NPORT-EX 2 NPORT_TH96_10287455_0922.htm Credit Suisse Asset Management

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments

September 30, 2022 (unaudited)

 

Par
(000)		              

Ratings†

  (S&P/Moody’s)  

        Maturity            Rate%            Value  
                        
 

CORPORATE BONDS (99.6%)

                    
 

Aerospace & Defense (0.9%)

                    
$           650       

KBR, Inc., Rule 144A, Company Guaranteed Notes
(Callable 09/30/23 @ 102.38)(1)

      (BB-, Ba3)        09/30/28          4.750        $ 560,279  
  800       

TransDigm, Inc., Global Company Guaranteed Notes
(Callable 10/31/22 @ 103.75)

      (B-, B3)        03/15/27          7.500          762,560  
                        

 

 

  
                               1,322,839  
                        

 

 

  
                        
 

Auto Parts & Equipment (0.8%)

                    
  1,005       

Clarios U.S. Finance Co., Rule 144A, Company Guaranteed Notes
(Callable 10/31/22 @ 104.25)(1),(2)

      (CCC+, Caa1)        05/15/27          8.500          956,181  
  250       

Tenneco, Inc., Rule 144A, Senior Secured Notes
(Callable 01/15/24 @ 103.94)(1)

      (B+, Ba3)        01/15/29          7.875          244,657  
                        

 

 

  
                           1,200,838  
                        

 

 

  
                        
 

Automakers (0.5%)

                    
  200       

Thor Industries, Inc., Rule 144A, Company Guaranteed Notes
(Callable 10/15/24 @ 102.00)(1)

      (BB-, B1)        10/15/29          4.000          148,497  
  675       

Winnebago Industries, Inc., Rule 144A, Senior Secured Notes
(Callable 07/15/23 @ 103.13)(1)

      (BB+, Ba3)        07/15/28          6.250          626,103  
                        

 

 

  
                           774,600  
                        

 

 

  
                        
 

Brokerage (0.6%)

                    
  901       

StoneX Group, Inc., Rule 144A, Senior Secured Notes
(Callable 10/31/22 @ 104.31)(1)

      (BB-, Ba3)        06/15/25          8.625          911,898  
                        

 

 

  
                        
 

Building & Construction (1.4%)

                    
  1,340       

Adams Homes, Inc., Rule 144A, Company Guaranteed Notes
(Callable 10/17/22 @ 103.75)(1)

      (B+, B2)        02/15/25          7.500          1,107,946  
  650       

Installed Building Products, Inc., Rule 144A, Company Guaranteed Notes
(Callable 02/01/23 @ 102.88)(1)

      (B+, B1)        02/01/28          5.750          585,711  
  350       

TopBuild Corp., Rule 144A, Company Guaranteed Notes
(Callable 03/15/24 @ 101.81)(1)

      (BB+, Ba2)        03/15/29          3.625          275,401  
                        

 

 

  
                           1,969,058  
                        

 

 

  
                        
 

Building Materials (7.4%)

                    
  1,500       

Advanced Drainage System, Inc., Rule 144A, Company Guaranteed Notes
(Callable 07/15/25 @ 103.19)(1)

      (B+, Ba2)        06/15/30          6.375          1,456,845  
  200       

Builders FirstSource, Inc., Rule 144A, Company Guaranteed Notes
(Callable 03/01/25 @ 102.50)(1)

      (BB-, Ba2)        03/01/30          5.000          169,328  
  1,400       

Builders FirstSource, Inc., Rule 144A, Company Guaranteed Notes
(Callable 06/15/27 @ 103.19)(1)

      (BB-, Ba2)        06/15/32          6.375          1,247,093  
  750       

Eco Material Technologies, Inc., Rule 144A, Senior Secured Notes
(Callable 01/31/24 @ 103.94)(1)

      (B, B2)        01/31/27          7.875          665,583  
  2,058       

Foundation Building Materials, Inc., Rule 144A, Company Guaranteed Notes
(Callable 03/01/24 @ 103.00)(1)

      (CCC+, Caa1)        03/01/29          6.000          1,505,780  
  426       

LBM Acquisition LLC, Rule 144A, Company Guaranteed Notes
(Callable 01/15/24 @ 103.13)(1)

      (CCC, Caa1)        01/15/29          6.250          289,527  
  1,647       

MIWD Finance Corp., Rule 144A, Company Guaranteed Notes
(Callable 02/01/25 @ 102.75)(1)

      (B, B3)        02/01/30          5.500          1,204,561  
  1,175       

Oscar Finance, Inc., Rule 144A, Senior Unsecured Notes
(Callable 04/15/25 @ 104.75)(1)

      (CCC+, Caa1)        04/15/30          9.500          985,543  
  940       

Park River Holdings, Inc., Rule 144A, Company Guaranteed Notes
(Callable 02/01/24 @ 102.81)(1)

      (CCC, Caa1)        02/01/29          5.625          611,663  
  650       

Park River Holdings, Inc., Rule 144A, Senior Unsecured Notes
(Callable 08/01/24 @ 103.38)(1)

      (CCC, Caa1)        08/01/29          6.750          432,396  
  1,600       

PGT Innovations, Inc., Rule 144A, Company Guaranteed Notes
(Callable 10/01/24 @ 102.19)(1)

      (B+, B1)        10/01/29          4.375          1,314,900  
  800       

Standard Industries, Inc., Rule 144A, Senior Unsecured Notes
(Callable 07/15/25 @ 102.19)(1)

      (BB, B1)        07/15/30          4.375          613,928  
                        

 

 

  
                           10,497,147  
                        

 

 

  
                        
 

Cable & Satellite TV (2.6%)

                    
  685       

CSC Holdings LLC, Global Senior Unsecured Notes

      (B, B3)        06/01/24          5.250          634,570  
  50       

CSC Holdings LLC, Rule 144A, Company Guaranteed Notes
(Callable 10/31/22 @ 102.75)(1)

      (BB, Ba3)        04/15/27          5.500          44,308  
  850       

CSC Holdings LLC, Rule 144A, Company Guaranteed Notes
(Callable 02/01/23 @ 102.69)(1)

      (BB-, Ba3)        02/01/28          5.375          744,175  

 

 

 

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

September 30, 2022 (unaudited)

 

Par
(000)		              

Ratings†

  (S&P/Moody’s)  

        Maturity            Rate%            Value  
                        
 

CORPORATE BONDS (continued)

                    
 

Cable & Satellite TV (continued)

                    
$           600       

CSC Holdings LLC, Rule 144A, Company Guaranteed Notes
(Callable 11/15/26 @ 102.25)(1)

      (BB-, Ba3)        11/15/31          4.500        $ 451,680  
  1,600       

Telenet Finance Luxembourg Notes Sarl, Rule 144A, Senior Secured Notes
(Callable 12/01/22 @ 102.75)(1)

      (BB-, Ba3)        03/01/28          5.500          1,401,816  
  600       

UPC Broadband Finco B.V., Rule 144A, Senior Secured Notes
(Callable 07/15/26 @ 102.44)(1)

      (BB-, B1)        07/15/31          4.875          466,587  
                        

 

 

  
                               3,743,136  
                        

 

 

  
                        
 

Chemicals (4.6%)

                    
  200       

Avient Corp., Rule 144A, Senior Unsecured Notes
(Callable 10/31/22 @ 102.88)(1)

      (BB-, Ba3)        05/15/25          5.750          193,245  
  477       

Avient Corp., Rule 144A, Senior Unsecured Notes
(Callable 08/01/25 @ 103.56)(1)

      (BB-, Ba3)        08/01/30          7.125          441,328  
  600       

Herens Holdco Sarl, Rule 144A, Senior Secured Notes
(Callable 05/15/24 @ 102.38)(1)

      (B, B2)        05/15/28          4.750          481,950  
  800       

Herens Midco Sarl, Rule 144A, Company Guaranteed Notes
(Callable 05/15/24 @ 102.63)(1),(3)

      (CCC+, Caa2)        05/15/29          5.250          498,026  
  800       

LSF11 A5 Holdings LLC, Rule 144A, Senior Unsecured Notes
(Callable 10/15/24 @ 103.31)(1),(2)

      (B-, Caa1)        10/15/29          6.625          601,572  
  350       

Olympus Water U.S. Holding Corp., Rule 144A, Senior Unsecured Notes
(Callable 10/01/24 @ 103.13)(1),(2)

      (CCC+, Caa2)        10/01/29          6.250          240,439  
  276       

Reichhold Industries, Inc., Rule 144A, Senior Secured Notes(1),(4),(5),(6),(7),(8)

      (NR, NR)        05/01/18          0.000          3,730  
  1,200       

Schenectady International Group, Inc., Rule 144A, Senior Unsecured Notes
(Callable 05/15/23 @ 103.38)(1),(2)

      (CCC+, Caa2)        05/15/26          6.750          662,310  
  400       

Trinseo Materials Finance, Inc., Rule 144A, Company Guaranteed Notes
(Callable 04/01/24 @ 102.56)(1)

      (B, B2)        04/01/29          5.125          236,770  
  800       

Tronox, Inc., Rule 144A, Company Guaranteed Notes
(Callable 03/15/24 @ 102.31)(1)

