Credit Suisse Asset Management Income Fund, Inc.

N-Q 1 d697139dnq.htm CREDIT SUISSE ASSET MANAGEMENT INCOME FUND, INC. 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

Eleven Madison Avenue

New York, New York 10010

(Address of principal executive offices) (Zip code)

John G. Popp

Eleven Madison Avenue

New York, New York 10010

(Name and address of agent for service)


Registrant’s telephone number, including area code: (212) 325-2000
Date of fiscal year-end:		December 31st
Date of reporting period:		January 1, 2019 to March 31, 2019

Item 1: Schedule of Investments

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments

March 31, 2019 (unaudited)


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

	CORPORATE BONDS (106.9%)
	Aerospace & Defense (1.2%)
$	800	TransDigm, Inc., Rule 144A, Company Guaranteed Notes (Callable 03/15/22 @ 103.75)⁽¹⁾	(B-, NR)		03/15/27		7.500	$	822,000
	1,250	TransDigm, Inc., Rule 144A, Senior Secured Notes (Callable 03/15/22 @ 103.13)⁽¹⁾	(B+, Ba3)		03/15/26		6.250		1,305,000

									2,127,000


	Auto Parts & Equipment (2.4%)
	1,300	Cooper-Standard Automotive, Inc., Rule 144A, Company Guaranteed Notes (Callable 11/15/21 @ 102.81)⁽¹⁾	(B+, B1)		11/15/26		5.625		1,147,900
	625	Delphi Technologies PLC, Rule 144A, Company Guaranteed Notes⁽¹⁾	(BB, B1)		10/01/25		5.000		551,875
	2,000	IHO Verwaltungs GmbH, Rule 144A, Senior Secured Notes (Callable 09/15/21 @ 102.38)⁽¹⁾	(BB+, Ba1)		09/15/26		4.750		1,910,000
	250	Panther Finance Co., Inc., Rule 144A, Company Guaranteed Notes (Callable 05/15/22 @ 104.25)⁽¹⁾	(B, B3)		05/15/27		8.500		251,250
	350	Panther Finance Co., Inc., Rule 144A, Senior Secured Notes (Callable 05/15/22 @ 103.13)⁽¹⁾	(B+, Ba3)		05/15/26		6.250		357,875

									4,218,900


	Brokerage (2.5%)
	600	Jefferies Finance LLC, Rule 144A, Senior Unsecured Notes (Callable 04/29/19 @ 101.72)⁽¹⁾	(B+, B1)		04/15/22		6.875		606,000
	1,450	Jefferies Finance LLC, Rule 144A, Senior Unsecured Notes (Callable 04/29/19 @ 101.88)⁽¹⁾	(B+, B1)		04/15/21		7.500		1,479,000
	2,375	LPL Holdings, Inc., Rule 144A, Company Guaranteed Notes (Callable 03/15/20 @ 104.31)⁽¹⁾	(BB-, B2)		09/15/25		5.750		2,411,338

									4,496,338


	Building & Construction (1.0%)
	1,750	TopBuild Corp., Rule 144A, Company Guaranteed Notes (Callable 05/01/21 @ 102.81)⁽¹⁾	(BB-, B1)		05/01/26		5.625		1,732,500


	Building Materials (8.4%)
	1,000	American Builders & Contractors Supply Co., Inc., Rule 144A, Company Guaranteed Notes (Callable 05/15/21 @ 102.94)⁽¹⁾	(B+, B3)		05/15/26		5.875		1,017,500
	350	American Builders & Contractors Supply Co., Inc., Rule 144A, Senior Unsecured Notes (Callable 04/29/19 @ 104.31)⁽¹⁾	(B+, B3)		12/15/23		5.750		360,063
	1,200	American Woodmark Corp., Rule 144A, Company Guaranteed Notes (Callable 03/15/21 @ 102.44)⁽¹⁾	(BB, Ba3)		03/15/26		4.875		1,179,000
	1,455	BMC East LLC, Rule 144A, Senior Secured Notes (Callable 10/01/19 @ 104.13)⁽¹⁾	(BB, B2)		10/01/24		5.500		1,434,994
	325	Core & Main LP, Rule 144A, Senior Unsecured Notes (Callable 08/15/20 @ 103.06)⁽¹⁾	(B-, Caa1)		08/15/25		6.125		319,410
	250	James Hardie International Finance DAC, Rule 144A, Company Guaranteed Notes (Callable 01/15/21 @ 102.38)⁽¹⁾	(BB, Ba1)		01/15/25		4.750		247,500
	1,650	James Hardie International Finance DAC, Rule 144A, Company Guaranteed Notes (Callable 01/15/23 @ 102.50)⁽¹⁾	(BB, Ba1)		01/15/28		5.000		1,604,625
	1,025	Jeld-Wen, Inc., Rule 144A, Company Guaranteed Notes (Callable 12/15/20 @ 102.31)⁽¹⁾	(BB-, B1)		12/15/25		4.625		976,312
	500	Jeld-Wen, Inc., Rule 144A, Company Guaranteed Notes (Callable 12/15/22 @ 102.44)⁽¹⁾	(BB-, B1)		12/15/27		4.875		472,500
	1,075	NCI Building Systems, Inc., Rule 144A, Company Guaranteed Notes (Callable 04/15/21 @ 104.00)⁽¹⁾	(B-, Caa1)		04/15/26		8.000		969,403
	2,350	Omnimax International, Inc., Rule 144A, Senior Secured Notes (Callable 04/15/19 @ 104.50)⁽¹⁾	(B-, Caa1)		08/15/20		12.000		2,394,062
	2,450	PriSo Acquisition Corp., Rule 144A, Senior Unsecured Notes (Callable 04/29/19 @ 104.50)⁽¹⁾	(CCC+, Caa1)		05/15/23		9.000		2,446,937
	750	Standard Industries, Inc., Rule 144A, Senior Unsecured Notes (Callable 02/15/22 @ 102.50)⁽¹⁾	(BBB-, Ba2)		02/15/27		5.000		727,725
	800	USG Corp., Rule 144A, Company Guaranteed Notes (Callable 06/01/22 @ 102.44)⁽¹⁾	(BB+, Ba2)		06/01/27		4.875		810,500

