UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549

FORM N-Q

QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED
MANAGEMENT INVESTMENT COMPANY

Investment Company Act file number		811-08777

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

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

J. Kevin Gao, Esq. Eleven Madison Avenue New York, New York 10010
(Name and address of agent for service)

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

Date of fiscal year end:	October 31st

Date of reporting period:	November 1, 2009 to January 31, 2010

Item 1: Schedule of Investments

Credit Suisse High Yield Bond Fund

Schedule of Investments

January 31, 2010 (unaudited)

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

U.S. CORPORATE BONDS (111.9%)
Aerospace & Defense (1.0%)
$	575	BE Aerospace, Inc., Senior Unsecured Notes (Callable 07/01/13 @ $104.25)	(BB, Ba3)	07/01/18	8.500	$	603,750
750		Hawker Beechcraft Notes Co., Global Company Guaranteed Notes (Callable 04/01/11 @ $104.25)§	(CCC-, Caa3)	04/01/15	8.500	519,375
825		Hawker Beechcraft Notes Co., Global Company Guaranteed Notes (Callable 04/01/12 @ $104.88)	(CCC-, Ca)	04/01/17	9.750	490,875
						1,614,000
Auto Loans (2.9%)
325		Ford Motor Credit Co. LLC, Senior Unsecured Notes	(B-, B3)	08/10/11	9.875	340,139
575		Ford Motor Credit Co. LLC, Senior Unsecured Notes	(B-, B3)	10/01/14	8.700	595,369
775		Ford Motor Credit Co., LLC, Global Senior Unsecured Notes	(B-, B3)	08/01/12	7.500	785,569
2,685		Ford Motor Credit Co., LLC, Global Senior Unsecured Notes	(B-, B3)	10/01/13	7.000	2,689,052
100		Ford Motor Credit Co., LLC, Senior Unsecured Notes	(B-, B3)	12/15/16	8.000	100,724
						4,510,853
Auto Parts & Equipment (2.4%)
350		American Axle & Manufacturing Holdings, Inc., Rule 144A, Senior Secured Notes (Callable 01/15/14 @ $104.63)‡	(B-, B2)	01/15/17	9.250	364,000
775		American Axle & Manufacturing, Inc., Company Guaranteed Notes (Callable 03/01/12 @ $103.94)	(CCC-, Caa3)	03/01/17	7.875	676,187
1,200		American Tire Distributors, Inc., Global Company Guarnteed Notes (Callable 04/01/10 @ $102.69)	(CCC+, Caa1)	04/01/13	10.750	1,107,000
800		Stanadyne Corp., Series 1, Global Senior Subordinated Notes (Callable 08/15/10 @ $103.33)	(CCC, Caa1)	08/15/14	10.000	732,000
848		The Goodyear Tire & Rubber Co., Global Company Guaranteed Notes (Callable 07/01/10 @ $104.50)§	(B+, B1)	07/01/15	9.000	877,680
50		The Goodyear Tire & Rubber Co., Senior Unsecured Notes (Callable 05/15/12 @ $107.88)	(B+, B1)	05/15/16	10.500	54,500
						3,811,367
Banks (3.7%)
159		CIT Group, Inc., Senior Secured Notes (Callable 03/17/10 @ $103.50)§	(NR, NR)	05/01/13	7.000	146,539
239		CIT Group, Inc., Senior Secured Notes (Callable 03/17/10 @ $103.50)	(NR, NR)	05/01/14	7.000	214,732
239		CIT Group, Inc., Senior Secured Notes (Callable 03/17/10 @ $103.50)	(NR, NR)	05/01/15	7.000	208,759
398		CIT Group, Inc., Senior Secured Notes (Callable 03/17/10 @ $103.50)	(NR, NR)	05/01/16	7.000	343,452
557		CIT Group, Inc., Senior Secured Notes (Callable 03/17/10 @ $103.50)	(NR, NR)	05/01/17	7.000	477,349
2,390		GMAC, Inc., Global Company Guaranteed Notes	(B, Ca)	03/02/11	7.250	2,419,875
47		GMAC, Inc., Global Company Guaranteed Notes	(B, Ca)	12/15/11	6.000	46,589
99		GMAC, Inc., Global Company Guaranteed Notes	(B, Ca)	12/31/13	7.500	99,495
744		GMAC, Inc., Global Company Guaranteed Notes (Callable 03/08/10 @ $100.00)	(B, Ca)	04/01/11	6.000	740,280
119		GMAC, Inc., Global Subordinated Notes	(CCC+, Ca)	12/31/18	8.000	113,645
1,007		GMAC, Inc., Series 8, Global Company Guaranteed Notes	(B, Ca)	12/01/14	6.750	989,378
						5,800,093
Beverages (0.5%)
100		CEDC Finance Corp. International, Inc., Rule 144A, Senior Secured Notes (Callable 12/01/13 @ $104.56)‡	(B+, B1)	12/01/16	9.125	105,500
675		Constellation Brands, Inc., Company Guaranteed Notes	(BB, Ba3)	09/01/16	7.250	681,750
						787,250
Building & Construction (1.5%)
741		Ashton Woods Finance Co., Rule 144A, Company Guaranteed Notes (Callable 02/24/14 @ $105.50)+‡	(NR, NR)	06/30/15	0.000	259,350
600		K Hovnanian Enterprises, Inc., Global Company Guaranteed Notes	(CCC-, Caa2)	01/15/16	6.250	447,000
950		Standard Pacific Corp., Company Guaranteed Notes	(CCC, Caa1)	04/01/14	6.250	845,500
1,000		William Lyon Homes, Inc., Company Guaranteed Notes (Callable 04/01/10 @ $101.79)	(CC, Caa3)	04/01/13	10.750	785,000
						2,336,850

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

U.S. CORPORATE BONDS
Building Materials (3.1%)
$	1,000	AMH Holdings Inc., Global Senior Discount Notes (Callable 03/01/10 @ $103.75)	(CCC-, Caa2)	03/01/14	11.250	$	1,005,000
700		Building Materials Corp. of America, Global Secured Notes (Callable 08/01/10 @ $102.58)	(BBB-, Ba3)	08/01/14	7.750	727,125
1,285		CPG International I, Inc., Global Company Guaranteed Notes (Callable 07/01/10 @ $102.63)	(B-, Caa1)	07/01/13	10.500	1,262,512
500		Dayton Superior Corp., Company Guaranteed Notesø	(NR, NR)	06/15/09	13.000	100,000
900		Headwaters, Inc., Rule 144A, Senior Secured Notes (Callable 11/01/12 @ $105.69)‡	(B+, B2)	11/01/14	11.375	949,500
114		Norcraft Capital Corp., Global Senior Discount Notes (Callable 09/01/10 @ $100.00)	(CCC, Caa1)	09/01/12	9.750	111,150
775		Norcraft Finance Corp., Rule 144A, Senior Secured Notes (Callable 12/15/12 @ $105.25)‡	(B-, B2)	12/15/15	10.500	809,875
						4,965,162
Chemicals (3.6%)
775		Hexion Escrow Corp., Rule 144A, Senior Secured Notes (Callable 02/01/14 @ $104.44)‡	(CCC+, B3)	02/01/18	8.875	750,781
250		Momentive Performance Materials, Inc., Global Company Guaranteed Notes (Callable 12/01/10 @ $104.88)§	(CCC-, Caa2)	12/01/14	9.750	240,000
701		Momentive Performance Materials, Inc., Rule 144A, Company Guaranteed Notes (Callable 12/15/11 @ $106.25)‡	(CCC-, B3)	06/15/14	12.500	788,625
275		Nalco Co., Global Company Guaranteed Notes (Callable 02/01/10 @ $103.00)	(NR, B2)	11/15/13	9.000	395,615
350		Nalco Co., Global Company Guaranteed Notes (Callable 11/15/10 @ $101.48)	(B, B2)	11/15/13	8.875	361,375
575		Nalco Finance Holdings, Inc., Global Senior Discount Notes (Callable 02/04/10 @ $103.00)#	(B, B2)	02/01/14	9.000	595,125
525		PolyOne Corp., Senior Unsecured Notes	(B-, B1)	05/01/12	8.875	550,121
1,175		Reichhold Industries, Inc., Rule 144A, Senior Notes (Callable 08/15/10 @ $104.50)‡	(CCC+, Caa2)	08/15/14	9.000	1,039,875
975		Terra Capital, Inc., Rule 144A, Company Guaranteed Notes (Callable 11/01/14 @ $103.88)‡	(BB, B1)	11/01/19	7.750	1,018,875
						5,740,392
Computer Hardware (0.5%)
825		Activant Solutions, Inc., Global Company Guaranteed Notes (Callable 05/01/11 @ $104.75)	(CCC, Caa1)	05/01/16	9.500	794,063

