NPORT-EX 2 NPORT_TH96_27347212_0325.htm Credit Suisse

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments

March 31, 2025 (unaudited)

 

Par
(000)
             

Ratings†

 (S&P/Moody’s) 

      Maturity          Rate%          Value   
                        
 

CORPORATE BONDS (105.6%)

 
 

Aerospace & Defense (2.7%)

 
$         400       

AAR Escrow Issuer LLC, Rule 144A, Company Guaranteed Notes (Callable 03/15/26 @ 103.38)(1)

     (BB, Ba2)        03/15/29          6.750        $     406,593  
  1,600       

Amentum Holdings, Inc., Rule 144A, Company Guaranteed Notes (Callable 08/01/27 @ 103.63)(1)

     (B, B3)        08/01/32          7.250          1,575,735  
  391       

Bombardier, Inc., Rule 144A, Senior Unsecured Notes (Callable 02/01/26 @ 103.75)(1),(2)

     (B+, B1)        02/01/29          7.500          401,133  
  600       

Bombardier, Inc., Rule 144A, Senior Unsecured Notes (Callable 11/15/26 @ 104.38)(1)

     (B+, B1)        11/15/30          8.750          633,395  
  840       

TransDigm, Inc., Rule 144A, Senior Secured Notes (Callable 03/01/26 @ 103.19)(1)

     (BB-, Ba3)        03/01/29          6.375          849,504  
  440       

TransDigm, Inc., Rule 144A, Senior Secured Notes (Callable 03/01/27 @ 103.31)(1)

     (BB-, Ba3)        03/01/32          6.625          445,521  
                        

 

 

 
                           4,311,881  
                        

 

 

 
                        
 

Air Transportation (0.7%)

 
  724       

Stonepeak Nile Parent LLC, Rule 144A, Senior Secured Notes (Callable 03/15/28 @ 103.63)(1)

     (BB, Ba1)        03/15/32          7.250          737,839  
  369       

VistaJet Malta Finance PLC/Vista Management Holding, Inc., Rule 144A, Senior Unsecured Notes
(Callable 05/01/25 @ 103.19)(1),(2)

     (B, B3)        02/01/30          6.375          323,646  
                        

 

 

 
                           1,061,485  
                        

 

 

 
                        
 

Auto Parts & Equipment (5.1%)

 
  1,388       

Adient Global Holdings Ltd., Rule 144A, Company Guaranteed Notes (Callable 02/15/28 @ 103.75)(1),(2)

     (BB, B2)        02/15/33          7.500          1,291,672  
  286       

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

     (BBB-, Ba2)        04/15/28          7.000          286,644  
  1,405       

Clarios Global LP/Clarios U.S. Finance Co., Rule 144A, Company Guaranteed Notes
(Callable 05/01/25 @ 100.00)(1)

     (B, Caa1)        05/15/27          8.500          1,411,238  
  631       

Cougar JV Subsidiary LLC, Rule 144A, Senior Unsecured Notes (Callable 05/15/27 @ 104.00)(1)

     (B+, B2)        05/15/32          8.000          651,488  
  1,825       

Dealer Tire LLC/DT Issuer LLC, Rule 144A, Senior Unsecured Notes (Callable 05/01/25 @ 102.00)(1),(2)

     (CCC, Caa1)        02/01/28          8.000          1,780,421  
  1,530       

Garrett Motion Holdings, Inc./Garrett LX I SARL, Rule 144A, Company Guaranteed Notes
(Callable 05/31/27 @ 103.88)(1)

     (B, B1)        05/31/32          7.750          1,514,227  
  1,222       

Phinia, Inc., Rule 144A, Senior Secured Notes
(Callable 04/15/26 @ 103.38)(1)

     (BB+, Baa3)        04/15/29          6.750          1,239,036  
                        

 

 

 
                           8,174,726  
                        

 

 

 
                        
 

Brokerage (1.1%)

 
  1,666       

StoneX Group, Inc., Rule 144A, Senior Secured Notes (Callable 03/01/27 @ 103.94)(1)

     (BB-, Ba3)        03/01/31          7.875          1,736,230  
                        

 

 

 
                        
 

Building & Construction (3.3%)

 
  1,442       

MasTec, Inc., Rule 144A, Senior Unsecured Notes (Callable 04/11/25 @ 103.31)(1)

     (BBB-, NR)        08/15/29          6.625          1,442,332  
  1,774       

Pike Corp., Rule 144A, Company Guaranteed Notes (Callable 05/01/25 @ 101.38)(1)

     (B-, B3)        09/01/28          5.500          1,718,174  
  200       

Pike Corp., Rule 144A, Senior Unsecured Notes
(Callable 01/31/27 @ 104.31)(1)

     (B-, B3)        01/31/31          8.625          210,965  
  434       

Quikrete Holdings, Inc., Rule 144A, Senior Secured Notes (Callable 03/01/28 @ 103.19)(1)

     (BB, Ba3)        03/01/32          6.375          436,901  
  723       

Quikrete Holdings, Inc., Rule 144A, Senior Unsecured Notes (Callable 03/01/28 @ 103.38)(1)

     (B+, B2)        03/01/33          6.750          721,438  
  705       

Standard Building Solutions, Inc., Rule 144A, Senior Unsecured Notes (Callable 08/15/27 @ 103.25)(1)

     (BB, Ba3)        08/15/32          6.500          705,710  
                        

 

 

 
                           5,235,520  
                        

 

 

 
                        
 

Building Materials (5.4%)

 
  377       

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

     (BB-, Ba2)        06/15/30          6.375          378,954  
  681       

Cornerstone Building Brands, Inc., Rule 144A, Senior Secured Notes (Callable 08/15/26 @ 104.75)(1)

     (B, B3)        08/15/29          9.500          562,591  
  1,606       

Foundation Building Materials, Inc., Rule 144A, Company Guaranteed Notes (Callable 05/01/25 @ 101.50)(1),(2)

     (CCC+, Caa1)        03/01/29          6.000          1,312,495  
  1,000       

Installed Building Products, Inc., Rule 144A, Company Guaranteed Notes (Callable 04/16/25 @ 100.00)(1)

     (B+, Ba2)        02/01/28          5.750          987,737  

 

 

 


Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

March 31, 2025 (unaudited)

 

Par
(000)
             

Ratings†

 (S&P/Moody’s) 

      Maturity          Rate%          Value   
                        
 

CORPORATE BONDS (continued)

 
 

Building Materials (continued)

 
$         800       

James Hardie International Finance DAC, Rule 144A, Company Guaranteed Notes
(Callable 05/01/25 @ 100.83)(1)

     (BB+, Ba1)        01/15/28          5.000        $     777,846  
  1,287       

Miter Brands Acquisition Holdco, Inc./MIWD Borrower LLC, Rule 144A, Senior Secured Notes
(Callable 04/01/27 @ 103.38)(1)

     (BB-, B1)        04/01/32          6.750          1,275,962  
  1,419       

Oscar AcquisitionCo LLC/Oscar Finance, Inc., Rule 144A, Senior Unsecured Notes
(Callable 05/01/25 @ 104.75)(1),(2)

     (CCC+, Caa1)        04/15/30          9.500          1,275,610  
  400       

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

     (BB, Ba3)        07/15/30          4.375          368,322  
  1,831       

White Cap Buyer LLC, Rule 144A, Senior Unsecured Notes (Callable 05/01/25 @ 101.72)(1)

     (CCC+, Caa1)        10/15/28          6.875          1,758,752  
                        

 

 

 
       8,698,269  
                        

 

 

 
                        
 

Cable & Satellite TV (1.6%)

 
  1,856       

Altice France SA, Rule 144A, Senior Secured Notes (Callable 05/01/25 @ 101.28)(1)

     (CC, Caa2)        01/15/29          5.125          1,459,242  
  200       

Altice France SA, Rule 144A, Senior Secured Notes (Callable 05/01/25 @ 101.28)(1)

     (CC, Caa2)        07/15/29          5.125          156,951  
  200       

Altice France SA, Rule 144A, Senior Secured Notes (Callable 05/01/25 @ 102.75)(1)

     (CC, Caa2)        10/15/29          5.500          158,748  
  800       

Sunrise FinCo I BV, Rule 144A, Senior Secured Notes (Callable 07/15/26 @ 102.44)(1)

     (BB-, B1)        07/15/31          4.875          725,748  
                        

 

 

 
       2,500,689  
                        

 

 

 
                        
 

Chemicals (4.6%)

 
  477       

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

     (BB-, Ba3)        08/01/30          7.125          486,930  
  400       

Avient Corp., Rule 144A, Senior Unsecured Notes (Callable 09/15/27 @ 103.13)(1)

     (BB-, Ba3)        11/01/31          6.250          396,767  
  600       

Herens Holdco SARL, Rule 144A, Senior Secured Notes (Callable 05/01/25 @ 102.38)(1)

