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:		July 1, 2013 to September 30, 2013

Item 1: Schedule of Investments

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments

September 30, 2013 (unaudited)

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

CORPORATE BONDS (79.9%)
Aerospace & Defense (1.3%)
$	650	AAR Corp., Rule 144A, Company Guaranteed Notes (Callable 01/15/17 @ 103.63)‡	(BB, Ba3)	01/15/22	7.250	$	680,875
1,750		Ducommun, Inc., Global Company Guaranteed Notes (Callable 07/15/15 @ 104.88)	(B-, B3)	07/15/18	9.750	1,951,250
						2,632,125
Airlines (0.4%)
500		Continental Airlines 2012-3 Class C Pass Thru Certificates	(B+, B1)	04/29/18	6.125	508,750
200		United Continental Holdings, Inc., Company Guaranteed Notes	(B, B2)	06/01/18	6.375	204,500
						713,250
Auto Parts & Equipment (4.8%)
500		IDQ Holdings, Inc., Rule 144A, Senior Secured Notes (Callable 10/01/14 @ 108.63)‡	(B-, B3)	04/01/17	11.500	541,250
363		Lear Corp., Company Guaranteed Notes (Callable 03/15/15 @ 104.06)	(BB, Ba2)	03/15/20	8.125	399,300
500		Lear Corp., Rule 144A, Company Guaranteed Notes (Callable 01/15/18 @ 102.38)‡	(BB, Ba2)	01/15/23	4.750	466,250
1,080		Mark IV U.S.A. S.C.A., Rule 144A, Senior Secured Notes (Callable 12/15/13 @ 106.66)‡€	(BB-, Ba3)	12/15/17	8.875	1,571,589
675		Meritor, Inc., Company Guaranteed Notes (Callable 03/15/14 @ 105.31)	(B-, B3)	03/15/18	10.625	732,375
500		Meritor, Inc., Company Guaranteed Notes (Callable 06/15/16 @ 105.06)	(B-, B3)	06/15/21	6.750	497,500
550		Schaeffler Finance BV, Rule 144A, Senior Secured Notes‡	(B+, Ba2)	02/15/17	7.750	618,750
1,000		Schaeffler Finance BV, Rule 144A, Senior Secured Notes (Callable 02/15/15 @ 106.38)‡	(B+, Ba2)	02/15/19	8.500	1,120,000
1,575		Stoneridge, Inc., Rule 144A, Secured Notes (Callable 10/15/14 @ 104.75)‡	(BB-, B2)	10/15/17	9.500	1,697,062
742		Tomkins, Inc., Global Secured Notes (Callable 10/01/14 @ 104.50)	(BB-, B1)	10/01/18	9.000	812,490
1,000		UCI International, Inc., Global Company Guaranteed Notes (Callable 02/15/15 @ 104.31)	(CCC, B3)	02/15/19	8.625	1,025,000
						9,481,566
Automakers (0.5%)
220		General Motors Co., Rule 144A, Senior Unsecured Notes‡	(BB+, Ba1)	10/02/18	3.500	220,550
660		General Motors Co., Rule 144A, Senior Unsecured Notes‡	(BB+, Ba1)	10/02/23	4.875	648,450
220		General Motors Co., Rule 144A, Senior Unsecured Notes‡	(BB+, Ba1)	10/02/43	6.250	217,800
						1,086,800
Brokerage (1.2%)
1,000		CCRE Finance Corp., Rule 144A, Company Guaranteed Notes (Callable 02/15/15 @ 105.81)‡	(B, B1)	02/15/18	7.750	1,022,500
1,450		Jefferies Finance LLC, Rule 144A, Senior Unsecured Notes (Callable 04/01/16 @ 105.53)‡	(B+, B1)	04/01/20	7.375	1,442,750
						2,465,250
Building & Construction (0.2%)
500		K Hovnanian Enterprises, Inc., Global Senior Secured Notes	(CCC+, B1)	11/01/21	2.000	340,000

Building Materials (2.6%)
1,525		Euramax International, Inc., Global Senior Secured Notes (Callable 04/01/14 @ 104.75)	(B-, Caa2)	04/01/16	9.500	1,467,812
1,850		Headwaters, Inc., Global Secured Notes (Callable 04/01/15 @ 103.81)	(B+, B2)	04/01/19	7.625	1,951,750
900		International Wire Group Holdings, Inc., Rule 144A, Senior Secured Notes (Callable 10/15/15 @ 104.25)‡	(B, B3)	10/15/17	8.500	951,750

