NPORT-EX 2 NPORT_TH96_23173377_0323.htm DOS

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments

March 31, 2023 (unaudited)

 

Par
(000)		              

Ratings†
  (S&P/Moody’s)  

        Maturity            Rate%            Value    
                        
 

CORPORATE BONDS (96.0%)

  
 

Aerospace & Defense (1.1%)

  
$             200       

Bombardier, Inc., Rule 144A, Senior Unsecured Notes
(Callable 02/01/26 @ 103.75)(1)

      (B-, B3)        02/01/29          7.500        $ 203,900  
  1,010       

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

      (BB-, Ba3)        09/30/28          4.750          903,749  
  500       

TransDigm, Inc., Global Company Guaranteed Notes
(Callable 05/01/23 @ 101.88)

      (B-, B3)        03/15/27          7.500          499,257  
                        

 

 

  
                               1,606,906  
                        

 

 

  
                        
 

Air Transportation (0.8%)

                    
  400       

XO Management Holdings, Inc., Rule 144A, Senior Unsecured Notes
(Callable 05/01/24 @ 103.94)(1),(2)

      (B-, Caa1)        05/01/27          7.875          387,186  
  800       

XO Management Holdings, Inc., Rule 144A, Senior Unsecured Notes
(Callable 02/01/25 @ 103.19)(1),(2)

      (B-, Caa1)        02/01/30          6.375          713,801  
                        

 

 

  
                           1,100,987  
                        

 

 

  
                        
 

Auto Parts & Equipment (1.2%)

                    
  400       

Adient Global Holdings Ltd., Rule 144A, Senior Secured Notes
(Callable 04/15/25 @ 103.50)(1)

      (BB+, Ba3)        04/15/28          7.000          411,604  
  1,005       

Clarios U.S. Finance Co., Rule 144A, Company Guaranteed Notes
(Callable 05/01/23 @ 104.25)(1),(2)

      (B-, Caa1)        05/15/27          8.500          1,010,653  
  386       

IHO Verwaltungs GmbH, 4.75% Cash, 5.50% PIK, Rule 144A, Senior Secured Notes
(Callable 04/11/23 @ 101.58)(1),(3)

      (BB-, Ba2)        09/15/26          4.750          344,045  
                        

 

 

  
                           1,766,302  
                        

 

 

  
                        
 

Automakers (0.6%)

                    
  200       

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

      (BB-, B1)        10/15/29          4.000          165,592  
  675       

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

      (BB+, Ba3)        07/15/28          6.250          646,515  
                        

 

 

  
                           812,107  
                        

 

 

  
                        
 

Brokerage (0.9%)

                    
  1,301       

StoneX Group, Inc., Rule 144A, Senior Secured Notes
(Callable 05/01/23 @ 104.31)(1)

      (BB-, Ba3)        06/15/25          8.625          1,308,807  
                        

 

 

  
                        
 

Building & Construction (2.2%)

                    
  1,340       

Adams Homes, Inc., Rule 144A, Company Guaranteed Notes
(Callable 04/17/23 @ 101.88)(1)

      (B+, B2)        02/15/25          7.500          1,193,537  
  666       

MasTec, Inc., Rule 144A, Senior Unsecured Notes
(Callable 08/15/24 @ 103.31)(1)

      (BBB-, NR)        08/15/29          6.625          597,096  
  1,374       

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

      (CCC+, B3)        09/01/28          5.500          1,203,707  
  350       

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

      (BB+, Ba2)        03/15/29          3.625          299,859  
                        

 

 

  
                           3,294,199  
                        

 

 

  
                        
 

Building Materials (6.3%)

                    
  1,500       

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

      (BB-, Ba2)        06/15/30          6.375          1,471,618  
  200       

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

      (BB-, Ba2)        03/01/30          5.000          185,411  
  1,400       

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

      (BB-, Ba2)        06/15/32          6.375          1,397,893  
  750       

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

      (B, B2)        01/31/27          7.875          712,561  
  2,258       

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

      (CCC+, Caa1)        03/01/29          6.000          1,792,711  
  240       

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

      (CCC, Caa2)        01/15/29          6.250          183,959  
  1,847       

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

      (B, B3)        02/01/30          5.500          1,563,365  
  1,175       

Oscar Finance, Inc., Rule 144A, Senior Unsecured Notes
(Callable 04/15/25 @ 104.75)(1),(2)

      (CCC+, Caa1)        04/15/30          9.500          1,012,116  
  940       

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

      (CCC, Caa1)        02/01/29          5.625          641,976  

 

 

 

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

March 31, 2023 (unaudited)

 

Par
(000)		              

Ratings†
  (S&P/Moody’s)  

        Maturity            Rate%            Value    
                        
 

CORPORATE BONDS (continued)

  
 

Building Materials (continued)

  
$             450       

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

      (CCC, Caa1)        08/01/29          6.750        $ 311,033  
                        

 

 

  
                               9,272,643  
                        

 

 

  
                        
 

Cable & Satellite TV (3.0%)

  
  685       

CSC Holdings LLC, Global Senior Unsecured Notes

      (CCC+, Caa1)        06/01/24          5.250          662,155  
  50       

CSC Holdings LLC, Rule 144A, Company Guaranteed Notes
(Callable 05/01/23 @ 101.83)(1)

      (B, B1)        04/15/27          5.500          42,246  
  850       

CSC Holdings LLC, Rule 144A, Company Guaranteed Notes
(Callable 05/01/23 @ 102.69)(1)

      (B, B1)        02/01/28          5.375          698,624  
  600       

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

      (B, B1)        11/15/31          4.500          433,182  
  400       

CSC Holdings LLC, Rule 144A, Senior Unsecured Notes
(Callable 03/01/26 @ 103.69)(1)

      (BB-, B1)        03/01/31          7.375          394,000  
  1,600       

Telenet Finance Luxembourg Notes Sarl, Rule 144A, Senior Secured Notes
(Callable 04/11/23 @ 102.75)(1)

      (BB-, Ba3)        03/01/28          5.500          1,484,000  
  800       

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

      (BB-, B1)        07/15/31          4.875          692,772  
                        

 

 

  
                           4,406,979  
                        

 

 

  
                        
 

Chemicals (5.1%)

  
  200       

Avient Corp., Rule 144A, Senior Unsecured Notes
(Callable 05/01/23 @ 102.88)(1)

      (BB-, Ba3)        05/15/25          5.750          198,086  
  477       

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

      (BB-, Ba3)        08/01/30          7.125          492,359  
  600       

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

      (B-, B2)        05/15/28          4.750          483,639  
  800       

Herens Midco Sarl, Rule 144A, Company Guaranteed Notes
(Callable 05/15/24 @ 102.63)(1),(4)

      (CCC, Caa2)        05/15/29          5.250          585,271  
  900       

INEOS Finance PLC, Rule 144A, Senior Secured Notes
(Callable 02/15/25 @ 103.38)(1),(2)

