Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments

September 30, 2019 (unaudited)

Par (000)			Ratings†   (S&P/Moody’s)	Maturity		Rate%		Value
	CORPORATE BONDS (98.7%)
	Aerospace and Defense (1.3%)
$	800	TransDigm, Inc., Global Company Guaranteed Notes (Callable 03/15/22 @ 103.75)	(NR, B3)		03/15/27		7.500	$	872,000
	1,250	TransDigm, Inc., Rule 144A, Senior Secured Notes (Callable 03/15/22 @ 103.13)(1)	(B+, Ba3)		03/15/26		6.250		1,345,312
	200	Triumph Group, Inc., Rule 144A, Secured Notes (Callable 09/15/20 @ 103.13)(1)	(B, B3)		09/15/24		6.250		208,540
									2,425,852
	Auto Parts & Equipment (3.3%)
	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		1,191,125
	625	Delphi Technologies PLC, Rule 144A, Company Guaranteed Notes(1)	(BB, B1)		10/01/25		5.000		556,250
	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		1,525,680
	2,310	Panther Finance Co., Inc., Rule 144A, Company Guaranteed Notes (Callable 05/15/22 @ 104.25)(1)	(B, B3)		05/15/27		8.500		2,344,650
	350	Panther Finance Co., Inc., Rule 144A, Senior Secured Notes (Callable 05/15/22 @ 103.13)(1)	(B+, Ba3)		05/15/26		6.250		369,250
									5,986,955
	Brokerage (1.4%)
	2,375	LPL Holdings, Inc., Rule 144A, Company Guaranteed Notes (Callable 03/15/20 @ 104.31)(1)	(BB, B1)		09/15/25		5.750		2,475,937
	Building & Construction (1.2%)
	1,050	Installed Building Products, Inc., Rule 144A, Company Guaranteed Notes (Callable 02/01/23 @ 102.88)(1)	(B+, B3)		02/01/28		5.750		1,085,438
	1,025	TopBuild Corp., Rule 144A, Company Guaranteed Notes (Callable 05/01/21 @ 102.81)(1)	(BB-, B1)		05/01/26		5.625		1,069,854
									2,155,292
	Building Materials (5.5%)
	50	American Builders & Contractors Supply Co., Inc., Rule 144A, Senior Unsecured Notes (Callable 10/28/19 @ 104.31)(1)	(B+, B3)		12/15/23		5.750		51,625
	1,455	BMC East LLC, Rule 144A, Senior Secured Notes (Callable 10/15/19 @ 104.13)(1)	(BB, B1)		10/01/24		5.500		1,517,329
	325	Core & Main LP, Rule 144A, Senior Unsecured Notes (Callable 08/15/20 @ 103.06)(1)	(B-, Caa2)		08/15/25		6.125		325,813
	515	Cornerstone Building Brands, Inc., Rule 144A, Company Guaranteed Notes (Callable 04/15/21 @ 104.00)(1),(2)	(B-, Caa1)		04/15/26		8.000		508,563
	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		1,720,125
	500	Jeld-Wen, Inc., Rule 144A, Company Guaranteed Notes (Callable 12/15/22 @ 102.44)(1)	(BB-, B1)		12/15/27		4.875		496,250
	2,950	Omnimax International, Inc., Rule 144A, Senior Secured Notes (Callable 10/16/19 @ 100.00)(1)	(CCC, Caa1)		08/15/20		12.000		2,931,562
	2,450	PriSo Acquisition Corp., Rule 144A, Senior Unsecured Notes (Callable 10/31/19 @ 102.25)(1)	(CCC+, Caa1)		05/15/23		9.000		2,312,187
									9,863,454
	Cable & Satellite TV (5.0%)
	701	Altice France S.A., Rule 144A, Senior Secured Notes (Callable 10/13/19 @ 103.13)(1)	(B, B2)		05/15/24		6.250		726,061
	685	CSC Holdings LLC, Global Senior Unsecured Notes	(B, B3)		06/01/24		5.250		738,087
	850	CSC Holdings LLC, Rule 144A, Company Guaranteed Notes (Callable 02/01/23 @ 102.69)(1)	(BB, Ba3)		02/01/28		5.375		897,812
	50	CSC Holdings LLC, Rule 144A, Company Guaranteed Notes (Callable 04/15/22 @ 102.75)(1)	(BB, Ba3)		04/15/27		5.500		52,995
	500	CSC Holdings LLC, Rule 144A, Company Guaranteed Notes (Callable 05/15/21 @ 102.75)(1)	(BB, Ba3)		05/15/26		5.500		527,450
	594	CSC Holdings LLC, Rule 144A, Company Guaranteed Notes (Callable 10/11/19 @ 102.69)(1)	(BB, Ba3)		07/15/23		5.375		611,077
	400	CSC Holdings LLC, Rule 144A, Company Guaranteed Notes (Callable 10/15/20 @ 103.31)(1)	(BB, Ba3)		10/15/25		6.625		429,120
	335	CSC Holdings LLC, Rule 144A, Senior Unsecured Notes (Callable 10/15/20 @ 105.44)(1)	(B, B3)		10/15/25		10.875		379,999

