Edgar Filing: CREDIT SUISSE ASSET MANAGEMENT INCOME FUND INC

Registrant’s telephone number, including area code: (212) 325-2000

Date of fiscal year-end:

December 31st

Date of reporting period:

July 1, 2015 to September 30, 2015

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)

Item 1:

Schedule of Investments

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments

September 30, 2015 (unaudited)


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

	CORPORATE BONDS (77.7%)
	Advertising (2.7%)
$	425	Clear Channel Worldwide Holdings, Inc., Global Company Guaranteed Notes (Callable 11/15/17 @ 103.25)	(B, B1)		11/15/22		6.500	$	424,469
	1,475	Clear Channel Worldwide Holdings, Inc., Series B, Global Company Guaranteed Notes (Callable 11/15/17 @ 103.25)	(B, B1)		11/15/22		6.500		1,486,062
	1,270	Southern Graphics, Inc., Rule 144A, Company Guaranteed Notes (Callable 11/02/15 @ 106.28)¹	(CCC+, Caa1)		10/15/20		8.375		1,276,350
	1,650	WMG Acquisition Corp., Rule 144A, Senior Secured Notes (Callable 01/15/16 @ 104.50)¹	(B+, B1)		01/15/21		6.000		1,658,250

									4,845,131


	Auto Parts & Equipment (1.8%)
	570	EnerSys, Rule 144A, Company Guaranteed Notes (Callable 01/30/23 @ 100.00)¹	(BB+, Ba2)		04/30/23		5.000		555,750
	1,150	MPG Holdco I, Inc., Global Company Guaranteed Notes (Callable 10/15/17 @ 105.53)²	(B+, B3)		10/15/22		7.375		1,201,750
	1,750	UCI International, Inc., Global Company Guaranteed Notes (Callable 11/02/15 @ 104.31)	(CCC-, Caa2)		02/15/19		8.625		1,408,750

									3,166,250


	Banking (0.9%)
	1,500	CCRE Finance Corp., Rule 144A, Company Guaranteed Notes (Callable 11/02/15 @ 105.81)¹	(B+, B1)		02/15/18		7.750		1,560,000


	Building & Construction (1.7%)
	1,200	AV Homes, Inc., Global Company Guaranteed Notes (Callable 07/01/16 @ 106.38)	(B-, Caa1)		07/01/19		8.500		1,191,000
	500	K Hovnanian Enterprises, Inc., Global Senior Secured Notes	(CCC+, Ba3)		11/01/21		2.000		290,000
	700	NCI Building Systems, Inc., Rule 144A, Company Guaranteed Notes (Callable 01/15/18 @ 106.19)¹	(B+, B3)		01/15/23		8.250		736,750
	900	PriSo Acquisition Corp., Rule 144A, Senior Unsecured Notes (Callable 05/15/18 @ 104.50)^1,2	(CCC+, Caa1)		05/15/23		9.000		877,500

									3,095,250


	Building Materials (2.1%)
	1,600	Euramax International, Inc., Rule 144A, Senior Secured Notes (Callable 02/15/18 @ 109.00)¹	(B-, Caa2)		08/15/20		12.000		1,560,000
	1,250	Headwaters, Inc., Global Company Guaranteed Notes (Callable 01/15/16 @ 103.63)	(B-, Caa1)		01/15/19		7.250		1,293,750
	875	Summit Materials Finance Corp., Global Senior Unsecured Notes (Callable 07/15/18 @ 103.06)²	(B, Caa2)		07/15/23		6.125		848,750

									3,702,500


	Cable & Satellite TV (5.9%)
	800	Altice Financing S.A., Rule 144A, Senior Secured Notes (Callable 12/15/16 @ 104.88)¹	(BB-, B1)		01/15/22		6.500		774,408
	400	Altice Luxembourg S.A., Rule 144A, Company Guaranteed Notes (Callable 02/15/20 @ 103.81)¹	(B, B3)		02/15/25		7.625		354,250
	925	Altice Luxembourg S.A., Rule 144A, Company Guaranteed Notes (Callable 05/15/17 @ 105.81)¹	(B, B3)		05/15/22		7.750		844,063
	1,850	Block Communications, Inc., Rule 144A, Senior Unsecured Notes (Callable 02/01/16 @ 103.63)¹	(B+, B1)		02/01/20		7.250		1,840,750
	600	Cablevision Systems Corp., Senior Unsecured Notes	(B, B1)		04/15/20		8.000		535,500
	500	Cequel Capital Corp., Rule 144A, Senior Unsecured Notes (Callable 11/02/15 @ 104.78)¹	(B-, B3)		09/15/20		6.375		472,500
	500	DISH DBS Corp., Global Company Guaranteed Notes	(BB-, Ba3)		06/01/21		6.750		482,810
	230	DISH DBS Corp., Global Company Guaranteed Notes	(BB-, Ba3)		11/15/24		5.875		195,931
	1,000	Harron Finance Corp., Rule 144A, Senior Unsecured Notes (Callable 04/01/16 @ 104.56)¹	(BB-, B3)		04/01/20		9.125		1,066,250
	1,175	Midcontinent Communications & Midcontinent Finance Corp., Rule 144A, Company Guaranteed Notes (Callable 08/15/18 @ 105.16)¹	(B, B3)		08/15/23		6.875		1,173,531
	400	Neptune Finco Corp., Rule 144A, Senior Unsecured Notes (Callable 10/15/20 @ 103.31)¹	(BB-, Ba1)		10/15/25		6.625		403,000
	400	Neptune Finco Corp., Rule 144A, Senior Unsecured Notes (Callable 10/15/20 @ 105.44)¹	(B-, B2)		10/15/25		10.875		405,000
	700	Numericable-SFR SAS, Rule 144A, Senior Secured Notes (Callable 05/15/17 @ 104.50)¹	(B+, Ba3)		05/15/22		6.000		676,375