									14,960,531


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

	CORPORATE BONDS (continued)
	Cable & Satellite TV (8.5%)
$	825	Altice Financing S.A., Rule 144A, Senior Secured Notes (Callable 04/29/19 @ 103.31)⁽¹⁾	(B+, B2)		02/15/23		6.625	$	845,625
	1,250	Altice Financing S.A., Rule 144A, Senior Secured Notes (Callable 05/15/21 @ 103.75)⁽¹⁾	(B+, B2)		05/15/26		7.500		1,236,875
	550	Altice France S.A., Rule 144A, Senior Secured Notes (Callable 05/01/21 @ 103.69)⁽¹⁾	(B, B2)		05/01/26		7.375		540,375
	1,200	Altice France S.A., Rule 144A, Senior Secured Notes (Callable 05/16/19 @ 103.13)⁽¹⁾	(B, B2)		05/15/24		6.250		1,213,500
	1,850	Block Communications, Inc., Rule 144A, Senior Unsecured Notes (Callable 02/15/20 @ 103.44)⁽¹⁾	(BB-, Ba3)		02/15/25		6.875		1,926,312
	685	CSC Holdings LLC, Global Senior Unsecured Notes	(B, B3)		06/01/24		5.250		696,987
	850	CSC Holdings LLC, Rule 144A, Company Guaranteed Notes (Callable 02/01/23 @ 102.69)⁽¹⁾	(BB, Ba3)		02/01/28		5.375		854,250
	594	CSC Holdings LLC, Rule 144A, Company Guaranteed Notes (Callable 04/08/19 @ 104.03)⁽¹⁾	(BB, Ba3)		07/15/23		5.375		606,623
	50	CSC Holdings LLC, Rule 144A, Company Guaranteed Notes (Callable 04/15/22 @ 102.75)⁽¹⁾	(BB, Ba3)		04/15/27		5.500		51,183
	500	CSC Holdings LLC, Rule 144A, Company Guaranteed Notes (Callable 05/15/21 @ 102.75)⁽¹⁾	(BB, Ba3)		05/15/26		5.500		515,150
	400	CSC Holdings LLC, Rule 144A, Company Guaranteed Notes (Callable 10/15/20 @ 103.31)⁽¹⁾	(BB, Ba3)		10/15/25		6.625		425,000
	335	CSC Holdings LLC, Rule 144A, Senior Unsecured Notes (Callable 10/15/20 @ 105.44)⁽¹⁾	(B, B3)		10/15/25		10.875		387,595
	2,350	Midcontinent Finance Corp., Rule 144A, Company Guaranteed Notes (Callable 04/29/19 @ 105.16)⁽¹⁾	(B, B3)		08/15/23		6.875		2,456,426
	1,400	Telenet Finance Luxembourg Notes Sarl, Rule 144A, Senior Secured Notes (Callable 12/01/22 @ 102.75)⁽¹⁾	(BB-, Ba3)		03/01/28		5.500		1,379,000
	500	Virgin Media Secured Finance PLC, Rule 144A, Senior Secured Notes (Callable 04/15/22 @ 102.50)^(1),(2)	(BB-, Ba3)		04/15/27		5.000		657,619
	1,350	Ziggo B.V., Rule 144A, Senior Secured Notes (Callable 01/15/22 @ 102.75)⁽¹⁾	(B+, B1)		01/15/27		5.500		1,336,500

									15,129,020


	Chemicals (7.1%)
	1,700	Alpha 2 B.V., 8.75% Cash, 9.50% PIK, Rule 144A, Senior Unsecured Notes (Callable 06/01/19 @ 102.00)^(1),(3)	(CCC+, Caa1)		06/01/23		8.750		1,661,750
	1,500	Alpha U.S. Bidco, Inc., Rule 144A, Company Guaranteed Notes (Callable 02/01/20 @ 103.13)⁽¹⁾	(CCC+, Caa1)		02/01/25		6.250		1,455,000
	500	GCP Applied Technologies, Inc. Rule 144A, Company Guaranteed Notes (Callable 04/15/21 @ 102.75)⁽¹⁾	(BB, B1)		04/15/26		5.500		511,250
	1,440	Ingevity Corp., Rule 144A, Senior Unsecured Notes (Callable 02/01/21 @ 102.25)⁽¹⁾	(NR, Ba3)		02/01/26		4.500		1,411,675
	400	Neon Holdings, Inc., Rule 144A, Senior Secured Notes (Callable 04/01/22 @ 105.06)⁽¹⁾	(B, B3)		04/01/26		10.125		409,000
	1,000	Nufarm Americas, Inc., Rule 144A, Company Guaranteed Notes (Callable 04/30/21 @ 102.88)⁽¹⁾	(BB-, B1)		04/30/26		5.750		930,000
	500	PQ Corp., Rule 144A, Senior Secured Notes (Callable 05/15/19 @ 103.38)⁽¹⁾	(BB-, B2)		11/15/22		6.750		520,625
	276	Reichhold Industries, Inc., Rule 144A, Senior Secured Notes^{(1),(4),(5),(6),(7)}	(NR, NR)		05/01/19		9.000		3,730
	575	Starfruit U.S. Holdco LLC, Rule 144A, Senior Unsecured Notes (Callable 10/01/21 @ 104.00)^(1),(8)	(B-, Caa1)		10/01/26		8.000		580,750
	800	Starfruit U.S. Holdco LLC, Rule 144A, Senior Unsecured Notes (Callable 10/01/21 @ 103.25)^(1),(9)	(B-, Caa1)		10/01/26		6.500		903,708
	1,000	Trinseo Materials Finance, Inc., Rule 144A, Company Guaranteed Notes (Callable 09/01/20 @ 102.69)⁽¹⁾	(BB-, B2)		09/01/25		5.375		951,250
	1,500	Tronox, Inc., Rule 144A, Company Guaranteed Notes (Callable 04/15/21 @ 103.25)⁽¹⁾	(B-, B3)		04/15/26		6.500		1,437,225
	1,700	Venator Materials LLC, Rule 144A, Company Guaranteed Notes (Callable 07/15/20 @ 104.31)^(1),(8)	(BB-, B2)		07/15/25		5.750		1,496,000
	325	Versum Materials, Inc., Rule 144A, Company Guaranteed Notes (Callable 09/30/21 @ 102.75)⁽¹⁾	(BB+, Ba3)		09/30/24		5.500		342,469

									12,614,432


	Consumer/Commercial/Lease Financing (0.2%)
	375	Lincoln Finance Ltd., Rule 144A, Senior Secured Notes (Callable 04/15/2019 @ 101.84)⁽¹⁾	(BB+, B1)		04/15/21		7.375		382,500


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

	CORPORATE BONDS (continued)
	Diversified Capital Goods (1.7%)
$	900	Anixter, Inc., Global Company Guaranteed Notes	(BB, Ba3)		03/01/23		5.500	$	936,000
	500	Anixter, Inc., Rule 144A, Company Guaranteed Notes (Callable 09/01/25 @ 100.00)⁽¹⁾	(BB, Ba3)		12/01/25		6.000		526,250
	470	EnerSys, Rule 144A, Company Guaranteed Notes (Callable 01/30/23 @ 100.00)⁽¹⁾	(BB+, Ba2)		04/30/23		5.000		470,000
	1,000	Stevens Holding Co., Inc., Rule 144A, Company Guaranteed Notes (Callable 10/01/23 @ 101.53)⁽¹⁾	(B+, B2)		10/01/26		6.125		1,035,000

									2,967,250


	Electronics (1.7%)
	1,750	Entegris, Inc., Rule 144A, Company Guaranteed Notes (Callable 11/10/20 @ 103.47)⁽¹⁾	(BB, Ba2)		02/10/26		4.625		1,741,250
	1,200	Sensata Technologies B.V., Rule 144A, Company Guaranteed Notes⁽¹⁾	(BB+, Ba3)		10/01/25		5.000		1,236,000

									2,977,250


	Energy - Exploration & Production (1.7%)
	525	Aker BP ASA, Rule 144A, Senior Unsecured Notes (Callable 03/31/21 @ 102.94)⁽¹⁾	(BB+, Ba2)		03/31/25		5.875		551,906
	932	Talos Production Finance, Inc., Global Secured Notes (Callable 05/10/19 @ 105.50)⁽⁸⁾	(NR, NR)		04/03/22		11.000		984,673
	1,500	W&T Offshore, Inc., Rule 144A, Secured Notes (Callable 11/01/20 @ 104.88)⁽¹⁾	(B, B3)		11/01/23		9.750		1,501,875

									3,038,454


	Food - Wholesale (0.6%)
	1,160	Clearwater Seafoods, Inc., Rule 144A, Senior Unsecured Notes (Callable 05/01/20 @ 105.16)⁽¹⁾	(B+, B3)		05/01/25		6.875		1,152,750