      (BB-, B1)        03/15/29          4.625          593,684  
  1,200       

Valvoline, Inc., Rule 144A, Company Guaranteed Notes
(Callable 02/15/25 @ 102.13)(1)

      (BB-, Ba3)        02/15/30          4.250          1,138,021  
  2,215       

Vibrantz Technologies, Inc., Rule 144A, Senior Unsecured Notes
(Callable 02/15/25 @ 104.50)(1)

      (CCC+, Caa2)        02/15/30          9.000          1,446,123  
                        

 

 

  
                           6,537,198  
                        

 

 

  
                        
 

Consumer/Commercial/Lease Financing (1.2%)

                    
  1,950       

Cargo Aircraft Management, Inc., Rule 144A, Company Guaranteed Notes
(Callable 02/01/23 @ 102.38)(1)

      (BB, Ba2)        02/01/28          4.750          1,682,791  
                        

 

 

  
                        
 

Diversified Capital Goods (1.7%)

                    
  1,350       

Atkore, Inc., Rule 144A, Senior Unsecured Notes
(Callable 06/01/26 @ 102.13)(1)

      (BB, Ba2)        06/01/31          4.250          1,081,465  
  1,698       

GrafTech Finance, Inc., Rule 144A, Senior Secured Notes
(Callable 12/15/23 @ 102.31)(1)

      (BB, Ba3)        12/15/28          4.625          1,292,297  
                        

 

 

  
                           2,373,762  
                        

 

 

  
                        
 

Electronics (0.7%)

                    
  1,200       

Synaptics, Inc., Rule 144A, Company Guaranteed Notes
(Callable 06/15/24 @ 102.00)(1)

      (B+, Ba3)        06/15/29          4.000          969,535  
                        

 

 

  
                        
 

Energy - Exploration & Production (2.3%)

                    
  40       

CNX Resources Corp., Rule 144A, Company Guaranteed Notes
(Callable 10/31/22 @ 105.44)(1)

      (BB, B1)        03/14/27          7.250          38,993  
  550       

CNX Resources Corp., Rule 144A, Company Guaranteed Notes
(Callable 01/15/24 @ 104.50)(1),(2)

      (BB, B1)        01/15/29          6.000          501,751  
  1,395       

Northern Oil & Gas, Inc., Rule 144A, Senior Unsecured Notes
(Callable 03/01/24 @ 104.06)(1)

      (B+, B3)        03/01/28          8.125          1,310,686  
  600       

Rockcliff Energy II LLC, Rule 144A, Senior Unsecured Notes
(Callable 10/15/24 @ 102.75)(1)

      (B+, B3)        10/15/29          5.500          526,802  
  880       

W&T Offshore, Inc., Rule 144A, Secured Notes
(Callable 10/31/22 @ 102.44)(1)

      (B, Caa2)        11/01/23          9.750          863,459  
                        

 

 

  
                           3,241,691  
                        

 

 

  
                        
 

Environmental (0.5%)

                    
  600       

Darling Ingredients, Inc., Rule 144A, Company Guaranteed Notes
(Callable 06/15/25 @ 103.00)(1)

      (BB+, Ba2)        06/15/30          6.000          572,382  

 

 

 

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

September 30, 2022 (unaudited)

 

Par
(000)		              

Ratings†

  (S&P/Moody’s)  

        Maturity            Rate%            Value  
                        
 

CORPORATE BONDS (continued)

                    
 

Environmental (continued)

                    
$           200       

Stericycle, Inc., Rule 144A, Company Guaranteed Notes
(Callable 11/15/23 @ 101.94)(1)

      (BB-, NR)        01/15/29          3.875        $        165,840  
                        

 

 

  
                           738,222  
                        

 

 

  
                        
 

Food - Wholesale (0.5%)

                    
  800       

U.S. Foods, Inc., Rule 144A, Company Guaranteed Notes
(Callable 06/01/25 @ 102.31)(1),(2)

      (B+, B3)        06/01/30          4.625          667,820  
                        

 

 

  
                        
 

Gaming (2.2%)

                    
  325       

Boyd Gaming Corp., Rule 144A, Company Guaranteed Notes
(Callable 06/15/26 @ 102.38)(1)

      (BB-, B3)        06/15/31          4.750          263,260  
  800       

CDI Escrow Issuer, Inc., Rule 144A, Senior Unsecured Notes
(Callable 04/01/25 @ 102.88)(1)

      (B+, B1)        04/01/30          5.750          699,928  
  231       

Churchill Downs, Inc., Rule 144A, Company Guaranteed Notes
(Callable 01/15/23 @ 102.38)(1)

      (B+, B1)        01/15/28          4.750          200,237  
  450       

Fertitta Entertainment Finance Co., Inc, Rule 144A, Senior Secured Notes
(Callable 01/15/25 @ 102.31)(1)

      (B, B2)        01/15/29          4.625          373,095  
  1,475       

Jacobs Entertainment, Inc., Rule 144A, Senior Unsecured Notes
(Callable 02/15/25 @ 103.38)(1)

      (B, B2)        02/15/29          6.750          1,263,962  
  320       

Peninsula Pacific Entertainment Finance, Rule 144A, Senior Unsecured Notes(1)

      (B, B3)        11/15/27          8.500          344,600  
                        

 

 

  
                           3,145,082  
                        

 

 

  
                        
 

Gas Distribution (5.0%)

                    
  800       

CNX Midstream Partners LP, Rule 144A, Company Guaranteed Notes
(Callable 04/15/25 @ 102.38)(1)

      (BB, B1)        04/15/30          4.750          625,804  
  750       

Genesis Energy Finance Corp., Company Guaranteed Notes
(Callable 10/31/22 @ 100.00)

      (B, B2)        06/15/24          5.625          706,466  
  425       

Genesis Energy Finance Corp., Company Guaranteed Notes
(Callable 10/31/22 @ 101.63)

      (B, B2)        10/01/25          6.500          385,112  
  675       

Genesis Energy Finance Corp., Company Guaranteed Notes
(Callable 10/31/22 @ 103.13)

      (B, B2)        05/15/26          6.250          587,040  
  1,200       

Hess Midstream Operations LP, Rule 144A, Company Guaranteed Notes
(Callable 06/15/23 @ 102.56)(1)

      (BB+, Ba2)        06/15/28          5.125          1,052,434  
  400       

Hess Midstream Operations LP, Rule 144A, Company Guaranteed Notes
(Callable 10/15/25 @ 102.75)(1)

      (BB+, Ba2)        10/15/30          5.500          343,902  
  400       

Holly Energy Finance Corp., Rule 144A, Company Guaranteed Notes
(Callable 04/15/24 @ 103.19)(1)

      (BB+, Ba3)        04/15/27          6.375          382,426  
  950       

New Fortress Energy, Inc., Rule 144A, Senior Secured Notes
(Callable 03/31/23 @ 103.25)(1)

      (BB-, B1)        09/30/26          6.500          879,158  
  1,180       

Rockies Express Pipeline LLC, Rule 144A, Senior Unsecured Notes
(Callable 04/15/29 @ 100.00)(1)

      (BB+, Ba2)        07/15/29          4.950          1,014,529  
  610       

Rockies Express Pipeline LLC, Rule 144A, Senior Unsecured Notes
(Callable 02/15/30 @ 100.00)(1)

      (BB+, Ba2)        05/15/30          4.800          501,121  
  200       

Suburban Energy Finance Corp., Rule 144A, Senior Unsecured Notes
(Callable 06/01/26 @ 102.50)(1)

      (BB-, B1)        06/01/31          5.000          163,747  
  500       

Tallgrass Energy Finance Corp., Rule 144A, Company Guaranteed Notes
(Callable 10/31/22 @ 105.63)(1)

      (BB-, B1)        10/01/25          7.500          492,000  
                        

 

 

  
                           7,133,739  
                        

 

 

  
                        
 

Health Facility (0.1%)

                    
  200       

Option Care Health, Inc., Rule 144A, Company Guaranteed Notes
(Callable 10/31/24 @ 102.19)(1)

      (B-, B3)        10/31/29          4.375          169,378  
                        

 

 

  
                        
 

Health Services (3.5%)

                    
  1,060       

AMN Healthcare, Inc., Rule 144A, Company Guaranteed Notes
(Callable 04/15/24 @ 102.00)(1)

      (BB-, Ba3)        04/15/29          4.000          895,329  
  1,000       

MEDNAX, Inc., Rule 144A, Company Guaranteed Notes
(Callable 02/15/25 @ 102.69)(1),(2)

      (BB-, Ba3)        02/15/30          5.375          830,099  
  1,600       

Minerva Merger Sub, Inc., Rule 144A, Senior Unsecured Notes
(Callable 02/15/25 @ 103.25)(1),(2)

      (CCC, Caa2)        02/15/30          6.500          1,267,920  
  2,450       

Radiology Partners, Inc., Rule 144A, Company Guaranteed Notes
(Callable 02/01/23 @ 104.63)(1)

      (CCC, Caa2)        02/01/28          9.250          1,602,117  
  393       

Service Corp., International, Global Senior Unsecured Notes
(Callable 05/15/26 @ 102.00)

      (BB, Ba3)        05/15/31          4.000          317,133  
                        

 

 

  
                           4,912,598  
                        

 