Par (000)			Ratings†   (S&P/Moody’s)	Maturity		Rate%		Value
	CORPORATE BONDS (continued)
	Cable & Satellite TV
$	1,023	Midcontinent Finance Corp., Rule 144A, Company Guaranteed Notes (Callable 08/15/22 @ 102.69)(1)	(B, B3)		08/15/27		5.375	$	1,079,265
	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		1,473,500
	500	Virgin Media Secured Finance PLC, Rule 144A, Senior Secured Notes (Callable 04/15/22 @ 102.50)(1),(3)	(BB-, Ba3)		04/15/27		5.000		650,485
	1,350	Ziggo B.V., Rule 144A, Senior Secured Notes (Callable 01/15/22 @ 102.75)(1)	(B+, B1)		01/15/27		5.500		1,413,720
									8,979,571
	Chemicals (6.9%)
	1,700	Alpha 2 B.V., 8.75% Cash, 9.50% PIK, Rule 144A, Senior Unsecured Notes (Callable 10/31/19 @ 102.00)(1),(4)	(CCC+, Caa1)		06/01/23		8.750		1,695,750
	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		1,515,000
	500	GCP Applied Technologies, Inc. Rule 144A, Company Guaranteed Notes (Callable 04/15/21 @ 102.75)(1)	(BB, B1)		04/15/26		5.500		512,500
	1,440	Ingevity Corp., Rule 144A, Senior Unsecured Notes (Callable 02/01/21 @ 102.25)(1)	(NR, Ba3)		02/01/26		4.500		1,432,800
	148	Neon Holdings, Inc., Rule 144A, Senior Secured Notes (Callable 04/01/22 @ 105.06)(1)	(B, B3)		04/01/26		10.125		149,480
	1,000	Nufarm Americas, Inc., Rule 144A, Company Guaranteed Notes (Callable 04/30/21 @ 102.88)(1)	(BB-, B1)		04/30/26		5.750		992,500
	500	PQ Corp., Rule 144A, Senior Secured Notes (Callable 10/31/19 @ 103.38)(1)	(BB-, B1)		11/15/22		6.750		519,375
	276	Reichhold Industries, Inc., Rule 144A, Senior Secured Notes(1),(5),(6),(7),(8)	(NR, NR)		05/01/18		9.000		3,730
	575	Starfruit U.S. Holdco LLC, Rule 144A, Senior Unsecured Notes (Callable 10/01/21 @ 104.00)(1),(2)	(B-, Caa1)		10/01/26		8.000		578,594
	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		891,783
	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		973,750
	1,500	Tronox, Inc., Rule 144A, Company Guaranteed Notes (Callable 04/15/21 @ 103.25)(1),(2)	(B-, B3)		04/15/26		6.500		1,436,250
	1,700	Venator Materials LLC, Rule 144A, Company Guaranteed Notes (Callable 07/15/20 @ 104.31)(1),(2)	(BB-, B2)		07/15/25		5.750		1,440,750
	325	Versum Materials, Inc., Rule 144A, Company Guaranteed Notes (Callable 09/30/21 @ 102.75)(1)	(BB+, Ba3)		09/30/24		5.500		346,938
									12,489,200
	Diversified Capital Goods (1.7%)
	900	Anixter, Inc., Global Company Guaranteed Notes	(BB, Ba3)		03/01/23		5.500		976,500
	500	Anixter, Inc., Global Company Guaranteed Notes (Callable 09/01/25 @ 100.00)	(BB, Ba3)		12/01/25		6.000		553,750
	470	EnerSys, Rule 144A, Company Guaranteed Notes (Callable 01/30/23 @ 100.00)(1)	(BB+, Ba2)		04/30/23		5.000		484,100
	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		1,068,750
									3,083,100
	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		1,820,000
	1,200	Sensata Technologies B.V., Rule 144A, Company Guaranteed Notes(1)	(BB+, Ba3)		10/01/25		5.000		1,288,500
									3,108,500
	Energy - Exploration & Production (1.6%)
	525	Aker BP ASA, Rule 144A, Senior Unsecured Notes (Callable 03/31/21 @ 102.94)(1)	(BB+, Ba1)		03/31/25		5.875		554,542
	932	Talos Production Finance, Inc., Global Secured Notes (Callable 10/31/19 @ 105.50)	(NR, NR)		04/03/22		11.000		955,541

Par (000)			Ratings†   (S&P/Moody’s)	Maturity		Rate%		Value
	CORPORATE BONDS (continued)
	Energy - Exploration & Production
$	1,500	W&T Offshore, Inc., Rule 144A, Secured Notes (Callable 11/01/20 @ 104.88)(1)	(B, B3)		11/01/23		9.750	$	1,439,430
									2,949,513
	Food - Wholesale (0.5%)
	910	Clearwater Seafoods, Inc., Rule 144A, Senior Unsecured Notes (Callable 05/01/20 @ 105.16)(1)	(B+, B3)		05/01/25		6.875		938,438
	Forestry & Paper (0.3%)
	525	Norbord, Inc., Rule 144A, Senior Secured Notes (Callable 07/15/22 @ 102.88)(1)	(BB+, Ba1)		07/15/27		5.750		539,438
	Gaming (3.9%)
	500	Boyd Gaming Corp., Global Company Guaranteed Notes (Callable 08/15/21 @ 103.00)	(B, B3)		08/15/26		6.000		529,329
	1,750	Churchill Downs, Inc., Rule 144A, Company Guaranteed Notes (Callable 01/15/23 @ 102.38)(1)	(B+, Ba3)		01/15/28		4.750		1,802,500
	2,093	Gateway Casinos & Entertainment Ltd., Rule 144A, Secured Notes (Callable 03/01/20 @ 104.13)(1)	(CCC+, Caa1)		03/01/24		8.250		2,181,952
	1,469	Jacobs Entertainment, Inc., Rule 144A, Secured Notes (Callable 02/01/20 @ 105.91)(1)	(B, B2)		02/01/24		7.875		1,571,830
	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		843,038
									6,928,649
	Gas Distribution (1.7%)
	675	Genesis Energy Finance Corp., Company Guaranteed Notes (Callable 02/15/21 @ 104.69)	(B+, B1)		05/15/26		6.250		654,750
	425	Genesis Energy Finance Corp., Company Guaranteed Notes (Callable 10/01/20 @ 104.88)	(B+, B1)		10/01/25		6.500		415,969
	750	Genesis Energy Finance Corp., Company Guaranteed Notes (Callable 10/31/19 @ 102.81)	(B+, B1)		06/15/24		5.625		721,875
	164	Genesis Energy Finance Corp., Company Guaranteed Notes (Callable 10/31/19 @ 103.00)	(B+, B1)		05/15/23		6.000		165,435
	1,000	Holly Energy Finance Corp., Rule 144A, Company Guaranteed Notes (Callable 10/16/19 @ 104.50)(1)	(BB, B1)		08/01/24		6.000		1,048,750
									3,006,779
	Health Facilities (1.5%)
	750	HCA, Inc., Company Guaranteed Notes (Callable 03/01/28 @ 100.00)	(BB-, Ba2)		09/01/28		5.625		837,600
	1,263	Sabra Health Care LP, Global Company Guaranteed Notes (Callable 05/15/26 @ 100.00)	(BBB-, Ba1)		08/15/26		5.125		1,351,175
	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
									2,697,525
	Health Services (2.1%)
	925	AMN Healthcare, Inc., Rule 144A, Company Guaranteed Notes (Callable 11/14/19 @ 103.84)(1)	(BB-, Ba2)		10/01/24		5.125		962,000
	560	CareTrust Capital Corp., Company Guaranteed Notes (Callable 06/01/20 @ 103.94)	(BB, Ba2)		06/01/25		5.250		579,600
	1,200	Sotera Health Holdings LLC, Rule 144A, Senior Unsecured Notes (Callable 10/31/19 @ 103.25)(1)	(CCC+, Caa2)		05/15/23		6.500		1,228,500
	1,075	Sotera Health Topco, Inc., 8.125% Cash, 8.875% PIK, Rule 144A, Senior Unsecured Notes (Callable 10/31/19 @ 101.00)(1),(4)	(CCC+, Caa2)		11/01/21		8.125		1,079,031
									3,849,131
	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		2,176,650
	Insurance Brokerage (4.4%)
	1,000	Acrisure Finance, Inc., Rule 144A, Senior Unsecured Notes (Callable 08/01/22 @ 107.59)(1)	(CCC+, Caa2)		08/01/26		10.125		1,047,500