      (BB, Ba2)        05/15/28          6.750          869,846  
  350       

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

      (CCC+, Caa2)        10/01/29          6.250          262,538  
  276       

Reichhold Industries, Inc., PIK, Rule 144A, Senior Secured Notes (1),(3),(5),(6),(7),(8),(9)

      (NR, WR)        05/01/18          0.000          3,730  
  1,400       

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

      (CCC+, Caa2)        05/15/26          6.750          723,490  
  800       

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

      (BB-, B1)        03/15/29          4.625          669,572  
  1,200       

Valvoline, Inc., Rule 144A, Company Guaranteed Notes
(Callable 02/15/25 @ 102.13)(1),(2)

      (B+, Ba3)        02/15/30          4.250          1,177,860  
  2,215       

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

      (CCC+, Caa2)        02/15/30          9.000          1,703,295  
  325       

WR Grace Holdings LLC, Rule 144A, Senior Secured Notes
(Callable 03/01/26 @ 103.69)(1)

      (B, B1)        03/01/31          7.375          326,539  
                        

 

 

  
                           7,496,225  
                        

 

 

  
                        
 

Consumer/Commercial/Lease Financing (1.2%)

       
  1,950       

Cargo Aircraft Management, Inc., Rule 144A, Company Guaranteed Notes
(Callable 04/17/23 @ 102.38)(1)

      (BB, Ba2)        02/01/28          4.750          1,745,777  
                        

 

 

  
                        
 

Diversified Capital Goods (0.8%)

       
  1,350       

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

      (BB, Ba2)        06/01/31          4.250          1,182,977  
                        

 

 

  
                        
 

Electronics (0.8%)

       
  501       

Coherent Corp., Rule 144A, Company Guaranteed Notes
(Callable 12/14/24 @ 102.50)(1),(2)

      (B+, B2)        12/15/29          5.000          455,284  
  800       

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

      (B+, Ba3)        06/15/29          4.000          690,113  
                        

 

 

  
                           1,145,397  
                        

 

 

  
                        
 

Energy - Exploration & Production (2.3%)

       
  40       

CNX Resources Corp., Rule 144A, Company Guaranteed Notes
(Callable 05/01/23 @ 103.63)(1)

      (BB, B1)        03/14/27          7.250          40,376  

 

 

 

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

March 31, 2023 (unaudited)

 

Par
(000)		              

Ratings†
  (S&P/Moody’s)  

        Maturity            Rate%            Value    
                        
 

CORPORATE BONDS (continued)

  
 

Energy - Exploration & Production (continued)

  
$             550       

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

      (BB, B1)        01/15/29          6.000        $        514,910  
  1,684       

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

      (B+, B3)        03/01/28          8.125          1,651,836  
  1,400       

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

      (B+, B3)        10/15/29          5.500          1,237,607  
                        

 

 

  
                           3,444,729  
                        

 

 

  
                        
 

Environmental (0.4%)

                    
  600       

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

      (BB+, Ba2)        06/15/30          6.000          598,500  
                        

 

 

  
                        
 

Food - Wholesale (0.5%)

                    
  800       

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

      (B+, B3)        06/01/30          4.625          722,251  
                        

 

 

  
                        
 

Gaming (1.6%)

                    
  325       

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

      (BB, B1)        06/15/31          4.750          295,750  
  800       

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

      (B+, B1)        04/01/30          5.750          773,396  
  231       

Churchill Downs, Inc., Rule 144A, Company Guaranteed Notes
(Callable 05/01/23 @ 102.38)(1)

      (B+, B1)        01/15/28          4.750          216,539  
  412       

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

      (B, B2)        01/15/29          4.625          361,942  
  828       

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

      (B, B2)        02/15/29          6.750          724,178  
                        

 

 

  
                           2,371,805  
                        

 

 

  
                        
 

Gas Distribution (4.7%)

                    
  800       

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

      (BB, B1)        04/15/30          4.750          689,040  
  425       

Genesis Energy Finance Corp., Company Guaranteed Notes
(Callable 05/01/23 @ 101.63)

      (B, B2)        10/01/25          6.500          412,111  
  675       

Genesis Energy Finance Corp., Company Guaranteed Notes
(Callable 05/01/23 @ 101.56)

      (B, B2)        05/15/26          6.250          644,974  
  286       

Genesis Energy Finance Corp., Global Company Guaranteed Notes
(Callable 04/15/26 @ 104.44)

      (B, B2)        04/15/30          8.875          291,005  
  1,200       

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

      (BB+, Ba2)        06/15/28          5.125          1,140,446  
  400       

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

      (BB+, Ba2)        10/15/30          5.500          372,822  
  400       

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

      (BB+, Ba3)        04/15/27          6.375          395,798  
  950       

New Fortress Energy, Inc., Rule 144A, Senior Secured Notes
(Callable 05/01/23 @ 103.25)(1)

      (BB, B1)        09/30/26          6.500          874,869  
  1,180       

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

      (BB+, Ba2)        07/15/29          4.950          1,052,733  
  610       

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

      (BB+, Ba2)        05/15/30          4.800          536,037  
  500       

Tallgrass Energy Finance Corp., Rule 144A, Company Guaranteed Notes
(Callable 05/01/23 @ 105.63)(1)

      (BB-, B1)        10/01/25          7.500          500,285  
                        

 

 

  
                           6,910,120  
                        

 

 

  
                        
 

Health Facility (0.2%)

                    
  400       

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

      (B-, B3)        10/31/29          4.375          353,730  
                        

 

 

  
 

Health Services (1.9%)

                    
  1,060       

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

      (B+, Ba3)        04/15/29          4.000          939,271  
  1,600       

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

      (CCC, Caa2)        02/15/30          6.500          1,296,468  
  646       

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

      (BB-, Ba3)        02/15/30          5.375          585,379  
                        

 

 

  
                           2,821,118  
                        

 

 

  
                        

 

 

 

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

March 31, 2023 (unaudited)

 

Par
(000)		              

Ratings†
  (S&P/Moody’s)  

        Maturity            Rate%            Value    
                        
 

CORPORATE BONDS (continued)

  
 

Insurance Brokerage (4.9%)

  
$          1,000       

Acrisure Finance, Inc., Rule 144A, Senior Unsecured Notes
(Callable 05/01/23 @ 107.59)(1),(2)

      (CCC+, Caa2)        08/01/26          10.125        $        995,970  
  576       

GTCR AP Finance, Inc., Rule 144A, Senior Unsecured Notes
(Callable 05/01/23 @ 104.00)(1)

      (CCC+, Caa2)        05/15/27          8.000          550,157  
  600       

Jones Deslauriers Insurance Management, Inc., Rule 144A, Senior Secured Notes
(Callable 03/15/26 @ 104.25)(1)

      (B-, B2)        03/15/30          8.500          622,497  
  1,000       

Jones Deslauriers Insurance Management, Inc., Rule 144A, Senior Unsecured Notes
(Callable 12/15/25 @ 105.25)(1)

