NPORT-EX 2 NPORT_TH96_10871397_0921.htm FOR VALIDATION PURPOSES ONLY - [165236.TX]

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments

September 30, 2021 (unaudited)

 

Par
(000)		              

Ratings†
  (S&P/Moody’s)  

        Maturity            Rate%            Value    
                        
 

CORPORATE BONDS (84.9%)

                    
 

Advertising (0.1%)

                    
$             136       

TripAdvisor, Inc., Rule 144A, Company Guaranteed Notes
(Callable 07/15/22 @ 103.50)(1)

      (BB-, B1)        07/15/25          7.000        $        144,330  
                        

 

 

  
                        
 

Aerospace and Defense (0.6%)

                    
  250       

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

      (BB-, Ba3)        09/30/28          4.750          254,170  
  800       

TransDigm, Inc., Global Company Guaranteed Notes
(Callable 03/15/22 @ 103.75)

      (B-, B3)        03/15/27          7.500          843,270  
                        

 

 

  
                           1,097,440  
                        

 

 

  
                        
 

Auto Parts & Equipment (2.6%)

                    
  2,310       

Clarios U.S. Finance Co., Rule 144A, Company Guaranteed Notes
(Callable 05/15/22 @ 104.25)(1)

      (CCC+, Caa1)        05/15/27          8.500          2,460,150  
  1,300       

Cooper-Standard Automotive, Inc., Rule 144A, Company Guaranteed Notes
(Callable 11/15/21 @ 102.81)(1)

      (CCC, Caa1)        11/15/26          5.625          1,063,270  
  1,000       

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

      (CCC, Caa1)        10/15/29          6.625          1,000,990  
  250       

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

      (B+, Ba3)        01/15/29          7.875          279,375  
                        

 

 

  
                           4,803,785  
                        

 

 

  
                        
 

Automakers (0.6%)

                    
  400       

Ford Motor Co., Global Senior Unsecured Notes

      (BB+, Ba2)        04/21/23          8.500          440,476  
  675       

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

      (BB+, B1)        07/15/28          6.250          728,183  
                        

 

 

  
                           1,168,659  
                        

 

 

  
                        
 

Brokerage (0.7%)

                    
  1,098       

StoneX Group, Inc., Rule 144A, Senior Secured Notes
(Callable 06/15/22 @ 104.31)(1)

      (BB-, Ba3)        06/15/25          8.625          1,181,723  
                        

 

 

  
                        
 

Building & Construction (1.1%)

                    
  800       

Adams Homes, Inc., Rule 144A, Company Guaranteed Notes
(Callable 02/15/22 @ 103.75)(1)

      (B+, B3)        02/15/25          7.500          836,540  
  1,050       

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

      (B+, B1)        02/01/28          5.750          1,103,650  
                        

 

 

  
                           1,940,190  
                        

 

 

  
                        
 

Building Materials (3.6%)

                    
  1,265       

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

      (CCC+, Caa1)        03/01/29          6.000          1,241,560  
  1,650       

James Hardie International Finance DAC, Rule 144A, Company Guaranteed Notes
(Callable 01/15/23 @ 102.50)(1)

      (BB+, Ba1)        01/15/28          5.000          1,734,562  
  1,200       

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

      (CCC, Caa1)        02/01/29          5.625          1,164,282  
  450       

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

      (CCC, Caa1)        08/01/29          6.750          451,798  
  600       

PGT Innovations, Inc., Rule 144A, Company Guaranteed Notes
(Callable 08/01/24 @ 102.19)(1)

      (B+, B2)        10/01/29          4.375          605,253  
  200       

Summit Materials Finance Corp., Rule 144A, Company Guaranteed Notes
(Callable 07/15/23 @ 102.63)(1)

      (BB, B1)        01/15/29          5.250          210,250  
  500       

WESCO Distribution, Inc., Rule 144A, Company Guaranteed Notes
(Callable 06/15/22 @ 103.56)(1)

      (BB-, B1)        06/15/25          7.125          535,540  
  500       

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

      (BB-, B1)        06/15/28          7.250          554,375  
                        

 

 

  
                           6,497,620  
                        

 

 

  
                        
 

Cable & Satellite TV (4.0%)

                    
  685       

CSC Holdings LLC, Global Senior Unsecured Notes

      (B+, B3)        06/01/24          5.250          734,649  
  50       

CSC Holdings LLC, Rule 144A, Company Guaranteed Notes
(Callable 04/15/22 @ 102.75)(1)

      (BB, Ba3)        04/15/27          5.500          52,011  
  850       

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

      (BB, Ba3)        02/01/28          5.375          889,312  
  600       

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

      (BB, Ba3)        11/15/31          4.500          593,250  

 

 

 

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

September 30, 2021 (unaudited)

 

Par
(000)		              

Ratings†
  (S&P/Moody’s)  

        Maturity            Rate%            Value    
                        
 

CORPORATE BONDS (continued)

                    
 

Cable & Satellite TV

                    
$          1,023       

Midcontinent Finance Corp., Rule 144A, Company Guaranteed Notes
(Callable 08/15/22 @ 102.69)(1)

      (B+, B3)        08/15/27          5.375        $     1,066,948  
  1,400       

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

      (BB-, Ba3)        03/01/28          5.500          1,476,300  
  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          615,066  
  500       

Virgin Media Secured Finance PLC, Rule 144A, Senior Secured Notes
(Callable 04/15/22 @ 102.50)(1),(2)

      (BB-, Ba3)        04/15/27          5.000          699,578  
  1,077       

Ziggo B.V., Rule 144A, Senior Secured Notes
(Callable 01/15/22 @ 102.75)(1)

      (B+, B1)        01/15/27          5.500          1,114,695  
                        

 

 

  
                           7,241,809  
                        

 

 

  
                        
 

Chemicals (3.5%)

                    
  200       

Avient Corp., Rule 144A, Senior Unsecured Notes
(Callable 05/15/22 @ 102.88)(1)

      (BB-, Ba3)        05/15/25          5.750          211,000  
  500       

GCP Applied Technologies, Inc., Rule 144A, Company Guaranteed Notes
(Callable 10/18/21 @ 102.75)(1)

      (BB, B1)        04/15/26          5.500          512,187  
  800       

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

      (B, B2)        05/15/28          4.750          805,000  
  1,440       

Ingevity Corp., Rule 144A, Company Guaranteed Notes
(Callable 11/01/21 @ 102.25)(1)

      (NR, Ba3)        02/01/26          4.500          1,457,388  
  800       

LSF11 A5 Holdings LLC, Rule 144A, Senior Unsecured Notes (1)

      (B-, Caa1)        10/15/29          6.625          800,000  
  350       

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

      (CCC+, Caa2)        10/01/29          6.250          347,270  
  276       

Reichhold Industries, Inc., Rule 144A, Senior Secured Notes (1),(3),(4),(5),(6)

      (NR, NR)        05/01/18          0.000          3,730  
  1,000       

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

      (CCC+, Caa2)        05/15/26          6.750          1,007,515  
  400       

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

      (B, B2)        04/01/29          5.125          403,512  
  800       

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

      (B, B3)        03/15/29          4.625          797,000  
                        

 

 

  
                           6,344,602  
                        

 

 

  
                        
 

Consumer/Commercial/Lease Financing (1.1%)

                    
  1,950       

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

      (BB, Ba3)        02/01/28          4.750          2,018,737  
                        

 

 

  
                        
 

Diversified Capital Goods (2.0%)

                    
  950       

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

      (BB-, Ba3)        06/01/31          4.250          979,687  
  800       

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

      (BB, Ba3)        12/15/28          4.625          822,000  
  400       

Madison IAQ LLC, Rule 144A, Senior Secured Notes
(Callable 06/30/24 @ 102.06)(1)

      (B, B1)        06/30/28          4.125          400,506  
  400       

Madison IAQ LLC, Rule 144A, Senior Unsecured Notes
(Callable 06/30/24 @ 102.94)(1)

