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<SEC-DOCUMENT>0001104659-07-001463.txt : 20070109
<SEC-HEADER>0001104659-07-001463.hdr.sgml : 20070109
<ACCEPTANCE-DATETIME>20070109114338
ACCESSION NUMBER:		0001104659-07-001463
CONFORMED SUBMISSION TYPE:	N-CSR
PUBLIC DOCUMENT COUNT:		6
CONFORMED PERIOD OF REPORT:	20061031
FILED AS OF DATE:		20070109
DATE AS OF CHANGE:		20070109
EFFECTIVENESS DATE:		20070109

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-CSR
		SEC ACT:		1940 Act
		SEC FILE NUMBER:	811-08777
		FILM NUMBER:		07519541

	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-CSR
<SEQUENCE>1
<FILENAME>a06-24497_18ncsr.htm
<DESCRIPTION>CERTIFIED ANNUAL SHAREHOLDER REPORT
<TEXT>
<html>

<head>






</head>

<body lang="EN-US">

<div>
 <p style="margin:0in 0in .0001pt;text-align:center;"></p>

<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>

<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>

<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>

<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>

<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>

<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" style="font-size:10.0pt;">&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" 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="30%" colspan="3" valign="top" style="padding:0in 0in 0in 0in;width:30.68%;">
  <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="69%" colspan="7" valign="top" style="border:none;border-bottom:solid windowtext 1.0pt;padding:0in 0in 0in 0in;width:69.32%;">
  <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="66%" colspan="8" valign="top" style="border:none;border-bottom:solid windowtext 1.0pt;padding:0in 0in 0in 0in;width:66.0%;">
  <p align="center" style="margin:0in 0in .0001pt;text-align:center;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Eleven Madison
  Avenue, New York, New York</font></p>
  </td>
  <td width="2%" valign="bottom" style="padding:0in 0in 0in 0in;width:2.0%;">
  <p style="margin:0in 0in .0001pt;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="32%" valign="top" style="border:none;border-bottom:solid windowtext 1.0pt;padding:0in 0in 0in 0in;width:32.0%;">
  <p align="center" style="margin:0in 0in .0001pt;text-align:center;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">10010</font></p>
  </td>
 </tr>
 <tr>
  <td width="66%" colspan="8" valign="top" style="border:none;padding:0in 0in 0in 0in;width:66.0%;">
  <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="2%" valign="bottom" style="border:none;border-top:solid windowtext 1.0pt;padding:0in 0in 0in 0in;width:2.0%;">
  <p style="margin:0in 0in .0001pt;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="32%" valign="top" style="border:none;padding:0in 0in 0in 0in;width:32.0%;">
  <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>
  Eleven Madison Avenue<br>
  New York, New York&nbsp; 10010</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="41%" colspan="5" valign="top" style="padding:0in 0in 0in 0in;width:41.6%;">
  <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="20%" colspan="2" valign="top" style="border:none;border-bottom:solid windowtext 1.0pt;padding:0in 0in 0in 0in;width:20.86%;">
  <p style="margin:0in 0in .0001pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">(212) 325-2000</font></p>
  </td>
  <td width="37%" colspan="3" valign="top" style="padding:0in 0in 0in 0in;width:37.52%;">
  <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%" valign="top" style="padding:0in 0in 0in 0in;width:19.4%;">
  <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="17%" colspan="3" valign="top" style="border:none;border-bottom:solid windowtext 1.0pt;padding:0in 0in 0in 0in;width:17.54%;">
  <p style="margin:0in 0in .0001pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">October 31st</font></p>
  </td>
  <td width="63%" colspan="6" valign="top" style="padding:0in 0in 0in 0in;width:63.06%;">
  <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="20%" colspan="2" valign="top" style="padding:0in 0in 0in 0in;width:20.12%;">
  <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="32%" colspan="4" valign="top" style="border:none;border-bottom:solid windowtext 1.0pt;padding:0in 0in 0in 0in;width:32.34%;">
  <p style="margin:0in 0in .0001pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">November 1, 2005 to October 31, 2006</font></p>
  </td>
  <td width="47%" colspan="4" valign="top" style="padding:0in 0in 0in 0in;width:47.52%;">
  <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="145" style="border:none;"></td>
  <td width="5" style="border:none;"></td>
  <td width="79" style="border:none;"></td>
  <td width="47" style="border:none;"></td>
  <td width="35" style="border:none;"></td>
  <td width="81" style="border:none;"></td>
  <td width="75" style="border:none;"></td>
  <td width="26" style="border:none;"></td>
  <td width="15" style="border:none;"></td>
  <td width="239" style="border:none;"></td>
 </tr>
</table>

<p style="line-height:1.0pt;margin:0in 0in 12.0pt;"><font size="1" face="Times New Roman">&nbsp;</font></p>

</div><br><hr size="3" width="100%" noshade color="#010101" align="center">

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<p style="margin:0pt 0pt 12.0pt;"><b><font size="2" face="Times New Roman" style="font-size:10.0pt;font-weight:bold;">Item 1.
Reports to Stockholders.</font></b></p>

</div><br><hr size="3" width="100%" noshade color="#010101" align="center">

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<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Credit Suisse High Yield Bond Fund<BR>Eleven Madison Avenue<BR>New York, NY 10010</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">Terry Fires Bovarnick</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">J. Kevin Gao</font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="1"><i>Chief Legal Officer, 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>Eleven Madison Avenue<BR>New York, NY 10010</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>250 W. Pratt St.<BR>Baltimore, Maryland 21201</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">ANNUAL REPORT</font></p>
<p align="center"><font face="Times New Roman PS, Times New Roman, Times" size="2">October 31, 2006</font></p>
<hr size="3" width="100%" noshade color="gray" align="center">
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<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>Annual Investment Adviser's Report</b></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2">October 31, 2006 (unaudited)</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">December 11, 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; 10/31/06</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="108" 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">13.13</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>
</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">5.23</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="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">9.76</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>
</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">9.95</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>
</table>

<p>&nbsp;</p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Market Overview: Strong performance based on strong fundamentals</b></font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">The high yield market experienced positive returns for the 12 months ended October 31, 2006, with the Merrill Lynch US High Yield Master II Constrained Index benchmark posting a gain of 9.76% and the Citigroup High-Yield Market Index gaining 9.95%. Lower rated securities outperformed the broader market with returns of 15.5%, while the more interest rate sensitive BB-rated securities underperformed, returning 7.45%. The average yield spread between high yield bonds and Treasury securities tightened 33 basis points, ending the period at approximately 353 basis points. A solid economic backdrop, strong credit fundamentals and growing demand for yield all contributed to the market's positive performance.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">All sectors within the Merrill Lynch US High-Yield Master II Constrained Index posted positive returns with airlines, fixed telecommunications and autos outperforming the broad high yield market. Interest-rate sensitive sectors (such as energy and utilities) underperformed other high yield sectors, as did healthcare and building and construction.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">Both default rates and the distressed ratio (a leading indicator for future default rates) continue to be near 10-year lows, coming in at 1.46% and 2.9%, respectively. Moreover, though Moody's expects defaults to rise toward 2.6% by September of 2007, that number is well below its historical average.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">The technical environment has been positive for most of the year, although it was strained in the second quarter as several large new issues were priced in the High Yield market. As these deals were digested, market technicals stabilized and the new issue calendar remained orderly &#151; with cash from coupon and bond redemptions continuing to outpace supply.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Strategic Review and Outlook: Expecting slower growth while remaining constructive</b></font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">The Fund had strong performance during the period. For the year ended October 31, 2006, the Fund returned 13.13% based on NAV, compared to 9.76% for the Merrill Lynch U.S. High Yield Master II Constrained Index and 9.95% for the Citigroup High-Yield Market Index. An overweight to the B-rated and CCC-rated issuers helped performance, as BB-rated bonds lagged the broader market. Additionally, strong security selection in the auto parts, cable, packaging, consumer products and utilities sectors contributed to performance. However, our relative underweight to airlines and automotive detracted from performance.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">At the sector level, we remain positive on corporate spending and the commercial cycle broadly. Additionally, we maintain an overweight in the Cable sector as we expect product bundling will continue to support subscriber and margin growth.</font></p>
<p align="center"><font size="2" face="Times New Roman PS, Times New Roman, Times">1</font></p>
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<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>Annual Investment Adviser's Report (continued)</b></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2">October 31, 2006 (unaudited)</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">While we remain positive on the high yield market, we also feel that the best of the credit cycle does appear to be behind us. Corporate balance sheets are strong, but we expect growth to be slower in the year ahead. Consequently, we have continued to use periods of market strength as an opportunity to exit what we view as some riskier, less liquid securities and have selectively added BB exposure as the Fed approaches the end of its tightening cycle.</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>
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<tr>
<td colspan="3" width="132" align="left" valign="top">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><img src="j062449719_ba001.jpg">
 </font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="194" align="left" valign="top">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><img src="j062449719_ba002.jpg">
 </font></td>
<td colspan="1">&nbsp;</td>
</tr>
<tr height="8"><td colspan="8" height="8"></td></tr>
<tr>
<td colspan="3" width="132" align="left" valign="top">
<font face="Times New Roman PS, Times New Roman, Times" size="2">Martha Metcalf<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="2">Chief Investment Officer*</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="194" align="left" valign="top">
<font face="Times New Roman PS, Times New Roman, Times" size="2">Steven B. Plump<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="2">Chief Executive Officer and President**</font></td>
<td colspan="1">&nbsp;</td>
</tr>
<tr height="8"><td colspan="8" height="8"></td></tr>
</table>

