NPORT-EX 2 NPORT_5870254745026430.htm PDFtoHTML Conversion Output

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments

March 31, 2020 (unaudited)

 

Par

 

Ratings

 

 

 

 

 

(000)

 

(S&P/Moody's)

Maturity

Rate%

 

Value

CORPORATE BONDS (100.7%)

 

 

 

 

 

Aerospace and Defense (1.4%)

 

 

 

 

 

$

800

TransDigm, Inc., Global Company Guaranteed Notes (Callable

 

 

 

 

 

 

 

03/15/22 @ 103.75)(1)

(B-, B3)

03/15/27

7.500

$

775,400

 

1,250

TransDigm, Inc., Rule 144A, Senior Secured Notes (Callable

 

 

 

 

 

 

 

03/15/22 @ 103.13)(2)

(B+, Ba3)

03/15/26

6.250

 

1,252,340

 

 

 

 

 

 

 

2,027,740

Auto Parts & Equipment (2.4%)

 

 

 

 

 

 

1,300

Cooper-Standard Automotive, Inc., Rule 144A, Company Guaranteed

 

 

 

 

 

 

 

Notes (Callable 11/15/21 @ 102.81)(2)

(CCC+, Caa1)

11/15/26

5.625

 

960,105

 

625

Delphi Technologies PLC, Rule 144A, Company Guaranteed Notes(2)

(BB-, B3)

10/01/25

5.000

 

503,125

 

2,310

Panther Finance Co., Inc., Rule 144A, Company Guaranteed Notes

 

 

 

 

 

 

 

(Callable 05/15/22 @ 104.25)(2)

(CCC+, B3)

05/15/27

8.500

 

2,028,065

 

 

 

 

 

 

 

3,491,295

Building & Construction (2.4%)

 

 

 

 

 

 

400

Adams Homes, Inc., Rule 144A, Company Guaranteed Notes

 

 

 

 

 

 

 

(Callable 02/15/22 @ 103.75)(2)

(B+, B3)

02/15/25

7.500

 

385,000

 

1,025

TopBuild Corp., Rule 144A, Company Guaranteed Notes (Callable

 

 

 

 

 

 

 

05/01/21 @ 102.81)(2)

(BB, Ba3)

05/01/26

5.625

 

951,756

 

1,135

Williams Scotsman International, Inc. Rule 144A, Senior Secured

 

 

 

 

 

 

 

Notes (Callable 05/01/20 @ 103.94)(2)

(B, B3)

12/15/22

7.875

 

1,116,767

 

1,100

Williams Scotsman International, Inc., Rule 144A, Senior Secured

 

 

 

 

 

 

 

Notes (Callable 08/15/20 @ 103.44)(2)

(B, B3)

08/15/23

6.875

 

1,010,620

 

 

 

 

 

 

 

3,464,143

Building Materials (6.3%)

 

 

 

 

 

 

1,455

BMC East LLC, Rule 144A, Senior Secured Notes (Callable 04/15/20

 

 

 

 

 

 

 

@ 104.13)(2)

(BB, B1)

10/01/24

5.500

 

1,416,799

 

325

Core & Main LP, Rule 144A, Senior Unsecured Notes (Callable

 

 

 

 

 

 

 

08/15/20 @ 103.06)(2)

(B-, Caa2)

08/15/25

6.125

 

304,678

 

1,050

Installed Building Products, Inc., Rule 144A, Company Guaranteed

 

 

 

 

 

 

 

Notes (Callable 02/01/23 @ 102.88)(2)

(B+, B3)

02/01/28

5.750

 

1,009,094

 

1,650

James Hardie International Finance DAC, Rule 144A, Company

 

 

 

 

 

 

 

Guaranteed Notes (Callable 01/15/23 @ 102.50)(2)

(BB, Ba1)

01/15/28

5.000

 

1,573,345

 

500

Jeld-Wen, Inc., Rule 144A, Company Guaranteed Notes (Callable

 

 

 

 

 

 

 

12/15/22 @ 102.44)(2)

(BB-, B1)

12/15/27

4.875

 

445,521

 

2,950

Omnimax International, Inc., Rule 144A, Senior Secured Notes

 

 

 

 

 

 

 

(Callable 04/15/20 @ 100.00)(2)

(CCC-, Caa1)

08/15/20

12.000

 

2,108,992

 

2,450

PriSo Acquisition Corp., Rule 144A, Senior Unsecured Notes

 

 

 

 

 

 

 

(Callable 04/30/20 @ 102.25)(1),(2)

(CCC+, Caa1)

05/15/23

9.000

 

1,702,750

 

405

Summit Materials Finance Corp., Global Company Guaranteed Notes

 

 

 

 

 

 

 

(Callable 04/15/20 @ 101.53)

(BB, B3)

07/15/23

6.125

 

402,469

 

 

 

 

 

 

 

8,963,648

Cable & Satellite TV (5.3%)

 

 

 

 

 

 

685

CSC Holdings LLC, Global Senior Unsecured Notes

(B, B3)

06/01/24

5.250

 

690,990

 

850

CSC Holdings LLC, Rule 144A, Company Guaranteed Notes

 

 

 

 

 

 

 

(Callable 02/01/23 @ 102.69)(2)

(BB, Ba3)

02/01/28

5.375

 

872,922

 

594

CSC Holdings LLC, Rule 144A, Company Guaranteed Notes

 

 

 

 

 

 

 

(Callable 04/13/20 @ 102.69)(2)

(BB, Ba3)

07/15/23

5.375

 

597,710

 

50

CSC Holdings LLC, Rule 144A, Company Guaranteed Notes

 

 

 

 

 

 

 

(Callable 04/15/22 @ 102.75)(2)

(BB, Ba3)

04/15/27

5.500

 

52,022

 

500

CSC Holdings LLC, Rule 144A, Company Guaranteed Notes

 

 

 

 

 

 

 

(Callable 05/15/21 @ 102.75)(2)

(BB, Ba3)

05/15/26

5.500

 

520,659

 

400

CSC Holdings LLC, Rule 144A, Company Guaranteed Notes

 

 

 

 

 

 

 

(Callable 10/15/20 @ 103.31)(2)

(BB, Ba3)

10/15/25

6.625

 

423,512

 

335

CSC Holdings LLC, Rule 144A, Senior Unsecured Notes (Callable

 

 

 

 

 

 

 

10/15/20 @ 105.44)(2)

(B, B3)

10/15/25

10.875

 

364,103

 

1,023

Midcontinent Finance Corp., Rule 144A, Company Guaranteed Notes

 

 

 

 

 

 

 

(Callable 08/15/22 @ 102.69)(2)

(B, B3)

08/15/27

5.375

 

999,223

 

1,400

Telenet Finance Luxembourg Notes Sarl, Rule 144A, Senior Secured

 

 

 

 

 

 

 

Notes (Callable 12/01/22 @ 102.75)(2)

(BB-, Ba3)

03/01/28

5.500

 

1,323,000

 

500

Virgin Media Secured Finance PLC, Rule 144A, Senior Secured

 

 

 

 

 

 

 

Notes (Callable 04/15/22 @ 102.50)(2),(3)

(BB-, Ba3)

04/15/27

5.000

 

593,769

 

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

March 31, 2020 (unaudited)

Par

 

Ratings

 

 

 

 

(000)

 

(S&P/Moody's)

Maturity

Rate%

 

Value

CORPORATE BONDS (continued)

 

 

 

 

 

Cable & Satellite TV

 

 

 

 

 

$ 1,214

Ziggo B.V., Rule 144A, Senior Secured Notes (Callable 01/15/22 @

 

 

 

 

 

 

102.75)(2)

(B+, B1)

01/15/27

5.500

$

1,220,738

 

 

 

 

 

 

7,658,648

Chemicals (7.0%)

 

 

 

 

 

 

1,500

Alpha U.S. Bidco, Inc., Rule 144A, Company Guaranteed Notes

 

 

 

 

 

 

(Callable 05/04/20 @ 103.13)(2)

(CCC, Caa1)

02/01/25

6.250

 

1,389,375

1,700

Atotech Alpha 2 B.V., 8.75% Cash, 9.50% PIK, Rule 144A, Senior

 

 

 

 

 

 

Unsecured Notes (Callable 05/01/20 @ 102.00)(2),(4)

(CCC, Caa1)

06/01/23

8.750

 

1,544,866

500

GCP Applied Technologies, Inc., Rule 144A, Company Guaranteed

 

 

 

 

 

 

Notes (Callable 04/15/21 @ 102.75)(2)

(BB, B1)

04/15/26

5.500

 

469,271

1,440

Ingevity Corp., Rule 144A, Company Guaranteed Notes (Callable

 

 

 

 

 

 

02/01/21 @ 102.25)(2)

(NR, Ba3)

02/01/26

4.500

 

1,358,701

1,000

Nufarm Americas, Inc., Rule 144A, Company Guaranteed Notes

 

 

 

 

 

 

