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 466 Lexington Avenue New York, New York 10017			10017
(Address of principal executive offices)			(Zip code)

J. Kevin Gao, Esq. 466 Lexington Avenue New York, New York 10017
(Name and address of agent for service)

Registrant's telephone number, including area code:		(212) 875-3500

Date of fiscal year end:	December 31st

Date of reporting period:	July 1, 2005 to September 30, 2005

Item 1: Schedule of Investments

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments

September 30, 2005 (unaudited)

Par			Ratings†
(000)			(S&P/Moody’s)	Maturity	Rate%	Value
DOMESTIC SECURITIES (89.2%)
CORPORATE OBLIGATIONS (88.2%)
Aerospace (0.7%)
$	300	BE Aerospace, Inc., Series B, Senior
		Subordinated Notes	(B- , Caa2)	03/01/08	8.000	$	301,500
925		L-3 Communication Corp., Global Senior
		Subordinated Notes (Callable 1/15/10 @
		$102.94)	(BB+ , Ba3)	01/15/15	5.875	899,562
250		Sequa Corp., Senior Notes	(BB- , B1)	08/01/09	9.000	266,250
						1,467,312

Airlines (0.4%)
900		American Airlines, Inc., Series 01-2, Pass Thru
		Certificates	(B , B1)	10/01/06	7.800	862,220

Automobile Manufacturing/Vehicle Parts (5.5%)
750		Accuride Corp., Global Company Guaranteed
		Notes (Callable 2/01/10 @ $104.25)	(B- , Caa1)	02/01/15	8.500	738,750
800		American Tire Distributors, Inc., Rule 144A,
		Senior Notes (Callable 4/01/09 @ $105.38)‡	(CCC+ , Caa2)	04/01/13	10.750	732,000
400		Autocam Corp., Global Senior Subordinated
		Notes (Callable 6/15/09 @ $105.44)	(B- , Caa2)	06/15/14	10.875	268,000
775		Cambridge Industries, Inc., Senior
		Subordinated Notes^	(NR , NR)	07/15/07	10.250	7,746
400		Cooper-Standard Automotive, Inc., Global
		Company Guaranteed Notes (Callable
		12/15/09 @ $104.19)	(B , B3)	12/15/14	8.375	338,000
500		Cummins, Inc., Global Senior Notes
		(Callable 12/01/06 @ $104.75)	(BB+ , Ba2)	12/01/10	9.500	546,250
245		Delphi Corp., Global Notes	(CCC- , Ca)	06/15/06	6.550	181,300
475		Dura Operating Corp., Series D, Company
		Guaranteed Notes (Callable 5/01/06 @ $101.50)	(CCC+ , Caa1)	05/01/09	9.000	332,500
1,600		General Motors Acceptance Corp., Bonds	(BB , Ba1)	11/01/31	8.000	1,400,562
3,470		General Motors Acceptance Corp., Global Notes	(BB , Ba1)	12/01/14	6.750	3,023,276
1,250		Goodyear Tire & Rubber Co., Rule 144A,
		Senior Notes (Callable 7/01/10 @ $104.50)‡	(B- , B3)	07/01/15	9.000	1,237,500
365		Holley Performance Products, Inc., Series B,
		Company Guaranteed Notes (Callable
		9/15/06 @ $100.00)	(CCC- , NR)	09/15/07	12.250	323,025
450		Keystone Automotive Operations, Inc.,
		Global Senior Subordinated Notes
		(Callable 11/01/08 @ $104.88)	(B- , B3)	11/01/13	9.750	450,000
800		Metaldyne Corp., Global Company Guaranteed
		Notes (Callable 6/15/07 @ $105.50)	(CCC+ , Caa2)	06/15/12	11.000	548,000
400		Stanadyne Corp., Global Senior Subordinated
		Notes (Callable 8/15/09 @ $105.00)	(B- , Caa1)	08/15/14	10.000	398,000
350		Tenneco Automotive, Inc., Global Company
		Guaranteed Notes (Callable 11/15/09 @ $104.31)	(B- , B3)	11/15/14	8.625	354,375
900		Visteon Corp., Global Senior Notes	(B- , B3)	08/01/10	8.250	859,500
						11,738,784

Par			Ratings†
(000)			(S&P/Moody’s)	Maturity	Rate%	Value
DOMESTIC SECURITIES
CORPORATE OBLIGATIONS
Broadband (0.4%)
$	750	Level 3 Communications, Inc., Senior Notes
		(Callable 5/01/06 @ $100.00)	(CC , Ca)	05/01/08	9.125	$	615,000
250		Level 3 Financing, Inc., Senior Notes
		(Callable 10/15/07 @ $105.38)	(CC , Caa1)	10/15/11	10.750	210,312
						825,312

Broadcast/Outdoor (1.4%)
750		Emmis Communications Corp., Senior Notes
		(Callable 12/15/05 @ $100.00)#	(B- , B3)	06/15/12	9.745	759,375
250		Emmis Operating, Co., Global Senior
		Subordinated Notes (Callable 5/15/08 @ $103.44)	(B- , B2)	05/15/12	6.875	250,312
75		Interep National Radio Sales, Inc., Series B,
		Company Guaranteed Notes (Callable
		7/01/06 @ $100.00)	(CC , Ca)	07/01/08	10.000	60,469
190		LIN Television Corp., Rule 144A, Senior
		Subordinated Notes (Callable 5/15/08 @
		$103.25)‡	(B- , B1)	05/15/13	6.500	180,975
500		Paxson Communications Corp., Global
		Company Guaranteed Notes (Callable 1/15/06 @ $106.13)+	(CCC- , Caa1)	01/15/09	0.000	487,500
550		Sinclair Broadcast Group, Inc., Global
		Company Guaranteed Notes (Callable 12/15/06 @ $104.38)	(B , B2)	12/15/11	8.750	580,250
750		Sirius Satellite Radio, Inc., Rule 144A, Senior
		Notes (Callable 9/01/09 @ $104.81)‡	(CCC , Caa1)	08/01/13	9.625	723,750
						3,042,631

Building Products (3.8%)
250		Ahern Rentals, Inc., Rule 144A, Secured Notes
		(Callable 8/15/09 @ $104.63)‡	(B- , B3)	08/15/13	9.250	256,875
750		Associated Materials, Inc., Global Senior
		Discount Notes (Callable 3/01/09 @ $105.63)+	(CCC+ , Caa2)	03/01/14	0.000	378,750
300		Building Materials Corp. of America, Global
		Secured Notes (Callable 8/01/09 @ $103.88)	(B+ , B2)	08/01/14	7.750	292,500
750		Compression Polymers Holding Corp.,
		Rule 144A, Senior Notes (Callable 7/01/09 @ $105.25)‡	(B- , B2)	07/01/13	10.500	699,375
700		Dayton Superior Corp., Company Guaranteed
		Notes (Callable 6/15/07 @ $102.17)	(CCC , Caa2)	06/15/09	13.000	563,500
250		Dayton Superior Corp., Global Secured Notes
		(Callable 6/15/06 @ $105.63)	(B- , B3)	09/15/08	10.750	253,750
1,250		Goodman Global Holdings Co., Inc.,
		Rule 144A, Senior Subordinated Notes
		(Callable 12/15/08 @ $103.94)‡	(B- , Caa1)	12/15/12	7.875	1,137,500
400		Interface, Inc., Global Senior Subordinated
		Notes (Callable 2/01/09 @ $104.75)	(CCC , Caa3)	02/01/14	9.500	402,000
400		K Hovnanian Enterprises, Inc., Rule 144A,
		Private Placement Notes‡	(BB , Ba1)	01/15/16	6.250	374,459
250		Norcraft Holdings L.P./Norcraft Capital,
		Global Senior Discount Notes (Callable
		9/01/08 @ $104.88)+	(B- , Caa1)	09/01/12	0.000	176,250
1,000		NTK Holdings, Inc., Senior Discount
		Notes (Callable 9/01/09 @ $105.38)+	(CCC+ , Caa2)	03/01/14	0.000	565,000

Par			Ratings†
(000)			(S&P/Moody’s)	Maturity	Rate%	Value
DOMESTIC SECURITIES
CORPORATE OBLIGATIONS
Building Products
$	900	Ply Gem Industries, Inc., Global Senior
		Subordinated Notes (Callable 2/15/08 @
		$104.50)	(B- , B3)	02/15/12	9.000	$	760,500
500		RMCC Acquisition Co., Rule 144A, Senior
		Subordinated Notes (Callable 11/01/08 @
		$104.75)‡	(CCC+ , Caa1)	11/01/12	9.500	507,500
250		Texas Industries, Inc., Rule 144A, Senior
		Notes (Callable 7/15/09 @ $103.63)‡	(BB- , Ba3)	07/15/13	7.250	261,250
750		THL Buildco (Nortek), Inc., Global Senior
		Subordinated Notes (Callable 9/01/09 @
		$104.25)	(B- , Caa1)	09/01/14	8.500	693,750
1,300		Werner Holdings Co., Inc., Series A, Company
		Guaranteed Notes (Callable 11/15/05 @
		$100.00)	(CCC- , Caa2)	11/15/07	10.000	819,000
						8,141,959

