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<SEC-DOCUMENT>0001104659-07-066721.txt : 20070904
<SEC-HEADER>0001104659-07-066721.hdr.sgml : 20070903
<ACCEPTANCE-DATETIME>20070904111903
ACCESSION NUMBER:		0001104659-07-066721
CONFORMED SUBMISSION TYPE:	N-CSRS
PUBLIC DOCUMENT COUNT:		6
CONFORMED PERIOD OF REPORT:	20070630
FILED AS OF DATE:		20070904
DATE AS OF CHANGE:		20070904
EFFECTIVENESS DATE:		20070904

FILER:

	COMPANY DATA:	
		COMPANY CONFORMED NAME:			CREDIT SUISSE ASSET MANAGEMENT INCOME FUND INC
		CENTRAL INDEX KEY:			0000810766
		IRS NUMBER:				232451535
		STATE OF INCORPORATION:			MD
		FISCAL YEAR END:			1231

	FILING VALUES:
		FORM TYPE:		N-CSRS
		SEC ACT:		1940 Act
		SEC FILE NUMBER:	811-05012
		FILM NUMBER:		071096085

	BUSINESS ADDRESS:	
		STREET 1:		ELEVEN MADISON AVENUE
		CITY:			NEW YORK
		STATE:			NY
		ZIP:			10010
		BUSINESS PHONE:		212-325-2000

	MAIL ADDRESS:	
		STREET 1:		ELEVEN MADISON AVENUE
		CITY:			NEW YORK
		STATE:			NY
		ZIP:			10010

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	CSAM INCOME FUND
		DATE OF NAME CHANGE:	19990830

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	BEA INCOME FUND INC
		DATE OF NAME CHANGE:	19950828

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	CS FIRST BOSTON INCOME FUND INC
		DATE OF NAME CHANGE:	19950420
</SEC-HEADER>
<DOCUMENT>
<TYPE>N-CSRS
<SEQUENCE>1
<FILENAME>a07-20360_7ncsrs.htm
<DESCRIPTION>N-CSRS
<TEXT>
<html>

<head>







</head>

<body lang="EN-US">

<div>

<p align="center" style="margin:0pt 0pt .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:0pt 0pt .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 0pt .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:0pt 0pt .0001pt;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 .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:0pt 0pt .0001pt;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 .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:0pt 0pt .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:0pt 0pt 0pt 0pt;width:30.26%;">
  <p style="margin:0pt 0pt .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:0pt 0pt 0pt 0pt;width:69.74%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">811-05012</font></p>
  </td>
 </tr>
 <tr>
  <td width="100%" colspan="10" valign="top" style="padding:0pt 0pt 0pt 0pt;width:100.0%;">
  <p align="center" style="margin:0pt 0pt .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:0pt 0pt 0pt 0pt;width:100.0%;">
  <p align="center" style="margin:0pt 0pt .0001pt;text-align:center;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">CREDIT SUISSE
  ASSET MANAGEMENT INCOME FUND, INC.</font></p>
  </td>
 </tr>
 <tr>
  <td width="100%" colspan="10" valign="top" style="border:none;padding:0pt 0pt 0pt 0pt;width:100.0%;">
  <p align="center" style="margin:0pt 0pt .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:0pt 0pt 0pt 0pt;width:100.0%;">
  <p align="center" style="margin:0pt 0pt .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:0pt 0pt 0pt 0pt;width:66.0%;">
  <p align="center" style="margin:0pt 0pt .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:0pt 0pt 0pt 0pt;width:2.0%;">
  <p style="margin:0pt 0pt .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:0pt 0pt 0pt 0pt;width:32.0%;">
  <p align="center" style="margin:0pt 0pt .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:0pt 0pt 0pt 0pt;width:66.0%;">
  <p align="center" style="margin:0pt 0pt .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:0pt 0pt 0pt 0pt;width:2.0%;">
  <p style="margin:0pt 0pt .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:0pt 0pt 0pt 0pt;width:32.0%;">
  <p align="center" style="margin:0pt 0pt .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:0pt 0pt 0pt 0pt;width:100.0%;">
  <p align="center" style="margin:0pt 0pt .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:0pt 0pt 0pt 0pt;width:100.0%;">
  <p align="center" style="margin:0pt 0pt .0001pt;text-align:center;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">J. Kevin Gao,
  Esq.</font></p>
  <p align="center" style="margin:0pt 0pt .0001pt;text-align:center;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Credit Suisse
  Asset Management Income Fund, Inc.</font></p>
  <p align="center" style="margin:0pt 0pt .0001pt;text-align:center;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Eleven Madison
  Avenue</font></p>
  <p align="center" style="margin:0pt 0pt .0001pt;text-align:center;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">New York, New
  York 10010</font></p>
  </td>
 </tr>
 <tr>
  <td width="100%" colspan="10" valign="top" style="border:none;padding:0pt 0pt 0pt 0pt;width:100.0%;">
  <p align="center" style="margin:0pt 0pt .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:0pt 0pt 0pt 0pt;width:100.0%;">
  <p align="center" style="margin:0pt 0pt .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="4" valign="top" style="padding:0pt 0pt 0pt 0pt;width:41.52%;">
  <p style="margin:0pt 0pt .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="3" valign="top" style="border:none;border-bottom:solid windowtext 1.0pt;padding:0pt 0pt 0pt 0pt;width:20.72%;">
  <p style="margin:0pt 0pt .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:0pt 0pt 0pt 0pt;width:37.74%;">
  <p style="margin:0pt 0pt .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:0pt 0pt 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>
  <td width="18%" valign="top" style="padding:0pt 0pt 0pt 0pt;width:18.76%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Date of fiscal year end:</font></p>
  </td>
  <td width="24%" colspan="4" valign="top" style="border:none;border-bottom:solid windowtext 1.0pt;padding:0pt 0pt 0pt 0pt;width:24.3%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">December 31</font></p>
  </td>
  <td width="56%" colspan="5" valign="top" style="padding:0pt 0pt 0pt 0pt;width:56.96%;">
  <p style="margin:0pt 0pt .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:0pt 0pt 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>
  <td width="19%" colspan="2" valign="top" style="padding:0pt 0pt 0pt 0pt;width:19.88%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Date of reporting period:</font></p>
  </td>
  <td width="27%" colspan="4" valign="top" style="border:none;border-bottom:solid windowtext 1.0pt;padding:0pt 0pt 0pt 0pt;width:27.68%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">January 1, 2007 to June 30, 2007</font></p>
  </td>
  <td width="52%" colspan="4" valign="top" style="padding:0pt 0pt 0pt 0pt;width:52.46%;">
  <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="140" style="border:none;"></td>
  <td width="8" style="border:none;"></td>
  <td width="78" style="border:none;"></td>
  <td width="84" style="border:none;"></td>
  <td width="12" style="border:none;"></td>
  <td width="34" style="border:none;"></td>
  <td width="110" style="border:none;"></td>
  <td width="28" 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: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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<p style="margin:0pt 0pt .0001pt;"><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 Asset Management <BR>Income Fund, Inc.<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>Directors</b></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="1">Enrique R. Arzac</font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="1"><i>Chairman of the Board</i></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 J. 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 N. 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">Keith M. Schappert</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">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 <BR>and Secretary</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">Michael A. Pignataro</font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="1"><i>Chief Financial Officer</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, New York 10010</font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Investment Sub-Adviser</b></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="1">Credit Suisse Asset Management Limited<BR>One Cabot Square <BR>London, E14 4QJ</font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Administrator and Custodian</b></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="1">Brown Brothers Harriman &amp; Co.<BR>40 Water Street<BR>Boston, Massachusetts 02109</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<BR>787 7th Avenue<BR>New York, New York 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>100 East Pratt Street<BR>Baltimore, MD 21202</font></p>
<p align="center"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b><i>Credit Suisse Asset Management <BR>Income Fund, Inc.</i></b></font></p>
<p align="center"><font face="Times New Roman PS, Times New Roman, Times" size="2">SEMIANNUAL REPORT<BR>June 30, 2007<BR>(unaudited)</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 Asset Management Income Fund, Inc.</b></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Semiannual Investment Adviser's Report</b></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2">June 30, 2007 (unaudited)</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">July 26, 2007</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">1/1/07 &#150; 06/30/07</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:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Fund and Benchmark</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:0pt .7pt 0pt 0pt;">
<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">4.16</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">1.32</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">3.14</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>
</table>

<p>&nbsp;</p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Market Review: Lower-rated issuers outperform the broad market</b></font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">For the semiannual period ended June 30, 2007, the high yield market, as measured by the Merrill Lynch US High Yield Master II Constrained Index, returned 3.14%.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">Lower-rated issuers outperformed the broader market for the period with CCC-rated securities returning 6.10%. Additionally, B-rated securities slightly outperformed the market at 3.39%, while BB-rated securities underperformed at 1.87%. High yield spreads widened 5 basis points relative to the Treasury market to end the period at 308 basis points.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">Credit fundamentals continued to be firm as default rates, reported by Moody's Investor Services, continue to hover near 10-year lows at 1.38%. Equally supportive of fundamentals is the Merrill Lynch distress ratio, a leading indicator for future default rates, which has remained near 15 year-lows of 1.2% for the period.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">Against this fundamental backdrop, the technical environment has been pressured the past few months as the new issue calendar continues to grow. Year-to-date, $95.3 billion in new issues came into the U.S. Dollar high yield market. This represents a 50% increase over the same period last year. Supply pressures are likely to remain near-term as the high yield market digests an estimated $80 billion in new issues through year-end. In addition, mutual fund outflows for the past four weeks have also strained market technicals.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">Over the period, nearly all sectors in the broad market posted positive returns. Auto parts, transportation, and metals/mining outperformed the market while builders, auto loans and hotels underperformed.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Strategic Review and Outlook: High yield market is vulnerable to external shocks</b></font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">For the six-month period ended June 30, 2007, the Fund returned 4.16% as compared to 3.14% for the benchmark. In terms of industry exposures, superior security selection in telecom-integrated, media-cable, media-broadcast and diversified capital contributed to performance. An underweight to metals/mining hurt relative returns.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">The Fund continues to benefit from an underweight to BB-rated securities as the compression between lower rated securities and the broad market has persisted. We have, however, used the recent Treasury weakening as an opportunity to partially cover this underweight as the BB index now yields 7.25%.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">At the sector level, we remain constructive on corporate spending and the commercial cycle broadly. In contrast, we have grown more cautious with respect to consumer driven sectors given high energy prices and weak housing data. Additionally, we are maintaining an overweight in the cable sector as we expect product bundling will continue to support subscriber and margin growth.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">The recent equity volatility in February combined with fears from subprime lending in June has proven that the high yield market is vulnerable to external shocks. We believe it may display some volatility in the future. While </font></p>
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<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Credit Suisse Asset Management Income Fund, Inc.</b></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Semiannual Investment Adviser's Report (continued)</b></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2">June 30, 2007 (unaudited)</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">the new issue calendar will continue to pressure in the near-term, the recent spread widening has brought valuations more in&#150;line to fair value. We will look for opportunities to add exposure in new issues with cheaper pricing and better covenants as well as higher yielding BB-rated securities.</font></p>
<table border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td colspan="3" width="132" align="left" valign="top">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><img src="j07203608_ba001.jpg">
 </font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="194" align="left" valign="top">
<img src="j07203608_ba002.jpg">
</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">Keith M. Schappert<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>International investing entails special risk considerations, including currency fluctuations, lower liquidity, economic and political risks, and differences in accounting methods; these risks are generally heightened for emerging- market investments. The Fund may include a greater degree of risk than other funds that invest in larger, more-developed markets.</i></font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2"><i>In addition to historical information, this report contains forward-looking statements, which may concern, among other things, domestic and foreign 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 about the Fund's dividend reinvestment program known as the Investlink<sup>SM</sup> Program (the "Program"). The Program is sponsored and administered by Computershare Trust Company N.A. ("Computershare"), not by the Fund. Computershare will act as program administrator (the "Program Administrator") of the Program. The purpose of the Program is to provide existing shareholders with a simple and convenient way to invest additional funds and reinvest dividends in shares of the Fund's common stock. The enrollment form and information relating to the Program (including the terms and conditions) may be obtained by calling the Program Administrator at one of the following telephone numbers: (800) 730-6001 (U.S and Canada) or (781) 575-3100 (outside U.S. and Canada). All correspondence regarding the Program should be directed to: Computershare Trust Company, N.A., InvestLink<sup>SM</sup> Program, P.O. Box 43010, Provi
dence, RI 02940-3010.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="1">&nbsp;&nbsp;*&nbsp;&nbsp;Martha B. Metcalf is a Managing Director of Credit Suisse Asset Management, LLC ("Credit Suisse") and head of the U.S. High Yield Management Team. She has served in these capacities since 2005. As of November 2005, she is primarily responsible for the management of the Fund's assets. From 2000 until 2005, she was a Managing Director and Portfolio Manager of Global High Yield bonds, and head of a global high yield business with responsibility for total return, as well as structured portfolios at Invesco. Prior to her tenure at Invesco, Ms. Metcalf served for over 10 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="1">&nbsp;&nbsp;**&nbsp;&nbsp;Keith M. Schappert is Executive Vice Chairman and Head of Asset Management for Americas of Credit Suisse and CEO/President of the Fund. Mr. Schappert joined Credit Suisse in 2006 from Federated Investment Advisory Companies, where he was CEO and President from 2002. Prior to Federated, Mr. Schappert was CEO and President of JP Morgan Investment Management from 1994 to 2001.</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 $0.15 per share.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2"><sup>2</sup>&nbsp;&nbsp;The 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. Any individual issuer is capped at 2%. Investors cannot invest directly in an index.</font></p>
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<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Credit Suisse Asset Management Income Fund, Inc.</b></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Semiannual Investment Adviser's Report (continued)</b></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2">June 30, 2007 (unaudited)</font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Top Ten Holdings</b></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><i>(% of net assets as of 6/30/07)</i></font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">Security Description</font></p>
<table border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td colspan="3" width="29" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">1.<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="2"> </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">HCA, Inc.<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="2">6.500</font><font face="Times New Roman PS, Times New Roman, Times" size="2">%, 02/15/16</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="34" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">1.25</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="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">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">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="34" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">0.85</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="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">General Motors Corp.<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="2">7.125</font><font face="Times New Roman PS, Times New Roman, Times" size="2">%, 07/15/13</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="34" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">0.84</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="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">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">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="34" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">0.80</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="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">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" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="34" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">0.76</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="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">Freescale Semiconductor, Inc.<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="2">10.125</font><font face="Times New Roman PS, Times New Roman, Times" size="2">%, 12/15/16</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="34" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">0.75</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="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">Smurfit-Stone Container<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="2">8.375</font><font face="Times New Roman PS, Times New Roman, Times" size="2">%, 07/01/12</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="34" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">0.74</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="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">General Motors Corp.<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="2">8.375</font><font face="Times New Roman PS, Times New Roman, Times" size="2">%, 07/15/33</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="34" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">0.74</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="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">Ford Motor Credit Co.<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="2">7.00</font><font face="Times New Roman PS, Times New Roman, Times" size="2">%, 10/1/13</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="34" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">0.73</font></td>
<td colspan="1" width="25" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">%</font></td>
<td colspan="1" width="8" 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">Chesapeake Energy 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">%, 01/15/16</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="34" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">0.73</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 align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Credit Quality Breakdown</b></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><i>(% of total investments as of 6/30/07)</i></font></p>
<table border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td colspan="3" width="76" 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>
</table>

