b></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2">April 30, 2006 (unaudited)</font></p>
<table border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td colspan="7" width="438" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2"><b><i>Assets</i></b></font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="335" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Investments in securities at value, including collateral for securities on loan of $61,126,872 <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(Cost $398,269,223) (Note 2)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="20" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="65" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">395,229,437<sup>1</sup></font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="335" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Cash</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="65" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">3,416,750</font></td>
<td colspan="1" width="18" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="335" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Interest receivable</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="65" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7,867,838</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="335" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Prepaid expenses and other assets</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="65" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">41,542</font></td>
<td colspan="1" width="18" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="335" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Total Assets</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="20" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="65" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">406,555,567</font></td>
<td colspan="1" width="18" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="438" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2"><b><i>Liabilities</i></b></font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="335" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Investment advisory fees (Note 3)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="65" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">260,662</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="335" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Administrative fees (Note 3)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="65" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">28,524</font></td>
<td colspan="1" width="18" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="335" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Loan payable (Note 4)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="65" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">110,000,000</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="335" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Payable upon return of securities loaned (Note 2)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="65" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">61,126,872</font></td>
<td colspan="1" width="18" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="335" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Payable for investments purchased</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="65" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">2,943,783</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="335" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Interest payable</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="65" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">477,794</font></td>
<td colspan="1" width="18" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="335" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Trustees' fees (Note 3)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="65" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7,829</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="335" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Other accrued expenses payable</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="65" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">168,431</font></td>
<td colspan="1" width="18" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="335" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Total Liabilities</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="20" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="65" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">175,013,895</font></td>
<td colspan="1" width="18" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="438" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2"><b><i>Net Assets</i></b></font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="335" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Applicable to 55,210,457 shares outstanding</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="20" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="65" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">231,541,672</font></td>
<td colspan="1" width="18" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="438" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2"><b><i>Net Assets Consist of</i></b></font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="335" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Capital stock, $0.001 par value (Note 6)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="20" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="65" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">55,210</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="335" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Paid-in capital (Note 6)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="65" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">488,124,493</font></td>
<td colspan="1" width="18" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="335" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Distributions in excess of net investment income</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="65" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(6,445,337</font></td>
<td colspan="1" width="18" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">)</font></td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="335" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Accumulated net realized loss on investments</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="65" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(247,152,908</font></td>
<td colspan="1" width="18" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">)</font></td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="335" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Net unrealized depreciation from investments</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="65" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(3,039,786</font></td>
<td colspan="1" width="18" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">)</font></td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="335" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Net Assets</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="65" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">231,541,672</font></td>
<td colspan="1" width="18" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="335" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b><i>Net Asset Value Per Share ($231,541,672 &divide; 55,210,457)</i></b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="20" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="65" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">4.19</font></td>
<td colspan="1" width="18" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="335" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b><i>Market Price Per Share</i></b></font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="65" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">4.16</font></td>
<td colspan="1" width="18" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
</table>

<p>&nbsp;</p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="1"><sup>1</sup>&nbsp;&nbsp;Including $55,018,654 of securities on loan.</font></p>
<p align="center"><font face="Times New Roman PS, Times New Roman, Times" size="1"><i>See Accompanying Notes to Financial Statements.</i></font></p>
<p align="center"><font size="2" face="Times New Roman PS, Times New Roman, Times">13</font></p>
<hr size="3" width="100%" noshade color="gray" align="center">
<!-- SEQ.=17,FOLIO='13',FILE='06-13069-2.da',USER='jscott',CD='Jul 05 07:07 2006' -->
<br clear="all" style="page-break-before:always;">
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Credit Suisse High Yield Bond Fund</b></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Statement of Operations</b></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2">For the Six Months Ended April 30, 2006 (unaudited)</font></p>
<table border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td colspan="7" width="438" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2"><b><i>Investment Income </i></b></font><font face="Times New Roman PS, Times New Roman, Times" size="2">(Note 2)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="335" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Interest</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="20" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="65" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">15,591,455</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="335" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Securities lending</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="65" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">330,378</font></td>
<td colspan="1" width="18" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="335" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Total investment income</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="20" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="65" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">15,921,833</font></td>
<td colspan="1" width="18" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="438" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2"><b><i>Expenses</i></b></font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="335" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Investment advisory fees (Note 3)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="65" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,560,436</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="335" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Administrative fees (Note 3)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="65" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">102,577</font></td>
<td colspan="1" width="18" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="335" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Interest expense (Note 4)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="65" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">2,656,211</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="335" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Printing fees (Note 3)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="65" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">83,191</font></td>
<td colspan="1" width="18" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="335" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Legal fees</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="65" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">40,091</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="335" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Trustees' fees (Note 3)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="65" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">36,146</font></td>
<td colspan="1" width="18" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="335" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Custodian fees</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="65" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">20,518</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="335" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Audit and tax fees</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="65" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">18,964</font></td>
<td colspan="1" width="18" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="335" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Transfer agent fees</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="65" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">12,274</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="335" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Registration fees</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="65" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">11,596</font></td>
<td colspan="1" width="18" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="335" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Insurance expense</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="65" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">2,687</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="335" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Miscellaneous expense</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="65" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">2,785</font></td>
<td colspan="1" width="18" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="335" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Total expenses</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="20" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="65" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">4,547,476</font></td>
<td colspan="1" width="18" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="335" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Net investment income</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="65" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">11,374,357</font></td>
<td colspan="1" width="18" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="438" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2"><b><i>Net Realized and Unrealized Gain (Loss) from Investments and Foreign Currency Related Items</i></b></font></td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="335" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Net realized loss from investments</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="65" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(2,592,306</font></td>
<td colspan="1" width="18" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">)</font></td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="335" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Net change in unrealized appreciation (depreciation) from investments</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="65" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8,663,277</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="335" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Net realized and unrealized gain from investments and foreign currency related items</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="65" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">6,070,971</font></td>
<td colspan="1" width="18" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="335" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b><i>Net increase in net assets resulting from operations</i></b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="20" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="65" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">17,445,328</font></td>
<td colspan="1" width="18" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
</table>

<p>&nbsp;</p>
<p align="center"><font face="Times New Roman PS, Times New Roman, Times" size="1"><i>See Accompanying Notes to Financial Statements.</i></font></p>
<p align="center"><font size="2" face="Times New Roman PS, Times New Roman, Times">14</font></p>
<hr size="3" width="100%" noshade color="gray" align="center">
<!-- SEQ.=18,FOLIO='14',FILE='06-13069-2.da',USER='jscott',CD='Jul 05 07:07 2006' -->
<br clear="all" style="page-break-before:always;">
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b><BR>Credit Suisse High Yield Bond Fund</b></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Statements of Changes in Net Assets</b></font></p>
<table border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td colspan="3" width="249" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="105" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>For the<BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Six Months Ended<BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>April 30, 2006<BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>(unaudited)</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="102" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>For the Year <BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Ended<BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>October 31, 2005</b></font></td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="11" width="464" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2"><b><i>From Operations</i></b></font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="249" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Net investment income</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="20" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="67" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">11,374,357</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="64" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">25,711,992</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="249" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Net realized loss on investments and foreign currency transactions</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="67" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(2,592,306</font></td>
<td colspan="1" width="18" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">)</font></td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="64" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(1,007,347</font></td>
<td colspan="1" width="18" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">)</font></td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="249" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Net change in unrealized appreciation (depreciation) on investments</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="67" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8,663,277</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="64" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(18,312,612</font></td>
<td colspan="1" width="18" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">)</font></td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="249" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Net increase in net assets resulting from operations</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="67" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">17,445,328</font></td>
<td colspan="1" width="18" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="64" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">6,392,033</font></td>
<td colspan="1" width="18" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="11" width="464" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2"><b><i>From Dividends</i></b></font></td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="249" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Dividends from net investment income</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="67" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(13,199,107</font></td>
<td colspan="1" width="18" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">)</font></td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="64" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(28,945,089</font></td>
<td colspan="1" width="18" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">)</font></td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="249" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Net decrease in net assets resulting from dividends</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="20" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="67" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(13,199,107</font></td>
<td colspan="1" width="18" align="left" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">)</font></td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="64" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(28,945,089</font></td>
<td colspan="1" width="18" align="left" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">)</font></td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="11" width="464" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2"><b><i>From Capital Share Transactions </i></b></font><font face="Times New Roman PS, Times New Roman, Times" size="2">(Note 6)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="249" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Reinvestment of dividends</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="67" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,535,522</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="64" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">3,789,959</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="249" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Net increase in net assets from capital share transactions</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="67" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,535,522</font></td>
<td colspan="1" width="18" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="64" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">3,789,959</font></td>
<td colspan="1" width="18" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="249" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Net increase (decrease) in net assets</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="20" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="67" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">5,781,743</font></td>
<td colspan="1" width="18" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="64" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(18,763,097</font></td>
<td colspan="1" width="18" align="left" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">)</font></td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="11" width="464" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2"><b><i>Net Assets</i></b></font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="249" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Beginning of period</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="67" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">225,759,929</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="64" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">244,523,026</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="249" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">End of period</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="67" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">231,541,672</font></td>
<td colspan="1" width="18" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="64" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">225,759,929</font></td>
<td colspan="1" width="18" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="249" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Distributions in excess of net investment income</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="20" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="67" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(6,445,337</font></td>
<td colspan="1" width="18" align="left" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">)</font></td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="64" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(4,620,587</font></td>
<td colspan="1" width="18" align="left" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">)</font></td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
</table>

<p>&nbsp;</p>
<p align="center"><font face="Times New Roman PS, Times New Roman, Times" size="1"><i>See Accompanying Notes to Financial Statements.</i></font></p>
<p align="center"><font size="2" face="Times New Roman PS, Times New Roman, Times">15</font></p>
<hr size="3" width="100%" noshade color="gray" align="center">
<!-- SEQ.=19,FOLIO='15',FILE='06-13069-2.da',USER='jscott',CD='Jul 05 07:07 2006' -->
<br clear="all" style="page-break-before:always;">
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Credit Suisse High Yield Bond Fund</b></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Statement of Cash Flows</b></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2">For the Six Months Ended April 30, 2006 (unaudited)</font></p>
<table border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td colspan="11" width="408" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2"><b><i>Cash flows from operating activities</i></b></font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="200" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Interest and securities lending income received</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="20" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="64" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">14,329,579</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="60" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"> </font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="200" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Operating expenses paid</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="64" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(4,443,308</font></td>
<td colspan="1" width="18" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">)</font></td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="60" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"> </font></td>
<td colspan="1" width="18" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="200" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Purchases of long-term securities</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="64" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(125,043,272</font></td>
<td colspan="1" width="18" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">)</font></td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="60" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"> </font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="200" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Proceeds from sales of long-term securities</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="64" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">117,778,983</font></td>
<td colspan="1" width="18" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="60" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"> </font></td>
<td colspan="1" width="18" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="200" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Net cash provided by operating activities&nbsp;</font><font face="Times New Roman PS, Times New Roman, Times" size="1"> </font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="20" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="64" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"> </font></td>
<td colspan="1" width="18" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="60" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">2,621,982</font></td>
<td colspan="1" width="18" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="11" width="408" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2"><b><i>Cash flows from financing activities</i></b></font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="200" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Proceeds from borrowings</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="64" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">110,000,000</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="60" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"> </font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="200" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Repayment of borrowings</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="64" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(107,343,789</font></td>
<td colspan="1" width="18" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">)</font></td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="60" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"> </font></td>
<td colspan="1" width="18" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="200" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Cash dividends paid</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="64" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(11,663,585</font></td>
<td colspan="1" width="18" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">)</font></td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="60" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"> </font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="200" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Net cash used in financing activities</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="64" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"> </font></td>
<td colspan="1" width="18" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="60" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(9,007,374</font></td>
<td colspan="1" width="18" bgcolor="#cceeff" align="left" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">)</font></td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="200" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Net decrease in cash</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="64" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"> </font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="60" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(6,385,392</font></td>
<td colspan="1" width="18" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">)</font></td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="200" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Cash &#151; beginning of period</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="64" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"> </font></td>
<td colspan="1" width="18" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="60" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9,802,142</font></td>
<td colspan="1" width="18" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="200" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Cash &#151; end of period&nbsp;</font><font face="Times New Roman PS, Times New Roman, Times" size="1"> </font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="20" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="64" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"> </font></td>
<td colspan="1" width="18" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="60" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">3,416,750</font></td>
<td colspan="1" width="18" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="11" width="408" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2"><b><i>RECONCILIATION OF NET DECREASE IN NET ASSETS<BR></i></b></font><font face="Times New Roman PS, Times New Roman, Times" size="2"><b><i>FROM OPERATIONS TO NET CASH USED IN<BR></i></b></font><font face="Times New Roman PS, Times New Roman, Times" size="2"><b><i>OPERATING ACTIVITIES</i></b></font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="200" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Net increase in net assets resulting from operations&nbsp;</font><font face="Times New Roman PS, Times New Roman, Times" size="1"> </font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="64" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"> </font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="60" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">17,445,328</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="11" width="408" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2"><b><i>Adjustments to reconcile net decrease in net assets from <BR></i></b></font><font face="Times New Roman PS, Times New Roman, Times" size="2"><b><i>operations to net cash provided by operating activities</i></b></font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="200" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Increase in interest receivable</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="20" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="64" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(94,773</font></td>
<td colspan="1" width="18" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">)</font></td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="60" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"> </font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="200" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Increase in accrued expenses</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="64" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">35,659</font></td>
<td colspan="1" width="18" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="60" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"> </font></td>
<td colspan="1" width="18" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="200" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Increase in interest payable</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="64" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">73,586</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="60" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="200" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Increase in prepaid expenses and other assets</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="64" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">20,136</font></td>
<td colspan="1" width="18" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="60" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"> &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</font></td>
<td colspan="1" width="18" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="200" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Decrease in advisory fees payable</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="64" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(7,806</font></td>
<td colspan="1" width="18" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">)</font></td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="60" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"> </font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="200" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Net amortization of discount on investments</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="64" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(1,514,888</font></td>
<td colspan="1" width="18" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">)</font></td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="60" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"> </font></td>
<td colspan="1" width="18" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="200" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Purchases of long-term securities</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="64" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(125,043,272</font></td>
<td colspan="1" width="18" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">)</font></td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="60" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"> </font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="200" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Proceeds from sales of long-term securities</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="64" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">117,778,983</font></td>
<td colspan="1" width="18" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="60" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"> </font></td>
<td colspan="1" width="18" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="200" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Net change in unrealized appreciation on investments</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="64" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(8,663,277</font></td>
<td colspan="1" width="18" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">)</font></td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="60" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"> </font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="200" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Net realized loss on investments</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="64" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">2,592,306</font></td>
<td colspan="1" width="18" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="60" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"> </font></td>
<td colspan="1" width="18" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="200" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Total adjustments</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="20" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="64" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"> </font></td>
<td colspan="1" width="18" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="60" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(14,823,346</font></td>
<td colspan="1" width="18" align="left" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">)</font></td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="200" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Net cash provided by operating activities&nbsp;</font><font face="Times New Roman PS, Times New Roman, Times" size="1"> </font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="64" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"> </font></td>
<td colspan="1" width="18" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="60" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">2,621,982</font></td>
<td colspan="1" width="18" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="11" width="408" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2"><b><i>Non-cash activity:</i></b></font></td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="200" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Dividend reinvestments&nbsp;</font><font face="Times New Roman PS, Times New Roman, Times" size="1"> </font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="64" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"> </font></td>
<td colspan="1" width="18" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="60" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,535,522</font></td>
<td colspan="1" width="18" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
</table>

<p>&nbsp;</p>
<p align="center"><font face="Times New Roman PS, Times New Roman, Times" size="1"><i>See Accompanying Notes to Financial Statements.</i></font></p>
<p align="center"><font size="2" face="Times New Roman PS, Times New Roman, Times">16</font></p>
<hr size="3" width="100%" noshade color="gray" align="center">
<!-- SEQ.=20,FOLIO='16',FILE='06-13069-2.da',USER='jscott',CD='Jul 05 07:07 2006' -->
<br clear="all" style="page-break-before:always;">