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

CORPORATE BONDS
Building Materials
$	750	RSI Home Products, Inc., Rule 144A, Secured Notes (Callable 03/01/15 @ 105.16)‡	(B+, B1)	03/01/18	6.875	$	778,125
						5,149,437
Chemicals (3.2%)
500		Chemtura Corp., Company Guaranteed Notes (Callable 07/15/16 @ 104.31)§	(BB-, B1)	07/15/21	5.750	501,250
1,450		GrafTech International Ltd., Global Company Guaranteed Notes (Callable 11/15/16 @ 103.19)§	(BB+, Ba2)	11/15/20	6.375	1,471,750
500		Ineos Finance PLC, Rule 144A, Senior Secured Notes (Callable 05/01/15 @ 105.63)‡	(BB-, B1)	05/01/20	7.500	538,750
350		Ineos Group Holdings SA, Rule 144A, Company Guaranteed Notes (Callable 05/15/15 @ 103.25)‡§	(B-, Caa1)	08/15/18	6.125	343,000
600		JM Huber Corp., Rule 144A, Senior Notes (Callable 11/01/15 @ 104.94)‡	(BB, Ba3)	11/01/19	9.875	684,000
1,416		Reichhold Industries, Inc., PIK, Rule 144A, Senior Secured Notes‡	(CCC+, NR)	05/08/17	11.000	1,104,647
1,000		Taminco Global Chemical Corp., Rule 144A, Secured Notes (Callable 03/31/15 @ 107.31)‡	(B-, Caa1)	03/31/20	9.750	1,135,000
600		U.S. Coatings Acquisition, Inc., Rule 144A, Company Guaranteed Notes (Callable 02/04/16 @ 105.53)‡§	(B-, Caa1)	05/01/21	7.375	630,000
						6,408,397
Consumer Products (2.0%)
895		Alphabet Holding Co., Inc., PIK, Global Senior Unsecured Notes (Callable 11/01/13 @ 103.00)§	(B-, Caa1)	11/01/17	7.750	924,088
1,375		NBTY, Inc., Global Company Guaranteed Notes (Callable 10/01/14 @ 104.50)	(B, B3)	10/01/18	9.000	1,515,937
400		Prestige Brands, Inc., Global Company Guaranteed Notes (Callable 02/01/16 @ 104.06)§	(B-, B3)	02/01/20	8.125	442,000
1,025		Prestige Brands, Inc., Global Senior Secured Notes (Callable 04/01/14 @ 104.13)	(BB-, Ba3)	04/01/18	8.250	1,094,188
						3,976,213
Consumer/Commercial/Lease Financing (0.9%)
750		Cabot Financial Luxembourg SA, Rule 144A, Senior Secured Notes (Callable 10/01/15 @ 107.78)‡£	(BB, B1)	10/01/19	10.375	1,384,586
450		Milestone Aviation Group LLC, Rule 144A, Senior Unsecured Notes (Callable 12/15/15 @ 104.31)‡	(NR, NR)	12/15/17	8.625	475,875
						1,860,461
Discount Stores (0.7%)
1,300		99 Cents Only Stores, Global Company Guaranteed Notes (Callable 12/15/14 @ 108.25)	(CCC+, Caa1)	12/15/19	11.000	1,462,500

Diversified Capital Goods (1.4%)
750		Anixter, Inc., Global Company Guaranteed Notes	(BB, Ba3)	05/01/19	5.625	776,250
500		BC Mountain Finance, Inc., Rule 144A, Company Guaranteed Notes (Callable 02/01/16 @ 105.25)‡§	(B-, B3)	02/01/21	7.000	498,750
1,000		Belden, Inc., Rule 144A, Company Guaranteed Notes (Callable 09/01/17 @ 102.75)‡	(B+, Ba2)	09/01/22	5.500	970,000
4		FCC Holdings, Inc., Rule 144A, Senior Unsecured Notes (Callable 12/15/13 @ 105.00)‡^	(CCC+, Ca)	12/15/15	13.000	3,879
509		Mueller Water Products, Inc., Global Company Guaranteed Notes (Callable 09/01/15 @ 104.38)	(NR, B1)	09/01/20	8.750	562,445
						2,811,324
Electric - Generation (0.1%)
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	60,500

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

CORPORATE BONDS
Electric - Generation
$	1,275	TCEH Finance, Inc., Series B, Global Company Guaranteed Notes (Callable 11/01/13 @ 100.00)	(D, C)	11/01/15	10.250	$	35,063
						95,563
Electronics (0.4%)
500		CPI International, Inc., Global Company Guaranteed Notes (Callable 02/15/15 @ 104.00)	(CCC+, B3)	02/15/18	8.000	517,500
260		Freescale Semiconductor, Inc., Rule 144A, Senior Secured Notes (Callable 03/15/14 @ 105.06)‡	(B, B1)	03/15/18	10.125	284,830
						802,330
Energy - Exploration & Production (6.5%)
325		Bonanza Creek Energy, Inc., Global Company Guaranteed Notes (Callable 04/15/17 @ 103.38)	(B-, B3)	04/15/21	6.750	329,875
1,400		EP Energy Finance, Inc., Global Senior Unsecured Notes (Callable 05/01/16 @ 104.69)	(B, B2)	05/01/20	9.375	1,582,000
1,975		EPL Oil & Gas, Inc., Global Company Guaranteed Notes (Callable 02/15/15 @ 104.13)	(B-, Caa1)	02/15/18	8.250	2,093,500
350		Everest Acquisition Finance, Inc., Global Senior Secured Notes (Callable 05/01/15 @ 103.44)	(B+, Ba3)	05/01/19	6.875	375,375
2,100		McMoRan Exploration Co., Company Guaranteed Notes (Callable 11/15/13 @ 100.00)	(BBB, Baa3)	11/15/14	11.875	2,124,872
550		Oasis Petroleum, Inc., Global Company Guaranteed Notes (Callable 02/01/15 @ 103.63)	(B, B3)	02/01/19	7.250	585,750
1,050		PDC Energy, Inc., Global Company Guaranteed Notes (Callable 10/15/17 @ 103.88)§	(B-, B3)	10/15/22	7.750	1,118,250
1,000		Shelf Drilling Holdings Ltd., Rule 144A, Senior Secured Notes (Callable 05/01/15 @ 104.31)‡§	(B+, B1)	11/01/18	8.625	1,067,500
700		Stone Energy Corp., Company Guaranteed Notes (Callable 02/01/14 @ 104.31)	(B-, B3)	02/01/17	8.625	743,750
525		Swift Energy Co., Company Guaranteed Notes (Callable 06/01/14 @ 101.19)	(B+, B3)	06/01/17	7.125	535,500
500		Swift Energy Co., Global Company Guaranteed Notes (Callable 03/01/17 @ 103.94)§	(B+, B3)	03/01/22	7.875	492,500
1,124		W&T Offshore, Inc., Global Company Guaranteed Notes (Callable 06/15/15 @ 104.25)§	(B, B3)	06/15/19	8.500	1,197,060
650		Whiting Petroleum Corp., Company Guaranteed Notes (Callable 12/15/20 @ 100.00)	(BB+, Ba2)	03/15/21	5.750	669,500
						12,915,432
Environmental (1.1%)
1,000		EnergySolutions LLC, Global Company Guaranteed Notes (Callable 08/15/14 @ 105.38)	(B, Caa3)	08/15/18	10.750	1,067,500
1,000		Nuverra Environmental Solutions, Inc., Global Company Guaranteed Notes (Callable 04/15/15 @ 104.94)	(B, B3)	04/15/18	9.875	1,020,000
						2,087,500
Food - Wholesale (0.5%)
600		Sun Merger Sub., Inc., Rule 144A, Senior Unsecured Notes (Callable 08/01/16 @ 104.41)‡	(BB-, B2)	08/01/21	5.875	609,750
450		Wells Enterprises, Inc., Rule 144A, Senior Secured Notes (Callable 02/01/16 @ 105.06)‡	(B+, B2)	02/01/20	6.750	460,125
						1,069,875
Forestry & Paper (0.1%)
1,000		Stone & Webster, Inc.*	(NR, NR)	10/23/19	0.000	1,750