	Gaming (3.5%)
	500	Boyd Gaming Corp., Global Company Guaranteed Notes (Callable 08/15/21 @ 103.00)	(B, B3)		08/15/26		6.000		514,375
	1,750	Churchill Downs, Inc., Rule 144A, Company Guaranteed Notes (Callable 01/15/23 @ 102.38)⁽¹⁾	(B+, Ba3)		01/15/28		4.750		1,673,437
	1,683	Gateway Casinos & Entertainment Ltd., Rule 144A, Secured Notes (Callable 03/01/20 @ 104.13)⁽¹⁾	(CCC+, Caa1)		03/01/24		8.250		1,765,046
	1,469	Jacobs Entertainment, Inc., Rule 144A, Secured Notes (Callable 02/01/20 @ 105.91)⁽¹⁾	(B, B2)		02/01/24		7.875		1,542,450
	750	MGP Finance Co-Issuer, Inc., Rule 144A, Company Guaranteed Notes (Callable 11/01/26 @ 100.00)⁽¹⁾	(BB-, B1)		02/01/27		5.750		777,188

									6,272,496


	Gas Distribution (2.5%)
	1,450	CNX Midstream Finance Corp., Rule 144A, Senior Unsecured Notes (Callable 03/15/21 @ 104.88)⁽¹⁾	(BB-, B3)		03/15/26		6.500		1,410,125
	750	Genesis Energy Finance Corp., Company Guaranteed Notes (Callable 02/15/21 @ 104.69)	(B+, B1)		05/15/26		6.250		712,500
	164	Genesis Energy Finance Corp., Company Guaranteed Notes (Callable 04/29/2019 @ 104.50)	(B+, B1)		05/15/23		6.000		165,640
	750	Genesis Energy Finance Corp., Company Guaranteed Notes (Callable 06/15/19 @ 102.81)	(B+, B1)		06/15/24		5.625		723,750
	425	Genesis Energy Finance Corp., Company Guaranteed Notes (Callable 10/01/20 @ 104.88)	(B+, B1)		10/01/25		6.500		415,438
	1,000	Holly Energy Finance Corp., Rule 144A, Company Guaranteed Notes (Callable 08/01/19 @ 104.50)⁽¹⁾	(BB, B2)		08/01/24		6.000		1,037,000

									4,464,453


	Health Facilities (1.4%)
	750	HCA, Inc., Company Guaranteed Notes (Callable 03/01/28 @ 100.00)	(BB-, Ba2)		09/01/28		5.625		795,000
	1,263	Sabra Health Care LP, Global Company Guaranteed Notes (Callable 05/15/26 @ 100.00)	(BBB-, Ba1)		08/15/26		5.125		1,237,566
	500	Surgery Center Holdings, Inc., Rule 144A, Company Guaranteed Notes (Callable 04/15/22 @ 105.00)⁽¹⁾	(CCC, Caa2)		04/15/27		10.000		508,750

									2,541,316


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

	CORPORATE BONDS (continued)
	Health Services (2.6%)
$	1,625	AMN Healthcare, Inc., Rule 144A, Company Guaranteed Notes (Callable 10/01/19 @ 103.84)⁽¹⁾	(BB-, Ba2)		10/01/24		5.125	$	1,606,719
	825	CareTrust Capital Corp., Company Guaranteed Notes (Callable 06/01/20 @ 103.94)	(BB, Ba3)		06/01/25		5.250		830,189
	1,200	Sotera Health Holdings LLC, Rule 144A, Senior Unsecured Notes (Callable 04/29/19 @ 104.88)⁽¹⁾	(CCC+, Caa1)		05/15/23		6.500		1,212,000
	1,075	Sotera Health Topco, Inc., 8.125% Cash, 8.875% PIK, Rule 144A, Senior Unsecured Notes (Callable 04/29/19 @ 101.00)^(1),(3)	(CCC+, Caa2)		11/01/21		8.125		1,064,250

									4,713,158


	Hotels (1.2%)
	2,100	ESH Hospitality, Inc., Rule 144A, Company Guaranteed Notes (Callable 05/01/20 @ 102.63)⁽¹⁾	(BB-, Ba3)		05/01/25		5.250		2,091,243


	Insurance Brokerage (3.3%)
	100	Acrisure Finance, Inc., Rule 144A, Senior Secured Notes (Callable 02/15/21 @ 104.06)^(1),(8)	(B, B2)		02/15/24		8.125		103,804
	2,000	Acrisure Finance, Inc., Rule 144A, Senior Unsecured Notes (Callable 11/15/20 @ 103.50)⁽¹⁾	(CCC+, Caa2)		11/15/25		7.000		1,810,000
	710	Alliant Holdings Co-Issuer, Rule 144A, Senior Unsecured Notes (Callable 04/08/19 @ 104.13)⁽¹⁾	(CCC+, Caa2)		08/01/23		8.250		731,300
	855	HUB International Ltd., Rule 144A, Senior Unsecured Notes (Callable 05/01/21 @ 103.50)⁽¹⁾	(CCC+, Caa2)		05/01/26		7.000		848,587
	2,560	NFP Corp., Rule 144A, Senior Unsecured Notes (Callable 07/15/20 @ 103.44)⁽¹⁾	(CCC+, Caa2)		07/15/25		6.875		2,457,600

									5,951,291


	Investments & Misc. Financial Services (2.6%)
	2,425	Compass Group Diversified Holdings LLC, Rule 144A, Senior Unsecured Notes (Callable 05/01/21 @ 104.00)⁽¹⁾	(B-, B3)		05/01/26		8.000		2,526,547
	2,125	Orchestra Co-Issuer, Inc., Rule 144A, Secured Notes (Callable 06/15/19 @ 103.38)⁽¹⁾	(B-, B1)		06/15/22		6.750		2,196,889

									4,723,436


	Machinery (1.9%)
	1,000	Itron, Inc., Rule 144A, Company Guaranteed Notes (Callable 01/15/21 @ 102.50)⁽¹⁾	(BB-, B2)		01/15/26		5.000		986,250
	1,600	Rexnord LLC, Rule 144A, Company Guaranteed Notes (Callable 12/15/20 @ 102.44)⁽¹⁾	(B+, B1)		12/15/25		4.875		1,588,000
	775	Terex Corp., Rule 144A, Company Guaranteed Notes (Callable 02/01/20 @ 104.22)⁽¹⁾	(BB, B2)		02/01/25		5.625		772,094

									3,346,344


	Media - Diversified (0.3%)
	550	National CineMedia LLC, Global Senior Unsecured Notes (Callable 08/15/21 @ 102.88)	(B-, B3)		08/15/26		5.750		508,750


	Media Content (1.6%)
	1,550	EMI Music Publishing Group North America Holdings, Inc., Rule 144A, Company Guaranteed Notes (Callable 06/15/19 @ 105.72)⁽¹⁾	(NR, B3)		06/15/24		7.625		1,646,875
	1,200	Netflix, Inc., Rule 144A, Senior Unsecured Notes⁽¹⁾	(BB-, Ba3)		11/15/28		5.875		1,270,500

