Edgar Filing: CREDIT SUISSE ASSET MANAGEMENT INCOME FUND INC

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)

John G. Popp 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:	January 1, 2011 to March 31, 2011

Item 1: Schedule of Investments

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments

March 31, 2011 (unaudited)

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

CORPORATE BONDS (93.2%)
Auto Parts & Equipment (1.9%)
$	300	American Axle & Manufacturing Holdings, Inc., Rule 144A, Senior Secured Notes (Callable 01/15/14 @ $104.63)‡§	(BB-, Ba2)	01/15/17	9.250	$	334,500
500		American Axle & Manufacturing, Inc., Company Guaranteed Notes (Callable 03/01/12 @ $103.94)§	(B-, B3)	03/01/17	7.875	510,000
800		American Tire Distributors, Inc., Global Senior Secured Notes (Callable 06/01/13 @ $107.31)	(CCC+, B2)	06/01/17	9.750	884,000
675		ArvinMeritor, Inc., Company Guaranteed Notes (Callable 03/15/14 @ $105.31)	(CCC+, B3)	03/15/18	10.625	762,750
650		Stoneridge, Inc., Rule 144A, Senior Secured Notes (Callable 10/15/14 @ $104.75)‡	(B+, B3)	10/15/17	9.500	721,500
400		Uncle Acquisition 2010 Corp., Rule 144A, Senior Notes (Callable 02/15/15 @ $104.31)‡	(CCC+, B3)	02/15/19	8.625	422,000
						3,634,750
Automotive (1.7%)
1,350		Euro Lux SCA, Rule 144A, Senior Secured Notes (Callable 12/15/13 @ $106.66)‡	(BB-, Ba3)	12/15/17	8.875	2,049,890
1,075		Stanadyne Corp., Series 1, Global Senior Subordinated Notes (Callable 08/15/11 @ $101.67)	(CCC, Caa1)	08/15/14	10.000	1,107,250
						3,157,140
Banks (0.2%)
350		PFG Finance Corp., Rule 144A, Senior Notes (Callable 02/15/15 @ $105.06)‡	(B, B2)	02/15/19	10.125	367,063

Beverages (0.7%)
1,250		Beverages & More, Inc., Rule 144A, Senior Secured Notes (Callable 10/01/12 @ $104.81)‡	(B-, Caa1)	10/01/14	9.625	1,318,750

Building & Construction (1.0%)
468		Ashton Woods Finance Co., Rule 144A, Company Guaranteed Notes (Callable 02/24/14 @ $105.50)+‡	(NR, NR)	06/30/15	0.000	283,140
775		Euramax International, Inc., Rule 144A, Senior Secured Notes (Callable 04/01/13 @ $107.13)‡	(B-, Caa1)	04/01/16	9.500	790,500
500		K Hovnanian Enterprises, Inc., Global Company Guaranteed Notes§	(CCC-, Caa2)	01/15/16	6.250	375,000
350		William Lyon Homes, Inc., Global Company Guaranteed Notes§	(CC, Caa3)	12/15/12	7.625	300,125
250		William Lyon Homes, Inc., Global Company Guaranteed Notes (Callable 02/15/12 @ $100.00)	(CC, Caa3)	02/15/14	7.500	183,125
						1,931,890
Building Materials (2.5%)
750		Associated Materials LLC, Rule 144A, Senior Secured Notes (Callable 11/01/13 @ $106.84)‡	(B, B3)	11/01/17	9.125	804,375
300		Dayton Superior Corp., Company Guaranteed Notesø^	(NR, NR)	06/15/09	13.000	0
900		Headwaters, Inc., Rule 144A, Senior Secured Notes (Callable 04/01/15 @ $103.81)‡	(B+, B2)	04/01/19	7.625	904,500
1,905		International Wire Group, Inc., Rule 144A, Senior Secured Notes (Callable 10/15/12 @ $104.88)‡	(B, B3)	04/15/15	9.750	2,031,206
200		Nexeo Solutions Finance Corp., Rule 144A, Senior Subordinated Notes (Callable 03/01/14 @ $104.19)‡	(B-, B3)	03/01/18	8.375	205,000
114		Norcraft Capital Corp., Global Senior Discount Notes	(CCC, Caa1)	09/01/12	9.750	113,430
675		Norcraft Finance Corp., Global Senior Secured Notes (Callable 12/15/12 @ $105.25)	(B-, B2)	12/15/15	10.500	724,781
						4,783,292
Chemicals (3.9%)
600		Cy SCA, Rule 144A, Senior Secured Notes (Callable 07/15/13 @ $107.13)‡	(B+, B2)	07/15/17	9.500	657,000
475		Ferro Corp., Senior Unsecured Notes (Callable 08/15/14 @ $103.94)	(B, B2)	08/15/18	7.875	505,875
400		Ineos Finance PLC, Rule 144A, Senior Secured Notes (Callable 05/15/13 @ $104.50)‡	(B, B1)	05/15/15	9.000	438,500
1,300		Ineos Group Holdings PLC, Rule 144A, Company Guaranteed Notes (Callable 02/15/12 @ $102.83)‡§	(CCC, Caa2)	02/15/16	8.500	1,317,875