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

	CORPORATE BONDS
	Cable & Satellite TV
$	1,200	Numericable-SFR SAS, Rule 144A, Senior Secured Notes (Callable 05/15/19 @ 103.13)¹	(B+, Ba3)		05/15/24		6.250	$	1,158,000

									10,382,368


	Chemicals (4.3%)
	1,225	A Schulman, Inc., Rule 144A, Company Guaranteed Notes (Callable 06/01/18 @ 105.16)¹	(B+, B3)		06/01/23		6.875		1,160,687
	150	Axiall Corp., Global Company Guaranteed Notes (Callable 05/15/18 @ 102.44)	(BB, Ba3)		05/15/23		4.875		126,563
	600	Blue Cube Spinco, Inc., Rule 144A, Senior Unsecured Notes (Callable 10/15/20 @ 105.00)¹	(BB+, Ba1)		10/15/25		10.000		623,250
	500	Chemtura Corp., Company Guaranteed Notes (Callable 07/15/16 @ 104.31)	(BB-, B1)		07/15/21		5.750		496,250
	1,450	GrafTech International Ltd., Global Company Guaranteed Notes (Callable 11/15/16 @ 103.19)	(B+, B1)		11/15/20		6.375		1,022,250
	750	Ineos Group Holdings S.A., Rule 144A, Company Guaranteed Notes (Callable 02/15/16 @ 102.94)^1,2	(B-, B3)		02/15/19		5.875		700,312
	350	Ineos Group Holdings S.A., Rule 144A, Company Guaranteed Notes (Callable 11/02/15 @ 103.06)^1,2	(B-, B3)		08/15/18		6.125		331,188
	1,360	OMNOVA Solutions, Inc., Global Company Guaranteed Notes (Callable 11/02/15 @ 101.97)	(B-, B2)		11/01/18		7.875		1,351,500
	276	Reichhold Industries, Inc., Rule 144A, Senior Secured Notes (Callable 11/02/15 @ 100.00)^1,3	(NR, NR)		05/08/17		9.000		116,037
	1,100	The Chemours Co., Rule 144A, Senior Unsecured Notes (Callable 05/15/20 @ 103.50)^1,2	(BB-, B1)		05/15/25		7.000		726,000
	475	Tronox Finance LLC, Global Company Guaranteed Notes (Callable 11/02/15 @ 104.78)	(B+, B3)		08/15/20		6.375		304,000
	600	Univar U.S.A., Inc., Rule 144A, Company Guaranteed Notes (Callable 07/15/18 @ 103.38)^1,2	(B, Caa1)		07/15/23		6.750		558,000

									7,516,037


	Consumer/Commercial/Lease Financing (1.0%)
	2,000	Infinity Acquisition Finance Corp., Rule 144A, Senior Secured Notes (Callable 08/01/17 @ 103.63)¹	(CCC+, Caa2)		08/01/22		7.250		1,800,000


	Electric - Generation (0.7%)
	1,250	Dynegy, Inc., Global Company Guaranteed Notes (Callable 11/01/19 @ 103.81)	(B+, B3)		11/01/24		7.625		1,268,750


	Energy - Exploration & Production (4.7%)
	2,230	Bonanza Creek Energy, Inc., Global Company Guaranteed Notes (Callable 04/15/17 @ 103.38)²	(CCC+, B3)		04/15/21		6.750		1,566,575
	1,200	Comstock Resources, Inc., Company Guaranteed Notes (Callable 11/02/15 @ 103.88)²	(CCC, Caa2)		04/01/19		7.750		306,000
	900	Det Norske Oljeselskap ASA, Rule 144A, Subordinated Notes (Callable 05/27/19 @ 105.13)¹	(NR, NR)		05/27/22		10.250		760,500
	1,975	EPL Oil & Gas, Inc., Global Company Guaranteed Notes (Callable 11/02/15 @ 104.13)²	(CCC+, Caa3)		02/15/18		8.250		493,750
	958	Harkand Finance, Inc., 7.800% Cash, 0.600% PIK, Reg S, Rule 144A, Senior Secured Notes (Callable 03/28/16 @ 104.50)^1,4,5	(NR, NR)		03/28/19		8.400		651,313
	475	Oasis Petroleum, Inc., Company Guaranteed Notes (Callable 11/01/16 @ 103.25)	(B+, B2)		11/01/21		6.500		377,625
	895	Oasis Petroleum, Inc., Global Company Guaranteed Notes (Callable 09/15/17 @ 103.44)²	(B+, B2)		03/15/22		6.875		713,583
	1,510	PDC Energy, Inc., Global Company Guaranteed Notes (Callable 10/15/17 @ 103.88)	(B+, B2)		10/15/22		7.750		1,510,000
	1,500	Stone Energy Corp., Global Company Guaranteed Notes (Callable 11/15/17 @ 103.75)	(B-, B3)		11/15/22		7.500		937,500
	1,124	W&T Offshore, Inc., Global Company Guaranteed Notes (Callable 11/02/15 @ 104.25)²	(CCC+, Caa1)		06/15/19		8.500		505,800
	650	Whiting Petroleum Corp., Company Guaranteed Notes (Callable 12/15/20 @ 100.00)	(BB, Ba2)		03/15/21		5.750		565,825

									8,388,471


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

	CORPORATE BONDS
	Food & Drug Retailers (0.5%)
$	850	Rite Aid Corp., Rule 144A, Company Guaranteed Notes (Callable 04/01/18 @ 104.59)¹	(CCC+, B3)		04/01/23		6.125	$	846,813


	Food - Wholesale (0.6%)
	1,000	Dole Food Co., Inc., Rule 144A, Senior Secured Notes (Callable 11/02/15 @ 103.63)¹	(CCC+, B3)		05/01/19		7.250		1,000,000


	Forestry & Paper (0.2%)
	300	Berry Plastics Escrow Corp., Rule 144A, Secured Notes (Callable 10/15/18 @ 103.00)¹	(B, B3)		10/15/22		6.000		302,250
	1,000	Stone & Webster, Inc.^3,6,7	(NR, NR)		10/23/19		0.000		2,000