									2,917,375


	Metals & Mining - Excluding Steel (4.8%)
	1,550	Cleveland-Cliffs, Inc., Rule 144A, Senior Secured Notes (Callable 01/15/21 @ 102.44)⁽¹⁾	(BB-, Ba2)		01/15/24		4.875		1,534,500
	2,000	Eldorado Gold Corp., Rule 144A, Company Guaranteed Notes (Callable 04/29/19 @ 100.00)⁽¹⁾	(B, B2)		12/15/20		6.125		1,962,400
	1,500	First Quantum Minerals Ltd., Rule 144A, Company Guaranteed Notes (Callable 03/01/21 @ 105.16)⁽¹⁾	(B, NR)		03/01/26		6.875		1,396,875
	1,307	Kaiser Aluminum Corp., Global Company Guaranteed Notes (Callable 05/15/19 @ 104.41)	(BB+, Ba3)		05/15/24		5.875		1,346,210
	2,550	Taseko Mines Ltd., Rule 144A, Senior Secured Notes (Callable 06/15/19 @ 104.38)^(1),(5)	(B, B3)		06/15/22		8.750		2,358,750

									8,598,735


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

	CORPORATE BONDS (continued)
	Oil Field Equipment & Services (3.6%)
$	1,575	FTS International, Inc., Global Senior Secured Notes (Callable 04/29/19 @ 103.13)	(B, B3)		05/01/22		6.250	$	1,531,687
	1,000	KCA Deutag UK Finance PLC, Rule 144A, Senior Secured Notes (Callable 04/01/20 @ 109.88)⁽¹⁾	(B-, B3)		04/01/22		9.875		865,000
	200	KCA Deutag UK Finance PLC, Rule 144A, Senior Secured Notes (Callable 04/29/19 @ 101.81)^(1),(8)	(B-, B3)		05/15/21		7.250		173,000
	325	Nine Energy Service, Inc., Rule 144A, Senior Unsecured Notes (Callable 11/01/20 @ 104.38)⁽¹⁾	(B, B3)		11/01/23		8.750		337,188
	845	Nor Offshore SPV Ltd., PIK, Senior Secured Notes (Callable 04/29/19 @ 100.00)⁽³⁾	(NR, NR)		02/04/20		8.400		304,311
	1,260	Pioneer Energy Services Corp., Global Company Guaranteed Notes (Callable 04/29/19 @ 101.53)	(CCC, Caa2)		03/15/22		6.125		793,800
	2,500	Shelf Drilling Holdings Ltd., Rule 144A, Company Guaranteed Notes (Callable 02/15/21 @ 106.19)⁽¹⁾	(B-, B3)		02/15/25		8.250		2,387,500

									6,392,486


	Oil Refining & Marketing (1.0%)
	500	CITGO Petroleum Corp., Rule 144A, Senior Secured Notes (Callable 04/29/19 @ 103.13)⁽¹⁾	(B+, B3)		08/15/22		6.250		498,750
	1,250	Coffeyville Finance, Inc., Global Company Guaranteed Notes (Callable 04/29/19 @ 102.17)	(BB-, B1)		11/01/22		6.500		1,268,750

									1,767,500


	Packaging (3.4%)
	1,050	Ardagh Holdings U.S.A., Inc., Rule 144A, Company Guaranteed Notes (Callable 02/15/20 @ 104.50)⁽¹⁾	(B, B3)		02/15/25		6.000		1,052,625
	1,000	Crown Americas Capital Corp. VI, Global Company Guaranteed Notes (Callable 02/01/21 @ 103.56)	(BB-, Ba3)		02/01/26		4.750		1,007,300
	2,000	Flex Acquisition Co., Inc., Rule 144A, Senior Unsecured Notes (Callable 01/15/20 @ 103.44)⁽¹⁾	(CCC+, Caa1)		01/15/25		6.875		1,920,000
	2,050	TriMas Corp., Rule 144A, Company Guaranteed Notes (Callable 10/15/20 @ 102.44)⁽¹⁾	(BB-, Ba3)		10/15/25		4.875		2,023,094

									6,003,019


	Personal & Household Products (1.6%)
	1,350	High Ridge Brands Co., Rule 144A, Company Guaranteed Notes (Callable 03/15/20 @ 104.44)⁽¹⁾	(CC, Caa3)		03/15/25		8.875		546,750
	1,124	Mattel, Inc., Rule 144A, Company Guaranteed Notes (Callable 12/31/20 @ 105.06)⁽¹⁾	(BB-, B1)		12/31/25		6.750		1,108,545
	1,150	Prestige Brands, Inc., Rule 144A, Company Guaranteed Notes (Callable 04/29/19 @ 104.78)^(1),(8)	(B, Caa1)		03/01/24		6.375		1,175,875

									2,831,170


	Pharmaceuticals (3.8%)
	500	Bausch Health Americas, Inc., Rule 144A, Company Guaranteed Notes (Callable 04/01/22 @ 104.63)⁽¹⁾	(B-, B3)		04/01/26		9.250		548,400
	1,525	Bausch Health Cos., Inc., Rule 144A, Company Guaranteed Notes (Callable 04/29/19 @ 102.94)⁽¹⁾	(B-, B3)		05/15/23		5.875		1,549,781
	250	Bausch Health Cos., Inc., Rule 144A, Company Guaranteed Notes (Callable 12/15/21 @ 104.50)⁽¹⁾	(B-, B3)		12/15/25		9.000		272,513
	1,300	Bausch Health Cos., Inc., Rule 144A, Senior Secured Notes (Callable 03/15/20 @ 103.50)⁽¹⁾	(BB-, Ba2)		03/15/24		7.000		1,378,650
	1,000	Catalent Pharma Solutions, Inc., Rule 144A, Company Guaranteed Notes (Callable 10/15/20 @ 102.44)⁽¹⁾	(B+, B3)		01/15/26		4.875		995,000
	410	Endo Finance LLC, Rule 144A, Company Guaranteed Notes (Callable 04/29/19 @ 104.50)⁽¹⁾	(CCC+, Caa1)		07/15/23		6.000		317,750
	650	Endo Finance LLC, Rule 144A, Senior Secured Notes (Callable 04/15/20 @ 102.94)^(1),(8)	(B+, Ba3)		10/15/24		5.875		641,062
	1,682	Owens & Minor, Inc., Global Senior Secured Notes (Callable 09/15/24 @ 100.00)	(B, B2)		12/15/24		4.375		1,093,300

									6,796,456


	Printing & Publishing (0.6%)
	1,000	Multi-Color Corp., Rule 144A, Company Guaranteed Notes (Callable 11/01/20 @ 102.44)^(1),(8)	(B, B2)		11/01/25		4.875		1,035,000


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

	CORPORATE BONDS (continued)
	Real Estate Development & Management (0.3%)
$	600	Newmark Group, Inc., Global Senior Unsecured Notes (Callable 10/15/23 @ 100.00)	(BB+, NR)		11/15/23		6.125	$	618,941


	Real Estate Investment Trusts (1.4%)
	750	iStar, Inc., Senior Unsecured Notes (Callable 04/29/19 @ 103.00)	(BB-, Ba3)		04/01/22		6.000		754,687
	600	iStar, Inc., Senior Unsecured Notes (Callable 04/29/19 @ 103.25)	(BB-, Ba3)		07/01/21		6.500		612,000
	1,000	iStar, Inc., Senior Unsecured Notes (Callable 09/15/19 @ 102.63)	(BB-, Ba3)		09/15/22		5.250		983,750
	165	Starwood Property Trust, Inc., Global Senior Unsecured Notes (Callable 09/15/21 @ 100.00)	(BB-, Ba3)		12/15/21		5.000		169,744