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

CORPORATE BONDS
Chemicals
$	269	Lyondell Chemical Co., Rule 144A, Senior Secured Notes (Callable 05/01/13 @ $106.00)‡	(BB, Ba2)	11/01/17	8.000	$	297,245
437		Momentive Performance Materials, Inc., Global Company Guaranteed Notes (Callable 12/15/11 @ $106.25)	(CCC, B2)	06/15/14	12.500	487,255
1,400		Omnova Solutions, Inc., Rule 144A, Company Guaranteed Notes (Callable 11/01/14 @ $103.94)‡	(B-, B2)	11/01/18	7.875	1,424,500
1,050		Polymer Group, Inc., Rule 144A, Senior Secured Notes (Callable 02/01/15 @ $103.88)‡	(B, B1)	02/01/19	7.750	1,088,062
750		Reichhold Industries, Inc., Rule 144A, Senior Notes (Callable 08/15/11 @ $102.25)‡	(CCC+, Caa2)	08/15/14	9.000	664,688
625		TPC Group LLC, Rule 144A, Senior Secured Notes (Callable 10/01/13 @ $106.19)‡	(B+, B1)	10/01/17	8.250	662,500
						7,543,500
Computer Hardware (1.5%)
1,000		Activant Solutions, Inc., Global Company Guaranteed Notes (Callable 05/01/11 @ $104.75)	(CCC+, Caa1)	05/01/16	9.500	1,035,000
1,730		Spansion LLC, Rule 144A, Company Guaranteed Notes (Callable 11/15/13 @ $103.94)‡	(B, B3)	11/15/17	7.875	1,768,925
						2,803,925
Consumer Products (1.8%)
400		Boart Longyear Management Pty, Ltd., Rule 144A, Company Guaranteed Notes (Callable 04/01/16 @ $103.50)‡	(BB-, Ba2)	04/01/21	7.000	412,000
1,100		NBTY, Inc., Rule 144A, Company Guaranteed Notes (Callable 10/01/14 @ $104.50)‡§	(B, B3)	10/01/18	9.000	1,199,000
500		Prestige Brands, Inc., Global Company Guaranteed Notes (Callable 04/01/14 @ $104.13)	(B, B3)	04/01/18	8.250	530,000
250		Prestige Brands, Inc., Rule 144A, Company Guaranteed Notes (Callable 04/01/14 @ $104.13)‡	(B, B3)	04/01/18	8.250	265,000
850		Spectrum Brands Holdings, Inc., Rule 144A, Secured Notes (Callable 06/15/14 @ $104.75)‡	(B, B2)	06/15/18	9.500	941,375
						3,347,375
Consumer/Commercial/Lease Financing (2.7%)
400		AWAS Aviation Capital, Ltd., Rule 144A, Senior Secured Notes (Callable 10/18/13 @ $103.50)‡	(BBB-, Ba2)	10/15/16	7.000	402,000
108		CIT Group, Inc., Senior Secured Notes (Callable 01/01/12 @ $100.00)§	(B+, B3)	05/01/13	7.000	110,236
212		CIT Group, Inc., Senior Secured Notes (Callable 01/01/12 @ $100.00)§	(B+, B3)	05/01/14	7.000	216,899
537		CIT Group, Inc., Senior Secured Notes (Callable 01/01/12 @ $100.00)	(B+, B3)	05/01/15	7.000	543,432
354		CIT Group, Inc., Senior Secured Notes (Callable 01/01/12 @ $100.00)	(B+, B3)	05/01/16	7.000	355,305
496		CIT Group, Inc., Senior Secured Notes (Callable 01/01/12 @ $100.00)	(B+, B3)	05/01/17	7.000	497,425
500		International Lease Finance Corp., Rule 144A, Senior Unsecured Notes‡	(BB+, B1)	03/15/17	9.000	563,750
1,200		iPayment, Inc., Global Company Guaranteed Notes (Callable 05/15/11 @ $102.44)	(CCC, Caa1)	05/15/14	9.750	1,200,000
1,075		Provident Funding Associates, Rule 144A, Senior Secured Notes (Callable 04/15/14 @ $105.13)‡§	(BB, Ba3)	04/15/17	10.250	1,204,000
						5,093,047
Department Stores (0.3%)
500		The Neiman Marcus Group, Inc., Global Company Guaranteed Notes (Callable 10/15/11 @ $103.46)§	(CCC+, Caa2)	10/15/15	10.375	529,375

Diversified Capital Goods (3.3%)
250		Belden, Inc., Global Company Guaranteed Notes (Callable 03/15/12 @ $103.50)	(BB-, Ba2)	03/15/17	7.000	257,188
575		Belden, Inc., Global Notes (Callable 06/15/14 @ $104.63)	(BB-, Ba2)	06/15/19	9.250	640,406
625		Coleman Cable, Inc., Global Company Guaranteed Notes (Callable 02/15/14 @ $104.50)§	(B, B3)	02/15/18	9.000	660,937
1,000		FCC Holdings, Inc., Rule 144A, Notes (Callable 12/15/12 @ $106.00)‡	(B-, B3)	12/15/15	12.000	1,026,250
700		Leucadia National Corp., Global Senior Unsecured Notes (Callable 03/15/12 @ $103.56)	(BB+, B1)	03/15/17	7.125	738,500

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

CORPORATE BONDS
Diversified Capital Goods
$	800	Mueller Water Products, Inc., Global Company Guaranteed Notes (Callable 06/01/12 @ $103.69)§	(CCC+, B3)	06/01/17	7.375	$	786,000
625		Mueller Water Products, Inc., Global Company Guaranteed Notes (Callable 09/01/15 @ $104.38)§	(B+, B1)	09/01/20	8.750	698,437
950		Sensus USA Systems, Inc., Global Company Guaranteed Notes (Callable 12/15/11 @ $100.00)	(B-, B3)	12/15/13	8.625	969,000
550		Trimas Corp., Global Senior Secured Notes (Callable 12/15/13 @ $104.88)	(B-, NR)	12/15/17	9.750	608,438
						6,385,156
Electric - Generation (4.1%)
800		Calpine Corp., Rule 144A, Senior Secured Notes (Callable 07/31/15 @ $103.94)‡	(B+, B1)	07/31/20	7.875	854,000
1,075		Edison Mission Energy, Global Senior Unsecured Notes	(B-, B3)	05/15/17	7.000	868,062
800		Edison Mission Energy, Global Senior Unsecured Notes§	(B-, B3)	05/15/19	7.200	628,000
1,200		Mirant Americas Generation LLC, Senior Unsecured Notes	(BB-, B3)	10/01/21	8.500	1,254,000
268		Mirant Mid Atlantic Trust, Series B, Global Pass Thru Certificates	(BB-, Ba1)	06/30/17	9.125	291,807
200		NRG Energy, Inc., Company Guaranteed Notes (Callable 01/15/12 @ $103.69)	(BB-, B1)	01/15/17	7.375	209,000
425		NRG Energy, Inc., Company Guaranteed Notes (Callable 02/01/12 @ $102.46)	(BB-, B1)	02/01/16	7.375	440,938
550		NRG Energy, Inc., Company Guaranteed Notes (Callable 06/15/14 @ $104.25)§	(BB-, B1)	06/15/19	8.500	581,625
700		NRG Energy, Inc., Rule 144A, Company Guaranteed Notes (Callable 09/01/15 @ $104.13)‡§	(BB-, B1)	09/01/20	8.250	731,500
2,200		Texas Competitive Electric Holdings Co., LLC, Series A, Global Company Guaranteed Notes (Callable 11/01/11 @ $105.13)§	(D, Caa3)	11/01/15	10.250	1,298,000
1,300		Texas Competitive Electric Holdings Co., LLC, Series B, Global Company Guaranteed Notes (Callable 11/01/11 @ $105.13)§	(D, Caa3)	11/01/15	10.250	763,750
						7,920,682
Electric - Integrated (0.7%)
200		The AES Corp., Global Senior Unsecured Notes	(BB, B1)	04/15/16	9.750	230,500
1,000		The AES Corp., Global Senior Unsecured Notes	(BB, B1)	10/15/17	8.000	1,080,000
						1,310,500
Electronics (0.8%)
850		Freescale Semiconductor, Inc., Rule 144A, Senior Secured Notes (Callable 03/15/14 @ $105.06)‡§	(B-, B1)	03/15/18	10.125	956,250
75		NXP Funding LLC, Series EXCH, Global Senior Secured Notes (Callable 10/15/11 @ $101.97)	(B-, B3)	10/15/14	7.875	78,094
525		Sanmina-SCI Corp., Company Guaranteed Notes (Callable 03/01/12 @ $102.71)§	(CCC+, B2)	03/01/16	8.125	546,000
						1,580,344
Energy - Exploration & Production (7.9%)
475		Comstock Resources, Inc., Company Guaranteed Notes (Callable 04/01/15 @ $103.88)	(B, B2)	04/01/19	7.750	483,906
1,475		Comstock Resources, Inc., Company Guaranteed Notes (Callable 10/15/13 @ $104.19)§	(B, B2)	10/15/17	8.375	1,552,437
475		Denbury Resources, Inc., Company Guaranteed Notes (Callable 03/01/13 @ $104.88)	(BB-, B1)	03/01/16	9.750	537,938
1,300		Energy Partners, Ltd., Rule 144A, Senior Notes (Callable 02/15/15 @ $104.13)‡	(B-, Caa1)	02/15/18	8.250	1,300,000
625		Energy XXI Gulf Coast, Inc., Rule 144A, Company Guaranteed Notes (Callable 12/15/14 @ $104.63)‡	(B, Caa1)	12/15/17	9.250	670,313
625		EXCO Resources, Inc., Company Guaranteed Notes (Callable 09/15/14 @ $103.75)	(B, B3)	09/15/18	7.500	637,500
300		Forest Oil Corp., Global Company Guaranteed Notes (Callable 06/15/12 @ $103.63)	(BB-, B1)	06/15/19	7.250	315,000
600		Hilcorp Finance Co., Rule 144A, Senior Unsecured Notes (Callable 06/01/11 @ $104.50)‡	(BB-, B2)	06/01/16	9.000	631,500
725		Linn Energy Finance Corp., Rule 144A, Company Guaranteed Notes (Callable 09/15/15 @ $103.88)‡§	(B, B2)	02/01/21	7.750	777,562