Cable (5.4%)
750		Atlantic Broadband Finance LLC, Rule 144A,
		Senior Subordinated Notes (Callable 1/15/09
		@ $104.69)‡	(CCC+ , Caa1)	01/15/14	9.375	712,500
1,475		Cablevision Systems, Corp., Series B, Global
		Senior Notes	(B+ , B3)	04/15/12	8.000	1,438,125
100		Charter Communication Holdings II, Senior
		Notes (Callable 9/15/08 @ $105.13)	(CCC- , Caa1)	09/15/10	10.250	103,000
2,150		Charter Communication Holdings LLC/Cap
		Corp., Global Senior Notes (Callable
		11/15/08 @ $104.38)	(CCC- , B3)	11/15/13	8.750	2,133,875
2,000		Charter Communication Holdings LLC, Senior
		Discount Notes (Callable 4/01/06 @ $101.65)	(CCC- , Ca)	04/01/11	9.920	1,455,000
450		Charter Communications Holdings LLC/Cap
		Corp., Rule 144A, Senior Notes (Callable
		11/15/08 @ $104.38)‡	(CCC- , B3)	11/15/13	8.750	446,625
1,450		CSC Holdings, Inc., Rule 144A, Senior Notes‡	(BB- , B1)	04/15/12	7.000	1,377,500
150		CSC Holdings, Inc., Series B, Debentures	(BB- , B1)	08/15/09	8.125	151,875
200		CSC Holdings, Inc., Series B, Senior Notes	(BB- , B1)	04/01/11	7.625	197,500
3,014		DIVA Systems Corp., Series B, Senior
		Discount Notes (Callable 3/01/06 @ $100.00)^Ø	(NR , NR)	03/01/08	12.625	7,536
250		Insight Communications Co., Inc., Senior
		Discount Notes (Callable 2/15/06 @ $106.13)+	(CCC+ , Caa2)	02/15/11	0.000	256,250
500		Insight Midwest/Insight Capital, Global Senior
		Notes (Callable 11/01/05 @ $105.25)	(B , B2)	11/01/10	10.500	527,500
900		Insight Midwest/Insight Capital, Senior Notes
		(Callable 10/01/05 @ $103.25)	(B , B2)	10/01/09	9.750	922,500
150		Mediacom Broadband LLC, Rule 144A, Senior
		Notes (Callable 10/15/10 @ $104.25)‡	(B , B2)	10/15/15	8.500	145,500
850		Mediacom LLC/Capital Corp., Senior Notes
		(Callable 2/15/06 @ $103.94)	(B , B3)	02/15/11	7.875	807,500
953		Renaissance Media Group LLC, Company
		Guaranteed Notes (Callable 4/15/06 @ $100.00)	(CCC+ , B3)	04/15/08	10.000	948,235
						11,631,021

Par			Ratings†
(000)			(S&P/Moody’s)	Maturity	Rate%	Value
DOMESTIC SECURITIES
CORPORATE OBLIGATIONS
Capital Goods (1.0%)
$	250	Blount, Inc., Senior Subordinated Notes
		(Callable 8/01/08 @ $104.44)	(B- , Caa1)	08/01/12	8.875	$	267,500
350		Case New Holland, Inc., Senior Notes
		(Callable 8/01/07 @ $104.63)	(BB- , Ba3)	08/01/11	9.250	371,875
760		JII Holdings LLC, Global Secured Notes
		(Callable 1/01/06 @ $103.25)	(CCC- , Caa2)	04/01/07	13.000	669,152
950		Motors & Gears, Inc., Series D, Senior Notes	(CCC , Caa1)	11/15/06	10.750	907,250
						2,215,777

Chemicals (3.7%)
322		BCP Crystal Holdings Corp., Global Senior
		Subordinated Notes (Callable 6/15/09 @ $104.81)	(B- , B3)	06/15/14	9.625	359,835
100		Crompton Corp., Global Senior Notes
		(Callable 8/01/08 @ $104.94)	(B , B1)	08/01/12	9.875	114,375
455		Crystal U.S. Holdings/U.S. Sub 3, Series B,
		Global Senior Discount Notes (Callable
		10/01/09 @ $105.25)+	(B- , Caa2)	10/01/14	0.000	320,775
350		Equistar Chemicals LP/Equistar Funding
		Corp., Global Senior Notes (Callable
		5/01/07 @ $105.31)	(BB- , B2)	05/01/11	10.625	383,250
325		Huntsman Co. LLC, Global Company
		Guaranteed Notes (Callable 10/15/07 @ $105.81)	(BB- , B1)	10/15/10	11.625	372,937
264		Huntsman LLC, Global Company Guaranteed
		Notes (Callable 7/15/08 @ $105.75)	(B , B2)	07/15/12	11.500	302,940
1,000		IMC Global, Inc., Global Senior Notes
		(Callable 8/01/08 @ $105.44)	(BB , Ba3)	08/01/13	10.875	1,185,000
250		ISP Chemco, Inc., Series B, Global Company
		Guaranteed Notes (Callable 7/01/06 @ $105.13)	(BB- , B1)	07/01/11	10.250	270,937
600		KI Holdings, Inc., Global Senior Discount
		Notes (Callable 11/15/09 @ $104.94)+	(B- , Caa2)	11/15/14	0.000	412,500
1,100		Lyondell Chemical Co., Global Company
		Guaranteed Notes (Callable 6/01/08 @ $105.25)	(BB- , B1)	06/01/13	10.500	1,248,500
800		Millennium America, Inc., Global Company
		Guaranteed Notes	(BB- , B1)	06/15/08	9.250	864,000
750		Nalco Co., Global Senior Notes (Callable
		11/15/07 @ $103.88)	(B- , B2)	11/15/11	7.750	770,625
400		Polyone Corp., Global Company Guaranteed
		Notes (Callable 5/15/07 @ $105.31)	(B+ , B3)	05/15/10	10.625	414,000
500		Resolution Performance Products LLC, Global
		Senior Subordinated Notes (Callable
		11/15/06 @ $104.50)	(B- , Caa2)	11/15/10	13.500	533,750
357		Terra Capital, Inc., Global Secured Notes
		(Callable 6/01/07 @ $105.75)	(B- , B2)	06/01/10	11.500	410,550
						7,963,974

Competitive Local Exchange Carrier (0.7%)
750		GCI, Inc., Global Senior Notes (Callable
		2/15/09 @ $103.62)	(B+ , B2)	02/15/14	7.250	729,375
422		Madison River Capital/Madison River Finance,
		Senior Notes (Callable 3/01/06 @ $104.42)	(CCC+ , B3)	03/01/10	13.250	451,005
400		Time Warner Telecom, LLC, Senior Notes
		(Callable 7/15/06 @ $100.00)	(CCC+ , B3)	07/15/08	9.750	407,000
						1,587,380

Par			Ratings†
(000)			(S&P/Moody’s)	Maturity	Rate%	Value
DOMESTIC SECURITIES
CORPORATE OBLIGATIONS
Consumer Products/Tobacco (3.2%)
$	400	AAC Group Holding Corp., Rule 144A, Senior
		Discount Notes (Callable 10/01/08 @
		$105.13)‡+	(B- , Caa1)	10/01/12	0.000	$	290,000
650		ALH Finance LLC, Global Senior
		Subordinated Notes (Callable 1/15/09 @ $104.25)	(CCC+ , B3)	01/15/13	8.500	617,500
400		Ames True Temper, Inc., Global Company
		Guaranteed Notes (Callable 1/15/07 @ $103.00)#	(B- , B3)	01/15/12	7.599	374,000
600		Ames True Temper, Inc., Global Senior
		Subordinated Notes (Callable 7/15/08 @
		$105.00)	(CCC , Caa1)	07/15/12	10.000	471,000
300		Amscan Holdings, Inc., Global Senior
		Subordinated Notes (Callable 5/01/09 @
		$104.38)	(B- , B3)	05/01/14	8.750	264,000
750		Del Laboratories, Inc., Global Company
		Guaranteed Notes	(CCC+ , B3)	02/01/12	8.000	620,625
2,000		Diamond Brands Operating Corp., Company
		Guaranteed Notes (Callable 4/15/06 @ $100.00)^Ø	(NR , NR)	04/15/08	10.125	20,000
400		Interactive Health LLC, Rule 144A, Senior
		Notes (Callable 4/01/08 @ $105.69)‡	(B- , B3)	04/01/11	7.250	346,000
1,100		Johnsondiversey Holdings, Inc., Global
		Discount Notes (Callable 5/15/07 @ $105.34)+	(B , Caa1)	05/15/13	0.000	819,500
250		Leiner Health Products, Inc., Global Senior
		Subordinated Notes (Callable 6/01/08 @
		$105.50)	(CCC+ , B3)	06/01/12	11.000	215,000
250		Mac-Gray Corp., Rule 144A, Senior Notes
		(Callable 8/15/10 @ $103.81)‡	(BB- , B1)	08/15/15	7.625	256,250
650		PCA LLC/PCA Finance Corp., Global Senior Notes	(CCC , Caa2)	08/01/09	11.875	183,625
500		Playtex Products, Inc., Global Company
		Guaranteed Notes (Callable 6/01/06 @ $104.69)	(CCC+ , Caa2)	06/01/11	9.375	524,375
299		Prestige Brands, Inc., Global Senior
		Subordinated Notes (Callable 4/15/08 @ $104.63)	(B- , B3)	04/15/12	9.250	307,970
115		Remington Arms Co., Inc., Global Company
		Guaranteed Notes (Callable 2/01/07 @ $105.25)	(CCC+ , B3)	02/01/11	10.500	95,500
500		Revlon, Inc., Debentures	(CCC , Caa2)	04/01/11	9.500	473,750
250		Samsonite Corp., Global Senior Subordinated
		Notes (Callable 6/01/08 @ $104.44)	(B- , B3)	06/01/11	8.875	266,875
400		Sealy Mattress Co., Global Senior
		Subordinated Notes (Callable 6/15/09 @ $104.13)	(B- , B2)	06/15/14	8.250	404,000
250		Spectrum Brands, Inc., Global Senior
		Subordinated Notes (Callable 10/01/08 @ $104.25)	(B- , B3)	10/01/13	8.500	242,500
						6,792,470