									2,520,181


	Recreation & Travel (3.2%)
	1,250	Boyne U.S.A., Inc., Rule 144A, Secured Notes (Callable 05/01/21 @ 103.63)⁽¹⁾	(B, B2)		05/01/25		7.250		1,343,750
	1,035	Canada’s Wonderland Co., Global Company Guaranteed Notes (Callable 04/15/22 @ 102.69)	(BB-, B1)		04/15/27		5.375		1,044,056
	750	Merlin Entertainments PLC, Rule 144A, Senior Unsecured Notes (Callable 03/17/26 @ 100.00)⁽¹⁾	(BB, Ba2)		06/15/26		5.750		776,250
	650	Six Flags Entertainment Corp., Rule 144A, Company Guaranteed Notes (Callable 04/15/22 @ 102.75)⁽¹⁾	(BB-, B2)		04/15/27		5.500		644,345
	1,150	Six Flags Entertainment Corp., Rule 144A, Company Guaranteed Notes (Callable 07/31/19 @ 103.66)⁽¹⁾	(BB-, B2)		07/31/24		4.875		1,139,213
	675	Speedway Motorsports, Inc., Global Company Guaranteed Notes (Callable 04/29/19 @ 102.56)	(BB+, Ba2)		02/01/23		5.125		680,906

									5,628,520


	Restaurants (2.3%)
	2,100	Golden Nugget, Inc., Rule 144A, Senior Unsecured Notes (Callable 10/15/19 @ 103.38)⁽¹⁾	(CCC+, B3)		10/15/24		6.750		2,115,750
	2,075	New Red Finance, Inc., Rule 144A, Secured Notes (Callable 10/15/20 @ 102.50)⁽¹⁾	(B, B3)		10/15/25		5.000		2,054,873

									4,170,623


	Software - Services (5.8%)
	1,000	CDK Global, Inc., Global Senior Unsecured Notes (Callable 06/01/22 @ 102.44)	(BB+, Ba1)		06/01/27		4.875		1,003,750
	937	Epicor Software Corp., Rule 144A, Secured Notes (Callable 04/29/19 @ 102.00), LIBOR 3M + 7.250%^(1),(10)	(NR, NR)		06/30/23		9.840		932,839
	900	First Data Corp., Rule 144A, Secured Notes (Callable 04/08/19 @ 102.88)⁽¹⁾	(B+, B2)		01/15/24		5.750		928,800
	2,651	GTT Communications, Inc., Rule 144A, Company Guaranteed Notes (Callable 12/31/19 @ 105.91)^(1),(8)	(CCC, Caa1)		12/31/24		7.875		2,332,880
	950	Infor Software Parent, Inc., 7.125% Cash, 7.875% PIK, Rule 144A, Senior Unsecured Notes (Callable 04/29/19 @ 101.78)^(1),(3)	(CCC, Caa2)		05/01/21		7.125		952,660
	900	Infor U.S., Inc., Company Guaranteed Notes (Callable 04/12/19 @ 102.88)⁽⁹⁾	(CCC+, Caa1)		05/15/22		5.750		1,035,063
	2,175	Solera Finance, Inc., Rule 144A, Senior Unsecured Notes (Callable 04/29/19 @ 107.88)⁽¹⁾	(CCC+, Caa1)		03/01/24		10.500		2,368,401
	750	SS&C Technologies, Inc., Rule 144A, Company Guaranteed Notes (Callable 03/30/22 @ 104.13)⁽¹⁾	(B+, B2)		09/30/27		5.500		758,906

									10,313,299


	Specialty Retail (2.5%)
	1,000	Lithia Motors, Inc., Rule 144A, Company Guaranteed Notes (Callable 08/01/20 @ 103.94)⁽¹⁾	(BB, Ba2)		08/01/25		5.250		1,008,750
	1,000	Penske Automotive Group, Inc., Company Guaranteed Notes (Callable 05/15/21 @ 102.75)	(B+, Ba3)		05/15/26		5.500		988,750
	750	Penske Automotive Group, Inc., Company Guaranteed Notes (Callable 12/01/19 @ 102.69)	(B+, Ba3)		12/01/24		5.375		750,000
	1,650	Ruyi U.S. Finance LLC, Rule 144A, Senior Secured Notes (Callable 05/01/21 @ 105.63)⁽¹⁾	(B, B1)		05/01/25		7.500		1,633,500

									4,381,000


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

	CORPORATE BONDS (continued)
	Steel Producers/Products (1.1%)
$	600	Commercial Metals Co., Global Senior Unsecured Notes (Callable 04/15/21 @ 102.88)	(BB+, Ba2)		04/15/26		5.750	$	600,000
	400	Commercial Metals Co., Senior Unsecured Notes (Callable 07/15/22 @ 102.69)	(BB+, Ba2)		07/15/27		5.375		386,000
	1,000	Zekelman Industries, Inc., Rule 144A, Senior Secured Notes (Callable 06/15/19 @ 104.94)⁽¹⁾	(B, B3)		06/15/23		9.875		1,065,625

									2,051,625


	Support - Services (6.6%)
	575	CoreCivic, Inc., Company Guaranteed Notes (Callable 07/15/27 @ 100.00)	(BB, Ba1)		10/15/27		4.750		491,269
	1,200	Gartner, Inc., Rule 144A, Company Guaranteed Notes (Callable 04/01/20 @ 103.84)⁽¹⁾	(BB-, B1)		04/01/25		5.125		1,215,840
	1,050	H&E Equipment Services, Inc., Global Company Guaranteed Notes (Callable 09/01/20 @ 104.22)	(BB-, B2)		09/01/25		5.625		1,051,312
	1,467	KAR Auction Services, Inc., Rule 144A, Company Guaranteed Notes (Callable 06/01/20 @ 103.84)⁽¹⁾	(B, B3)		06/01/25		5.125		1,457,831
	663	Sabre GLBL, Inc. Rule 144A, Senior Secured Notes (Callable 04/29/19 @ 103.94)⁽¹⁾	(BB, Ba2)		11/15/23		5.250		679,575
	2,025	Sotheby’s, Rule 144A, Company Guaranteed Notes (Callable 12/15/20 @ 103.66)⁽¹⁾	(BB-, Ba3)		12/15/25		4.875		1,976,906
	1,112	Tempo Acquisition Finance Corp., Rule 144A, Senior Unsecured Notes (Callable 06/01/20 @ 103.38)⁽¹⁾	(CCC+, Caa1)		06/01/25		6.750		1,125,900
	1,100	United Rentals North America, Inc., Company Guaranteed Notes (Callable 01/15/23 @ 102.44)	(BB-, Ba3)		01/15/28		4.875		1,072,720
	1,900	WeWork Cos., Inc., Rule 144A, Company Guaranteed Notes⁽¹⁾	(B+, NR)		05/01/25		7.875		1,757,500
	900	Williams Scotsman International, Inc., Rule 144A, Senior Secured Notes (Callable 08/15/20 @ 103.44)⁽¹⁾	(B, B3)		08/15/23		6.875		902,250

									11,731,103


	Tech Hardware & Equipment (1.5%)
	150	CommScope Finance LLC, Rule 144A, Senior Secured Notes (Callable 03/01/22 @ 103.00)⁽¹⁾	(BB, Ba1)		03/01/26		6.000		155,531
	1,225	CommScope Finance LLC, Rule 144A, Senior Unsecured Notes (Callable 03/01/22 @ 104.13)⁽¹⁾	(B+, B1)		03/01/27		8.250		1,274,000
	525	CommScope Technologies LLC, Rule 144A, Company Guaranteed Notes (Callable 03/15/22 @ 102.50)⁽¹⁾	(BB-, B1)		03/15/27		5.000		466,819
	875	CommScope Technologies LLC, Rule 144A, Company Guaranteed Notes (Callable 06/15/20 @ 103.00)⁽¹⁾	(BB-, B1)		06/15/25		6.000		853,956