<br clear="all" style="page-break-before:always;">
<!-- Document name: 06-13069-2.ea-->
<p align="center"><font face="Times New Roman PS, Times New Roman, Times" size="2">This page intentionally left blank</font></p>
<p align="center"><font size="2" face="Times New Roman PS, Times New Roman, Times">17</font></p>
<hr size="3" width="100%" noshade color="gray" align="center">
<!-- SEQ.=21,FOLIO='17',FILE='06-13069-2.ea',USER='jscott',CD='' -->
<br clear="all" style="page-break-before:always;">
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b><BR>Credit Suisse High Yield Bond Fund</b></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Financial Highlights</b></font></p>
<table border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td colspan="3" width="247" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="95" align="center" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>For the <BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Six Months<BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Ended</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="27" width="672" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Year Ended</b></font></td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="247" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="95" align="center" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>4/30/2006</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="27" width="672" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="247" align="left" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b><i>Per share operating performance</i></b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="95" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>(unaudited)</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="88" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>10/31/05</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="88" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>10/31/04</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="88" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>10/31/03</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="90" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>10/31/02</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="90" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>10/31/01</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="90" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>10/31/00</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="90" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>10/31/99</b></font></td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="247" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Net asset value, beginning of period</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="48" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">4.12</font></td>
<td colspan="1" width="27" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">4.53</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">4.34</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">3.53</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">4.49</font></td>
<td colspan="1" width="25" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">6.16</font></td>
<td colspan="1" width="25" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.98</font></td>
<td colspan="1" width="25" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.36</font></td>
<td colspan="1" width="25" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="35" width="1022" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b><i>INVESTMENT ACTIVITIES</i></b></font></td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="247" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Net investment income</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="48" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">0.21</font></td>
<td colspan="1" width="27" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">0.47</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">0.53</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">0.55</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">0.65<sup>2</sup></font></td>
<td colspan="1" width="25" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">0.84</font></td>
<td colspan="1" width="25" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">0.96<sup>2</sup></font></td>
<td colspan="1" width="25" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">0.98</font></td>
<td colspan="1" width="25" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="247" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Net realized and unrealized gain (loss) on investments</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="48" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">0.10</font></td>
<td colspan="1" width="27" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="45" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(0.35</font></td>
<td colspan="1" width="23" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">)</font></td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="45" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">0.24</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="45" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">0.87</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="45" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(0.80</font></td>
<td colspan="1" width="25" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">)</font></td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="45" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(1.63</font></td>
<td colspan="1" width="25" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">)</font></td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="45" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(1.80</font></td>
<td colspan="1" width="25" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">)</font></td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="45" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(0.38</font></td>
<td colspan="1" width="25" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">)</font></td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="247" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Total from investment activities</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="48" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">0.31</font></td>
<td colspan="1" width="27" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">0.12</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">0.77</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1.42</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(0.15</font></td>
<td colspan="1" width="25" bgcolor="#cceeff" align="left" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">)</font></td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(0.79</font></td>
<td colspan="1" width="25" bgcolor="#cceeff" align="left" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">)</font></td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(0.84</font></td>
<td colspan="1" width="25" bgcolor="#cceeff" align="left" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">)</font></td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">0.60</font></td>
<td colspan="1" width="25" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="35" width="1022" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b><i>DISTRIBUTIONS</i></b></font></td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="247" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Net investment income</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="48" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(0.24</font></td>
<td colspan="1" width="27" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">)</font></td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(0.51</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">)</font></td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(0.58</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">)</font></td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(0.61</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">)</font></td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(0.71</font></td>
<td colspan="1" width="25" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">)</font></td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(0.86</font></td>
<td colspan="1" width="25" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">)</font></td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(0.98</font></td>
<td colspan="1" width="25" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">)</font></td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(0.98</font></td>
<td colspan="1" width="25" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">)</font></td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="247" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Return of capital</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="48" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">&#151;</font></td>
<td colspan="1" width="27" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="45" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(0.02</font></td>
<td colspan="1" width="23" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">)</font></td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="45" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">&#151;</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="45" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">&#151;</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="45" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(0.10</font></td>
<td colspan="1" width="25" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">)</font></td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="45" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(0.02</font></td>
<td colspan="1" width="25" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">)</font></td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="45" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">&#151;</font></td>
<td colspan="1" width="25" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="45" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">&#151;</font></td>
<td colspan="1" width="25" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="247" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Total distributions</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="48" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(0.24</font></td>
<td colspan="1" width="27" bgcolor="#cceeff" align="left" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">)</font></td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(0.53</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" align="left" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">)</font></td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(0.58</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" align="left" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">)</font></td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(0.61</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" align="left" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">)</font></td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(0.81</font></td>
<td colspan="1" width="25" bgcolor="#cceeff" align="left" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">)</font></td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(0.88</font></td>
<td colspan="1" width="25" bgcolor="#cceeff" align="left" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">)</font></td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(0.98</font></td>
<td colspan="1" width="25" bgcolor="#cceeff" align="left" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">)</font></td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(0.98</font></td>
<td colspan="1" width="25" bgcolor="#cceeff" align="left" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">)</font></td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="247" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Offering costs charged to paid-in-capital</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="48" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">&#151;</font></td>
<td colspan="1" width="27" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="45" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">&#151;</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="45" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">&#151;</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="45" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">&#151;</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="45" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">&#151;</font></td>
<td colspan="1" width="25" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="45" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">&#151;</font></td>
<td colspan="1" width="25" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="45" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">&#151;</font></td>
<td colspan="1" width="25" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="45" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">0.00<sup>3</sup></font></td>
<td colspan="1" width="25" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="247" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b><i>Net asset value, end of period</i></b></font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="48" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">4.19</font></td>
<td colspan="1" width="27" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">4.12</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">4.53</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">4.34</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">3.53</font></td>
<td colspan="1" width="25" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">4.49</font></td>
<td colspan="1" width="25" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">6.16</font></td>
<td colspan="1" width="25" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.98</font></td>
<td colspan="1" width="25" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="247" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b><i>Per share market value, end of period</i></b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="20" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="48" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">4.16</font></td>
<td colspan="1" width="27" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="45" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">4.77</font></td>
<td colspan="1" width="23" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="45" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">5.24</font></td>
<td colspan="1" width="23" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="45" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">4.76</font></td>
<td colspan="1" width="23" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="45" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">4.10</font></td>
<td colspan="1" width="25" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="45" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">5.07</font></td>
<td colspan="1" width="25" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="45" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">6.19</font></td>
<td colspan="1" width="25" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="45" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.06</font></td>
<td colspan="1" width="25" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="35" width="1022" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b><i>TOTAL RETURN </i></b></font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="247" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(market value)<sup>4</sup></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="48" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(7.61</font></td>
<td colspan="1" width="27" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">)%</font></td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="45" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">2.71</font></td>
<td colspan="1" width="23" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">%</font></td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="45" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">25.49</font></td>
<td colspan="1" width="23" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">%</font></td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="45" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">35.07</font></td>
<td colspan="1" width="23" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">%</font></td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="45" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(2.15</font></td>
<td colspan="1" width="25" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">)%</font></td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="45" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(3.21</font></td>
<td colspan="1" width="25" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">)%</font></td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="45" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(12.15</font></td>
<td colspan="1" width="25" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">)%</font></td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="45" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(5.71</font></td>
<td colspan="1" width="25" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">)%</font></td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="35" width="1022" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b><i>RATIOS AND <BR></i></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b><i>SUPPLEMENTAL DATA</i></b></font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="247" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Net assets, end of period (000s omitted)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="20" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="48" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">231,542</font></td>
<td colspan="1" width="27" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="45" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">255,760</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="45" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">244,523</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="45" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">229,255</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="45" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">180,889</font></td>
<td colspan="1" width="25" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="45" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">219,440</font></td>
<td colspan="1" width="25" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="45" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">286,838</font></td>
<td colspan="1" width="25" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="45" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">358,679</font></td>
<td colspan="1" width="25" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="247" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Average debt per share</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="48" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1.96</font></td>
<td colspan="1" width="27" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">2.05</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">2.05</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1.81</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1.99</font></td>
<td colspan="1" width="25" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">2.49</font></td>
<td colspan="1" width="25" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">3.47</font></td>
<td colspan="1" width="25" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">3.18</font></td>
<td colspan="1" width="25" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="247" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Ratio of expenses to average net assets</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="48" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">4.02</font></td>
<td colspan="1" width="27" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">%<sup>5</sup></font></td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="45" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">3.27</font></td>
<td colspan="1" width="23" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">%</font></td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="45" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">2.51</font></td>
<td colspan="1" width="23" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">%</font></td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="45" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">2.57</font></td>
<td colspan="1" width="23" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">%</font></td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="45" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">2.91</font></td>
<td colspan="1" width="25" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">%</font></td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="45" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">4.29</font></td>
<td colspan="1" width="25" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">%</font></td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="45" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">4.81</font></td>
<td colspan="1" width="25" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">%</font></td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="45" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">3.62</font></td>
<td colspan="1" width="25" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">%</font></td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="247" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Ratio of expenses to average net assets excluding interest expenses</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="48" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1.67</font></td>
<td colspan="1" width="27" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">%<sup>5</sup></font></td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1.68</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">%</font></td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1.70</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">%</font></td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1.73</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">%</font></td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1.78</font></td>
<td colspan="1" width="25" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">%</font></td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1.73</font></td>
<td colspan="1" width="25" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">%</font></td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1.61</font></td>
<td colspan="1" width="25" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">%</font></td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1.53</font></td>
<td colspan="1" width="25" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">%</font></td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="247" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Ratio of net investment income to average net assets</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="48" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10.06</font></td>
<td colspan="1" width="27" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">%<sup>5</sup></font></td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="45" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10.72</font></td>
<td colspan="1" width="23" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">%</font></td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="45" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">11.99</font></td>
<td colspan="1" width="23" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">%</font></td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="45" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">13.85</font></td>
<td colspan="1" width="23" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">%</font></td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="45" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">15.17</font></td>
<td colspan="1" width="25" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">%</font></td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="45" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">15.22</font></td>
<td colspan="1" width="25" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">%</font></td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="45" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">12.90</font></td>
<td colspan="1" width="25" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">%</font></td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="45" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">11.24</font></td>
<td colspan="1" width="25" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">%</font></td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="247" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Portfolio turnover rate</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="48" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">28.73</font></td>
<td colspan="1" width="27" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">%</font></td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">31.05</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">%</font></td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">12.10</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">%</font></td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">15.96</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">%</font></td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">33.22</font></td>
<td colspan="1" width="25" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">%</font></td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">46.11</font></td>
<td colspan="1" width="25" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">%</font></td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">31.29</font></td>
<td colspan="1" width="25" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">%</font></td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">60.23</font></td>
<td colspan="1" width="25" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">%</font></td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
</table>

<p>&nbsp;</p>
<p align="center"><font size="2" face="Times New Roman PS, Times New Roman, Times">18</font></p>
<hr size="3" width="100%" noshade color="gray" align="center">
<!-- SEQ.=22,FOLIO='18',FILE='06-13069-2.ea',USER='jscott',CD='' -->
<br clear="all" style="page-break-before:always;">
<table border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td colspan="3" width="247" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="101" align="center" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Period Ended</b></font></td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="247" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="101" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="247" align="left" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b><i>Per share operating performance</i></b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="101" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>10/31/1998</b><b><sup>1</sup></b></font></td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="247" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Net asset value, beginning of period</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="54" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10.00</font></td>
<td colspan="1" width="27" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="348" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b><i>INVESTMENT ACTIVITIES</i></b></font></td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="247" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Net investment income</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="54" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">0.24</font></td>
<td colspan="1" width="27" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="247" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Net realized and unrealized gain (loss) on investments</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="54" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(1.62</font></td>
<td colspan="1" width="27" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">)</font></td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="247" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Total from investment activities</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="54" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(1.38</font></td>
<td colspan="1" width="27" bgcolor="#cceeff" align="left" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">)</font></td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="348" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b><i>DISTRIBUTIONS</i></b></font></td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="247" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Net investment income</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="54" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(0.24</font></td>
<td colspan="1" width="27" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">)</font></td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="247" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Return of capital</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="54" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">&#151;</font></td>
<td colspan="1" width="27" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="247" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Total distributions</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="54" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(0.24</font></td>
<td colspan="1" width="27" bgcolor="#cceeff" align="left" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">)</font></td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="247" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Offering costs charged to paid-in-capital</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="54" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(0.02</font></td>
<td colspan="1" width="27" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">)</font></td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="247" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b><i>Net asset value, end of period</i></b></font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="54" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.36</font></td>
<td colspan="1" width="27" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="247" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b><i>Per share market value, end of period</i></b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="20" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="54" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.56</font></td>
<td colspan="1" width="27" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="348" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b><i>TOTAL RETURN </i></b></font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="247" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(market value)<sup>4</sup></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="54" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(1.74</font></td>
<td colspan="1" width="27" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">)%</font></td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="348" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b><i>RATIOS AND <BR></i></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b><i>SUPPLEMENTAL DATA</i></b></font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="247" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Net assets, end of period (000s omitted)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="20" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="54" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">359,956</font></td>
<td colspan="1" width="27" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="247" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Average debt per share</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="54" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1.02</font></td>
<td colspan="1" width="27" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="247" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Ratio of expenses to average net assets</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="54" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1.81</font></td>
<td colspan="1" width="27" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">%<sup>5</sup></font></td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="247" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Ratio of expenses to average net assets excluding interest expenses</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="54" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1.16</font></td>
<td colspan="1" width="27" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">%<sup>5</sup></font></td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="247" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Ratio of net investment income to average net assets</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="54" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10.48</font></td>
<td colspan="1" width="27" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">%<sup>5</sup></font></td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="247" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Portfolio turnover rate</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="54" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">15.26</font></td>
<td colspan="1" width="27" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">%</font></td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
</table>

<p>&nbsp;</p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="1"><sup>1</sup>&nbsp;&nbsp;The fund commenced operations on July 28, 1998.</font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="1"><sup>2</sup>&nbsp;&nbsp;Based on average shares outstanding.</font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="1"><sup>3</sup>&nbsp;&nbsp;Amount rounds to less than $0.01.</font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="1"><sup>4</sup>&nbsp;&nbsp;Total return is based on the change in market price of a share during the period and assumes reinvestment of dividends and <BR>distributions at actual prices pursuant to the Fund's Dividend Reinvestment Plan. Total return based on market value, which can <BR>be significantly greater or lesser than the net asset value, may result in substantially different returns. Total returns for periods <BR>less than one year are not annualized.</font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="1"><sup>5</sup>&nbsp;&nbsp;Annualized.</font></p>
<p align="center"><font face="Times New Roman PS, Times New Roman, Times" size="1"><i>See Accompanying Notes to Financial Statements.</i></font></p>
<p align="center"><font size="2" face="Times New Roman PS, Times New Roman, Times">19</font></p>
<hr size="3" width="100%" noshade color="gray" align="center">
<!-- SEQ.=23,FOLIO='19',FILE='06-13069-2.ea',USER='jscott',CD='' -->
<br clear="all" style="page-break-before:always;">


<br clear="all" style="page-break-before:always;">
<!-- Document name: 06-13069-2.fa-->
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Credit Suisse High Yield Bond Fund</b></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Notes to Financial Statements</b></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2">April 30, 2006 (unaudited)</font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Note 1. Organization</b></font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">Credit Suisse High Yield Bond Fund (the "Fund") is a business trust organized under the laws of the State of Delaware on April 30, 1998. The Fund is registered with the Securities and Exchange Commission under the Investment Company Act of 1940, as amended ("Investment Company Act"), as a non-diversified, closed-end management investment company. The Fund's primary objective is to seek high current income.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">The following is a summary of significant accounting policies consistently followed by the Fund in its operations and in connection with the preparation of its financial statements.</font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Note 2. Significant Accounting Policies</b></font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">A) SECURITY VALUATION &#151; 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. The Fund's 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 report
ed, 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 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 direction of, the Board of Trustees under procedures established by the Board of Trustees.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">B) FOREIGN CURRENCY TRANSACTIONS &#151; The books and records of the Fund are maintained in U.S. dollars. Transactions denominated in foreign currencies are recorded at the current prevailing exchange rates. All assets and liabilities denominated in foreign currencies are translated into U.S. dollar amounts at the current exchange rate at the end of the period. Translation gains or losses resulting from changes in the exchange rate during the reporting period and realized gains and losses on the settlement of foreign currency transactions are reported in the results of operations for the current period. The Fund does not isolate that portion of realized gains and losses on investments in </font><font face="Times New Roman PS, Times New Roman, Times" size="2"><i>equity</i></font><font face="Times New Roman PS, Times New Roman, Times" size="2"> securities which is due to changes in the foreign exchange rate from that which is due to changes in
 market prices of equity securities. The Fund isolates that portion of realized gains and losses on investments in </font><font face="Times New Roman PS, Times New Roman, Times" size="2"><i>debt</i></font><font face="Times New Roman PS, Times New Roman, Times" size="2"> securities which is due to changes in the foreign exchange rate from that which is due to changes in market prices of debt securities.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">C) SECURITY TRANSACTIONS AND INVESTMENT INCOME &#151; Security transactions are accounted for on a trade date basis. Interest income is recorded on the accrual basis. Dividends are recorded on the ex-dividend date. The cost of investments sold is determined by use of the specific identification method for both financial reporting and income tax purposes. Accretion of discount and amortization of premium is recognized using the effective interest method.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">D) DIVIDENDS AND DISTRIBUTIONS TO SHAREHOLDERS &#151; The Fund declares and pays dividends on a monthly basis. Capital gains, if any, net of capital losses, are distributed annually. Income dividends and capital gain distributions are determined in accordance with income tax regulations, which may differ from accounting principles generally accepted in the United States of America ("GAAP"). These differences are primarily due to </font></p>
<p align="center"><font size="2" face="Times New Roman PS, Times New Roman, Times">20</font></p>
<hr size="3" width="100%" noshade color="gray" align="center">
<!-- SEQ.=24,FOLIO='20',FILE='06-13069-2.fa',USER='jscott',CD='' -->
<br clear="all" style="page-break-before:always;">
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Credit Suisse High Yield Bond Fund</b></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Notes to Financial Statements (continued)</b></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2">April 30, 2006 (unaudited)</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">differing treatments of income and gains on various investment securities held by the Fund, timing differences and differing characterization of distributions made by the Fund.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">The Fund's dividend policy is to distribute substantially all of its net investment income to its shareholders on a monthly basis. However, in order to provide shareholders with a more consistent yield to the current trading price of shares of beneficial interest of the Fund, the Fund may at times pay out less than the entire amount of net investment income earned in any particular month and may at times in any month pay out such accumulated but undistributed income in addition to net investment income earned in that month. As a result, the dividends paid by the Fund for any particular month may be more or less than the amount of net investment income earned by the Fund during such month.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">E) FEDERAL INCOME TAXES &#151; No provision is made for federal taxes as it is the Fund's intention to continue to qualify for and elect the tax treatment applicable to regulated investment companies under the Internal Revenue Code of 1986, as amended, and to make the requisite distributions to its shareholders which will be sufficient to relieve it from federal income and excise taxes.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">F) CASH FLOW INFORMATION &#151; Cash, as used in the Statement of Cash Flows, is the amount reported in the Statement of Assets and Liabilities. The Fund invests in securities and distributes dividends from net investment income and net realized gains, if any (which are either paid in cash or reinvested at the discretion of shareholders). These activities are reported in the Statement of Changes in Net Assets. Information on cash payments is presented in the Statement of Cash Flows. Accounting practices that do not affect reporting activities on a cash basis include unrealized gain or loss on investment securities and accretion or amortization income recognized on investment securities.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">G) USE OF ESTIMATES &#151; The preparation of financial statements in conformity with GAAP requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of income and expenses during the reporting period. Actual results could differ from those estimates.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">H) SECURITIES LENDING &#151; Loans of securities are required at all times to be secured by collateral at least equal to 100% of the market value of domestic securities on loan (including any accrued interest thereon). Cash collateral received by the Fund in connection with securities lending activity is reinvested into either fully collateralized repurchase agreements with Bear, Stearns &amp; Co., Inc. (an affiliate of the custodian, Custodial Trust Company, and the borrower, Bear, Stearns Securities Corp. (the "Borrower")), registered money market mutual funds (subject to regulatory limitations) or some combination thereof. In the event of default or bankruptcy by the Borrower or its affiliates to the agreement, realization and/or retention of the Fund's collateral may be subject to legal proceedings.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">The Fund's securities lending arrangement provides that the Fund and the Borrower will share the net income earned from the securities lending activities. During the six months ended April 30, 2006, total earnings from the Fund's investment in cash collateral received in connection with the securities lending arrangement was $1,505,489 of which $1,175,111 was rebated to the Borrower. The Fund retained $330,378 in income from the cash collateral investment. The Fund is entitled to a certain minimum amount of income from its securities lending activities. Securities lending income is accrued as earned.</font></p>
<p align="center"><font size="2" face="Times New Roman PS, Times New Roman, Times">21</font></p>
<hr size="3" width="100%" noshade color="gray" align="center">
<!-- SEQ.=25,FOLIO='21',FILE='06-13069-2.fa',USER='jscott',CD='' -->
<br clear="all" style="page-break-before:always;">
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Credit Suisse High Yield Bond Fund</b></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Notes to Financial Statements (continued)</b></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2">April 30, 2006 (unaudited)</font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Note 3. Transactions with Affiliates and Related Parties</b></font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">The Fund has entered into an Investment Advisory Agreement (the "Advisory Agreement") with Credit Suisse Asset Management, LLC ("Credit Suisse"). The Advisory Agreement provides for a fee at the annual rate of 1.00% of the first $250 million of the average weekly value of the Fund's total assets minus the sum of liabilities (other than aggregate indebtedness constituting leverage) and 0.75% of the average weekly value of the Fund's total assets minus the sum of liabilities (other than aggregate indebtedness constituting leverage) greater than $250 million. For the six months ended April 30, 2006, investment advisory fees earned were $1,560,436.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">State Street Bank and Trust Company ("SSB") serves as Accounting and Administrative Agent for the Fund. For its administrative services, SSB receives a fee, exclusive of out-of-pocket expenses, calculated in total for all the Credit Suisse funds/portfolios co-administered by SSB and allocated based upon relative average net assets of each fund/portfolio, subject to an annual minimum fee. For the six months ended April 30, 2006, administrative services fees earned by SSB (including out-of-pocket expenses) were $102,577.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">The Independent Trustees receive fifty percent (50%) of their annual retainer in the form of shares purchased by the Fund's transfer agent in the open market.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">Merrill Corporation ("Merrill"), an affiliate of Credit Suisse, has been engaged by the Fund to provide certain financial printing and fulfillment services. For the six months ended April 30, 2006, Merrill was paid $1,037 for its services to the Fund.</font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Note 4. Line of Credit</b></font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">The Fund has a $150 million line of credit provided by Citibank North America, Inc., under a Revolving Credit and Security Agreement (the "Agreement") dated April 12, 2002, as amended from time to time, primarily to leverage its investment portfolio. Under this Agreement, the Fund may borrow the lesser of $150 million or 33</font><font face="Times New Roman PS, Times New Roman, Times" size="1"><sup>1</sup></font><font face="Times New Roman PS, Times New Roman, Times" size="2">/</font><font face="Times New Roman PS, Times New Roman, Times" size="1"><sub>3</sub></font><font face="Times New Roman PS, Times New Roman, Times" size="2">% of its gross assets. Interest is payable at the Bank's Base Rate plus a commission of 0.05%. The Fund pays a program fee of 0.20% of the average daily amount leveraged, an administration fee of 0.02% of the average daily amount leveraged and a liquidity fee of 0.15% of the maximum borrowing limit (currently $150 m
illion). The Agreement requires, among other provisions, that the percentage obtained by dividing total indebtedness for money borrowed by total assets of the Fund shall not exceed 33</font><font face="Times New Roman PS, Times New Roman, Times" size="1"><sup>1</sup></font><font face="Times New Roman PS, Times New Roman, Times" size="2">/</font><font face="Times New Roman PS, Times New Roman, Times" size="1"><sub>3</sub></font><font face="Times New Roman PS, Times New Roman, Times" size="2">%. At April 30, 2006 the Fund had loans outstanding under the Agreement of $110,000,000. During the six months ended April 30, 2006, the Fund had borrowings under the Agreement as follows:</font></p>
<table border="0" cellspacing="0" cellpadding="0">
<tr>
<td colspan="3" width="96" align="left" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Average Daily<BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Loan Balance</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="111" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Weighted Average<BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Interest Rate</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="109" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Maximum Daily <BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Loan Outstanding</b></font></td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="21" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">$</font></td>
<td colspan="1" width="67" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">108,362,637</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="78" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">4.448</font></td>
<td colspan="1" width="25" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">%</font></td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="21" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">$</font></td>
<td colspan="1" width="80" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">110,000,000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
</table>