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

CORPORATE BONDS
Energy - Exploration & Production
$	1,750	McMoRan Exploration Co., Company Guaranteed Notes (Callable 11/15/11 @ $105.94)	(B, Caa1)	11/15/14	11.875	$	1,933,750
825		Northern Tier Finance Corp., Rule 144A, Senior Secured Notes (Callable 12/01/13 @ $107.88)‡	(BB-, B1)	12/01/17	10.500	938,437
550		Oasis Petroleum, Inc., Rule 144A, Senior Notes (Callable 02/01/15 @ $103.63)‡	(B-, Caa1)	02/01/19	7.250	558,250
425		Penn Virginia Corp., Senior Notes (Callable 06/15/13 @ $105.19)	(BB-, B2)	06/15/16	10.375	482,375
900		Petrohawk Energy Corp., Global Company Guaranteed Notes (Callable 08/15/14 @ $103.63)	(B+, B3)	08/15/18	7.250	931,500
1,250		Pioneer Natural Resources Co., Senior Unsecured Notes§	(BB+, Ba1)	01/15/20	7.500	1,414,035
200		Stone Energy Corp., Company Guaranteed Notes (Callable 02/01/14 @ $104.31)	(B, Caa1)	02/01/17	8.625	209,500
675		Stone Energy Corp., Global Senior Subordinated Notes (Callable 12/15/11 @ $101.13)§	(CCC+, Caa2)	12/15/14	6.750	675,000
525		Swift Energy Co., Company Guaranteed Notes (Callable 06/01/12 @ $103.56)	(BB-, B3)	06/01/17	7.125	539,438
450		Whiting Petroleum Corp., Global Company Guaranteed Notes§	(BB, Ba3)	02/01/14	7.000	481,500
						15,069,941
Environmental (1.2%)
925		Casella Waste Systems, Inc., Global Senior Secured Notes (Callable 07/15/12 @ $105.50)	(BB-, B2)	07/15/14	11.000	1,052,187
725		Darling International, Inc., Rule 144A, Company Guaranteed Notes (Callable 12/15/14 @ $104.25)‡	(BB-, B2)	12/15/18	8.500	792,063
450		EnergySolutions LLC, Rule 144A, Company Guaranteed Notes (Callable 08/15/14 @ $105.38)‡	(BB-, B3)	08/15/18	10.750	501,750
						2,346,000
Food & Drug Retailers (0.6%)
650		Rite Aid Corp., Global Company Guaranteed Notes (Callable 06/15/11 @ $104.69)§	(CCC, Caa3)	12/15/15	9.375	595,563
425		Rite Aid Corp., Global Senior Secured Notes (Callable 06/12/13 @ $104.88)§	(B+, B3)	06/12/16	9.750	473,875
						1,069,438
Food - Wholesale (1.7%)
1,850		Blue Merger Sub, Inc., Rule 144A, Company Guaranteed Notes (Callable 02/15/14 @ $103.81)‡	(B-, B3)	02/15/19	7.625	1,884,687
1,325		Southern States Cooperative, Inc., Rule 144A, Senior Notes (Callable 05/15/13 @ $105.63)‡	(B+, B3)	05/15/15	11.250	1,447,563
						3,332,250
Forestry & Paper (1.5%)
388		Boise Cascade LLC, Global Company Guaranteed Notes (Callable 10/15/11 @ $101.19)	(B+, Caa1)	10/15/14	7.125	385,090
500		Smurfit Kappa Acquisitions, Rule 144A, Senior Secured Notes (Callable 11/15/13 @ $103.63)‡	(BB, Ba2)	11/15/17	7.250	734,384
750		Smurfit Kappa Funding PLC, Global Senior Subordinated Notes (Callable 01/31/12 @ $101.29)	(B, B2)	04/01/15	7.750	770,625
1,000		Stone & Webster, Inc.	(NR, NR)	07/01/12	8.375	70,000
200		Verso Paper, Inc., Rule 144A, Senior Secured Notes (Callable 02/01/15 @ $104.38)‡	(B, B2)	02/01/19	8.750	209,000
675		Verso Paper, Inc., Series B, Global Company Guaranteed Notes (Callable 08/01/11 @ $105.69)§	(CCC+, Caa1)	08/01/16	11.375	718,875
						2,887,974
Gaming (6.8%)
475		Ameristar Casinos, Inc., Global Company Guaranteed Notes (Callable 12/01/11 @ $104.63)	(B+, B2)	06/01/14	9.250	524,281
525		Ameristar Casinos, Inc., Rule 144A, Senior Notes (Callable 04/15/15 @ $105.63)‡	(B+, B3)	04/15/21	7.500	520,406
775		Buffalo Thunder Development Authority, Rule 144A, Senior Secured Notes (Callable 12/15/11 @ $102.34)‡ø	(NR, NR)	12/15/14	9.375	286,750
1,550		CCM Merger, Inc., Rule 144A, Notes (Callable 08/01/11 @ $100.00)‡	(CCC+, Caa3)	08/01/13	8.000	1,550,000

