PAGE 1 000 B000000 08/31/2006 000 C000000 0000820537 000 D000000 N 000 E000000 NF 000 F000000 Y 000 G000000 N 000 H000000 N 000 I000000 6.1 000 J000000 A 001 A000000 THE HIGH YIELD INCOME FUND, INC. 001 B000000 811-05296 001 C000000 9733677521 002 A000000 100 MULBERRY STREET, GATEWAY CENTER 3 002 B000000 NEWARK 002 C000000 NJ 002 D010000 07102 002 D020000 4077 003 000000 N 004 000000 N 005 000000 N 006 000000 N 007 A000000 N 007 B000000 0 007 C010100 1 007 C010200 2 007 C010300 3 007 C010400 4 007 C010500 5 007 C010600 6 007 C010700 7 007 C010800 8 007 C010900 9 007 C011000 10 008 A000001 PRUDENTIAL INVESTMENTS LLC 008 B000001 A 008 C000001 801-31104 008 D010001 NEWARK 008 D020001 NJ 008 D030001 07102 008 D040001 4077 008 A000002 PRUDENTIAL INVESTMENT MANAGEMENT, INC. 008 B000002 S 008 C000002 801-22808 008 D010002 NEWARK 008 D020002 NJ 008 D030002 07102 008 D040002 4077 010 A000001 PRUDENTIAL INVESTMENTS LLC 010 B000001 801-31104 010 C010001 NEWARK 010 C020001 NJ PAGE 2 010 C030001 07102 010 C040001 4077 012 A000001 COMPUTERSHARE TRUST COMPANY NA 012 B000001 85-11340 012 C010001 PROVIDENCE 012 C020001 RI 012 C030001 02940 013 A000001 KPMG LLP 013 B010001 NEW YORK 013 B020001 NY 013 B030001 10154 014 A000001 PRUCO SECURITIES, LLC 014 B000001 8-16402 014 A000002 PRUDENTIAL EQUITY GROUP, LLC 014 B000002 8-27154 014 A000003 PRUDENTIAL INVESTMENT MANAGEMENT SERVICES,LLC 014 B000003 8-36540 014 A000004 AMERICAN SKANDIA MARKETING, INCORPORATED 014 B000004 8-39058 014 A000005 PRU GLOBAL SECURITIES, LLC 014 B000005 8-66040 014 A000006 PRUDENTIAL FINANCIAL DERIVATIVES, LLC 014 B000006 8-00000 014 A000007 WACHOVIA SECURITIES, LLC 014 B000007 8-37180 014 A000008 WACHOVIA SECURITIES FINANCIAL NETWORK, LLC 014 B000008 8-28721 014 A000009 FIRST CLEARING LLC 014 B000009 8-35158 014 A000010 WEXFORD CLEARING SERVICES LLC 014 B000010 8-48636 015 A000001 THE BANK OF NEW YORK 015 B000001 C 015 C010001 NEW YORK 015 C020001 NY 015 C030001 10286 015 E010001 X 015 A000002 BHF-BANK 015 B000002 S 015 C010002 FRANKFURT 015 D010002 GERMANY 015 E040002 X 015 A000003 ROYAL BANK OF CANADA 015 B000003 S 015 C010003 TORONTO 015 D010003 CA 015 E040003 X 015 A000004 THE BANK OF NEW YORK 015 B000004 S 015 C010004 LONDON 015 D010004 UNITED KINGDOM PAGE 3 015 E040004 X 015 A000005 ING BANK SLASKI S.A. 015 B000005 S 015 C010005 KATOWICE 015 D010005 POLAND 015 E040005 X 015 A000006 DELETE 018 000000 Y 019 A000000 Y 019 B000000 159 019 C000000 PRUDENTIAL 020 C000001 0 020 C000002 0 020 C000003 0 020 C000004 0 020 C000005 0 020 C000006 0 020 C000007 0 020 C000008 0 020 C000009 0 020 C000010 0 021 000000 0 022 A000001 MORGAN STANLEY 022 B000001 13-2655998 022 C000001 381064 022 D000001 2649 022 A000002 JPMORGAN CHASE & CO. 022 B000002 13-3224016 022 C000002 164777 022 D000002 1926 022 A000003 MERRILL LYNCH & CO., INC. 022 B000003 13-2740599 022 C000003 14875 022 D000003 3411 022 A000004 LEHMAN BROTHERS, INC. 022 B000004 13-2518466 022 C000004 10943 022 D000004 2932 022 A000005 CREDIT SUISSE FIRST BOSTON CORP. 022 B000005 13-5659485 022 C000005 7276 022 D000005 2499 022 A000006 DEUTSCHE BANK SECURITIES, INC. 022 B000006 13-2730828 022 C000006 4686 022 D000006 2916 022 A000007 BANC OF AMERICA SECURITIES, LLC 022 B000007 56-2058405 022 C000007 4720 022 D000007 2472 022 A000008 CITIGROUP GLOBAL MARKETS, INC. PAGE 4 022 B000008 11-2418191 022 C000008 3788 022 D000008 2051 022 A000009 GOLDMAN SACHS & CO. 022 B000009 13-5108880 022 C000009 3679 022 D000009 1416 022 A000010 UBS WARBURG, LLC 022 B000010 13-3873456 022 C000010 1636 022 D000010 1136 023 C000000 601540 023 D000000 27247 024 000000 N 026 A000000 N 026 B000000 N 026 C000000 N 026 D000000 Y 026 E000000 N 026 F000000 N 026 G010000 N 026 G020000 N 026 H000000 N 