Consumer Products (1.1%)
950		AAC Group Holding Corp., Rule 144A, Senior Discount Notes (Callable 10/01/10 @ $100.00)‡	(CCC, NR)	10/01/12	10.250	954,750
725		Amscan Holdings, Inc., Global Senior Subordinated Notes (Callable 05/01/10 @ $102.92)	(CCC+, Caa1)	05/01/14	8.750	719,563
						1,674,313
Diversified Capital Goods (4.0%)
450		Anixter, Inc., Company Guaranteed Notes	(BB+, Ba2)	03/15/14	10.000	498,937
625		Belden, Inc., Rule 144A, Company Guaranteed Notes (Callable 06/15/14 @ $104.62)‡	(B+, Ba2)	06/15/19	9.250	668,750
550		Coleman Cable, Inc. Rule 144A (Callable 02/15/14 @ $104.50)‡	(B, B3)	02/15/18	9.000	545,875
650		Coleman Cable, Inc., Global Company Guaranteed Notes (Callable 10/01/10 @ $100.00)	(B, B3)	10/01/12	9.875	669,500
925		Esco Corp., Rule 144A, Company Guaranteed Notes (Callable 12/15/10 @ $100.00)#‡	(B, B2)	12/15/13	4.129	860,250
100		Esco Corp., Rule 144A, Company Guaranteed Notes (Callable 12/15/10 @ $104.31)‡	(B, B2)	12/15/13	8.625	100,875
875		Mueller Water Products, Inc., Global Company Guaranteed Notes (Callable 06/01/12 @ $103.69)	(B-, Caa1)	06/01/17	7.375	791,875
575		Rexnord LLC., Global Company Guaranteed Notes (Callable 08/01/10 @ $104.75)	(B-, Caa2)	08/01/14	9.500	579,312

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

U.S. CORPORATE BONDS
Diversified Capital Goods
$	425	Sensus USA Systems, Inc., Global Company Guaranteed Notes (Callable 12/15/10 @ $101.44)	(B-, B3)	12/15/13	8.625	$	438,813
600		Titan International, Inc., Global Company Guaranteed Notes	(B-, B2)	01/15/12	8.000	600,000
600		TriMas Corp., Rule 144A, Senior Secured Notes (Callable 12/15/13 @ $104.88)‡	(B-, Caa1)	12/15/17	9.750	601,500
						6,355,687
Electric - Generation (5.7%)
1,275		Dynegy Holdings, Inc., Global Senior Unsecured Notes	(B, B3)	05/01/16	8.375	1,157,062
1,475		Edison Mission Energy, Global Senior Unsecured Notes	(B, B2)	05/15/17	7.000	1,172,625
675		Edison Mission Energy, Global Senior Unsecured Notes	(B, B2)	05/15/19	7.200	526,500
1,025		Mirant Americas Generation LLC, Senior Unsecured Notes	(B-, B3)	10/01/21	8.500	989,125
447		Mirant Mid Atlantic Trust, Series B, Global Pass Thru Certificates	(BB, Ba1)	06/30/17	9.125	462,359
350		NRG Energy, Inc., Company Guaranteed Notes (Callable 01/15/12 @ $103.69)	(BB-, B1)	01/15/17	7.375	348,688
550		NRG Energy, Inc., Company Guaranteed Notes (Callable 02/01/11 @ $103.69)	(BB-, B1)	02/01/16	7.375	548,625
3,725		Texas Competitive Electric Holdings Co., LLC, Series A, Global Company Guaranteed Notes (Callable 11/01/11 @ $105.13)§	(CCC, Caa2)	11/01/15	10.250	2,933,437
1,175		Texas Competitive Electric Holdings Co., LLC, Series B, Global Company Guaranteed Notes (Callable 11/01/11 @ $105.13)	(CCC, Caa2)	11/01/15	10.250	925,313
						9,063,734
Electric - Integrated (1.2%)
1,175		The AES Corp., Global Senior Unsecured Notes	(BB-, B1)	10/15/17	8.000	1,189,687
550		The AES Corp., Rule 144A, Senior Unsecured Notes‡	(BB-, B1)	04/15/16	9.750	598,125
175		The AES Corp., Senior Unsecured Notes	(BB-, B1)	03/01/14	7.750	176,313
						1,964,125
Electronics (1.9%)
450		Amkor Technology, Inc., Global Senior Notes (Callable 05/15/10 @ $101.29)	(B+, B2)	05/15/13	7.750	452,812
800		Freescale Semiconductor, Inc., Company Guaranteed Notes (Callable 12/15/11 @ $105.06)	(CCC, Caa3)	12/15/16	10.125	652,000
275		Jabil Circuit, Inc., Global Senior Unsecured Notes	(BB+, Ba1)	03/15/18	8.250	300,438
575		Sanmina-SCI Corp., Company Guaranteed Notes (Callable 03/01/11 @ $104.06)	(CCC, B2)	03/01/16	8.125	579,312
875		Viasystems, Inc., Rule 144A, Senior Secured Notes (Callable 07/15/12 @ $106.00)‡	(B+, B3)	01/15/15	12.000	940,625
						2,925,187
Energy - Exploration & Production (6.8%)
500		Berry Petroleum Co., Senior Subordinated Notes (Callable 11/01/11 @ $104.13)	(B, B3)	11/01/16	8.250	501,250
150		Chesapeake Energy Corp., Company Guaranteed Notes	(BB, Ba3)	07/15/13	7.625	157,875
300		Chesapeake Energy Corp., Company Guaranteed Notes	(BB, Ba3)	12/15/18	7.250	300,000
1,525		Chesapeake Energy Corp., Global Company Guaranteed Notes (Callable 01/15/11 @ $101.15)	(BB, Ba3)	01/15/16	6.875	1,509,750
575		Denbury Resources, Inc., Company Guaranteed Notes (Callable 03/01/13 @ $104.88)	(BB, B1)	03/01/16	9.750	608,781
1,000		Encore Acquisition Co., Company Guaranteed Notes (Callable 12/01/10 @ $103.63)	(B, B1)	12/01/17	7.250	1,010,000
450		Forest Oil Corp., Global Company Guaranteed Notes (Callable 06/15/12 @ $103.63)	(BB-, B1)	06/15/19	7.250	454,500
525		Hilcorp Financial Co., Rule 144A, Senior Unsecured Notes (Callable 06/01/11 @ $104.50)‡	(BB-, B2)	06/01/16	9.000	547,312
800		Mariner Energy, Inc., Company Guaranteed Notes (Callable 05/15/12 @ $104.00)	(B+, B3)	05/15/17	8.000	786,000
475		Penn Virginia Corp., Senior Notes (Callable 06/15/13 @ $105.19)	(BB-, B2)	06/15/16	10.375	525,469
950		PetroHawk Energy Corp., Global Company Guaranteed Notes (Callable 06/01/12 @ $103.94)	(B, B3)	06/01/15	7.875	978,500
475		Pioneer Natural Resources Co., Senior Unsecured Notes	(BB+, Ba1)	01/15/20	7.500	484,688
625		Plains Exploration & Production Co., Company Guaranteed Notes (Callable 06/15/11 @ $103.88)	(BB, B1)	06/15/15	7.750	640,625

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

U.S. CORPORATE BONDS
Energy - Exploration & Production
$	350	Range Resources Corp., Company Guaranteed Notes (Callable 10/01/12 @ $103.75)	(BB, Ba3)	10/01/17	7.500	$	364,875
425		Stone Energy Corp., Company Guaranteed Notes (Callable 02/01/14 @ $104.31)	(BB-, Caa1)	02/01/17	8.625	425,000
525		Stone Energy Corp., Global Senior Subordinated Notes (Callable 12/15/10 @ $102.25)	(CCC+, Caa2)	12/15/14	6.750	480,375
475		Swift Energy Co, Company Guaranteed Notes (Callable 06/01/12 @ $103.56)	(BB-, B3)	06/01/17	7.125	457,188
450		Whiting Petroleum Corp., Global Company Guaranteed Notes	(BB, B1)	02/01/14	7.000	456,750
						10,688,938
Environmental (0.2%)
350		Casella Waste Systems, Inc., Rule 144A, Senior Secured Notes (Callable 07/15/12 @ $105.50)‡	(B+, B2)	07/15/14	11.000	381,500

