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 One Madison Avenue New York, New York					10010
(Address of principal executive offices)					(Zip code)

John G. Popp One 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, 2013 to March 31, 2013

Item 1: Schedule of Investments

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments

March 31, 2013 (unaudited)

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

CORPORATE BONDS (81.5%)
Aerospace & Defense (0.8%)
$	1,500	Ducommun, Inc., Global Company Guaranteed Notes (Callable 07/15/15 @ 104.88)	(B-, B3)	07/15/18	9.750	$	1,657,500

Airlines (0.2%)
500		Continental Airlines 2012-3 Class C Pass Thru Certificates	(B+, B1)	04/29/18	6.125	502,500

Auto Parts & Equipment (5.2%)
1,060		Affinia Group, Inc., Global Company Guaranteed Notes	(CCC+, B3)	11/30/14	9.000	1,065,311
750		Affinia Group, Inc., Rule 144A, Senior Secured Notes (Callable 08/15/13 @ 105.38)‡	(B+, B1)	08/15/16	10.750	815,625
500		IDQ Holdings, Inc., Rule 144A, Senior Secured Notes (Callable 10/01/14 @ 108.63)‡	(B, B3)	04/01/17	11.500	552,500
363		Lear Corp., Company Guaranteed Notes (Callable 03/15/15 @ 104.06)§	(BB, Ba2)	03/15/20	8.125	406,560
1,076		Mark IV USA SCA, Rule 144A, Senior Secured Notes (Callable 12/15/13 @ 106.66)‡ €	(BB-, Ba3)	12/15/17	8.875	1,499,065
675		Meritor, Inc., Company Guaranteed Notes (Callable 03/15/14 @ 105.31)§	(B-, B3)	03/15/18	10.625	731,531
550		Schaeffler Finance BV, Rule 144A, Senior Secured Notes‡	(B+, Ba3)	02/15/17	7.750	622,187
1,000		Schaeffler Finance BV, Rule 144A, Senior Secured Notes (Callable 02/15/15 @ 106.38)‡ §	(B+, Ba3)	02/15/19	8.500	1,142,500
1,300		Stoneridge, Inc., Rule 144A, Secured Notes (Callable 10/15/14 @ 104.75)‡	(BB-, B2)	10/15/17	9.500	1,404,000
1,000		Tomkins, Inc., Global Secured Notes (Callable 10/01/14 @ 104.50)	(BB-, B1)	10/01/18	9.000	1,118,750
1,000		UCI International, Inc., Global Company Guaranteed Notes (Callable 02/15/15 @ 104.31)	(CCC+, B3)	02/15/19	8.625	1,040,000
						10,398,029
Building & Construction (0.6%)
500		K Hovnanian Enterprises, Inc., Global Senior Secured Notes	(CCC, B3)	11/01/21	2.000	341,875
750		RSI Home Products, Inc., Rule 144A, Secured Notes (Callable 03/01/15 @ 105.16)‡	(B+, B1)	03/01/18	6.875	765,000
						1,106,875
Building Materials (2.2%)
1,525		Euramax International, Inc., Global Senior Secured Notes (Callable 04/01/13 @ 107.13)	(B-, Caa2)	04/01/16	9.500	1,502,125
1,750		Headwaters, Inc., Global Secured Notes (Callable 04/01/15 @ 103.81)	(B+, B2)	04/01/19	7.625	1,881,250
900		International Wire Group Holdings, Inc., Rule 144A, Senior Secured Notes (Callable 10/15/15 @ 104.25)‡ §	(B, B3)	10/15/17	8.500	931,500
						4,314,875
Chemicals (4.0%)
1,000		GrafTech International Ltd., Rule 144A, Company Guaranteed Notes (Callable 11/15/16 @ 103.19)‡	(BB+, Ba2)	11/15/20	6.375	1,040,000
400		Ineos Finance PLC, Rule 144A, Senior Secured Notes (Callable 05/15/13 @ 104.50)‡ §	(B+, B1)	05/15/15	9.000	423,000
1,300		Ineos Group Holdings PLC, Rule 144A, Secured Notes (Callable 02/15/14 @ 100.00)‡ §	(CCC+, Caa1)	02/15/16	8.500	1,326,000
600		JM Huber Corp., Rule 144A, Senior Notes (Callable 11/01/15 @ 104.94)‡	(BB-, B2)	11/01/19	9.875	682,500
1,264		OXEA Finance & Cy SCA, Rule 144A, Senior Secured Notes (Callable 07/15/13 @ 107.13)‡	(B+, B2)	07/15/17	9.500	1,380,920
842		Reichhold Industries, Inc. PIK, Rule 144A, Senior Secured Notes‡	(CCC+, NR)	05/08/17	11.000	667,589
500		Styrolution GmbH, Rule 144A, Senior Secured Notes (Callable 05/15/13 @ 105.72)‡ €	(B+, B2)	05/15/16	7.625	674,152
1,000		Taminco Global Chemical Corp., Rule 144A, Secured Notes (Callable 03/31/15 @ 107.31)‡	(B-, Caa1)	03/31/20	9.750	1,117,500

