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		811-05012

CREDIT SUISSE ASSET MANAGEMENT INCOME FUND, INC.
(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:	December 31st

Date of reporting period:	July 1, 2009 to September 30, 2009

Item 1: Schedule of Investments

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments

September 30, 2009 (unaudited)

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

U.S. CORPORATE BONDS (87.5%)
Aerospace & Defense (1.0%)
$	800	BE Aerospace, Inc., Senior Unsecured Notes (Callable 07/01/13 @ $104.25)	(BB, Ba3)	07/01/18	8.500	$	822,000
1,125		Hawker Beechcraft Acquisition Co., Global Company Guaranteed Notes (Callable 04/01/11 @ $104.25)	(CCC-, Caa3)	04/01/15	8.500	804,375
200		Hawker Beechcraft Acquisition Co., Global Company Guaranteed Notes (Callable 04/01/12 @ $104.88)	(CCC-, Ca)	04/01/17	9.750	123,000
						1,749,375
Agriculture (0.4%)
625		Southern States Cooperative, Inc., Rule 144A, Senior Notes (Callable 11/01/09 @ $100.00)‡	(B-, B3)	11/01/11	11.000	625,781

Auto Loans (2.2%)
825		Ford Motor Credit Co. LLC, Global Senior Unsecured Notes	(CCC+, Caa1)	08/01/12	7.500	792,630
1,725		Ford Motor Credit Co. LLC, Global Senior Unsecured Notes	(CCC+, Caa1)	10/01/13	7.000	1,620,479
425		Ford Motor Credit Co. LLC, Senior Unsecured Notes	(CCC+, Caa1)	08/10/11	9.875	431,213
425		Ford Motor Credit Co. LLC, Senior Unsecured Notes	(CCC+, Caa1)	10/01/14	8.700	416,721
525		Ford Motor Credit Co. LLC, Senior Unsecured Notes	(CCC+, Caa1)	12/15/16	8.000	487,722
						3,748,765
Auto Parts & Equipment (2.1%)
850		Altra Industrial Motion, Inc., Global Company Guaranteed Notes (Callable 12/01/09 @ $102.25)	(B+, B1)	12/01/11	9.000	871,250
500		American Axle & Manufacturing, Inc., Company Guaranteed Notes (Callable 03/01/12 @ $103.94)	(CCC-, Ca)	03/01/17	7.875	347,500
800		American Tire Distributors, Inc., Global Company Guarnteed Notes (Callable 04/01/10 @ $102.69)	(CCC+, Caa1)	04/01/13	10.750	736,000
800		Stanadyne Corp., Series 1, Global Senior Subordinated Notes (Callable 08/15/10 @ $103.33)	(CCC, Caa1)	08/15/14	10.000	676,000
737		The Goodyear Tire & Rubber Co., Global Company Guaranteed Notes (Callable 07/01/10 @ $104.50)	(B+, B1)	07/01/15	9.000	768,323
150		The Goodyear Tire & Rubber Co., Senior Unsecured Notes (Callable 05/15/12 @ $107.88)	(B+, B1)	05/15/16	10.500	163,500
						3,562,573
Banks (2.8%)
750		CIT Group, Inc., Senior Unsecured Notes#	(CC, Ca)	02/13/12	0.704	495,380
1,375		CIT Group, Inc., Senior Unsecured Notes	(CC, Ca)	02/13/12	5.400	902,892
2,073		GMAC LLC, Rule 144A, Company Guaranteed Notes‡	(CCC, Ca)	03/02/11	7.250	2,015,993
474		GMAC LLC, Rule 144A, Company Guaranteed Notes‡	(CCC, Ca)	04/01/11	6.000	449,115
47		GMAC LLC, Rule 144A, Company Guaranteed Notes‡	(CCC, Ca)	12/15/11	6.000	43,945
65		GMAC LLC, Rule 144A, Company Guaranteed Notes‡	(CCC, Ca)	12/31/13	7.500	57,525
933		GMAC LLC, Rule 144A, Company Guaranteed Notes‡	(CCC, Ca)	12/01/14	6.750	802,380
78		GMAC LLC, Rule 144A, Subordinated Notes‡	(CC, Ca)	12/31/18	8.000	59,670
						4,826,900
Beverages (0.4%)
225		Constellation Brands, Inc., Company Guaranteed Notes	(BB, Ba3)	12/15/14	8.375	235,688
525		Constellation Brands, Inc., Company Guaranteed Notes	(BB, Ba3)	09/01/16	7.250	525,000
						760,688
Brokerage (0.2%)
315		E*TRADE Financial Corp., Senior Unsecured Notes (Callable 12/01/10 @ $103.94)	(CCC, B3)	12/01/15	7.875	278,775

Building & Construction (1.5%)
468		Ashton Woods Finance Co., Rule 144A, Company Guaranteed Notes (Callable 02/24/14 @ $105.50)+‡	(NR, NR)	06/30/15	0.000	105,300
150		D.R. Horton, Inc., Company Guaranteed Notes	(BB-, Ba3)	05/01/13	6.875	153,750
500		K Hovnanian Enterprises, Inc., Global Company Guaranteed Notes	(D, Caa2)	01/15/16	6.250	377,500
800		Meritage Homes Corp., Global Company Guaranteed Notes (Callable 03/15/10 @ $103.13)	(B+, B1)	03/15/15	6.250	748,000
925		Standard Pacific Corp., Company Guaranteed Notes	(CCC, Caa1)	04/01/14	6.250	809,375

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

U.S. CORPORATE BONDS
Building & Construction
$	250	William Lyon Homes, Inc., Global Company Guaranteed Notes (Callable 02/15/10 @ $102.50)	(CC, Caa3)	02/15/14	7.500	$	118,750
350		William Lyon Homes, Inc., Global Company Guaranteed Notes (Callable 12/15/09 @ $101.91)	(CC, Caa3)	12/15/12	7.625	166,250
						2,478,925
Building Materials (1.7%)
750		AMH Holdings Inc., Global Senior Discount Notes (Callable 03/01/10 @ $103.75)	(CCC-, Caa2)	03/01/14	11.250	570,000
575		Building Materials Corp. of America, Global Secured Notes (Callable 08/01/10 @ $102.58)	(B+, B3)	08/01/14	7.750	556,313
975		CPG International I, Inc., Global Company Guaranteed Notes (Callable 07/01/10 @ $102.63)	(B-, Caa1)	07/01/13	10.500	828,750
300		Dayton Superior Corp., Company Guaranteed Notesø	(D, Caa3)	06/15/09	13.000	99,750
325		Norcraft Finance Corp., Global Company Guaranteed Notes (Callable 11/01/09 @ $100.00)	(B, Ba3)	11/01/11	9.000	326,625
250		Norcraft Holdings, Global Senior Discount Notes (Callable 09/01/10 @ $100.00)	(CCC, Caa1)	09/01/12	9.750	238,750
475		Nortek, Inc., Global Senior Subordinated Notes (Callable 09/01/10 @ $102.83)ø	(D, Ca)	09/01/14	8.500	330,125
750		NTK Holdings, Inc., Global Senior Discount Notes (Callable 09/01/10 @ $103.58)	(C, C)	03/01/14	10.750	24,375
						2,974,688
Chemicals (2.6%)
275		Chemtura Corp., Company Guaranteed Notesø	(D, NR)	06/01/16	6.875	290,125
650		Koppers Holdings, Inc., Global Senior Discount Notes (Callable 11/15/09 @ $104.94)+	(B-, B2)	11/15/14	0.000	654,875
425		Momentive Performance Materials, Inc., Global Company Guaranteed Notes (Callable 12/01/10 @ $104.88)	(C, Caa2)	12/01/14	9.750	331,500
438		Momentive Performance Materials, Inc., Rule 144A, Company Guaranteed Notes (Callable 12/15/11 @ $106.25)‡	(C, B3)	06/15/14	12.500	455,000
150		Nalco Co., Global Company Guaranteed Notes (Callable 11/15/09 @ $102.96)	(B, B2)	11/15/13	8.875	154,875
175		Nalco Co., Global Company Guaranteed Notes (Callable 11/15/09 @ $103.00)	(B, B2)	11/15/13	9.000	264,750
800		Nalco Finance Holdings, Inc., Global Senior Discount Notes (Callable 02/01/10 @ $103.00)	(B, B2)	02/01/14	9.000	830,000
750		PolyOne Corp., Senior Unsecured Notes	(B-, B1)	05/01/12	8.875	761,250
750		Reichhold Industries, Inc., Rule 144A, Senior Notes (Callable 08/15/10 @ $104.50)‡	(CCC+, Caa2)	08/15/14	9.000	626,250
						4,368,625
Computer Hardware (0.3%)
500		Activant Solutions, Inc., Global Company Guaranteed Notes (Callable 05/01/11 @ $104.75)	(CCC+, Caa1)	05/01/16	9.500	450,000

