PAGE 1 000 A000000 06/30/2006 000 C000000 0000825345 000 D000000 N 000 E000000 NF 000 F000000 Y 000 G000000 N 000 H000000 N 000 I000000 6.1 000 J000000 A 001 A000000 THE NEW AMERICA HIGH INCOME FUND, INC. 001 B000000 811-5399 001 C000000 6172636400 002 A000000 33 BROAD STREET 002 B000000 BOSTON 002 C000000 MA 002 D010000 02109 003 000000 N 004 000000 N 005 000000 N 006 000000 N 007 A000000 N 007 B000000 0 020 A000001 CITIGROUP 020 B000001 13-3082694 020 C000001 4 020 C000002 0 020 C000003 0 020 C000004 0 020 C000005 0 020 C000006 0 020 C000007 0 020 C000008 0 020 C000009 0 020 C000010 0 021 000000 4 022 A000001 GOLDMAN SACHS 022 B000001 13-5108880 022 C000001 140421 022 D000001 3836 022 A000002 LEHMAN BROTHERS 022 B000002 13-2518466 022 C000002 126451 022 D000002 3900 022 A000003 C.S. FIRST BOSTON 022 B000003 13-5659485 022 C000003 66946 022 D000003 13371 022 A000004 MORGAN STANLEY 022 B000004 13-2655998 022 C000004 56628 022 D000004 4240 PAGE 2 022 A000005 BANK OF AMERICA 022 B000005 56-2058405 022 C000005 39398 022 D000005 19330 022 A000006 J.P. MORGAN 022 B000006 13-3112953 022 C000006 51393 022 D000006 3407 022 A000007 DEUTSCHE BANK 022 B000007 13-2730828 022 C000007 43662 022 D000007 5904 022 A000008 CITIGROUP 022 B000008 13-3082694 022 C000008 39637 022 D000008 2795 022 A000009 MERRILL LYNCH 022 B000009 13-5674085 022 C000009 24570 022 D000009 3908 022 A000010 STATE STREET BANK 022 B000010 04-2456637 022 C000010 20 022 D000010 16550 023 C000000 604552 023 D000000 93366 062 A000000 Y 062 B000000 0.0 062 C000000 0.0 062 D000000 0.0 062 E000000 0.0 062 F000000 0.0 062 G000000 0.0 062 H000000 0.0 062 I000000 2.3 062 J000000 0.0 062 K000000 0.0 062 L000000 0.0 062 M000000 0.0 062 N000000 0.0 062 O000000 0.0 062 P000000 157.1 062 Q000000 0.0 062 R000000 1.1 063 A000000 0 063 B000000 6.7 066 A000000 N 071 A000000 99076 071 B000000 93611 071 C000000 319981 071 D000000 29 PAGE 3 072 A000000 6 072 B000000 12724 072 C000000 25 072 D000000 0 072 E000000 295 072 F000000 571 072 G000000 239 072 H000000 0 072 I000000 35 072 J000000 102 072 K000000 0 072 L000000 0 072 M000000 108 072 N000000 0 072 O000000 0 072 P000000 0 072 Q000000 0 072 R000000 27 072 S000000 62 072 T000000 0 072 U000000 0 072 V000000 20 072 W000000 251 072 X000000 1415 072 Y000000 0 072 Z000000 11629 072AA000000 0 072BB000000 383 072CC010000 0 072CC020000 1301 072DD010000 11341 072DD020000 0 072EE000000 0 073 A010000 0.0875 073 A020000 0.0000 073 B000000 0.0000 073 C000000 0.0000 074 A000000 16 074 B000000 0 074 C000000 4570 074 D000000 314305 074 E000000 2277 074 F000000 0 074 G000000 0 074 H000000 0 074 I000000 0 074 J000000 762 074 K000000 0 074 L000000 6387 074 M000000 7180 074 N000000 335497 PAGE 4 074 O000000 4704 074 P000000 99 074 Q000000 0 074 R010000 0 074 R020000 0 074 R030000 0 074 R040000 606 074 S000000 130000 074 T000000 200088 074 U010000 94756 074 U020000 0 074 V010000 2.11 074 V020000 0.00 074 W000000 0.0000 074 X000000 2962 074 Y000000 0 075 A000000 0 075 B000000 203372 076 000000 2.15 077 A000000 N 086 A010000 431 086 A020000 935 086 B010000 0 086 B020000 0 086 C010000 0 086 C020000 0 086 D010000 0 086 D020000 0 086 E010000 0 086 E020000 0 086 F010000 0 086 F020000 0 088 A000000 N 088 B000000 N 088 C000000 N 088 D000000 Y SIGNATURE ELLEN TERRY TITLE VICE PRESIDENT