<p>&nbsp;</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 that may concern, among other things, domestic and foreign market, industry and economic trends and developments and government regulation and their potential impact on the Fund's investments. 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="2">&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 JPMorgan 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="2">&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><font face="Times New Roman PS, Times New Roman, Times" size="1">.</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>
<p align="center"><font size="2" face="Times New Roman PS, Times New Roman, Times">2</font></p>
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<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>Annual Investment Adviser's Report (continued)</b></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2">October 31, 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 10/31/06)</i></font></p>
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<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"> </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">1.66</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"> </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"> </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">1.58</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"> </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"> </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">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" 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">1.20</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"> </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"> </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">1.17</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"> </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"> </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">7.000</font><font face="Times New Roman PS, Times New Roman, Times" size="2">% 10/01/13</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">1.16</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"> </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"> </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">CCH II 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">&nbsp;</td>
<td colspan="3" width="43" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">1.12</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"> </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"> </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">CCH I LLC<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="2">11.000</font><font face="Times New Roman PS, Times New Roman, Times" size="2">% 10/01/15</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">1.11</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"> </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"> </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">Intelsat, Ltd.<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="2">11.250</font><font face="Times New Roman PS, Times New Roman, Times" size="2">% 06/15/16</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">1.04</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"> </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"> </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">1.03</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"> </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"> </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">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">&nbsp;</td>
<td colspan="3" width="43" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">1.00</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"> </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 10/31/06)</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">8.4</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">54.2</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">34.6</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">0.5</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">D</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">0.6</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">NR</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">0.4</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">Subtotal</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</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="39" 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="2">99.2</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="101" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">Equities and Other</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">Total</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</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="39" 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="2">100.0</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="2">%</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">3</font></p>
<hr size="3" width="100%" noshade color="gray" align="center">
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<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">October 31, 2006</font></p>
<table border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td colspan="3" width="162" 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="318" 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="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="3" width="162" 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">(128.2%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="572" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="162" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Aerospace &amp; Defense</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="572" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<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="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" 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 @ $103.81)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B, B3)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">02</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/18</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.625</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">436,688</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">725</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">728,625</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" 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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">356,125</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,125</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,094,062</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">225</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="318" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">TransDigm, Inc., Rule 144A, Senior Subordinated Notes (Callable 07/15/09 @ $105.81) &#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">07</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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">232,313</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="488" 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="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">2,847,813</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="162" 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="572" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,325</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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, 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">/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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,401,188</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="162" 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="572" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">2,900</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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">(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">/01/13</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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">2,699,494</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">3,925</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="318" 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">(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">/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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">3,852,348</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">325</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Ford Motor Credit Co. 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">/10/11</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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">336,144</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">3,725</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="318" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">General Motors Acceptance Corp., Global 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">05</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">5.625</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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">3,654,799</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">2,250</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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">12</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">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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">2,234,158</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="488" 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="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">12,776,943</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="162" 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">(4.1%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="572" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" bgcolor="#cceeff" 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" 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">/01/15</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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">560,625</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,025</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC+, 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">/01/11</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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,050,625</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">American Tire Distributors Holdings, Inc., Global Senior Notes (Callable 04/01/09 @ $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">(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">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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,098,000</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,900</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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">&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">/01/15</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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,930,875</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,075</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="318" bgcolor="#cceeff" 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" 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">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">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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,085,750</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">500</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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">&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">/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">9.750</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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">485,000</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Lear Corp., Series B, 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">(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">/15/09</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">8.110</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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">407,500</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,200</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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">&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">/15/14</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">10.000</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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,230,000</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" 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)</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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">810,000</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">950</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Visteon 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">(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">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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">912,000</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="488" 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="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">9,570,375</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="162" 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">(1.4%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="572" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,645</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="318" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Ford Motor Co., Global 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">07</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/16/31</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">7.450</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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,297,494</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,200</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">General Motors Corp., Global Debentures</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">07</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/33</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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,074,000</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,075</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="318" bgcolor="#cceeff" 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" 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">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">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" 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">967,500</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="488" 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="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">3,338,994</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="162" bgcolor="#cceeff" 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" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="572" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">600</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Constellation Brands, 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">(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">09</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">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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">612,750</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="162" bgcolor="#cceeff" 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"> (0.3%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="572" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">775</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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)</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+, 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">/15/11</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">8.000</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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">807,938</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="162" bgcolor="#cceeff" 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">(2.4%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="572" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,050</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Ashton Woods USA/Finance, Global Senior Subordinated Notes (Callable 10/01/10 @ $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">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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">905,625</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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>
<td colspan="3" width="318" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">K Hovnanian Enterprises, Inc., Global 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, 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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">571,875</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">775</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">810,444</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Standard Pacific 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">(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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">848,250</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,200</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Technical Olympic USA, Inc., Global 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+, 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">/15/15</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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">948,000</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">WCI Communities, Inc., Global Company Guaranteed Notes (Callable 03/15/10 @ $103.31)</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+, 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">/15/15</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">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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">574,000</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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) #</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">/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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">935,000</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="488" 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="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">5,593,194</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="162" 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">(5.2%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="572" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" bgcolor="#cceeff" 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 @ $105.63) +</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">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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">592,500</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,300</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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">&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">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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,189,500</font></td>
<td colspan="1" width="18" 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">See Accompanying Notes to Financial Statements.</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.=6,FOLIO='4',FILE='06-24497-19.ca',USER='bforo',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">October 31, 2006</font></p>
<table border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td colspan="3" width="162" 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="318" 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="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="3" width="162" 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="572" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="162" 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="572" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<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="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" bgcolor="#cceeff" 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 @ $104.94)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B-, B3)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/12</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.875</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,453,500</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">500</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">502,500</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" 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 06/15/07 @ $102.81)</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-, 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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">780,000</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,375</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,326,875</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" 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+, 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">/01/14</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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,146,750</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">325</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Norcraft Companies, 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-, 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">/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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">334,750</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Norcraft Holdings, 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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">624,375</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,100</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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+, 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">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="53" 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="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" 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) +</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">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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">690,000</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,250</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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) &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">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="53" 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="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,325</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="318" 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+, 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">9.500</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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,378,000</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="488" 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="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">12,124,750</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="3" width="162" bgcolor="#cceeff" 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"> (6.3%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="572" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">650</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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">&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">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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">716,625</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">CPG International I, Inc., Global Senior Notes (Callable 07/01/09 @ $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">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" 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">768,750</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">876</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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, 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">/01/14</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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">740,220</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">736</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="318" 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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">837,200</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,100</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,258,125</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" 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 06/01/07 @ $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">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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,538,812</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,200</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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-, 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">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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">918,000</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">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="3" width="318" 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 09/15/10 @ $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+, 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">/15/14</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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">385,313</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,800</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Lyondell Chemical Co., Global Company Guaranteed Notes (Callable 09/15/11 @ $104.13)</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+, 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">09</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">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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,863,000</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,375</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" bgcolor="#cceeff" 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" 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">/15/08</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">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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,423,125</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">2,025</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Nalco Finance Holdings, Inc., Global Senior Notes (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-, 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">/01/14</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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,650,375</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">925</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="318" bgcolor="#cceeff" 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" 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">/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">10.625</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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">996,687</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">550</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">PolyOne Corp., 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+, 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">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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">561,000</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" 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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">906,880</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="488" 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="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">14,564,112</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="162" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Computer Hardware </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="572" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,175</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,098,625</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="162" bgcolor="#cceeff" 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">(4.2%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="572" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,850</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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">&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">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">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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,591,000</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">ALH Finance LLC/ALH Finance Corp., Global Senior Subordinated Notes (Callable 01/15/09 @ 104.25) &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">(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">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="53" 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="18" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,525</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,448,750</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,325</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="318" 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)</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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,209,062</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,025</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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)</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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,089,062</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" 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 06/01/07 @ $103.13)</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">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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">888,250</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,250</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,278,125</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" 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) &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">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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">681,563</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">425</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">447,313</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="488" 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="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">9,630,625</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="162" 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">(2.2%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="572" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" 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, 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">/15/11</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="53" bgcolor="#cceeff" 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="18" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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)</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="53" 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="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" 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-, 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">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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">477</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">275</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">RBS Global &amp; Rexnord Corp., Rule 144A, Company Guaranteed Notes (Callable 08/01/10 @ $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">(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">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">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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">286,000</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">RBS Global &amp; Rexnord Corp., Rule 144A, Senior Subordinated Notes ( Callable 08/01/11 @ $105.88) &#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">08</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">11.750</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="53" 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="18" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">950</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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-, 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">/15/13</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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">935,750</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" 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+, 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">/15/12</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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,279,125</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="488" 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="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">5,213,352</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">See Accompanying Notes to Financial Statements.</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.=7,FOLIO='5',FILE='06-24497-19.ca',USER='bforo',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">October 31, 2006</font></p>
<table border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td colspan="3" width="162" 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="318" 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="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="3" width="162" 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="572" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="162" 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">(3.5%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="572" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<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="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">AES Corp., Rule 144A, Secured Notes (Callable 05/15/08 @ $104.50) &#135;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(BB-, Ba3)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">05</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/15</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,081,250</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,800</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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) #</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">04</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">11.073</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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,903,500</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,375</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Dynegy Holdings, Inc., Global Senior Unsecured 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-, 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">/01/16</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">8.375</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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,419,687</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">650</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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">&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">/15/09</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">7.730</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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">679,250</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" bgcolor="#cceeff" 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" 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+, 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">05</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/34</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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">733,219</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">438</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Midwest Generation LLC, Series B, Global 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">(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">01</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/02/16</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">8.560</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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">473,606</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" 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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">684,281</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,025</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Reliant Energy, Inc., Global Secured Notes (Callable 07/15/08 @ $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, 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">/15/13</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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,078,813</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="488" 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="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">8,053,606</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="162" 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="572" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" bgcolor="#cceeff" 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" 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">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">7.750</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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">844,000</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">500</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">544,337</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="488" 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="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">1,388,337</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="162" 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">(2.6%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="572" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" 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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,240,750</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">191</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">191,157</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">GrafTech Finance, Inc., Global Company Guaranteed Notes (Callable 02/15/07 @ $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">(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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,056,250</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">375</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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) <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(Luxembourg) &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">/15/14</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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">225,000</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" 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, 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">/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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,087,625</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,225</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Spansion, Inc., Rule 144A, Senior Notes (Callable 01/15/11 @ $105.62) &#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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,280,125</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" bgcolor="#cceeff" 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" 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">01</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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">990,000</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="488" 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="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">6,070,907</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="162" bgcolor="#cceeff" 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">(2.8%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="572" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,933</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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)</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">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">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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,928,167</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">200</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="318" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Comstock Resources, Inc., Senior Notes (Callable 03/01/08 @ $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">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">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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">190,250</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">575</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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 @ $103.88)</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+, 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">/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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">592,250</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">225</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="318" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Encore Acquisition Co., Company Guaranteed Notes (Callable 12/01/10 @ $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, 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">12</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/17</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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">217,688</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">200</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Forest Oil Corp., Global Company Guranteed Notes (Callable 05/01/07 @ $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+, 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">/01/14</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">7.750</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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">202,000</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Hilcorp Energy I, Rule 144A, Senior Notes (Callable 06/01/11 @ $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">(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">/01/16</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">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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">884,000</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">423</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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">&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">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">9.600</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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">447,322</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Petrohawk Energy Corp., Rule 144A, Company Guaranteed Notes (Callable 07/15/10 @ $104.56) &#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">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">9.125</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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,178,750</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">200</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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, 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">/15/15</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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">193,000</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" 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, 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">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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">597,000</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="488" 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="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">6,430,427</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="162" 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">(1.6%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="572" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">2,325</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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">&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">/15/14</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">7.375</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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">2,325,000</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" bgcolor="#cceeff" 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" 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">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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,313,250</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="488" 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="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">3,638,250</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="162" 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">(1.8%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="572" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,750</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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)</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">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">9.750</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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,553,125</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Ingles Markets, Inc., Global Company Guaranteed Notes (Callable 12/01/06 @ $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">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">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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">261,875</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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)</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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">956,250</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" 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">(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">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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,493,437</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="488" 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="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">4,264,687</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="162" 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">(1.6%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="572" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">164</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Birds Eye Foods, Inc., Company Guaranteed Notes (Callable 11/20/06 @ $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">(NR, 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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">164,820</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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>
<td colspan="3" width="318" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Dole Foods Co., 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">/15/13</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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">585,937</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">950</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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">&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">/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">10.500</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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">992,750</font></td>
<td colspan="1" width="18" 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">See Accompanying Notes to Financial Statements.</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.=8,FOLIO='6',FILE='06-24497-19.ca',USER='bforo',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">October 31, 2006</font></p>
<table border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td colspan="3" width="162" 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="318" 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="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="3" width="162" 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="572" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="162" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Food - Wholesale</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="572" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<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="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" bgcolor="#cceeff" 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 @ $104.13) &sect;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B-, B3)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">12</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/13</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.250</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</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">1,007,500</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">850</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Swift &amp; Co., Global Senior Subordinated Notes (Callable 10/01/07 @ $103.13)</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">01</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">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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">871,250</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="488" 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="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">3,622,257</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="162" 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">(4.1%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="572" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" 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" 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">758,000</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,150</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Cellu Tissue Holdings, Inc., Global Secured Notes (Callable 03/15/07 @ $107.31)</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, 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">/15/10</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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,147,125</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" bgcolor="#cceeff" 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" 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">01</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/24</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="53" 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="18" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,225</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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">&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">/15/13</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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,264,812</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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>
<td colspan="3" width="318" 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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">615,625</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">950</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">NewPage Corp., Global Senior Subordinated 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+, 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">/01/13</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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">997,500</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" bgcolor="#cceeff" 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" 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">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">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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">789,375</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">2,000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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">&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">07</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">8.375</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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,960,000</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">175</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="318" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Verso Paper Holdings LLC, Rule 144A, Secured Notes (Callable 08/01/10 @ $104.56) &#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">/01/14</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">9.125</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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">178,500</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">925</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Verso Paper Holdings LLC, Rule 144A, Senior Subordinated Notes (Callable 08/01/11 @ $105.69) &#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">08</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">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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">943,500</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="488" 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="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">9,411,937</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="162" 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">(5.7%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="572" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Aztar Corp., Global Senior Subordinated Notes (Callable 08/15/07 @ $103.00)</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+, 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">08</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">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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">839,000</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,550</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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">&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">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">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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,501,562</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" 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, 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">/01/13</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="53" 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="18" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">800</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">824,000</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" 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)</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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,612,500</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">625</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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) &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">/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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">603,125</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,125</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Jacobs Entertainment, Inc., Rule 144A, Senior Notes (Callable 06/15/10 @ $104.88) &#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">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">9.750</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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,122,187</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">775</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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">&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">/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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">786,625</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Majestic Star Casino LLC, Global Senior Unsecured Notes (Callable 10/15/08 @ $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">(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">/15/11</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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">736,000</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">350</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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">(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">09</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">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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">372,313</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" bgcolor="#cceeff" 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" 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">/01/11</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">8.375</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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">469,688</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">300</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Pokagon Gaming Authority, Rule 144A, Senior Notes (Callable 06/15/10 @ $105.19) &#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">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">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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">323,250</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" 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)</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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">403,000</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Trump Entertainment Resorts, Inc., Secured Notes (Callable 06/01/10 @ $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-, 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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">983,750</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Turning Stone Resort Casino, Rule 144A, Senior Notes (Callable 09/15/10 @ $104.56) &#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">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">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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">818,000</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">303</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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">&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">09</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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">322,695</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Wynn Las Vegas LLC, Global First Mortgage Notes (Callable 12/01/09 @ $103.31)</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">(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">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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">763,375</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="488" 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="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">13,264,070</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="162" 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">(2.3%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="572" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">750</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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, 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">/15/11</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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">765,000</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">El Paso Natural Gas Co., Series A, 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+, 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">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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,037,500</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,625</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">El Paso Performance-Link, Rule 144A, 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">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">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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,690,000</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Inergy LP/Inergy Finance Corp., Global Company Guaranteed Notes (Callable 03/01/11 @ $104.13)</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, 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">8.250</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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">860,063</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">825</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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">&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">/15/12</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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">888,937</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="488" 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="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">5,241,500</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="162" 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">(7.0%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="572" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" 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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,404,000</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">750</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">767,813</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">HCA, Inc., Global Senior Unsecured 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-, 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">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">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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,435,500</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,150</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">HCA, Inc., Senior Unsecured 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-, 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">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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">983,250</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Healthsouth Corp., Rule 144A, Senior Notes (Callable 06/15/11 @ $105.38) &#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">06</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">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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,313,250</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,025</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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">&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">8.750</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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">995,531</font></td>
<td colspan="1" width="18" 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">See Accompanying Notes to Financial Statements.</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.=9,FOLIO='7',FILE='06-24497-19.ca',USER='bforo',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">October 31, 2006</font></p>
<table border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td colspan="3" width="162" 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="318" 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="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="3" width="162" 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="572" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="162" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Health Services</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="572" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<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="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" bgcolor="#cceeff" 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 @ $105.94)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC, Caa1)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">08</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/12</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">11.875</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">210,000</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">800</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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">&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">01</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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">866,000</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Stewart Enterprises, Inc. Global Senior Notes (Callable 02/15/09 @ $103.13)</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+, 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">/15/13</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">6.250</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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">710,625</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">2,750</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Tenet Healthcare 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">(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">/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">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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">2,705,312</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" 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">(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">/01/15</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">9.250</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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">476,875</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">640</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(BB-, 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">/15/12</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">7.000</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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">638,400</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Triad Hospitals, Inc., Senior Subordinated Notes (Callable 11/15/08 @ $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">(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">/15/13</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">7.000</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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">855,313</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,275</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,354,687</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" 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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,556,000</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="488" 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="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">16,272,556</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="162" bgcolor="#cceeff" 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">(0.8%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="572" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">500</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Bluegreen Corp., Series B, 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">04</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">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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">500,000</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Host Hotels &amp; Resorts LP, Rule 144A, Senior Notes (Callable 11/01/10 @ $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">(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">11</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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">353,063</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">950</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Host Marriott LP, Series Q, Global Company Guaranteed Notes (Callable 06/01/11 @ $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">(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">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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">929,812</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="488" 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="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">1,782,875</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="162" 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">(1.3%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="572" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Ames True Temper, Inc., 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">9.374</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="53" 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="18" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,400</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Ames True Temper, Inc., 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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,249,500</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">525</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="318" bgcolor="#cceeff" 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" 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">/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">8.250</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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">547,313</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">825</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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) &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">/15/14</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">7.875</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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">818,812</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="488" 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="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">3,123,125</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="162" 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="572" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" 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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">243,125</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">950</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">926,250</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" 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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">966,000</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">100</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Travelport, Inc., Rule 144A, Senior Notes (Callable 09/01/10 @ $104.94) &#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-, 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">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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">99,125</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="488" 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="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">2,234,500</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="162" 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">&nbsp;</td>
<td colspan="19" width="572" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" bgcolor="#cceeff" 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 @ $104.62)</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">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">9.250</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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">906,313</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="162" 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">(3.4%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="572" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" bgcolor="#cceeff" 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" 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">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">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="53" 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="18" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">600</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">CMP Susquehanna Corp. Rule 144A, Senior Subordinated Notes (Callable 05/15/10 @ $104.94) &#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, 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">/15/14</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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">582,750</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" 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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">477,000</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">550</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Gray Television, Inc., Global Company Guaranteed Notes (Callable 12/15/06 @ $104.62)</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">(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">/15/11</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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">578,187</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">ION Media Networks, Inc., 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-, 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">/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">11.624</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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,282,969</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,075</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">995,719</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" bgcolor="#cceeff" 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" 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">/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">9.625</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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">980,000</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">600</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">XM Satellite Radio, Inc. Global Company Guaranteed Notes (Callable 05/01/08 @ $102.00) #</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, 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">/01/13</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">9.871</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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">567,000</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,650</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="318" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Young Broadcasting, Inc., Global Senior Subordinated Notes (Callable 01/15/09 @ $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-, 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">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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,427,250</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="488" 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="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">7,900,875</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="162" 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">(8.6%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="572" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,450</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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) &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">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">9.375</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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,450,000</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">CCH I Holdings LLC, Global Company Guaranteed Notes (Callable 09/30/07 @ $103.92) &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-, 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">/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">11.750</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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">878,938</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">2,650</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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">(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">/01/15</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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">2,567,187</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">CCH II 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-, 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">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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">2,593,750</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">925</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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)</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">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">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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">945,812</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Charter Communications Holdings LLC, Senior Discount Notes (Callable 04/01/07 @ $100.00) #&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-, 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">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">9.920</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="53" bgcolor="#cceeff" 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="18" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,850</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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">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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,833,812</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" 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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,647,344</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">175</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">DirecTV Holdings/Finance, Global Company Guaranteed Notes (Callable 06/15/10 @ $103.19) &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">(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">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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">168,438</font></td>
<td colspan="1" width="18" 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">See Accompanying Notes to Financial Statements.</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.=10,FOLIO='8',FILE='06-24497-19.ca',USER='bforo',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">October 31, 2006</font></p>
<table border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td colspan="3" width="162" 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="318" 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="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="3" width="162" 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="572" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="162" 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="572" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="135" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,150</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">EchoStar DBS Corp., Global Company Guaranteed Notes &sect;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(BB-, Ba3)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/14</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">6.625</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</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">1,112,625</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">825</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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+, 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">/15/14</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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">804,375</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" 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+, 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">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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,480,500</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">500</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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">&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">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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">518,750</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">200</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="318" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Insight Midwest/Insight Capital Corp., Senior Notes (Callable 10/01/07 @ $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">10</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">9.750</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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">204,000</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,825</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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">&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">/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">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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,831,844</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Mediacom LLC/Capital Corp., Senior Notes (Callable 02/15/07 @ $101.97)</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">/15/11</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">7.875</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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">825,000</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="488" 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="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">19,918,375</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="162" 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">(0.2%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="572" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">750</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">WMG Holdings Corp., Global 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-, 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">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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">577,500</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="162" 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">(1.5%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="572" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,600</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,728,000</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">PNA Group, Inc., Rule 144A, Senior Notes (Callable 09/01/11 @ $105.38) &#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">09</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">10.750</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="53" bgcolor="#cceeff" 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="18" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">725</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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">&nbsp;</td>
<td colspan="3" width="57" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(BBB-, Baa2)</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">/27/35</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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">778,773</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="488" 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="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">3,567,648</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="162" 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">(6.6%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="572" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,507</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="318" 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">(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">/15/12</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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,484,173</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,125</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,170,000</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Brookstone Company, Inc., Global Secured Notes (Callable 10/15/09 @ $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, 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">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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,164,000</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,250</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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)</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">8.375</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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,131,250</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,075</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="318" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">GameStop Corp., Global Company Guaranteed Notes (Callable 10/01/09 @ $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">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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,120,687</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">275</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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)</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">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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">285,312</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" 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+, 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">/01/10</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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,152,875</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">500</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">497,500</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">505</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="318" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Michaels Stores, Inc., Rule 144A, Senior Notes (Callable 11/01/10 @ $105.00) &#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, 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">/01/14</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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">508,156</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">895</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Michaels Stores, Inc., Rule 144A, Senior Subordinated Notes (Callable 11/01/11 @ $105.69) &#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">11</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">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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">900,594</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" bgcolor="#cceeff" 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" 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">/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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">472,500</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,585</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Neiman Marcus Group, Inc., Global Company Guaranteed Notes (Callable 10/15/10 @ $105.19) &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">(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">/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">10.375</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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,741,519</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">PCA LLC, Global 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">08</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">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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">240,000</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,275</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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">&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">06</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">11.875</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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,498,017</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">SGS International, Inc., Global Senior Subordinated Notes (Callable 12/15/09 @ $106.00)</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">12</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">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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">621,000</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,225</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,335,250</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="488" 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="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">15,322,833</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="162" 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">(0.4%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="572" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" bgcolor="#cceeff" 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" 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">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">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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">866,250</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="162" 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">&nbsp;</td>
<td colspan="19" width="572" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Giant Industries, Inc., Company Guaranteed 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-, 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">/15/14</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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">489,375</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">743</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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-, 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">/15/12</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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">806,155</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="488" 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="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">1,295,530</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="162" 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">(4.6%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="572" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" bgcolor="#cceeff" 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" 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">/31/06</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">10.625</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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">437,625</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">780</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Berry Plastics Holding Corp., Rule 144A, Secured Notes (Callable 09/15/10 @ $104.44) &#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+, 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">09</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">8.875</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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">791,700</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" bgcolor="#cceeff" 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" 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">/01/12</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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,466,562</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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) &#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+, 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">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">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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">970,000</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Crown Americas LLC, Global Senior Notes (Callable 11/15/10 @ $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">11</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">7.750</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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">670,313</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">50</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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">&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">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">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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">50,000</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" bgcolor="#cceeff" 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" 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">/15/14</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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,234,187</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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">(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">/01/14</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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">905,000</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">154</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="318" 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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">158,620</font></td>
<td colspan="1" width="18" 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">See Accompanying Notes to Financial Statements.</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.=11,FOLIO='9',FILE='06-24497-19.ca',USER='bforo',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">October 31, 2006</font></p>
<table border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td colspan="3" width="162" 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="318" 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="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="3" width="162" 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="572" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="162" 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="572" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<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="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" bgcolor="#cceeff" 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 @ $104.13) &#135;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B, B3)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">05</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/13</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.250</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">879,750</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">800</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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">&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">/15/15</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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">832,000</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Pliant Corp., Global Secured Notes (Callable 06/01/07 @ $105.56)</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">/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">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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">784,000</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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)</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-, 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">/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">11.625</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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">624</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,825</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="318" 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">(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">/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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,551,250</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="488" 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="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">10,731,631</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="162" 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="572" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">700</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Athena Neurosciences Finance LLC, 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">/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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">703,500</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="162" 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">(6.2%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="572" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,225</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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 05/01/07 @ $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">(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">/01/09</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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,166,812</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" 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+, 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">/15/12</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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,627,031</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Cenveo Corp., Global Senior Subordinated Notes (Callable 12/01/08 @ $103.94)</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-, 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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">950,000</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" 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) +</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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,752,500</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">50</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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">&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">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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">50,813</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" bgcolor="#cceeff" 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" 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">/15/11</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">11.750</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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,184,500</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,475</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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">&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">10</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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,338,562</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" bgcolor="#cceeff" 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" 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">/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">9.875</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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">618,844</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">2,950</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">R.H. Donnelley Corp., Series A-2, Global Senior Discount Notes (Callable 01/15/09 @ $103.44) &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, 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">/15/13</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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">2,791,437</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">R.H. Donnelley Corp., Series A-3, Global Senior Notes (Callable 01/15/11 @ $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">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">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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">259,063</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,100</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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 06/15/07 @ $102.72)</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">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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,100,000</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" 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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,457,250</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="488" 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="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">14,296,812</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="162" 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">(2.2%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="572" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,325</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Buffets, Inc., Rule 144A, Senior Unsecured Notes (Callable 11/01/10 @ $106.25) &#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">11</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">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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,338,250</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" 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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,410,750</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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+, 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">/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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">915,000</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Sbarro, Inc., Company Guaranteed Notes (Callable 09/15/07 @ $100.00) &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">09</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">11.000</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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,048,062</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">450</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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;&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">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">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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">364,500</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="488" 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="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">5,076,562</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="162" 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">(1.3%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="572" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">SunGard Data Systems, Inc., Global Company Guaranteed Notes (Callable 08/15/09 @ $104.56) &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-, 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">9.125</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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">703,688</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">2,275</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">SunGard Data Systems, Inc., Global Company Guaranteed Notes (Callable 08/15/10 @ $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">(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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">2,394,437</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="488" 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="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">3,098,125</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="162" 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">(2.0%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="572" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,325</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="318" 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+, 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">/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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,331,625</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,225</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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)</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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,218,875</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" 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="53" 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="18" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,225</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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 @ $105.62) &#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">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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,280,125</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">WCI Steel Escrow &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">/01/04</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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">24,675</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="488" 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="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">4,709,550</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="162" 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">(6.6%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="572" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,250</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Allied Security Escrow Corp., 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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,262,500</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Ashtead Capital, Inc., Rule 144A, Notes (Callable 08/15/11 @ $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">(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">/15/16</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">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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">423,000</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">914</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">DI Finance/Dyncorp International, Global Senior Subordinated Notes (Callable 02/15/09 @ $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">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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">955,130</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">150</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="318" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Education Management LLC, Rule 144A, Senior Notes (Callable 06/01/10 @ $104.38) &#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+, 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">/01/14</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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">154,500</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,075</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Education Management LLC, Rule 144A, Senior Subordinated Notes (Callable 06/01/11 @ $105.13) &#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">(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">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">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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,120,688</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" 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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">525,000</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">600</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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;</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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">661,500</font></td>
<td colspan="1" width="18" 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">See Accompanying Notes to Financial Statements.</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.=12,FOLIO='10',FILE='06-24497-19.ca',USER='bforo',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">October 31, 2006</font></p>
<table border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td colspan="3" width="162" 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="318" 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="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="3" width="162" 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="572" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="162" 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="572" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<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="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" 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 </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"> </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"> </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"> </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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"> <BR></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="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="3" width="318" bgcolor="#cceeff" align="left" valign="bottom">
<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="53" 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="18" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">750</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Iron Mountain, Inc., Company Guaranteed Notes (Callable 04/01/07 @ $102.88)</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">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">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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">776,250</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" 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 07/01/08 @ $103.31)</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, 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">/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">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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">238,750</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,500</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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">&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">/15/13</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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,361,250</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Language Line, Inc., Global Senior Subordinated 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+, 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">/15/12</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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">755,625</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">775</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Mobile Services Group, Inc., Rule 144A, Senior Notes (Callable 08/01/10 @ $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">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">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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">806,969</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Muzak LLC/Muzak Finance Corp., Global Senior Notes (Callable 02/15/07 @ $102.50)</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">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">10.000</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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">906,250</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,825</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">TDS Investor Corp., Rule 144A, Senior Subordinated Notes (09/01/11 @ 105.94) &#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-, 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">/01/16</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">11.875</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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,806,750</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" bgcolor="#cceeff" 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) &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">/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">7.000</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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,612,187</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">900</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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">&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">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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">933,750</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="488" 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="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">15,297,599</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="162" 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">(1.2%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="572" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">2,025</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="318" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Level 3 Communications, Inc. Convertible 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">(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">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">6.000</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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,842,750</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">775</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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 @ $104.62)</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+, 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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">821,500</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="488" 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="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">2,664,250</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="162" 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">(3.9%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="572" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,525</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="318" 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)</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">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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,563,125</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,225</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Hawaiian Telcom Communications, Inc., SeriesB, Global Company Guaranteed Notes <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(Callable 05/01/10 @ $106.25) &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+, 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">/01/15</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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,313,813</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Hughes Network Systems LLC, 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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">884,000</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">125</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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">&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">06</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">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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">125,625</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Level 3 Financing, Inc., Rule 144A, Senior Notes (Callable 11/01/10 @ $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-, 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">/01/14</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">9.250</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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">809,000</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,250</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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) &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">/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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,312,500</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">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="3" width="318" 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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">382,500</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,900</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Qwest Communications International, Inc., Series B, Global Company Guaranteed Notes <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(Callable 02/15/09 @ $103.75)</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">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">7.500</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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,947,500</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Windstream Corp., 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">(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">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">8.125</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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">375,375</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">375</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Windstream Corp., Rule 144A, Senior Notes (Callable 08/01/11 @ $104.31) &#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">(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">/01/16</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">8.625</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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">406,406</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="488" 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="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">9,119,844</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="162" 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">(4.7%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="572" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">50</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="318" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">American Tower Corp., Global Senior Notes (Callable 10/15/08 @ $103.56)</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">/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">7.125</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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">51,250</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">750</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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">&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">/15/13</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">10.125</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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">808,125</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Centennial Communications Corp. Global Senior Notes (Callable 01/01/09 @ $107.50)</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">01</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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,042,500</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,275</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Cricket Communications, Inc., Rule 144A, Senior Notes (Callable 11/01/10 @ $104.69) &#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">11</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">9.375</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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,306,875</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" 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, 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">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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">537,075</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,275</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,281,375</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" 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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">845,625</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">800</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">898,000</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Metro PCS Wireless, Inc., Rule 144A, Senior Notes (Callable 11/01/10 @ $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, 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">/01/14</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">9.250</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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,368,562</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">500</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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">&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">/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">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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">527,500</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,125</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" bgcolor="#cceeff" 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" 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">01</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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,144,688</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,225</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,169,875</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="488" 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="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">10,981,450</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="162" 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">(1.1%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="572" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" 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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,091,625</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">475</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">532,000</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" bgcolor="#cceeff" 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" 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">/01/12</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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">859,750</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="7" width="488" 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="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">2,483,375</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">See Accompanying Notes to Financial Statements.</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.=13,FOLIO='11',FILE='06-24497-19.ca',USER='bforo',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">October 31, 2006</font></p>
<table border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td colspan="3" width="162" 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="318" 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> </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="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="3" width="162" 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="572" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="162" 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="572" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<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="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" 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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,734,750</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,150</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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">(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">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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">941,563</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="488" 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="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">2,676,313</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="162" 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">(0.3%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="572" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" 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+, 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">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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">590,783</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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 $293,565,566)</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="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">297,164,811</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="162" 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">(13.0%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="572" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="162" 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">(0.4%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="572" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Maax Corp., Global Senior Subordinated Notes (Callable 06/15/08 @ $104.88) (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-, 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">9.750</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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">800,000</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="3" width="162" 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">(1.7%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="572" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Basell AF SCA, Rule 144A, Company Guaranteed Notes (Callable 08/15/10 @ $104.19) (Luxembourg) &#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">/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">8.375</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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,224,000</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,575</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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">&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">/15/16</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">8.500</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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,523,812</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" bgcolor="#cceeff" 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" 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">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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">995,313</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">150</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Rhodia SA, Global Senior Subordinated Notes (Callable 06/01/07 @ $104.44) (France) &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">/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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">158,250</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="488" 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="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">3,901,375</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="162" 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">(0.2%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="572" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Sensata Technologies BV, Rule 144A, Senior Notes (Callable 05/01/10 @ 104.00) (Netherlands) &#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-, 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">/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" 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">436,500</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="162" 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">(1.5%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="572" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Avago Technologies Finance, Rule 144A, Senior Notes (Callable 12/01/09 @ $105.06) (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">(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">/01/13</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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">479,250</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">600</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Avago Technologies Finance, Rule 144A, Senior Subordinated Notes (Callable 12/01/10 @ $105.94) <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(Singapore) &#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">12</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">11.875</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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">663,000</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" bgcolor="#cceeff" 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" 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">/01/11</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">7.875</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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">964,250</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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">&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">9.250</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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">746,250</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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>
<td colspan="3" width="318" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">NXP BV/NXP Funding LLC, Rule 144A, Senior Notes (Callable 10/15/11 @ $104.75) (Netherlands) &#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">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">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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">633,594</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="488" 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="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">3,486,344</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="162" 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">(0.5%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="572" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,175</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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 (Callable 08/01/09 @ $104.25) <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,158,844</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="162" 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">(1.8%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="572" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">600</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Abitibi-Consolidated, Inc., Global 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+, 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">/15/11</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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">538,500</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" 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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">920,062</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">850</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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+, 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">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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">816,000</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Smurfit Kappa Funding, Global Senior Notes (Callable 10/01/07 @ $104.81) (Ireland)</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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">797,813</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Smurfit Kappa Funding, 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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">947,500</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">380</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="318" 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 06/30/07 @ $100.00) (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">(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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">222,300</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="488" 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="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">4,242,175</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="162" 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="572" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,175</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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, 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">/15/14</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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,151,500</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="162" 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">(1.7%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="572" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,050</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Kabel Deutschland GmbH, Rule 144A, Company Guaranteed 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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,140,562</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">150</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="318" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">NTL Cable PLC, Global Senior Notes (Callable 08/15/11 @ $104.56) (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-, 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">/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">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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">158,438</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">700</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Ono Finance PLC, Rule 144A, Company Guaranteed Notes (Callable 05/15/09 @ $105.25) <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(United Kingdom) &#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+, 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">/15/14</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">10.500</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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">973,855</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" 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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">798,011</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">675</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Unity Media GmbH, Rule 144A, Senior Notes (Callable 02/15/10 @ $105.06) (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">(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">/15/15</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">10.125</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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">857,229</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="488" 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="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">3,928,095</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">See Accompanying Notes to Financial Statements.</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.=14,FOLIO='12',FILE='06-24497-19.ca',USER='bforo',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">October 31, 2006</font></p>
<table border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td colspan="3" width="162" 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="318" 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="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="3" width="162" 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="572" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="162" 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">(0.0%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="572" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="135" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,021</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">International Utility Structures, Inc., Yankee Senior Subordinated Notes (Canada) &oslash;^</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(NR, NR)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">02</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/08</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10.750</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</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">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="162" 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="572" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" 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" 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">503,750</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">800</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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)</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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">790,000</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="488" 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="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">1,293,750</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="162" 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"> (0.4%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="572" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" 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, 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">/01/15</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="53" 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="18" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="162" 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">(2.4%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="572" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Global Crossing UK Finance PLC, Global Company Guaranteed Notes (Callable 12/15/09 @ $105.38) <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(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-, 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">/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="53" bgcolor="#cceeff" 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="18" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,525</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Intelsat, Ltd. Global Notes (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="53" 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="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">2,200</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="318" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Intelsat, Ltd., Rule 144A, Senior Notes (Callable 06/15/11 @ $105.62) (Bermuda) &#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">06</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">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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">2,406,250</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">650</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Nordic Telephone Co. Holdings, Rule 144A, Senior Notes (Callable 05/01/11 @ $104.44) (Denmark) &#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="53" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">684,125</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="488" 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="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">5,554,312</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="162" 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">(0.2%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="572" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" bgcolor="#cceeff" 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" 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">/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">7.500</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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">536,250</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="162" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Telecommunication Equipment </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="572" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Nortel Networks, Ltd., Rule 144A, Company Guaranteed Notes (Canada) &#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">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">9.624</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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">440,938</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="162" 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">(0.0%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="572" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">IT Holdings Finance SA, Rule 144A, Senior Notes (Luxembourg) &#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">/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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">93,931</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="162" 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">(0.9%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="572" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" 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) &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">(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">/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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">289,250</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,725</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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="53" 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="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="488" 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="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">1,979,750</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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 $30,520,437)</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="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">30,033,764</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="162" 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="318" 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="90" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="162" 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"> (1.2%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="572" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="162" 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="572" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" 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="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="162" 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="572" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" 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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">84,502</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="162" 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">(0.4%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="572" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">28,600</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" 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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">845,702</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="162" 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="572" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" 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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">844,968</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="162" 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">(0.1%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="572" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8,208</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="318" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">WCI Steel Acquisition, 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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">225,720</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="162" 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"> (0.3%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="572" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" 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="53" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">774,169</font></td>
<td colspan="1" width="18" 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">See Accompanying Notes to Financial Statements.</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.=15,FOLIO='13',FILE='06-24497-19.ca',USER='bforo',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">October 31, 2006</font></p>
<table border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td colspan="3" width="162" 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="318" 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="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="3" width="162" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" bgcolor="#cceeff" 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 $2,955,282)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="57" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="51" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</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">2,775,061</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="162" 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">&nbsp;</td>
<td colspan="19" width="572" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="162" bgcolor="#cceeff" 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" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="572" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">5,000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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">&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="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">625</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="162" 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">(0.0%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="572" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" 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">&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="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">2,043</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="162" 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">(0.0%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="572" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="3" width="318" 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">&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="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">0</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" bgcolor="#cceeff" 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" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" bgcolor="#cceeff" 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" 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="3" width="51" 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">3,482</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="488" 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="3" width="51" 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">3,482</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="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="3" width="318" bgcolor="#cceeff" 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 $3,772,613)</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="3" width="51" 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">6,150</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="162" 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">(12.9%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="572" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="318" bgcolor="#cceeff" 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" 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="3" width="51" 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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" 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="318" 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">&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="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="162" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" bgcolor="#cceeff" 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" 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="3" width="51" 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">30,000,000</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="162" 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="318" 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> <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="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> <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="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> <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="3" width="162" 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">(10.6%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="572" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<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="135" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">594</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="318" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Bear Stearns &amp; Co., 5.31%, Dated 10/31/06, due 11/01/06, proceeds at maturity $594,088, <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(fully collateralized by U.S. Treasury Strips, due 11/15/16, Market Value of collateral is $613,353) &sect;&sect;</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="3" width="51" 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">594,000</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">4,968</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="318" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Bear Stearns &amp; Co., 3.98%, Dated 10/31/06, due 11/01/06, proceeds at maturity $4,968,871, <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(fully collateralized by U.S. Treasury Strips, due 11/15/16, Market Value of collateral is $5,117,565) &sect;&sect;</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="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">4,968,327</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="135" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">19,080</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="318" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Bear Stearns &amp; Co., 5.31%, Dated 10/31/06, due 11/01/06, proceeds at maturity $19,080,343, <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(fully collateralized by U.S. Treasury Strips, due 11/15/16, Market Value of collateral is $19,633,587) &sect;&sect;</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="3" width="51" 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">19,077,527</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="162" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="318" 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 $24,639,854)</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="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">24,639,854</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="162" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" 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"> (165.9%) (Cost $385,453,752)</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="3" width="51" 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">384,619,640</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="162" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="318" 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"> (-65.9%)</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="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">(152,854,700</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="162" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="318" 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="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="3" width="51" 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">231,764,940</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 ABBREVIATION</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 October 31, 2006, these securities amounted to a value of $60,139,671 or 26.0% 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 rate stated is as of October 31, 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 is currently 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 October 31, 2006.</font></p>
<p align="center"><font face="Times New Roman PS, Times New Roman, Times" size="1">See Accompanying Notes to Financial Statements.</font></p>
<p align="center"><font size="2" face="Times New Roman PS, Times New Roman, Times">14</font></p>
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<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">October 31, 2006</font></p>
<table border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td colspan="7" width="436" 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="333" 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 $54,639,854<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(Cost $385,453,752) (Note 2)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="20" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="65" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">384,619,640<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="333" 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">120,887</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="333" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Foreign currency at value (cost $980,069)</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">998,604</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="333" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Interest receivable</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">7,674,030</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="333" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Receivable for investments sold</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">5,418,592</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="333" 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">28,838</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="333" 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">398,860,591</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="436" 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="333" 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">267,619</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="333" 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">22,321</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="333" 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">108,000,000</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="333" 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">54,639,854</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="333" 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">3,417,419</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="333" 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">537,575</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="333" 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">48,581</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="333" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Unrealized depreciation on forward currency contracts (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">31,406</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="333" 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">&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">130,876</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="333" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Total Liabilities</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">167,095,651</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="436" 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">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="333" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Applicable to 55,410,002 shares outstanding</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">231,764,940</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="436" 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">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="333" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Capital stock, $0.001 par value (Note 6)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="65" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">55,410</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="333" 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">&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">472,859,084</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="333" bgcolor="#cceeff" 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" 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">(656,733</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="333" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Accumulated net realized loss on investments and foreign currrency transactions</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">(239,646,438</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="333" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Net unrealized depreciation from investments and foreign currency translations</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">(846,383</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="333" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Net Assets</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">231,764,940</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="333" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b><i>Net Asset Value Per Share ($231,764,940 &divide; 55,410,002)</i></b></font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</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">4.18</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="333" 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">&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">4.50</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="left"><font face="Times New Roman PS, Times New Roman, Times" size="1"><sup>1</sup>&nbsp;&nbsp;Including $52,183,882 of securities on loan.</font></p>
<p align="center"><font face="Times New Roman PS, Times New Roman, Times" size="1">See Accompanying Notes to Financial Statements.</font></p>
<p align="center"><font size="2" face="Times New Roman PS, Times New Roman, Times">15</font></p>
<hr size="3" width="100%" noshade color="gray" align="center">
<!-- SEQ.=17,FOLIO='15',FILE='06-24497-19.da',USER='bforo',CD='' -->
<br clear="all" style="page-break-before:always;">
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Credit Suisse High Yield Bond Fund</b></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Statement of Operations</b></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2">For the Year Ended October 31, 2006</font></p>
<table border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td colspan="7" width="436" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2"><b><i>Investment Income </i></b></font><font face="Times New Roman PS, Times New Roman, Times" size="2">(Note 2)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="333" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Interest</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="20" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="65" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">30,970,718</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="333" 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">572,538</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="333" 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">31,543,256</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="436" 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="333" 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">3,143,752</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="333" 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">178,505</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="333" 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">5,807,893</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="333" 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">121,241</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="333" 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">99,438</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="333" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Legal 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">65,032</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="333" 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">37,019</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="333" 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">32,350</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="333" 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">25,557</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="333" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Insurance 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">15,365</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="333" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Registration 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">14,190</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="333" 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">9,838</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="333" 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">9,550,180</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="333" 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">21,993,076</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="436" 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="333" 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">(4,374,616</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="333" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Net realized loss on foreign currency transactions</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">(17,733</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="333" bgcolor="#cceeff" 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" 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">10,868,951</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="333" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Net change in unrealized appreciation (depreciation) from foreign currency translations</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">(12,271</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="333" 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">6,464,331</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="333" 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">28,457,407</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">See Accompanying Notes to Financial Statements.</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.=18,FOLIO='16',FILE='06-24497-19.da',USER='bforo',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>Statements of Changes in Net Assets</b></font></p>
<table border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td colspan="3" width="294" valign="bottom">
&nbsp;</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, 2006</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="506" 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="294" 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">$</font></td>
<td colspan="1" width="64" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">21,993,076</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</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="294" 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="64" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(4,392,349</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="294" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Net change in unrealized appreciation (depreciation) on investments and foreign <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">currency transalations</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">10,856,680</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="294" 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="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">28,457,407</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="506" 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="294" 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="64" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(22,577,859</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="294" 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="64" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(2,225,450</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="64" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">&#151;</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="294" bgcolor="#cceeff" 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" 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">(24,803,309</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>
<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">(28,945,089</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="11" width="506" 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">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="294" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Reinvestment of dividends</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">2,350,913</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="64" bgcolor="#cceeff" 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" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="294" 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">&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">2,350,913</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">3,789,959</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="294" bgcolor="#cceeff" 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" 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">6,005,011</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">(18,763,097</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="11" width="506" 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">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="294" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Beginning of year</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">225,759,929</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="64" bgcolor="#cceeff" 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" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="294" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">End of year</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">$</font></td>
<td colspan="1" width="64" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">231,764,940</font></td>
<td colspan="1" width="18" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="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">225,759,929</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="294" bgcolor="#cceeff" 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" 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">$</font></td>
<td colspan="1" width="64" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(656,733</font></td>
<td colspan="1" width="18" bgcolor="#cceeff" align="left" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">)</font></td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</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">(4,620,587</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>
</table>