<p>&nbsp;</p>
<table border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td colspan="3" width="101" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">BBB</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">0.4</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="101" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">BB</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">11.5</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">B</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">49.6</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">CCC</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">35.0</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">CC</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">0.8</font></td>
<td colspan="1" width="25" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="101" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">D</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="39" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">0.3</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">N/R</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">0.9</font></td>
<td colspan="1" width="25" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="101" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">Subtotal</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="39" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="2">98.5</font></td>
<td colspan="1" width="25" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&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">Time Deposit</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">0.5</font></td>
<td colspan="1" width="25" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="101" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">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">1.0</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;border-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="39" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
<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;border-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
<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"><br>1</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 Asset Management Income Fund, Inc.</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">June 30, 2007 (unaudited)</font></p>
<table border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td colspan="3" width="158" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<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="325" align="center" valign="bottom">
<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="58" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<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:0pt .7pt 0pt 0pt;">
<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:0pt .7pt 0pt 0pt;">
<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="88" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<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="158" 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">(88.0%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="578" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="158" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Aerospace/Defense </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(1.6%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="578" 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="131" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="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="325" 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 @ $103.81)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B , B3)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">02</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/18</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.625</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="131" 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="325" 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="58" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B , B3)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">11</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/13</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">6.875</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">268,125</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="131" 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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Hawker Beechcraft Acquisition Company LLC, Rule 144A, Senior Notes (Callable 04/01/11 @ $104.25) &#135;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B- , B3)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">04</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/15</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.500</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">207,000</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="131" 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="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Hawker Beechcraft Acquisition Company LLC, Rule 144A, Senior Notes (Callable 04/01/11 @ $104.44) &#135;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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">/01/15</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">8.875</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">387,187</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="131" 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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Hawker Beechcraft Acquisition Company LLC, Rule 144A, Senior Subordinated Notes <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(Callable 04/01/12 @ $104.88) &#135;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B- , Caa1)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">04</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/17</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">9.750</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">811,812</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="131" 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="325" 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">&nbsp;</td>
<td colspan="3" width="58" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(NR , Caa1)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">11</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/14</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.750</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">505,875</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="131" 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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">L-3 Communication Corp., Global Senior Subordinated Notes (Callable 01/15/10 @ $102.94)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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">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">5.875</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">676,062</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="131" 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="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">TransDigm, Inc., Global Company Guaranteed Notes (Callable 07/15/09 @ $105.81)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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">7.750</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">152,250</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="131" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">300</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="325" 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="58" 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="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">304,500</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="491" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">3,591,936</font></td>
<td colspan="1" width="18" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="158" 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"> (0.4%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="578" 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="131" 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="325" 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="58" 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="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">874,500</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="158" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Apparel/Textiles </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(0.7%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="578" 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="131" 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="325" 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)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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">9.750</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">725,625</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="131" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="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="325" 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 12/15/07 @ $106.13)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B , B2)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">12</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/12</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">12.250</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">299,062</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="131" 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="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Propex Fabrics, Inc., Global Company Guaranteed Notes (Callable 12/01/08 @ $105.00)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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">12</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/12</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10.000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">450,000</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="491" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,474,687</font></td>
<td colspan="1" width="18" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="158" 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"> (3.9%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="578" 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="131" bgcolor="#cceeff" 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" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="325" bgcolor="#cceeff" 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" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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">/01/13</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="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,600,167</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="131" 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="325" 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="58" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B , B1)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">06</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/10</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.875</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">750,340</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="131" 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="325" bgcolor="#cceeff" 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" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B , B1)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">08</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/10/11</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">9.875</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">446,468</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="131" 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="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Ford Motor Credit Co., Senior Unsecured Notes</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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">/16/08</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">6.625</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">649,708</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="131" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,300</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Ford Motor Credit Co., US Domestic, Senior Unsecured Notes</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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">/15/16</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">8.000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,247,216</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="131" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,700</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="325" 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">&nbsp;</td>
<td colspan="3" width="58" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(BB+ , Ba1)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">05</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/09</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">5.625</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,662,867</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="131" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,480</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="325" 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="58" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(BB+ , Ba1)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">12</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/14</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">6.750</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,419,351</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="131" 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="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">GMAC LLC, US Domestic, Senior Unsubordinated Notes</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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">/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">6.000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">808,868</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="491" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8,584,985</font></td>
<td colspan="1" width="18" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="158" 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">(2.1%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="578" 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="131" 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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Altra Industrial Motion, Inc., Global Secured Notes (Callable 12/01/08 @ $104.50)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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">12</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/11</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">676,000</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="131" 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="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Altra Industrial Motion, Inc., Rule 144A, Secured Notes (Callable 12/01/08 @ $104.50) &#135;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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">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="51" 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="131" 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="325" 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) &sect;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">820,000</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="131" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">812</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="325" 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="58" 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">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="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">878,990</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="131" 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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Goodyear Tire &amp; Rubber Co., Rule 144A, Senior Notes (Callable 08/13/07 @ $100.00) &#135;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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">12</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">9.140</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">75,562</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="131" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">16</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Goodyear Tire &amp; Rubber Co., Rule 144A, Senior Notes (Callable 12/01/09 @ $104.31) &#135;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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">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">8.625</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">16,920</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="131" 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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Keystone Automotive Operations, Inc., Global Senior Subordinated Notes (Callable 11/01/08 @ $104.88)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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">/01/13</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.750</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">393,750</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="131" 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="325" 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="58" 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="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">823,437</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="131" 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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Visteon Corp., Global Senior Notes</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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">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">8.250</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">598,500</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="491" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">4,569,159</font></td>
<td colspan="1" width="18" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="158" bgcolor="#cceeff" 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">(2.0%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="578" 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="131" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,210</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="325" 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">&nbsp;</td>
<td colspan="3" width="58" 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">/16/31</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.450</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">972,537</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="131" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">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="325" 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="58" 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="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,835,437</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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="131" 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="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">General Motors Corp., Global Senior Unsubordinated Notes &sect;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,605,625</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="491" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">4,413,599</font></td>
<td colspan="1" width="18" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="158" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Beverage </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="578" 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="131" 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="325" bgcolor="#cceeff" 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" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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">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">7.250</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">514,500</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="158" 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">(0.2%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="578" 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="131" 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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">E*TRADE Financial Corp., Global Senior Unsecured Notes (Callable 06/15/08 @ $104.00)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(BB- , Ba2)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">06</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/11</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">180,250</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="131" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">315</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">E*TRADE Financial Corp., US Domestic, Senior Unsecured Notes (Callable 12/01/10 @ $103.94)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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">/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">7.875</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">329,569</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="491" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">509,819</font></td>
<td colspan="1" width="18" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</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">See Accompanying Notes to Financial Statements.<br>2</font></p>
<hr size="3" width="100%" noshade color="gray" align="center">
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<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 Asset Management Income Fund, Inc.</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">June 30, 2007 (unaudited)</font></p>
<table border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td colspan="3" width="158" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<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="325" align="center" valign="bottom">
<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="58" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<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:0pt .7pt 0pt 0pt;">
<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:0pt .7pt 0pt 0pt;">
<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="88" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<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="158" 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="578" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="158" 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">(1.8%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="578" 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="131" 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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Ashton Woods, Global Senior Subordinated Notes (Callable 10/01/10 @ $104.75)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B- , B3)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/15</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.500</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">837,000</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="131" 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="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">K Hovnanian Enterprises, Inc., Global Company Guaranteed Notes</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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">/15/16</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">6.250</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">427,500</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="131" 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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">KB Home, Senior Notes &sect;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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">/15/15</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">6.250</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">531,000</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="131" 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="325" 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">&nbsp;</td>
<td colspan="3" width="58" 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">/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">7.000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">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="131" 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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">TOUSA, Inc., Global Senior Subordinated Notes &sect;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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">/15/15</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="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">521,250</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="131" 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="325" 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) &sect;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B+ , Caa1)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">03</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/15</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">6.625</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">384,625</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="131" 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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">William Lyon Homes, Inc., Global Senior Notes (Callable 02/15/09 @ $103.75) &sect;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B , Caa1)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">02</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/14</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.500</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">211,250</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="131" 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="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">William Lyon Homes, Inc., Global Senior Notes (Callable 12/15/08 @ $103.81)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B , Caa1)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">12</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/12</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.625</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">430,000</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="491" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">3,895,750</font></td>
<td colspan="1" width="18" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="158" 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">(3.9%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="578" 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="131" 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="325" 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="58" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC , Caa2)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">03</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/14</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">0.000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">562,500</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="131" 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="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Building Materials Corp. of America, Global Secured Notes (Callable 08/01/09 @ $103.88)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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">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="51" 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="131" 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="325" 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="58" 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">/01/12</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.875</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,050,000</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="131" 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="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">CPG International I, Inc., Global Senior Unsecured Notes (Callable 07/01/09 @ $105.25)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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">/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">10.500</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">772,500</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="131" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">300</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Dayton Superior Corp., Company Guaranteed Notes (Callable 08/13/07 @ $102.17)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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">06</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/09</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">13.000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">306,750</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="131" 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="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Dayton Superior Corp., Global Company Guaranteed Notes (Callable 08/13/07 @ $102.81)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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">09</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/08</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10.750</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">513,750</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="131" 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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">General Cable Corp., Rule 144A, Senior Notes (Callable 04/01/09 @ $102.00) &#135;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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">7.725</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">376,875</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="131" 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="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">General Cable Corp., Rule 144A, Senior Notes (Callable 04/01/12 @ $103.56) &#135;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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">04</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/17</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.125</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">174,125</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="131" 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="325" bgcolor="#cceeff" 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" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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">/15/12</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">7.875</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">870,625</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="131" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">400</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="325" 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)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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">/01/14</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.500</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">433,000</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="131" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">325</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="325" bgcolor="#cceeff" 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" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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">/01/11</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">337,187</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="131" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">250</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Norcraft Holdings LP, Global Senior Discount Notes (Callable 09/01/08 @ $104.88)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B- , B3)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">09</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/12</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.750</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">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="131" 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="325" bgcolor="#cceeff" 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" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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">09</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">8.500</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">670,250</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="131" 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="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">NTK Holdings, Inc., Global Senior Discount Notes (Callable 09/01/09 @ $105.38) &sect;+</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC+ , Caa1)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">03</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/14</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">0.000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">547,500</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="131" 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="325" bgcolor="#cceeff" 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" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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">9.000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">926,344</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="7" width="491" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8,575,781</font></td>
<td colspan="1" width="18" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="158" 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">(2.5%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="578" 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="131" 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="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Koppers Holdings, Inc., Global Senior Discount Notes (Callable 11/15/09 @ $104.94) +</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">559,000</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="131" 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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Lyondell Chemical Co., Global Company Guaranteed Notes (Callable 06/01/08 @ $105.25)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(BB+ , Ba2)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">06</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/13</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10.500</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">406,875</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="131" 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="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Lyondell Chemical Co., Global Senior Unsecured Notes (Callable 09/15/10 @ $104.00)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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">/15/14</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">696,937</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="131" 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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Lyondell Chemical Co., Global Senior Unsecured Notes (Callable 09/15/11 @ $104.13)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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">/15/16</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="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">971,250</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="131" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">250</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Momentive Performance Materials, Inc., Rule 144A, Company Guaranteed Notes <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(Callable 12/01/10 @ $104.88) &#135;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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">/01/14</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="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">253,750</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="131" 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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Momentive Performance Materials, Inc., Rule 144A, Senior Subordinated Notes <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(Callable 12/01/11 @ $105.75) &#135;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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">/01/16</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">11.500</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">634,375</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="131" 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="325" 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="58" 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="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">732,000</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="131" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">312</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="325" 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 08/13/07 @ $105.31)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">328,380</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="131" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">250</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">PolyOne Corp., Senior Notes &sect;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">249,375</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="131" 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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Terra Capital, Inc., Global Company Guaranteed Notes (Callable 02/01/12 @ $103.50)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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">/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">7.000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">703,250</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="491" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">5,535,192</font></td>
<td colspan="1" width="18" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="158" 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"> (0.2%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="578" 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="131" 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="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Activant Solutions, Inc., Senior Unsubordinated Notes (Callable 05/01/11 @ $104.75)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC+ , Caa1)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">05</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/16</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.500</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">493,750</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="158" 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">(2.3%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="578" 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="131" 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="325" 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="58" 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="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,063,375</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="131" 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="325" bgcolor="#cceeff" 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" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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">/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="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">992,500</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="131" 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="325" 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">&nbsp;</td>
<td colspan="3" width="58" 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">/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">8.000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">796,125</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="131" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">550</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Jarden Corp., Company Guaranteed Notes (Callable 05/01/12 @ $103.75)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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">/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">7.500</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">545,875</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="131" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">525</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Playtex Products, Inc., Global Company Guaranteed Notes (Callable 08/13/07 @ $103.13)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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">/01/11</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">9.375</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">542,062</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="131" 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="325" bgcolor="#cceeff" 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" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B- , B3)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">04</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/12</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.250</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">611,820</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="131" 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="325" 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">&nbsp;</td>
<td colspan="3" width="58" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC- , Caa2)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">04</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/11</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">9.500</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">478,750</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="491" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">5,030,507</font></td>
<td colspan="1" width="18" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</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">See Accompanying Notes to Financial Statements.<br>3</font></p>
<hr size="3" width="100%" noshade color="gray" align="center">
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<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 Asset Management Income Fund, Inc.</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">June 30, 2007 (unaudited)</font></p>
<table border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td colspan="3" width="158" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<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="325" align="center" valign="bottom">
<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="58" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<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:0pt .7pt 0pt 0pt;">
<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:0pt .7pt 0pt 0pt;">
<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="88" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<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="158" 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="578" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="158" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Diversified Capital Goods </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(1.6%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="578" 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="131" 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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Esco Corp., Rule 144A, Senior Notes (Callable 12/15/08 @ $102.00) &#135;#</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B , B2)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">12</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/13</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.235</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">589,375</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="131" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">400</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">RBS Global, Inc., &amp; Rexnord Corp., Global Company Guaranteed Notes (Callable 08/01/10 @ $104.75)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">412,000</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="131" 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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">RBS Global, Inc., &amp; Rexnord Corp., Global Company Guaranteed Notes (Callable 08/01/11 @ $105.88) &sect;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">540,000</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="131" 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="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Sensus Metering Systems, Inc., Global Senior Subordinated Notes (Callable 12/15/08 @ $104.31)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">586,500</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="131" 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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Titan International, Inc., Global Company Guaranteed Notes</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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">/15/12</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">645,312</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="131" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">694</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">TriMas Corp., Global Company Guaranteed Notes (Callable 08/13/07 @ $104.94)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B1 , 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">9.875</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">716,555</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="491" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">3,489,742</font></td>
<td colspan="1" width="18" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="158" 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">(2.4%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="578" 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="131" 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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">AES Corp., Senior Notes</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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">/01/14</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.750</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">453,375</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="131" 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="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Calpine Generating Co., Global Secured Notes (Callable 04/01/08 @ $103.50) &Oslash;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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">7.756</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">224,000</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="131" 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="325" 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</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,179,000</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="131" 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="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Dynegy Holdings, Inc., Rule 144A, Senior Notes &#135;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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">/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">7.500</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">354,844</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="131" 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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Dynegy Holdings, Inc., Rule 144A, Senior Unsecured Notes &#135;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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">/01/19</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.750</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">677,875</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="131" 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="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Edison Mission Energy, Rule 144A, Senior Notes &#135;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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">05</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/17</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">331,625</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="131" 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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Edison Mission Energy, Rule 144A, Senior Notes &#135;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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">05</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/19</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.200</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">189,000</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="131" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">271</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="325" 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="58" 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="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">289,454</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="131" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">25</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="325" 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 01/15/12 @ $103.69)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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">/15/17</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">7.375</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">25,156</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="131" 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="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">NRG Energy, Inc., Senior Notes (Callable 2/01/11 @ $103.69)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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">/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">7.375</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">427,125</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="131" 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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Reliant Energy, Inc., Senior Notes</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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">7.625</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">563,500</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="131" 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="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Reliant Energy, Inc., Senior Notes</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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">/15/17</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.875</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">562,062</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="491" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">5,277,016</font></td>
<td colspan="1" width="18" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="158" 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">(0.2%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="578" 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="131" 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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Mirant Americas Generation LLC, Senior Notes &Oslash;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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">05</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/06</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">7.625</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="131" 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="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Mirant Corp., Rule 144A, Senior Notes &#135;&Oslash;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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">07</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/04</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.400</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">23,901</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="131" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">300</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Sierra Pacific Resources, Global Senior Unsecured Notes (Callable 03/15/09 @ $104.31)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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">/15/14</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.625</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">323,494</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="7" width="491" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">347,395</font></td>
<td colspan="1" width="18" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="158" 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">(2.2%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="578" 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="131" 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="325" 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">&nbsp;</td>
<td colspan="3" width="58" 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">/15/13</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.750</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">966,250</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="131" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">190</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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Ampex Corp., Secured Notes (Callable 08/13/07 @ $100.00) ^</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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">/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">12.000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">189,942</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="131" 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="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Freescale Semiconductor, Inc., Rule 144A, Senior Notes (Callable 12/15/10 @ $104.44) &#135;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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">/15/14</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="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">192,000</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="131" bgcolor="#cceeff" 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" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Freescale Semiconductor, Inc., Rule 144A, Senior Subordinated Notes (Callable 12/15/11 @ $105.06) &#135;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B , B2)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">12</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/16</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">10.125</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,630,125</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="131" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">258</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">GrafTech Finance, Inc., Global Company Guaranteed Notes (Callable 08/13/07 @ $105.13)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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">/15/12</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10.250</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">271,545</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="131" 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="325" bgcolor="#cceeff" 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 @ $105.63) &#135;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B , Caa1)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">01</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/16</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="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">802,125</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="131" 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="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Viasystems, Inc., Global Senior Subordinated Notes (Callable 01/15/08 @ $105.25)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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">10.500</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">768,750</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="491" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">4,820,737</font></td>
<td colspan="1" width="18" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="158" 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">(2.4%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="578" 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="131" 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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Chaparral Energy, Inc., Rule 144A, Senior Notes (Callable 02/01/12 @ $104.44) &#135;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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">/01/17</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">8.875</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">769,187</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="131" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,611</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="325" 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="58" 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="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,582,807</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="131" 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="325" 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="58" 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="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">601,250</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="131" 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="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Forest Oil Corp., Global Company Guaranteed Notes (Callable 08/13/07 @ $103.88)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">101,500</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="131" 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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Forest Oil Corp., Rule 144A, Senior Notes (Callable 06/15/12 @ $103.63) &#135;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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">/15/19</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.250</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">219,375</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="131" 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="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Hilcorp Energy I LP/Hilcorp Finance Co., Rule 144A, Senior Notes (Callable 06/01/11 @ $104.50) &#135;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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">/01/16</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">9.000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">624,000</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="131" 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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">PetroHawk Energy Corp., Global Company Guaranteed Notes (Callable 07/15/10 @ $104.56)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">850,000</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="131" 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="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Plains Exploration &amp; Production Co., Company Guaranteed (Callable 06/15/11 @ $103.88)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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">/15/15</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.750</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">199,500</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="131" 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="325" 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="58" 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="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">358,125</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="491" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">5,305,744</font></td>
<td colspan="1" width="18" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="158" 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">(1.2%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="578" 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="131" 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="325" 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="58" 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">/15/14</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="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,513,562</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="131" 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="325" 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="58" 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="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,161,875</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="7" width="491" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">2,675,437</font></td>
<td colspan="1" width="18" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
</table>