      (CCC+, Caa1)        06/30/29          5.875          403,522  
  1,000       

Stevens Holding Co., Inc., Rule 144A, Company Guaranteed Notes
(Callable 10/01/23 @ 101.53)(1)

      (BB-, Ba3)        10/01/26          6.125          1,080,000  
                        

 

 

  
                           3,685,715  
                        

 

 

  
                        
 

Electronics (1.4%)

                    
  200       

CPI CG, Inc., Rule 144A, Senior Secured Notes
(Callable 03/15/23 @ 104.31)(1)

      (B-, B3)        03/15/26          8.625          217,250  
  1,085       

Sensata Technologies B.V., Rule 144A, Company Guaranteed Notes (1)

      (BB+, Ba3)        10/01/25          5.000          1,196,212  
  235       

Sensata Technologies B.V., Rule 144A, Company Guaranteed Notes
(Callable 04/15/24 @ 102.00)(1)

      (BB+, Ba3)        04/15/29          4.000          239,512  
  800       

Synaptics, Inc., Rule 144A, Company Guaranteed Notes
(Callable 06/15/24 @ 102.00)(1),(7)

      (BB-, Ba3)        06/15/29          4.000          819,456  
                        

 

 

  
                           2,472,430  
                        

 

 

  
                        
 

Energy - Exploration & Production (1.8%)

                    
  550       

CNX Resources Corp., Rule 144A, Company Guaranteed Notes
(Callable 03/14/22 @ 105.44)(1)

      (BB-, B1)        03/14/27          7.250          586,272  

 

 

 

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

September 30, 2021 (unaudited)

 

Par
(000)		              

Ratings†
  (S&P/Moody’s)  

        Maturity            Rate%            Value    
                        
 

CORPORATE BONDS (continued)

                    
 

Energy - Exploration & Production

                    
$             550       

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

      (BB-, B1)        01/15/29          6.000        $        582,313  
  235       

Laredo Petroleum, Inc., Rule 144A, Company Guaranteed Notes
(Callable 07/31/24 @ 103.88)(1)

      (B, B3)        07/31/29          7.750          235,881  
  395       

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

      (B, B3)        03/01/28          8.125          422,611  
  1,500       

W&T Offshore, Inc., Rule 144A, Secured Notes
(Callable 11/01/21 @ 102.44)(1)

      (B, Caa2)        11/01/23          9.750          1,429,762  
                        

 

 

  
                           3,256,839  
                        

 

 

  
                        
 

Environmental (0.4%)

                    
  425       

GFL Environmental, Inc., Rule 144A, Senior Secured Notes
(Callable 12/15/22 @ 102.56)(1)

      (BB-, Ba3)        12/15/26          5.125          446,828  
  200       

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

      (BB-, NR)        01/15/29          3.875          201,472  
                        

 

 

  
                           648,300  
                        

 

 

  
                        
 

Food - Wholesale (0.3%)

                    
  600       

U.S. Foods, Inc., Rule 144A, Company Guaranteed Notes
(Callable 02/15/24 @ 102.38)(1)

      (B+, Caa1)        02/15/29          4.750          616,563  
                        

 

 

  
                        
 

Gaming (3.5%)

                    
  325       

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

      (B, Caa1)        06/15/31          4.750          335,563  
  1,301       

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

      (B+, B1)        01/15/28          4.750          1,362,797  
  2,100       

Golden Nugget, Inc., Rule 144A, Senior Unsecured Notes
(Callable 11/01/21 @ 100.00)(1)

      (CCC, Caa2)        10/15/24          6.750          2,105,355  
  1,469       

Jacobs Entertainment, Inc., Rule 144A, Secured Notes
(Callable 11/01/21 @ 103.94)(1)

      (B-, B3)        02/01/24          7.875          1,518,579  
  750       

MGP Finance Co-Issuer, Inc., Global Company Guaranteed Notes
(Callable 11/01/26 @ 100.00)

      (BB-, B1)        02/01/27          5.750          863,438  
  220       

Peninsula Pacific Entertainment Finance, Rule 144A, Senior Unsecured Notes
(Callable 11/15/23 @ 104.25)(1)

      (B-, Caa1)        11/15/27          8.500          238,813  
                        

 

 

  
                           6,424,545  
                        

 

 

  
                        
 

Gas Distribution (3.2%)

                    
  750       

Genesis Energy Finance Corp., Company Guaranteed Notes
(Callable 11/01/21 @ 100.94)

      (B, B1)        06/15/24          5.625          749,062  
  425       

Genesis Energy Finance Corp., Company Guaranteed Notes
(Callable 11/01/21 @ 103.25)

      (B, B1)        10/01/25          6.500          424,499  
  675       

Genesis Energy Finance Corp., Company Guaranteed Notes
(Callable 11/01/21 @ 104.69)

      (B, B1)        05/15/26          6.250          663,650  
  1,000       

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

      (BB+, Ba3)        06/15/28          5.125          1,045,800  
  200       

Hess Midstream Operations LP, Rule 144A, Company Guaranteed Notes
(Callable 02/15/25 @ 102.13)(1)

      (BB+, Ba3)        02/15/30          4.250          202,860  
  950       

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

      (B+, B1)        09/30/26          6.500          909,625  
  500       

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

      (BB+, Ba2)        07/15/29          4.950          520,625  
  610       

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

      (BB+, Ba2)        05/15/30          4.800          636,169  
  200       

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

      (BB-, B1)        06/01/31          5.000          207,750  
  500       

Tallgrass Energy Finance Corp., Rule 144A, Company Guaranteed Notes
(Callable 10/01/22 @ 105.63)(1)

      (BB-, B1)        10/01/25          7.500          541,875  
                        

 

 

  
                           5,901,915  
                        

 

 

  
                        
 

Health Facilities (1.4%)

                    
  750       

HCA, Inc., Company Guaranteed Notes
(Callable 03/01/28 @ 100.00)

      (BB-, Baa3)        09/01/28          5.625          893,212  
  800       

Mozart Debt Merger Sub, Inc., Rule 144A, Senior secured Notes
(Callable 10/01/24 @ 101.94)(1)

      (B+, B1)        04/01/29          3.875          800,000  
  400       

Mozart Debt Merger Sub, Inc., Rule 144A, Senior Unsecured Notes
(Callable 10/01/24 @ 102.63)(1)

      (NR, Caa1)        10/01/29          5.250          400,000  

 

 

 

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

September 30, 2021 (unaudited)

 

Par
(000)		              

Ratings†
  (S&P/Moody’s)  

        Maturity            Rate%            Value    
                        
 

CORPORATE BONDS (continued)

                    
 

Health Facilities

                    
$             500       

Surgery Center Holdings, Inc., Rule 144A, Company Guaranteed Notes
(Callable 04/15/22 @ 105.00)(1),(7)

      (CCC, Caa2)        04/15/27          10.000        $        540,625  
                        

 

 

  
                           2,633,837  
                        

 

 

  
                        
 

Health Services (3.2%)

                    
  450       

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

      (BB-, Ba3)        04/15/29          4.000          463,234  
  705       

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

      (B, B3)        10/01/29          4.500          718,324  
  120       

Ortho-Clinical Diagnostics S.A., Rule 144A, Senior Unsecured Notes
(Callable 06/01/22 @ 103.69)(1)

      (CCC+, B3)        06/01/25          7.375          126,787  
  1,782       

Owens & Minor, Inc., Global Senior Secured Notes
(Callable 09/15/24 @ 100.00)

      (BB-, Ba2)        12/15/24          4.375          1,894,498  
  1,850       

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

      (CCC, Caa2)        02/01/28          9.250          1,992,552  
  235       

RP Escrow Issuer LLC, Rule 144A, Senior Secured Notes
(Callable 12/15/22 @ 102.63)(1)

      (B-, B2)        12/15/25          5.250          242,063  
  393       

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

      (BB, Ba3)        05/15/31          4.000          406,755  
                        

 