<p>&nbsp;</p>
<p align="center"><font face="Times New Roman PS, Times New Roman, Times" size="1">See Accompanying Notes to Financial Statements.</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.=19,FOLIO='17',FILE='06-24497-19.da',USER='bforo',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>Statement of Cash Flows</b></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2">For the Year Ended October 31, 2006</font></p>
<table border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td colspan="11" width="523" 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="277" 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="81" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">29,460,016</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="81" 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="277" 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="81" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(9,352,170</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="81" 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="277" 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="81" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(246,137,573</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="81" 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="277" 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="81" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">235,991,579</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="81" 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="277" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Net cash provided by operating activities</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="81" 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="81" 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">9,961,852</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="523" 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="277" 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="81" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">108,000,000</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="81" 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="277" 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="81" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(104,192,107</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="81" 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="277" 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="81" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(22,452,396</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="81" 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="277" 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="81" 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="81" 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">(18,644,503</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="277" 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="81" 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="81" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(8,682,651</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="277" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Cash &#151; beginning of year</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="81" 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="81" 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="277" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Cash &#151; end of year</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="81" 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">$</font></td>
<td colspan="1" width="81" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,119,491</font></td>
<td colspan="1" width="18" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="11" width="523" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2"><b><i>RECONCILIATION OF NET DECREASE IN NET ASSETS <BR></i></b></font><font face="Times New Roman PS, Times New Roman, Times" size="2"><b><i>FROM OPERATION TO NET CASH USED IN <BR></i></b></font><font face="Times New Roman PS, Times New Roman, Times" size="2"><b><i>OPERATING ACTIVITIES</i></b></font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="277" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Net increase in net assets resulting from operations</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="81" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"> </font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="81" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">28,457,407</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="11" width="523" 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="277" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Decrease 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="81" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">116,442</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="81" 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="277" 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="81" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">32,653</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="81" 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="277" 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="81" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">133,367</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="81" 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="277" 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="81" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">32,840</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="81" 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="277" 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="81" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(850</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="81" 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="277" 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="81" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(2,199,682</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="81" 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="277" 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="81" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(246,137,573</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="81" 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="277" 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="81" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">235,991,579</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="81" 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="277" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Net change in unrealized appreciation on investments and foreign currencies</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="81" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(10,856,680</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="81" 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="277" 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 currencies</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="81" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">4,392,349</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="81" 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="277" 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="81" 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="81" 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">(18,495,555</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="277" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Net cash provided by operating 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="81" 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="81" 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">9,961,852</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="523" 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="277" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Dividend reinvestments</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="81" 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="81" 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">2,350,913</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">See Accompanying Notes to Financial Statements.</font></p>
<p align="center"><font size="2" face="Times New Roman PS, Times New Roman, Times">18</font></p>
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<p align="center"><font size="2" face="Times New Roman PS, Times New Roman, Times">19</font></p>
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<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="31" width="768" 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="31" width="768" 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>Per share operating performance</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>10/31/06</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">$</font></td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">4.12</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</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">4.53</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="1015" 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="45" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">0.40</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">0.47</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 and <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">foreign currency transactions</font></td>
<td colspan="1">&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">0.11</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">(0.35</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="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">0.51</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">0.12</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="1015" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b><i>LESS DIVIDENDS</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="45" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(0.42</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">(0.51</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="45" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(0.03</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">(0.02</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 dividends</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="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">(0.45</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">(0.53</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="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="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">$</font></td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">4.18</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</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">4.12</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">$</font></td>
<td colspan="1" width="45" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">4.50</font></td>
<td colspan="1" width="23" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</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">4.77</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="3" width="247" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Total return (market value)<sup>4</sup></font></td>
<td colspan="1" 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">5.23</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">2.71</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">25.49</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">35.07</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">(2.15</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">(3.21</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">(12.15</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">(5.71</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>
</tr>
<tr>
<td colspan="35" width="1015" 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">&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 assets, end of period (000s omitted)</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">$</font></td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">231,765</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</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">255,760</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">$</font></td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">244,523</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</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">229,255</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">$</font></td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">180,889</font></td>
<td colspan="1" width="25" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</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">219,440</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">$</font></td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">286,838</font></td>
<td colspan="1" width="25" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</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">358,679</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">Average debt per share</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">$</font></td>
<td colspan="1" width="45" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1.96</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="45" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">2.05</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">$</font></td>
<td colspan="1" width="45" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">2.05</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="45" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1.81</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">$</font></td>
<td colspan="1" width="45" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1.99</font></td>
<td colspan="1" width="25" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="45" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">2.49</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">$</font></td>
<td colspan="1" width="45" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">3.47</font></td>
<td colspan="1" width="25" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="45" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">3.18</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">Ratio of expenses to average net 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="45" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">4.20</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">3.27</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">2.51</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">2.57</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">2.91</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">4.29</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">4.81</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">3.62</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 expenses to average net assets excluding interest expenses</font></td>
<td colspan="1">&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">1.65</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">1.68</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">1.70</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">1.73</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">1.78</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">1.73</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">1.61</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">1.53</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 net investment income to average net 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="45" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.67</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">10.72</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">11.99</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">13.85</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">15.17</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">15.22</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">12.90</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">11.24</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">Portfolio turnover rate</font></td>
<td colspan="1">&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">61.91</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">31.05</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">12.10</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">15.96</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">33.22</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">46.11</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">31.29</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">60.23</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>
</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 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.=22,FOLIO='20',FILE='06-24497-19.ea',USER='bforo',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="7" width="348" 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>Per share operating performance</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>10/31/98</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 and <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">foreign currency transactions</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>LESS DIVIDENDS</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 dividends</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="3" width="247" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Total return (market value)<sup>4</sup></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">(1.74</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="7" width="348" 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">&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 assets, end of period (000s omitted)</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">$</font></td>
<td colspan="1" width="54" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">359,956</font></td>
<td colspan="1" width="27" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="247" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Average debt per share</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="20" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="54" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1.02</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">Ratio of expenses to average net 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="54" 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="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 expenses to average net assets excluding interest expenses</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">1.16</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 net investment income to average net 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="54" bgcolor="#cceeff" 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" 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">Portfolio turnover rate</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">15.26</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>
</table>

<p>&nbsp;</p>
<p align="center"><font face="Times New Roman PS, Times New Roman, Times" size="1">See Accompanying Notes to Financial Statements.</font></p>
<p align="center"><font size="2" face="Times New Roman PS, Times New Roman, Times">21</font></p>
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<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">October 31, 2006</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. Equity investments are valued at market value, which is generally determined using the closing price on the exchange or market on which the security is primarily traded at the time of valuation ("Valuation Time"). If no sales are reported, equity 
investments are generally valued at the most recent bid quotation as of the Valuation Time or at the lowest asked quotation in the case of a short sale of securities. Investments in mutual funds are valued at the mutual fund's closing net asset value per share on the day of valuation. Securities and other assets for which market quotations are not readily available, or whose values have been materially affected by events occuring before the Fund's Valuation Time but after the close of the securities' primary markets, are valued at fair value as determined in good faith by, or under the direction of, the Board of Trustees under procedures establised by the Board of Trustees. At October 31, 2006, the Fund held 0.08% of its net assets in securities valued at fair value as determined in good faith under procedures established by the Board of Trustees with an aggregate cost of $4,335,629 and fair value of $193,200. The Fund's estimate of fair value assumes a willing buyer and a willing seller neither acting under
 the compulsion to buy or sell. Although these securities may be resold in privately negotiated transactions, the prices realized on such sales could differ from the prices originally paid by the Fund or the current carrying values, and the difference could be material.</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.</font></p>
<p align="center"><font size="2" face="Times New Roman PS, Times New Roman, Times">22</font></p>
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<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">October 31, 2006</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. Distributions of net realized capital gains, if any, are declared and paid at least annually. However, to the extent that a net realized capital gain can be reduced by a capital loss carryforward, such gain will not be distributed. 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 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 have the Fund 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 year ended October 31, 2006, total earnings from the Fund's investment in cash collateral received in connection with the securities lending arrangement was $3,132,695 of which $2,560,157 was rebated to the Borrower. The Fund retained $572,538 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">23</font></p>
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<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">October 31, 2006</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">I) FORWARD FOREIGN CURRENCY CONTRACTS &#151; The Fund may enter into forward foreign currency contracts for the purchase or sale of a specific foreign currency at a fixed price on a future date. Risks may arise upon entering into these contracts from the potential inability of counterparties to meet the terms of their contracts and from unanticipated movements in the value of a foreign currency. The Fund will enter into forward foreign currency contracts primarily for hedging purposes. Forward foreign currency contracts are adjusted by the daily exchange rate of the underlying currency and any gains or losses are recorded for financial statement purposes as unrealized until the contract settlement date or an offsetting position is entered into. At October 31, 2006, the Fund had the following open forward foreign currency contracts:</font></p>
<table border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td colspan="3" width="83" 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>Forward Foreign <BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Currency Contract</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="60" 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>Expiration Date</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>Foreign<BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Currency To Be Sold</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>Contract Amount</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>Contract Value</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>Unrealized (Loss)</b></font></td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="83" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">British Pound</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="60" 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">/27/06</font></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">&pound;</font></td>
<td colspan="1" width="74" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(525,000</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="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="64" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(981,393</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="19" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="58" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(1,002,326</font></td>
<td colspan="1" width="18" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">)</font></td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="65" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(20,933</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="83" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">European Economic Unit</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="60" 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">/27/06</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="19" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">&euro;</font></td>
<td colspan="1" width="74" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(1,500,000</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="19" 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">(1,910,970</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="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="58" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(1,921,443</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="19" 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">(10,473</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="7" width="143" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="111" 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">$</font></td>
<td colspan="1" width="64" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(2,892,363</font></td>
<td colspan="1" width="18" bgcolor="#cceeff" align="left" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">)</font></td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="58" 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">(2,923,769</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>
<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="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">(31,406</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>
</table>

<p>&nbsp;</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 year ended October 31, 2006, investment advisory fees earned were $3,143,752. Effective January 1, 2007, Credit Suisse has agreed to voluntarily waive a portion of its investment advisory fee. After waivers the fee will be as folllows: an annual rate of 0.85% of the first $250 million of the average weekly value of the Fund's total net assets minus the sum of liabilities (other tha
n aggregate indebtness constituting leverage) and 0.60% of the average weekly value of the Fund's total net assets minus the sum of liabilites (other than aggregate indebtness constituting leverage) greater than $250 million.</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 year ended October 31, 2006, administrative services fees earned by SSB (including out-of-pocket expenses) were $178,505.</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 year ended October 31, 2006, Merrill was paid $6,882 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 </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.=26,FOLIO='24',FILE='06-24497-19.fa',USER='bforo',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">October 31, 2006</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">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 October 31, 2006 the Fund had loans outstanding under the Agreement of $108,000,000. During the year ended October 31, 2006, the Fund had borrowings under the Agreement as follows:</font></p>
<table border="0" cellspacing="0" cellpadding="0">
<tr>
<td colspan="3" width="82" align="left" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Average Daily<BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Loan Balance</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="97" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Weighted Average<BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Interest Rate</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="93" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Maximum Daily <BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Loan Outstanding</b></font></td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="19" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="55" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">108,487,671</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="68" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">4.853</font></td>
<td colspan="1" width="21" 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="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="66" bgcolor="#cceeff" 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="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 year ended October 31, 2006, purchases and sales of investment securities (excluding short-term investments) were $209,909,003 and $202,513,670, respectively.</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="277" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="119" 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, 2006</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="119" 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="277" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Shares issued through reinvestment of dividends </font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="81" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">570,527</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="81" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">861,846</font></td>
<td colspan="1" width="18" 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. Federal Income Taxes</b></font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">Income and capital gain distributions are determined in accordance with federal income tax regulations, which may differ from GAAP.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">The tax characteristics of dividends and distributions paid during the years ended October 31, 2006 and 2005 by the Fund were as follows:</font></p>
<table border="0" cellspacing="0" cellpadding="0">
<tr>
<td colspan="7" width="168" 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>Ordinary Income</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="7" width="160" 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>Return of Capital</b></font></td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="80" 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>2006</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="80" 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>2005</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="76" 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>2006</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="76" 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>2005</b></font></td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="1" width="20" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="52" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">22,577,859</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="52" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">27,812,807</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="20" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="48" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">2,225,450</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</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">1,132,282</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><font face="Times New Roman PS, Times New Roman, Times" size="2">The tax basis of components of distributable earnings differ from the amounts reflected in the Statement of Assets and Liabilities by temporary book/tax differences. These differences are primarily due to losses deferred on wash sales, foreign currency gain/(loss), and income from defaulted bonds. At October 31, 2006, the components of distributable earnings on a tax basis for the Fund were as follows:</font></p>
<table border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td colspan="3" width="107" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Accumulated net realized loss</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">$</font></td>
<td colspan="1" width="59" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(239,641,777</font></td>
<td colspan="1" width="18" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">)</font></td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="107" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Unrealized depreciation</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="59" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(1,507,777</font></td>
<td colspan="1" width="18" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">)</font></td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="107" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt; padding:0in 0in 0in 0in;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="59" 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">(241,149,554</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>
</table>

<p>&nbsp;</p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">At October 31, 2006, the Fund had capital loss carryforwards of $239,641,777 available to offset possible future capital gains as follows:</font></p>
<table border="0" cellspacing="0" cellpadding="0">
<tr>
<td colspan="31" 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>&nbsp;&nbsp;Expires October 31,</b></font></td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="3" 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>2007</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" 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>2008</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" 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>2009</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" 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>2010</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" 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>2011</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" 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>2012</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" 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>2013</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" 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>2014</b></font></td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="1" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">30,606,551</font></td>
<td colspan="1" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">37,573,747</font></td>
<td colspan="1" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">68,628,620</font></td>
<td colspan="1" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">77,916,490</font></td>
<td colspan="1" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8,291,239</font></td>
<td colspan="1" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">6,096,544</font></td>
<td colspan="1" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,583,878</font></td>
<td colspan="1" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8,944,708</font></td>
<td colspan="1" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
</table>

<p>&nbsp;</p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">During the tax year ended October 31, 2006, the Fund had $13,855,150 of capital loss carryforward expire.</font></p>
<p align="center"><font size="2" face="Times New Roman PS, Times New Roman, Times">25</font></p>
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<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">October 31, 2006</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">It is unlikely that the Fund will realize the full benefit of these losses prior to expiration.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">At October 31, 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 $386,146,549, $9,465,281, $(10,992,190) and $(1,526,909), respectively.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">At October 31, 2006, the Fund reclassified $6,774,087 to net investment loss and $9,306,513 to accumulated net realized loss from investments from paid in capital, to adjust for current period permanent book/tax differences which arose principally from differing book/tax treatments on sales of defaulted bonds, foreign currency gain/(loss), capital loss carryforwards and Return of Capital Distributions. Net assets were not affected by these reclassifications.</font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Note 9. 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="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Note 10. Recent Accounting Pronouncements</b></font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">During June 2006, the Financial Accounting Standards Board ("FASB") issued FASB Interpretation 48 ("FIN 48" or the "Interpretation"), </font><font face="Times New Roman PS, Times New Roman, Times" size="2"><i>Accounting for Uncertainty in Income Taxes &#151; an interpretation of FASB statement 109.</i></font><font face="Times New Roman PS, Times New Roman, Times" size="2"> FIN 48 supplements FASB Statement 109, </font><font face="Times New Roman PS, Times New Roman, Times" size="2"><i>Accounting for Income Taxes</i></font><font face="Times New Roman PS, Times New Roman, Times" size="2">, by defining the confidence level that a tax position must meet in order to be recognized in the financial statements. FIN 48 prescribes a comprehensive model for how a fund should recognize, measure, present, and disclose in its financial statements uncertain tax positions that the fund has taken or expects to take on a tax return. FIN 48 requires that the t
ax effects of a position be recognized only if it is "more likely than not" to be sustained based solely on its technical merits. Management must be able to conclude that the tax law, regulations, case law, and other objective information regarding the technical merits sufficiently support the position's sustainability with a likelihood of more than 50 percent. FIN 48 is effective for fiscal periods beginning after December 15, 2006. At adoption, the financial statements must be adjusted to reflect only those tax positions that are more likely than not to be sustained as of the adoption date.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">On September 20, 2006, the FASB released Statement of Financial Accounting Standards No. 157 "Fair Value Measurements" ("FAS 157"). FAS 157 establishes an authoritative definition of fair value, sets out a framework for measuring fair value, and requires additional disclosures about fair-value measurements. The application of FAS 157 is required for fiscal years, beginning after November 15, 2007 and interim periods within those fiscal years.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">At this time, management is evaluating the implications of FIN 48 and FAS 157 and their impact on the financial statements has not yet been determined.</font></p>
<p align="center"><font size="2" face="Times New Roman PS, Times New Roman, Times">26</font></p>
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<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>Report of Independent Registered Public Accounting Firm</b></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2">To the Board of Trustees and Shareholders of<BR>Credit Suisse High Yield Bond Fund:</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">In our opinion, the accompanying statement of assets and liabilities, including the schedule of investments, and the related statements of operations, of changes in net assets, and of cash flows and the financial highlights present fairly, in all material respects, the financial position of Credit Suisse High Yield Bond Fund (the "Fund") at October 31, 2006, the results of its operations and its cash flows for the year then ended, the changes in its net assets for each of the two years in the period then ended and the financial highlights for each of six years in the period then ended, in conformity with accounting principles generally accepted in the United States of America. These financial statements and financial highlights (hereafter referred to as "financial statements") are the responsibility of the Fund's management; our responsibility is to express an opinion on these financial statements based on our audits. We conducted our audits
 of these financial statements in accordance with the standards of the Public Company Accounting Oversight Board (United States). Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement. An audit includes examining, on a test basis, evidence supporting the amounts and disclosures in the financial statements, assessing the accounting principles used and significant estimates made by management, and evaluating the overall financial statement presentation. We believe that our audits, which included confirmation of securities at October 31, 2006 by correspondence with the custodian and brokers, provide a reasonable basis for our opinion. The financial highlights of the fund for each of the periods presented in the period ended October 31, 2000 were audited by other independent auditors, whose report dated December 20, 2000 expressed an unqualified opinion on these financial statements containing those finan
cial highlights.</font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2">PricewaterhouseCoopers LLP</font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2">Baltimore, Maryland<BR>December 18, 2006</font></p>
<p align="center"><font size="2" face="Times New Roman PS, Times New Roman, Times">27</font></p>
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<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>Results of Annual Meeting of Shareholder (unaudited)</b></font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">On April 20, 2006, the Annual Meeting of Shareholders of the Credit Suisse High Yield Bond Fund (the "Fund") was held and the following matter was voted upon:</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">(1) To elect three trustees to the Board of Trustees of the Fund:</font></p>
<table border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td colspan="3" width="107" 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>Name of Trustee</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="2"><b>For</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="74" 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>Withheld</b></font></td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="107" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">James J. Cattano</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="62" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">50,596,471</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="58" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">1,037,988</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="107" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">Steven Rappaport</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="62" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">50,613,052</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="58" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">1,021,407</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="107" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">Lawrence D. Haber</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="62" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">50,580,060</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="58" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">1,054,399</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><font face="Times New Roman PS, Times New Roman, Times" size="2">In addition to the trustees elected at the meeting, Enrique R. Arzac and Lawrence J. Fox continue to serve as Trustees of the Fund. Also, effective July 1, 2006, Terry Fires Bovarnick was appointed to serve as a Trustee of the Fund.</font></p>
<p align="center"><font size="2" face="Times New Roman PS, Times New Roman, Times">28</font></p>
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<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 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 </font></p>
<p align="center"><font size="2" face="Times New Roman PS, Times New Roman, Times">29</font></p>
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<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">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 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 requirem
ents 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">30</font></p>
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<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>Information Concerning Trustees and Officers (unaudited)</b></font></p>
<table border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td colspan="3" width="106" 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>Name, Address <BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>and Date of Birth</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="118" 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>Position(s)<BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Held with Fund</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="81" 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>Term <BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>of Office <BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>and <BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Length <BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>of Time <BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Served</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="1078" 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>Principal <BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Occupation(s) During<BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Past Five Years</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="76" 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 of<BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Portfolios in <BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Fund <BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Complex <BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Overseen by <BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Trustee</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="459" 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>Other <BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Directorships <BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Held by Trustee</b></font></td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="23" width="1926" align="left" valign="top">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Independent Trustees</b></font></td>
<td colspan="1">&nbsp;</td>
</tr>
<tr height="8"><td colspan="24" height="8"></td></tr>
<tr>
<td colspan="3" width="106" align="left" valign="top">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Enrique R. Arzac<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">c/o Credit Suisse Asset <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">Management, LLC.<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">Attn: General Counsel<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">Eleven Madison Avenue<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">New York, New York<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">10010<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">Date of Birth: 10/02/41</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="118" align="left" valign="top">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Chairman <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">of the Board of <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">Trustees; Nominating <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">Committee Chairman and <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">Audit Committee <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">Member</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="81" align="left" valign="top">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Chairman<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">since <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">2005 </font><font face="Times New Roman PS, Times New Roman, Times" size="1">and <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">Trustee since <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">2001</font><font face="Times New Roman PS, Times New Roman, Times" size="1">; current <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">term ends at <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">the 2008 <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">annual<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">meeting</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="1078" align="left" valign="top">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Professor of Finance and Economics, Graduate School of Business, <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">Columbia University since 1971.</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="top">
&nbsp;</td>
<td colspan="1" width="60" align="right" valign="top">
<font face="Times New Roman PS, Times New Roman, Times" size="1">42</font></td>
<td colspan="1" width="8" valign="top">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="459" align="left" valign="top">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Director of The Adams<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">Express Company (a closed-end investment company);<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">Director of Petroleum<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">and Resources Corporation (a closed-end investment company).</font></td>
<td colspan="1">&nbsp;</td>
</tr>
<tr height="8"><td colspan="24" height="8"></td></tr>
<tr>
<td colspan="3" width="106" align="left" valign="top">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Terry Fires Bovarnick<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">511 </font><font face="Times New Roman PS, Times New Roman, Times" size="1">Cambridge Road<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">Bala Cynwyd, <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">Pennsylvania 19004<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">Date of Birth: 05/02/58</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="118" align="left" valign="top">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Trustee;<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">Nominating <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">Committee and <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">Audit <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">Committee <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">Member</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="81" align="left" valign="top">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Since 2006; <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">current term <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">ends at the <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">2007 </font><font face="Times New Roman PS, Times New Roman, Times" size="1">annual <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">meeting</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="1078" align="left" valign="top">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Currently retired. Consultant to Chartwell Investment Partners from March 2002 to March 2003; Co-founder and Managing Partner of Chartwell Investment Partners from April 1997 to March 2002.</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="top">
&nbsp;</td>
<td colspan="1" width="60" align="right" valign="top">
<font face="Times New Roman PS, Times New Roman, Times" size="1">2</font></td>
<td colspan="1" width="8" valign="top">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="459" align="left" valign="top">
<font face="Times New Roman PS, Times New Roman, Times" size="1">None</font></td>
<td colspan="1">&nbsp;</td>
</tr>
<tr height="8"><td colspan="24" height="8"></td></tr>
<tr>
<td colspan="3" width="106" align="left" valign="top">
<font face="Times New Roman PS, Times New Roman, Times" size="1">James Cattano<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">c/o Primary Resources, Inc.<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">Executive Office<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">5100 </font><font face="Times New Roman PS, Times New Roman, Times" size="1">Tamiami Trail N.<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">Naples, FL 34103<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">Date of Birth: 06/24/43</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="118" align="left" valign="top">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Trustee;<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">Audit and<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">Nominating <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">Committee <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">Member</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="81" align="left" valign="top">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Since 2006;<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">Current term <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">ends at the <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">2009 </font><font face="Times New Roman PS, Times New Roman, Times" size="1">annual <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">meeting</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="1078" align="left" valign="top">
<font face="Times New Roman PS, Times New Roman, Times" size="1">President, Primary Resouces, Inc. (an</font><font size="1"> </font><font face="Times New Roman PS, Times New Roman, Times" size="1">international trading and manufacturing company specializing in the sale of agricultural commodities throughout Latin</font><font size="1"> </font><font face="Times New Roman PS, Times New Roman, Times" size="1">American markets) since October</font><font size="1"> </font><font face="Times New Roman PS, Times New Roman, Times" size="1">1996.</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="top">
&nbsp;</td>
<td colspan="1" width="60" align="right" valign="top">
<font face="Times New Roman PS, Times New Roman, Times" size="1">6</font></td>
<td colspan="1" width="8" valign="top">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="459" align="left" valign="top">
<font face="Times New Roman PS, Times New Roman, Times" size="1">None</font></td>
<td colspan="1">&nbsp;</td>
</tr>
<tr height="8"><td colspan="24" height="8"></td></tr>
<tr>
<td colspan="3" width="106" align="left" valign="top">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Lawrence J. Fox<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">One Logan Square<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">18th &amp; Cherry Streets<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">Philadelphia, <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">Pennsylvania<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">19103<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">Date of Birth: 07/17/43</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="118" align="left" valign="top">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Trustee, <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">Audit Committee Chairman and<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">Nominating<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">Committee <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">Member</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="81" align="left" valign="top">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Since <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">2001</font><font face="Times New Roman PS, Times New Roman, Times" size="1">; current <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">term ends at <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">the 2007 <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">annual <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">meeting</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="1078" align="left" valign="top">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Partner of Drinker Biddle &amp; Reath <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(law firm) since 1972.</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="top">
&nbsp;</td>
<td colspan="1" width="60" align="right" valign="top">
<font face="Times New Roman PS, Times New Roman, Times" size="1">6</font></td>
<td colspan="1" width="8" valign="top">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="459" align="left" valign="top">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Director, Winthrop Trust Company.</font></td>
<td colspan="1">&nbsp;</td>
</tr>
<tr height="8"><td colspan="24" height="8"></td></tr>
<tr>
<td colspan="3" width="106" align="left" valign="top">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Steven N. Rappaport<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">Lehigh Court, LLC<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">40 </font><font face="Times New Roman PS, Times New Roman, Times" size="1">East 52nd Street<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">New York, New York<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">10022<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">Date of Birth: 07/10/48</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="118" align="left" valign="top">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Trustee, <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">Audit and<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">Nominating <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">Committee <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">Member</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="81" align="left" valign="top">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Since 2005; <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">current term <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">ends at the <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">2009 </font><font face="Times New Roman PS, Times New Roman, Times" size="1">annual <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">meeting</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="1078" align="left" valign="top">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Partner of Lehigh Court, LLC and RZ Capital (private investment firms) from July 2002 to present; Transition Adviser to SunGard Securities Finance, Inc. from February 2002 to July 2002; President of SunGard Securities Finance, Inc. from 2001 to February</font><font size="1"> </font><font face="Times New Roman PS, Times New Roman, Times" size="1">2002; President of Loanet, Inc. (on-line accounting service) from 1997 to 2001.</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="top">
&nbsp;</td>
<td colspan="1" width="60" align="right" valign="top">
<font face="Times New Roman PS, Times New Roman, Times" size="1">42</font></td>
<td colspan="1" width="8" valign="top">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="459" align="left" valign="top">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Director of Presstek, Inc. (digital imaging technologies company); Director of Wood Resources, LLC. (plywood manufacturing company).</font></td>
<td colspan="1">&nbsp;</td>
</tr>
<tr height="8"><td colspan="24" height="8"></td></tr>
</table>