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

CORPORATE BONDS
Gaming
$	605	Choctaw Resort Development Enterprise, Rule 144A, Senior Notes (Callable 11/15/11 @ $103.63)‡	(B, B3)	11/15/19	7.250	$	468,875
950		Chukchansi Economic Development Authority, Rule 144A, Senior Unsecured Notes (Callable 11/15/11 @ $100.00)‡	(B, B3)	11/15/13	8.000	707,750
375		Fontainebleau Las Vegas Holdings LLC, Rule 144A, Second Mortgage Notes (Callable 06/15/11 @ $105.13)‡ø	(NR, NR)	06/15/15	11.000	1,875
1,250		Great Canadian Gaming Corp., Rule 144A, Company Guaranteed Notes (Callable 02/15/12 @ $101.81)‡	(BB, B2)	02/15/15	7.250	1,281,250
1,300		Greektown Superholdings, Inc., Series B, Global Senior Secured Notes (Callable 01/01/13 @ $106.50)	(NR, NR)	07/01/15	13.000	1,482,000
320		Inn of the Mountain Gods Resort & Casino, Rule 144A, Senior Secured Notes‡§	(NR, NR)	11/30/20	1.250	176,000
142		Inn of the Mountain Gods Resort & Casino, Rule 144A, Senior Secured Notes (Callable 10/01/11 @ $103.00)‡	(NR, NR)	11/30/20	8.750	140,225
1,250		Jacobs Entertainment, Inc., Global Company Guaranteed Notes (Callable 06/15/11 @ $102.44)	(B-, Caa1)	06/15/14	9.750	1,268,750
625		Majestic Star Casino Capital Corp., Senior Secured Notesø	(NR, NR)	10/15/10	9.500	328,906
1,100		MTR Gaming Group, Inc., Global Secured Notes (Callable 07/15/11 @ $106.31)	(B, B2)	07/15/14	12.625	1,177,000
350		Peermont Global Proprietary, Ltd., Rule 144A, Senior Secured Notes (Callable 04/30/11 @ $103.88)‡	(B, B3)	04/30/14	7.750	449,500
850		Peninsula Gaming LLC, Global Company Guaranteed Notes (Callable 08/15/13 @ $105.38)	(B, Caa1)	08/15/17	10.750	937,125
275		Peninsula Gaming LLC, Global Senior Secured Notes (Callable 08/15/12 @ $104.19)§	(BB, Ba3)	08/15/15	8.375	294,937
435		Tropicana Finance Corp., Global Senior Subordinated Notes (Callable 12/15/11 @ $102.41)ø	(NR, NR)	12/15/14	9.625	218
1,475		Tunica-Biloxi Gaming Authority, Rule 144A, Senior Unsecured Notes (Callable 11/15/11 @ $103.00)‡	(B+, B2)	11/15/15	9.000	1,469,469
						13,065,317
Gas Distribution (2.1%)
2,250		Energy Transfer Equity LP, Company Guaranteed Notes	(BB-, Ba2)	10/15/20	7.500	2,458,125
850		Genesis Energy Finance Corp., Rule 144A, Company Guaranteed Notes (Callable 12/15/14 @ $103.94)‡	(B+, B3)	12/15/18	7.875	860,625
650		Targa Resources Partners Finance Corp., Global Company Guaranteed Notes (Callable 07/01/12 @ $104.13)	(B+, B1)	07/01/16	8.250	687,375
						4,006,125
Health Facilities (1.5%)
455		Bausch & Lomb, Inc., Global Senior Unsecured Notes (Callable 11/01/11 @ $104.94)	(B, Caa1)	11/01/15	9.875	490,263
400		Omega Healthcare Investors, Inc., Global Company Guaranteed Notes (Callable 01/15/12 @ $102.33)§	(BB+, Ba2)	01/15/16	7.000	414,250
300		Omega Healthcare Investors, Inc., Rule 144A, Senior Notes (Callable 10/15/15 @ $103.38)‡	(BB+, Ba2)	10/15/22	6.750	307,875
500		Radiation Therapy Services, Inc., Global Company Guaranteed Notes (Callable 04/15/14 @ $104.94)	(CCC+, B3)	04/15/17	9.875	512,500
275		Universal Hospital Services, Inc., Global Senior Secured Notes (Callable 06/01/11 @ $100.00)#	(B+, B3)	06/01/15	3.834	268,125
175		Universal Hospital Services, Inc., Global Senior Secured Notes (Callable 06/01/11 @ $104.25)	(B+, B3)	06/01/15	8.500	183,531
687		VWR Funding, Inc., Series B, Global Company Guaranteed Notes (Callable 07/15/11 @ $105.13)§	(B-, Caa1)	07/15/15	10.250	729,473
						2,906,017
Health Services (2.2%)
450		PharmaNet Development Group, Inc., Rule 144A, Senior Secured Notes (Callable 04/15/14 @105.44)‡	(B+, B3)	04/15/17	10.875	497,250
825		Quintiles Transnational Corp., Rule 144A, Senior Notes (Callable 12/30/11 @ $102.00)‡	(B, B3)	12/30/14	9.500	845,625
550		Service Corp. International, Senior Unsecured Notes	(BB-, Ba3)	11/15/21	8.000	602,250
1,000		STHI Holding Corp., Rule 144A, Secured Notes (Callable 03/15/14 @ $106.00)‡	(B, B2)	03/15/18	8.000	1,040,000

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

CORPORATE BONDS
Health Services
$	1,125	Warner Chilcott Finance LLC, Rule 144A, Company Guaranteed Notes (Callable 09/15/14 @ $103.88)‡	(B+, B3)	09/15/18	7.750	$	1,184,062
						4,169,187
Hotels (0.3%)
475		Felcor Lodging LP, Global Senior Secured Notes§	(NR, B2)	10/01/14	10.000	545,063

Integrated Energy (0.2%)
400		Covanta Holding Corp., Senior Unsecured Notes (Callable 12/01/15 @ $103.63)	(B, Ba3)	12/01/20	7.250	420,949