Food & Drug Retailers (0.9%)
350		Ingles Markets, Inc., Global Senior Unsecured Notes (Callable 05/15/13 @ $104.44)	(BB-, B1)	05/15/17	8.875	364,438
725		Rite Aid Corp., Global Company Guaranteed Notes (Callable 06/15/11 @ $104.69)	(CCC, Caa3)	12/15/15	9.375	609,000
475		Rite Aid Corp., Global Senior Secured Notes (Callable 06/12/13 @ $104.88)	(B+, B3)	06/12/16	9.750	510,625
						1,484,063
Food - Wholesale (1.3%)
250		Chiquita Brands International, Inc., Global Senior Unsecured Notes (Callable 11/01/10 @ $102.50)	(B, Caa2)	11/01/14	7.500	246,250
650		Pinnacle Foods Finance Corp., Rule 144A, Senior Unsecured Notes (Callable 04/01/11 @ $104.63)‡	(CCC+, Caa2)	04/01/15	9.250	656,500
425		Smithfield Foods, Inc., Rule 144A, Senior Secured Notes‡	(B+, Ba3)	07/15/14	10.000	464,844
650		Southern States Cooperative, Inc., Rule 144A, Senior Notes‡	(B+, B3)	11/01/11	11.000	651,625
						2,019,219
Forestry & Paper (3.2%)
478		Boise Cascade LLC, Global Company Guaranteed Notes (Callable 10/15/10 @ $102.38)	(B+, Caa1)	10/15/14	7.125	436,175
750		Georgia-Pacific Corp., Global Senior Notes	(BB, B2)	01/15/24	8.000	783,750
300		Georgia-Pacific LLC Rule 144A, Company Guaranteed Notes (Callable 01/15/12 @ $103.56)‡	(BB+, Ba3)	01/15/17	7.125	309,000
300		Georgia-Pacific LLC Rule 144A, Company Guaranteed Notes (Callable 05/01/13 @ $104.13)‡	(BB+, Ba3)	05/01/16	8.250	322,500
400		NewPage Corp., Global Company Guaranteed Notes (Callable 05/01/10 @ $103.00)	(CCC-, Caa3)	05/01/13	12.000	168,000
1,300		NewPage Corp., Global Senior Secured Notes (Callable 03/31/12 @ $105.00)§	(CCC+, B2)	12/31/14	11.375	1,264,250
950		Smurfit-Stone Container Enterprises, Inc., Global Senior Unsecured Notes (Callable 07/01/10 @ $100.00)ø	(D, NR)	07/01/12	8.375	805,125
1,125		Verso Paper, Inc., Series B, Global Company Guaranteed Notes (Callable 08/01/11 @ $105.69)§	(CCC, Caa1)	08/01/16	11.375	970,313
75		Verso Paper, Inc., Series B, Global Senior Secured Notes (Callable 08/01/10 @ $104.56)§	(B-, B2)	08/01/14	9.125	71,156
						5,130,269
Gaming (7.0%)
775		Buffalo Thunder Development Authority, Rule 144A, Senior Secured Notes (Callable 12/15/10 @ $104.69)ø‡	(NR, NR)	12/15/14	9.375	135,625
1,000		Caesars Entertainment, Inc., Global Company Guaranteed Notes	(CCC-, Ca)	05/15/11	8.125	1,005,000
1,225		CCM Merger, Inc., Rule 144A, Notes (Callable 08/01/10 @ $102.00)‡	(CCC+, Caa3)	08/01/13	8.000	1,010,625
280		Choctaw Resort Development Enterprise, Rule 144A, Senior Notes (Callable 11/15/11 @ $103.63)‡	(B, B2)	11/15/19	7.250	197,400
575		FireKeepers Development Authority, Rule 144A, Senior Secured Notes (Callable 05/01/12 @ $110.50)‡	(B, B3)	05/01/15	13.875	661,250
625		Fontainebleau Las Vegas Holdings LLC, Rule 144A, Second Mortgage Notes (Callable 06/15/11 @ $105.13)ø‡	(NR, NR)	06/15/15	11.000	9,375

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

U.S. CORPORATE BONDS
Gaming
$	525	Harrah’s Operating Co., Inc., Global Senior Secured Notes (Callable 06/01/13 @ $105.63)	(B-, Caa1)	06/01/17	11.250	$	560,438
750		Inn of the Mountain Gods Resort & Casino, Global Company Guaranteed Notesø	(D, Ca)	11/15/10	12.000	373,125
1,250		Jacobs Entertainment, Inc., Global Company Guaranteed Notes (Callable 06/15/10 @ $104.88)	(B-, B3)	06/15/14	9.750	1,175,000
950		Majestic Star Casino Capital Corp., Senior Secured Notesø	(NR, NR)	10/15/10	9.500	631,750
1,275		Mashantucket Western Pequot Tribe, Rule 144A, Bonds (Callable 11/15/11 @ $104.25)ø‡	(D, NR)	11/15/15	8.500	395,250
700		MGM Mirage, Inc., Company Guaranteed Notes	(CCC+, Caa2)	01/15/17	7.625	575,750
825		MGM Mirage, Inc., Global Company Guaranteed Notes	(CCC+, Caa2)	04/01/16	6.875	684,750
675		MGM Mirage, Inc., Rule 144A, Senior Secured Notes (Callable 05/15/13 @ $105.56)‡	(B, B1)	11/15/17	11.125	762,750
1,200		MTR Gaming Group, Inc., Rule 144A, Senior Secured Notes (Callable 07/15/11 @ $106.31)‡	(B, B2)	07/15/14	12.625	1,185,000
950		Peninsula Gaming LLC, Rule 144A, Senior Unsecured Notes (Callable 08/15/13 @ $105.38)‡	(B, B3)	08/15/17	10.750	973,750
670		Tropicana Finance Corp., Global Senior Subordinated Notes (Callable 12/15/10 @ $104.81)ø	(NR, NR)	12/15/14	9.625	4,606
775		Turning Stone Resort Casino Enterprise, Rule 144A, Senior Unsecured Notes (Callable 09/15/10 @ $104.56)‡	(B+, B1)	09/15/14	9.125	759,500
						11,100,944
Gas Distribution (3.3%)
525		Amerigas Partners LP, Global Senior Unsecured Notes (Callable 05/20/10 @ $103.63)	(NR, Ba3)	05/20/15	7.250	535,500
375		El Paso Corp., Senior Unsecured Notes	(BB-, Ba3)	02/15/16	8.250	405,937
600		El Paso Corp., Senior Unsecured Notes	(BB-, Ba3)	06/01/18	7.250	619,528
925		El Paso Performance-Linked Trust, Rule 144A, Senior Unsecured Notes‡	(NR, Ba3)	07/15/11	7.750	967,636
425		Inergy Finance Corp., Global Company Guaranteed Notes (Callable 03/01/11 @ $104.13)	(B+, B1)	03/01/16	8.250	436,687
275		Inergy Finance Corp., Global Company Guaranteed Notes (Callable 12/15/10 @ $102.29)	(B+, B1)	12/15/14	6.875	275,688
550		MarkWest Energy Finance Corp., Series B, Global Company Guaranteed Notes (Callable 04/15/13 @ $104.38)	(B+, B2)	04/15/18	8.750	574,750
625		Targa Resources Partners Finance Corp., Global Company Guaranteed Notes (Callable 07/01/12 @ $104.13)	(B, B2)	07/01/16	8.250	637,500
675		The Williams Cos., Inc., Series A, Global Senior Unsecured Notes	(BB+, Baa3)	01/15/31	7.500	765,659
						5,218,885
Health Facilities (7.2%)
275		Alliance HealthCare Services, Inc., Rule 144A, Senior Notes (Callable 12/01/12 @ $104.00)‡	(B, B3)	12/01/16	8.000	259,875
815		Bausch & Lomb, Inc., Global Senior Unsecured Notes (Callable 11/01/11 @ $104.94)	(B, Caa1)	11/01/15	9.875	859,825
300		Biomet, Inc., Global Company Guaranteed Notes (Callable 10/15/12 @ $105.00)	(B-, B3)	10/15/17	10.000	327,750
120		Biomet, Inc., Global Company Guaranteed Notes (Callable 10/15/12 @ $105.81)	(B-, Caa1)	10/15/17	11.625	132,600
650		Community Health Systems, Inc., Global Company Guaranteed Notes (Callable 07/15/11 @ $104.44)	(B, B3)	07/15/15	8.875	673,562
2,350		HCA, Inc., Global Secured Notes (Callable 11/15/11 @ $104.63)	(BB-, B2)	11/15/16	9.250	2,485,125
675		HCA, Inc., Global Senior Unsecured Notes	(B-, Caa1)	01/15/15	6.375	626,062
725		HCA, Inc., Rule 144A, Senior Secured Notes (Callable 08/15/14 @ $103.94)‡	(BB, Ba3)	02/15/20	7.875	746,750
425		Healthsouth Corp., Global Company Guaranteed Notes (Callable 06/15/11 @ $105.38)	(CCC+, Caa1)	06/15/16	10.750	462,188
450		Inverness Medical Innovations, Inc., Company Guaranteed Notes (Callable 05/15/13 @ $104.50)	(B-, B3)	05/15/16	9.000	461,250
525		Omega Healthcare Investors, Inc., Global Company Guaranteed Notes (Callable 01/15/11 @ $103.50)	(BB+, Ba3)	01/15/16	7.000	528,938
425		Service Corp. International, Senior Unsecured Notes	(BB-, B1)	11/15/21	8.000	427,656
775		Tenet Healthcare Corp., Global Senior Unsecured Notes	(CCC+, Caa2)	02/01/15	9.250	806,000