<p>&nbsp;</p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Note 5. Purchases and Sales of Securities</b></font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">For the six months ended April 30, 2006, purchases and sales of investment securities (excluding short-term investments) were $127,987,055 and $93,748,632, respectively.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">At April 30, 2006, the identified cost for federal income tax purposes, as well as the gross unrealized appreciation from investments for those securities having an excess of value over cost, gross unrealized depreciation from investments for those securities having an excess of cost over value and the net unrealized depreciation from investments were $398,269,223, $9,969,401, $(13,009,187) and $(3,039,786), respectively.</font></p>
<p align="center"><font size="2" face="Times New Roman PS, Times New Roman, Times">22</font></p>
<hr size="3" width="100%" noshade color="gray" align="center">
<!-- SEQ.=26,FOLIO='22',FILE='06-13069-2.fa',USER='jscott',CD='' -->
<br clear="all" style="page-break-before:always;">
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Credit Suisse High Yield Bond Fund</b></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Notes to Financial Statements (continued)</b></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2">April 30, 2006 (unaudited)</font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Note 6. Fund Shares</b></font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">The Fund has one class of shares of beneficial interest, par value $0.001 per share; an unlimited number of shares are authorized. Transactions in shares of beneficial interest were as follows:</font></p>
<table border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td colspan="3" width="212" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="125" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>For the Six Months Ended<BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>April 30, 2006 (unaudited)</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="103" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>For the Year Ended <BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>October 31, 2005</b></font></td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="212" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">Shares issued through reinvestment of dividends</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="109" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">370,982</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="87" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">861,846</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
</table>

<p>&nbsp;</p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Note 7. Concentration of Risk</b></font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">The Fund invests in securities offering high current income, which generally will be in the lower rating categories of recognized ratings agencies (commonly known as "junk bonds").</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">These securities generally involve more credit risk than securities in the higher rating categories. In addition, the trading market for high yield securities may be relatively less liquid than the market for higher-rated securities. The Fund's use of leverage also increases exposure to capital risk.</font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Note 8. Contingencies</b></font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">In the normal course of business, the Fund may provide general indemnifications pursuant to certain contracts and organizational documents. The Fund's maximum exposure under these arrangements is dependent on future claims that may be made against the Fund and, therefore, cannot be estimated; however, based on experience, the risk of loss from such claims is considered remote.</font></p>
<p align="center"><font size="2" face="Times New Roman PS, Times New Roman, Times">23</font></p>
<hr size="3" width="100%" noshade color="gray" align="center">
<!-- SEQ.=27,FOLIO='23',FILE='06-13069-2.fa',USER='jscott',CD='' -->
<br clear="all" style="page-break-before:always;">


<br clear="all" style="page-break-before:always;">
<!-- Document name: 06-13069-2.ga-->
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b><BR>Credit Suisse High Yield Bond Fund</b></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Additional Information (unaudited)</b></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>DIVIDEND REINVESTMENT PLAN</b></font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">Referenced below are policies related to the Fund's Automatic Dividend Reinvestment Plan (the "Plan"). These policies apply to shareholders whose shares are registered directly with the Fund in their own name. Shareholders whose shares are purchased through a broker-dealer or nominee should contact such broker-dealer or nominee regarding questions related to the reinvestment of the Fund's dividends.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">Pursuant to the Fund's Plan, unless a shareholder otherwise elects, all dividends and capital gain distributions will be automatically reinvested by Computershare as agent for Shareholders in administering the Plan (the "Plan Agent"), in additional shares of the Fund. Shareholders who elect not to participate in the Plan will receive all dividends and other distributions in cash paid by check mailed directly to the shareholder of record (or, if the shares are held in street or other nominee name, then to such nominee) by Computershare as the Dividend Disbursing Agent. Such participants may elect not to participate in the Plan and to receive all dividends and capital gain distributions in cash by sending written instructions to Computershare as the Dividend Disbursing Agent, at the address set forth below. Participation in the Plan is completely voluntary and may be terminated or resumed at any time without penalty by written notice if receiv
ed by the Plan Agent not less than ten days prior to any dividend record date; otherwise such termination will be effective with respect to any subsequently declared dividend or other distribution.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">Whenever the Fund declares an income dividend or a capital gain distribution (collectively referred to as "dividends") payable either in shares or in cash, non-participants in the Plan will receive cash and participants in the Plan will receive the equivalent in shares. The shares will be acquired by the Plan Agent for the participants' accounts, depending upon the circumstances described below, either (i) through receipt of additional unissued but authorized shares from the Fund ("newly issued shares") or (ii) by purchase of outstanding shares on the open market ("open-market purchases") on the AMEX or elsewhere. If on the record date for the dividend, the net asset value per share is equal to or less than the market price per share plus estimated brokerage commissions (such condition being referred to herein as "market premium"), the Plan Agent will invest the dividend amount in newly issued shares on behalf of the participants. The number
 of newly issued shares to be credited to each participant's account will be determined by dividing the dollar amount of the dividend by the net asset value per share on the date the shares are issued. If on the dividend record date the net asset value per share is greater than the market value (such condition being referred to herein as "market-discount"), the Plan Agent will invest the dividend amount in shares acquired on behalf of the participants in open-market purchases.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">In the event of a market discount on the dividend record date, the Plan Agent will have until the last business day before the next date on which the shares trade on an "ex-dividend" basis or in no event more than 30 days after the dividend record date (the "last purchase date") to invest the dividend amount in shares acquired in open-market purchases. It is contemplated that the Fund will pay monthly income dividends. Therefore, the period during which open-market purchases can be made will exist only from the record date of the dividend through the date before the next "ex-dividend" date. If, before the Plan Agent has completed its open-market purchases, the market price of a share exceeds the net asset value per share, the average per share purchase price paid by the Plan Agent may exceed the net asset value of the shares, resulting in the acquisition of fewer shares than if the dividend had been paid in newly issued shares on the dividen
d record date. Because of the foregoing difficulty with respect to open market purchases, the Plan provides that if the Plan Agent is unable to invest the full dividend amount in open market purchases during the purchase period or if the market discount shifts to a market premium during the purchase period, the Plan Agent may cease making open-market purchases and may invest the uninvested portion of the dividend amount in newly issued shares at the net </font></p>
<p align="center"><font size="2" face="Times New Roman PS, Times New Roman, Times">24</font></p>
<hr size="3" width="100%" noshade color="gray" align="center">
<!-- SEQ.=28,FOLIO='24',FILE='06-13069-2.ga',USER='jscott',CD='Jul 05 07:03 2006' -->
<br clear="all" style="page-break-before:always;">
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b><BR>Credit Suisse High Yield Bond Fund</b></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Additional Information (unaudited) (continued)</b></font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">asset value per share at the close of business on the last purchase date.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">The Plan Agent maintains all shareholders' accounts in the Plan and furnishes written confirmation of all transactions in the accounts, including information needed by shareholders for tax records. Shares in the account of each Plan participant will be held by the Plan Agent on behalf of the Plan participant, and each shareholder proxy will include those shares purchased or received pursuant to the Plan. The Plan Agent will forward all proxy solicitation materials to participants and vote proxies for shares held pursuant to the Plan in accordance with the instructions of the participants. In the case of shareholders such as banks, brokers or nominees that hold shares for others who are the beneficial owners, the Plan Agent will administer the Plan on the basis of the number of shares certified from time to time by the record shareholder and held for the account of beneficial owners who participate in the Plan.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">There will be no brokerage charges with respect to shares issued directly by the Fund as a result of dividends or capital gains distributions payable either in shares or in cash. However, each participant will pay a pro rata share of brokerage commissions incurred with respect to the Plan Agent's open-market purchases in connection with the reinvestment of dividends.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">The automatic reinvestment of dividends will not relieve participants of any Federal, state or local income tax that may be payable (or required to be withheld) on such dividends.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">Shareholders participating in the Plan may receive benefits not available to shareholders not participating in the Plan. If the market price (plus commissions) of the shares is above their net asset value, participants in the Plan will receive shares of the Fund at less than they could otherwise purchase them and will have shares with a cash value greater than the value of any cash distribution they would have received on their shares. If the market price plus commissions is below the net asset value, participants will receive distributions in shares with a net asset value greater than the value of any cash distribution they would have received on their shares. However, there may be insufficient shares available in the market to make distributions in shares at prices below the net asset value. Also, since the Fund does not redeem shares, the price on resale may be more or less than the net asset value.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">Experience under the Plan may indicate that changes are desirable. Accordingly, the Fund reserves the right to amend or terminate the Plan. There is no direct service charge to participants in the Plan; however, the Fund reserves the right to amend the Plan to include a service charge payable by the participants.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">All correspondence concerning the Plan should be directed to the Plan Agent at P.O. Box 43010, Providence, RI 02940-3010, or call the plan agent at 1-800-730-6001.</font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>LEVERAGE &#151; BENEFITS AND RISKS</b></font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">The use of leverage by the Fund creates an opportunity for increased net income and capital appreciation for the Fund, but, at the same time, creates special risks, and there can be no assurance that a leveraging strategy will be successful during any period in which it is employed. The Fund intends to utilize leverage to provide the Shareholders with a potentially higher return. Leverage creates risks for Shareholders including the likelihood of greater volatility of net asset value and market price of the Fund's shares and the risk that fluctuations in interest rates on borrowings and short-term debt may affect the return to Shareholders. To the extent the income or capital appreciation derived from securities purchased with funds received from leverage exceeds the cost of leverage, the Fund's return will be greater than if leverage had not been used. Conversely, if the income or capital appreciation from the securities purchased with such
 funds is not sufficient to cover the cost of leverage, the return to the Fund will be less than if leverage had not been used, and therefore the amount available for distribution to Shareholders as dividends and other distributions will be reduced. In the latter case, Credit Suisse in its best judgment nevertheless may determine to maintain the Fund's leveraged position if it deems such action to be appropriate under </font></p>
<p align="center"><font size="2" face="Times New Roman PS, Times New Roman, Times">25</font></p>
<hr size="3" width="100%" noshade color="gray" align="center">
<!-- SEQ.=29,FOLIO='25',FILE='06-13069-2.ga',USER='jscott',CD='Jul 05 07:03 2006' -->
<br clear="all" style="page-break-before:always;">
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b><BR>Credit Suisse High Yield Bond Fund</b></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Additional Information (unaudited) (continued)</b></font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">the circumstances. During periods in which the Fund is utilizing leverage, the Management Fee will be higher than if the Fund did not utilize a leveraged capital structure because the fee is calculated as a percentage of the Managed Assets including those purchased with leverage. Certain types of borrowings by the Fund may result in the Fund's being subject to covenants in credit agreements, including those relating to asset coverage and portfolio composition requirements. The Fund's lenders may establish guidelines for borrowing which may impose asset coverage or portfolio composition requirements that are more stringent than those imposed by the Investment Company Act. It is not anticipated that these covenants or guidelines will impede Credit Suisse in managing the Fund's portfolio in accordance with the Fund's investment objectives and policies.</font></p>
<p align="center"><font size="2" face="Times New Roman PS, Times New Roman, Times">26</font></p>
<hr size="3" width="100%" noshade color="gray" align="center">
<!-- SEQ.=30,FOLIO='26',FILE='06-13069-2.ga',USER='jscott',CD='Jul 05 07:03 2006' -->
<br clear="all" style="page-break-before:always;">
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b><BR>Credit Suisse High Yield Bond Fund</b></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Board Consideration and Re-Approval of Investment Advisory Agreement (unaudited)</b></font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">Section 15(c) of the Investment Company Act of 1940 (the "1940 Act") contemplates that the Board of Trustees (the "Board") of Credit Suisse High Yield Bond Fund (the "Fund"), including a majority of the Trustees who have no direct or indirect interest in the investment advisory agreement and are not "interested persons" of the Fund, as defined in the 1940 Act (the "Independent Trustees"), will annually review and re-approve the terms of the Fund's existing investment advisory agreement. In this regard, the Board reviewed and re-approved, during the six months covered by this report an investment advisory agreement (the "Advisory Agreement") with Credit Suisse Asset Management, LLC ("Credit Suisse") for the Fund.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">More specifically, at a meeting held on November 16-17, 2005, the Board, including the Independent Trustees advised by their independent legal counsel, considered the factors and reached the conclusions described below relating to the selection of Credit Suisse and the re-approval of the Advisory Agreement.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2"><i>Nature, Extent and Quality of Services</i></font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">The Board received and considered various data and information regarding the nature, extent and quality of services provided to the Fund by Credit Suisse under the Advisory Agreement. The most recent investment adviser registration form ("Form ADV") for Credit Suisse was provided to the Board, as were responses of Credit Suisse to requests submitted by the Independent Trustees' independent legal counsel on behalf of such Trustees. The Board reviewed and analyzed these materials, which included, among other things, information about the background and experience of the senior management and the expertise of, and amount of attention devoted to the Fund by investment personnel of Credit Suisse. In this regard, the Board specifically reviewed the qualifications, background and responsibilities of the chief investment officer who is primarily responsible for day-to-day portfolio management services for the Fund.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">In addition, the Board received and reviewed information on Securities and Exchange Commission ("SEC") and other regulatory inquiries and examinations relating to the Fund and Credit Suisse. The Board considered the investment and legal compliance programs of the Fund and Credit Suisse, including their implementation of enhanced compliance policies and procedures in response to SEC rule changes and other regulatory initiatives. The Board also considered the Fund's Chief Compliance Officer's report and recommendations.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">The Board evaluated the ability of Credit Suisse, based on its resources, reputation and other attributes, to attract and retain highly qualified investment professionals, including research, advisory, and supervisory personnel. In this connection, the Board considered information regarding Credit Suisse's compensation arrangements for its personnel involved in the management of the Fund.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">Based on the above factors, together with those referenced below, the Board concluded that it was generally satisfied with the nature, extent and quality of the investment advisory services provided to the Fund by Credit Suisse.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2"><i>Fund Performance and Expenses</i></font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">The Board considered performance results for the Fund over a number of years, as well as for recent periods. It also considered these results in comparison to the group of funds consisting of all closed-end leveraged high current yield funds (the "Performance Universe"), as well as to the Fund's benchmark indices, the Lipper Closed-End Leveraged High Yield Bond Funds Index and the Citigroup High Yield Market Index. Lipper Inc. ("Lipper"), an independent provider of investment company data, determined the Performance Universe for the Fund and provided the comparative data. The Board was provided with a description of the methodology used by Lipper to select the closed-end mutual funds in the Fund's Performance Universe. The Board noted that, although the Fund had underperformed the median performance of the funds in its Performance Universe in some periods, it had out- performed the median performance in other periods.</font></p>
<p align="center"><font size="2" face="Times New Roman PS, Times New Roman, Times">27</font></p>
<hr size="3" width="100%" noshade color="gray" align="center">
<!-- SEQ.=31,FOLIO='27',FILE='06-13069-2.ga',USER='jscott',CD='Jul 05 07:03 2006' -->
<br clear="all" style="page-break-before:always;">
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b><BR>Credit Suisse High Yield Bond Fund</b></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Board Consideration and Re-Approval of Investment Advisory Agreement (unaudited) (continued)</b></font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">The Board received and considered statistical information regarding the Fund's total expense ratio and its various components, including management fees, non-management fees and actual total expenses of the Fund (including and excluding investment-related expenses and taxes). It also considered comparisons of these fees to the expense information of the group of funds that was determined to be the most similar to the Fund (the "Peer Group") and to the median expenses of a broader universe of relevant funds (the "Expense Universe"), which comparative data was provided by Lipper. The Board was provided with a description of the methodology used by Lipper to select the closed-end mutual funds in the Fund's Peer Group and Expense Universe.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">The Board noted that the management fee paid by the Fund is appreciably higher that the median management fee of the Fund's Peer Group. However, the Board considered that the overall expense ratio of the Fund is consistent with the median expense ratio of the Fund's Peer Group, both including and excluding investment-related expenses and taxes.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">Based on the above-referenced considerations and other factors, the Board concluded that the overall performance and expense results supported the re-approval of the Advisory Agreement for the Fund.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2"><i>Investment Advisory Fee Rate</i></font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">The Board reviewed and considered the proposed contractual investment advisory fee rate (the "Advisory Agreement Rate") payable by the Fund to Credit Suisse for investment advisory services.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">Additionally, the Board received and considered information comparing the Advisory Agreement Rate (both on a stand-alone basis and on a combined basis with the Fund's administration fee rate) with those of the other funds in its Peer Group. The Board noted that the Fund's administrator is not affiliated with Credit Suisse and that the Fund's administration agreement and corresponding fees were negotiated at arm's-length. In this regard, the Board observed that the Advisory Agreement Rate was appreciably higher than the median rate of funds in its Peer Group. However, the Board considered that the Fund's non-management expenses were significantly lower than the median rate of the Peer Group. The Board concluded that these factors supported the Advisory Agreement Rate.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2"><i>Profitability</i></font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">The Board received and considered an estimated profitability analysis of Credit Suisse based on the Advisory Agreement Rate, as well as on any other relationships between the Fund and Credit Suisse and its affiliates. The Board concluded that, in light of the costs of providing investment management and other services to the Fund, the profits and other ancillary benefits that Credit Suisse and its affiliates received with regard to providing these services to the Fund were not unreasonable.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2"><i>Economies of Scale</i></font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">The Board received and considered information regarding whether there have been economies of scale with respect to the management of the Fund, whether the Fund has appropriately benefited from any economies of scale, and whether there is potential for realization of any further economies of scale. The Board concluded that any actual or potential economies of scale are, or will be, shared fairly with Fund shareholders, including most particularly through Advisory Agreement Rate breakpoints.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">The Board observed that the Advisory Agreement did not initially offer breakpoints. However, the Board noted that as part of its past review and re-approval of the Advisory Agreements it had approved the inclusion of breakpoints in the Advisory Agreement Rate and, as a result, there would be potential for realizing economies of scale.</font></p>
<p align="center"><font size="2" face="Times New Roman PS, Times New Roman, Times">28</font></p>
<hr size="3" width="100%" noshade color="gray" align="center">
<!-- SEQ.=32,FOLIO='28',FILE='06-13069-2.ga',USER='jscott',CD='Jul 05 07:03 2006' -->
<br clear="all" style="page-break-before:always;">
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b><BR>Credit Suisse High Yield Bond Fund</b></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Board Consideration and Re-Approval of Investment Advisory Agreement (unaudited) (continued)</b></font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2"><i>Information about Services to Other Clients</i></font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">The Board also received and considered information about the nature and extent of services and fee rates offered by Credit Suisse to its other clients, including other registered investment companies and institutional investors and investment companies to which Credit Suisse serves as an unaffiliated sub-adviser. The Board concluded that the Advisory Agreement Rate was reasonable given the nature and extent of services provided and comparison with fee rates offered to other clients. Where rates offered to other clients were appreciably lower, the Board concluded, based on information provided by Credit Suisse, that the costs associated with managing and operating a registered, closed-end, high yield bond fund, compared with other clients and other funds, provided a justification for the higher fee rates charged to the Fund.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2"><i>Other Factors and Broader Review</i></font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">As discussed above, the Board reviews detailed materials received from Credit Suisse annually as part of the re-approval process under Section 15(c) of the 1940 Act. The Board also reviews and assesses the quality of the services that the Fund receives throughout the year. In this regard, the Board reviews reports of Credit Suisse at least in each of its quarterly meetings, which include, among other things, a detailed portfolio review, and detailed fund performance reports, and confers with the chief investment officer of the Fund at various times throughout the year.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">After considering the above-described factors and based on its deliberations and its evaluation of the information provided to it, the Board concluded that re-approval of the Advisory Agreement for the Fund was in the best interest of the Fund and its remaining shareholders. Accordingly, the Board unanimously re-approved the Advisory Agreement.</font></p>
<p align="center"><font size="2" face="Times New Roman PS, Times New Roman, Times">29</font></p>
<hr size="3" width="100%" noshade color="gray" align="center">
<!-- SEQ.=33,FOLIO='29',FILE='06-13069-2.ga',USER='jscott',CD='Jul 05 07:03 2006' -->
<br clear="all" style="page-break-before:always;">
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b><BR>Credit Suisse High Yield Bond Fund</b></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Privacy Policy Notice (unaudited)</b></font></p>
<p align="center"><font face="Times New Roman PS, Times New Roman, Times" size="2">Important Privacy Choices for Consumers</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">We are committed to maintaining the privacy of every current and prospective customer. We recognize that you entrust important personal information to us, and we wish to assure you that we take seriously our responsibilities in protecting and safeguarding this information.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">In connection with making available investment products and services to current and potential customers, we may obtain nonpublic personal information about you. This information may include your name, address, e-mail address, social security number, account number, assets, income, financial situation, transaction history and other personal information.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">We may collect nonpublic information about you from the following sources:</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">&#149;&nbsp;&nbsp;Information we receive on applications, forms, questionnaires, web sites, agreements or in the course of establishing or maintaining a customer relationship; and</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">&#149;&nbsp;&nbsp;Information about your transactions with us, our affiliates, or others.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">We do not disclose any nonpublic personal information about our customers or former customers to anyone, except with your consent or as otherwise permitted by law.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">In cases where we believe that additional products and services may be of interest to you, we may share the information described above with our affiliates.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">We may also disclose this information to firms that perform services on our behalf. These agents and service providers are required to treat the information confidentially and use it only for the purpose for which it is provided.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">We restrict access to nonpublic personal information about you to those employees, agents or other parties who need to know that information to provide products or services to you or in connection with your investments with or through us. We maintain physical, electronic and procedural safeguards that comply with federal standards to guard your nonpublic personal information.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2"><i>Note: This Notice is provided to clients and prospective clients of Credit Suisse Asset Management, LLC, ("Credit Suisse"), and Credit Suisse Asset Management Securities, Inc., and shareholders and prospective shareholders in Credit-Suisse-sponsored and-advised investment companies, including Credit Suisse Funds, and other consumers and customers, as applicable. This Notice is not intended to be incorporated in any offering materials but is merely a statement of our current Privacy Policy, and may be amended from time to time upon notice to you. This Notice is dated as of May 18, 2006.</i></font></p>
<p align="center"><font size="2" face="Times New Roman PS, Times New Roman, Times">30</font></p>
<hr size="3" width="100%" noshade color="gray" align="center">
<!-- SEQ.=34,FOLIO='30',FILE='06-13069-2.ga',USER='jscott',CD='Jul 05 07:03 2006' -->
<br clear="all" style="page-break-before:always;">
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b><BR>Credit Suisse High Yield Bond Fund</b></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Proxy Voting and Portfolio Holdings Information</b></font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">Information regarding how the Fund voted proxies related to its portfolio securities during the 12-month period ended June 30 of each year, as well as the policies and procedures that the Fund uses to determine how to vote proxies relating to its portfolio securities are available:</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">&#149; By calling 1-800-293-1232</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">&#149; On the Fund's website, www.credit-suisse.com/us</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">&#149; On the website of the Securities and Exchange Commission, http://www.sec.gov.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">The Fund files a complete schedule of its portfolio holdings for the first and third quarters of its fiscal year with the SEC on Form N-Q. The Fund's Forms N-Q are available on the SEC's website at http://www.sec.gov and may be reviewed and copied at the SEC's Public Reference Room in Washington, DC. Information on the operation of the SEC's Public Reference Room may be obtained by calling 1-202-551-8090.</font></p>
<p align="center"><font size="2" face="Times New Roman PS, Times New Roman, Times">31</font></p>
<hr size="3" width="100%" noshade color="gray" align="center">
<!-- SEQ.=35,FOLIO='31',FILE='06-13069-2.ga',USER='jscott',CD='Jul 05 07:03 2006' -->
<br clear="all" style="page-break-before:always;">
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b><BR>Credit Suisse High Yield Bond Fund</b></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Other Funds Managed By Credit Suisse Asset Management, LLC</b></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>CLOSED-END FUNDS</b></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Single Country</b></font><font face="Times New Roman PS, Times New Roman, Times" size="2"><BR>The Chile Fund, Inc. (CH)<BR>The First Israel Fund, Inc. (ISL)<BR>The Indonesia Fund, Inc. (IF)</font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Multiple Country</b></font><font face="Times New Roman PS, Times New Roman, Times" size="2"><BR>The Emerging Markets Telecommunications Fund, Inc. (ETF)<BR>The Latin America Equity Fund, Inc. (LAQ)</font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Fixed Income</b></font><font face="Times New Roman PS, Times New Roman, Times" size="2"><BR>Credit Suisse Asset Management Income Fund, Inc. (CIK)</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Literature Request</b></font><font face="Times New Roman PS, Times New Roman, Times" size="2"> &#151; Call today for free descriptive information on the closed-end funds listed above at 1-800-293-1232 or visit our website on the Internet: http://www.credit-suisse.com/us.</font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>OPEN-END FUNDS</b></font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">Credit Suisse Capital Appreciation Fund</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">Credit Suisse Cash Reserve Fund</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">Credit Suisse Commodity Return Strategy Fund</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">Credit Suisse Emerging Markets Fund</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">Credit Suisse Fixed Income Fund</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">Credit Suisse Global Fixed Income Fund</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">Credit Suisse Global Small Cap Fund</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">Credit Suisse High Income Fund</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">Credit Suisse International Focus Fund</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">Credit Suisse Japan Equity Fund</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">Credit Suisse Large Cap Blend Fund</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">Credit Suisse Large Cap Value Fund</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">Credit Suisse Mid-Cap Growth Fund</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">Credit Suisse New York Municipal Fund</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">Credit Suisse Short Duration Bond Fund</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">Credit Suisse Small Cap Growth Fund</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">Credit Suisse Small Cap Value Fund</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">Credit Suisse Strategic Allocation Fund</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">Fund shares are not deposits or other obligations of Credit Suisse Asset Management, LLC or any affiliate, are not FDIC-insured and are not guaranteed by Credit Suisse Asset Management, LLC or any affiliate. Fund investments are subject to investment risks, including loss of your investment. There are special risk considerations associated with international, global, emerging-market, small-company, private equity, high-yield debt, single-industry, single-country and other special, aggressive or concentrated investment strategies. Past performance cannot guarantee future results.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">More complete information about a fund, including charges and expenses, is provided in the Prospectus, which should be read carefully before investing. You may obtain copies by calling Credit Suisse Funds at 800-927-2874. For up-to-date performance, please look in the mutual fund section of your newspaper under Credit Suisse.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">Credit Suisse Asset Management Securities, Inc., Distributor.</font></p>
<p align="center"><font size="2" face="Times New Roman PS, Times New Roman, Times">32</font></p>
<hr size="3" width="100%" noshade color="gray" align="center">
<!-- SEQ.=36,FOLIO='32',FILE='06-13069-2.ga',USER='jscott',CD='Jul 05 07:03 2006' -->
<br clear="all" style="page-break-before:always;">
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b><BR>Credit Suisse High Yield Bond Fund</b></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Summary of General Information (unaudited)</b></font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">Credit Suisse High Yield Bond Fund is a closed-end, non-diversified management investment company whose shares trade on the American Stock Exchange, LLC. The Fund's American Stock Exchange trading symbol is DHY. Its investment objective is to seek high current income. Credit Suisse Asset Management, LLC is part of the asset management business of Credit Suisse, one of the world's leading banks. With offices focused on asset management in 18 countries, Credit Suisse's asset management business is operated as a globally integrated network to deliver the bank's best investment ideas and capabilities to clients around the world.</font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Shareholder Information</b></font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">The market price is published in: The New York Times (daily) under the designation "CrSuiHiY" and The Wall Street Journal (daily), and Barron's (each Monday) under the designation "CrSuisHighYld". Weekly comparative net asset value (NAV) and market price information about Credit Suisse High Yield Bond Fund's shares are published each Sunday in The New York Times and each Monday in The Wall Street Journal and Barron's, as well as other newspapers, in a table called "Closed-End Funds".</font></p>
<p align="center"><font size="2" face="Times New Roman PS, Times New Roman, Times">33</font></p>
<hr size="3" width="100%" noshade color="gray" align="center">
<!-- SEQ.=37,FOLIO='33',FILE='06-13069-2.ga',USER='jscott',CD='Jul 05 07:03 2006' -->
<br clear="all" style="page-break-before:always;">
<p align="center"><font face="Times New Roman PS, Times New Roman, Times" size="2">This page intentionally left blank</font></p>
<hr size="3" width="100%" noshade color="gray" align="center">
<!-- SEQ.=38,FOLIO='',FILE='06-13069-2.ga',USER='jscott',CD='Jul 05 07:03 2006' -->
<br clear="all" style="page-break-before:always;">