 

  
                           5,844,213  
                        

 

 

  
                        
 

Insurance Brokerage (4.0%)

                    
  1,801       

Acrisure Finance, Inc., Rule 144A, Senior Unsecured Notes
(Callable 11/01/21 @ 103.50)(1)

      (CCC+, Caa2)        11/15/25          7.000          1,836,196  
  1,000       

Acrisure Finance, Inc., Rule 144A, Senior Unsecured Notes
(Callable 08/01/22 @ 107.59)(1)

      (CCC+, Caa2)        08/01/26          10.125          1,116,510  
  700       

Alliant Holdings Co-Issuer, Rule 144A, Senior Secured Notes
(Callable 10/15/23 @ 102.13)(1)

      (B, B2)        10/15/27          4.250          708,263  
  293       

Alliant Holdings Co-Issuer, Rule 144A, Senior Unsecured Notes
(Callable 10/15/22 @ 103.38)(1)

      (CCC+, Caa2)        10/15/27          6.750          303,645  
  200       

AmWINS Group, Inc., Rule 144A, Senior Unsecured Notes
(Callable 06/30/24 @ 102.44)(1)

      (B-, B3)        06/30/29          4.875          203,250  
  780       

GTCR AP Finance, Inc., Rule 144A, Senior Unsecured Notes
(Callable 05/15/22 @ 104.00)(1)

      (CCC+, Caa2)        05/15/27          8.000          824,121  
  625       

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

      (B, B1)        08/15/28          4.875          633,594  
  1,600       

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

      (CCC+, Caa2)        08/15/28          6.875          1,635,856  
                        

 

 

  
                           7,261,435  
                        

 

 

  
                        
 

Investments & Misc. Financial Services (1.4%)

                    
  1,185       

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

      (B-, B2)        03/01/28          6.250          1,244,475  
  1,200       

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

      (B+, B1)        04/15/29          5.250          1,257,000  
                        

 

 

  
                           2,501,475  
                        

 

 

  
                        
 

Machinery (2.9%)

                    
  1,025       

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

      (BB, Ba2)        04/15/29          4.375          1,039,094  
  1,000       

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

      (B+, B2)        12/15/28          4.125          1,026,790  
  300       

Granite U.S. Holdings Corp., Rule 144A, Company Guaranteed Notes
(Callable 10/01/22 @ 105.50)(1)

      (CCC+, Caa1)        10/01/27          11.000          328,878  
  470       

Harsco Corp., Rule 144A, Company Guaranteed Notes
(Callable 07/31/22 @ 102.88)(1)

      (B+, B1)        07/31/27          5.750          487,625  
  400       

Hillenbrand, Inc., Global Company Guaranteed Notes
(Callable 06/15/22 @ 102.88)

      (BB+, Ba1)        06/15/25          5.750          421,500  
  200       

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

      (BB, Ba1)        06/15/29          4.000          207,290  
  1,485       

Rexnord LLC, Rule 144A, Company Guaranteed Notes
(Callable 10/04/21 @ 102.44)(1)

      (BB-, B1)        12/15/25          4.875          1,521,204  
  200       

Roller Bearing Co. of America, Inc., Rule 144A, Senior Secured Notes
(Callable 10/15/24 @ 102.19)(1)

      (B+, B2)        10/15/29          4.375          205,250  
                        

 

 

  
                           5,237,631  
                        

 

 

  

 

 

 

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

September 30, 2021 (unaudited)

 

Par
(000)		              

Ratings†
  (S&P/Moody’s)  

        Maturity            Rate%            Value    
                        
 

CORPORATE BONDS (continued)

                    
 

Media - Diversified (0.4%)

                    
$           550       

National CineMedia LLC, Global Senior Unsecured Notes
(Callable 11/01/21 @ 102.88)

      (CCC-, Caa3)        08/15/26          5.750        $        451,412  
  250       

National CineMedia LLC, Rule 144A, Senior Secured Notes
(Callable 04/15/23 @ 102.94)(1),(7)

      (CCC+, B3)        04/15/28          5.875          229,823  
                        

 

 

  
                           681,235  
                        

 

 

  
                        
 

Media Content (0.9%)

                    
  980       

Diamond Sports Finance Co., Rule 144A, Company Guaranteed Notes
(Callable 08/15/22 @ 103.31)(1)

      (CC, Ca)        08/15/27          6.625          430,396  
  615       

Diamond Sports Finance Co., Rule 144A, Senior Secured Notes
(Callable 08/15/22 @ 102.69)(1)

      (CCC, Caa1)        08/15/26          5.375          406,669  
  200       

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

      (BB, Ba3)        07/15/28          4.000          203,625  
  587       

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

      (BB, Ba3)        07/01/29          5.500          635,428  
                        

 

 

  
                           1,676,118  
                        

 

 

  
                        
 

Metals & Mining - Excluding Steel (1.7%)

                    
  200       

First Quantum Minerals Ltd., Rule 144A, Company Guaranteed Notes
(Callable 10/12/21 @ 101.81)(1)

      (B, NR)        04/01/23          7.250          203,750  
  1,500       

First Quantum Minerals Ltd., Rule 144A, Company Guaranteed Notes
(Callable 10/12/21 @ 105.16)(1)

      (B, NR)        03/01/26          6.875          1,561,875  
  200       

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

      (BB, B1)        06/01/31          4.500          205,250  
  110       

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

      (BB, B1)        01/30/30          4.750          115,934  
  1,000       

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

      (B-, Caa1)        02/15/26          7.000          1,015,000  
                        

 

 

  
                           3,101,809  
                        

 

 

  
                        
 

Oil Field Equipment & Services (0.4%)

                    
  265       

Pioneer Energy Services Corp., PIK, Rule 144A, Senior Unsecured Notes (1),(4),(5),(8),(9)

      (NR, NR)        11/15/25          5.000          324,386  
  400       

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

      (B+, B3)        10/15/29          5.500          406,500  
                        

 

 

  
                           730,886  
                        

 

 

  
                        
 

Oil Refining & Marketing (0.5%)

                    
  980       

ITT Holdings LLC, Rule 144A, Senior Unsecured Notes
(Callable 08/01/24 @ 103.25)(1)

      (B, B2)        08/01/29          6.500          989,800  
                        

 

 

  
                        
 

Packaging (5.0%)

                    
  400       

Ardagh Metal Packaging Finance PLC, Rule 144A, Senior Unsecured Notes
(Callable 05/15/24 @ 102.00)(1)

      (B+, B3)        09/01/29          4.000          405,000  
  133       

Crown Americas Capital Corp. VI, Global Company Guaranteed Notes
(Callable 11/01/21 @ 103.56)

      (BB-, Ba3)        02/01/26          4.750          137,236  
  2,000       

Flex Acquisition Co., Inc., Rule 144A, Senior Unsecured Notes
(Callable 11/01/21 @ 101.72)(1)

      (CCC+, Caa2)        01/15/25          6.875          2,027,500  
  400       

Intelligent Packaging Ltd. Co-Issuer LLC, Rule 144A, Senior Secured Notes
(Callable 09/15/22 @ 103.00)(1)

      (B-, B3)        09/15/28          6.000          419,580  
  1,130       

Intertape Polymer Group, Inc., Rule 144A, Company Guaranteed Notes
(Callable 06/15/24 @ 102.19)(1)

      (B+, Ba3)        06/15/29          4.375          1,150,182  
  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          520,419  
  2,310       

Plastipak Holdings, Inc., Rule 144A, Senior Unsecured Notes
(Callable 11/01/21 @ 101.56)(1)

      (B, B3)        10/15/25          6.250          2,354,006  
  1,980       

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

      (BB-, Ba3)        04/15/29          4.125          2,028,965  
                        

 

 

  
                           9,042,888  
                        

 

 

  
                        
 

Personal & Household Products (0.2%)

