NPORT-EX 2 NPORT_TH96_28924215_0925.htm CORRESP

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments

September 30, 2025 (unaudited)

 

 

Par

 (000) 

         

Ratings†
(S&P/Moody’s)

   

Maturity

     

Rate%

     

Value

  
  CORPORATE BONDS (116.0%)  
 

Aerospace & Defense (4.0%)

  
   $   478    

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

    (BB, Ba2)      03/15/29        6.750      $ 492,650   
  1,600    

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

    (B, B3)      08/01/32        7.250        1,662,555   
  565    

Bombardier, Inc., Rule 144A, Senior Unsecured Notes (Callable 06/15/28 @ 103.38)(1)

    (BB-, B1)      06/15/33        6.750        590,287   
  391    

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

    (BB-, B1)      02/01/29        7.500        408,029   
  600    

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

    (BB-, B1)      11/15/30        8.750        647,755   
  552    

CACI International, Inc., Rule 144A, Company Guaranteed Notes (Callable 06/15/28 @ 103.19)(1)

    (BB-, Ba2)      06/15/33        6.375        570,359   
  536    

Goat Holdco LLC, Rule 144A, Senior Secured Notes (Callable 02/01/28 @ 103.38)(1)

    (B, B2)      02/01/32        6.750        549,612   
  125    

Science Applications International Corp., Rule 144A, Company Guaranteed Notes (Callable 11/01/28 @ 102.94)(1)

    (BB-, Ba3)      11/01/33        5.875        125,221   
  840    

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

    (BB-, Ba3)      03/01/29        6.375        859,813   
  440    

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

    (BB-, Ba3)      03/01/32        6.625        453,493   
             

 

 

  
                 6,359,774   
             

 

 

  
 

Air Transportation (0.2%)

            
  369    

VistaJet Malta Finance PLC/Vista Management Holding, Inc., Rule 144A, Senior Unsecured Notes (Callable 10/30/25 @ 103.19)(1),(2)

    (B, B3)      02/01/30        6.375        359,969   
             

 

 

  
 

Auto Parts & Equipment (5.4%)

            
  102    

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

    (BB, B2)      02/15/33        7.500        105,608   
  286    

Adient Global Holdings Ltd., Rule 144A, Senior Secured Notes (Callable 10/10/25 @ 103.50)(1)

    (BBB-, Ba2)      04/15/28        7.000        293,582   
  362    

Advance Auto Parts, Inc., Rule 144A, Company Guaranteed Notes (Callable 08/01/27 @ 103.50)(1)

    (BB, Ba3)      08/01/30        7.000        372,938   
  410    

Advance Auto Parts, Inc., Rule 144A, Company Guaranteed Notes (Callable 08/01/28 @ 103.69)(1)

    (BB, Ba3)      08/01/33        7.375        423,356   
  312    

American Axle & Manufacturing, Inc., Rule 144A, Senior Secured Notes (Callable 10/15/28 @ 103.19)(1)

    (BB, Ba2)      10/15/32        6.375        311,527   
  437    

American Axle & Manufacturing, Inc., Rule 144A, Senior Unsecured Notes (Callable 10/15/28 @ 103.88)(1)

    (B+, B3)      10/15/33        7.750        440,517   
  1,220    

Clarios Global LP/Clarios U.S. Finance Co., Rule 144A, Company Guaranteed Notes (Callable 09/15/28 @ 103.38)(1)

    (B, Caa1)      09/15/32        6.750        1,247,688   
  631    

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

    (B+, B2)      05/15/32        8.000        671,934   
  1,825    

Dealer Tire LLC/DT Issuer LLC, Rule 144A, Senior Unsecured Notes (Callable 10/30/25 @ 100.00)(1)

    (CCC, Caa1)      02/01/28        8.000        1,806,536   
  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        1,604,912   
  1,222    

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

    (BB+, Baa3)      04/15/29        6.750        1,261,944   
             

 

 

  
                8,540,542   
             

 

 

  
 

Brokerage (0.6%)

            
  945    

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

    (BB-, Ba3)      03/01/31        7.875        993,863   
             

 

 

  
 

Building & Construction (3.9%)

            
  1,000    

Installed Building Products, Inc., Rule 144A, Company Guaranteed Notes (Callable 10/15/25 @ 100.00)(1)

    (B+, Ba2)      02/01/28        5.750        999,197   
  1,442    

MasTec, Inc., Rule 144A, Senior Unsecured Notes (Callable 10/10/25 @ 101.66)(1)

    (BBB-, NR)      08/15/29        6.625        1,448,165   
  1,380    

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

    (B, B3)      01/31/31        8.625        1,481,862   
  434    

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

    (BB, Ba3)      03/01/32        6.375        449,940   
  723    

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

    (B+, B2)      03/01/33        6.750        751,872   

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

September 30, 2025 (unaudited)