<br clear="all" style="page-break-before:always;">
<!-- Document name: 06-13069-2.za-->
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="1">800-293-1232 </font><font face="Wingdings" size="1"><sub>n</sub></font><font face="Times New Roman PS, Times New Roman, Times" size="1"> www.credit-suisse.com/us</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="1">DHY-SAR-0406</font></p>
<hr size="3" width="100%" noshade color="gray" align="center">
<!-- SEQ.=40,FOLIO='',FILE='06-13069-2.za',USER='jscott',CD='' -->
<br clear="all" style="page-break-before:always;">


<br clear="all" style="page-break-before:always;">

<div>

<p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:none;"><b><font size="2" face="Times New Roman" style="font-size:10.0pt;font-weight:bold;">&nbsp;</font></b></p>

<p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:none;"><b><font size="2" face="Times New Roman" style="font-size:10.0pt;font-weight:bold;">Item 2.
Code of Ethics.</font></b></p>

<p style="margin:0in 0in .0001pt;text-indent:0in;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">This item is
inapplicable to a semi-annual report on Form N-CSR.</font></p>

<p style="margin:0in 0in .0001pt;text-indent:0in;"><font size="2" face="Times New Roman">&nbsp;</font></p>

<p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:none;"><b><font size="2" face="Times New Roman" style="font-size:10.0pt;font-weight:bold;">Item 3.
Audit Committee Financial Expert.</font></b></p>

<p style="margin:0in 0in .0001pt;text-indent:0in;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">This item is
inapplicable to a semi-annual report on Form N-CSR.</font></p>

<p style="margin:0in 0in .0001pt;text-indent:0in;"><font size="2" face="Times New Roman">&nbsp;</font></p>

<p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:none;"><b><font size="2" face="Times New Roman" style="font-size:10.0pt;font-weight:bold;">Item 4.
Principal Accountant Fees and Services.</font></b></p>

<p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:none;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">This
item is inapplicable to a semi-annual report on Form N-CSR.</font></p>

<p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:none;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">&nbsp;</font></p>

<p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:none;"><b><font size="2" face="Times New Roman" style="font-size:10.0pt;font-weight:bold;">Item 5.
Audit Committee of Listed Registrants.</font></b></p>

<p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:none;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">This item is inapplicable
to a semi-annual report on Form N-CSR.</font></p>

<p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:none;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">&nbsp;</font></p>

<p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:none;"><b><font size="2" face="Times New Roman" style="font-size:10.0pt;font-weight:bold;">Item 6.
Schedule of Investments.</font></b></p>

<p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:none;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Included
as part of the report to shareholders filed under Item 1 of this Form.</font></p>

<p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:none;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">&nbsp;</font></p>

<p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:none;"><b><font size="2" face="Times New Roman" style="font-size:10.0pt;font-weight:bold;">Item 7.
Disclosure of Proxy Voting Policies and Procedures for Closed-End Management
Investment Companies.</font></b></p>

<p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:none;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">This
item is inapplicable to a semi-annual report on Form N-CSR.</font></p>

<p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:none;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">&nbsp;</font></p>

<p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:none;"><b><font size="2" face="Times New Roman" style="font-size:10.0pt;font-weight:bold;">Item 8.
Portfolio Managers of Closed-End Management Investment Companies.</font></b></p>

<p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:none;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Form N-CSR disclosure
requirement not yet effective with respect to the registrant.</font></p>

<p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:none;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">&nbsp;</font></p>

<p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:none;"><b><font size="2" face="Times New Roman" style="font-size:10.0pt;font-weight:bold;">Item 9.
Purchases of Equity Securities by Closed-End Management Investment Company and
Affiliated Purchasers.</font></b></p>

<p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:none;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">None.</font></p>

<p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:none;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">&nbsp;</font></p>

<p style="margin:0in 0in .0001pt;text-indent:0in;"><b><font size="2" face="Times New Roman" style="font-size:10.0pt;font-weight:bold;">Item
10. Submission of Matters to a Vote of Security Holders.</font></b></p>

<p style="margin:0in 0in .0001pt;text-indent:0in;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">There have been no material changes to the procedures by which
shareholders may recommend nominees to the registrant&#146;s board of directors
since the registrant last provided disclosure in response to the requirements
of Item 7(d)(2)(ii)(g) of Schedule 14A in its definitive proxy statement dated
March 6, 2006.</font></p>

<p style="margin:0in 0in .0001pt;text-indent:0in;"><font size="2" face="Times New Roman">&nbsp;</font></p>

<p style="margin:0in 0in .0001pt;text-indent:0in;"><b><font size="2" face="Times New Roman" style="font-size:10.0pt;font-weight:bold;">Item
11. Controls and Procedures.</font></b></p>

<p style="margin:0in 0in .0001pt;text-indent:0in;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">(a)&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; 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&#146;s disclosure controls and
procedures (as defined in Rule 30a-3(c) under the Investment Company Act of
1940 (the &#147;Act&#148;)) 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 Exchange Act of 1934.</font></p>

<p style="margin:0in 0in .0001pt;text-indent:0in;"><font size="2" face="Times New Roman">&nbsp;</font></p>

<p style="margin:0in 0in .0001pt;text-indent:0in;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">(b)&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; There were no changes in registrant&#146;s
internal control over financial reporting (as defined in Rule 30a-3(d) under
the Act) that occurred during the registrant&#146;s last fiscal half-year that have
materially affected, or are reasonably likely to materially affect, the
registrant&#146;s internal control over financial reporting.</font></p>

<p style="margin:0in 0in .0001pt;text-indent:0in;"><font size="2" face="Times New Roman">&nbsp;</font></p>

<div style="margin:0in 0in .0001pt;text-indent:0in;"><hr size="2" width="100%" noshade color="gray" align="left"></div>

</div>
<!-- SEQ.=1,FOLIO='',FILE='C:\JMS\pbalakr\06-13069-1\task1208635\13069-1-ga.htm',USER='rndesikan',CD='Jul  5 17:58 2006' -->


<br clear="all" style="page-break-before:always;">


<div>

<p align="center" style="margin:0in 0in .0001pt;text-align:center;text-indent:0in;"><font size="2" face="Times New Roman">&nbsp;</font></p>

<p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:none;"><b><font size="2" face="Times New Roman" style="font-size:10.0pt;font-weight:bold;">Item 12.
Exhibits.</font></b></p>

<p style="margin:0in 0in .0001pt;text-indent:0in;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">(a)(1)&#160;&#160;&#160;&#160;&#160;&#160; Not applicable.</font></p>

<p style="margin:0in 0in .0001pt;text-indent:0in;"><font size="2" face="Times New Roman">&nbsp;</font></p>

<p style="margin:0in 0in .0001pt;text-indent:0in;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">(a)(2)&#160;&#160;&#160;&#160;&#160;&#160; The certifications of the registrant as
required by Rule 30a-2(a) under the Act are exhibits to this report.</font></p>

<p style="margin:0in 0in .0001pt;text-indent:0in;"><font size="2" face="Times New Roman">&nbsp;</font></p>

<p style="margin:0in 0in .0001pt;text-indent:0in;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">(a)(3)&#160;&#160;&#160;&#160;&#160;&#160; Not applicable.</font></p>

<p style="margin:0in 0in .0001pt;text-indent:0in;"><font size="2" face="Times New Roman">&nbsp;</font></p>