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

CORPORATE BONDS
Chemicals
$	600	US Coatings Acquisition, Inc., Rule 144A, Company Guaranteed Notes (Callable 02/04/16 @ 105.53)‡	(B-, Caa1)	05/01/21	7.375	$	633,750
						7,945,411
Consumer Products (2.3%)
895		Alphabet Holding Co., Inc. PIK, Rule 144A, Senior Unsecured Notes (Callable 11/01/13 @ 103.00)‡ §	(B-, Caa1)	11/01/17	7.750	935,275
1,375		NBTY, Inc., Global Company Guaranteed Notes (Callable 10/01/14 @ 104.50)§	(B, B3)	10/01/18	9.000	1,543,437
400		Prestige Brands, Inc., Global Company Guaranteed Notes (Callable 02/01/16 @ 104.06)	(B-, B3)	02/01/20	8.125	453,500
1,025		Prestige Brands, Inc., Global Senior Secured Notes (Callable 04/01/14 @ 104.13)	(BB-, Ba3)	04/01/18	8.250	1,122,375
450		Wells Enterprises, Inc., Rule 144A, Senior Secured Notes (Callable 02/01/16 @ 105.06)‡ §	(B+, B2)	02/01/20	6.750	475,875
						4,530,462
Consumer/Commercial/Lease Financing (1.9%)
750		Cabot Financial Luxembourg SA, Rule 144A, Senior Secured Notes (Callable 10/01/15 @ 107.78)‡ £	(BB, B1)	10/01/19	10.375	1,266,957
450		CNG Holdings, Inc., Rule 144A, Senior Secured Notes (Callable 05/15/16 @ 104.69)‡	(B, B3)	05/15/20	9.375	443,813
450		Milestone Aviation Group LLC, Rule 144A, Senior Unsecured Notes (Callable 12/15/15 @ 104.31)‡	(NR, NR)	12/15/17	8.625	465,750
350		PFG Finance Corp., Rule 144A, Senior Notes (Callable 02/15/15 @ 105.06)‡	(B, B2)	02/15/19	10.125	383,250
1,075		PFG Finance Corp., Rule 144A, Senior Secured Notes (Callable 04/15/14 @ 105.13)‡	(BB, Ba3)	04/15/17	10.250	1,204,000
						3,763,770
Discount Stores (0.8%)
1,300		99 Cents Only Stores, Global Company Guaranteed Notes (Callable 12/15/14 @ 108.25)	(CCC+, Caa1)	12/15/19	11.000	1,498,250

Diversified Capital Goods (1.0%)
600		AM Castle & Co., Global Secured Notes (Callable 12/15/14 @ 106.38)	(B+, B3)	12/15/16	12.750	708,000
776		FCC Holdings, Inc., Rule 144A, Senior Unsecured Notes (Callable 12/15/13 @ 105.00)‡	(CCC+, Caa3)	12/15/15	13.000	665,377
509		Mueller Water Products, Inc., Global Company Guaranteed Notes (Callable 09/01/15 @ 104.38)	(NR, B2)	09/01/20	8.750	581,533
						1,954,910
Electric - Generation (0.2%)
2,200		TCEH Finance, Inc., LLC, Series A, Global Company Guaranteed Notes (Callable 11/01/13 @ 100.00)	(D, C)	11/01/15	10.250	231,000
1,275		TCEH Finance, Inc., LLC, Series B, Global Company Guaranteed Notes (Callable 11/01/13 @ 100.00)	(D, C)	11/01/15	10.250	133,875
						364,875
Electronics (1.2%)
500		CPI International, Inc., Global Company Guaranteed Notes (Callable 02/15/15 @ 104.00)	(CCC+, B3)	02/15/18	8.000	522,500
781		Freescale Semiconductor, Inc., Rule 144A, Senior Secured Notes (Callable 03/15/14 @ 105.06)‡	(B, B1)	03/15/18	10.125	868,863
1,000		MEMC Electronic Materials, Inc., Global Company Guaranteed Notes (Callable 04/01/14 @ 105.81)§	(B+, Caa1)	04/01/19	7.750	930,000
						2,321,363

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

CORPORATE BONDS
Energy - Exploration & Production (8.1%)
$	1,250	Comstock Resources, Inc., Company Guaranteed Notes (Callable 10/15/13 @ 104.19)§	(B-, B3)	10/15/17	8.375	$	1,334,375
1,450		Energy Partners Ltd., Global Company Guaranteed Notes (Callable 02/15/15 @ 104.13)§	(B-, Caa1)	02/15/18	8.250	1,547,875
600		Energy XXI Gulf Coast, Inc., Global Company Guaranteed Notes (Callable 12/15/14 @ 104.63)	(B+, B3)	12/15/17	9.250	681,000
1,400		EP Energy Finance, Inc., Global Senior Unsecured Notes (Callable 05/01/16 @ 104.69)§	(B, NR)	05/01/20	9.375	1,624,000
350		Everest Acquisition Finance, Inc., Global Senior Secured Notes (Callable 05/01/15 @ 103.44)	(B+, Ba3)	05/01/19	6.875	385,000
610		Halcon Resources Corp., Rule 144A, Company Guaranteed Notes (Callable 07/15/16 @ 104.88)‡	(CCC+, B3)	07/15/20	9.750	677,100
725		Linn Energy Finance Corp., Global Company Guaranteed Notes (Callable 09/15/15 @ 103.88)	(B, B2)	02/01/21	7.750	781,187
2,100		McMoRan Exploration Co., Company Guaranteed Notes (Callable 11/15/13 @ 100.00)	(B-, Caa1)	11/15/14	11.875	2,226,000
550		Oasis Petroleum, Inc., Global Company Guaranteed Notes (Callable 02/01/15 @ 103.63)	(B, B3)	02/01/19	7.250	599,500
650		PDC Energy, Inc., Rule 144A, Company Guaranteed Notes (Callable 10/15/17 @ 103.88)‡	(B-, B3)	10/15/22	7.750	692,250
1,000		Shelf Drilling Holdings Ltd., Rule 144A, Senior Secured Notes (Callable 05/01/15 @ 104.31)‡	(B, B1)	11/01/18	8.625	1,065,000
1,500		Sidewinder Drilling, Inc., Rule 144A, Senior Unsecured Notes (Callable 11/15/16 @ 104.88)‡	(B-, B3)	11/15/19	9.750	1,515,000
700		Stone Energy Corp., Company Guaranteed Notes (Callable 02/01/14 @ 104.31)§	(B-, B3)	02/01/17	8.625	759,500
525		Swift Energy Co., Company Guaranteed Notes (Callable 06/01/13 @ 102.38)	(B+, B3)	06/01/17	7.125	540,750
500		Swift Energy Co., Rule 144A, Company Guaranteed Notes (Callable 03/01/17 @ 103.94)‡	(B+, B3)	03/01/22	7.875	525,000
1,124		W&T Offshore, Inc., Global Company Guaranteed Notes (Callable 06/15/15 @ 104.25)§	(B, B3)	06/15/19	8.500	1,227,970
						16,181,507
Environmental (1.1%)
1,000		EnergySolutions LLC, Global Company Guaranteed Notes (Callable 08/15/14 @ 105.38)	(B, Caa3)	08/15/18	10.750	1,047,500
1,000		Heckmann Corp., Global Company Guaranteed Notes (Callable 04/15/15 @ 104.94)§	(B, B3)	04/15/18	9.875	1,073,750
						2,121,250
Forestry & Paper (0.2%)
1,000		Stone & Webster, Inc.*	(NR, NR)	07/02/13	0.000	2,750
850		Verso Paper, Inc., Global Secured Notes (Callable 02/01/15 @ 104.38)§	(CCC, Caa2)	02/01/19	8.750	410,125
						412,875
Gaming (2.5%)
925		Affinity Gaming Finance Corp., Rule 144A, Company Guaranteed Notes (Callable 05/15/15 @ 104.50)‡	(B, B3)	05/15/18	9.000	992,062
775		Buffalo Thunder Development Authority, Rule 144A, Senior Secured Notes‡ ø	(NR, NR)	12/15/14	9.375	248,000
605		Choctaw Resort Development Enterprise, Rule 144A, Senior Notes (Callable 11/15/13 @ 101.21)‡	(B, Caa1)	11/15/19	7.250	571,725
898		Chukchansi Economic Development Authority, Rule 144A, Secured Notes (Callable 05/30/16 @ 104.88)‡	(NR, Caa2)	05/30/20	9.750	538,576
375		Fontainebleau Las Vegas Holdings LLC, Rule 144A, Senior Secured Notes (Callable 06/15/13 @ 100.00)‡ ø	(NR, NR)	06/15/15	10.250	703