 

  

 

 

 

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

September 30, 2022 (unaudited)

 

Par
(000)		              

Ratings†

  (S&P/Moody’s)  

        Maturity            Rate%            Value  
                        
 

CORPORATE BONDS (continued)

                    
 

Insurance Brokerage (3.9%)

                    
$        1,000       

Acrisure Finance, Inc., Rule 144A, Senior Unsecured Notes
(Callable 10/31/22 @ 107.59)(1)

      (CCC+, Caa2)        08/01/26          10.125        $ 963,665  
  181       

Alliant Holdings Co-Issuer, Rule 144A, Senior Unsecured Notes
(Callable 10/31/22 @ 103.38)(1)

      (CCC+, Caa2)        10/15/27          6.750          156,375  
  780       

GTCR AP Finance, Inc., Rule 144A, Senior Unsecured Notes
(Callable 10/31/22 @ 104.00)(1)

      (CCC+, Caa2)        05/15/27          8.000          719,067  
  400       

NFP Corp., Rule 144A, Senior Secured Notes
(Callable 10/01/25 @ 103.75)(1)

      (B, B1)        10/01/30          7.500          380,077  
  625       

NFP Corp., Rule 144A, Senior Secured Notes
(Callable 08/15/23 @ 102.44)(1)

      (B, B1)        08/15/28          4.875          534,150  
  2,712       

NFP Corp., Rule 144A, Senior Unsecured Notes
(Callable 08/15/23 @ 103.44)(1)

      (CCC+, Caa2)        08/15/28          6.875          2,119,848  
  800       

Ryan Specialty Group LLC, Rule 144A, Senior Secured Notes
(Callable 02/01/25 @ 102.19)(1)

      (BB-, B1)        02/01/30          4.375          679,510  
                        

 

 

  
                               5,552,692  
                        

 

 

  
                        
 

Investments & Misc. Financial Services (3.6%)

                    
  1,385       

AG Issuer LLC, Rule 144A, Senior Secured Notes
(Callable 03/01/23 @ 103.13)(1)

      (B-, B2)        03/01/28          6.250          1,199,593  
  1,700       

Armor Holdco, Inc., Rule 144A, Company Guaranteed Notes
(Callable 11/15/24 @ 104.25)(1)

      (CCC+, Caa1)        11/15/29          8.500          1,359,260  
  1,400       

Compass Group Diversified Holdings LLC, Rule 144A, Company Guaranteed Notes
(Callable 04/15/24 @ 102.63)(1)

      (B+, B1)        04/15/29          5.250          1,100,561  
  800       

Compass Group Diversified Holdings LLC, Rule 144A, Senior Unsecured Notes
(Callable 01/15/27 @ 102.50)(1)

      (B+, B1)        01/15/32          5.000          588,706  
  1,040       

Home Point Capital, Inc., Rule 144A, Company Guaranteed Notes
(Callable 02/01/23 @ 102.50)(1),(2)

      (NR, Caa1)        02/01/26          5.000          649,791  
  200       

Paysafe Holdings U.S. Corp., Rule 144A, Senior Secured Notes
(Callable 06/15/24 @ 102.00)(1),(2)

      (B, B2)        06/15/29          4.000          140,105  
                        

 

 

  
                           5,038,016  
                        

 

 

  
                        
 

Machinery (4.9%)

                    
  1,225       

Arcosa, Inc., Rule 144A, Company Guaranteed Notes
(Callable 04/15/24 @ 102.19)(1)

      (BB, Ba2)        04/15/29          4.375          1,043,155  
  1,680       

ATS Automation Tooling Systems, Inc., Rule 144A, Company Guaranteed Notes
(Callable 12/15/23 @ 102.06)(1)

      (BB-, B2)        12/15/28          4.125          1,397,054  
  1,400       

Dornoch Debt Merger Sub, Inc., Rule 144A, Senior Unsecured Notes
(Callable 10/15/24 @ 103.31)(1)

      (CCC, Caa1)        10/15/29          6.625          1,011,224  
  1,700       

Granite U.S. Holdings Corp., Rule 144A, Company Guaranteed Notes
(Callable 10/31/22 @ 105.50)(1)

      (CCC+, Caa1)        10/01/27          11.000          1,605,723  
  2,438       

Harsco Corp., Rule 144A, Company Guaranteed Notes
(Callable 10/31/22 @ 102.88)(1)

      (B+, B3)        07/31/27          5.750          1,527,710  
  400       

Hillenbrand, Inc., Global Company Guaranteed Notes
(Callable 10/31/22 @ 102.88)

      (BB+, Ba1)        06/15/25          5.750          390,516  
                        

 

 

  
                           6,975,382  
                        

 

 

  
                        
 

Managed Care (0.3%)

                    
  505       

HealthEquity, Inc., Rule 144A, Company Guaranteed Notes
(Callable 10/01/24 @ 102.25)(1)

      (B, B3)        10/01/29          4.500          433,669  
                        

 

 

  
                        
 

Media - Diversified (0.1%)

                    
  200       

News Corp., Rule 144A, Company Guaranteed Notes
(Callable 02/15/27 @ 102.56)(1)

      (BB+, Ba1)        02/15/32          5.125          175,901  
                        

 

 

  
                        
 

Media Content (0.7%)

                    
  980       

Diamond Sports Finance Co., Rule 144A, Company Guaranteed Notes
(Callable 10/17/22 @ 103.31)(1)

      (CCC-, Ca)        08/15/27          6.625          72,275  
  491       

Diamond Sports Finance Co., Rule 144A, Secured Notes
(Callable 10/17/22 @ 102.69)(1)

      (CCC+, Caa3)        08/15/26          5.375          97,095  
  200       

Sirius XM Radio, Inc., Rule 144A, Company Guaranteed Notes
(Callable 07/15/24 @ 102.00)(1)

      (BB, Ba3)        07/15/28          4.000          170,538  
  800       

Sirius XM Radio, Inc., Rule 144A, Company Guaranteed Notes
(Callable 07/01/24 @ 102.75)(1)

      (BB, Ba3)        07/01/29          5.500          721,278  
                        

 

 

  
                           1,061,186  
                        

 

 

  

 

 

 

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

September 30, 2022 (unaudited)

 

Par
(000)		              

Ratings†

  (S&P/Moody’s)  

        Maturity            Rate%            Value  
                        
 

CORPORATE BONDS (continued)

                    
 

Medical Products (1.6%)

                    
$           675       

Embecta Corp., Rule 144A, Senior Secured Notes
(Callable 02/15/27 @ 101.25)(1)

      (B+, Ba3)        02/15/30          5.000        $ 580,378  
  800       

Medline Borrower LP, Rule 144A, Senior secured Notes
(Callable 10/01/24 @ 101.94)(1)

      (B+, B1)        04/01/29          3.875          643,324  
  1,400       

Medline Borrower LP, Rule 144A, Senior Unsecured Notes
(Callable 10/01/24 @ 102.63)(1),(2)

      (B-, Caa1)        10/01/29          5.250          1,060,430  
                        

 

 

  
                               2,284,132  
                        

 

 

  
                        
 

Metals & Mining - Excluding Steel (4.6%)

                    
  800       

Alcoa Nederland Holding B.V., Rule 144A, Company Guaranteed Notes
(Callable 06/15/23 @ 102.75)(1)

      (BB+, Baa3)        12/15/27          5.500          747,804  
  250       

Canpack U.S. LLC, Rule 144A, Company Guaranteed Notes
(Callable 11/15/24 @ 101.94)(1)

      (BB, NR)        11/15/29          3.875          195,825  
  1,800       

ERO Copper Corp., Rule 144A, Company Guaranteed Notes
(Callable 02/15/25 @ 103.25)(1),(2)

      (B, B1)        02/15/30          6.500          1,336,670  
  1,500       

First Quantum Minerals Ltd., Rule 144A, Company Guaranteed Notes
(Callable 10/11/22 @ 103.44)(1)

      (B+, NR)        03/01/26          6.875          1,385,925  
  400       

Kaiser Aluminum Corp., Rule 144A, Company Guaranteed Notes
(Callable 03/01/23 @ 102.31)(1)

      (BB, B1)        03/01/28          4.625          327,080  
  400       

Kaiser Aluminum Corp., Rule 144A, Company Guaranteed Notes
(Callable 06/01/26 @ 102.25)(1)

      (BB, B1)        06/01/31          4.500          293,640  
  110       

Novelis Corp., Rule 144A, Company Guaranteed Notes
(Callable 01/30/25 @ 102.38)(1)

      (BB, Ba3)        01/30/30          4.750          90,478  
  1,129       

SunCoke Energy, Inc., Rule 144A, Senior Secured Notes
(Callable 06/30/24 @ 102.44)(1)

      (BB, B1)        06/30/29          4.875          873,061  
  1,550       

Taseko Mines Ltd., Rule 144A, Senior Secured Notes
(Callable 02/15/23 @ 103.50)(1)

      (B-, B3)        02/15/26          7.000          1,235,071  
                        

 

 

  
                           6,485,554  
                        

 

 

  
                        
 

Packaging (2.2%)

                    
  460       

Ardagh Metal Packaging Finance PLC, Rule 144A, Senior Unsecured Notes
(Callable 05/15/24 @ 101.50)(1),(3)