Investments & Misc. Financial Services (0.6%)
350		CNL Income Properties, Inc., Rule 144A, Company Guaranteed Notes (Callable 04/15/15 @ $103.63)‡	(BB-, Ba3)	04/15/19	7.250	347,372
775		Offshore Group Investments, Ltd., Global Senior Secured Notes (Callable 02/01/13 @ $108.63)	(B-, NR)	08/01/15	11.500	864,125
						1,211,497
Leisure (1.2%)
350		Magnum Management Corp., Rule 144A, Company Guaranteed Notes (Callable 08/01/14 @ $104.56)‡	(B-, B2)	08/01/18	9.125	381,500
1,000		Palace Entertainment Holdings Corp., Rule 144A, Senior Secured Notes (Callable 04/15/14 @ $104.44)‡	(B-, B2)	04/15/17	8.875	1,027,500
775		UCDP Finance, Inc., Global Company Guaranteed Notes (Callable 11/15/12 @ $104.44)	(CCC+, B3)	11/15/15	8.875	847,656
						2,256,656
Machinery (0.4%)
500		CPM Holdings, Inc., Rule 144A, Senior Secured Notes (Callable 09/01/12 @ $105.31)‡	(B+, B2)	09/01/14	10.875	542,500
250		Terex Corp., Senior Subordinated Notes (Callable 11/15/12 @ $104.00)§	(B, B3)	11/15/17	8.000	264,688
						807,188
Media - Broadcast (1.3%)
515		Barrington Broadcasting Capital Corp., Global Company Guaranteed Notes (Callable 08/15/11 @ $102.63)	(CCC-, Caa2)	08/15/14	10.500	521,438
46		CMP Susquehanna Corp., Global Company Guaranteed Notes	(NR, NR)	05/15/14	3.272	32,563
550		Fisher Communications, Inc., Global Company Guaranteed Notes (Callable 09/15/11 @ $101.44)	(B-, B2)	09/15/14	8.625	567,187
950		Mission Broadcasting, Inc., Global Senior Secured Notes (Callable 04/15/14 @ $104.44)§	(B, B3)	04/15/17	8.875	1,033,125
250		Nexstar Broadcasting, Inc., Global Company Guaranteed Notes (Callable 01/15/12 @ $100.00)	(CCC+, Caa2)	01/15/14	7.000	245,313
925		Young Broadcasting, Inc., Global Company Guaranteed Notes (Callable 01/15/12 @ $100.00)ø^	(NR, NR)	01/15/14	8.750	0
						2,399,626
Media - Cable (5.4%)
1,165		Atlantic Broadband Finance LLC, Global Company Guaranteed Notes (Callable 01/15/12 @ $100.00)	(B-, B3)	01/15/14	9.375	1,188,300
150		Cablevision Systems Corp., Senior Unsecured Notes	(B+, B1)	04/15/18	7.750	162,750
600		Cablevision Systems Corp., Senior Unsecured Notes§	(B+, B1)	04/15/20	8.000	657,000
694		CCH II Capital Corp., Global Senior Notes (Callable 11/30/12 @ $106.75)	(B, B2)	11/30/16	13.500	834,736
1,450		CCO Holdings Capital Corp., Global Company Guaranteed Notes (Callable 04/30/15 @ $104.06)§	(B+, B2)	04/30/20	8.125	1,584,125
900		Cequel Capital Corp., Rule 144A, Senior Unsecured Notes (Callable 11/15/12 @ $106.47)‡	(B-, B3)	11/15/17	8.625	942,750
1,050		CSC Holdings LLC, Global Senior Unsecured Notes§	(BB, Ba3)	02/15/19	8.625	1,207,500
600		DISH DBS Corp., Global Company Guaranteed Notes	(BB-, Ba3)	05/31/15	7.750	660,000
1,150		Insight Communications Co., Inc., Rule 144A, Senior Notes (Callable 07/15/13 @ $107.03)‡	(B-, B3)	07/15/18	9.375	1,282,250
350		Kabel Baden-Wurttemberg GmbH & Co. KG, Rule 144A, Senior Secured Notes (Callable 03/15/15 @ $103.75)‡	(B+, B1)	03/15/19	7.500	360,500

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

CORPORATE BONDS
Media - Cable
$	475	Mediacom Broadband Corp., Global Senior Unsecured Notes (Callable 10/15/11 @ $102.83)§	(B-, B3)	10/15/15	8.500	$	495,187
200		Unitymedia NRW GmbH, Rule 144A, Senior Secured Notes (Callable 12/01/12 @ $108.22)‡	(BB-, B1)	12/01/17	8.125	299,430
150		Virgin Media Finance PLC, Global Company Guaranteed Notes (Callable 08/15/11 @ $104.56)§	(BB-, Ba2)	08/15/16	9.125	159,750
500		Virgin Media Finance PLC, Global Company Guaranteed Notes (Callable 10/15/14 @ $104.19)	(BB-, Ba2)	10/15/19	8.375	565,000
						10,399,278
Media - Diversified (1.4%)
1,800		Block Communications, Inc., Rule 144A, Senior Notes (Callable 12/15/11 @ $102.75)‡	(B, B1)	12/15/15	8.250	1,858,500
775		Quebecor Media, Inc., Global Senior Unsecured Notes (Callable 03/15/12 @ $102.58)	(B+, B1)	03/15/16	7.750	807,937
						2,666,437
Media - Services (1.7%)
200		Clear Channel Worldwide Holdings, Inc., Global Company Guaranteed Notes (Callable 12/15/12 @ $106.94)	(B, B2)	12/15/17	9.250	219,500
675		Clear Channel Worldwide Holdings, Inc., Series B, Global Company Guaranteed Notes (Callable 12/15/12 @ $106.94)	(B, B2)	12/15/17	9.250	743,344
400		inVentiv Health, Inc., Rule 144A, Company Guaranteed Notes (Callable 08/15/14 @ $105.00)‡	(B-, Caa1)	08/15/18	10.000	417,000
293		Nielsen Finance Co., Global Company Guaranteed Notes (Callable 05/01/13 @ $105.75)	(B+, B2)	05/01/16	11.500	346,473
400		SGS International, Inc., Global Company Guaranteed Notes (Callable 12/15/11 @ $100.00)	(B, B2)	12/15/13	12.000	413,500
875		WMG Acquisition Corp., Global Company Guaranteed Notes (Callable 04/15/11 @ $101.23)	(B-, B1)	04/15/14	7.375	881,562
250		WMG Acquisition Corp., Global Senior Secured Notes (Callable 06/15/13 @ $104.75)	(BB-, Ba2)	06/15/16	9.500	265,625
						3,287,004
Metals & Mining - Excluding Steel (1.2%)
800		Ferrexpo Finance PLC, Rule 144A, Company Guaranteed Notes‡	(NR, B3)	04/07/16	7.875	800,000
350		James River Escrow, Inc., Rule 144A, Senior Notes (Callable 04/01/15 @ $103.94)‡	(B+, B2)	04/01/19	7.875	364,000
1,183		Noranda Aluminium Acquisition Corp., Global Company Guaranteed Notes#§	(CCC+, B3)	05/15/15	5.193	1,144,195
175		Old AII, Inc., Global Company Guaranteed Notes (Callable 12/15/11 @ $102.25)ø	(D, NR)	12/15/14	9.000	0
675		Old AII, Inc., Global Company Guaranteed Notes (Callable 12/15/11 @ $105.00)ø	(D, NR)	12/15/16	10.000	68
						2,308,263
Oil Field Equipment & Services (3.0%)
525		Bristow Group, Inc., Global Company Guaranteed Notes (Callable 09/15/12 @ $103.75)§	(BB, Ba2)	09/15/17	7.500	554,531
62		Cie Generale de Geophysique-Veritas, Global Company Guaranteed Notes (Callable 05/15/11 @ $102.50)§	(BB-, Ba3)	05/15/15	7.500	64,015
400		Edgen Murray Corp., Global Senior Secured Notes (Callable 01/15/13 @ $106.13)§	(B-, Caa2)	01/15/15	12.250	394,500
425		Frac Tech Finance, Inc., Rule 144A, Company Guaranteed Notes (Callable 11/15/14 @ $103.56)‡	(B+, B2)	11/15/18	7.125	436,687
725		Helix Energy Solutions Group, Inc., Rule 144A, Company Guaranteed Notes (Callable 01/15/12 @ $104.75)‡	(CCC+, B3)	01/15/16	9.500	768,500
250		Hornbeck Offshore Services, Inc., Global Company Guaranteed Notes (Callable 09/01/13 @ $104.00)§	(B+, Ba3)	09/01/17	8.000	259,375
350		Hornbeck Offshore Services, Inc., Series B, Global Company Guaranteed Notes (Callable 12/01/11 @ $101.02)§	(B+, Ba3)	12/01/14	6.125	353,938
400		Parker Drilling Co., Global Company Guaranteed Notes (Callable 04/01/14 @ $104.56)	(B+, B1)	04/01/18	9.125	432,000