									304,250


	Gaming (0.8%)
	580	Choctaw Resort Development Enterprise, Rule 144A, Senior Unsecured Notes (Callable 08/31/15 @ 100.00)¹	(B-, Caa1)		11/15/19		7.250		574,200
	750	Safari Holding Verwaltungs GmbH, Rule 144A, Senior Secured Notes (Callable 02/15/17 @ 104.13)^1,8	(B, B2)		02/15/21		8.250		865,451

									1,439,651


	Gas Distribution (2.5%)
	1,500	Energy Transfer Equity LP, Senior Secured Notes	(BB, Ba2)		10/15/20		7.500		1,500,000
	750	Genesis Energy Finance Corp., Company Guaranteed Notes (Callable 06/15/19 @ 102.81)	(B+, B1)		06/15/24		5.625		648,750
	350	Genesis Energy Finance Corp., Global Company Guaranteed Notes (Callable 02/15/17 @ 102.88)	(B+, B1)		02/15/21		5.750		320,250
	2,000	Holly Energy Finance Corp., Global Company Guaranteed Notes (Callable 03/01/16 @ 103.25)	(BB, B1)		03/01/20		6.500		1,910,000

									4,379,000


	Health Facilities (1.8%)
	1,725	Covenant Surgical Partners, Inc., Rule 144A, Senior Secured Notes (Callable 08/01/16 @ 106.56)¹	(B-, B3)		08/01/19		8.750		1,737,937
	1,000	Tenet Healthcare Corp., Global Senior Unsecured Notes	(CCC+, B3)		04/01/22		8.125		1,065,400
	300	Tenet Healthcare Corp., Global Senior Unsecured Notes²	(CCC+, B3)		06/15/23		6.750		299,250

									3,102,587


	Health Services (0.7%)
	900	Emdeon, Inc., Rule 144A, Company Guaranteed Notes (Callable 08/15/17 @ 104.50)¹	(CCC+, Caa1)		02/15/21		6.000		871,875
	360	ExamWorks Group, Inc., Company Guaranteed Notes (Callable 04/15/18 @ 104.22)	(B-, B3)		04/15/23		5.625		366,300

									1,238,175


	Insurance Brokerage (1.2%)
	775	Hub Holdings Finance, Inc., 8.125% Cash, 8.875% PIK, Rule 144A, Senior Unsecured Notes (Callable 11/02/15 @ 102.00)^1,4	(CCC+, Caa2)		07/15/19		17.000		751,750
	550	HUB International Ltd., Rule 144A, Senior Unsecured Notes (Callable 10/01/16 @ 105.91)¹	(CCC+, Caa1)		10/01/21		7.875		526,625
	900	National Financial Partners Corp., Rule 144A, Senior Unsecured Notes (Callable 07/15/16 @ 106.75)¹	(CCC+, Caa2)		07/15/21		9.000		871,875

									2,150,250


	Investments & Misc. Financial Services (2.1%)
	750	Cabot Financial Luxembourg S.A., Rule 144A, Senior Secured Notes (Callable 10/30/15 @ 107.78)^1,9	(B+, B2)		10/01/19		10.375		1,225,090
	1,450	Jefferies Finance LLC, Rule 144A, Senior Unsecured Notes (Callable 04/01/16 @ 105.53)¹	(B, B1)		04/01/20		7.375		1,404,760
	400	Jefferies Finance LLC, Rule 144A, Senior Unsecured Notes (Callable 04/15/17 @ 105.16)¹	(B, B1)		04/15/22		6.875		366,000
	750	Rialto Corp., Rule 144A, Company Guaranteed Notes (Callable 12/01/15 @ 103.50)¹	(B, B2)		12/01/18		7.000		765,000

									3,760,850


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

	CORPORATE BONDS
	Media Content (1.5%)
$	1,000	Nexstar Broadcasting, Inc., Rule 144A, Company Guaranteed Notes (Callable 02/15/18 @ 103.06)¹	(B+, B3)		02/15/22		6.125	$	990,000
	573	Sinclair Television Group, Inc., Global Company Guaranteed Notes (Callable 10/01/17 @ 103.06)	(B+, B1)		10/01/22		6.125		570,135
	1,000	Sinclair Television Group, Inc., Global Company Guaranteed Notes (Callable 11/01/16 @ 104.78)	(B+, B1)		11/01/21		6.375		1,010,000

									2,570,135


	Medical Products (0.5%)
	875	Sterigenics-Nordion Holdings LLC, Rule 144A, Senior Unsecured Notes (Callable 05/15/18 @ 104.88)¹	(CCC+, Caa1)		05/15/23		6.500		870,625


	Metals & Mining - Excluding Steel (2.8%)
	1,350	Boart Longyear Management Pty. Ltd., Rule 144A, Company Guaranteed Notes (Callable 04/01/16 @ 103.50)^1,2	(CCC+, Caa2)		04/01/21		7.000		587,250
	230	Boart Longyear Management Pty. Ltd., Rule 144A, Senior Secured Notes¹	(B, B3)		10/01/18		10.000		201,825
	1,050	Eldorado Gold Corp., Rule 144A, Senior Unsecured Notes (Callable 12/15/16 @ 103.06)¹	(BB, Ba3)		12/15/20		6.125		924,000
	1,400	Global Brass & Copper, Inc., Global Senior Secured Notes (Callable 06/01/16 @ 104.75)	(B+, B3)		06/01/19		9.500		1,520,750
	1,370	Noranda Aluminum Acquisition Corp., Global Company Guaranteed Notes (Callable 03/01/16 @ 105.50)	(CCC, Caa3)		06/01/19		11.000		424,700
	1,900	Taseko Mines Ltd., Company Guaranteed Notes (Callable 11/02/15 @ 103.88)	(B-, B3)		04/15/19		7.750		1,054,500
	1,500	Xinergy Corp., Rule 144A, Senior Secured Notes (Callable 11/02/15 @ 104.63)^1,10	(NR, NR)		05/15/19		9.250		307,500