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

U.S. CORPORATE BONDS
Health Facilities
$	925	Tenet Healthcare Corp., Rule 144A, Senior Secured Notes (Callable 07/01/14 @ $ 104.44)‡	(BB-, B2)	07/01/19	8.875	$	989,750
275		Universal Hospital Services, Inc., Global Senior Secured Notes (Callable 06/01/11 @ $101.00)	(B+, B3)	06/01/15	8.500	270,188
625		Vanguard Holding Co. II, Inc., Rule 144A, Company Guaranteed Notes (Callable 02/01/14 @ $104.00)‡	(CCC+, B3)	02/01/18	8.000	613,281
634		VWR Funding, Inc., Series B, Global Company Guaranteed Notes (Callable 07/15/11 @ $105.13)	(B-, Caa1)	07/15/15	10.250	665,437
						11,336,237
Health Services (1.4%)
275		Quintiles Transnational Corp., Rule 144A, Senior Notes (Callable 02/04/10 @ $102.50)‡	(B, B3)	12/30/14	9.500	279,813
750		Rural/Metro Corp., Global Senior Discount Notes (Callable 03/15/10 @ $106.38)+	(B, Caa1)	03/15/16	0.000	776,250
400		Service Corp. International, Global Senior Unsecured Notes	(BB-, B1)	10/01/18	7.625	407,000
550		Stewart Enterprises, Inc., Global Company Guaranteed Notes (Callable 02/15/10 @ $101.56)	(BB-, Ba3)	02/15/13	6.250	540,375
175		Universal Hospital Services, Inc., Global Senior Secured Notes (Callable 06/01/10 @ $101.00)#	(B+, B3)	06/01/15	3.859	150,500
						2,153,938
Hotels (1.3%)
725		Felcor Lodging LP, Rule 144A, Senior Secured Notes‡	(B-, B2)	10/01/14	10.000	721,375
525		Host Hotels & Resorts LP, Rule 144A, Senior Unsecured Notes (Callable 05/15/13 @ $104.50)‡§	(BB+, Ba1)	05/15/17	9.000	564,375
725		Host Hotels & Resorts LP, Series Q, Global Company Guaranteed Notes (Callable 06/01/11 @ $103.33)	(BB+, Ba1)	06/01/16	6.750	712,313
						1,998,063
Household & Leisure Products (0.3%)
450		ALH Finance Corp., Global Company Guaranteed Notes (Callable 01/15/11 @ $100.00)	(B-, Caa1)	01/15/13	8.500	453,938

lnvestments & Misc. Financial Services (0.4%)
700		Nuveen Investments, Inc., Global Company Guaranteed Notes (Callable 11/15/11 @105.25)	(CCC, Caa3)	11/15/15	10.500	651,000

Leisure (0.3%)
122		Six Flags Operations, Inc., Rule 144A, Company Guaranteed Notes (Callable 07/15/13 @ $106.12)ø‡	(D, NR)	07/15/16	12.250	134,200
900		Six Flags, Inc., Global Senior Unsecured Notes (Callable 06/01/10 @ $103.21)ø	(D, NR)	06/01/14	9.625	281,250
						415,450
Machinery (0.9%)
650		Baldor Electric Co., Company Guaranteed Notes (Callable 02/15/12 @ $104.31)	(B, B3)	02/15/17	8.625	664,625
525		CPM Holdings, Inc., Rule 144A, Senior Secured Notes (Callable 09/01/12 @ $105.31)‡	(B+, B2)	09/01/14	10.625	561,750
250		Terex Corp., Senior Subordinated Notes (Callable 11/15/12 @ $104.00)	(B, Caa1)	11/15/17	8.000	240,000
						1,466,375
Media - Broadcast (2.8%)
725		Allbritton Communications Co., Global Senior Subordinated Notes (Callable 12/15/10 @ $100.00)	(B-, Caa1)	12/15/12	7.750	723,187
795		Barrington Broadcasting Capital Corp., Global Company Guaranteed Notes (Callable 08/15/10 @ $105.25)	(CCC-, Caa3)	08/15/14	10.500	629,044
1,175		Clear Channel Communications, Inc., Senior Unsecured Notes	(CCC-, Ca)	09/15/14	5.500	710,875
775		Clear Channel Worldwide Holdings, Inc., Rule 144A, Company Guaranteed Notes (Callable 12/15/12 @ $106.94)‡	(B, B2)	12/15/17	9.250	802,125
200		Clear Channel Worldwide Holdings, Inc., Rule 144A, Company Guaranteed Notes (Callable 12/15/12 @ $106.94)‡	(B, B2)	12/15/17	9.250	205,500
74		CMP Susquehanna Corp., Global Company Guranteed Notes (Callable 05/15/10 @ $104.94)	(NR, NR)	05/15/14	3.272	18,500

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

U.S. CORPORATE BONDS
Media - Broadcast
$	550	Fisher Communications, Inc., Global Company Guaranteed Notes (Callable 09/15/10 @ $102.88)	(B-, B2)	09/15/14	8.625	$	534,188
662		Local TV Finance LLC, Rule 144A, Senior Unsecured Notes (Callable 06/15/11 @ $104.63)‡	(CCC, Caa3)	06/15/15	9.250	362,171
389		Umbrella Acquisition, Inc., Rule 144A, Company Guaranteed Notes (Callable 03/15/11 @ $104.88)‡	(CCC, Caa2)	03/15/15	9.750	344,641
1,525		Young Broadcasting, Inc., Global Company Guaranteed Notes (Callable 01/15/11 @ $101.46)ø	(D, NR)	01/15/14	8.750	10,675
						4,340,906
Media - Cable (6.0%)
1,375		Atlantic Broadband Finance LLC, Global Company Guaranteed Notes (Callable 01/15/11 @ $101.56)	(B-, Caa1)	01/15/14	9.375	1,405,937
731		CCH II Capital Corp., Global Senior Notes (Callable 11/30/12 @ $106.75)	(B, B2)	11/30/16	13.500	882,323
1,200		Cequel Capital Corp., Rule 144A, Senior Unsecured Notes (Callable 11/15/12 @ $106.47)‡	(B-, B3)	11/15/17	8.625	1,206,000
325		Charter Communications Operating Capital, Rule 144A, Secured Notes‡	(BB-, B1)	04/30/12	8.000	341,250
275		Charter Communications Operating Capital, Rule 144A, Secured Notes‡	(BB-, B1)	09/15/14	10.875	309,375
825		CSC Holdings Inc., Rule 144A, Senior Unsecured Notes‡	(BB, Ba3)	04/15/14	8.500	878,625
675		CSC Holdings, Inc., Rule 144A, Senior Unsecured Notes‡	(BB, Ba3)	02/15/19	8.625	739,125
275		CSC Holdings, Inc., Rule 144A, Senior Unsecured Notes (Callable 06/15/12 @ $104.25)‡	(BB, Ba3)	06/15/15	8.500	292,187
700		DISH DBS Corp., Global Company Guaranteed Notes	(BB-, Ba3)	10/01/14	6.625	696,500
1,650		DISH DBS Corp., Global Company Guaranteed Notes	(BB-, Ba3)	09/01/19	7.875	1,711,875
175		Mediacom Broadband Corp., Global Senior Unsecured Notes (Callable 10/15/10 @ $104.25)	(B-, B3)	10/15/15	8.500	174,563
850		Mediacom Capital Corp., Rule 144A, Senior Notes (Callable 08/15/14 @ $104.56)‡	(B-, B3)	08/15/19	9.125	854,250
						9,492,010
Media - Diversified (0.4%)
600		Block Communications, Inc., Rule 144A, Senior Notes (Callable 12/15/10 @ $104.13)‡	(B, B1)	12/15/15	8.250	597,000