     (B-, B2)        05/15/28          4.750          540,634  
  800       

Herens Midco SARL, Rule 144A, Company Guaranteed Notes (Callable 04/30/25 @ 102.63)(1),(3)

     (CCC, Caa2)        05/15/29          5.250          689,217  
  988       

INEOS Finance PLC, Rule 144A, Senior Secured Notes (Callable 05/01/25 @ 103.38)(1)

     (BB, Ba3)        05/15/28          6.750          989,635  
  607       

Methanex U.S. Operations, Inc., Rule 144A, Company Guaranteed Notes (Callable 09/15/31 @ 100.00)(1)

     (BB, Ba2)        03/15/32          6.250          591,747  
  1,600       

Tronox, Inc., Rule 144A, Company Guaranteed Notes (Callable 05/01/25 @ 101.16)(1),(2)

     (BB-, B2)        03/15/29          4.625          1,369,919  
  1,915       

Vibrantz Technologies, Inc., Rule 144A, Senior Unsecured Notes (Callable 05/01/25 @ 104.50)(1),(2)

     (CCC+, Caa2)        02/15/30          9.000          1,563,191  
  690       

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

     (B-, B2)        03/01/31          7.375          690,095  
                        

 

 

 
       7,318,135  
                        

 

 

 
                        
 

Consumer/Commercial/Lease Financing (1.3%)

 
  2,093       

Cargo Aircraft Management, Inc., Rule 144A, Company Guaranteed Notes (Callable 04/11/25 @ 100.00)(1)

     (BB-, Ba2)        02/01/28          4.750          2,093,132  
                        

 

 

 
                        
 

Diversified Capital Goods (1.5%)

 
  322       

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

     (BB+, Ba2)        06/01/31          4.250          283,811  
  1,400       

Dornoch Debt Merger Sub, Inc., Rule 144A, Senior Unsecured Notes (Callable 05/01/25 @ 103.31)(1),(2)

     (CCC, Caa2)        10/15/29          6.625          1,065,946  
  600       

EnerSys, Rule 144A, Company Guaranteed Notes (Callable 09/15/27 @ 100.00)(1)

     (BB+, Ba3)        12/15/27          4.375          583,786  
  500       

EnerSys, Rule 144A, Company Guaranteed Notes (Callable 01/15/27 @ 103.31)(1)

     (BB+, Ba3)        01/15/32          6.625          507,764  
                        

 

 

 
       2,441,307  
                        

 

 

 
                        
 

Electronics (1.1%)

 
  800       

Imola Merger Corp., Rule 144A, Senior Secured Notes (Callable 05/01/25 @ 102.38)(1)

     (BB, Ba3)        05/15/29          4.750          760,721  
  950       

Sensata Technologies, Inc., Rule 144A, Company Guaranteed Notes (Callable 07/15/27 @ 103.31)(1)

     (BB+, Ba2)        07/15/32          6.625          942,269  
                        

 

 

 
       1,702,990  
                        

 

 

 

 

 

 


Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

March 31, 2025 (unaudited)

 

Par
(000)
             

Ratings†

 (S&P/Moody’s) 

      Maturity          Rate%          Value   
                        
 

CORPORATE BONDS (continued)

 
 

Energy - Exploration & Production (5.6%)

 
$         425       

Civitas Resources, Inc., Rule 144A, Company Guaranteed Notes (Callable 07/01/25 @ 104.19)(1)

     (BB-, B1)        07/01/28          8.375        $     438,647  
  679       

Civitas Resources, Inc., Rule 144A, Company Guaranteed Notes (Callable 07/01/26 @ 104.38)(1)

     (BB-, B1)        07/01/31          8.750          697,820  
  1,477       

CNX Midstream Partners LP, Rule 144A, Company Guaranteed Notes (Callable 05/01/25 @ 102.38)(1)

     (BB, B1)        04/15/30          4.750          1,370,416  
  450       

CNX Resources Corp., Rule 144A, Company Guaranteed Notes (Callable 03/01/27 @ 103.63)(1)

     (BB, B1)        03/01/32          7.250          457,757  
  2,050       

CQP Holdco LP/BIP-V Chinook Holdco LLC, Rule 144A, Senior Secured Notes (Callable 12/15/28 @ 103.75)(1)

     (BB, Ba2)        12/15/33          7.500          2,160,653  
  200       

Matador Resources Co., Rule 144A, Company Guaranteed Notes (Callable 04/15/25 @ 103.44)(1)

     (BB-, B1)        04/15/28          6.875          202,468  
  626       

Matador Resources Co., Rule 144A, Company Guaranteed Notes (Callable 04/15/27 @ 103.25)(1)

     (BB-, B1)        04/15/32          6.500          621,485  
  2,284       

Northern Oil & Gas, Inc., Rule 144A, Senior Unsecured Notes (Callable 05/01/25 @ 102.03)(1)

     (B+, B1)        03/01/28          8.125          2,291,601  
  720       

TGNR Intermediate Holdings LLC, Rule 144A, Senior Unsecured Notes (Callable 05/01/25 @ 102.75)(1)

     (B+, B3)        10/15/29          5.500          676,642  
                        

 

 

 
       8,917,489  
                        

 

 

 
                        
 

Environmental (0.4%)

 
  223       

Clean Harbors, Inc., Rule 144A, Company Guaranteed Notes (Callable 02/01/26 @ 103.19)(1)

     (BB+, Ba2)        02/01/31          6.375          225,512  
  391       

Waste Pro U.S.A., Inc., Rule 144A, Senior Unsecured Notes (Callable 02/01/28 @ 103.50)(1)

     (B-, B3)        02/01/33          7.000          393,026  
                        

 

 

 
       618,538  
                        

 

 

 
                        
 

Food & Drug Retailers (0.3%)

 
  550       

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

     (BB+, Ba2)        02/15/31          3.750          488,964  
                        

 

 

 
                        
 

Food - Wholesale (1.8%)

 
  500       

Darling Ingredients, Inc., Rule 144A, Company Guaranteed Notes (Callable 04/11/25 @ 100.00)(1)

     (BB+, Ba2)        04/15/27          5.250          495,684  
  1,533       

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

     (BB+, Ba2)        06/15/30          6.000          1,521,983  
  885       

Performance Food Group, Inc., Rule 144A, Company Guaranteed Notes (Callable 09/15/27 @ 103.06)(1)

     (BB, B1)        09/15/32          6.125          880,794  
                        

 

 

 
       2,898,461  
                        

 

 

 
                        
 

Gaming (2.6%)

 
  325       

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

     (BB, B1)        06/15/31          4.750          299,927  
  400       

Caesars Entertainment, Inc., Rule 144A, Senior Secured Notes (Callable 02/15/26 @ 103.50)(1)

     (BB-, Ba3)        02/15/30          7.000          406,041  
  218       

Caesars Entertainment, Inc., Rule 144A, Senior Secured Notes (Callable 02/15/27 @ 103.25)(1)

     (BB-, Ba3)        02/15/32          6.500          217,354  
  1,672       

Light & Wonder International, Inc., Rule 144A, Company Guaranteed Notes (Callable 04/16/25 @ 101.75)(1)

     (B+, B2)        05/15/28          7.000          1,672,134  
  1,500       

Wynn Las Vegas LLC/Wynn Las Vegas Capital Corp., Rule 144A, Company Guaranteed Notes
(Callable 02/15/27 @ 100.00)(1)

     (BB-, B1)        05/15/27          5.250          1,485,035  
                        

 

 

 
       4,080,491  
                        

 

 

 
                        
 

Gas Distribution (2.8%)

 
  200       

Blue Racer Midstream LLC/Blue Racer Finance Corp., Rule 144A, Senior Unsecured Notes
(Callable 07/15/27 @ 103.63)(1)

     (B+, B2)        07/15/32          7.250          207,056  
  286       

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

     (B, B3)        04/15/30          8.875          297,070  
  400       

Hess Midstream Operations LP, Rule 144A, Company Guaranteed Notes (Callable 03/01/26 @ 102.94)(1)

     (BB+, Ba2)        03/01/28          5.875          402,116  
  400       

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

     (BB+, Ba2)        10/15/30          5.500          391,992  
  692       

Rockies Express Pipeline LLC, Rule 144A, Senior Unsecured Notes (Callable 03/15/28 @ 103.38)(1),(2)

     (BB, Ba2)        03/15/33          6.750          704,066  
  610       

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

     (BB, Ba2)        05/15/30          4.800          571,952  

 

 

 


Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

March 31, 2025 (unaudited)

 

Par
(000)
             

Ratings†

 (S&P/Moody’s) 

      Maturity          Rate%          Value   
                        
 

CORPORATE BONDS (continued)

 
 

Gas Distribution (continued)

 
$         600       

Tallgrass Energy Partners LP/Tallgrass Energy Finance Corp., Rule 144A, Company Guaranteed Notes
(Callable 12/31/25 @ 103.00)(1)