Par (000)			Ratings†   (S&P/Moody’s)	Maturity		Rate%		Value
	CORPORATE BONDS (continued)
	Insurance Brokerage
$	2,000	Acrisure Finance, Inc., Rule 144A, Senior Unsecured Notes (Callable 11/15/20 @ 103.50)(1)	(CCC+, Caa2)		11/15/25		7.000	$	1,874,600
	710	Alliant Holdings Co-Issuer, Rule 144A, Company Guaranteed Notes (Callable 10/11/19 @ 102.06)(1)	(CCC+, Caa2)		08/01/23		8.250		726,863
	780	GTCR AP Finance, Inc., Rule 144A, Senior Unsecured Notes (Callable 05/15/22 @ 104.00)(1)	(CCC+, Caa2)		05/15/27		8.000		803,400
	855	HUB International Ltd., Rule 144A, Senior Unsecured Notes (Callable 05/01/21 @ 103.50)(1)	(CCC+, Caa2)		05/01/26		7.000		880,393
	2,560	NFP Corp., Rule 144A, Senior Unsecured Notes (Callable 07/15/20 @ 103.44)(1)	(CCC+, Caa2)		07/15/25		6.875		2,550,400
									7,883,156
	Investments & Misc. Financial Services (2.8%)
	179	AG Merger Sub II, Inc., Rule 144A, Senior Unsecured Notes (Callable 08/01/22 @ 108.06)(1)	(B-, Caa1)		08/01/27		10.750		182,580
	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		2,576,562
	2,125	Orchestra Co-Issuer, Inc., Rule 144A, Secured Notes (Callable 10/09/2019 @ 103.38)(1)	(B-, B1)		06/15/22		6.750		2,199,216
									4,958,358
	Machinery (1.1%)
	225	Harsco Corp. Rule 144A, Company Guaranteed Notes (Callable 07/31/22 @ 102.88)(1)	(BB-, Ba2)		07/31/27		5.750		234,855
	1,600	Rexnord LLC, Rule 144A, Company Guaranteed Notes (Callable 12/15/20 @ 102.44)(1)	(BB-, B1)		12/15/25		4.875		1,651,840
									1,886,695
	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		536,250
	Media Content (1.1%)
	1,200	Netflix, Inc., Global Senior Unsecured Notes	(BB-, Ba3)		11/15/28		5.875		1,306,560
	587	Sirius XM Radio, Inc., Rule 144A, Company Guaranteed Notes (Callable 07/01/24 @ 102.75)(1)	(BB, Ba3)		07/01/29		5.500		628,090
									1,934,650
	Metals & Mining - Excluding Steel (3.7%)
	1,550	Cleveland-Cliffs, Inc., Rule 144A, Senior Secured Notes (Callable 01/15/21 @ 102.44)(1)	(BB, Ba2)		01/15/24		4.875		1,584,875
	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		1,436,250
	1,307	Kaiser Aluminum Corp., Global Company Guaranteed Notes (Callable 10/31/19 @ 104.41)	(BB+, Ba3)		05/15/24		5.875		1,363,998
	2,550	Taseko Mines Ltd., Rule 144A, Senior Secured Notes (Callable 10/31/19 @ 104.38)(1),(6)	(B, B3)		06/15/22		8.750		2,346,000
									6,731,123
	Oil Field Equipment & Services (2.0%)
	1,000	KCA Deutag UK Finance PLC, Rule 144A, Senior Secured Notes (Callable 04/01/20 @ 109.88)(1),(2)	(CCC+, Caa1)		04/01/22		9.875		637,500
	200	KCA Deutag UK Finance PLC, Rule 144A, Senior Secured Notes (Callable 10/31/2019 @ 100.00)(1)	(CCC+, Caa1)		05/15/21		7.250		126,500
	1,710	Pioneer Energy Services Corp., Global Company Guaranteed Notes (Callable 10/31/19 @ 101.53)	(CCC, Caa2)		03/15/22		6.125		641,250
	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		2,137,500
									3,542,750
	Oil Refining & Marketing (0.7%)
	1,250	Coffeyville Finance, Inc., Global Company Guaranteed Notes (Callable 10/31/19 @ 102.17)	(BB-, B1)		11/01/22		6.500		1,267,188