Media - Services (1.0%)
450		Nielsen Finance Co., Global Company Guaranteed Notes (Callable 05/01/13 @ $105.75)	(B-, Caa1)	05/01/16	11.500	506,250
575		WMG Acquisition Corp., Global Company Guaranteed Notes (Callable 04/15/10 @ $102.46)	(B, B1)	04/15/14	7.375	560,625
400		WMG Acquisition Corp., Rule 144A, Senior Secured Notes (Callable 06/15/13 @ $104.75)‡	(BB, Ba2)	06/15/16	9.500	431,000
						1,497,875
Metals & Mining - Excluding Steel (1.4%)
225		Aleris International, Inc., Global Company Guaranteed Notes (Callable 12/15/10 @ $104.50)ø	(D, NR)	12/15/14	9.000	2,813
1,100		Aleris International, Inc., Global Company Guaranteed Notes (Callable 12/15/11 @ $105.00)ø	(D, NR)	12/15/16	10.000	13,750
475		Freeport-McMoRan Copper & Gold, Inc., Senior Unsecured Notes (Callable 04/01/11 @ $104.13)	(BBB-, Ba2)	04/01/15	8.250	514,731
1,507		Noranda Aluminium Acquisition Corp., Global Company Guaranteed Notes (Callable 05/15/10 @ $100.00)#	(D, Caa1)	05/15/15	5.274	1,179,613
525		Novelis, Inc., Company Guaranteed Notes (Callable 08/15/12 @ $108.62)	(B-, NR)	02/15/15	11.500	570,937
						2,281,844
Oil Field Equipment & Services (3.1%)
550		Bristow Group, Inc., Global Company Guaranteed Notes (Callable 09/15/12 @ $103.75)	(BB, Ba2)	09/15/17	7.500	556,875
1,025		Calfrac Holdings LP, Rule 144A, Company Guaranteed Notes (Callable 02/15/11 @ $103.88)‡	(B+, B2)	02/15/15	7.750	1,004,500

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

U.S. CORPORATE BONDS
Oil Field Equipment & Services
$	750	Edgen Murray Corp., Rule 144A, Senior Secured Notes (Callable 01/15/13 @ $106.13)‡	(B, Caa1)	01/15/15	12.250	$	720,000
550		Helix Energy Solutions Group, Inc., Rule 144A, Company Guaranteed Notes (Callable 01/15/12 @ $104.75)‡	(B, B3)	01/15/16	9.500	566,500
300		Hornbeck Offshore Services, Inc., Rule 144A, Senior Notes (Callable 09/01/13 @ $104.00)‡	(BB-, Ba3)	09/01/17	8.000	304,500
350		Hornbeck Offshore Services, Inc., Series B, Global Company Guaranteed Notes (Callable 12/01/10 @ $102.04)	(BB-, Ba3)	12/01/14	6.125	335,125
450		Key Energy Services, Inc., Global Company Guaranteed Notes (Callable 12/01/11 @ $104.19)	(BB-, B1)	12/01/14	8.375	452,250
650		McJunkin Red Man Corp., Rule 144A, Senior Secured Notes (Callable 12/15/12 @ $107.13)‡	(B, B3)	12/15/16	9.500	651,625
200		Pride International, Inc., Senior Unsecured Notes	(BBB-, Ba1)	06/15/19	8.500	230,000
						4,821,375
Oil Refining & Marketing (0.4%)
750		Western Refining, Inc., Rule 144A, Senior Secured Notes (Callable 12/15/11 @ $105.00)#‡	(BB-, B3)	06/15/14	10.750	686,250

Packaging (2.1%)
880		Berry Plastics Corp., Global Secured Notes (Callable 09/15/10 @ $104.44)	(CCC, Caa1)	09/15/14	8.875	853,600
725		GPC Capital Corp. I, Global Company Guaranteed Notes (Callable 10/15/10 @ $103.29)	(CCC+, Caa1)	10/15/14	9.875	749,469
1,000		GPC Capital Corp. I, Rule 144A, Senior Notes (Callable 01/01/14 @ $104.13)‡	(CCC+, Caa1)	01/01/17	8.250	1,020,000
500		Pregis Corp., Senior Secured Notes, Rule 144A‡#	(B+, B2)	04/15/13	5.684	632,428
						3,255,497
Pharmaceuticals (0.4%)
550		QHP Royalty Sub LLC, Rule 144A, Senior Secured Notes‡	(NR, NR)	03/15/15	10.250	562,310

Printing & Publishing (2.0%)
950		Cengage Learning Acquisitions, Inc., Rule 144A, Senior Notes (Callable 07/15/11 @ $105.25)‡	(CCC+, Caa2)	01/15/15	10.500	923,875
1,000		Cenveo Corp., Global Senior Subordinated Notes (Callable 12/01/10 @ $101.31)	(B-, Caa1)	12/01/13	7.875	960,000
525		Cenveo Corp., Rule 144A, Senior Secured Notes (Callable 02/01/14 @ $104.44)‡	(B, B2)	02/01/18	8.875	521,330
1,800		The Reader’s Digest Association, Inc., Global Company Guaranteed Notes (Callable 02/15/12 @ $104.50)ø	(D, NR)	02/15/17	9.000	27,180
785		Valassis Communications, Inc., Global Company Guaranteed Notes (Callable 03/01/11 @ $104.13)	(B-, B3)	03/01/15	8.250	785,000
						3,217,385
Railroads (0.4%)
600		Kansas City Southern Railway, Company Guaranteed Notes (Callable 06/01/12 @ $104.00)	(B+, B2)	06/01/15	8.000	620,250

Restaurants (0.3%)
525		Denny’s Holdings, Inc., Global Company Guaranteed Notes (Callable 10/01/10 @ $100.00)	(B-, Caa1)	10/01/12	10.000	538,125

Software/Services (3.1%)
750		First Data Corp., Global Company Guaranteed Notes (Callable 09/30/11 @ $104.94)	(B-, Caa1)	09/24/15	9.875	673,125
1,050		SunGard Data Systems, Inc., Global Company Guaranteed Notes (Callable 08/15/10 @ $105.13)	(B-, Caa1)	08/15/15	10.250	1,094,625
525		Unisys Corp., Rule 144A, Senior Secured Notes (Callable 10/15/12 @ $106.38)‡	(BB-, Ba3)	10/15/14	12.750	611,625
1,150		Unisys Corp., Senior Unsecured Notes (Callable 01/15/12 @ $106.25)	(B, Caa1)	01/15/16	12.500	1,219,000
1,475		Vangent, Inc., Global Company Guaranteed Notes (Callable 02/15/11 @ $104.81)	(CCC+, Caa2)	02/15/15	9.625	1,371,750
						4,970,125