									2,750,306


	Telecom - Wireless (0.5%)
	950	T-Mobile U.S.A., Inc., Company Guaranteed Notes (Callable 02/01/23 @ 102.38)	(BB+, Ba2)		02/01/28		4.750		945,250


	Telecom - Wireline Integrated & Services (1.1%)
	350	Equinix, Inc., Senior Unsecured Notes (Callable 05/15/22 @ 102.69)	(BBB-, Ba2)		05/15/27		5.375		368,480
	1,650	QTS Finance Corp., Rule 144A, Company Guaranteed Notes (Callable 11/15/20 @ 103.56)⁽¹⁾	(BB, B1)		11/15/25		4.750		1,604,625

									1,973,105


	Theaters & Entertainment (3.2%)
	600	AMC Entertainment Holdings, Inc., Global Company Guaranteed Notes (Callable 04/22/19 @ 101.47)⁽⁸⁾	(CCC+, B3)		02/15/22		5.875		611,250
	850	AMC Entertainment Holdings, Inc., Global Company Guaranteed Notes (Callable 05/15/22 @ 103.06)⁽⁸⁾	(CCC+, B3)		05/15/27		6.125		772,437
	500	AMC Entertainment Holdings, Inc., Global Company Guaranteed Notes (Callable 11/15/21 @ 102.94)	(CCC+, B3)		11/15/26		5.875		452,500
	750	Carmike Cinemas, Inc., Rule 144A, Secured Notes (Callable 04/25/19 @ 104.50)⁽¹⁾	(BB-, Ba2)		06/15/23		6.000		788,475
	1,250	Cinemark U.S.A., Inc., Global Company Guaranteed Notes (Callable 04/29/19 @ 102.44)	(BB, B2)		06/01/23		4.875		1,274,125
	700	Live Nation Entertainment, Inc., Rule 144A, Company Guaranteed Notes (Callable 03/15/21 @ 104.22)⁽¹⁾	(B+, B1)		03/15/26		5.625		724,500
	1,025	Live Nation Entertainment, Inc., Rule 144A, Company Guaranteed Notes (Callable 11/01/19 @ 103.66)⁽¹⁾	(B+, B1)		11/01/24		4.875		1,033,969

									5,657,256


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

	CORPORATE BONDS (continued)
	Transport Infrastructure/Services (0.7%)
$	1,750	Navios Maritime Finance II U.S., Inc., Rule 144A, Senior Secured Notes (Callable 04/29/19 @ 104.22)⁽¹⁾	(B, Caa1)		08/15/22		11.250	$	1,170,313

	TOTAL CORPORATE BONDS (Cost $193,196,613)								190,662,675


	BANK LOANS (22.6%)
	Aerospace & Defense (0.5%)
	871	Sequa Mezzanine Holdings LLC, LIBOR 1M + 5.000%⁽¹⁰⁾	(CCC+, B3)		11/28/21		7.776		854,679


	Auto Parts & Equipment (0.8%)
	744	Dayco Products LLC, LIBOR 3M + 4.250%^(6),(10)	(B, B2)		05/19/23		6.879		729,512
	651	U.S. Farathane LLC, LIBOR 3M + 3.500%^(6),(10)	(B+, B2)		12/23/21		6.101		633,559

									1,363,071


	Building Materials (1.9%)
	1,000	Airxcel, Inc., LIBOR 1M + 8.750%^(5),(6),(10)	(CCC+, Caa2)		04/27/26		11.249		890,000
	1,173	Fastener Acquisition, Inc., LIBOR 1M + 8.750%^(5),(6),(10)	(CCC+, Caa2)		03/30/26		11.249		1,102,159
	1,496	LBM Borrower LLC, LIBOR 1M + 3.750%⁽¹⁰⁾	(B+, B3)		08/20/22		6.249		1,441,474

									3,433,633


	Chemicals (4.2%)
	1,000	Archroma Finance Sarl, LIBOR 3M + 8.250%^(5),(6),(10)	(NR, Caa1)		08/11/25		11.049		965,000
	616	ASP Chromaflo Intermediate Holdings, Inc., LIBOR 1M + 8.000%^(5),(6),(10)	(CCC, Caa2)		11/18/24		10.499		616,249
	250	Houghton International, Inc., LIBOR 1M + 8.500%^(6),(10)	(B-, Caa1)		12/21/20		10.999		250,000
	1,596	Polar U.S. Borrower LLC, LIBOR 3M + 4.750%⁽¹⁰⁾	(B, B2)		10/15/25		9.198		1,597,982
	987	UTEX Industries, Inc., LIBOR 1M + 4.000%⁽¹⁰⁾	(CCC+, B3)		05/21/21		6.499		950,960
	1,750	Vantage Specialty Chemicals, Inc., LIBOR 3M + 8.250%^(5),(10)	(CCC, Caa2)		10/27/25		10.851		1,707,711
	1,538	Zep, Inc., LIBOR 3M + 4.000%⁽¹⁰⁾	(CCC+, B2)		08/12/24		6.601		1,363,945

									7,451,847


	Diversified Capital Goods (1.1%)
	1,000	Cortes NP Acquisition Corp., LIBOR 3M + 4.000%⁽¹⁰⁾	(B, B1)		11/30/23		6.629		942,915
	1,005	Dynacast International LLC, LIBOR 3M + 8.500%^(5),(6),(10)	(B-, Caa2)		01/30/23		11.101		974,850

									1,917,765


	Electronics (1.1%)
	500	CPI Acquisition, Inc., LIBOR 3M + 4.500%⁽¹⁰⁾	(CCC+, Caa1)		08/17/22		7.349		337,250
	750	CPI International, Inc., LIBOR 1M + 7.250%^(6),(10)	(CCC+, Caa2)		07/28/25		9.749		742,500
	982	Oberthur Technologies S.A., LIBOR 3M + 3.750%⁽¹⁰⁾	(B-, B2)		01/10/24		6.351		964,561

									2,044,311


	Food - Wholesale (0.4%)
	750	United Natural Foods, Inc., LIBOR 1M + 4.250%⁽¹⁰⁾	(B+, B2)		10/22/25		6.749		648,000


	Health Facilities (0.8%)
	1,093	Prospect Medical Holdings, Inc., LIBOR 1M + 5.500%⁽¹⁰⁾	(B, B3)		02/22/24		8.000		998,725
	494	Western Dental Services, Inc., LIBOR 1M + 5.250%^(6),(10)	(B-, B3)		06/30/23		7.749		485,100

									1,483,825


	Health Services (0.7%)
	1,200	VVC Holding Corp., LIBOR 3M + 4.500%⁽¹⁰⁾	(B, B2)		02/11/26		7.197		1,186,500


	Insurance Brokerage (1.1%)
	1,960	Acrisure LLC, LIBOR 3M + 4.250%⁽¹⁰⁾	(B, B2)		11/22/23		6.879		1,951,163


	Investments & Misc. Financial Services (0.8%)
	859	Ditech Holding Corp., Prime + 7.000%^(4),(10)	(D, Ca)		06/30/22		12.500		592,075
	881	Ocwen Loan Servicing LLC, LIBOR 1M + 5.000%⁽¹⁰⁾	(B+, B2)		12/07/20		7.486		880,126

									1,472,201


	Machinery (1.4%)
	798	LTI Holdings, Inc., LIBOR 1M + 6.750%⁽¹⁰⁾	(CCC+, Caa2)		09/06/26		9.249		760,849
	650	MW Industries, Inc., LIBOR 3M + 8.000%^(5),(6),(10)	(CCC, Caa2)		09/29/25		10.601		633,750
	1,125	WireCo WorldGroup, Inc., LIBOR 1M + 9.000%^(6),(10)	(B-, Caa2)		09/30/24		11.499		1,122,188