                    
  1,350       

High Ridge Brands Co., Rule 144A, Senior Unsecured Notes
(Callable 11/08/21 @ 102.22)(1),(3),(4),(5)

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

 

 

 

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

September 30, 2021 (unaudited)

 

Par
(000)		              

Ratings†
  (S&P/Moody’s)  

        Maturity            Rate%            Value    
                        
 

CORPORATE BONDS (continued)

                    
 

Personal & Household Products

                    
$             400       

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

      (CCC+, Caa2)        06/01/29          6.375        $        390,502  
                        

 

 

  
                           402,315  
                        

 

 

  
                        
 

Pharmaceuticals (4.1%)

                    
  500       

Bausch Health Americas, Inc., Rule 144A, Company Guaranteed Notes
(Callable 04/01/22 @ 104.63)(1)

      (B, B3)        04/01/26          9.250          533,750  
  400       

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

      (BB, Ba2)        06/01/28          4.875          415,000  
  250       

Bausch Health Cos., Inc., Rule 144A, Company Guaranteed Notes
(Callable 12/15/21 @ 104.50)(1)

      (B, B3)        12/15/25          9.000          265,000  
  500       

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

      (B, B3)        05/30/29          7.250          511,315  
  700       

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

      (B, B3)        01/30/30          5.250          653,814  
  708       

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

      (BB-, Ba3)        08/15/28          3.875          691,306  
  650       

Endo Finance LLC, Rule 144A, Senior Secured Notes
(Callable 11/01/21 @ 101.47)(1)

      (B-, B3)        10/15/24          5.875          638,901  
  400       

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

      (B-, B3)        04/01/29          6.125          400,542  
  940       

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

      (B, B3)        10/15/28          4.750          961,338  
  800       

Horizon Therapeutics U.S.A., Inc., Rule 144A, Company Guaranteed Notes
(Callable 08/01/22 @ 104.13)(1)

      (B+, Ba3)        08/01/27          5.500          849,000  
  1,400       

Jazz Securities DAC, Rule 144A, Senior Secured Notes
(Callable 07/15/24 @ 102.19)(1)

      (BB-, Ba2)        01/15/29          4.375          1,452,570  
                        

 

 

  
                           7,372,536  
                        

 

 

  
                        
 

Real Estate Development & Management (1.4%)

                    
  718       

Newmark Group, Inc., Global Senior Unsecured Notes
(Callable 10/15/23 @ 100.00)

      (BB+, NR)        11/15/23          6.125          776,337  
  1,782       

WeWork Cos., Inc., Rule 144A, Company Guaranteed Notes(1),(7)

      (CCC+, NR)        05/01/25          7.875          1,809,523  
                        

 

 

  
                           2,585,860  
                        

 

 

  
                        
 

Real Estate Investment Trusts (2.4%)

                    
  1,071       

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          1,063,772  
  1,400       

iStar, Inc., Global Senior Unsecured Notes
(Callable 08/15/22 @ 102.75)

      (BB, Ba3)        02/15/26          5.500          1,464,750  
  200       

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

      (BB, Ba3)        10/01/24          4.750          211,750  
  242       

Starwood Property Trust, Inc., Global Senior Unsecured Notes
(Callable 11/01/21 @ 100.00)

      (B+, NR)        12/15/21          5.000          242,635  
  1,385       

Starwood Property Trust, Inc., Rule 144A, Senior Unsecured Notes
(Callable 08/01/23 @ 100.00)(1)

      (B+, Ba3)        11/01/23          5.500          1,454,569  
                        

 

 

  
                           4,437,476  
                        

 

 

  
                        
 

Recreation & Travel (5.1%)

                    
  400       

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

      (B, B1)        05/15/29          4.750          413,500  
  407       

Canada’s Wonderland Co., Global Company Guaranteed Notes
(Callable 04/15/22 @ 102.69)

      (CCC+, B3)        04/15/27          5.375          418,701  
  1,325       

Cedar Fair LP, Global Company Guaranteed Notes
(Callable 07/15/24 @ 102.63)

      (CCC+, B3)        07/15/29          5.250          1,361,835  
  750       

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

      (CCC+, B2)        06/15/26          5.750          775,714  
  500       

Motion Bondco DAC, Rule 144A, Company Guaranteed Notes
(Callable 11/15/22 @ 103.31)(1),(7)

      (CCC-, Caa2)        11/15/27          6.625          504,817  
  655       

Powdr Corp., Rule 144A, Senior Secured Notes
(Callable 08/01/22 @ 103.00)(1)

      (B-, B1)        08/01/25          6.000          688,801  
  450       

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

      (B-, Caa1)        08/15/29          5.250          460,328  
  400       

SeaWorld Parks & Entertainment, Inc., Rule 144A, Senior Secured Notes
(Callable 05/01/22 @ 104.38)(1)

      (BB-, Ba3)        05/01/25          8.750          430,252  
  1,150       

Six Flags Entertainment Corp., Rule 144A, Company Guaranteed Notes
(Callable 11/01/21 @ 101.22)(1)

      (B-, B3)        07/31/24          4.875          1,162,219  

 

 

 

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

September 30, 2021 (unaudited)

 

Par
(000)		              

Ratings†
  (S&P/Moody’s)  

        Maturity            Rate%            Value    
                        
 

CORPORATE BONDS (continued)

                    
 

Recreation & Travel

                    
$             517       

Six Flags Entertainment Corp., Rule 144A, Company Guaranteed Notes
(Callable 04/15/22 @ 102.75)(1),(7)

      (B-, B3)        04/15/27          5.500        $        534,449  
  350       

Six Flags Theme Parks, Inc., Rule 144A, Senior Secured Notes
(Callable 07/01/22 @ 103.50)(1)

      (BB-, Ba2)        07/01/25          7.000          373,188  
  2,115       

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

      (BB-, B2)        11/01/27          4.875          2,160,948  
                        

 

 

  
                           9,284,752  
                        

 

 

  
                        
 

Software - Services (5.1%)

                    
  2,105       

Austin BidCo, Inc., Rule 144A, Senior Unsecured Notes
(Callable 12/15/23 @ 103.56)(1)

      (CCC+, Caa2)        12/15/28          7.125          2,123,682  
  400       

Booz Allen Hamilton, Inc., Rule 144A, Company Guaranteed Notes
(Callable 07/01/24 @ 102.00)(1)

      (BB-, Ba2)        07/01/29          4.000          411,000  
  610       

CDK Global, Inc., Global Senior Unsecured Notes
(Callable 06/01/22 @ 102.44)

      (BB+, Ba1)        06/01/27          4.875          639,573  
  1,300       

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

      (B+, B1)        07/15/29          4.125          1,308,125  
  1,375       

Endure Digital, Inc., Rule 144A, Senior Unsecured Notes
(Callable 02/15/24 @ 103.00)(1)

      (CCC+, Caa2)        02/15/29          6.000          1,308,278  
  257       

GD Finance Co., Inc., Rule 144A, Company Guaranteed Notes
(Callable 06/01/22 @ 102.63)(1)

      (BB-, Ba3)        12/01/27          5.250          268,244  
  1,400       

Granite Merger Sub 2, Inc., Rule 144A, Company Guaranteed Notes
(Callable 07/15/22 @ 108.25)(1)

      (CCC+, Caa1)        07/15/27          11.000          1,574,377  
  587       

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

      (CCC+, Caa1)        02/01/28          8.250          632,680  
  160       

Presidio Holdings, Inc., Rule 144A, Senior Secured Notes
(Callable 02/01/23 @ 102.44)(1)

      (B, B1)        02/01/27          4.875          165,400  
  750       

SS&C Technologies, Inc., Rule 144A, Company Guaranteed Notes
(Callable 03/30/22 @ 104.13)(1)

      (B+, B2)        09/30/27          5.500          793,414  
                        

 

 

  
                           9,224,773  
                        

 

 

  
                        
 

Specialty Retail (2.3%)