(Callable 04/30/21 @ 102.88)(2)

(BB-, B1u)

04/30/26

5.750

 

873,543

500

PQ Corp., Rule 144A, Senior Secured Notes (Callable 04/20/20 @

 

 

 

 

 

 

103.38)(2)

(BB-, B1)

11/15/22

6.750

 

506,261

276

Reichhold Industries, Inc., Rule 144A, Senior Secured

 

 

 

 

 

 

Notes(2),(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

 

550,117

800

Starfruit U.S. Holdco LLC, Rule 144A, Senior Unsecured Notes

 

 

 

 

 

 

(Callable 10/01/21 @ 103.25)(2),(9)

(B-, Caa1)

10/01/26

6.500

 

702,240

1,500

Tronox, Inc., Rule 144A, Company Guaranteed Notes (Callable

 

 

 

 

 

 

04/15/21 @ 103.25)(1),(2)

(B, B3)

04/15/26

6.500

 

1,361,362

1,700

Venator Materials LLC, Rule 144A, Company Guaranteed Notes

 

 

 

 

 

 

(Callable 07/15/20 @ 104.31)(2)

(BB-, B2)

07/15/25

5.750

 

1,338,750

 

 

 

 

 

 

10,098,216

Consumer/Commercial/Lease Financing (1.1%)

 

 

 

 

 

1,750

Cargo Aircraft Management, Inc., Rule 144A, Company Guaranteed

 

 

 

 

 

 

Notes (Callable 02/01/23 @ 102.38)(2)

(B+, Ba3)

02/01/28

4.750

 

1,636,250

Diversified Capital Goods (1.7%)

 

 

 

 

 

900

Anixter, Inc., Global Company Guaranteed Notes

(BB, Ba3)

03/01/23

5.500

 

905,351

500

Anixter, Inc., Global Company Guaranteed Notes (Callable 09/01/25

 

 

 

 

 

 

@ 100.00)

(BB, Ba3)

12/01/25

6.000

 

493,748

1,000

Stevens Holding Co., Inc., Rule 144A, Company Guaranteed Notes

 

 

 

 

 

 

(Callable 10/01/23 @ 101.53)(2)

(B+, B2)

10/01/26

6.125

 

996,457

 

 

 

 

 

 

2,395,556

Electronics (2.0%)

 

 

 

 

 

1,750

Entegris, Inc., Rule 144A, Company Guaranteed Notes (Callable

 

 

 

 

 

 

11/10/20 @ 103.47)(2)

(BB, Ba2)

02/10/26

4.625

 

1,672,213

1,200

Sensata Technologies B.V., Rule 144A, Company Guaranteed

 

 

 

 

 

 

Notes(2)

(BB+, Ba3)

10/01/25

5.000

 

1,144,506

 

 

 

 

 

 

2,816,719

Energy - Exploration & Production (1.6%)

 

 

 

 

 

525

Aker BP ASA, Rule 144A, Senior Unsecured Notes (Callable

 

 

 

 

 

 

03/31/21 @ 102.94)(2)

(BBB-, Ba1)

03/31/25

5.875

 

466,000

800

Laredo Petroleum, Inc., Company Guaranteed Notes (Callable

 

 

 

 

 

 

01/15/23 @ 107.59)

(B+, B3)

01/15/28

10.125

 

310,000

1,826

Talos Production Finance, Inc., Global Secured Notes (Callable

 

 

 

 

 

 

05/01/20 @ 105.50)

(NR, NR)

04/03/22

11.000

 

1,138,541

1,500

W&T Offshore, Inc., Rule 144A, Secured Notes (Callable 11/01/20 @

 

 

 

 

 

 

104.88)(2)

(B+, B3)

11/01/23

9.750

 

348,705

 

 

 

 

 

 

2,263,246

Environmental (0.3%)

 

 

 

 

 

425

GFL Environmental, Inc., Rule 144A, Senior Secured Notes (Callable

 

 

 

 

 

 

12/15/22 @ 102.56)(2)

(BB-, Ba3)

12/15/26

5.125

 

417,563

Forestry & Paper (0.3%)

 

 

 

 

 

525

Norbord, Inc., Rule 144A, Senior Secured Notes (Callable 07/15/22

 

 

 

 

 

 

@ 102.88)(2)

(BB+, Ba1)

07/15/27

5.750

 

483,765

 

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

March 31, 2020 (unaudited)

 

Par

 

Ratings

 

 

 

 

 

(000)

 

(S&P/Moody's)

Maturity

Rate%

 

Value

CORPORATE BONDS (continued)

 

 

 

 

 

Gaming (4.1%)

 

 

 

 

 

 

$

500

Boyd Gaming Corp., Global Company Guaranteed Notes (Callable

 

 

 

 

 

 

 

08/15/21 @ 103.00)

(B+, Caa1)

08/15/26

6.000

$

434,271

 

1,750

Churchill Downs, Inc., Rule 144A, Company Guaranteed Notes

 

 

 

 

 

 

 

(Callable 01/15/23 @ 102.38)(2)

(B+, B1)

01/15/28

4.750

 

1,532,212

 

2,293

Gateway Casinos & Entertainment Ltd., Rule 144A, Secured Notes

 

 

 

 

 

 

 

(Callable 05/01/20 @ 104.13)(2)

(CCC, Caa3)

03/01/24

8.250

 

2,014,962

 

1,469

Jacobs Entertainment, Inc., Rule 144A, Secured Notes (Callable

 

 

 

 

 

 

 

05/01/20 @ 105.91)(2)

(B, B3)

02/01/24

7.875

 

1,250,479

 

750

MGP Finance Co-Issuer, Inc., Global Company Guaranteed Notes

 

 

 

 

 

 

 

(Callable 11/01/26 @ 100.00)

(BB-, B1)

02/01/27

5.750

 

655,313

 

 

 

 

 

 

 

5,887,237

Gas Distribution (1.1%)

 

 

 

 

 

 

250

CNX Resources Corp., Rule 144A, Company Guaranteed Notes

 

 

 

 

 

 

 

(Callable 03/14/22 @ 105.44)(2)

(BB-, B3)

03/14/27

7.250

 

178,371

 

675

Genesis Energy Finance Corp., Company Guaranteed Notes

 

 

 

 

 

 

 

(Callable 02/15/21 @ 104.69)

(B+, B1)

05/15/26

6.250

 

478,266

 

750

Genesis Energy Finance Corp., Company Guaranteed Notes

 

 

 

 

 

 

 

(Callable 04/30/20 @ 102.81)

(B+, B1)

06/15/24

5.625

 

531,559

 

164

Genesis Energy Finance Corp., Company Guaranteed Notes

 

 

 

 

 

 

 

(Callable 04/30/20 @ 103.00)

(B+, B1)

05/15/23

6.000

 

120,392

 

425

Genesis Energy Finance Corp., Company Guaranteed Notes

 

 

 

 

 

 

 

(Callable 10/01/20 @ 104.88)

(B+, B1)

10/01/25

6.500

 

310,365

 

 

 

 

 

 

 

1,618,953

Health Facilities (0.9%)

 

 

 

 

 

 

750

HCA, Inc., Company Guaranteed Notes (Callable 03/01/28 @

 

 

 

 

 

 

 

100.00)

(BB-, Ba2)

09/01/28

5.625

 

789,187

 

170

Sabra Health Care LP, Global Company Guaranteed Notes (Callable

 

 

 

 

 

 

 

05/15/26 @ 100.00)

(BBB-, Ba1)

08/15/26

5.125

 

161,106

 

500

Surgery Center Holdings, Inc., Rule 144A, Company Guaranteed

 

 

 

 

 

 

 

Notes (Callable 04/15/22 @ 105.00)(2)

(CCC, Caa2)

04/15/27

10.000

 

354,271

 

 

 

 

 

 

 

1,304,564

Health Services (1.8%)

 

 

 

 

 

 

925

AMN Healthcare, Inc., Rule 144A, Company Guaranteed Notes

 

 

 

 

 

 

 

(Callable 05/13/20 @ 103.84)(2)

(BB-, Ba2)

10/01/24

5.125

 

898,402

 

1,850

Radiology Partners, Inc., Rule 144A, Company Guaranteed Notes

 

 

 

 

 

 

 

(Callable 02/01/23 @ 104.63)(2)

(CCC+, Caa2)

02/01/28

9.250

 

1,615,511

 

 

 

 

 

 

 

2,513,913

Insurance Brokerage (4.4%)

 

 

 

 

 

 

1,000

Acrisure Finance, Inc., Rule 144A, Senior Unsecured Notes (Callable

 

 

 

 

 

 

 

08/01/22 @ 107.59)(2)

(CCC+, Caa2)

08/01/26

10.125

 

937,118

 

2,000

Acrisure Finance, Inc., Rule 144A, Senior Unsecured Notes (Callable

 

 

 

 

 

 

 

11/15/20 @ 103.50)(2)

(CCC+, Caa2)

11/15/25

7.000

 

1,734,940

 