Consumer Products (1.2%)
650		AAC Group Holding Corp., Rule 144A, Senior Discount Notes (Callable 10/01/09 @ $102.56)‡	(CCC, Caa2)	10/01/12	10.250	627,250
625		Amscan Holdings, Inc., Global Senior Subordinated Notes (Callable 05/01/10 @ $102.92)	(CCC+, Caa1)	05/01/14	8.750	596,875
225		Jarden Corp., Company Guaranteed Notes (Callable 05/01/12 @ $103.75)	(B-, B3)	05/01/17	7.500	219,938
594		Prestige Brands, Inc., Global Senior Subordinated Notes (Callable 04/15/10 @ $100.00)	(B-, B3)	04/15/12	9.250	608,850
						2,052,913
Diversified Capital Goods (3.0%)
425		Anixter, Inc., Company Guaranteed Notes	(BB+, Ba2)	03/15/14	10.000	450,500
575		Belden, Inc., Rule 144A, Company Guaranteed Notes (Callable 06/15/14 @ $104.62)‡	(B+, Ba2)	06/15/19	9.250	600,875
725		Coleman Cable, Inc., Global Company Guaranteed Notes (Callable 10/01/09 @ $102.47)	(B+, B3)	10/01/12	9.875	674,250

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

U.S. CORPORATE BONDS
Diversified Capital Goods
$	575	Esco Corp., Rule 144A, Company Guaranteed Notes (Callable 12/15/09 @ $101.00)#‡	(B, B2)	12/15/13	4.174	$	520,375
800		Mueller Water Products, Inc., Global Company Guaranteed Notes (Callable 06/01/12 @ $103.69)	(B-, Caa1)	06/01/17	7.375	701,000
525		RBS Global & Rexnord Corp., Global Company Guaranteed Notes (Callable 08/01/10 @ $104.75)	(B-, Caa2)	08/01/14	9.500	511,875
450		Sensus USA Systems, Inc., Global Company Guaranteed Notes (Callable 12/15/09 @ $102.87)	(B-, B3)	12/15/13	8.625	447,750
625		Titan International, Inc., Global Company Guaranteed Notes	(B-, Caa1)	01/15/12	8.000	607,812
694		TriMas Corp., Global Company Guaranteed Notes (Callable 06/15/10 @ $100.00)	(B-, Caa2)	06/15/12	9.875	629,805
						5,144,242
Electric - Generation (5.0%)
200		Dynegy Holdings, Inc., Global Senior Unsecured Notes	(B, B3)	06/01/15	7.500	186,000
1,000		Dynegy Holdings, Inc., Global Senior Unsecured Notes	(B, B3)	05/01/16	8.375	940,000
1,075		Edison Mission Energy, Global Senior Unsecured Notes	(B, B2)	05/15/17	7.000	903,000
1,050		Edison Mission Energy, Global Senior Unsecured Notes	(B, B2)	05/15/19	7.200	855,750
1,200		Mirant Americas Generation LLC, Senior Unsecured Notes	(B-, B3)	10/01/21	8.500	1,050,000
268		Mirant Mid Atlantic LLC, Series B, Global Pass Thru Certificates	(BB, Ba1)	06/30/17	9.125	271,042
200		NRG Energy, Inc., Company Guaranteed Notes (Callable 01/15/12 @ $103.69)	(BB-, B1)	01/15/17	7.375	194,000
425		NRG Energy, Inc., Company Guaranteed Notes (Callable 02/01/11 @ $103.69)	(BB-, B1)	02/01/16	7.375	412,250
400		RRI Energy, Inc., Senior Unsecured Notes	(B+, B2)	06/15/14	7.625	394,500
3,275		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	2,374,375
1,300		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	942,500
						8,523,417
Electric - Integrated (1.0%)
1,000		The AES Corp., Global Senior Unsecured Notes	(BB-, B1)	10/15/17	8.000	1,011,250
200		The AES Corp., Rule 144A, Senior Unsecured Notes‡	(BB-, B1)	04/15/16	9.750	219,000
550		The AES Corp., Senior Unsecured Notes	(BB-, B1)	03/01/14	7.750	556,875
						1,787,125
Electronics (1.5%)
400		Amkor Technology, Inc., Global Senior Notes (Callable 05/15/10 @ $101.29)	(B+, B2)	05/15/13	7.750	401,500
700		Freescale Semiconductor, Inc., Company Guaranteed Notes (Callable 12/15/11 @ $105.06)	(CCC, Caa3)	12/15/16	10.125	469,000
175		Jabil Circuit, Inc., Global Senior Unsecured Notes	(BB+, Ba1)	03/15/18	8.250	178,500
150		Sanmina-SCI Corp., Company Guaranteed Notes (Callable 03/01/11 @ $104.06)	(CCC, B3)	03/01/16	8.125	141,000
675		Sanmina-SCI Corp., Global Company Guaranteed Notes (Callable 03/01/10 @ $101.69)	(CCC, B3)	03/01/13	6.750	644,625
800		Viasystems, Inc., Global Company Guaranteed Notes (Callable 01/15/10 @ $100.00)	(B+, Caa1)	01/15/11	10.500	793,000
						2,627,625
Energy - Exploration & Production (5.2%)
475		Berry Petroleum Co., Senior Subordinated Notes (Callable 11/01/11 @ $104.13)	(B, B3)	11/01/16	8.250	458,375
600		Chesapeake Energy Corp., Company Guaranteed Notes	(BB, Ba3)	07/15/13	7.625	599,250
175		Chesapeake Energy Corp., Company Guaranteed Notes	(BB, Ba3)	12/15/18	7.250	166,250
1,175		Chesapeake Energy Corp., Global Company Guaranteed Notes (Callable 01/15/10 @ $102.29)	(BB, Ba3)	01/15/16	6.875	1,119,187
425		Denbury Resources, Inc., Company Guaranteed Notes (Callable 03/01/13 @ $104.88)	(BB, B1)	03/01/16	9.750	453,688
850		Encore Acquisition Co., Company Guaranteed Notes (Callable 12/01/10 @ $103.63)	(B, B1)	12/01/17	7.250	794,750
300		Forest Oil Corp., Global Company Guaranteed Notes (Callable 06/15/12 @ $103.63)	(BB-, B1)	06/15/19	7.250	282,000