     (B+, B1)        12/31/30          6.000        $     569,022  
  1,300       

Tallgrass Energy Partners LP/Tallgrass Energy Finance Corp., Rule 144A, Senior Unsecured Notes
(Callable 02/15/26 @ 103.69)(1)

     (B+, B1)        02/15/29          7.375          1,306,752  
                        

 

 

 
       4,450,026  
                        

 

 

 
                        
 

Health Facility (0.2%)

 
  364       

Insulet Corp., Rule 144A, Senior Unsecured Notes (Callable 04/01/28 @ 103.25)(1)

     (B+, B2)        04/01/33          6.500          369,531  
                        

 

 

 
                        
 

Health Services (2.2%)

 
  1,107       

AMN Healthcare, Inc., Rule 144A, Company Guaranteed Notes (Callable 04/11/25 @ 102.00)(1),(2)

     (B+, Ba3)        04/15/29          4.000          998,597  
  1,530       

AthenaHealth Group, Inc., Rule 144A, Senior Unsecured Notes (Callable 05/01/25 @ 103.25)(1)

     (CCC, Caa2)        02/15/30          6.500          1,437,148  
  1,046       

Pediatrix Medical Group, Inc., Rule 144A, Company Guaranteed Notes (Callable 05/01/25 @ 102.69)(1)

     (BB-, Ba3)        02/15/30          5.375          1,005,963  
                        

 

 

 
       3,441,708  
                        

 

 

 
                        
 

Hotels (0.1%)

 
  30       

Hilton Domestic Operating Co., Inc., Rule 144A, Company Guaranteed Notes (Callable 04/01/26 @ 102.94)(1)

     (BB+, Ba2)        04/01/29          5.875          30,114  
  181       

RHP Hotel Properties LP/RHP Finance Corp., Rule 144A, Company Guaranteed Notes
(Callable 04/01/27 @ 103.25)(1)

     (BB-, Ba3)        04/01/32          6.500          181,062  
                        

 

 

 
       211,176  
                        

 

 

 
                        
 

Insurance Brokerage (7.6%)

 
  880       

Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer, Rule 144A, Senior Secured Notes
(Callable 05/01/25 @ 103.38)(1)

     (B, B2)        04/15/28          6.750          883,312  
  344       

Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer, Rule 144A, Senior Secured Notes
(Callable 01/15/27 @ 103.50)(1)

     (B, B2)        01/15/31          7.000          345,643  
  333       

Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer, Rule 144A, Senior Secured Notes
(Callable 10/01/27 @ 103.69)(1)

     (B, B2)        10/01/31          6.500          327,031  
  400       

AmWINS Group, Inc., Rule 144A, Senior Secured Notes (Callable 02/15/26 @ 103.19)(1)

     (B+, B1)        02/15/29          6.375          403,070  
  771       

AssuredPartners, Inc., Rule 144A, Senior Unsecured Notes (Callable 05/01/25 @ 101.41)(1)

     (CCC+, Caa2)        01/15/29          5.625          769,927  
  770       

AssuredPartners, Inc., Rule 144A, Senior Unsecured Notes (Callable 02/15/27 @ 103.75)(1),(2)

     (CCC+, Caa2)        02/15/32          7.500          821,516  
  1,675       

Howden U.K. Refinance PLC/Howden U.K. Refinance 2 PLC/Howden U.S. Refinance LLC, Rule 144A, Senior Secured Notes (Callable 02/15/27 @ 103.63)(1)

     (B, B2)        02/15/31          7.250          1,689,182  
  800       

HUB International Ltd., Rule 144A, Senior Secured Notes (Callable 06/15/26 @ 103.63)(1)

     (B, B1)        06/15/30          7.250          824,459  
  1,000       

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

     (B-, B2)        03/15/30          8.500          1,050,803  
  1,200       

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

     (CCC, Caa2)        12/15/30          10.500          1,284,077  
  1,800       

Panther Escrow Issuer LLC, Rule 144A, Senior Secured Notes (Callable 06/01/27 @ 103.56)(1)

     (B, B2)        06/01/31          7.125          1,835,813  
  800       

Ryan Specialty LLC, Rule 144A, Senior Secured Notes (Callable 05/01/25 @ 102.19)(1)

     (BB-, B1)        02/01/30          4.375          761,805  
  1,125       

Ryan Specialty LLC, Rule 144A, Senior Secured Notes (Callable 08/01/27 @ 102.94)(1)

     (BB-, B1)        08/01/32          5.875          1,111,259  
                        

 

 

 
       12,107,897  
                        

 

 

 
                        
 

Investments & Misc. Financial Services (7.9%)

 
  2,100       

Armor Holdco, Inc., Rule 144A, Company Guaranteed Notes (Callable 05/01/25 @ 104.25)(1)

     (CCC+, Caa1)        11/15/29          8.500          2,040,375  
  600       

Block, Inc., Rule 144A, Senior Unsecured Notes
(Callable 05/15/27 @ 103.25)(1)

     (BB+, Ba2)        05/15/32          6.500          606,801  
  2,000       

Boost Newco Borrower LLC, Rule 144A, Senior Secured Notes (Callable 01/15/27 @ 103.75)(1)

     (BB, Ba3)        01/15/31          7.500          2,082,697  
  1,000       

Compass Group Diversified Holdings LLC, Rule 144A, Company Guaranteed Notes
(Callable 04/16/25 @ 101.31)(1)

     (B+, B1)        04/15/29          5.250          943,592  

 

 

 


Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

March 31, 2025 (unaudited)

 

Par
(000)
             

Ratings†

 (S&P/Moody’s) 

      Maturity          Rate%          Value   
                        
 

CORPORATE BONDS (continued)

 
 

Investments & Misc. Financial Services (continued)

 
$         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        $     719,453  
  1,200       

Focus Financial Partners LLC, Rule 144A, Senior Secured Notes (Callable 09/15/27 @ 103.38)(1)

     (B, B2)        09/15/31          6.750          1,182,882  
  1,800       

Jane Street Group/JSG Finance, Inc., Rule 144A, Senior Secured Notes (Callable 04/30/27 @ 103.56)(1)

     (BB, Ba1)        04/30/31          7.125          1,850,724  
  125       

Jane Street Group/JSG Finance, Inc., Rule 144A, Senior Secured Notes (Callable 11/01/27 @ 103.06)(1)

     (BB, Ba1)        11/01/32          6.125          123,230  
  200       

Paysafe Finance PLC/Paysafe Holdings U.S. Corp., Rule 144A, Senior Secured Notes
(Callable 05/01/25 @ 102.00)(1)

     (B, B2)        06/15/29          4.000          187,232  
  400       

Shift4 Payments LLC/Shift4 Payments Finance Sub, Inc., Rule 144A, Company Guaranteed Notes
(Callable 05/01/25 @ 100.00)(1)

     (NR, Ba3)        11/01/26          4.625          393,143  
  400       

Shift4 Payments LLC/Shift4 Payments Finance Sub, Inc., Rule 144A, Company Guaranteed Notes
(Callable 08/15/27 @ 103.38)(1)

     (NR, Ba3)        08/15/32          6.750          403,628  
  1,680       

VFH Parent LLC/Valor Co-Issuer, Inc., Rule 144A, Senior Secured Notes (Callable 06/15/27 @ 103.75)(1)

     (B+, B1)        06/15/31          7.500          1,727,142  
  378       

Walker & Dunlop, Inc., Rule 144A, Company Guaranteed Notes (Callable 04/01/28 @ 103.31)(1)

     (BB, Ba2)        04/01/33          6.625          376,601  
                        

 

 

 
                           12,637,500  
                        

 

 

 
                        
 

Machinery (4.0%)

 
  1,500       

Arcosa, Inc., Rule 144A, Company Guaranteed Notes (Callable 08/15/27 @ 103.44)(1)

     (B+, Ba3)        08/15/32          6.875          1,521,963  
  815       

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

     (BB-, Ba2)        01/01/30          7.500          845,856  
  1,482       

Enviri Corp., Rule 144A, Company Guaranteed Notes (Callable 05/01/25 @ 100.00)(1)

     (B, B3)        07/31/27          5.750          1,417,021  
  1,670       

Griffon Corp., Global Company Guaranteed Notes (Callable 05/01/25 @ 100.96)

     (B+, B1)        03/01/28          5.750          1,634,279  
  800       

Hillenbrand, Inc., Global Company Guaranteed Notes (Callable 02/15/26 @ 103.13)

     (BB+, Ba1)        02/15/29          6.250          802,622  
  151       

Regal Rexnord Corp., Global Company Guaranteed Notes (Callable 01/15/33 @ 100.00)

     (BB+, Baa3)        04/15/33          6.400          156,431  
                        

 

 

 
                           6,378,172  
                        

 

 

 
                        
 

Media - Diversified (0.0%)

 
  28       

Tech 7 SAS Super Senior (3),(4),(5),(6),(7)