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

CORPORATE BONDS
Oil Field Equipment & Services
$	825	Pioneer Drilling Co., Global Company Guaranteed Notes (Callable 03/15/14 @ $104.94)	(B, B3)	03/15/18	9.875	$	891,000
400		Pride International, Inc., Senior Unsecured Notes	(BBB-, Ba1)	06/15/19	8.500	496,000
1,000		Trinidad Drilling, Ltd., Rule 144A, Senior Unsecured Notes (Callable 01/15/15 @ $103.94)‡	(BB-, B2)	01/15/19	7.875	1,060,000
						5,710,546
Oil Refining & Marketing (1.7%)
158		Coffeyville Finance, Inc., Rule 144A, Senior Secured Notes (Callable 04/01/12 @ $106.75)‡	(BB-, Ba3)	04/01/15	9.000	172,615
1,325		Coffeyville Finance, Inc., Rule 144A, Senior Secured Notes (Callable 04/01/13 @ $108.16)‡§	(BB-, B3)	04/01/17	10.875	1,513,812
475		Tesoro Corp., Company Guaranteed Notes (Callable 06/01/14 @ $104.88)	(BB+, Ba1)	06/01/19	9.750	541,500
875		Western Refining, Inc., Rule 144A, Senior Secured Notes (Callable 12/15/11 @ $105.00)#‡	(BB-, B3)	06/15/14	10.750	949,375
						3,177,302
Packaging (3.3%)
300		Ardagh Packaging Finance PLC, Rule 144A, Company Guaranteed Notes (Callable 10/15/15 @ $104.63)‡	(B-, B3)	10/15/20	9.250	446,484
1,125		Ardagh Packaging Finance PLC, Rule 144A, Senior Secured Notes (Callable 10/15/14 @ $103.69)‡	(BB-, Ba3)	10/15/17	7.375	1,638,395
375		Berry Plastics Corp., Global Senior Secured Notes (Callable 11/15/12 @ $104.13)§	(B, B1)	11/15/15	8.250	399,844
225		BWAY Holding Co., Rule 144A, Company Guaranteed Notes (Callable 06/15/14 @ $105.00)‡	(CCC+, B3)	06/15/18	10.000	248,625
750		GPC Capital Corp. I, Global Company Guaranteed Notes (Callable 01/01/14 @ $104.13)§	(B-, Caa1)	01/01/17	8.250	808,125
800		GPC Capital Corp. I, Global Company Guaranteed Notes (Callable 10/15/11 @ $101.65)§	(B-, Caa1)	10/15/14	9.875	831,000
500		Pregis Corp., Global Secured Notes#	(B, B2)	04/15/13	5.998	686,490
375		Reynolds Group Issuer LLC, Rule 144A, Senior Notes (Callable 10/15/14 @ $104.50)‡	(B-, Caa1)	04/15/19	9.000	390,000
500		Reynolds Group Issuer LLC, Rule 144A, Senior Secured Notes (Callable 10/15/12 @ $103.88)‡	(BB, Ba3)	10/15/16	7.750	531,250
300		Reynolds Group Issuer LLC, Rule 144A, Senior Secured Notes (Callable 10/15/14 @ $103.56)‡	(BB, Ba3)	04/15/19	7.125	309,000
						6,289,213
Pharmaceuticals (0.2%)
276		QHP Royalty Sub LLC, Rule 144A, Senior Secured Notes‡	(NR, NR)	03/15/15	10.250	281,431

Printing & Publishing (1.3%)
875		Cengage Learning Acquisitions, Inc., Rule 144A, Senior Notes (Callable 07/15/11 @ $105.25)‡	(CCC+, Caa2)	01/15/15	10.500	896,875
500		Cenveo Corp., Global Senior Subordinated Notes (Callable 12/01/11 @ $100.00)§	(CCC+, Caa2)	12/01/13	7.875	488,750
1,075		The Reader’s Digest Association, Inc., Global Senior Secured Notes (Callable 02/15/13 @ $104.00)#§	(B, B1)	02/15/17	9.500	1,115,312
						2,500,937
Real Estate Development & Management (0.5%)
1,025		Icahn Enterprises LP, Rule 144A, Senior Unsecured Notes#‡	(NR, NR)	08/15/13	4.000	1,045,500

Real Estate Investment Trusts (0.7%)
1,175		Sabra Capital Corp., Global Company Guaranteed Notes (Callable 11/01/14 @ $104.06)	(B, B2)	11/01/18	8.125	1,245,500

Restaurants (1.5%)
800		CKE Restaurants, Inc., Global Senior Secured Notes (Callable 07/15/14 @ $105.69)§	(B-, B2)	07/15/18	11.375	886,000
1,000		HOA Finance Corp., Rule 144A, Senior Secured Notes (Callable 04/01/14 @ $105.63)‡	(B, B3)	04/01/17	11.250	1,025,000