<p>&nbsp;</p>
<p align="center"><font size="2" face="Times New Roman PS, Times New Roman, Times">See Accompanying Notes to Financial Statements.<br>4</font></p>
<hr size="3" width="100%" noshade color="gray" align="center">
<!-- SEQ.=8,FOLIO='4',FILE='07-20360-8.ca',USER='whazuka',CD='Aug 29 02:48 2007' -->
<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 Asset Management Income Fund, Inc.</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">June 30, 2007 (unaudited)</font></p>
<table border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td colspan="3" width="158" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<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="325" align="center" valign="bottom">
<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="58" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<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:0pt .7pt 0pt 0pt;">
<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:0pt .7pt 0pt 0pt;">
<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="88" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<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="158" 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="578" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="158" 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">(1.1%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="578" 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="131" 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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Duane Reade, Inc., Global Senior Subordinated Notes (Callable 08/01/08 @ $104.88) &sect;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CC , Caa3)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">08</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/11</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.750</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,179,000</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="131" 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="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Ingles Markets, Inc., Global Company Guaranteed Notes (Callable 08/13/07 @ $104.44)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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">/01/11</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.875</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">156,187</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="131" 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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Rite Aid Corp., Rule 144A, Company Guaranteed (Callable 06/15/11 @ $104.69) &#135;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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">/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">9.375</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">241,250</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="131" 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="325" 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">&nbsp;</td>
<td colspan="3" width="58" 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">/15/12</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.125</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">759,375</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="131" 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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Stater Brothers Holdings, Inc., Rule 144A, Senior Notes (Callable 04/15/11 @ $103.88) &#135;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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">/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="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">50,375</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="491" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">2,386,187</font></td>
<td colspan="1" width="18" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="158" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Food - Wholesale </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(1.1%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="578" 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="131" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">525</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Dole Foods Co., Inc., Debentures Notes &sect;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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">/15/13</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="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">514,500</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="131" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">550</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">National Beef Packing Company LLC, Global Senior Notes (Callable 08/01/07 @ $105.25)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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">/01/11</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10.500</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">574,750</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="131" 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="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Smithfield Foods, Inc., Senior Unsecured Notes</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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">07</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/17</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.750</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">678,375</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="131" 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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Swift &amp; Co., Global Company Guaranteed Notes (Callable 08/13/07 @ $105.06)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B- , Caa1)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/09</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">10.125</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">259,282</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="131" 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="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Swift &amp; Co., Global Senior Subordinated Notes (Callable 08/13/07 @ $106.25) &sect;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">317,562</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="491" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">2,344,469</font></td>
<td colspan="1" width="18" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="158" 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">(3.4%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="578" 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="131" 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="325" 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)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">501,375</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="131" 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="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Cellu Tissue Holdings, Inc., Global Secured Notes (Callable 08/13/07 @ $107.31)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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="51" 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="131" 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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Georgia-Pacific Corp., Debentures Notes</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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">/15/15</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">7.700</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="131" 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="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Georgia-Pacific Corp., Rule 144A, Company Guaranteed Notes (Callable 01/15/12 @ $103.56) &#135;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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">01</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/17</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.125</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">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="131" 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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Graphic Packaging International Corp., Global Senior Subordinated Notes (Callable 8/15/08 @ $104.75)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B- , B3)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">08</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/13</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.500</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">808,906</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="131" 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="325" 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">&nbsp;</td>
<td colspan="3" width="58" 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">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">9.750</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">383,437</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="131" 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="325" 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)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B , B2)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">05</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/12</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10.000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">569,625</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="131" 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="325" 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="58" 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">/01/13</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">12.000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">658,500</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="131" 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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Smurfit-Stone Container Enterprises, Inc., Global Senior Notes (Callable 08/13/07 @ $104.19)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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">07</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/12</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.375</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,610,000</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="131" 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="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Verso Paper Holdings LLC, Inc., Rule 144A, Senior Subordinated Notes (Callable 08/01/11 @ $105.69) &#135;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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">/01/16</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="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">723,937</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="131" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="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="325" 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="58" 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="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">129,687</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="7" width="491" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7,322,592</font></td>
<td colspan="1" width="18" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="158" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Gaming </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(4.6%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="578" 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="131" 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="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Buffalo Thunder Development Authority, Rule 144A, Secured Notes (Callable 12/15/10 @ $104.69) &#135;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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">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="51" 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="131" 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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">CCM Merger, Inc., Rule 144A, Notes (Callable 08/01/09 @ $104.00) &#135;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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">08</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/13</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,000,000</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="131" 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="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Choctaw Resort Development Enterprise, Rule 144A, Senior Notes (Callable 11/15/11 @ $103.63) &#135;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(BB , Ba2)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">11</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/19</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.250</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">148,500</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="131" 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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Fontainebleau Las Vegas Holdings LLC/Fontainebleau Las Vegas Capital Corp., Rule 144A, Mortgage Notes <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(Callable 06/15/11 @ $105.13) &#135;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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">/15/15</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10.250</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">371,250</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="131" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">525</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="325" 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="58" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B- , B3)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">06</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/12</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.125</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">532,875</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="131" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="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="325" 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="58" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B- , B3)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">11</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/10</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">12.000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">511,812</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="131" 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="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Jacobs Entertainment, Inc., Global Company Guaranteed Notes (Callable 06/15/10 @ $104.88)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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">9.750</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,148,125</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="131" 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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Majestic Star Casino LLC, Company Guaranteed Notes (Callable 10/15/07 @ $104.75)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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">/15/10</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.500</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">444,125</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="131" 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="325" 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">&nbsp;</td>
<td colspan="3" width="58" 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">/15/11</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.750</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">534,875</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="131" 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="325" 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="58" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(BB , Ba2)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">06</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/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">7.500</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">691,469</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="131" 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="325" 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="58" 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">/15/17</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.625</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">669,375</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="131" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">MGM Mirage, Inc., Global Company Guaranteed Notes</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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">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">6.750</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">119,375</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="131" 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="325" 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)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B- , Caa1)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">06</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/15</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.500</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">623,437</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="131" 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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Turning Stone Resort Casino Enterprise, Rule 144A, Senior Notes (Callable 09/15/10 @ $104.56) &#135;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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">9.125</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">511,250</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="131" 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="325" 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="58" 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="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">183,312</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="131" 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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Wimar Opco LLC, Rule 144A, Senior Subordinated Notes (Callable 12/15/10 @ $104.81) &#135;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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">/15/14</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.625</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,281,937</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="131" 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="325" 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">&nbsp;</td>
<td colspan="3" width="58" 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">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">6.625</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">484,375</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="491" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9,984,717</font></td>
<td colspan="1" width="18" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="158" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Gas Distribution </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(1.4%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="578" 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="131" 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="325" bgcolor="#cceeff" 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" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(NR , 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">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">7.750</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,190,250</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="131" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">525</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="325" 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">&nbsp;</td>
<td colspan="3" width="58" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B , B1)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">03</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/16</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.250</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">542,062</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="131" 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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Williams Companies, Inc., Notes</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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">/15/12</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.125</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">826,344</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="131" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">400</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Williams Partners LP/Williams Partners Finance Corp., Global Company Guaranteed Notes</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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">02</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/17</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.250</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">404,000</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="491" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">2,962,656</font></td>
<td colspan="1" width="18" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</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">See Accompanying Notes to Financial Statements.<br>5</font></p>
<hr size="3" width="100%" noshade color="gray" align="center">
<!-- SEQ.=9,FOLIO='5',FILE='07-20360-8.ca',USER='whazuka',CD='Aug 29 02:48 2007' -->
<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 Asset Management Income Fund, Inc.</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">June 30, 2007 (unaudited)</font></p>
<table border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td colspan="3" width="158" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<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="325" align="center" valign="bottom">
<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="58" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<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:0pt .7pt 0pt 0pt;">
<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:0pt .7pt 0pt 0pt;">
<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="88" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<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="158" 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="578" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="158" 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">(5.3%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="578" 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="131" 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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Community Health Systems, Inc., Rule 144A, Senior Notes (Callable 07/15/11 @ $104.44) &#135;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B- , B3)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">07</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/15</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.875</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">229,219</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="131" 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="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">HCA, Inc., Global Senior Unsecured Notes</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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">/15/15</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">6.375</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">596,750</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="131" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">3,200</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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">HCA, Inc., Global Senior Unsecured Notes</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B- , Caa1)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">02</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/16</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="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">2,724,000</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="131" 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="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">HCA, Inc., Rule 144A, Secured Notes (Callable 11/15/11 @ $104.63) &#135;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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">11</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">9.250</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,307,687</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="131" 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="325" bgcolor="#cceeff" 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" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B- , Caa1)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">02</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/13</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="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">362,000</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="131" 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="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Healthsouth Corp., Global Company Guaranteed Notes (Callable 06/15/11 @ $105.38)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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">/15/16</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">10.750</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">872,000</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="131" 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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Iasis Healthcare/Capital Corp., Global Senior Subordinated Notes (Callable 06/15/09 @ $104.38)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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">/15/14</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.750</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">653,250</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="131" 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="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Service Corp International, Rule 144A, Senior Notes &#135;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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">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">6.750</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">96,875</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="131" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">550</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="325" 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="58" 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">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="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">532,125</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="131" 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="325" 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="58" 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="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,492,500</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="131" 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="325" bgcolor="#cceeff" 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" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">477,500</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="131" 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="325" 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">&nbsp;</td>
<td colspan="3" width="58" 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">/15/13</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">684,904</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="131" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Universal Hospital Services. Inc., Rule 144A, Secured Notes (Callable 06/01/09 @ $102.00) &#135;#</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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">/01/15</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">8.759</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">276,375</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="131" 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="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Universal Hospital Services. Inc., Rule 144A, Secured Notes (Callable 06/01/11 @ $104.25) &#135;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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">/01/15</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.500</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">298,500</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="131" 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="325" 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="58" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC+ , Caa1)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/14</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">945,250</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="491" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">11,548,935</font></td>
<td colspan="1" width="18" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="158" 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">(0.9%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="578" 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="131" 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="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Bluegreen Corp., Series B, Company Guaranteed Notes (Callable 08/13/07 @ $100.00)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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="51" 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="131" 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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Felcor Lodging LP, Global Company Guaranteed Notes</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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">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">8.500</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">448,906</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="131" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">250</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Host Hotels &amp; Resorts LP, Company Guaranteed Notes (Callable 11/01/10 @ $103.44)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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">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">6.875</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">248,437</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="131" 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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Host Marriott LP, Global Company Guaranteed Notes (Callable 06/01/11 @ $103.33)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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">/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">6.750</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">812,625</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="7" width="491" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">2,012,468</font></td>
<td colspan="1" width="18" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="158" bgcolor="#cceeff" 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">(1.0%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="578" 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="131" 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="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">ALH Finance LLC, Senior Subordinated Notes (Callable 01/15/09 @ $104.25)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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">/15/13</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.500</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">648,375</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="131" 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="325" 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 08/13/07 @ $103.00)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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">7.141</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">405,000</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="131" 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="325" 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="58" 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">07</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/12</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10.000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">570,000</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="131" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">325</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="325" 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)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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="51" bgcolor="#cceeff" 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" 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="131" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">225</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Simmons Bedding Co., Global Senior Subordinated Notes (Callable 01/15/09 @ $103.94)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC+ , B2)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">01</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/14</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.875</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">225,000</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="491" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">2,183,125</font></td>
<td colspan="1" width="18" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="158" 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">(0.8%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="578" 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="131" 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="325" 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 08/13/07 @ $105.25) &sect;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(D , 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">07</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/11</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10.500</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">377,563</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="131" 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="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Six Flags, Inc., Global Senior Notes (Callable 04/15/08 @ $104.88) &sect;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC , Caa1)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">04</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/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">9.750</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">638,719</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="131" 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="325" 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) &sect;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC , Caa1)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">06</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/14</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.625</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">652,750</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="491" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,669,032</font></td>
<td colspan="1" width="18" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="158" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Machinery </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(0.5%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="578" 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="131" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">525</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Baldor Electric Co., Company Guaranteed Notes (Callable 02/15/12 @ $104.31)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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">/15/17</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.625</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">557,813</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="131" 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="325" 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 @ $104.63)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">473,940</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="491" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,031,753</font></td>
<td colspan="1" width="18" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="158" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Media - Broadcast </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(2.8%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="578" 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="131" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">525</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Allbritton Communications Co., Global Senior Subordinated Notes (Callable 12/15/07 @ $103.88)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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">/15/12</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.750</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">530,250</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="131" 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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Barrington Broadcasting Group LLC, Rule 144A, Senior Subordinated Notes (Callable 08/15/10 @ $105.25) &#135;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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">08</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/14</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10.500</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">549,938</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="131" 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="325" 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;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">577,875</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="131" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">300</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="325" 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="58" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B- , B2)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">09</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/14</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.625</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">321,000</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="131" 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="325" 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">&nbsp;</td>
<td colspan="3" width="58" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC- , Caa2)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">01</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/13</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">10.777</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">881,875</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="131" 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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Local TV Finance LLC, Rule 144A, Senior Unsecured Notes (Callable 06/15/11 @ $104.63) &#135;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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">/15/15</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="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">572,125</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="131" 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="325" 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)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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">/01/13</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.625</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">492,500</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="131" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">985</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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Univision Communications, Inc., Rule 144A, Senior Notes (Callable 03/15/11 @ $104.88) &#135;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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">/15/15</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.750</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">977,613</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="131" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">400</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="325" 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="58" 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">9.989</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">388,000</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="131" 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="325" 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)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">878,750</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="491" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">6,169,926</font></td>
<td colspan="1" width="18" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
</table>