Par (000)			Ratings†   (S&P/Moody’s)	Maturity		Rate%		Value
	CORPORATE BONDS (continued)
	Packaging (3.6%)
$	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	$	1,100,505
	1,000	Crown Americas Capital Corp. VI, Global Company Guaranteed Notes (Callable 02/01/21 @ 103.56)	(BB-, Ba3)		02/01/26		4.750		1,048,750
	2,000	Flex Acquisition Co., Inc., Rule 144A, Senior Unsecured Notes (Callable 01/15/20 @ 103.44)(1)	(CCC+, Caa2)		01/15/25		6.875		1,834,200
	2,050	TriMas Corp., Rule 144A, Company Guaranteed Notes (Callable 10/15/20 @ 102.44)(1)	(BB-, Ba3)		10/15/25		4.875		2,089,719
	350	Trivium Packaging Finance B.V., Rule 144A, Senior Secured Notes (Callable 08/15/22 @ 102.75)(1)	(B+, B2)		08/15/26		5.500		368,795
									6,441,969
	Personal & Household Products (1.4%)
	1,350	High Ridge Brands Co., Rule 144A, Company Guaranteed Notes (Callable 03/15/20 @ 104.44)(1)	(C, Caa3)		03/15/25		8.875		121,500
	1,124	Mattel, Inc., Rule 144A, Company Guaranteed Notes (Callable 12/31/20 @ 105.06)(1)	(BB-, B1)		12/31/25		6.750		1,175,637
	1,150	Prestige Brands, Inc., Rule 144A, Company Guaranteed Notes (Callable 10/31/2019 @ 104.78)(1),(2)	(B, Caa1)		03/01/24		6.375		1,201,750
									2,498,887
	Pharmaceuticals (4.5%)
	500	Bausch Health Americas, Inc., Rule 144A, Company Guaranteed Notes (Callable 04/01/22 @ 104.63)(1)	(B-, B3)		04/01/26		9.250		569,370
	1,100	Bausch Health Cos., Inc. Rule 144A, Company Guaranteed Notes (Callable 05/30/24 @ 103.63)(1)	(B-, B3)		05/30/29		7.250		1,204,280
	630	Bausch Health Cos., Inc., Rule 144A, Company Guaranteed Notes (Callable 10/31/19 @ 101.47)(1)	(B-, B3)		05/15/23		5.875		640,237
	250	Bausch Health Cos., Inc., Rule 144A, Company Guaranteed Notes (Callable 12/15/21 @ 104.50)(1)	(B-, B3)		12/15/25		9.000		281,562
	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		1,369,498
	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		1,033,750
	410	Endo Finance LLC, Rule 144A, Company Guaranteed Notes (Callable 10/31/19 @ 103.00)(1)	(CCC+, Caa2)		07/15/23		6.000		253,524
	650	Endo Finance LLC, Rule 144A, Senior Secured Notes (Callable 04/15/20 @ 102.94)(1)	(B+, B1)		10/15/24		5.875		578,500
	800	Horizon Pharma U.S.A., Inc., Rule 144A, Company Guaranteed Notes (Callable 08/01/22 @ 104.13)(1)	(B+, B1)		08/01/27		5.500		834,000
	1,682	Owens & Minor, Inc., Global Senior Secured Notes (Callable 09/15/24 @ 100.00)	(B, B2)		12/15/24		4.375		1,307,755
									8,072,476
	Real Estate Development & Management (1.0%)
	1,645	Newmark Group, Inc., Global Senior Unsecured Notes (Callable 10/15/23 @ 100.00)	(BB+, NR)		11/15/23		6.125		1,785,701
	Real Estate Investment Trusts (1.4%)
	600	iStar, Inc., Senior Unsecured Notes (Callable 10/16/19 @ 101.63)	(BB-, Ba3)		07/01/21		6.500		610,575
	1,000	iStar, Inc., Senior Unsecured Notes (Callable 10/31/19 @ 102.63)	(BB-, Ba3)		09/15/22		5.250		1,023,750
	750	iStar, Inc., Senior Unsecured Notes (Callable 10/31/19 @ 103.00)	(BB-, Ba3)		04/01/22		6.000		774,075
	165	Starwood Property Trust, Inc., Global Senior Unsecured Notes (Callable 09/15/21 @ 100.00)	(BB-, Ba3)		12/15/21		5.000		170,775
									2,579,175
	Recreation & Travel (4.0%)
	1,250	Boyne U.S.A., Inc., Rule 144A, Secured Notes (Callable 05/01/21 @ 103.63)(1)	(B, B1)		05/01/25		7.250		1,368,250
	1,035	Canada’s Wonderland Co., Global Company Guaranteed Notes (Callable 04/15/22 @ 102.69)	(BB-, B1)		04/15/27		5.375		1,112,935
	1,325	Cedar Fair LP, Rule 144A, Company Guaranteed Notes (Callable 07/15/24 @ 102.63)(1)	(BB-, B1)		07/15/29		5.250		1,422,719
	750	Merlin Entertainments PLC, Rule 144A, Company Guaranteed Notes (Callable 03/17/26 @ 100.00)(1)	(BB, Ba2)		06/15/26		5.750		778,594