									5,020,525


	Oil Field Equipment & Services (3.7%)
	1,900	Calfrac Holdings LP, Rule 144A, Company Guaranteed Notes (Callable 12/01/15 @ 103.75)^1,2	(BB-, Caa1)		12/01/20		7.500		1,197,000
	1,825	FTS International, Inc., Global Senior Secured Notes (Callable 05/01/17 @ 104.69)	(CCC+, Caa2)		05/01/22		6.250		574,875
	600	Pacific Drilling V Ltd., Rule 144A, Senior Secured Notes (Callable 12/01/15 @ 103.63)^1,2	(B+, Caa1)		12/01/17		7.250		411,000
	950	Parker Drilling Co., Global Company Guaranteed Notes (Callable 01/15/18 @ 103.38)	(B+, B2)		07/15/22		6.750		745,750
	1,150	Pioneer Energy Services Corp., Global Company Guaranteed Notes (Callable 03/15/17 @ 104.59)	(B+, B3)		03/15/22		6.125		655,500
	1,500	Shelf Drilling Holdings Ltd., Rule 144A, Secured Notes (Callable 11/02/15 @ 104.31)^1,2	(B+, Ba3)		11/01/18		8.625		1,177,500
	1,600	Sidewinder Drilling, Inc., Rule 144A, Senior Unsecured Notes (Callable 11/15/16 @ 104.88)¹	(CCC+, Ca)		11/15/19		9.750		904,000
	1,000	Trinidad Drilling Ltd., Rule 144A, Company Guaranteed Notes (Callable 11/02/15 @ 103.94)¹	(BB, B1)		01/15/19		7.875		940,000

									6,605,625


	Oil Refining & Marketing (3.2%)
	500	CITGO Petroleum Corp., Rule 144A, Senior Secured Notes (Callable 08/15/17 @ 104.69)¹	(B+, B3)		08/15/22		6.250		480,000
	2,000	Coffeyville Finance, Inc., Global Company Guaranteed Notes (Callable 11/01/17 @ 103.25)	(BB-, B1)		11/01/22		6.500		1,948,000
	975	Northern Tier Finance Corp., Global Senior Secured Notes (Callable 11/15/15 @ 105.34)	(BB-, B1)		11/15/20		7.125		979,875
	1,850	PBF Finance Corp., Global Senior Secured Notes (Callable 02/15/16 @ 104.13)²	(BB+, Ba3)		02/15/20		8.250		1,901,800
	300	Western Refining, Inc., Global Company Guaranteed Notes (Callable 04/01/17 @ 103.13)	(B+, B3)		04/01/21		6.250		292,500

									5,602,175


	Packaging (1.9%)
	500	Ardagh Holdings U.S.A., Inc., Rule 144A, Company Guaranteed Notes (Callable 01/31/17 @ 103.38)^1,2	(CCC+, Caa1)		01/31/21		6.750		503,750
	88	Ardagh Holdings U.S.A., Inc., Rule 144A, Senior Unsecured Notes (Callable 11/15/16 @ 103.50)¹	(NR, Caa1)		11/15/20		7.000		88,676


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

	CORPORATE BONDS
	Packaging
$	300	Ardagh Packaging Finance PLC, Rule 144A, Company Guaranteed Notes (Callable 10/30/15 @ 104.63)^1,8	(CCC+, Caa1)		10/15/20		9.250	$	350,907
	1,850	Reynolds Group Issuer LLC, Global Company Guaranteed Notes (Callable 02/15/16 @ 104.13)	(CCC+, Caa2)		02/15/21		8.250		1,854,625
	450	SIG Combibloc Holdings S.C.A., Rule 144A, Senior Unsecured Notes (Callable 02/15/18 @ 103.88)^1,8	(B-, Caa1)		02/15/23		7.750		516,126

									3,314,084


	Personal & Household Products (0.9%)
	1,125	NBTY, Inc., Global Company Guaranteed Notes (Callable 11/02/15 @ 102.25)	(B-, B3)		10/01/18		9.000		1,153,125
	400	Prestige Brands, Inc., Global Company Guaranteed Notes (Callable 02/01/16 @ 104.06)	(B-, Caa1)		02/01/20		8.125		421,000

									1,574,125


	Pharmaceuticals (1.8%)
	800	AMAG Pharmaceuticals, Inc., Rule 144A, Company Guaranteed Notes (Callable 09/01/18 @ 105.91)¹	(B+, B3)		09/01/23		7.875		770,000
	800	Capsugel S.A., 7.000 Cash%, 7.750% PIK, Rule 144A, Senior Unsecured Notes (Callable 10/16/15 @ 102.00)^1,4	(B-, Caa1)		05/15/19		14.750		801,500
	600	Endo Ltd., Rule 144A, Company Guaranteed Notes (Callable 07/15/18 @ 104.50)¹	(B, B1)		07/15/23		6.000		594,000
	261	inVentiv Health, Inc., 10.000% Cash, 12.000% PIK, Rule 144A, Company Guaranteed Notes (Callable 11/02/15 @ 105.00)^1,4	(CCC, Caa2)		08/15/18		22.000		260,023
	168	inVentiv Health, Inc., Global Senior Unsecured Notes (Callable 08/15/16 @ 100.00)	(CCC, Caa3)		08/15/18		10.000		162,960
	625	Valeant Pharmaceuticals International, Rule 144A, Company Guaranteed Notes (Callable 10/15/16 @ 103.19)¹	(B, B1)		10/15/20		6.375		623,047

									3,211,530


	Printing & Publishing (1.0%)
	1,790	Harland Clarke Holdings Corp., Rule 144A, Senior Secured Notes (Callable 11/02/15 @ 104.88)¹	(B+, B1)		08/01/18		9.750		1,845,938


	Property & Casualty Insurance (0.5%)
	1,000	York Risk Services Holding Corp., Rule 144A, Company Guaranteed Notes (Callable 10/01/17 @ 106.38)¹	(CCC+, Caa2)		10/01/22		8.500		853,750