                    
  40       

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

      (BB, B1)        03/01/28          4.500          41,175  
  491       

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

      (BB, B1)        03/01/30          4.750          513,095  
  950       

eG Global Finance PLC, Rule 144A, Senior Secured Notes
(Callable 11/01/21 @ 104.25)(1)

      (B-, B3)        10/30/25          8.500          990,688  
  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          410,928  
  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          201,500  
  1,650       

Ruyi U.S. Finance LLC, Rule 144A, Senior Secured Notes
(Callable 11/01/21 @ 105.63)(1)

      (NR, Caa1)        05/01/25          7.500          1,521,572  
  450       

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

      (BB, Ba2)        08/15/29          4.000          455,063  
                        

 

 

  
                           4,134,021  
                        

 

 

  
                        
 

Steel Producers/Products (0.1%)

                    
  132       

Cleveland-Cliffs, Inc., Rule 144A, Senior Secured Notes
(Callable 10/17/22 @ 107.41)(1)

      (BB-, Ba2)        10/17/25          9.875          151,635  
                        

 

 

  
                        
 

Support - Services (5.7%)

                    
  426       

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

      (B, B2)        06/01/28          4.625          426,000  
  674       

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

      (B, B2)        06/01/28          4.625          673,798  
  1,100       

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

      (CCC+, Caa1)        06/01/29          6.000          1,086,932  
  475       

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

      (B, B1)        07/15/29          4.125          466,084  
  400       

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

      (CCC+, Caa1)        07/01/29          4.875          401,600  
  1,600       

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

      (B, B1)        05/01/28          4.500          1,592,000  

 

 

 

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

September 30, 2021 (unaudited)

 

Par
(000)		              

Ratings†
  (S&P/Moody’s)  

        Maturity            Rate%            Value    
                        
 

CORPORATE BONDS (continued)

                    
 

Support - Services

                    
$          1,835       

Gems Education Delaware LLC, Rule 144A, Senior Secured Notes
(Callable 07/31/22 @ 103.56)(1)

      (B-, B3)        07/31/26          7.125        $     1,883,875  
  2,000       

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

      (B, B2)        05/01/29          4.625          2,025,000  
  388       

Korn Ferry, Rule 144A, Company Guaranteed Notes
(Callable 12/15/22 @ 102.31)(1)

      (BB, Ba3)        12/15/27          4.625          403,035  
  750       

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

      (CCC+, Caa1)        10/15/28          6.875          792,248  
  595       

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

      (B+, B3)        08/15/28          4.625          620,594  
                        

 

 

  
                           10,371,166  
                        

 

 

  
                        
 

Tech Hardware & Equipment (1.7%)

                    
  759       

CommScope Technologies LLC, Rule 144A, Company Guaranteed Notes
(Callable 10/12/21 @ 102.00)(1)

      (CCC+, B3)        06/15/25          6.000          770,962  
  340       

CommScope Technologies LLC, Rule 144A, Company Guaranteed Notes
(Callable 03/15/22 @ 102.50)(1)

      (CCC+, B3)        03/15/27          5.000          323,911  
  685       

CommScope, Inc., Rule 144A, Senior Secured Notes
(Callable 09/01/24 @ 102.38)(1)

      (B, Ba3)        09/01/29          4.750          686,713  
  1,200       

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

      (BB-, B1)        05/15/29          4.750          1,242,432  
                        

 

 

  
                           3,024,018  
                        

 

 

  
                        
 

Telecom - Wireline Integrated & Services (1.9%)

                    
  374       

Altice France S.A., Rule 144A, Senior Secured Notes
(Callable 10/07/21 @ 103.69)(1)

      (B, B2)        05/01/26          7.375          388,571  
  856       

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

      (B, B2)        01/15/29          5.125          840,417  
  2,651       

GTT Communications, Inc., Rule 144A, Company Guaranteed Notes
(Callable 11/01/21 @ 103.94)(1),(3)

      (D, NR)        12/31/24          0.000          291,610  
  1,325       

LCPR Senior Secured Financing DAC, Rule 144A, Senior Secured Notes
(Callable 10/15/22 @ 103.38)(1)

      (B+, B1)        10/15/27          6.750          1,406,156  
  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          206,750  
  400       

Zayo Group Holdings, Inc., Rule 144A, Senior Unsecured Notes
(Callable 03/01/23 @ 103.06)(1)

      (CCC+, Caa1)        03/01/28          6.125          406,072  
                        

 

 

  
                           3,539,576  
                        

 

 

  
                        
 

Theaters & Entertainment (2.0%)

                    
  1,538       

AMC Entertainment Holdings, Inc.,10.00% Cash, 12.00% PIK, Rule 144A, Secured Notes
(Callable 06/15/23 @ 106.00)(1),(8)

      (CCC-, Ca)        06/15/26          12.000          1,489,495  
  1,025       

Live Nation Entertainment, Inc., Rule 144A, Company Guaranteed Notes
(Callable 11/01/21 @ 101.22)(1)

      (B-, B3)        11/01/24          4.875          1,037,730  
  700       

Live Nation Entertainment, Inc., Rule 144A, Company Guaranteed Notes
(Callable 11/01/21 @ 104.22)(1)

      (B-, B3)        03/15/26          5.625          725,630  
  325       

Live Nation Entertainment, Inc., Rule 144A, Company Guaranteed Notes
(Callable 10/15/22 @ 103.56)(1)

      (B-, B3)        10/15/27          4.750          330,688  
                        

 

 

  
                           3,583,543  
                        

 

 

  
                        
 

Transport Infrastructure/Services (0.6%)

                    
  1,141       

Navios Maritime Finance II U.S., Inc., Rule 144A, Senior Secured Notes
(Callable 10/11/21 @ 100.00)(1)

      (CCC-, Caa2)        08/15/22          11.250          1,146,311  
                        

 

 

  
 

TOTAL CORPORATE BONDS (Cost $153,754,851)

                       154,404,511  
                        

 

 

  
                        
 

BANK LOANS (33.8%)

                    
 

Aerospace & Defense (1.1%)

                    
  1,050       

Amentum Government Services Holdings LLC, LIBOR 1M + 8.750%(5),(10)

      (NR, NR)        01/31/28          10.000          1,055,250  
  1,000       

Peraton Corp., LIBOR 1M + 7.750%(10)

      (NR, NR)        02/01/29          8.500          1,022,500  
                        

 

 

  
                           2,077,750  
                        

 

 

  
                        
 

Auto Parts & Equipment (0.9%)

                    
  728       

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

      (CCC+, B3)        05/19/23          4.371          709,962  
  226       

Jason Group, Inc., LIBOR 3M + 1.000% Cash, 9.000% PIK(8),(10)

      (CCC-, Caa3)        03/02/26          11.000          224,386  

 

 

 

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

September 30, 2021 (unaudited)

 

Par
(000)		              

Ratings†
  (S&P/Moody’s)  

        Maturity            Rate%            Value    
                        
 

BANK LOANS (continued)

                    
 

Auto Parts & Equipment

                    
$             328       

Jason Group, Inc., LIBOR 3M + 2.000% Cash, 4.000% PIK(8),(10)

      (B-, Caa1)        08/28/25          7.000        $        326,118  
  371       

U.S. Farathane LLC, LIBOR 3M + 4.250%(10)

      (B, B2)        12/23/24          5.250          369,894  
                        

 

 

  
                           1,630,360  
                        

 

 

  
                        
 

Banking (0.5%)

                    
  896       

Citco Funding LLC(11)

      (NR, Ba3)        09/28/23          0.000          896,028  
                        

 

 

  
                        
 

Building & Construction (0.4%)

                    
  739       

TRC Companies, Inc., LIBOR 1M + 4.500%(5),(10)

      (B, B2)        06/21/24          5.250          738,061  
                        

 

 

  
                        
 

Chemicals (6.7%)

                    
  1,470       

Ascend Performance Materials Operations LLC, LIBOR 3M + 4.750%(10)