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

U.S. CORPORATE BONDS
Specialty Retail (3.2%)
$	600	Asbury Automotive Group, Inc., Global Company Guaranteed Notes (Callable 03/15/12 @ $103.81)	(B-, Caa1)	03/15/17	7.625	$	576,000
1,350		Brookstone Co., Inc., Global Senior Secured Notes (Callable 10/15/10 @ $103.00)	(CCC-, Caa3)	10/15/12	12.000	958,500
490		Michaels Stores, Inc., Global Company Guaranteed Notes (Callable 11/01/10 @ $105.00)	(CCC, Caa2)	11/01/14	10.000	497,350
645		Michaels Stores, Inc., Global Company Guaranteed Notes (Callable 11/01/11 @ $105.69)§	(CCC, Caa3)	11/01/16	11.375	674,025
600		SGS International, Inc., Global Company Guaranteed Notes (Callable 12/15/10 @ $103.00)	(B-, B3)	12/15/13	12.000	631,500
520		Susser Finance Corp., Global Company Guaranteed Notes (Callable 12/15/10 @ $102.66)	(B+, B3)	12/15/13	10.625	544,050
600		The Neiman Marcus Group, Inc., Global Company Guaranteed Notes (Callable 10/15/10 @ $105.19)§	(CCC+, Caa3)	10/15/15	10.375	591,000
460		Yankee Acquisition Corp., Series B, Global Company Guaranteed Notes (Callable 02/15/11 @ $104.25)	(B-, B3)	02/15/15	8.500	462,300
						4,934,725
Steel Producers/Products (1.8%)
800		California Steel Industries, Inc., Global Senior Notes (Callable 03/04/10 @ $103.06)	(BB-, B1)	03/15/14	6.125	764,000
700		Ryerson, Inc., Global Senior Secured Notes (Callable 11/01/11 @ $106.00)	(CCC+, Caa1)	11/01/15	12.000	729,750
745		Steel Dynamics, Inc., Global Senior Unsecured Notes (Callable 04/15/12 @ $103.88)	(BB+, Ba2)	04/15/16	7.750	765,487
525		Tube City IMS Corp., Global Company Guaranteed Notes (Callable 02/01/11 @ $104.88)	(B-, Caa1)	02/01/15	9.750	522,375
						2,781,612
Support-Services (3.8%)
800		Ashtead Capital, Inc., Rule 144A, Secured Notes (Callable 08/15/11 @ $104.50)‡	(B+, B2)	08/15/16	9.000	812,000
525		DynCorp International, Series B, Global Senior Subordinated Notes (Callable 02/15/10 @ $102.38)	(B+, B1)	02/15/13	9.500	534,187
500		Iron Mountain, Inc., Senior Subordinated Notes (Callable 08/15/14 @ $104.19)	(B+, B2)	08/15/21	8.375	521,250
250		JohnsonDiversey Holdings, Inc., Rule 144A, Senior Unsecured Notes (Callable 11/15/14 @ $104.13)‡	(B-, B3)	11/15/19	8.250	260,625
750		Mobile Mini, Inc., Global Company Guaranteed Notes (Callable 08/01/10 @ $104.88)	(B+, B2)	08/01/14	9.750	783,750
475		Sotheby’s, Global Company Guaranteed Notes	(B, B1)	06/15/15	7.750	470,250
600		The Hertz Corp., Global Company Guaranteed Notes (Callable 01/01/11 @ $105.25)	(CCC+, B3)	01/01/16	10.500	631,500
1,150		Travelport LLC, Global Company Guaranteed Notes (Callable 09/01/11 @ $105.94)§	(CCC, Caa1)	09/01/16	11.875	1,267,875
475		United Rentals North America, Inc., Global Company Guaranteed Notes (Callable 02/15/10 @ $102.33)	(CCC+, Caa1)	02/15/14	7.000	444,719
300		United Rentals North America, Inc., Global Company Guaranteed Notes (Callable 06/15/13 @ $105.44)	(B, B3)	06/15/16	10.875	328,875
						6,055,031
Telecom - Integrated/Services (5.9%)
400		Cincinnati Bell, Inc., Global Company Guaranteed Notes (Callable 01/15/11 @ $101.40)	(B-, B2)	01/15/14	8.375	405,000
250		Cincinnati Bell, Inc., Global Company Guaranteed Notes (Callable 02/15/10 @ $103.50)	(B+, Ba3)	02/15/15	7.000	244,375
525		Frontier Communications Corp., Senior Unsecured Notes	(BB, Ba2)	10/01/18	8.125	531,563
700		HNS Finance Corp., Global Company Guaranteed Notes (Callable 04/15/10 @ $104.75)	(B, B1)	04/15/14	9.500	719,250
2,075		Intelsat Corp., Global Senior Unsecured Notes (Callable 08/15/10 @ $103.13)	(BB-, B3)	08/15/14	9.250	2,126,875
1,375		Level 3 Financing, Inc., Global Company Guaranteed Notes (Callable 02/15/10 @ $101.00)#	(CCC, Caa1)	02/15/15	4.601	1,096,562
325		Level 3 Financing, Inc., Rule 144A, Company Guaranteed Notes (Callable 02/01/14 @ $105.00)‡	(CCC, Caa1)	02/01/18	10.000	305,500

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

U.S. CORPORATE BONDS
Telecom - Integrated/Services
$	1,050	Paetec Holding Corp., Global Company Guaranteed Notes (Callable 07/15/11 @ $104.75)	(CCC+, Caa1)	07/15/15	9.500	$	1,021,125
525		Qwest Communications International, Inc., Rule 144A, Company Guaranteed Notes (Callable 10/01/12 @ $104.00)‡	(B+, Ba3)	10/01/15	8.000	546,000
1,250		Qwest Communications International, Inc., Series B, Global Company Guaranteed Notes (Callable 02/15/10 @ $102.50)	(B+, Ba3)	02/15/14	7.500	1,264,062
550		Windstream Corp., Global Company Guaranteed Notes (Callable 08/01/11 @ $104.31)	(BB-, Ba3)	08/01/16	8.625	567,188
550		Windstream Corp., Rule 144A, Company Guaranteed Notes‡	(BB-, Ba3)	11/01/17	7.875	545,875
						9,373,375
Telecom - Wireless (4.0%)
650		Cricket Communications, Inc., Global Company Guaranteed Notes (Callable 11/01/10 @ $104.69)§	(B-, B3)	11/01/14	9.375	650,000
250		Cricket Communications, Inc., Global Senior Secured Notes (Callable 05/15/12 @ $105.81)	(B+, Ba2)	05/15/16	7.750	252,812
1,000		GeoEye, Inc., Rule 144A, Senior Secured Notes (Callable 10/01/13 @ $104.81)‡	(B, B1)	10/01/15	9.625	1,025,000
675		MetroPCS Wireless, Inc., Global Company Guaranteed Notes (Callable 11/01/10 @ $104.63)	(B, B3)	11/01/14	9.250	682,594
2,648		Nextel Communications, Inc., Series F, Company Guaranteed Notes (Callable 03/15/10 @ $101.49)	(BB, Ba2)	03/15/14	5.950	2,356,720
1,525		Sprint Nextel Corp., Senior Unsecured Notes	(BB, Ba3)	12/01/16	6.000	1,334,375
						6,301,501
Textiles & Apparel (0.4%)
550		Levi Strauss & Co., Global Senior Notes (Callable 01/15/11 @ $103.25)	(B+, B2)	01/15/15	9.750	577,500

Theaters & Entertainment (1.2%)
1,125		AMC Entertainment, Inc., Global Company Guaranteed Notes (Callable 03/01/10 @ $102.67)	(CCC+, Caa1)	03/01/14	8.000	1,108,125
750		AMC Entertainment, Inc., Global Senior Unsecured Notes (Callable 06/01/14 @ $104.38)	(B-, B1)	06/01/19	8.750	780,000
						1,888,125
Tobacco (0.3%)
500		Alliance One International, Inc., Rule 144A, Senior Unsecured Notes (Callable 07/15/13 @ $105.00)‡	(B+, B2)	07/15/16	10.000	532,500

Transportation - Excluding Air/Rail (0.3%)
525		Teekay Corp., Senior Unsecured Notes	(BB, B1)	01/15/20	8.500	535,500
TOTAL U.S. CORPORATE BONDS (Cost $183,004,894)						176,702,716

FOREIGN CORPORATE BONDS (11.5%)
Aerospace & Defense (0.3%)
400		Bombardier, Inc., Rule 144A, Senior Unsecured Notes (Canada)‡	(BB+, Ba2)	05/01/14	6.300	404,000

Chemicals (1.2%)
1,150		Cognis GMBH, Rule 144A, Senior Secured Notes (Germany)#‡	(B-, B2)	09/15/13	2.254	1,092,500
1,175		Ineos Group Holdings PLC, Rule 144A, Secured Notes (Callable 02/15/11 @ $104.25) (United Kingdom)‡	(CCC-, Caa3)	02/15/16	8.500	793,125
						1,885,625
Computer Hardware (0.2%)
325		Seagate Technology International, Rule 144A, Secured Notes (Callable 05/01/13 @ $105.00) (Cayman Islands)‡	(BB+, Ba1)	05/01/14	10.000	373,750

Electronics (0.5%)
650		Avago Technologies Finance, Global Company Guaranteed Notes (Callable 12/01/10 @ $105.94) (Singapore)	(B+, Ba3)	12/01/15	11.875	723,125
1,000		New Asat, Ltd., Global Company Guaranteed Notes (Callable 02/01/10 @ $100.00) (Cayman Islands)ø	(NR, NR)	02/01/11	9.250	1,250

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

FOREIGN CORPORATE BONDS
Electronics
$	50	NXP Funding LLC, Series EXCH, Global Senior Secured Notes (Callable 10/15/10 @ $103.94) (Netherlands)	(CC, C)	10/15/14	7.875	$	44,750
						769,125
Energy - Exploration & Production (0.5%)
875		OPTI Canada, Inc., Global Senior Secured Notes (Callable 12/15/10 @ $104.13) (Canada)	(B, Caa3)	12/15/14	8.250	774,375