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

U.S. CORPORATE BONDS
Energy - Exploration & Production
$	600	Hilcorp Energy I, Rule 144A, Senior Unsecured Notes (Callable 06/01/11 @ $104.50)‡	(BB-, B3)	06/01/16	9.000	$	598,500
550		Mariner Energy, Inc., Company Guaranteed Notes (Callable 05/15/12 @ $104.00)	(B+, B3)	05/15/17	8.000	506,000
425		Penn Virginia Corp., Senior Notes (Callable 06/15/13 @ $105.19)	(BB-, B2)	06/15/16	10.375	461,125
925		PetroHawk Energy Corp., Global Company Guaranteed Notes (Callable 06/01/12 @ $103.94)	(B, B3)	06/01/15	7.875	915,750
275		Pioneer Natural Resources Co., Senior Unsecured Notes	(BB+, Ba1)	03/15/17	6.650	263,072
625		Plains Exploration & Production Co., Company Guaranteed Notes (Callable 06/15/11 @ $103.88)	(BB, B1)	06/15/15	7.750	623,438
350		Range Resources Corp., Company Guaranteed Notes (Callable 10/01/12 @ $103.75)	(BB, Ba3)	10/01/17	7.500	350,000
550		Stone Energy Corp., Global Senior Unsecured Notes (Callable 12/15/09 @ $103.38)	(B, Caa1)	12/15/14	6.750	420,750
525		Swift Energy Co, Company Guaranteed Notes (Callable 06/01/12 @ $103.56)	(BB-, B3)	06/01/17	7.125	459,375
450		Whiting Petroleum Corp., Global Company Guaranteed Notes	(BB, B1)	02/01/14	7.000	446,625
						8,918,135
Environmental (0.8%)
325		Casella Waste Systems, Inc., Rule 144A, Senior Secured Notes (Callable 07/15/12 @ $105.50)‡	(B+, B2)	07/15/14	11.000	342,875
1,000		Waste Services, Inc., Global Senior Subordinated Notes (Callable 04/15/10 @ $103.17)	(B-, Caa1)	04/15/14	9.500	1,000,000
						1,342,875
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	360,500
425		Rite Aid Corp., Global Company Guaranteed Notes (Callable 06/15/11 @ $104.69)	(CCC, Caa3)	12/15/15	9.375	347,438
425		Rite Aid Corp., Rule 144A, Senior Secured Notes (Callable Notes 06/12/13 @ $104.88)‡	(B+, B3)	06/12/16	9.750	461,125
50		Stater Brothers Holdings, Inc., Global Company Guaranteed Notes (Callable 04/15/11 @ $103.88)	(B+, B2)	04/15/15	7.750	48,750
325		Stater Brothers Holdings, Inc., Global Company Guaranteed Notes (Callable 06/15/10 @ $100.00)	(B+, B2)	06/15/12	8.125	328,250
						1,546,063
Food - Wholesale (0.4%)
250		Chiquita Brands International, Inc., Global Senior Unsecured Notes (Callable 11/01/09 @ $103.75)	(B, Caa2)	11/01/14	7.500	250,000
75		Dole Food Co., Inc., Global Company Guaranteed Notes	(CCC+, Caa1)	03/15/11	8.875	75,469
375		Smithfield Foods, Inc., Rule 144A, Senior Secured Notes‡	(B+, Ba3)	07/15/14	10.000	395,625
						721,094
Forestry & Paper (2.5%)
313		Boise Cascade LLC, Global Company Guaranteed Notes (Callable 10/15/09 @ $103.56)	(B+, Caa1)	10/15/14	7.125	250,400
475		Georgia-Pacific Corp., Debentures	(B+, B2)	06/15/15	7.700	482,125
200		Georgia-Pacific Corp., Rule 144A, Company Guaranteed Notes (Callable 01/15/12 @ $103.56)‡	(BB-, Ba3)	01/15/17	7.125	196,500
450		Georgia-Pacific LLC Rule 144A, Company Guaranteed Notes (Callable 05/01/13 @ $104.13)‡	(BB-, Ba3)	05/01/16	8.250	469,125
375		Newark Group, Inc., Global Senior Unsecured Notes (Callable 03/15/10 @ $103.25)ø	(D, C)	03/15/14	9.750	73,125
325		NewPage Corp., Global Company Guaranteed Notes (Callable 05/01/10 @ $103.00)	(CCC-, Caa3)	05/01/13	12.000	153,563
350		NewPage Corp., Global Senior Secured Notes (Callable 05/01/10 @ $103.00)	(CCC-, Caa2)	05/01/12	10.000	232,750
1,175		NewPage Corp., Rule 144A, Senior Secured Notes (Callable 03/31/12 @ $105.00)‡	(CCC+, B2)	12/31/14	11.375	1,160,312
1,000		Smurfit-Stone Container Enterprises, Inc., Global Senior Unsecured Notes (Callable 07/01/10 @ $100.00)ø	(D, NR)	07/01/12	8.375	718,750

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

U.S. CORPORATE BONDS
Forestry & Paper
$	75	Verso Paper Holdings LLC, Series B, Global Senior Secured Notes (Callable 08/01/10 @ $104.56)	(B-, B2)	08/01/14	9.125	$	55,875
675		Verso Paper, Inc., Series B, Global Company Guaranteed Notes (Callable 08/01/11 @ $105.69)	(CCC, Caa1)	08/01/16	11.375	426,937
						4,219,462
Gaming (5.3%)
775		Buffalo Thunder Development Authority, Rule 144A, Senior Secured Notes (Callable 12/15/10 @ $104.69)ø‡	(NR, NR)	12/15/14	9.375	141,438
125		Caesars Entertainment, Inc., Global Company Guaranteed Notes	(CCC-, Ca)	03/15/10	7.875	125,625
1,000		Caesars Entertainment, Inc., Global Company Guaranteed Notes	(CCC-, Ca)	05/15/11	8.125	975,000
775		CCM Merger, Inc., Rule 144A, Notes (Callable 08/01/10 @ $102.00)‡	(CCC+, Caa3)	08/01/13	8.000	639,375
140		Choctaw Resort Development Enterprise, Rule 144A, Senior Notes (Callable 11/15/11 @ $103.63)‡	(B, B2)	11/15/19	7.250	93,100
375		FireKeepers Development Authority, Rule 144A, Senior Secured Notes (Callable 05/01/12 @ $110.50)‡	(B, B3)	05/01/15	13.875	400,312
375		Fontainebleau Las Vegas Capital Corp., Rule 144A, Second Mortgage Notes (Callable 06/15/11 @ $105.13)ø‡	(NR, NR)	06/15/15	11.000	12,188
750		Harrahs Escrow Corp., Rule 144A, Senior Secured Notes (Callable 06/01/13 @ $105.62)‡	(B, Caa1)	06/01/17	11.250	774,375
475		Inn of the Mountain Gods Resort & Casino, Global Company Guaranteed Notes (Callable 11/15/09 @ $100.00)ø	(D, Ca)	11/15/10	12.000	222,062
825		Jacobs Entertainment, Inc., Global Company Guaranteed Notes (Callable 06/15/10 @ $104.88)	(B-, B3)	06/15/14	9.750	755,906
625		Majestic Star Casino Capital Corp., Senior Secured Notes (Callable 10/15/09 @ $100.00)ø	(D, Caa3)	10/15/10	9.500	406,250
850		Mashantucket Western Pequot Tribe, Rule 144A, Bonds (Callable 11/15/11 @ $104.25)‡	(CCC, Ca)	11/15/15	8.500	312,375
550		MGM Mirage, Inc., Company Guaranteed Notes	(CCC+, Caa2)	04/01/16	6.875	434,500
725		MGM Mirage, Inc., Company Guaranteed Notes	(CCC+, Caa2)	06/01/16	7.500	565,500
150		MGM Mirage, Inc., Company Guaranteed Notes	(CCC+, Caa2)	01/15/17	7.625	117,750
650		MGM Mirage, Inc., Rule 144A, Senior Secured Notes (Callable 05/15/13 @ $105.56)‡	(B, B1)	11/15/17	11.125	713,375
1,100		MTR Gaming Group, Inc., Rule 144A, Company Guaranteed Notes (Callable 07/15/11 @ $106.31)‡	(B, B2)	07/15/14	12.625	1,078,000
800		Peninsula Gaming LLC, Rule 144A, Senior Unsecured Notes (Callable 08/15/13 @ $105.38)‡	(B, B3)	08/15/17	10.750	808,000
435		Tropicana Finance Corp., Global Senior Subordinated Notes (Callable 12/15/10 @ $104.81)ø	(NR, NR)	12/15/14	9.625	544
475		Turning Stone Resort Casino Enterprise, Rule 144A, Senior Unsecured Notes (Callable 09/15/10 @ $104.56)‡	(B+, B1)	09/15/14	9.125	456,000
						9,031,675
Gas Distribution (2.8%)
600		Amerigas Partners LP, Global Senior Unsecured Notes (Callable 05/20/10 @ $103.63)	(NR, Ba3)	05/20/15	7.250	588,000
725		El Paso Corp., Senior Unsecured Notes	(BB-, Ba3)	06/01/18	7.250	716,726
1,150		El Paso Performance-Linked Trust, Rule 144A, Senior Unsecured Notes‡	(NR, Ba3)	07/15/11	7.750	1,180,505
525		Inergy Finance Corp., Global Company Guaranteed Notes (Callable 03/01/11 @ $104.13)	(B+, B1)	03/01/16	8.250	530,250
200		Inergy Finance Corp., Global Company Guaranteed Notes (Callable 12/15/09 @ $103.44)	(B+, B1)	12/15/14	6.875	192,000
350		MarkWest Energy Finance Corp., Series B, Global Company Guaranteed Notes (Callable 04/15/13 @ $104.38)	(B+, B2)	04/15/18	8.750	350,000
650		Targa Resources Partners Finance Corp., Global Company Guaranteed Notes (Callable 07/01/12 @ $104.13)	(B, B2)	07/01/16	8.250	619,125
650		The Williams Cos., Inc., Series A, Global Senior Unsecured Notes	(BB+, Baa3)	01/15/31	7.500	665,672
						4,842,278
Health Services (6.9%)
775		Bausch & Lomb, Inc., Global Senior Unsecured Notes (Callable 11/01/11 @ $104.94)	(B, Caa1)	11/01/15	9.875	815,687