<p>&nbsp;</p>
<p align="center"><font size="2" face="Times New Roman PS, Times New Roman, Times">31</font></p>
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<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>Information Concerning Trustees and Officers (unaudited) (continued)</b></font></p>
<table border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td colspan="3" width="106" 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>Name, Address <BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>and Date of Birth</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="118" 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>Position(s)<BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Held with Fund</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="81" 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>Term <BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>of Office <BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>and <BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Length <BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>of Time <BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Served</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="1078" 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>Principal <BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Occupation(s) During<BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Past Five Years</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="76" 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 of<BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Portfolios in <BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Fund <BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Complex <BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Overseen by <BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Trustee</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="459" 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>Other <BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Directorships <BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Held by Trustee</b></font></td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="23" width="1926" align="left" valign="top">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Interested Trustee</b></font></td>
<td colspan="1">&nbsp;</td>
</tr>
<tr height="8"><td colspan="24" height="8"></td></tr>
<tr>
<td colspan="3" width="106" align="left" valign="top">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Lawrence D. Haber*<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">c/o Credit Suisse Asset <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">Management, LLC.<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">Attn: General Counsel<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">Eleven Madison Avenue<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">New York, New York<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">10010<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">Date of Birth: 06/27/51</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="118" align="left" valign="top">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Trustee</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="81" align="left" valign="top">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Since 2006; <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">current term <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">ends at the <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">2007 </font><font face="Times New Roman PS, Times New Roman, Times" size="1">annual meeting</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="1078" align="left" valign="top">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Managing Director and Chief Operating Officer of Credit Suisse; Member of Credit Suisse's Management Committee; Chief Financial Officer of Merrill Lynch Investment Managers from 1997 to</font><font size="1"> </font><font face="Times New Roman PS, Times New Roman, Times" size="1">2003.</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="top">
&nbsp;</td>
<td colspan="1" width="60" align="right" valign="top">
<font face="Times New Roman PS, Times New Roman, Times" size="1">6</font></td>
<td colspan="1" width="8" valign="top">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="459" align="left" valign="top">
<font face="Times New Roman PS, Times New Roman, Times" size="1">None</font></td>
<td colspan="1">&nbsp;</td>
</tr>
<tr height="8"><td colspan="24" height="8"></td></tr>
</table>

<p>&nbsp;</p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="1">*&nbsp;&nbsp;&nbsp;&nbsp;Mr. Haber is an "interested person" of the Fund as defined in the Investment Company Act of 1940 by virtue of his current position as an officer of Credit Suisse.</font></p>
<p align="center"><font size="2" face="Times New Roman PS, Times New Roman, Times">32</font></p>
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<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>Information Concerning Trustees and Officers (unaudited) (continued)</b></font></p>
<table border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<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>Name, Address <BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>and Date of Birth</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="261" 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>Position(s)<BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Held with Fund</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="48" 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>Term <BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>of Office <BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>and <BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Length <BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>of Time <BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Served</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="679" 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><BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Principal Occupation(s) During Past Five Years</b></font></td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="95" align="left" valign="top">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Officers**</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="261" align="left" valign="top">
<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="48" align="left" valign="top">
<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="679" align="left" valign="top">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b> </b></font></td>
<td colspan="1">&nbsp;</td>
</tr>
<tr height="8"><td colspan="16" height="8"></td></tr>
<tr>
<td colspan="3" width="95" align="left" valign="top">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Martha B. Metcalf<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">Credit Suisse Asset<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">Management, LLC<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">Eleven Madison Avenue<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">New York, New York<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">10010<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">Date of Birth: 04/09/65</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="261" align="left" valign="top">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Chief <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">Investment <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">Officer</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="48" align="left" valign="top">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Since 2005</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="679" align="left" valign="top">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Managing Director; Associated with Credit Suisse since <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">2005; Managing Director and Portfolio Manager of Invesco from 2000 to 2005; Officer of other Credit Suisse Funds.</font></td>
<td colspan="1">&nbsp;</td>
</tr>
<tr height="8"><td colspan="16" height="8"></td></tr>
<tr>
<td colspan="3" width="95" align="left" valign="top">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Steven B. Plump<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">Credit Suisse Asset<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">Management, LLC<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">Eleven Madison Avenue<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">New York, New York<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">10010<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">Date of Birth: 02/08/59</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="261" align="left" valign="top">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Chief Executive <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">Officer and President</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="48" align="left" valign="top">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Since 2005</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="679" align="left" valign="top">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Managing Director; Associated with Credit Suisse or its</font><font size="1"> </font><font face="Times New Roman PS, Times New Roman, Times" size="1">predecessor since 1995; Officer of other Credit Suisse Funds.</font></td>
<td colspan="1">&nbsp;</td>
</tr>
<tr height="8"><td colspan="16" height="8"></td></tr>
<tr>
<td colspan="3" width="95" align="left" valign="top">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Emidio Morizio<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">Credit Suisse Asset<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">Management, LLC<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">Eleven Madison Avenue<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">New York, New York<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">10010<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">Date of Birth: 09/21/66</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="261" align="left" valign="top">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Chief Compliance Officer</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="48" align="left" valign="top">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Since 2004</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="679" align="left" valign="top">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Director and Global Head of Compliance of Credit Suisse. Associated with Credit Suisse since July 2000; Officer of other Credit Suisse Funds.</font></td>
<td colspan="1">&nbsp;</td>
</tr>
<tr height="8"><td colspan="16" height="8"></td></tr>
<tr>
<td colspan="3" width="95" align="left" valign="top">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Michael A. Pignataro<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">Credit Suisse Asset<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">Management, LLC<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">Eleven Madison Avenue<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">New York, New York<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">10010<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">Date of Birth: 11/15/59</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="261" align="left" valign="top">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Chief <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">Financial Officer and <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">Vice President</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="48" align="left" valign="top">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Since 2000</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="679" align="left" valign="top">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Director and Director of Fund Administration of Credit <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">Suisse; Associated with Credit Suisse or its predecessor <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">since 1984; Officer of other Credit Suisse Funds.</font></td>
<td colspan="1">&nbsp;</td>
</tr>
<tr height="8"><td colspan="16" height="8"></td></tr>
<tr>
<td colspan="3" width="95" align="left" valign="top">
<font face="Times New Roman PS, Times New Roman, Times" size="1">J. Kevin Gao<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">Credit Suisse Asset<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">Management, LLC<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">Eleven Madison Avenue<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">New York, New York<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">10010<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">Date of Birth: 10/13/67</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="261" align="left" valign="top">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Chief Legal Officer since 2006, Senior Vice President and Secretary since 2004</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="48" align="left" valign="top">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Since 2004</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="679" align="left" valign="top">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Director and Legal Counsel of Credit Suisse; Associated with Credit Suisse since July 2003; Associated with the law firm of Willkie Farr &amp; Gallagher LLP from 1998 to</font><font size="1"> </font><font face="Times New Roman PS, Times New Roman, Times" size="1">2003; Officer of other Credit Suisse Funds.</font></td>
<td colspan="1">&nbsp;</td>
</tr>
<tr height="8"><td colspan="16" height="8"></td></tr>
</table>

<p>&nbsp;</p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="1">**&nbsp;&nbsp;The officers of the Fund shown are officers that make policy decisions.</font></p>
<p align="center"><font size="2" face="Times New Roman PS, Times New Roman, Times">33</font></p>
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<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>Information Concerning Trustees and Officers (unaudited) (continued)</b></font></p>
<table border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<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>Name, Address <BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>and Date of Birth</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="261" 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>Position(s)<BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Held with Fund</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="48" 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>Term <BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>of Office <BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>and <BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Length <BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>of Time <BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Served</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="679" 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><BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Principal Occupation(s) During Past Five Years</b></font></td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="95" align="left" valign="top">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Officers**</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="261" align="left" valign="top">
<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="48" align="left" valign="top">
<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="679" align="left" valign="top">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b> </b></font></td>
<td colspan="1">&nbsp;</td>
</tr>
<tr height="8"><td colspan="16" height="8"></td></tr>
<tr>
<td colspan="3" width="95" align="left" valign="top">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Robert Rizza<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">Credit Suisse Asset<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">Management, LLC<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">Eleven Madison Avenue<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">New York, New York<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">10010<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">Date of Birth: 12/09/65</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="261" align="left" valign="top">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Treasurer</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="48" align="left" valign="top">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Since 2001</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="679" align="left" valign="top">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Vice President of Credit Suisse; Associated with Credit Suisse since 1998; Officer of other Credit Suisse Funds.</font></td>
<td colspan="1">&nbsp;</td>
</tr>
<tr height="8"><td colspan="16" height="8"></td></tr>
</table>

<p>&nbsp;</p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="1">**&nbsp;&nbsp;The officers of the Fund shown are officers that make policy decisions.</font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Annual Certifications (unaudited)</b></font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">The Fund's Chief Executive Officer has filed an annual certification with AMEX that, as of the date of the certification, he was unaware of any violation by the Fund of the AMEX's corporate governance listing standards. The Fund's Chief Executive Officer and Chief Financial Officer have also filed certifications with the SEC as part of the Fund's Form N-CSR filings that cover certain public disclosure documents of the Fund, including its annual and semi-annual reports to stockholders.</font></p>
<p align="center"><font size="2" face="Times New Roman PS, Times New Roman, Times">34</font></p>
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<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>Tax Information Letter</b></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2">October 31, 2006 (unaudited)</font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Important Tax Information for Shareholders</b></font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">For the fiscal year ended October 31, 2006 certain dividends paid by the Fund may be subject to a maximum tax rate of 15%, as provided for by the Jobs and Growth Tax Relief Reconciliation Act of 2003. Complete information will be reported in conjunction with your 2006 Form 1099-DIV.</font></p>
<p align="center"><font size="2" face="Times New Roman PS, Times New Roman, Times">35</font></p>
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<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 (unaudited)</b></font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">Information regarding how the 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, 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 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">36</font></p>
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<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 align="left"><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</font><font size="2"> </font><font face="Times New Roman PS, Times New Roman, Times" size="2">1-800-293-1232 or visit our website on the Internet: 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 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 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 Growth 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 Core 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 Core Fund</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">Fund shares are not deposits or other obligation 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-day 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">37</font></p>
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<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. It's 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">38</font></p>
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<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-AR-1006</font></p>
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<div>
 <p align="right" style="margin:0pt 0pt .0001pt;text-align:right;"></p>

<p style="margin:0pt 0pt 12.0pt;"><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:0pt 0pt 12.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">The registrant has
adopted a code of ethics applicable to its Chief Executive Officer, President,
Chief Financial Officer and Chief Accounting Officer, or persons performing
similar functions. A copy of the code is filed as Exhibit 12(a)(1) to this
Form. There were no amendments to the code during the fiscal year ended October
31, 2006. There were no waivers or implicit waivers from the code granted by
the registrant during the fiscal year ended October 31, 2006.</font></p>

<p style="margin:0pt 0pt 12.0pt;"><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:0pt 0pt 12.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">The registrant&#146;s
governing board has determined that it has two audit committee financial
experts serving on its audit committee: Enrique R. Arzac and Steven N.
Rappaport.&#160; Each audit committee
financial expert is &#147;independent&#148; for purposes of this item.</font></p>

<p style="margin:0pt 0pt 12.0pt;"><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:0pt 0pt 12.0pt;text-indent:0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">(a) through (d). The information in the table below is provided for
services rendered to the registrant by its independent registered public
accounting firm, PricewaterhouseCoopers LLP (&#147;PwC&#148;), for its fiscal years ended
October 31, 2005 and October 31, 2006.</font></p>

<table border="0" cellspacing="0" cellpadding="0" width="100%" style="border-collapse:collapse;width:100.0%;">
 <tr style="page-break-inside:avoid;">
  <td width="75%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:75.04%;">
  <p style="font-weight:bold;line-height:8.0pt;margin:0pt 0pt .0001pt;text-align:center;"><b><font size="1" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></b></p>
  </td>
  <td width="2%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:2.38%;">
  <p style="font-weight:bold;line-height:8.0pt;margin:0pt 0pt .0001pt;text-align:center;"><b><font size="1" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></b></p>
  </td>
  <td width="9%" colspan="2" valign="bottom" style="border:none;border-bottom:solid windowtext 1.0pt;padding:0pt .7pt 0pt 0pt;width:9.92%;">
  <p style="font-weight:bold;line-height:8.0pt;margin:0pt 0pt .0001pt;text-align:center;"><b><font size="1" face="Times New Roman" style="font-size:8.0pt;">2005</font></b></p>
  </td>
  <td width="2%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:2.38%;">
  <p style="font-weight:bold;line-height:8.0pt;margin:0pt 0pt .0001pt;text-align:center;"><b><font size="1" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></b></p>
  </td>
  <td width="9%" colspan="2" valign="bottom" style="border:none;border-bottom:solid windowtext 1.0pt;padding:0pt .7pt 0pt 0pt;width:9.92%;">
  <p style="font-weight:bold;line-height:8.0pt;margin:0pt 0pt .0001pt;text-align:center;"><b><font size="1" face="Times New Roman" style="font-size:8.0pt;">2006</font></b></p>
  </td>
  <td width="0%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:.34%;">
  <p style="font-weight:bold;line-height:8.0pt;margin:0pt 0pt .0001pt;text-align:center;"><b><font size="1" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
 <tr bgcolor="#CCEEFF" style="page-break-inside:avoid;">
  <td width="75%" valign="top" style="padding:0pt .7pt 0pt 0pt;width:75.04%;">
  <p style="margin:0pt 0pt .0001pt 10.0pt;text-indent:-10.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Audit Fees</font></p>
  </td>
  <td width="2%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:2.38%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="1%" valign="bottom" style="padding:0pt 0pt 0pt 0pt;width:1.0%;">
  <p align="left" style="margin:0pt 0pt .0001pt;text-align:left;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">$</font></p>
  </td>
  <td width="8%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:8.94%;">
  <p style="margin:0pt 0pt .0001pt;text-align:right;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">31,060</font></p>
  </td>
  <td width="2%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:2.38%;">
  <p style="margin:0pt 0pt .0001pt;text-align:right;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="1%" valign="bottom" style="padding:0pt 0pt 0pt 0pt;width:1.0%;">
  <p align="left" style="margin:0pt 0pt .0001pt;text-align:left;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">$</font></p>
  </td>
  <td width="8%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:8.94%;">
  <p style="margin:0pt 0pt .0001pt;text-align:right;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">32,000</font></p>
  </td>
  <td width="0%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:.34%;">
  <p style="margin:0pt 0pt .0001pt;text-align:right;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
 </tr>
 <tr style="page-break-inside:avoid;">
  <td width="75%" valign="top" style="padding:0pt .7pt 0pt 0pt;width:75.04%;">
  <p style="margin:0pt 0pt .0001pt 10.0pt;text-indent:-10.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Audit-Related Fees(1)</font></p>
  </td>
  <td width="2%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:2.38%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="1%" valign="bottom" style="padding:0pt 0pt 0pt 0pt;width:1.0%;">
  <p align="left" style="margin:0pt 0pt .0001pt;text-align:left;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">$</font></p>
  </td>
  <td width="8%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:8.94%;">
  <p style="margin:0pt 0pt .0001pt;text-align:right;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">12,050</font></p>
  </td>
  <td width="2%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:2.38%;">
  <p style="margin:0pt 0pt .0001pt;text-align:right;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="1%" valign="bottom" style="padding:0pt 0pt 0pt 0pt;width:1.0%;">
  <p align="left" style="margin:0pt 0pt .0001pt;text-align:left;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">$</font></p>
  </td>
  <td width="8%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:8.94%;">
  <p style="margin:0pt 0pt .0001pt;text-align:right;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">3,250</font></p>
  </td>
  <td width="0%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:.34%;">
  <p style="margin:0pt 0pt .0001pt;text-align:right;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
 </tr>
 <tr bgcolor="#CCEEFF" style="page-break-inside:avoid;">
  <td width="75%" valign="top" style="padding:0pt .7pt 0pt 0pt;width:75.04%;">
  <p style="margin:0pt 0pt .0001pt 10.0pt;text-indent:-10.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Tax Fees(2)</font></p>
  </td>
  <td width="2%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:2.38%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="1%" valign="bottom" style="padding:0pt 0pt 0pt 0pt;width:1.0%;">
  <p align="left" style="margin:0pt 0pt .0001pt;text-align:left;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">$</font></p>
  </td>
  <td width="8%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:8.94%;">
  <p style="margin:0pt 0pt .0001pt;text-align:right;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">2,400</font></p>
  </td>
  <td width="2%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:2.38%;">
  <p style="margin:0pt 0pt .0001pt;text-align:right;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="1%" valign="bottom" style="padding:0pt 0pt 0pt 0pt;width:1.0%;">
  <p align="left" style="margin:0pt 0pt .0001pt;text-align:left;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">$</font></p>
  </td>
  <td width="8%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:8.94%;">
  <p style="margin:0pt 0pt .0001pt;text-align:right;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">2,500</font></p>
  </td>
  <td width="0%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:.34%;">
  <p style="margin:0pt 0pt .0001pt;text-align:right;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
 </tr>
 <tr style="page-break-inside:avoid;">
  <td width="75%" valign="top" style="padding:0pt .7pt 0pt 0pt;width:75.04%;">
  <p style="margin:0pt 0pt .0001pt 10.0pt;text-indent:-10.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">All Other Fees</font></p>
  </td>
  <td width="2%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:2.38%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="9%" colspan="2" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:9.92%;">
  <p style="margin:0pt 0pt .0001pt;text-align:right;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">&#151;</font></p>
  </td>
  <td width="2%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:2.38%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="9%" colspan="2" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:9.92%;">
  <p style="margin:0pt 0pt .0001pt;text-align:right;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">&#151;</font></p>
  </td>
  <td width="0%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:.34%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
 </tr>
 <tr bgcolor="#CCEEFF" style="page-break-inside:avoid;">
  <td width="75%" valign="top" style="padding:0pt .7pt 0pt 0pt;width:75.04%;">
  <p style="margin:0pt 0pt .0001pt 10.0pt;text-indent:-10.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Total</font></p>
  </td>
  <td width="2%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:2.38%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="1%" valign="bottom" style="padding:0pt 0pt 0pt 0pt;width:1.0%;">
  <p align="left" style="margin:0pt 0pt .0001pt;text-align:left;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">$</font></p>
  </td>
  <td width="8%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:8.94%;">
  <p style="margin:0pt 0pt .0001pt;text-align:right;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">45,510</font></p>
  </td>
  <td width="2%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:2.38%;">
  <p style="margin:0pt 0pt .0001pt;text-align:right;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="1%" valign="bottom" style="padding:0pt 0pt 0pt 0pt;width:1.0%;">
  <p align="left" style="margin:0pt 0pt .0001pt;text-align:left;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">$</font></p>
  </td>
  <td width="8%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:8.94%;">
  <p style="margin:0pt 0pt .0001pt;text-align:right;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">37,750</font></p>
  </td>
  <td width="0%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:.34%;">
  <p style="margin:0pt 0pt .0001pt;text-align:right;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
 </tr>
</table>

<p style="line-height:1.0pt;margin:0pt 0pt 12.0pt;"><font size="1" face="Times New Roman">&nbsp;</font></p>

<div style="margin:0pt 0pt .0001pt;page-break-after:auto;"><hr size="1" width="160" noshade color="black" align="left" style="width:120.0pt;"></div>

<p style="margin:0pt 0pt 12.0pt 36.0pt;text-indent:-36.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">(1) Services include
agreed-upon procedures in connection with the registrant&#146;s semi-annual
financial statements ($3,150 in 2005 and $3,250 in 2006), and the agreed upon
procedures relating to the Fund&#146;s loan facility ($8,900 in 2005).</font></p>

<p style="margin:0pt 0pt 12.0pt 36.0pt;text-indent:-36.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">(2) Tax services in
connection with the registrant&#146;s excise tax calculations and review of the
registrant&#146;s applicable tax returns.</font></p>

<p style="margin:0pt 0pt 12.0pt;text-indent:0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">The information in the table below is provided with respect to
non-audit services that directly relate to the registrant&#146;s operations and
financial reporting and that were rendered by PwC to the registrant&#146;s
investment adviser, Credit Suisse Asset Management, LLC (&#147;Credit Suisse&#148;), and
any service provider to the registrant controlling, controlled by or under
common control with Credit Suisse that provided ongoing services to the
registrant (&#147;Covered Services Provider&#148;), for the registrant&#146;s fiscal years
ended October 31, 2005 and October 31, 2006.&#160;
</font></p>

<table border="0" cellspacing="0" cellpadding="0" width="100%" style="border-collapse:collapse;width:100.0%;">
 <tr style="page-break-inside:avoid;">
  <td width="75%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:75.06%;">
  <p style="font-weight:bold;line-height:8.0pt;margin:0pt 0pt .0001pt;text-align:center;"><b><font size="1" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></b></p>
  </td>
  <td width="2%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:2.38%;">
  <p style="font-weight:bold;line-height:8.0pt;margin:0pt 0pt .0001pt;text-align:center;"><b><font size="1" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></b></p>
  </td>
  <td width="9%" colspan="2" valign="bottom" style="border:none;border-bottom:solid windowtext 1.0pt;padding:0pt .7pt 0pt 0pt;width:9.92%;">
  <p style="font-weight:bold;line-height:8.0pt;margin:0pt 0pt .0001pt;text-align:center;"><b><font size="1" face="Times New Roman" style="font-size:8.0pt;">2005</font></b></p>
  </td>
  <td width="2%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:2.38%;">
  <p style="font-weight:bold;line-height:8.0pt;margin:0pt 0pt .0001pt;text-align:center;"><b><font size="1" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></b></p>
  </td>
  <td width="9%" valign="bottom" style="border:none;border-bottom:solid windowtext 1.0pt;padding:0pt .7pt 0pt 0pt;width:9.92%;">
  <p style="font-weight:bold;line-height:8.0pt;margin:0pt 0pt .0001pt;text-align:center;"><b><font size="1" face="Times New Roman" style="font-size:8.0pt;">2006</font></b></p>
  </td>
  <td width="0%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:.34%;">
  <p style="font-weight:bold;line-height:8.0pt;margin:0pt 0pt .0001pt;text-align:center;"><b><font size="1" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
 <tr bgcolor="#CCEEFF" style="page-break-inside:avoid;">
  <td width="75%" valign="top" style="padding:0pt .7pt 0pt 0pt;width:75.06%;">
  <p style="margin:0pt 0pt .0001pt 10.0pt;text-indent:-10.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Audit-Related
  Fees</font></p>
  </td>
  <td width="2%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:2.38%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="9%" colspan="2" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:9.92%;">
  <p style="margin:0pt 0pt .0001pt;text-align:right;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">N/A</font></p>
  </td>
  <td width="2%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:2.38%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="9%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:9.92%;">
  <p style="margin:0pt 0pt .0001pt;text-align:right;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">N/A</font></p>
  </td>
  <td width="0%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:.34%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
 </tr>
 <tr style="page-break-inside:avoid;">
  <td width="75%" valign="top" style="padding:0pt .7pt 0pt 0pt;width:75.06%;">
  <p style="margin:0pt 0pt .0001pt 10.0pt;text-indent:-10.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Tax Fees</font></p>
  </td>
  <td width="2%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:2.38%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="9%" colspan="2" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:9.92%;">
  <p style="margin:0pt 0pt .0001pt;text-align:right;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">N/A</font></p>
  </td>
  <td width="2%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:2.38%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="9%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:9.92%;">
  <p style="margin:0pt 0pt .0001pt;text-align:right;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">N/A</font></p>
  </td>
  <td width="0%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:.34%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
 </tr>
 <tr bgcolor="#CCEEFF" style="page-break-inside:avoid;">
  <td width="75%" valign="top" style="padding:0pt .7pt 0pt 0pt;width:75.06%;">
  <p style="margin:0pt 0pt .0001pt 10.0pt;text-indent:-10.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">All Other Fees</font></p>
  </td>
  <td width="2%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:2.38%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="1%" valign="bottom" style="padding:0pt 0pt 0pt 0pt;width:1.0%;">
  <p align="left" style="margin:0pt 0pt .0001pt;text-align:left;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">$</font></p>
  </td>
  <td width="8%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:8.92%;">
  <p style="margin:0pt 0pt .0001pt;text-align:right;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">394,000</font></p>
  </td>
  <td width="2%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:2.38%;">
  <p style="margin:0pt 0pt .0001pt;text-align:right;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="9%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:9.92%;">
  <p style="margin:0pt 0pt .0001pt;text-align:right;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">N/A</font></p>
  </td>
  <td width="0%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:.34%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
 </tr>
 <tr style="page-break-inside:avoid;">
  <td width="75%" valign="top" style="padding:0pt .7pt 0pt 0pt;width:75.06%;">
  <p style="margin:0pt 0pt .0001pt 10.0pt;text-indent:-10.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Total</font></p>
  </td>
  <td width="2%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:2.38%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="1%" valign="bottom" style="padding:0pt 0pt 0pt 0pt;width:1.0%;">
  <p align="left" style="margin:0pt 0pt .0001pt;text-align:left;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">$</font></p>
  </td>
  <td width="8%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:8.92%;">
  <p style="margin:0pt 0pt .0001pt;text-align:right;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">394,000</font></p>
  </td>
  <td width="2%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:2.38%;">
  <p style="margin:0pt 0pt .0001pt;text-align:right;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="9%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:9.92%;">
  <p style="margin:0pt 0pt .0001pt;text-align:right;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">N/A</font></p>
  </td>
  <td width="0%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:.34%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
 </tr>
</table>

<p style="line-height:1.0pt;margin:0pt 0pt 12.0pt;"><font size="1" face="Times New Roman">&nbsp;</font></p>


 <p style="font-size:10.0pt;margin:24.0pt 0pt .0001pt;text-align:center;"><font face="Times New Roman">2</font></p> <br><hr size="3" width="100%" noshade color="#010101" align="center">

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<p style="margin:0pt 0pt 12.0pt;text-indent:0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">(e)(1) Pre-Approval Policies and Procedures.&#160; The Audit Committee (&#147;Committee&#148;) of the
registrant is responsible for pre-approving (i) all audit and permissible
non-audit services to be provided by the independent registered public accounting
firm to the registrant and (ii) all permissible non-audit services to be
provided by the independent registered public accounting firm to Credit Suisse
and any Covered Services Provider if the engagement relates directly to the
operations and financial reporting of the registrant.&#160; The Committee may delegate its responsibility
to pre-approve any such audit and permissible non-audit services to the
Chairperson of the Committee, and the Chairperson shall report to the
Committee, at its next regularly scheduled meeting after the Chairperson&#146;s
pre-approval of such services, his or her decision(s).&#160; The Committee may also establish detailed
pre-approval policies and procedures for pre-approval of such services in
accordance with applicable laws, including the delegation of some or all of the
Committee&#146;s pre-approval responsibilities to other persons (other than Credit
Suisse or the registrant&#146;s officers).&#160;
Pre-approval by the Committee of any permissible non-audit services
shall not be required so long as: (i) the aggregate amount of all such
permissible non-audit services provided to the registrant, Credit Suisse and
any Covered Services Provider constitutes not more than 5% of the total amount
of revenues paid by the registrant to its independent registered public
accounting firm during the fiscal year in which the permissible non-audit
services are provided; (ii) the permissible non-audit services were not
recognized by the registrant at the time of the engagement to be non-audit
services; and (iii) such services are promptly brought to the attention of the
Committee and approved by the Committee (or its delegate(s)) prior to the
completion of the audit.</font></p>

<p style="margin:0pt 0pt 12.0pt;text-indent:0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">(e)(2) The information in the table below sets forth the percentages of
fees for services (other than audit, review or attest services) rendered by PwC
to the registrant for which the pre-approval requirement was waived pursuant to
Rule 2-01(c)(7)(i)(C) of Regulation S-X: </font></p>