780

GTCR AP Finance, Inc., Rule 144A, Senior Unsecured Notes

 

 

 

 

 

 

 

(Callable 05/15/22 @ 104.00)(2)

(CCC+, Caa2)

05/15/27

8.000

 

724,263

 

2,560

NFP Corp., Rule 144A, Senior Unsecured Notes (Callable 07/15/20

 

 

 

 

 

 

 

@ 103.44)(2)

(CCC+, Caa2)

07/15/25

6.875

 

2,540,723

 

415

NFP Corp., Rule 144A, Senior Unsecured Notes (Callable 07/15/20

 

 

 

 

 

 

 

@ 104.00)(2)

(CCC+, Caa2)

07/15/25

8.000

 

383,354

 

 

 

 

 

 

 

6,320,398

Investments & Misc. Financial Services (2.1%)

 

 

 

 

 

 

2,425

Compass Group Diversified Holdings LLC, Rule 144A, Senior

 

 

 

 

 

 

 

Unsecured Notes (Callable 05/01/21 @ 104.00)(2)

(B, B2)

05/01/26

8.000

 

2,348,716

 

785

AG Issuer LLC, Rule 144A, Senior Secured Notes (Callable 03/01/20

 

 

 

 

 

 

 

@ 103.13)(2)

(B-, B2)

03/01/28

6.250

 

665,288

             3,014,004

Machinery (1.3%)

 

 

 

 

 

 

 

100

Granite U.S. Holdings Corp., Rule 144A, Company Guaranteed

 

 

 

 

 

 

 

Notes (Callable 10/01/22 @ 105.50)(2)

(CCC, Caa1)

10/01/27

11.000

 

86,646

 

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

March 31, 2020 (unaudited)

 

Par

 

Ratings

 

 

 

 

 

(000)

 

(S&P/Moody's)

Maturity

Rate%

 

Value

CORPORATE BONDS (continued)

 

 

 

 

 

Machinery

 

 

 

 

 

 

$

470

Harsco Corp., Rule 144A, Company Guaranteed Notes (Callable

 

 

 

 

 

 

 

07/31/22 @ 102.88)(2)

(B+, Ba2)

07/31/27

5.750

$

438,470

 

1,485

Rexnord LLC, Rule 144A, Company Guaranteed Notes (Callable

 

 

 

 

 

 

 

12/15/20 @ 102.44)(2)

(BB-, B1)

12/15/25

4.875

 

1,399,568

 

 

 

 

 

 

 

1,924,684

Media - Diversified (0.4%)

 

 

 

 

 

 

550

National CineMedia LLC, Global Senior Unsecured Notes (Callable

 

 

 

 

 

 

 

08/15/21 @ 102.88)

(B-, B3)

08/15/26

5.750

 

373,198

 

250

National CineMedia LLC, Rule 144A, Senior Secured Notes (Callable

 

 

 

 

 

 

 

04/15/23 @ 102.94)(2)

(B+, Ba3)

04/15/28

5.875

 

174,636

 

 

 

 

 

 

 

547,834

Media Content (1.9%)

 

 

 

 

 

 

980

Diamond Sports Finance Co., Rule 144A, Company Guaranteed

 

 

 

 

 

 

 

Notes (Callable 08/15/22 @ 103.31)(1),(2)

(B, B2)

08/15/27

6.625

 

660,814

 

615

Diamond Sports Finance Co., Rule 144A, Senior Secured Notes

 

 

 

 

 

 

 

(Callable 08/15/22 @ 102.69)(2)

(BB, Ba2)

08/15/26

5.375

 

503,157

 

925

Netflix, Inc., Global Senior Unsecured Notes

(BB-, Ba3)

11/15/28

5.875

 

993,496

 

587

Sirius XM Radio, Inc., Rule 144A, Company Guaranteed Notes

 

 

 

 

 

 

 

(Callable 07/01/24 @ 102.75)(2)

(BB, Ba3)

07/01/29

5.500

 

601,998

 

 

 

 

 

 

 

2,759,465

Metals & Mining - Excluding Steel (3.2%)

 

 

 

 

 

 

1,550

Cleveland-Cliffs, Inc., Rule 144A, Senior Secured Notes (Callable

 

 

 

 

 

 

 

01/15/21 @ 102.44)(2)

(BB-, Ba3)

01/15/24

4.875

 

1,431,805

 

1,500

First Quantum Minerals Ltd., Rule 144A, Company Guaranteed Notes

 

 

 

 

 

 

 

(Callable 03/01/21 @ 105.16)(2)

(B-, NR)

03/01/26

6.875

 

1,212,075

 

620

Kaiser Aluminum Corp., Rule 144A, Company Guaranteed Notes

 

 

 

 

 

 

 

(Callable 03/01/23 @ 102.31)(2)

(BB+, Ba3)

03/01/28

4.625

 

553,691

 

300

Novelis Corp., Rule 144A, Company Guaranteed Notes (Callable

 

 

 

 

 

 

 

01/30/25 @ 102.38)(2)

(B+, B2)

01/30/30

4.750

 

268,687

 

2,550

Taseko Mines Ltd., Rule 144A, Senior Secured Notes (Callable

 

 

 

 

 

 

 

05/01/20 @ 104.38)(2),(8)

(CCC+, Caa1)

06/15/22

8.750

 

1,169,012

 

 

 

 

 

 

 

4,635,270

Oil Field Equipment & Services (0.9%)

 

 

 

 

 

 

1,710

Pioneer Energy Services Corp., Global Company Guaranteed Notes

 

 

 

 

 

 

 

(Callable 04/30/20 @ 100.00)(5)

(D, NR)

03/15/22

6.125

 

25,650

 

2,500

Shelf Drilling Holdings Ltd., Rule 144A, Company Guaranteed Notes

 

 

 

 

 

 

 

(Callable 02/15/21 @ 106.19)(2)

(CCC+, Caa1)

02/15/25

8.250

 

1,257,500

 

 

 

 

 

 

 

1,283,150

Packaging (3.8%)

 

 

 

 

 

 

 

1,050

Ardagh Holdings U.S.A., Inc., Rule 144A, Company Guaranteed

 

 

 

 

 

 

 

Notes (Callable 04/14/20 @ 104.50)(2)

(B, B3)

02/15/25

6.000

 

1,060,815

 

133

Crown Americas Capital Corp. VI, Global Company Guaranteed

 

 

 

 

 

 

 

Notes (Callable 02/01/21 @ 103.56)

(BB-, Ba3)

02/01/26

4.750

 

137,421

 

2,000

Flex Acquisition Co., Inc., Rule 144A, Senior Unsecured Notes

 

 

 

 

 

 

 

(Callable 05/01/20 @ 103.44)(2)

(CCC+, Caa2)

01/15/25

6.875

 

1,884,940

 

2,050

TriMas Corp., Rule 144A, Company Guaranteed Notes (Callable

 

 

 

 

 

 

 

10/15/20 @ 102.44)(2)

(BB-, Ba3)

10/15/25

4.875

 

1,946,219

 

350

Trivium Packaging Finance B.V., Rule 144A, Senior Secured Notes

 

 

 

 

 

 

 

(Callable 08/15/22 @ 102.75)(2)

(B+, B2)

08/15/26

5.500

 

350,218

 

 

 

 

 

 

 

5,379,613

Personal & Household Products (1.7%)

 

 

 

 

 

 

1,350

High Ridge Brands Co., Rule 144A, Company Guaranteed Notes

 

 

 

 

 

 

 

(Callable 05/01/20 @ 104.44)(2),(5)

(NR, NR)

03/15/25

8.875

 

20,250

 

1,174

Mattel, Inc., Rule 144A, Company Guaranteed Notes (Callable

 

 

 

 

 

 

 

12/31/20 @ 105.06)(1),(2)

(B+, B1)

12/31/25

6.750

 

1,201,184

 

1,150

Prestige Brands, Inc., Rule 144A, Company Guaranteed Notes

 

 

 

 

 

 

 

(Callable 04/30/20 @ 103.19)(2)

(B+, B3)

03/01/24

6.375

 

1,185,943

 

 

 

 

 

 

 

2,407,377

 

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

March 31, 2020 (unaudited)

 

Par

 

Ratings

 

 

 

 

 

(000)

 

(S&P/Moody's)

Maturity

Rate%

 

Value

CORPORATE BONDS (continued)

 

 

 

 

 

Pharmaceuticals (5.5%)

 

 

 

 

 

$

500

Bausch Health Americas, Inc., Rule 144A, Company Guaranteed

 

 

 

 

 

 

 

Notes (Callable 04/01/22 @ 104.63)(2)

(B, B3)

04/01/26

9.250

$

531,175

 

700

Bausch Health Cos., Inc., Rule 144A, Company Guaranteed Notes

 

 

 

 

 

 

 

(Callable 01/30/25 @ 102.63)(2)

(B, B3)

01/30/30

5.250

 

667,142

 