      (BB-, B1)        08/27/26          5.500          1,489,781  
  1,995       

Atotech B.V.(11)

      (B+, B1)        03/18/28          0.000          1,994,791  
  1,305       

Ferro Corp. (Term Loan B1)(11)

      (BB-, Ba3)        02/14/24          0.000          1,304,531  
  343       

Ferro Corp. (Term Loan B2)(11)

      (BB-, Ba3)        02/14/24          0.000          342,763  
  336       

Ferro Corp. (Term Loan B3)(11)

      (BB-, Ba3)        02/14/24          0.000          335,470  
  1,909       

PMHC II, Inc., LIBOR 12M + 3.500%(10)

      (B-, Caa1)        03/31/25          4.500          1,900,079  
  1,452       

Polar U.S. Borrower LLC, LIBOR 1M + 4.750%, PRIME + 3.750%(5),(10)

      (B-, B3)        10/15/25         
 4.874 –
7.000		  
 		        1,451,525  
  76       

UTEX Industries, Inc., LIBOR 1M + 7.000%(10)

      (NR, NR)        12/03/25          8.500          76,995  
  67       

UTEX Industries, Inc., LIBOR 1M + 5.250%(10)

      (NR, NR)        12/03/25          11.000          65,577  
  1,750       

Vantage Specialty Chemicals, Inc., LIBOR 3M +
8.250%(6),(10)

      (CCC-, Caa3)        10/27/25          9.250          1,700,563  
  1,499       

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

      (CCC+, B3)        08/12/24          5.000          1,466,448  
                        

 

 

  
                           12,128,523  
                        

 

 

  
                        
 

Diversified Capital Goods (1.0%)

                    
  514       

Callaway Golf Co., LIBOR 1M + 4.500%(10)

      (B, B1)        01/02/26          4.586          517,470  
  688       

Electrical Components International, Inc., PRIME + 7.500%(5),(10)

      (B-, B2)        06/26/25          10.750          689,135  
  600       

GrafTech Finance, Inc., LIBOR 1M + 3.000%(10)

      (BB, Ba3)        02/12/25          3.500          601,121  
                        

 

 

  
                           1,807,726  
                        

 

 

  
                        
 

Electronics (2.1%)

                    
  750       

CPI International, Inc., LIBOR 1M + 7.250%(5),(6),(10)

      (CCC, Caa2)        07/26/25          8.250          700,813  
  1,550       

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

      (CCC+, Caa1)        12/01/25          8.500          1,554,852  
  1,545       

Idemia Group, LIBOR 3M + 4.500%(10)

      (B-, B3)        01/09/26          5.250          1,549,411  
                        

 

 

  
                           3,805,076  
                        

 

 

  
                        
 

Food & Drug Retailers (0.4%)

                    
  800       

WOOF Holdings, Inc., LIBOR 6M + 7.250%(10)

      (CCC, Caa2)        12/21/28          8.000          811,504  
                        

 

 

  
                        
 

Food - Wholesale (0.4%)

                    
  644       

United Natural Foods, Inc., LIBOR 1M + 3.500%(10)

      (B, B2)        10/22/25          3.584          644,752  
                        

 

 

  
                        
 

Gas Distribution (1.4%)

                    
  1,449       

BCP Renaissance Parent LLC, LIBOR 3M +
3.500%(5),(10)

      (B, B2)        11/01/24          3.621          1,440,205  
  1,147       

Traverse Midstream Partners LLC, LIBOR 1M +
5.500%(10)

      (B, B3)        09/27/24          6.500          1,150,042  
                        

 

 

  
                           2,590,247  
                        

 

 

  
                        
 

Health Services (2.2%)

                    
  1,912       

Athenahealth, Inc., LIBOR 3M + 4.250%(10)

      (B, B2)        02/11/26          4.377          1,919,723  
  563       

Carestream Health, Inc., LIBOR 6M + 6.750%(10)

      (B-, B1)        05/08/23          7.750          566,031  
  620       

PPD, Inc., LIBOR 1M + 2.000%(10)

      (BB-, Ba2)        01/13/28          2.500          620,116  
  824       

U.S. Radiology Specialists, Inc., LIBOR 3M + 5.500%(10)

      (B-, B3)        12/10/27          6.250          828,664  
                        

 

 

  
                           3,934,534  
                        

 

 

  
                        
 

Investments & Misc. Financial Services (1.4%)

                    
  1,500       

AqGen Ascensus, Inc., LIBOR 2M + 6.500%(5),(10)

      (CCC, Caa2)        08/02/29          7.000          1,500,000  
  865       

Deerfield Dakota Holding LLC, LIBOR 1M + 6.750%(10)

      (CCC, Caa2)        04/07/28          7.500          895,673  
  570       

Ditech Holding Corp.(3)

      (NR, NR)        06/30/22          0.000          114,451  
                        

 

 

  
                           2,510,124  
                        

 

 

  
                        
 

Life Insurance (0.5%)

                    
  1,016       

Vida Capital, Inc., LIBOR 1M + 6.000%(5),(10)

      (B-, B2)        10/01/26          6.084          937,375  
                        

 

 

  
                        
 

Machinery (0.9%)

                    
  490       

Granite Holdings U.S. Acquisition Co., LIBOR 3M + 4.000%(5),(10)

      (B, B1)        09/30/26          4.132          491,354  

 

 

 

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

September 30, 2021 (unaudited)

 

Par
(000)		              

Ratings†
  (S&P/Moody’s)  

        Maturity            Rate%            Value    
                        
 

BANK LOANS (continued)

                    
 

Machinery

                    
$             798       

LTI Holdings, Inc., LIBOR 1M + 6.750%(6),(10)

      (CCC+, Caa2)        09/06/26          6.834        $        797,266  
  441       

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

      (B-, B2)        09/06/25          3.584          435,673  
                        

 

 

  
                           1,724,293  
                        

 

 

  
                        
 

Managed Care (1.0%)

                    
  1,810       

Inovalon Holdings, Inc.(11)

      (B+, B2)        04/02/25          0.000          1,810,648  
                        

 

 

  
                        
 

Medical Products (0.9%)

                    
  965       

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

      (CCC+, B3)        06/15/23          6.000          936,340  
  695       

Viant Medical Holdings, Inc., LIBOR 1M +
6.250%(5),(10)

      (CCC+, B3)        07/02/25          7.250          696,420  
                        

 

 

  
                           1,632,760  
                        

 

 

  
                        
 

Packaging (0.2%)

                    
  540       

Strategic Materials, Inc., LIBOR 3M + 7.750%(5),(6),(10)

      (CC, C)        10/31/25          8.750          310,500  
                        

 

 

  
                        
 

Personal & Household Products (1.1%)

                    
  1,242       

Serta Simmons Bedding, LLC, LIBOR 1M + 7.500%(10)

      (B, B2)        08/10/23          8.500          1,257,914  
  753       

Serta Simmons Bedding, LLC, LIBOR 1M + 7.500%(10)

      (B-, Caa2)        08/10/23          8.500          718,669  
                        

 

 

  
                           1,976,583  
                        

 

 

  
                        
 

Pharmaceuticals (0.6%)

                    
  1,060       

Akorn, Inc., LIBOR 3M + 7.500%(10)

      (CCC+, Caa2)        10/01/25          8.500          1,079,421  
                        

 

 

  
                        
 

Printing and Publishing (0.4%)

                    
  693       

ProQuest LLC(11)

      (B, B2)        10/23/26          0.000          693,468  
                        

 

 

  
                        
 

Real Estate Investment Trusts (0.4%)

                    
  644       

Blackstone Mortgage Trust, Inc., LIBOR 1M +
2.750%(5),(10)

      (B+, Ba2)        04/23/26          3.250          644,313  
                        

 

 

  
                        
 

Recreation & Travel (1.8%)