<table border="0" cellspacing="0" cellpadding="0" width="100%" style="border-collapse:collapse;width:100.0%;">
 <tr style="page-break-inside:avoid;">
  <td width="75%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:75.06%;">
  <p style="font-weight:bold;line-height:8.0pt;margin:0pt 0pt .0001pt;text-align:center;"><b><font size="1" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></b></p>
  </td>
  <td width="2%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:2.38%;">
  <p style="font-weight:bold;line-height:8.0pt;margin:0pt 0pt .0001pt;text-align:center;"><b><font size="1" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></b></p>
  </td>
  <td width="9%" valign="bottom" style="border:none;border-bottom:solid windowtext 1.0pt;padding:0pt .7pt 0pt 0pt;width:9.92%;">
  <p style="font-weight:bold;line-height:8.0pt;margin:0pt 0pt .0001pt;text-align:center;"><b><font size="1" face="Times New Roman" style="font-size:8.0pt;">2005</font></b></p>
  </td>
  <td width="2%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:2.38%;">
  <p style="font-weight:bold;line-height:8.0pt;margin:0pt 0pt .0001pt;text-align:center;"><b><font size="1" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></b></p>
  </td>
  <td width="9%" valign="bottom" style="border:none;border-bottom:solid windowtext 1.0pt;padding:0pt .7pt 0pt 0pt;width:9.92%;">
  <p style="font-weight:bold;line-height:8.0pt;margin:0pt 0pt .0001pt;text-align:center;"><b><font size="1" face="Times New Roman" style="font-size:8.0pt;">2006</font></b></p>
  </td>
  <td width="0%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:.34%;">
  <p style="font-weight:bold;line-height:8.0pt;margin:0pt 0pt .0001pt;text-align:center;"><b><font size="1" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
 <tr bgcolor="#CCEEFF" style="page-break-inside:avoid;">
  <td width="75%" valign="top" style="padding:0pt .7pt 0pt 0pt;width:75.06%;">
  <p style="margin:0pt 0pt .0001pt 10.0pt;text-indent:-10.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Audit-Related
  Fees</font></p>
  </td>
  <td width="2%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:2.38%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="9%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:9.92%;">
  <p style="margin:0pt 0pt .0001pt;text-align:right;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">N/A</font></p>
  </td>
  <td width="2%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:2.38%;">
  <p align="right" style="margin:0pt 0pt .0001pt;text-align:right;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="9%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:9.92%;">
  <p style="margin:0pt 0pt .0001pt;text-align:right;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">N/A</font></p>
  </td>
  <td width="0%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:.34%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
 </tr>
 <tr style="page-break-inside:avoid;">
  <td width="75%" valign="top" style="padding:0pt .7pt 0pt 0pt;width:75.06%;">
  <p style="margin:0pt 0pt .0001pt 10.0pt;text-indent:-10.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Tax Fees</font></p>
  </td>
  <td width="2%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:2.38%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="9%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:9.92%;">
  <p style="margin:0pt 0pt .0001pt;text-align:right;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">N/A</font></p>
  </td>
  <td width="2%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:2.38%;">
  <p align="right" style="margin:0pt 0pt .0001pt;text-align:right;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="9%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:9.92%;">
  <p style="margin:0pt 0pt .0001pt;text-align:right;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">N/A</font></p>
  </td>
  <td width="0%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:.34%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
 </tr>
 <tr bgcolor="#CCEEFF" style="page-break-inside:avoid;">
  <td width="75%" valign="top" style="padding:0pt .7pt 0pt 0pt;width:75.06%;">
  <p style="margin:0pt 0pt .0001pt 10.0pt;text-indent:-10.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">All Other Fees</font></p>
  </td>
  <td width="2%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:2.38%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="9%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:9.92%;">
  <p style="margin:0pt 0pt .0001pt;text-align:right;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">N/A</font></p>
  </td>
  <td width="2%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:2.38%;">
  <p align="right" style="margin:0pt 0pt .0001pt;text-align:right;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="9%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:9.92%;">
  <p style="margin:0pt 0pt .0001pt;text-align:right;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">N/A</font></p>
  </td>
  <td width="0%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:.34%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
 </tr>
 <tr style="page-break-inside:avoid;">
  <td width="75%" valign="top" style="padding:0pt .7pt 0pt 0pt;width:75.06%;">
  <p style="margin:0pt 0pt .0001pt 10.0pt;text-indent:-10.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Total</font></p>
  </td>
  <td width="2%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:2.38%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="9%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:9.92%;">
  <p style="margin:0pt 0pt .0001pt;text-align:right;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">N/A</font></p>
  </td>
  <td width="2%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:2.38%;">
  <p align="right" style="margin:0pt 0pt .0001pt;text-align:right;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="9%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:9.92%;">
  <p style="margin:0pt 0pt .0001pt;text-align:right;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">N/A</font></p>
  </td>
  <td width="0%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:.34%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
 </tr>
</table>

<p style="line-height:1.0pt;margin:0pt 0pt 12.0pt;"><font size="1" face="Times New Roman">&nbsp;</font></p>


 <p style="font-size:10.0pt;margin:24.0pt 0pt .0001pt;text-align:center;"><font face="Times New Roman">3</font></p> <br><hr size="3" width="100%" noshade color="#010101" align="center">

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<p style="margin:0pt 0pt 12.0pt;text-indent:0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">The information in the table below sets forth the percentages of fees
for services (other than audit, review or attest services) rendered by PwC to
Credit Suisse and any Covered Services Provider required to be approved pursuant
to Rule 2-01(c)(7)(ii)of Regulation S-X, for the registrant&#146;s fiscal years
ended October 31, 2005 and October 31, 2006: </font></p>

<table border="0" cellspacing="0" cellpadding="0" width="100%" style="border-collapse:collapse;width:100.0%;">
 <tr style="page-break-inside:avoid;">
  <td width="75%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:75.06%;">
  <p style="font-weight:bold;line-height:8.0pt;margin:0pt 0pt .0001pt;text-align:center;"><b><font size="1" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></b></p>
  </td>
  <td width="2%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:2.38%;">
  <p style="font-weight:bold;line-height:8.0pt;margin:0pt 0pt .0001pt;text-align:center;"><b><font size="1" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></b></p>
  </td>
  <td width="9%" valign="bottom" style="border:none;border-bottom:solid windowtext 1.0pt;padding:0pt .7pt 0pt 0pt;width:9.92%;">
  <p style="font-weight:bold;line-height:8.0pt;margin:0pt 0pt .0001pt;text-align:center;"><b><font size="1" face="Times New Roman" style="font-size:8.0pt;">2005</font></b></p>
  </td>
  <td width="2%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:2.38%;">
  <p style="font-weight:bold;line-height:8.0pt;margin:0pt 0pt .0001pt;text-align:center;"><b><font size="1" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></b></p>
  </td>
  <td width="9%" valign="bottom" style="border:none;border-bottom:solid windowtext 1.0pt;padding:0pt .7pt 0pt 0pt;width:9.92%;">
  <p style="font-weight:bold;line-height:8.0pt;margin:0pt 0pt .0001pt;text-align:center;"><b><font size="1" face="Times New Roman" style="font-size:8.0pt;">2006</font></b></p>
  </td>
  <td width="0%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:.34%;">
  <p style="font-weight:bold;line-height:8.0pt;margin:0pt 0pt .0001pt;text-align:center;"><b><font size="1" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
 <tr bgcolor="#CCEEFF" style="page-break-inside:avoid;">
  <td width="75%" valign="top" style="padding:0pt .7pt 0pt 0pt;width:75.06%;">
  <p style="margin:0pt 0pt .0001pt 10.0pt;text-indent:-10.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Audit-Related
  Fees</font></p>
  </td>
  <td width="2%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:2.38%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="9%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:9.92%;">
  <p style="margin:0pt 0pt .0001pt;text-align:right;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">N/A</font></p>
  </td>
  <td width="2%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:2.38%;">
  <p align="right" style="margin:0pt 0pt .0001pt;text-align:right;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="9%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:9.92%;">
  <p style="margin:0pt 0pt .0001pt;text-align:right;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">N/A</font></p>
  </td>
  <td width="0%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:.34%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
 </tr>
 <tr style="page-break-inside:avoid;">
  <td width="75%" valign="top" style="padding:0pt .7pt 0pt 0pt;width:75.06%;">
  <p style="margin:0pt 0pt .0001pt 10.0pt;text-indent:-10.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Tax Fees</font></p>
  </td>
  <td width="2%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:2.38%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="9%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:9.92%;">
  <p style="margin:0pt 0pt .0001pt;text-align:right;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">N/A</font></p>
  </td>
  <td width="2%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:2.38%;">
  <p align="right" style="margin:0pt 0pt .0001pt;text-align:right;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="9%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:9.92%;">
  <p style="margin:0pt 0pt .0001pt;text-align:right;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">N/A</font></p>
  </td>
  <td width="0%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:.34%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
 </tr>
 <tr bgcolor="#CCEEFF" style="page-break-inside:avoid;">
  <td width="75%" valign="top" style="padding:0pt .7pt 0pt 0pt;width:75.06%;">
  <p style="margin:0pt 0pt .0001pt 10.0pt;text-indent:-10.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">All Other Fees</font></p>
  </td>
  <td width="2%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:2.38%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="9%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:9.92%;">
  <p style="margin:0pt 0pt .0001pt;text-align:right;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">N/A</font></p>
  </td>
  <td width="2%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:2.38%;">
  <p align="right" style="margin:0pt 0pt .0001pt;text-align:right;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="9%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:9.92%;">
  <p style="margin:0pt 0pt .0001pt;text-align:right;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">N/A</font></p>
  </td>
  <td width="0%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:.34%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
 </tr>
 <tr style="page-break-inside:avoid;">
  <td width="75%" valign="top" style="padding:0pt .7pt 0pt 0pt;width:75.06%;">
  <p style="margin:0pt 0pt .0001pt 10.0pt;text-indent:-10.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Total</font></p>
  </td>
  <td width="2%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:2.38%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="9%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:9.92%;">
  <p style="margin:0pt 0pt .0001pt;text-align:right;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">N/A</font></p>
  </td>
  <td width="2%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:2.38%;">
  <p align="right" style="margin:0pt 0pt .0001pt;text-align:right;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="9%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:9.92%;">
  <p style="margin:0pt 0pt .0001pt;text-align:right;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">N/A</font></p>
  </td>
  <td width="0%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:.34%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
 </tr>
</table>

<p style="line-height:1.0pt;margin:0pt 0pt 12.0pt;"><font size="1" face="Times New Roman">&nbsp;</font></p>

<p style="margin:0pt 0pt 12.0pt;text-indent:0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">(f) Not Applicable.</font></p>

<p style="margin:0pt 0pt 12.0pt;text-indent:0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">(g) The aggregate fees billed by PwC for non-audit services rendered to
the registrant, Credit Suisse and Covered Service Providers for the fiscal
years ended October 31, 2005 and October 31, 2006 were $14,450 and $5,750,
respectively.</font></p>

<p style="margin:0pt 0pt 12.0pt;text-indent:0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">(h) Not Applicable.</font></p>

<p style="margin:0pt 0pt 12.0pt;"><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="font-family:Times New Roman;margin:0pt 0pt 12.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">The
registrant has a separately designated standing audit committee established in
accordance with Section 3(a)(58)(A) of the Securities Exchange Act of 1934, as
amended.&#160; The members of the committee
are </font><font size="2" style="font-size:10.0pt;">Enrique R. Arzac,
Terry Bovarnick, James Cattano, Lawrence Fox and Steven N. Rappaport.</font></p>

<p style="margin:0pt 0pt 12.0pt;"><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:0pt 0pt 12.0pt;"><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:0pt 0pt 12.0pt;"><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>


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<p align="center" style="margin:0pt 0pt 12.0pt;text-align:center;"><b><font size="2" face="Times New Roman" style="font-size:10.0pt;font-weight:bold;">CREDIT
SUISSE ASSET MANAGEMENT, LLC</font></b></p>

<p style="font-weight:bold;margin:0pt .6pt 12.0pt 0pt;page-break-after:auto;text-align:center;"><b><font size="2" face="Times New Roman" style="font-size:10.0pt;">CREDIT SUISSE FUNDS</font></b></p>

<p style="font-weight:bold;margin:0pt .6pt 12.0pt 0pt;page-break-after:auto;text-align:center;"><b><font size="2" face="Times New Roman" style="font-size:10.0pt;">CREDIT SUISSE INSTITUTIONAL FUNDS</font></b></p>

<p style="font-weight:bold;margin:0pt .6pt 12.0pt 0pt;page-break-after:auto;text-align:center;"><b><font size="2" face="Times New Roman" style="font-size:10.0pt;">CREDIT SUISSE CLOSED-END FUNDS</font></b></p>

<p style="font-weight:bold;margin:0pt .6pt 12.0pt 0pt;page-break-after:auto;text-align:center;"><b><font size="2" face="Times New Roman" style="font-size:10.0pt;">PROXY VOTING POLICY AND
PROCEDURES</font></b></p>

<h1 style="font-weight:normal;margin:0pt 0pt 12.0pt;page-break-after:auto;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Introduction</font></h1>

<p style="margin:0pt 0pt 12.0pt 18.0pt;text-indent:0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Credit Suisse Asset Management, LLC (&#147;Credit Suisse&#148;) is a fiduciary
that owes each of its clients duties of care and loyalty with respect to proxy
voting.&#160; The duty of care requires Credit
Suisse to monitor corporate events and to vote proxies.&#160; To satisfy its duty of loyalty, Credit Suisse
must cast proxy votes in the best interests of each of its clients.</font></p>

<p style="margin:0pt 0pt 12.0pt 18.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">The Credit Suisse Funds, Credit Suisse Institutional
Funds, and Credit Suisse Closed-End Funds (the &#147;Funds&#148;), which have engaged
Credit Suisse Asset Management, LLC as their investment adviser, are of the
belief that the proxy voting process is a means of addressing corporate
governance issues and encouraging corporate actions both of which can enhance
shareholder value.</font></p>

<h1 style="font-weight:normal;margin:0pt 0pt 12.0pt;page-break-after:auto;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Policy</font></h1>

<p style="margin:0pt 0pt 12.0pt 18.0pt;text-indent:0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">The Proxy Voting Policy (the &#147;Policy&#148;) set forth below is designed to
ensure that proxies are voted in the best interests of Credit Suisse&#146;s
clients.&#160; The Policy addresses particular
issues and gives a general indication of how Credit Suisse will vote
proxies.&#160; The Policy is not exhaustive
and does not include all potential issues.</font></p>

<h1 style="font-weight:normal;margin:0pt 0pt 12.0pt;page-break-after:auto;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Proxy Voting
Committee</font></h1>

<p style="margin:0pt 0pt 12.0pt 18.0pt;text-indent:0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">The Proxy Voting Committee will consist of a
member of the Portfolio Management Department, a member of the Legal and
Compliance Department, and a member of the Operations Department (or their
designees).&#160; The purpose of the Proxy
Voting Committee is to administer the voting of all clients&#146; proxies in
accordance with the Policy.&#160; The Proxy
Voting Committee will review the Policy annually to ensure that it is designed
to promote the best interests of Credit Suisse&#146;s clients.</font></p>

<p style="margin:0pt 0pt 12.0pt 18.0pt;text-indent:0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">For the reasons disclosed below under &#147;Conflicts,&#148;
the Proxy Voting Committee has engaged the services of an independent third
party (initially, Institutional Shareholder Services (&#147;ISS&#148;)) to assist in
issue analysis and vote recommendation for proxy proposals.&#160; Proxy proposals addressed by the</font></p>


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<p style="margin:0pt 0pt 12.0pt 18.0pt;text-indent:0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Policy will be voted in accordance with the
Policy.&#160; Proxy proposals addressed by the
Policy that require a case-by-case analysis will be voted in accordance with
the vote recommendation of ISS.&#160; Proxy
proposals not addressed by the Policy will also be voted in accordance with the
vote recommendation of ISS.&#160; To the
extent that the Proxy Voting Committee proposes to deviate from the Policy or
the ISS vote recommendation, the Committee shall obtain client consent as
described below.</font></p>

<p style="margin:0pt 0pt 12.0pt 18.0pt;text-indent:0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Credit Suisse investment professionals may submit a written
recommendation to the Proxy Voting Committee to vote in a manner inconsistent
with the Policy and/or the recommendation of ISS.&#160; Such recommendation will set forth its basis
and rationale.&#160; In addition, the
investment professional must confirm in writing that he/she is not aware of any
conflicts of interest concerning the proxy matter or provide a full and
complete description of the conflict.</font></p>

<h1 style="font-weight:normal;margin:0pt 0pt 12.0pt;page-break-after:auto;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Conflicts</font></h1>

<p style="font-family:Times New Roman;font-size:10.0pt;margin:0pt 0pt 12.0pt 18.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Credit Suisse </font>is part of the asset management business of
Credit Suisse one of the world&#146;s leading banks.&#160;
As part of a global, full service investment-bank, broker-dealer,
and asset-management organization, Credit Suisse and its affiliates and
personnel may have multiple advisory, transactional, financial, and other
interests in securities, instruments, and companies that may be purchased or
sold by Credit Suisse for its clients&#146; accounts.&#160; The interests of Credit Suisse and/or its
affiliates and personnel may conflict with the interests of Credit Suisse&#146;s
clients in connection with any proxy issue.&#160;
In addition, Credit Suisse may not be able to identify all of the
conflicts of interest relating to any proxy matter.</p>

<h1 style="font-weight:normal;margin:0pt 0pt 12.0pt;page-break-after:auto;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Consent</font></h1>

<p style="margin:0pt 0pt 12.0pt 18.0pt;text-indent:0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">In each and every instance in which the Proxy Voting Committee favors
voting in a manner that is inconsistent with the Policy or the vote
recommendation of ISS (including proxy proposals addressed and not addressed by
the Policy), it shall disclose to the client conflicts of interest information
and obtain client consent to vote.&#160; Where
the client is a Fund, disclosure shall be made to any one director who is not
an &#147;interested person,&#148; as that term is defined under the Investment Company
Act of 1940, as amended, of the Fund.</font></p>

<h1 style="font-weight:normal;margin:0pt 0pt 12.0pt;page-break-after:auto;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Recordkeeping</font></h1>

<p style="margin:0pt 0pt 12.0pt;text-indent:0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Credit Suisse
is required to maintain in an easily accessible place for five years all
records relating to proxy voting.</font></p>

<p style="margin:0pt 0pt 12.0pt;text-indent:18.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">These
records include the following:</font></p>

<p style="font-family:Times New Roman;font-size:10.0pt;margin:0pt 0pt 12.0pt 36.0pt;text-indent:-18.0pt;"><font size="2" face="Symbol" style="font-size:10.0pt;">&#183;</font><font size="1" style="font-size:3.0pt;">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; </font>a
copy of the Policy;</p>

<p style="font-family:Times New Roman;font-size:10.0pt;margin:0pt 0pt 12.0pt 36.0pt;text-indent:-18.0pt;"><font size="2" face="Symbol" style="font-size:10.0pt;">&#183;</font><font size="1" style="font-size:3.0pt;">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; </font>a
copy of each proxy statement received on behalf of Credit Suisse clients;</p>


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<p style="font-family:Times New Roman;font-size:10.0pt;margin:0pt 0pt 12.0pt 36.0pt;text-indent:-18.0pt;"><font size="2" face="Symbol" style="font-size:10.0pt;">&#183;</font><font size="1" style="font-size:3.0pt;">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; </font>a
record of each vote cast on behalf of Credit Suisse clients;</p>

<p style="font-family:Times New Roman;font-size:10.0pt;margin:0pt 0pt 12.0pt 36.0pt;text-indent:-18.0pt;"><font size="2" face="Symbol" style="font-size:10.0pt;">&#183;</font><font size="1" style="font-size:3.0pt;">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; </font>a
copy of all documents created by Credit Suisse personnel that were material to
making a decision on a vote or that memorializes the basis for the decision;
and</p>

<p style="font-family:Times New Roman;font-size:10.0pt;margin:0pt 0pt 12.0pt 36.0pt;text-indent:-18.0pt;"><font size="2" face="Symbol" style="font-size:10.0pt;">&#183;</font><font size="1" style="font-size:3.0pt;">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; </font>a
copy of each written request by a client for information on how Credit Suisse
voted proxies, as well as a copy of any written response.</p>

<p style="margin:0pt 0pt 12.0pt 18.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Credit Suisse reserves the right to maintain certain
required proxy records with ISS in accordance with all applicable regulations.</font></p>

<h2 style="font-weight:normal;margin:0pt 0pt 12.0pt 18.0pt;page-break-after:auto;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Disclosure</font></h2>

<p style="margin:0pt 0pt 12.0pt 18.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Credit Suisse will
describe the Policy to each client.&#160; Upon
request, Credit Suisse will provide any client with a copy of the Policy.&#160; Credit Suisse will also disclose to its
clients how they can obtain information on their proxy votes.</font></p>

<p style="margin:0pt 0pt 12.0pt 18.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">ISS will capture
data necessary for Funds to file Form N-PX on an annual basis concerning their
proxy voting record in accordance with applicable law.</font></p>

<h2 style="font-weight:normal;margin:0pt 0pt 12.0pt 18.0pt;page-break-after:auto;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Procedures</font></h2>

<p style="margin:0pt 0pt 12.0pt 18.0pt;text-indent:0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">The Proxy Voting Committee will administer
the voting of all client proxies. Credit Suisse has engaged ISS as an
independent third party proxy voting service to assist in the voting of client
proxies.&#160; ISS will coordinate with each
client&#146;s custodian to ensure that proxy materials reviewed by the custodians
are processed in a timely fashion.&#160; ISS
will provide Credit Suisse with an analysis of proxy issues and a vote
recommendation for proxy proposals.&#160; ISS
will refer proxies to the Proxy Voting Committee for instructions when the
application of the Policy is not clear.&#160;
The Proxy Voting Committee will notify ISS of any changes to the Policy
or deviating thereof.</font></p>

<p align="center" style="margin:0pt 0pt 12.0pt;text-align:center;"><b><font size="2" face="Times New Roman" style="font-size:10.0pt;font-weight:bold;">PROXY VOTING POLICY</font></b></p>

<h2 style="font-weight:normal;margin:0pt 0pt 12.0pt 18.0pt;page-break-after:auto;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Operational Items</font></h2>

<p style="margin:0pt 0pt 12.0pt 18.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Adjourn Meeting</font></p>

<p style="margin:0pt 0pt 12.0pt 36.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Proposals to
provide management with the authority to adjourn an annual or special meeting
will be determined on a case-by-case basis.</font></p>

<p style="margin:0pt 0pt 12.0pt 18.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Amend Quorum
Requirements</font></p>

<p style="margin:0pt 0pt 12.0pt 36.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Proposals to reduce
quorum requirements for shareholder meetings below a majority of the shares
outstanding will be determined on a case-by-case basis.</font></p>


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<p style="margin:0pt 0pt 12.0pt 18.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Amend Minor Bylaws</font></p>

<p style="margin:0pt 0pt 12.0pt;text-indent:36.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Generally vote for bylaw
or charter changes that are of a housekeeping nature.</font></p>

<p style="margin:0pt 0pt 12.0pt 18.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Change Date, Time,
or Location of Annual Meeting</font></p>

<p style="margin:0pt 0pt 12.0pt 36.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Generally vote for
management proposals to change the date/time/location of the annual meeting
unless the proposed change is unreasonable.&#160;
Generally vote against shareholder proposals to change the
date/time/location of the annual meeting unless the current scheduling or
location is unreasonable.</font></p>

<p style="margin:0pt 0pt 12.0pt 18.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Ratify Auditors</font></p>

<p style="margin:0pt 0pt 12.0pt 36.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Generally vote for
proposals to ratify auditors unless: (1) an auditor has a financial interest in
or association with the company, and is therefore not independent; (2) fees for
non-audit services are excessive, or (3) there is reason to believe that the
independent auditor has rendered an opinion, which is neither accurate nor
indicative of the company&#146;s financial position.&#160;
Generally vote on a case-by-case basis on shareholder proposals asking
companies to prohibit their auditors from engaging in non-audit services (or
capping the level of non-audit services).&#160;
Generally vote on a case-by-case basis on auditor rotation proposals
taking into consideration: (1) tenure of audit firm; (2) establishment and
disclosure of a renewal process whereby the auditor is regularly evaluated for
both audit quality and competitive price; (3) length of the rotation period
advocated in the proposal, and (4) significant audit related issues.</font></p>

<h2 style="font-weight:normal;margin:0pt 0pt 12.0pt 18.0pt;page-break-after:auto;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Board of Directors</font></h2>

<p style="margin:0pt 0pt 12.0pt 18.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Voting on Director
Nominees in Uncontested Elections</font></p>

<p style="margin:0pt 0pt 12.0pt 36.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Generally votes on
director nominees on a case-by-case basis.&#160;
Votes may be withheld: (1) from directors who attended less than 75% of
the board and committee meetings without a valid reason for the absences; (2)
implemented or renewed a dead-hand poison pill; (3) ignored a shareholder
proposal that was approved by a majority of the votes cast for two consecutive
years; (4) ignored a shareholder proposal approved by a majority of the shares
outstanding; (5) have failed to act on takeover offers where the majority of
the shareholders have tendered their shares; (6) are inside directors or
affiliated outside directors and sit on the audit, compensation, or nominating
committee; (7) are inside directors or affiliated outside directors and the
full board serves as the audit, compensation, or nominating committee or the
company does not have one of these committees; or (8) are audit committee
members and the non-audit fees paid to the auditor are excessive</font></p>


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<p style="margin:0pt 0pt 12.0pt 18.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Cumulative Voting</font></p>

<p style="margin:0pt 0pt 12.0pt 36.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Proposals to
eliminate cumulative voting will be determined on a case-by-case basis.
Proposals to restore or provide for cumulative voting in the absence of
sufficient good governance provisions and/or poor relative shareholder returns
will be determined on a case-by-case basis.</font></p>

<p style="margin:0pt 0pt 12.0pt 18.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Director and
Officer Indemnification and Liability Protection</font></p>

<p style="margin:0pt 0pt 12.0pt 36.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Proposals on
director and officer indemnification and liability protection generally
evaluated on a case-by-case basis.&#160;
Generally vote against proposals that would: (1) eliminate entirely
directors&#146; and officers&#146; liability for monetary damages for violating the duty
of care; or (2) expand coverage beyond just legal expenses to acts, such as
negligence, that are more serious violations of fiduciary obligation than mere
carelessness.&#160; Generally vote for only
those proposals providing such expanded coverage in cases when a director&#146;s or
officer&#146;s legal defense was unsuccessful if: (1) the director was found to have
acted in good faith and in a manner that he reasonably believed was in the best
interests of the company, and (2) only if the director&#146;s legal expenses would
be covered.</font></p>

<p style="margin:0pt 0pt 12.0pt 18.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Filling
Vacancies/Removal of Directors</font></p>

<p style="margin:0pt 0pt 12.0pt 36.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Generally vote
against proposals that provide that directors may be removed only for
cause.&#160; Generally vote for proposals to
restore shareholder ability to remove directors with or without cause.&#160; Proposals that provide that only continuing
directors may elect replacements to fill board vacancies will be determined on
a case-by-case basis.&#160; Generally vote for
proposals that permit shareholders to elect directors to fill board vacancies.</font></p>

<p style="margin:0pt 0pt 12.0pt 18.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Independent
Chairman (Separate Chairman/CEO)</font></p>

<p style="margin:0pt 0pt 12.0pt 36.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Generally vote for
shareholder proposals requiring the position of chairman be filled by an independent
director unless there are compelling reasons to recommend against the proposal,
including: (1) designated lead director, elected by and from the independent
board members with clearly delineated duties; (2) 2/3 independent board; (3)
all independent key committees; or (4) established governance guidelines.</font></p>

<p style="margin:0pt 0pt 12.0pt 18.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Majority of
Independent Directors</font></p>

<p style="margin:0pt 0pt 12.0pt 36.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Generally vote for
shareholder proposals requiring that the board consist of a majority or
substantial majority (two-thirds) of independent directors unless the board
composition already meets the adequate threshold.&#160; Generally vote for shareholder proposals
requiring the board audit, compensation, and/or nominating committees be
composed exclusively of independent directors if they currently do not meet
that standard.&#160; Generally withhold votes
from insiders and affiliated outsiders sitting on the audit, compensation, or
nominating committees.&#160; Generally
withhold votes from insiders and affiliated outsiders on boards that are</font></p>