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

CORPORATE BONDS
Forestry & Paper
$	850	Verso Paper, Inc., Global Secured Notes (Callable 02/01/15 @ 104.38)§	(CCC, Caa2)	02/01/19	8.750	$	284,750
						286,500
Gaming (2.4%)
925		Affinity Gaming Finance Corp., Global Company Guaranteed Notes (Callable 05/15/15 @ 104.50)	(B, NR)	05/15/18	9.000	1,003,625
775		Buffalo Thunder Development Authority, Rule 144A, Senior Secured Notes‡ø	(NR, NR)	12/15/14	9.375	282,875
605		Choctaw Resort Development Enterprise, Rule 144A, Senior Notes (Callable 11/15/13 @ 101.21)‡	(B, Caa1)	11/15/19	7.250	598,950
1,300		Greektown Superholdings, Inc., Series B, Global Secured Notes (Callable 01/01/14 @ 103.50)	(NR, NR)	07/01/15	13.000	1,358,500
1,600		Seminole Hard Rock International LLC, Rule 144A, Company Guaranteed Notes (Callable 05/15/16 @ 104.41)‡	(BB-, B2)	05/15/21	5.875	1,539,000
						4,782,950
Gas Distribution (2.0%)
1,500		Energy Transfer Equity LP, Senior Secured Notes	(BB, Ba2)	10/15/20	7.500	1,612,500
350		Genesis Energy LP, Global Company Guaranteed Notes (Callable 02/15/17 @ 102.88)	(B, B1)	02/15/21	5.750	344,750
1,475		Genesis Energy LP, Global Company Guaranteed Notes (Callable 12/15/14 @ 103.94)	(B, B1)	12/15/18	7.875	1,581,937
500		Holly Energy Finance Corp., Global Company Guaranteed Notes (Callable 03/01/16 @ 103.25)	(BB-, B1)	03/01/20	6.500	517,500
						4,056,687
Health Facilities (2.1%)
600		MPT Finance Corp., Global Company Guaranteed Notes (Callable 05/01/16 @ 103.44)§	(BB, Ba1)	05/01/21	6.875	634,500
550		Service Corp. International, Senior Unsecured Notes	(BB-, B1)	11/15/21	8.000	627,000
700		Symbion, Inc., Global Company Guaranteed Notes	(CCC+, Caa2)	08/23/15	11.000	700,000
1,175		Symbion, Inc., Global Senior Secured Notes (Callable 06/15/14 @ 104.00)	(B, B2)	06/15/16	8.000	1,245,500
1,000		Tenet Healthcare Corp., Rule 144A, Senior Unsecured Notes‡	(CCC+, B3)	04/01/22	8.125	1,046,250
						4,253,250
Health Services (1.1%)
350		Capsugel FinanceCo S.C.A., Rule 144A, Company Guaranteed Notes (Callable 08/01/14 @ 107.41)‡€	(B, B3)	08/01/19	9.875	530,631
400		inVentiv Health, Inc., Rule 144A, Company Guaranteed Notes (Callable 08/15/14 @ 105.00)‡	(CCC, Caa2)	08/15/18	11.000	325,000
1,250		STHI Holding Corp., Rule 144A, Secured Notes (Callable 03/15/14 @ 106.00)‡	(B, B2)	03/15/18	8.000	1,353,125
						2,208,756
Insurance Brokerage (0.8%)
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	1,127,500
300		Towergate Finance PLC, Rule 144A, Senior Secured Notes (Callable 05/15/14 @ 101.00)‡£#	(NR, B1)	02/15/18	6.009	483,488
						1,610,988
Leisure (2.1%)
750		Activision Blizzard, Inc., Rule 144A, Company Guaranteed Notes (Callable 09/15/16 @ 104.22)‡	(BB+, Ba2)	09/15/21	5.625	752,812
550		Activision Blizzard, Inc., Rule 144A, Company Guaranteed Notes (Callable 09/15/18 @ 103.06)‡	(BB+, Ba2)	09/15/23	6.125	554,125