Containers (2.0%)
600		Berry Plastics Corp., Global Company
		Guaranteed Notes (Callable 7/15/07 @ $105.38)	(B- , B3)	07/15/12	10.750	648,000
350		Graham Packaging Co., Subordinated Notes
		(Callable 10/15/09 @ $104.94)	(CCC+ , Caa2)	10/15/14	9.875	337,750
250		Graphic Packaging International Corp., Global
		Senior Subordinated Notes (Callable 8/15/08
		@ $104.75)	(B- , B3)	08/15/13	9.500	236,250
300		Intertape Polymer U.S., Inc., Global Senior
		Subordinated Notes (Callable 8/01/09 @
		$104.25)	(B- , B3)	08/01/14	8.500	296,929

Par			Ratings†
(000)			(S&P/Moody’s)	Maturity	Rate%	Value
DOMESTIC SECURITIES
CORPORATE OBLIGATIONS
Containers
$	680	Owens-Brockway Glass, Global Company
		Guaranteed Notes (Callable 5/15/08 @
		$104.13)	(B , B2)	05/15/13	8.250	$	710,600
850		Owens-Illinois, Inc., Senior Notes	(B , B3)	05/15/07	8.100	875,500
850		Pliant Corp., Company Guaranteed Notes
		(Callable 6/01/06 @ $104.33)	(CCC+ , Caa2)	06/01/10	13.000	408,000
500		Solo Cup Co., Global Senior Subordinated
		Notes (Callable 2/15/09 @ $104.25)	(B- , B3)	02/15/14	8.500	445,000
250		U.S. Can Corp., Global Company Guaranteed
		Notes (Callable 7/15/07 @ $105.44)	(CCC+ , Caa2)	07/15/10	10.875	263,750
						4,221,779

Diversified Telecommunications (2.1%)
800		Cincinnati Bell, Inc., Global Senior
		Subordinated Notes (Callable 1/15/09 @ $104.19)	(B- , B3)	01/15/14	8.375	792,000
525		Hawaiian Telecom Communications, Inc.,
		Rule 144A, Senior Notes (Callable 5/01/09 @ $104.88)‡	(B- , B3)	05/01/13	9.750	538,125
250		Qwest Corp., Senior Notes	(BB- , Ba3)	09/01/11	7.875	392,812
2,164		Qwest Corporation, Rule 144A, Senior Notes‡	(BB- , Ba3)	06/15/15	7.625	2,220,805
500		Qwest Services Corp., Global Secured Notes
		(Callable 12/15/06 @ $106.75)	(B , Caa1)	12/15/10	13.500	575,000
						4,518,742

Energy - Other (3.0%)
1,050		Dynegy Holdings, Inc., Rule 144A, Secured
		Notes (Callable 7/15/08 @ $105.06)‡	(B- , B3)	07/15/13	10.125	1,176,000
250		Dynegy Holdings, Inc., Senior Notes	(CCC+ , Caa2)	04/01/11	6.875	245,625
500		El Paso Corp., Senior Notes	(B- , Caa1)	05/15/11	7.000	501,250
250		El Paso Natural Gas, Series A, Global Senior
		Notes (Callable 8/01/07 @ $103.81)	(B , B1)	08/01/10	7.625	261,193
1,500		El Paso Production Holding Co., Global
		Company Guaranteed Notes (Callable 6/01/08 @ $103.88)	(B , B3)	06/01/13	7.750	1,575,000
200		Giant Industries, Inc., Company Guaranteed
		Notes (Callable 5/15/09 @ $104.00)	(B- , B3)	05/15/14	8.000	210,000
162		Giant Industries, Inc., Global Company
		Guaranteed Notes (Callable 5/15/07 @ $105.50)	(B- , B3)	05/15/12	11.000	183,060
250		Inergy LP/Inergy Finance Corp., Rule 144A,
		Senior Notes (Callable 12/15/09 @ $103.44)‡	(B- , B1)	12/15/14	6.875	240,000
500		Reliant Energy, Inc., Global Secured
		(Callable 7/15/08 @ $104.75)	(B+ , B1)	07/15/13	9.500	555,000
250		Reliant Energy, Inc., Secured Notes (Callable
		12/15/09 @ $103.38)	(B+ , B1)	12/15/14	6.750	246,875
1,175		Williams Companies, Inc., Global Notes	(B+ , B1)	03/15/12	8.125	1,289,562
						6,483,565

Environmental Services (0.7%)
1,000		Allied Waste North America, Inc., Series B,
		Global Senior Notes (Callable 4/15/09 @ $103.69)	(B+ , Caa1)	04/15/14	7.375	1,039,500
400		Waste Services, Inc., Senior
		Subordinated Notes (Callable 4/15/09 @ $104.75)	(CCC , Caa2)	04/15/14	9.500	400,000
						1,439,500

Par			Ratings†
(000)			(S&P/Moody’s)	Maturity	Rate%	Value
DOMESTIC SECURITIES
CORPORATE OBLIGATIONS
Finance (0.5%)
$	250	E*Trade Financial Corp., Global Senior Notes
		(Callable 6/15/08 @ $104.00)	(B+ , B3)	06/15/11	8.000	$	259,375
750		IAAI Finance Corp., Rule 144A, Senior
		Unsecured Notes (Callable 4/01/09 @ $105.50)‡	(CCC+ , Caa1)	04/01/13	11.000	773,974
						1,033,349

Food Processors/Beverage/Bottling (1.6%)
100		Agrilink Foods, Inc., Company Guaranteed
		Notes (Callable 11/21/05 @ $101.98)	(B- , B3)	11/01/08	11.875	102,750
800		Bear Creek Corp., Rule 144A, Senior Notes
		(Callable 3/01/09 @ $104.50)‡	(B- , B3)	03/01/13	9.000	832,000
471		Eagle Family Foods, Inc., Series B, Company
		Guaranteed Notes (Callable 1/15/06 @ $100.00)	(CCC , Caa2)	01/15/08	8.750	369,342
440		Land O’Lakes, Inc., Global Senior Notes
		(Callable 11/15/06 @ $104.38)	(B- , B3)	11/15/11	8.750	463,100
250		Le-Natures, Inc., Rule 144A, Senior
		Subordinated Notes (Callable 6/15/08 @ $104.25)‡	(CCC+ , Caa1)	06/15/13	9.000	271,250
220		National Wine & Spirits, Inc., Company
		Guaranteed Notes (Callable 1/15/06 @ $101.69)	(CCC+ , B3)	01/15/09	10.125	223,300
700		Pinnacle Foods Holding Corp., Global Senior
		Subordinated Notes (Callable 12/01/08 @ $104.13)	(B- , B3)	12/01/13	8.250	665,000
250		Swift & Co., Global Company Guaranteed
		Notes (Callable 10/01/06 @ $105.06)	(B+ , B1)	10/01/09	10.125	270,312
300		Swift & Co., Global Senior Subordinated Notes
		(Callable 10/01/06 @ $106.25)	(B , B2)	01/01/10	12.500	328,500
						3,525,554

Gaming (6.9%)
850		155 E Tropicana LLC, Secured Notes
		(Callable 4/01/09 @ $104.38)	(B- , B3)	04/01/12	8.750	828,750
920		Ameristar Casinos, Inc., Global Company
		Guaranteed Notes (Callable 2/15/06 @ $105.38)	(B+ , B2)	02/15/09	10.750	987,850
250		Argosy Gaming Co., Global Senior
		Subordinated Notes (Callable 1/15/09 @ $103.50)	(B+ , B1)	01/15/14	7.000	278,598
250		Argosy Gaming Co., Senior Subordinated
		Notes (Callable 9/01/06 @ $104.50)	(B+ , Ba3)	09/01/11	9.000	272,518
400		Aztar Corp., Global Senior Subordinated Notes
		(Callable 6/15/09 @ $103.94)	(B+ , Ba3)	06/15/14	7.875	420,000
1,000		Chukchansi Economic Development Authority,
		Rule 144A, Senior Notes (Callable 10/01/06
		@ $113.00)‡	(NR , NR)	06/15/09	14.500	1,210,000
500		Circus & Eldorado/Silver Legacy Capital
		Corp., Global First Mortgage Notes
		(Callable 3/01/07 @ $105.06)	(B+ , B1)	03/01/12	10.125	525,000
1,740		Hard Rock Hotel, Inc., Global Notes (Callable
		6/01/08 @ $104.44)	(B , B3)	06/01/13	8.875	1,874,850
300		Herbst Gaming, Inc., Global Senior
		Subordinated Notes (Callable 6/01/08 @ $104.06)	(B- , B3)	06/01/12	8.125	315,000
400		Inn of the Mountain Gods, Global Senior Notes
		(Callable 11/15/07 @ $106.00)	(B , B3)	11/15/10	12.000	454,000