<p>&nbsp;</p>
<p align="center"><font size="2" face="Times New Roman PS, Times New Roman, Times">See Accompanying Notes to Financial Statements.<br>6</font></p>
<hr size="3" width="100%" noshade color="gray" align="center">
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<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 Asset Management Income Fund, Inc.</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">June 30, 2007 (unaudited)</font></p>
<table border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td colspan="3" width="158" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<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="325" align="center" valign="bottom">
<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="58" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<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:0pt .7pt 0pt 0pt;">
<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:0pt .7pt 0pt 0pt;">
<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="88" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<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="158" 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="578" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="158" 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">(5.5%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="578" 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="131" 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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Atlantic Broadband Finance LLC, Global Company Guaranteed Notes (Callable 01/15/09 @ $104.69)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC+ , Caa1)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">01</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/14</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.375</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,065,750</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="131" 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="325" 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 @ $100.00) &sect;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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">04</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">9.920</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,395,000</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="131" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,662</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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">CCH I Holdings LLC, Global Secured Notes (Callable 10/01/10 @ $105.50)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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">10</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/15</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">11.000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,743,023</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="131" 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="325" 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="58" 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="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,482,625</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="131" 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="325" 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 08/13/07 @ $100.00)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">495,619</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="131" 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="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">CSC Holdings, Inc., Global Senior Notes</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B+ , B2)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">04</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/12</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.250</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,146,000</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="131" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">655</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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">CSC Holdings, Inc., Senior Notes</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B+ , B2)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">04</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/11</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.625</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">653,363</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="131" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">250</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">DirecTV Holdings LLC, Global Senior Notes (Callable 03/15/08 @ $104.19)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(BB- , Ba3)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">03</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/13</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">8.375</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">262,813</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="131" 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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Echostar DBS Corp., Global Company Guaranteed Notes</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(BB- , Ba3)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/14</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">6.625</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">718,125</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="131" 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="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">GCI, Inc., Global Senior Unsecured Notes (Callable 02/15/09 @ $103.63)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">285,000</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="131" 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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Insight Communications Co., Inc., Senior Discount Notes (Callable 08/13/07 @ $104.08) +</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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">0.000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">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="131" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">259</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Insight Midwest/Insight Capital, Senior Notes (Callable 08/13/07 @ $101.63)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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">/01/09</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.750</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">261,590</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="131" 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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Mediacom Broadband LLC, Global Senior Notes (Callable 10/15/10 @ $104.25)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B , B3)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/15</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.500</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,161,500</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="131" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">525</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Mediacom LLC/Capital Corp., Senior Notes (Callable 08/13/07 @ $101.97)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B , B3)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">02</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/11</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.875</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">525,000</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="131" 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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">TL Acquisitions, Inc., Rule 144A, Senior Notes (Callable 07/15/11 @ $105.25) &#135;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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">/15/15</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10.500</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">592,344</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="7" width="491" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">12,049,627</font></td>
<td colspan="1" width="18" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="158" 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="578" 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="131" 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="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">WMG Holdings Corp., Global Company Guaranteed Notes (Callable 12/15/09 @ $104.75) +</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">363,375</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="158" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Metals &amp; Mining Excluding Steel </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(2.0%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="578" 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="131" 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="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Aleris International, Inc., Rule 144A, Senior Notes (Callable 12/15/10 @ $104.5) &#135;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B- , B3e)</font></td>
<td colspan="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">9.000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">126,719</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="131" 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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Aleris International, Inc., Rule 144A, Senior Subordinated Notes (Callable 12/15/11 @ $105.00) &#135;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B- , Caa1)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">12</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/16</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">10.000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">673,313</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="131" 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="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Alpha Natural Resources, Global Company Guaranteed Notes (Callable 06/01/08 @ $105.00)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B- , B3)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">06</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/12</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10.000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">530,000</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="131" 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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Freeport-McMoRan Copper &amp; Gold, Inc., Senior Unsecured Notes (Callable 04/01/11 @ $104.13)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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">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">8.250</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">660,938</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="131" 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="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Freeport-McMoRan Copper &amp; Gold, Inc., Senior Unsecured Notes (Callable 04/01/12 @ $104.19)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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">04</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/17</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.375</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">668,750</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="131" 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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Noranda Aluminium Acquisition Corp., Rule 144A, Senior Unsecured Notes<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(Callable 05/15/08 @ $102.00) &#135;#</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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">/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">9.360</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,018,500</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="131" 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="325" 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="58" 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="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">726,325</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="491" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">4,404,545</font></td>
<td colspan="1" width="18" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="158" 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"> (4.1%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="578" 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="131" 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="325" 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 @ $104.50)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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">/15/12</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">9.000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">267,500</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="131" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">855</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="325" 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">&nbsp;</td>
<td colspan="3" width="58" 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">10.875</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">915,337</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="131" 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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Asbury Automotive Group, Inc., Rule 144A, Senior Subordinated Notes (Callable 03/15/12 @ $103.81) &#135;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B , B3)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">03</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/17</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">7.625</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">519,750</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="131" 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="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Brookstone Co., Inc., Global Secured Notes (Callable 10/15/09 @ $106.00) &sect;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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">/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">12.000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">849,750</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="131" 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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Claire's Stores, Inc., Rule 144A, Senior Notes (Callable 06/01/11 @ $104.81) &#135;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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">/01/15</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">9.625</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">767,250</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="131" 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="325" 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="58" 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">/01/12</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.375</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">578,500</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="131" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">703</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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Flooring America, Inc., Series B, Company Guaranteed Notes ^&Oslash;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(NR , NR)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/07</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">9.250</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="131" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">525</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">GSC Holdings Corp., Global Company Guaranteed Notes (Callable 10/01/09 @ $104.00)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(BB- , Ba3)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/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">8.000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">551,250</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="131" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">300</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="325" 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="58" 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="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">309,000</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="131" 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="325" 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="58" 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="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">735,000</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="131" 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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Nebraska Book Co, Inc., Global Company Guaranteed Notes (Callable 03/15/08 @ $104.31)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">498,750</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="131" 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="325" 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)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,105,000</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="131" 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="325" 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="58" 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="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">37,375</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="131" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">400</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">SGS International, Inc., Global Company Guaranteed Notes (Callable 12/15/09 @ $106.00)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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">12.000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">438,000</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="131" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">547</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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Susser Holdings LLC, Global Company Guaranteed Notes (Callable 12/15/09 @ $105.31)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B+ , B2)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">12</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/13</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">10.625</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">596,230</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="131" 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="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Yankee Acquisition Corp., Series B, Global Company Guaranteed Notes (Callable 02/15/11 @ $104.25)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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">/15/15</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.500</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">48,750</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="131" 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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Yankee Acquisition Corp., Series B, Global Company Guaranteed Notes (Callable 02/15/12 @ $104.88) &sect;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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">/15/17</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">9.750</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">729,375</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="491" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8,946,817</font></td>
<td colspan="1" width="18" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="158" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Office Equipment </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(0.1%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="578" 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="131" 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="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">IKON Office Solutions, Inc., Global Senior Notes (Callable 09/15/10 @ $103.88)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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">09</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/15</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.750</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">204,543</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="158" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Oil Refining &amp; Marketing </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(0.1%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="578" 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="131" 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="325" 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">&nbsp;</td>
<td colspan="3" width="58" 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">/15/14</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">216,460</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 size="2" face="Times New Roman PS, Times New Roman, Times">See Accompanying Notes to Financial Statements.<br>7</font></p>
<hr size="3" width="100%" noshade color="gray" align="center">
<!-- SEQ.=11,FOLIO='7',FILE='07-20360-8.ca',USER='whazuka',CD='Aug 29 02:48 2007' -->
<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 Asset Management Income Fund, Inc.</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">June 30, 2007 (unaudited)</font></p>
<table border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td colspan="3" width="158" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<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="325" align="center" valign="bottom">
<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="58" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<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:0pt .7pt 0pt 0pt;">
<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:0pt .7pt 0pt 0pt;">
<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="88" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<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="158" 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="578" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="158" 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">(2.9%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="578" 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="131" 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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Berry Plastics Holding Corp., Global Company Guaranteed Notes (Callable 03/01/11 @ $105.13)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC+ , Caa2)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">03</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/16</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10.250</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">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="131" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">840</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Berry Plastics Holding Corp., Global Secured Notes (Callable 09/15/10 @ $104.44)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B , B3)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">09</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/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="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">854,700</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="131" 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="325" 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) &sect;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">937,875</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="131" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">410</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="325" 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)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B , B1)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">11</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/15</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.750</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">414,100</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="131" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">25</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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Graham Packaging Co, Inc., Global Company Guaranteed Notes (Callable 10/15/08 @ $104.25)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC+ , Caa1)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/12</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.500</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">25,281</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="131" 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="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Graham Packaging Co, Inc., Global Company Guaranteed Notes (Callable 10/15/09 @ $104.94) &sect;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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">/15/14</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.875</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">787,594</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="131" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">680</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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Owens Brockway Glass Container, Inc., Global Company Guaranteed Notes (Callable 05/15/08 @ $104.13)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">707,200</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="131" 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="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Pliant Corp., Global Secured Notes (Callable 08/13/07 @ $105.56)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC , Caa1)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">09</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/09</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">11.125</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">714,125</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="131" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,175</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="325" 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="58" 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="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,034,000</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="491" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">6,329,125</font></td>
<td colspan="1" width="18" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="158" 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">(3.7%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="578" 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="131" 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="325" 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 (Callable 08/13/07 @ $100.00) &sect;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">738,188</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="131" 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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">CBD Media Holdings Finance, Inc., Global Senior Subordinated Notes (Callable 07/15/08 @ $104.63)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">910,000</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="131" 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="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Deluxe Corp., Rule 144A, Senior Notes (Callable 06/01/11 @ $103.69) &#135;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(BB- , Ba2)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">06</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/15</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">7.375</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">200,000</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="131" 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="325" 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="58" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B , B3)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">11</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/13</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">0.000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">331,188</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="131" 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="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Haights Cross Operating Co., Global Company Guaranteed Notes (Callable 08/15/08 @ $105.88)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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">/15/11</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">11.750</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">797,813</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="131" 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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Idearc, Inc., Global Company Guaranteed Notes (Callable 11/15/11 @ 104.00)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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">/15/16</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">8.000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">532,875</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="131" 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="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Premier Graphics, Inc., Company Guaranteed Notes ^&Oslash;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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">12</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/05</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">11.500</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">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="131" 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="325" bgcolor="#cceeff" 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)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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">/15/13</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">6.875</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">857,250</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="131" 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="325" 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">&nbsp;</td>
<td colspan="3" width="58" 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">/15/16</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.875</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">156,750</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="131" 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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">R.H. Donnelley Corp., Global Senior Unsecured Notes (Callable 01/15/09 @ $103.44)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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">/15/13</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">6.875</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,524,000</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="131" 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="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Reader's Digest Association, Inc., Rule 144A, Senior Subordinated Notes (Callable 02/15/12 @ $104.50) &#135;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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">/15/17</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">799,000</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="131" 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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Valassis Communications, Inc., Rule 144A, Senior Notes (Callable 03/01/11 @ $104.13) &#135;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B- , B3)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">03</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/15</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">8.250</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">759,500</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="131" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">400</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Vertis, Inc., Global Company Guaranteed Notes (Callable 08/13/07 @ $102.72) &sect;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">394,000</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="491" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8,000,564</font></td>
<td colspan="1" width="18" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="158" 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">(1.0%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="578" 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="131" 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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Buffets, Inc., Global Company Guaranteed Notes (Callable 11/01/10 @ $106.25)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC , Caa1)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">11</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/14</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">12.500</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">818,125</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="131" 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="325" 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)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B- , B3)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/12</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10.000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">503,500</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="131" 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="325" bgcolor="#cceeff" 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" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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">8.375</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">630,000</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="131" 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="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">OSI Restaurant Partners, Inc., Rule 144A, Senior Notes (Callable 06/15/11 @ $105.00) &#135;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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">/15/15</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10.000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">264,000</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="491" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">2,215,625</font></td>
<td colspan="1" width="18" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="158" 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">(0.9%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="578" 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="131" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,750</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="325" 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 08/15/10 @ $105.13)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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">/15/15</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10.250</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,859,375</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="3" width="158" 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"> (1.2%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="578" 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="131" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">83</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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">AK Steel Corp., Company Guaranteed Notes (Callable 08/13/07 @ $100.00)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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">/15/09</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.875</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">83,208</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="131" 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="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">AK Steel Corp., Global Company Guaranteed Notes (Callable 08/13/07 @ $103.88)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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">/15/12</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.750</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">577,875</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="131" 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="325" 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="58" 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="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">793,875</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="131" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">250</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">PNA Holding Corp., Rule 144A, Senior Notes (Callable 02/15/08 @ $102.00) &#135;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B- , Caa1)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">02</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/13</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">12.360</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">253,750</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="131" 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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">RathGibson, Inc., Global Company Guaranteed Notes (Callable 02/15/10 @ $105.63)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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">11.250</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">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="131" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">0</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">WCI Steel Acquisition, Inc., Senior Notes <sup>1</sup></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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">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">8.000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">336</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="131" 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="325" 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="58" 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="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9,678</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="491" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">2,562,722</font></td>
<td colspan="1" width="18" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="158" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Support - Services </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(5.4%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="578" 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="131" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">400</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="325" 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="58" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC+ , Caa1)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">07</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/11</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">11.375</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">404,000</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="131" 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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Aramark Corp., Rule 144A, Senior Notes (Callable 02/01/09 @ $102.00) &#135;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B- , B3e)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</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">8.860</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">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="131" 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="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Aramark Corp., Rule 144A, Senior Notes (Callable 02/01/11 @ $104.25) &#135;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" align="left" valign="bottom">
<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="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">02</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/15</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.500</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">306,750</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="131" 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="325" 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="58" 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="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">210,500</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="131" 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="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Education Management LLC, Senior Notes (Callable 06/01/10 @ $104.38)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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">/01/14</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.750</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">103,000</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="131" 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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Education Management LLC, Senior Subordinated Notes (Callable 06/01/11 @ $105.13)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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">/01/16</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10.250</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">713,813</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="131" 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="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Hertz Corp., Senior Notes (Callable 01/01/10 @ $104.44)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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">/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">8.875</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">314,250</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="131" 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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Hertz Corp., Senior Subordinated Notes (Callable 01/01/11 @ $105.25)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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">/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">10.500</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">444,000</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 size="2" face="Times New Roman PS, Times New Roman, Times">See Accompanying Notes to Financial Statements.<br>8</font></p>
<hr size="3" width="100%" noshade color="gray" align="center">
<!-- SEQ.=12,FOLIO='8',FILE='07-20360-8.ca',USER='whazuka',CD='Aug 29 02:48 2007' -->
<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 Asset Management Income Fund, Inc.</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">June 30, 2007 (unaudited)</font></p>
<table border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td colspan="3" width="158" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<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="325" align="center" valign="bottom">
<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="58" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<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:0pt .7pt 0pt 0pt;">
<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:0pt .7pt 0pt 0pt;">
<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="88" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<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="158" 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="578" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="158" 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="578" 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="131" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">740</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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">HydroChem Industrial Services, Rule 144A, Senior Subordinated Notes (Callable 02/15/09 @ $104.63) &#135;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC+ , Caa1)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">02</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/13</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.250</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">765,900</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="131" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">250</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Iron Mountain, Inc., Company Guaranteed Notes (Callable 07/01/08 @ $103.31)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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">6.625</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">230,625</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="131" 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="325" 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 08/13/07 @ $102.88)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B , B3)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">04</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/13</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.625</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">352,625</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="131" 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="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Johnsondiversey Holdings, Inc., Global Discount Notes (Callable 08/13/07 @ $105.34) +</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,144,000</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="131" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">KAR Holdings, Inc., Rule 144A, Senior Notes (Callable 05/01/10 @ $104.38) &#135;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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">/01/14</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.750</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">467,875</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="131" 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="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">KAR Holdings, Inc., Rule 144A, Senior Subordinated Notes (Callable 04/01/11 @ $105.00) &#135;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC , Caa1)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">05</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/15</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10.000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">416,500</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="131" 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="325" bgcolor="#cceeff" 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" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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">/01/14</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.750</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">695,500</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="131" 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="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Neff Corp., Rule 144A, Senior Notes (Callable 06/01/11 @ $105.00) &#135;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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">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">10.000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">802,000</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="131" 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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Rental Service Corp., Rule 144A, Bonds (Callable 12/01/10 @ $104.75) &#135;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B- , Caa1)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">12</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/14</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.500</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">743,125</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="131" 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="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Travelport LLC, Global Company Guaranteed Notes (Callable 09/01/11 @ $105.94)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC+ , Caa1)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">09</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/16</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="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,302,781</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="131" 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="325" 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="58" 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="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,029,000</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="131" 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="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Varietal Distribution Merger Sub, Inc., Rule 144A, Senior Notes (Callable 07/15/11 @ $105.13) &#135;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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">/15/15</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10.250</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">576,438</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="131" 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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Williams Scotsman, Inc., Global Company Guaranteed Notes (Callable 10/01/10 @ $104.25)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B+ , B3)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/15</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.500</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">544,688</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="7" width="491" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">11,771,370</font></td>
<td colspan="1" width="18" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="158" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Telecom - Fixed Line </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(1.2%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="578" 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="131" 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="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Level 3 Financing, Inc., Global Company Guaranteed Notes (Callable 11/01/10 @ $104.63)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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">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">9.250</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">380,625</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="131" 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="325" 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 02/15/09 @ $102.00) &#135;#</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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">/15/15</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">9.150</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,381,875</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="131" 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="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">PAETEC Holding Corp., Rule 144A, Senior Notes (Callable 07/15/11 @ $104.75) &#135;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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">/15/15</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.500</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">275,000</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="131" 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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Time Warner Telecom Holdings, Inc., Global Company Guaranteed Notes (Callable 02/15/09 @ $104.63)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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">/15/14</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="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">532,500</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="491" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">2,570,000</font></td>
<td colspan="1" width="18" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="158" bgcolor="#cceeff" 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">(2.0%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="578" 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="131" 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="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Cincinnati Bell, Inc., Global Company Guaranteed Notes (Callable 01/15/09 @ $104.19)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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">/15/14</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.375</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">659,750</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="131" 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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Hawaiian Telcom Communications, Inc., Global Company Guaranteed Notes (Callable 05/01/10 @ $106.25) &sect;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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">/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">12.500</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">484,500</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="131" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">525</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Hughes Network Systems LLC, Global Company Guaranteed Notes (Callable 04/15/10 @ $104.75)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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">04</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/14</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.500</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">551,250</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="131" 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="325" 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 (Callable 02/15/08 @ $103.63)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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">02</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/11</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.250</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,037,813</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="131" 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="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Qwest Communications International, Inc., Global Company Guaranteed Notes (Callable 02/15/09 @ $103.75)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B , Ba3)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">02</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/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="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">483,313</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="131" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">120</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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Qwest Corp., Global Senior Notes</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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">06</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">7.625</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">124,500</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="131" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">75</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Qwest Corp., Global Senior Unsecured Notes</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(BBB- , Ba1)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/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">7.500</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">77,250</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="131" 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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Windstream Corp., Global Company Guaranteed Notes</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">236,250</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="131" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">75</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Windstream Corp., Global Company Guaranteed Notes (Callable 03/15/12 @ $103.50)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(NR , 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">/15/19</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">72,000</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="131" 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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Windstream Corp., Global Company Guaranteed Notes (Callable 8/01/11 @ $104.31)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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">/01/16</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">8.625</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">637,500</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="491" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">4,364,126</font></td>
<td colspan="1" width="18" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="158" bgcolor="#cceeff" 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">(2.0%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="578" 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="131" 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="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Centennial Cellular Communications Corp., Global Company Guaranteed Notes (Callable 06/15/08 @ $105.06)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">404,063</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="131" 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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Cricket Communications, Inc., Global Company Guaranteed Notes (Callable 11/01/10 @ $104.69)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC , Caa1)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">11</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/14</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.375</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">959,688</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="131" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">975</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="325" 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="58" 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">/01/13</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.875</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,023,750</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="131" 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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">MetroPCS 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="58" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC , Caa1)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">11</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/14</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="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">752,188</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="131" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">525</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Rural Cellular Corp., Rule 144A, Senior Subordinated Notes (Callable 06/01/08 @ $102.00) &#135;#</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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">8.360</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">525,000</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="131" 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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Suncom Wireless, Inc., Global Company Guaranteed Notes (Callable 06/01/08 @ $104.25)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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">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">8.500</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">642,188</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="491" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">4,306,877</font></td>
<td colspan="1" width="18" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="158" bgcolor="#cceeff" 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"> (0.7%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="578" 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="131" 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="325" 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">&nbsp;</td>
<td colspan="3" width="58" 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">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">8.000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">763,375</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="131" 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="325" bgcolor="#cceeff" 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" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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">/15/14</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">0.000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">686,250</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="491" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,449,625</font></td>
<td colspan="1" width="18" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="158" bgcolor="#cceeff" 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" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="578" 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="131" 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="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Bristow Group, Inc., Rule 144A, Senior Notes (Callable 09/15/12) @ $103.75) &#135;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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">/15/17</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.500</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">503,750</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="131" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">195</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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">H-Line 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="58" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B , Caa1)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">04</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/13</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">0.000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">192,075</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="7" width="491" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">695,825</font></td>
<td colspan="1" width="18" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="158" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="325" bgcolor="#cceeff" 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 $190,832,048)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">191,906,697</font></td>
<td colspan="1" width="18" bgcolor="#cceeff" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</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">See Accompanying Notes to Financial Statements.<br>9</font></p>
<hr size="3" width="100%" noshade color="gray" align="center">
<!-- SEQ.=13,FOLIO='9',FILE='07-20360-8.ca',USER='whazuka',CD='Aug 29 02:48 2007' -->
<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 Asset Management Income Fund, Inc.</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">June 30, 2007 (unaudited)</font></p>
<table border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td colspan="3" width="158" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<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="325" align="center" valign="bottom">
<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="58" align="center" valign="bottom">
<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">
<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">
<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="104" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<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="158" 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">(1.0%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="602" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="158" 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="602" 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="131" 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="325" 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="58" 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="3" width="51" 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="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="67" 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="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="131" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,219</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Safelite Realty Corp. ^*</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"> </font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"> </font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="51" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"> </font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="67" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9,752</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="131" 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="325" 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="58" 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="3" width="51" 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="19" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="67" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9,752</font></td>
<td colspan="1" width="18" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="158" 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">(0.1%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="602" 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="131" 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="325" 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="58" 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="3" width="51" 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="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="67" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">118,949</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="158" 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">(0.0%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="602" 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="131" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">20,689</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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Indesco Liquid Dispensing Co. ^*</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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="3" width="51" 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="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="67" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">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="158" 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"> (0.3%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="602" 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="131" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">14,300</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="325" 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="58" 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="3" width="51" 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="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="67" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">609,895</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="158" 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="602" 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="131" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">590</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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Crunch Equity Holdings LLC *</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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="3" width="51" 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="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="67" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">944,648</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="158" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Gaming</b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"> (0.0%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="602" 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="131" 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="3" width="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Progressive Gaming International Corp. *</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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="3" width="51" 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="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="67" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">70,440</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="158" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Media - Cable </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(0.0%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="602" 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="131" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">750,000</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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Adelphia Recovery Trust ^*</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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="3" width="51" 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="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="67" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">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="158" 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">(0.0%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="602" 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="131" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">4</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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Pliant Corp. ^*</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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="3" width="51" 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="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="67" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">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="158" 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">(0.1%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="602" 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="131" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10,652</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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Mail Well, Inc., Rule 144A &#135;*</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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="3" width="51" 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="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="67" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">247,020</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="158" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Restaurants </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(0.0%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="602" 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="131" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">5</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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Roma Restaurant Holdings, Inc., ^*</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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="3" width="51" 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="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="67" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">90</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="158" 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="602" 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="131" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">2,787</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="325" 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="58" 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="3" width="51" 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="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="67" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">98,939</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="131" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="325" 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 $2,514,142)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"> </font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"> </font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="51" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"> </font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="19" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="67" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">2,099,733</font></td>
<td colspan="1" width="18" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="158" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>PREFERRED STOCKS </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="602" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="158" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Media - Cable </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(0.0%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="602" 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="131" 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="3" width="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Adelphia Communications Corp., 13% cumulative Series B (Callable 07/15/07 @ $102.17) ^*<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(Cost $0)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"> <BR></font><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"> <BR></font><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="51" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"> <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1"> </font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="67" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">0<BR></font><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="158" 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="602" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="158" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Building Materials </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(0.0%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="602" 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="131" 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="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Dayton Superior Corp., strike price $0.01, Rule 144A, expires 06/15/09 &#135;^*<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(Cost $25,000)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"> <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1"> </font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"> <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1"> </font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="51" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"> <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1"> </font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="67" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">13<BR></font><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="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="131" 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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>TOTAL U.S. SECURITIES</b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"> (Cost $193,371,190)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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="3" width="51" 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="19" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="67" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">194,006,443</font></td>
<td colspan="1" width="18" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="158" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<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="325" align="center" valign="bottom">
<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="58" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Ratings&#134;</b><BR></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:0pt .7pt 0pt 0pt;">
<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:0pt .7pt 0pt 0pt;">
<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="104" align="center" valign="bottom">
<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="158" 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">(8.8%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="602" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="158" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Apparel/Textiles </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="602" 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="131" 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="325" 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="58" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC+ , B3)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">11</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/12</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="67" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">220,308</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 size="2" face="Times New Roman PS, Times New Roman, Times">See Accompanying Notes to Financial Statements.<br>10</font></p>
<hr size="3" width="100%" noshade color="gray" align="center">
<!-- SEQ.=14,FOLIO='10',FILE='07-20360-8.ca',USER='whazuka',CD='Aug 29 02:48 2007' -->
<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 Asset Management Income Fund, Inc.</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">June 30, 2007 (unaudited)</font></p>
<table border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td colspan="3" width="158" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<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="325" align="center" valign="bottom">
<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="58" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<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:0pt .7pt 0pt 0pt;">
<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:0pt .7pt 0pt 0pt;">
<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="88" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<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="158" 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="578" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="158" 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"> (0.2%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="578" 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="131" 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="325" 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 @ $104.88) (Canada)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CC , Caa3)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">06</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/12</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.750</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">495,000</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="158" 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">(0.7%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="578" 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="131" 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="325" 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="58" 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="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">745,938</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="131" 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="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Ineos Group Holdings PLC, Rule 144A, Senior Subordinated Notes <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(Callable 02/15/11 @ $104.25) (United Kingdom) &#135;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">835,125</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="491" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,581,063</font></td>
<td colspan="1" width="18" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="158" 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">(1.1%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="578" 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="131" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">300</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Avago Technologies Finance PTE, Global Company Guaranteed Notes (Callable 12/01/09 @ $105.06) (Singapore)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">321,000</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="131" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">400</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Avago Technologies Finance PTE, Global Company Guaranteed Notes <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(Callable 12/01/10 @ $105.94) (Singapore) &sect;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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">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="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">449,000</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="131" 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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Magnachip Semiconductor, Senior Subordinated Notes (Callable 12/15/09 @ $104.00) (Luxembourg)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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">/15/14</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">183,750</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="131" 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="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">NXP BV / NXP Funding LLC, Global Company Guaranteed Notes (Callable 10/15/11 @ $104.75) (Netherlands)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B+ , B2)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/15</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.500</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,138,500</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="131" 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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">NXP BV / NXP Funding LLC, Global Secured Notes (Callable 10/15/10 @ $103.94) (Netherlands)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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">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">7.875</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">222,750</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="491" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">2,315,000</font></td>
<td colspan="1" width="18" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="158" 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">(0.2%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="578" 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="131" 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="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">OPTI Canada, Inc., Rule 144A, Company Guaranteed Notes (Callable 12/15/10 @ $104.13) (Canada) &#135;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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">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">8.250</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">331,500</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="158" 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">(1.1%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="578" 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="131" 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="325" 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="58" 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">/15/11</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.750</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">322,000</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="131" 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="325" 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)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B , B3)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">04</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/15</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.375</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">616,000</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="131" 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="325" 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="58" 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">7.950</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">520,438</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="131" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">46</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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Smurfit Kappa Funding PLC, Global Senior Notes (Callable 10/1/07 @ $104.81) (Ireland)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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">/01/12</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.625</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">48,415</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="131" 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="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Smurfit Kappa Funding PLC, Global Senior Subordinated Notes (Callable 01/31/10 @ $103.88) (Ireland)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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">/01/15</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.750</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">754,688</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="131" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">235</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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Tembec Industries, Inc., Global Company Guaranteed Notes (Canada)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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">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">7.750</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">124,256</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="491" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">2,385,797</font></td>
<td colspan="1" width="18" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="158" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Health Services</b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"> (0.2%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="578" 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="131" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">400</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">FMC Finance III SA, Rule 144A, Senior Notes (Luxembourg)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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">07</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/17</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">6.875</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">394,000</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="158" 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">(0.3%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="578" 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="131" 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="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">NCL Corp., Global Senior Unsubordinated Notes (Callable 07/15/09 @ $105.31) (Bermuda)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">727,500</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="158" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Media - Broadcast </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(0.0%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="578" 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="131" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">4,600</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Australis Holdings Pty. Ltd., Yankee Senior Discount Notes (Australia) ^&Oslash;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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">11</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/02</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">15.000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">0</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="158" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Media - Cable </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(0.8%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="578" 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="131" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">393</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="325" 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">&nbsp;</td>
<td colspan="3" width="58" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC+ , B3)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">06</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/14</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">0.000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">373,350</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="131" 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="325" bgcolor="#cceeff" 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) &#135; (Germany)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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">/15/15</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10.125</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">575,334</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="131" 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="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Virgin Media Finance PLC, Global Company Guaranteed Notes (Callable 04/15/09 @ $104.88) (United Kingdom)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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">/15/14</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="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">726,800</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="131" 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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Virgin Media Finance PLC, Global Company Guaranteed Notes (Callable 08/15/11 @ $104.56) (United Kingdom)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">157,875</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="7" width="491" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,833,359</font></td>
<td colspan="1" width="18" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="158" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Metals &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" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="578" 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="131" 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="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">International Utility Structures, Inc., Subordinated Notes (Callable 08/13/07 @ $100.00) (Canada) ^&Oslash;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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">02</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">10.750</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">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="131" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">924</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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">International Utility Structures, Inc., Yankee Senior Subordinated Notes <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(Callable 08/13/07 @ $100.00) (Canada) ^&Oslash;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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">13.000</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">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="7" width="491" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">0</font></td>
<td colspan="1" width="18" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="158" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Packaging </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(0.2%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="578" 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="131" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">227</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Gerresheimer Holdings GMBH, Rule 144A, Company Guaranteed Notes <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(Callable 02/15/10 @ $103.94) (Germany) &#135;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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">/01/15</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">7.875</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">331,684</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="158" 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">(0.2%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="578" 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="131" 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="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Elan Finance PLC/Elan Finance Corp., Global Company Guaranteed Notes (Callable 12/01/10 @ $104.44) (Ireland)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B , B3)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="40" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">12</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/01/13</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.875</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">525,000</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 size="2" face="Times New Roman PS, Times New Roman, Times">See Accompanying Notes to Financial Statements.<br>11</font></p>
<hr size="3" width="100%" noshade color="gray" align="center">
<!-- SEQ.=15,FOLIO='11',FILE='07-20360-8.ca',USER='whazuka',CD='Aug 29 02:48 2007' -->
<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 Asset Management Income Fund, Inc.</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">June 30, 2007 (unaudited)</font></p>
<table border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td colspan="3" width="158" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<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="325" align="center" valign="bottom">
<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="58" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<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:0pt .7pt 0pt 0pt;">
<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:0pt .7pt 0pt 0pt;">
<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="88" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<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="158" 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="578" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="158" 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">(0.3%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="578" 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="131" 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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Quebecor World, Inc., Rule 144A, Senior Notes (Callable 01/15/11 @ $104.88) (Canada) &#135;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(B+ , B2)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">01</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/15/15</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9.750</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">534,188</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="158" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Support - Services </b></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(0.5%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="578" 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="131" 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="325" 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="58" 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="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">691,875</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="131" 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="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Carlson Wagonlit BV, Rule 144A, Bonds (Callable 11/01/07 @ $104.00) (Netherlands) &#135;</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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">/15/15</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">9.306</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">459,229</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="491" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,151,104</font></td>
<td colspan="1" width="18" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="158" 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">(2.2%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="578" 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="131" 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="325" 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 <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(Callable 12/15/09 @ $105.38) (United Kingdom)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">899,250</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="131" 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="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Hellas II, Rule 144A, Secured Notes (Callable 01/15/08 @ $102.00) (Luxembourg) &#135;#</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(CCC+ , 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">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">11.110</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">362,250</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="131" 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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Nordic Tel Co., Holdings, Rule 144A, Notes (Callable 08/13//07 @ $102.00) (Denmark) &#135;#</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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">9.513</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">695,533</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="131" 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="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Intelsat Bermuda Ltd., Global Company Guaranteed Notes (Callable 01/15/08 @ $102.00) (Bermuda) #</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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">/15/15</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">8.886</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">795,344</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="131" 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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Intelsat Bermuda Ltd., Global Senior Unsecured Notes (Callable 06/15/11 @ $105.63) (Bermuda)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,575,000</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="131" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">525</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Intelsat Ltd., Global Senior Unsecured Notes (Bermuda)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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">6.500</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">423,938</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="491" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">4,751,315</font></td>
<td colspan="1" width="18" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="158" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Telecommunications Equipment </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="578" 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="131" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="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="325" 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="58" 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">9.731</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">293,906</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="158" 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">(0.6%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="19" width="578" 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="131" 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="325" bgcolor="#cceeff" 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" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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">/15/13</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="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,138,500</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="131" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">250</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Stena AB, Global Senior Notes (Callable 12/01/09 @ $103.50) (Sweden)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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">12</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">7.000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">251,250</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="491" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" 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;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,389,750</font></td>
<td colspan="1" width="18" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&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="131" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="325" 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 $22,644,541)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" 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-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">19,260,474</font></td>
<td colspan="1" width="18" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="158" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>SHORT-TERM INVESTMENTS</b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"> (11.0%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="19" width="578" 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="131" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,013,000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="3" width="325" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">JP Morgan (Grand Cayman) overnight deposit<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(Cost $1,013,000)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="58" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"> <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1"> </font></td>
<td colspan="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">/02/07<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1"> </font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">4.390<BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1"> </font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,013,000<BR></font><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="158" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<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="19" width="578" align="center" valign="bottom">
<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="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="131" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">23,010,634</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="325" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Securities Lending Investment Fund, a series of the Brown Brothers Investment Trust &sect;&sect;</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="58" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="40" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="35" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">23,010,634</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="19" width="648" 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 $24,023,634)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="19" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">24,023,634</font></td>
<td colspan="1" width="18" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="19" width="648" 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">(108.8%) (Cost $240,039,365)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">237,290,551</font></td>
<td colspan="1" width="18" bgcolor="#cceeff" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="19" width="648" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>LIABILITIES IN EXCESS OF OTHER ASSETS</b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"> (-8.8%)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="19" valign="bottom">
&nbsp;</td>
<td colspan="1" width="51" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(19,270,575</font></td>
<td colspan="1" width="18" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">)</font></td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="19" width="648" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>NET ASSETS</b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"> (100.0%)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="19" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="51" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">218,019,976</font></td>
<td colspan="1" width="18" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
&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 June 30, 2007 these securities amounted to a value of $47,922,899 or 22.0% of net assets.</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 Directors.</font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="1">+&nbsp;&nbsp;Step Bond - The interest rate stated is the rate as of June 30, 2007 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;Variable rate obligation - The interest rate shown are those in effect at June 30, 2007.</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">&sect;&nbsp;&nbsp;Security or a portion therof 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"><sup>1</sup>&nbsp;&nbsp;Less than 1,000 par.</font></p>
<p align="center"><font size="2" face="Times New Roman PS, Times New Roman, Times">See Accompanying Notes to Financial Statements.<br>12</font></p>
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<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Credit Suisse Asset Management Income Fund, Inc.</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">June 30, 2007 (unaudited)</font></p>
<table border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td colspan="7" width="410" 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="308" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Investments at value, including collateral for securities on loan of $23,010,634 <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">(Cost $240,039,365) (Note 2)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="20" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="64" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">237,290,551</font></td>
<td colspan="1" width="18" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><sup>1</sup></font>&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="308" bgcolor="#cceeff" 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" 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">1,365,518</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="308" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Interest and dividends receivable</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">4,572,582</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="308" 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="64" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">46,084</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="308" 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;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="64" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">243,274,735</font></td>
<td colspan="1" width="18" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="410" 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="308" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Due to custodian</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">283,972</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="308" bgcolor="#cceeff" 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" 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">273,662</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="308" 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">&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">19,634</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="308" 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="64" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">23,010,634</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="308" 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="64" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,483,882</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="308" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Directors' 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="64" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">38,064</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="308" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Unrealized depreciation on forward foreign currency contracts (Note 2)</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">10,226</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="308" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Other accrued expenses payable</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="64" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">134,685</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="308" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Total Liabilities</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="20" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="64" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">25,254,759</font></td>
<td colspan="1" width="18" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="410" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2"><b><i>Net Assets</i></b></font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="308" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Applicable to 49,924,351 shares outstanding</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="20" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
<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;border-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">218,019,976</font></td>
<td colspan="1" width="18" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="410" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2"><b><i>Net Assets Consist of</i></b></font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="308" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Capital stock, $0.001 par value (Note 6)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="20" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="64" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">49,918</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="308" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Paid-in capital (Note 6)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="64" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">386,663,507</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="308" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Distributions in excess of net investment income</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="64" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(1,575,536</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="308" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Accumulated 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">(164,369,099</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="308" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Net unrealized depreciation on investments and foreign currency translations</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">(2,748,814</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="308" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Net Assets</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
<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;border-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">218,019,976</font></td>
<td colspan="1" width="18" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="308" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b><i>Net Asset Value Per Share</i></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><i> </i></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><i>($218,019,976 &divide; 49,924,351)</i></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="20" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="64" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">4.37</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="308" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b><i>Market Price Per Share</i></b></font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" align="right" valign="bottom">
<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">4.29</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="1"><sup>1</sup>&nbsp;&nbsp;Including $22,541,756 of securities on loan.</font></p>
<p align="center"><font size="2" face="Times New Roman PS, Times New Roman, Times">See Accompanying Notes to Financial Statements.<br>13</font></p>
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<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Credit Suisse Asset Management Income Fund, Inc.</b></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Statement of Operations</b></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2">For the Six Months Ended June 30, 2007 (unaudited)</font></p>
<table border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td colspan="7" width="410" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2"><b><i>Investment Income</i></b></font><font face="Times New Roman PS, Times New Roman, Times" size="2"><i> (Note 2)</i></font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="308" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Interest</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="20" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="64" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9,545,332</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="308" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">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">979</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="308" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Securities lending</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">61,482</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="308" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Total 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;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="64" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9,607,793</font></td>
<td colspan="1" width="18" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="410" 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">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="308" bgcolor="#cceeff" 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" 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">541,592</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="308" 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">&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">47,399</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="308" 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="64" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">92,638</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="308" 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="64" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">48,550</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="308" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Directors' fees and expenses</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="64" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">45,621</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="308" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Shareholder servicing fees</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">31,241</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="308" 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="64" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">29,753</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="308" 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">&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">22,934</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="308" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Stock exchange listing 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="64" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">4,516</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="308" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Miscellaneous expense</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">14,386</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="308" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Total expenses</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;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="64" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">878,630</font></td>
<td colspan="1" width="18" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="308" 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" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="64" align="right" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8,729,163</font></td>
<td colspan="1" width="18" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="410" bgcolor="#cceeff" 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" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="308" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Net realized gain from investments</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="64" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">3,116,195</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="308" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Net realized gain on 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">52,434</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="308" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Net change in unrealized appreciation (depreciation) from investments</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="64" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(2,773,799</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="308" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Net change in unrealized appreciation from 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="64" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">25,180</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="308" 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">&nbsp;</td>
<td colspan="1" width="20" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="64" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">420,010</font></td>
<td colspan="1" width="18" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="308" bgcolor="#cceeff" 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" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
<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-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9,149,173</font></td>
<td colspan="1" width="18" bgcolor="#cceeff" valign="bottom" style="border:none; border-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</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">See Accompanying Notes to Financial Statements.<br>14</font></p>
<hr size="3" width="100%" noshade color="gray" align="center">
<!-- SEQ.=18,FOLIO='14',FILE='07-20360-8.da',USER='whazuka',CD='Aug 29 02:48 2007' -->
<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 Asset Management Income Fund, Inc.</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="292" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="105" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>For the<BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Six Months Ended<BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>June 30, 2007<BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>(unaudited)</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="109" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<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>December 31, 2006</b></font></td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="11" width="514" 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="292" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Net investment income</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="20" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="67" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8,729,163</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="71" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">17,389,007</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="292" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Net realized gain (loss) on investments and foreign currency transactions</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="67" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">3,168,629</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="71" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(4,686,836</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="292" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Net change in unrealized appreciation (depreciation) of investments and foreign <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">currency translations</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="67" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(2,748,619</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="71" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">12,037,635</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="292" 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;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="67" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9,149,173</font></td>
<td colspan="1" width="18" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&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;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="71" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">24,739,806</font></td>
<td colspan="1" width="18" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="11" width="514" 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="292" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Dividends from net investment income</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="67" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(7,486,277</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="71" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(19,958,235</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="292" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Net decrease in net assets resulting from dividends</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="20" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="67" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(7,486,277</font></td>
<td colspan="1" width="18" align="left" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">)</font></td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="71" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(19,958,235</font></td>
<td colspan="1" width="18" align="left" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">)</font></td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="11" width="514" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2"><b><i>From Capital Share Transactions </i></b></font><font face="Times New Roman PS, Times New Roman, Times" size="2">(Note 6)</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="292" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Reinvestment of dividends</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="67" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">39,256</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="71" 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="292" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Net increase in net assets from capital share transactions</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="67" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">39,256</font></td>
<td colspan="1" width="18" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&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;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="71" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">&#151;</font></td>
<td colspan="1" width="18" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="292" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Net increase in net assets</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="20" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="67" align="right" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,702,152</font></td>
<td colspan="1" width="18" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="71" align="right" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">4,781,571</font></td>
<td colspan="1" width="18" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="11" width="514" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2"><b><i>Net Assets</i></b></font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="292" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Beginning of period</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="67" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">216,317,824</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="71" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">211,536,253</font></td>
<td colspan="1" width="18" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="292" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">End of period</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="67" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">218,019,976</font></td>
<td colspan="1" width="18" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="71" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">216,317,824</font></td>
<td colspan="1" width="18" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="292" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Distributions in excess of net investment income</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="20" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="67" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(1,575,536</font></td>
<td colspan="1" width="18" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">)</font></td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="71" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(2,818,422</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>
</table>