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

CORPORATE BONDS
Restaurants
$	1,000	Real Mex Restaurants, Inc., Global Senior Secured Notes (Callable 07/01/11 @ $102.00)	(B-, B3)	01/01/13	14.000	$	1,045,000
						2,956,000
Software/Services (3.6%)
550		First Data Corp., Rule 144A, Senior Secured Notes (Callable 06/15/15 @ $103.69)‡	(B+, B1)	06/15/19	7.375	551,722
500		MEMC Electronic Materials, Inc., Rule 144A, Company Guaranteed Notes (Callable 04/01/14 @ $105.81)‡§	(BB, B1)	04/01/19	7.750	514,375
1,500		Serena Software, Inc., Global Company Guaranteed Notes (Callable 03/15/12 @ $103.46)	(CCC+, Caa1)	03/15/16	10.375	1,586,250
400		SSI Co-Issuer LLC, Global Company Guaranteed Notes (Callable 06/01/14 @ $105.56)	(B-, Caa1)	06/01/18	11.125	450,000
875		SunGard Data Systems, Inc., Global Company Guaranteed Notes (Callable 08/15/11 @ $103.42)§	(B-, Caa1)	08/15/15	10.250	920,937
300		SunGard Data Systems, Inc., Rule 144A, Senior Unsecured Notes (Callable 11/15/13 @ $105.53)‡	(B, Caa1)	11/15/18	7.375	308,250
366		Unisys Corp., Rule 144A, Senior Secured Notes (Callable 10/15/12 @ $106.38)‡	(BB, Ba1)	10/15/14	12.750	436,455
700		Unisys Corp., Senior Unsecured Notes (Callable 01/15/12 @ $106.25)	(B+, B2)	01/15/16	12.500	789,250
1,325		Vangent, Inc., Global Company Guaranteed Notes (Callable 02/15/12 @ $102.41)	(CCC+, Caa2)	02/15/15	9.625	1,325,000
						6,882,239
Specialty Retail (0.9%)
750		Ontex IV SA, Rule 144A, Senior Secured Notes (Callable 04/15/14 @ $ 103.25)‡	(B+, Ba3)	04/15/18	7.500	1,080,960
225		Penske Automotive Group, Inc., Global Company Guaranteed Notes (Callable 12/15/11 @ $103.88)	(B-, Caa1)	12/15/16	7.750	233,719
400		Yankee Candle Co., Series B, Global Company Guaranteed Notes (Callable 02/15/12 @ $102.13)§	(B, B2)	02/15/15	8.500	417,000
						1,731,679
Steel Producers/Products (1.3%)
700		California Steel Industries, Inc., Global Senior Unsecured Notes (Callable 03/15/12 @ $100.00)	(BB-, B1)	03/15/14	6.125	696,500
400		JMC Steel Group, Rule 144A, Senior Notes (Callable 03/15/14 @ $ 106.19)‡	(B, B3)	03/15/18	8.250	411,000
800		Ryerson, Inc., Global Senior Secured Notes (Callable 11/01/11 @ $106.00)	(CCC+, Caa1)	11/01/15	12.000	872,000
475		Tube City IMS Corp., Global Company Guaranteed Notes (Callable 02/01/12 @ $102.44)	(B-, Caa1)	02/01/15	9.750	498,750
						2,478,250
Support-Services (2.7%)
750		Ashtead Capital, Inc., Rule 144A, Secured Notes (Callable 08/15/11 @ $104.50)‡	(B+, B2)	08/15/16	9.000	793,125
750		Brickman Group Holdings, Inc., Rule 144A, Senior Notes (Callable 11/01/13 @ $106.84)‡	(CCC+, B3)	11/01/18	9.125	806,250
775		Garda World Security Corp., Rule 144A, Senior Unsecured Notes (Callable 03/15/14 @ $104.88)‡	(B, B3)	03/15/17	9.750	838,937
800		Maxim Crane Works LP, Rule 144A, Senior Secured Notes (Callable 04/15/12 @ $109.19)‡	(B, Caa1)	04/15/15	12.250	830,000
450		The Geo Group, Inc., Global Company Guaranteed Notes (Callable 10/15/13 @ $103.88)§	(B+, B1)	10/15/17	7.750	482,063
325		The Geo Group, Inc., Rule 144A, Company Guaranteed Notes (Callable 02/15/16 @ $103.31)‡	(B+, B1)	02/15/21	6.625	323,375
775		Travelport LLC, Global Company Guaranteed Notes (Callable 09/01/11 @ $105.94)§	(CCC, Caa2)	09/01/16	11.875	726,562
275		United Rentals North America, Inc., Global Company Guaranteed Notes (Callable 06/15/13 @ $105.44)	(B, B2)	06/15/16	10.875	319,000
						5,119,312

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

CORPORATE BONDS
Telecom - Integrated/Services (1.3%)
$	350	Hellas Telecommunications II SCA, Rule 144A, Subordinated Notesø‡#	(NR, NR)	01/15/15	6.034	$	875
600		Intelsat Jackson Holdings SA, Rule 144A, Company Guaranteed Notes (Callable 04/01/15 @ $103.63)‡	(B, B3)	04/01/19	7.250	603,750
750		Intelsat Jackson Holdings SA, Rule 144A, Company Guaranteed Notes (Callable 04/01/16 @ $103.75)‡	(B, B3)	04/01/21	7.500	755,625
375		Intelsat Subsidiary Holding Co., Ltd., Global Company Guaranteed Notes (Callable 01/15/12 @ $101.48)	(B, B3)	01/15/15	8.875	389,063
725		Paetec Holding Corp., Global Company Guaranteed Notes (Callable 07/15/11 @ $104.75)§	(CCC+, Caa1)	07/15/15	9.500	763,062
						2,512,375
Telecom - Wireless (0.7%)
200		Cricket Communications, Inc., Global Senior Secured Notes (Callable 05/15/12 @ $105.81)	(B+, Ba2)	05/15/16	7.750	213,500
200		GeoEye, Inc., Senior Secured Notes (Callable 10/01/13 @ $104.31)	(B-, B3)	10/01/16	8.625	214,000
600		Wind Acquisition Finance SA, Rule 144A, Company Guaranteed Notes (Callable 07/15/13 @ $105.88)‡	(B+, B2)	07/15/17	11.750	866,146
						1,293,646
Telecommunications Equipment (1.1%)
700		Avaya, Inc., Rule 144A, Senior Secured Notes (Callable 04/01/15 @ $103.50)‡	(B, B1)	04/01/19	7.000	686,000
800		Brightstar Corp., Rule 144A, Company Guaranteed Notes (Callable 12/01/14 @ $104.75)‡	(BB-, B1)	12/01/16	9.500	863,000
600		CommScope, Inc., Rule 144A, Senior Notes (Callable 01/15/15 @ $104.13)‡§	(B, B3)	01/15/19	8.250	630,000
						2,179,000
Textiles & Apparel (0.0%)
150		IT Holding Finance SA, Rule 144A, Company Guaranteed Notesø‡	(NR, NR)	11/15/12	9.875	5,343

Theaters & Entertainment (1.3%)
150		AMC Entertainment Holdings, Inc., Rule 144A, Senior Subordinated Notes (Callable 12/01/15 @ $104.88)‡	(CCC+, Caa1)	12/01/20	9.750	161,250
1,075		AMC Entertainment, Inc., Global Company Guaranteed Notes (Callable 03/01/12 @ $100.00)	(CCC+, Caa1)	03/01/14	8.000	1,092,469
675		AMC Entertainment, Inc., Global Senior Unsecured Notes (Callable 06/01/14 @ $104.38)§	(B-, B1)	06/01/19	8.750	735,750
475		Regal Entertainment Group, Company Guaranteed Notes (Callable 08/15/14 @ $104.56)	(B-, B3)	08/15/18	9.125	510,625
						2,500,094
Tobacco (0.6%)
1,150		Vector Group, Ltd., Global Senior Secured Notes (Callable 08/15/11 @ $105.50)§	(B+, B1)	08/15/15	11.000	1,216,125

Transportation - Excluding Air/Rail (1.2%)
400		Navios Maritime Finance II US, Inc., Rule 144A, Company Guaranteed Notes (Callable 02/15/15 @ $104.06)‡§	(B+, B3)	02/15/19	8.125	405,000
1,375		Ship Finance International, Ltd., Global Company Guaranteed Notes (Callable 12/15/11 @ $100.00)	(B+, B1)	12/15/13	8.500	1,402,500
450		Teekay Corp., Global Senior Unsecured Notes§	(BB, B1)	01/15/20	8.500	489,938
						2,297,438
TOTAL CORPORATE BONDS (Cost $171,535,520)						178,282,929

BANK LOANS (4.7%)
Building Materials (0.3%)
500		Goodman Global, Inc.	(NR, NR)	10/28/16	9.000	501,245

Food - Wholesale (0.5%)
1,000		Great Atlantic & Pacific Tea Co., Inc.	(NR, NR)	06/15/12	8.750	1,012,080

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

BANK LOANS
Gaming (0.3%)
$	474	CCM Merger, Inc.	(NR, NR)	03/01/17	7.000	$	479,655

Health Services (0.1%)
278		Nycomed Holdings Aps	(NR, NR)	12/29/13	3.512	273,746

lnvestments & Misc. Financial Services (0.7%)
1,250		BNY Convergex Group LLC	(NR, NR)	11/29/17	8.750	1,255,863