Par (000)			Ratings†   (S&P/Moody’s)	Maturity		Rate%		Value
	CORPORATE BONDS (continued)
	Recreation & Travel
$	650	Six Flags Entertainment Corp., Rule 144A, Company Guaranteed Notes (Callable 04/15/22 @ 102.75)(1)	(BB-, B2)		04/15/27		5.500	$	694,674
	1,150	Six Flags Entertainment Corp., Rule 144A, Company Guaranteed Notes (Callable 10/31/19 @ 103.66)(1)	(BB-, B2)		07/31/24		4.875		1,193,125
	675	Speedway Motorsports LLC, Global Company Guaranteed Notes (Callable 10/31/19 @ 102.56)	(BB, B1)		02/01/23		5.125		688,500
									7,258,797
	Restaurants (2.4%)
	2,100	Golden Nugget, Inc., Rule 144A, Senior Unsecured Notes (Callable 10/31/19 @ 103.38)(1)	(CCC+, B3)		10/15/24		6.750		2,142,000
	2,075	New Red Finance, Inc., Rule 144A, Secured Notes (Callable 10/15/20 @ 102.50)(1)	(B+, B2)		10/15/25		5.000		2,150,841
									4,292,841
	Software - Services (4.7%)
	1,000	CDK Global, Inc., Global Senior Unsecured Notes (Callable 06/01/22 @ 102.44)	(BB+, Ba1)		06/01/27		4.875		1,046,200
	937	Epicor Software Corp., Rule 144A, Secured Notes (Callable 10/31/19 @ 100.00), LIBOR 3M + 7.250%(1),(10)	(CCC, Caa2)		06/30/23		9.350		932,976
	1,750	GD Finance Co., Inc., Rule 144A, Company Guaranteed Notes (Callable 06/01/22 @ 102.63)(1)	(BB-, B1)		12/01/27		5.250		1,846,250
	900	Infor U.S., Inc., Company Guaranteed Notes (Callable 10/15/19 @ 101.44)(9)	(CCC+, Caa1)		05/15/22		5.750		997,721
	2,675	Solera Finance, Inc., Rule 144A, Senior Unsecured Notes (Callable 10/31/19 @ 107.88)(1)	(CCC+, Caa1)		03/01/24		10.500		2,841,171
	750	SS&C Technologies, Inc., Rule 144A, Company Guaranteed Notes (Callable 03/30/22 @ 104.13)(1)	(B+, B2)		09/30/27		5.500		785,175
									8,449,493
	Specialty Retail (2.7%)
	500	GrubHub Holdings, Inc., Rule 144A, Company Guaranteed Notes (Callable 07/01/22 @ 102.75)(1)	(BB, Ba3)		07/01/27		5.500		511,400
	1,000	Lithia Motors, Inc., Rule 144A, Company Guaranteed Notes (Callable 08/01/20 @ 103.94)(1)	(BB, Ba2)		08/01/25		5.250		1,046,250
	1,000	Penske Automotive Group, Inc., Company Guaranteed Notes (Callable 05/15/21 @ 102.75)	(B+, Ba3)		05/15/26		5.500		1,049,600
	750	Penske Automotive Group, Inc., Company Guaranteed Notes (Callable 12/01/19 @ 102.69)	(B+, Ba3)		12/01/24		5.375		773,437
	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		1,489,125
									4,869,812
	Steel Producers/Products (0.2%)
	400	Zekelman Industries, Inc., Rule 144A, Senior Secured Notes (Callable 10/31/19 @ 104.94)(1)	(B, B3)		06/15/23		9.875		421,750
	Support - Services (6.3%)
	575	CoreCivic, Inc., Company Guaranteed Notes (Callable 07/15/27 @ 100.00)	(BB, Ba1)		10/15/27		4.750		507,438
	900	Diamond Sports Finance Co., Rule 144A, Company Guaranteed Notes (Callable 08/15/22 @ 103.31)(1),(2)	(B, B2)		08/15/27		6.625		936,000
	615	Diamond Sports Finance Co., Rule 144A, Senior Secured Notes (Callable 08/15/22 @ 102.69)(1)	(BB, Ba2)		08/15/26		5.375		639,600
	560	Gartner, Inc., Rule 144A, Company Guaranteed Notes (Callable 04/01/20 @ 103.84)(1)	(BB-, B1)		04/01/25		5.125		587,300
	1,635	Gems Education Delaware LLC, Rule 144A, Senior Secured Notes (Callable 07/31/22 @ 103.56)(1)	(B, B2)		07/31/26		7.125		1,692,225
	663	Sabre GLBL, Inc. Rule 144A, Senior Secured Notes (Callable 10/31/19 @ 103.94)(1)	(BB, Ba2)		11/15/23		5.250		684,547
	2,025	Sotheby’s, Rule 144A, Company Guaranteed Notes (Callable 12/15/20 @ 103.66)(1)	(B+, Ba3)		12/15/25		4.875		2,055,577
	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		1,150,920
	253	United Rentals North America, Inc., Company Guaranteed Notes (Callable 01/15/23 @ 102.44)	(BB-, Ba3)		01/15/28		4.875		264,069