<p>&nbsp;</p>
<p align="center"><font size="2" face="Times New Roman PS, Times New Roman, Times">See Accompanying Notes to Financial Statements.<br>15</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><BR>Credit Suisse Asset Management Income Fund, Inc.</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="204" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="95" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>For the<BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Six Months<BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Ended<BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>6/30/07</b></font></td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="204" align="left" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b><i>Per share operating performance</i></b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="95" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>(unaudited)</b></font></td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="204" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Net asset value, beginning of period</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="48" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">4.34</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="299" 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="204" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Net investment income</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="48" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">0.17</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="204" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Net realized and unrealized gain (loss) on investments <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">and futures contracts</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="48" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">0.01</font></td>
<td colspan="1" width="27" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="204" 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;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="48" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">0.18</font></td>
<td colspan="1" width="27" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="299" 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="204" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Net investment income</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="48" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(0.15</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="204" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Return of capital</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="48" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">&#151;</font></td>
<td colspan="1" width="27" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="204" 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;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="48" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(0.15</font></td>
<td colspan="1" width="27" bgcolor="#cceeff" align="left" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<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="204" 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">&nbsp;</td>
<td colspan="1" width="20" align="right" valign="bottom" style="border:none; border-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="48" align="right" valign="bottom" style="border:none; border-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">4.37</font></td>
<td colspan="1" width="27" valign="bottom" style="border:none; border-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="204" bgcolor="#cceeff" 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" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="48" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">4.29</font></td>
<td colspan="1" width="27" bgcolor="#cceeff" valign="bottom" style="border:none; border-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="299" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b><i>TOTAL INVESTMENT RETURN</i></b></font></td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="204" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Net asset value<sup>1</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="48" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">4.16</font></td>
<td colspan="1" width="27" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">%</font></td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="204" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Market value</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="48" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1.32</font></td>
<td colspan="1" width="27" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">%</font></td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="7" width="299" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b><i>RATIOS AND SUPPLEMENTAL DATA</i></b></font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="204" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Net assets, end of period (000s omitted)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="20" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="48" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">218,020</font></td>
<td colspan="1" width="27" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="204" 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 including <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">expense offsets</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="48" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">0.80</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="204" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Ratio of expenses to average net assets</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="48" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">0.80</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="204" 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="48" 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="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="204" 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="48" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">25.2</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="left"><font face="Times New Roman PS, Times New Roman, Times" size="1">&#134;&nbsp;&nbsp;Calculated using the average share method.</font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="1">*&nbsp;&nbsp;Annualized.</font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="1"><sup>1</sup>&nbsp;&nbsp;Total investment return based on per share net asset value reflects the effects of change in net asset value on the performance <BR>of the Fund during each year, and assumes dividends and capital gains distributions, if any, were reinvested. These percentages <BR>are not an indication of the performance of a shareholder's investment in the Fund based on market value, due to differences <BR>between the market price of the stock and the net asset value of the Fund.</font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="1"><sup>2</sup>&nbsp;&nbsp;This amount represents less then $(0.01) per share.</font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="1"><sup>3</sup>&nbsp;&nbsp;As required, effective January 1, 2001 the Fund has adopted provisions of AICPA Audit and Accounting Guide for Investment <BR>Companies and has begun amortizing premium on debt securities. The effect of this change for the year ended December 31, 2001 <BR>was a decrease to net investment income per share by $0.004 and an increase to net realized and unrealized gains and losses <BR>per share by $0.004 and a decrease to the net ratio of net investment income to average net assets from 11.73% to 11.66%. <BR>Per share ratios and supplemental data for prior periods have not been restated to reflect this change.</font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="1"><sup>4</sup>&nbsp;&nbsp;Due to the realignment of the Fund's portfolio in connection with the combination with Credit Suisse Strategic Global Income <BR>Fund, Inc., the cost of purchases of $30,040,944 and proceeds from sales of $37,801,151 have been excluded from the Portfolio <BR>Turnover calculation.</font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="1">Note: Current Year permanent book-tax differences, if any, are not included in the calculation of net investment income per share.</font></p>
<p align="center"><font size="2" face="Times New Roman PS, Times New Roman, Times">See Accompanying Notes to Financial Statements.<br>16</font></p>
<hr size="3" width="100%" noshade color="gray" align="center">
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<br clear="all" style="page-break-before:always;">
<table border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td colspan="3" width="204" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="39" width="966" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<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="204" align="left" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b><i>Per share operating performance</i></b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="88" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>12/31/06</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:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>12/31/05</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:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>12/31/04</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:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>12/31/03</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:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>12/31/02</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="92" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>12/31/01</b><b><sup>3</sup></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:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>12/31/00</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:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>12/31/99</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:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>12/31/98</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:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>12/31/97</b></font></td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="204" 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">4.24</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">$</font></td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">4.56</font></td>
<td colspan="1" width="25" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</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">4.41</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">$</font></td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">3.91</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</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">4.74</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">$</font></td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">5.70</font></td>
<td colspan="1" width="27" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.34</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">$</font></td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.77</font></td>
<td colspan="1" width="25" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</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">8.44</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">8.12</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="43" width="1170" 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="204" 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">0.36</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">0.36</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">0.35</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">0.37</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">0.42</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">0.61</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">&#134;</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">0.67</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">0.75</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">0.71</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">0.69</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="204" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Net realized and unrealized gain (loss) on investments <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">and futures contracts</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">0.14</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">(0.28</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">0.22</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">0.58</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">(0.55</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">(0.85</font></td>
<td colspan="1" width="27" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">)</font></td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="45" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(1.55</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">(0.46</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">(0.66</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">0.39</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="204" 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;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">0.50</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&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;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">0.08</font></td>
<td colspan="1" width="25" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&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;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">0.57</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&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;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">0.95</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&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;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(0.13</font></td>
<td colspan="1" width="25" bgcolor="#cceeff" align="left" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<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;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<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;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<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;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<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;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<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;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">0.29</font></td>
<td colspan="1" width="25" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&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;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">0.05</font></td>
<td colspan="1" width="25" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&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;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1.08</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="43" width="1170" 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="204" 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" 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">(0.40</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">(0.40</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">(0.43</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">(0.62</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>
<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">(0.72</font></td>
<td colspan="1" width="27" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">)</font></td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(0.76</font></td>
<td colspan="1" width="25" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="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">(0.72</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">(0.72</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">(0.76</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>
</tr>
<tr>
<td colspan="3" width="204" 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">&#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">(0.00</font></td>
<td colspan="1" width="25" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">)<sup>2</sup></font></td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="45" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(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">(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">(0.08</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="27" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="45" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">&#151;</font></td>
<td colspan="1" width="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">&#151;</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="204" 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;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(0.40</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" align="left" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<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;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(0.40</font></td>
<td colspan="1" width="25" bgcolor="#cceeff" align="left" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<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;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<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" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<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;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<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;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<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;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(0.70</font></td>
<td colspan="1" width="25" bgcolor="#cceeff" align="left" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<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;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(0.72</font></td>
<td colspan="1" width="27" bgcolor="#cceeff" align="left" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<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;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(0.76</font></td>
<td colspan="1" width="25" bgcolor="#cceeff" align="left" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<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;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(0.72</font></td>
<td colspan="1" width="25" bgcolor="#cceeff" align="left" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<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;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(0.72</font></td>
<td colspan="1" width="25" bgcolor="#cceeff" align="left" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<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;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(0.76</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" align="left" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<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="204" 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">&nbsp;</td>
<td colspan="1" width="20" align="right" valign="bottom" style="border:none; border-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
<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-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">4.34</font></td>
<td colspan="1" width="23" valign="bottom" style="border:none; border-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" align="right" valign="bottom" style="border:none; border-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="45" align="right" valign="bottom" style="border:none; border-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">4.24</font></td>
<td colspan="1" width="25" valign="bottom" style="border:none; border-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" align="right" valign="bottom" style="border:none; border-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="45" align="right" valign="bottom" style="border:none; border-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">4.56</font></td>
<td colspan="1" width="23" valign="bottom" style="border:none; border-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" align="right" valign="bottom" style="border:none; border-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="45" align="right" valign="bottom" style="border:none; border-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">4.41</font></td>
<td colspan="1" width="23" valign="bottom" style="border:none; border-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" align="right" valign="bottom" style="border:none; border-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="45" align="right" valign="bottom" style="border:none; border-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">3.91</font></td>
<td colspan="1" width="25" valign="bottom" style="border:none; border-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" align="right" valign="bottom" style="border:none; border-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="45" align="right" valign="bottom" style="border:none; border-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">4.74</font></td>
<td colspan="1" width="27" valign="bottom" style="border:none; border-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" align="right" valign="bottom" style="border:none; border-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="45" align="right" valign="bottom" style="border:none; border-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">5.70</font></td>
<td colspan="1" width="25" valign="bottom" style="border:none; border-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" align="right" valign="bottom" style="border:none; border-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="45" align="right" valign="bottom" style="border:none; border-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.34</font></td>
<td colspan="1" width="25" valign="bottom" style="border:none; border-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" align="right" valign="bottom" style="border:none; border-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="45" align="right" valign="bottom" style="border:none; border-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.77</font></td>
<td colspan="1" width="25" valign="bottom" style="border:none; border-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" align="right" valign="bottom" style="border:none; border-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="45" align="right" valign="bottom" style="border:none; border-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.44</font></td>
<td colspan="1" width="23" valign="bottom" style="border:none; border-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="204" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b><i>Per share market value, end of period</i></b></font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">4.38</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom" style="border:none; border-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
&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-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">3.67</font></td>
<td colspan="1" width="25" bgcolor="#cceeff" valign="bottom" style="border:none; border-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">4.45</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom" style="border:none; border-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
&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-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">4.50</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom" style="border:none; border-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">3.88</font></td>
<td colspan="1" width="25" bgcolor="#cceeff" valign="bottom" style="border:none; border-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
&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-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">4.98</font></td>
<td colspan="1" width="27" bgcolor="#cceeff" valign="bottom" style="border:none; border-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">5.56</font></td>
<td colspan="1" width="25" bgcolor="#cceeff" valign="bottom" style="border:none; border-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
&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-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">6.06</font></td>
<td colspan="1" width="25" bgcolor="#cceeff" valign="bottom" style="border:none; border-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">7.56</font></td>
<td colspan="1" width="25" bgcolor="#cceeff" valign="bottom" style="border:none; border-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
&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-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
<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-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">8.75</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" valign="bottom" style="border:none; border-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="43" width="1170" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b><i>TOTAL INVESTMENT RETURN</i></b></font></td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="204" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Net asset value<sup>1</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">12.73</font></td>
<td colspan="1" width="23" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">%</font></td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1.74</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">13.55</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">24.59</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">(5.26</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">(6.04</font></td>
<td colspan="1" width="27" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">)%</font></td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(12.37</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">4.50</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">0.47</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">14.03</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>
</tr>
<tr>
<td colspan="3" width="204" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Market value</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">31.44</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">(9.76</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">8.60</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">28.11</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">(10.52</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">1.15</font></td>
<td colspan="1" width="27" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">%</font></td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="45" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">3.55</font></td>
<td colspan="1" width="25" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">%</font></td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="45" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(11.32</font></td>
<td colspan="1" width="25" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">)%</font></td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="45" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(5.68</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">25.90</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>
</tr>
<tr>
<td colspan="43" width="1170" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b><i>RATIOS AND SUPPLEMENTAL DATA</i></b></font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="204" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Net assets, end of period (000s omitted)</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="20" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="45" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">216,318</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">$</font></td>
<td colspan="1" width="45" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">211,536</font></td>
<td colspan="1" width="25" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="45" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">227,374</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">$</font></td>
<td colspan="1" width="45" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">219,864</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="45" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">195,089</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">$</font></td>
<td colspan="1" width="45" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">236,652</font></td>
<td colspan="1" width="27" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="45" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">197,817</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">$</font></td>
<td colspan="1" width="45" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">254,857</font></td>
<td colspan="1" width="25" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="45" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">269,507</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">291,959</font></td>
<td colspan="1" width="23" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="204" 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 including <BR></font><font face="Times New Roman PS, Times New Roman, Times" size="1">expense offsets</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">0.74</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">0.82</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">0.78</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">0.78</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">0.79</font></td>
<td colspan="1" width="25" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">%</font></td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1.07</font></td>
<td colspan="1" width="27" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">%</font></td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">0.78</font></td>
<td colspan="1" width="25" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">%</font></td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">0.78</font></td>
<td colspan="1" width="25" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">%</font></td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">0.81</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">0.84</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>
</tr>
<tr>
<td colspan="3" width="204" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">Ratio of expenses to average net assets</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="45" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">0.74</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">0.82</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">0.78</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">0.78</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">0.79</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">1.07</font></td>
<td colspan="1" width="27" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">%</font></td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="45" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">0.78</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">0.78</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">0.81</font></td>
<td colspan="1" width="25" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">%</font></td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="45" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">0.84</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>
</tr>
<tr>
<td colspan="3" width="204" 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">8.32</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">8.20</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">8.08</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">8.83</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">9.93</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">11.66</font></td>
<td colspan="1" width="27" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">%</font></td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="45" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">10.10</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">9.90</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">8.59</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">8.47</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>
</tr>
<tr>
<td colspan="3" width="204" 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">58.0</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">61.5</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">57.8</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">77.8</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">61.1</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">50.1</font></td>
<td colspan="1" width="27" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">%<sup>4</sup></font></td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" valign="bottom">
&nbsp;</td>
<td colspan="1" width="45" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">39.1</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">43.5</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">84.7</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">97.7</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>
</tr>
</table>