Par			Ratings†
(000)			(S&P/Moody’s)	Maturity	Rate%	Value
DOMESTIC SECURITIES
CORPORATE OBLIGATIONS
Gaming
$	400	Isle of Capri Casinos, Inc., Global Senior
		Subordinated Notes (Callable 3/01/09 @ $103.50)	(B , B2)	03/01/14	7.000	$	385,500
750		Majestic Star Casino LLC, Company
		Guaranteed Notes (Callable 10/15/07 @ $104.75)	(B , B2)	10/15/10	9.500	746,250
950		MGM Mirage, Inc., Company Guaranteed Notes	(BB , Ba2)	10/01/09	6.000	942,875
400		MGM Mirage, Inc., Company Guaranteed Notes	(BB , Ba2)	09/15/10	8.500	437,000
450		MGM Mirage, Inc., Company Guaranteed Notes	(B+ , Ba3)	02/01/11	8.375	486,000
250		MGM Mirage, Inc., Global Senior Notes	(BB , Ba2)	09/01/12	6.750	255,313
350		Mohegan Tribal Gaming Authority, Global
		Senior Subordinated Notes (Callable 8/15/09 @ $103.56)	(B+ , Ba3)	08/15/14	7.125	364,000
500		OED Corp., Global Company Guaranteed
		Notes (Callable 4/15/08 @ $104.38)	(B , B2)	04/15/12	8.750	493,125
600		Resorts International Hotel and Casino, Inc.,
		Company Guaranteed Notes (Callable
		3/15/07 @ $106.00)	(B , B2)	03/15/09	11.500	675,000
400		River Rock Entertainment Authority, Senior
		Notes (Callable 11/01/07 @ $104.88)	(B+ , B2)	11/01/11	9.750	446,000
550		Riviera Holdings Corp., Global Company
		Guaranteed Notes (Callable 6/15/06 @ $105.50)	(B , B2)	06/15/10	11.000	596,750
100		Seneca Gaming, Corp., Global Senior Notes
		(Callable 5/01/08 @ $103.63)	(BB- , B2)	05/01/12	7.250	103,000
500		Station Casinos, Inc., Global Senior
		Subordinated Notes (Callable 3/01/09 @ $102.58)	(B+ , B1)	03/01/16	6.875	509,375
210		Waterford Gaming LLC, Rule 144A, Senior
		Notes (Callable 9/15/08 @ $103.55)‡	(B+ , B1)	09/15/12	8.625	224,700
267		Windsor Woodmont Black Hawk, Series B,
		First Mortgage Notes^Ø	(NR , NR)	03/15/05	13.000	20,510
900		WYNN Las Vegas LLC, Global First Mortgage
		Notes (Callable 12/1/09 @ $103.31)	(B+ , B2)	12/01/14	6.625	865,125
						14,717,089

Healthcare Facilities/Supplies (2.5%)
250		Beverly Enterprises, Inc., Global Senior
		Subordinated Notes (Callable 6/15/09 @ $103.94)	(B , B2)	06/15/14	7.875	278,125
800		CDRV Investors, Inc., Senior Discount Notes
		(Callable 1/01/10 @ $104.81)+	(B- , Caa2)	01/01/15	0.000	460,000
250		Concentra Operating Corp., Global Company
		Guaranteed Notes (Callable 8/15/07 @ $104.75)	(B- , B3)	08/15/10	9.500	263,125
200		DaVita, Inc., Senior Subordinated Notes
		(Callable 3/15/10 @ $103.63)	(B , B3)	03/15/15	7.250	203,750
500		Fisher Scientific International, Rule 144A,
		Senior Subordinated Notes (Callable 7/01/10 @ $103.06)‡	(BB+ , Ba3)	07/01/15	6.125	503,750
600		Medquest, Inc., Series B, Company Guaranteed
		Notes (Callable 8/15/07 @ $105.94)	(CCC+ , Caa1)	08/15/12	11.875	636,000
1,000		MQ Associates, Inc., Global Senior Discount
		Notes (Callable 8/15/08 @ $109.00)+	(CCC+ , Caa2)	08/15/12	0.000	640,000
500		Tenet Healthcare Corp., Senior Notes	(B , B3)	02/01/15	9.250	262,500
250		Tenet Healthcare Corp., Rule 144A, Global Senior Notes‡	(B , B3)	07/01/14	9.875	507,500

Par			Ratings†
(000)			(S&P/Moody’s)	Maturity	Rate%	Value
DOMESTIC SECURITIES
CORPORATE OBLIGATIONS
Healthcare Facilities/Supplies
$	1,000	Triad Hospitals, Inc., Senior Subordinated
		Notes (Callable 11/15/08 @ $103.50)	(B , B3)	11/15/13	7.000	$	1,017,500
250		Universal Hospital Services, Inc., Global
		Senior Notes (Callable 11/01/07 @ $105.06)	(B- , B3)	11/01/11	10.125	257,500
350		Vanguard Health Holding II, Global Senior
		Subordinated Notes (Callable 10/01/09 @ $104.50)	(CCC+ , Caa1)	10/01/14	9.000	374,500
						5,404,250

Home Builders (1.9%)
650		D.R. Horton, Inc., Bonds	(BB+ , Ba1)	01/15/16	5.625	624,703
1,000		KB HOME, Senior Notes	(BB+ , Ba1)	06/15/15	6.250	974,689
500		Standard Pacific Corp., Senior Notes	(BB , Ba2)	08/15/15	7.000	480,000
500		Stanley Martin Communities, Rule 144A,
		Senior Subordinated Notes (Callable 8/15/10
		@ $104.88)‡	(B- , B3)	08/15/15	9.750	491,250
350		Technical Olympic USA, Inc., Global Senior
		Subordinated Notes	(B- , B2)	01/15/15	7.500	318,500
275		Toll Corp., Senior Subordinated Notes
		(Callable 12/01/06 @ $104.13)	(BB+ , Ba2)	12/01/11	8.250	292,875
650		WCI Communities, Inc., Global Company
		Guaranteed Notes (Callable 2/15/06 @ $105.31)	(B+ , Ba3)	02/15/11	10.625	693,875
250		William Lyon Homes, Inc., Global Senior
		Notes (Callable 2/15/09 @ $103.75)	(B , B2)	02/15/14	7.500	233,750
						4,109,642

Industrial (1.6%)
400		Altra Industrial Motion, Rule 144A, Secured
		Notes (Callable 12/01/08 @ $104.50)‡	(CCC+ , B3)	12/01/11	9.000	394,000
250		Amsted Industries, Inc., Rule 144A, Senior
		Notes (Callable 10/15/07 @ $105.13)‡	(B , B3)	10/15/11	10.250	273,750
600		Amtrol, Inc., Senior Subordinated Notes	(CCC- , Caa3)	12/31/06	10.625	522,000
1,000		Coleman Cable, Inc., Senior Notes
		(Callable 10/01/08 @ $104.94)	(B- , B3)	10/01/12	9.875	886,250
650		Hawk Corp., Global Senior Notes (Callable
		11/01/09 @ $104.38)	(B , B2)	11/01/14	8.750	659,750
400		Polypore, Inc., Global Senior Subordinated
		Notes (Callable 5/15/08 @ $104.38)	(CCC+ , Caa1)	05/15/12	8.750	354,000
450		True Temper Sports, Inc., Global Company
		Guaranteed Notes (Callable 3/15/08 @ $104.19)	(CCC+ , Caa1)	09/15/11	8.375	420,750
						3,510,500

Leisure (2.2%)
730		Affinity Group Holding, Global Senior
		Subordinated Notes (Callable 2/15/08 @ $105.44)	(B- , Caa1)	02/15/12	10.875	682,377
250		Affinity Group, Inc., Global Senior
		Subordinated Notes (Callable 2/15/08 @ $104.50)	(B- , B3)	02/15/12	9.000	251,250
400		AMC Entertainment, Inc., Global Senior
		Subordinated Notes (Callable 3/01/09 @ $104.00)	(CCC+ , B3)	03/01/14	8.000	354,000
650		AMC Entertainment, Inc., Global Senior
		Subordinated Notes (Callable 2/01/07 @ $104.94)	(CCC+ , B3)	02/01/12	9.875	628,875

Par			Ratings†
(000)			(S&P/Moody’s)	Maturity	Rate%	Value
DOMESTIC SECURITIES
CORPORATE OBLIGATIONS
Leisure
$	350	Bally Total Fitness Holding Corp., Global
		Senior Notes (Callable 7/15/07 @ $105.25)	(CCC , Caa1)	07/15/11	10.500	$	355,250
500		Bluegreen Corp., Series B, Company
		Guaranteed Notes (Callable 4/01/06 @ $100.00)	(B- , B3)	04/01/08	10.500	506,250
400		Cinemark, Inc., Global Senior Discount Notes
		(Callable 3/15/09 @ $104.88)+	(B- , Caa1)	03/15/14	0.000	259,375
250		Cinemark USA, Inc., Global Senior
		Subordinated Notes (Callable 2/01/08 @ $104.50)	(B- , B3)	02/01/13	9.000	282,000
350		Six Flags, Inc., Global Senior Notes (Callable
		4/15/08 @ $104.88)	(CCC , Caa1)	04/15/13	9.750	346,500
700		Six Flags, Inc., Global Senior Notes (Callable
		6/01/09 @ $104.81)	(CCC , Caa1)	06/01/14	9.625	693,000
500		Worldspan LP/WS Financing Corp.,
		Rule 144A, Senior Notes (Callable 8/15/06 @ $103.00)‡#	(CCC+ , B3)	02/15/11	10.040	442,500
						4,801,377

Lodging (0.6%)
425		Felcor Lodging LP, Global Company
		Guaranteed Notes	(B- , B1)	06/01/11	8.500	464,313
600		Host Marriot LP, Series I, Global Company
		Guaranteed Notes	(B+ , Ba3)	01/15/07	9.500	630,750
200		San Pasqual Casino, Rule 144A, Private
		Placement Notes (Callable 9/15/09 @ $104.00)‡	(B+ , B2)	09/15/13	8.000	202,250
						1,297,313