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

U.S. CORPORATE BONDS
Health Services
$	350	Biomet, Inc., Global Company Guaranteed Notes (Callable 10/15/12 @ $105.00)	(B-, B3)	10/15/17	10.000	$	374,500
350		Biomet, Inc., Global Company Guaranteed Notes (Callable 10/15/12 @ $105.81)	(B-, Caa1)	10/15/17	11.625	383,250
725		Community Health Systems, Inc., Global Company Guaranteed Notes (Callable 07/15/11 @ $104.44)	(B, B3)	07/15/15	8.875	744,937
1,575		HCA, Inc., Global Secured Notes (Callable 11/15/11 @ $104.63)	(BB-, B2)	11/15/16	9.250	1,632,094
475		HCA, Inc., Global Senior Unsecured Notes	(B-, Caa1)	01/15/15	6.375	425,125
525		HCA, Inc., Rule 144A, Senior Secured Notes (Callable 08/15/14 @ $103.94)‡	(BB, Ba3)	02/15/20	7.875	528,281
475		HCA, Inc., Senior Unsecured Notes	(B-, Caa1)	10/01/12	6.300	458,375
325		HCA, Inc., Senior Unsecured Notes	(B-, Caa1)	02/15/13	6.250	312,000
375		HCA, Inc., Senior Unsecured Notes	(B-, Caa1)	07/15/13	6.750	360,938
625		Healthsouth Corp., Global Company Guaranteed Notes (Callable 06/15/11 @ $105.38)	(CCC+, Caa1)	06/15/16	10.750	681,250
450		Inverness Medical Innovations, Inc., Senior Subordinated Notes (Callable 05/15/13 @ $104.50)	(B-, B3)	05/15/16	9.000	448,312
400		OMEGA Healthcare Investors, Inc., Global Company Guaranteed Notes (Callable 01/15/11 @ $103.50)	(BB+, Ba3)	01/15/16	7.000	380,000
225		Rural/Metro Corp., Global Senior Discount Notes (Callable 03/15/10 @ $106.38)+	(CCC+, Caa1)	03/15/16	0.000	214,875
250		Service Corporation International, Global Senior Unsecured Notes	(BB-, B1)	06/15/17	7.000	245,000
150		Service Corporation International, Global Senior Unsecured Notes	(BB-, B1)	10/01/18	7.625	151,875
550		Stewart Enterprises, Inc., Global Company Guaranteed Notes (Callable 02/15/10 @ $101.56)	(BB-, Ba3)	02/15/13	6.250	537,625
725		Tenet Healthcare Corp., Global Senior Unsecured Notes	(CCC+, Caa2)	02/01/15	9.250	760,344
850		Tenet Healthcare Corp., Rule 144A, Senior Secured Notes (Callable 07/01/14 @ $ 104.37)‡	(BB-, B2)	07/01/19	8.875	901,000
275		Universal Hospital Services, Inc., Global Senior Secured Notes (Callable 06/01/10 @ $101.00)#	(B+, B3)	06/01/15	4.635	234,438
175		Universal Hospital Services, Inc., Global Senior Secured Notes (Callable 06/01/11 @ $104.25)	(B+, B3)	06/01/15	8.500	172,375
475		Vanguard Health Holding Co. II LLC, Global Company Guaranteed Notes (Callable 10/01/09 @ $104.50)	(CCC+, Caa1)	10/01/14	9.000	486,875
650		VWR Funding, Inc., Series B, Global Company Guaranteed Notes (Callable 07/15/11 @ $105.13)	(B-, Caa1)	07/15/15	10.250	596,375
						11,845,531
Hotels (0.7%)
425		Host Hotels & Resorts LP, Rule 144A, Senior Unsecured Notes (Callable 05/15/13 @ $104.50)‡	(BB+, Ba1)	05/15/17	9.000	452,625
750		Host Hotels & Resorts LP, Series Q, Global Company Guaranteed Notes (Callable 06/01/11 @ $103.33)	(BB+, Ba1)	06/01/16	6.750	716,250
						1,168,875
Household & Leisure Products (0.7%)
625		ACCO Brands Corp., Rule 144A, Senior Secured Notes (Callable 09/15/12 @ $105.31)‡	(BB-, B2)	03/15/15	10.625	656,250
550		ALH Finance Corp., Global Company Guaranteed Notes (Callable 01/15/10 @ 102.13)	(CCC+, Caa1)	01/15/13	8.500	525,250
						1,181,500
lnvestments & Misc. Financial Services (0.2%)
425		Nuveen Investments, Inc., Rule 144A, Senior Notes (Callable 11/15/11 @ $105.25)‡	(CCC, Caa3)	11/15/15	10.500	369,750

Leisure (0.3%)
472		Six Flags Operations, Inc., Rule 144A, Company Guaranteed Notes (Callable 07/15/13 @ $106.12)ø‡	(D, NR)	07/15/16	12.250	429,520
600		Six Flags, Inc., Global Senior Unsecured Notes (Callable 06/01/10 @ $103.21)ø	(D, NR)	06/01/14	9.625	114,000
						543,520

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

U.S. CORPORATE BONDS
Machinery (0.9%)
$	700	Baldor Electric Co., Company Guaranteed Notes (Callable 02/15/12 @ $104.31)	(B, B3)	02/15/17	8.625	$	714,000
500		CPM Holdings, Inc., Rule 144A, Senior Secured Notes (Callable 09/01/12 @ $105.31)‡	(B+, B2)	09/01/14	10.625	518,750
250		Terex Corp., Senior Subordinated Notes (Callable 11/15/12 @ $104.00)	(B, Caa1)	11/15/17	8.000	230,625
						1,463,375
Media - Broadcast (1.2%)
475		Allbritton Communications Co., Global Senior Subordinated Notes (Callable 12/15/09 @ $101.29)	(B-, Caa1)	12/15/12	7.750	448,875
515		Barrington Broadcasting Capital Corp., Global Company Guaranteed Notes (Callable 08/15/10 @ $105.25)	(CCC-, Caa3)	08/15/14	10.500	296,125
775		Clear Channel Communications, Inc., Senior Unsecured Notes	(CC, Ca)	09/15/14	5.500	345,844
46		CMP Susquehanna Corp., Global Company Guranteed Notes (Callable 05/15/10 @ $104.94)	(NR, Ca)	05/15/14	9.875	16,100
550		Fisher Communications, Inc., Global Company Guaranteed Notes (Callable 09/15/10 @ $102.88)	(B-, B2)	09/15/14	8.625	511,500
420		Local TV Finance LLC, Rule 144A, Senior Unsecured Notes (Callable 06/15/11 @ $104.63)‡	(CCC, Caa3)	06/15/15	9.250	144,900
337		Umbrella Acquisition, Inc., Rule 144A, Company Guaranteed Notes (Callable 03/15/11 @ $104.88)‡	(CCC, Caa2)	03/15/15	9.750	261,020
925		Young Broadcasting, Inc., Global Company Guaranteed Notes (Callable 01/15/10 @ $102.92)ø	(D, NR)	01/15/14	8.750	1,156
						2,025,520
Media - Cable (4.3%)
1,165		Atlantic Broadband Finance LLC, Global Company Guaranteed Notes (Callable 01/15/10 @ $103.13)	(B-, Caa1)	01/15/14	9.375	1,135,875
1,250		CCH I Capital Corp., Global Senior Secured Notes (Callable 10/01/10 @ $105.50)ø	(D, NR)	10/01/15	11.000	237,500
950		CCH II Capital Corp., Series B, Global Senior Unsecured Notesø	(D, NR)	09/15/10	10.250	1,068,750
495		Charter Communications Holdings Capital, Senior Unsecured Notesø	(D, NR)	04/01/11	9.920	3,713
325		Charter Communications Operating Capital, Rule 144A, Secured Notes‡	(D, B1)	04/30/12	10.000	332,312
450		CSC Holdings, Inc., Rule 144A, Senior Unsecured Notes‡	(BB, Ba3)	04/15/14	8.500	474,750
1,050		CSC Holdings, Inc., Rule 144A, Senior Unsecured Notes‡	(BB, Ba3)	02/15/19	8.625	1,115,625
250		CSC Holdings, Inc., Rule 144A, Senior Unsecured Notes (Callable 06/15/12 @ $104.25)‡	(BB, Ba3)	06/15/15	8.500	263,750
350		DirecTV Financing Co., Global Company Guaranteed Notes (Callable 05/15/12 @ $103.81)	(BBB-, Ba2)	05/15/16	7.625	376,250
850		DISH DBS Corp., Global Company Guaranteed Notes	(BB-, Ba3)	10/01/14	6.625	828,750
600		DISH DBS Corp., Global Company Guaranteed Notes	(BB-, Ba3)	05/31/15	7.750	615,000
200		DISH DBS Corp., Rule 144A, Company Guaranteed Notes‡	(BB-, Ba3)	09/01/19	7.875	203,000
475		Mediacom Broadband Corp., Global Senior Unsecured Notes (Callable 10/15/10 @ $104.25)	(B-, B3)	10/15/15	8.500	482,125
175		Mediacom Capital Corp., Rule 144A, Senior Notes (Callable 08/15/14 @ $104.56)‡	(B-, B3)	08/15/19	9.125	180,687
						7,318,087
Media - Services (0.9%)
250		Lamar Media Corp., Series C, Global Company Guaranteed Notes (Callable 08/15/10 @ $103.31)	(B, B2)	08/15/15	6.625	230,000
450		Nielsen Finance Co., Global Company Guaranteed Notes (Callable 05/01/13 @ $105.75)	(B-, Caa1)	05/01/16	11.500	474,750
675		WMG Acquisition Corp., Global Company Guaranteed Notes (Callable 04/15/10 @ $102.46)	(B, B1)	04/15/14	7.375	649,688
250		WMG Acquisition Corp., Rule 144A, Senior Secured Notes (Callable 06/15/13 @ $104.75)‡	(BB, Ba2)	06/15/16	9.500	265,000
						1,619,438
Metals & Mining - Excluding Steel (1.5%)
175		Aleris International, Inc., Global Company Guaranteed Notes (Callable 12/15/10 @ $104.50)ø	(D, NR)	12/15/14	9.000	193