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

CORPORATE BONDS
Leisure
$	500	Cedar Fair LP, Global Company Guaranteed Notes (Callable 08/01/14 @ 104.56)	(B, B1)	08/01/18	9.125	$	550,625
1,000		Palace Entertainment Holdings Corp., Rule 144A, Senior Secured Notes (Callable 04/15/14 @ 104.44)‡	(B-, B2)	04/15/17	8.875	1,022,500
1,250		Six Flags Entertainment Corp., Rule 144A, Company Guaranteed Notes (Callable 01/15/16 @ 103.94)‡	(BB-, B3)	01/15/21	5.250	1,193,750
						4,073,812
Media - Cable (2.9%)
150		Cablevision Systems Corp., Senior Unsecured Notes	(B+, B1)	04/15/18	7.750	168,750
600		Cablevision Systems Corp., Senior Unsecured Notes§	(B+, B1)	04/15/20	8.000	672,000
1,450		CCO Holdings Capital Corp., Global Company Guaranteed Notes (Callable 04/30/15 @ 104.06)	(BB-, B1)	04/30/20	8.125	1,584,125
1,050		CSC Holdings LLC, Global Senior Unsecured Notes	(BB+, Ba3)	02/15/19	8.625	1,223,250
500		Harron Finance Corp., Rule 144A, Senior Unsecured Notes (Callable 04/01/16 @ 104.56)‡	(B-, Caa1)	04/01/20	9.125	552,500
350		Unitymedia NRW GmbH, Rule 144A, Senior Secured Notes (Callable 03/15/15 @ 103.75)‡	(B+, Ba3)	03/15/19	7.500	379,750
1,200		Virgin Media Finance PLC, Rule 144A, Company Guaranteed Notes (Callable 04/15/18 @ 103.19)‡§	(B, B2)	04/15/23	6.375	1,200,000
						5,780,375
Media - Diversified (1.3%)
1,500		Block Communications, Inc., Rule 144A, Senior Unsecured Notes (Callable 02/01/16 @ 103.63)‡	(BB-, Ba3)	02/01/20	7.250	1,582,500
450		National CineMedia LLC, Global Senior Unsecured Notes (Callable 07/15/16 @ 103.94)§	(B, B2)	07/15/21	7.875	492,750
421		Quebecor Media, Inc., Global Senior Unsecured Notes (Callable 03/15/14 @ 100.00)§	(B+, B2)	03/15/16	7.750	429,420
						2,504,670
Media - Services (0.8%)
425		Clear Channel Worldwide Holdings, Inc., Series A, Global Company Guaranteed Notes (Callable 11/15/17 @ 103.25)	(B, B1)	11/15/22	6.500	433,500
1,075		Clear Channel Worldwide Holdings, Inc., Series B, Global Company Guaranteed Notes (Callable 11/15/17 @ 103.25)	(B, B1)	11/15/22	6.500	1,101,875
5		Technicolor SA, Rule 144A, Senior Secured Notes‡^	(NR, NR)	05/26/17	9.350	4,120
						1,539,495
Medical Products (0.8%)
277		Bausch & Lomb, Inc., Global Senior Unsecured Notes (Callable 11/01/13 @ 100.00)	(NR, Caa1)	11/01/15	9.875	279,078
1,250		Polymer Group, Inc., Global Senior Secured Notes (Callable 02/01/15 @ 103.88)	(B, B1)	02/01/19	7.750	1,342,187
						1,621,265
Metals & Mining - Excluding Steel (7.2%)
1,350		Boart Longyear Management Pty Ltd., Rule 144A, Company Guaranteed Notes (Callable 04/01/16 @ 103.50)‡§	(B, B3)	04/01/21	7.000	1,012,500
700		Boart Longyear Management Pty Ltd., Rule 144A, Senior Secured Notes‡	(BB-, B1)	10/01/18	10.000	710,500
1,600		Calcipar SA, Rule 144A, Senior Secured Notes (Callable 05/01/15 @ 103.44)‡	(BB, Ba3)	05/01/18	6.875	1,676,000
1,150		Eldorado Gold Corp., Rule 144A, Senior Unsecured Notes (Callable 12/15/16 @ 103.06)‡§	(BB, Ba3)	12/15/20	6.125	1,115,500
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	433,000
1,100		Global Brass & Copper, Inc., Rule 144A, Senior Secured Notes (Callable 06/01/16 @ 104.75)‡	(B, B3)	06/01/19	9.500	1,215,500