Metals & Mining (3.0%)
250		AK Steel Corp., Company Guaranteed Notes
		(Callable 2/15/06 @ $101.31)	(B+ , B1)	02/15/09	7.875	243,750
450		AK Steel Corp., Global Company Guaranteed
		Notes (Callable 6/15/07 @ $103.88)	(B+ , B1)	06/15/12	7.750	417,375
900		Aleris International, Inc., Global Company
		Guaranteed Notes (Callable 11/15/09 @ $104.50)	(B- , NR)	11/15/14	9.000	954,000
500		Alpha Natural Resources, Company
		Guaranteed Notes (Callable 6/01/08 @ $105.00)	(CCC+ , B3)	06/01/12	10.000	557,500
500		American Rock Salt Co. LLC, Global Secured
		Notes (Callable 3/15/09 @ $104.75)	(B- , B3)	03/15/14	9.500	511,250
750		Edgen Acquisition Corp., Secured Notes
		(Callable 2/01/08 @ $104.94)	(B- , B3)	02/01/11	9.875	757,500
1,000		International Steel Group, Inc., Global Senior Notes	(BB , Ba2)	04/15/14	6.500	995,000
259		Ispat Inland ULC, Global Secured Notes
		(Callable 4/01/09 @ $104.88)	(B , Ba1)	04/01/14	9.750	301,735
571		Metallurg, Inc., Series B, Company Guaranteed
		Notes (Callable 12/01/05 @ $100.00)	(NR , Caa2)	12/01/07	11.000	573,353
675		Southern Peru Copper Corp., Rule 144A,
		Private Placement Notes‡	(BBB- , Ba1)	07/27/35	7.500	678,181
250		WCI Steel, Inc., Series B, Senior NotesØ	(NR , NR)	12/01/04	10.000	135,000
500		Wise Metals Group LLC, Global Secured
		Notes (Callable 5/15/08 @ $105.13)	(B- , B2)	05/15/12	10.250	397,500
						6,522,144

Par			Ratings†
(000)			(S&P/Moody’s)	Maturity	Rate%	Value
DOMESTIC SECURITIES
CORPORATE OBLIGATIONS
Oil Equipment (0.1%)
$	85	Parker Drilling Co., Series B, Company
		Guaranteed Notes (Callable 11/21/05 @ $103.38)	(B- , B2)	11/15/09	10.125	$	88,506

Paper & Forest Products (3.0%)
550		Appleton Papers, Inc., Series B, Global Senior
		Subordinated Notes (Callable 6/15/09 @ $104.88)	(B+ , B3)	06/15/14	9.750	530,750
434		Caraustar Industries, Inc., Global Company
		Guaranteed Notes (Callable 4/01/06 @ $105.25)	(B- , Caa1)	04/01/11	9.875	431,830
850		Cellu Tissue Holdings, Inc., Global Secured
		Notes (Callable 3/15/07 @ $107.31)	(B , B2)	03/15/10	9.750	856,375
1,875		Georgia-Pacific Corp., Global Company
		Guaranteed Notes (Callable 2/01/08 @ $104.69)	(BB+ , Ba2)	02/01/13	9.375	2,100,000
2,250		Newark Group, Inc., Global Senior
		Subordinated Notes (Callable 3/15/09 @ $104.88)	(B- , Caa1)	03/15/14	9.750	2,013,750
600		Stone Container Corp., Global Senior Notes
		(Callable 7/01/07 @ $104.19)	(B , B2)	07/01/12	8.375	573,000
						6,505,705

Pharmaceuticals (0.3%)
650		Athena Neuro Finance LLC, Company
		Guaranteed Notes	(B , B3)	02/21/08	7.250	627,250

Publishing (2.3%)
500		CBD Media Holdings LLC/CBD Holding
		Finance, Inc., Global Senior Notes (Callable
		7/15/08 @ $104.63)	(CCC+ , Caa2)	07/15/12	9.250	511,250
200		Dex Media East LLC, Global Company
		Guaranteed Notes (Callable 11/15/07 @ $106.06)	(B , B2)	11/15/12	12.125	235,000
500		Dex Media, Inc., Global Discount Notes
		(Callable 11/15/08 @ $104.25)+	(B , B3)	11/15/13	0.000	396,250
250		Dex Media, Inc., Global Notes (Callable
		11/15/08 @ $104.00)	(B , B3)	11/15/13	8.000	258,125
750		Haights Cross Operating Co., Global Company
		Guaranteed Notes (Callable 8/15/08 @ $105.88)	(CCC , Caa1)	08/15/11	11.750	825,000
250		Houghton Mifflin Co., Global Senior Discount
		Notes (Callable 10/15/08 @ $105.75)+	(B- , Caa2)	10/15/13	0.000	190,000
300		Houghton Mifflin Co., Global Senior Notes
		(Callable 2/01/07 @ $104.13)	(B- , B3)	02/01/11	8.250	311,250
2,000		Premier Graphics, Inc., Company Guaranteed
		Notes^Ø	(NR , NR)	12/01/05	11.500	0
350		PRIMEDIA, Inc., Global Senior Notes
		(Callable 5/15/08 @ $104.00)	(B , B2)	05/15/13	8.000	354,375
300		Sheridan Group Acquisition Corp., Global
		Secured Notes (Callable 8/15/07 @ $105.13)	(B , B1)	08/15/11	10.250	313,500
1,500		WDAC Subsidiary Corp., Rule 144A, Senior
		Notes (Callable 12/01/09 @ $104.19)‡	(CCC+ , Caa1)	12/01/14	8.375	1,458,750
						4,853,500

Restaurants (2.3%)
500		Buffets, Inc., Global Senior Subordinated
		Notes (Callable 7/15/06 @ $105.63)	(CCC , B3)	07/15/10	11.250	505,000

Par			Ratings†
(000)			(S&P/Moody’s)	Maturity	Rate%	Value
DOMESTIC SECURITIES
CORPORATE OBLIGATIONS
Restaurants
$	150	Carrols Corp., Rule 144A, Senior Subordinated
		Notes (Callable 1/15/09 @ $104.50)‡	(CCC- , B3)	01/15/13	9.000	$	153,000
500		Denny’s Corp./Denny’s Holdings Corp., Global
		Company Guaranteed Notes (Callable
		10/01/08 @ $105.00)	(CCC+ , Caa1)	10/01/12	10.000	502,500
250		El Pollo Loco, Inc., Global Secured Notes
		(Callable 12/15/06 @ $104.63)	(B- , B2)	12/15/09	9.250	272,500
750		Friendly Ice Cream Corp., Global Senior Notes
		(Callable 6/15/08 @ $104.19)	(B- , B2)	06/15/12	8.375	712,500
400		O’Charley’s, Inc., Global Senior Subordinated
		Notes (Callable 11/01/08 @ $104.50)	(B , Ba3)	11/01/13	9.000	426,000
1,247		Romacorp, Inc., Senior Notes^	(NR , NR)	12/31/08	10.500	623,700
850		Sbarro, Inc., Company Guaranteed Notes
		(Callable 11/21/05 @ $103.67)	(CCC+ , Caa2)	09/15/09	11.000	850,000
850		Uno Restaurant Corp., Rule 144A, Senior Notes
		(Callable 2/15/08 @ $110.00)‡	(B- , B3)	02/15/11	10.000	790,500
						4,835,700

Retail - Food & Drug (1.5%)
575		Delhaize America, Inc., Global Company
		Guaranteed Notes	(BB+ , Ba1)	4/15/11	8.125	626,067
500		Duane Reade, Inc., Global Senior Subordinated
		Notes (Callable 8/01/08 @ $104.88)	(CCC , Caa1)	08/01/11	9.750	377,500
500		General Nutrition Center, Global Company
		Guaranteed Notes (Callable 1/15/08 @ $104.31)	(B- , B3)	01/15/11	8.625	482,500
700		Gregg Appliances, Inc., Rule 144A, Senior
		Notes (Callable 2/01/09 @ $104.50)‡	(B , B2)	02/01/13	9.000	661,500
750		Rite Aid Corp., Global Company Guaranteed
		Notes (Callable 1/15/10 @ $103.75)	(B+ , B2)	01/15/15	7.500	720,000
200		Roundy’s, Inc., Series B, Global Company
		Guaranteed Notes (Callable 6/15/07 @ $104.44)	(B , B2)	06/15/12	8.875	222,000
150		Stater Brothers Holdings, Inc., Global Senior
		Notes (Callable 6/15/08 @ $104.06)	(BB- , B1)	06/15/12	8.125	148,875
						3,238,442

Retail Stores (2.9%)
400		Asbury Automotive Group Co., Global
		Company Guaranteed Notes (Callable 6/15/07 @ $104.50)	(B , B3)	06/15/12	9.000	404,000
500		Brookstone Company, Inc., Rule 144A, Secured
		Notes (Callable 10/15/09 @ $106.00)‡	(B , B3)	10/15/12	12.000	497,500
500		CSK Auto, Inc., Global Company Guaranteed
		Notes (Callable 1/15/09 @ $103.50)	(B- , B2)	01/15/14	7.000	470,000
500		Finlay Fine Jewelry Corp., Global Senior Notes
		(Callable 6/01/08 @ $104.19)	(B+ , B2)	06/01/12	8.375	425,625
703		Flooring America, Inc., Series B, Company
		Guaranteed Notes (Callable
		10/15/05 @ $100.00)^Ø	(NR , NR)	10/15/07	9.250	0
625		GSC Holdings Corp., Rule 144A, Company
		Guaranteed Notes (Callable 10/1/09 @ $104)‡	(B+ , Ba3)	10/01/12	8.000	625,000
500		Intcomex, Inc., Rule 144A, Secured Notes
		(Callable 1/15/07 @ $106.00)‡	(B- , Caa1)	01/15/11	11.750	500,000
875		JC Penney Co., Inc., Series MTNA, Notes	(BB+ , Ba1)	10/15/15	6.875	943,906

Par			Ratings†
(000)			(S&P/Moody’s)	Maturity	Rate%	Value
DOMESTIC SECURITIES
CORPORATE OBLIGATIONS
Retail Stores
$	500	Nebraska Book Co., Inc., Global Senior
		Subordinated Notes (Callable 3/15/08 @ $104.31)	(CCC+ , Caa1)	03/15/12	8.625	$	472,500
520		Neiman Marcus Group, Inc., Rule 144A, Senior
		Subordinated Notes (Callable 10/15/10 @
		$105.19)‡	(B- , B3)	10/15/15	10.375	520,000
1,000		Southern States Cooperative, Inc., Rule 144A,
		Senior Notes (Callable 11/01/07 @ $108.00)‡	(B , B3)	11/01/10	10.500	1,055,000
250		United Auto Group, Inc., Global Company
		Guaranteed Notes (Callable 3/15/07 @ $104.81)	(B , B3)	03/15/12	9.625	261,250
						6,174,781