      (CCC, Caa2)        12/15/30          10.500          1,008,463  
  625       

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

      (B, B1)        08/15/28          4.875          564,544  
  400       

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

      (B, B1)        10/01/30          7.500          386,914  
  2,712       

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

      (CCC+, Caa2)        08/15/28          6.875          2,349,731  
  800       

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

      (BB-, B1)        02/01/30          4.375          698,009  
                        

 

 

  
                           7,176,285  
                        

 

 

  
                        
 

Investments & Misc. Financial Services (3.0%)

                    
  1,900       

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

      (CCC+, Caa1)        11/15/29          8.500          1,548,853  
  1,400       

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

      (B+, B1)        04/15/29          5.250          1,233,328  
  800       

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

      (B+, B1)        01/15/32          5.000          650,084  
  1,040       

Home Point Capital, Inc., Rule 144A, Company Guaranteed Notes
(Callable 05/01/23 @ 102.50)(1),(2)

      (NR, Caa1)        02/01/26          5.000          776,004  
  200       

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

      (B, B2)        06/15/29          4.000          151,950  
                        

 

 

  
                           4,360,219  
                        

 

 

  
                        
 

Machinery (4.4%)

                    
  1,425       

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

      (BB, Ba2)        04/15/29          4.375          1,268,792  
  1,680       

ATS Corp., Rule 144A, Company Guaranteed Notes
(Callable 12/15/23 @ 102.06)(1)

      (BB-, B2)        12/15/28          4.125          1,491,932  
  1,400       

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

      (CCC, Caa2)        10/15/29          6.625          944,845  
  2,238       

Harsco Corp., Rule 144A, Company Guaranteed Notes
(Callable 05/01/23 @ 102.88)(1)

      (B, B3)        07/31/27          5.750          1,759,448  
  400       

Hillenbrand, Inc., Global Company Guaranteed Notes
(Callable 04/11/23 @ 102.88)

      (BB+, Ba1)        06/15/25          5.750          399,390  
  335       

Regal Rexnord Corp., Rule 144A, Company Guaranteed Notes
(Callable 12/15/29 @ 100.00)(1)

      (BB+, Baa3)        02/15/30          6.300          337,424  
  335       

Regal Rexnord Corp., Rule 144A, Company Guaranteed Notes
(Callable 01/15/33 @ 100.00)(1)

      (BB+, Baa3)        04/15/33          6.400          335,375  
                        

 

 

  
                           6,537,206  
                        

 

 

  
                        
 

Managed Care (0.3%)

                    
  505       

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

      (B, B3)        10/01/29          4.500          449,393  
                        

 

 

  
                        
 

Media - Diversified (0.1%)

                    
  200       

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

      (BB+, Ba1)        02/15/32          5.125          187,798  
                        

 

 

  
                        
 

Media Content (0.5%)

                    
  800       

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

      (BB, Ba3)        07/01/29          5.500          728,964  
                        

 

 

  
                        
 

Metals & Mining - Excluding Steel (4.9%)

                    
  800       

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

      (BB+, Baa3)        12/15/27          5.500          791,112  
  250       

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

      (BB-, NR)        11/15/29          3.875          202,633  
  1,800       

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

      (B, B1)        02/15/30          6.500          1,577,442  

 

 

 

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

March 31, 2023 (unaudited)

 

Par
(000)		              

Ratings†
  (S&P/Moody’s)  

        Maturity            Rate%            Value    
                        
 

CORPORATE BONDS (continued)

                    
 

Metals & Mining - Excluding Steel (continued)

                    
$        1,500       

First Quantum Minerals Ltd., Rule 144A, Company Guaranteed Notes
(Callable 04/11/23 @ 101.72)(1)

      (B+, NR)        03/01/26          6.875        $     1,456,405  
  400       

Kaiser Aluminum Corp., Rule 144A, Company Guaranteed Notes
(Callable 05/01/23 @ 102.31)(1)

      (BB-, B1)        03/01/28          4.625          356,738  
  400       

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

      (BB-, B1)        06/01/31          4.500          329,000  
  110       

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

      (BB, Ba3)        01/30/30          4.750          100,920  
  1,129       

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

      (BB, B1)        06/30/29          4.875          977,245  
  1,550       

Taseko Mines Ltd., Rule 144A, Senior Secured Notes
(Callable 05/01/23 @ 103.50)(1),(2)

      (B-, B3)        02/15/26          7.000          1,408,035  
                        

 

 

  
                           7,199,530  
                        

 

 

  
                        
 

Non - Electric Utilities (0.1%)

                    
  200       

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

      (BB-, B1)        06/01/31          5.000          174,995  
                        

 

 

  
                        
 

Packaging (3.3%)

                    
  460       

Ardagh Metal Packaging Finance PLC, Rule 144A, Senior Unsecured Notes
(Callable 05/15/24 @ 101.50)(1),(4)

      (B+, Caa1)        09/01/29          3.000          373,733  
  400       

Ball Corp., Global Company Guaranteed Notes
(Callable 11/15/24 @ 103.44)

      (BB+, Ba1)        03/15/28          6.875          411,592  
  200       

Chart Industries, Inc., Rule 144A, Senior Secured Notes
(Callable 01/01/26 @ 103.75)(1)

      (B+, Ba3)        01/01/30          7.500          206,894  
  400       

Intelligent Packaging Ltd. Co-Issuer LLC, Rule 144A, Senior Secured Notes
(Callable 05/01/23 @ 103.00)(1)

      (B-, B3)        09/15/28          6.000          345,000  
  500       

Mauser Packaging Solutions Holding Co., Rule 144A, Senior Secured Notes
(Callable 08/15/24 @ 103.94)(1)

      (B, B2)        08/15/26          7.875          500,452  
  1,200       

Trident TPI Holdings, Inc., Rule 144A, Company Guaranteed Notes
(Callable 04/11/23 @ 102.31)(1)

      (CCC+, Caa2)        08/01/24          9.250          1,190,202  
  2,040       

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

      (BB-, Ba3)        04/15/29          4.125          1,797,648  
                        

 

 

  
                           4,825,521  
                        

 

 

  
                        
 

Personal & Household Products (0.8%)

                    
  1,350       

High Ridge Brands Co., Rule 144A, Company Guaranteed Notes
(Callable 02/09/23 @ 100.00)(1),(5),(6),(7),(9)

      (NR, NR)        03/15/25          0.000          12,656  
  1,600       

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

      (CCC+, Caa2)        06/01/29          6.375          1,186,815  
                        

 

 

  
                           1,199,471  
                        

 

 

  
                        
 

Pharmaceuticals (1.9%)

                    
  500       

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

      (CCC-, Ca)        05/30/29          7.250          191,942  
  700       

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

      (CCC-, Ca)        01/30/30          5.250          259,837  
  400       

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

      (CCC+, Caa1)        06/01/28          4.875          236,360  
  708       

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

      (B, Caa2)        08/15/28          3.875          346,332  
  650       

Endo Finance LLC, Rule 144A, Senior Secured Notes (Callable 05/02/23 @ 100.00)(1),(5)