      (B+, B3)        09/01/29          3.000          323,043  
  400       

Intelligent Packaging Ltd. Co-Issuer LLC, Rule 144A, Senior Secured Notes
(Callable 10/31/22 @ 103.00)(1)

      (B-, B3)        09/15/28          6.000          319,116  
  525       

Pactiv Evergreen Group Issuer LLC, Rule 144A, Senior Secured Notes
(Callable 10/15/23 @ 102.00)(1)

      (B+, B1)        10/15/27          4.000          441,208  
  2,380       

TriMas Corp., Rule 144A, Company Guaranteed Notes
(Callable 04/15/24 @ 102.06)(1)

      (BB-, Ba3)        04/15/29          4.125          2,014,111  
                        

 

 

  
                           3,097,478  
                        

 

 

  
                        
 

Personal & Household Products (1.2%)

                    
  800       

Diamond BC B.V., Rule 144A, Company Guaranteed Notes
(Callable 10/01/24 @ 102.31)(1),(2)

      (B, Caa1)        10/01/29          4.625          562,304  
  1,350       

High Ridge Brands Co., Rule 144A, Senior Unsecured Notes(1),(4),(5)

      (NR, NR)        03/15/25          0.000          11,813  
  1,600       

MajorDrive Holdings IV LLC, Rule 144A, Senior Unsecured Notes
(Callable 06/01/24 @ 103.19)(1)

      (CCC+, Caa2)        06/01/29          6.375          1,105,200  
                        

 

 

  
                           1,679,317  
                        

 

 

  
                        
 

Pharmaceuticals (2.1%)

                    
  500       

Bausch Health Americas, Inc., Rule 144A, Company Guaranteed Notes
(Callable 10/31/22 @ 104.63)(1)

      (D, Ca)        04/01/26          9.250          293,580  
  250       

Bausch Health Cos., Inc., Rule 144A, Company Guaranteed Notes
(Callable 10/31/22 @ 104.50)(1)

      (D, Ca)        12/15/25          9.000          157,301  
  500       

Bausch Health Cos., Inc., Rule 144A, Company Guaranteed Notes
(Callable 05/30/24 @ 103.63)(1)

      (D, Ca)        05/30/29          7.250          192,350  
  700       

Bausch Health Cos., Inc., Rule 144A, Company Guaranteed Notes
(Callable 01/30/25 @ 102.63)(1)

      (D, Ca)        01/30/30          5.250          262,533  
  400       

Bausch Health Cos., Inc., Rule 144A, Senior Secured Notes
(Callable 06/01/24 @ 102.44)(1)

      (B, Caa1)        06/01/28          4.875          258,552  
  708       

Emergent BioSolutions, Inc., Rule 144A, Company Guaranteed Notes
(Callable 08/15/23 @ 101.94)(1)

      (BB-, B1)        08/15/28          3.875          472,126  
  650       

Endo Finance LLC, Rule 144A, Senior Secured Notes
(Callable 10/31/22 @ 100.00)(1),(4)

      (D, NR)        10/15/24          5.875          534,770  
  400       

Endo U.S., Inc., Rule 144A, Senior Secured Notes
(Callable 04/01/24 @ 104.59)(1),(4)

      (D, NR)        04/01/29          6.125          316,363  

 

 

 

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

September 30, 2022 (unaudited)

 

Par
(000)		              

Ratings†

  (S&P/Moody’s)  

        Maturity            Rate%            Value  
                        
 

CORPORATE BONDS (continued)

                    
 

Pharmaceuticals (continued)

                    
$           540       

Grifols Escrow Issuer S.A., Rule 144A, Senior Unsecured Notes
(Callable 10/15/24 @ 102.38)(1)

      (B-, B3)        10/15/28          4.750        $ 418,294  
                        

 

 

  
                               2,905,869  
                        

 

 

  
                        
 

Real Estate Development & Management (0.6%)

                    
  1,135       

WeWork Cos., Inc., Rule 144A, Company Guaranteed Notes(1)

      (CCC+, NR)        05/01/25          7.875          786,691  
                        

 

 

  
                        
 

Real Estate Investment Trusts (2.3%)

                    
  1,271       

Global Net Lease Operating Partnership LP, Rule 144A, Company Guaranteed Notes
(Callable 09/15/27 @ 100.00)(1)

      (BBB-, Ba3)        12/15/27          3.750          993,626  
  1,400       

iStar, Inc., Global Senior Unsecured Notes
(Callable 10/31/22 @ 102.75)

      (BB, Ba2)        02/15/26          5.500          1,410,542  
  200       

iStar, Inc., Senior Unsecured Notes
(Callable 07/01/24 @ 100.00)

      (BB, Ba2)        10/01/24          4.750          197,541  
  750       

VICI Note Co., Inc., Rule 144A, Company Guaranteed Notes
(Callable 11/01/26 @ 100.00)(1)

      (BBB-, Ba1)        02/01/27          5.750          708,334  
                        

 

 

  
                           3,310,043  
                        

 

 

  
                        
 

Recreation & Travel (5.5%)

                    
  800       

Boyne U.S.A., Inc., Rule 144A, Senior Unsecured Notes
(Callable 05/15/24 @ 102.38)(1)

      (B, B1)        05/15/29          4.750          671,282  
  1,227       

Merlin Entertainments Ltd., Rule 144A, Secured Notes
(Callable 03/17/26 @ 100.00)(1)

      (B, B2)        06/15/26          5.750          1,144,460  
  500       

Motion Bondco DAC, Rule 144A, Company Guaranteed Notes
(Callable 11/15/22 @ 103.31)(1),(2)

      (CCC, Caa2)        11/15/27          6.625          424,097  
  2,575       

SeaWorld Parks & Entertainment, Inc., Rule 144A, Company Guaranteed Notes
(Callable 08/15/24 @ 102.63)(1),(2)

      (B-, B3)        08/15/29          5.250          2,144,202  
  300       

SeaWorld Parks & Entertainment, Inc., Rule 144A, Senior Secured Notes
(Callable 10/31/22 @ 104.38)(1)

      (BB-, Ba3)        05/01/25          8.750          306,665  
  1,150       

Six Flags Entertainment Corp., Rule 144A, Company Guaranteed Notes
(Callable 10/31/22 @ 100.00)(1)

      (B-, B3)        07/31/24          4.875          1,096,847  
  2,315       

Speedway Funding II, Inc., Rule 144A, Senior Unsecured Notes
(Callable 11/01/22 @ 102.44)(1)

      (BB, B2)        11/01/27          4.875          2,016,302  
                        

 

 

  
                           7,803,855  
                        

 

 

  
                        
 

Restaurants (0.8%)

                    
  1,225       

Yum! Brands, Inc., Global Senior Unsecured Notes
(Callable 04/01/27 @ 102.69)

      (BB, Ba3)        04/01/32          5.375          1,088,711  
                        

 

 

  
                        
 

Software - Services (6.9%)

                    
  635       

CA Magnum Holdings, Rule 144A, Senior Secured Notes
(Callable 10/31/23 @ 102.69)(1)

      (NR, B1)        10/31/26          5.375          535,043  
  875       

Central Parent, Inc., Rule 144A, Senior Secured Notes
(Callable 06/15/25 @ 103.63)(1)

      (B+, B1)        06/15/29          7.250          833,700  
  2,100       

Elastic NV, Rule 144A, Senior Unsecured Notes
(Callable 07/15/24 @ 102.06)(1)

      (B+, B1)        07/15/29          4.125          1,661,793  
  1,775       

Endurance International Group Holdings, Inc., Rule 144A, Senior Unsecured Notes
(Callable 02/15/24 @ 103.00)(1)

      (CCC+, Caa2)        02/15/29          6.000          1,182,005  
  631       

II-VI, Inc., Rule 144A, Company Guaranteed Notes
(Callable 12/14/24 @ 102.50)(1)

      (B+, B2)        12/15/29          5.000          523,490  
  635       

Open Text Corp., Rule 144A, Company Guaranteed Notes
(Callable 12/01/24 @ 101.94)(1)

      (BB, Ba2)        12/01/29          3.875          490,049  
  825       

Open Text Holdings, Inc., Rule 144A, Company Guaranteed Notes
(Callable 12/01/26 @ 102.06)(1)

      (BB, Ba2)        12/01/31          4.125          627,759  
  1,807       

Presidio Holdings, Inc., Rule 144A, Company Guaranteed Notes
(Callable 02/01/23 @ 104.13)(1)

      (CCC+, Caa1)        02/01/28          8.250          1,560,770  
  2,705       

Virtusa Corp., Rule 144A, Senior Unsecured Notes
(Callable 12/15/23 @ 103.56)(1)

      (CCC+, Caa2)        12/15/28          7.125          1,997,237  
  400       

ZoomInfo Finance Corp., Rule 144A, Company Guaranteed Notes
(Callable 02/01/24 @ 101.94)(1)

      (B+, B1)        02/01/29          3.875          327,248  
                        

 

 

  
                           9,739,094  
                        

 

 

  
                        
 

Specialty Retail (3.9%)

                    
  40       

Asbury Automotive Group, Inc., Global Company Guaranteed Notes
(Callable 03/01/23 @ 102.25)