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<p style="margin:0pt 0pt 12.0pt 36.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">lacking any of
these three panels.&#160; Generally withhold
votes from insiders and affiliated outsiders on boards that are not at least
majority independent.</font></p>

<p style="margin:0pt 0pt 12.0pt 18.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Term Limits</font></p>

<p style="margin:0pt 0pt 12.0pt;text-indent:36.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Generally vote against
shareholder proposals to limit the tenure of outside directors.</font></p>

<h2 style="font-weight:normal;margin:0pt 0pt 12.0pt 18.0pt;page-break-after:auto;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Proxy Contests</font></h2>

<p style="margin:0pt 0pt 12.0pt;text-indent:36.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Voting on Director
Nominees in Contested Elections</font></p>

<p style="margin:0pt 0pt 12.0pt 36.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Votes in a
contested election of directors should be decided on a case-by-case basis, with
shareholders determining which directors are best suited to add value for
shareholders.&#160; The major decision factors
are: (1) company performance relative to its peers; (2) strategy of the
incumbents versus the dissidents; (3) independence of directors/nominees; (4)
experience and skills of board candidates; (5) governance profile of the
company; (6) evidence of management entrenchment; (7) responsiveness to
shareholders; or (8) whether takeover offer has been rebuffed.</font></p>

<p style="margin:0pt 0pt 12.0pt 18.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Amend Bylaws
without Shareholder Consent</font></p>

<p style="margin:0pt 0pt 12.0pt 36.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Proposals giving
the board exclusive authority to amend the bylaws will be determined on a
case-by-case basis.&#160; Proposals giving the
board the ability to amend the bylaws in addition to shareholders will be
determined on a case-by-case basis.</font></p>

<p style="margin:0pt 0pt 12.0pt 18.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Confidential
Voting</font></p>

<p style="margin:0pt 0pt 12.0pt 36.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Generally vote for
shareholder proposals requesting that corporations adopt confidential voting,
use independent vote tabulators and use independent inspectors of election, as
long as the proposal includes a provision for proxy contests as follows: In the
case of a contested election, management should be permitted to request that
the dissident group honor its confidential voting policy.&#160; If the dissidents agree, the policy may
remain in place.&#160; If the dissidents will
not agree, the confidential voting policy may be waived.&#160; Generally vote for management proposals to
adopt confidential voting.</font></p>

<p style="margin:0pt 0pt 12.0pt 18.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Cumulative Voting</font></p>

<p style="margin:0pt 0pt 12.0pt 36.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Proposals to
eliminate cumulative voting will be determined on a case-by-case basis.&#160; Proposals to restore or provide for
cumulative voting in the absence of sufficient good governance provisions
and/or poor relative shareholder returns will be determined on a case-by-case
basis.</font></p>


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<h2 style="font-weight:normal;margin:0pt 0pt 12.0pt 18.0pt;page-break-after:auto;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Antitakeover Defenses and Voting Related Issues</font></h2>

<p style="margin:0pt 0pt 12.0pt 18.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Advance Notice
Requirements for Shareholder Proposals/Nominations</font></p>

<p style="margin:0pt 0pt 12.0pt 36.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Votes on advance
notice proposals are determined on a case-by-case basis.</font></p>

<p style="margin:0pt 0pt 12.0pt 18.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Amend Bylaws
without Shareholder Consent</font></p>

<p style="margin:0pt 0pt 12.0pt 36.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Proposals giving
the board exclusive authority to amend the bylaws will be determined on a
case-by-case basis.&#160; Generally vote for
proposals giving the board the ability to amend the bylaws in addition to
shareholders.</font></p>

<p style="margin:0pt 0pt 12.0pt 18.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Poison Pills
(Shareholder Rights Plans)</font></p>

<p style="margin:0pt 0pt 12.0pt 36.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Generally vote for
shareholder proposals requesting that the company submit its poison pill to a
shareholder vote or redeem it.&#160; Votes
regarding management proposals to ratify a poison pill should be determined on
a case-by-case basis.&#160; Plans should
embody the following attributes: (1) 20% or higher flip-in or flip-over; (2)
two to three year sunset provision; (3) no dead-hand or no-hand features; or
(4) shareholder redemption feature</font></p>

<p style="margin:0pt 0pt 12.0pt 18.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Shareholders&#146;
Ability to Act by Written Consent</font></p>

<p style="margin:0pt 0pt 12.0pt 36.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Generally vote
against proposals to restrict or prohibit shareholders&#146; ability to take action
by written consent.&#160; Generally vote for
proposals to allow or make easier shareholder action by written consent.</font></p>

<p style="margin:0pt 0pt 12.0pt 18.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Shareholders&#146;
Ability to Call Special Meetings</font></p>

<p style="margin:0pt 0pt 12.0pt 36.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Proposals to
restrict or prohibit shareholders&#146; ability to call special meetings or that
remove restrictions on the right of shareholders to act independently of
management will be determined on a case-by-case basis.</font></p>

<p style="margin:0pt 0pt 12.0pt 18.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Supermajority Vote
Requirements</font></p>

<p style="margin:0pt 0pt 12.0pt 36.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Proposals to
require a supermajority shareholder vote will be determined on a case-by-case
basis Proposals to lower supermajority vote requirements will be determined on
a case-by-case basis.</font></p>

<h2 style="font-weight:normal;margin:0pt 0pt 12.0pt 18.0pt;page-break-after:auto;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Merger and Corporate Restructuring</font></h2>

<p style="margin:0pt 0pt 12.0pt 18.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Appraisal Rights</font></p>

<p style="margin:0pt 0pt 12.0pt;text-indent:36.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Generally vote for
proposals to restore, or provide shareholders with, rights of appraisal.</font></p>


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<p style="margin:0pt 0pt 12.0pt 18.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Asset Purchases</font></p>

<p style="margin:0pt 0pt 12.0pt 36.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Generally vote
case-by-case on asset purchase proposals, taking into account: (1) purchase
price, including earnout and contingent payments; (2) fairness opinion; (3)
financial and strategic benefits; (4) how the deal was negotiated; (5)
conflicts of interest; (6) other alternatives for the business; or (7)
noncompletion risk (company&#146;s going concern prospects, possible bankruptcy).</font></p>

<p style="margin:0pt 0pt 12.0pt 18.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Asset Sales</font></p>

<p style="margin:0pt 0pt 12.0pt 36.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Votes on asset
sales should be determined on a case-by-case basis after considering: (1)
impact on the balance sheet/working capital; (2) potential elimination of
diseconomies; (3) anticipated financial and operating benefits; (4) anticipated
use of funds; (5) value received for the asset; fairness opinion (if any); (6)
how the deal was negotiated; or (6) Conflicts of interest</font></p>

<p style="margin:0pt 0pt 12.0pt 18.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Conversion of
Securities</font></p>

<p style="margin:0pt 0pt 12.0pt 36.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Votes on proposals
regarding conversion of securities are determined on a case-by-case basis. When
evaluating these proposals, should review (1) dilution to existing shareholders&#146;
position; (2) conversion price relative to market value; (3) financial issues:
company&#146;s financial situation and degree of need for capital; effect of the
transaction on the company&#146;s cost of capital; (4) control issues: change in
management; change in control; standstill provisions and voting agreements;
guaranteed contractual board and committee seats for investor; veto power over
certain corporate actions; (5) termination penalties; (6) conflict of interest:
arm&#146;s length transactions, managerial incentives.&#160; Generally vote for the conversion if it is
expected that the company will be subject to onerous penalties or will be
forced to file for bankruptcy if the transaction is not approved.</font></p>

<p style="margin:0pt 0pt 12.0pt 18.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Corporate
Reorganization</font></p>

<p style="margin:0pt 0pt 12.0pt 36.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Votes on proposals
to increase common and/or preferred shares and to issue shares as part of a
debt restructuring plan are determined on a case-by-case basis, after
evaluating: (1) dilution to existing shareholders&#146; position; (2) terms of the
offer; (3) financial issues; (4) management&#146;s efforts to pursue other
alternatives; (5) control issues; (6) conflict of interest.&#160; Generally vote for the debt restructuring if
it is expected that the company will file for bankruptcy if the transaction is
not approved.</font></p>

<p style="margin:0pt 0pt 12.0pt 18.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Reverse Leveraged
Buyouts</font></p>

<p style="margin:0pt 0pt 12.0pt 36.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Votes on proposals
to increase common and/or preferred shares and to issue shares as part of a
debt restructuring plan are determined on a case-by-case basis, after
evaluating: (1) dilution to existing shareholders&#146; position; (2) terms of the
offer; (3) financial issues; (4) management&#146;s efforts to pursue other
alternatives; (5) control issues; (6) conflict of interest.&#160; Generally vote </font></p>


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<p style="margin:0pt 0pt 12.0pt 36.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">for the debt
restructuring if it is expected that the company will file for bankruptcy if
the transaction is not approved.</font></p>

<p style="margin:0pt 0pt 12.0pt 18.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Formation of Holding
Company</font></p>

<p style="margin:0pt 0pt 12.0pt 36.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Votes on proposals
regarding the formation of a holding company should be determined on a
case-by-case basis taking into consideration: (1) the reasons for the change;
(2) any financial or tax benefits; (3) regulatory benefits; (4) increases in
capital structure; (5) changes to the articles of incorporation or bylaws of
the company.&#160; Absent compelling financial
reasons to recommend the transaction, generally vote against the formation of a
holding company if the transaction would include either of the following: (1)
increases in common or preferred stock in excess of the allowable maximum as
calculated a model capital structure; (2) adverse changes in shareholder
rights; (3) going private transactions; (4) votes going private transactions on
a case-by-case basis, taking into account: (a) offer price/premium; (b)
fairness opinion; (c) how the deal was negotiated; (d) conflicts of interest;
(e) other alternatives/offers considered; (f) noncompletion risk.</font></p>

<p style="margin:0pt 0pt 12.0pt 18.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Joint Ventures</font></p>

<p style="margin:0pt 0pt 12.0pt 36.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Vote on a
case-by-case basis on proposals to form joint ventures, taking into account:
(1) percentage of assets/business contributed; (2) percentage ownership; (3)
financial and strategic benefits; (4) governance structure; (5) conflicts of
interest; (6) other alternatives; (7) noncompletion risk; (8)
liquidations.&#160; Votes on liquidations
should be determined on a case-by-case basis after reviewing: (1) management&#146;s
efforts to pursue other alternatives such as mergers; (2) appraisal value of
the assets (including any fairness opinions); (3) compensation plan for
executives managing the liquidation.&#160;
Generally vote for the liquidation if the company will file for
bankruptcy if the proposal is not approved.</font></p>

<p style="margin:0pt 0pt 12.0pt 18.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Mergers and
Acquisitions</font></p>

<p style="margin:0pt 0pt 12.0pt 36.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Votes on mergers
and acquisitions should be considered on a case-by-case basis, determining
whether the transaction enhances shareholder value by giving consideration to:
(1) prospects of the combined companies; (2) anticipated financial and
operating benefits; (3) offer price; (4) fairness opinion; (5) how the deal was
negotiated; (6) changes in corporate governance and their impact on shareholder
rights; (7) change in the capital structure; (8) conflicts of interest.</font></p>

<p style="margin:0pt 0pt 12.0pt 18.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Private Placements</font></p>

<p style="margin:0pt 0pt 12.0pt 36.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Votes on proposals
regarding private placements should be determined on a case-by-case basis. When
evaluating these proposals, should review: (1) dilution to existing
shareholders&#146; position; (2) terms of the offer; (3) financial issues; (4)
management&#146;s efforts to pursue alternatives such as mergers; (5) control
issues; (6) conflict of interest.&#160;
Generally vote for the</font></p>


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<p style="margin:0pt 0pt 12.0pt 36.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">private placement
if it is expected that the company will file for bankruptcy if the transaction
is not approved.</font></p>

<p style="margin:0pt 0pt 12.0pt 18.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Prepackaged
Bankruptcy Plans</font></p>

<p style="margin:0pt 0pt 12.0pt 36.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Votes on proposals
to increase common and/or preferred shares and to issue shares as part of a
debt restructuring plan are determined on a case-by-case basis, after
evaluating: (1) dilution to existing shareholders&#146; position; (2) terms of the
offer; (3) financial issues; (4) management&#146;s efforts to pursue other
alternatives; (5) control issues; (6) conflict of interest.&#160; Generally vote for the debt restructuring if
it is expected that the company will file for bankruptcy if the transaction is
not approved.</font></p>

<p style="margin:0pt 0pt 12.0pt 18.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Recapitalization</font></p>

<p style="margin:0pt 0pt 12.0pt 36.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Votes case-by-case
on recapitalizations (reclassifications of securities), taking into account: (1)
more simplified capital structure; (2) enhanced liquidity; (3) fairness of
conversion terms, including fairness opinion; (4) impact on voting power and
dividends; (5) reasons for the reclassification; (6) conflicts of interest; (7)
other alternatives considered.</font></p>

<p style="margin:0pt 0pt 12.0pt 18.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Reverse Stock
Splits</font></p>

<p style="margin:0pt 0pt 12.0pt 36.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Generally vote for
management proposals to implement a reverse stock split when the number of
authorized shares will be proportionately reduced.&#160; Generally vote for management proposals to
implement a reverse stock split to avoid delisting.&#160; Votes on proposals to implement a reverse
stock split that do not proportionately reduce the number of shares authorized
for issue should be determined on a case-by-case basis.</font></p>

<p style="margin:0pt 0pt 12.0pt 18.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Spinoffs</font></p>

<p style="margin:0pt 0pt 12.0pt 36.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Votes on spinoffs
should be considered on a case-by-case basis depending on: (1) tax and
regulatory advantages; (2) planned use of the sale proceeds; (3) valuation of
spinoff; fairness opinion; (3) benefits that the spinoff may have on the parent
company including improved market focus; (4) conflicts of interest; managerial
incentives; (5) any changes in corporate governance and their impact on
shareholder rights; (6) change in the capital structure</font></p>

<p style="margin:0pt 0pt 12.0pt 18.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Value Maximization
Proposals</font></p>

<p style="margin:0pt 0pt 12.0pt;text-indent:36.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Vote case-by-case on
shareholder proposals seeking to maximize shareholder value.</font></p>


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<p style="margin:0pt 0pt 12.0pt 18.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Capital Structure</font></p>

<p style="margin:0pt 0pt 12.0pt 18.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Adjustments to Par
Value of Common Stock</font></p>

<p style="margin:0pt 0pt 12.0pt 36.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Generally vote for
management proposals to reduce the par value of common stock unless the action
is being taken to facilitate an antitakeover device or some other negative
corporate governance action.&#160; Generally
vote for management proposals to eliminate par value.</font></p>

<p style="margin:0pt 0pt 12.0pt 18.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Common Stock
Authorization</font></p>

<p style="margin:0pt 0pt 12.0pt 36.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Votes on proposals
to increase the number of shares of common stock authorized for issuance are
determined on a case-by-case basis.&#160;
Generally vote against proposals at companies with dual-class capital
structures to increase the number of authorized shares of the class of stock
that has superior voting rights.&#160;
Generally vote for proposals to approve increases beyond the allowable
increase when a company&#146;s shares are in danger of being delisted or if a
company&#146;s ability to continue to operate as a going concern is uncertain.</font></p>

<p style="margin:0pt 0pt 12.0pt 18.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Dual-class Stock</font></p>

<p style="margin:0pt 0pt 12.0pt 36.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Generally vote
against proposals to create a new class of common stock with superior voting
rights.&#160; Generally vote for proposals to
create a new class of nonvoting or subvoting common stock if: (1) it is
intended for financing purposes with minimal or no dilution to current
shareholders; (2) it is not designed to preserve the voting power of an insider
or significant shareholder.</font></p>

<p style="margin:0pt 0pt 12.0pt 18.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Issue Stock for
Use with Rights Plan</font></p>

<p style="margin:0pt 0pt 12.0pt 36.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Generally vote
against proposals that increase authorized common stock for the explicit
purpose of implementing a shareholder rights plan.</font></p>

<p style="margin:0pt 0pt 12.0pt 18.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Preemptive Rights</font></p>

<p style="margin:0pt 0pt 12.0pt 36.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Votes regarding
shareholder proposals seeking preemptive rights should be determined on a
case-by-case basis after evaluating: (1) the size of the company; (2) the
shareholder base; (3) the liquidity of the stock</font></p>

<p style="margin:0pt 0pt 12.0pt 18.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Preferred Stock</font></p>

<p style="margin:0pt 0pt 12.0pt 36.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Generally vote
against proposals authorizing the creation of new classes of preferred stock
with unspecified voting, conversion, dividend distribution, and other rights (&#147;blank
check&#148; preferred stock).&#160; Generally vote
for proposals to create &#147;declawed&#148; blank check preferred stock (stock that
cannot be used as a takeover defense).&#160;
Generally vote for proposals to authorize preferred stock in cases where
the company specifies the voting, dividend, conversion, and other rights of
such stock and the terms of the preferred stock appear reasonable.&#160; Generally vote against proposals to increase
the number of blank check preferred stock authorized for issuance when no
shares have been issued or reserved for a specific purpose.&#160; Generally vote case-by-case on proposals to
increase the number of blank check</font></p>


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<p style="margin:0pt 0pt 12.0pt 36.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">preferred shares
after analyzing the number of preferred shares available for issue given a
company&#146;s industry and performance in terms of shareholder returns.</font></p>

<p style="margin:0pt 0pt 12.0pt 18.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Recapitalization</font></p>

<p style="margin:0pt 0pt 12.0pt 36.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Vote case-by-case
on recapitalizations (reclassifications of securities), taking into account:
(1) more simplified capital structure; (2) enhanced liquidity; (3) fairness of
conversion terms, including fairness opinion; (4) impact on voting power and
dividends; (5) reasons for the reclassification; (6) conflicts of interest; (7)
other alternatives considered.</font></p>

<p style="margin:0pt 0pt 12.0pt 18.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Reverse Stock
Splits</font></p>

<p style="margin:0pt 0pt 12.0pt 36.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Generally vote for
management proposals to implement a reverse stock split when the number of
authorized shares will be proportionately reduced.&#160; Generally vote for management proposals to
implement a reverse stock split to avoid delisting.&#160; Votes on proposals to implement a reverse
stock split that do not proportionately reduce the number of shares authorized
for issue should be determined on a case-by-case basis.</font></p>

<p style="margin:0pt 0pt 12.0pt 18.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Share Repurchase
Programs</font></p>

<p style="margin:0pt 0pt 12.0pt 36.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Generally vote for
management proposals to institute open-market share repurchase plans in which
all shareholders may participate on equal terms.</font></p>

<p style="margin:0pt 0pt 12.0pt 18.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Stock
Distributions: Splits and Dividends</font></p>

<p style="margin:0pt 0pt 12.0pt 36.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Generally vote for
management proposals to increase the common share authorization for a stock
split or share dividend, provided that the increase in authorized shares would
not result in an excessive number of shares available for issuance.</font></p>

<p style="margin:0pt 0pt 12.0pt 18.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Tracking Stock</font></p>

<p style="margin:0pt 0pt 12.0pt 36.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Votes on the
creation of tracking stock are determined on a case-by-case basis, weighing the
strategic value of the transaction against such factors as: (1) adverse
governance changes; (2) excessive increases in authorized capital stock; (3)
unfair method of distribution; (4) diminution of voting rights; (5) adverse
conversion features; (6) negative impact on stock option plans; (7) other
alternatives such as a spinoff.</font></p>

<h2 style="font-weight:normal;margin:0pt 0pt 12.0pt 18.0pt;page-break-after:avoid;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Executive and
Director Compensation</font></h2>

<p style="margin:0pt 0pt 12.0pt 18.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Executive and
Director Compensation</font></p>

<p style="margin:0pt 0pt 12.0pt;text-indent:36.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Votes on compensation
plans for directors are determined on a case-by-case basis.</font></p>


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<p style="margin:0pt 0pt 12.0pt 18.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Stock Plans in
Lieu of Cash</font></p>

<p style="margin:0pt 0pt 12.0pt 36.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Votes for plans
which provide participants with the option of taking all or a portion of their
cash compensation in the form of stock are determined on a case-by-case
basis.&#160; Generally vote for plans which
provide a dollar-for-dollar cash for stock exchange.&#160; Votes for plans which do not provide a
dollar-for-dollar cash for stock exchange should be determined on a
case-by-case basis.</font></p>

<p style="margin:0pt 0pt 12.0pt 18.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Director
Retirement Plans</font></p>

<p style="margin:0pt 0pt 12.0pt 36.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Generally vote
against retirement plans for nonemployee directors.&#160; Generally vote for shareholder proposals to
eliminate retirement plans for nonemployee directors.</font></p>

<p style="margin:0pt 0pt 12.0pt 18.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Management
Proposals Seeking Approval to Reprice Options</font></p>

<p style="margin:0pt 0pt 12.0pt 36.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Votes on
management proposals seeking approval to reprice options are evaluated on a
case-by-case basis giving consideration to the following: (1) historic trading
patterns; (2) rationale for the repricing; (3) value-for-value exchange; (4)
option vesting; (5) term of the option; (6) exercise price; (7) participants;
(8) employee stock purchase plans.&#160; Votes
on employee stock purchase plans should be determined on a case-by-case
basis.&#160; Generally vote for employee stock
purchase plans where: (1) purchase price is at least 85 percent of fair market
value; (2) offering period is 27 months or less, and (3) potential voting power
dilution (VPD) is ten percent or less.&#160; Generally
vote against employee stock purchase plans where either: (1) purchase price is
less than 85 percent of fair market value; (2) Offering period is greater than
27 months, or (3) VPD is greater than ten percent</font></p>

<p style="margin:0pt 0pt 12.0pt 18.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Incentive Bonus
Plans and Tax Deductibility Proposals</font></p>

<p style="margin:0pt 0pt 12.0pt 36.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Generally vote for
proposals that simply amend shareholder-approved compensation plans to include
administrative features or place a cap on the annual grants any one participant
may receive.&#160; Generally vote for proposals
to add performance goals to existing compensation plans.&#160; Votes to amend existing plans to increase
shares reserved and to qualify for favorable tax treatment considered on a
case-by-case basis.&#160; Generally vote for
cash or cash and stock bonus plans that are submitted to shareholders for the
purpose of exempting compensation from taxes if no increase in shares is
requested.</font></p>

<p style="margin:0pt 0pt 12.0pt 18.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Employee Stock
Ownership Plans (ESOPs)</font></p>

<p style="margin:0pt 0pt 12.0pt 36.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Generally vote for
proposals to implement an ESOP or increase authorized shares for existing
ESOPs, unless the number of shares allocated to the ESOP is excessive (more
than five percent of outstanding shares.)</font></p>


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<p style="margin:0pt 0pt 12.0pt 18.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">401(k) Employee
Benefit Plans</font></p>

<p style="margin:0pt 0pt 12.0pt 36.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Generally vote for
proposals to implement a 401(k) savings plan for employees.</font></p>

<p style="margin:0pt 0pt 12.0pt 18.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Shareholder
Proposals Regarding Executive and Director Pay</font></p>

<p style="margin:0pt 0pt 12.0pt 36.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Generally vote for
shareholder proposals seeking additional disclosure of executive and director
pay information, provided the information requested is relevant to shareholders&#146;
needs, would not put the company at a competitive disadvantage relative to its
industry, and is not unduly burdensome to the company.&#160; Generally vote against shareholder proposals
seeking to set absolute levels on compensation or otherwise dictate the amount
or form of compensation.&#160; Generally vote
against shareholder proposals requiring director fees be paid in stock
only.&#160; Generally vote for shareholder
proposals to put option repricings to a shareholder vote.&#160; Vote for shareholders proposals to exclude
pension fund income in the calculation of earnings used in determining
executive bonuses/compensation.&#160; Vote on
a case-by-case basis for all other shareholder proposals regarding executive
and director pay, taking into account company performance, pay level versus
peers, pay level versus industry, and long term corporate outlook.</font></p>

<p style="margin:0pt 0pt 12.0pt 18.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Performance-Based
Option Proposals</font></p>

<p style="margin:0pt 0pt 12.0pt 36.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Generally vote for
shareholder proposals advocating the use of performance-based equity awards
(indexed, premium-priced, and performance-vested options), unless: (1) the
proposal is overly restrictive; or (2) the company demonstrates that it is
using a substantial portion of performance-based awards for its top executives.</font></p>

<p style="margin:0pt 0pt 12.0pt 18.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Stock Option
Expensing</font></p>

<p style="margin:0pt 0pt 12.0pt 36.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Generally vote for
shareholder proposals asking the company to expense stock options unless the
company has already publicly committed to start expensing by a specific date.</font></p>

<p style="margin:0pt 0pt 12.0pt 18.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Golden and Tin
Parachutes</font></p>

<p style="margin:0pt 0pt 12.0pt 36.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Generally vote for
shareholder proposals to require golden and tin parachutes to be submitted for
shareholder ratification, unless the proposal requires shareholder approval
prior to entering into employment contracts.&#160;
Vote on a case-by-case basis on proposals to ratify or cancel golden or
tin parachutes.</font></p>

<p style="margin:0pt 0pt 12.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">May 17, 2006</font></p>

<p style="margin:0pt 0pt 12.0pt;"><b><font size="2" face="Times New Roman" style="font-size:10.0pt;font-weight:bold;">Item
8.&#160; Portfolio Managers of Closed-End
Management Investment Companies.</font></b></p>

<p style="margin:0pt 0pt 12.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Information pertaining to
the Chief Investment Officer of the Credit Suisse High Yield Bond Fund, as of
October 31, 2006, is set forth below.</font></p>


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<p style="margin:0pt 0pt .0001pt;"><font size="1" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>

<table border="0" cellspacing="0" cellpadding="0" width="100%" style="border-collapse:collapse;font-family:Times New Roman;width:100.0%;">
 <tr style="page-break-inside:avoid;">
  <td width="19%" valign="top" style="padding:0pt .7pt 0pt 0pt;width:19.66%;">
  <p style="font-size:10.0pt;margin:0pt 0pt .0001pt;"><!-- SET mrlNoTableShading -->Martha B. Metcalf <br>
  Chief Investment <br>
  Officer Since 2005 <br>
  <br>
  Date of Birth: 04/09/65</p>
  </td>
  <td width="3%" valign="top" style="padding:0pt .7pt 0pt 0pt;width:3.34%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="77%" valign="top" style="padding:0pt .7pt 0pt 0pt;width:77.02%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Managing Director; Associated with Credit Suisse
  since 2005; <br>
  Managing Director and Portfolio Manager of Invesco from 2000 to 2005; Officer
  of other Credit Suisse Funds</font></p>
  </td>
 </tr>
</table>

<p style="line-height:1.0pt;margin:0pt 0pt 12.0pt;"><font size="1" face="Times New Roman">&nbsp;</font></p>

<h2 style="font-weight:normal;margin:0pt 0pt 12.0pt 18.0pt;page-break-after:avoid;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Registered Investment Companies, Pooled
Investment Vehicles and Other Accounts Managed</font></h2>

<p style="margin:0pt 0pt 12.0pt;text-indent:72.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">As reported to the Registrant, the information in the following table
reflects the number of registered investment companies, pooled investment
vehicles and other accounts managed by Ms. Metcalf and the total assets managed
within each category as of October 31, 2006.</font></p>