Satellite (0.6%)
750		Echostar DBS Corp., Global Company Guaranteed Notes	(BB- , Ba3)	10/01/14	6.625	746,250
295		Echostar DBS Corp., Global Senior Notes
		(Callable 1/15/06 @ $104.56)	(BB- , Ba3)	01/15/09	9.125	311,225
195		PanAmSat Corp., Global Company Guaranteed
		Notes (Callable 8/15/09 @ $104.50)	(B+ , B1)	08/15/14	9.000	206,700
						1,264,175

Secondary Oil & Gas Producers (2.3%)
250		Belden & Blake Corp., Global Secured Notes
		(Callable 7/15/08 @ $104.38)	(CCC+ , B3)	07/15/12	8.750	262,500
950		Chesapeake Energy Corp., Senior Notes
		(Callable 7/15/10 @ $103.13)	(BB- , Ba3)	01/15/18	6.250	935,750
602		Chesapeake Energy Corp., Senior Notes
		(Callable 01/15/09 @ $103.44)	(BB- , Ba3)	01/15/16	6.875	620,060
900		Forest Oil Corp., Global Senior Notes	(BB- , Ba3)	06/15/08	8.000	959,625
300		Plains E&P Co., Series B, Global Senior
		Subordinated Notes (Callable 7/01/07 @ $104.38)	(B+ , Ba3)	07/01/12	8.750	325,500
550		Pogo Producing Co., Series B, Senior
		Subordinated Notes (Callable 4/15/06 @
		$104.13)	(BB , Ba3)	04/15/11	8.250	580,250
200		Range Resources Corp., Global Company
		Guaranteed Notes (Callable 3/15/10 @ $103.19)	(B , B3)	03/15/15	6.375	202,500
700		Vintage Petroleum, Inc., Global Senior
		Subordinated Notes (Callable 5/15/06 @
		$103.94)	(B , B1)	05/15/11	7.875	735,000
300		Whiting Petroleum Corp., Global Senior
		Subordinated Notes (Callable 5/01/08 @
		$103.63)	(B- , B2)	05/01/12	7.250	306,750
						4,927,935

Services (5.0%)
300		Advanstar Communications, Inc., Global Secured
		Notes (Callable 2/15/08 @ $105.38)	(B- , B3)	08/15/10	10.750	336,750
400		Allied Security Escrow Corp., Global Senior
		Subordinated Notes (Callable 7/15/08 @
		$105.69)	(B- , Caa1)	07/15/11	11.375	399,000
750		American Color Graphics, Inc., Global Notes
		(Callable 6/15/07 @ $105.00)	(CCC , Caa3)	06/15/10	10.000	560,625
600		Brand Services, Inc., Global Company
		Guaranteed Notes (Callable 10/15/07 @ $106.00)	(CCC+ , B3)	10/15/12	12.000	639,000

Par			Ratings†
(000)			(S&P/Moody’s)	Maturity	Rate%	Value
DOMESTIC SECURITIES
CORPORATE OBLIGATIONS
Services
$	750	Di Finance/Dyncorp International, Rule 144A,
		Senior Subordinated Notes (Callable 2/15/09 @ $104.75)‡	(B- , Caa1)	02/15/13	9.500	$	787,500
800		Hydrochem Industrial Services, Inc., Rule 144A,
		Senior Subordinated Notes (Callable 2/15/09 @ $104.63)‡	(B- , Caa1)	02/15/13	9.250	749,000
815		Integrated Electrical Services, Inc., Series C,
		Global Company Guaranteed Notes (Callable 2/01/07 @ $101.56)	(CCC , Caa2)	02/01/09	9.375	672,375
400		Intergrated Alarm Services Group, Inc., Rule 144A, Secured Notes (Callable 11/15/08 @ $106.00)‡	(B- , B3)	11/15/11	12.000	408,000
250		Iron Mountain, Inc., Company Guaranteed
		Notes (Callable 1/15/08 @ $103.88)	(B , Caa1)	01/15/15	7.750	255,000
350		Iron Mountain, Inc., Company Guaranteed
		Notes (Callable 4/01/06 @ $104.31)	(B , Caa1)	04/01/13	8.625	368,375
500		Knowledge Learning Corp., Inc., Rule 144A,
		Company Guaranteed Notes (Callable 2/01/10 @ $103.88)‡	(B- , B3)	02/01/15	7.750	492,500
815		La Petite Academy, Inc., Series B, Company
		Guaranteed Notes (Callable 5/15/06 @ $100.00)	(CC , Ca)	05/15/08	10.000	684,600
250		Language Line Holdings, Inc., Global Senior
		Subordinated Notes (Callable 6/15/08 @ $105.56)	(CCC+ , Caa1)	06/15/12	11.125	231,250
300		Morton’s Restaurant Group, Inc., Global Secured
		Notes (Callable 7/01/07 @ $105.30)	(B- , B2)	07/01/10	7.500	298,500
300		Muzak LLC/Muzak Finance Corp., Global
		Senior Notes (Callable 2/15/06 @ $105.00)	(CCC- , Caa2)	02/15/09	10.000	252,000
400		National Beef Packing Co. LLC, Global Senior
		Notes (Callable 8/01/07 @ $105.25)	(B- , B3)	08/01/11	10.500	417,000
250		Quintiles Transnational Corp., Global Senior
		Subordinated Notes (Callable 10/01/08 @ $105.00)	(B , B3)	10/01/13	10.000	282,500
500		Rent-Way, Inc., Global Secured Notes	(B- , B3)	06/15/10	11.875	552,500
500		United Rentals North America, Inc., Global
		Senior Subordinated Notes (Callable 2/15/09 @ $103.50)	(B+ , B2)	02/15/14	7.000	466,250
425		United Rentals North America, Inc., Global
		Company Guaranteed Notes (Callable 2/15/08 @ $103.25)	(BB- , B3)	02/15/12	6.500	412,250
825		Williams Scotsman, Inc., Rule 144A, Senior
		Notes (Callable 10/1/10 @ $104.25)‡	(B , B3)	10/01/15	8.500	839,438
811		WMG Holdings Corp., Senior Discount Notes
		(Callable 12/15/09 @ $104.75)+	(B- , Caa2)	12/15/14	0.000	571,755
						10,676,168

Technology (2.7%)
500		Advanced Micro Devices, Inc., Global Senior
		Notes (Callable 11/01/08 @ $103.88)	(B- , B3)	11/01/12	7.750	515,000
900		Amkor Technology, Inc., Global Senior Notes
		(Callable 5/15/08 @ $103.88)	(B- , B3)	05/15/13	7.750	774,000
350		Amkor Technology, Inc., Global Senior Notes	(B- , B3)	02/15/08	9.250	329,875
159		Ampex Corp., Secured Notes^	(NR , NR)	08/15/08	12.000	159,481
250		Itron, Inc., Global Senior Subordinated Notes
		(Callable 5/15/08 @ $103.88)	(B , B2)	05/15/12	7.750	260,000

Par			Ratings†
(000)			(S&P/Moody’s)	Maturity	Rate%	Value
DOMESTIC SECURITIES
CORPORATE OBLIGATIONS
Technology
$	800	Sanmina-SCI Corp., Global Company
		Guaranteed Notes (Callable 1/15/07 @ $105.19)	(BB- , Ba2)	01/15/10	10.375	$	886,000
1,000		SunGard Data Systems, Inc., Rule 144A, Senior
		Subordinated Notes (Callable 8/15/10 @ $105.13)‡	(B- , Caa1)	08/15/15	10.250	1,017,500
600		Viasystems, Inc., Global Senior Subordinated
		Notes (Callable 1/15/08 @ $105.25)	(CCC+ , Caa2)	01/15/11	10.500	592,500
1,200		Xerox Corp., Senior Notes (Callable 6/15/08 @
		$103.81)	(BB- , Ba2)	06/15/13	7.625	1,281,000
						5,815,356

Textile/Apparel/Shoe Manufacturing (1.9%)
250		BGF Industries, Inc., Series B, Senior
		Subordinated Notes (Callable 1/15/06 @ $101.75)	(CCC- , Ca)	01/15/09	10.250	230,000
1,600		Levi Strauss & Co., Global Senior Notes
		(Callable 1/15/10 @ $104.88)	(B- , Caa3)	01/15/15	9.750	1,640,000
735		Levi Strauss & Co., Global Senior Notes
		(Callable 12/15/07 @ $106.13)	(B- , Caa3)	12/15/12	12.250	815,850
500		Levi Strauss & Co., Global Senior
		Unsubordinated Notes (Callable 4/01/07 @ $102.00)#	(B- , Caa3)	04/01/12	8.254	501,250
400		Phillips Van-Heusen Corp., Global Senior Notes
		(Callable 2/15/08 @ $103.63)	(BB , B2)	02/15/11	7.250	404,000
500		Propex Fabrics, Inc., Global Company
		Guaranteed Notes (Callable 12/01/08 @ $105.00)	(B- , Caa1)	12/01/12	10.000	463,750
						4,054,850

Tower (0.6%)
800		American Tower Corp., Global Senior Notes
		(Callable 10/15/08 @ $103.56)	(CCC+ , B3)	10/15/12	7.125	840,000
587		SBA Telecommunications Corp., Global Senior
		Discount Notes (Callable 12/15/07 @ $104.88)+	(CCC- , B3)	12/15/11	0.000	535,638
						1,375,638