<p style="margin:0in 0in .0001pt;text-indent:0in;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">(b)&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; The certifications of the registrant
as required by Rule 30a-2(b) under the Act are an exhibit to this report.</font></p>

<p style="margin:0in 0in .0001pt;text-indent:0in;"><font size="2" face="Times New Roman">&nbsp;</font></p>

<div style="margin:0in 0in .0001pt;text-indent:0in;"><hr size="2" width="100%" noshade color="gray" align="left"></div>

</div>
<!-- SEQ.=1,FOLIO='',FILE='C:\JMS\pbalakr\06-13069-1\task1208635\13069-1-ga.htm',USER='rndesikan',CD='Jul  5 17:58 2006' -->



<br clear="all" style="page-break-before:always;">

<div>

<p style="margin:0in 0in .0001pt;punctuation-wrap:simple;text-autospace:none;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">&nbsp;</font></p>

<p align="center" style="margin:0in 0in .0001pt;punctuation-wrap:simple;text-align:center;text-autospace:none;"><b><font size="2" face="Times New Roman" style="font-size:10.0pt;font-weight:bold;">SIGNATURES</font></b></p>

<p align="center" style="margin:0in 0in .0001pt;punctuation-wrap:simple;text-align:center;text-autospace:none;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">&nbsp;</font></p>

<table border="0" cellspacing="0" cellpadding="0" width="100%" style="border-collapse:collapse;width:100.0%;">
 <tr>
  <td width="100%" colspan="7" valign="top" style="padding:0in 0in 0in 0in;width:100.0%;">
  <p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;text-indent:1.0in;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">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.</font></p>
  </td>
 </tr>
 <tr>
  <td width="79%" colspan="6" valign="top" style="padding:0in 0in 0in 0in;width:79.68%;">
  <p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">&nbsp;</font></p>
  </td>
  <td width="20%" valign="top" style="padding:0in 0in 0in 0in;width:20.32%;">
  <p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">&nbsp;</font></p>
  </td>
 </tr>
 <tr>
  <td width="13%" valign="top" style="padding:0in 0in 0in 0in;width:13.34%;">
  <p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="66%" colspan="5" valign="top" style="padding:0in 0in 0in 0in;width:66.34%;">
  <p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">CREDIT SUISSE HIGH YIELD
  BOND FUND, INC.</font></p>
  </td>
  <td width="20%" valign="top" style="padding:0in 0in 0in 0in;width:20.32%;">
  <p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
 </tr>
 <tr>
  <td width="13%" valign="top" style="padding:0in 0in 0in 0in;width:13.34%;">
  <p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">&nbsp;</font></p>
  </td>
  <td width="66%" colspan="5" valign="top" style="padding:0in 0in 0in 0in;width:66.34%;">
  <p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">&nbsp;</font></p>
  </td>
  <td width="20%" valign="top" style="padding:0in 0in 0in 0in;width:20.32%;">
  <p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">&nbsp;</font></p>
  </td>
 </tr>
 <tr>
  <td width="13%" valign="top" style="padding:0in 0in 0in 0in;width:13.34%;">
  <p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="15%" colspan="2" valign="top" style="border:none;border-bottom:solid windowtext 1.0pt;padding:0in 0in 0in 0in;width:15.0%;">
  <p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;"><font size="2" face="Times New Roman"><font style="font-size:10.0pt;">/s/</font>Steven B. Plump</font></p>
  </td>
  <td width="71%" colspan="4" valign="top" style="padding:0in 0in 0in 0in;width:71.66%;">
  <p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
 </tr>
 <tr>
  <td width="13%" valign="top" style="padding:0in 0in 0in 0in;width:13.34%;">
  <p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="6%" valign="top" style="padding:0in 0in 0in 0in;width:6.0%;">
  <p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Name:</font></p>
  </td>
  <td width="80%" colspan="5" valign="top" style="padding:0in 0in 0in 0in;width:80.66%;">
  <p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Steven B. Plump</font></p>
  </td>
 </tr>
 <tr>
  <td width="13%" valign="top" style="padding:0in 0in 0in 0in;width:13.34%;">
  <p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="6%" valign="top" style="padding:0in 0in 0in 0in;width:6.0%;">
  <p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Title:</font></p>
  </td>
  <td width="80%" colspan="5" valign="top" style="padding:0in 0in 0in 0in;width:80.66%;">
  <p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Chief Executive Officer</font></p>
  </td>
 </tr>
 <tr>
  <td width="13%" valign="top" style="padding:0in 0in 0in 0in;width:13.34%;">
  <p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="6%" valign="top" style="padding:0in 0in 0in 0in;width:6.0%;">
  <p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Date:</font></p>
  </td>
  <td width="80%" colspan="5" valign="top" style="padding:0in 0in 0in 0in;width:80.66%;">
  <p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">July 5, 2006</font></p>
  </td>
 </tr>
 <tr>
  <td width="13%" valign="top" style="padding:0in 0in 0in 0in;width:13.34%;">
  <p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">&nbsp;</font></p>
  </td>
  <td width="86%" colspan="6" valign="top" style="padding:0in 0in 0in 0in;width:86.66%;">
  <p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">&nbsp;</font></p>
  </td>
 </tr>
 <tr>
  <td width="13%" valign="top" style="padding:0in 0in 0in 0in;width:13.34%;">
  <p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">&nbsp;</font></p>
  </td>
  <td width="86%" colspan="6" valign="top" style="padding:0in 0in 0in 0in;width:86.66%;">
  <p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">&nbsp;</font></p>
  </td>
 </tr>
 <tr>
  <td width="100%" colspan="7" valign="top" style="padding:0in 0in 0in 0in;width:100.0%;">
  <p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;text-indent:1.0in;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">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.</font></p>
  </td>
 </tr>
 <tr>
  <td width="13%" valign="top" style="padding:0in 0in 0in 0in;width:13.34%;">
  <p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">&nbsp;</font></p>
  </td>
  <td width="6%" valign="top" style="padding:0in 0in 0in 0in;width:6.0%;">
  <p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">&nbsp;</font></p>
  </td>
  <td width="80%" colspan="5" valign="top" style="padding:0in 0in 0in 0in;width:80.66%;">
  <p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">&nbsp;</font></p>
  </td>
 </tr>
 <tr>
  <td width="13%" valign="top" style="padding:0in 0in 0in 0in;width:13.34%;">
  <p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="15%" colspan="3" valign="top" style="border:none;border-bottom:solid windowtext 1.0pt;padding:0in 0in 0in 0in;width:15.16%;">
  <p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;"><font size="2" face="Times New Roman"><font style="font-size:10.0pt;">/s/</font>Steven B. Plump</font></p>
  </td>
  <td width="71%" colspan="3" valign="top" style="padding:0in 0in 0in 0in;width:71.5%;">
  <p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
 </tr>
 <tr>
  <td width="13%" valign="top" style="padding:0in 0in 0in 0in;width:13.34%;">
  <p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="6%" valign="top" style="padding:0in 0in 0in 0in;width:6.0%;">
  <p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Name:</font></p>
  </td>
  <td width="80%" colspan="5" valign="top" style="padding:0in 0in 0in 0in;width:80.66%;">
  <p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Steven B. Plump</font></p>
  </td>
 </tr>
 <tr>
  <td width="13%" valign="top" style="padding:0in 0in 0in 0in;width:13.34%;">
  <p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="6%" valign="top" style="padding:0in 0in 0in 0in;width:6.0%;">
  <p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Title:</font></p>
  </td>
  <td width="80%" colspan="5" valign="top" style="padding:0in 0in 0in 0in;width:80.66%;">
  <p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Chief Executive Officer</font></p>
  </td>
 </tr>
 <tr>
  <td width="13%" valign="top" style="padding:0in 0in 0in 0in;width:13.34%;">
  <p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="6%" valign="top" style="padding:0in 0in 0in 0in;width:6.0%;">
  <p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Date:</font></p>
  </td>
  <td width="80%" colspan="5" valign="top" style="padding:0in 0in 0in 0in;width:80.66%;">
  <p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">July 5, 2006</font></p>
  </td>
 </tr>
 <tr>
  <td width="13%" valign="top" style="padding:0in 0in 0in 0in;width:13.34%;">
  <p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">&nbsp;</font></p>
  </td>
  <td width="86%" colspan="6" valign="top" style="padding:0in 0in 0in 0in;width:86.66%;">
  <p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">&nbsp;</font></p>
  </td>
 </tr>
 <tr>
  <td width="13%" valign="top" style="padding:0in 0in 0in 0in;width:13.34%;">
  <p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="18%" colspan="4" valign="top" style="border:none;border-bottom:solid windowtext 1.0pt;padding:0in 0in 0in 0in;width:18.58%;">
  <p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">/s/Michael A. Pignataro</font></p>
  </td>
  <td width="68%" colspan="2" valign="top" style="padding:0in 0in 0in 0in;width:68.08%;">
  <p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
 </tr>
 <tr>
  <td width="13%" valign="top" style="padding:0in 0in 0in 0in;width:13.34%;">
  <p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="6%" valign="top" style="padding:0in 0in 0in 0in;width:6.0%;">
  <p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Name:</font></p>
  </td>
  <td width="80%" colspan="5" valign="top" style="padding:0in 0in 0in 0in;width:80.66%;">
  <p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Michael A. Pignataro</font></p>
  </td>
 </tr>
 <tr>
  <td width="13%" valign="top" style="padding:0in 0in 0in 0in;width:13.34%;">
  <p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="6%" valign="top" style="padding:0in 0in 0in 0in;width:6.0%;">
  <p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Title:</font></p>
  </td>
  <td width="80%" colspan="5" valign="top" style="padding:0in 0in 0in 0in;width:80.66%;">
  <p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Chief Financial Officer</font></p>
  </td>
 </tr>
 <tr>
  <td width="13%" valign="top" style="padding:0in 0in 0in 0in;width:13.34%;">
  <p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="6%" valign="top" style="padding:0in 0in 0in 0in;width:6.0%;">
  <p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Date:</font></p>
  </td>
  <td width="80%" colspan="5" valign="top" style="padding:0in 0in 0in 0in;width:80.66%;">
  <p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">July 5, 2006</font></p>
  </td>
 </tr>
 <tr height="0">
  <td width="100" style="border:none;"></td>
  <td width="45" style="border:none;"></td>
  <td width="67" style="border:none;"></td>
  <td width="1" style="border:none;"></td>
  <td width="26" style="border:none;"></td>
  <td width="357" style="border:none;"></td>
  <td width="152" style="border:none;"></td>
 </tr>
</table>

<p style="margin:0in 0in .0001pt;punctuation-wrap:simple;text-autospace:none;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">&nbsp;</font></p>

<div style="margin:0in 0in .0001pt;punctuation-wrap:simple;text-autospace:none;"><hr size="2" width="100%" noshade color="gray" align="left"></div>

</div>
<!-- SEQ.=1,FOLIO='',FILE='C:\JMS\pradee\06-13069-1\task1208595\13069-1-jc.htm',USER='pmsubramanyan',CD='Jul  5 17:28 2006' -->


</body>

</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>EX-99.CERT
<SEQUENCE>2
<FILENAME>a06-13069_1ex99dcert.htm
<DESCRIPTION>EX-99.CERT
<TEXT>
<html>

<head>





</head>

<body lang="EN-US">

<div style="font-family:Times New Roman;">

<p align="right" style="margin:0in 0in .0001pt;punctuation-wrap:simple;text-align:right;text-autospace:none;"><b><font size="2" face="Times New Roman" style="font-size:10.0pt;font-weight:bold;">EXHIBIT
99.CERT</font></b></p>

<p style="margin:0in 0in .0001pt;punctuation-wrap:simple;text-autospace:none;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">&nbsp;</font></p>

<p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;"><b><font size="2" face="Times New Roman" style="font-size:10.0pt;font-weight:bold;">EXHIBIT
12(a)(2)</font></b></p>

<p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">&nbsp;</font></p>

<p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;"><b><font size="2" face="Times New Roman" style="font-size:10.0pt;font-weight:bold;">CERTIFICATIONS</font></b></p>

<p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">&nbsp;</font></p>

<p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">I, Michael A. Pignataro,
certify that:</font></p>

<p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">&nbsp;</font></p>

<p style="font-size:10.0pt;margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;text-indent:1.0in;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">1.</font><font size="1" style="font-size:8.5pt;">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; </font>I have
reviewed this report on Form N-CSR of Credit Suisse High Yield Bond Fund;</p>

<p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;text-indent:1.0in;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">&nbsp;</font></p>

<p style="font-size:10.0pt;margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;text-indent:1.0in;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">2.</font><font size="1" style="font-size:8.5pt;">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; </font>Based on my knowledge, this report does not
contain any untrue statement of a material fact or omit to state a material
fact necessary to make the statements made, in light of the circumstances under
which such statements were made, not misleading with respect to the period
covered by this report;</p>

<p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;text-indent:1.0in;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">&nbsp;</font></p>

<p style="font-size:10.0pt;margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;text-indent:1.0in;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">3.</font><font size="1" style="font-size:8.5pt;">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; </font>Based on my knowledge, the financial
statements, and other financial information included in this report, fairly
present in all material respects the financial condition, results of
operations, changes in net assets, and cash flows (if the financial statements
are required to include a statement of cash flows) of the registrant as of, and
for, the periods presented in this report;</p>

<p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;text-indent:1.0in;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">&nbsp;</font></p>

<p style="font-size:10.0pt;margin:0in 0in .0001pt;punctuation-wrap:simple;text-autospace:none;text-indent:1.0in;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">4.</font><font size="1" style="font-size:8.5pt;">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; </font>The
registrant&#146;s other certifying officer(s) and I are responsible for establishing
and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c)
under the Investment Company Act of 1940) and internal control over financial
reporting (as defined in Rule 30a-3(d) under the Investment Company Act of
1940) for the registrant and have:</p>

<p style="margin:0in 0in .0001pt;punctuation-wrap:simple;text-autospace:none;text-indent:1.0in;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">&nbsp;</font></p>

<p style="font-size:10.0pt;margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;text-indent:1.0in;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">(a)</font><font size="1" style="font-size:8.5pt;">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; </font>Designed such disclosure controls and
procedures, or caused such disclosure controls and procedures to be designed
under our supervision, to ensure that material information relating to the
registrant, including its consolidated subsidiaries, is made known to us by
others within those entities, particularly during the period in which this
report is being prepared;</p>

<p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;text-indent:1.0in;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">&nbsp;</font></p>

<p style="font-size:10.0pt;margin:0in 0in .0001pt;text-indent:1.0in;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">(b)</font><font size="1" style="font-size:8.5pt;">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; </font>Designed such internal
control over financial reporting, or caused such internal control over
financial reporting to be designed under our supervision, to provide reasonable
assurance regarding the reliability of financial reporting and the preparation
of financial statements for external purposes in accordance with generally
accepted accounting principles;</p>

<p style="margin:0in 0in .0001pt;text-indent:1.0in;"><font size="2" face="Times New Roman">&nbsp;</font></p>

<p style="font-size:10.0pt;margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;text-indent:1.0in;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">(c)</font><font size="1" style="font-size:8.5pt;">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; </font>Evaluated the effectiveness of the registrant&#146;s
disclosure controls and procedures and presented in this report our conclusions
about the effectiveness of the disclosure controls and procedures, as of a date
within 90 days prior to the filing date of this report based on such
evaluation; and</p>

<p style="margin:0in 0in .0001pt;punctuation-wrap:simple;text-autospace:none;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">&nbsp;</font></p>

<div style="margin:0in 0in .0001pt;punctuation-wrap:simple;text-autospace:none;"><hr size="2" width="100%" noshade color="gray" align="left"></div>

</div>
<!-- SEQ.=1,FOLIO='',FILE='C:\JMS\pradee\06-13069-1\task1208595\13069-1-ma.htm',USER='pmsubramanyan',CD='Jul  5 17:41 2006' -->


<br clear="all" style="page-break-before:always;">


<div style="font-family:Times New Roman;">

<p align="center" style="margin:0in 0in .0001pt;punctuation-wrap:simple;text-align:center;text-autospace:none;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">&nbsp;</font></p>

<p style="font-size:10.0pt;margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;text-indent:1.0in;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">(d)</font><font size="1" style="font-size:8.5pt;">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; </font>Disclosed
in this report any change in the registrant&#146;s internal control over financial
reporting that occurred during the second fiscal quarter of the period covered
by this report that has materially affected, or is reasonably likely to
materially affect, the registrant&#146;s internal control over financial reporting;
and</p>

<p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;text-indent:1.0in;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">&nbsp;</font></p>

<p style="font-size:10.0pt;margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;text-indent:1.0in;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">5.</font><font size="1" style="font-size:8.5pt;">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; </font>The registrant&#146;s other certifying officer(s)
and I have disclosed to the registrant&#146;s auditors and the audit committee of
the registrant&#146;s board of directors (or persons performing the equivalent
functions):</p>

<p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;text-indent:1.0in;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">&nbsp;</font></p>

<p style="font-size:10.0pt;margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;text-indent:1.0in;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">(a)</font><font size="1" style="font-size:8.5pt;">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; </font>All significant deficiencies and material
weaknesses in the design or operation of internal control over financial
reporting which are reasonably likely to adversely affect the registrant&#146;s
ability to record, process, summarize, and report financial information; and</p>

<p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;text-indent:1.0in;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">&nbsp;</font></p>

<p style="font-size:10.0pt;margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;text-indent:1.0in;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">(b)</font><font size="1" style="font-size:8.5pt;">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; </font>Any fraud, whether or not material, that
involves management or other employees who have a significant role in the
registrant&#146;s internal control over financial reporting.</p>

<p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;text-indent:1.0in;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">&nbsp;</font></p>

<p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Date:&#160; July 5, 2006</font></p>

<p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">&nbsp;</font></p>

<p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">&nbsp;</font></p>

<table border="0" cellspacing="0" cellpadding="0" width="100%" style="border-collapse:collapse;width:100.0%;">
 <tr>
  <td width="18%" valign="top" style="border:none;border-bottom:solid windowtext 1.0pt;padding:0in 0in 0in 0in;width:18.76%;">
  <p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">/s/Michael A. Pignataro</font></p>
  </td>
  <td width="81%" valign="top" style="padding:0in 0in 0in 0in;width:81.26%;">
  <p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
 </tr>
 <tr>
  <td width="100%" colspan="2" valign="top" style="padding:0in 0in 0in 0in;width:100.0%;">
  <p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Michael A. Pignataro</font></p>
  </td>
 </tr>
 <tr>
  <td width="100%" colspan="2" valign="top" style="padding:0in 0in 0in 0in;width:100.0%;">
  <p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Chief Financial Officer</font></p>
  </td>
 </tr>
</table>

<p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">&nbsp;</font></p>

<div style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;"><hr size="2" width="100%" noshade color="gray" align="left"></div>

</div>
<!-- SEQ.=1,FOLIO='',FILE='C:\JMS\pradee\06-13069-1\task1208595\13069-1-ma.htm',USER='pmsubramanyan',CD='Jul  5 17:41 2006' -->


<br clear="all" style="page-break-before:always;">


<div style="font-family:Times New Roman;">

<p align="center" style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-align:center;text-autospace:ideograph-numeric ideograph-other;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">&nbsp;</font></p>