<p>&nbsp;</p>
<p align="center"><font size="2" face="Times New Roman PS, Times New Roman, Times">See Accompanying Notes to Financial Statements.<br>17</font></p>
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<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Credit Suisse Asset Management Income Fund, Inc.</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">June 30, 2007 (unaudited)</font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Note 1. Organization</b></font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">Credit Suisse Asset Management Income Fund, Inc. (the "Fund") was incorporated on February 11, 1987 and is registered as a diversified, closed-end investment company under the Investment Company Act of 1940, as amended. The Fund's investment objective is to seek current income through investment primarily in debt securities.</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 occurring before the Fund's Valuation Time but after the close of the securities' primary markets, are valued at fair value as determined in good faith by, or under the direction of, the Board of Directors under procedures established by the Board of Directors.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">The Fund may invest up to 10% of its total assets in securities which are not readily marketable, including those which are restricted as to disposition under securities law ("restricted securities") (excludes 144A securities that have been determined to be liquid under procedures established by the Board of Directors). These securities are valued pursuant to the valuation procedures noted above.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">B) SECURITY TRANSACTIONS AND INVESTMENT INCOME &#151; Security transactions are accounted for on a trade date basis. Interest income is accrued as earned. The Fund amortizes premium and accretes discount using the effective yield method. 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. Discount or premium on mortgage backed securities is recorded upon receipt of principal payments on the underlying mortgage pools.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">C) DIVIDENDS AND DISTRIBUTIONS TO SHAREHOLDERS &#151; Dividends from net investment income are declared and paid monthly. 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 carryover, such gain will not be distributed. Income and capital gains distributions are determined in accordance with federal income tax regulations, which may differ from generally accepted accounting principles in the United States of America ("GAAP").</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">D) FEDERAL INCOME TAXES &#151; No provision is made for federal taxes as it is the Fund's intention to continue to qualify for and elect the tax treatment applicable to regulated investment companies under the Internal Revenue Code of 1986, as amended, and to make the requisite distributions to its shareholders, which will be sufficient to relieve it from federal income and excise taxes.</font></p>
<p align="center"><font size="2" face="Times New Roman PS, Times New Roman, Times"><br>18</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 Asset Management Income Fund, Inc.</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">June 30, 2007 (unaudited)</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">E) 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 at the date of the financial statements and the reported amounts of income and expenses during the reporting period. Actual results could differ from these estimates.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">F) SHORT-TERM INVESTMENTS &#151; The Fund sweeps available cash into a short-term time deposit available through Brown Brothers Harriman &amp; Co. ("BBH &amp; Co"), the Fund's custodian. The short-term time deposit is a variable rate account classified as a short-term investment.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">G) DELAYED DELIVERY COMMITMENTS &#151; The Fund may purchase or sell securities on a when-issued or forward commitment basis. Payment and delivery may take place a month or more after the date of the transaction. The price of the underlying securities and the date when the securities will be delivered and paid for are fixed at the time the transaction is negotiated.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">H) FUTURES CONTRACTS &#151; The Fund may enter into futures contracts to the extent permitted by its investment policies and objectives. Upon entering into a futures contract, the Fund is required to deposit cash or pledge U.S. Government securities as initial margin. Subsequent payments, which are dependent on the daily fluctuations in the value of the underlying instrument, are made or received by the Fund each day (daily variation margin) and are recorded as unrealized gains or losses until the contracts are closed. When the contracts are closed, the Fund records a realized gain or loss equal to the difference between the proceeds from (or cost of) the closing transactions and the Fund's basis in the contracts. Risks of entering into futures contracts for hedging purposes include the possibility that a change in the value of the contracts may not correlate with the changes in the value of the underlying instruments. In addition, the purch
ase of futures contracts involves the risk that the Fund could lose more than the original margin deposit and subsequent payments required for a futures transaction. At June 30, 2007, the Fund had no open futures contracts.</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 June 30, 2007, the Fund had the following forward foreign currency contracts.</font></p>
<table border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td colspan="3" width="108" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<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="53" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Expiration<BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Date</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="85" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<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<BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>To Be Sold</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:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Contract<BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Amount</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:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Contract<BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Value</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="94" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Unrealized<BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Loss</b></font></td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="108" 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="53" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/28/2007</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">&pound;</font></td>
<td colspan="1" width="57" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">370,000</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="20" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="48" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">738,624</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</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">741,480</font></td>
<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">$</font></td>
<td colspan="1" width="56" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(2,856</font></td>
<td colspan="1" width="18" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">)</font></td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="108" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">European Economic Unit</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="53" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">9</font><font face="Times New Roman PS, Times New Roman, Times" size="1">/28/2007</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="20" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">&euro;</font></td>
<td colspan="1" width="57" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">1,880,000</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="48" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">2,539,354</font></td>
<td colspan="1" width="8" 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">$</font></td>
<td colspan="1" width="48" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">2,546,723</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8">&nbsp;</td>
<td colspan="1" width="20" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="56" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(7,370</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="108" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="53" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="3" width="85" 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;border-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="48" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">3,277,978</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="20" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="48" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">3,288,203</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
&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;border-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">$</font></td>
<td colspan="1" width="56" bgcolor="#cceeff" align="right" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1">(10,226</font></td>
<td colspan="1" width="18" bgcolor="#cceeff" align="left" valign="bottom" style="border:none; border-top:solid windowtext 1pt;border-bottom:double windowtext 2.25pt;padding:0pt .7pt 0pt 0pt;">
<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">J) SECURITIES LENDING &#151; Loans of securities are required at all times to be secured by collateral at least equal to 102% of the market value of domestic securities on loan (including any accrued interest thereon) and 105% of the market value of foreign securities on loan (including any accrued interest thereon). Cash collateral received by the Fund in connection with securities lending activity may be invested in a variety of investments, including certain Credit Suisse advised funds, funds advised by BBH&amp;Co., the Fund's securities lending agent, or money </font></p>
<p align="center"><font size="2" face="Times New Roman PS, Times New Roman, Times"><br>19</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 Asset Management Income Fund, Inc.</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">June 30, 2007 (unaudited)</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">market instruments. However, in the event of default or bankruptcy by the other party to the agreement, realization and/or retention of the collateral may be subject to legal proceedings.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">BBH&amp;Co. has been engaged by the Fund to act as the Fund's securities lending agent. The Fund's securities lending arrangement provides that the Fund and BBH&amp;Co. will share net income earned from the securities lending activities. During the six months ended June 30, 2007, total earnings from the Fund's investment in cash collateral received in connection with securities lending arrangements was $618,204 of which $541,351 was rebated to borrowers (brokers). The Fund retained $61,482 in income from the cash collateral investment and BBH&amp;Co., as lending agent, was paid $15,371. The Fund may also be entitled to certain minimum amounts of income from its securities lending activities. Securities lending income is accrued as earned.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">K) OTHER &#151; The Fund may invest in securities of foreign countries and governments which involve certain risks in addition to those inherent in domestic investments. Such risks generally include, among others, currency risks (fluctuations in currency exchange rates), information risk (key information may be inaccurate or unavailable) and political risk (expropriation, nationalization or the imposition of capital or currency controls or punitive taxes). Other risks of investing in foreign securities include liquidity and valuation risks.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">The Fund may be subject to taxes imposed by countries in which it invests with respect to its investments in issuers existing or operating in such countries. Such taxes are generally based on income earned or repatriated and capital gains realized on the sale of such investments. The Fund accrues such taxes when the related income is earned or gains are realized.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">The Fund's investments in securities of issuers located in less developed countries considered to be "emerging markets" involve risks in addition to those generally applicable to foreign securities. Focusing on emerging (less developed) markets involves higher levels of risk, including increased currency, information, liquidity, market, political and valuation risks. Deficiencies in regulatory oversight, market infrastructure, shareholder protections and company laws could expose the Fund to operational and other risks as well. Some countries may have restrictions that could limit the Fund's access to attractive investment opportunities. Additionally, emerging markets often face serious economic problems (such as high external debt, inflation and unemployment) that could subject the portfolio to increased volatility or substantial declines in value.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">Lower-rated debt securities (commonly known as "junk bonds") possess speculative characteristics and are subject to greater market fluctuations and risk of lost income and principal than higher-rated debt securities for a variety of reasons. Also, during an economic downturn or substantial period of rising interest rates, highly leveraged issuers may experience financial stress which would adversely effect their ability to service their principal and interest payment obligations, to meet projected business goals and to obtain additional financing.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">In addition, periods of economic uncertainty and changes can be expected to result in increased volatility of market prices of lower-rated debt securities and (to the extent the Fund invests in junk bonds) the Fund's net asset value.</font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Note 3. Transactions with Affiliates and Related Parties</b></font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">Credit Suisse serves as investment adviser for the Fund. For its investment advisory services, Credit Suisse is entitled to receive a fee from the Fund at a rate per annum, computed weekly and paid quarterly, as follows: 0.50% of the lower of the weekly stock price (market value) of the Fund's outstanding shares or its average weekly net assets. For the six months ended June 30, 2007, investment advisory fees earned were $541,592.</font></p>
<p align="center"><font size="2" face="Times New Roman PS, Times New Roman, Times"><br>20</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 Asset Management Income Fund, Inc.</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">June 30, 2007 (unaudited)</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">Credit Suisse Asset Management Limited ("Credit Suisse U.K."), an affiliate of Credit Suisse, is sub-investment adviser to the Fund. Credit Suisse U.K.'s sub-investment advisory fees are paid by Credit Suisse out of Credit Suisse's net investment advisory fee and are not paid by the Fund.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">BBH&amp;Co. provides administrative and custodial services to the Fund. Under the Administration and Custody Agreements, BBH&amp;Co. is paid a fee based on average net assets. For the six months ended June 30, 2007, BBH&amp;Co. earned administrative service fees (including out-of-pocket expenses) of $47,399.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">The Independent Directors 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 services. For the six months ended June 30, 2007, Merrill was paid $32,779 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, together with other funds/portfolios advised by Credit Suisse (collectively, the "Participating Funds"), participates in a $50 million committed, unsecured line of credit facility ("Credit Facility") for temporary or emergency purposes with Deutsche Bank, A.G. as administrative agent and syndication agent and State Street Bank and Trust Company as operations agent. Under the terms of the Credit Facility, the Participating Funds pay an aggregate commitment fee at a rate of 0.10% per annum on the average unused amount of the Credit Facility, which is allocated among the Participating Funds in such manner as is determined by the governing Boards of the Participating Funds. In addition, the Participating Funds pay interest on borrowings at the Federal Funds rate plus 0.50%. At June 30, 2007 and during the six months ended June 30, 2007, the Fund had no borrowings under the Credit Facility.</font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Note 5. Purchases and Sales of Securities</b></font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">For the six months ended June 30, 2007, the Fund had no investments in U.S. Government and Agency Obligations. Purchases and sales of investment securities (excluding short-term investments) were $58,205,111 and $54,411,852, respectively.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">At June 30, 2007, 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 $240,039,365, $6,761,243, $(9,510,057), and $(2,748,814), 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 common stock, par value $0.001 per share; one hundred million shares are authorized. Transactions in shares of common stock were as follows:</font></p>
<table border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td colspan="3" width="212" valign="bottom">
&nbsp;</td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="125" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>For the Six Months Ended<BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="1"><b>June 30, 2007 (unaudited)</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="103" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<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>December 31, 2006</b></font></td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="212" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">Shares issued through reinvestment of dividends</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="109" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">28,763</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="87" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">&#151;</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
</tr>
</table>