      (NR, WR)        10/15/24          5.875          485,586  
  540       

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

      (B-, Caa1)        10/15/28          4.750          442,671  
  1,000       

Syneos Health, Inc., Rule 144A, Company Guaranteed Notes
(Callable 01/15/24 @ 101.81)(1)

      (BB-, B1)        01/15/29          3.625          824,453  
                        

 

 

  
                           2,787,181  
                        

 

 

  
                        
 

Real Estate Investment Trusts (0.9%)

                    
  1,271       

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

      (BBB-, Ba3u)        12/15/27          3.750          1,006,229  
  400       

Starwood Property Trust, Inc., Rule 144A, Senior Unsecured Notes
(Callable 01/15/26 @ 100.00)(1)

      (BB-, Ba3)        07/15/26          3.625          332,756  
                        

 

 

  
                           1,338,985  
                        

 

 

  

 

 

 

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

March 31, 2023 (unaudited)

 

Par
(000)		              

Ratings†
  (S&P/Moody’s)  

        Maturity            Rate%            Value    
                        
 

CORPORATE BONDS (continued)

                    
 

Recreation & Travel (4.7%)

                    
$        1,600       

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

      (B, B1)        05/15/29          4.750        $     1,426,110  
  2,575       

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

      (B, B3)        08/15/29          5.250          2,327,105  
  300       

SeaWorld Parks & Entertainment, Inc., Rule 144A, Senior Secured Notes
(Callable 05/01/23 @ 102.19)(1)

      (BB, Ba3)        05/01/25          8.750          308,400  
  1,150       

Six Flags Entertainment Corp., Rule 144A, Company Guaranteed Notes
(Callable 05/01/23 @ 100.00)(1)

      (B, B3)        07/31/24          4.875          1,133,869  
  1,915       

Speedway Funding II, Inc., Rule 144A, Senior Unsecured Notes
(Callable 05/01/23 @ 102.44)(1)

      (BB, B2)        11/01/27          4.875          1,759,479  
                        

 

 

  
                           6,954,963  
                        

 

 

  
                        
 

Restaurants (0.8%)

                    
  1,225       

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

      (BB, Ba3)        04/01/32          5.375          1,186,939  
                        

 

 

  
                        
 

Software - Services (7.2%)

                    
  875       

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

      (B+, B1)        06/15/29          7.250          860,711  
  1,700       

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

      (B+, B1)        07/15/29          4.125          1,453,194  
  1,775       

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

      (CCC+, Caa2)        02/15/29          6.000          1,201,129  
  635       

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

      (BB-, Ba3)        12/01/29          3.875          535,703  
  800       

Open Text Corp., Rule 144A, Senior Secured Notes (Callable 11/01/27 @ 100.00)(1)

      (BBB-, Ba1)        12/01/27          6.900          826,000  
  825       

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

      (BB-, Ba3)        12/01/31          4.125          681,875  
  1,807       

Presidio Holdings, Inc., Rule 144A, Company Guaranteed Notes
(Callable 05/01/23 @ 104.13)(1)

      (CCC+, Caa1)        02/01/28          8.250          1,719,071  
  2,705       

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

      (CCC+, Caa1)        12/15/28          7.125          2,129,030  
  1,400       

ZoomInfo Finance Corp., Rule 144A, Company Guaranteed Notes
(Callable 02/01/24 @ 101.94)(1),(2)

      (B+, B1)        02/01/29          3.875          1,213,625  
                        

 

 

  
                           10,620,338  
                        

 

 

  
                        
 

Specialty Retail (3.4%)

                    
  40       

Asbury Automotive Group, Inc., Global Company Guaranteed Notes
(Callable 04/11/23 @ 102.25)

      (BB, B1)        03/01/28          4.500          36,455  
  491       

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

      (BB, B1)        03/01/30          4.750          440,027  
  200       

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

      (BB, B1)        11/15/29          4.625          179,272  
  200       

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

      (BB, B1)        02/15/32          5.000          175,480  
  68       

Eagle Intermediate Global Holdings B.V. (6),(9)

      (NR, WR)        05/01/25          0.000          32,420  
  51       

Eagle Intermediate Global Holdings B.V., Rule 144A, Senior Secured Notes
(Callable 04/11/23 @ 103.75)(1),(6),(9)

      (NR, NR)        05/01/25          7.500          31,150  
  1,850       

Eagle Intermediate Global Holdings B.V., Rule 144A, Senior Secured Notes
(Callable 04/11/23 @ 103.75)(1)

      (NR, Caa2)        05/01/25          7.500          1,167,812  
  950       

eG Global Finance PLC, Rule 144A, Senior Secured Notes
(Callable 05/02/23 @ 102.13)(1)

      (B-, B3)        10/30/25          8.500          890,516  
  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          335,098  
  400       

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          337,410  
  600       

Sonic Automotive, Inc., Rule 144A, Company Guaranteed Notes
(Callable 11/15/24 @ 102.31)(1),(2)

      (BB-, B1)        11/15/29          4.625          503,560  
  1,150       

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

      (BB-, B1)        11/15/31          4.875          928,548  
                        

 

 

  
                           5,057,748  
                        

 

 

  
                        
 

Steel Producers/Products (0.8%)

                    
  1,597       

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

      (B, Caa1)        04/15/29          6.250          1,233,094  
                        

 

 

  

 

 

 

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

March 31, 2023 (unaudited)

 

Par
(000)		              

Ratings†

  (S&P/Moody’s)  

        Maturity            Rate%            Value    
                        
 

CORPORATE BONDS (continued)

                    
 

Support - Services (9.0%)

                    
$             582       

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

      (B, B2)        06/01/28          4.625        $        489,153  
  1,223       

Allied Universal Finance Corp., Rule 144A, Senior Unsecured Notes
(Callable 05/01/23 @ 104.88)(1)

      (CCC+, Caa1)        07/15/27          9.750          1,091,222  
  1,300       

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

      (CCC+, Caa1)        06/01/29          6.000          971,886  
  400       

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

      (B-, Caa1)        07/01/29          4.875          362,138  
  2,600       

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

      (B-, B2)        05/01/28          4.500          1,975,181  
  2,035       

GEMS Education Delaware LLC, Rule 144A, Senior Secured Notes
(Callable 05/01/23 @ 103.56)(1)

      (B, B3)        07/31/26          7.125          1,983,817  
  1,700       

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

      (B, B1)        05/01/29          4.625          1,455,625  
  515       

H&E Equipment Services, Inc., Rule 144A, Company Guaranteed Notes
(Callable 12/15/23 @ 101.94)(1)

      (BB-, B2)        12/15/28          3.875          451,913  
  325       

TriNet Group, Inc., Rule 144A, Company Guaranteed Notes
(Callable 03/01/24 @ 101.75)(1)