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

CORPORATE BONDS
Gaming
$	1,300	Greektown Superholdings, Inc., Series B, Global Secured Notes (Callable 01/01/14 @ 103.50)	(NR, NR)	07/01/15	13.000	$	1,397,500
225		Majestic Star Casino LLC PIK, Rule 144A, Secured Notes‡ §	(NR, NR)	12/01/16	12.500	213,538
435		Tropicana Finance Corp., Global Company Guaranteed Notesø ^	(NR, NR)	12/15/14	9.625	44
1,225		Tunica-Biloxi Gaming Authority, Rule 144A, Senior Unsecured Notes (Callable 11/15/13 @ 100.00)‡	(B+, B3)	11/15/15	9.000	1,090,250
						5,052,398
Gas Distribution (1.7%)
1,250		Energy Transfer Equity LP, Senior Secured Notes§	(BB, Ba2)	10/15/20	7.500	1,446,875
1,300		Genesis Energy LP, Global Company Guaranteed Notes (Callable 12/15/14 @ 103.94)	(B, B1)	12/15/18	7.875	1,433,250
500		Holly Energy Finance Corp., Rule 144A, Company Guaranteed Notes (Callable 03/01/16 @ 103.25)‡	(BB-, B1)	03/01/20	6.500	533,750
						3,413,875
Health Facilities (1.3%)
277		Bausch & Lomb, Inc., Global Senior Unsecured Notes (Callable 11/01/13 @ 100.00)	(B, Caa1)	11/01/15	9.875	288,080
600		MPT Finance Corp., Global Company Guaranteed Notes (Callable 05/01/16 @ 103.44)	(BB, Ba1)	05/01/21	6.875	654,000
500		Radiation Therapy Services, Inc., Global Company Guaranteed Notes (Callable 04/15/14 @ 104.94)	(CCC+, Caa2)	04/15/17	9.875	312,500
1,175		Symbion, Inc., Global Senior Secured Notes (Callable 06/15/14 @ 104.00)	(B, B2)	06/15/16	8.000	1,248,437
						2,503,017
Health Services (1.4%)
350		Capsugel FinanceCo SCA, Rule 144A, Company Guaranteed Notes (Callable 08/01/14 @ 107.41)‡ €	(B, Caa1)	08/01/19	9.875	507,861
400		inVentiv Health, Inc., Rule 144A, Company Guaranteed Notes (Callable 08/15/14 @ 105.00)‡	(CCC, Caa2)	08/15/18	11.000	346,000
550		Service Corp. International, Senior Unsecured Notes	(BB-, Ba3)	11/15/21	8.000	660,688
1,250		STHI Holding Corp., Rule 144A, Secured Notes (Callable 03/15/14 @ 106.00)‡	(B, B2)	03/15/18	8.000	1,371,875
						2,886,424
Insurance Brokerage (1.4%)
1,100		A-S Merger Sub LLC, Rule 144A, Senior Unsecured Notes (Callable 12/15/15 @ 103.94)‡ §	(CCC, Caa2)	12/15/20	7.875	1,135,750
1,500		Hub International Ltd., Rule 144A, Company Guaranteed Notes (Callable 10/15/14 @ 104.06)‡ §	(CCC+, Caa2)	10/15/18	8.125	1,586,250
						2,722,000
Investments & Misc. Financial Services (0.3%)
600		Jefferies Finance LLC, Rule 144A, Senior Unsecured Notes (Callable 04/01/16 @ 105.53)‡	(B+, B1)	04/01/20	7.375	613,500

Leisure (1.1%)
1,000		Magnum Management Corp., Global Company Guaranteed Notes (Callable 08/01/14 @ 104.56)	(B, B1)	08/01/18	9.125	1,125,000
1,000		Palace Entertainment Holdings Corp., Rule 144A, Senior Secured Notes (Callable 04/15/14 @ 104.44)‡	(B-, B2)	04/15/17	8.875	1,065,000
						2,190,000
Media - Broadcast (1.0%)
1,725		Mission Broadcasting, Inc., Global Secured Notes (Callable 04/15/14 @ 104.44)	(B, B3)	04/15/17	8.875	1,906,125