<p>&nbsp;</p>
<p align="center"><font size="2" face="Times New Roman PS, Times New Roman, Times"><br>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 Asset Management Income Fund, Inc.</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">June 30, 2007 (unaudited)</font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Note 7. 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 8. Recent Accounting Pronouncements</b></font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">In July 2006, the Financial Accounting Standards Board ("FASB") released FASB Interpretation No. 48, Accounting for Uncertainty in Income Taxes ("FIN 48"), an interpretation of FASB Statement No. 109. FIN 48 provides guidance for how uncertain tax positions should be recognized, measured, presented and disclosed in the financial statements. FIN 48 requires the accounting and disclosure of tax positions taken or expected to be taken in the course of preparing the Fund's tax returns to determine whether the tax positions are "more likely than not" of being sustained by the applicable tax authority. Tax positions not deemed to meet the more likely than not threshold would be recorded as a tax benefit or expense in the current year. Adoption of FIN 48 is effective during the first required financial reporting period for fiscal years beginning after December 15, 2006. Management adopted FIN 48 on June 29, 2007. There was no material impact to the
 financial statements or disclosures thereto as a result of the adoption of this pronouncement.</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 implication of FAS 157 and its 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"><br>22</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 Asset Management Income Fund, Inc.</b></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Results of Annual Meeting of Shareholders (unaudited)</b></font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">On April 26, 2007, the Annual Meeting of Shareholders of the Credit Suisse Asset Management Income Fund, Inc. (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 re-elect two directors to the Board of Directors of the Fund:</font></p>
<table border="0" cellspacing="0" cellpadding="0" width="100%">
<tr>
<td colspan="3" width="212" align="left" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Name of Director</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="125" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>For</b></font></td>
<td colspan="1">&nbsp;</td>
<td colspan="3" width="103" align="center" valign="bottom" style="border:none; border-bottom:solid windowtext 1pt;padding:0pt .7pt 0pt 0pt;">
<font face="Times New Roman PS, Times New Roman, Times" size="1"><b>Withheld</b></font></td>
<td colspan="1">&nbsp;</td>
</tr>
<tr>
<td colspan="3" width="212" bgcolor="#cceeff" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">Enrique R. Arzac</font></td>
<td colspan="1" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="109" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">43,946,120</font></td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff">&nbsp;</td>
<td colspan="1" width="8" bgcolor="#cceeff" valign="bottom">
&nbsp;</td>
<td colspan="1" width="87" bgcolor="#cceeff" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">704,853</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="212" align="left" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">Terry F. Bovarnick</font></td>
<td colspan="1">&nbsp;</td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</td>
<td colspan="1" width="109" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">43,919,587</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="87" align="right" valign="bottom">
<font face="Times New Roman PS, Times New Roman, Times" size="2">731,386</font></td>
<td colspan="1" width="8" valign="bottom">
&nbsp;</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">In addition to the directors elected at the meeting, James J. Cattano, Lawrence J. Fox, Lawrence D. Haber and Steven N. Rappaport continue to serve as Directors of the Fund.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">Notice is hereby given in accordance with Section 23(c) of the Investment Company Act of 1940, as amended, that the Credit Suisse Asset Management Income Fund, Inc. may from time to time purchase shares of its capital stock in the open market.</font></p>
<p align="center"><font size="2" face="Times New Roman PS, Times New Roman, Times"><br>23</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 Asset Management Income Fund, Inc.</b></font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Privacy Policy Notice (unaudited)</b></font></p>
<p align="center"><font face="Times New Roman PS, Times New Roman, Times" size="2">Important Privacy Choices for Consumers</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">We are committed to maintaining the privacy of every current and prospective customer. We recognize that you entrust important personal information to us, and we wish to assure you that we take seriously our responsibilities in protecting and safeguarding this information.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">In connection with making available investment products and services to current and potential customers, we may obtain nonpublic personal information about you. This information may include your name, address, e-mail address, social security number, account number, assets, income, financial situation, transaction history and other personal information.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">We may collect nonpublic information about you from the following sources:</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">&#149;&nbsp;&nbsp;Information we receive on applications, forms, questionnaires, web sites, agreements or in the course of establishing or maintaining a customer relationship; and</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">&#149;&nbsp;&nbsp;Information about your transactions with us, our affiliates, or others.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">We do not disclose any nonpublic personal information about our customers or former customers to anyone, except with your consent or as otherwise permitted by law.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">In cases where we believe that additional products and services may be of interest to you, we may share the information described above with our affiliates.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">We may also disclose this information to firms that perform services on our behalf. These agents and service providers are required to treat the information confidentially and use it only for the purpose for which it is provided.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">We restrict access to nonpublic personal information about you to those employees, agents or other parties who need to know that information to provide products or services to you or in connection with your investments with or through us. We maintain physical, electronic and procedural safeguards that comply with federal standards to guard your nonpublic personal information.</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2"><i>Note: This Notice is provided to clients and prospective clients of Credit Suisse Asset Management, LLC, ("Credit Suisse"), and Credit Suisse Asset Management Securities, Inc., and shareholders and prospective shareholders in Credit Suisse-sponsored and advised investment companies, including Credit Suisse Funds, and other consumers and customers, as applicable. This Notice is not intended to be incorporated in any offering materials but is merely a statement of our current Privacy Policy, and may be amended from time to time upon notice to you. This Notice is dated as of May 17, 2007.</i></font></p>
<p align="center"><font size="2" face="Times New Roman PS, Times New Roman, Times"><br>24</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 Asset Management Income Fund, Inc.</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 Credit Suisse Asset Management Income Fund, Inc. (the "Fund") voted proxies related to its portfolio securities during the 12-month period ended June 30 of each year, as well as 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"><br>25</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 Asset Management Income Fund, Inc.</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. (AMEX: CH)<BR>The First Israel Fund, Inc. (AMEX: ISL)<BR>The Indonesia Fund, Inc. (AMEX: 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. (AMEX: ETF)<BR>The Latin America Equity Fund, Inc. (AMEX: LAQ)</font></p>
<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Fixed Income<BR></b></font><font face="Times New Roman PS, Times New Roman, Times" size="2">Credit Suisse Asset Management Income Fund, Inc. (AMEX: CIK)<BR>Credit Suisse High Yield Bond Fund (AMEX: DHY)</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2"><b>Literature Request</b></font><font face="Times New Roman PS, Times New Roman, Times" size="2"> &#151; Call today for free descriptive information on the closed-end funds listed above at 1-800-293-1232 or visit our website on the Internet: 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 Absolute Return Fund</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">Credit Suisse Cash Reserve Fund</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">Credit Suisse Commodity Return Strategy Fund</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">Credit Suisse Emerging Markets Fund</font></p>
<p><font face="Times New Roman PS, Times New Roman, Times" size="2">Credit Suisse 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 obligations of Credit Suisse Asset Management, LLC or any affiliate, are not FDIC-insured and are not guaranteed by Credit Suisse Asset Management, LLC or any affiliate. Fund investments are subject to investment risks, including loss of your investment. There are special risk considerations associated with international, global, emerging-markets, 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. Performance information current to the most recent month-end is available at www.credit-suisse.com/us.</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"><br>26</font></p>
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<p align="left"><font face="Times New Roman PS, Times New Roman, Times" size="1">&nbsp;&nbsp;CIK-SAR-0607</font></p>
<p align="center"><font size="2" face="Times New Roman PS, Times New Roman, Times">This report, including the financial statements herein, is sent to the shareholders of the Fund for their information. The financial information included herein is taken from the records of the Fund without examination by independent registered public accountants who do not express an opinion thereon. It is not a prospectus, circular or representation intended for use in the purchase or sale of shares of the Fund or of any securities mentioned in this report.</font></p>
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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 2.
Code of Ethics.</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;">This item is inapplicable to a semi-annual report on Form N-CSR.</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;text-indent:0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">This item is inapplicable to a semi-annual report on Form N-CSR.</font></p>