     (NR, NR)        03/31/26          0.000          3  
  46       

Tech 7 SAS Super Senior (3),(4),(5),(6),(7)

     (NR, NR)        03/31/26          0.000          5  
  14       

Tech 7 SAS Technicolor Creative Studios Super
Senior (3),(4),(5),(6),(7)

     (NR, NR)        04/01/26          0.000          2  
  23       

Technicolor Creative Studios SA (3),(4),(5),(6),(7)

     (NR, NR)        03/31/26          0.000          24,757  
  14       

Technicolor Creative Studios SA (3),(4),(5),(6),(7)

     (NR, NR)        04/01/26          0.000          1  
                        

 

 

 
                           24,768  
                        

 

 

 
                        
 

Media Content (0.2%)

 
  400       

Sirius XM Radio LLC, Rule 144A, Company Guaranteed Notes (Callable 09/01/26 @ 101.94)(1),(2)

     (BB+, Ba3)        09/01/31          3.875          342,444  
                        

 

 

 
                        
 

Metals & Mining - Excluding Steel (4.2%)

 
  1,306       

Constellium SE, Rule 144A, Company Guaranteed Notes (Callable 08/15/27 @ 103.19)(1),(2)

     (BB-, Ba3)        08/15/32          6.375          1,276,704  
  1,800       

ERO Copper Corp., Rule 144A, Company Guaranteed Notes (Callable 05/01/25 @ 103.25)(1),(2)

     (B, B1)        02/15/30          6.500          1,750,752  
  1,600       

First Quantum Minerals Ltd., Rule 144A, Secured Notes (Callable 03/01/26 @ 104.69)(1)

     (B, NR)        03/01/29          9.375          1,684,746  
  800       

Kaiser Aluminum Corp., Rule 144A, Company Guaranteed Notes (Callable 06/01/26 @ 102.25)(1),(2)

     (BB-, B2)        06/01/31          4.500          707,906  
  510       

Novelis Corp., Rule 144A, Company Guaranteed Notes (Callable 05/01/25 @ 102.38)(1)

     (BB, Ba3)        01/30/30          4.750          476,081  
  740       

Novelis, Inc., Rule 144A, Company Guaranteed Notes (Callable 01/30/27 @ 103.44)(1)

     (BB, Ba3)        01/30/30          6.875          751,827  
                        

 

 

 
                           6,648,016  
                        

 

 

 
                        
 

Metals & Mining - Excluding Steel (0.4%)

 
  629       

Capstone Copper Corp., Rule 144A, Company Guaranteed Notes (Callable 03/31/28 @ 103.38)(1)

     (BB-, B1)        03/31/33          6.750          626,619  
                        

 

 

 

 

 

 


Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

March 31, 2025 (unaudited)

 

Par
(000)
             

Ratings†

 (S&P/Moody’s) 

      Maturity          Rate%          Value   
                        
 

CORPORATE BONDS (continued)

 
 

Oil Refining & Marketing (2.0%)

 
$       1,166       

Global Partners LP/GLP Finance Corp., Rule 144A, Company Guaranteed Notes
(Callable 01/15/27 @ 104.13)(1)

     (B+, B2)        01/15/32          8.250        $   1,196,533  
  600       

Sunoco LP, Rule 144A, Company Guaranteed Notes (Callable 05/01/27 @ 103.63)(1)

     (BB+, Ba1)        05/01/32          7.250          619,865  
  750       

Sunoco LP/Sunoco Finance Corp., Rule 144A, Company Guaranteed Notes (Callable 09/15/25 @ 103.50)(1)

     (BB+, Ba1)        09/15/28          7.000          766,355  
  540       

TransMontaigne Partners LLC, Rule 144A, Company Guaranteed Notes (Callable 03/15/27 @ 104.25)(1)

     (CCC+, Caa1)        06/15/30          8.500          543,504  
                        

 

 

 
                           3,126,257  
                        

 

 

 
                        
 

Packaging (4.3%)

 
  460       

Ardagh Metal Packaging Finance USA LLC/Ardagh Metal Packaging Finance PLC, Rule 144A, Senior Unsecured Notes (Callable 04/30/25 @ 101.50)(1),(3)

     (CCC, Caa2)        09/01/29          3.000          417,241  
  400       

Ball Corp., Global Company Guaranteed Notes
(Callable 04/16/25 @ 103.44)

     (BB+, Ba1)        03/15/28          6.875          409,238  
  400       

Intelligent Packaging Ltd. Finco, Inc./Intelligent Packaging Ltd. Co-Issuer LLC, Rule 144A, Senior Secured Notes (Callable 05/01/25 @ 100.00)(1)

     (B-, B2)        09/15/28          6.000          389,188  
  1,010       

Mauser Packaging Solutions Holding Co., Rule 144A, Secured Notes (Callable 04/11/25 @ 106.94)(1)

     (CCC+, Caa2)        04/15/27          9.250          954,291  
  1,700       

Mauser Packaging Solutions Holding Co., Rule 144A, Senior Secured Notes (Callable 05/01/25 @ 103.94)(1)

     (B, B2)        04/15/27          7.875          1,668,125  
  279       

Owens-Brockway Glass Container, Inc., Rule 144A, Company Guaranteed Notes
(Callable 05/15/26 @ 103.63)(1),(2)

     (B+, B2)        05/15/31          7.250          272,025  
  1,647       

Trident TPI Holdings, Inc., Rule 144A, Company Guaranteed Notes (Callable 12/31/25 @ 106.38)(1)

     (CCC+, Caa3)        12/31/28          12.750          1,767,923  
  768       

TriMas Corp., Rule 144A, Company Guaranteed Notes (Callable 05/01/25 @ 101.03)(1)

     (BB-, Ba3)        04/15/29          4.125          714,265  
  318       

Veritiv Operating Co., Rule 144A, Senior Secured Notes (Callable 11/30/26 @ 105.25)(1)

     (B+, B2)        11/30/30          10.500          337,005  
                        

 

 

 
                           6,929,301  
                        

 

 

 
                        
 

Personal & Household Products (0.4%)

 
  700       

Amer Sports Co., Rule 144A, Senior Secured Notes (Callable 02/16/27 @ 103.38)(1)

     (BBB-, Ba3)        02/16/31          6.750          717,135  
                        

 

 

 
                        
 

Rail (0.6%)

 
  936       

Genesee & Wyoming, Inc., Rule 144A, Senior Secured Notes (Callable 04/15/27 @ 103.13)(1)

     (BB, Ba3)        04/15/32          6.250          935,755  
                        

 

 

 
                        
 

Real Estate Investment Trusts (1.3%)

 
  656       

Starwood Property Trust, Inc., Rule 144A, Senior Unsecured Notes (Callable 10/01/28 @ 100.00)(1)

     (BB-, Ba3)        04/01/29          7.250          673,360  
  1,093       

Starwood Property Trust, Inc., Rule 144A, Senior Unsecured Notes (Callable 10/15/29 @ 100.00)(1)

     (BB-, Ba3)        04/15/30          6.000          1,069,244  
  320       

Starwood Property Trust, Inc., Rule 144A, Senior Unsecured Notes (Callable 04/15/30 @ 100.00)(1)

     (BB-, Ba3)        10/15/30          6.500          318,296  
                        

 

 

 
                           2,060,900  
                        

 

 

 
                        
 

Recreation & Travel (4.2%)

 
  1,200       

Boyne USA, Inc., Rule 144A, Senior Unsecured Notes (Callable 05/01/25 @ 102.38)(1)

     (B, B1)        05/15/29          4.750          1,132,078  
  514       

SeaWorld Parks & Entertainment, Inc., Rule 144A, Company Guaranteed Notes
(Callable 04/11/25 @ 102.63)(1),(2)

     (B+, B2)        08/15/29          5.250          486,991  
  2,082       

Six Flags Entertainment Corp., Rule 144A, Company Guaranteed Notes (Callable 05/15/26 @ 103.63)(1),(2)

     (BB-, B1)        05/15/31          7.250          2,091,316  
  1,815       

Speedway Motorsports LLC/Speedway Funding II, Inc., Rule 144A, Senior Unsecured Notes
(Callable 05/01/25 @ 100.00)(1)

     (BB+, B1)        11/01/27          4.875          1,737,626  
  1,318       

Vail Resorts, Inc., Rule 144A, Company Guaranteed Notes (Callable 05/15/27 @ 103.25)(1),(2)

     (BB-, Ba3)        05/15/32          6.500          1,332,649  
                        

 

 

 
                           6,780,660  
                        

 

 

 
                        
 

Restaurants (1.4%)

 
  400       

1011778 BC ULC/New Red Finance, Inc., Rule 144A, Senior Secured Notes (Callable 06/15/26 @ 103.06)(1)

     (BB+, Ba2)        06/15/29          6.125          402,866  

 

 

 


Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

March 31, 2025 (unaudited)

 

Par
(000)
             

Ratings†

 (S&P/Moody’s) 

      Maturity          Rate%          Value   
                        
 