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

CORPORATE BONDS
Media - Cable (3.0%)
$	150	Cablevision Systems Corp., Senior Unsecured Notes	(B+, B1)	04/15/18	7.750	$	168,938
600		Cablevision Systems Corp., Senior Unsecured Notes	(B+, B1)	04/15/20	8.000	678,000
1,450		CCO Holdings Capital Corp., Global Company Guaranteed Notes (Callable 04/30/15 @ 104.06)§	(BB-, B1)	04/30/20	8.125	1,627,625
1,050		CSC Holdings LLC, Global Senior Unsecured Notes§	(BB+, Ba3)	02/15/19	8.625	1,265,250
500		Harron Finance Corp., Rule 144A, Senior Notes (Callable 04/01/16 @ 104.56)‡	(B-, Caa1)	04/01/20	9.125	557,500
1,200		Lynx II Corp., Rule 144A, Senior Unsecured Notes (Callable 04/15/18 @ 103.19)‡ §	(B, B2)	04/15/23	6.375	1,263,000
350		Unitymedia NRW GmbH, Rule 144A, Senior Secured Notes (Callable 03/15/15 @ 103.75)‡	(BB-, Ba3)	03/15/19	7.500	384,562
						5,944,875
Media - Diversified (1.0%)
1,050		Block Communications, Inc., Rule 144A, Senior Unsecured Notes (Callable 02/01/16 @ 103.63)‡	(BB-, Ba3)	02/01/20	7.250	1,147,125
400		National CineMedia LLC, Global Senior Unsecured Notes (Callable 07/15/16 @ 103.94)	(B, B2)	07/15/21	7.875	447,500
421		Quebecor Media, Inc., Global Senior Unsecured Notes (Callable 03/15/14 @ 100.00)	(B+, B2)	03/15/16	7.750	429,946
						2,024,571
Media - Services (0.8%)
1,500		Clear Channel Worldwide Holdings, Inc., Rule 144A, Company Guaranteed Notes (Callable 11/15/17 @ 103.25)‡	(B, B1)	11/15/22	6.500	1,584,688

Medical Products (0.6%)
1,050		Polymer Group, Inc., Global Senior Secured Notes (Callable 02/01/15 @ 103.88)	(B, B1)	02/01/19	7.750	1,149,750

Metals & Mining - Excluding Steel (7.2%)
500		Arch Coal, Inc., Global Company Guaranteed Notes (Callable 06/15/16 @ 103.63)§	(B-, B3)	06/15/21	7.250	451,250
1,100		Boart Longyear Management Pty Ltd., Rule 144A, Company Guaranteed Notes (Callable 04/01/16 @ 103.50)‡	(BB-, Ba2)	04/01/21	7.000	1,141,250
1,075		Calcipar SA, Rule 144A, Senior Secured Notes (Callable 05/01/15 @ 103.44)‡ §	(BB, B1)	05/01/18	6.875	1,150,250
1,150		Eldorado Gold Corp., Rule 144A, Senior Unsecured Notes (Callable 12/15/16 @ 103.06)‡	(BB, Ba3)	12/15/20	6.125	1,198,875
400		FMG Resources August 2006 Pty Ltd., Rule 144A, Company Guaranteed Notes (Callable 11/01/15 @ 104.13)‡ §	(B+, B1)	11/01/19	8.250	433,500
1,100		Global Brass & Copper, Inc., Rule 144A, Senior Secured Notes (Callable 06/01/16 @ 104.75)‡	(B, B3)	06/01/19	9.500	1,223,750
1,000		Kaiser Aluminum Corp., Global Company Guaranteed Notes (Callable 06/01/16 @ 104.13)	(BB-, Ba3)	06/01/20	8.250	1,125,000
1,000		Molycorp, Inc., Global Senior Secured Notes (Callable 06/01/16 @ 105.00)§	(CCC+, B3)	06/01/20	10.000	990,000
1,500		Noranda Aluminum Acquisition Corp., Rule 144A, Company Guaranteed Notes (Callable 03/01/16 @ 105.50)‡	(CCC+, Caa1)	06/01/19	11.000	1,507,500
175		Old AII, Inc., Global Company Guaranteed Notesø ^	(NR, NR)	12/15/14	9.000	18
675		Old AII, Inc., Global Company Guaranteed Notes (Callable 12/15/13 @ 101.67)ø ^	(NR, NR)	12/15/16	10.000	67
500		Penn Virginia Resource Finance Corp. II, Global Company Guaranteed Notes (Callable 06/01/16 @ 104.19)	(B-, B2)	06/01/20	8.375	527,500
1,841		Quadra FNX Mining Ltd., Rule 144A, Company Guaranteed Notes (Callable 06/15/15 @ 103.88)‡	(BB-, B1)	06/15/19	7.750	1,942,255
1,450		Taseko Mines Ltd., Company Guaranteed Notes (Callable 04/15/15 @ 103.88)	(B, B3)	04/15/19	7.750	1,468,125