	Real Estate Development & Management (0.3%)
	500	DuPont Fabros Technology LP, Company Guaranteed Notes (Callable 06/15/18 @ 104.22)	(BB, Ba1)		06/15/23		5.625		503,750


	Real Estate Investment Trusts (2.1%)
	1,398	iStar, Inc., Senior Unsecured Notes (Callable 07/01/16 @ 102.50)	(B+, B2)		07/01/19		5.000		1,333,343
	500	MPT Finance Corp., Company Guaranteed Notes (Callable 02/15/17 @ 103.19)	(BBB-, Ba1)		02/15/22		6.375		524,375
	1,175	QTS Finance Corp., Global Company Guaranteed Notes (Callable 08/01/17 @ 104.41)	(BB-, B2)		08/01/22		5.875		1,179,406
	575	The Geo Group, Inc., Global Company Guaranteed Notes (Callable 02/15/16 @ 103.31)	(BB-, Ba3)		02/15/21		6.625		600,875

									3,637,999


	Recreation & Travel (0.1%)
	250	Six Flags Entertainment Corp., Rule 144A, Company Guaranteed Notes (Callable 01/15/16 @ 103.94)¹	(BB-, B3)		01/15/21		5.250		251,250


	Software - Services (5.6%)
	1,185	Audatex North America, Inc., Rule 144A, Company Guaranteed Notes (Callable 11/01/18 @ 103.06)¹	(BB-, B1)		11/01/23		6.125		1,195,369
	1,523	MedAssets, Inc., Global Company Guaranteed Notes (Callable 11/02/15 @ 104.00)	(B, B3)		11/15/18		8.000		1,557,267
	1,000	NeuStar, Inc., Global Company Guaranteed Notes (Callable 01/15/18 @ 102.25)²	(B+, B2)		01/15/23		4.500		845,000
	900	Optimas OE Solutions, Inc., Rule 144A, Senior Secured Notes (Callable 06/01/18 @ 104.31)¹	(B-, B3)		06/01/21		8.625		875,250
	1,050	Sophia Finance, Inc., Rule 144A, Company Guaranteed Notes (Callable 11/02/15 @ 107.31)¹	(CCC+, Caa1)		01/15/19		9.750		1,129,538


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

	CORPORATE BONDS
	Software - Services
$	695	Sophia Holding Finance, Inc., PIK, Rule 144A, Company Guaranteed Notes (Callable 10/12/15 @ 102.00)^1,4	(CCC+, Caa2)		12/01/18		9.625	$	711,506
	1,450	SS&C Technologies Holdings, Inc., Rule 144A, Company Guaranteed Notes (Callable 07/15/18 @ 104.41)¹	(B+, B3)		07/15/23		5.875		1,479,000
	975	Sungard Availability Services Capital, Inc., Rule 144A, Company Guaranteed Notes (Callable 04/01/19 @ 104.38)^1,2	(CCC+, Caa1)		04/01/22		8.750		589,875
	1,698	Syniverse Holdings, Inc., Global Company Guaranteed Notes (Callable 11/02/15 @ 104.56)	(CCC+, Caa1)		01/15/19		9.125		1,451,790

									9,834,595


	Specialty Retail (0.8%)
	750	Beverages & More, Inc., Rule 144A, Senior Secured Notes (Callable 11/15/15 @ 105.00)¹	(B-, Caa1)		11/15/18		10.000		722,813
	500	Caleres, Inc., Rule 144A, Company Guaranteed Notes (Callable 08/15/18 @ 104.69)¹	(BB, B1)		08/15/23		6.250		503,750
	150	IT Holding Finance S.A., Company Guaranteed Notes^3,6,8,10	(NR, NR)		11/15/25		9.875		1,319
	200	Takko Luxembourg 2 S.C.A., Rule 144A, Senior Secured Notes (Callable 04/15/16 @ 104.94)^1,8	(CCC, Caa1)		04/15/19		9.875		138,415

									1,366,297


	Steel Producers/Products (0.5%)
	1,200	JMC Steel Group, Inc., Rule 144A, Senior Unsecured Notes (Callable 11/02/15 @ 104.13)¹	(B-, Caa1)		03/15/18		8.250		822,000


	Support - Services (4.2%)
	250	Brand Energy & Infrastructure Services, Inc., Rule 144A, Company Guaranteed Notes (Callable 12/01/16 @ 106.38)¹	(CCC+, Caa1)		12/01/21		8.500		224,375
	1,075	CoreLogic, Inc., Global Company Guaranteed Notes (Callable 06/01/16 @ 103.63)	(B+, Ba3)		06/01/21		7.250		1,128,750
	750	Garda World Security Corp., Rule 144A, Company Guaranteed Notes (Callable 11/15/16 @ 105.44)¹	(CCC+, Caa1)		11/15/21		7.250		688,125
	1,731	H&E Equipment Services, Inc., Global Company Guaranteed Notes (Callable 09/01/17 @ 103.50)²	(BB-, B3)		09/01/22		7.000		1,687,725
	800	Light Tower Rentals, Inc., Rule 144A, Senior Secured Notes (Callable 08/01/16 @ 106.09)^1,2	(B, B2)		08/01/19		8.125		552,000
	1,000	NCSG Crane & Heavy Haul Services, Inc., Rule 144A, Secured Notes (Callable 08/15/17 @ 109.50)¹	(B-, Caa2)		08/15/19		9.500		585,000
	600	Outerwall, Inc., Global Company Guaranteed Notes (Callable 06/15/17 @ 104.41)	(BB-, Ba3)		06/15/21		5.875		564,750
	950	Safway Finance Corp., Rule 144A, Secured Notes (Callable 11/02/15 @ 103.50)¹	(B+, B3)		05/15/18		7.000		977,312
	915	United Rentals North America, Inc., Global Company Guaranteed Notes (Callable 05/15/16 @ 103.69)	(BB-, B1)		05/15/20		7.375		965,325