      (BB+, Ba2)        03/01/29          3.500          278,297  
  1,000       

United Rentals North America, Inc., Rule 144A, Senior Secured Notes
(Callable 12/15/25 @ 103.00)(1)

      (BBB-, Baa3)        12/15/29          6.000          1,014,730  
  500       

WESCO Distribution, Inc., Rule 144A, Company Guaranteed Notes
(Callable 05/01/23 @ 103.56)(1)

      (BB, Ba3)        06/15/25          7.125          508,750  
  500       

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

      (BB, Ba3)        06/15/28          7.250          513,890  
  1,231       

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

      (CCC+, Caa1)        10/15/28          6.875          1,068,949  
  595       

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

      (B+, B2)        08/15/28          4.625          541,988  
  700       

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

      (BB-, B2)        01/15/30          5.000          599,371  
                        

 

 

  
                           13,306,910  
                        

 

 

  
                        
 

Tech Hardware & Equipment (3.3%)

                    
  759       

CommScope Technologies LLC, Rule 144A, Company Guaranteed Notes
(Callable 04/11/23 @ 101.00)(1),(2)

      (CCC+, Caa1)        06/15/25          6.000          715,537  
  340       

CommScope Technologies LLC, Rule 144A, Company Guaranteed Notes
(Callable 04/11/23 @ 101.67)(1)

      (CCC+, Caa1)        03/15/27          5.000          249,016  
  1,350       

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

      (BB, Baa3)        04/15/29          4.750          1,277,121  
  1,600       

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

      (BB-, B1)        05/15/29          4.750          1,433,152  
  1,320       

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

      (BB-, B1)        11/15/28          4.125          1,166,200  
                        

 

 

  
                           4,841,026  
                        

 

 

  
                        
 

Telecom - Wireline Integrated & Services (3.1%)

                    
  1,856       

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

      (B, B2)        01/15/29          5.125          1,416,527  
  200       

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

      (B, B2)        07/15/29          5.125          150,690  
  200       

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

      (B, B2)        10/15/29          5.500          153,024  
  670       

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

      (BB, Ba1)        01/31/30          4.000          583,503  
  1,193       

LCPR Senior Secured Financing DAC, Rule 144A, Senior Secured Notes
(Callable 05/02/23 @ 103.38)(1)

      (B+, B1)        10/15/27          6.750          1,112,765  
  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          168,708  
  500       

Virgin Media Secured Finance PLC, Rule 144A, Senior Secured Notes
(Callable 04/11/23 @ 102.50)(1),(10)

      (BB-, Ba3)        04/15/27          5.000          580,575  
  400       

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

      (BB-, Ba3)        01/31/31          4.250          340,800  
                        

 

 

  
                           4,506,592  
                        

 

 

  

 

 

 

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

March 31, 2023 (unaudited)

 

Par
(000)		              

Ratings†

  (S&P/Moody’s)  

        Maturity            Rate%            Value    
                        
 

CORPORATE BONDS (continued)

  
 

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),(3)

      (CCC-, Caa3)        06/15/26          10.000        $        976,340  
  1,025       

Live Nation Entertainment, Inc., Rule 144A, Company Guaranteed Notes
(Callable 05/01/23 @ 100.00)(1)

      (B, B3)        11/01/24          4.875          1,005,884  
  700       

Live Nation Entertainment, Inc., Rule 144A, Company Guaranteed Notes
(Callable 05/01/23 @ 101.41)(1)

      (B, B3)        03/15/26          5.625          678,093  
  325       

Live Nation Entertainment, Inc., Rule 144A, Company Guaranteed Notes
(Callable 05/01/23 @ 103.56)(1)

      (B, B3)        10/15/27          4.750          300,996  
                        

 

 

  
                           2,961,313  
                        

 

 

  
                        
 

Transport Infrastructure/Services (1.0%)

                    
  1,400       

XPO Escrow Sub LLC, Rule 144A, Company Guaranteed Notes
(Callable 11/15/24 @ 103.75)(1)

      (BB+, Baa3)        11/15/27          7.500          1,457,547  
                        

 

 

  
 

TOTAL CORPORATE BONDS (Cost $157,511,203)

                       141,453,577  
                        

 

 

  
                        
 

BANK LOANS (28.1%)

  
 

Advertising (1.3%)

                    
  78       

MH Sub I, LLC (1st Lien Term Loan), LIBOR 1M + 3.750%(11)

      (B, B2)        09/13/24          8.590          76,767  
  1,912       

MH Sub I, LLC (Incremental Term Loan), LIBOR 1M + 3.750%(11)

      (B, B2)        09/13/24          8.590          1,884,505  
                        

 

 

  
                           1,961,272  
                        

 

 

  
                        
 

Aerospace & Defense (1.3%)

                    
  1,050       

Amentum Government Services Holdings LLC, LIBOR 1M + 8.750%(11)

      (NR, NR)        01/31/28          13.590          971,250  
  298       

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

      (B, B1)        02/15/29          8.764 – 9.033          291,795  
  728       

Peraton Corp., LIBOR 3M + 7.750%(11)

      (NR, NR)        02/01/29          12.651          709,904  
                        

 

 

  
                           1,972,949  
                        

 

 

  
                        
 

Auto Parts & Equipment (0.6%)

                    
  255       

Jason Group, Inc., LIBOR 3M + 1.000% Cash, 9.000% PIK(3),(11)

      (NR, NR)        03/02/26          14.635          250,966  
  330       

Jason Group, Inc., LIBOR 1M + 2.000% Cash, 4.000% PIK(3),(11)

      (NR, WR)        08/28/25          10.840          275,736  
  342       

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

      (CCC+, B2)        12/23/24          9.409          319,407  
                        

 

 

  
                           846,109  
                        

 

 

  
                        
 

Building Materials (0.3%)

                    
  533       

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

      (B, B2)        08/01/28          10.452          501,158  
                        

 

 

  
                        
 

Chemicals (1.6%)

                    
  1,448       

Ascend Performance Materials Operations LLC, SOFR 3M + 4.750%(11)

      (BB-, Ba3)        08/27/26          9.715          1,426,651  
  568       

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

      (B-, B3)        10/15/25          9.021          475,183  
  544       

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

      (CCC+, B3)        08/12/24          9.159          471,311  
                        

 

 

  
                           2,373,145  
                        

 

 

  
                        
 

Diversified Capital Goods (1.0%)

                    
  598       

Dynacast International LLC, LIBOR
3M + 9.000%(11)

      (CCC, Caa2)        10/22/25          13.958          456,336  
  1,024       

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

      (B-, B2)        06/26/25          15.000          941,646  
                        

 

 

  
                           1,397,982  
                        

 

 

  
                        
 

Electronics (1.0%)

                    
  1,522       

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

      (B, B3)        01/09/26          9.659          1,515,529  
                        

 

 

  
                        
 

Food & Drug Retailers (0.6%)

                    

 

 

 

1,000

 

 

     

WOOF Holdings, Inc., LIBOR 1M + 7.250%(6),(11)