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

CORPORATE BONDS
Metals & Mining - Excluding Steel
$	1,500	Xinergy Corp., Rule 144A, Senior Secured Notes (Callable 05/15/15 @ 104.63)‡ §	(CCC-, Caa3)	05/15/19	9.250	$	1,080,000
						14,239,340
Oil Field Equipment & Services (3.9%)
900		Edgen Murray Corp., Rule 144A, Senior Secured Notes (Callable 11/01/15 @ 106.56)‡	(B+, Caa1)	11/01/20	8.750	938,250
818		FTS International Bonds, Inc., Rule 144A, Company Guaranteed Notes (Callable 11/15/14 @ 103.56)‡ §	(B+, Ba3)	11/15/18	8.125	860,945
420		Helix Energy Solutions Group, Inc., Rule 144A, Company Guaranteed Notes (Callable 01/15/14 @ 100.00)‡	(B, B3)	01/15/16	9.500	432,337
1,750		Parker Drilling Co., Global Company Guaranteed Notes (Callable 04/01/14 @ 104.56)§	(B+, B1)	04/01/18	9.125	1,916,250
650		Permian Holdings, Inc., Rule 144A, Senior Secured Notes (Callable 07/15/15 @ 107.88)‡	(B-, B3)	01/15/18	10.500	672,750
1,620		Pioneer Energy Services Corp., Global Company Guaranteed Notes (Callable 03/15/14 @ 104.94)	(B+, B2)	03/15/18	9.875	1,782,000
1,000		Trinidad Drilling, Ltd., Rule 144A, Senior Unsecured Notes (Callable 01/15/15 @ 103.94)‡	(BB-, B1)	01/15/19	7.875	1,090,000
						7,692,532
Oil Refining & Marketing (1.7%)
1,250		Coffeyville Finance, Inc., Rule 144A, Secured Notes (Callable 11/01/17 @ 103.25)‡	(B+, B2)	11/01/22	6.500	1,284,375
600		Northern Tier Finance Corp., Rule 144A, Senior Secured Notes (Callable 11/15/15 @ 105.34)‡	(BB-, B1)	11/15/20	7.125	639,000
1,350		PBF Finance Corp., Rule 144A, Senior Secured Notes (Callable 02/15/16 @ 104.13)‡	(BB+, Ba3)	02/15/20	8.250	1,491,750
						3,415,125
Packaging (2.0%)
500		Ardagh MP Holdings USA, Inc., Rule 144A, Senior Unsecured Notes (Callable 11/15/16 @ 103.50)‡ §	(CCC+, B3)	11/15/20	7.000	515,000
300		Ardagh Packaging Finance PLC, Rule 144A, Company Guaranteed Notes (Callable 10/15/15 @ 104.63)‡ €	(CCC+, B3)	10/15/20	9.250	417,974
500		Ardagh Packaging Finance PLC, Rule 144A, Senior Secured Notes (Callable 10/15/14 @ 103.69)‡ €	(B+, Ba3)	10/15/17	7.375	696,624
475		BWAY Holding Co., Global Company Guaranteed Notes (Callable 06/15/14 @ 105.00)	(CCC+, B3)	06/15/18	10.000	534,375
850		Clondalkin Acquisition BV, Rule 144A, Secured Notes‡ #	(B-, B2)	12/15/13	2.280	835,125
350		Reynolds Group Issuer LLC, Global Company Guaranteed Notes (Callable 10/15/14 @ 104.50)§	(CCC+, Caa2)	04/15/19	9.000	371,875
300		Reynolds Group Issuer LLC, Global Senior Secured Notes (Callable 10/15/14 @ 103.56)	(B+, B1)	04/15/19	7.125	323,625
250		Sealed Air Corp., Rule 144A, Company Guaranteed Notes (Callable 09/15/16 @ 104.19)‡ §	(BB-, B1)	09/15/21	8.375	287,500
						3,982,098
Pharmaceuticals (0.6%)
1,125		Warner Chilcott Finance LLC, Global Company Guaranteed Notes (Callable 09/15/14 @ 103.88)	(BB, B3)	09/15/18	7.750	1,207,969

Printing & Publishing (0.1%)
683		The Reader’s Digest Association, Inc., Global Senior Secured Notes (Callable 02/15/14 @ 103.00)ø #	(D, NR)	02/15/17	9.500	262,955

Real Estate Investment Trusts (1.8%)
500		CCRE Finance Corp., Rule 144A, Company Guaranteed Notes (Callable 02/15/15 @ 105.81)‡	(B, B1)	02/15/18	7.750	511,250

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

CORPORATE BONDS
Real Estate Investment Trusts
$	1,850	CNL Lifestyle Properties, Inc., Global Company Guaranteed Notes (Callable 04/15/15 @ 103.63)§	(B+, Ba3)	04/15/19	7.250	$	1,859,250
325		The Geo Group, Inc., Global Company Guaranteed Notes (Callable 02/15/16 @ 103.31)	(B+, B1)	02/15/21	6.625	358,719
750		The Geo Group, Inc., Rule 144A, Company Guaranteed Notes (Callable 04/01/18 @ 102.56)‡ §	(B+, B1)	04/01/23	5.125	759,375
						3,488,594
Restaurants (0.6%)
1,100		CKE Restaurants, Inc., Global Secured Notes (Callable 07/15/14 @ 105.69)	(B-, B2)	07/15/18	11.375	1,281,500