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

U.S. CORPORATE BONDS
Metals & Mining - Excluding Steel
$	675	Aleris International, Inc., Global Company Guaranteed Notes (Callable 12/15/11 @ $105.00)ø	(D, NR)	12/15/16	10.000	$	742
600		Freeport-McMoRan Copper & Gold, Inc., Senior Unsecured Notes (Callable 04/01/11 @ $104.13)	(BBB-, Ba2)	04/01/15	8.250	638,954
625		Freeport-McMoRan Copper & Gold, Inc., Senior Unsecured Notes (Callable 04/01/12 @ $104.19)	(BBB-, Ba2)	04/01/17	8.375	665,771
1,089		Noranda Aluminium Acquisition Corp., Global Company Guaranteed Notes (Callable 05/15/10 @ $100.00)#	(D, Caa2)	05/15/15	5.413	772,878
475		Novelis, Inc., Rule 144A, Senior Unsecured Notes (Callable 08/15/12 @ $108.63)‡	(B-, Caa1)	02/15/15	11.500	482,125
						2,560,663
Non-Food & Drug Retailers (2.3%)
525		Asbury Automotive Group, Inc., Global Company Guaranteed Notes (Callable 03/15/12 @ $103.81)	(B-, Caa1)	03/15/17	7.625	467,250
825		Brookstone Company, Inc., Global Secured Notes (Callable 10/15/09 @ $106.00)	(CCC-, Caa3)	10/15/12	12.000	375,375
300		Michaels Stores, Inc., Global Company Guaranteed Notes (Callable 11/01/10 @ $105.00)	(CCC, Caa2)	11/01/14	10.000	297,000
500		Michaels Stores, Inc., Global Company Guaranteed Notes (Callable 11/01/11 @ $105.69)	(CCC, Caa3)	11/01/16	11.375	470,000
400		SGS International, Inc., Rule 144A, Global Senior Subordinated Notes (Callable 12/15/09 @ $106.00)‡	(B-, B3)	12/15/13	12.000	356,000
655		Susser Holdings LLC, Global Company Guaranteed Notes (Callable 12/15/09 @ $105.31)	(B+, B3)	12/15/13	10.625	679,562
1,000		The Neiman Marcus Group, Inc., Global Company Guaranteed Notes (Callable 10/15/10 @ $105.19)	(CCC+, Caa3)	10/15/15	10.375	860,000
400		Yankee Acquisition Corp., Series B, Global Company Guaranteed Notes (Callable 02/15/11 @ $104.25)	(B-, B3)	02/15/15	8.500	378,000
						3,883,187
Oil Field Equipment & Services (1.4%)
525		Bristow Group, Inc., Global Company Guaranteed Notes (Callable 09/15/12 @ $103.75)	(BB, Ba2)	09/15/17	7.500	501,375
525		Helix Energy Solutions Group, Inc., Rule 144A, Company Guaranteed Notes (Callable 01/15/12 @ $104.75)‡	(B+, B3)	01/15/16	9.500	527,625
250		Hornbeck Offshore Services, Inc., Rule 144A, Senior Notes (Callable 09/01/13 @ $104.00)‡	(BB-, Ba3)	09/01/17	8.000	247,500
350		Hornbeck Offshore Services, Inc., Series B, Global Company Guaranteed Notes (Callable 12/01/09 @ $103.06)	(BB-, Ba3)	12/01/14	6.125	326,375
300		Key Energy Services, Inc., Global Company Guaranteed Notes (Callable 12/01/11 @ $104.19)	(BB-, B1)	12/01/14	8.375	286,500
400		Pride International, Inc., Senior Unsecured Notes	(BBB-, Ba1)	06/15/19	8.500	442,000
						2,331,375
Oil Refining & Marketing (0.4%)
700		Western Refining, Inc., Rule 144A, Senior Secured Notes (Callable 12/15/11 @ $105.00)#‡	(BB-, B3)	06/15/14	10.750	668,500

Packaging (1.5%)
575		Berry Plastics Corp., Global Company Guaranteed Notes (Callable 03/01/11 @ $105.13)	(CCC, Caa2)	03/01/16	10.250	491,625
565		Berry Plastics Corp., Global Secured Notes (Callable 09/15/10 @ $104.44)	(CCC+, Caa1)	09/15/14	8.875	540,988
225		Crown Cork & Seal Co., Inc., Senior Unsecured Notes (Callable 04/15/10 @ $101.14)	(B+, B2)	04/15/23	8.000	214,875
825		GPC Capital Corp. I, Global Company Guaranteed Notes (Callable 10/15/09 @ $104.94)	(CCC+, Caa1)	10/15/14	9.875	851,812
25		Graham Packaging Company, Inc., Global Company Guaranteed Notes (Callable 10/15/09 @ $102.13)	(CCC+, Caa1)	10/15/12	8.500	25,375
533		Pliant Corp., Global Senior Secured Notesø	(D, NR)	06/15/09	11.625	461,671
						2,586,346

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

U.S. CORPORATE BONDS
Printing & Publishing (1.2%)
$	875	Cengage Learning Acquisitions, Inc., Rule 144A, Senior Notes (Callable 07/15/11 @ $105.25)‡	(CCC+, Caa2)	01/15/15	10.500	$	831,250
500		Cenveo Corp., Global Senior Subordinated Notes (Callable 12/01/09 @ $102.63)	(B-, Caa1)	12/01/13	7.875	403,750
250		Gannett Co., Inc., Rule 144A, Company Guaranteed Notes‡	(BB, Baa3)	11/15/14	8.750	246,163
1,125		Idearc, Inc., Global Company Guaranteed Notes (Callable 11/15/11 @ $104.00)ø	(D, NR)	11/15/16	8.000	56,250
2,000		Premier Graphics, Inc., Company Guaranteed Notesø^	(NR, NR)	12/01/05	11.500	0
1,215		The Reader’s Digest Association, Inc., Global Company Guaranteed Notes (Callable 02/15/12 @ $104.50)ø	(D, NR)	02/15/17	9.000	24,300
525		Valassis Communications, Inc., Global Company Guaranteed Notes (Callable 03/01/11 @ $104.13)	(CCC+, B3)	03/01/15	8.250	473,156
						2,034,869
Railroads (0.3%)
500		Kansas City Southern Railway, Company Guaranteed Notes (Callable 06/01/12 @ $104.00)	(B+, B2)	06/01/15	8.000	512,500