<table border="0" cellspacing="0" cellpadding="0" width="100%" style="border-collapse:collapse;width:100.0%;">
 <tr style="page-break-inside:avoid;">
  <td width="15%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:15.8%;">
  <p style="font-weight:bold;line-height:8.0pt;margin:0pt 0pt .0001pt;text-align:center;"><b><font size="1" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></b></p>
  </td>
  <td width="2%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:2.42%;">
  <p style="font-weight:bold;line-height:8.0pt;margin:0pt 0pt .0001pt;text-align:center;"><b><font size="1" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></b></p>
  </td>
  <td width="25%" colspan="3" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:25.54%;">
  <p style="font-weight:bold;line-height:8.0pt;margin:0pt 0pt .0001pt;text-align:center;"><b><font size="1" face="Times New Roman" style="font-size:8.0pt;">Registered&nbsp;Investment</font></b></p>
  </td>
  <td width="2%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:2.42%;">
  <p style="font-weight:bold;line-height:8.0pt;margin:0pt 0pt .0001pt;text-align:center;"><b><font size="1" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></b></p>
  </td>
  <td width="25%" colspan="3" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:25.54%;">
  <p style="font-weight:bold;line-height:8.0pt;margin:0pt 0pt .0001pt;text-align:center;"><b><font size="1" face="Times New Roman" style="font-size:8.0pt;">Other&nbsp;Pooled&nbsp;Investment</font></b></p>
  </td>
  <td width="2%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:2.42%;">
  <p style="font-weight:bold;line-height:8.0pt;margin:0pt 0pt .0001pt;text-align:center;"><b><font size="1" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></b></p>
  </td>
  <td width="11%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:11.56%;">
  <p style="font-weight:bold;line-height:8.0pt;margin:0pt 0pt .0001pt;text-align:center;"><b><font size="1" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></b></p>
  </td>
  <td width="2%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:2.42%;">
  <p style="font-weight:bold;line-height:8.0pt;margin:0pt 0pt .0001pt;text-align:center;"><b><font size="1" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></b></p>
  </td>
  <td width="11%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:11.56%;">
  <p style="font-weight:bold;line-height:8.0pt;margin:0pt 0pt .0001pt;text-align:center;"><b><font size="1" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></b></p>
  </td>
  <td width="0%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:.34%;">
  <p style="font-weight:bold;line-height:8.0pt;margin:0pt 0pt .0001pt;text-align:center;"><b><font size="1" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
 <tr style="page-break-inside:avoid;">
  <td width="15%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:15.8%;">
  <p style="font-weight:bold;line-height:8.0pt;margin:0pt 0pt .0001pt;text-align:center;"><b><font size="1" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></b></p>
  </td>
  <td width="2%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:2.42%;">
  <p style="font-weight:bold;line-height:8.0pt;margin:0pt 0pt .0001pt;text-align:center;"><b><font size="1" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></b></p>
  </td>
  <td width="25%" colspan="3" valign="bottom" style="border:none;border-bottom:solid windowtext 1.0pt;padding:0pt .7pt 0pt 0pt;width:25.54%;">
  <p style="font-weight:bold;line-height:8.0pt;margin:0pt 0pt .0001pt;text-align:center;"><b><font size="1" face="Times New Roman" style="font-size:8.0pt;">Companies</font></b></p>
  </td>
  <td width="2%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:2.42%;">
  <p style="font-weight:bold;line-height:8.0pt;margin:0pt 0pt .0001pt;text-align:center;"><b><font size="1" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></b></p>
  </td>
  <td width="25%" colspan="3" valign="bottom" style="border:none;border-bottom:solid windowtext 1.0pt;padding:0pt .7pt 0pt 0pt;width:25.54%;">
  <p style="font-weight:bold;line-height:8.0pt;margin:0pt 0pt .0001pt;text-align:center;"><b><font size="1" face="Times New Roman" style="font-size:8.0pt;">Vehicles</font></b></p>
  </td>
  <td width="2%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:2.42%;">
  <p style="font-weight:bold;line-height:8.0pt;margin:0pt 0pt .0001pt;text-align:center;"><b><font size="1" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></b></p>
  </td>
  <td width="25%" colspan="3" valign="bottom" style="border:none;border-bottom:solid windowtext 1.0pt;padding:0pt .7pt 0pt 0pt;width:25.54%;">
  <p style="font-weight:bold;line-height:8.0pt;margin:0pt 0pt .0001pt;text-align:center;"><b><font size="1" face="Times New Roman" style="font-size:8.0pt;">Other&nbsp;Accounts</font></b></p>
  </td>
  <td width="0%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:.34%;">
  <p style="font-weight:bold;line-height:8.0pt;margin:0pt 0pt .0001pt;text-align:center;"><b><font size="1" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
 <tr bgcolor="#CCEEFF" style="page-break-inside:avoid;">
  <td width="15%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:15.8%;">
  <p style="margin:0pt 0pt .0001pt 10.0pt;text-indent:-10.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Martha Metcalf</font></p>
  </td>
  <td width="2%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:2.42%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="11%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:11.56%;">
  <p align="center" style="margin:0pt 0pt .0001pt;text-align:center;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">7</font></p>
  </td>
  <td width="2%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:2.42%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="11%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:11.56%;">
  <p align="center" style="margin:0pt 0pt .0001pt;text-align:center;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">$792 million</font></p>
  </td>
  <td width="2%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:2.42%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="11%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:11.56%;">
  <p align="center" style="margin:0pt 0pt .0001pt;text-align:center;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">4</font></p>
  </td>
  <td width="2%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:2.42%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="11%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:11.56%;">
  <p align="center" style="margin:0pt 0pt .0001pt;text-align:center;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">$159 million</font></p>
  </td>
  <td width="2%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:2.42%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="11%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:11.56%;">
  <p align="center" style="margin:0pt 0pt .0001pt;text-align:center;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">3</font></p>
  </td>
  <td width="2%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:2.42%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="11%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:11.56%;">
  <p align="center" style="margin:0pt 0pt .0001pt;text-align:center;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">$101 million</font></p>
  </td>
  <td width="0%" valign="bottom" style="padding:0pt .7pt 0pt 0pt;width:.34%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
 </tr>
 <tr height="0">
  <td width="118" style="border:none;"></td>
  <td width="18" style="border:none;"></td>
  <td width="86" style="border:none;"></td>
  <td width="18" style="border:none;"></td>
  <td width="86" style="border:none;"></td>
  <td width="18" style="border:none;"></td>
  <td width="86" style="border:none;"></td>
  <td width="18" style="border:none;"></td>
  <td width="86" style="border:none;"></td>
  <td width="18" style="border:none;"></td>
  <td width="86" style="border:none;"></td>
  <td width="18" style="border:none;"></td>
  <td width="86" style="border:none;"></td>
  <td width="2" style="border:none;"></td>
 </tr>
</table>

<p style="line-height:1.0pt;margin:0pt 0pt 12.0pt;"><font size="1" face="Times New Roman">&nbsp;</font></p>

<p style="margin:0pt 0pt 12.0pt;text-indent:0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">No advisory fee is paid based on performance for any of the accounts
listed above.</font></p>

<p align="left" style="margin:0pt 0pt 12.0pt;text-align:left;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Potential
Conflicts of Interest</font></p>

<p style="margin:0pt 0pt 12.0pt;text-indent:72.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">It is possible that conflicts of interest may
arise in connection with the portfolio managers&#146; management of the Portfolio&#146;s
investments on the one hand and the investments of other accounts on the other.
For example, the portfolio managers may have conflicts of interest in
allocating management time, resources and investment opportunities among the
Portfolio and other accounts they advise. In addition due to differences in the
investment strategies or restrictions between the Portfolio and the other
accounts, the portfolio managers may take action with respect to another
account that differs from the action taken with respect to the Portfolio.&#160; Credit Suisse has adopted policies and
procedures that are designed to minimize the effects of these conflicts.</font></p>

<p style="margin:0pt 0pt 12.0pt;text-indent:72.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">If Credit Suisse believes that the purchase or sale of a security is in
the best interest of more than one client, it may (but is not obligated to)
aggregate the orders to be sold or purchased to seek favorable execution or
lower brokerage commissions, to the extent permitted by applicable laws and
regulations.&#160; Credit Suisse may aggregate
orders if all participating client accounts benefit equally (i.e., all receive
an average price of the aggregated orders). In the event Credit Suisse
aggregates an order for participating accounts, the method of allocation will
generally be determined prior to the trade execution. Although no specific
method of allocation of transactions (as well as expenses incurred in the
transactions) is expected to be used, allocations will be designed to ensure
that over time all clients receive fair treatment consistent with Credit Suisse&#146;s
fiduciary duty to its clients (including its duty to seek to obtain best
execution of client trades). The accounts aggregated may </font></p>


 <p style="font-size:10.0pt;margin:24.0pt 0pt .0001pt;text-align:center;"><font face="Times New Roman">19</font></p> <br><hr size="3" width="100%" noshade color="#010101" align="center">

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<p style="margin:0pt 0pt 12.0pt;text-indent:0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">include registered and unregistered investment companies managed by
Credit Suisse&#146;s affiliates and accounts in which Credit Suisse&#146;s officers,
directors, agents, employees or affiliates own interests. Applicant may not be
able to aggregate securities transactions for clients who direct the use of a
particular broker-dealer, and the client also may not benefit from any improved
execution or lower commissions that may be available for such transactions.</font></p>

<p style="margin:0pt 0pt 12.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Compensation</font></p>

<p style="margin:0pt 0pt 12.0pt;text-indent:36.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Ms. Metcalf is
compensated for her services by Credit Suisse. Ms. Metcalf&#146;s compensation
consists of a fixed base salary and a discretionary bonus that is not tied by
formula to the performance of any Fund or account. The factors taken into
account in determining a portfolio manager&#146;s bonus include the Fund&#146;s absolute performance,
assets held in the Fund and other accounts managed by the portfolio managers,
business growth, team work, management, corporate citizenship, etc. A portion
of the bonus may be paid in phantom shares of Credit Suisse Group stock as
deferred compensation. Phantom shares are shares representing an unsecured
right to receive on a particular date a specified number of registered shares
subject to certain terms and conditions.&#160;
A portion of the bonus will receive the notional return of the fund(s)
the portfolio manager manages and a portion of the bonus will receive the
notional return of a basket of other Credit Suisse funds along the product line
of the portfolio manager. Like all employees of Credit Suisse, Ms. Metcalf
participates in Credit Suisse&#146;s profit sharing and 401(k) plans.</font></p>

<p style="margin:0pt 0pt 12.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Securities
Ownership.&#160; As of October 31, 2006, Ms.
Metcalf did not own any shares of the registrant.</font></p>

<p style="margin:0pt 0pt 12.0pt;"><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:0pt 0pt 12.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">None.</font></p>

<p style="margin:0pt 0pt 12.0pt;text-indent:0pt;"><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:0pt 0pt 12.0pt;text-indent:0pt;"><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:0pt 0pt 12.0pt;text-indent:0pt;"><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:0pt 0pt 12.0pt;text-indent:0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">(a) As of a date within 90 days from the filing date of this report,
the principal executive officer and principal financial officer concluded that
the registrant&#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 </font></p>


 <p style="font-size:10.0pt;margin:24.0pt 0pt .0001pt;text-align:center;"><font face="Times New Roman">20</font></p> <br><hr size="3" width="100%" noshade color="#010101" align="center">

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<p style="margin:0pt 0pt 12.0pt;text-indent:0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">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:0pt 0pt 12.0pt;text-indent:0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">(b) 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 second fiscal quarter of the period covered by this report 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:0pt 0pt 12.0pt;"><b><font size="2" face="Times New Roman" style="font-size:10.0pt;font-weight:bold;">Item 12.
Exhibits.</font></b></p>

<table border="0" cellspacing="0" cellpadding="0" width="100%" style="border-collapse:collapse;font-family:Times New Roman;width:100.0%;">
 <tr style="page-break-inside:avoid;">
  <td width="5%" valign="top" style="padding:0pt .7pt 0pt 0pt;width:5.12%;">
  <p style="font-size:10.0pt;margin:0pt 0pt .0001pt;"><!-- SET mrlNoTableShading -->(a)(1)</p>
  </td>
  <td width="1%" valign="top" style="padding:0pt .7pt 0pt 0pt;width:1.78%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="93%" valign="top" style="padding:0pt .7pt 0pt 0pt;width:93.1%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Registrant&#146;s Code of Ethics is an exhibit to this
  report.</font></p>
  </td>
 </tr>
 <tr style="page-break-inside:avoid;">
  <td width="5%" valign="top" style="padding:0pt .7pt 0pt 0pt;width:5.12%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">&nbsp;</font></p>
  </td>
  <td width="1%" valign="top" style="padding:0pt .7pt 0pt 0pt;width:1.78%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">&nbsp;</font></p>
  </td>
  <td width="93%" valign="top" style="padding:0pt .7pt 0pt 0pt;width:93.1%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">&nbsp;</font></p>
  </td>
 </tr>
 <tr style="page-break-inside:avoid;">
  <td width="5%" valign="top" style="padding:0pt .7pt 0pt 0pt;width:5.12%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">(a)(2)</font></p>
  </td>
  <td width="1%" valign="top" style="padding:0pt .7pt 0pt 0pt;width:1.78%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="93%" valign="top" style="padding:0pt .7pt 0pt 0pt;width:93.1%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">The certifications of the registrant as required by
  Rule 30a-2(a) under the Act are exhibits to this report.</font></p>
  </td>
 </tr>
 <tr style="page-break-inside:avoid;">
  <td width="5%" valign="top" style="padding:0pt .7pt 0pt 0pt;width:5.12%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">&nbsp;</font></p>
  </td>
  <td width="1%" valign="top" style="padding:0pt .7pt 0pt 0pt;width:1.78%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">&nbsp;</font></p>
  </td>
  <td width="93%" valign="top" style="padding:0pt .7pt 0pt 0pt;width:93.1%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">&nbsp;</font></p>
  </td>
 </tr>
 <tr style="page-break-inside:avoid;">
  <td width="5%" valign="top" style="padding:0pt .7pt 0pt 0pt;width:5.12%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">(a)(3)</font></p>
  </td>
  <td width="1%" valign="top" style="padding:0pt .7pt 0pt 0pt;width:1.78%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="93%" valign="top" style="padding:0pt .7pt 0pt 0pt;width:93.1%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Not applicable.</font></p>
  </td>
 </tr>
 <tr style="page-break-inside:avoid;">
  <td width="5%" valign="top" style="padding:0pt .7pt 0pt 0pt;width:5.12%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">&nbsp;</font></p>
  </td>
  <td width="1%" valign="top" style="padding:0pt .7pt 0pt 0pt;width:1.78%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">&nbsp;</font></p>
  </td>
  <td width="93%" valign="top" style="padding:0pt .7pt 0pt 0pt;width:93.1%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">&nbsp;</font></p>
  </td>
 </tr>
 <tr style="page-break-inside:avoid;">
  <td width="5%" valign="top" style="padding:0pt .7pt 0pt 0pt;width:5.12%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">(b)</font></p>
  </td>
  <td width="1%" valign="top" style="padding:0pt .7pt 0pt 0pt;width:1.78%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="93%" valign="top" style="padding:0pt .7pt 0pt 0pt;width:93.1%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">The certifications of the registrant as required by
  Rule 30a-2(b) under the Act are an exhibit to this report.</font></p>
  </td>
 </tr>
</table>

<p style="line-height:1.0pt;margin:0pt 0pt 12.0pt;"><font size="1" face="Times New Roman">&nbsp;</font></p>


 <p style="font-size:10.0pt;margin:24.0pt 0pt .0001pt;text-align:center;"><font face="Times New Roman">21</font></p>
</div><br><hr size="3" width="100%" noshade color="#010101" align="center">

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

<div style="font-family:Times New Roman;">
 <p align="right" style="margin:0in 0in .0001pt;text-align:right;"></p>

<p align="center" style="margin:0in 0in 12.0pt;text-align:center;text-indent:0in;"><b><font size="2" face="Times New Roman" style="font-size:10.0pt;font-weight:bold;">SIGNATURES</font></b></p>

<p style="margin:0in 0in 12.0pt;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>

<table border="0" cellspacing="0" cellpadding="0" width="100%" style="border-collapse:collapse;width:100.0%;">
 <tr style="page-break-inside:avoid;">
  <td width="13%" valign="top" style="padding:0in .7pt 0in 0in;width:13.22%;">
  <p style="margin:0in 0in .0001pt;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="66%" colspan="3" valign="top" style="padding:0in .7pt 0in 0in;width:66.44%;">
  <p style="font-size:10.0pt;margin:0in 0in .0001pt;"><!-- SET mrlNoTableShading -->CREDIT
  SUISSE HIGH YIELD BOND FUND.</p>
  </td>
  <td width="20%" valign="top" style="padding:0in .7pt 0in 0in;width:20.34%;">
  <p style="margin:0in 0in .0001pt;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
 </tr>
 <tr style="page-break-inside:avoid;">
  <td width="13%" valign="top" style="padding:0in .7pt 0in 0in;width:13.22%;">
  <p style="margin:0in 0in .0001pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">&nbsp;</font></p>
  </td>
  <td width="66%" colspan="3" valign="top" style="padding:0in .7pt 0in 0in;width:66.44%;">
  <p style="margin:0in 0in .0001pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">&nbsp;</font></p>
  </td>
  <td width="20%" valign="top" style="padding:0in .7pt 0in 0in;width:20.34%;">
  <p style="margin:0in 0in .0001pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">&nbsp;</font></p>
  </td>
 </tr>
 <tr style="page-break-inside:avoid;">
  <td width="13%" valign="top" style="padding:0in .7pt 0in 0in;width:13.22%;">
  <p style="margin:0in 0in .0001pt;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="16%" colspan="2" valign="top" style="border:none;border-bottom:solid windowtext 1.0pt;padding:0in .7pt 0in 0in;width:16.32%;">
  <p style="margin:0in 0in .0001pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">/s/ Steven B. Plump</font></p>
  </td>
  <td width="50%" valign="top" style="padding:0in .7pt 0in 0in;width:50.12%;">
  <p style="margin:0in 0in .0001pt;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="20%" valign="top" style="padding:0in .7pt 0in 0in;width:20.34%;">
  <p style="margin:0in 0in .0001pt;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
 </tr>
 <tr style="page-break-inside:avoid;">
  <td width="13%" valign="top" style="padding:0in .7pt 0in 0in;width:13.22%;">
  <p style="margin:0in 0in .0001pt;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="6%" valign="top" style="padding:0in .7pt 0in 0in;width:6.62%;">
  <p style="margin:0in 0in .0001pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Name:</font></p>
  </td>
  <td width="80%" colspan="3" valign="top" style="padding:0in .7pt 0in 0in;width:80.16%;">
  <p style="margin:0in 0in .0001pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Steven B. Plump</font></p>
  </td>
 </tr>
 <tr style="page-break-inside:avoid;">
  <td width="13%" valign="top" style="padding:0in .7pt 0in 0in;width:13.22%;">
  <p style="margin:0in 0in .0001pt;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="6%" valign="top" style="padding:0in .7pt 0in 0in;width:6.62%;">
  <p style="margin:0in 0in .0001pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Title:</font></p>
  </td>
  <td width="80%" colspan="3" valign="top" style="padding:0in .7pt 0in 0in;width:80.16%;">
  <p style="margin:0in 0in .0001pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Chief Executive Officer</font></p>
  </td>
 </tr>
 <tr style="page-break-inside:avoid;">
  <td width="13%" valign="top" style="padding:0in .7pt 0in 0in;width:13.22%;">
  <p style="margin:0in 0in .0001pt;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="6%" valign="top" style="padding:0in .7pt 0in 0in;width:6.62%;">
  <p style="margin:0in 0in .0001pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Date:</font></p>
  </td>
  <td width="80%" colspan="3" valign="top" style="padding:0in .7pt 0in 0in;width:80.16%;">
  <p style="margin:0in 0in .0001pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">December 29, 2006</font></p>
  </td>
 </tr>
 <tr height="0">
  <td width="99" style="border:none;"></td>
  <td width="50" style="border:none;"></td>
  <td width="73" style="border:none;"></td>
  <td width="375" style="border:none;"></td>
  <td width="152" style="border:none;"></td>
 </tr>
</table>

<p style="line-height:1.0pt;margin:0in 0in 12.0pt;"><font size="1" face="Times New Roman">&nbsp;</font></p>

<p style="margin:0in 0in 12.0pt;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>

<table border="0" cellspacing="0" cellpadding="0" width="100%" style="border-collapse:collapse;width:100.0%;">
 <tr style="page-break-inside:avoid;">
  <td width="13%" valign="top" style="padding:0in .7pt 0in 0in;width:13.22%;">
  <p style="margin:0in 0in .0001pt;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="16%" colspan="2" valign="top" style="border:none;border-bottom:solid windowtext 1.0pt;padding:0in .7pt 0in 0in;width:16.44%;">
  <p style="font-size:10.0pt;margin:0in 0in .0001pt;"><!-- SET mrlNoTableShading -->/s/ Steven B. Plump</p>
  </td>
  <td width="50%" colspan="2" valign="top" style="padding:0in .7pt 0in 0in;width:50.0%;">
  <p style="margin:0in 0in .0001pt;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="20%" valign="top" style="padding:0in .7pt 0in 0in;width:20.34%;">
  <p style="margin:0in 0in .0001pt;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
 </tr>
 <tr style="page-break-inside:avoid;">
  <td width="13%" valign="top" style="padding:0in .7pt 0in 0in;width:13.22%;">
  <p style="margin:0in 0in .0001pt;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="6%" valign="top" style="padding:0in .7pt 0in 0in;width:6.62%;">
  <p style="margin:0in 0in .0001pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Name:</font></p>
  </td>
  <td width="80%" colspan="4" valign="top" style="padding:0in .7pt 0in 0in;width:80.16%;">
  <p style="margin:0in 0in .0001pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Steven B. Plump</font></p>
  </td>
 </tr>
 <tr style="page-break-inside:avoid;">
  <td width="13%" valign="top" style="padding:0in .7pt 0in 0in;width:13.22%;">
  <p style="margin:0in 0in .0001pt;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="6%" valign="top" style="padding:0in .7pt 0in 0in;width:6.62%;">
  <p style="margin:0in 0in .0001pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Title:</font></p>
  </td>
  <td width="80%" colspan="4" valign="top" style="padding:0in .7pt 0in 0in;width:80.16%;">
  <p style="margin:0in 0in .0001pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Chief Executive Officer</font></p>
  </td>
 </tr>
 <tr style="page-break-inside:avoid;">
  <td width="13%" valign="top" style="padding:0in .7pt 0in 0in;width:13.22%;">
  <p style="margin:0in 0in .0001pt;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="6%" valign="top" style="padding:0in .7pt 0in 0in;width:6.62%;">
  <p style="margin:0in 0in .0001pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Date:</font></p>
  </td>
  <td width="80%" colspan="4" valign="top" style="padding:0in .7pt 0in 0in;width:80.16%;">
  <p style="margin:0in 0in .0001pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">December 29, 2006</font></p>
  </td>
 </tr>
 <tr style="page-break-inside:avoid;">
  <td width="13%" valign="top" style="padding:0in .7pt 0in 0in;width:13.22%;">
  <p style="margin:0in 0in .0001pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">&nbsp;</font></p>
  </td>
  <td width="86%" colspan="5" valign="top" style="padding:0in .7pt 0in 0in;width:86.78%;">
  <p style="margin:0in 0in .0001pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">&nbsp;</font></p>
  </td>
 </tr>
 <tr style="page-break-inside:avoid;">
  <td width="13%" valign="top" style="padding:0in .7pt 0in 0in;width:13.22%;">
  <p style="margin:0in 0in .0001pt;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="20%" colspan="3" valign="top" style="border:none;border-bottom:solid windowtext 1.0pt;padding:0in .7pt 0in 0in;width:20.12%;">
  <p style="margin:0in 0in .0001pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">/s/ Michael A. Pignataro</font></p>
  </td>
  <td width="46%" valign="top" style="padding:0in .7pt 0in 0in;width:46.32%;">
  <p style="margin:0in 0in .0001pt;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="20%" valign="top" style="padding:0in .7pt 0in 0in;width:20.34%;">
  <p style="margin:0in 0in .0001pt;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
 </tr>
 <tr style="page-break-inside:avoid;">
  <td width="13%" valign="top" style="padding:0in .7pt 0in 0in;width:13.22%;">
  <p style="margin:0in 0in .0001pt;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="6%" valign="top" style="padding:0in .7pt 0in 0in;width:6.62%;">
  <p style="margin:0in 0in .0001pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Name:</font></p>
  </td>
  <td width="80%" colspan="4" valign="top" style="padding:0in .7pt 0in 0in;width:80.16%;">
  <p style="margin:0in 0in .0001pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Michael A. Pignataro</font></p>
  </td>
 </tr>
 <tr style="page-break-inside:avoid;">
  <td width="13%" valign="top" style="padding:0in .7pt 0in 0in;width:13.22%;">
  <p style="margin:0in 0in .0001pt;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="6%" valign="top" style="padding:0in .7pt 0in 0in;width:6.62%;">
  <p style="margin:0in 0in .0001pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Title:</font></p>
  </td>
  <td width="80%" colspan="4" valign="top" style="padding:0in .7pt 0in 0in;width:80.16%;">
  <p style="margin:0in 0in .0001pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Chief Financial Officer</font></p>
  </td>
 </tr>
 <tr style="page-break-inside:avoid;">
  <td width="13%" valign="top" style="padding:0in .7pt 0in 0in;width:13.22%;">
  <p style="margin:0in 0in .0001pt;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="6%" valign="top" style="padding:0in .7pt 0in 0in;width:6.62%;">
  <p style="margin:0in 0in .0001pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Date:</font></p>
  </td>
  <td width="80%" colspan="4" valign="top" style="padding:0in .7pt 0in 0in;width:80.16%;">
  <p style="margin:0in 0in .0001pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">December 29, 2006</font></p>
  </td>
 </tr>
 <tr height="0">
  <td width="99" style="border:none;"></td>
  <td width="50" style="border:none;"></td>
  <td width="73" style="border:none;"></td>
  <td width="28" style="border:none;"></td>
  <td width="346" style="border:none;"></td>
  <td width="152" style="border:none;"></td>
 </tr>
</table>

<p style="line-height:1.0pt;margin:0in 0in 12.0pt;"><font size="1" face="Times New Roman">&nbsp;</font></p>


 <p style="font-size:10.0pt;margin:24.0pt 0in .0001pt;text-align:center;"><font face="Times New Roman">22</font></p>
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<DOCUMENT>
<TYPE>EX-99.CODEETH
<SEQUENCE>2
<FILENAME>a06-24497_18ex99dcodeeth.htm
<DESCRIPTION>EX-99.CODEETH
<TEXT>
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<div>
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<p align="right" style="margin:0pt 0pt 12.0pt;text-align:right;"><b><font size="2" face="Times New Roman" style="font-size:10.0pt;font-weight:bold;">Exhibit 99.CODE ETHICS</font></b></p>

<p style="margin:0pt 0pt 12.0pt;"><b><font size="2" face="Times New Roman" style="font-size:10.0pt;font-weight:bold;">EXHIBIT
12(a)(1)</font></b></p>

<p style="margin:0pt 0pt 12.0pt;"><b><font size="2" face="Times New Roman" style="font-size:10.0pt;font-weight:bold;">CODE
OF ETHICS</font></b></p>

<p align="center" style="margin:0pt 0pt 12.0pt;text-align:center;text-indent:0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">CREDIT SUISSE FUNDS</font></p>

<p align="center" style="margin:0pt 0pt 12.0pt;text-align:center;text-indent:0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">CREDIT SUISSE INSTITUTIONAL
FUNDS</font></p>

<p align="center" style="margin:0pt 0pt 12.0pt;text-align:center;text-indent:0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">CREDIT SUISSE CLOSED-END FUNDS</font></p>

<p align="center" style="margin:0pt 0pt 12.0pt;text-align:center;text-indent:0pt;"><b><font size="2" face="Times New Roman" style="font-size:10.0pt;font-weight:bold;">CODE OF ETHICS
FOR SENIOR OFFICERS</font></b></p>

<p style="margin:0pt 0pt 12.0pt;text-indent:0pt;"><u><font size="2" face="Times New Roman" style="font-size:10.0pt;">Preamble</font></u></p>

<p style="margin:0pt 0pt 12.0pt;text-indent:71.3pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Section 406 of the Sarbanes-Oxley Act of 2002
directs that rules be adopted disclosing whether a company has a code of ethics
for senior financial officers.&#160; The
Securities and Exchange Commission (the &#147;SEC&#148;) has adopted rules requiring
annual disclosure of an investment company&#146;s code of ethics applicable to the
company&#146;s principal executive as well as principal financial officers, if such
a code has been adopted.&#160; In response,
the above Funds (each a &#147;Fund&#148;, and together the &#147;Funds&#148;) have adopted this
Code of Ethics.</font></p>