 

 

Par

 (000) 

         

Ratings†
(S&P/Moody’s)

   

Maturity

     

Rate%

     

Value

  
  CORPORATE BONDS (continued)  
 

Building & Construction (continued)

  
   $  369    

Standard Building Solutions, Inc., Rule 144A, Senior Unsecured Notes (Callable 08/01/28 @ 103.13)(1)

    (BB+, Ba3)      08/01/33        6.250      $ 374,083   
  705    

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

    (BB+, Ba3)      08/15/32        6.500        724,209   
             

 

 

  
                6,229,328   
             

 

 

  
 

Building Materials (6.3%)

            
  377    

Advanced Drainage Systems, Inc., Rule 144A, Company Guaranteed Notes (Callable 10/30/25 @ 103.19)(1)

    (BB-, Ba2)      06/15/30        6.375        383,874   
  1,500    

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

    (B+, Ba3)      08/15/32        6.875        1,567,960   
  640    

Builders FirstSource, Inc., Rule 144A, Company Guaranteed Notes (Callable 05/15/30 @ 103.38)(1)

    (BB-, Ba2)      05/15/35        6.750        669,045   
  142    

Camelot Return Merger Sub, Inc., Rule 144A, Senior Secured Notes (Callable 10/30/25 @ 103.28)(1)

    (B-, B3)      08/01/28        8.750        137,349   
  735    

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

    (B-, B3)      08/15/29        9.500        712,244   
  1,606    

Foundation Building Materials, Inc., Rule 144A, Company Guaranteed Notes (Callable 10/09/25 @ 101.50)(1),(2)

    (CCC+, Caa2)      03/01/29        6.000        1,628,859   
  800    

James Hardie International Finance DAC, Rule 144A, Company Guaranteed Notes (Callable 10/30/25 @ 100.83)(1)

    (BB, Ba1)      01/15/28        5.000        795,119   
  532    

Masterbrand, Inc., Rule 144A, Company Guaranteed Notes (Callable 07/15/27 @ 103.50)(1)

    (BB, Ba3)      07/15/32        7.000        550,537   
  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        1,322,654   
  1,819    

Oscar AcquisitionCo LLC/Oscar Finance, Inc., Rule 144A, Senior Unsecured Notes
(Callable 10/30/25 @ 104.75)(1),(2)

    (CCC, Caa2)      04/15/30        9.500        1,491,126   
  748    

White Cap Buyer LLC, Rule 144A, Senior Unsecured Notes (Callable 10/30/25 @ 100.00)(1),(2)

    (CCC+, Caa1)      10/15/28        6.875        746,052   
             

 

 

  
                 10,004,819   
             

 

 

  
 

Cable & Satellite TV (1.7%)

            
  1,856    

Altice France SA, Rule 144A, Senior Secured Notes (Callable 10/30/25 @ 100.00)(1),(3),(4)

    (D, Caa2)      01/15/29        0.000        1,597,320   
  200    

Altice France SA, Rule 144A, Senior Secured Notes (Callable 10/30/25 @ 101.28)(1),(3),(4)

    (D, Caa2)      07/15/29        0.000        171,810   
  200    

Altice France SA, Rule 144A, Senior Secured Notes (Callable 10/30/25 @ 101.38)(1),(3),(4)

    (D, Caa2)      10/15/29        0.000        173,987   
  800    

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

    (BB-, B1)      07/15/31        4.875        762,696   
             

 

 

  
                2,705,813   
             

 

 

  
 

Chemicals (4.0%)

            
  477    

Avient Corp., Rule 144A, Senior Unsecured Notes (Callable 10/30/25 @ 103.56)(1)

    (BB-, Ba3)      08/01/30        7.125        490,573   
  533    

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

    (BB-, Ba3)      11/01/31        6.250        541,653   
  515    

Element Solutions, Inc., Rule 144A, Company Guaranteed Notes (Callable 10/30/25 @ 100.00)(1)

    (BB, B1)      09/01/28        3.875        499,546   
  600    

Herens Holdco SARL, Rule 144A, Senior Secured Notes (Callable 10/30/25 @ 101.88)(1)

    (B-, B2)      05/15/28        4.750        525,760   
  800    

Herens Midco SARL, Rule 144A, Company Guaranteed Notes (Callable 10/30/25 @ 101.31)(1),(5)

    (CCC, Caa2)      05/15/29        5.250        545,669   
  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        618,056   
  1,600    

Tronox, Inc., Rule 144A, Company Guaranteed Notes (Callable 10/30/25 @ 101.16)(1),(2)

    (B, Caa1)      03/15/29        4.625        1,044,773   
  400    

Tronox, Inc., Rule 144A, Senior Secured Notes (Callable 09/30/27 @ 104.56)(1),(2)