85

Bausch Health Cos., Inc., Rule 144A, Company Guaranteed Notes

 

 

 

 

 

 

 

(Callable 04/30/20 @ 101.47)(2)

(B, B3)

05/15/23

5.875

 

84,734

 

500

Bausch Health Cos., Inc., Rule 144A, Company Guaranteed Notes

 

 

 

 

 

 

 

(Callable 05/30/24 @ 103.63)(2)

(B, B3)

05/30/29

7.250

 

521,675

 

250

Bausch Health Cos., Inc., Rule 144A, Company Guaranteed Notes

 

 

 

 

 

 

 

(Callable 12/15/21 @ 104.50)(2)

(B, B3)

12/15/25

9.000

 

265,425

 

1,300

Bausch Health Cos., Inc., Rule 144A, Senior Secured Notes (Callable

 

 

 

 

 

 

 

05/01/20 @ 103.50)(2)

(BB, Ba2)

03/15/24

7.000

 

1,332,493

 

1,000

Catalent Pharma Solutions, Inc., Rule 144A, Company Guaranteed

 

 

 

 

 

 

 

Notes (Callable 10/15/20 @ 102.44)(2)

(B+, B3)

01/15/26

4.875

 

978,543

 

410

Endo Finance LLC, Rule 144A, Company Guaranteed Notes

 

 

 

 

 

 

 

(Callable 05/01/20 @ 103.00)(1),(2)

(CCC+, Caa2)

07/15/23

6.000

 

300,059

 

500

Endo Finance LLC, Rule 144A, Company Guaranteed Notes

 

 

 

 

 

 

 

(Callable 05/01/20 @ 103.00)(2)

(CCC+, Caa2)

02/01/25

6.000

 

344,215

 

650

Endo Finance LLC, Rule 144A, Senior Secured Notes (Callable

 

 

 

 

 

 

 

05/04/20 @ 102.94)(2)

(B+, B1)

10/15/24

5.875

 

613,434

 

800

Horizon Therapeutics U.S.A., Inc., Rule 144A, Company Guaranteed

 

 

 

 

 

 

 

Notes (Callable 08/01/22 @ 104.13)(2)

(BB-, B1)

08/01/27

5.500

 

807,560

 

1,782

Owens & Minor, Inc., Global Senior Secured Notes (Callable

 

 

 

 

 

 

 

09/15/24 @ 100.00)(1)

(B-, B3)

12/15/24

4.375

 

1,441,184

 

 

 

 

 

 

 

7,887,639

Real Estate Development & Management (0.5%)

 

 

 

 

 

 

718

Newmark Group, Inc., Global Senior Unsecured Notes (Callable

 

 

 

 

 

 

 

10/15/23 @ 100.00)

(BB+, NR)

11/15/23

6.125

 

731,636

Real Estate Investment Trusts (2.1%)

 

 

 

 

 

 

2,100

ESH Hospitality, Inc., Rule 144A, Company Guaranteed Notes

 

 

 

 

 

 

 

(Callable 05/01/20 @ 102.63)(1),(2)

(BB-, Ba3)

05/01/25

5.250

 

1,777,135

 

1,000

iStar, Inc., Senior Unsecured Notes (Callable 05/01/20 @ 102.63)

(BB, Ba3)

09/15/22

5.250

 

930,936

 

165

Starwood Property Trust, Inc., Global Senior Unsecured Notes

 

 

 

 

 

 

 

(Callable 09/15/21 @ 100.00)

(B+, Ba3)

12/15/21

5.000

 

152,089

 

200

Starwood Property Trust, Inc., Global Senior Unsecured Notes

 

 

 

 

 

 

 

(Callable 11/01/20 @ 100.00)

(B+, Ba3)

02/01/21

3.625

 

188,760

 

 

 

 

 

 

 

3,048,920

Recreation & Travel (5.2%)

 

 

 

 

 

 

1,250

Boyne U.S.A., Inc., Rule 144A, Secured Notes (Callable 05/01/21 @

 

 

 

 

 

 

 

103.63)(2)

(B, B1)

05/01/25

7.250

 

1,204,681

 

1,035

Canada's Wonderland Co., Global Company Guaranteed Notes

 

 

 

 

 

 

 

(Callable 04/15/22 @ 102.69)(1)

(B, B2)

04/15/27

5.375

 

897,311

 

1,325

Cedar Fair LP, Rule 144A, Company Guaranteed Notes (Callable

 

 

 

 

 

 

 

07/15/24 @ 102.63)(2)

(B, B2)

07/15/29

5.250

 

1,126,979

 

750

Merlin Entertainments PLC, Rule 144A, Company Guaranteed Notes

 

 

 

 

 

 

 

(Callable 03/17/26 @ 100.00)(1),(2)

(B+, Ba3)

06/15/26

5.750

 

640,157

 

500

Motion Bondco DAC, Rule 144A, Company Guaranteed Notes

 

 

 

 

 

 

 

(Callable 11/15/22 @ 103.31)(2)

(B-, B3)

11/15/27

6.625

 

362,500

 

650

Six Flags Entertainment Corp., Rule 144A, Company Guaranteed

 

 

 

 

 

 

 

Notes (Callable 04/15/22 @ 102.75)(1),(2)

(B, B2)

04/15/27

5.500

 

551,233

 

1,150

Six Flags Entertainment Corp., Rule 144A, Company Guaranteed

 

 

 

 

 

 

 

Notes (Callable 04/30/20 @ 103.66)(2)

(B, B2)

07/31/24

4.875

 

981,818

 

1,915

Speedway Funding II, Inc., Rule 144A, Senior Unsecured Notes

 

 

 

 

 

 

 

(Callable 11/01/22 @ 102.44)(2)

(BB+, B1)

11/01/27

4.875

 

1,737,862

 

 

 

 

 

 

 

7,502,541

Restaurants (2.4%)

 

 

 

 

 

 

120

Golden Nugget, Inc., Rule 144A, Company Guaranteed Notes

 

 

 

 

 

 

 

(Callable 10/01/20 @ 104.38)(2)

(CCC+, Caa2)

10/01/25

8.750

 

62,097

 

2,100

Golden Nugget, Inc., Rule 144A, Senior Unsecured Notes (Callable

 

 

 

 

 

 

 

04/30/20 @ 103.38)(2)

(CCC+, Caa1)

10/15/24

6.750

 

1,338,456

 

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

March 31, 2020 (unaudited)

Par

 

Ratings

 

 

 

 

(000)

 

(S&P/Moody's)

Maturity

Rate%

 

Value

CORPORATE BONDS (continued)

 

 

 

 

 

Restaurants

 

 

 

 

 

 

$ 2,075

New Red Finance, Inc., Rule 144A, Secured Notes (Callable

 

 

 

 

 

 

10/15/20 @ 102.50)(2)

(B+, B2)

10/15/25

5.000

$

1,994,583

 

 

 

 

 

 

3,395,136

Software - Services (6.0%)

 

 

 

 

 

610

CDK Global, Inc., Global Senior Unsecured Notes (Callable 06/01/22

 

 

 

 

 

 

@ 102.44)

(BB+, Ba1)

06/01/27

4.875

 

629,500

937

Epicor Software Corp., Rule 144A, Secured Notes (Callable 05/01/20

 

 

 

 

 

 

@ 100.00), LIBOR 3M + 7.250%(2),(10)

(CCC, Caa2)

06/30/23

8.700

 

937,066

1,052

GD Finance Co., Inc., Rule 144A, Company Guaranteed Notes

 

 

 

 

 

 

(Callable 06/01/22 @ 102.63)(2)

(BB-, B1)

12/01/27

5.250

 

1,067,517

900

Infor U.S., Inc., Company Guaranteed Notes (Callable 05/26/20 @

 

 

 

 

 

 

100.00)(9)

(CCC+, Caa1)

05/15/22

5.750

 

916,764

1,175

Presidio Holdings, Inc., Rule 144A, Company Guaranteed Notes

 

 

 

 

 

 

(Callable 02/01/23 @ 104.13)(2)

(CCC+, Caa1)

02/01/28

8.250

 

1,044,281

160

Presidio Holdings, Inc., Rule 144A, Senior Secured Notes (Callable

 

 

 

 

 

 

02/01/23 @ 102.44)(2)

(B, B1)

02/01/27

4.875

 

144,100

2,675

Solera Finance, Inc., Rule 144A, Senior Unsecured Notes (Callable

 

 

 

 

 

 

04/30/20 @ 105.25)(2)

(CCC+, Caa1)

03/01/24

10.500

 

2,638,232

750

SS&C Technologies, Inc., Rule 144A, Company Guaranteed Notes

 

 

 

 

 

 

(Callable 03/30/22 @ 104.13)(2)

(B+, B2)

09/30/27

5.500

 

785,876

375

WEX, Inc., Rule 144A, Senior Secured Notes (Callable 04/30/20 @

 

 

 

 

 

 

100.79)(2)

(BB-, Ba2)

02/01/23

4.750

 

363,280

 

 