      (BB, B1)        03/01/28          4.500          33,892  
  491       

Asbury Automotive Group, Inc., Global Company Guaranteed Notes
(Callable 03/01/25 @ 102.38)

      (BB, B1)        03/01/30          4.750          384,777  

 

 

 

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

September 30, 2022 (unaudited)

 

Par
(000)		              

Ratings†

  (S&P/Moody’s)  

        Maturity            Rate%            Value  
                        
 

CORPORATE BONDS (continued)

                    
 

Specialty Retail (continued)

                    
$           200       

Asbury Automotive Group, Inc., Rule 144A, Company Guaranteed Notes
(Callable 11/15/24 @ 102.31)(1)

      (BB, B1)        11/15/29          4.625        $        160,379  
  200       

Asbury Automotive Group, Inc., Rule 144A, Company Guaranteed Notes
(Callable 11/15/26 @ 102.50)(1)

      (BB, B1)        02/15/32          5.000          153,382  
  950       

eG Global Finance PLC, Rule 144A, Senior Secured Notes
(Callable 10/31/22 @ 102.13)(1)

      (B-, B3)        10/30/25          8.500          831,833  
  400       

LCM Investments Holdings II LLC, Rule 144A, Senior Unsecured Notes
(Callable 05/01/24 @ 102.44)(1)

      (BB-, B2)        05/01/29          4.875          310,345  
  200       

Murphy Oil U.S.A., Inc., Rule 144A, Company Guaranteed Notes
(Callable 02/15/26 @ 101.88)(1)

      (BB+, Ba2)        02/15/31          3.750          161,146  
  400       

Penske Automotive Group, Inc., Company Guaranteed Notes
(Callable 06/15/24 @ 101.88)

      (BB-, Ba3)        06/15/29          3.750          318,694  
  68       

Ruyi U.S. Finance LLC(6),(8)

      (NR, NR)        05/01/25          0.000          38,225  
  51       

Ruyi U.S. Finance LLC, Rule 144A, Senior Secured Notes
(Callable 10/31/22 @ 103.75)(1),(6),(8)

      (NR, NR)        05/01/25          7.500          38,508  
  1,850       

Ruyi U.S. Finance LLC, Rule 144A, Senior Secured Notes
(Callable 10/31/22 @ 103.75)(1)

      (NR, Caa1)        05/01/25          7.500          1,458,512  
  600       

Sonic Automotive, Inc., Rule 144A, Company Guaranteed Notes
(Callable 11/15/24 @ 102.31)(1)

      (BB-, B1)        11/15/29          4.625          471,711  
  1,150       

Sonic Automotive, Inc., Rule 144A, Company Guaranteed Notes
(Callable 11/15/26 @ 102.44)(1),(2)

      (BB-, B1)        11/15/31          4.875          872,988  
  450       

Wolverine World Wide, Inc., Rule 144A, Company Guaranteed Notes
(Callable 08/15/24 @ 102.00)(1)

      (BB-, Ba3)        08/15/29          4.000          343,967  
                        

 

 

  
                           5,578,359  
                        

 

 

  
                        
 

Support - Services (8.8%)

                    
  582       

Allied Universal Finance Corp., Rule 144A, Senior Secured Notes
(Callable 06/01/24 @ 102.31)(1)

      (B, B2)        06/01/28          4.625          440,257  
  1,223       

Allied Universal Finance Corp., Rule 144A, Senior Unsecured Notes
(Callable 10/31/22 @ 104.88)(1)

      (CCC+, Caa1)        07/15/27          9.750          1,006,868  
  1,300       

Allied Universal Finance Corp., Rule 144A, Senior Unsecured Notes
(Callable 06/01/24 @ 103.00)(1),(2)

      (CCC+, Caa1)        06/01/29          6.000          841,684  
  400       

APi Escrow Corp., Rule 144A, Company Guaranteed Notes
(Callable 10/15/24 @ 102.38)(1)

      (B, B1)        10/15/29          4.750          335,806  
  475       

APi Group DE, Inc., Rule 144A, Company Guaranteed Notes
(Callable 07/15/24 @ 102.06)(1)

      (B, B1)        07/15/29          4.125          377,361  
  400       

Clarivate Science Holdings Corp., Rule 144A, Company Guaranteed Notes
(Callable 06/30/24 @ 102.44)(1),(2)

      (CCC+, Caa1)        07/01/29          4.875          313,844  
  1,600       

CoreLogic, Inc., Rule 144A, Senior Secured Notes
(Callable 05/01/24 @ 102.25)(1)

      (B-, B2)        05/01/28          4.500          1,146,336  
  2,035       

GEMS Education Delaware LLC, Rule 144A, Senior Secured Notes
(Callable 10/31/22 @ 103.56)(1)

      (B-, B3)        07/31/26          7.125          1,914,135  
  2,000       

GYP Holdings III Corp., Rule 144A, Company Guaranteed Notes
(Callable 05/01/24 @ 102.31)(1)

      (B, B1)        05/01/29          4.625          1,525,624  
  800       

Pike Corp., Rule 144A, Company Guaranteed Notes
(Callable 09/01/23 @ 102.75)(1)

      (CCC+, B3)        09/01/28          5.500          649,024  
  1,197       

TMS International Corp., Rule 144A, Senior Unsecured Notes
(Callable 04/15/24 @ 103.13)(1)

      (B, Caa1)        04/15/29          6.250          852,025  
  500       

WESCO Distribution, Inc., Rule 144A, Company Guaranteed Notes
(Callable 10/31/22 @ 103.56)(1)

      (BB, Ba3)        06/15/25          7.125          501,075  
  500       

WESCO Distribution, Inc., Rule 144A, Company Guaranteed Notes
(Callable 06/15/23 @ 103.63)(1)

      (BB, Ba3)        06/15/28          7.250          490,793  
  1,231       

White Cap Buyer LLC, Rule 144A, Senior Unsecured Notes
(Callable 10/15/23 @ 103.44)(1)

      (CCC+, Caa1)        10/15/28          6.875          1,018,043  
  595       

Williams Scotsman International, Inc., Rule 144A, Senior Secured Notes
(Callable 08/15/23 @ 102.31)(1)

      (B+, B2)        08/15/28          4.625          521,708  
  700       

ZipRecruiter, Inc., Rule 144A, Senior Unsecured Notes
(Callable 01/15/25 @ 102.50)(1)

      (BB-, B2)        01/15/30          5.000          566,615  
                        

 

 

  
                           12,501,198  
                        

 

 

  
                        
 

Tech Hardware & Equipment (3.9%)

                    
  1,200       

Ciena Corp., Rule 144A, Company Guaranteed Notes
(Callable 01/31/25 @ 102.00)(1)

      (BB, Ba1)        01/31/30          4.000          1,003,662  
  759       

CommScope Technologies LLC, Rule 144A, Company Guaranteed Notes
(Callable 10/11/22 @ 101.00)(1)

      (CCC+, Caa1)        06/15/25          6.000          675,457  

 

 

 

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

September 30, 2022 (unaudited)

 

Par
(000)		              

Ratings†

  (S&P/Moody’s)  

        Maturity            Rate%            Value  
                        
 

CORPORATE BONDS (continued)

                    
 

Tech Hardware & Equipment (continued)

                    
$ 340       

CommScope Technologies LLC, Rule 144A, Company Guaranteed Notes
(Callable 10/11/22 @ 102.50)(1)

      (CCC+, Caa1)        03/15/27          5.000        $ 257,154  
         1,350       

Entegris Escrow Corp., Rule 144A, Senior Secured Notes
(Callable 01/15/29 @ 100.00)(1)

      (BB+, Baa3)        04/15/29          4.750          1,192,144  
  1,600       

Imola Merger Corp., Rule 144A, Senior Secured Notes
(Callable 05/15/24 @ 102.38)(1)

      (BB-, B1)        05/15/29          4.750          1,353,632  
  1,320       

Vertiv Group Corp., Rule 144A, Senior Secured Notes
(Callable 11/15/24 @ 102.06)(1)

      (BB-, B1)        11/15/28          4.125          1,064,600  
                        

 

 

  
                               5,546,649  
                        

 

 

  
                        
 

Telecom - Wireline Integrated & Services (2.6%)

                    
  1,656       

Altice France S.A., Rule 144A, Senior Secured Notes
(Callable 09/15/23 @ 102.56)(1)

      (B, B2)        01/15/29          5.125          1,224,903  
  200       

Altice France S.A., Rule 144A, Senior Secured Notes
(Callable 04/15/24 @ 102.56)(1)

      (B, B2)        07/15/29          5.125          149,894  
  200       

Altice France S.A., Rule 144A, Senior Secured Notes
(Callable 10/15/24 @ 102.75)(1)

      (B, B2)        10/15/29          5.500          150,983  
  2,651       

GTT Communications, Inc., Rule 144A, Company Guaranteed Notes
(Callable 10/31/22 @ 101.97)(1),(4),(5)

      (NR, NR)        12/31/24          0.000          212,080  
  1,193       

LCPR Senior Secured Financing DAC, Rule 144A, Senior Secured Notes
(Callable 10/31/22 @ 103.38)(1)