Transportation (0.3%)
300		H-Lines Finance Holding Corp., Rule 144A,
		Senior Discount Notes (Callable 4/01/08 @ $105.50)‡+	(CCC+ , Caa2)	04/01/13	0.000	250,500
300		Horizon Lines LLC, Notes (Callable 11/01/08
		@ $104.50)	(B- , B3)	11/01/12	9.000	322,875
						573,375

Utilities (3.7%)
37		AES Corp., Senior Notes	(B- , B1)	06/01/09	9.500	39,968
400		AES Corp., Senior Notes	(B- , B1)	03/01/14	7.750	426,000
400		Allegheny Energy Supply Company LLC, Global
		Notes	(B , Ba3)	03/15/11	7.800	440,000
400		Aquila, Inc., Senior Notes	(B- , B2)	11/15/09	7.625	420,000
950		Calpine Corp., Rule 144A, Secured Notes
		(Callable 7/15/07 @ $104.25)‡	(B- , NR)	07/15/10	8.500	684,000
850		Calpine Corp., Rule 144A, Secured Notes
		(Callable 7/15/08 @ $104.38)‡	(B- , NR)	07/15/13	8.750	605,625
747		Calpine Corp., Senior Notes	(CCC , Caa3)	04/15/09	7.750	392,175
800		Calpine Generating Co., Global Secured Notes
		(Callable 4/01/08 @ $103.50)#	(B- , B3)	04/01/10	9.443	812,000

Par			Ratings†
(000)			(S&P/Moody’s)	Maturity	Rate%	Value
DOMESTIC SECURITIES
CORPORATE OBLIGATIONS
Utilities
$	250	CMS Energy Corp., Global Senior Notes	(B+ , B1)	08/01/10	7.750	$	270,000
700		CMS Energy Corp., Senior Notes	(B+ , B1)	01/15/09	7.500	736,750
500		Edison Mission Energy, Global Senior Notes	(B+ , B1)	08/15/08	10.000	556,250
500		Edison Mission Energy, Senior Notes	(B+ , B1)	06/15/09	7.730	530,000
400		Midwest Generation LLC, Global Secured
		Notes (Callable 5/01/09 @ $104.38)	(B , B1)	05/01/34	8.750	447,500
500		Mirant Americas Generation LLC, Senior NotesØ	(NR , NR)	05/01/06	7.625	608,750
300		Mirant Corp., Rule 144A, Senior Notes‡Ø	(NR , NR)	07/15/04	7.400	361,500
248		NRG Energy, Inc., Secured Notes (Callable
		12/15/08 @ $104.00)	(B , B1)	12/15/13	8.000	265,360
300		Sierra Pacific Resources, Global Senior Notes
		(Callable 3/15/09 @ $104.31)	(B- , B2)	03/15/14	8.625	332,175
						7,928,053

Wireless (3.9%)
50		Airgate PCS, Inc., Rule 144A, Secured Notes
		(Callable 1/01/06 @ $104.69)‡	(CCC , Caa1)	09/01/09	9.375	52,750
350		Airgate PCS, Inc., Secured Notes (Callable
		1/01/06 @ $104.69)	(CCC , Caa1)	09/01/09	9.375	369,250
500		American Cellular Corp., Series B, Global Senior
		Notes (Callable 8/01/07 @ $105.00)	(B- , Caa1)	08/01/11	10.000	547,500
400		Centennial Cellular Operating Co./Centennial
		Communications Corp., Global Company
		Guaranteed Notes (Callable 6/15/08 @ $105.06)	(CCC , B3)	06/15/13	10.125	452,000
455		Dobson Cellular Systems, Secured Notes
		(Callable 11/01/08 @ $104.94)	(CCC , B3)	11/01/12	9.875	500,500
600		Dobson Communications Corp., Global Senior
		Notes (Callable 10/01/08 @ $104.44)	(CCC , Ca)	10/01/13	8.875	603,000
350		Horizon PCS, Inc., Global Company Guaranteed
		Notes (Callable 7/15/08 @ $105.69)	(CCC , B3)	07/15/12	11.375	404,250
250		IPCS, Inc., Global Senior Notes (Callable
		5/01/08 @ $105.75)	(CCC , B3)	05/01/12	11.500	290,000
250		IWO Holdings, Inc., Global Company
		Guaranteed Notes (Callable 1/15/10 @ $105.38)+	(CCC- , Caa2)	01/15/15	0.000	176,875
350		Nextel Communications, Inc., Senior Notes
		(Callable 8/01/08 @ $103.69)	(A- , Baa2)	08/01/15	7.375	375,010
750		Nextel Partners, Inc., Global Senior Notes
		(Callable 7/01/07 @ $104.06)	(BB- , Ba3)	07/01/11	8.125	813,750
2,100		Rural Cellular Corp., Global Senior Subordinated
		Notes (Callable 1/15/06 @ $104.88)	(CCC , Caa2)	01/15/10	9.750	2,131,500
750		Triton PCS, Inc., Global Company Guaranteed
		Notes (Callable 6/01/08 @ $104.25)	(CCC- , Caa1)	06/01/13	8.500	718,125
400		U.S. Unwired, Inc., Series B, Global Secured
		Notes (Callable 6/15/08 @ $105.00)	(CCC- , Caa1)	06/15/12	10.000	462,000
500		Ubiquitel Operating Co., Global Senior Notes
		(Callable 3/01/07 @ $107.41)	(CCC , Caa1)	03/01/11	9.875	557,500
						8,454,010

TOTAL CORPORATE OBLIGATIONS (Cost $196,161,267)						189,247,088

Number of
Shares		Value
DOMESTIC SECURITIES
COMMON STOCKS (0.8%)
Broadcast/Outdoor (0.1%)
5,567	Equinix, Inc.*	$	231,866

Cable (0.0%)
69,987	Digitalglobe, Inc.^*	69,987

Chemicals (0.0%)
4,893	Huntsman Corp.*	95,658

Containers (0.0%)
20,689	Continental AFA Dispensing Co.^*	37,240

Food Processors/Beverage/Bottling (0.3%)
562	Crunch Equity Holdings LLC*	609,770

Healthcare Facilities/Supplies (0.0%)
232	Magellan Health Services, Inc.*	8,155

Industrial (0.1%)
36,000	Doskocil Manufacturing Co.^*	126,000

Retail Stores (0.1%)
18,064	Safelite Glass Corp., Class B^*	90,320
1,219	Safelite Realty Corp.^*	12,190
		102,510

Services (0.2%)
21,306	Cenveo, Inc.*	220,943
10,652	Cenveo, Inc., Rule 144A‡*	110,461
		331,404

TOTAL COMMON STOCKS (Cost $1,455,295)		1,612,590

PREFERRED STOCKS (0.2%)
Cable (0.0%)
7,500	Adelphia Communications Corp., 13%
	cumulative exchangeable Series B (Callable 11/21/05 @ $103.25)*	3,375

Wireless (0.2%)
426	Rural Cellular Corp., Series B, 11.375% Senior
	Exchangeable (Callable 5/15/06 @ $1,014.22)*»	531,435
		531,435

TOTAL PREFERRED STOCKS (Cost $1,082,079)		534,810

WARRANTS (0.0%)
Aerospace (0.0%)
800	Decrane Aircraft Holdings, Rule 144A, strike
	price $35.65, expires 9/30/08^‡*	8

Broadband (0.0%)
400	Colt Telecom Group Plc, strike price $75.63,
	expires 12/31/06*	7,398

Number of
Shares		Value
DOMESTIC SECURITIES
WARRANTS
Building Products (0.0%)
1,250	Dayton Superior Corp., Rule 144A, strike price
	$0.01, expires 6/15/09‡*	$	13

Cable (0.0%)
4	NTL, Inc., Series A, stirke price $262.93,
	expires 1/13/11*	2

Competitive Local Exchange Carrier (0.0%)
6,290	Loral Space & Communications, strike price
	$23.70, expires 12/27/06*	47

Containers (0.0%)
747	Pliant Corp., Rule 144A, strike price $0.01,
	expires 6/01/10^‡*	93

Gaming (0.0%)
3,000	Mikohn Gaming Corp., strike price $7.70,
	expires 8/15/08*	180
100	Windsor Woodmont Black Hawk, strike price
	$0.01, expires 3/15/10^*	0
		180

Retail Stores (0.0%)
44,271	Safelite Glass Corp., Class A, strike price $0.01,
	expires 9/29/06^*	443
29,514	Safelite Glass Corp., Class B, strike price $0.01,
	expires 9/29/07^*	295
		738

Satellite (0.0%)
250	Pegasus Communications Corp., strike price
	$75.00, expires 1/01/07^*	0

Textile/Apparel/Shoe Manufacturing (0.0%)
117	AGY Holding Corp., strike price $0.01,
	expires 1/01/10^*	293
TOTAL WARRANTS (Cost $86,125)		8,772

TOTAL DOMESTIC SECURITIES (Cost $198,784,766)		191,403,260

Par

Ratings†

(000)

(S&P/Moody’s)

Maturity

Rate%

FOREIGN SECURITIES (7.9%)

CORPORATE OBLIGATIONS (7.6%)

Automobile Manufacturing/Vehicle Parts (0.1%)

250

Bombardier Recreational Products, Inc., Global

Senior Subordinated Notes (Callable

12/15/08 @ $104.19) (Canada)

(B- , B3)

12/15/13

8.375

263,125

Broadband (0.3%)

750

Global Crossing Finance Plc, Rule 144A,

Company Guaranteed Notes (Callable 12/15/09 @ $105.38) (United Kingdom)‡

(B- , Caa1)

12/15/14

10.750

665,625

Par

Ratings†

(000)

(S&P/Moody’s)