									7,373,362


	Tech Hardware & Equipment (4.3%)
	500	Anixter, Inc., Global Company Guaranteed Notes	(BB, Ba3)		05/01/19		5.625		526,250
	900	Anixter, Inc., Rule 144A, Company Guaranteed Notes¹	(BB, Ba3)		03/01/23		5.500		888,750
	700	Avaya, Inc., Rule 144A, Senior Secured Notes (Callable 11/02/15 @ 103.50)¹	(B, B1)		04/01/19		7.000		558,250
	750	Avaya, Inc., Rule 144A, Senior Secured Notes (Callable 11/02/15 @ 104.50)¹	(B, B1)		04/01/19		9.000		626,250
	1,550	Belden, Inc., Rule 144A, Company Guaranteed Notes (Callable 09/01/17 @ 102.75)¹	(B+, Ba3)		09/01/22		5.500		1,507,375
	1,700	Brightstar Corp., Rule 144A, Company Guaranteed Notes (Callable 11/02/15 @ 104.75)¹	(BB+, Ba1)		12/01/16		9.500		1,717,000
	875	CommScope Technologies Finance LLC, Rule 144A, Senior Secured Notes (Callable 06/15/20 @ 103.00)¹	(B, B2)		06/15/25		6.000		841,645
	1,000	Dell, Inc., Global Senior Unsecured Notes	(BB+, Ba3)		04/15/38		6.500		886,900

									7,552,420


	Telecom - Satellite (1.4%)
	482	Hughes Satellite Systems Corp., Global Company Guaranteed Notes	(BB-, B3)		06/15/21		7.625		518,150
	750	Intelsat Jackson Holdings S.A., Global Company Guaranteed Notes (Callable 04/01/16 @ 103.75)	(B+, B3)		04/01/21		7.500		694,687


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

	CORPORATE BONDS
	Telecom - Satellite
$	600	Intelsat Jackson Holdings S.A., Global Company Guaranteed Notes (Callable 08/31/15 @ 103.63)	(B+, B3)		04/01/19		7.250	$	564,750
	250	Intelsat Luxembourg S.A., Global Company Guaranteed Notes (Callable 06/01/16 @ 101.69)²	(CCC+, Caa2)		06/01/18		6.750		214,063
	800	Intelsat Luxembourg S.A., Global Company Guaranteed Notes (Callable 06/01/17 @ 103.88)	(CCC+, Caa2)		06/01/21		7.750		531,000

									2,522,650

	Telecom - Wireless (1.5%)
	225	Sprint Corp., Global Company Guaranteed Notes	(B+, Caa1)		09/15/23		7.875		182,672
	650	Sprint Corp., Global Company Guaranteed Notes	(B+, Caa1)		06/15/24		7.125		501,865
	700	Sprint Corp., Global Company Guaranteed Notes (Callable 11/15/24 @ 100.00)	(B+, Caa1)		02/15/25		7.625		543,813
	1,575	T-Mobile U.S.A., Inc., Global Company Guaranteed Notes (Callable 09/01/19 @ 103.19)	(BB, Ba3)		03/01/25		6.375		1,515,937

									2,744,287


	Telecom - Wireline Integrated & Services (0.7%)
	1,200	Frontier Communications Corp., Rule 144A, Senior Unsecured Notes (Callable 06/15/25 @ 100.00)¹	(BB-, Ba3)		09/15/25		11.000		1,164,000
	350	Hellas Telecommunications Luxembourg II S.C.A., Rule 144A, Subordinated Notes^1,3,6,7,10	(NR, NR)		01/15/15		0.000		—

									1,164,000

	Theaters & Entertainment (1.9%)
	775	AMC Entertainment, Inc., Global Company Guaranteed Notes (Callable 02/15/17 @ 104.41)	(B, B2)		02/15/22		5.875		782,750
	650	Carmike Cinemas, Inc., Rule 144A, Secured Notes (Callable 06/15/18 @ 104.50)¹	(BB, B1)		06/15/23		6.000		658,125
	1,815	National CineMedia LLC, Global Senior Unsecured Notes (Callable 07/15/16 @ 103.94)	(B, B2)		07/15/21		7.875		1,878,525

									3,319,400


	Transport Infrastructure/Services (0.3%)
	400	Navios Maritime Finance II U.S., Inc., Rule 144A, Senior Secured Notes (Callable 01/15/17 @ 105.53)¹	(BB-, B1)		01/15/22		7.375		323,500
	375	Teekay Offshore Finance Corp., Global Senior Unsecured Notes	(NR, NR)		07/30/19		6.000		281,250

									604,750


	TOTAL CORPORATE BONDS (Cost $156,904,146)								137,111,605


	BANK LOANS (12.7%)
	Auto Parts & Equipment (0.8%)
	750	Jason, Inc.¹¹	(CCC+, Caa1)		06/30/22		9.000		688,751
	770	U.S. Farathane LLC¹¹	(B+, B2)		12/23/21		6.750		774,805

									1,463,556


	Building Materials (0.6%)
	1,118	Panolam Industries International, Inc.¹¹	(BB-, B2)		08/23/17		7.761		1,106,630


	Chemicals (2.1%)
	1,750	AZ Chem U.S., Inc.¹¹	(B-, B1)		06/12/22		7.500		1,765,312
	1,970	Ravago Holdings America, Inc.¹¹	(BB+, B2)		12/20/20		5.500		1,975,329

									3,740,641


	Diversified Capital Goods (0.5%)
	930	Dynacast International LLC¹¹	(B-, Caa1)		01/30/23		9.500		928,549


	Electronics (0.6%)
	1,046	FIDJI Luxembourg (BC4) Sarl¹¹	(BB-, B1)		12/24/20		6.250		1,046,250


	Food - Wholesale (0.3%)
	500	Del Monte Foods, Inc.¹¹	(CCC+, Caa1)		08/18/21		8.250		447,500


	Gaming (0.4%)
	750	CBAC Borrower LLC¹¹	(B-, B3)		07/02/20		8.250		708,750


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

	BANK LOANS
	Health Services (0.4%)
$	750	Phillips-Medisize Corp.¹¹	(CCC+, Caa2)		06/16/22		8.250	$	746,719