                    
  1,113       

Bulldog Purchaser, Inc., LIBOR 3M + 7.750%(5),(10)

      (CCC-, Caa3)        09/04/26          7.871          1,057,789  
  983       

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

      (B-, B3)        09/05/25          3.871          953,513  
  532       

Hornblower Sub LLC, LIBOR 3M + 4.750%(10)

      (CCC-, Caa2)        04/27/25          5.750          504,956  
  773       

Hornblower Sub LLC, LIBOR 6M + 8.125%(5),(10)

      (NR, NR)        11/10/25          8.281          811,856  
                        

 

 

  
                           3,328,114  
                        

 

 

  
                        
 

Restaurants (0.1%)

                    
  15       

Golden Nugget, Inc., LIBOR 3M + 12.000%(5),(10)

      (NR, NR)        10/04/23          13.000          16,535  
  200       

Tacala LLC, LIBOR 1M + 7.500%(10)

      (CCC, Caa2)        02/04/28          8.250          200,075  
                        

 

 

  
                           216,610  
                        

 

 

  
                        
 

Software - Services (3.1%)

                    
  1,212       

Aston FinCo Sarl, LIBOR 1M + 4.250%(10)

      (B-, B2)        10/09/26          4.332          1,208,361  
  1,750       

Epicor Software Corp., LIBOR 1M + 7.750%(10)

      (CCC, Caa2)        07/31/28          8.750          1,802,937  
  469       

Finastra U.S.A., Inc., LIBOR 6M + 3.500%(10)

      (CCC+, B2)        06/13/24          4.500          466,139  
  1,721       

Finastra U.S.A., Inc., LIBOR 6M + 7.250%(10)

      (CCC-, Caa2)        06/13/25          8.250          1,734,347  
  479       

Project Leopard Holdings, Inc., LIBOR 3M + 4.750%(10)

      (B, B2)        07/07/24          5.750          481,720  
                        

 

 

  
                           5,693,504  
                        

 

 

  
                        
 

Support - Services (1.7%)

                    
  2,315       

Change Healthcare Holdings LLC(11)

      (B+, B1)        03/01/24          0.000          2,315,016  
  164       

Nuvei Technologies Corp., LIBOR 3M + 2.500%(10)

      (B+, Ba3)        10/30/25          3.000          164,560  
  650       

USS Ultimate Holdings, Inc., LIBOR 1M + 7.750%(6),(10)

      (CCC, Caa1)        08/25/25          8.750          653,250  
                        

 

 

  
                           3,132,826  
                        

 

 

  
                        
 

Telecom - Wireline Integrated & Services (0.5%)

                    
  875       

TVC Albany, Inc., LIBOR 1M + 7.500%(5),(6),(10)

      (CCC, Caa2)        07/23/26          7.580          850,937  
                        

 

 

  
                        
 

Theaters & Entertainment (2.1%)

                    
  2,289       

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

      (CCC+, B3)        07/03/26          5.500          2,296,815  
  1,577       

William Morris Endeavor Entertainment LLC, LIBOR 1M + 2.750%(10)

      (B, B3)        05/18/25          2.840          1,549,283  
                        

 

 

  
                           3,846,098  
                        

 

 

  
 

TOTAL BANK LOANS (Cost $61,724,072)

                       61,452,135  
                        

 

 

  

 

 

 

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

September 30, 2021 (unaudited)

 

 

Par
(000)

              

Ratings†
  (S&P/Moody’s)  

        Maturity            Rate%            Value    
                        
 

ASSET BACKED SECURITIES (6.9%)

  
 

Collateralized Debt Obligations (6.9%)

  
  $            650       

Anchorage Capital CLO 15 Ltd., 2020-15A, Rule 144A, LIBOR 3M + 7.400% (1),(10)

      (NR, Ba3)        07/20/34          7.534        $        649,841  
  500       

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

      (NR, Ba3)        04/27/39          6.659          477,501  
  1,000       

Anchorage Credit Opportunities CLO 1 Ltd., 2019-1A, Rule 144A, LIBOR 3M + 7.550% (1),(10)

      (BB-, NR)        01/20/32          7.684          995,594  
  750       

Battalion CLO 18 Ltd., 2020-18A, Rule 144A, LIBOR 3M + 7.940% (1),(10)

      (BB-, NR)        10/15/32          8.066          750,332  
  1,000       

Battalion CLO VII Ltd., 2014-7A, Rule 144A, LIBOR 3M + 6.310% (1),(10)

      (NR, Ba2)        07/17/28          6.444          1,000,073  
  1,000       

Battalion CLO XIV Ltd., 2019-14A, Rule 144A, LIBOR 3M + 3.950% (1),(10)

      (NR, Baa3)        04/20/32          4.084          1,001,100  
  1,000       

Battalion CLO XV Ltd., 2020-15A, Rule 144A, LIBOR 3M + 6.350% (1),(10)

      (BB-, NR)        01/17/33          6.484          1,000,698  
  1,000       

Cedar Funding VI CLO Ltd., 2016-6A, Rule 144A, LIBOR 3M + 6.720% (1),(10)

      (BB-, NR)        04/20/34          6.854          983,988  
  1,000       

KKR CLO Ltd., 16, Rule 144A, LIBOR 3M +
6.750% (1),(10)

      (NR, Ba3)        01/20/29          6.884          1,000,005  
  1,000       

KKR CLO Ltd., Rule 144A, LIBOR 3M +
7.110% (1),(10)

      (BB-, NR)        10/20/34          7.242          988,539  
  1,000       

Oaktree CLO Ltd., 2019-4A, Rule 144A, LIBOR 3M + 7.230% (1),(10)

      (BB-, NR)        10/20/32          7.364          1,000,592  
  750       

Octagon Investment Partners 48 Ltd., 2020-3A,
Rule 144A, LIBOR 3M + 7.660% (1),(10)

      (BB-, NR)        10/20/31          7.794          750,522  
  1,000       

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

      (NR, Baa2)        04/20/37          5.459          997,093  
  1,000       

Venture 41 CLO Ltd., 2021-41A, Rule 144A, LIBOR 3M + 7.710% (1),(10)

      (BB-, NR)        01/20/34          7.844          998,460  
                        

 

 

  
 

TOTAL ASSET BACKED SECURITIES (Cost $12,481,141)

          12,594,338  
                        

 

 

  
                        
Number of
Shares		                                           
                        
 

COMMON STOCKS (0.7%)

  
 

Auto Parts & Equipment (0.1%)

                    
  18,270       

Jason Group, Inc.(12)

                       191,838  
                        

 

 

  
                        
 

Building & Construction (0.0%)

                    
  5       

White Forest Resources, Inc.(4),(5),(12)

                       —  
                        

 

 

  
                        
 

Chemicals (0.2%)

                    
  2,794       

Project Investor Holdings LLC(4),(5),(6),(12)

                       28  
  46,574       

Proppants Holdings LLC(4),(5),(6),(12)

                       466  
  10,028       

UTEX Industries, Inc.(12)

                       461,288  
                        

 

 

  
                           461,782  
                        

 

 

  
 

Oil Field Equipment & Services (0.0%)

                    
  2,820       

Pioneer Energy Services Corp.(4),(5),(12)

                       44,556  
                        

 

 

  
                        
 

Pharmaceuticals (0.3%)

                    
  45,583       

Akorn Holding Company LLC(12)

                       505,196  
                        

 

 

  
                        
 

Support - Services (0.1%)

                    
  800       

LTR Holdings LLC(4),(5),(6),(12)

                       104,408  
  433       

Sprint Industrial Holdings LLC, Class G(4),(5),(6),(12)

                       —  
  39       

Sprint Industrial Holdings LLC, Class H(4),(5),(6),(12)

                       —  
  96       

Sprint Industrial Holdings LLC, Class I(4),(5),(6),(12)

                       1  
                        

 

 

  
                           104,409  
                        

 

 

  
 

TOTAL COMMON STOCKS (Cost $2,267,834)