 

 

 

 

8,526,616

Specialty Retail (3.0%)

 

 

 

 

 

40

Asbury Automotive Group, Inc. Rule 144A, Company Guaranteed

 

 

 

 

 

 

Notes (Callable 03/01/23 @ 102.25)(2)

(BB, B1)

03/01/28

4.500

 

34,300

91

Asbury Automotive Group, Inc. Rule 144A, Company Guaranteed

 

 

 

 

 

 

Notes (Callable 03/01/25 @ 102.375)(2)

(BB, B1)

03/01/30

4.750

 

78,033

950

eG Global Finance PLC, Rule 144A, Senior Secured Notes (Callable

 

 

 

 

 

 

10/30/21 @ 104.25)(2)

(B, B2)

10/30/25

8.500

 

851,442

1,000

Lithia Motors, Inc., Rule 144A, Company Guaranteed Notes (Callable

 

 

 

 

 

 

08/01/20 @ 103.94)(2)

(BB, Ba2)

08/01/25

5.250

 

878,745

750

Penske Automotive Group, Inc., Company Guaranteed Notes

 

 

 

 

 

 

(Callable 04/30/20 @ 102.69)

(B+, Ba3)

12/01/24

5.375

 

624,341

1,000

Penske Automotive Group, Inc., Company Guaranteed Notes

 

 

 

 

 

 

(Callable 05/15/21 @ 102.75)

(B+, Ba3)

05/15/26

5.500

 

917,750

1,650

Ruyi U.S. Finance LLC, Rule 144A, Senior Secured Notes (Callable

 

 

 

 

 

 

05/01/21 @ 105.63)(2)

(NR, B3)

05/01/25

7.500

 

963,179

 

 

 

 

 

 

4,347,790

Steel Producers/Products (0.6%)

 

 

 

 

 

500

Allegheny Technologies, Inc., Global Senior Unsecured Notes

 

 

 

 

 

 

(Callable 12/01/22 @ 102.94)

(B, B2)

12/01/27

5.875

 

417,000

400

Zekelman Industries, Inc., Rule 144A, Senior Secured Notes

 

 

 

 

 

 

(Callable 04/30/20 @ 104.94)(2)

(B+, B2)

06/15/23

9.875

 

388,750

 

 

 

 

 

 

805,750

Support - Services (4.8%)

 

 

 

 

 

575

CoreCivic, Inc., Company Guaranteed Notes (Callable 07/15/27 @

 

 

 

 

 

 

100.00)

(BB, Ba1)

10/15/27

4.750

 

435,606

560

Gartner, Inc., Rule 144A, Company Guaranteed Notes (Callable

 

 

 

 

 

 

04/13/20 @ 103.84)(2)

(BB-, B1)

04/01/25

5.125

 

550,903

1,635

Gems Education Delaware LLC, Rule 144A, Senior Secured Notes

 

 

 

 

 

 

(Callable 07/31/22 @ 103.56)(2)

(B, B2)

07/31/26

7.125

 

1,370,138

1,467

KAR Auction Services, Inc., Rule 144A, Company Guaranteed Notes

 

 

 

 

 

 

(Callable 06/01/20 @ 103.84)(2)

(B, B3)

06/01/25

5.125

 

1,410,161

625

Korn Ferry, Rule 144A, Company Guaranteed Notes (Callable

 

 

 

 

 

 

12/15/22 @ 102.31)(2)

(BB, Ba3)

12/15/27

4.625

 

547,656

1,712

Tempo Acquisition Finance Corp., Rule 144A, Senior Unsecured

 

 

 

 

 

 

Notes (Callable 06/01/20 @ 103.38)(2)

(CCC+, Caa1)

06/01/25

6.750

 

1,579,371

253

United Rentals North America, Inc., Company Guaranteed Notes

 

 

 

 

 

 

(Callable 01/15/23 @ 102.44)

(BB-, Ba3)

01/15/28

4.875

 

246,814

 

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

March 31, 2020 (unaudited)

Par

 

Ratings

 

 

 

 

(000)

 

(S&P/Moody's)

Maturity

Rate%

 

Value

CORPORATE BONDS (continued)

 

 

 

 

 

Support - Services

 

 

 

 

 

$ 1,782

WeWork Cos., Inc., Rule 144A, Company Guaranteed Notes(2)

(CCC+, NR)

05/01/25

7.875

$

672,652

 

 

 

 

 

 

6,813,301

Tech Hardware & Equipment (1.9%)

 

 

 

 

 

525

CommScope Technologies LLC, Rule 144A, Company Guaranteed

 

 

 

 

 

 

Notes (Callable 03/15/22 @ 102.50)(2)

(B-, B3)

03/15/27

5.000

 

459,414

875

CommScope Technologies LLC, Rule 144A, Company Guaranteed

 

 

 

 

 

 

Notes (Callable 06/15/20 @ 103.00)(2)

(B-, B3)

06/15/25

6.000

 

807,363

1,325

CommScope, Inc., Rule 144A, Company Guaranteed Notes (Callable

 

 

 

 

 

 

03/01/22 @ 104.13)(2)

(B-, B3)

03/01/27

8.250

 

1,284,521

150

CommScope, Inc., Rule 144A, Senior Secured Notes (Callable

 

 

 

 

 

 

03/01/22 @ 103.00)(2)

(B+, Ba3)

03/01/26

6.000

 

150,618

 

 

 

 

 

 

2,701,916

Telecom - Wireless (0.7%)

 

 

 

 

 

950

T-Mobile U.S.A., Inc., Company Guaranteed Notes (Callable

 

 

 

 

 

 

02/01/23 @ 102.38)(1)

(BB+, Ba2)

02/01/28

4.750

 

994,983

Telecom - Wireline Integrated & Services (4.9%)

 

 

 

 

 

1,250

Altice Financing S.A., Rule 144A, Senior Secured Notes (Callable

 

 

 

 

 

 

05/15/21 @ 103.75)(2)

(B, B2)

05/15/26

7.500

 

1,218,063

550

Altice France S.A., Rule 144A, Senior Secured Notes (Callable

 

 

 

 

 

 

05/01/21 @ 103.69)(2)

(B, B2)

05/01/26

7.375

 

549,010

205

Equinix, Inc., Senior Unsecured Notes (Callable 05/15/22 @ 102.69)

(BBB-, Ba1)

05/15/27

5.375

 

203,862

400

Front Range BidCo, Inc., Rule 144A, Senior Unsecured Notes

 

 

 

 

 

 

(Callable 03/01/23 @ 103.06)(2)

(CCC+, Caa1)

03/01/28

6.125

 

382,250

90

GCI LLC, Rule 144A, Senior Unsecured Notes (Callable 06/15/21 @

 

 

 

 

 

 

103.31)(2)

(B, B3)

06/15/24

6.625

 

89,887

2,651

GTT Communications, Inc., Rule 144A, Company Guaranteed Notes

 

 

 

 

 

 

(Callable 05/01/20 @ 105.91)(1),(2)

(CCC, Caa1)

12/31/24

7.875

 

1,729,777

1,325

LCPR Senior Secured Financing DAC, Rule 144A, Senior Secured

 

 

 

 

 

 

Notes (Callable 10/15/22 @ 103.38)(2)

(B+, B1)

10/15/27

6.750

 

1,312,479

1,650

QTS Finance Corp., Rule 144A, Company Guaranteed Notes

 

 

 

 

 

 

(Callable 11/15/20 @ 103.56)(2)

(BB, B1)

11/15/25

4.750

 

1,606,679

 

 

 

 

 

 

7,092,007

Theaters & Entertainment (2.9%)

 

 

 

 

 

2,055

AMC Entertainment Holdings, Inc., Global Company Guaranteed

 

 

 

 

 

 

Notes (Callable 05/15/22 @ 103.06)

(CCC+, Caa1)

05/15/27

6.125

 

868,391

990

AMC Entertainment Holdings, Inc., Global Company Guaranteed

 

 

 

 

 

 

Notes (Callable 11/15/21 @ 102.94)

(CCC+, Caa1)

11/15/26

5.875

 

417,748

1,250

Cinemark U.S.A., Inc., Global Company Guaranteed Notes (Callable

 

 

 

 

 

 

04/30/20 @ 101.63)

(BB, B2)

06/01/23

4.875

 

943,712

700

Live Nation Entertainment, Inc., Rule 144A, Company Guaranteed

 

 

 

 

 

 

Notes (Callable 03/15/21 @ 104.22)(2)

(B+, B1)

03/15/26

5.625

 

656,980

1,025

Live Nation Entertainment, Inc., Rule 144A, Company Guaranteed

 

 

 

 

 

 

Notes (Callable 04/06/20 @ 103.66)(2)

(B+, B1)

11/01/24

4.875

 

940,776

325

Live Nation Entertainment, Inc., Rule 144A, Company Guaranteed

 

 

 

 

 

 

Notes (Callable 10/15/22 @ 103.56)(2)

(B+, B1)