<p style="font-size:10.0pt;margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;"><font size="2" face="Times New Roman"><font style="font-size:10.0pt;">I, </font>Steven B. Plump</font>, certify that:</p>

<p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">&nbsp;</font></p>

<p style="font-size:10.0pt;margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;text-indent:.5in;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">1.</font><font size="1" style="font-size:8.5pt;">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; </font>I have reviewed this report on Form N-CSR of
Credit Suisse High Yield Bond Fund;</p>

<p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;text-indent:.5in;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">&nbsp;</font></p>

<p style="font-size:10.0pt;margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;text-indent:.5in;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">2.</font><font size="1" style="font-size:8.5pt;">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; </font>Based on my knowledge, this report does not
contain any untrue statement of a material fact or omit to state a material
fact necessary to make the statements made, in light of the circumstances under
which such statements were made, not misleading with respect to the period
covered by this report;</p>

<p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;text-indent:.5in;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">&nbsp;</font></p>

<p style="font-size:10.0pt;margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;text-indent:.5in;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">3.</font><font size="1" style="font-size:8.5pt;">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; </font>Based on my knowledge, the financial
statements, and other financial information included in this report, fairly
present in all material respects the financial condition, results of
operations, changes in net assets, and cash flows (if the financial statements
are required to include a statement of cash flows) of the registrant as of, and
for, the periods presented in this report;</p>

<p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;text-indent:.5in;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">&nbsp;</font></p>

<p style="font-size:10.0pt;margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;text-indent:.5in;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">4.</font><font size="1" style="font-size:8.5pt;">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; </font>The
registrant&#146;s other certifying officer(s) and I are responsible for establishing
and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c)
under the Investment Company Act of 1940) and internal control over financial
reporting (as defined in Rule 30a-3(d) under the Investment Company Act of
1940) for the registrant and have:</p>

<p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;text-indent:.5in;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">&nbsp;</font></p>

<p style="font-size:10.0pt;margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;text-indent:.5in;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">(a)</font><font size="1" style="font-size:8.5pt;">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; </font>Designed such disclosure controls and
procedures, or caused such disclosure controls and procedures to be designed
under our supervision, to ensure that material information relating to the
registrant, including its consolidated subsidiaries, is made known to us by
others within those entities, particularly during the period in which this report
is being prepared;</p>

<p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;text-indent:.5in;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">&nbsp;</font></p>

<p style="font-size:10.0pt;margin:0in 0in .0001pt;text-indent:.5in;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">(b)</font><font size="1" style="font-size:8.5pt;">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; </font>Designed such internal
control over financial reporting, or caused such internal control over
financial reporting to be designed under our supervision, to provide reasonable
assurance regarding the reliability of financial reporting and the preparation
of financial statements for external purposes in accordance with generally
accepted account principles;</p>

<p style="margin:0in 0in .0001pt;text-indent:.5in;"><font size="2" face="Times New Roman">&nbsp;</font></p>

<p style="font-size:10.0pt;margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;text-indent:.5in;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">(c)</font><font size="1" style="font-size:8.5pt;">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; </font>Evaluated the effectiveness of the registrant&#146;s
disclosure controls and procedures and presented in this report our conclusions
about the effectiveness of the disclosure controls and procedures, as of a date
within 90 days prior to the filing date of this report based on such
evaluation; and</p>

<p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;text-indent:.5in;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">&nbsp;</font></p>

<p style="font-size:10.0pt;margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;text-indent:.5in;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">(d)</font><font size="1" style="font-size:8.5pt;">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; </font>Disclosed
in this report any change in the registrant&#146;s internal control over financial
reporting that occurred during the second fiscal quarter of the period covered
by this report that has materially affected, or is reasonably likely to
materially affect, the registrant&#146;s internal control over financial reporting;
and</p>

<p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;text-indent:.5in;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">&nbsp;</font></p>

<p style="font-size:10.0pt;margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;text-indent:.5in;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">5.</font><font size="1" style="font-size:8.5pt;">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; </font>The registrant&#146;s other certifying officer(s)
and I have disclosed to the registrant&#146;s auditors and the audit committee of
the registrant&#146;s board of directors (or persons performing the equivalent
functions):</p>

<p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;text-indent:.5in;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">&nbsp;</font></p>

<div style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;"><hr size="2" width="100%" noshade color="gray" align="left"></div>

</div>
<!-- SEQ.=1,FOLIO='',FILE='C:\JMS\pradee\06-13069-1\task1208595\13069-1-ma.htm',USER='pmsubramanyan',CD='Jul  5 17:41 2006' -->


<br clear="all" style="page-break-before:always;">


<div style="font-family:Times New Roman;">

<p align="center" style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-align:center;text-autospace:ideograph-numeric ideograph-other;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">&nbsp;</font></p>

<p style="font-size:10.0pt;margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;text-indent:.5in;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">(a)</font><font size="1" style="font-size:8.5pt;">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; </font>All significant deficiencies and material
weaknesses in the design or operation of internal control over financial
reporting which are reasonably likely to adversely affect the registrant&#146;s
ability to record, process, summarize, and report financial information; and</p>

<p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;text-indent:.5in;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">&nbsp;</font></p>

<p style="font-size:10.0pt;margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;text-indent:.5in;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">(b)</font><font size="1" style="font-size:8.5pt;">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; </font>Any fraud, whether or not material, that
involves management or other employees who have a significant role in the
registrant&#146;s internal control over financial reporting.</p>

<p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;text-indent:.5in;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">&nbsp;</font></p>

<p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;text-indent:.5in;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">&nbsp;</font></p>

<p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Date:&#160; July 5, 2006</font></p>

<p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">&nbsp;</font></p>

<table border="0" cellspacing="0" cellpadding="0" width="100%" style="border-collapse:collapse;width:100.0%;">
 <tr>
  <td width="15%" valign="top" style="border:none;border-bottom:solid windowtext 1.0pt;padding:0in 0in 0in 0in;width:15.16%;">
  <p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;"><font size="2" face="Times New Roman"><font style="font-size:10.0pt;">/s/</font>Steven B. Plump</font></p>
  </td>
  <td width="84%" valign="top" style="padding:0in 0in 0in 0in;width:84.84%;">
  <p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
 </tr>
 <tr>
  <td width="100%" colspan="2" valign="top" style="padding:0in 0in 0in 0in;width:100.0%;">
  <p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Steven B. Plump</font></p>
  </td>
 </tr>
 <tr>
  <td width="100%" colspan="2" valign="top" style="padding:0in 0in 0in 0in;width:100.0%;">
  <p style="margin:0in 0in .0001pt;punctuation-wrap:simple;text-autospace:none;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Chief Executive Officer</font></p>
  </td>
 </tr>
</table>

<p style="margin:0in 0in .0001pt;punctuation-wrap:simple;text-autospace:none;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">&nbsp;</font></p>

<div style="margin:0in 0in .0001pt;punctuation-wrap:simple;text-autospace:none;"><hr size="2" width="100%" noshade color="gray" align="left"></div>

</div>
<!-- SEQ.=1,FOLIO='',FILE='C:\JMS\pradee\06-13069-1\task1208595\13069-1-ma.htm',USER='pmsubramanyan',CD='Jul  5 17:41 2006' -->


</body>

</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>EX-99.906CERT
<SEQUENCE>3
<FILENAME>a06-13069_1ex99d906cert.htm
<DESCRIPTION>EX-99.906CERT
<TEXT>
<html>

<head>





</head>

<body lang="EN-US">

<div style="font-family:Times New Roman;">

<p align="right" style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-align:right;text-autospace:ideograph-numeric ideograph-other;"><b><font size="2" face="Times New Roman" style="font-size:10.0pt;font-weight:bold;">EXHIBIT 99.906CERT</font></b></p>

<p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">&nbsp;</font></p>

<p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;"><b><font size="2" face="Times New Roman" style="font-size:10.0pt;font-weight:bold;">EXHIBIT
12(b)</font></b></p>

<p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">&nbsp;</font></p>

<p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;"><b><font size="2" face="Times New Roman" style="font-size:10.0pt;font-weight:bold;">SECTION 906
CERTIFICATIONS</font></b></p>

<p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">&nbsp;</font></p>

<p align="center" style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-align:center;text-autospace:ideograph-numeric ideograph-other;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">SECTION 906 CERTIFICATION</font></p>

<p align="center" style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-align:center;text-autospace:ideograph-numeric ideograph-other;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">&nbsp;</font></p>

<p style="font-size:10.0pt;margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;text-indent:.5in;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Steven B. Plump</font>, Chief Executive Officer, and Michael A. Pignataro, Chief Financial
Officer, of Credit Suisse High Yield Bond Fund (the &#147;Fund&#148;), each certify to
his knowledge that:</p>

<p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;text-indent:.5in;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">&nbsp;</font></p>

<p style="font-size:10.0pt;margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">(1)</font><font size="1" style="font-size:8.5pt;">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; </font>The Fund&#146;s periodic report on Form N-CSR for
the period ended April 30, 2006 (the &#147;Report&#148;) fully complies with the
requirements of Section 13(a) or 15(d) of the Securities Exchange Act of 1934;
and</p>

<p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">&nbsp;</font></p>

<p style="font-size:10.0pt;margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">(2)</font><font size="1" style="font-size:8.5pt;">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; </font>The information contained in the Report
fairly presents, in all material respects, the financial condition and results
of operations of the Fund.</p>

<p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">&nbsp;</font></p>

<p style="margin:0in 0in .0001pt;punctuation-wrap:hanging;text-autospace:ideograph-numeric ideograph-other;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">&nbsp;</font></p>

<table border="0" cellspacing="0" cellpadding="0" width="90%" style="border-collapse:collapse;margin-left:.25in;width:90.0%;">
 <tr>
  <td width="16%" valign="top" style="border:none;border-bottom:solid windowtext 1.0pt;padding:0in 0in 0in 0in;width:16.64%;">
  <p style="margin:0in 0in .0001pt;punctuation-wrap:simple;text-autospace:none;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">/s/Steven B. Plump</font></p>
  </td>
  <td width="26%" valign="top" style="padding:0in 0in 0in 0in;width:26.58%;">
  <p style="margin:0in 0in .0001pt;punctuation-wrap:simple;text-autospace:none;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="21%" valign="top" style="border:none;border-bottom:solid windowtext 1.0pt;padding:0in 0in 0in 0in;width:21.12%;">
  <p style="margin:0in 0in .0001pt;punctuation-wrap:simple;text-autospace:none;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">/s/ Michael A.
  Pignataro</font></p>
  </td>
  <td width="35%" valign="top" style="padding:0in 0in 0in 0in;width:35.64%;">
  <p style="margin:0in 0in .0001pt;punctuation-wrap:simple;text-autospace:none;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
 </tr>
 <tr>
  <td width="43%" colspan="2" valign="top" style="padding:0in 0in 0in 0in;width:43.24%;">
  <p style="margin:0in 0in .0001pt;punctuation-wrap:simple;text-autospace:none;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Steven B. Plump</font></p>
  </td>
  <td width="56%" colspan="2" valign="top" style="padding:0in 0in 0in 0in;width:56.76%;">
  <p style="margin:0in 0in .0001pt;punctuation-wrap:simple;text-autospace:none;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Michael A. Pignataro</font></p>
  </td>
 </tr>
 <tr>
  <td width="43%" colspan="2" valign="top" style="padding:0in 0in 0in 0in;width:43.24%;">
  <p style="margin:0in 0in .0001pt;punctuation-wrap:simple;text-autospace:none;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Chief Executive Officer</font></p>
  </td>
  <td width="56%" colspan="2" valign="top" style="padding:0in 0in 0in 0in;width:56.76%;">
  <p style="margin:0in 0in .0001pt;punctuation-wrap:simple;text-autospace:none;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Chief Financial Officer</font></p>
  </td>
 </tr>
 <tr>
  <td width="43%" colspan="2" valign="top" style="padding:0in 0in 0in 0in;width:43.24%;">
  <p style="margin:0in 0in .0001pt;punctuation-wrap:simple;text-autospace:none;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">July 5, 2006</font></p>
  </td>
  <td width="56%" colspan="2" valign="top" style="padding:0in 0in 0in 0in;width:56.76%;">
  <p style="margin:0in 0in .0001pt;punctuation-wrap:simple;text-autospace:none;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">July 5, 2006</font></p>
  </td>
 </tr>
</table>

<p style="margin:0in 0in .0001pt .25in;punctuation-wrap:simple;text-autospace:none;text-indent:.5in;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">&nbsp;</font></p>

<p style="margin:0in 0in .0001pt;punctuation-wrap:simple;text-autospace:none;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">A signed original of this
written statement required by Section 906, or other document authenticating,
acknowledging, or otherwise adopting the signature that appears in typed form
within the electronic version of this written statement required by Section
906, has been provided to the Fund and will be retained by the Fund and
furnished to the Securities and Exchange Commission or its staff upon request.</font></p>

<p style="margin:0in 0in .0001pt;punctuation-wrap:simple;text-autospace:none;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">&nbsp;</font></p>

<div style="margin:0in 0in .0001pt;punctuation-wrap:simple;text-autospace:none;"><hr size="2" width="100%" noshade color="gray" align="left"></div>

</div>
<!-- SEQ.=1,FOLIO='',FILE='C:\JMS\pradee\06-13069-1\task1208595\13069-1-mc.htm',USER='pmsubramanyan',CD='Jul  5 17:38 2006' -->