      (CCC, Caa2)        12/21/28          12.003          870,000  
                        

 

 

  
                        
 

Food - Wholesale (0.2%)

                    

 

283

 

     

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

      (BB-, B1)        10/22/25          8.172          283,905  
                        

 

 

  
                        
 

Gas Distribution (0.7%)

                    
  998       

Traverse Midstream Partners LLC, SOFR 3M + 3.750%(11)

      (B+, B2)        02/16/28          8.726          984,547  
                        

 

 

  
                        
 

Health Facility (0.2%)

                    
  541       

Carestream Health, Inc., SOFR 3M + 7.500%(11)

      (B-, B3)        09/30/27          12.498          322,655  
                        

 

 

  
                        

 

 

 

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

March 31, 2023 (unaudited)

 

Par
(000)		              

Ratings†

  (S&P/Moody’s)  

        Maturity            Rate%            Value    
                        
 

BANK LOANS (continued)

  
 

Health Services (1.3%)

  
$             819       

MedAssets Software Intermediate Holdings, Inc., LIBOR 1M + 6.750%(11)

      (CCC-, Caa2)        12/17/29          11.590        $        517,338  
  1,403       

U.S. Radiology Specialists, Inc., LIBOR 1M + 5.250%(11)

      (B-, B3)        12/15/27          10.090          1,322,076  
                        

 

 

  
                           1,839,414  
                        

 

 

  
                        
 

Investments & Misc. Financial Services (1.5%)

                    
  1,500       

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

      (CCC, Caa2)        08/02/29          11.313          1,357,500  
  865       

Deerfield Dakota Holding LLC, LIBOR 3M + 6.750%(11)

      (CCC, Caa2)        04/07/28          11.909          800,840  
  494       

Ditech Holding Corp.(5),(6),(7)

      (NR, WR)        06/30/22          0.000          29,617  
                        

 

 

  
                           2,187,957  
                        

 

 

  
                        
 

Machinery (1.1%)

                    
  1,398       

LTI Holdings, Inc., LIBOR 1M + 6.750%(8),(11)

      (CCC+, Caa2)        09/06/26          11.590          1,240,959  
  434       

LTI Holdings, Inc., LIBOR 1M + 3.500%(11)

      (B-, B2)        09/06/25          8.340          420,254  
                        

 

 

  
                           1,661,213  
                        

 

 

  
                        
 

Media - Diversified (0.4%)

                    
  196       

Technicolor Creative Studios(4),(6),(9),(12)

      (NR, NR)        07/01/26          0.000          195,389  
  780       

Technicolor Creative Studios(4),(5),(7)

      (NR, NR)        09/15/26          0.000          433,885  
                        

 

 

  
                           629,274  
                        

 

 

  
                        
 

Medical Products (0.8%)

                    
  615       

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

      (CCC+, NR)        08/05/25          10.376          529,501  
  684       

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

      (CCC+, B3)        07/02/25          11.090          672,080  
                        

 

 

  
                           1,201,581  
                        

 

 

  
                        
 

Packaging (0.0%)

                    
  540       

Strategic Materials, Inc., LIBOR 3M + 7.750%(8),(11)

      (CC, C)        10/31/25          12.564          51,300  
                        

 

 

  
                        
 

Personal & Household Products (1.5%)

                    
  800       

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

      (CCC+, Caa1)        12/20/29          10.907          743,000  
  1,100       

Serta Simmons Bedding LLC (First Out Term Loan)(5),(7)

      (NR, WR)        08/10/23          0.000          1,086,391  
  741       

Serta Simmons Bedding LLC (Second Out Term
Loan)(5),(7)

      (NR, WR)        08/10/23          0.000          428,765  
                        

 

 

  
                           2,258,156  
                        

 

 

  
                        
 

Pharmaceuticals (0.1%)

                    
  384       

Akorn, Inc.(5),(7)

      (NR, WR)        10/01/25          0.000          97,173  
                        

 

 

  
                        
 

Recreation & Travel (1.9%)

                    
  763       

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

      (CCC-, Caa3)        09/04/26          12.657          593,210  
  968       

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

      (B-, B3)        09/05/25          8.657          871,939  
  525       

Hornblower Sub LLC, LIBOR 6M + 4.500%(11)

      (CCC-, Caa2)        04/27/25          9.960          316,885  
  773       

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

      (NR, NR)        11/10/25          12.994          773,196  
  200       

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

      (NR, NR)        11/20/25          12.994          200,000  
                        

 

 

  
                           2,755,230  
                        

 

 

  
                        
 

Restaurants (0.1%)

                    
  200       

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

      (CCC, Caa2)        02/04/28          12.340          183,376  
                        

 

 

  
                        
 

Software - Services (7.6%)

                    
  1,194       

Aston FinCo Sarl, LIBOR 1M + 4.250%(6),(11)

      (B-, B3)        10/09/26          9.090          1,026,465  
  595       

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

      (B, B1)        10/25/28          10.090          516,688  
  600       

CommerceHub, Inc., SOFR 3M + 7.000%(11)

      (CCC, Caa2)        12/29/28          11.777          493,800  
  1,250       

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

      (CCC, Caa2)        07/31/28          12.590          1,241,931  
  462       

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

      (CCC+, B3)        06/13/24          8.325          433,216  
  2,011       

Finastra U.S.A., Inc., LIBOR 3M + 7.250%(11)

      (CCC-, Caa3)        06/13/25          12.075          1,632,294  
  638       

GHX Ultimate Parent Corp., LIBOR 1M + 3.250%(11)

      (B, B2)        06/28/24          8.090          634,917  
  1,232       

Hyland Software, Inc., LIBOR 1M + 3.500%(11)

      (B-, B1)        07/01/24          8.340          1,221,102  
  280       

Hyland Software, Inc., LIBOR 1M + 6.250%(11)

      (CCC, Caa1)        07/07/25          11.090          268,800  
  1,052       

Open Text Corp., SOFR 1M + 3.250%(11)

      (BBB-, Ba1)        01/31/30          8.056          1,050,532  
  1,194       

Project Alpha Intermediate Holding, Inc., LIBOR 1M + 4.000%(11)

      (B, B3)        04/26/24          8.850          1,188,925  
  996       

Quest Software U.S. Holdings, Inc., SOFR 3M + 4.250%(11)

      (B-, B2)        02/01/29          9.076          818,307  
  895       

Redstone Holdco 2 LP, LIBOR 3M + 4.750%(11)

      (B-, B3)        04/27/28          9.913          707,377  
                        

 

 

  
                           11,234,354  
                        

 

 

  

 

 

 

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

March 31, 2023 (unaudited)

 

Par
(000)		              

Ratings†
  (S&P/Moody’s)  

        Maturity            Rate%            Value    
                        
 

BANK LOANS (continued)

  
 

Support - Services (0.8%)

  
$           400       

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

      (CCC, Caa3)        05/07/29          12.659        $        262,000  
  797       

LaserShip, Inc., LIBOR 3M + 4.500%(11)