									2,516,787


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

	BANK LOANS (continued)
	Media Content (0.3%)
$	500	DLG Acquisitions Ltd., EURIBOR 6M + 7.250%^(9),(10)	(CCC+, Caa2)		06/30/22		8.250	$	564,092


	Medical Products (0.5%)
	889	ABB Concise Optical Group LLC, LIBOR 1M + 5.000%^(6),(10)	(B-, B3)		06/15/23		7.486		848,620


	Personal & Household Products (2.3%)
	1,000	ABG Intermediate Holdings 2 LLC, LIBOR 1M + 7.750%^(6),(10)	(CCC+, Caa1)		09/29/25		10.249		990,000
	591	Comfort Holding LLC, LIBOR 1M + 4.750%⁽¹⁰⁾	(CCC+, Caa1)		02/05/24		7.249		589,620
	1,350	Comfort Holding LLC, LIBOR 1M + 10.000%^(5),(10)	(CCC-, Caa3)		02/03/25		12.499		1,343,250
	1,250	Serta Simmons Bedding LLC, LIBOR 1M + 8.000%⁽¹⁰⁾	(CCC-, Caa2)		11/08/24		10.489		639,063
	492	TricorBraun Holdings, Inc., LIBOR 3M + 3.750%⁽¹⁰⁾	(B-, B2)		11/30/23		6.352		491,567

									4,053,500


	Recreation & Travel (0.3%)
	71	Bulldog Purchaser, Inc.^{(10),(11),(12)}	(CCC+, Caa2)		09/04/26		3.875		70,319
	468	Bulldog Purchaser, Inc., LIBOR 1M + 7.750%⁽¹⁰⁾	(CCC+, Caa2)		09/04/26		10.249		464,104

									534,423


	Software - Services (1.5%)
	623	Almonde, Inc., LIBOR 3M + 7.250%⁽¹⁰⁾	(CCC, Caa2)		06/13/25		9.851		602,210
	1,053	Flexera Software LLC, LIBOR 1M + 7.250%⁽¹⁰⁾	(CCC+, Caa1)		02/26/26		9.750		1,046,237
	322	LDiscovery LLC, LIBOR 2M + 5.875%^(5),(10)	(B-, B3)		12/09/22		8.461		280,500
	750	TigerLuxOne Sarl, LIBOR 3M + 8.250%⁽¹⁰⁾	(CCC+, Caa1)		02/22/25		10.851		750,937

									2,679,884


	Specialty Retail (1.2%)
	1,250	Boing U.S. Holdco, Inc., LIBOR 3M + 7.500%^(6),(10)	(CCC+, Caa1)		10/03/25		10.239		1,231,250
	1,000	Sally Holdings LLC	(BB+, Ba1)		07/05/24		4.500		971,875

									2,203,125


	Support - Services (0.7%)
	1,684	Sprint Industrial Holdings LLC, LIBOR 3M + 12.250%^(5),(6),(10)	(C, Caa3)		11/14/19		13.500		580,923
	650	USS Ultimate Holdings, Inc., LIBOR 1M + 7.750%⁽¹⁰⁾	(CCC+, Caa2)		08/25/25		10.249		621,832

									1,202,755


	Telecom - Wireline Integrated & Services (0.2%)
	375	TVC Albany, Inc., LIBOR 1M + 7.500%^(5),(10)	(CCC, Caa2)		07/23/26		10.000		367,500


	Theaters & Entertainment (0.8%)
	1,330	Metro-Goldwyn-Mayer, Inc., LIBOR 1M + 4.500%⁽¹⁰⁾	(B-, B2)		07/03/26		7.000		1,274,856
	171	NEG Holdings LLC, LIBOR 3M + 8.000%^{(5),(6),(7),(10)}	(B-, B3)		10/17/22		10.601		160,811

									1,435,667

	TOTAL BANK LOANS (Cost $42,381,514)								40,213,348


	ASSET BACKED SECURITIES (1.1%)
	Collateralized Debt Obligations (1.1%)
	1,000	JFIN CLO Ltd., 2013-1A, Rule 144A, LIBOR 3M + 4.750%^(1),(10)	(BB, NR)		01/20/25		7.511		985,241
	1,000	Symphony Credit Opportunities Fund, Ltd., 2015-2A, Rule 144A, LIBOR 3M + 3.060%^(1),(10)	(NR, Baa3)		07/15/28		5.847		1,002,661

	TOTAL ASSET BACKED SECURITIES (Cost $1,927,932)								1,987,902


Number of Shares

	COMMON STOCKS (1.6%)
	Auto Parts & Equipment (0.6%)
	46,071	UCI International, Inc.^{(5),(6),(7),(13)}							1,036,597


	Building & Construction (0.0%)
	5	White Forest Resources, Inc.^{(5),(6),(7),(13)}							6


Number of Shares			Value

	COMMON STOCKS (continued)
	Building Materials (0.0%)
	372	Dayton Superior Corp.^{(5),(6),(7),(13)}	$	—


	Chemicals (0.1%)
	2,794	Project Investor Holdings LLC^{(5),(6),(7),(13)}		18,776
	46,574	Proppants Holdings LLC^{(5),(6),(7),(13)}		186,296

				205,072


	Energy - Exploration & Production (0.8%)
	347,803	Independence Contract Drilling, Inc.⁽¹³⁾		732,195
	26,788	Talos Energy, Inc.⁽¹³⁾		711,489

				1,443,684


	Support - Services (0.1%)
	800	LTR Holdings LLC^{(5),(6),(7),(13)}		198,360
	433	Sprint Industrial Holdings LLC, Class G^{(5),(6),(7),(13)}		4
	39	Sprint Industrial Holdings LLC, Class H^{(5),(6),(7),(13)}		1
	96	Sprint Industrial Holdings LLC, Class I^{(5),(6),(7),(13)}		1

				198,366


	Theaters & Entertainment (0.0%)
	20	NEG Holdings LLC, Litigation Trust Units^{(5),(6),(7),(13)}		20

	TOTAL COMMON STOCKS (Cost $3,542,190)			2,883,745


	PREFERRED STOCK (0.0%)
	Building Materials (0.0%)
	413	Dayton Superior Corp.^{(5),(6),(7),(13)} (Cost $156,000)		—


	WARRANT (0.0%)
	Chemicals (0.0%)
	11,643	Project Investor Holdings LLC, expires 02/20/2022^{(5),(6),(7),(13)} (Cost $6,054)		26,430


	SHORT-TERM INVESTMENT (4.0%)
	7,043,925	State Street Navigator Securities Lending Government Money Market Portfolio, 2.39%⁽¹⁴⁾ (Cost $7,043,925)		7,043,925


	TOTAL INVESTMENTS AT VALUE (136.2%) (Cost $248,254,228)			242,818,025

	LIABILITIES IN EXCESS OF OTHER ASSETS (-36.2%)			(64,498,188	)


	NET ASSETS (100.0%)		$	178,319,837

INVESTMENT ABBREVIATIONS

1M = 1 Month

2M = 2 Month

3M = 3 Month

6M = 6 Month

EURIBOR = Euro Interbank Offered Rate

LIBOR = London Interbank Offered Rate

NR = Not Rated

Sarl - société à responsabilité limitée

†	Credit ratings given by the S&P Global Ratings Division of S&P Global 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, as amended. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At March 31, 2019, these securities amounted to a value of $160,117,361 or 89.8% of net assets.