      (B+, B1)        10/15/27          6.750          991,830  
  200       

LCPR Senior Secured Financing DAC, Rule 144A, Senior Secured Notes
(Callable 07/15/24 @ 102.56)(1)

      (B+, B1)        07/15/29          5.125          150,890  
  500       

Virgin Media Secured Finance PLC, Rule 144A, Senior Secured Notes
(Callable 10/10/22 @ 102.50)(1),(9)

      (BB-, Ba3)        04/15/27          5.000          486,090  
  400       

Vmed O2 UK Financing I PLC, Rule 144A, Senior Secured Notes
(Callable 01/31/26 @ 102.13)(1)

      (BB-, Ba3)        01/31/31          4.250          303,316  
                        

 

 

  
                           3,669,986  
                        

 

 

  
                        
 

Theaters & Entertainment (2.1%)

                    
  1,538       

AMC Entertainment Holdings, Inc., 10.00% Cash, 12.00% PIK, Rule 144A, Secured Notes
(Callable 06/15/23 @ 106.00)(1),(10)

      (CCC-, Caa3)        06/15/26          10.000          1,051,902  
  1,025       

Live Nation Entertainment, Inc., Rule 144A, Company Guaranteed Notes
(Callable 10/31/22 @ 101.22)(1)

      (B-, B3)        11/01/24          4.875          990,709  
  700       

Live Nation Entertainment, Inc., Rule 144A, Company Guaranteed Notes
(Callable 10/31/22 @ 102.81)(1)

      (B-, B3)        03/15/26          5.625          666,531  
  325       

Live Nation Entertainment, Inc., Rule 144A, Company Guaranteed Notes
(Callable 10/31/22 @ 103.56)(1)

      (B-, B3)        10/15/27          4.750          282,825  
                        

 

 

  
                           2,991,967  
                        

 

 

  
                        
 

Trucking & Delivery (0.5%)

                    
  800       

XO Management Holdings, Inc., Rule 144A, Senior Unsecured Notes
(Callable 02/01/25 @ 103.19)(1)

      (B-, Caa1)        02/01/30          6.375          655,980  
                        

 

 

  
 

TOTAL CORPORATE BONDS (Cost $174,107,224)

                  141,353,061  
                        

 

 

  
                        
 

BANK LOANS (29.6%)

                    
 

Aerospace & Defense (1.4%)

                    
  1,050       

Amentum Government Services Holdings LLC, LIBOR 6M + 8.750%(6),(11)

      (NR, NR)        01/31/28          12.920          971,250  
  299       

Amentum Government Services Holdings LLC, SOFR 3M + 4.000%(6),(11)

      (B, B1)        02/15/29         
 7.206
–7.558		  
 		        286,532  
  728       

Peraton Corp., LIBOR 1M + 7.750%(11)

      (NR, NR)        02/01/29          10.568          692,615  
                        

 

 

  
                           1,950,397  
                        

 

 

  
                        
 

Auto Parts & Equipment (0.6%)

                    
  243       

Jason Group, Inc., LIBOR 1M + 1.000% Cash, 9.000% PIK(10),(11)

      (NR, NR)        03/02/26          13.115          240,656  
  329       

Jason Group, Inc., LIBOR 1M + 2.000% Cash, 4.000% PIK(10),(11)

      (NR, NR)        08/28/25          9.115          312,927  
  352       

U.S. Farathane LLC, LIBOR 3M + 4.250%(11)

      (CCC+, B2)        12/23/24          7.924          311,347  
                        

 

 

  
                           864,930  
                        

 

 

  
                        
 

Banking (0.6%)

                    
  887       

Citco Funding LLC, LIBOR 3M + 2.500%(6),(11)

      (NR, Ba3)        09/28/23          6.174          885,533  
                        

 

 

  

 

 

 

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

September 30, 2022 (unaudited)

 

Par
(000)		              

Ratings†

  (S&P/Moody’s)  

        Maturity            Rate%            Value  
                        
 

BANK LOANS (continued)

                    
 

Building Materials (0.3%)

                    
$           534       

Cornerstone Building Brands, Inc., SOFR 1M + 5.625%(11)

      (B, B2)        08/01/28          8.470        $        491,724  
                        

 

 

  
                        
 

Chemicals (3.0%)

                    
  1,455       

Ascend Performance Materials Operations LLC, SOFR 6M + 4.750%(11)

      (BB-, Ba3)        08/27/26          8.831          1,428,585  
  802       

Polar U.S. Borrower LLC, LIBOR 1M + 4.750%, LIBOR 3M + 4.750%(11)

      (B-, B3)        10/15/25         
 6.714
–7.205		  
 		        654,582  
  1,750       

Vantage Specialty Chemicals, Inc.,
LIBOR 3M + 8.250%(7),(11)

      (CCC, Caa2)        10/27/25          11.320          1,700,414  
  544       

Zep, Inc., LIBOR 3M + 4.000%(11)

      (CCC+, B2)        08/12/24          7.674          479,572  
                        

 

 

  
                           4,263,153  
                        

 

 

  
                        
 

Diversified Capital Goods (0.7%)

                    
  1,029       

Electrical Components International, Inc., PRIME + 7.500%(6),(11)

      (B-, B2)        06/26/25          13.750          951,582  
                        

 

 

  
                        
 

Electronics (1.6%)

                    
  750       

CPI International, Inc., LIBOR 1M + 7.250%(6),(7),(11)

      (CCC+, Caa2)        07/26/25          10.365          738,290  
  1,530       

Idemia Group, LIBOR 3M + 4.500%(11)

      (B-, B3)        01/09/26          8.174          1,463,346  
                        

 

 

  
                           2,201,636  
                        

 

 

  
                        
 

Food & Drug Retailers (0.7%)

                    
  1,000       

WOOF Holdings, Inc., LIBOR 3M + 7.250%(11)

      (CCC, Caa2)        12/21/28          10.815          960,000  
                        

 

 

  
                        
 

Food - Wholesale (0.2%)

                    
  338       

United Natural Foods, Inc., SOFR 1M + 3.250%(11)

      (BB-, B1)        10/22/25          6.399          334,031  
                        

 

 

  
                        
 

Gas Distribution (0.7%)

                    
  1,073       

Traverse Midstream Partners LLC, SOFR 3M + 4.250%(11)

      (B+, B3)        09/27/24          5.950          1,051,287  
                        

 

 

  
                        
 

Health Services (1.8%)

                    
  524       

Carestream Health, Inc., LIBOR 3M + 7.250%(8),(11)

      (NR, NR)        05/08/23          10.924          468,512  
  819       

MedAssets Software Intermediate Holdings, Inc.(12)

      (CCC, Caa2)        12/17/29          0.000          707,411  
  1,612       

U.S. Radiology Specialists, Inc., LIBOR 3M + 5.250%(11)

      (B-, B3)        12/15/27          8.924          1,426,263  
                        

 

 

  
                           2,602,186  
                        

 

 

  
                        
 

Investments & Misc. Financial Services (1.6%)

                    
  1,500       

AqGen Ascensus, Inc., LIBOR 3M + 6.500%(11)

      (CCC, Caa2)        08/02/29          8.813          1,357,500  
  865       

Deerfield Dakota Holding LLC,
LIBOR 1M + 6.750%(6),(11)

      (CCC, Caa2)        04/07/28          9.865          841,587  
  520       

Ditech Holding Corp.(4),(5),(6)

      (NR, NR)        06/30/22          0.000          65,053  
                        

 

 

  
                           2,264,140  
                        

 

 

  
                        
 

Life Insurance (0.5%)

                    
  939       

Vida Capital, Inc., LIBOR 1M + 6.000%(11)

      (CCC+, B2)        10/01/26          9.115          735,649  
                        

 

 

  
                        
 

Machinery (1.1%)

                    
  487       

Granite Holdings U.S. Acquisition Co., LIBOR 3M + 4.000%(11)

      (B, B1)        09/30/26          7.674          469,665  
  798       

LTI Holdings, Inc., LIBOR 1M + 6.750%(7),(11)

      (CCC+, Caa2)        09/06/26          9.865          705,130  
  436       

LTI Holdings, Inc., LIBOR 1M + 3.250%(11)

      (B-, B2)        09/06/25          6.365          404,946  
                        

 

 

  
                           1,579,741  
                        

 

 

  
                        
 

Medical Products (0.9%)

                    
  615       

Femur Buyer, Inc., LIBOR 3M + 5.500%(6),(11)

      (NR, NR)        03/05/24          9.174          524,511  
  688       

Viant Medical Holdings, Inc., LIBOR 1M + 6.250%(6),(11)

      (CCC+, B3)        07/02/25          9.365          679,000  
                        

 

 

  
                           1,203,511  
                        

 

 

  
                        
 

Packaging (0.2%)

                    
  540       

Strategic Materials, Inc., LIBOR 3M + 7.750%(6),(7),(11)

      (CC, C)        10/31/25          10.532          216,000  
                        

 

 

  
                        
 

Personal & Household Products (1.6%)

                    
  800       

ABG Intermediate Holdings 2 LLC, SOFR
1M + 6.000%(11)

      (CCC+, Caa1)        12/20/29          9.134          758,000  
  1,106       

Serta Simmons Bedding LLC, LIBOR 1M + 7.500%(11)