Environmental (0.4%)
650		Waste Services, Inc., Global Senior Subordinated Notes (Callable 04/15/10 @ $103.17) (Canada)	(B-, Caa1)	04/15/14	9.500	676,000

Forestry & Paper (1.4%)
2,325		Abitibi-Consolidated Co. of Canada, Global Company Guaranteed Notes (Canada)ø	(NR, NR)	06/15/11	7.750	511,500
500		Smurfit Kappa Acquisitions, Rule 144A, Senior Secured Notes (Callable 11/15/13 @ $103.63) (Ireland)‡	(BB, Ba2)	11/15/17	7.250	691,500
1,000		Smurfit Kappa Funding PLC, Global Senior Subordinated Notes (Callable 03/04/10 @ $103.88) (Ireland)	(B, B2)	04/01/15	7.750	980,000
						2,183,000
Gaming (1.0%)
600		Codere Finance Luxembourg SA, Rule 144A, Senior Secured Notes (Callable 06/15/10 @ $104.13) (Luxembourg)‡	(B, B2)	06/15/15	8.250	759,956
600		Peermont Global Proprietary, Ltd., Rule 144A, Senior Secured Notes (Callable 04/30/10 @ $105.81) (South Africa)‡	(B, B3)	04/30/14	7.750	752,658
						1,512,614
Media - Cable (0.9%)
325		Unitymedia GmbH, Rule 144A, Senior Secured Notes (Callable 02/15/10 @ $105.06) (Germany)‡	(B+, B2)	02/15/15	10.125	477,708
200		UPC Germany GmbH, Rule 144A, Senior Secured Notes (Callable 12/01/12 @ $108.22) (Germany)‡	(BB-, B1)	12/01/17	8.125	284,940
86		Virgin Media Finance PLC, Global Company Guaranteed Notes (Callable 04/15/10 @ $103.25) (United Kingdom)	(B, B2)	04/15/14	9.750	143,730
150		Virgin Media Finance PLC, Global Company Guaranteed Notes (Callable 08/15/11 @ $104.56) (United Kingdom)	(B, B2)	08/15/16	9.125	156,750
300		Virgin Media Finance PLC, Global Company Guaranteed Notes (Callable 10/15/14 @ $104.19) (United Kingdom)	(B, B2)	10/15/19	8.375	309,000
						1,372,128
Media - Diversified (0.4%)
600		Quebecor Media, Inc., Global Senior Unsecured Notes (Callable 03/15/11 @ $103.88) (Canada)	(B, B2)	03/15/16	7.750	603,000

Metals & Mining - Excluding Steel (1.1%)
200		Teck Resources, Ltd., Global Senior Secured Notes (Callable 05/15/13 @ $105.13) (Canada)	(BB+, Ba2)	05/15/16	10.250	229,500
875		Teck Resources, Ltd., Global Senior Secured Notes (Callable 05/15/14 @ $105.38) (Canada)	(BB+, Ba2)	05/15/19	10.750	1,034,688
450		Teck Resources, Ltd., Global Senior Secured Notes (Canada)	(BB+, Ba2)	05/15/14	9.750	516,375
						1,780,563
Oil Field Equipment & Services (0.3%)
475		Cie Generale de Geophysique-Veritas, Global Company Guaranteed Notes (Callable 05/15/10 @ $103.75) (France)	(BB, Ba3)	05/15/15	7.500	473,813

Packaging (0.2%)
275		Impress Holdings BV, Rule 144A, Company Guaranteed Notes (Callable 09/15/10 @ $104.63) (Netherlands)‡	(NR, NR)	09/15/14	9.250	398,481

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

FOREIGN CORPORATE BONDS
Telecom - Integrated/Services (1.2%)
$	1,507	Global Crossing UK Finance PLC, Global Senior Secured Notes (Callable 12/15/10 @ $103.58) (United Kingdom)	(B-, B3)	12/15/14	10.750	$	1,554,094
550		Hellas Telecommunications II SCA, Rule 144A, Subordinated Notes (Luxembourg)#ø‡	(NR, C)	01/15/15	6.034	19,250
350		Intelsat Jackson Holdings Ltd. Rule 144A (Bermuda)‡	(B+, B3)	11/01/19	8.500	359,625
25		Intelsat Subsidiary Holding Co., Ltd., Global Company Guaranteed Notes (Callable 01/15/11 @ $102.96) (Bermuda)	(B+, B3)	01/15/15	8.875	25,750
						1,958,719
Telecom - Wireless (0.4%)
400		Wind Acquisition Finance SA, Rule 144A, Company Guaranteed Notes (Callable 07/15/13 @ $105.88) (Luxembourg)‡	(B+, B2)	07/15/17	11.750	599,069

Textiles & Apparel (0.0%)
75		IT Holding Finance SA, Rule 144A, Company Guaranteed Notes (Luxembourg)ø‡	(NR, NR)	11/15/12	9.875	18,764

Transportation - Excluding Air/Rail (1.5%)
1,250		Navios Maritime Holdings, Inc., Global Company Guaranteed Notes (Callable 12/15/10 @ $104.75) (Marshall Islands)	(B+, B3)	12/15/14	9.500	1,248,437
1,075		Ship Finance International, Ltd., Global Company Guaranteed Notes (Callable 12/15/10 @ $102.83) (Bermuda)	(B+, B1)	12/15/13	8.500	1,054,844
						2,303,281
TOTAL FOREIGN CORPORATE BONDS (Cost $19,873,055)						18,086,307

BANK LOANS (1.8%)
Electronics (0.6%)
1,069		AVAYA, Inc.	(NR, NR)	10/24/14	2.750	957,496

Energy - Exploration & Production (0.7%)
1,159		ATP Oil & Gas	(NR, NR)	07/15/14	5.750	1,161,817

Gaming (0.3%)
489		CCM Merger, Inc.	(NR, NR)	07/21/12	8.500	481,938

Pharmaceuticals (0.2%)
434		Nycomed Holdings Aps	(NR, NR)	12/29/13	7.350	403,197
TOTAL BANK LOANS (Cost $2,484,207)						3,004,448

Number of Shares

COMMON STOCKS (0.4%)
Banks (0.3%)
13,710		CIT Group, Inc.*				436,252
Building Products (0.0%)
437		Nortek, Inc.*				17,043
Chemicals (0.1%)
4,893		Huntsman Corp.				59,646
Printing & Publishing (0.0%)
1,321		SuperMedia, Inc.*§				47,965
TOTAL COMMON STOCKS (Cost $1,849,547)						560,906

PREFERRED STOCKS (0.2%)
Banks (0.2%)
473		GMAC, Inc., Rule 144A (Callable 12/31/11 @ $1,000)‡				338,077
Media - Broadcast (0.0%)
17,257		CMP Susquehanna Radio Holdings Corp., Rule 144A, Series A*‡				17
TOTAL PREFERRED STOCKS (Cost $98,995)						338,094

Number of Shares		Value

WARRANTS (0.0%)
Building Products (0.0%)
1,152	Nortek, Inc., strike price $1.00, expires 12/07/14*^	$	1,152
Diversified Financial Services (0.0%)
19,721	CNB Capital Trust I, Rule 144A, strike price $0.00, expires 03/23/19*‡	20
Media - Cable (0.0%)
1,776	Charter Communications, Inc., strike price $5.00, expires 11/30/14*	12,476

TOTAL WARRANTS (Cost $10,032)		13,648

SHORT-TERM INVESTMENT (5.8%)
9,201,582	State Street Navigator Prime Portfolio§§ (Cost $9,201,582)	9,201,582

TOTAL INVESTMENTS AT VALUE (131.6%) (Cost $216,522,312)		207,907,701

LIABILITIES IN EXCESS OF OTHER ASSETS (-31.6%)		(49,957,126		)

NET ASSETS (100.0%)		$	157,950,575

Forward Foreign Currency to be Purchased (Local)		Forward Foreign Currency to be Sold (Local)		Expiration Date	Value on Settlement Date			Current Value			Unrealized Appreciation

Open Forward Foreign Currency Contracts
USD	5,461,840	EUR	3,768,000	04/15/10	$	(5,461,840	)	$	(5,236,367	)	$	225,473
USD	146,923	GBP	90,000	04/15/10	(146,923		)	(144,141		)	2,782
Total											$	228,255

INVESTMENT ABBREVIATION

NR=Not Rated

†	Credit ratings given by the Standard & Poor’s Division of The McGraw-Hill Companies, Inc. (“S&P”) and Moody’s Investors Service, Inc. (“Moody’s”) are unaudited.
‡	Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At January 31, 2010, these securities amounted to a value of $53,578,874 or 33.9% of net assets.
#	Variable rate obligations — The interest rate is the rate as of January 31, 2010.
+	Step Bond — The interest rate is as of January 31, 2010 and will reset at a future date.
ø	Bond is currently in default.
*	Non-income producing security.
^	Not readily marketable security; security is valued at fair value as determined in good faith by, or under the direction of, the Board of Trustees.
§	Security or portion thereof is out on loan.
§§	Represents security purchased with cash collateral received for securities on loan.