Restaurants (0.3%)
475		Denny’s Holdings, Inc., Global Company Guaranteed Notes (Callable 10/01/09 @ $102.50)	(B-, Caa1)	10/01/12	10.000	482,125

Software/Services (2.2%)
900		First Data Corp., Global Company Guaranteed Notes (Callable 09/30/11 @ $104.94)	(B-, Caa1)	09/24/15	9.875	835,875
950		SunGard Data Systems, Inc., Global Company Guaranteed Notes (Callable 08/15/10 @ $105.13)	(B-, Caa1)	08/15/15	10.250	973,750
475		Unisys Corp., Rule 144A, Senior Secured Notes (Callable 10/15/12 @ $106.38)‡	(BB-, Ba3)	10/15/14	12.750	505,875
700		Unisys Corp., Senior Unsecured Notes (Callable 01/15/12 @ $106.25)	(B, Caa1)	01/15/16	12.500	609,000
950		Vangent, Inc., Global Company Guaranteed Notes (Callable 02/15/11 @ $104.81)	(B-, Caa1)	02/15/15	9.625	889,438
						3,813,938
Steel Producers/Products (1.4%)
575		AK Steel Corp., Global Company Guaranteed Notes (Callable 06/15/10 @ $100.00)	(BB-, Ba3)	06/15/12	7.750	580,031
350		RathGibson, Inc., Global Company Guaranteed Notes (Callable 02/15/10 @ $105.63)ø	(NR, NR)	02/15/14	11.250	131,250
800		Ryerson, Inc., Global Senior Secured Notes (Callable 11/01/11 @ $106.00)	(CCC+, Caa1)	11/01/15	12.000	764,000
550		Steel Dynamics, Inc., Rule 144A, Senior Unsecured Notes (Callable 04/15/12 @ $103.88)‡	(BB+, Ba2)	04/15/16	8.250	555,500
475		Tube City IMS Corp., Global Company Guaranteed Notes (Callable 02/01/11 @ $104.88)	(B-, Caa1)	02/01/15	9.750	387,125
						2,417,906
Support-Services (3.9%)
200		ARAMARK Corp., Global Company Guaranteed Notes (Callable 02/01/10 @ $101.00)#	(B, B3)	02/01/15	3.983	174,500
225		ARAMARK Corp., Global Company Guaranteed Notes (Callable 02/01/11 @ $104.25)	(B, B3)	02/01/15	8.500	228,094
750		Ashtead Capital, Inc., Rule 144A, Secured Notes (Callable 08/15/11 @ $104.50)‡	(B, B2)	08/15/16	9.000	723,750
550		Dyncorp International, Series B, Global Senior Subordinated Notes (Callable 02/15/10 @ $102.38)	(B+, B1)	02/15/13	9.500	563,750
325		Hertz Corp., Global Company Guaranteed Notes (Callable 01/01/10 @ $104.44)	(CCC+, B2)	01/01/14	8.875	329,875
400		Hertz Corp., Global Company Guaranteed Notes (Callable 01/01/11 @ $105.25)	(CCC+, B3)	01/01/16	10.500	418,000
125		Iron Mountain, Inc., Company Guaranteed Notes (Callable 06/15/13 @ $104.00)	(B+, B2)	06/15/20	8.000	126,250
175		Iron Mountain, Inc., Senior Subordinated Notes (Callable 08/15/14 @ $104.19)	(B+, B2)	08/15/21	8.375	181,125

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

U.S. CORPORATE BONDS
Support-Services
$	850	JohnsonDiversey Holdings, Inc., Series B, Global Discount Notes (Callable 05/15/10 @ $100.00)	(CCC+, Caa1)	05/15/13	10.670	$	820,250
650		Mobile Services Group, Inc., Global Company Guaranteed Notes (Callable 08/01/10 @ $104.88)	(B+, B2)	08/01/14	9.750	664,625
525		Rental Service Corp., Global Company Guaranteed Notes (Callable 12/01/10 @ $104.75)	(B-, Caa2)	12/01/14	9.500	509,250
325		Sotheby’s, Global Company Guaranteed Notes	(B, B1)	06/15/15	7.750	279,500
175		Travelport LLC, Global Company Guaranteed Notes (Callable 09/01/10 @ $104.94)	(CCC-, B3)	09/01/14	9.875	170,187
775		Travelport LLC, Global Company Guaranteed Notes (Callable 09/01/11 @ $105.94)	(CC, Caa1)	09/01/16	11.875	713,000
625		United Rentals North America, Inc., Rule 144A, Company Guaranteed Notes (Callable 06/15/13 @ $105.44)‡	(B, B2)	06/15/16	10.875	671,875
						6,574,031
Telecom - Integrated/Services (5.3%)
275		Cincinnati Bell, Inc., Global Company Guaranteed Notes (Callable 02/15/10 @ $103.50)	(B+, Ba3)	02/15/15	7.000	268,125
375		Cincinnati Bell, Inc., Global Senior Subordinated Notes (Callable 01/15/10 @ $102.79)	(B-, B2)	01/15/14	8.375	378,750
1,200		Frontier Communications Corp., Global Senior Unsecured Notes	(BB, Ba2)	03/15/15	6.625	1,152,000
475		Frontier Communications Corp., Senior Unsecured Notes	(BB, Ba2)	10/01/18	8.125	480,344
700		Hughes Network Systems LLC, Global Company Guaranteed Notes (Callable 04/15/10 @ $104.75)	(B, B1)	04/15/14	9.500	707,000
1,675		Intelsat Corp., Global Senior Unsecured Notes (Callable 08/15/10 @ $103.13)	(BB-, B3)	08/15/14	9.250	1,725,250
850		Level 3 Financing, Inc., Global Company Guaranteed Notes (Callable 02/15/10 @ $101.00)#	(CCC, Caa1)	02/15/15	4.601	612,000
300		Level 3 Financing, Inc., Global Company Guaranteed Notes (Callable 03/15/10 @ $106.13)	(CCC, Caa1)	03/15/13	12.250	304,500
950		Paetec Holding Corp., Series WI, Global Company Guaranteed Notes (Callable 07/15/11 @ $104.75)	(CCC+, Caa1)	07/15/15	9.500	866,875
300		Qwest Communications International, Inc., Rule 144A, Company Guaranteed Notes (Callable 10/01/12 @ $104.00)‡	(B+, Ba3)	10/01/15	8.000	301,125
1,300		Qwest Communications International, Inc., Series B, Global Company Guaranteed Notes (Callable 02/15/10 @ $102.50)	(B+, Ba3)	02/15/14	7.500	1,290,250
675		Windstream Corp., Global Company Guaranteed Notes (Callable 08/01/11 @ $104.31)	(BB, Ba3)	08/01/16	8.625	693,562
300		Windstream Corp., Rule 144A, Company Guaranteed Notes‡	(BB, Ba3)	11/01/17	7.875	295,593
						9,075,374
Telecom - Wireless (3.5%)
375		Centennial Communications Corp., Global Company Guaranteed Notes (Callable 06/15/10 @ $101.69)	(B, B2)	06/15/13	10.125	388,125
675		Cricket Communications, Inc., Global Company Guaranteed Notes (Callable 11/01/10 @ $104.69)	(B-, B3)	11/01/14	9.375	688,500
200		Cricket Communications, Inc., Rule 144A, Senior Secured Notes (Callable 05/15/12 @ $105.81)‡	(B+, Ba2)	05/15/16	7.750	204,000
175		Crown Castle International Corp., Senior Unsecured Notes (Callable 01/15/13 @ $105.62)	(B+, B2)	01/15/15	9.000	184,187
640		MetroPCS Wireless, Inc., Global Company Guaranteed Notes (Callable 11/01/10 @ $104.63)	(B, B3)	11/01/14	9.250	657,600
2,325		Nextel Communications, Inc., Series F, Company Guaranteed Notes (Callable 03/15/10 @ $101.49)	(BB, Ba2)	03/15/14	5.950	2,069,250
1,950		Sprint Nextel Corp., Senior Unsecured Notes	(BB, Ba2)	12/01/16	6.000	1,750,125
						5,941,787
Textiles & Apparel (0.3%)
500		Levi Strauss & Co., Global Senior Notes (Callable 01/15/10 @ $104.88)	(B+, B2)	01/15/15	9.750	522,500