      (B-, B3)        08/10/23          10.793          1,080,153  
  745       

Serta Simmons Bedding LLC, LIBOR 1M + 7.500%(11)

      (CCC+, Ca)        08/10/23          10.793          398,730  
                        

 

 

  
                           2,236,883  
                        

 

 

  
                        
 

Pharmaceuticals (0.3%)

                    
  384       

Akorn, Inc., LIBOR 3M + 7.500%(11)

      (CCC+, Caa3)        10/01/25          9.777          372,294  
                        

 

 

  
                        
 

Recreation & Travel (1.9%)

                    
  763       

Bulldog Purchaser, Inc., LIBOR 1M + 7.750%(11)

      (CCC-, Caa3)        09/04/26          10.884          670,575  

 

 

 

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

September 30, 2022 (unaudited)

 

Par
(000)		              

Ratings†

  (S&P/Moody’s)  

        Maturity            Rate%            Value  
                        
 

BANK LOANS (continued)

                    
 

Recreation & Travel (continued)

                    
$           973       

Bulldog Purchaser, Inc., LIBOR 1M + 3.750%(11)

      (B-, B3)        09/05/25          6.884        $        884,721  
  527       

Hornblower Sub LLC, LIBOR 3M + 4.500%(11)

      (CCC-, Caa2)        04/27/25          8.670          373,828  
  773       

Hornblower Sub LLC, LIBOR 3M + 8.125%(6),(11)

      (NR, NR)        11/10/25          11.048          777,062  
                        

 

 

  
                           2,706,186  
                        

 

 

  
                        
 

Restaurants (0.1%)

                    
  200       

Tacala LLC, LIBOR 1M + 7.500%(6),(11)

      (CCC, Caa2)        02/04/28          10.615          184,000  
                        

 

 

  
                        
 

Software - Services (4.5%)

                    
  1,200       

Aston FinCo Sarl, LIBOR 1M + 4.250%(11)

      (B-, B2)        10/09/26          7.365          1,131,728  
  595       

Astra Acquisition Corp., LIBOR 1M + 5.250%(11)

      (B-, B2)        10/25/28          8.365          508,873  
  600       

CommerceHub, Inc., LIBOR 1M + 7.000%(11)

      (CCC, Caa2)        12/29/28          10.674          481,500  
  1,250       

Epicor Software Corp., LIBOR 1M + 7.750%(11)

      (CCC, Caa2)        07/31/28          10.865          1,226,250  
  464       

Finastra U.S.A., Inc., LIBOR 3M + 3.500%(11)

      (B-, B2)        06/13/24          6.871          405,161  
  2,361       

Finastra U.S.A., Inc., LIBOR 1W + 7.250%(11)

      (CCC, Caa2)        06/13/25          8.489          1,943,130  
  500       

Quest Software U.S. Holdings, Inc.(12)

      (B-, B2)        02/01/29          0.000          372,500  
  499       

Redstone Holdco 2 LP(12)

      (B-, B3)        04/27/28          0.000          372,559  
                        

 

 

  
                           6,441,701  
                        

 

 

  
                        
 

Support - Services (2.1%)

                    
  2,260       

Change Healthcare Holdings LLC, PRIME + 1.500%(11)

      (B+, B1)        03/01/24          7.750          2,256,244  
  400       

LaserShip, Inc., LIBOR 3M + 7.500%(6),(11)

      (CCC, Caa2)        05/07/29          10.377          312,000  
  400       

TruGreen LP, LIBOR 1M + 8.500%(6),(11)

      (CCC+, Caa2)        11/02/28          11.615          360,000  
                        

 

 

  
                           2,928,244  
                        

 

 

  
                        
 

Telecom - Wireline Integrated & Services (1.1%)

                    
  1,028       

Patagonia Holdco LLC, SOFR 3M + 5.750%(11)

      (NR, B1)        08/01/29          8.386          831,110  
  875       

TVC Albany, Inc., LIBOR 1M + 7.500%(7),(11)

      (CCC, Caa2)        07/23/26          10.620          797,344  
                        

 

 

  
                           1,628,454  
                        

 

 

  
                        
 

Theaters & Entertainment (2.1%)

                    
  780       

Technicolor Creative Studios, EURIBOR
3M + 6.000%(3),(11)

      (B, B2)        09/07/26          7.000          712,548  
  844       

TopGolf International, Inc., LIBOR 1M + 6.250%(11)

      (B, B3)        02/09/26          9.334          838,428  
  1,419       

William Morris Endeavor Entertainment LLC, LIBOR 1M + 2.750%(11)

      (B, B3)        05/18/25          5.870          1,357,446  
                        

 

 

  
                           2,908,422  
                        

 

 

  
 

TOTAL BANK LOANS (Cost $45,910,676)

                       41,961,684  
                        

 

 

  
                        
 

ASSET BACKED SECURITIES (7.1%)

                    
 

Collateralized Debt Obligations (7.1%)

                    
  650       

Anchorage Capital CLO 15 Ltd., 2020-15A, Rule 144A, LIBOR 3M + 7.400%(1),(11)

      (NR, Ba3)        07/20/34          10.110          558,638  
  1,000       

Anchorage Capital CLO 25 Ltd., 2022-25A, Rule 144A, SOFR 3M + 7.170%(1),(11)

      (NR, Ba3)        04/20/35          9.647          838,682  
  500       

Anchorage Credit Funding Ltd., 2016-4A, Rule 144A(1)

      (NR, Ba3)        04/27/39          6.659          390,526  
  750       

Battalion CLO 18 Ltd., 2020-18A, Rule 144A, LIBOR 3M + 6.710%(1),(11)

      (BB-, NR)        10/15/36          9.222          617,381  
  1,000       

Battalion CLO XV Ltd., 2020-15A, Rule 144A, LIBOR 3M + 6.350%(1),(11)

      (BB-, NR)        01/17/33          9.090          889,738  
  1,000       

Cedar Funding VI CLO Ltd., 2016-6A, Rule 144A, LIBOR 3M + 6.720%(1),(11)

      (BB-, NR)        04/20/34          9.430          893,528  
  1,000       

KKR CLO Ltd., 14, Rule 144A, LIBOR
3M + 6.150%(1),(11)

      (NR, B1)        07/15/31          8.662          827,185  
  1,000       

KKR CLO Ltd., 16, Rule 144A, LIBOR
3M + 7.110% (1),(11)

      (BB-, NR)        10/20/34          9.820          855,850  
  1,000       

Marble Point CLO XXIII Ltd., 2021-4A, Rule 144A, LIBOR 3M + 5.750%(1),(11)

      (NR, Ba1)        01/22/35          8.509          884,764  
  400       

MP CLO III Ltd., 2013-1A, Rule 144A, LIBOR 3M + 3.050%(1),(11)

      (NR, Ba1)        10/20/30          5.760          346,690  
  1,000       

Oaktree CLO Ltd., 2019-4A, Rule 144A, LIBOR 3M + 7.230%(1),(11)

      (BB-, NR)        10/20/32          9.940          849,905  
  1,000       

Palmer Square Credit Funding Ltd., 2019-1A, Rule 144A(1)

      (NR, Baa2)        04/20/37          5.459          880,792  
  1,000       

Venture 41 CLO Ltd., 2021-41A, Rule 144A, LIBOR 3M + 7.710%(1),(11)

      (BB-, NR)        01/20/34          10.420          869,335  
  400       

Vibrant Clo VII Ltd., 2017-7A, Rule 144A, LIBOR 3M + 3.600%(1),(11)

      (NR, Baa3)        09/15/30          6.310          355,429  
                        

 

 

  
 

TOTAL ASSET BACKED SECURITIES (Cost $11,470,736)

                  10,058,443  
                        

 

 

  

 

 

 

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

September 30, 2022 (unaudited)

 

Shares                                                                                                       Value  
                        
 

COMMON STOCKS (1.5%)

                    
 

Auto Parts & Equipment (0.2%)

                    
  18,270       

Jason Group, Inc.(5),(6)

                     $ 196,405  
                        

 

 

  
                        
 

Chemicals (0.5%)

                    
  2,794       

Project Investor Holdings LLC(5),(6),(7),(8)

                       28  
  46,574       

Proppants Holdings LLC(5),(6),(7),(8)

                       931  
  10,028       

UTEX Industries, Inc.(5),(6)

                       671,876  
                        

 

 

  
                           672,835  
                        

 

 

  
                        
 

Pharmaceuticals (0.2%)

                    
  45,583       

Akorn Holding Company LLC(5)

                       296,290  
                        

 

 

  
                        
 

Specialty Retail (0.0%)

                    
  69       

Ruyi U.S. Finance LLC, Class B(5),(6),(8)

                       1  
                        

 

 

  
                        
 

Support - Services (0.0%)

                    
  800       

LTR Holdings LLC(5),(6),(7),(8)

                       1,185  
  433       

Sprint Industrial Holdings LLC, Class G(5),(6),(7),(8)

                       —  
  39       

Sprint Industrial Holdings LLC, Class H(5),(6),(7),(8)

                       —  
  96       

Sprint Industrial Holdings LLC, Class I(5),(6),(7),(8)

                       500  
                        

 

 

  
                           1,685  
                        

 

 

  
                        
 

Theaters & Entertainment (0.6%)