</body>

</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>GRAPHIC
<SEQUENCE>4
<FILENAME>j06130692_ba001.jpg
<DESCRIPTION>GRAPHIC
<TEXT>
begin 644 j06130692_ba001.jpg
M_]C_X``02D9)1@`!`0$`2`!(``#_[0`L4&AO=&]S:&]P(#,N,``X0DE-`^T`
M`````!``2`````$``0!(`````0`!_]L`0P`!`0$!`0$!`0$!`0$!`0$!`0$!
M`0$!`0$!`0$!`0$!`0$!`0$!`0$!`0$!`0$!`0$!`0$!`0$!`0$!`0$!`0$!
M_]L`0P$!`0$!`0$!`0$!`0$!`0$!`0$!`0$!`0$!`0$!`0$!`0$!`0$!`0$!
M`0$!`0$!`0$!`0$!`0$!`0$!`0$!`0$!_\``$0@`/@"V`P$B``(1`0,1`?_$
M`!\```$%`0$!`0$!```````````!`@,$!08'"`D*"__$`+40``(!`P,"!`,%
M!00$```!?0$"`P`$$042(3%!!A-180<B<10R@9&A""-"L<$54M'P)#-B<H()
M"A87&!D:)28G*"DJ-#4V-S@Y.D-$149'2$E*4U155E=865IC9&5F9VAI:G-T
M=79W>'EZ@X2%AH>(B8J2DY25EI>8F9JBHZ2EIJ>HJ:JRL[2UMK>XN;K"P\3%
MQL?(R<K2T]35UM?8V=KAXN/DY>;GZ.GJ\?+S]/7V]_CY^O_$`!\!``,!`0$!
M`0$!`0$````````!`@,$!08'"`D*"__$`+41``(!`@0$`P0'!00$``$"=P`!
M`@,1!`4A,08205$'87$3(C*!"!1"D:&QP0DC,U+P%6)RT0H6)#3A)?$7&!D:
M)B<H*2HU-C<X.3I#1$5&1TA)2E-455976%E:8V1E9F=H:6IS='5V=WAY>H*#
MA(6&AXB)BI*3E)66EYB9FJ*CI*6FIZBIJK*SM+6VM[BYNL+#Q,7&Q\C)RM+3
MU-76U]C9VN+CY.7FY^CIZO+S]/7V]_CY^O_:``P#`0`"$0,1`#\`_OXHHKX4
M_:Z_;/L/V</B#^SI\'/#W@7QQ\5?BY^T-XA\:2>%?A]\-[#1-4\57GA3X7>'
M8_$/BB\6W\1:MH.A:=8ZKK6I>#_!$_B+Q#KWA_0/"MKXKU#QIJNKQ:;X3O[>
M<`^ZZ*^;OAA^U)\,?B'^R]X*_:TU:\E^&OPP\6?#?2?B5?R^.I["SNO"FF:E
M:1S3:?J\^G7>H:=>7UK>N=+MFT2[U*WUV[-L-!DU$7]CY];]FS]J?P;^TZOQ
M;3PMX)^*_@#4?@U\2+7X;>*=!^+_`(,'@;Q#<W>K_#SP+\5O#/B/3=$?5-2U
M"#P]XH\!?$?PIKNFV_B*#0/%NG?;IM-\3^%O#^K6EQ8(`?35%?E)^VS^VGXZ
MT'4]4^!/[+:KJ7Q/MO'/PX^%'B[Q?91Z;=:AI'Q.^+B1ZAX+^"?PNCUW3]5\
M+7WQCF\#G4/C#\0O$/B?3-=\&_L_?`W0[[XF^-?#7BBYU7POX5U7V#4_^"97
M['7BB"2?XH^`O%7QG\27"L^H^/?C%\7?BSX\\;W4S[VN)[;7M6\:9\,P2R,9
METGP;;^&O#]DZ0C3M)LH[:V2$`^^Z*_G?^%7[5>N?LY_\-E#]G#QGXK_`&D?
MV/\`1O&?[.7P/_8KU7XK>/M:\4:?-^V#\6_&6M?#GXG_``7^$?QX\97'B?Q%
M\5/V:_A)#<_#[QQX@\9ZQJGB^S^'=[;?%KPCX>\1ZQHW@NYTGPS^RW[/]UX<
M\/6&L_"U/C1JOQ6\:>&I;;7M6B\>^.M#\3_%NUT+7[2U&F>(O&&BZ;9Z+<^&
MM/\`%VH6NJ>(-!TZ/PYHN@6-CJ4>F>';#3]+LK;3+(`^BJ***`"BBOF_X:?&
MF[^)WQV^/G@C0;KP[>^`_@;/X.\`:E=:9]HO]7;XLZGH%MXX\5V&J:K'*-(L
M[?1?#'BCP780^'[>*YUBTU7^W+G6KBTBFTJS(!](44W<N[9N7>5+!,C<5!`+
M;<YV@D`G&`2!G)IU`!17&_$+XA>#/A3X,\0?$+XA>(++POX.\+V0O]:UJ_\`
M.>*WCDGAM+2VMK:UBN+[4M4U._N;32]&T;3+:\U;6]7O;'2-)LKW4KVUM9M/
MPIXETOQGX7\-^,-#:Z?1?%>@Z1XDT=[ZRNM-O7TO7-/M]3T][O3KZ*"]L+EK
M2ZA:>RO((;JUE+07$4<J.@`'^)O$N@>#/#FO>+_%>KV'A_PQX7T;4O$/B'7=
M5N8K/3-'T31[.;4-4U/4+N9DAMK.QLK>:YN9Y&5(XHW=B`*\/_94^+7Q!^/'
MP8T#XQ^/_A['\+8OB-?:QXI^'/@NYO+B[\4V7P?U*^DD^%^K?$"*6..WT?Q[
MXK\)#3_%GB+PQ8-<6_A.76X?#,]Y>:EI-_<R_"/Q4\3R?\%#OVJY_P!E#P)?
M6>L_L;_LH^)K#6?VZ_$L$/VW0?C%\<[);#Q!\,/V+](OV!TS6=(\'2BQ^*?[
M4-M;G4;6TM1\.OA)JJQW7BSQC8Z3^O(`4!5`"@``````#```X``X`'`%`"T4
M44`%%%%`!1110!C>(O$6@^$/#^N^+/%.L:=X>\,>&-&U3Q%XCU_6+N#3](T/
M0=%LI]2U?6-4O[EX[>RT[3-/MKB]OKNXD2"VMH)9I76-&8?S^/XF\;^*O@G\
M=?\`@I=>V1\/_M-?MY>']&_91_X)P>%O&,#:7>?!C]G[XC:M>Z9\!KW4=-OC
MNT/Q'\19K[5OVR_CRTUVCZ7X,TK0/"5^;8?#-_/^TO\`@H=H'C_]I#Q]^S)^
MP-X<T7Q+!\'_`-H/Q'XH^)/[97CJRT?4W\.Q?LJ?`O\`X1[4_$7P.N_$<`M;
M+3M8_::^(?B;X?\`POU+3TU'^TK[X12?%T16,T(:>'?_`&L/V+?B3^U!^U#^
MQMK]SXZ\/^$/V2_V<+3XL^+_`!_\.]#;5K+QY\3?B/XK\,6/PZ\&>&8'MK1-
M"T3X;V?@#6/B%HWBBZMKV+7KS1_%.J^&=-MK:+61K>C@'*_#"P^'EE\"O"'Q
MP\3)JUI^Q3^QO\'++6/V=O"5_I,L&H>/]!^"/@NXMK;]I#Q1X<FCADU%;O0?
M#T>H?`#0+N&&2.TNH_B5<V:>(=?\*Q^%K_PDU/QK^R5^PC\4_P!I+XOZ7IEA
M^T7\9M0\6?M+?$?PS<C4I=,L?CG\;9]&\/\`PD^"[_9+:?5KFS^'VF-\'_V?
M8+FTM)]1U2+PA'JD=O-?7[1OC?MT_%N_U3]I7]BS]B'PG\+O&?Q1L_B7?^,?
MVB/BOX5\#'PWIND67PL_9ROO!D/@K3?B/K'B;6=#T;PY\+]<^-'C/P'J/B*2
MVC\0ZKKVF^`KSP+IGA#7CXJD@AY+]N;]F+_@I'^W!\,9_@WX:^+7[._['O@/
M6O'WPJUS5?$W@6[^*GQ4^.^EZ!X0\;Z+XFUZ_P#"_C>>P^&G@G0/%$%OIAN?
M#^G3>!?$=E/JD%G#/XFTE2=3MP#\Y?@AXN^/VG?&+6_B;\*?V>[?7/@A^RC!
M\:O`^B_MG?&Q->U;P-\6/VHO&GCS5;;]O3]K[2?AG\"]&\<_$KXKR:IXE\(R
M_"WX4S1ZGX!T+2O`J>.-%L?&%CI&J+H>A_6_PO\`CO\`LQ_MR"%--_:#\;_\
M%/?'7AN"RU'Q!\$?@OI%Y\$/V;O!UQJL]_I5I<_%'X?:[JVAZ?;:4;_3-=6T
MTGX\>/?B?KB0V-Q_9GAJ\O!"EW];?"S_`()7?LD?"/X;?#7P;\3;CQW^T3X2
M^!GA/P[X>\#VG[2_CH>)OAGX-T#P5IT%GI$MC\%]&L_!W[/FER:796<&==?X
M8G7'6#[3J.M7=U+=W=Q\_P#QN\9?"']JK]HW]E/P[^PIX3L?B)\6?V=?C?\`
M#?QAXV_:T^%-M'IGP&^!/[/EGJL,_P`:O@]K7QE\./:>&/BMJ_QE\`-J7@+2
MOV=_!FH>+X]/\1:OH_Q%\;V7@^+P-8:N`#YK_:IO_P!I#Q__`,%#_P#@G[^Q
MGX4TCX>:5J_P^^'?Q:_:S7X7^`-!@N/@'^S3X<TFSM?V>O@I\2O'E[J6EZ??
M?$?6_`D?B_XO:M\.?#ECX<\$>"]1^(VA>"_#A\,-I"ZIXLT_UGXH3_LS?L-?
M\%%_V0+"#5H/AY8>#OV+_P!N;XI_'+QY)IFK^-/B]\<X];\;?LUQVVH?$N\\
M-Z%KGQ`^*&M3ZMX?^(/Q7UG5[FUOAHL?@O6-2MQHWA[3[RV3[W_9H_9G^(?A
M3]K']MO]KCXW'PO-XX^.7BGP!\)O@I8^&=0GU>W\&?LE?`[P[(?A_IE_=WNE
MZ;<V/B_QU\2_&?Q4^(OCG2X&OM/LYM6\.:7;:A>1:-%(OYM_%C]G/]IWXB?L
M_?\`!3W]M#7?A'XRD_:Y_:;\&>+/V7/V>/A;I^GZ#=_%KX(?L)>%/&&H^`-/
MT'PA:C7);!?B=\3-(USXE_M0:YI.E^)#/K6O>(_A_P"#EW:IX2L+4`'[A^/_
M`(]?"3X8_"2;XY^,O&>GZ?\`"]-#TKQ!8^)+."^UIM?LO$$5M+X:M?"NCZ+:
MZAKGBO6_%#7MC:^&/#WAW3=2USQ#?WMG8:1I]W>7,,#Z7P9^+7A#X\?"GX?_
M`!E\`'7&\%?$OPOI7C#PNWB3P]K'A377T76;=;JRDU+P]KUI8ZMID\D+JXAN
M[9/,C:.>!YK::&:3^>[]I_2_V@_C;\9OV1?&WQ=_8I_;#\#_`/!/#X,^$OB5
MHOASX._!:#P)\1_VB?$7Q&U/1O!O@_P3XH^-?PL\">+9_$?PB^'>H_"6Y^)7
M@#1+WX>^(O&?Q+T2R\2>,-&\7P_"G_A+[74+?],['XV_MF?%K2K#PE^RY^Q_
M;_LQ>"+.RL]'TSXL_MEW&@>'+/P]H=@!I]NO@']EKX->*-?\<Z[]ATZ&`Z-H
MGQ#\8?`6QM8%@AEWK#+IZ@'A/_!5SQ/X2^`?PT\>_M*_&/\`:F_:9\*)X=\,
M:QHW[/G[+G[-'Q6U#X.77QI\;G1M'&A>&M1?P;IL_P`3/%GBS6?'MR;"^\3:
M3XFT3PIX.\':UIG]HZ,EY93:QJ?PK'^P1\$?V(OV5?@+\(O'?PNU[]M3_@I_
M^U_K-_?VWAWXD_'CXVW_`(4^(_[4.IZ+%X^^,/Q=^($W_"P9]-\,?`OX!VJ0
MS>-/B%8Z-+XQU7P?X?\`"/AB"ZUWXA^--"M]1_1;X@?\$VM;\;?$S]G3Q'XO
M\=3_`!HNK+XW>$?C/^U;\9?BCJBV_CKQ?I7P+L)O&?P0^!OPA^'&B>'G\`_#
MWX)77[0,/@WXE^+?!.@7&@V]ROP[TV7Q5=_$7Q)JDNNVWNO[4'[+/QC\8_M`
M?!/]KS]F/XB_#KP;\>?@W\.?BO\`!6[\-?&SP?XB\;?"3XB_"/XQ:U\//%7B
M/1[Q?"/B7PQXK\#>,M%\7?"SP;K?A[QMX?N=326QAUGPWK_AW5]/U6WGTH`^
M=/@+^R9^R[_P1Q_9\^+_`.TKXM@OOB!\9=<TZ/6/C;\5]`\,2MXR^*'C#Q5X
MBTRS\*_!7X%_#>VO[JP\%>$-<^(.JZ!X(^#7P=\.W2P/JVI:%_PD6MZ[XCN]
M4\3W7A'PR_:G_:6\3_\`!3OX(_LZ?'#]I3P9X`\3:K\(OBK^TU\9_P!D3P#_
M`,()+X#^#GAG2]+\)>$_@9^SM=?%S4-,'CCXM?';4/\`A9&K_&KXU2:9J.AZ
M%!HG@[PS?>&?!>F_#[4]%\0>)OJ7XW?L;?M>_MK?#A/@_P#M7?'OX)_#CX57
MVO>!O$WB30/V5?A;XYL?BA=ZYX"\3Z/XW\/ZMX-^/7Q*^(^HWGPQUO0O%_A_
M1M;\.>)O"/PRA\7:'>V$-S8>(8)@2?<],_X)H?L*6WP*\,?LY>(OV9_AA\3/
MA;X6\47?C^"P^,.@6_Q9\0ZU\3-5C:+7_BIXK\9>/AKWBKQ1\3/$L<DD'B#Q
MMK.KW>O:G8LFD378T:VM-.MP#X2_X*G^-?%7[8>D>"_V*/V%]?\`#_Q6_:`T
M/XV?#SX@?'6#0?$LFF>!O@]\'O#EEXCN]?M?B=\:]"T_Q/IWP7^)?BHSZ=%\
M'[*+0?&'Q%7Q/%I_B[3OA_/X<T35/$6DX7[:MQ^W)<?#GX9_`>Q^)W@+]FCQ
M1\>[BR^!/[.W[,G[+>HZ_P"-_B'XLU"V\&3W/BOQ)\4OVFO%WAWPKXA\`?`G
MX'^%M.N?&?Q#U#X-?"_PEXZN/#FE6OAG2?C!H_BGQOX>MU_8[1/#/P$_90^$
M&KIX7\,_#+X`?!#X9Z!KGBW6K7PQH/A_X?>`/".@:-I\NJ>(?$-[9:+9Z;I-
MC!;6%E-?:KJ+PB:5('GN999`6/X4?L\_\%(?@7K?QUU;]L[]HWP%^TSH&F_%
M:'PS\*_@A\7M;_9H^*EE^S)^R7\!/B!XLT'3/A_X-\<?&+4M#MO#VC?$G]H;
MQL_A/QC\8O%^DC6O!7AS4KKX=_#?7O%NDV_@&6>X`/VB_8\_91^%?[$W[.OP
MV_9O^#^FK:^%O`&CB+4-9GBQKOCGQAJ4C:CXS^(GBV\>6YNM4\6^-_$5Q?\`
MB#7=0O;N\N'NKS[,EP;6VMHX_IJBB@`HHHH`****`"BBB@`HHHH`\:^)WP-\
M&?$[5=!\67,NL>$/B3X2L=4TOPA\5?!%W:Z-X_\`#6D:Y<:==:[H-IJUQ9:A
M:ZAX9UZXTC2YM:\,:YI^JZ!J-QIUA>S:=_:%A8WEM\Z^,_V4/VB/'H2RU+_@
MHK^TOX,T8,XGM_A+\/OV6?!NLWL154C6X\2:]\"/'&HVTH"EY9]'72B\TDCP
MK;)Y447W?10!\":#_P`$XO@-<6<-O\=/$OQK_;"FAE:5?^&LOBKK?Q6\-DLT
M+,K?"R"+PY\&-A^SP9"_#=23&6+%YKAYON+P]X<\/>$=#TOPSX3T+1O#'AO0
M[.'3M%\/>'M+L=%T/1]/MUVP6.EZ3IL%M8:?9P+\L-M:6\,$:\(BBMFB@`HH
MHH`****`"BBB@`HHKYR_:]_:0\*_L@?LO_'?]IWQI9W6J:!\$OAGXH\>RZ'8
M-&NI>)M2TC3Y#X?\):497CB.K^+O$,NE^&M)61T1]2U6U1F`8F@#\_/VNM/D
M_;V_;&^'/[`&EWU_>?LX?L^Q>$_VE/\`@H5:VT<7_"->.WNKM-6_9:_90UZ\
M$<DU[_PG?B;0[GXU?$[PP'@M)_AEX*\.:5KBW%E\1;"(^B_\%L/[-M?^"2/[
M?]O<"&WBD_9C^(.EZ1&MLLJIKU_IR:9X3AM+=`-EP?$5QI$6GM`!+;W1MY;8
M"6*/'L/_``3N_9N\3_LX_LXZ4OQ7OT\1?M*?'#Q%K?[0_P"U7XR.7F\1?'[X
MKM;ZWXNTRUG=W<^%/AI8#1?A%\.;(&.#2OAUX!\*Z=!;VZV[1CC/^"D_PSU7
M]H?P%\`?V7-,NV@TSXV_M5_`O4?B=#`\274_P1^`WC*Q_:'^)-NK2R1JEKK@
M^&'A_P`$7;J)V/\`PF,,!M;E)WB8`_07P]%>0:!H<.HLS:A#H^F17S.7+->1
MV4"73,9,2%C.')+@/DG=\V:V***`"BBB@`HHHH`****`"BBB@`HHHH`****`
M"BBB@`HHHH`****`"OR>_P""LYM-=\+?L)_"GQ)-;Q?#3XU_\%-?V0O`_P`5
M(M025M(U?PWX9UGQ7\9O"OA35_+!C:Q\;?%WX5?#3P<+6[4V>J76NVVCS?-J
M,:M^L->(?M&_L[_"S]JKX.^+_@9\9=$N]:\#>,8M,EG?2=7U'PYXF\.Z_P"'
MM7L/$GA#QKX,\4:-/:ZSX4\;^"?%6DZ1XJ\(>)M(NK?4=$\0:387]NY,+1N`
M>G^*_%?ACP+X:UWQEXT\0:/X4\)>&-+O-;\1>)/$&HVNDZ)HFD:?"UQ>ZEJF
MI7LL-I96=K`C233SRI&BCDYP#^='[)6B^//VB_VB_BE^WU\0]+\1>%OAMJ?@
M_3_@7^Q'\.O$L6J:/J=G\#K+56\1_$+]H;Q-X2OWC&A^*_VDO&D>DS>$K?4M
M.M/$>C_!'P%\/I+]-.O_`!EXBT>WTO#/_!-#P/>:UX:U3]I']HS]JC]M?2O`
MNM:5XB\#>`?VF_'G@G4?A;H/B#PY=+=>%_$VL?#?X3_#;X3^$OB5XI\.2J;C
J2M=^+&F>.I[/4BFM6L5OK5M9W]M^DM`!1110`4444`%%%%`!1110!__9
`
end
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>GRAPHIC
<SEQUENCE>5
<FILENAME>j06130692_ba002.jpg
<DESCRIPTION>GRAPHIC
<TEXT>
begin 644 j06130692_ba002.jpg
M_]C_X``02D9)1@`!`0$`2`!(``#_[0`L4&AO=&]S:&]P(#,N,``X0DE-`^T`
M`````!``2`````$``0!(`````0`!_]L`0P`!`0$!`0$!`0$!`0$!`0$!`0$!
M`0$!`0$!`0$!`0$!`0$!`0$!`0$!`0$!`0$!`0$!`0$!`0$!`0$!`0$!`0$!
M_]L`0P$!`0$!`0$!`0$!`0$!`0$!`0$!`0$!`0$!`0$!`0$!`0$!`0$!`0$!
M`0$!`0$!`0$!`0$!`0$!`0$!`0$!`0$!_\``$0@`/@"G`P$B``(1`0,1`?_$
M`!\```$%`0$!`0$!```````````!`@,$!08'"`D*"__$`+40``(!`P,"!`,%
M!00$```!?0$"`P`$$042(3%!!A-180<B<10R@9&A""-"L<$54M'P)#-B<H()
M"A87&!D:)28G*"DJ-#4V-S@Y.D-$149'2$E*4U155E=865IC9&5F9VAI:G-T
M=79W>'EZ@X2%AH>(B8J2DY25EI>8F9JBHZ2EIJ>HJ:JRL[2UMK>XN;K"P\3%
MQL?(R<K2T]35UM?8V=KAXN/DY>;GZ.GJ\?+S]/7V]_CY^O_$`!\!``,!`0$!
M`0$!`0$````````!`@,$!08'"`D*"__$`+41``(!`@0$`P0'!00$``$"=P`!