Par (000)			Ratings†   (S&P/Moody’s)	Maturity		Rate%		Value
	CORPORATE BONDS (continued)
	Support - Services
$	1,900	WeWork Cos., Inc., Rule 144A, Company Guaranteed Notes(1),(2)	(B, Wr)		05/01/25		7.875	$	1,622,125
	1,100	Williams Scotsman International, Inc., Rule 144A, Senior Secured Notes (Callable 08/15/20 @ 103.44)(1)	(B, B3)		08/15/23		6.875		1,155,000
									11,294,801
	Tech Hardware & Equipment (1.5%)
	525	CommScope Technologies LLC, Rule 144A, Company Guaranteed Notes (Callable 03/15/22 @ 102.50)(1)	(B-, B3)		03/15/27		5.000		435,750
	875	CommScope Technologies LLC, Rule 144A, Company Guaranteed Notes (Callable 06/15/20 @ 103.00)(1)	(B-, B3)		06/15/25		6.000		796,250
	1,325	CommScope, Inc., Rule 144A, Company Guaranteed Notes (Callable 03/01/22 @ 104.13)(1)	(B-, B3)		03/01/27		8.250		1,294,773
	150	CommScope, Inc., Rule 144A, Senior Secured Notes (Callable 03/01/22 @ 103.00)(1)	(B+, Ba3)		03/01/26		6.000		155,970
									2,682,743
	Telecom - Wireless (0.6%)
	950	T-Mobile U.S.A., Inc., Company Guaranteed Notes (Callable 02/01/23 @ 102.38)	(BB+, Ba2)		02/01/28		4.750		997,738
	Telecom - Wireline Integrated & Services (3.8%)
	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		1,331,237
	825	Altice Financing S.A., Rule 144A, Senior Secured Notes (Callable 10/31/19 @ 103.31)(1)	(B+, B2)		02/15/23		6.625		848,719
	550	Altice France S.A., Rule 144A, Senior Secured Notes (Callable 05/01/21 @ 103.69)(1)	(B, B2)		05/01/26		7.375		591,090
	350	Equinix, Inc., Senior Unsecured Notes (Callable 05/15/22 @ 102.69)	(BBB-, Ba2)		05/15/27		5.375		378,219
	500	GCI LLC Rule 144A, Senior Unsecured Notes (Callable 06/15/21 @ 103.31)(1)	(B, B3)		06/15/24		6.625		540,625
	2,651	GTT Communications, Inc., Rule 144A, Company Guaranteed Notes (Callable 12/31/19 @ 105.91)(1)	(CCC, Caa1)		12/31/24		7.875		1,511,070
	1,650	QTS Finance Corp., Rule 144A, Company Guaranteed Notes (Callable 11/15/20 @ 103.56)(1)	(BB, B1)		11/15/25		4.750		1,707,750
									6,908,710
	Theaters & Entertainment (3.0%)
	2,055	AMC Entertainment Holdings, Inc., Global Company Guaranteed Notes (Callable 05/15/22 @ 103.06)(2)	(CCC+, B3)		05/15/27		6.125		1,870,050
	500	AMC Entertainment Holdings, Inc., Global Company Guaranteed Notes (Callable 11/15/21 @ 102.94)	(CCC+, B3)		11/15/26		5.875		456,250
	1,250	Cinemark U.S.A., Inc., Global Company Guaranteed Notes (Callable 10/31/19 @ 101.63)	(BB, B2)		06/01/23		4.875		1,271,875
	700	Live Nation Entertainment, Inc., Rule 144A, Company Guaranteed Notes (Callable 03/15/21 @ 104.22)(1)	(B+, Ba3)		03/15/26		5.625		746,375
	1,025	Live Nation Entertainment, Inc., Rule 144A, Company Guaranteed Notes (Callable 11/01/19 @ 103.66)(1)	(B+, Ba3)		11/01/24		4.875		1,064,501
									5,409,051
	Transport Infrastructure/Services (0.7%)
	1,750	Navios Maritime Finance II U.S., Inc., Rule 144A, Senior Secured Notes (Callable 10/31/2019 @ 104.22)(1)	(B, Caa1)		08/15/22		11.250		1,233,750
	TOTAL CORPORATE BONDS (Cost $178,424,305)								177,591,848
	BANK LOANS (27.6%)
	Aerospace & Defense (0.6%)
	1,048	Sequa Mezzanine Holdings LLC, LIBOR 3M + 5.000%(10)	(CCC+, B3)		11/28/21		7.187		1,040,680
	Auto Parts & Equipment (0.7%)
	743	Dayco Products LLC, LIBOR 3M + 4.250%(10)	(B, B3)		05/19/23		6.374		674,182
	634	U.S. Farathane LLC, LIBOR 1M + 3.500%(8),(10)	(B+, B2)		12/23/21		5.544		602,174
									1,276,356
	Building Materials (1.3%)
	1,000	Airxcel, Inc., LIBOR 1M + 8.750%(6),(10)	(CCC+, Caa2)		04/27/26		10.794		913,330

Par (000)			Ratings†   (S&P/Moody’s)	Maturity		Rate%		Value
	BANK LOANS (continued)
	Building Materials
$	1,489	LBM Borrower LLC, LIBOR 1M + 3.750%(10)	(B+, B2)		08/20/22		5.794	$	1,489,832
									2,403,162
	Chemicals (5.0%)
	1,000	Archroma Finance Sarl, LIBOR 3M + 8.250%(6),(10)	(NR, Caa1)		08/11/25		10.591		960,000
	1,500	Ascend Performance Materials Operations LLC, LIBOR 3M + 5.250%(10)	(BB-, B1)		08/27/26		7.354		1,507,508
	616	ASP Chromaflo Intermediate Holdings, Inc., LIBOR 1M + 8.000%(6),(10)	(CCC, Caa2)		11/18/24		10.044		604,694
	996	PMHC II, Inc., LIBOR 3M + 3.500%(10)	(CCC+, B3)		03/31/25		5.604		811,910
	1,588	Polar U.S. Borrower LLC, LIBOR 3M + 4.750%(8),(10)	(B, B2)		10/15/25		7.058		1,546,315
	982	UTEX Industries, Inc., LIBOR 1M + 4.000%(10)	(CCC+, Caa1)		05/21/21		6.044		839,495
	1,750	Vantage Specialty Chemicals, Inc., LIBOR 3M + 8.250%(6),(8),(10)	(CCC, Caa2)		10/27/25		10.337		1,575,000
	1,530	Zep, Inc., LIBOR 3M + 4.000%(10)	(CCC+, Caa1)		08/12/24		6.104		1,212,261
									9,057,183
	Diversified Capital Goods (1.8%)
	2,450	Cortes NP Acquisition Corp., LIBOR 1M + 4.000%(10)	(B, B2)		11/30/23		6.044		2,337,459
	1,005	Dynacast International LLC, LIBOR 3M + 8.500%(6),(8),(10)	(CCC+, Caa2)		01/30/23		10.604		974,850
									3,312,309
	Electronics (1.4%)
	750	CPI International, Inc., LIBOR 1M + 7.250%(8),(10)	(CCC+, Caa2)		07/28/25		9.304		721,875
	500	EXC Holdings III Corp., LIBOR 3M + 7.500%(10)	(CCC+, Caa2)		12/01/25		9.832		501,717
	1,327	Oberthur Technologies S.A., LIBOR 3M + 3.750%(10)	(B-, B3)		01/10/24		5.854		1,295,249
									2,518,841
	Food - Wholesale (0.4%)
	746	United Natural Foods, Inc., LIBOR 1M + 4.250%(10)	(B+, B2)		10/22/25		6.294		625,783
	Gas Distribution (1.4%)
	1,496	BCP Renaissance Parent LLC, LIBOR 3M + 3.500%(8),(10)	(B+, B1)		11/01/24		5.604		1,428,919
	1,244	Traverse Midstream Partners LLC, LIBOR 1M + 4.000%(8),(10)	(B+, B2)		09/27/24		6.050		1,103,800
									2,532,719
	Health Facility (0.3%)
	491	Western Dental Services, Inc., LIBOR 1M + 5.250%(8),(10)	(B-, B3)		06/30/23		7.294		489,386
	Health Services (1.4%)
	1,194	Athenahealth, Inc., LIBOR 3M + 4.500%(10)	(B, B2)		02/11/26		6.681		1,192,884
	698	NVA Holdings, Inc., LIBOR 1M + 2.750%(10)	(B, B2)		02/02/25		4.794		698,310
	599	Sotera Health Holdings LLC, LIBOR 1M + 3.500%(10)	(B, B1)		05/15/22		5.567		598,751
									2,489,945
	Insurance Brokerage (1.1%)
	1,950	Acrisure LLC, LIBOR 3M + 4.250%(10)	(B, B2)		11/22/23		6.354		1,944,720
	Investments & Misc. Financial Services (0.5%)
	859	Ditech Holding Corp., Prime + 7.000%(5),(10)	(D, Ca)		06/30/22		12.250		355,461
	603	Ocwen Loan Servicing LLC, LIBOR 1M + 5.000%(10)	(B+, B2)		12/07/20		7.044		595,344
									950,805
	Machinery (2.1%)
	798	LTI Holdings, Inc., LIBOR 1M + 6.750%(10)	(CCC+, Caa2)		09/06/26		8.794		731,409
	1,235	Milacron LLC, LIBOR 1M + 2.500%(8),(10)	(B+, B2)		09/28/23		4.544		1,236,282
	650	MW Industries, Inc., LIBOR 3M + 8.000%(6),(8),(10)	(CCC, Caa2)		09/29/25		10.104		622,375
	1,125	WireCo WorldGroup, Inc., LIBOR 1M + 9.000%(8),(10)	(B-, Caa2)		09/30/24		11.044		1,113,750
									3,703,816
	Medical Products (1.0%)
	884	ABB Concise Optical Group LLC, LIBOR 6M + 5.000%(10)	(CCC+, B3)		06/15/23		7.168		843,164
	997	Maravai Intermediate Holdings LLC, LIBOR 1M + 4.250%(10)	(B-, B2)		08/02/25		6.313		991,870
									1,835,034