Theaters & Entertainment (0.8%)
625		AMC Entertainment, Inc., Global Senior Subordinated Notes (Callable 03/01/10 @ $102.67)	(CCC+, Caa1)	03/01/14	8.000	606,250

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

U.S. CORPORATE BONDS
Theaters & Entertainment
$	675	AMC Entertainment, Inc., Global Senior Unsecured Notes (Callable 06/01/14 @ $104.38)	(B-, B1)	06/01/19	8.750	$	700,313
						1,306,563
Tobacco (0.3%)
450		Alliance One International, Inc., Rule 144A, Senior Unsecured Notes (Callable 07/15/13 @ $105.00)‡	(B+, B2)	07/15/16	10.000	466,875
TOTAL U.S. CORPORATE BONDS (Cost $160,663,978)						149,296,134

FOREIGN CORPORATE BONDS (9.1%)
Aerospace & Defense (0.3%)
500		Bombardier, Inc., Rule 144A, Senior Unsecured Notes (Canada)‡	(BB+, Ba2)	05/01/14	6.300	485,000

Chemicals (0.9%)
1,125		Cognis GmbH, Rule 144A, Senior Secured Notes (Callable 11/15/09 @ $100.00) (Germany)#‡	(B-, B2)	09/15/13	2.299	950,625
1,125		Ineos Group Holdings PLC, Rule 144A, Secured Notes (Callable 02/15/11 @ $104.25) (United Kingdom)‡	(CCC-, Caa3)	02/15/16	8.500	540,000
						1,490,625
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	356,688

Electronics (0.5%)
600		Avago Technologies Finance, Global Company Guaranteed Notes (Callable 12/01/10 @ $105.94) (Singapore)	(B+, B2)	12/01/15	11.875	657,000
94		NXP Funding LLC, Rule 144A, Senior Secured Notes (Netherlands)‡	(B-, NR)	07/15/13	10.000	97,035
75		NXP Funding LLC, Series EXCH, Global Senior Secured Notes (Callable 10/15/10 @ $103.94) (Netherlands)	(CC, C)	10/15/14	7.875	59,250
						813,285
Energy - Exploration & Production (0.2%)
550		OPTI Canada, Inc., Global Senior Secured Notes (Callable 12/15/10 @ $104.13) (Canada)	(B, Caa1)	12/15/14	8.250	429,000

Forestry & Paper (0.5%)
1,450		Abitibi-Consolidated Co. of Canada, Global Company Guaranteed Notes (Canada)ø	(D, NR)	06/15/11	7.750	268,250
750		Smurfit Kappa Funding PLC, Global Senior Subordinated Notes (Callable 01/31/10 @ $103.88) (Ireland)	(B, B2)	04/01/15	7.750	663,750
						932,000
Gaming (0.6%)
400		Codere Finance Luxembourg SA, Rule 144A, Senior Secured Notes (Callable 06/15/10 @ $104.13) (Luxembourg)‡	(B, B2)	06/15/15	8.250	532,059
350		Peermont Global Proprietary, Ltd., Rule 144A, Senior Secured Notes (Callable 04/30/10 @ $105.81) (South Africa)‡	(B, B3)	04/30/14	7.750	439,971
						972,030
Media - Cable (0.8%)
400		Unitymedia GmbH, Rule 144A, Senior Secured Notes (Callable 02/15/10 @ $105.06) (Germany)‡	(B+, B2)	02/15/15	10.125	622,684
350		Virgin Media Finance PLC, Global Company Guaranteed Notes (Callable 04/15/10 @ $103.25) (United Kingdom)	(B, B2)	04/15/14	9.750	587,761
150		Virgin Media Finance PLC, Global Company Guaranteed Notes (Callable 08/15/11 @ $104.56) (United Kingdom)	(B, B2)	08/15/16	9.125	154,875
						1,365,320
Media - Diversified (0.5%)
775		Quebecor Media, Inc., Global Senior Unsecured Notes (Callable 03/15/11 @ $103.88) (Canada)	(B, B2)	03/15/16	7.750	771,125

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

FOREIGN CORPORATE BONDS
Metals & Mining - Excluding Steel (1.0%)
$	425	Teck Resources, Ltd., Global Senior Secured Notes (Canada)	(BB+, Ba2)	05/15/14	9.750	$	469,625
225		Teck Resources, Ltd., Global Senior Secured Notes (Callable 05/15/13 @ $105.13) (Canada)	(BB+, Ba2)	05/15/16	10.250	255,375
850		Teck Resources, Ltd., Global Senior Secured Notes (Callable 05/15/14 @ $105.38) (Canada)	(BB+, Ba2)	05/15/19	10.750	992,375
						1,717,375
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	475,000

Oil Refining & Marketing (0.2%)
400		Petroplus Finance, Ltd., Rule 144A, Senior Notes (Callable 09/15/15 @ $104.69) (Bermuda)‡	(BB-, B1)	09/15/19	9.375	396,000

Packaging (0.2%)
175		Impress Holdings BV, Rule 144A, Company Guaranteed Notes (Callable 09/15/10 @ $104.63) (Netherlands)‡	(B-, B3)	09/15/14	9.250	266,029

Pharmaceuticals (0.5%)
500		Elan Corp. PLC, Rule 144A, Company Guaranteed Notes (Callable 10/15/12 @ $108.75) (Ireland)‡	(B, B2)	10/15/16	8.750	493,550
325		Elan Finance Corp., Global Company Guaranteed Notes (Callable 12/01/10 @ $104.44) (Ireland)	(B, B2)	12/01/13	8.875	329,063
						822,613
Telecom - Integrated/Services (0.8%)
924		Global Crossing UK Finance, Global Company Guaranteed Notes (Callable 12/15/09 @ $105.38) (United Kingdom)	(B-, B3)	12/15/14	10.750	877,800
350		Hellas Telecommunications II SCA, Rule 144A, Subordinated Notes (Callable 01/15/10 @ $100.00) (Luxembourg)#‡	(C, Ca)	01/15/15	6.259	56,000
375		Intelsat Subsidiary Holding Co., Ltd., Global Company Guaranteed Notes (Callable 01/15/10 @ $104.44) (Bermuda)	(BB-, B3)	01/15/15	8.875	383,438
						1,317,238
Telecom - Wireless (0.3%)
350		Wind Acquisition Finance SA, Rule 144A, Senior Notes (Callable 07/15/13 @ $105.88) (Luxembourg)‡	(BB-, B2)	07/15/17	11.750	569,175

Telecommunications Equipment (0.1%)
400		Nortel Networks, Ltd., Global Company Guaranteed Notes (Callable 07/15/11 @ $105.38) (Canada)ø	(NR, NR)	07/15/16	10.750	232,000

Textiles & Apparel (0.0%)
150		IT Holding Finance SA, Rule 144A, Company Guaranteed Notes (Luxembourg)ø‡	(NR, NR)	11/15/12	9.875	37,273

Transportation - Excluding Air/Rail (1.2%)
1,150		Navios Maritime Holdings, Inc., Global Company Guaranteed Notes (Callable 12/15/10 @ $104.75) (Marshall Islands)	(B+, B3)	12/15/14	9.500	1,092,500
975		Ship Finance International, Ltd., Global Company Guaranteed Notes (Callable 12/15/09 @ $102.83) (Bermuda)	(B+, B1)	12/15/13	8.500	934,781
						2,027,281
TOTAL FOREIGN CORPORATE BONDS (Cost $16,345,512)						15,475,057

BANK LOANS (1.2%)
Electronics (0.4%)
925		AVAYA, Inc.	(NR, NR)	10/24/14	3.137	749,250

Energy - Exploration & Production (0.3%)
574		ATP Oil & Gas	(NR, NR)	07/15/14	5.750	529,379

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

BANK LOANS
Gaming (0.3%)
$	496	CCM Merger, Inc.	(NR, NR)	07/21/12	8.500	$		467,833

Pharmaceuticals (0.2%)
437		Nycomed Holdings Aps	(NR, NR)	12/29/13	7.350	402,711

TOTAL BANK LOANS (Cost $1,793,038)						2,149,173

Number of Shares

COMMON STOCKS (0.1%)
Automobile Parts & Equipment (0.0%)
1,219		Safelite Realty Corp.*^				13,775