      (B-, B3)        05/07/28          9.659          683,831  
  400       

TruGreen LP, LIBOR 3M + 8.500%(6),(11)

      (CCC+, Caa2)        11/02/28          13.325          270,000  
                        

 

 

  
                           1,215,831  
                        

 

 

  
                        
 

Telecom - Wireline Integrated & Services (1.3%)

                    
  1,250       

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

      (NR, B1)        08/01/29          10.473          1,041,599  
  875       

TVC Albany, Inc., LIBOR 1M + 7.500%(8),(11)

      (CCC, Caa2)        07/23/26          12.340          798,437  
                        

 

 

  
                           1,840,036  
                        

 

 

  
                        
 

Theaters & Entertainment (0.9%)

                    
  1,297       

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

      (B+, B3)        05/18/25          7.600          1,288,592  
                        

 

 

  
 

TOTAL BANK LOANS (Cost $45,904,229)

                       41,472,738  
                        

 

 

  
                        
 

ASSET BACKED SECURITIES (7.5%)

                    
 

Collateralized Debt Obligations (7.5%)

                    
  650       

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

      (NR, Ba3)        07/20/34          12.208          571,078  
  1,000       

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

      (NR, Ba3)        04/20/35          11.809          883,109  
  500       

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

      (NR, Ba3)        04/27/39          6.659          377,574  
  750       

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

      (BB-, NR)        10/15/36          11.502          601,464  
  1,000       

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

      (BB-, NR)        01/17/33          11.142          850,906  
  1,000       

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

      (BB-, NR)        04/20/34          11.528          891,458  
  1,000       

CIFC Funding Ltd., 2017-1A, Rule 144A, LIBOR 3M + 3.500% (1),(11)

      (NR, Baa3)        04/23/29          8.315          967,090  
  1,000       

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

      (NR, B1)        07/15/31          10.942          860,505  
  1,000       

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

      (BB-, NR)        10/20/34          11.918          886,912  
  1,000       

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

      (NR, Ba1)        01/22/35          10.565          899,784  
  400       

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

      (NR, Ba1)        10/20/30          7.858          345,530  
  1,000       

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

      (BB-, NR)        10/20/32          12.038          897,432  
  1,000       

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

      (NR, Baa2)        04/20/37          5.459          862,841  
  1,000       

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

      (BB-, NR)        01/20/34          12.518          856,278  
  400       

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

      (NR, Baa3)        09/15/30          8.408          348,058  
                        

 

 

  
 

TOTAL ASSET BACKED SECURITIES (Cost $12,452,323)

                  11,100,019  
                        

 

 

  
                        
Shares                                           
                        
 

COMMON STOCKS (0.7%)

                    
 

Auto Parts & Equipment (0.1%)

                    
  18,270       

Jason Group, Inc.(7)

                       182,702  
                        

 

 

  
                        
 

Chemicals (0.5%)

                    
  2,794       

Project Investor Holdings LLC(6),(7),(8),(9)

                       28  
  46,574       

Proppants Holdings LLC(6),(7),(8),(9)

 

        931  
  10,028       

UTEX Industries, Inc.(7)

                       638,453  
                        

 

 

  
                           639,412  
                        

 

 

  
                        
 

Pharmaceuticals (0.0%)

                    
  45,583       

Akorn Holding Company LLC(7)

                       22,792  
                        

 

 

  
                        
 

Private Placement (0.0%)

                    
  307,692       

Technicolor Creative Studios SA(7),(9),(13)

                       40,834  
                        

 

 

  
                        
 

Specialty Retail (0.0%)

                    
  69       

Eagle Intermediate Global Holdings B.V., Class B(6),(7),(9)

                       1  
                        

 

 

  
                        
 

Support - Services (0.0%)

                    
  800       

LTR Holdings, Inc.(6),(7),(8),(9)

                       1,185  
                        

 

 

  

 

 

 

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

March 31, 2023 (unaudited)

 

Shares                                          Value    
                        
 

COMMON STOCKS (continued)

  
 

Theaters & Entertainment (0.1%)

  
  307,692       

Vantiva SA(4),(7)

                     $ 72,404  
                        

 

 

  
 

TOTAL COMMON STOCKS (Cost $2,435,902)

                       959,330  
                        

 

 

  
                        
 

WARRANT (0.0%)

  
 

Chemicals (0.0%)

  
  11,643       

Project Investor Holdings LLC, expires 02/20/2022(6),(7),(8),(9) (Cost $6,055)

                       —  
                        

 

 

  
                        
 

SHORT-TERM INVESTMENTS (11.7%)

            
  5,565,911       

State Street Institutional U.S. Government Money Market Fund - Premier Class, 4.71%

                       5,565,911  
  11,606,475       

State Street Navigator Securities Lending Government Money Market Portfolio, 4.84%(14)

                       11,606,475  
                        

 

 

  
                        
 

TOTAL SHORT-TERM INVESTMENTS (Cost $17,172,386)

                       17,172,386  
                        

 

 

  
                        
 

TOTAL INVESTMENTS AT VALUE (144.0%) (Cost $235,482,098)

                       212,158,050  
                        
 

LIABILITIES IN EXCESS OF OTHER ASSETS (-44.0%)

                       (64,808,640 ) 
                        

 

 

  
                        
 

NET ASSETS (100.0%)

                     $ 147,349,410  
                        

 

 

  

INVESTMENT ABBREVIATIONS

1M = 1 Month

3M = 3 Month

6M = 6 Month

LIBOR = London Interbank Offered Rate

NR = Not Rated

Sarl = société à responsabilité limitée

SOFR = Secured Overnight Financing Rate

WR = Withdrawn Rating

 

† 

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

(1) 

Security exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At March 31, 2023, these securities amounted to a value of $147,537,271 or 100.1% of net assets.

(2) 

Security or portion thereof is out on loan.

(3) 

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

(4) 

This security is denominated in Euro.

(5) 

Bond is currently in default.

(6) 

Security is valued using significant unobservable inputs.

(7) 

Non-income producing security.

(8) 

Illiquid security.

(9) 

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.

(10) 

This security is denominated in British Pound.

(11) 

Variable rate obligation - The interest rate shown is the rate in effect as of March 31, 2023. The rate may be subject to a cap and floor.

(12) 

The rates on certain variable rate securities are not based on a published reference rate and spread but are determined by the issuer or agent and are based on current market conditions. These securities do not indicate a reference rate and spread in their description above. The interest rate shown is the rate in effect as of March 31, 2023.

(13) 

Security is held through holdings of 100 shares of the CIG Special Purpose SPC - Credit Suisse Asset Management Income Fund Segregated Portfolio, an affiliated entity.