Par (000)			Ratings†   (S&P/Moody’s)	Maturity		Rate%		Value
	BANK LOANS (continued)
	Personal & Household Products (2.1%)
$	981	ABG Intermediate Holdings 2 LLC, LIBOR 1M + 7.750%(10)	(CCC+, Caa1)		09/29/25		9.794	$	982,487
	1,833	Comfort Holding LLC, LIBOR 1M + 4.750%(8),(10)	(CCC+, Caa1)		02/05/24		6.794		1,816,816
	1,250	Serta Simmons Bedding LLC, LIBOR 1M + 8.000%(10)	(CCC-, Caa3)		11/08/24		10.057		427,081
	490	TricorBraun Holdings, Inc., LIBOR 3M + 3.750%(10)	(B-, B2)		11/30/23		5.859		478,418
									3,704,802
	Pharmaceuticals (0.5%)
	999	Akorn, Inc., LIBOR 1M + 6.250%(10)	(B-, Caa1)		04/16/21		9.063		925,402
	Recreation & Travel (0.4%)
	104	Bulldog Purchaser, Inc.(6),(11),(12)	(CCC+, Caa2)		09/04/26		3.875		102,881
	685	Bulldog Purchaser, Inc., LIBOR 1M + 7.750%(6),(10)	(CCC+, Caa2)		09/04/26		9.794		679,013
									781,894
	Software - Services (1.8%)
	499	Air Newco LLC, LIBOR 1M + 4.750%(10)	(B, B3)		05/31/24		6.792		499,574
	500	Air Newco LLC(11)	(B-, B2)		10/09/26		4.250		497,815
	623	Almonde, Inc., LIBOR 1M + 7.250%(10)	(CCC, Caa2)		06/13/25		9.446		598,834
	1,253	Flexera Software LLC, LIBOR 1M + 7.250%(10)	(CCC+, Caa1)		02/26/26		9.300		1,250,468
	313	LDiscovery LLC, LIBOR 3M + 5.875%(10)	(B-, B3)		12/09/22		8.186		311,537
									3,158,228
	Specialty Retail (0.9%)
	750	Boing U.S. Holdco, Inc., LIBOR 1M + 7.500%(8),(10)	(CCC+, Caa2)		10/03/25		9.542		725,625
	1,000	Sally Holdings LLC	(BB+, Ba1)		07/05/24		4.500		978,750
									1,704,375
	Support - Services (0.8%)
	746	IG Investment Holdings LLC, LIBOR 1M + 4.000%(10)	(B-, B2)		05/23/25		6.044		743,983
	650	USS Ultimate Holdings, Inc., LIBOR 3M + 7.750%(10)	(CCC+, Caa2)		08/25/25		9.950		640,250
									1,384,233
	Telecom - Wireline Integrated & Services (0.5%)
	875	TVC Albany, Inc., LIBOR 1M + 7.500%(10)	(CCC, Caa2)		07/23/26		9.540		868,437
	Theaters & Entertainment (1.6%)
	1,330	Metro-Goldwyn-Mayer, Inc., LIBOR 1M + 4.500%(8),(10)	(B-, B2)		07/03/26		6.550		1,320,305
	1,611	William Morris Endeavor Entertainment LLC, LIBOR 1M + 2.750%(10)	(B, B2)		05/18/25		4.800		1,568,466
									2,888,771
	TOTAL BANK LOANS (Cost $51,805,393)								49,596,881
	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		7.028		990,993
	1,000	Symphony Credit Opportunities Fund Ltd., 2015-2A, Rule 144A, LIBOR 3M + 3.060%(1),(10)	(NR, Baa3)		07/15/28		5.363		971,702
	TOTAL ASSET BACKED SECURITIES (Cost $1,934,112)								1,962,695
Number of Shares
	COMMON STOCKS (1.4%)
	Auto Parts & Equipment (0.6%)
	46,071	UCI International, Inc.(6),(7),(8),(13)							1,048,115
	Building & Construction (0.0%)
	5	White Forest Resources, Inc.(6),(7),(8),(13)							1
	Chemicals (0.2%)
	2,794	Project Investor Holdings LLC(6),(7),(8),(13)							28
	46,574	Proppants Holdings LLC(6),(7),(8),(13)							426,617
									426,645