Chemicals (0.0%)
4,893		Huntsman Corp.				44,575

Commercial Services & Supplies (0.1%)
10,652		Mail Well, Inc., Rule 144A*‡				73,712

Hotels, Restaurants & Leisure (0.0%)
1,500		Progressive Gaming International Corp.*				30

Media (0.0%)
7,500		Adelphia (Escrow Holding)*^				0
750,000		Adelphia Recovery Trust*^				0

						0

TOTAL COMMON STOCKS (Cost $933,494)						132,092

PREFERRED STOCKS (0.1%)
Banks (0.1%)
299		Preferred Blocker, Inc., Rule 144A (Callable 12/31/11 @ $1,000)‡				173,897

Media (0.0%)
10,727		CMP Susquehanna Radio Holdings Corp., Series A*				5,363

TOTAL PREFERRED STOCKS (Cost $62,588)						179,260

WARRANTS (0.0%)
Diversified Financial Services (0.0%)
12,259		CNB Capital Trust I, Rule 144A, expires 03/23/19*‡ (Cost $0)				6,130

Par (000)

SHORT-TERM INVESTMENT (1.0%)

$	1,754	State Street Bank and Trust Co. Euro Time Deposit (Cost $1,754,000)		10/01/09	0.010	1,754,000

TOTAL INVESTMENTS AT VALUE (99.0%) (Cost $181,552,610)						168,991,846

OTHER ASSETS IN EXCESS OF LIABILITIES (1.0%)						1,698,086

NET ASSETS (100.0%)						$	170,689,932

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

Open Forward Foreign Currency Contracts
USD	2,434,868	EUR	1,745,000	10/16/09	$	(2,434,868	)	$	(2,550,642	)	$	(115,774	)
USD	393,010	EUR	276,000	10/16/09	(393,010		)	(403,425		)	(10,415		)
USD	569,768	GBP	350,000	10/16/09	(569,768		)	(559,739		)	10,029

Total											$	(116,160	)

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 September 30, 2009, these securities amounted to a value of $37,718,368 or 22.1% of net assets.
+		Step Bond — The interest rate is as of September 30, 2009 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 Directors.
#		Variable rate obligations — The interest rate is the rate as of September 30, 2009.

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 Directors under procedures established by the Board of Directors.

The Fund adopted Financial Accounting Standards Board (“FASB”) Statement of Financial Accounting Standards No. 157, Fair Value Measurements (“FAS 157”), effective January 1, 2008. In accordance with FAS 157, 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. FAS 157 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 September 30, 2009 in valuing the Fund’s investments carried at value:

	Level 1		Level 2		Level 3		Total
Investments in Securities
U.S. Corporate Bonds
Aerospace & Defense	$	—	$	1,749,375	$	—	$	1,749,375
Agriculture	—		625,781		—		625,781
Auto Loans	—		3,748,765		—		3,748,765
Auto Parts & Equipment	—		3,562,573		—		3,562,573
Banks	—		4,826,900		—		4,826,900
Beverages	—		760,688		—		760,688
Brokerage	—		278,775		—		278,775
Building & Construction	—		2,478,925		—		2,478,925
Building Materials	—		2,974,688		—		2,974,688
Chemicals	—		4,368,625		—		4,368,625
Computer Hardware	—		450,000		—		450,000
Consumer Products	—		2,052,913		—		2,052,913
Diversified Capital Goods	—		5,144,242		—		5,144,242
Electric - Generation	—		8,523,417		—		8,523,417
Electric - Integrated	—		1,787,125		—		1,787,125
Electronics	—		2,627,625		—		2,627,625
Energy - Exploration & Production	—		8,918,135		—		8,918,135
Environmental	—		1,342,875		—		1,342,875
Food & Drug Retailers	—		1,546,063		—		1,546,063
Food - Wholesale	—		721,094		—		721,094
Forestry & Paper	—		4,219,462		—		4,219,462
Gaming	—		9,031,675		—		9,031,675
Gas Distribution	—		4,842,278		—		4,842,278
Health Services	—		11,845,531		—		11,845,531
Hotels	—		1,168,875		—		1,168,875
Household & Leisure Products	—		1,181,500		—		1,181,500
Investments & Misc. Financial Services	—		369,750		—		369,750
Leisure	—		543,520		—		543,520
Machinery	—		1,463,375		—		1,463,375
Media - Broadcast	—		2,025,520		—		2,025,520
Media - Cable	—		7,318,087		—		7,318,087
Media - Services	—		1,619,438		—		1,619,438
Metals & Mining - Excluding Steel	—		2,560,663		—		2,560,663
Non-Food & Drug Retailers	—		3,883,187		—		3,883,187
Oil Field Equipment & Services	—		2,331,375		—		2,331,375
Oil Refining & Marketing	—		668,500		—		668,500
Packaging	—		2,586,346		—		2,586,346
Printing & Publishing	—		2,034,869		—		2,034,869
Railroads	—		512,500		—		512,500
Restaurants	—		482,125		—		482,125
Software/Services	—		3,813,938		—		3,813,938
Steel Producers/Products	—		2,417,906		—		2,417,906
Support-Services	—		6,574,031		—		6,574,031
Telecom - Integrated/Services	—		9,075,374		—		9,075,374
Telecom - Wireless	—		5,941,787		—		5,941,787
Textiles & Apparel	—		522,500		—		522,500
Theaters & Entertainment	—		1,306,563		—		1,306,563
Tobacco	—		466,875		—		466,875
Foreign Corporate Bonds
Aerospace & Defense	—		485,000		—		485,000
Chemicals	—		1,490,625		—		1,490,625

Computer Hardware	—			356,688		—		356,688
Electronics	—			813,285		—		813,285
Energy - Exploration & Production	—			429,000		—		429,000
Forestry & Paper	—			932,000		—		932,000
Gaming	—			972,030		—		972,030
Media - Cable	—			1,365,320		—		1,365,320
Media - Diversified	—			771,125		—		771,125
Metals & Mining - Excluding Steel	—			1,717,375		—		1,717,375
Oil Field Equipment & Services	—			475,000		—		475,000
Oil Refining & Marketing	—			396,000		—		396,000
Packaging	—			266,029		—		266,029
Pharmaceuticals	—			822,613		—		822,613
Telecom - Integrated/Services	—			1,317,238		—		1,317,238
Telecom - Wireless	—			569,175		—		569,175
Telecommunications Equipment	—			232,000		—		232,000
Textiles & Apparel	—			37,273		—		37,273
Transportation - Excluding Air/Rail	—			2,027,281		—		2,027,281
Bank Loans
Electronics	—			749,250		—		749,250
Energy - Exploration & Production	—			529,379		—		529,379
Gaming	—			467,833		—		467,833
Pharmaceuticals	—			402,711		—		402,711
Common Stocks
Automobile Parts & Equipment	—			—		13,775		13,775
Chemicals	44,575			—		—		44,575
Commercial Services & Supplies	73,712			—		—		73,712
Hotels, Restaurants & Leisure	30			—		—		30
Media	—			—		—		0
Preferred Stocks
Banks	173,897			—		—		173,897
Media	—			5,363		—		5,363
Warrants
Diversified Financial Services	—			6,130		—		6,130
Short-Term Investments	—			1,754,000		—		1,754,000
Other Financial Instruments*
Forward Foreign Currency Contracts	(116,160		)	—		—		(116,160		)
	$	176,054		$	168,685,857	$	13,775	$	168,875,686

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

As of September 30, 2009, the amounts shown by the Fund as being Level 3 securities that were measured at fair value amounted to 0.01% of net assets.

Federal Income Tax Cost — At September 30, 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 $181,552,610, $8,674,533, $(21,235,297) and $(12,560,764), respectively.

Other information regarding the Fund is available in the Fund’s 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 ASSET MANAGEMENT INCOME FUND, INC.

/s/George R. Hornig
Name:	George R. Hornig
Title:	Chief Executive Officer
Date:	November 10, 2009

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/George R. Hornig
Name:	George R. Hornig
Title:	Chief Executive Officer
Date:	November 10, 2009

/s/Michael A. Pignataro
Name:	Michael A. Pignataro
Title:	Chief Financial Officer
Date:	November 10, 2009