027 000000 N 045 000000 Y 046 000000 N 047 000000 Y 048 000000 0.700 048 A010000 0 048 A020000 0.000 048 B010000 0 048 B020000 0.000 048 C010000 0 048 C020000 0.000 048 D010000 0 048 D020000 0.000 048 E010000 0 048 E020000 0.000 048 F010000 0 048 F020000 0.000 048 G010000 0 048 G020000 0.000 048 H010000 0 048 H020000 0.000 048 I010000 0 048 I020000 0.000 048 J010000 0 048 J020000 0.000 048 K010000 0 048 K020000 0.000 049 000000 N PAGE 5 050 000000 N 051 000000 N 052 000000 N 053 A000000 N 054 A000000 Y 054 B000000 Y 054 C000000 N 054 D000000 N 054 E000000 N 054 F000000 N 054 G000000 N 054 H000000 Y 054 I000000 N 054 J000000 Y 054 K000000 N 054 L000000 N 054 M000000 N 054 N000000 N 054 O000000 N 055 A000000 Y 055 B000000 Y 056 000000 Y 057 000000 N 058 A000000 N 059 000000 Y 060 A000000 Y 060 B000000 Y 061 000000 0 062 A000000 Y 062 B000000 0.0 062 C000000 2.7 062 D000000 0.0 062 E000000 0.0 062 F000000 0.0 062 G000000 0.0 062 H000000 0.0 062 I000000 0.0 062 J000000 0.0 062 K000000 0.0 062 L000000 0.0 062 M000000 0.0 062 N000000 0.0 062 O000000 0.0 062 P000000 127.9 062 Q000000 1.5 062 R000000 1.9 063 A000000 0 063 B000000 5.4 064 A000000 N 064 B000000 Y 065 000000 N PAGE 6 066 A000000 N 067 000000 N 068 A000000 N 068 B000000 N 069 000000 N 070 A010000 Y 070 A020000 N 070 B010000 N 070 B020000 N 070 C010000 Y 070 C020000 N 070 D010000 Y 070 D020000 N 070 E010000 Y 070 E020000 N 070 F010000 Y 070 F020000 N 070 G010000 Y 070 G020000 N 070 H010000 Y 070 H020000 N 070 I010000 N 070 I020000 N 070 J010000 Y 070 J020000 Y 070 K010000 Y 070 K020000 N 070 L010000 Y 070 L020000 Y 070 M010000 N 070 M020000 N 070 N010000 Y 070 N020000 N 070 O010000 Y 070 O020000 Y 070 P010000 Y 070 P020000 N 070 Q010000 N 070 Q020000 N 070 R010000 Y 070 R020000 N 071 A000000 47449 071 B000000 47845 071 C000000 82099 071 D000000 58 072 A000000 12 072 B000000 6937 072 C000000 43 072 D000000 0 072 E000000 0 072 F000000 445 PAGE 7 072 G000000 0 072 H000000 0 072 I000000 25 072 J000000 65 072 K000000 0 072 L000000 75 072 M000000 16 072 N000000 25 072 O000000 0 072 P000000 1246 072 Q000000 0 072 R000000 22 072 S000000 33 072 T000000 0 072 U000000 0 072 V000000 0 072 W000000 33 072 X000000 1985 072 Y000000 0 072 Z000000 4995 072AA000000 1425 072BB000000 1735 072CC010000 0 072CC020000 1387 072DD010000 4930 072DD020000 0 072EE000000 0 073 A010000 0.4250 073 A020000 0.0000 073 B000000 0.0000 073 C000000 0.0000 074 A000000 67 074 B000000 0 074 C000000 1692 074 D000000 82085 074 E000000 473 074 F000000 756 074 G000000 0 074 H000000 0 074 I000000 0 074 J000000 510 074 K000000 0 074 L000000 1648 074 M000000 0 074 N000000 87231 074 O000000 449 074 P000000 98 074 Q000000 23000 074 R010000 0 074 R020000 0 074 R030000 0 PAGE 8 074 R040000 270 074 S000000 0 074 T000000 63414 074 U010000 11600 074 U020000 0 074 V010000 5.47 074 V020000 0.00 074 W000000 0.0000 074 X000000 670 074 Y000000 0 075 A000000 0 075 B000000 63565 076 000000 4.89 077 A000000 Y 077 B000000 Y 077 C000000 Y 077 D000000 N 077 E000000 N 077 F000000 N 077 G000000 N 077 H000000 N 077 I000000 N 077 J000000 N 077 K000000 N 077 L000000 N 077 M000000 N 077 N000000 N 077 O000000 N 077 P000000 N 077 Q010000 Y 077 Q020000 N 077 Q030000 N 078 000000 N 080 A000000 ICI MUTUAL INSURANCE COMPANY 080 C000000 70000 081 A000000 Y 081 B000000 160 082 A000000 N 082 B000000 0 083 A000000 N 083 B000000 0 084 A000000 N 084 B000000 0 085 A000000 Y 085 B000000 N 086 A010000 0 086 A020000 0 086 B010000 0 086 B020000 0 086 C010000 0 086 C020000 0 PAGE 9 086 D010000 0 086 D020000 0 086 E010000 0 086 E020000 0 086 F010000 0 086 F020000 0 087 A010000 COMMON 087 A020000 429904105 087 A030000 HYI 088 A000000 N 088 B000000 N 088 C000000 N 088 D000000 N SIGNATURE JOHN F WILSON TITLE VP