	Investments & Misc. Financial Services (1.4%)
	1,000	Ascensus, Inc.¹¹	(CCC+, Caa1)		12/02/20		9.000		1,000,625
	469	Liquidnet Holdings, Inc.¹¹	(B, B3)		05/22/19		7.750		454,687
	1,000	Mergermarket U.S.A., Inc.¹¹	(CCC+, Caa2)		02/04/22		7.500		924,375

									2,379,687


	Machinery (0.7%)
	1,250	CPM Holdings, Inc.¹¹	(B, Caa1)		04/10/23		10.250		1,256,250


	Media Content (0.3%)
	500	DLG Acquisitions Ltd.^8,11	(B-, Caa2)		06/30/22		8.250		550,802


	Oil Field Equipment & Services (0.4%)
	1,000	Shelf Drilling Holdings Ltd.¹¹	(B+, B1)		10/08/18		10.000		627,500


	Recreation & Travel (1.1%)
	983	Abercrombie & Kent U.S. Group Holdings, Inc.^6,11	(NR, NR)		12/09/18		5.000		918,638
	1,000	Legendary Pictures Funding LLC¹¹	(NR, NR)		04/17/20		7.000		995,000

									1,913,638


	Software - Services (1.1%)
	1,000	Deltek, Inc.¹¹	(CCC+, Caa2)		06/17/23		9.500		1,003,125
	985	Intralinks, Inc.^6,11	(BB, B2)		02/21/19		7.250		977,613

									1,980,738


	Specialty Retail (0.8%)
	1,500	BJ’s Wholesale Club, Inc.¹¹	(CCC, Caa2)		03/26/20		8.500		1,489,380



	Telecom - Wireline Integrated & Services (0.6%)
	1,000	Omnitracs, Inc.¹¹	(CCC+, Caa1)		05/25/21		8.750		974,375


	Theaters & Entertainment (0.2%)
	1,000	CKX, Inc.¹¹	(CCC-, Caa2)		06/21/17		11.000		428,330


	Transport Infrastructure/Services (0.4%)
	680	PODS LLC¹¹	(CCC+, Caa1)		02/02/23		9.250		686,800

	TOTAL BANK LOANS (Cost $23,561,368)								22,476,095


	ASSET BACKED SECURITIES (7.4%)
	Collateralized Debt Obligations (7.4%)
	1,000	Carlyle Global Market Strategies CLO Ltd., 2012-4A, Rule 144A^1,7	(NR, NR)		01/20/25		0.000		825,805
	2,000	CIFC Funding Ltd., 2012-2A, Rule 144A^1,11	(BB-, NR)		12/05/24		6.082		1,999,203
	1,250	Eaton Vance CLO Ltd., 2014-1A, Rule 144A^1,11	(NR, Ba3)		07/15/26		5.306		1,088,801
	1,000	ECP CLO Ltd., 2013-5A, Rule 144A^1,11	(BB, NR)		01/20/25		4.487		830,713
	1,000	Galaxy XIV CLO Ltd., 2012-14A, Rule 144A^1,11	(BB, NR)		11/15/24		5.721		927,374
	1,000	ING Investment Management CLO Ltd., 2012-1RA, Rule 144A^1,11	(B, NR)		03/14/22		6.836		974,040
	1,000	Jamestown CLO III Ltd., 2013-3A, Rule 144A^1,11	(BB-, NR)		01/15/26		4.774		845,654
	1,000	JFIN CLO Ltd., 2013-1A, Rule 144A^1,11	(BB, NR)		01/20/25		5.037		847,054
	1,500	Ocean Trails CLO IV, 2013-4A, Rule 144A^1,11	(B, NR)		08/13/25		6.214		1,225,786
	1,000	Shackleton I CLO Ltd., 2012-1A, Rule 144A^1,11	(BB, NR)		08/14/23		6.514		931,404
	700	Stewart Park CLO Ltd., 2015-1A, Rule 144A^1,7	(NR, NR)		04/15/26		0.000		661,900
	1,325	Venture XVII CLO Ltd., 2014-17A, Rule 144A^1,11	(NR, Ba2)		07/15/26		5.289		1,147,954
	1,000	WhiteHorse VIII Ltd., 2014-1A, Rule 144A^1,11	(NR, Ba3)		05/01/26		4.739		813,309

	TOTAL ASSET BACKED SECURITIES (Cost $13,887,600)								13,118,997


Number of Shares

	COMMON STOCKS (0.0%)
	Building Materials (0.0%)
	372	Dayton Superior Corp.^3,6,12							—


	Gaming (0.0%)
	36,250	Majestic Holdco LLC^6,12							6,797


Number of Shares							Value

	COMMON STOCKS
	Gaming
	1,500	Progressive Gaming International Corp.^6,12					$	5

								6,802

	Media Content (0.0%)
	26,986	Cumulus Media, Inc., Class A^2,12						18,993

	TOTAL COMMON STOCKS (Cost $323,430)							25,795

	PREFERRED STOCK (0.0%)
	Building Materials (0.0%)
	413	Dayton Superior Corp.^3,6,12 (Cost $156,000)						—


	SHORT-TERM INVESTMENTS (8.9%)
	14,131,214	State Street Navigator Prime Portfolio, 0.20%¹³						14,131,214
Par (000)			Maturity		Rate%
$	1,518	State Street Bank and Trust Co. Euro Time Deposit		10/01/15		0.010		1,517,796

	TOTAL SHORT-TERM INVESTMENTS (Cost $15,649,010)							15,649,010


	TOTAL INVESTMENTS AT VALUE (106.7%) (Cost $210,481,554)							188,381,502

	LIABILITIES IN EXCESS OF OTHER ASSETS (-6.7%)							(11,831,533	)


	NET ASSETS (100.0%)						$	176,549,969

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.

¹	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, 2015, these securities amounted to a value of $85,977,527 or 48.7% of net assets.