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

CORPORATE BONDS
Metals & Mining - Excluding Steel
$	1,000	Kaiser Aluminum Corp., Global Company Guaranteed Notes (Callable 06/01/16 @ 104.13)	(BB-, Ba3)	06/01/20	8.250	$	1,122,500
1,841		KGHM International Ltd., Rule 144A, Company Guaranteed Notes (Callable 06/15/15 @ 103.88)‡	(BB-, B1)	06/15/19	7.750	1,910,037
1,000		Molycorp, Inc., Global Senior Secured Notes (Callable 06/01/16 @ 105.00)§	(CCC+, B3)	06/01/20	10.000	1,002,500
1,500		Noranda Aluminum Acquisition Corp., Rule 144A, Company Guaranteed Notes (Callable 03/01/16 @ 105.50)‡	(CCC+, Caa1)	06/01/19	11.000	1,357,500
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
1,700		Taseko Mines Ltd., Company Guaranteed Notes (Callable 04/15/15 @ 103.88)§	(B, B3)	04/15/19	7.750	1,683,000
1,500		Xinergy Corp., Rule 144A, Senior Secured Notes (Callable 05/15/15 @ 104.63)‡	(NR, NR)	05/15/19	9.250	1,110,000
						14,348,622
Oil Field Equipment & Services (5.3%)
1,700		Edgen Murray Corp., Rule 144A, Senior Secured Notes (Callable 11/01/15 @ 106.56)‡§	(B+, Caa1)	11/01/20	8.750	1,734,000
721		FTS International Bonds, Inc., Rule 144A, Company Guaranteed Notes (Callable 11/15/14 @ 103.56)‡	(B+, Ba3)	11/15/18	8.125	785,890
1,200		Pacific Drilling SA, Reg S, Senior Unsecured Notes	(NR, NR)	02/23/15	8.250	1,263,000
1,750		Parker Drilling Co., Global Company Guaranteed Notes (Callable 04/01/14 @ 104.56)	(B+, B1)	04/01/18	9.125	1,881,250
650		Permian Holdings, Inc., Rule 144A, Senior Secured Notes (Callable 07/15/15 @ 107.88)‡	(B-, B3)	01/15/18	10.500	637,000
1,620		Pioneer Energy Services Corp., Global Company Guaranteed Notes (Callable 03/15/14 @ 104.94)	(B+, B2)	03/15/18	9.875	1,757,700
1,500		Sidewinder Drilling, Inc., Rule 144A, Senior Unsecured Notes (Callable 11/15/16 @ 104.88)‡	(B-, B3)	11/15/19	9.750	1,462,500
1,000		Trinidad Drilling Ltd., Rule 144A, Senior Unsecured Notes (Callable 01/15/15 @ 103.94)‡	(BB-, B1)	01/15/19	7.875	1,060,000
						10,581,340
Oil Refining & Marketing (2.0%)
1,750		Coffeyville Finance, Inc., Global Secured Notes (Callable 11/01/17 @ 103.25)	(B+, B2)	11/01/22	6.500	1,708,438
600		Northern Tier Finance Corp., Rule 144A, Senior Secured Notes (Callable 11/15/15 @ 105.34)‡	(BB-, B1)	11/15/20	7.125	603,000
1,500		PBF Finance Corp., Global Senior Secured Notes (Callable 02/15/16 @ 104.13)	(BB+, Ba3)	02/15/20	8.250	1,560,000
						3,871,438
Packaging (1.0%)
500		Ardagh MP Holdings U.S.A., Inc., Rule 144A, Senior Unsecured Notes (Callable 11/15/16 @ 103.50)‡§	(CCC+, B3)	11/15/20	7.000	482,500
300		Ardagh Packaging Finance PLC, Rule 144A, Company Guaranteed Notes (Callable 10/15/15 @ 104.63)‡€	(CCC+, B3)	10/15/20	9.250	425,417
350		Reynolds Group Issuer LLC, Global Company Guaranteed Notes (Callable 10/15/14 @ 104.50)§	(CCC+, Caa2)	04/15/19	9.000	369,250
300		Reynolds Group Issuer LLC, Global Senior Secured Notes (Callable 10/15/14 @ 103.56)	(B+, B1)	04/15/19	7.125	320,250
250		Sealed Air Corp., Rule 144A, Company Guaranteed Notes (Callable 09/15/16 @ 104.19)‡	(BB-, B1)	09/15/21	8.375	284,375
						1,881,792
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	1,226,250

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

CORPORATE BONDS
Real Estate Investment Trusts (1.0%)
$	1,850	CNL Lifestyle Properties, Inc., Global Company Guaranteed Notes (Callable 04/15/15 @ 103.63)§	(B, Ba3)	04/15/19	7.250	$	1,905,500

Software/Services (5.9%)
1,850		Epicor Software Corp., Global Company Guaranteed Notes (Callable 05/01/15 @ 104.31)	(CCC+, Caa1)	05/01/19	8.625	1,984,125
1,125		First Data Corp., Rule 144A, Senior Secured Notes (Callable 06/15/15 @ 103.69)‡	(B+, B1)	06/15/19	7.375	1,189,688
650		First Data Corp., Rule 144A, Senior Secured Notes (Callable 11/01/15 @ 105.06)‡	(B+, B1)	11/01/20	6.750	676,000
400		Infor U.S., Inc., Global Company Guaranteed Notes (Callable 04/01/15 @ 107.03)	(B-, Caa1)	04/01/19	9.375	449,000
625		Infor U.S., Inc., Global Company Guaranteed Notes (Callable 04/01/15 @ 107.50)€	(B-, Caa1)	04/01/19	10.000	947,556
1,523		MedAssets, Inc., Global Company Guaranteed Notes (Callable 11/15/14 @ 104.00)	(B-, B3)	11/15/18	8.000	1,648,647
1,000		NeuStar, Inc., Global Company Guaranteed Notes (Callable 01/15/18 @ 102.25)§	(BB-, Ba3)	01/15/23	4.500	902,500
1,003		Serena Software, Inc., Global Company Guaranteed Notes (Callable 03/15/14 @ 100.00)	(CCC+, Caa1)	03/15/16	10.375	1,013,030
400		SSI Co-Issuer LLC, Global Company Guaranteed Notes (Callable 06/01/14 @ 105.56)	(CCC+, Caa1)	06/01/18	11.125	442,000
600		SunGard Data Systems, Inc., Global Company Guaranteed Notes (Callable 11/15/13 @ 105.53)	(B, Caa1)	11/15/18	7.375	637,500
1,598		Syniverse Holdings, Inc., Global Company Guaranteed Notes (Callable 01/15/15 @ 104.56)	(B-, Caa1)	01/15/19	9.125	1,729,835
						11,619,881
Specialty Retail (1.8%)
1,350		Brown Shoe Co., Inc., Global Company Guaranteed Notes (Callable 05/15/14 @ 105.34)	(B, B3)	05/15/19	7.125	1,432,687
750		Ontex IV SA, Rule 144A, Senior Secured Notes (Callable 04/15/14 @ 103.75)‡€	(B, B1)	04/15/18	7.500	1,063,462
1,050		Penske Automotive Group, Inc., Global Company Guaranteed Notes (Callable 10/01/17 @ 102.88)	(B, B2)	10/01/22	5.750	1,034,250
						3,530,399
Steel Producers/Products (0.8%)
550		JMC Steel Group, Rule 144A, Senior Notes (Callable 03/15/14 @ 106.19)‡§	(B-, Caa1)	03/15/18	8.250	540,375
1,000		Tempel Steel Co., Rule 144A, Senior Secured Notes (Callable 02/15/14 @ 109.00)‡	(B-, Caa1)	08/15/16	12.000	960,000
						1,500,375
Support-Services (4.1%)
1,250		CoreLogic, Inc., Global Company Guaranteed Notes (Callable 06/01/16 @ 103.63)	(B+, B1)	06/01/21	7.250	1,337,500
500		Emdeon, Inc., Global Company Guaranteed Notes (Callable 12/31/15 @ 105.50)	(CCC+, Caa1)	12/31/19	11.000	571,875
775		Garda World Security Corp., Rule 144A, Senior Unsecured Notes (Callable 03/15/14 @ 104.88)‡	(B, B2)	03/15/17	9.750	829,250
356		H&E Equipment Services, Inc., Global Company Guaranteed Notes (Callable 09/01/17 @ 103.50)	(B+, B3)	09/01/22	7.000	380,920
750		Iron Mountain, Inc., Company Guaranteed Notes (Callable 08/15/18 @ 103.00)	(BB-, Ba1)	08/15/23	6.000	748,125
650		NES Rentals Holdings, Inc., Rule 144A, Secured Notes (Callable 05/01/15 @ 103.94)‡	(CCC+, Caa2)	05/01/18	7.875	666,250
500		Sabre, Inc., Rule 144A, Senior Secured Notes (Callable 05/15/15 @ 106.38)‡§	(B, B1)	05/15/19	8.500	542,500
950		Safway Finance Corp., Rule 144A, Secured Notes (Callable 05/15/15 @ 103.50)‡	(B, B3)	05/15/18	7.000	969,000