Number of Shares			Value
	COMMON STOCKS (continued)
	Energy - Exploration & Production (0.5%)
	347,803	Independence Contract Drilling, Inc.(13)	$	397,539
	26,788	Talos Energy, Inc.(13)		544,600
				942,139
	Support - Services (0.1%)
	800	LTR Holdings LLC(6),(7),(8),(13)		180,968
	433	Sprint Industrial Holdings LLC, Class G(6),(7),(8),(13)		4
	39	Sprint Industrial Holdings LLC, Class H(6),(7),(8),(13)		—
	96	Sprint Industrial Holdings LLC, Class I(6),(7),(8),(13)		1
				180,973
	Theaters & Entertainment (0.0%)
	20	NEG Holdings LLC, Litigation Trust Units(6),(7),(8),(13)		20
	TOTAL COMMON STOCKS (Cost $3,398,190)			2,597,893
	WARRANT (0.0%)
	Chemicals (0.0%)
	11,643	Project Investor Holdings LLC, expires 02/20/2022(6),(7),(8),(13) (Cost $6,054)		—
	SHORT-TERM INVESTMENT (5.1%)
	9,201,855	State Street Navigator Securities Lending Government Money Market Portfolio, 2.09%(14) (Cost $9,201,855)		9,201,855
	TOTAL INVESTMENTS AT VALUE (133.9%) (Cost $244,769,909)			240,951,172
	LIABILITIES IN EXCESS OF OTHER ASSETS (-33.9%)			(61,052,038)
	NET ASSETS (100.0%)		$	179,899,134

INVESTMENT ABBREVIATIONS

1M = 1 Month

3M = 3 Month

6M = 6 Month

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 September 30, 2019, these securities amounted to a value of $146,952,273 or 81.7% of net assets.

⁽²⁾ Security or portion thereof is out on loan.

⁽³⁾ This security is denominated in British Pound.

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

⁽⁵⁾ Bond is currently in default.

⁽⁶⁾ Illiquid security (unaudited).

⁽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 is valued using significant unobservable inputs.

⁽⁹⁾ This security is denominated in Euro.

⁽¹⁰⁾ Variable rate obligation—The interest rate shown is the rate in effect as of September 30, 2019.

⁽¹¹⁾ 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 September 30, 2019.

⁽¹²⁾ All or a portion is an unfunded loan commitment.

⁽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 September 30, 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		$	60,114		$	(3,924	)
EUR	858,000	USD	982,532	10/11/19	JPMorgan Chase		982,532			936,028			(46,504	)
GBP	51,558	USD	62,781	10/11/19	Barclays Bank plc		62,781			63,558			777
GBP	52,441	USD	67,792	10/11/19	Morgan Stanley		67,792			64,646			(3,146	)
USD	39,609	EUR	35,922	10/11/19	Deutsche Bank AG		(39,609	)		(39,189	)		420
USD	3,162,290	EUR	2,659,343	10/11/19	Morgan Stanley		(3,162,290	)		(2,901,188	)		261,102
USD	13,958	GBP	11,215	10/11/19	Deutsche Bank AG		(13,958	)		(13,826	)		132
USD	823,766	GBP	613,602	10/11/19	Morgan Stanley		(823,766	)		(756,416	)		67,350
USD	22,610	GBP	17,769	10/11/19	JPMorgan Chase		(22,610	)		(21,904	)		706
												$	276,913

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 September 30, 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	$	—	$	177,588,118	$	3,730		$	177,591,848
Bank Loans		—		34,319,409		15,277,472			49,596,881
Asset Backed Securities		—		1,962,695		—			1,962,695
Common Stocks		544,600		397,539		1,655,754			2,597,893
Warrant		—		—		0	(1)		0	(1)
Short-term Investment		—		9,201,855		—			9,201,855
	$	544,600	$	223,469,616	$	16,936,956		$	240,951,172
Other Financial Instruments*
Forward Foreign Currency Contracts	$	—	$	330,487	$	—		$	330,487
Liabilities	Level 1		Level 2		Level 3			Total
Other Financial Instruments*
Forward Foreign Currency Contracts	$	—	$	53,574	$	—		$	53,574

⁽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 September 30, 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		$	0	(1)	$	—		$	14,779,552
Accrued discounts (premiums)		18,092			270,408			—			—			—			288,500
Purchases		—			4,563,595			334,633			—			6,054			4,904,282
Sales		—			(4,317,207	)		—			—			—			(4,317,207	)
Realized gain (loss)		—			(1,192,467	)		(144,000	)		(156,000	)		—			(1,492,467	)
Change in unrealized appreciation (depreciation)		(3,376	)		1,649,759			463,014			156,000			(6,054	)		2,259,343
Transfers into Level 3		—			4,014,191			—			—			—			4,014,191
Transfers out of Level 3		(932,976	)		(2,566,262	)		—			—			—			(3,499,238	)
Balance as of September 30, 2019	$	3,730		$	15,277,472		$	1,655,754		$	—		$	0	(1)	$	16,936,956
Net change in unrealized appreciation (depreciation) from investments still held as of September 30, 2019	$	(18,499	)	$	(64,694	)	$	319,015		$	—			(6,054	)	$	229,768

⁽¹⁾  Includes zero valued securities.

Quantitative Disclosure About Significant Unobservable Inputs

Asset Class	Fair Value At 09/30/2019		Valuation Techniques	Unobservable Input	Range (Weighted Average)
Corporate Bonds	$	3,730	Income Approach	Expected remaining distribution	N/A
Bank Loans	$	15,277,472	Vendor Pricing	Single Broker Quote	$0.89 – $1.00 ($0.96)
Common Stocks	$	1,048,115	Vendor Pricing	Single Broker Quote	N/A
	$	607,614	Market Approach	EBITDA Multiples	3.1 – 7.0 (6.9)
	$	25	Income Approach	Expected remaining distribution	$0.00 – $1.00 ($0.04)
Warrant	$	0	Market Approach	EBITDA Multiples	6.0 (N/A)

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 September 30, 2019, $4,014,191 was transferred from Level 2 to Level 3 due to a lack of a pricing source supported by observable inputs and $3,499,238 was 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.