CORPORATE BONDS (continued)

 
 

Restaurants (continued)

 
$       1,673       

Raising Cane’s Restaurants LLC, Rule 144A, Senior Unsecured Notes (Callable 11/01/25 @ 104.69)(1)

     (B, B3)        05/01/29          9.375        $   1,779,460  
                        

 

 

 
                           2,182,326  
                        

 

 

 
                        
 

Software - Services (8.0%)

 
  1,400       

CA Magnum Holdings, Rule 144A, Senior Secured Notes (Callable 05/01/25 @ 101.34)(1)

     (NR, B1)        10/31/26          5.375          1,378,359  
  1,296       

Cloud Software Group, Inc., Rule 144A, Secured Notes (Callable 09/30/25 @ 104.50)(1)

     (B-, Caa2)        09/30/29          9.000          1,291,742  
  362       

CommScope LLC, Rule 144A, Senior Secured Notes (Callable 06/15/26 @ 103.00)(1),(2)

     (B-, B3)        12/15/31          9.500          372,505  
  1,015       

Ellucian Holdings, Inc., Rule 144A, Senior Secured Notes (Callable 12/01/26 @ 103.25)(1)

     (B-, B2)        12/01/29          6.500          1,000,541  
  2,150       

Insight Enterprises, Inc., Rule 144A, Company Guaranteed Notes (Callable 05/15/27 @ 103.31)(1)

     (BB+, Ba3)        05/15/32          6.625          2,168,808  
  135       

Open Text Corp., Rule 144A, Company Guaranteed Notes (Callable 05/01/25 @ 101.94)(1)

     (BB, Ba3)        12/01/29          3.875          122,978  
  800       

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

     (BBB-, Ba1)        12/01/27          6.900          828,496  
  825       

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

     (BB, Ba3)        12/01/31          4.125          728,468  
  800       

UKG, Inc., Rule 144A, Senior Secured Notes
(Callable 02/01/27 @ 103.44)(1)

     (B-, B2)        02/01/31          6.875          812,051  
  2,070       

Virtusa Corp., Rule 144A, Senior Unsecured Notes (Callable 05/01/25 @ 101.78)(1)

     (B-, Caa1)        12/15/28          7.125          1,948,705  
  546       

VT Topco, Inc., Rule 144A, Senior Secured Notes (Callable 08/15/26 @ 104.25)(1)

     (B, B2)        08/15/30          8.500          573,181  
  1,261       

WEX, Inc., Rule 144A, Company Guaranteed Notes (Callable 03/15/28 @ 103.25)(1)

     (B, B1)        03/15/33          6.500          1,248,701  
  400       

ZoomInfo Technologies LLC/ZoomInfo Finance Corp., Rule 144A, Company Guaranteed Notes
(Callable 04/11/25 @ 100.97)(1)

     (B+, B1)        02/01/29          3.875          367,285  
                        

 

 

 
                           12,841,820  
                        

 

 

 
                        
 

Specialty Retail (2.9%)

 
  1,850       

Eagle Intermediate Global Holding BV/Eagle U.S. Finance LLC, Rule 144A, Senior Secured Notes
(Callable 04/11/25 @ 100.00)(1)

     (NR, Caa3)        05/01/25          7.500          1,672,132  
  51       

Eagle Intermediate Global Holding BV/Eagle U.S. Finance LLC, Rule 144A, Senior Secured Notes
(Callable 04/11/25 @ 100.00)(1),(5),(7)

     (NR, Caa3)        05/01/25          7.500          46,027  
  68       

Eagle Intermediate Global Holding BV/Ruyi U.S. Finance LLC (5),(6),(7)

     (NR, NR)        05/01/25          0.000          61,059  
  600       

Group 1 Automotive, Inc., Rule 144A, Company Guaranteed Notes (Callable 05/01/25 @ 101.33)(1)

     (BB+, Ba2)        08/15/28          4.000          564,975  
  1,550       

LCM Investments Holdings II LLC, Rule 144A, Senior Unsecured Notes (Callable 08/01/26 @ 104.13)(1)

     (BB-, B2)        08/01/31          8.250          1,610,457  
  763       

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

     (BB-, B1)        11/15/31          4.875          684,107  
                        

 

 

 
                           4,638,757  
                        

 

 

 
                        
 

Steel Producers/Products (0.5%)

 
  794       

TMS International Corp., Rule 144A, Senior Unsecured Notes (Callable 04/11/25 @ 103.13)(1)

     (B, Caa1)        04/15/29          6.250          739,523  
                        

 

 

 
                        
 

Support - Services (6.9%)

 
  2,089       

Allied Universal Holdco LLC/Allied Universal Finance Corp., Rule 144A, Senior Unsecured Notes
(Callable 05/01/25 @ 100.00)(1)

     (CCC+, Caa2)        07/15/27          9.750          2,101,753  
  715       

American Builders & Contractors Supply Co., Inc., Rule 144A, Senior Secured Notes
(Callable 05/01/25 @ 100.00)(1)

     (BBB-, Ba2)        01/15/28          4.000          683,548  
  935       

Beacon Roofing Supply, Inc., Rule 144A, Senior Secured Notes (Callable 08/01/26 @ 103.25)(1)

     (BB, Ba2)        08/01/30          6.500          984,292  
  1,000       

Belron U.K. Finance PLC, Rule 144A, Senior Secured Notes (Callable 10/15/26 @ 102.88)(1)

     (BB-, Ba3)        10/15/29          5.750          988,448  
  1,000       

CoreLogic, Inc., Rule 144A, Senior Secured Notes (Callable 05/01/25 @ 101.13)(1)

     (B-, B2)        05/01/28          4.500          931,950  
  1,674       

GYP Holdings III Corp., Rule 144A, Company Guaranteed Notes (Callable 05/01/25 @ 101.16)(1)

     (B, Ba2)        05/01/29          4.625          1,568,549  
  500       

WESCO Distribution, Inc., Rule 144A, Company Guaranteed Notes (Callable 05/01/25 @ 102.42)(1)

     (BB, Ba3)        06/15/28          7.250          509,548  

 

 

 


Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

March 31, 2025 (unaudited)

 

Par
(000)
             

Ratings†

 (S&P/Moody’s) 

      Maturity          Rate%          Value   
                        
 

CORPORATE BONDS (continued)

 
 

Support – Services (continued)

 
$         400       

WESCO Distribution, Inc., Rule 144A, Company Guaranteed Notes (Callable 03/15/26 @ 103.19)(1)

     (BB, Ba3)        03/15/29          6.375        $     405,045  
  330       

WESCO Distribution, Inc., Rule 144A, Company Guaranteed Notes (Callable 03/15/28 @ 103.19)(1)

     (BB, Ba3)        03/15/33          6.375          331,706  
  406       

Williams Scotsman, Inc., Rule 144A, Senior Secured Notes (Callable 04/15/27 @ 103.31)(1)

     (BB-, B2)        04/15/30          6.625          410,393  
  1,372       

Williams Scotsman, Inc., Rule 144A, Senior Secured Notes (Callable 06/15/26 @ 103.31)(1)

     (BB-, B2)        06/15/29          6.625          1,388,627  
  900       

ZipRecruiter, Inc., Rule 144A, Senior Unsecured Notes (Callable 04/11/25 @ 102.50)(1)

     (B, B2)        01/15/30          5.000          792,192  
                        

 

 

 
                           11,096,051  
                        

 

 

 
                        
 

Tech Hardware & Equipment (0.7%)

 
  1,150       

Zebra Technologies Corp., Rule 144A, Company Guaranteed Notes (Callable 06/01/27 @ 103.25)(1)

     (BB, Ba2)        06/01/32          6.500          1,164,680  
                        

 

 

 
                        
 

Telecom - Wireline Integrated & Services (2.5%)

 
  1,000       

Altice Financing SA, Rule 144A, Senior Secured Notes (Callable 05/01/25 @ 100.00)(1)

     (CCC+, Caa1)        01/15/28          5.000          752,952  
  1,000       

Level 3 Financing, Inc., Rule 144A, Secured Notes (Callable 03/22/26 @ 102.13)(1)

     (B-, B3)        04/01/30          4.500          808,178  
  1,000       

Level 3 Financing, Inc., Rule 144A, Secured Notes (Callable 04/11/25 @ 101.81)(1)

     (B-, B3)        10/15/30          3.875          759,800  
  500       

Virgin Media Secured Finance PLC, Rule 144A, Senior Secured Notes (Callable 04/10/25 @ 100.63)(1),(8)

     (B+, Ba3)        04/15/27          5.000          641,132  
  200       

Virgin Media Secured Finance PLC, Rule 144A, Senior Secured Notes (Callable 08/15/25 @ 102.25)(1)

     (B+, Ba3)        08/15/30          4.500          175,950  
  400       

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

     (B+, Ba3)        01/31/31          4.250          345,661  
  550       

Vmed O2 U.K. Financing I PLC, Rule 144A, Senior Secured Notes (Callable 07/15/26 @ 102.38)(1)