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

CORPORATE BONDS
Support-Services
$	325	The Geo Group, Inc., Global Company Guaranteed Notes (Callable 02/15/16 @ 103.31)	(B+, B1)	02/15/21	6.625	$	342,875
475		The Geo Group, Inc., Rule 144A, Company Guaranteed Notes (Callable 04/01/18 @ 102.56)‡	(B+, B1)	04/01/23	5.125	437,000
1,200		United Rentals North America, Inc., Global Company Guaranteed Notes (Callable 05/15/16 @ 103.69)	(B+, B2)	05/15/20	7.375	1,299,000
						8,124,295
Telecom - Integrated/Services (1.8%)
350		Hellas Telecommunications Luxembourg II S.C.A., 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	645,000
750		Intelsat Jackson Holdings SA, Global Company Guaranteed Notes (Callable 04/01/16 @ 103.75)	(B, B3)	04/01/21	7.500	813,750
250		Intelsat Luxembourg SA, Rule 144A, Company Guaranteed Notes (Callable 06/01/15 @ 103.38)‡	(CCC+, Caa2)	06/01/18	6.750	260,625
800		Intelsat Luxembourg SA, Rule 144A, Company Guaranteed Notes (Callable 06/01/17 @ 103.88)‡§	(CCC+, Caa2)	06/01/21	7.750	831,000
950		Zayo Capital, Inc., Global Senior Secured Notes (Callable 07/01/15 @ 104.06)	(B, B1)	01/01/20	8.125	1,043,813
						3,594,188
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	417,500
600		Wind Acquisition Finance SA, Rule 144A, Secured Notes (Callable 07/15/14 @ 102.94)‡€	(B, B3)	07/15/17	11.750	771,103
						1,188,603
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	1,128,000
1,700		Brightstar Corp., Rule 144A, Company Guaranteed Notes (Callable 12/01/14 @ 104.75)‡	(B+, B1)	12/01/16	9.500	1,785,000
						2,913,000
Textiles & Apparel (0.3%)
150		IT Holding Finance SA, Rule 144A, Company Guaranteed Notes‡€ø	(NR, NR)	11/15/25	9.875	2,000
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	663,289
						665,289
Theaters & Entertainment (1.3%)
800		AMC Entertainment, Inc., Global Company Guaranteed Notes (Callable 06/01/14 @ 104.38)	(B-, B2)	06/01/19	8.750	864,000
857		AMC Entertainment, Inc., Global Company Guaranteed Notes (Callable 12/01/15 @ 104.88)	(CCC+, Caa1)	12/01/20	9.750	981,265
650		Carmike Cinemas, Inc., Global Secured Notes (Callable 05/15/15 @ 105.53)	(B, B2)	05/15/19	7.375	703,625
						2,548,890
Tobacco (0.3%)
650		Vector Group Ltd., Global Senior Secured Notes (Callable 02/15/16 @ 105.81)	(B+, Ba3)	02/15/21	7.750	676,000

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

CORPORATE BONDS
Transportation - Excluding Air/Rail (0.2%)
$	400	Navios Maritime Holdings Finance II U.S., Inc., Global Company Guaranteed Notes (Callable 02/15/15 @ 104.06)	(B+, Caa1)	02/15/19	8.125	$	399,000
TOTAL CORPORATE BONDS (Cost $159,158,459)						158,651,633