Currency Abbreviations:
EUR -	Euro Currency
GBP -	British Pound
USD -	United States Dollar

Security Valuation — The net asset value of the Fund is determined daily as of the close of regular trading on the New York Stock Exchange, Inc. (the “Exchange”) on each day the Exchange is open for business. Debt securities with a remaining maturity greater than 60 days are valued in accordance with the price supplied by a pricing service, which may use a matrix, formula or other objective method that takes into consideration market indices, yield curves and other specific adjustments. Debt obligations that will mature in 60 days or less are valued on the basis of amortized cost, which approximates market value, unless it is determined that using this method would not represent fair value. Equity investments are valued at market value, which is generally determined using the closing price on the exchange or market on which the security is primarily traded at the time of valuation (the “Valuation Time”). If no sales are reported, equity investments are generally valued at the most recent bid quotation as of the Valuation Time or at the lowest asked quotation in the case of a short sale of securities. 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 Trustees under procedures established by the Board of Trustees. At January 31, 2010, the Fund held less than 0.01% of its net assets in securities valued at fair value as determined in good faith under procedures established by the Board of Trustees with an aggregate cost of $1,152 and fair value of $1,152. The Fund’s estimate of fair value assumes a willing buyer and a willing seller neither acting under the compulsion to buy or sell. Although these securities may be resold in privately negotiated transactions, the prices realized on such sales could differ from the prices originally paid by the Fund or the current carrying values, and the difference could be material.

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

assumptions market participants would use in pricing the asset or liability developed based on market data obtained from sources independent of the reporting entity. Unobservable inputs are inputs that reflect the reporting entity’s own assumptions about the assumptions market participants would use in pricing the asset or liability developed based on the best information available in the circumstances. The three-tier hierarchy of inputs is summarized in the three broad Levels listed below.

·	Level 1 — quoted prices in active markets for identical investments
·	Level 2 — other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, credit risk, etc.)
·	Level 3 — significant unobservable inputs (including the Fund’s own assumptions in determining the fair value of investments)

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

The following is a summary of the inputs used as of January 31, 2010 in valuing the Fund’s investments carried at value:

	Level 1		Level 2		Level 3		Grand Total
Investments In Securities
U.S. Corporate Bonds
Aerospace & Defense	$	—	$	1,614,000	$	—	$	1,614,000
Auto Loans	—		4,510,853		—		4,510,853
Auto Parts & Equipment	—		3,811,367		—		3,811,367
Banks	—		5,800,093		—		5,800,093
Beverages	—		787,250		—		787,250
Building & Construction	—		2,336,850		—		2,336,850
Building Materials	—		4,965,162		—		4,965,162
Chemicals	—		5,740,392		—		5,740,392
Computer Hardware	—		794,063		—		794,063
Consumer Products	—		1,674,313		—		1,674,313
Diversified Capital Goods	—		6,355,687		—		6,355,687
Electric - Generation	—		9,063,734		—		9,063,734
Electric - Integrated	—		1,964,125		—		1,964,125
Electronics	—		2,925,187		—		2,925,187
Energy - Exploration & Production	—		10,688,938		—		10,688,938
Environmental	—		381,500		—		381,500
Food & Drug Retailers	—		1,484,063		—		1,484,063
Food - Wholesale	—		2,019,219		—		2,019,219
Forestry & Paper	—		5,130,269		—		5,130,269
Gaming	—		11,100,944		—		11,100,944
Gas Distribution	—		5,218,885		—		5,218,885
Health Facilities	—		11,336,237		—		11,336,237
Health Services	—		2,153,938		—		2,153,938
Hotels	—		1,998,063		—		1,998,063
Household & Leisure Products	—		453,938		—		453,938
Investments & Misc. Financial Services	—		651,000		—		651,000
Leisure	—		415,450		—		415,450
Machinery	—		1,466,375		—		1,466,375
Media - Broadcast	—		4,340,906		—		4,340,906
Media - Cable	—		9,492,010		—		9,492,010

Media - Diversified	—	597,000	—	597,000
Media - Services	—	1,497,875	—	1,497,875
Metals & Mining - Excluding Steel	—	2,281,844	—	2,281,844
Oil Field Equipment & Services	—	4,821,375	—	4,821,375
Oil Refining & Marketing	—	686,250	—	686,250
Packaging	—	3,255,497	—	3,255,497
Pharmaceuticals	—	562,310	—	562,310
Printing & Publishing	—	3,217,385	—	3,217,385
Railroads	—	620,250	—	620,250
Restaurants	—	538,125	—	538,125
Software/Services	—	4,970,125	—	4,970,125
Specialty Retail	—	4,934,725	—	4,934,725
Steel Producers/Products	—	2,781,612	—	2,781,612
Support-Services	—	6,055,031	—	6,055,031
Telecom - Integrated/Services	—	9,373,375	—	9,373,375
Telecom - Wireless	—	6,301,501	—	6,301,501
Textiles & Apparel	—	577,500	—	577,500
Theaters & Entertainment	—	1,888,125	—	1,888,125
Tobacco	—	532,500	—	532,500
Transportation - Excluding Air/Rail	—	535,500	—	535,500
Foreign Corporate Bonds
Aerospace & Defense	—	404,000	—	404,000
Chemicals	—	1,885,625	—	1,885,625

Computer Hardware	—		373,750		—		373,750
Electronics	—		769,125		—		769,125
Energy - Exploration & Production	—		774,375		—		774,375
Environmental	—		676,000		—		676,000
Forestry & Paper	—		2,183,000		—		2,183,000
Gaming	—		1,512,614		—		1,512,614
Media - Cable	—		1,372,128		—		1,372,128
Media - Diversified	—		603,000		—		603,000
Metals & Mining - Excluding Steel	—		1,780,563		—		1,780,563
Oil Field Equipment & Services	—		473,813		—		473,813
Packaging	—		398,481		—		398,481
Telecom - Integrated/Services	—		1,958,719		—		1,958,719
Telecom - Wireless	—		599,069		—		599,069
Textiles & Apparel	—		18,764		—		18,764
Transportation - Excluding Air/Rail	—		2,303,281		—		2,303,281
Bank Loans
Electronics	—		957,496		—		957,496
Energy - Exploration & Production	—		1,161,817		—		1,161,817
Gaming	—		481,938		—		481,938
Pharmaceuticals	—		403,197		—		403,197
Common Stocks
Banks	436,252		—		—		436,252
Building Products	17,043		—		—		17,043
Chemicals	59,646		—		—		59,646
Printing & Publishing	47,965		—		—		47,965
Preferred Stocks
Banks	—		338,077		—		338,077
Media - Broadcast			17		—		17
Warrants
Building Products	—		—		1,152		1,152
Diversified Financial Services	—		20		—		20
Media - Cable	12,476		—		—		12,476
Short-Term Investments	9,201,582		—		—		9,201,582
Other Financial Instruments
Forward Foreign Currency Contracts	—		228,255		—		228,255
	$	9,774,964	$	198,359,840	$	1,152	$	208,135,956

*Other financial instruments include futures, forwards and swap contracts.

As of January 31, 2010, the amounts shown by the Fund as being Level 3 securities that were measured at fair value amounted to less than 0.01% of net assets.

Federal Income Tax Cost — At January 31, 2009, 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 $216,522,312, $11,522,905, $(20,137,516) and $(8,614,611) respectively.

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

Item 2: Controls and Procedures

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

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

Item 3: Exhibits

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

SIGNATURES

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

CREDIT SUISSE HIGH YIELD BOND FUND

/s/John G. Popp
Name:	John G. Popp
Title:	Chief Executive Officer
Date:	March 18, 2010

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.

/s/John G. Popp
Name:	John G. Popp
Title:	Chief Executive Officer
Date:	March 18, 2010

/s/Michael A. Pignataro
Name:	Michael A. Pignataro
Title:	Chief Financial Officer
Date:	March 18, 2010