(14) 

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

Forward Foreign Currency Contracts

 

Forward
Currency to be
Purchased

     

Forward
Currency to be
Sold

     

    Expiration
Date

   

Counterparty

    Value on
Settlement Date		      Current
Value/Notional		      Unrealized
Appreciation		  

EUR

     473,540     

USD

      503,537      10/11/23    Barclays Bank PLC    $ 503,537      $ 519,462      $ 15,925  

EUR

     385,648     

USD

      406,327      10/11/23    Deutsche Bank AG      406,327        423,046        16,719  

EUR

     494,747     

USD

      518,118      10/11/23    Morgan Stanley          518,118            542,724        24,606  

GBP

     15,119     

USD

      17,160      10/11/23    Deutsche Bank AG      17,160        18,746        1,586  
                      

 

 

  
                      
Total Unrealized Appreciation

 

    $         58,836  
                      

 

 

  

 

 

 

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

March 31, 2023 (unaudited)

 

Forward Foreign Currency Contracts

 

Forward
Currency to be
Purchased

     

Forward
Currency to be
Sold

     

    Expiration    
Date

   

Counterparty

    Value on
Settlement Date		     Current
Value/Notional		     Unrealized
Depreciation		  

USD

     2,933,962     

EUR

      2,890,364      10/11/23    Deutsche Bank AG    $ (2,933,962 )    $ (3,170,655 )    $ (236,693 ) 

USD

     11,838     

GBP

      9,647      10/11/23    Barclays Bank PLC      (11,838 )      (11,961 )      (123 ) 

USD

     537,061     

GBP

      480,394      10/11/23    Deutsche Bank AG      (537,061 )      (595,625 )      (58,564 ) 
                    

 

 

  

Total Unrealized Depreciation

 

   $ (295,380 ) 
                    

 

 

  
                    

Total Net Unrealized Appreciation/(Depreciation)

 

   $ (236,544 ) 
                    

 

 

  

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 and a Pricing Group, which, pursuant to the policies adopted by the Board, are responsible for making fair valuation determinations and overseeing the Fund’s pricing policies. The net asset value of the Fund is determined daily as of the close of regular trading on the New York Stock Exchange, Inc. (the “Exchange”) on each day the Exchange is open for business. The valuations for fixed income securities (which may include, but are not limited to, corporate, government, municipal, mortgage-backed, collateralized mortgage obligations and asset-backed securities) and certain derivative instruments are typically the prices supplied by independent third party pricing services, which may use market prices or broker/dealer quotations or a variety of valuation techniques and methodologies. The independent third party pricing services use inputs that are observable such as issuer details, interest rates, yield curves, prepayment speeds, credit risks/spreads, default rates and quoted prices for similar securities. These pricing services generally price fixed income securities assuming orderly transactions of an institutional “round lot” size, but some trades occur in smaller “odd lot” sizes which may be effected at lower prices than institutional round lot trades. Structured note agreements are valued in accordance with a dealer-supplied valuation based on changes in the value of the underlying index. Futures contracts are valued daily at the settlement price established by the board of trade or exchange on which they are traded. Forward contracts are valued at the London closing spot rates and the London closing forward point rates on a daily basis. The currency forward contract pricing model derives the differential in point rates to the expiration date of the forward and calculates its present value. Equity securities for which market quotations are available are valued at the last reported sales price or official closing price on the primary market or exchange on which they trade. Investments in open-ended mutual funds are valued at the net asset value as reported on each business day and under normal circumstances. Securities for which market quotations are not readily available are valued at their fair value as determined in good faith by the Adviser, as the Board’s valuation designee (as defined in Rule 2a-5 under the 1940 Act), in accordance with the Adviser’s procedures. The Board oversees the Adviser in its role as valuation designee in accordance with the requirements of Rule 2a-5 under the 1940 Act. 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 Group, in accordance with procedures established by the Adviser.

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, 2023 in valuing the Fund’s assets and liabilities carried at fair value:

 

Assets

    Level 1      Level 2      Level 3     Total  

Investments in Securities

 

Corporate Bonds

    $ —      $ 141,373,621      $ 79,956     $ 141,453,577  

Bank Loans

      —        36,676,040        4,796,698       41,472,738  

Asset Backed Securities

      —        11,100,019        —       11,100,019  

Common Stocks

      40,834        916,351        2,145       959,330  

Warrant

      —        —        0 1      0  

Short-term Investments

      17,172,386        —        —       17,172,386  
  

 

 

     

 

 

     

 

 

    

 

 

  
   $       17,213,220      $     190,066,031      $         4,878,799     $     212,158,050  
  

 

 

     

 

 

     

 

 

    

 

 

  

Other Financial Instruments*

 

  

Forward Foreign Currency Contracts

    $ —      $ 58,836      $ —     $ 58,836  
          

Liabilities

    Level 1      Level 2      Level 3     Total  

Other Financial Instruments*

 

  

Forward Foreign Currency Contracts

    $ —      $ 295,380      $ —     $ 295,380  

 

1 

Includes a zero valued security.

*

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

The following is a reconciliation of investments as of March 31, 2023 for which significant unobservable inputs were used in determining fair value.

 

     Corporate
Bonds		     Bank
Loans		     Common
Stocks		     Warrant     Total  

Balance as of December 31, 2022

    $ 94,488     $ 4,620,480     $ 302,487     $ 73     $ 5,017,528  

Accrued discounts (premiums)

      —       (5,646 )      —       —       (5,646 ) 

Purchases

      —       192,814       —       —       192,814  

Sales

      (16,039 )      (522,341 )      (92,782 )      —       (631,162 ) 

Realized gain (loss)

      16,039       13       (2,594,920 )      (3,965 )      (2,582,833 ) 

Change in unrealized appreciation (depreciation)

      (14,532 )      (35,967 )      2,410,152       3,892       2,363,545  

Transfers into Level 3

      —       870,000       —       —       870,000  

Transfers out of Level 3

      —       (322,655 )      (22,792 )      —       (345,447 ) 
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

  

Balance as of March 31, 2023

    $ 79,956     $ 4,796,698     $ 2,145     $ 0 (1)    $ 4,878,799  
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

  

Net change in unrealized appreciation (depreciation) from investments still held as of March 31, 2023

    $ (14,532 )    $ 55,709     $ —     $ —     $ 41,177  

 

(1) 

Includes a zero valued security.

 

 

 

Quantitative Disclosure About Significant Unobservable Inputs

 

Asset Class

    Fair Value At
03/31/2023		     

Valuation

Technique

   

Unobservable

Input

   

Price Range

(Weighted Average)*

Bank Loans

    $ 4,796,698      Vendor pricing    Single Broker Quote    $0.06 – $1.00 ($0.87)

Corporate Bonds

      67,300      Income Approach    Expected Remaining Distribution    0.01 – 0.61 (0.51)
     12,656      Vendor pricing    Single Broker Quote    0.01 (N/A)

Common Stocks

      2,145      Income Approach    Expected Remaining Distribution    0.01 – 1.48 (0.83)

Warrant

      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 March 31, 2023, $870,000 was transferred from Level 2 to Level 3 due to a lack of a pricing source supported by observable inputs and $345,447 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.