Software/Services (4.7%)
950		Epicor Software Corp., Global Company Guaranteed Notes (Callable 05/01/15 @ 104.31)	(CCC+, Caa1)	05/01/19	8.625	1,033,125
1,125		First Data Corp., Rule 144A, Senior Secured Notes (Callable 06/15/15 @ 103.69)‡	(B+, B1)	06/15/19	7.375	1,202,344
650		First Data Corp., Rule 144A, Senior Secured Notes (Callable 11/01/15 @ 105.06)‡	(B+, B1)	11/01/20	6.750	680,875
625		Infor US, Inc., Global Company Guaranteed Notes (Callable 04/01/15 @ 107.50)€	(B-, Caa1)	04/01/19	10.000	904,889
1,523		MedAssets, Inc., Global Company Guaranteed Notes (Callable 11/15/14 @ 104.00)	(B-, B3)	11/15/18	8.000	1,671,492
1,003		Serena Software, Inc., Global Company Guaranteed Notes (Callable 03/15/14 @ 100.00)	(CCC+, Caa1)	03/15/16	10.375	1,023,060
400		SSI Co-Issuer LLC, Global Company Guaranteed Notes (Callable 06/01/14 @ 105.56)	(CCC+, Caa1)	06/01/18	11.125	446,000
600		SunGard Data Systems, Inc., Global Company Guaranteed Notes (Callable 11/15/13 @ 105.53)	(B, Caa1)	11/15/18	7.375	645,000
1,598		Syniverse Holdings, Inc., Global Company Guaranteed Notes (Callable 01/15/15 @ 104.56)	(B-, Caa1)	01/15/19	9.125	1,761,795
						9,368,580
Specialty Retail (2.7%)
1,350		Brown Shoe Co., Inc., Global Company Guaranteed Notes (Callable 05/15/14 @ 105.34)	(B, B3)	05/15/19	7.125	1,431,000
1,000		Claire’s Stores, Inc., Rule 144A, Senior Secured Notes (Callable 03/15/15 @ 106.75)‡	(B-, B2)	03/15/19	9.000	1,135,000
750		Ontex IV SA, Rule 144A, Senior Secured Notes (Callable 04/15/14 @ 103.25)‡ €	(B, B1)	04/15/18	7.500	1,006,413
750		Tempur-Pedic International, Inc., Rule 144A, Company Guaranteed Notes (Callable 12/15/16 @ 103.44)‡ §	(B+, B3)	12/15/20	6.875	804,375
1,000		Toys R Us Property Co. I LLC, Global Company Guaranteed Notes (Callable 07/15/13 @ 105.38)	(B+, B3)	07/15/17	10.750	1,081,250
						5,458,038
Steel Producers/Products (0.8%)
550		JMC Steel Group, Rule 144A, Senior Notes (Callable 03/15/14 @ 106.19)‡	(B, B3)	03/15/18	8.250	585,750
1,000		Tempel Steel Co., Rule 144A, Senior Secured Notes (Callable 02/15/14 @ 109.00)‡	(B-, Caa1)	08/15/16	12.000	945,000
						1,530,750
Support-Services (2.5%)
500		BC Mountain Finance, Inc., Rule 144A, Company Guaranteed Notes (Callable 02/01/16 @ 105.25)‡	(B-, B3)	02/01/21	7.000	531,250
1,100		CoreLogic, Inc., Global Company Guaranteed Notes (Callable 06/01/16 @ 103.63)	(B+, Ba3)	06/01/21	7.250	1,221,000
500		Emdeon, Inc., Global Company Guaranteed Notes (Callable 12/31/15 @ 105.50)	(CCC+, Caa1)	12/31/19	11.000	578,750

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

CORPORATE BONDS
Support-Services
$	775	Garda World Security Corp., Rule 144A, Senior Unsecured Notes (Callable 03/15/14 @ 104.88)‡	(B, B2)	03/15/17	9.750	$	838,937
500		Sabre, Inc., Rule 144A, Senior Secured Notes (Callable 05/15/15 @ 106.38)‡	(B, B1)	05/15/19	8.500	544,375
1,200		United Rentals North America, Inc., Global Company Guaranteed Notes (Callable 05/15/16 @ 103.69)§	(B+, B3)	05/15/20	7.375	1,338,000
						5,052,312
Telecom - Integrated/Services (2.0%)
350		Hellas Telecommunications II SCA, Rule 144A, Subordinated Notes‡ ø ^ #	(NR, NR)	01/15/15	0.000	—
600		Intelsat Jackson Holdings SA, Global Company Guaranteed Notes (Callable 04/01/15 @ 103.63)	(B, B3)	04/01/19	7.250	658,500
750		Intelsat Jackson Holdings SA, Global Company Guaranteed Notes (Callable 04/01/16 @ 103.75)§	(B, B3)	04/01/21	7.500	838,125
800		Intelsat Luxembourg SA, Rule 144A, Senior Unsecured Notes (Callable 06/01/17 @ 103.88)‡	(CCC+, Caa3)	06/01/21	7.750	816,000
250		Intelsat Luxembourg SA, Rule 144A, Senior Unsecured Notes (Callable 06/01/15 @ 103.38)‡	(CCC+, Caa3)	06/01/18	6.750	258,750
1,300		Zayo Capital, Inc., Global Senior Secured Notes (Callable 07/01/15 @ 104.06)§	(B, B1)	01/01/20	8.125	1,462,500
						4,033,875
Telecom - Wireless (0.6%)
400		Telesat LLC, Rule 144A, Senior Unsecured Notes (Callable 05/15/14 @ 103.00)‡	(B-, B3)	05/15/17	6.000	420,000
600		Wind Acquisition Finance SA, Rule 144A, Secured Notes (Callable 07/15/13 @ 105.88)‡ €	(B+, B3)	07/15/17	11.750	742,651
						1,162,651
Telecommunications Equipment (1.5%)
1,200		Avaya, Inc., Rule 144A, Senior Secured Notes (Callable 04/01/15 @ 103.50)‡ §	(B, B1)	04/01/19	7.000	1,179,000
1,600		Brightstar Corp., Rule 144A, Company Guaranteed Notes (Callable 12/01/14 @ 104.75)‡	(BB-, B1)	12/01/16	9.500	1,720,000
						2,899,000
Textiles & Apparel (0.3%)
150		IT Holding Finance SA, Rule 144A, Company Guaranteed Notes‡ € ø	(NR, NR)	11/15/25	9.875	1,974
500		Takko Luxembourg 2 S.C.A, Rule 144A, Senior Secured Notes (Callable 04/15/16 @ 104.94)‡ €	(B-, B3)	04/15/19	9.875	628,246
						630,220
Theaters & Entertainment (2.1%)
675		AMC Entertainment, Inc., Global Company Guaranteed Notes (Callable 06/01/14 @ 104.38)§	(B-, B2)	06/01/19	8.750	744,187
857		AMC Entertainment, Inc., Global Company Guaranteed Notes (Callable 12/01/15 @ 104.88)	(CCC+, Caa1)	12/01/20	9.750	993,049
1,600		Regal Entertainment Group, Company Guaranteed Notes (Callable 08/15/14 @ 104.56)§	(B-, B3)	08/15/18	9.125	1,804,000
700		Wallace Theater Holdings, Inc., Rule 144A, Senior Secured Notes‡ #	(CCC, NR)	06/15/13	12.500	703,500
						4,244,736
Tobacco (0.3%)
650		Vector Group Ltd., Rule 144A, Senior Secured Notes (Callable 02/15/16 @ 105.81)‡ §	(B+, Ba3)	02/15/21	7.750	685,750