M`@,1!`4A,08205$'87$3(C*!"!1"D:&QP0DC,U+P%6)RT0H6)#3A)?$7&!D:
M)B<H*2HU-C<X.3I#1$5&1TA)2E-455976%E:8V1E9F=H:6IS='5V=WAY>H*#
MA(6&AXB)BI*3E)66EYB9FJ*CI*6FIZBIJK*SM+6VM[BYNL+#Q,7&Q\C)RM+3
MU-76U]C9VN+CY.7FY^CIZO+S]/7V]_CY^O_:``P#`0`"$0,1`#\`_OXHHKY`
M_:R_;6^%G[(W_"H?#GB+0/B!\6_C;^T1\0+?X:?L\?LT?!'2O#GB;X[?&OQ'
M;_9+_P`::EX2T'Q7XK\#^$M$^'_PD\)7$_C_`.,OQ8^(OC7P/\+/A?X.M$O?
M%WC+3=3UOPMI.O@'U_17Q!K/Q>_;S\1Z=X3\1_"#]BGX/Z%I&M^'[FY\2>#O
MVO?VS7^#'QE\%^*K/Q5XFT=]&O?#W[+7[-O[>GP;UKP_J7AO3/#7B_0?$VA?
M'^\U&>#Q/+HFO^$_#6KZ%=171HWQ>_;S\.:=XL\1_%_]BGX/Z[I&B>'[:Y\-
M^#OV0_VS7^,_QE\:>*KSQ5X9T=-&LO#W[4O[-O[!?P;T7P_IOAO4_$OB_7O$
MVN_'^SU&"#PQ%HF@>$_$NKZ[:Q6H!]OT5Y_\+?BEX$^-'@30OB3\-M=_X2#P
MEX@_M."VN9],UCP_K&E:QX?UC4/#/BSPCXN\)^)M/T?Q;X$^('@3Q;H^N>"?
MB+\.O&VA^'_'?PY\=^'_`!%X&\<^'?#_`(M\/ZSHUCZ!0`4444`%%%%`!117
M@'[4?[2'@3]DCX$^.?C]\1='^('BCP_X,_X1G3-/\$_"?P1K'Q(^*?Q&\=_$
M#QCX>^&WPM^%OPT\#:%&U[XD^('Q1^)OB_PC\/?!NGSW&F:.?$?B739O$6N^
M'_#\6IZYIX![_7Y06W_!<O\`X)+7GQ,UGX76?[<?P?NKGPYX@\,^$_$/Q2ME
M\73_`+,&A>*O&GP]\6?%'P=X9UG]L2+PPW[)VE^(/%G@[P%XZG\,Z-??&B#4
M=>\0>"_%G@G2[:Z\;^'-8\.V9HW[(?QE_;$^,OBSXS?\%$[+P^_[-UOX?MO"
MG[.?_!,Z/7H/'_P:L_#^LP>&?$^N?%[_`(*!:/#%<?"G]I3]I^'Q3IMEIW@S
MX5VS_%3]E_\`97G\)0>)_@[XS^,OQ1U:W^/.G_<'_#)W[+'_``HG_AES_AFG
M]G__`(9E_P"C=/\`A3?PZ_X43_R./_"Q/^21?\(Y_P`*_P#^2@?\5S_R+W_(
MX_\`%3?\AK_3J`/?Z*_('_@@=\4OVCOC3_P2%_8E^)W[6&N_$#Q5\;?%7P_\
M73ZKXL^*6F76G>._%_@33OBQ\0-&^"GB[7;G4-/T[4_%7_"5?!+3OAWX@TSX
MBZLNHZQ\4='U'3_B/K'B+Q5J?BJZ\3:M^OU`!1110`4444`%%%%`!7Y0?"2U
MU'X=?\%:?VF/#OQ=^"GA_6_%/[2'P?;XY_L>?M:6VJ^%?%GBK0/V:O@QX1_8
M]^"/[1O[%6LC6=/TWXH_"'P_X._:1USPK^TYX9\&^%;OQ/\`!#XF:C^T3XL\
M;&Y\-_%;PUXSL-8_5^OF#]KS]G+4?VF_@U>^"?!WQ5\0?L_?&3PQX@T'XD_`
M#]HSP;X;\*^*O&GP(^,O@^>6;PYXVT30_%]A>:1KOA_7M(O/$/PN^,/@:6?1
MX/BY\`OB'\6/@OK&N:7X;^(VMW``/I^BO@#]EC]K_P`8^+_':?LC?M8>!?\`
MA5W[<_@CX?WWC#QM:?#SP%\=KG]D[XW>'/"&C_`^;QS\8OV2_CU\2?AMX2\/
M^._A_H_B#]H#X=^$/&/P]U;5V^*?PD^)-SXF\!:Q:^-O"_AO0_C!X^^_Z`/'
M_AQ\"/AG\(_%7Q.\6_#S2_$'ARY^+WB!?%GC'PU'X_\`B%J7PSMO%4^H^(-=
M\0^)O`7P@UCQ3J'PI^$WB#X@^*?%?B3QQ\6]9^%/@SP7J/QC^(6N:E\0_BI<
M^,?&UU+K[>P444`?,%SX'UOP?XJT:+Q5^VM\8(+GXF?&#Q--\._!/BFU_9'T
M>#69[K4?"?QHC^`/@""W_9RT7Q3XH\/^#?A3\"_B[X>TNW.L>(_C*?@U\1?C
MOXQ\5?$+7_&W@OX4?%'X*_3]?D#^R#X1\"?MP?M3^.O^"J>I^(OA_P#%WX9>
M$/\`A/?V5/\`@F['I$^L>)+'X3^!/A-\1?B3\)/VLOVC-$U*'XB^,/@_??$#
M]KOXP>'==\.>%OB=\+?#FEZQJ'[&WPN^!=AJ'BQ;WXE?%#P%HWZ_4`%%%%`'
M/^+/%GA7P%X5\3>.O'7B;P_X+\$^"_#^L^+/&/C'Q9K.G>'/"OA/PKX<TZYU
MCQ#XF\3>(=8N;/2-!\/Z%I%G>:IK.LZI>6NG:7IUK<WU]<P6T$LJ_F!^R'=?
M$+]N#XRV7_!1^^^-?Q@T;]D&3P_KWA?]@#]F/3=*^)GP!\/^,/A[JT$7AWQG
M^V'^U+X)U;4-)U?XX^(/CCJ^DZIKW[(/ACQUI2?#/X:_LOZC\-?C)9^`['X_
M?%3Q!=_#GH/VPO'_`/POC]H[X'?\$V?#7@KX@>+_``_XW_X1K]HK]NOQ'I'A
MS[-\-OAY^QMX;NOB/>_#_P"''CWQKXDO;3P9XG_X;3_:-^$6C?L\^+_@';>'
M?BC??%;]DZV_:YTSQ9X9\$^'VTKQ_9_I_0`5\`?\%.I_VCM7_8V^)_PC_8V\
M7?#_`,&?M=?M'?V/^SW^S_K/C_XBW7PP_LC6/B1?);?%;QYX*\3:+XB\.^,X
MOB!\#OV<K#XT_M$>'&^'@\2^.](_X5%>^*/#_@3QW-X?E\)ZO]?_`!2^*7@3
MX+^!-=^)/Q)UW_A'_"7A_P#LR"YN8-,UCQ!K&JZQX@UC3_#/A/PCX1\)^&=/
MUCQ;X[^('COQ;K&A^"?AU\.O!.A^(/'?Q&\=^(/#O@;P-X=\0>+?$&C:-??G
M!^R?\`=1_:)_:'U;_@J#^TI\/?C!X8\;:SX?T?PS^P/^S]^TA#X5TGQI^PW^
MSQXJ^$GP[M/BK<ZA\(/!]QK_`(6^&'[3_P"T5\5H/B1K/Q1\6:CXY^(?Q;T_
MX!/\'_@OX@UGX5W.E_$[X+:6`??_`,`?@#\&OV6O@U\/?V?/V?/A[X?^%?P;
M^%?A^'PSX%\"^&89TT[2-.2>XOKRYN;R^N+S5]=\0:[J]YJ/B+Q9XL\0ZCJW
MBKQEXJU;6?%?BO6=9\2:SJFJ7?L%%>/_`!^^/WP:_9:^#7Q"_:#_`&@_B%X?
M^%?P;^%?A^;Q-XZ\=>)IITT[2-.2>WL;.VMK.QM[S5]=\0:[J]YIWAWPGX3\
M/:=JWBKQEXJU;1O"GA31M9\2:SI>EW8![!17P!\-/VT?B[\<?[2;X6_\$]_V
MO_"_A_4?^%L:?\.OBW^U'!\$_P!F3X6>(M8^'_\`PF6F^$=3\<^`O$7Q=\4_
MMS_"GX?_`!6\4>%M/T[PSKNN_L0ZGX[L/#GB[P]XXU/X6KX?EGDB-3_:$_;B
M^%'@3XI?%3X[_L0_#_Q5X2^''P_U#Q=I_@+]A;]J'Q;^U)^T=X^UC3M8T*.Z
M\.^#/A)\:_V5/V+O"6M?8_"5QXI\5RP:7\7M1\=ZY=>&K'P9X`^'7CGQ;XJT
MK34`/O\`HKS_`.$_Q2\"?''X6?#3XU_"W7?^$H^&7Q@^'_@WXI?#KQ-_9FL:
M)_PD7@3X@>'--\6>$==_L;Q%I^D>(-(_M?P_J^GZA_9FNZ5IFL6'VC[+J>GV
M5[%/;1>@4`%%%%`!17C^B_&OPKKOQ]^)?[.=GI_B"/QM\*_@_P#`_P"-?B'5
M+FUTY/"MYX5^/WC3]H7P+X.T_1KZ+59M7N/$&FZO^S7XZN/$UK?:'IVG6>G:
MMX3FTO5=9N;[6+/0?8*`/F#]J#]D/X-?M9>%4TOX@V7B#PG\1/#WA_QIHWP@
M_:/^$>O3_#3]J#]G+4?'NG6.F>)?%G[/'QUT")/&WPK\0:S;:3I-GXHMM%OF
M\*_$;P_IY\"_%/PSXY^'>J:[X1U7Y_\`V4_VCOB9X&\5>'_V(OV[?%_A^?\`
M:^T/P^9/AW\<FTCX>_"'X9_\%"O"MKJ/Q-OH_'O[-OP^M_B5XA\4ZA\8/AI\
M*?`WAGQ+^VW\)--\)^'-.^!_Q"\8V^L^"=-U+X`^-/A1XUU_]'Z\`_:0_9[T
M?]H_P)H_A2Y\>?$#X0^+?!WQ`\$?%+X8_&OX0MX$M?B[\)O'?@C6([I==^'^
MJ_$?P)\2O"5A_P`)CX2NO%GPA^)&F:SX,US1_'_P3^)7Q/\`A7XFT^_\)>//
M$&GW8!W_`,2_^%I_\(YIO_"G?^%?_P#"6_\`"P/A/_:__"R_^$C_`.$<_P"%
M6?\`"T_!O_"]/[-_X1;_`(F?_"P/^%)?\+!_X5/]J_XIS_A:?_"&_P#"8?\`
M%)?VW7Y`_M!?M;^(_P!LKXV?'_\`X)=?"/\`9,^(&M_$WX.?\*J^*O[0>H?&
MGX\?"SX3?LQ>)_@39?%W1==\/?"SQQ\4OV>?#7_!0+Q!9_\`#8WA_P`*C3M5
M_9%_:'^`7P?\8_&S]BSQ9\8]2\4+X)LKC3-,\1_3_AG]N_4?"G[`5S^UC\7_
M`(:>(/'_`,2?A7X@\6?`WXS_``N_9TL_"J:C\0?VE?@U^T7K/['?Q9T#]F#P
M[\8?BAX0D\;>'_&W[0?A#Q+_`,,W^!-=\:V_QO\`BSX5U;P'X-T#P1K/QV\6
MZ1\+=0^@/V0_AC\9?AI\&K*;]ICQ!\'_`!I^U'\1_$&O?$[]HSQU\#?AQ!\-
M?A[XA^(7B.>*QT/P_H%G,I\4^,/#_P`%?A3HWPW_`&<_`GQ'^(]Q=?$SQS\,
M_@YX(USQPUGKD]QI>G@'Y@>+/AE_P69\)_`+Q-XCM?VI/^"4'_!.SP1^S3X@
MUGQW\)?@[\+OV??B1\2?@$O[,'P;\%W-]X#^!O[2'[2?Q<\=?!S2/A'\'UTB
MV7PM\8/&_P`"?V4O`/B#P%X+\$:?X]^&&O\`A:VO]2^&^E_I_P#L1?&OQ5^T
MI^Q?^R)^T9XZT_P_I/C;X_?LP?`+XU^,=+\)VNHV/A73?%7Q4^%/A/QUXAT_
MPS8ZQJNO:O9^'[/5]=O+?1K75-<UG4;?3H[:&^U74;E);R;G_P!O7X`:Q^U)
M^R=\5O@'HVB_\)5_PL?_`(073/$'@B?]H+QW^RWH_P`1_`FG?$GP=K_Q'^%O
MB[XY?#'X5?&GX@>$/A_\4?A_I/B;X>_$73_"?P\U'6/'/@3Q+XB^'UMKO@;_
M`(2IO'?AKQ_X*?#'_@H6\&H>$/'7B#]B#]CK]GS1/#]U\,?A+\"OV//AQX^^
M,_Q,^%?P]TWX-:5X1\!^(/`G[1_Q<7X)_`GPUX@\#_$DWFN^%_AQJG_!.7QO
M\,]&^'OACPQX(OE\2R:KJ6IZ2`?H_7C_`,?OC]\&OV6O@U\0OV@_V@_B%X?^
M%?P;^%?A^;Q-XZ\=>)IITT[2-.2>WL;.VMK.QM[S5]=\0:[J]YIWAWPGX3\/
M:=JWBKQEXJU;1O"GA31M9\2:SI>EW?D&H?LT_&B]\":9X1MO^"A/[7^D>(+#
M^POM7Q2T_P`%?L"R^.];_LC6/BEJ>H?VGI^J_L/:G\,HO^$HLOB!X3\.Z[_8
MWPZTC[/H_P`#OA;/X9_X1WQ!J_QKUWXP?`'PB^(^C_M^_%/XB?L4VGB7_AL7
M]D7]BCX@7W@[]NGXW?M:_`[P)K__``U)^T=IGB/]HOPY??L,S_":7]CWX*?L
MY77_``R[XST;X"_M&^)?CY\'[HW6G?\`",_`;P/#X-\80_%CQG\5=.`/0/V>
M/VS/V6/@_P"!/"WQU_;[\1?L`?\`!.W]N?\`;)^'_A3XZ?&#X6^*OB;\.O@G
M\;+CX63:QXTTS]F+PM\;=0^-$7PL^,'Q%^('P7^#XT[X2>.=;\4>&K'PYHGQ
M=\,?%?P_\/M(\.>%[2#0K+S_`%#_`(.!O^"<?B3]K'3/V&/@'\<OA_\`&W]H
MWQS_`&%X<^$_B'3_`!MI>D_LG>+_`(I^,OAM\4O'/@WP!J?[4>B6_C;P_;?:
M?$'@GX>?"[7;SX>^$?BKXC7XD_M!_"WP3\/O!7Q+\9Z+\8?#/PM_1_XU_L1?
ML7_M*>*M/\=?M&?LB?LP?'[QMI/A^U\)Z7XQ^-?P"^%/Q4\5:;X5L=1U76+'
MPSI_B'QUX3U[5[/P_9ZOKNN:I:Z-;WD>G6^HZSJM]#;)<ZC>2S=_XF_9Z^`7
MC3X-6W[.?C'X'?!_Q9^SY9^'_"?A.S^!/B;X:>"]>^#5KX5\!3Z-=>!?#-M\
M,-4T6Z\$P>'_``7<^'/#UQX3T:+0UT[PY/H6C3:/;6<FEV+0`'S!\!?V3?BG
M?ZQ#\=/VZ/B]_P`+X^/7BWX?_!_2?$WP0\$7'B/1_P#@GW\#O&/PI\=VGQ;T
M;7OV;_V>O%EWJ][J_P`0-(^)ND>$?%,?[2_QZU?XA_':7Q/X%T?6_A=?_L_^
M!;RV^#/AW[_K\X/@-I'[0_[,7Q,_:G^"5G^SCX@\8?L>>%/#^E_&;]A+5OA5
M\2OA)<P>&_#Y^'OA31?&W[`]A\/OBEXO^&?B3X=>(-'^,F@>.OB!^SD]]K^L
M_LO^$?@U\4O#?P3TOXD?L]>`_@KX%^%EAX!\5O\`@JGIWQ>^`7[#0_X)X>(_
M@_K?[6/_``5&\/\`B#Q-^Q-H7[2-AXJUWX(:'IWP8\%VOQ?_`&G+;]I37_@#
MXCURY\'>(/A#X(TW7_A%JWA/P9XJ\3^*M-_:5UCPWX5GT;4O!WAKXH^)?!P!
MW_[3?[=_QEUOX^_%+_@GY_P3P^&GA_XE_MO>`O@_\,_C)XH^+OQILX-4_8,_
M9PT[QSXTO!8>`?VJ_%7PU^*&E_';PK\8/B'\-O#&OZY\(OA?X,^'7B'Q5XB3
MQ9X`^(L]DWPAT_XC>*O"/L'[+G[#'_"K_P#A!OBS^UC\4?\`AN/]MKPE_P`)
M-_QEK\1/!/\`PB7_``C/]O?\)#X:_P",=/@-_P`)=XU^$O['_P#;7PEU#PY\
M-/B[_P`,TZ;\._\`AH#_`(1*R\9?&3_A+?$MSY]IY_\`\.FOV?XOA9_P@.F?
M'']O_P`-^.KGX?\`_"*>(OVC?!O_``4+_:_\$_';X@>.U\.?\(W!^T/\6;_P
MC\7-$^&7Q@_:`LK*WT*RTWQI\4OA?XOT?3/!W@GX:?!O3_"UM\!?A=\.OA5X
M7\@\,_\`!&_4?`7QEN?C-\._^"M7_!9[PQ<Q^(/%FL^&_AKXF_;,\*_'[X->
M$].\50:S8)X3MOAS^U+\#_CII'C+P_X7TC6I-.\)W/Q7?XA^*M+GT[1O$]QX
MFOO&VEVOBA`#]GJ^8/VR?VJ?"O[%?[/'C']HSQC\.OC!\7-(\)^(/A9X3L_A
MC\`?".G>/?C+XZ\5?&/XM^!?@KX%\,_#WP7JGB+PK;>)_$&J>-OB'X>MX=&B
MURVU&^@:XAT>VU35VL=*O?'_`(B_L5?&CXD>!(/`%U_P4^_;_P#"%E<_#_Q%
MX`\6>(_AUIW[`O@GQWXS_P"$DUCQ=>W/C6?QKHW["47B#X?_`!`TSP_XHT_P
M5X=\1_!2]^%W_"/Z/X)\(^(]*LK;XFKXF\?^)3]ES_@F]\"?V9O^$&\1ZUXQ
M_:`_:Y^-OPX_X2;_`(0K]I?]N?XV^,?VI/CMX*_X2_\`X2&P\1_\*NU[Q_<2
M>$O@1_PD?A+7XO`'C;_AG_P5\*O^%G^#O#7A&R^*W_"<ZGX>L]6`![!^Q%\%
M/%7[-?[%_P"R)^SGXZU#P_JWC;X`_LP?`+X*>,=4\)W6HWWA74O%7PK^%/A/
MP+XAU#PS?:QI6@ZO>>'[S5]"O+C1KK5-#T;4;C3I+::^TK3KEY;.'Z?HHH`*
M***`/D#]I?\`9&T?XU?VM\3OA/XO_P"&9/VS=,^']_X#^$_[:'@#P%X$\4?%
M/P-H[?V]>Z;X$\:Z/XRTB_\`#_QQ_9_E\0>(M2\0>(_V>_B6NH^!+SQ'+9_$
M?P:WP_\`CEX1^&GQ?\!>/^._VV/B%^QI\`O@;\0?^"@WP9\01:OJ7A_QNO[4
MOQJ_8A\%?$S]I3]E_P#9UU'X<>"]?\:77Q'\<:4GAO2_VH_"OP?^(>A^&-1O
MM.\06/P-^(_A7X.>()F\%?%OXG6^D1>&_B=XY_1^B@#\X/#/_!8'_@ESXCTZ
MYO+[]O7]F#X::OIOB#Q9X3\0_#[X_?%?PS^S7\9?!?BKP-XJUGP5XK\,_$+X
M&_M!WGPS^,GPZ\0:/XDT#5+&;1O'7@7P]J,\$-OJEG;7&D:AIU]='P;_`."G
MG[/'[7VH^/O"O[!5QX@_:R\2>`_$'Q0\!:QX_P!&\$?%OP#^R/X;^(7PY\*W
MNJQ:;XL_;!\0_"Z\^%.O>']>\4WGP]\*VTG[.@_:-^)ESHGQ0\,_%WPI\)/&
M/P;TKQCXY\-_H_10!\@?LN?LT?\`"M?V9_`WPM^.FD_#_P`??$#4?B!XF_:7
M^,5G8V'_``E7PLL/VI_BO^T)XA_;%^(.K?"*W\8:#8:U:_#_`.&O[37C'5]=
M_9TO_%.GO\1?!WASPK\.]3UO7M1^(&AW7B>Z^OZ**`"BBB@`KX@_X)_?LX^*
MOV:_@AXSTGXE>$/@_P"$?C)\9?VG_P!KO]J#XOQ_!35]1\6^%=2\5?M'_M*_
M$_XK^&DU#XB:_P##7X1>*?B9X@\%_"GQ%\.?A9=>-/%'P^\.ZC<:=X`TK1;"
MQM_#>B:%;P_;]%`!1110`5^`/_!"#_@G#\(OV2_AU\:_CSH7@#X@>'_$'Q9_
M:`_:K\$?LW:-\=/`OQL\$_%/]FK_`()]^&OVI_BC<_`']F_PMX9_:)U:Y^)O
M@GX?^-KVVU/]J?6X]0\*?#?Q/\0_$?QCTC5/BEH_BSQ!X,\/>+)_W^HH`***
0*`"BBB@`HHHH`****`/_V3\_
`
end
</TEXT>
</DOCUMENT>
</SEC-DOCUMENT>
-----END PRIVACY-ENHANCED MESSAGE-----