                    
  307,692       

Technicolor Creative Studios SA(3),(5)

                       587,789  
  307,692       

Vantiva SA(3),(5)

                       307,897  
                        

 

 

  
                           895,686  
                        

 

 

  
                        
 

TOTAL COMMON STOCKS (Cost $2,434,783)

                       2,062,902  
                        

 

 

  
                        
 

WARRANT (0.0%)

                    
 

Chemicals (0.0%)

                    
  11,643       

Project Investor Holdings LLC, expires 02/20/2022(5),(6),(7),(8) (Cost $6,054)

                  —  
                        

 

 

  
                        
 

SHORT-TERM INVESTMENTS (9.3%)

                    
  3,693,637       

State Street Institutional U.S. Government Money Market Fund - Premier Class, 2.94%

                  3,693,637  
  9,557,730       

State Street Navigator Securities Lending Government Money Market Portfolio, 3.07%(13)

                  9,557,730  
                        

 

 

  
                        
 

TOTAL SHORT-TERM INVESTMENTS (Cost $13,251,367)

                  13,251,367  
                        

 

 

  
                        
 

TOTAL INVESTMENTS AT VALUE (147.1%) (Cost $247,180,840)

                  208,687,457  
                        
 

LIABILITIES IN EXCESS OF OTHER ASSETS (-47.1%)

                  (66,830,266 ) 
                        

 

 

  
                        
 

NET ASSETS (100.0%)

                $ 141,857,191  
                        

 

 

  

INVESTMENT ABBREVIATIONS

1M = 1 Month

1W = 1 Week

3M = 3 Month

6M = 6 Month

EURIBOR = Euro Interbank Offered Rate

LIBOR = London Interbank Offered Rate

NR = Not Rated

Sarl = société à responsabilité limitée

SOFR = Secured Overnight Financing Rate

 

†

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, 2022, these securities amounted to a value of $144,155,725 or 101.6% of net assets.

(2) 

Security or portion thereof is out on loan.

(3) 

This security is denominated in Euro.

(4) 

Bond is currently in default.

(5) 

Non-income producing security.

(6) 

Security is valued using significant unobservable inputs.

 

 

 

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

September 30, 2022 (unaudited)

 

(7) 

Illiquid security.

(8) 

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.

(9) 

This security is denominated in British Pound.

(10) 

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

(11) 

Variable rate obligation — The interest rate shown is the rate in effect as of September 30, 2022. The rate may be subject to a cap and floor.

(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 September 30, 2022.

(13) 

Represents security purchased with cash collateral received for securities on loan.

Forward Foreign Currency Contracts

 

Forward

Currency to be

Purchased

     

Forward

Currency to be

Sold

     

Expiration

Date

   

Counterparty

    Value on
Settlement Date		     Current
Value/Notional		     Unrealized
Appreciation		  

USD

     531,853     

EUR

      479,991      10/12/22    Barclays Bank PLC    $ (531,853 )    $ (470,479 )    $ 61,374  

USD

     2,365,022     

EUR

      2,079,062      10/12/22    Deutsche Bank AG      (2,365,022 )      (2,037,859 )      327,163  

USD

     226,295     

EUR

      220,009      10/12/22    JPMorgan Chase      (226,295 )      (215,649 )      10,646  

USD

     771,227     

EUR

      762,311      10/12/22    Morgan Stanley      (771,227 )      (747,204 )      24,023  

USD

     733,738     

GBP

      540,767      10/12/22    Deutsche Bank AG      (733,738 )      (603,760 )      129,978  

USD

     27,546     

GBP

      22,679      10/12/22    JPMorgan Chase      (27,546 )      (25,321 )      2,225  
                    

 

 

  
                    

Total Unrealized Appreciation

 

   $ 555,409  
                    

 

 

  

Forward Foreign Currency Contracts

 

Forward

Currency to be

Purchased

     

Forward

Currency to be

Sold

     

Expiration

Date

   

Counterparty

    Value on
Settlement Date		      Current
Value/Notional		      Unrealized
Depreciation		  

EUR

        254,858     

USD

         273,772      10/12/22    Deutsche Bank AG    $ 273,772      $ 249,807      $ (23,965 ) 

EUR

     687,845     

USD

      691,063      10/12/22    JPMorgan Chase      691,063        674,213        (16,850 ) 

EUR

     19,172     

USD

      22,069      10/12/22    Morgan Stanley      22,069        18,792        (3,277 ) 

GBP

     44,469     

USD

      53,351      10/12/22    Barclays Bank PLC      53,351        49,649        (3,702 ) 

GBP

     23,155     

USD

      30,381      10/12/22    Deutsche Bank AG      30,381        25,852        (4,529 ) 

GBP

     44,366     

USD

      53,244      10/12/22    JPMorgan Chase      53,244        49,534        (3,710 ) 
                      

 

 

  
                      

Total Unrealized Depreciation

 

    $ (56,033 ) 
                      

 

 

  
                      

Total Net Unrealized Appreciation/(Depreciation)

 

    $ 499,376  
                      

 

 

  

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. Investments in mutual funds are valued at the net asset value as reported on each business day and under normal circumstances. 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 SEC adopted a new rule providing a framework for fund valuation practices (“Rule 2a-5”). Rule 2a-5 went into effect on March 8, 2021, with a compliance date of September 8, 2022. Rule 2a-5 establishes requirements for determining fair value in good faith for purposes of the 1940 Act. Rule 2a-5 will permit fund boards to designate certain parties to perform fair value determinations, subject to board oversight and certain other conditions. Rule 2a-5 also defines when market quotations are “readily available” for purposes of the 1940 Act and the threshold for determining whether a fund must fair value a security. In connection with Rule 2a-5, the SEC also adopted related recordkeeping requirements and is rescinding previously issues guidance, including with respect to the role a board in determining fair value and the accounting and auditing of fund investments.

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, 2022 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

    $ —      $ 141,272,598      $ 80,463     $ 141,353,061  

Bank Loans

      —        34,169,284        7,792,400       41,961,684  

Asset Backed Securities

      —        10,058,443        —       10,058,443  

Common Stocks

      895,686        296,290        870,926       2,062,902  

Warrants

      —        —        0 (1)      0 (1) 

Short-term Investments

      3,693,637        9,557,730        —       13,251,367  
  

 

 

     

 

 

     

 

 

    

 

 

  
   $         4,589,323      $     195,354,345      $         8,743,789     $     208,687,457  
  

 

 

     

 

 

     

 

 

    

 

 

  

Other Financial Instruments*

           

Forward Foreign Currency Contracts

    $ —      $ 555,409      $ —     $ 555,409  
          

Liabilities    

    Level 1      Level 2      Level 3     Total  

Other Financial Instruments*

           

Forward Foreign Currency Contracts

    $ —      $ 56,033      $ —     $ 56,033  

 

(1) 

Included a zero valued security.

*

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

The following is a reconciliation of investments as of September 30, 2022 for which significant unobservable inputs were used in determining fair value.

 

     Corporate
Bonds		     Bank
Loans		     Common
Stocks		     Warrant     Total  

Balance as of December 31, 2022

    $ 18,917     $ 8,217,766     $ 5,700     $ 0 (1)    $ 8,242,383  

Accrued discounts (premiums)

      —       37,139       —       —       37,139  

Purchases

      —       1,319,599       —       —       1,319,599  

Sales

      —       (2,324,494 )      —       —       (2,324,494 ) 

Realized gain (loss)

      —       15,600       (44,986 )      —       (29,386 ) 

Change in unrealized appreciation (depreciation)

      73,359       (918,047 )      41,931       —       (802,757 ) 

Transfers into Level 3

      —       3,000,181       868,281       —       3,868,462  

Transfers out of Level 3

      (11,813 )      (1,555,344 )      —       —       (1,567,157 ) 
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

  

Balance as of September 30, 2022

    $   80,463     $   7,792,400     $ 870,926     $           0 (1)    $ 8,743,789  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

  

Net change in unrealized appreciation (depreciation) from investments still held as of September 30, 2022

    $ 76,734     $ (804,617 )    $ (3,054 )      —     $ (730,937 ) 

 

(1) 

Includes zero valued security.

 

 

 

    

    

    

 

Quantitative Disclosure About Significant Unobservable Inputs

 

Asset Class    

    Fair Value
At September 30, 2022		     

Valuation

Technique

   

Unobservable

Input

   

Price Range

(Weighted Average)*

Bank Loans

    $ 7,792,400      Vendor pricing    Single Broker Quote    $0.12 – $1.01 ($0.93)

Common Stocks

      960      Income Approach    Expected Remaining Distribution    0.00 – 0.02 (0.02)
     1,685      Recent Transactions    Trade Price    1.48 – 5.22 (2.59)
     868,281      Vendor pricing    Single Broker Quote    10.75 – 67.00 (54.28)

Corporate Bonds

      80,463      Income Approach    Expected Remaining Distribution    0.01 – 0.76 (0.63)

Warrants

      0      Income Approach    Expected Remaining Distribution    0.00 (N/A)

 

*

Weighted by relative fair value

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.

For the period ended September 30, 2022, $3,868,462 was transferred from Level 2 to Level 3 due to a lack of a pricing source supported by observable inputs and $1,567,157 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.