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

CORPORATE BONDS
Transportation - Excluding Air/Rail (0.2%)
$	400	Navios Maritime Holdings Finance II US, Inc., Global Company Guaranteed Notes (Callable 02/15/15 @ 104.06)	(B+, Caa1)	02/15/19	8.125	$	364,000
TOTAL CORPORATE BONDS (Cost $159,670,015)						162,065,700

ASSET BACKED SECURITIES (8.5%)
Collateralized Debt Obligations (8.5%)
1,000		ALM VI Ltd., Rule 144A‡ #	(B, NR)	06/14/23	6.281	964,333
1,000		Carlyle Global Market Strategies CLO 2012-4 Ltd., Rule 144A‡	(NR, NR)	01/20/25	0.000	847,500
1,000		Carlyle Global Market Strategies CLO 2013-1 Ltd., Rule 144A‡ #	(BB, NR)	02/14/25	5.790	959,626
1,000		Catamaran CLO 2012-1 Ltd., Rule 144A‡ #	(BBB, NR)	12/20/23	5.009	1,007,160
1,000		Commercial Industrial Finance Corp., Rule 144A‡ #	(BBB, NR)	01/19/23	3.402	969,154
1,000		ECP CLO Ltd., Rule 144A‡ #	(BB, NR)	01/20/15	4.482	835,780
1,000		Finn Square CLO Ltd., Rule 144A‡ #	(BB, NR)	12/24/23	5.567	939,939
1,000		Gale Force 1 CLO Ltd., Rule 144A‡ #	(A, A2)	11/15/17	2.140	938,015
1,000		Gale Force 4 CLO Ltd., Rule 144A‡ #	(BBB, Ba1)	08/20/21	3.789	942,627
1,000		Halcyon Loan Advisors Funding Ltd., Rule 144A‡ #	(BB, NR)	12/20/24	5.680	945,387
1,000		ING Investment Management CLO 2011-1 LLC, Rule 144A‡ #	(BB, NR)	06/22/21	4.784	917,925
1,000		JFIN CLO Ltd., Rule 144A‡ #	(BB, NR)	01/20/25	5.030	855,750
1,000		Marine Park CLO Ltd., Rule 144A‡ #	(BB-, NR)	05/18/23	6.040	976,518
1,000		OFSI Fund V Ltd., Rule 144A‡ #	(BBB, NR)	04/17/25	4.542	950,626
1,000		Shackleton I CLO Ltd., Rule 144A‡ #	(BBB, NR)	08/14/23	5.042	999,014
1,000		Shackleton I CLO Ltd., Rule 144A‡ #	(BB, NR)	08/14/23	6.492	958,946
1,000		Shackleton II CLO Ltd., Rule 144A‡ #	(BB, NR)	10/20/23	5.648	925,201
1,000		Venture X CLO Ltd., Rule 144A‡ #	(BB, NR)	02/28/24	5.662	907,500
TOTAL ASSET BACKED SECURITIES (Cost $16,092,841)						16,841,001

BANK LOANS (5.4%)
Aerospace & Defense (0.2%)
466		Arinc, Inc.#	(B, Caa1)	10/25/15	6.210	460,280

Energy - Exploration & Production (0.6%)
1,001		Delek Benelux BV€ #	(NR, NR)	02/08/17	5.245	1,234,742

Gaming (0.5%)
1,000		CKX Entertainment, Inc.#	(B+, B1)	06/21/17	9.000	879,380

Investments & Misc. Financial Services (0.6%)
881		BNY ConvergEX Group LLC#	(CCC+, B3)	12/17/17	8.750	872.822
369		BNY ConvergEX Group LLC#	(CCC+, B3)	12/18/17	8.750	366.240

Leisure (0.6%)
253		Technicolor SA#	(B, NR)	03/31/16	9.350	278,164
760		Technicolor SA#	(B, NR)	05/26/17	9.350	834,823
						1,112,987
Machinery (0.6%)
1,250		CPM Acquisition Corp.#	(B, Caa1)	03/01/18	10.250	1,271,875

Media - Diversified (0.5%)
432		Flint Group Holdings Sarl#	(NR, NR)	06/30/16	7.476	407,778
584		Flint Group Holdings Sarl#	(NR, NR)	12/31/16	7.476	481,655
						889,433
Printing & Publishing (0.1%)
1,207		Yell Group PLC#	(NR, NR)	07/31/14	3.954	221,442

Software/Services (1.7%)
378		AVG Technologies N.V.#	(BB-, B1)	03/15/16	8.250	380,284
1,000		Decision Insight Information Group#	(B, B1)	01/04/17	7.000	1,009,585
980		SafeNet, Inc.#	(B, B3)	04/12/15	6.204	976,833
20		SafeNet, Inc.#	(B-, Caa1)	04/12/15	6.204	19,732

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

BANK LOANS
Software/Services
$	1,000	Wall Street Systems Delaware, Inc.#	(NR, Caa2)	10/25/20	9.250	$	1,010,000
						3,396,434
TOTAL BANK LOANS (Cost $10,610,922)						10,705,635

Number of Shares

COMMON STOCKS (0.4%)
Automotive (0.0%)
1,219		Safelite Realty Corp.*^				—

Building & Construction (0.2%)
14,400		Ashton Woods USA LLC, Class B*^				190,368
92,791		William Lyon Homes, Inc.*				264,454
						454,822
Building Materials (0.0%)
372		Dayton Superior Corp.*^				—
328		Nortek, Inc.*§				23,406
						23,406
Chemicals (0.1%)
4,893		Huntsman Corp.				90,961