     (B+, Ba3)        07/15/31          4.750          478,923  
                        

 

 

 
                           3,962,596  
                        

 

 

 
                        
 

Theaters & Entertainment (0.4%)

 
  600       

Live Nation Entertainment, Inc., Rule 144A, Senior Secured Notes (Callable 05/01/25 @ 103.25)(1)

     (BB, Ba1)        05/15/27          6.500          606,422  
                        

 

 

 
                        
 

Transport Infrastructure/Services (0.8%)

 
  200       

XPO, Inc., Rule 144A, Company Guaranteed Notes (Callable 06/01/26 @ 103.56)(1)

     (BB-, Ba3)        06/01/31          7.125          204,838  
  400       

XPO, Inc., Rule 144A, Company Guaranteed Notes (Callable 02/01/27 @ 103.56)(1)

     (BB-, Ba3)        02/01/32          7.125          410,548  
  694       

XPO, Inc., Rule 144A, Senior Secured Notes (Callable 06/01/25 @ 103.13)(1)

     (BBB-, Ba1)        06/01/28          6.250          702,865  
                        

 

 

 
       1,318,251  
                        

 

 

 
 

TOTAL CORPORATE BONDS (Cost $169,478,380)

                      168,616,598  
                        

 

 

 
                        
 

BANK LOANS (19.2%)

 
 

Aerospace & Defense (0.3%)

 
  581       

Peraton Corp., 3 mo. USD Term SOFR + 7.750%(9)

     (NR, NR)        02/01/29          12.179          440,937  
                        

 

 

 
                        
 

Auto Parts & Equipment (0.8%)

 
  187       

First Brands Group LLC (2021 Term Loan), 3 mo. USD Term SOFR + 5.000%(9)

     (B+, B1)        03/30/27          9.552          173,826  
  865       

First Brands Group LLC (2022 Incremental Term Loan), 3 mo. USD Term SOFR + 5.000%(9)

     (B+, B1)        03/30/27          9.552          806,035  
  327       

Jason Group, Inc., 1 mo. USD Term SOFR + 6.000%(9),(10)

     (NR, WR)        08/28/25          10.439          297,029  
                        

 

 

 
       1,276,890  
                        

 

 

 
                        
 

Building Materials (0.7%)

 
  39       

ARAMSCO, Inc.(11)

     (B-, Caa1)        10/10/30          4.750          36,645  
  378       

ARAMSCO, Inc., 3 mo. USD Term SOFR + 4.750%(9)

     (B-, Caa1)        10/10/30          9.049          354,769  
  522       

Cornerstone Building Brands, Inc., 1 mo. USD Term SOFR + 5.625%(9)

     (B, B3)        08/01/28          9.944          482,293  

 

 

 


Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

March 31, 2025 (unaudited)

 

Par
(000)
             

Ratings†

 (S&P/Moody’s) 

      Maturity          Rate%          Value   
                        
 

BANK LOANS (continued)

 
 

Building Materials (continued)

 
$         178       

Foundation Building Materials Holding Co. LLC(9),(12)

     (B, B2)        01/31/28          0.000        $     169,352  
                        

 

 

 
       1,043,059  
                        

 

 

 
                        
 

Chemicals (1.5%)

 
  697       

Ascend Performance Materials Operations LLC(4),(6)

     (CCC+, Caa2)        08/27/26          0.000          183,280  
  68       

Ascend Performance Materials Operations LLC(5),(7),(9),(12)

     (NR, NR)        03/09/26          0.000          66,990  
  703       

CPC Acquisition Corp., 3 mo. USD Term SOFR +
3.750%(9)

     (CCC, Caa2)        12/29/27          8.311          585,200  
  302       

PMHC II, Inc.(5),(9),(12)

     (NR, NR)        04/21/29          0.000          284,312  
  712       

Polar U.S. Borrower LLC, 3 mo. USD Term SOFR + 5.500%(9),(10)

     (CCC+, Caa1)        10/16/28          9.900          400,150  
  1,173       

Polar U.S. Borrower LLC (2024 Term Loan B1B), 3 mo. USD Term SOFR + 4.750%, 0.075% PIK(9),(10),(13)

     (CCC+, Caa1)        10/16/28          9.900          658,817  
  161       

SK Neptune Husky Finance SARL(4),(6),(7),(10)

     (NR, WR)        04/30/25          0.000          125,152  
  745       

SK Neptune Husky Group SARL(4),(6),(10)

     (NR, WR)        01/03/29          0.000          13,495  
                        

 

 

 
       2,317,396  
                        

 

 

 
                        
 

Electronics (1.5%)

 
  873       

Escape Velocity Holdings, Inc., 3 mo. USD Term SOFR + 4.250%(9)

     (B, B3)        10/08/28          8.811          872,809  
  1,495       

Idemia Group, 3 mo. USD Term SOFR + 4.250%(9)

     (B, B2)        09/30/28          8.549          1,505,422  
                        

 

 

 
       2,378,231  
                        

 

 

 
                        
 

Food & Drug Retailers (0.2%)

 
  1,000       

WOOF Holdings, Inc., 3 mo. USD Term SOFR +
7.250%(9),(10)

     (CC, Ca)        12/21/28          11.647          367,500  
                        

 

 

 
                        
 

Gas Distribution (0.6%)

 
  946       

Traverse Midstream Partners LLC, 3 mo. USD Term SOFR + 3.000%(9)

     (B+, B2)        02/16/28          7.291          946,859  
                        

 

 

 
                        
 

Health Facilities (0.5%)

 
  292       

Carestream Health, Inc., 3 mo. USD Term SOFR +
7.500%(9)

     (B-, Caa1)        09/30/27          11.899          201,803  
  211       

Sonrava Health Holdings LLC, 3 mo. USD Term SOFR + 6.500%(9)

     (B-, B2)        05/18/28          11.061          210,596  
  842       

Sonrava Health Holdings LLC, 3 mo. USD Term SOFR + 1.000%, 5.500% PIK(9),(10),(13)

     (NR, Caa2)        08/18/28          11.061          320,670  
                        

 

 

 
       733,069  
                        

 

 

 
                        
 

Health Services (1.2%)

 
  57       

MedAssets Software Intermediate Holdings, Inc., 1 mo. USD Term SOFR + 4.000%(9)

     (B, Caa1)        12/15/28          8.322          55,626  
  561       

MedAssets Software Intermediate Holdings, Inc., 1 mo. USD Term SOFR + 4.000%(9)

     (CCC, Ca)        12/15/28          8.437          483,351  
  25       

MedAssets Software Intermediate Holdings, Inc., 1 mo. USD Term SOFR + 5.250%(9)

     (B, Caa1)        12/15/28          9.572          24,975  
  587       

Radiology Partners, Inc., 3 mo. USD Term SOFR + 3.500%, 1.500% PIK(9),(13)

     (B-, B3)        01/31/29          9.590          567,613  
  790       

U.S. Radiology Specialists, Inc., 3 mo. USD Term SOFR + 4.750%(9)

     (B-, B3)        12/15/27          9.049          789,836  
                        

 

 

 
       1,921,401  
                        

 

 

 
                        
 

Hotels (0.2%)

 
  125       

Aimbridge Acquisition Co., Inc., 1 mo. USD Term SOFR + 7.500%(9)

     (NR, NR)        03/11/30          11.937          122,405  
  144       

Aimbridge Acquisition Co., Inc., 1 mo. USD Term SOFR + 5.500%(9)

     (NR, NR)        03/11/30          9.937          142,967  
                        

 

 

 
                           265,372  
                        

 

 

 
                        
 

Machinery (0.3%)

 
  412       

Madison IAQ LLC(7),(9),(12)

     (B, B1)        03/28/32          0.000          408,377  
                        

 

 

 
                        
 

Media - Diversified (0.8%)

 
  796       

Cast & Crew Payroll LLC, 1 mo. USD Term SOFR + 3.750%(9)

     (B-, B3)        12/29/28          8.075          768,639  
  215       

Technicolor Creative Studios, 5.000% PIK(3),(4),(5),(7),(13)

     (NR, NR)        08/06/33          5.000          0  
  516       

Twitter, Inc.