10/15/27

4.750

 

291,054

 

 

 

 

 

 

4,118,661

Transport Infrastructure/Services (0.8%)

 

 

 

 

 

2,110

Navios Maritime Finance II U.S., Inc., Rule 144A, Senior Secured

 

 

 

 

 

 

Notes (Callable 05/04/20 @ 100.00)(2)

(B, Caa2)

08/15/22

11.250

 

1,072,800

TOTAL CORPORATE BONDS (Cost $169,706,846)

 

 

 

 

144,352,947

BANK LOANS (33.0%)

 

 

 

 

 

Advertising (0.2%)

 

 

 

 

 

398

Southern Graphics, Inc., LIBOR 3M + 3.250%(10)

(CCC+, B3)

12/31/22

4.700

 

213,909

725

Southern Graphics, Inc., LIBOR 3M + 7.500%(8),(10)

(CCC-, Caa3)

12/31/23

8.950

 

77,031

 

 

 

 

 

 

290,940

Aerospace & Defense (0.6%)

 

 

 

 

 

1,043

Sequa Mezzanine Holdings LLC, LIBOR 3M + 5.000%(10)

(CCC+, B3)

11/28/21

6.742

 

856,173

 

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

March 31, 2020 (unaudited)

 

Par

 

Ratings

 

 

 

 

 

(000)

 

(S&P/Moody's)

Maturity

Rate%

 

Value

BANK LOANS (continued)

 

 

 

 

 

Auto Parts & Equipment (1.1%)

 

 

 

 

 

$

739

Dayco Products LLC, LIBOR 3M + 4.250%(7),(10)

(CCC+, Caa2)

05/19/23

5.863

$

554,325

 

1,165

Jason, Inc., LIBOR 1M + 4.500% (8),(10)

(CCC, Caa3)

06/30/21

5.500

 

586,439

 

616

U.S. Farathane LLC, LIBOR 1M + 3.500%(7),(10)

(B+, Caa3)

12/23/21

4.500

 

412,894

 

 

 

 

 

 

 

1,553,658

Building & Construction (0.6%)

 

 

 

 

 

 

337

ACProducts, Inc., LIBOR 3M + 6.500%(10)

(B, B2)

08/18/25

8.192

 

307,270

 

751

TRC Companies, Inc., LIBOR 3M + 5.000%(7),(8),(10)

(B, B2)

06/21/24

6.450

 

611,845

 

 

 

 

 

 

 

919,115

Building Materials (1.4%)

 

 

 

 

 

 

1,000

Airxcel, Inc., LIBOR 1M + 8.750%(8),(10)

(CCC, Caa2)

04/27/26

9.739

 

725,000

 

1,481

LBM Borrower LLC, LIBOR 3M + 3.750%(10)

(B+, B2)

08/20/22

4.822

 

1,331,629

 

 

 

 

 

 

 

2,056,629

Chemicals (4.7%)

 

 

 

 

 

 

 

1,493

Ascend Performance Materials Operations LLC, LIBOR 3M +

 

 

 

 

 

 

 

5.250%(7),(10)

(BB-, B1)

08/27/26

6.700

 

1,328,325

 

492

ASP Chromaflo Intermediate Holdings, Inc., LIBOR 1M +

 

 

 

 

 

 

 

8.000%(8),(10)

(CCC, Caa2)

11/18/24

9.000

 

385,137

 

1,639

PMHC II, Inc., LIBOR 1YR + 3.500%(7),(10)

(CCC+, Caa1)

03/31/25

4.500

 

984,691

 

1,580

Polar U.S. Borrower LLC, LIBOR 3M + 4.750%(10)

(B, B2)

10/15/25

6.609

 

1,394,350

 

1,176

UTEX Industries, Inc., LIBOR 1M + 4.000%(10)

(CCC, Caa1)

05/22/21

5.000

 

389,915

 

1,750

Vantage Specialty Chemicals, Inc., LIBOR 3M + 8.250%(8),(10)

(CCC, Caa2)

10/27/25

9.863

 

1,182,344

 

1,523

Zep, Inc., LIBOR 3M + 4.000%(10)

(CCC+, Caa1)

08/12/24

5.072

 

1,027,802

 

 

 

 

 

 

 

6,692,564

Diversified Capital Goods (0.7%)

 

 

 

 

 

 

1,005

Dynacast International LLC, LIBOR 3M + 8.500%(7),(8),(10)

(CCC-, Caa3)

01/30/23

9.950

 

959,775

Electronics (1.8%)

 

 

 

 

 

 

750

CPI International, Inc., LIBOR 1M + 7.250%(8),(10)

(CCC, Caa2)

07/28/25

8.250

 

641,250

 

800

EXC Holdings III Corp., LIBOR 3M + 7.500%(8),(10)

(CCC+, Caa2)

12/01/25

9.408

 

629,500

 

1,569

Oberthur Technologies S.A., LIBOR 3M + 3.750%(10)

(B-, B3)

01/10/24

5.200

 

1,298,433

 

 

 

 

 

 

 

2,569,183

Food - Wholesale (0.7%)

 

 

 

 

 

 

1,151

United Natural Foods, Inc., LIBOR 1M + 4.250%(10)

(B, B3)

10/22/25

5.239

 

997,459

Gas Distribution (1.1%)

 

 

 

 

 

 

1,489

BCP Renaissance Parent LLC, LIBOR 3M + 3.500%(10)

(B+, B1)

11/01/24

4.950

 

885,806

 

1,237

Traverse Midstream Partners LLC, LIBOR 1M + 4.000%(10)

(B+, B2)

09/27/24

5.000

 

709,670

 

 

 

 

 

 

 

1,595,476

Health Facility (0.3%)

 

 

 

 

 

 

489

Western Dental Services, Inc., LIBOR 3M + 5.250%(7),(10)

(CCC+, B3)

06/30/23

6.700

 

483,828

Health Services (2.0%)

 

 

 

 

 

 

1,936

Athenahealth, Inc., LIBOR 3M + 4.500%(7),(10)

(B, B2)

02/11/26

5.284

 

1,821,720

 

598

Carestream Health, Inc., LIBOR 3M + 6.250%(10)

(B-, B1)

02/28/21

7.322

 

550,499

 

599

Sotera Health Holdings LLC, LIBOR 1M + 4.500%(10)

(B, B2)

12/11/26

5.500

 

528,739

 

 

 

 

 

 

 

2,900,958

Insurance Brokerage (1.7%)

 

 

 

 

 

 

1,945

Acrisure, LLC, LIBOR 3M + 3.500%(10)

(B, B2)

02/15/27

5.207

 

1,740,976

 

838

Alera Group Holdings, Inc., LIBOR 6M + 4.000%(7),(10)

(B, B2)

08/01/25

5.072

 

737,329

 

 

 

 

 

 

 

2,478,305

Investments & Misc. Financial Services (1.3%)

 

 

 

 

 

 

998

Advisor Group, Inc., LIBOR 1M + 5.000%(10)

(B-, B2)

07/31/26

5.989

 

739,907

 

859

Ditech Holding Corp., Prime + 7.000%(5),(10)

(NR, NR)

06/30/22

11.750

 

339,893

 

865

Duff & Phelps Corp.

(CCC, Caa2)

02/21/28

9.000

 

752,885

 

 

 

 

 

 

 

1,832,685

 

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

March 31, 2020 (unaudited)

Par

 

Ratings

 

 

 

 

(000)

 

(S&P/Moody's)

Maturity

Rate%

 

Value

BANK LOANS (continued)

 

 

 

 

 

Life Insurance (0.7%)

 

 

 

 

 

$ 1,090

Vida Capital, Inc., LIBOR 3M + 6.000%(7),(10)

(B, B2)

10/01/26

7.777

$

1,017,500

Machinery (1.8%)

 

 

 

 

 

498

Granite Holdings U.S. Acquisition Co., LIBOR 6M + 5.250%(7),(10)

(CCC+, B1)

09/30/26

6.322

 

360,687

798

LTI Holdings, Inc., LIBOR 1M + 6.750%(8),(10)

(CCC, Caa3)

09/06/26

7.739

 

432,659

448

LTI Holdings, Inc., LIBOR 1M + 3.500%(10)

(CCC+, B3)

09/06/25

4.489

 

336,729

650

MW Industries, Inc., LIBOR 3M + 8.000%(7),(8),(10)

(CCC, Caa2)

09/29/25

9.450

 

471,250

1,125

WireCo WorldGroup, Inc., LIBOR 6M + 9.000%(7),(8),(10)

(B-, Caa2)

09/30/24

10.072

 

990,000

 

 

 

 

 

 

2,591,325

Medical Products (1.1%)

 

 

 

 

 

879

ABB Concise Optical Group LLC, LIBOR 6M + 5.000%(10)

(CCC+, B3)

06/15/23

6.060

 

673,499

992

Maravai Intermediate Holdings LLC, LIBOR 3M + 4.250%(7),(10)

(B-, B2)

08/01/25

5.750

 