Gaming (0.0%)
36,250		Majestic Holdco LLC*				68,875
1,500		Progressive Gaming International Corp.*				1
						68,876
Media - Broadcast (0.1%)
26,986		Cumulus Media, Inc., Class A*§				90,943

Printing & Publishing (0.0%)
888		SuperMedia, Inc.*§				3,436
TOTAL COMMON STOCKS (Cost $1,443,868)						732,444

PREFERRED STOCK (0.0%)
413		Dayton Superior Corp. (Cost $156,000) *^				—

WARRANTS (0.0%)
Building Materials (0.0%)
864		Nortek, Inc., strike price $1.00, expires 12/07/14*§				17,280

Printing & Publishing (0.0%)
3,871		The Readers Digest Association, Inc., strike price $0.00, expires 02/19/14*^				—
TOTAL WARRANTS (Cost $864)						17,280

SHORT-TERM INVESTMENTS (18.8%)
35,492,513		State Street Navigator Prime Portfolio, 0.22%§§				35,492,513

Par (000)				Maturity	Rate%

$	1,895	State Street Bank and Trust Co. Euro Time Deposit		04/01/13	0.010	1,895,000
TOTAL SHORT-TERM INVESTMENTS (Cost $37,387,513)						37,387,513

	Value

TOTAL INVESTMENTS AT VALUE (114.6%) (Cost $225,362,023)	$	227,749,573

LIABILITIES IN EXCESS OF OTHER ASSETS (-14.6%)	(28,942,575		)

NET ASSETS (100.0%)	$	198,806,998

All securities are denominated in U.S. Dollars unless otherwise noted.

†	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, 2013, these securities amounted to a value of $95,993,839 or 48.3% of net assets.
€	This security is denominated in Euro.
£	This security is denominated in British Pound.
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, 2013.
§	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 one-day yield at March 31, 2013.

INVESTMENT ABBREVIATIONS

NR = Not Rated

PIK = Payment in Kind

At March 31, 2013, Open Forward Foreign Currency Contracts were as follows:

Forward Foreign Currency to be Purchased (Local)		Forward Foreign Currency to be Sold (Local)		Expiration Date	Counterparties	Value on Settlement Date			Current Value			Unrealized Appreciation/ (Depreciation)
USD	8,807,856	EUR	6,580,000	04/18/13	Morgan Stanley	$	(8,807,856	)	$	(8,450,228	)	$	357,628
USD	2,262,444	GBP	1,415,000	04/18/13	Morgan Stanley	(2,262,444		)	(2,148,431		)	114,013
												$	471,641

Currency Abbreviations:

EUR = Euro

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. 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. Investments in open-end investment companies are valued at their net asset value each business day and are generally categorized as Level 1. Time Deposits are valued at cost and are generally categorized as Level 2. Forward currency contracts are valued at the prevailing forward exchange rate of the underlying currencies and are generally categorized as Level 2. 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, 2013, the Fund held 0.10% 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 $1,934,381 and fair value of $190,497. 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, 2013 in valuing the Fund’s investments carried at value:

	Level 1		Level 2		Level 3		Total
Investments in Securities
Corporate Bonds	$	—	$	162,065,571	$	129	$	162,065,700
Asset Backed Securities	—		16,841,001		—		16,841,001
Bank Loans	—		10,705,635		—		10,705,635
Common Stocks	208,746		333,330		190,368		732,444
Preferred Stock	—		—		0		—
Warrants	17,280		—		0		17,280
Short-Term Investments	35,492,513		1,895,000		—		37,387,513
Other Financial Instruments *
Forward Foreign Currency Contracts	—		471,641		—		471,641
	$	35,718,539	$	192,312,178	$	190,497	$	228,221,214

* Other financial instruments include forward foreign currency contracts.

The following is a reconciliation of investments as of March 31, 2013 in which significant unobservable inputs (Level 3) were used in determining value. Transfers in or out of Level 3 represent the beginning value of any security or instrument where a change in the level has occurred from the beginning to the end of the period.

	Corporate Bonds			Common Stocks		Preferred Stock		Warrants		Total
Balance as of December 31, 2012	$	130		$	108,720	$	0	$	0	$	108,850
Accrued discounts/premiums	—			—		—		—		—
Purchases	—			—		—		—		—
Sales	—			—		—		—		—
Realized Gain/(Loss)	—			—		—		—		—
Change in Unrealized Appreciation/(Depreciation)	(1		)	81,648		0		0		81,647
Transfers Into Level 3	—			—		—		—		—
Transfers Out of Level 3	—			—		—		—		—
Balance as of March 31, 2013	$	129		$	190,368	$	0	$	0	$	190,497

Net change in unrealized Appreication/(Depreciation) from investments still held as of March 31, 2013	$	(1	)	$	81,648	$	0	$	0	$	81,647

The Fund adopted FASB amendments to authoritative guidance which require the Fund to disclose details of transfers in and out of Level 1 and Level 2 measurements and Level 2 and Level 3 measurements and the reasons for the transfers. For the quarter ended March 31, 2013, there were no transfers in and out of Level 1, Level 2 and Level 3.

Federal Income Tax Cost - At March 31, 2013, the cost of investments (excluding foreign currency related transactions) and net unrealized appreciation (depreciation) for income tax purposes were as follows:

Cost of Investments	$	225,362,023
Unrealized appreciation	$	12,397,151
Unrealized depreciation	(10,009,601		)
Net unrealized appreciation (depreciation)	$	2,387,550

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/funds 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 29, 2013

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 29, 2013

/s/Bruce S. Rosenberg
Name:	Bruce S. Rosenberg
Title:	Chief Financial Officer
Date:	May 29, 2013