⁽²⁾	This security is denominated in British Pound.

⁽³⁾	PIK: Payment-in-kind security for which part of the income earned may be paid as additional principal.

⁽⁴⁾	Bond is currently in default.

⁽⁵⁾	Illiquid security (unaudited).

⁽⁶⁾	Security is valued using significant unobservable inputs.

⁽⁷⁾	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.

⁽⁸⁾	Security or portion thereof is out on loan.

⁽⁹⁾	This security is denominated in Euro.

⁽¹⁰⁾	Variable rate obligation — The interest rate shown is the rate in effect as of March 31, 2019.

⁽¹¹⁾	Unfunded loan commitment.

⁽¹²⁾

The rates on certain variable rate securities are not based on a published reference rate and spread but are determined by the issuer or agent and are based on current market conditions. These securities do not indicate a reference rate and spread in their description above. The interest rate shown is the rate in effect as of March 31, 2019.

⁽¹³⁾	Non-income producing security.

⁽¹⁴⁾	Represents security purchased with cash collateral received for securities on loan. The rate shown is the annualized one-day yield at March 31, 2019.

Forward Foreign Currency Contracts


Forward Currency to be Purchased (Local)		Forward Currency to be Sold (Local)		Expiration Date	Counterparty	Value on Settlement Date			Current Value/Notional			Net Unrealized Appreciation (Depreciation)
EUR	55,103	USD	64,038	10/11/19	Morgan Stanley	$	64,038		$	62,865		$	(1,173	)
GBP	38,810	USD	49,915	10/11/19	Morgan Stanley		49,915			51,039			1,124
USD	3,162,290	EUR	2,659,343	10/11/19	Morgan Stanley		(3,162,290	)		(3,033,959	)		128,331
USD	823,767	GBP	613,602	10/11/19	Morgan Stanley		(823,767	)		(806,952	)		16,815


												$	145,097

Currency Abbreviations:

EUR = Euro

GBP = British Pound

USD = United States Dollar

SECURITY VALUATION — The Board of Directors (the “Board”) is responsible for the Fund’s valuation process. The Board has delegated the supervision of the daily valuation process to Credit Suisse Asset Management, LLC, the Fund’s investment adviser (“Credit Suisse” or the “Adviser”), who has established a Pricing Committee which, pursuant to the policies adopted by the Board, is responsible for making fair valuation determinations and overseeing the Fund’s pricing policies. 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. These pricing services generally price fixed income securities assuming orderly transactions of an institutional “round lot” size, but some trades occur in smaller “odd lot” sizes which may be effected at lower prices than institutional round lot trades. 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 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 brokers/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, these securities will be fair valued in good faith by the Pricing Committee, in accordance with procedures adopted 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.

Generally accepted accounting principles 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 March 31, 2019 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	$	—	$	190,658,945	$	3,730		$	190,662,675
Bank Loans		—		27,256,877		12,956,471			40,213,348
Asset Backed Securities		—		1,987,902		—			1,987,902
Common Stocks		711,489		732,195		1,440,061	⁽¹⁾		2,883,745	⁽¹⁾
Preferred Stock		—		—		0	⁽¹⁾		0	⁽¹⁾
Warrant		—		—		26,430			26,430
Short-Term Investment		—		7,043,925		—			7,043,925

	$	711,489	$	227,679,844	$	14,426,692	⁽¹⁾	$	242,818,025	⁽¹⁾

Other Financial Instruments*
Forward Foreign Currency Contracts	$	—	$	146,270	$	—		$	146,270

Liabilities	Level 1		Level 2		Level 3			Total
Other Financial Instruments*
Forward Foreign Currency Contracts	$	—	$	1,173	$	—		$	1,173

⁽¹⁾	Includes zero valued securities.

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

The following is a reconciliation of investments as of March 31, 2019 for which significant unobservable inputs were used in determining fair value. All transfers, if any, are assumed to occur at the end of the reporting period.


	Corporate Bonds			Bank Loans			Common Stocks			Preferred Stock			Warrant		Total
Balance as of December 31, 2018	$	921,990		$	12,855,455		$	1,002,107	⁽¹⁾	$	0	⁽¹⁾	$	—	$	14,779,552	⁽¹⁾
Accrued discounts (premiums)		18,367			102,081			—			—			—		120,448
Purchases		—			555,441			334,633			—			6,055		896,129
Sales		—			(848,966	)		—			—			—		(848,966	)
Realized gain (loss)		—			(1,336,823	)		—			—			20,375		(1,316,448	)
Change in unrealized appreciation (depreciation)		(3,788	)		1,069,155			103,321			—			—		1,168,688
Transfers into Level 3		—			5,155,777			—			—			—		5,155,777
Transfers out of Level 3		(932,839	)		(4,595,649	)		—			—			—		(5,528,488	)

Balance as of March 31, 2019	$	3,730		$	12,956,471		$	1,440,061	⁽¹⁾	$	0	⁽¹⁾	$	26,430	$	14,426,692	⁽¹⁾


Net change in unrealized appreciation (depreciation) from investments still held as of March 31, 2019	$	(18,499	)	$	(107,426	)	$	103,321		$	—		$	20,375	$	(2,229	)

⁽¹⁾	Includes zero valued securities.

Quantitative Disclosure About Significant Unobservable Inputs


Asset Class	Fair Value At 3/31/2019		Valuation Techniques	Unobservable Input	Range (Weighted Average)
Corporate Bonds	$	3,730	Income Approach	Expected remaining distribution	NA
Bank Loans	$	12,795,660	Vendor Pricing	Single Broker Quote	$0.34 – $1.00 ($0.90)
	$	160,811	Market Approach	Comparable Bond Price	NA
Common Stocks	$	1,241,669	Vendor Pricing	Single Broker Quote	$4.00 – $22.50 ($13.01)
	$	20	Income Approach	Expected remaining distribution	NA
	$	198,366	Market Approach	EBITDA Multiples	3.5 – 6.1 (6.1)
	$	6	Market Approach/ Income Approach	Comparable Bond Price, Discounted Cash Flows	NA
	$	0	Market Approach	Enterprise Value	NA
Preferred Stock	$	0	Market Approach	Enterprise Value	NA
Warrant	$	26,430	Market Approach	EBITDA Multiples	6.1 – 7.6 (6.6)

Each fair value determination is based on a consideration of relevant factors, including both observable and unobservable inputs. Observable and unobservable inputs that Credit Suisse 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. To the extent that valuation is based on models or inputs that are less observable or unobservable in the market, determining fair value requires more judgment. Because of the inherent uncertainty of valuation, those estimated values may be materially higher or lower than the values that would have been used had a ready market for the investments existed. Accordingly, the degree of judgment exercised by the Fund in determining fair value is greatest for investments categorized in Level 3. In some circumstances, the inputs used to measure fair value might be categorized within different levels of the fair value hierarchy. In those instances, the fair value measurement is categorized in its entirety in the fair value hierarchy based on the least observable input that is significant to the fair value measurement. 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.

During the period ended March 31, 2019, $5,155,777 was transferred from Level 2 to Level 3 due to a lack of a pricing source supported by observable inputs and $5,528,488 transferred from Level 3 to Level 2 as a result of the availability of a pricing source supported by observable inputs. All transfers, if any, 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: May 24, 2019

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: May 24, 2019

/s/Omar Tariq

Name: Omar Tariq

Title: Chief Financial Officer and Treasurer

Date: May 24, 2019