Maturity

Rate%

Value

FOREIGN SECURITIES

CORPORATE OBLIGATIONS

Broadcast/Outdoor (0.1%)

150

Corus Entertainment, Inc., Global Senior

Subordinated Notes (Callable 3/01/07 @

$104.38) (Canada)

(B+ , B1)

03/01/12

8.750

161,437

Building Products (0.4%)

750

MAAX Corp., Global Senior Subordinated Notes

(Callable 6/15/08 @ $104.88) (Canada)

(CCC+ , B3)

06/15/12

9.750

656,250

500

MAAX Holdings, Inc., Rule 144A, Senior

Discount Notes (Callable 12/15/08 @ $105.63) (Canada)‡+

(CCC+ , Caa1)

12/15/12

0.000

212,500

868,750

Cable (0.8%)

4,600

Australis Holdings Pty. Ltd., Yankee Senior

Discount Notes (Australia)^Ø

(NR , NR)

11/01/02

15.000

92,000

400

Kabel Deutschland GmbH, Rule 144A, Company

Guaranteed (Callable 7/01/09 @ $105.31) (Germany)‡

(B- , B2)

07/01/14

10.625

555,000

600

Telenet Group Holding NV, Rule 144A,

Discount Notes (Callable 12/15/08 @ $105.75) (Belgium)‡+

(CCC+ , Caa2)

06/15/14

0.000

493,500

600

Videotron LTEE, Global Company Guaranteed

Notes (Callable 1/15/09 @ $103.44) (Canada)

(B+ , Ba3)

01/15/14

6.875

618,750

1,759,250

Chemicals (0.3%)

600

Rhodia SA, Global Senior Notes (France)

(CCC+ , B3)

06/01/10

10.250

584,375

Containers (0.4%)

795

Crown Euro Holdings SA, Global Secured

Notes (Callable 3/01/07 @ $104.75) (France)

(B+ , B1)

03/01/11

9.500

874,500

Industrial (0.0%)

924

International Utility Structures, Inc.,

Subordinated Notes (Callable 2/01/06 @ $100.00) (Canada)^Ø

(NR , NR)

02/01/08

13.000

800

International Utility Structures, Inc., Yankee

Senior Subordinated Notes (Callable 2/01/06 @ $100.00)(Canada)^Ø

(NR , NR)

02/01/08

10.750

Leisure (0.5%)

250

Intrawest Corp., Global Senior Notes (Callable

10/15/08 @ $103.75) (Canada)

(B+ , B1)

10/15/13

7.500

257,188

750

NCL Corp., Rule 144A, Senior Notes (Callable

7/15/09 @ $105.31) (Bermuda)‡

(B+ , B2)

07/15/14

10.625

795,000

1,052,188

Metals & Mining (0.1%)

250

Gerdau Ameristeel Corp., Global Senior Notes

(Callable 7/15/07 @ $105.38) (Canada)

(BB- , Ba3)

07/15/11

10.375

279,375

Paper & Forest Products (1.8%)

250

Abitibi-Consolidated, Inc., Global Notes (Canada)

(BB- , Ba3)

06/15/11

7.750

247,250

Par

Ratings†

(000)

(S&P/Moody’s)

Maturity

Rate%

Value

FOREIGN SECURITIES

CORPORATE OBLIGATIONS

Paper & Forest Products

250

Ainsworth Lumber Co. Ltd., Global Company

Guaranteed Notes (Callable 10/01/08 @

$103.63) (Canada)

(B+ , B2)

10/01/12

7.250

236,250

750

Fraser Papers, Inc., Rule 144A, Company

Guaranteed Notes (Callable 3/15/10 @

$104.38) (Canada)‡

(B , B3)

03/15/15

8.750

663,750

500

JSG Funding plc, Global Senior Notes (Callable

10/01/07 @ $104.81) (Ireland)

(B- , B3)

10/01/12

9.625

505,000

1,750

JSG Funding plc, Senior Subordinated Notes

(Callable 1/31/10 @ $103.88) (Ireland)

(B- , Caa1)

04/01/15

7.750

1,496,250

250

Norkse Skog Ltd., Global Senior Notes (Callable

3/01/09 @ $103.69) (Canada)

(BB- , Ba3)

03/01/14

7.375

238,750

250

Tembec Industries, Inc., Global Company

Guaranteed Notes (Canada)

(B , B3)

03/15/12

7.750

160,000

400

Tembec Industries, Inc., Yankee Company

Guaranteed Notes (Canada)

(B , B3)

06/30/09

8.625

274,000

3,821,250

Pharmaceuticals (0.2%)

400

Biovail Corp., Yankee Senior Subordinated

Notes (Callable 4/01/06 @ $103.94)

(Canada)

(BB- , B2)

4/1/10

7.875

417,000

Retail - Food & Drug (0.3%)

700

Jean Coutu Group (PJC), Inc., Global Senior

Subordinated Notes (Callable 8/01/09 @

$104.25) (Canada)

(B , B3)

08/01/14

8.500

700,000

Satellite (0.3%)

600

Intelsat Bermuda Ltd., Rule 144A, Senior Notes

(Callable 1/15/09 @ $104.13) (Bermuda)‡

(B+ , B2)

01/15/13

8.250

606,750

Technology (0.7%)

300

Celestica, Inc., Senior Subordinated Notes

(Callable 7/01/08 @ $103.94) (Canada)

(B , B2)

07/01/11

7.875

538,125

250

Danka Business Systems Plc, Global Senior

Notes (Callable 6/15/07 @ $105.50) (United Kingdom)

(B , B3)

06/15/10

11.000

188,000

650

Flextronics International Ltd., Global Senior

Subordinated Notes (Callable 11/15/09 @

$103.13) (Singapore)

(BB- , Ba2)

11/15/14

6.250

425,000

400

Magnachip Semiconductor, Senior Subordinated

Notes (Callable 12/15/09 @ $104.00)

(South Korea)

(B- , B2)

12/15/14

8.000

370,000

1,521,125

Transportation (1.1%)

700

Sea Containers Ltd., Series B, Yankee Senior

Notes (Bermuda)

(B , B3)

02/15/08

7.875

687,750

750

Ship Finance International Ltd., Global Senior

Notes (Callable 12/15/08 @ $104.25) (Bermuda)

(B , B1)

12/15/13

8.500

1,321,312

250

Stena AB, Global Senior Notes (Callable

12/01/09 @ $103.50) (Sweden)

(BB- , Ba3)

12/01/16

7.000

232,500

Par

Ratings†

(000)

(S&P/Moody’s)

Maturity

Rate%

Value

FOREIGN SECURITIES

CORPORATE OBLIGATIONS

Transportation

150

Titan Petrochemicals Group Ltd., Rule 144A,

Company Guaranteed Notes (Bermuda)‡

(B+ , B1)

03/18/12

8.500

145,125

2,386,687

Wireless (0.2%)

500

Millicom International Cellular S.A., Global

Senior Notes (Callable 12/01/08 @ $105.00)

(Luxembourg)

(B- , B3)

12/01/13

10.000

518,750

TOTAL FOREIGN CORPORATE OBLIGATIONS
(Cost $19,861,518)

16,480,187

GOVERNMENT OBLIGATION (0.3%)

Argentina (0.3%)

1,193

Republic of Argentina, Notes

(Cost $373,600)

(B- , NR)

12/31/33

5.830

535,660

TOTAL FOREIGN SECURITIES (Cost $20,235,118)

17,015,847

SHORT - TERM INVESTMENT (1.1%)

2,388,000

Wells Fargo Bank, overnight deposit
(Grand Cayman)
(Cost $2,388,000)

10/03/05

3.300

2,388,000

TOTAL INVESTMENTS (98.2%)
(Cost $221,407,884)

210,807,107

ASSETS IN EXCESS OF OTHER LIABILITIES (1.8%)

3,839,326

NET ASSETS (100%)

Applicable to $49,895,588 issued and outstanding $.001 par value shares

(authorized 100,000,000 shares)

214,646,433

INVESTMENT ABBREVIATIONS
MTNA = Medium Term Notes Series A
NR = Not Rated

†		Credit ratings given by the Standard & Poor’s Division of The McGraw-Hill Companies, Inc. (“S&P”) and Moody’s Investors Service, Inc. (“Moody’s”) are unaudited.
‡		Security exempt from registration under Rule 144A,of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At September 30, 2005, these securities amounted to a value of $37,422,981 or 17.4% of net assests.
^		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.
#		Floating Rate - The interest rate changes on these instruments based upon a designated base rate. The rates shown are those in effect at September 30, 2005.
+		Step Bond - The interest rate stated is the rate as of September 30, 2005.
Ø		Security in default.
*		Non-income producing security.
»		Payment-in-kind preferred stock. Market value includes accrued dividend.

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 then 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. The Fund’s 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 (“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. Securities and other assets for which market quotations are not readily available, or whose values have been materially affected by events occuring 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.

Federal Income Tax Cost - At September 30, 2005, the identified cost for federal income tax purposes, as well as the gross unrealized appreciation from investments for those securities having an excess of value over cost, gross unrealized depreciation from investments for those securities having an excess of cost over value and the net unrealized appreciation (depreciation) from investments were $221,407,884, 7,370,161, (17,970,938), and $(10,600,777), respectively.

Other information regarding the Fund is available in the Fund’s most recent Report to Shareholders. This information is also available on the Fund’s website at http://www.csam.com/us as well as on the website of the Securities and Exchange Commission - http://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/Steven Plump
	Name:	Steven Plump
	Title:	Chief Executive Officer
	Date:	November 29, 2005

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/Steven Plump
	Name:	Steven Plump
	Title:	Chief Executive Officer
	Date:	November 29, 2005

	/s/Michael A. Pignataro
	Name:	Michael A. Pignataro
	Title:	Chief Financial Officer
	Date:	November 29, 2005