868,388

 

 

 

 

 

 

1,541,887

Metals & Mining - Excluding Steel (1.0%)

 

 

 

 

 

1,641

GrafTech Finance, Inc., LIBOR 1M + 3.500%(7),(10)

(BB-, B1)

02/12/25

4.500

 

1,436,084

Packaging (0.2%)

 

 

 

 

 

540

Strategic Materials, Inc., LIBOR 3M + 7.750%(7),(8),(10)

(CCC-, C)

10/27/25

9.513

 

329,400

Personal & Household Products (0.6%)

 

 

 

 

 

1,950

Serta Simmons Bedding LLC, LIBOR 1M + 8.000%(10)

(CC, Ca)

11/08/24

9.000

 

463,125

487

TricorBraun Holdings, Inc., Prime + 2.750%(10)

(B-, B2)

11/30/23

5.200

 

410,646

 

 

 

 

 

 

873,771

Pharmaceuticals (0.7%)

 

 

 

 

 

1,235

Akorn, Inc., LIBOR 1W + 13.750%(10)

(CCC-, Caa3)

04/16/21

15.375

 

961,102

Recreation

& Travel (1.9%)

 

 

 

 

 

1,613

Bulldog Purchaser, Inc., LIBOR 3M + 7.750%(8),(10)

(CCC, Caa3)

09/04/26

8.822

 

1,210,096

998

Bulldog Purchaser, Inc., LIBOR 3M + 3.750%(10)

(B, B3)

09/05/25

4.822

 

824,658

1,032

Hornblower Sub LLC, LIBOR 3M + 4.500%(10)

(CCC+, B3)

04/27/25

5.950

 

618,920

 

 

 

 

 

 

2,653,674

Software - Services (2.3%)

 

 

 

 

 

175

Almonde, Inc., LIBOR 3M + 3.500%(10)

(B-, B2)

06/13/24

5.277

 

150,822

2,003

Almonde, Inc., LIBOR 3M + 7.250%(10)

(CCC, Caa2)

06/13/25

9.027

 

1,538,593

500

Aston FinCo Sarl, LIBOR 3M + 4.250%(10)

(B-, B2)

10/09/26

6.128

 

448,750

500

Hyland Software, Inc., LIBOR 1M + 7.000%(10)

(CCC, Caa1)

07/07/25

7.989

 

458,750

305

LDiscovery LLC, LIBOR 3M + 5.875%(7),(10)

(B, B2)

12/09/22

7.775

 

262,111

486

Project Leopard Holdings, Inc., LIBOR 3M + 4.250%(10)

(B, B2)

07/07/23

5.700

 

428,743

 

 

 

 

 

 

3,287,769

Specialty Retail (1.0%)

 

 

 

 

 

750

Boing U.S. Holdco, Inc., LIBOR 1M + 7.500%(7),(8),(10)

(CCC, Caa2)

10/03/25

8.500

 

543,750

1,000

Sally Holdings LLC

(BB+, Ba1)

07/05/24

4.500

 

877,500

 

 

 

 

 

 

1,421,250

Support - Services (1.3%)

 

 

 

 

 

742

IG Investment Holdings LLC, LIBOR 3M + 4.000%(10)

(B-, B2)

05/23/25

5.450

 

598,751

931

Nuvei Technologies Corp., LIBOR 1M + 5.000%(7),(10)

(B-, B2)

09/29/25

6.000

 

847,017

650

USS Ultimate Holdings, Inc., LIBOR 3M + 7.750%(7),(8),(10)

(CCC+, Caa2)

08/25/25

9.671

 

471,250

 

 

 

 

 

 

1,917,018

Telecom - Wireline Integrated & Services (0.5%)

 

 

 

 

 

875

TVC Albany, Inc., LIBOR 1M + 7.500%(7),(8),(10)

(CCC, Caa2)

07/23/26

8.490

 

743,750

Theaters &

Entertainment (1.7%)

 

 

 

 

 

1,330

Metro-Goldwyn-Mayer, Inc., LIBOR 1M + 4.500%(7),(10)

(B-, B3)

07/03/26

5.500

 

1,157,345

1,602

William Morris Endeavor Entertainment LLC, LIBOR 3M + 2.750%(10)

(B, B2)

05/18/25

4.037

 

1,285,802

 

 

 

 

 

 

2,443,147

TOTAL BANK LOANS (Cost $59,828,331)

 

 

 

 

47,404,425

 

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

March 31, 2020 (unaudited)

Par

 

Ratings

 

 

 

 

(000)

 

(S&P/Moody's)

Maturity

Rate%

 

Value

ASSET BACKED SECURITIES (2.4%)

 

 

 

 

 

Collateralized Debt Obligations (2.4%)

 

 

 

 

 

$ 1,000

Anchorage Credit Opportunities CLO 1 Ltd., 2019-1A, Rule 144A,

 

 

 

 

 

 

LIBOR 3M + 7.550%(2),(10)

(BB-, NR)

01/20/32

9.291

$

645,847

1,000

Battalion CLO XV Ltd., 2020-15A, Rule 144A, LIBOR 3M +

 

 

 

 

 

 

6.350%(2),(10)

(BB-, NR)

01/17/33

8.012

 

567,558

1,000

KKR CLO Ltd., 16, Rule 144A, LIBOR 3M + 6.750%(2),(10)

(NR, Ba3)

01/20/29

8.569

 

666,557

1,000

Oaktree CLO Ltd., 2019-4A, Rule 144A, LIBOR 3M + 7.230%(2),(10)

(BB-, NR)

10/20/32

9.148

 

692,889

1,000

Symphony Credit Opportunities Fund Ltd., 2015-2A, Rule 144A,

 

 

 

 

 

 

LIBOR 3M + 3.060%(2),(10)

(NR, Baa3)

07/15/28

4.891

 

841,696

TOTAL ASSET BACKED SECURITIES (Cost $4,930,053)

 

 

 

 

3,414,547

Number of

 

 

 

 

 

 

Shares

 

 

 

 

 

 

COMMON STOCKS (0.9%)

 

 

 

 

 

Auto Parts & Equipment (0.7%)

 

 

 

 

 

46,071

UCI International, Inc.(6),(7),(8),(11)

 

 

 

 

1,036,598

Building & Construction (0.0%)

 

 

 

 

 

5

White Forest Resources, Inc.(6),(7),(8),(11)

 

 

 

 

Chemicals (0.1%)

 

 

 

 

 

 

2,794

Project Investor Holdings LLC(6),(7),(8),(11)

 

 

 

 

28

46,574

Proppants Holdings LLC(6),(7),(8),(11)

 

 

 

 

129,941

 

 

 

 

 

 

129,969

Energy - Exploration & Production (0.1%)

 

 

 

 

 

17,390

Independence Contract Drilling, Inc.(11)

 

 

 

 

24,346

12,239

Talos Energy, Inc.(11)

 

 

 

 

70,374

 

 

 

 

 

 

94,720

Support - Services (0.0%)

 

 

 

 

 

800

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

 

 

 

 

40,448

433

Sprint Industrial Holdings LLC, Class G(6),(7),(8),(11)

 

 

 

 

39

Sprint Industrial Holdings LLC, Class H(6),(7),(8),(11)

 

 

 

 

96

Sprint Industrial Holdings LLC, Class I(6),(7),(8),(11)

 

 

 

 

1

 

 

 

 

 

 

40,449

Theaters & Entertainment (0.0%)

 

 

 

 

 

22

NEG Holdings LLC, Litigation Trust Units(6),(7),(8),(11)

 

 

 

 

TOTAL COMMON STOCKS (Cost $2,843,136)

 

 

 

 

1,301,736

WARRANT (0.0%)

 

 

 

 

 

Chemicals (0.0%)

 

 

 

 

 

 

11,643

Project Investor Holdings LLC, expires 02/20/2022(6),(7),(8),(11) (Cost $6,054)

 

 

 

SHORT-TERM INVESTMENTS (6.5%)

 

 

 

 

 

9,282,853

State Street Navigator Securities Lending Government Money Market Portfolio, 0.24%(12) (Cost $9,282,853)

 

9,282,853

TOTAL INVESTMENTS AT VALUE (143.5%) (Cost $246,597,273)

 

 

 

 

205,756,508

LIABILITIES IN EXCESS OF OTHER ASSETS (-43.5%)

 

 

 

 

(62,362,325)

NET ASSETS (100.0%)

 

 

 

$

143,394,183

INVESTMENT ABBREVIATIONS

 

 

 

 

 

1M = 1 Month

1W = 1 Week

3M = 3 Month

6M = 6 Month

LIBOR = London Interbank Offered Rate NR = Not Rated

Sarl - société à responsabilité limitée

 

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

March 31, 2020 (unaudited)

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 or portion thereof is out on loan.

(2)Security exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At March 31, 2020, these securities amounted to a value of $126,082,384 or 87.9% of net assets.

(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)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.

(7)Security is valued using significant unobservable inputs.