ASSET BACKED SECURITIES (9.0%)
Collateralized Debt Obligations (9.0%)
750		Apidos CLO XIV, 2013-14A, Rule 144A‡#	(BB, NR)	04/15/25	4.668	650,816
1,000		Carlyle Global Market Strategies CLO Ltd., 2011-1A, Rule 144A‡#	(BB, NR)	08/10/21	5.715	968,393
1,000		Carlyle Global Market Strategies CLO Ltd., 2012-4A, Rule 144A‡	(NR, NR)	01/20/25	0.000	985,839
1,000		CIFC Funding Ltd., 2011-1A, Rule 144A‡#	(BBB, NR)	01/19/23	3.366	952,128
2,000		CIFC Funding Ltd., 2012-2X#	(BB-, NR)	12/05/24	6.260	1,952,130
1,000		ECP CLO Ltd., 2013-5A, Rule 144A‡#	(BB, NR)	01/20/25	4.520	875,988
1,000		Emerson Park CLO Ltd., 2013-1A, Rule 144A‡#	(BB, NR)	07/15/25	5.113	920,621
1,000		Finn Square CLO Ltd., 2012-1A, Rule 144A‡#	(BB, NR)	12/24/23	5.300	937,601
1,000		Gale Force 4 CLO Ltd., 2007-4A, Rule 144A‡#	(BBB, Ba1)	08/20/21	3.764	956,799
1,000		Halcyon Loan Advisors Funding Ltd., 2012-2A, Rule 144A‡#	(BB, NR)	12/20/24	5.652	927,985
1,000		ING Investment Management CLO Ltd., 2011-1A, Rule 144A‡#	(BB, NR)	06/22/21	4.750	905,448
1,000		JFIN CLO Ltd., 2013-1A, Rule 144A‡#	(BB, NR)	01/20/25	5.070	895,561
1,000		KVK CLO Ltd., 2013-1A, Rule 144A‡#	(BBB, NR)	04/14/25	4.654	1,006,728
1,000		Shackleton I CLO Ltd., 2012-1A, Rule 144A‡#	(BBB, NR)	08/14/23	5.015	1,007,928
1,000		Shackleton I CLO Ltd., 2012-1A, Rule 144A‡#	(BB, NR)	08/14/23	6.465	988,622
1,000		Shackleton II CLO Ltd., 2012-2A, Rule 144A‡#	(BB, NR)	10/20/23	5.466	943,114
1,000		Symphony CLO VII Ltd., 2011-7A, Rule 144A‡#	(BBB, NR)	07/28/21	3.464	981,574
1,000		Venture X CLO Ltd., 2012-12A, Rule 144A‡#	(BB, NR)	02/28/24	5.562	932,416
TOTAL ASSET BACKED SECURITIES (Cost $17,377,026)						17,789,691

BANK LOANS (7.8%)
Chemicals (1.0%)
1,000		Oxbow Carbon & Minerals Holdings, Inc.#	(BB-, B2)	01/18/20	8.000	1,025,000
1,000		Royal Adhesives and Sealants LLC#	(CCC+, Caa2)	01/31/19	9.750	1,000,000
						2,025,000
Consumer Products (0.8%)
1,500		Ranpak Corp.#	(B-, Caa1)	04/23/20	8.500	1,537,500

Energy - Exploration & Production (0.7%)
1,001		Delek Benelux B.V.€#	(NR, NR)	02/08/17	5.253	1,306,273

Financial Services (0.5%)
1,000		StoneRiver Group LP#	(CCC+, Caa1)	05/29/20	8.500	1,017,500

Gaming (0.5%)
1,000		CKX Entertainment, Inc.#	(B+, B1)	06/21/17	9.000	905,000

Health Services (0.5%)
1,000		Catalent Pharma Solutions, Inc.#	(B, Caa1)	12/31/17	6.500	1,001,880

Hotels (0.6%)
1,250		Four Seasons Hotels Ltd.#	(B-, Caa1)	12/27/20	6.250	1,281,250

Machinery (0.6%)
1,250		CPM Holdings, Inc.#	(B, Caa1)	03/01/18	10.250	1,259,375

Media - Diversified (0.5%)
433		Flint Group Holdings Sarl#	(NR, NR)	06/30/18	7.396	400,151
597		Flint Group Holdings Sarl#	(NR, NR)	12/31/18	7.396	519,419
						919,570

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

BANK LOANS
Printing & Publishing (0.1%)
$	1,207	hibu PLC#	(NR, NR)	07/31/14	3.929	$	262,844

Software/Services (1.5%)
1,000		Decision Insight Information Group, Inc.#	(B, B1)	01/04/17	7.000	999,585
1,000		SafeNet, Inc.#	(B, B3)	04/12/15	6.179	998,440
1,000		Wall Street Systems Holdings, Inc.#	(B-, Caa2)	10/25/20	9.250	1,008,425
						3,006,450
Telecom - Integrated/Services (0.5%)
1,000		LTS Buyer LLC#	(CCC+, Caa1)	03/28/21	8.000	1,015,000
TOTAL BANK LOANS (Cost $15,382,471)						15,537,642

Number of
Shares

COMMON STOCKS (0.3%)
Automakers (0.0%)
1,219		Safelite Realty Corp.*^				—

Building & Construction (0.1%)
14,400		Ashton Woods U.S.A. LLC, Class B*^				205,920
199		William Lyon Homes, Class A*§				4,043
						209,963
Building Materials (0.0%)
372		Dayton Superior Corp.*^				—

Chemicals (0.1%)
4,893		Huntsman Corp.				100,845

Forestry & Paper (0.0%)
260		Resolute Forest Products, Inc.*§				3,437

Gaming (0.0%)
36,250		Majestic Holdco LLC*				47,125
1,500		Progressive Gaming International Corp.*				1
						47,126
Media - Broadcast (0.1%)
26,986		Cumulus Media, Inc., Class A*§				143,026
TOTAL COMMON STOCKS (Cost $376,743)						504,397

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

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

SHORT-TERM INVESTMENT (10.2%)
20,271,240		State Street Navigator Prime Portfolio, 0.17%§§ (Cost $20,271,240)				20,271,240

TOTAL INVESTMENTS AT VALUE (107.2%) (Cost $212,721,939)						212,754,603

LIABILITIES IN EXCESS OF OTHER ASSETS (-7.2%)						(14,251,610		)

NET ASSETS (100.0%)						$	198,502,993

INVESTMENT ABBREVIATIONS
NR = Not Rated
PIK = Payment in Kind
Reg S = Regulation S

†	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, 2013, these securities amounted to a value of $84,282,091 or 42.5% 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 September 30, 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 September 30, 2013.