²	Security or portion thereof is out on loan.

³	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.

⁴	PIK: Payment-in-kind security for which part of the income earned may be paid as additional principal.

⁵	REG S: Securities sold under Regulation S may not be offered, sold or delivered within the United States or to, or for the account or benefit of, U.S. persons, except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933.

⁶	Illiquid security.

⁷	Zero-coupon security.

⁸	This security is denominated in Euro.

⁹	This security is denominated in British Pound.

¹⁰	Bond is currently in default.

¹¹	Variable rate obligations — The interest rate is the rate as of September 30, 2015.

¹²	Non-income producing security.

¹³	Represents security purchased with cash collateral received for securities on loan. The rate shown is the annualized one-day yield at September 30, 2015.

Forward Foreign Currency Contracts


Forward Foreign Currency to be Purchased (Local)		Forward Foreign Currency to be Sold (Local)		Expiration Date	Counterparty	Value on Settlement Date			Current Value/Notional			Net Unrealized Appreciation (Depreciation)
EUR	146,000	USD	160,639	10/15/15	Morgan Stanley	$	160,639		$	163,004		$	2,365
GBP	55,000	USD	85,666	10/15/15	Morgan Stanley		85,666			83,306			(2,360	)
USD	2,669,145	EUR	2,391,000	10/15/15	Morgan Stanley		(2,669,145	)		(2,669,461	)		(316	)
USD	1,403,492	GBP	914,500	10/15/15	Morgan Stanley		(1,403,492	)		(1,385,147	)		18,345


												$	18,034

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. 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. Forward contracts are valued at the London closing spot rates and the London closing forward point rates on a daily basis. The currency forward contract pricing model derives the differential in point rates to the expiration date of the forward and calculates its present value. 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 (the “Board”) 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 and established by the Board.

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 each 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, 2015 in valuing the Fund’s assets and liabilities carried at fair value:


Assets	Level 1		Level 2		Level 3			Total
Investments in Securities
Corporate Bonds	$	—	$	136,992,249	$	119,356		$	137,111,605
Bank Loans		—		15,371,727		7,104,368			22,476,095
Asset Backed Securities		—		13,118,997		—			13,118,997
Common Stocks		18,998		6,797		0	¹		25,795
Preferred Stocks		—		—		0	¹		0	¹
Short-term Investments		—		15,649,010		—			15,649,010

	$	18,998	$	181,138,780	$	7,223,724		$	188,381,502

Other Financial Instruments*
Forward Foreign Currency Contracts	$	—	$	20,710	$	—		$	20,710

Liabilities	Level 1		Level 2		Level 3			Total
Other Financial Instruments*
Forward Foreign Currency Contracts	$	—	$	2,676	$	—		$	2,676

¹	Included a zero valued security.

*	Other financial instruments include unrealized appreciation (depreciation) on forward foreign currency contracts.

The following is a reconciliation of investments as of September 30, 2015 in which significant unobservable inputs 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			Bank Loans			Common Stocks			Total
Balance as of December 31, 2014	$	3,769		$	1,700,650		$	209,052		$	1,913,471
Accrued discounts (premiums)		—			43,347			—			43,347
Purchases		—			2,871,950			—			2,871,950
Sales		(19	)		(7,500	)		(285,000	)		(292,519	)
Realized gain (loss)		—			287			285,000			285,287
Change in unrealized appreciation (depreciation)		(1,750	)		(323,716	)		(202,255	)		(527,721	)
Transfers into Level 3		117,356			3,247,680			—			3,365,036
Transfers out of Level 3		—			(428,330	)		(6,797	)		(435,127	)

Balance as of September 30, 2015	$	119,356		$	7,104,368		$	—		$	7,223,724


Net change in unrealized appreciation (depreciation) from investments still held as of September 30, 2015	$	(1,750	)	$	55,983		$	—		$	54,233

Quantitative Disclosure About Significant Unobservable Inputs


Asset Class	Fair Value at 09/30/2015		Valuation Technique	Unobservable Input	Range
Corporate Bonds	$	119,356	Market Approach	Single Broker Quote	NA
Bank Loans	$	7,104,368	Market Approach	Single Broker Quote	NA

Each fair value determination is based on a consideration of relevant factors, including both observable and unobservable inputs. Observable and unobservable inputs Credit Suisse Asset Management LLC, the Fund’s investment adviser (“Credit Suisse” or the “Adviser”) considers may include (i) the existence of any contractual restrictions on the disposition of securities; (ii) information obtained from the company, which may include an analysis of the company’s financial statements, the company’s products or intended markets or the company’s technologies; (iii) the price of the same or similar security negotiated at arm’s length in an issuer’s completed subsequent round of financing; (iv) the price and extent of public trading in similar securities of the issuer or of comparable companies; or (v) a probability and time value adjusted analysis of contractual term. Where available and appropriate, multiple valuation methodologies are applied to confirm fair value. Significant unobservable inputs identified by the Adviser are often used in the fair value determination. A significant change in any of these inputs may result in a significant change in the fair value measurement. Due to the uncertainty inherent in the valuation process, such estimates of fair value may differ significantly from the values that would have been used had a ready market for the investments existed, and differences could be material. Additionally, changes in the market environment and other events that may occur over the life of the investments may cause the gains or losses ultimately realized on these investments to be different from the valuations used at the date of these financial statements.

The Fund follows Financial Accounting Standards Board (“FASB”) amendments to authoritative guidance which requires 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 September 30, 2015, there were no transfers in and out of Level 1 and Level 2, but there were

$3,365,036 transferred out from Level 2 to Level 3 due to lack of observable market data because of decrease in market activity and $435,127 transferred out from Level 3 to Level 2 as a result of the availability of a pricing source supported by observable inputs. All transfers are assumed to occur at the end of the reporting period.

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 and President

Date: November 13, 2015

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 and President

Date: November 13, 2015

/s/Rocco DelGuercio

Name: Rocco DelGuercio

Title: Chief Financial Officer and Treasurer

Date: November 13, 2015