                  1,307,781  
                        

 

 

  
                        
 

WARRANT (0.0%)

                    
 

Chemicals (0.0%)

                    
  11,643       

Project Investor Holdings LLC,
expires 02/20/2022(4),(5),(6),(12) (Cost $6,054)

                       —  
                        

 

 

  
                        
 

SHORT-TERM INVESTMENTS (12.5%)

                    
  18,335,300       

State Street Institutional U.S. Government Money Market Fund - Premier Class, 0.03%

                       18,335,300  
  4,283,353       

State Street Navigator Securities Lending Government Money Market Portfolio, 0.03%(13)

                       4,283,353  
                        

 

 

  
                        
 

TOTAL SHORT-TERM INVESTMENTS (Cost $22,618,653)

                  22,618,653  
                        

 

 

  
                        
 

TOTAL INVESTMENTS AT VALUE (138.8%) (Cost $252,852,605)

                  252,377,418  
                        
                        
 

LIABILITIES IN EXCESS OF OTHER ASSETS (-38.8%)

                  (70,597,504 ) 
                        

 

 

  
                        
 

NET ASSETS (100.0%)

                     $ 181,779,914  
                        

 

 

  

 

 

 

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

September 30, 2021 (unaudited)

 

INVESTMENT ABBREVIATIONS

1M = 1 Month

2M = 2 Month

3M = 3 Month

6M = 6 Month

12M = 12 Month

LIBOR = London Interbank Offered Rate

NR = Not Rated

Sarl - société à responsabilité limitée

 

 

†

Credit ratings given by the S&P Global Ratings Division of S&P Global Inc. (“S&P”) and Moody’s Investors Service, Inc. (“Moody’s”) are unaudited.

(1) 

Security exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At September 30, 2021, these securities amounted to a value of $152,405,341 or 83.8% of net assets.

(2) 

This security is denominated in British Pound.

(3) 

Bond is currently in default.

(4) 

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.

(5) 

Security is valued using significant unobservable inputs.

(6) 

Illiquid security (unaudited).

(7) 

Security or portion thereof is out on loan.

(8) 

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

(9) 

Convertible security.

(10) 

Variable rate obligation - The interest rate shown is the rate in effect as of September 30, 2021. The rate may be subject to a cap and floor.

(11) 

The rates on certain variable rate securities are not based on a published reference rate and spread but are determined by the issuer or agent and are based on current market conditions. These securities do not indicate a reference rate and spread in their description above. The interest rate shown is the rate in effect as of September 30, 2021.

(12) 

Non-income producing security.

(13) 

Represents security purchased with cash collateral received for securities on loan. The rate shown is the annualized one-day yield at September 30, 2021.

Currency Abbreviations:

EUR = Euro

GBP = British Pound

USD = United States Dollar

Forward Foreign Currency Contracts

 

Forward

Currency to be

Purchased (Local)    

     

Forward
Currency to be
Sold (Local)

     

    Expiration    
Date

   

Counterparty

    Value on
Settlement Date		     Current
Value/Notional		     Net Unrealized
Appreciation
(Depreciation)		  

GBP

     13,000     

USD

      16,854      10/13/21    Barclays Bank PLC    $ 16,854     $ 17,529     $ 675  

USD

     42,355     

EUR

      35,385      10/13/21    Deutsche Bank AG      (42,355 )      (41,016 )      1,339  

USD

     1,021,318     

EUR

      861,962      10/13/21    Morgan Stanley      (1,021,318 )      (999,132 )      22,186  
                    

 

 

  
                    
  $ 24,200  
                    

 

 

  

Forward Foreign Currency Contracts

 

Forward

Currency to be

Purchased (Local)    

     

Forward
Currency to be
Sold (Local)

     

Expiration
Date

   

Counterparty

    Value on
Settlement Date		     Current
Value/
Notional		     Net Unrealized
Appreciation
(Depreciation)		  

EUR

     897,347     

USD

      1,061,356      10/13/21    Deutsche Bank AG    $ 1,061,356     $ 1,040,148     $ (21,208 ) 

USD

     703,122     

GBP

      543,172      10/13/21    Deutsche Bank AG      (703,122 )      (732,391 )      (29,269 ) 
                    

 

 

  
                     $ (50,477 ) 
                    

 

 

  
                    
                     $ (26,277 ) 
                    

 

 

  

 

 

 

    

    

    

 

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

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

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

 

    

Level  1–quoted prices in active markets for identical investments

    

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

    

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

 

 

 

    

    

    

 

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

The following is a summary of the inputs used as of September 30, 2021 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

    $ —      $ 154,064,582      $ 339,929     $ 154,404,511  

Bank Loans

      —        48,060,067        13,392,068       61,452,135  

Asset Backed Securities

      —        12,594,338        —       12,594,338  

Common Stocks

      —        1,158,322        149,459       1,307,781  

Warrants

      —        —        0 (1)      0 (1) 

Short-term Investments

      18,335,300        4,283,353        —       22,618,653  
  

 

 

     

 

 

     

 

 

    

 

 

  
   $     18,335,300      $     220,160,662      $     13,881,456     $     252,377,418  
  

 

 

     

 

 

     

 

 

    

 

 

  

Other Financial Instruments*

 

  

Forward Foreign Currency Contracts

    $ —      $ 24,200      $ —     $ 24,200  
          

Liabilities    

    Level 1      Level 2      Level 3     Total  

Other Financial Instruments*

 

  

Forward Foreign Currency Contracts

    $ —      $ 50,477      $ —     $ 50,477  

 

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

(1) Includes zero valued securities.

The following is a reconciliation of investments as of September 30, 2021 for which significant unobservable inputs were used in determining fair value.

 

     Corporate
Bonds		      Bank
Loans		     Common
Stocks		     Warrants     Total  

Balance as of December 31, 2020

    $ 117,591      $ 11,862,301     $ 526,478     $ 0 (1)    $ 12,506,370  

Accrued discounts (premiums)

      —        (43,229 )      —       —       (43,229 ) 

Purchases

      6,471        7,338,207       —       —       7,344,678  

Sales

      —        (6,350,510 )      (416,732 )      —       (6,767,242 ) 

Realized gain (loss)

      —        3,603       349,011       —       352,614  

Change in unrealized appreciation (depreciation)

      204,055        276,761       (309,298 )      —       171,518  

Transfers into Level 3

      11,812        3,949,520       —       —       3,961,332  

Transfers out of Level 3

      —        (3,644,585 )      —       —       (3,644,585 ) 
  

 

 

     

 

 

    

 

 

    

 

 

    

 

 

  

Balance as of September 30, 2021

    $     339,929      $   13,392,068     $     149,459     $              0 (1)    $     13,881,456  
  

 

 

     

 

 

    

 

 

    

 

 

    

 

 

  

Net change in unrealized appreciation (depreciation) from investments still held as of September 30, 2021

    $ 204,055      $ 161,438     $ (28,263 )      —     $ 337,230  

 

(1) Includes zero valued securities.

Quantitative Disclosure About Significant Unobservable Inputs

 

Asset Class    

    Fair Value At
09/30/2021		     

Valuation
Technique

   

Unobservable
Input

   

Range
(Weighted Average)*

Bank Loans

    $ 13,392,068      Vendor pricing    Single Broker Quote    $0.58 – $1.09 ($0.98)

Common Stocks

    $ 45,051      Income Approach    Expected Remaining Distribution    $0.00 – $15.80 ($15.63)
   $ 104,408      Market Approach    EBITDA Multiples    7.6 (N/A)

Corporate Bonds

    $ 328,116      Income Approach    Expected Remaining Distribution    $0.01 – $1.22 ($1.21)
   $ 11,813      Vendor pricing    Single Broker Quote    $0.01 (N/A)

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.

During the period ended September 30, 2021, $3,961,332 was transferred from Level 2 to Level 3 due to a lack of a pricing source supported by observable inputs and $3,644,585 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.