Media - Diversified (0.5%)
430		Flint Group Holdings Sarl	(NR, NR)	06/30/16	4.705	426,413
536		Flint Group Holdings Sarl	(NR, NR)	12/31/14	10.240	533,658
						960,071
Metals & Mining - Excluding Steel (0.8%)
1,496		Global Brass and Copper, Inc.	(NR, NR)	08/13/15	10.250	1,555,914

Oil Field Equipment & Services (0.2%)
640		Amtrol, Inc.	(NR, NR)	06/05/14	4.900	447,859

Packaging (0.3%)
540		Hilex Poly Co. LLC	(NR, NR)	11/16/15	11.250	545,400

Software/Services (0.5%)
1,000		SafeNet, Inc.	(NR, NR)	04/12/15	6.248	989,380

Telecommunications Equipment (0.5%)
608		Avaya, Inc.	(NR, NR)	10/24/17	4.811	592,338
303		Avaya, Inc.	(NR, NR)	10/24/14	3.061	293,014
						885,352
TOTAL BANK LOANS (Cost $8,429,951)						8,906,565

Number of Shares

COMMON STOCKS (0.8%)
Auto Parts & Equipment (0.0%)
1,219		Safelite Realty Corp.*^				0

Banks (0.3%)
12,186		CIT Group, Inc.*				518,514

Building Materials (0.0%)
328		Nortek, Inc.*				14,104

Chemicals (0.1%)
4,893		Huntsman Corp.				85,040

Forestry & Paper (0.2%)
11,373		AbitibiBowater, Inc.*§				305,593

Gaming (0.0%)
1,500		Progressive Gaming International Corp.*				3

Leisure (0.2%)
6,335		Six Flags Entertainment Corp.*				456,120

Printing & Publishing (0.0%)
10,652		Cenveo, Inc.*				69,558
888		SuperMedia, Inc.*§				5,541
						75,099
TOTAL COMMON STOCKS (Cost $1,614,331)						1,454,473

PREFERRED STOCKS (0.1%)
Banks (0.1%)
299		Ally Financial, Inc., Rule 144A (Callable 12/31/11 @ $1,000)‡§				278,238

Number of Shares					Value

PREFERRED STOCKS
Media - Broadcast (0.0%)
10,727		CMP Susquehanna Radio Holdings Corp., Rule 144A, Series A*‡			$			107

TOTAL PREFERRED STOCKS (Cost $59,518)					278,345

WARRANTS (0.0%)
Building Materials (0.0%)
864		Nortek, Inc., strike price $1.00, expires 12/07/14*§			6,999

Media - Broadcast (0.0%)
12,259		CNB Capital Trust I, Rule 144A, strike price $0.00, expires 03/23/19*^‡			1

Printing & Publishing (0.0%)
3,871		The Readers Digest Association, Inc., strike price $0.00, expires 02/19/14*			10,645

TOTAL WARRANTS (Cost $864)					17,645

SHORT-TERM INVESTMENTS (21.4%)
37,817,126		State Street Navigator Prime Portfolio, 0.28586%§§			37,817,126

Par (000)			Maturity	Rate%
$	3,047	State Street Bank and Trust Co. Euro Time Deposit	04/01/11	0.010		3,047,000

TOTAL SHORT-TERM INVESTMENTS (Cost $40,864,126)						40,864,126

TOTAL INVESTMENTS AT VALUE (120.2%) (Cost $222,504,310)						229,804,083

LIABILITIES IN EXCESS OF OTHER ASSETS (-20.2%)						(38,629,098			)

NET ASSETS (100.0%)						$	191,174,985

Forward Foreign Currency to be Purchased (Local)		Forward Foreign Currency to be Sold (Local)		Expiration Date	Value on Settlement Date			Current Value			Unrealized (Depreciation)
Open Forward Foreign Currency Contracts
USD	7,131,694	EUR	5,360,000	04/14/11	$	(7,131,695	)	$	(7,604,982	)	$	(473,287	)

Currency Abbreviations:

EUR = Euro Currency

USD = United States Dollar

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 March 31, 2011, these securities amounted to a value of $81,826,525 or 42.8% of net assets.
+	Step Bond — The interest rate is as of March 31, 2011 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 March 31, 2011.
§	Security or portion thereof is out on loan.
§§	Represents security purchased with cash collateral received for securities on loan. The rate shown is the annualized seven-day yield at March 31, 2011.

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. Debt securities are generally categorized as Level 2. 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. Equity investments are generally categorized as Level 1. Forward currency contracts are valued at the prevailing forward exchange rate of the underlying currencies and are generally categorized as Level 2. Investments in open-end investment companies are valued at their net asset value each business day and are generally categorized as Level 1. 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 and are generally categorized as Level 3. At March 31, 2011, 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 Directors with an aggregate cost of $1,128,543 and fair value of $1. 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. In accordance with the Fund’s valuation procedures, factors used in determining value may include, but are not limited to, the type of the security, the size of the holding, the initial cost of the security, the existence of any contractual restrictions on the security’s disposition, the price and extent of public trading in similar securities of the issuer or of comparable companies, quotations or evaluated prices from broker-dealers and/or pricing services, information obtained from the issuer, analysts, and/or the appropriate stock exchange (for exchange-traded securities), an analysis of the company’s or issuer’s financial statements, an evaluation of the forces that influence the issuer and the market(s) in which the security is purchased and sold and with respect to debt securities, the maturity, coupon, creditworthiness, currency denomination, and the movement of the market in which the security is normally traded. 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 March 31, 2011 in valuing the Fund’s investments carried at value:

	Level 1		Level 2			Level 3		Total
Investments in Securities
Corporate Bonds	$	—	$	178,282,929		$	—	$	178,282,929
Bank Loans	—		8,906,565			—		8,906,565
Common Stocks	1,454,473		—			—		1,454,473
Preferred Stocks	278,238		107			—		278,345
Warrants	6,999		10,645			1		17,645
Short-Term Investments	37,817,126		3,047,000			—		40,864,126
Other Financial Instruments *
Forward Foreign Currency Contract	—		(473,287		)	—		(473,287		)
	$	39,556,836	$	189,773,959		$	1	$	229,330,796

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

As of March 31, 2011, the amounts show by the Fund as being Level 3 securities that were measured at fair value amounted to less than 0.01% of net assets.

Effective January 1, 2010, the Fund adopted FASB amendments to authoritative guidance which requires the Fund to disclose details of significant transfers in and out of Level 1 and Level 2 measurements and the reasons for the transfers. For the quarter ended March 31, 2011, there were no significant transfers in and out of Level 1 and Level 2.

Federal Income Tax Cost — At March 31, 2011, 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 appreciation from investments were $222,504,310, $14,459,875, $(7,160,102) and $7,299,773, 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 ASSET MANAGEMENT INCOME FUND, INC.

	/s/John G. Popp
	Name:	John G. Popp
	Title:	Chief Executive Officer
	Date:	May 6, 2011

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:	May 6, 2011

	/s/Michael A. Pignataro
	Name:	Michael A. Pignataro
	Title:	Chief Financial Officer
	Date:	May 6, 2011