     (NR, NR)        10/26/29          9.500          530,214  
                        

 

 

 
                           1,298,853  
                        

 

 

 
                        
 

Packaging (1.0%)

 
  1,625       

Proampac PG Borrower LLC, 3 mo. USD Term SOFR + 4.000%(9)

     (B-, B3)        09/15/28         

8.302
-
8.323
 
 
 
       1,618,682  
                        

 

 

 
                        
 

Personal & Household Products (0.8%)

 
  1,274       

Serta Simmons Bedding LLC, 3 mo. USD Term SOFR + 7.500%(9)

     (NR, NR)        06/29/28          11.914          1,194,362  

 

 

 


Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

March 31, 2025 (unaudited)

 

Par
(000)
             

Ratings†

 (S&P/Moody’s) 

      Maturity          Rate%          Value   
                        
 

BANK LOANS (continued)

 
 

Personal & Household Products (continued)

 
$         139       

Serta Simmons Bedding LLC, 3 mo. USD Term SOFR + 7.500%(7),(9)

     (NR, NR)        06/29/28          11.905        $     139,184  
                        

 

 

 
                           1,333,546  
                        

 

 

 
                        
 

Software - Services (5.3%)

 
  555       

AQ Carver Buyer, Inc., 6 mo. USD Term SOFR +
5.500%(9)

     (B, B3)        08/02/29          9.817          551,981  
  1,965       

Aston FinCo SARL, 1 mo. USD Term SOFR + 4.250%(9)

     (CCC+, B3)        10/09/26          8.689          1,879,014  
  282       

Astra Acquisition Corp.(4),(6),(10)

     (CCC+, Caa1)        02/25/28          0.000          176,061  
  834       

Astra Acquisition Corp.(4),(6)

     (CC, C)        10/25/28          0.000          20,853  
  570       

Cloud Software Group, Inc., 3 mo. USD Term SOFR + 3.500%(9)

     (B, B2)        03/30/29          7.799          565,794  
  600       

CommerceHub, Inc., 3 mo. USD Term SOFR + 7.000%(9)

     (CCC, Caa3)        12/29/28          11.458          562,500  
  199       

DCert Buyer, Inc., 1 mo. USD Term SOFR + 4.000%(9)

     (B-, B2)        10/16/26          8.325          194,298  
  1,016       

EagleView Technology Corp., 3 mo. USD Term SOFR + 3.500%(7),(9)

     (NR, NR)        08/14/28          7.799          965,089  
  332       

Javelin Buyer, Inc., 3 mo. USD Term SOFR + 5.250%(9)

     (CCC+, Caa2)        12/06/32          9.563          330,188  
  375       

Polaris Newco LLC, 1 mo. GBP LIBOR + 5.000%(8),(9)

     (CCC+, B3)        06/02/28          9.457          452,235  
  908       

Project Boost Purchaser LLC, 3 mo. USD Term SOFR + 3.000%(9)

     (B-, B2)        07/16/31          7.299          903,967  
  239       

Quest Software U.S. Holdings, Inc. (2022 Term Loan), 3 mo. USD Term SOFR + 4.250%(9)

     (CCC-, Caa1)        02/01/29          8.691          129,759  
  1,786       

Quest Software U.S. Holdings, Inc. (2024 Term Loan), 3 mo. USD Term SOFR + 4.250%(9)

     (CCC-, Caa1)        02/01/29          8.691          1,071,326  
  455       

Redstone Holdco 2 LP, 3 mo. USD Term SOFR +
4.750%(7),(9)

     (CCC+, B3)        04/27/28          9.302          318,831  
  397       

UKG, Inc., 3 mo. USD Term SOFR + 3.000%(9)

     (B-, B2)        02/10/31          7.300          396,605  
                        

 

 

 
                           8,518,501  
                        

 

 

 
                        
 

Steel Producers/Products (0.6%)

 
  1,009       

OPTA, Inc., 3 mo. USD Term SOFR + 6.750%(7),(9),(10)

     (NR, NR)        11/09/28          11.299          993,452  
                        

 

 

 
                        
 

Support - Services (2.0%)

 
  1,294       

CoreLogic, Inc., 1 mo. USD Term SOFR + 3.500%(9)

     (B-, B2)        06/02/28          7.939          1,272,511  
  595       

Gloves Buyer, Inc., 1 mo. USD Term SOFR + 4.000%(9)

     (B-, B3)        12/29/27          8.439          574,025  
  343       

LaserShip, Inc., 1 mo. USD Term SOFR + 4.000%(9)

     (CCC-, Caa2)        01/02/29          8.325          215,298  
  313       

LaserShip, Inc., 3 mo. USD Term SOFR + 6.250%(9)

     (B, B2)        01/02/29          10.549          311,415  
  776       

LaserShip, Inc., 1 mo. USD Term SOFR + 1.500%(9)

     (CCC, Caa2)        08/10/29          5.939          456,625  
  256       

LaserShip, Inc., 1 mo. USD Term SOFR + 1.500%(9)

     (CCC-, Caa3)        08/10/29          5.939          70,159  
  400       

TruGreen LP, 3 mo. USD Term SOFR + 8.500%(9)

     (CCC, Caa3)        11/02/28          13.052          354,600  
                        

 

 

 
                           3,254,633  
                        

 

 

 
                        
 

Tech Hardware & Equipment (0.4%)

 
  896       

Atlas CC Acquisition Corp., 3 mo. USD Term SOFR + 4.250%(9)

     (B-, Caa2)        05/25/28          8.825          543,221  
  182       

Atlas CC Acquisition Corp., 3 mo. USD Term SOFR + 4.250%(9)

     (B-, B1)        05/25/28          8.825          110,486  
                        

 

 

 
                           653,707  
                        

 

 

 
                        
 

Telecom - Wireline Integrated & Services (0.5%)

 
  975       

Patagonia Holdco LLC, 3 mo. USD Term SOFR +
5.750%(9)

     (NR, B1)        08/01/29          10.052          866,365  
                        

 

 

 
 

TOTAL BANK LOANS (Cost $35,384,342)

                      30,636,830  
                        

 

 

 
                        
 

ASSET BACKED SECURITIES (7.3%)

 
 

Collateralized Debt Obligations (7.3%)

 
  650       

Anchorage Capital CLO 15 Ltd., 2020-15A, Rule 144A, 3 mo. USD Term SOFR + 7.662% (1),(9)

     (NR, Ba3)        07/20/34          11.955          651,958  
  1,000       

Anchorage Capital CLO 25 Ltd., 2022-25A, Rule 144A, 3 mo. USD Term SOFR + 7.170% (1),(9)

     (NR, Ba3)        04/20/35          11.460          1,007,749  
  780       

Anchorage Capital Europe CLO 6 DAC, Rule 144A, 3 mo. EURIBOR + 5.000% (1),(3),(9)

     (BBB-, NR)        01/22/38          7.704          854,104  
  500       

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

     (NR, Ba3)        04/27/39          6.659          457,455  
  750       

Battalion CLO 18 Ltd., 2020-18A, Rule 144A, 3 mo. USD Term SOFR + 6.972% (1),(9)

     (BB-, NR)        10/15/36          11.274          687,123  
  1,000       

Battalion CLO XV Ltd., 2020-15A, Rule 144A, 3 mo. USD Term SOFR + 6.612% (1),(9)

     (BB-, NR)        01/17/33          10.914          979,480  
  1,000       

Cedar Funding VI CLO Ltd., 2016-6A, Rule 144A, 3 mo. USD Term SOFR + 6.982% (1),(9)

     (BB-, NR)        04/20/34          11.275          991,140  
  1,000       

KKR CLO 14 Ltd., Rule 144A, 3 mo. USD Term SOFR + 6.412% (1),(9)

     (NR, B1)        07/15/31          10.714          981,582  
  1,000       

KKR CLO 16 Ltd., Rule 144A, 3 mo. USD Term SOFR + 7.372% (1),(9)

     (BB-, NR)        10/20/34          11.665          953,483  
  800       

KKR CLO 45a Ltd., 2024-45A, Rule 144A, 3 mo. USD Term SOFR + 7.300% (1),(9)

     (NR, NR)        04/15/35          11.602          800,775  

 

 

 


Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

March 31, 2025 (unaudited)

 

Par
(000)
             

Ratings†

 (S&P/Moody’s) 

      Maturity          Rate%          Value   
                        
 

ASSET BACKED SECURITIES (continued)

 
 

Collateralized Debt Obligations (continued)

 
$       1,000       

Marble Point CLO XXIII Ltd., 2021-4A, Rule 144A, 3 mo. USD Term SOFR + 6.012% (1),(9)

     (NR, Ba1)        01/22/35          10.302        $   1,004,386  
  400       

MP CLO III Ltd., 2013-1A, Rule 144A, 3 mo. USD Term SOFR + 3.312% (1),(9)

     (NR, Baa3)        10/20/30          7.605          400,650  
  1,000       

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

     (NR, Aa2)        04/20/37          5.459          986,583  
  1,000       

Venture 41 CLO Ltd., 2021-41A, Rule 144A, 3 mo. USD Term SOFR + 7.972% (1),(9)

     (BB-, NR)        01/20/34          12.265          939,540  
                        

 

 

 
 

TOTAL ASSET BACKED SECURITIES (Cost $11,797,406)

                      11,696,008  
                        

 

 

 
                        

Shares

                                 
 

COMMON STOCKS (0.8%)

                   
 

Auto Parts & Equipment (0.2%)

                   
  38       

Jason, Inc.(6)

                      206,690  
                        

 

 

 
                        
 