<p style="margin:0pt 0pt 12.0pt;text-indent:0pt;"><u><font size="2" face="Times New Roman" style="font-size:10.0pt;">Statement of Policy</font></u></p>

<p style="margin:0pt 0pt 12.0pt;text-indent:71.3pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">It is the obligation of the senior officers
of the Funds to provide full, fair, timely and comprehensible disclosure&#151;financial
and otherwise&#151;to Fund shareholders, regulatory authorities and the general
public.&#160; In fulfilling that obligation,
senior officers must act ethically, honestly and diligently.&#160; This Code is intended to enunciate guidelines
to be followed by persons who serve the Funds in senior officerships.&#160; No Code can address every situation that a
senior officer might face; however, as a guiding principle, senior officers
should strive to implement the spirit as well as the</font></p>

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<p style="margin:0pt 0pt 12.0pt;text-indent:0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">letter of applicable laws, rules and regulations, and to provide the
type of clear and complete disclosure and information Fund shareholders have a
right to expect.</font></p>

<p style="margin:0pt 0pt 12.0pt;text-indent:71.25pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">The purpose of this Code of Ethics is to
promote high standards of ethical conduct by Covered Persons (as defined below)
in their capacities as officers of the Funds, to instruct them as to what is
considered to be inappropriate and unacceptable conduct or activities for
officers and to prohibit such conduct or activities.&#160; This Code supplements other policies that the
Funds and their adviser have adopted or may adopt in the future with which Fund
officers are also required to comply (e.g., code of ethics relating to personal
trading and conduct).</font></p>

<p style="margin:0pt 0pt 12.0pt;text-indent:0pt;"><u><font size="2" face="Times New Roman" style="font-size:10.0pt;">Covered Persons</font></u></p>

<p style="margin:0pt 0pt 12.0pt;text-indent:71.25pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">This Code of Ethics applies to those persons
appointed by the Fund&#146;s Board of Directors as Chief Executive Officer,
President, Chief Financial Officer and Chief Accounting Officer, or persons
performing similar functions.&#160; It is
recognized that each of such persons currently is a full-time employee of
Credit Suisse Asset Management LLC (&#147;Credit Suisse&#148;), each Fund&#146;s investment
adviser.</font></p>

<p style="margin:0pt 0pt 12.0pt;text-indent:0pt;"><u><font size="2" face="Times New Roman" style="font-size:10.0pt;">Promotion of Honest and Ethical Conduct</font></u></p>

<p style="margin:0pt 0pt 12.0pt;text-indent:71.25pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">In serving as an officer of the Funds, each
Covered Person must maintain high standards of honesty and ethical conduct and
must encourage his colleagues who provide services to the Funds, whether
directly or indirectly, to do the same.</font></p>

<p style="margin:0pt 0pt 12.0pt;text-indent:71.25pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Each Covered Person understands that as an
officer of a Fund, he has a duty to act in the best interests of the Fund and
its shareholders.&#160; The interests of other
Credit Suisse clients or Credit Suisse itself or the Covered Person&#146;s personal
interests should not be allowed to compromise </font></p>

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<p style="margin:0pt 0pt 12.0pt;text-indent:0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">the Covered Person&#146;s fulfilling his duties as an officer of the
Fund.&#160; The governing Boards of the Funds
recognize that the Covered Persons are also officers or employees of Credit
Suisse.&nbsp; Furthermore, the governing Boards of the Funds recognize that,
subject to the Covered Person&#146;s fiduciary duties to the Funds, the Covered
Persons will in the normal course of their duties (whether formally for the
Funds or for Credit Suisse, or for both) be involved in establishing policies
and implementing decisions that will have different effects on Credit Suisse
and the Funds.&nbsp; The governing Boards of the Funds recognize that the
participation of the Covered Persons in such activities is inherent in the
contractual relationship between the Funds and Credit Suisse and/or its
affiliates, and is consistent with the expectation of the governing Boards of
the performance by the Covered Persons of their duties as officers of the
Funds.</font></p>

<p style="margin:0pt 0pt 12.0pt;text-indent:71.25pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">If a Covered Person believes that his
responsibilities as an officer or employee of Credit Suisse are likely to
materially compromise his objectivity or his ability to perform the duties of
his role as an officer of the Funds, he should consult with Credit Suisse &#145;s
general counsel, the Funds&#146; chief legal officer or outside counsel, or counsel
to the independent Directors/Trustees of the relevant Fund or Funds.&nbsp;
Under appropriate circumstances, a Covered Person should also consider whether
to present the matter to the Directors/Trustees of the relevant Fund or Funds
or a committee thereof.</font></p>

<p style="margin:0pt 0pt 12.0pt;text-indent:71.25pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">No Covered Person shall suggest that any
person providing, or soliciting to be retained to provide, services to a Fund
give a gift or an economic benefit of any kind to him in connection with the
person&#146;s retention or the provision of services.</font></p>

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<p style="margin:0pt 0pt 12.0pt;text-indent:0pt;"><u><font size="2" face="Times New Roman" style="font-size:10.0pt;">Promotion of Full, Fair, Accurate, Timely and
Understandable Disclosure</font></u></p>

<p style="margin:0pt 0pt 12.0pt;text-indent:71.25pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">No Covered Person shall create or further the
creation of false or misleading information in any SEC filing or report to Fund
shareholders.&#160; No Covered Person shall
conceal or fail to disclose information within the Covered Person&#146;s possession
legally required to be disclosed or necessary to make the disclosure made not
misleading.&#160; If a Covered Person shall
become aware that information filed with the SEC or made available to the
public contains any false or misleading information or omits to disclose necessary
information, he shall promptly report it to Credit Suisse&#146;s general counsel or
Fund counsel, who shall advise such Covered Person whether corrective action is
necessary or appropriate.</font></p>

<p style="margin:0pt 0pt 12.0pt;text-indent:71.25pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Each Covered Person, consistent with his
responsibilities, shall exercise appropriate supervision over, and shall
assist, relevant Fund service providers in developing financial information and
other disclosure that complies with relevant law and presents information in a
clear, comprehensible and complete manner.&#160;
Each Covered Person shall use his best efforts within his area of
expertise to assure that Fund reports reveal, rather than conceal, the relevant
Fund&#146;s financial condition.</font></p>

<p style="margin:0pt 0pt 12.0pt;text-indent:71.25pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Each Covered Person shall seek to obtain
additional resources if he believes that available resources are inadequate to
enable the Funds to provide full, fair and accurate financial information and
other disclosure to regulators and Fund shareholders.</font></p>

<p style="margin:0pt 0pt 12.0pt;text-indent:71.25pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Each Covered Person shall inquire of other
Fund officers and service providers, as appropriate, to assure that information
provided is accurate and complete and presented in an understandable format
using comprehensible language.</font></p>

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<p style="margin:0pt 0pt 12.0pt;text-indent:71.25pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Each Covered Person shall diligently perform
his services to the Funds, so that information can be gathered and assessed
early enough to facilitate timely filings and issuance of reports and required
certifications.</font></p>

<p style="margin:0pt 0pt 12.0pt;text-indent:0pt;"><u><font size="2" face="Times New Roman" style="font-size:10.0pt;">Promotion of Compliance with Applicable
Government Laws, Rules and Regulations</font></u></p>

<p style="margin:0pt 0pt 12.0pt;text-indent:71.25pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Each Covered Person shall become and remain
knowledgeable concerning the laws and regulations relating to the Funds and
their operations and shall act with competence and due care in serving as an
officer of the Funds.&#160; Each Covered
Person with specific responsibility for financial statement disclosure will
become and remain knowledgeable concerning relevant auditing standards,
generally accepted accounting principles, FASB pronouncements and other
accounting and tax literature and developments.</font></p>

<p style="margin:0pt 0pt 12.0pt;text-indent:71.25pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Each Covered Person shall devote sufficient
time to fulfilling his responsibilities to the Funds, recognizing that he will
devote substantial time to providing services to other Credit Suisse clients
and will perform other activities as an employee of Credit Suisse.</font></p>

<p style="margin:0pt 0pt 12.0pt;text-indent:71.25pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Each Covered Person shall cooperate with a
Fund&#146;s independent auditors, regulatory agencies and internal auditors in their
review or inspection of the Fund and its operations.</font></p>

<p style="margin:0pt 0pt 12.0pt;text-indent:71.25pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">No Covered Person shall knowingly violate any
law or regulation relating to the Funds or their operations or seek to
illegally circumvent any such law or regulation.</font></p>

<p style="margin:0pt 0pt 12.0pt;text-indent:71.25pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">No Covered Person shall engage in any conduct
involving dishonesty, fraud, deceit or misrepresentation involving the Funds or
their operations.</font></p>

<br><hr size="3" width="100%" noshade color="#010101" align="center">

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<p style="margin:0pt 0pt 12.0pt;text-indent:0pt;"><u><font size="2" face="Times New Roman" style="font-size:10.0pt;">Promoting Prompt Internal Reporting of
Violations</font></u></p>

<p style="margin:0pt 0pt 12.0pt;text-indent:71.25pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Each Covered Person shall promptly report his
own violations of this Code and violations by other Covered Persons of which he
is aware to the Chairman of the relevant Fund&#146;s Audit Committee.</font></p>

<p style="margin:0pt 0pt 12.0pt;text-indent:71.25pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Any requests for a waiver from or an
amendment to this Code shall be made to the Chairman of the relevant Fund&#146;s
Audit Committee.&#160; All waivers and
amendments shall be disclosed as required by law.</font></p>

<p style="margin:0pt 0pt 12.0pt;text-indent:0pt;"><u><font size="2" face="Times New Roman" style="font-size:10.0pt;">Sanctions</font></u></p>

<p style="margin:0pt 0pt 12.0pt;text-indent:71.25pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Failure to comply with this Code will subject
the violator to appropriate sanctions, which will vary based on the nature and
severity of the violation.&#160; Such
sanctions may include censure, suspension or termination of position as an
officer of the Fund.&#160; Sanctions shall be
imposed by the relevant Fund&#146;s Audit Committee, subject to review by the entire
Board of Directors/Trustees of the Fund.</font></p>

<p style="margin:0pt 0pt 12.0pt;text-indent:71.25pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Each Covered Person shall be required to
certify annually whether he has complied with this Code.</font></p>

<p style="margin:0pt 0pt 12.0pt;page-break-after:avoid;text-indent:0pt;"><u><font size="2" face="Times New Roman" style="font-size:10.0pt;">No Rights Created</font></u></p>

<p style="margin:0pt 0pt 12.0pt;text-indent:71.25pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">This Code of Ethics is a statement of certain
fundamental principles, policies and procedures that govern the Funds&#146; senior
officers in the conduct of the Funds&#146; business.&#160;
It is not intended to and does not create any rights in any employee,
investor, supplier, competitor, shareholder or any other person or entity.</font></p>

<br><hr size="3" width="100%" noshade color="#010101" align="center">

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<p style="margin:0pt 0pt 12.0pt;text-indent:0pt;"><u><font size="2" face="Times New Roman" style="font-size:10.0pt;">Recordkeeping</font></u></p>

<p style="margin:0pt 0pt 12.0pt;text-indent:71.25pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">The Funds will maintain and preserve for a
period of not less than six (6) years from the date such action is taken, the
first two (2) years in an easily accessible place, a copy of the information or
materials supplied to the Board (1) that provided the basis for any amendment
or waiver to this Code and (2) relating to any violation of the Code and
sanctions imposed for such violation, together with a written record of the
approval or action taken by the relevant Board.</font></p>

<p style="margin:0pt 0pt 12.0pt;text-indent:0pt;"><u><font size="2" face="Times New Roman" style="font-size:10.0pt;">Amendments</font></u></p>

<p style="margin:0pt 0pt 12.0pt;text-indent:71.25pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">The Directors/Trustees will make and approve
such changes to this Code of Ethics as they deem necessary or appropriate to
effectuate the purposes of this Code.</font></p>

<p style="margin:0pt 0pt 12.0pt;text-indent:0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Dated:&#160; May 17, 2006</font></p>

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<p align="center" style="margin:0pt 0pt 12.0pt;text-align:center;"><u><font size="2" face="Times New Roman" style="font-size:10.0pt;letter-spacing:-.15pt;">CODE OF ETHICS FOR SENIOR OFFICERS:</font></u></p>

<p style="font-family:Times New Roman;font-size:10.0pt;margin:0pt 0pt 12.0pt;"><b><font size="2" face="Times New Roman" style="font-size:10.0pt;font-weight:bold;letter-spacing:-.15pt;">I HEREBY CERTIFY THAT</font></b><font style="letter-spacing:-.15pt;">:</font></p>

<p style="font-family:Times New Roman;font-size:10.0pt;margin:0pt 0pt 12.0pt 72.0pt;text-indent:-36.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;letter-spacing:-.15pt;">(1)</font><font size="1" style="font-size:3.0pt;letter-spacing:-.15pt;">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; </font><font style="letter-spacing:-.15pt;">I have read and I understand the Code of Ethics
for Senior Officers adopted by the Credit Suisse Funds, the Credit Suisse Institutional
Funds and the Credit Suisse Closed-End Funds (the &#147;Code of Ethics&#148;);</font></p>

<p style="font-family:Times New Roman;font-size:10.0pt;margin:0pt 0pt 12.0pt 72.0pt;text-indent:-36.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;letter-spacing:-.15pt;">(2)</font><font size="1" style="font-size:3.0pt;letter-spacing:-.15pt;">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; </font><font style="letter-spacing:-.15pt;">I recognize that I am subject to the Code of
Ethics;</font></p>

<p style="font-family:Times New Roman;font-size:10.0pt;margin:0pt 0pt 12.0pt 72.0pt;text-indent:-36.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;letter-spacing:-.15pt;">(3)</font><font size="1" style="font-size:3.0pt;letter-spacing:-.15pt;">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; </font><font style="letter-spacing:-.15pt;">I have complied with the requirements of the Code
of Ethics during the calendar year ending December 31, &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;;
and</font></p>

<p style="font-family:Times New Roman;font-size:10.0pt;margin:0pt 0pt 12.0pt 72.0pt;text-indent:-36.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;letter-spacing:-.15pt;">(4)</font><font size="1" style="font-size:3.0pt;letter-spacing:-.15pt;">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; </font><font style="letter-spacing:-.15pt;">I have reported all violations of the Code of
Ethics required to be reported pursuant to the requirements of the Code during
the calendar year ending December 31, &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;.</font></p>

<p style="margin:0pt 0pt 12.0pt 72.0pt;text-indent:-36.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;letter-spacing:-.15pt;">Set
forth below exceptions to items (3) and (4), if any:</font></p>

<p align="center" style="margin:0pt 0pt 12.0pt;text-align:center;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">&nbsp;</font></p>

<p align="center" style="margin:0pt 0pt 12.0pt;text-align:center;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">&nbsp;</font></p>

<p style="margin:0pt 0pt 12.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;letter-spacing:-.15pt;">Name:&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</font></p>

<p style="margin:0pt 0pt 12.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Date:</font></p>

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<DESCRIPTION>EX-99.CERT
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<div>
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<p align="right" style="margin:0pt 0pt 12.0pt;text-align:right;text-indent:0pt;"><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:0pt 0pt 12.0pt;text-indent:0pt;"><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:0pt 0pt 12.0pt;text-indent:0pt;"><b><font size="2" face="Times New Roman" style="font-size:10.0pt;font-weight:bold;">CERTIFICATIONS</font></b></p>

<p style="margin:0pt 0pt 12.0pt;text-indent:0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">I, Michael A. Pignataro, certify that:</font></p>

<h1 style="font-family:Times New Roman;font-size:10.0pt;font-weight:normal;margin:0pt 0pt 12.0pt;page-break-after:avoid;text-indent:72.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">1.</font><font size="1" style="font-size:3.0pt;">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#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;</h1>

<p style="font-family:Times New Roman;font-size:10.0pt;margin:0pt 0pt 12.0pt;text-indent:72.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">2.</font><font size="1" style="font-size:3.0pt;">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#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="font-family:Times New Roman;font-size:10.0pt;margin:0pt 0pt 12.0pt;text-indent:72.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">3.</font><font size="1" style="font-size:3.0pt;">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#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>

<h1 style="font-family:Times New Roman;font-size:10.0pt;font-weight:normal;margin:0pt 0pt 12.0pt;page-break-after:avoid;text-indent:72.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">4.</font><font size="1" style="font-size:3.0pt;">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#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:</h1>

<p style="font-family:Times New Roman;font-size:10.0pt;margin:0pt 0pt 12.0pt;text-indent:72.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">(a)</font><font size="1" style="font-size:3.0pt;">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#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="font-family:Times New Roman;font-size:10.0pt;margin:0pt 0pt 12.0pt;text-indent:72.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">(b)</font><font size="1" style="font-size:3.0pt;">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#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="font-family:Times New Roman;font-size:10.0pt;margin:0pt 0pt 12.0pt;text-indent:72.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">(c)</font><font size="1" style="font-size:3.0pt;">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#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="font-family:Times New Roman;font-size:10.0pt;margin:0pt 0pt 12.0pt;text-indent:72.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">(d)</font><font size="1" style="font-size:3.0pt;">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#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 </p>

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<p style="margin:0pt 0pt 12.0pt;text-indent:0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">that has materially affected, or is reasonably likely to materially
affect, the registrant&#146;s internal control over financial reporting; and</font></p>

<p style="font-family:Times New Roman;font-size:10.0pt;margin:0pt 0pt 12.0pt;text-indent:72.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">5.</font><font size="1" style="font-size:3.0pt;">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#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="font-family:Times New Roman;font-size:10.0pt;margin:0pt 0pt 12.0pt;text-indent:72.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">(a)</font><font size="1" style="font-size:3.0pt;">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#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="font-family:Times New Roman;font-size:10.0pt;margin:0pt 0pt 12.0pt;text-indent:72.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">(b)</font><font size="1" style="font-size:3.0pt;">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#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:0pt 0pt 24.0pt;text-indent:0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Date:&#160; December 29, 2006</font></p>

<table border="0" cellspacing="0" cellpadding="0" width="100%" style="border-collapse:collapse;font-family:Times New Roman;width:100.0%;">
 <tr style="page-break-inside:avoid;">
  <td width="20%" valign="top" style="border:none;border-bottom:solid windowtext 1.0pt;padding:0pt .7pt 0pt 0pt;width:20.0%;">
  <p style="font-size:10.0pt;margin:0pt 0pt .0001pt;"><!-- SET mrlNoTableShading -->/s/ Michael A. Pignataro</p>
  </td>
  <td width="80%" valign="top" style="padding:0pt .7pt 0pt 0pt;width:80.0%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
 </tr>
 <tr style="page-break-inside:avoid;">
  <td width="100%" colspan="2" valign="top" style="padding:0pt .7pt 0pt 0pt;width:100.0%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">&nbsp;</font></p>
  </td>
 </tr>
 <tr style="page-break-inside:avoid;">
  <td width="100%" colspan="2" valign="top" style="padding:0pt .7pt 0pt 0pt;width:100.0%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Michael A.
  Pignataro</font></p>
  </td>
 </tr>
 <tr style="page-break-inside:avoid;">
  <td width="100%" colspan="2" valign="top" style="padding:0pt .7pt 0pt 0pt;width:100.0%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Chief Financial
  Officer</font></p>
  </td>
 </tr>
</table>

<p style="line-height:1.0pt;margin:0pt 0pt 12.0pt;"><font size="1" face="Times New Roman">&nbsp;</font></p>

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<p style="margin:0pt 0pt 12.0pt;text-indent:0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">I, Steven B. Plump, certify that:</font></p>

<p style="font-family:Times New Roman;font-size:10.0pt;margin:0pt 0pt 12.0pt;text-indent:36.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">1.</font><font size="1" style="font-size:3.0pt;">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#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="font-family:Times New Roman;font-size:10.0pt;margin:0pt 0pt 12.0pt;text-indent:36.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">2.</font><font size="1" style="font-size:3.0pt;">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#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="font-family:Times New Roman;font-size:10.0pt;margin:0pt 0pt 12.0pt;text-indent:36.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">3.</font><font size="1" style="font-size:3.0pt;">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#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="font-family:Times New Roman;font-size:10.0pt;margin:0pt 0pt 12.0pt;text-indent:36.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">4.</font><font size="1" style="font-size:3.0pt;">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#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="font-family:Times New Roman;font-size:10.0pt;margin:0pt 0pt 12.0pt;text-indent:36.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">(a)</font><font size="1" style="font-size:3.0pt;">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#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="font-family:Times New Roman;font-size:10.0pt;margin:0pt 0pt 12.0pt;text-indent:36.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">(b)</font><font size="1" style="font-size:3.0pt;">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#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="font-family:Times New Roman;font-size:10.0pt;margin:0pt 0pt 12.0pt;text-indent:36.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">(c)</font><font size="1" style="font-size:3.0pt;">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#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="font-family:Times New Roman;font-size:10.0pt;margin:0pt 0pt 12.0pt;text-indent:36.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">(d)</font><font size="1" style="font-size:3.0pt;">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#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="font-family:Times New Roman;font-size:10.0pt;margin:0pt 0pt 12.0pt;text-indent:36.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">5.</font><font size="1" style="font-size:3.0pt;">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#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>

<br><hr size="3" width="100%" noshade color="#010101" align="center">

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<br clear="all" style="page-break-before:always;">
 <p align="right" style="margin:0pt 0pt .0001pt;text-align:right;"></p>


<p style="font-family:Times New Roman;font-size:10.0pt;margin:0pt 0pt 12.0pt;text-indent:36.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">(a)</font><font size="1" style="font-size:3.0pt;">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#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="font-family:Times New Roman;font-size:10.0pt;margin:0pt 0pt 24.0pt;text-indent:36.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">(b)</font><font size="1" style="font-size:3.0pt;">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#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:0pt 0pt 12.0pt;text-indent:0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Date:&#160; December 29, 2006</font></p>

<table border="0" cellspacing="0" cellpadding="0" width="100%" style="border-collapse:collapse;font-family:Times New Roman;width:100.0%;">
 <tr style="page-break-inside:avoid;">
  <td width="16%" valign="top" style="border:none;border-bottom:solid windowtext 1.0pt;padding:0pt .7pt 0pt 0pt;width:16.18%;">
  <p style="font-size:10.0pt;margin:0pt 0pt .0001pt;"><!-- SET mrlNoTableShading -->/s/ Steven B. Plump</p>
  </td>
  <td width="83%" valign="top" style="padding:0pt .7pt 0pt 0pt;width:83.82%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
 </tr>
 <tr style="page-break-inside:avoid;">
  <td width="100%" colspan="2" valign="top" style="padding:0pt .7pt 0pt 0pt;width:100.0%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">&nbsp;</font></p>
  </td>
 </tr>
 <tr style="page-break-inside:avoid;">
  <td width="100%" colspan="2" valign="top" style="padding:0pt .7pt 0pt 0pt;width:100.0%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Steven B. Plump</font></p>
  </td>
 </tr>
 <tr style="page-break-inside:avoid;">
  <td width="100%" colspan="2" valign="top" style="padding:0pt .7pt 0pt 0pt;width:100.0%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Chief Executive
  Officer</font></p>
  </td>
 </tr>
</table>

<p style="line-height:1.0pt;margin:0pt 0pt 12.0pt;"><font size="1" face="Times New Roman">&nbsp;</font></p>

</div><br><hr size="3" width="100%" noshade color="#010101" align="center">

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<DOCUMENT>
<TYPE>EX-99.906CERT
<SEQUENCE>4
<FILENAME>a06-24497_18ex99d906cert.htm
<DESCRIPTION>EX-99.906CERT
<TEXT>
<html>

<head>






</head>

<body lang="EN-US">

<div style="font-family:Times New Roman;">
 <p style="margin:0pt 0pt .0001pt;text-align:center;"></p>

<p align="right" style="margin:0pt 0pt 12.0pt;text-align:right;text-indent:0pt;"><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:0pt 0pt 12.0pt;text-indent:0pt;"><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:0pt 0pt 12.0pt;text-indent:0pt;"><b><font size="2" face="Times New Roman" style="font-size:10.0pt;font-weight:bold;">SECTION 906 CERTIFICATIONS</font></b></p>

<p align="center" style="margin:0pt 0pt 12.0pt;text-align:center;text-indent:0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">SECTION 906 CERTIFICATION</font></p>

<p style="margin:0pt 0pt 12.0pt;text-indent:36.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Steven B. Plump, 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:</font></p>

<p style="font-size:10.0pt;margin:0pt 0pt 12.0pt;text-indent:0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">(1)</font><font size="1" style="font-size:3.0pt;">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#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 October 31, 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="font-size:10.0pt;margin:0pt 0pt 24.0pt;text-indent:0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">(2)</font><font size="1" style="font-size:3.0pt;">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#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>

<table border="0" cellspacing="0" cellpadding="0" style="border-collapse:collapse;margin-left:19.8pt;">
 <tr style="page-break-inside:avoid;">
  <td width="110" valign="top" style="border:none;border-bottom:solid windowtext 1.0pt;padding:0pt .7pt 0pt 0pt;width:82.2pt;">
  <p style="font-size:10.0pt;margin:0pt 0pt .0001pt;"><!-- SET mrlHTMLTableLeft --><!-- SET mrlNoTableShading -->/s/ Steven B. Plump</p>
  </td>
  <td width="175" colspan="2" valign="top" style="padding:0pt .7pt 0pt 0pt;width:131.4pt;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="136" valign="top" style="border:none;border-bottom:solid windowtext 1.0pt;padding:0pt .7pt 0pt 0pt;width:102.0pt;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">/s/ Michael A. Pignataro</font></p>
  </td>
  <td width="172" valign="top" style="padding:0pt .7pt 0pt 0pt;width:129.3pt;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
 </tr>
 <tr style="page-break-inside:avoid;">
  <td width="285" colspan="3" valign="top" style="padding:0pt .7pt 0pt 0pt;width:213.6pt;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Steven B. Plump</font></p>
  </td>
  <td width="308" colspan="2" valign="top" style="padding:0pt .7pt 0pt 0pt;width:231.3pt;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Michael A. Pignataro</font></p>
  </td>
 </tr>
 <tr style="page-break-inside:avoid;">
  <td width="134" colspan="2" valign="top" style="padding:0pt .7pt 0pt 0pt;width:100.8pt;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Chief Executive
  Officer</font></p>
  </td>
  <td width="150" valign="top" style="padding:0pt .7pt 0pt 0pt;width:112.8pt;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="308" colspan="2" valign="top" style="padding:0pt .7pt 0pt 0pt;width:231.3pt;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Chief Financial Officer</font></p>
  </td>
 </tr>
 <tr style="page-break-inside:avoid;">
  <td width="134" colspan="2" valign="top" style="padding:0pt .7pt 0pt 0pt;width:100.8pt;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">December 29,
  2006</font></p>
  </td>
  <td width="150" valign="top" style="padding:0pt .7pt 0pt 0pt;width:112.8pt;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="308" colspan="2" valign="top" style="padding:0pt .7pt 0pt 0pt;width:231.3pt;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">December 29, 2006</font></p>
  </td>
 </tr>
 <tr height="0">
  <td width="110" style="border:none;"></td>
  <td width="25" style="border:none;"></td>
  <td width="150" style="border:none;"></td>
  <td width="136" style="border:none;"></td>
  <td width="172" style="border:none;"></td>
 </tr>
</table>

<p style="line-height:1.0pt;margin:0pt 0pt 12.0pt;"><font size="1" face="Times New Roman">&nbsp;</font></p>

<p style="margin:0pt 0pt 12.0pt;"><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>

</div><br><hr size="3" width="100%" noshade color="#010101" align="center">

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`
end
</TEXT>
</DOCUMENT>
</SEC-DOCUMENT>
-----END PRIVACY-ENHANCED MESSAGE-----