At September 30, 2013, Open Forward Foreign Currency Contracts were as follows:

Forward Foreign		Forward Foreign										Unrealized
Currency to be		Currency to be		Expiration		Value on			Current			Appreciation/
Purchased (Local)		Sold (Local)		Date	Counterparty	Settlement Date			Value			(Depreciation)
USD	7,321,720	EUR	5,600,000	10/15/13	Morgan Stanley	$	(7,321,720	)	$	(7,580,687	)	$	(258,967	)
USD	1,765,518	GBP	1,170,000	10/15/13	Morgan Stanley	(1,765,518		)	(1,894,507		)	(128,989		)
												$	(387,956	)

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. The valuations for fixed income securities (which may include, but are not limited to, corporate, government, municipal, mortgage-backed, collateralized mortgage obligations and asset-backed securities) and certain derivative instruments are typically the prices supplied by independent third party pricing services, which may use market prices or broker/dealer quotations or a variety of valuation techniques and methodologies. The independent third party pricing services use inputs that are observable such as issuer details, interest rates, yield curves, prepayment speeds, credit risks/spreads, default rates and quoted prices for similar securities. Short-term fixed income securities that will mature in 60 days or less are valued at amortized cost unless it is determined that using this method would not reflect an investment’s fair value. Structured note agreements are valued in accordance with a dealer-supplied valuation based on changes in the value of the underlying index. Futures contracts are valued daily at the settlement price established by the board of trade or exchange on which they are traded. Equity securities for which market quotations are available are valued at the last reported sales price or official closing price on the primary market or exchange on which they trade. The Fund may utilize a service provided by an independent third party which has been approved by the Board of Directors to fair value certain securities. When fair value pricing is employed, the prices of securities used by the Fund to calculate its net asset value may differ from quoted or published prices for the same securities. If independent third party pricing services are unable to supply prices for a portfolio investment, or if the prices supplied are deemed by the investment adviser to be unreliable, the market price may be determined by the investment adviser using quotations from one or more broker/dealers or at the transaction price if the security has recently been purchased and no value has yet been obtained from a pricing service or pricing broker. When reliable prices are not readily available, such as when the value of a security has been significantly affected by events after the close of the exchange or market on which the security is principally traded, but before the Fund calculates its net asset value, the Fund values these securities as determined in accordance with procedures approved by the Fund’s Board of Directors.

The Fund uses valuation techniques to measure fair value that are consistent with the market approach and/or income approach, depending on the type of security and the particular circumstance. The market approach uses prices and other relevant information generated by market transactions involving identical or comparable securities. The income approach uses valuation techniques to discount estimated future cash flows to present value.

Accounting principles generally accepted in the United States of America (“GAAP”) established a disclosure hierarchy that categorizes the inputs to valuation techniques used to value assets and liabilities at measurement date. These inputs are 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 methodologies used to value 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, 2013 in valuing the Fund’s assets and liabilities carried at fair value:

	Level 1		Level 2			Level 3		Total
Investments in Securities
Corporate Bonds	$	—	$	158,643,549		$	8,084	$	158,651,633
Asset Backed Securities	—		17,789,691			—		17,789,691
Bank Loans	—		15,537,642			—		15,537,642
Common Stocks	251,352		47,125			205,920		504,397
Preferred Stock	—		—			0		0
Warrant	—		—			0		0
Short-term Investment	20,271,240		—			—		20,271,240
Other Financial Instruments*
Forward Foreign Currency Contracts	—		(387,956		)	—		(387,956		)
	$	20,522,592	$	191,630,051		$	214,004	$	212,366,647

* Other financial instruments include forward foreign currency contracts.

The following is a reconciliation of investments as of September 30, 2013 in which significant unobservable inputs (Level 3) were used in determining value. Transfers in or out of Level 3 represent the end of the period 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		Warrant		Total
Balance as of December 31, 2012	$	130		$	108,720	$	0	$	0	$	108,850
Accrued discounts/premiums	4			—		—		—		4
Purchases	4,119			—		—		—		4,119
Sales	(119		)	—		—		—		(119		)
Realized Gain/(Loss)	(433,955		)	—		—		—		(433,955		)
Change in Unrealized Appreciation/(Depreciation)	434,026			97,200		—		—		531,226
Transfers Into Level 3	3,879			—		—		—		3,879
Transfers Out of Level 3	—			—		—		—		—
Balance as of September 30, 2013	$	8,084		$	205,920	$	0	$	0	$	214,004

Net change in unrealized Appreication/(Depreciation) from investments still held as of September 30, 2013	$	(4	)	$	97,200	$	0	$	0	$	97,196

The Fund adopted Financial Accounting Standards Board 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. At the period ended September 30, 2013, the amount of transfers between Level 2 and Level 3 was $3,879. Investments were transferred from Level 2 to Level 3 because it went from multiple 3rd party pricing sources to being a 1 broker quoted security. All transfers are assumed to occur at the end of the reporting period.

Federal Income Tax Cost - At September 30, 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	$	212,721,939
Unrealized appreciation	$	8,162,364
Unrealized depreciation	(8,129,700		)
Net unrealized appreciation	$	32,664

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:	November 8, 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:	November 8, 2013

	/s/Bruce S. Rosenberg
	Name:	Bruce S. Rosenberg
	Title:	Chief Financial Officer
	Date:	November 8, 2013