Chemicals (0.2%)

                   
  46,574       

Proppants Holdings LLC(5),(6),(7),(10)

                      931  
  10,028       

Utex Industries(6)

                      339,277  
                        

 

 

 
                           340,208  
                        

 

 

 
                        
 

Hotels (0.3%)

                   
  7,297       

Aimbridge Acquisition Co., Inc.(6)

                      470,657  
                        

 

 

 
                        
 

Personal & Household Products (0.1%)

                   
  22,719       

Dream Well, Inc.(6)

                      188,568  
  22,719       

Serta Simmons Bedding Equipment Co.(5),(6),(7)

 

            0  
                        

 

 

 
                           188,568  
                        

 

 

 
                        
 

Pharmaceuticals (0.0%)

                   
  45,583       

Akorn, Inc.(6)

                      1,367  
                        

 

 

 
                        
 

Private Placement (0.0%)

                   
  69,511,940       

Technicolor Creative Studios SA(5),(6),(7),(14)

                      0  
                        

 

 

 
                        
 

Specialty Retail (0.0%)

                   
  69       

Eagle Investments Holding Co. LLC, Class B(5),(6),(7)

 

            1  
                        

 

 

 
                        
 

Support - Services (0.0%)

                   
  800       

LTR Holdings, Inc.(5),(6),(7),(10)

                      1,185  
                        

 

 

 
                        
 

TOTAL COMMON STOCKS (Cost $3,465,241)

                      1,208,676  
                        

 

 

 
                        
 

WARRANT (0.0%)

                   
 

Chemicals (0.0%)

                   
  11,643       

Project Investor Holdings LLC, expires 02/08/2026(5),(6),(7),(10) (Cost $6,055)

 

       0  
                        

 

 

 
                        
 

SHORT-TERM INVESTMENTS (15.0%)

           
  7,522,209       

State Street Institutional U.S. Government Money Market Fund - Premier Class, 4.30%

 

       7,522,209  
  16,395,940       

State Street Navigator Securities Lending Government Money Market Portfolio, 4.36%(15)

 

       16,395,940  
                        

 

 

 
 

TOTAL SHORT-TERM INVESTMENTS (Cost $23,918,149)

              23,918,149  
                        

 

 

 
 

TOTAL INVESTMENTS AT VALUE (147.9%) (Cost $244,049,573)

              236,076,261  
 

LIABILITIES IN EXCESS OF OTHER ASSETS (-47.9%)

              (76,460,770
                        

 

 

 
                        
 

NET ASSETS (100.0%)

            $ 159,615,491  
                        

 

 

 

INVESTMENT ABBREVIATIONS

1 mo. = 1 month

3 mo. = 3 month

6 mo. = 6 month

EURIBOR = Euro Interbank Offered Rate

NR = Not Rated

LIBOR = London Interbank Offered Rate

WR = Withdrawn Rating

 

 

 


Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

March 31, 2025 (unaudited)

 

SARL = société à responsabilité limitée

SOFR = Secured Overnight Financing Rate

 

 

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

(1) 

Security exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At March 31, 2025, these securities amounted to a value of $176,927,139 or 110.8% of net assets.

(2) 

Security or portion thereof is out on loan.

(3) 

This security is denominated in Euro.

(4) 

Bond is currently in default.

(5) 

Not readily marketable security; security is valued at fair value as determined in good faith by UBS Asset Management (Americas) LLC as the Fund’s valuation designee under the oversight of the Board of Directors.

(6) 

Non-income producing security.

(7) 

Security is valued using significant unobservable inputs.

(8) 

This security is denominated in British Pound.

(9) 

Variable rate obligation - The interest rate shown is the rate in effect as of March 31, 2025. The rate may be subject to a cap and floor.

(10) 

Illiquid security.

(11) 

All or a portion is an unfunded loan commitment.

(12) 

Position is unsettled. Contract rate was not determined at March 31, 2025 and does not take effect until settlement.

(13) 

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

(14) 

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.

(15) 

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

    

Settlement
Date

  

Counterparty

   Value on
Settlement Date
    Current
Value/Notional
    Unrealized
Appreciation
 

EUR

    124,672     

USD

     133,823      10/07/25    Deutsche Bank AG    $ 133,823     $ 136,109     $ 2,286  

USD

    2,126,686     

EUR

     1,900,141      10/07/25    Morgan Stanley       (2,126,686      (2,074,456     52,230  

USD

    1,165,011     

GBP

     891,397      10/07/25    Morgan Stanley      (1,165,011     (1,150,072     14,939  
                    

 

 

 
 

Total Unrealized Appreciation

 

  $   69,455  
                    

 

 

 

Forward Foreign Currency Contracts

 


Forward
Currency to
be
Purchased

    

Forward
Currency to be
Sold

    

 Settlement 

Date

  

Counterparty

   Value on
Settlement Date
    Current
Value/
Notional
    Unrealized
Depreciation
 

GBP

    29,023     

USD

     37,698      10/07/25    Barclays Bank PLC    $ 37,698     $ 37,446     $ (252

USD

    43,511     

EUR

     41,017      10/07/25    Barclays Bank PLC      (43,511     (44,780     (1,269

USD

    97,718     

EUR

     90,455      10/07/25    Deutsche Bank AG      (97,718     (98,754     (1,036

USD

    23,314     

GBP

     18,677      10/07/25    Deutsche Bank AG      (23,314     (24,097     (783
                    

 

 

 

Total Unrealized Depreciation

 

  $ (3,340
                    

 

 

 
 

Total Net Unrealized Appreciation/(Depreciation)

 

  $   66,115  
                    

 

 

 

Currency Abbreviations:

GBP = British Pound

USD = United States Dollar

EUR = Euro

 

 

 


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 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 (“NAV”) 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 NAV 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 to fair value certain securities. When fair value pricing is employed, the prices of securities used by the Fund to calculate its NAV 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 Adviser to be unreliable, the market price may be determined by the 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 NAV, 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, 2025 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

   $      $ 168,484,744      $ 131,854      $ 168,616,598  

Bank Loans

            27,619,755        3,017,075        30,636,830  

Asset Backed Securities

            11,696,008               11,696,008  

Common Stocks

     470,657        735,902        2,117        1,208,676  

Warrants

                   0        0  

Short-term Investments

     23,918,149                      23,918,149  
  

 

 

    

 

 

    

 

 

    

 

 

 
   $  24,388,806      $  208,536,409      $  3,151,046      $  236,076,261  
  

 

 

    

 

 

    

 

 

    

 

 

 

Other Financial Instruments*

 

  

Forward Foreign Currency Contracts

   $      $ 69,455      $      $ 69,455  
  

 

 

    

 

 

    

 

 

    

 

 

 
           

Liabilities

 

Other Financial Instruments*

 

  

Forward Foreign Currency Contracts

   $      $ 3,340      $      $ 3,340  
  

 

 

    

 

 

    

 

 

    

 

 

 
 
*

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

The following is a reconciliation of investments as of March 31, 2025 for which significant unobservable inputs were used in determining fair value.

 

     Corporate
Bonds
    Bank Loans     Common
Stocks
     Warrants      Total  

Balance as of December 31, 2024

   $ 202,210     $ 4,940,122     $ 2,117      $ 0      $ 5,144,449  

Accrued discounts (premiums)

           23,169                     23,169  

Purchases

           1,485,449                     1,485,449  

Sales

           (1,548,837                   (1,548,837

Realized gain (loss)

           (124,424                   (124,424

Change in unrealized appreciation (depreciation)

     (70,356     132,833                     62,477  

Transfers into Level 3

                                

Transfers out of Level 3

           (1,891,237                   (1,891,237
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

 

Balance as of March 31, 2025

   $ 131,854     $  3,017,075     $  2,117      $ 0      $  3,151,046  
  

 

 

   

 

 

   

 

 

    

 

 

    

 

 

 

Net change in unrealized appreciation (depreciation) from investments still held as of March 31, 2025

   $ (70,356   $ (58,573   $      $      $ (128,929

Quantitative Disclosure About Significant Unobservable Inputs

 

Asset Class 

   Fair Value At
March 31, 2025
    

Valuation
Technique

  

Unobservable
Input

  

Price Range
(Weighted Average)*

Bank Loans

   $ 3,017,075      Vendor pricing    Single Broker Quote    $0.70 – $1.00 ($0.94)
     0      Income Approach    Expected Remaining Distribution    0.00 (N/A)

Corporate Bonds

     131,854      Income Approach    Expected Remaining Distribution    0.00 – 1.08 (0.93)

Common Stocks

     2,117      Income Approach    Expected Remaining Distribution    0.00 – 1.48 (0.84)

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 UBS AM considers may include (i) 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; (ii) the price of the same or similar security negotiated at arm’s length in an issuer’s completed subsequent round of financing; (iii) the price and extent of public trading in similar securities of the issuer or of comparable companies; or (iv) 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, 2025, $1,891,237 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.