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

<p style="margin: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="margin:0pt 0pt 12.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">This item is inapplicable
to a semi-annual report on Form N-CSR.</font></p>

<p style="margin: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>

<p style="margin:0pt 0pt 12.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">This
item is inapplicable to a semi-annual report on Form N-CSR.</font></p>

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

<p style="margin:0pt 0pt 12.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">This
item is inapplicable to a semi-annual report on Form N-CSR.</font></p>

<p style="margin: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 2, 2007.</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) &#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; As of a date within
90 days from the filing date of this report, the principal executive officer
and principal financial officer concluded that the registrant&#146;s disclosure
controls and procedures (as defined in Rule 30a-3(c) under the Investment
Company Act of 1940 (the &#147;Act&#148;)) were effective based on their evaluation of
the disclosure controls and procedures required by Rule 30a-3(b) under the Act
and Rules 13a-15(b) or 15d-15(b) under the Securities Exchange Act of 1934.</font></p>

<p style="margin:0pt 0pt 12.0pt;text-indent:0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">(b) &#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; There were no
changes in registrant&#146;s internal control over financial reporting (as defined
in Rule 30a-3(d) under the Act) that occurred during the registrant&#146;s last
fiscal half-year that have materially affected, or are reasonably likely to
materially affect, the registrant&#146;s internal control over financial reporting.</font></p>


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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 12.
Exhibits.</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)(1)&#160;&#160;&#160;&#160;&#160;&#160; 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;">(a)(2)&#160;&#160;&#160;&#160;&#160;&#160; The certifications of
the registrant as required by Rule 30a-2(a) under the Act are exhibits to this
report.</font></p>

<p style="margin:0pt 0pt 12.0pt;text-indent:0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">(a)(3)&#160;&#160;&#160;&#160;&#160;&#160; Not applicable.</font></p>

<p style="margin:0pt 0pt 12.0pt;text-indent:0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">(b)&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; The certifications
of the registrant as required by Rule 30a-2(b) under the Act are an exhibit to
this report.</font></p>



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


<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;">SIGNATURES</font></b></p>

<p style="margin:0pt 0pt 12.0pt;text-indent:72.0pt;"><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:0pt .7pt 0pt 0pt;width:13.66%;">
  <p style="font-size:10.0pt;margin:0pt 0pt .0001pt;"><!-- SET mrlNoTableShading --></p>
  </td>
  <td width="86%" colspan="2" valign="top" style="padding:0pt .7pt 0pt 0pt;width:86.34%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">CREDIT SUISSE ASSET
  MANAGEMENT INCOME FUND, INC.</font></p>
  </td>
 </tr>
 <tr style="page-break-inside:avoid;">
  <td width="13%" valign="top" style="padding:0pt .7pt 0pt 0pt;width:13.66%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">&nbsp;</font></p>
  </td>
  <td width="86%" colspan="2" valign="top" style="padding:0pt .7pt 0pt 0pt;width:86.34%;">
  <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="13%" valign="top" style="padding:0pt .7pt 0pt 0pt;width:13.66%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="18%" valign="top" style="border:none;border-bottom:solid windowtext 1.0pt;padding:0pt .7pt 0pt 0pt;width:18.9%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">/s/Keith M. Schappert</font></p>
  </td>
  <td width="67%" valign="top" style="padding:0pt .7pt 0pt 0pt;width:67.44%;">
  <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="13%" valign="top" style="padding:0pt .7pt 0pt 0pt;width:13.66%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="86%" colspan="2" valign="top" style="padding:0pt .7pt 0pt 0pt;width:86.34%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Name: &nbsp;Keith
  M. Schappert</font></p>
  </td>
 </tr>
 <tr style="page-break-inside:avoid;">
  <td width="13%" valign="top" style="padding:0pt .7pt 0pt 0pt;width:13.66%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="86%" colspan="2" valign="top" style="padding:0pt .7pt 0pt 0pt;width:86.34%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Title:&nbsp;&nbsp; Chief
  Executive Officer</font></p>
  </td>
 </tr>
 <tr style="page-break-inside:avoid;">
  <td width="13%" valign="top" style="padding:0pt .7pt 0pt 0pt;width:13.66%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="86%" colspan="2" valign="top" style="padding:0pt .7pt 0pt 0pt;width:86.34%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Date:&nbsp;&nbsp; September
  4, 2007</font></p>
  </td>
 </tr>
</table>

<p style="line-height:1.0pt;margin:0pt 0pt 24.0pt;"><font size="1" face="Times New Roman">&nbsp;</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;">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:0pt .7pt 0pt 0pt;width:13.66%;">
  <p style="font-size:10.0pt;margin:0pt 0pt .0001pt;"><!-- SET mrlNoTableShading --></p>
  </td>
  <td width="18%" valign="top" style="border:none;border-bottom:solid windowtext 1.0pt;padding:0pt .7pt 0pt 0pt;width:18.9%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">/s/Keith M. Schappert</font></p>
  </td>
  <td width="67%" valign="top" style="padding:0pt .7pt 0pt 0pt;width:67.44%;">
  <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="13%" valign="top" style="padding:0pt .7pt 0pt 0pt;width:13.66%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="86%" colspan="2" valign="top" style="padding:0pt .7pt 0pt 0pt;width:86.34%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Name: &nbsp;Keith
  M. Schappert</font></p>
  </td>
 </tr>
 <tr style="page-break-inside:avoid;">
  <td width="13%" valign="top" style="padding:0pt .7pt 0pt 0pt;width:13.66%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="86%" colspan="2" valign="top" style="padding:0pt .7pt 0pt 0pt;width:86.34%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Title:&nbsp;&nbsp; Chief
  Executive Officer</font></p>
  </td>
 </tr>
 <tr style="page-break-inside:avoid;">
  <td width="13%" valign="top" style="padding:0pt .7pt 0pt 0pt;width:13.66%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="86%" colspan="2" valign="top" style="padding:0pt .7pt 0pt 0pt;width:86.34%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Date:&nbsp;&nbsp; September
  4, 2007</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>

<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:0pt .7pt 0pt 0pt;width:13.98%;">
  <p style="font-size:10.0pt;margin:0pt 0pt .0001pt;"><!-- SET mrlNoTableShading --></p>
  </td>
  <td width="19%" valign="top" style="border:none;border-bottom:solid windowtext 1.0pt;padding:0pt .7pt 0pt 0pt;width:19.18%;">
  <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="66%" valign="top" style="padding:0pt .7pt 0pt 0pt;width:66.84%;">
  <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="13%" valign="top" style="padding:0pt .7pt 0pt 0pt;width:13.98%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="86%" colspan="2" valign="top" style="padding:0pt .7pt 0pt 0pt;width:86.02%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Name:&nbsp; Michael A. Pignataro</font></p>
  </td>
 </tr>
 <tr style="page-break-inside:avoid;">
  <td width="13%" valign="top" style="padding:0pt .7pt 0pt 0pt;width:13.98%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="86%" colspan="2" valign="top" style="padding:0pt .7pt 0pt 0pt;width:86.02%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Title:&nbsp;&nbsp; Chief Financial Officer</font></p>
  </td>
 </tr>
 <tr style="page-break-inside:avoid;">
  <td width="13%" valign="top" style="padding:0pt .7pt 0pt 0pt;width:13.98%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="86%" colspan="2" valign="top" style="padding:0pt .7pt 0pt 0pt;width:86.02%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Date:&nbsp;&nbsp; September
  4, 2007</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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</body>

</html>
</TEXT>
</DOCUMENT>
<DOCUMENT>
<TYPE>EX-99.CERT
<SEQUENCE>2
<FILENAME>a07-20360_7ex99dcert.htm
<DESCRIPTION>EX-99.CERT
<TEXT>
<html>

<head>







</head>

<body lang="EN-US">

<div>


<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.CERT</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)(2)</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;">CERTIFICATIONS</font></b></p>

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

<p style="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.&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; I
have reviewed this report on Form N-CSR of Credit Suisse Asset Management
Income Fund, Inc.;</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;">2.&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; 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;</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;">3.&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; 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;</font></p>

<p style="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.&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; 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:</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;">(a)&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; 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;</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;">(b)&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; 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;</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;">(c)&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; 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</font></p>


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<p style="margin:0pt 0pt 12.0pt;text-indent:72.0pt;"><font size="2" face="Times New Roman"><font style="font-size:10.0pt;">(d)&#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</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;">5.&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; 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):</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;">(a)&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; 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</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;">(b)&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; 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.</font></p>

<p align="left" style="margin:0pt 0pt 24.0pt;text-align:left;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Date:&#160; September 4, 2007</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="border:none;border-bottom:solid windowtext 1.0pt;padding:0pt .7pt 0pt 0pt;width:19.54%;">
  <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:80.46%;">
  <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;">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="font-family:Times New Roman;font-size:10.0pt;margin:0pt 0pt 12.0pt;"><font size="2" face="Times New Roman"><font style="font-size:10.0pt;">I,
</font>Keith M. Schappert</font>,
certify that:</p>

<p style="margin:0pt 0pt 12.0pt;text-indent:36.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">1.&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; I have reviewed
this report on Form N-CSR of Credit Suisse Asset Management Income Fund, Inc.;</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;">2.&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; 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;</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;">3.&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; 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;</font></p>

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

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


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<p style="margin:0pt 0pt 12.0pt;text-indent:36.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">(a)&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; 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</font></p>

<p style="margin:0pt 0pt 24.0pt;text-indent:36.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">(b)&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; 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.</font></p>

<p style="margin:0pt 0pt 12.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Date:&#160; September 4, 2007</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="18%" valign="top" style="border:none;border-bottom:solid windowtext 1.0pt;padding:0pt .7pt 0pt 0pt;width:18.22%;">
  <p style="font-size:10.0pt;margin:0pt 0pt .0001pt;"><!-- SET mrlNoTableShading -->/s/Keith M. Schappert</p>
  </td>
  <td width="81%" valign="top" style="padding:0pt .7pt 0pt 0pt;width:81.78%;">
  <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;">Keith M.
  Schappert</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>3
<FILENAME>a07-20360_7ex99d906cert.htm
<DESCRIPTION>EX-99.906CERT
<TEXT>
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</head>

<body lang="EN-US">

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


<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 99.906CERT</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(b)</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;">SECTION 906 CERTIFICATIONS</font></b></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;">SECTION 906 CERTIFICATION</font></p>

<p style="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;">Keith M. Schappert</font>, Chief Executive Officer, and Michael A.
Pignataro, Chief Financial Officer, of Credit Suisse Asset Management Income
Fund, Inc. (the &#147;Fund&#148;), each certify to his knowledge that:</p>

<p style="margin:0pt 0pt 12.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">(1)&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; The Fund&#146;s periodic report on Form
N-CSR for the period ended June 30, 2007 (the &#147;Report&#148;) fully complies with the
requirements of Section 13(a) or 15(d) of the Securities Exchange Act of 1934;
and</font></p>

<p style="margin:0pt 0pt 24.0pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">(2)&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; The information contained in the
Report fairly presents, in all material respects, the financial condition and
results of operations of the Fund.</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="4%" valign="top" style="padding:0pt .7pt 0pt 0pt;width:4.96%;">
  <p style="font-size:10.0pt;margin:0pt 0pt .0001pt;"><!-- SET mrlNoTableShading --></p>
  </td>
  <td width="18%" valign="top" style="border:none;border-bottom:solid windowtext 1.0pt;padding:0pt .7pt 0pt 0pt;width:18.0%;">
  <p style="font-size:10.0pt;margin:0pt 0pt .0001pt;"><!-- SET mrlNoTableShading -->/s/Keith M. Schappert</p>
  </td>
  <td width="23%" valign="top" style="padding:0pt .7pt 0pt 0pt;width:23.64%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="19%" valign="top" style="border:none;border-bottom:solid windowtext 1.0pt;padding:0pt .7pt 0pt 0pt;width:19.32%;">
  <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="34%" valign="top" style="padding:0pt .7pt 0pt 0pt;width:34.08%;">
  <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="4%" valign="top" style="padding:0pt .7pt 0pt 0pt;width:4.96%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="41%" colspan="2" valign="top" style="padding:0pt .7pt 0pt 0pt;width:41.66%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">Keith M. Schappert</font></p>
  </td>
  <td width="53%" colspan="2" valign="top" style="padding:0pt .7pt 0pt 0pt;width:53.4%;">
  <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="4%" valign="top" style="padding:0pt .7pt 0pt 0pt;width:4.96%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="41%" colspan="2" valign="top" style="padding:0pt .7pt 0pt 0pt;width:41.66%;">
  <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="53%" colspan="2" valign="top" style="padding:0pt .7pt 0pt 0pt;width:53.4%;">
  <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="4%" valign="top" style="padding:0pt .7pt 0pt 0pt;width:4.96%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:1.0pt;">&nbsp;</font></p>
  </td>
  <td width="41%" colspan="2" valign="top" style="padding:0pt .7pt 0pt 0pt;width:41.66%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">September 4, 2007</font></p>
  </td>
  <td width="53%" colspan="2" valign="top" style="padding:0pt .7pt 0pt 0pt;width:53.4%;">
  <p style="margin:0pt 0pt .0001pt;"><font size="2" face="Times New Roman" style="font-size:10.0pt;">September 4, 2007</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;"><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-----