(8)Illiquid security (unaudited).

(9)This security is denominated in Euro.

(10)Variable rate obligation - The interest rate shown is the rate in effect as of March 31, 2020. 

(11)Non-income producing security.

(12)Represents security purchased with cash collateral received for securities on loan. The rate shown is the annualized one-day yield at March 31, 2020.

Forward Foreign Currency Contracts

 

 

 

 

 

 

 

 

Forward

 

 

Forward

 

 

 

 

 

 

 

Net Unrealized

Currency to be

Currency to be

Expiration

 

 

Value on

 

Current

 

Appreciation

Purchased (Local)

 

Sold (Local)

Date

Counterparty

 

Settlement Date

 

Value/Notional

 

(Depreciation)

EUR

292,826

USD

325,731

10/13/20

Deutsche Bank AG

$

325,731

$

323,385

$

(2,346)

GBP

36,818

USD

44,949

10/13/20

Deutsche Bank AG

 

44,949

 

45,745

 

796

GBP

43,871

USD

54,312

10/13/20

Barclays Bank PLC

 

54,312

 

54,509

 

197

USD

1,951,639

EUR

1,736,952

10/13/20

Morgan Stanley

 

(1,951,639)

 

(1,918,214)

 

33,425

USD

84,255

EUR

75,212

10/13/20

Deutsche Bank AG

 

(84,255)

 

(83,061)

 

1,194

USD

665,333

GBP

538,587

10/13/20

Morgan Stanley

 

(665,333)

 

(669,186)

 

(3,853)

USD

14,424

GBP

10,946

10/13/20

Barclays Bank PLC

 

(14,424)

 

(13,600)

 

824

USD

18,437

GBP

14,876

10/13/20

Deutsche Bank AG

 

(18,437)

 

(18,483)

 

(46)

 

 

 

 

 

 

 

 

 

 

$

30,191

Currency Abbreviations:

EUR = Euro

GBP = British Pound

USD = United States Dollar

 

SECURITY VALUATION — The Board of Directors (the "Board") is responsible for the Fund's valuation process. The Board has delegated the supervision of the daily valuation process to Credit Suisse Asset Management, LLC, the Fund's investment adviser ("Credit Suisse" or the "Adviser"), who has established a Pricing Committee which, pursuant to the policies adopted by the Board, is responsible for making fair valuation determinations and overseeing the Fund's pricing policies. The net asset value of the Fund is determined daily as of the close of regular trading on the New York Stock Exchange, Inc. (the "Exchange") on each day the Exchange is open for business. The valuations for fixed income securities (which may include, but are not limited to, corporate, government, municipal, mortgage-backed, collateralized mortgage obligations and asset-backed securities) and certain derivative instruments are typically the prices supplied by independent third party pricing services, which may use market prices or broker/dealer quotations or a variety of valuation techniques and methodologies. The independent third party pricing services use inputs that are observable such as issuer details, interest rates, yield curves, prepayment speeds, credit risks/spreads, default rates and quoted prices for similar securities. These pricing services generally price fixed income securities assuming orderly transactions of an institutional "round lot" size, but some trades occur in smaller "odd lot" sizes which may be effected at lower prices than institutional round lot trades. Structured note agreements are valued in accordance with a dealer-supplied valuation based on changes in the value of the underlying index. Futures contracts are valued daily at the settlement price established by the board of trade or exchange on which they are traded. Forward contracts are valued at the London closing spot rates and the London closing forward point rates on a daily basis. The currency forward contract pricing model derives the differential in point rates to the expiration date of the forward and calculates its present value. Equity securities for which market quotations are available are valued at the last reported sales price or official closing price on the primary market or exchange on which they trade. The Fund may utilize a service provided by an independent third party which has been approved by the Board to fair value certain securities. When fair value pricing is employed, the prices of securities used by the Fund to calculate its net asset value may differ from quoted or published prices for the same securities. If independent third party pricing services are unable to supply prices for a portfolio investment, or if the prices supplied are deemed by the investment adviser to be unreliable, the market price may be determined by the investment adviser using quotations from one or more brokers/dealers or at the transaction price if the security has recently been purchased and no value has yet been obtained from a pricing service or pricing broker. When reliable prices are not readily available, such as when the value of a security has been significantly affected by events after the close of the exchange or market on which the security is principally traded, but before the Fund calculates its net asset value, these securities will be fair valued in good faith by the Pricing Committee, in accordance with procedures adopted by the Board.

The Fund uses valuation techniques to measure fair value that are consistent with the market approach and/or income approach, depending on the type of security and the particular circumstance. The market approach uses prices and other relevant information generated by market transactions involving identical or comparable securities. The income approach uses valuation techniques to discount estimated future cash flows to present value.

Generally accepted accounting principles in the United States of America ("GAAP") established a disclosure hierarchy that categorizes the inputs to valuation techniques used to value assets and liabilities at each measurement date. These inputs are summarized in the three broad levels listed below:

 

Level 1—quoted prices in active markets for identical investments

Level 2—other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, credit risk, etc.)

Level 3—significant unobservable inputs (including the Fund's own assumptions in determining the fair value of investments)

The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities.

The following is a summary of the inputs used as of March 31, 2020 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

$

$

144,349,217

$

3,730

$

144,352,947

Bank Loans

 

 

30,011,161

 

17,393,264

 

47,404,425

Asset Backed Securities

 

 

3,414,547

 

 

3,414,547

Common Stocks

 

94,720

 

 

1,207,016

 

1,301,736

Warrant

 

 

 

0(1)

 

0(1)

Short-term Investment

 

 

9,282,853

 

 

9,282,853

 

$

94,720

$

187,057,778

$

18,604,010

$

205,756,508

Other Financial Instruments*

 

 

 

 

 

 

 

 

Forward Foreign Currency Contracts

$

$

36,436

$

$

36,436

Liabilities

 

Level 1

Level 2

Level 3

 

Total

Other Financial Instruments*

 

 

 

 

 

 

Forward Foreign Currency Contracts

$

— $

6,245

$

— $

6,245

(1)Includes zero valued securities.

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

 

The following is a reconciliation of investments as of March 31, 2020 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

 

Bank

 

Common

 

 

 

 

 

 

 

Bonds

 

Loans

 

Stocks

 

Warrant

 

 

Total

Balance as of December 31, 2019

$

3,730

$

14,127,238

$

1,648,703

$

0

(1)

$

15,779,671

 

 

 

 

 

 

 

 

 

 

 

 

Accrued discounts (premiums)

 

-

 

13,065

 

-

 

-

 

 

13,065

 

 

 

 

 

 

 

 

 

Purchases

 

-

 

4,978,573

 

-

 

-

 

 

4,978,573

 

 

 

 

 

 

 

 

 

Sales

 

-

 

(34,775)

 

-

 

-

 

 

(34,775)

 

 

 

 

 

 

 

 

 

Realized gain (loss)

 

-

 

637

 

-

 

-

 

 

637

 

 

 

 

 

 

 

 

 

Change in unrealized appreciation (depreciation)

 

-

 

(2,896,836)

 

(441,687)

 

-

 

 

(3,338,523)

 

 

 

 

 

 

 

 

Transfers into Level 3

 

-

 

6,947,649

 

-

 

-

 

 

6,947,649

 

 

 

 

 

 

 

 

 

Transfers out of Level 3

 

-

 

(5,742,287)

 

-

 

-

 

 

(5,742,287)

 

 

 

 

 

 

 

 

 

Balance as of March 31, 2020

$

3,730

$

17,393,264

$

1,207,016

$

0

(1)

$

18,604,010

 

 

 

 

 

 

 

 

 

 

 

Net change in unrealized appreciation (depreciation)

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

from investments still held as of March 31, 2020

$

-

$

(1,507,673)

$

(441,687)

$

-

 

$

(1,949,360)

 

 

 

__________

(1)Includes zero valued securities.

 

Quantitative Disclosure About Significant Unobservable Inputs

 

 

Fair Value

 

Valuation

 

 

 

Range

Asset Class

 

At 03/31/2020

 

Techniques

 

Unobservable Input

 

(Weighted Average)*

Corporate Bonds

$

3,730

 

Income Approach

 

Expected remaining distribution

 

$0.01 (N/A)

Bank Loans

$

17,393,264

 

Vendor Pricing

 

Single Broker Quote

$0.60 - $0.99 ($0.85)

Common Stocks

$

1,036,598

 

Vendor Pricing

 

Single Broker Quote

 

$22.50 (N/A)

 

$

170,417

 

Market Approach

 

EBITDA Multiples

1.8 - 10.0 (8.7)

 

$

1

 

Income Approach

 

Expected remaining distribution

$0.00 - $0.01 ($0.01)

Warrant

$

0

 

Market Approach

 

EBITDA Multiples

 

6.8 (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.

During the period ended March 31, 2020, $6,947,649 was transferred from Level 2 to Level 3 due to a lack of a pricing source supported by observable inputs and $5,742,287 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.