    (BB-, NR)      09/30/30        9.125        392,077   
  1,915    

Vibrantz Technologies, Inc., Rule 144A, Senior Unsecured Notes (Callable 10/30/25 @ 104.50)(1),(2)

    (CCC, Caa3)      02/15/30        9.000        1,083,689   
  690    

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

    (B-, B2)      03/01/31        7.375        704,019   
             

 

 

  
                6,445,815   
             

 

 

  

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

September 30, 2025 (unaudited)

 

 

Par

 (000) 

         

Ratings†
(S&P/Moody’s)

   

Maturity

     

Rate%

     

Value

  
  CORPORATE BONDS (continued)  
 

Diversified Capital Goods (2.5%)

  
   $  762    

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

    (BB+, Ba2)      06/01/31        4.250      $ 710,731   
  1,400    

Dornoch Debt Merger Sub, Inc., Rule 144A, Senior Unsecured Notes (Callable 10/30/25 @ 101.66)(1),(2)

    (CCC, Caa2)      10/15/29        6.625        1,206,587   
  600    

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

    (BB+, Ba3)      12/15/27        4.375        592,122   
  500    

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

    (BB+, Ba3)      01/15/32        6.625        515,264   
  916    

Maxam Prill SARL, Rule 144A, Senior Secured Notes (Callable 07/02/27 @ 103.88)(1),(2)

    (B+, NR)      07/15/30        7.750        926,855   
             

 

 

  
                3,951,559   
             

 

 

  
 

Electronics (1.3%)

            
  1,015    

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

    (B-, B2)      12/01/29        6.500        1,033,594   
  950    

Sensata Technologies, Inc., Rule 144A, Company Guaranteed Notes (Callable 07/15/27 @ 103.31)(1),(2)

    (BB+, Ba2)      07/15/32        6.625        984,122   
             

 

 

  
                2,017,716   
             

 

 

  
 

Energy - Exploration & Production (7.3%)

            
  425    

Civitas Resources, Inc., Rule 144A, Company Guaranteed Notes (Callable 10/10/25 @ 104.19)(1)

    (BB-, B1)      07/01/28        8.375        441,056   
  879    

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

    (BB-, B1)      07/01/31        8.750        898,741   
  211    

Civitas Resources, Inc., Rule 144A, Company Guaranteed Notes (Callable 06/15/28 @ 104.81)(1)

    (BB-, B1)      06/15/33        9.625        222,119   
  1,477    

CNX Midstream Partners LP, Rule 144A, Company Guaranteed Notes (Callable 10/30/25 @ 102.38)(1)

    (BB, B1)      04/15/30        4.750        1,417,490   
  450    

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

    (BB, B1)      03/01/32        7.250        467,198   
  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        2,225,890   
  203    

Excelerate Energy LP, Rule 144A, Company Guaranteed Notes (Callable 05/15/27 @ 104.00)(1)

    (BB+, NR)      05/15/30        8.000        216,218   
  626    

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

    (BB-, B1)      04/15/32        6.500        632,374   
  841    

Northern Oil & Gas, Inc., Rule 144A, Senior Unsecured Notes (Callable 10/15/28 @ 103.94)(1)

    (B+, B1)      10/15/33        7.875        838,134   
  3,153    

Northern Oil & Gas, Inc., Rule 144A, Senior Unsecured Notes (Callable 10/30/25 @ 102.03)(1)

    (B+, B1)      03/01/28        8.125        3,208,370   
  294    

Northern Oil & Gas, Inc., Rule 144A, Senior Unsecured Notes (Callable 06/15/26 @ 104.38)(1)

    (B+, B1)      06/15/31        8.750        304,159   
  720    

TGNR Intermediate Holdings LLC, Rule 144A, Senior Unsecured Notes (Callable 10/30/25 @ 101.38)(1)

    (B+, B3)      10/15/29        5.500        705,110   
             

 

 

  
                 11,576,859   
             

 

 

  
 

Environmental (0.6%)

            
  223    

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

    (BB+, Ba2)      02/01/31        6.375        228,526   
  340    

Luna 1.5 SARL, Rule 144A, Senior Unsecured Notes (Callable 07/01/28 @ 106.00)(1)

    (B-, B3)      07/01/32        12.000        353,520   
  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        405,928   
             

 

 

  
                987,974   
             

 

 

  
 

Food - Wholesale (1.6%)

            
  500    

Darling Ingredients, Inc., Rule 144A, Company Guaranteed Notes (Callable 10/10/25 @ 100.00)(1)

    (BB+, Ba2)      04/15/27        5.250        499,301   
  1,133    

Darling Ingredients, Inc., Rule 144A, Company Guaranteed Notes (Callable 10/10/25 @ 103.00)(1)

    (BB+, Ba2)      06/15/30        6.000        1,144,852   
  885    

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

    (BB, B1)      09/15/32        6.125        907,614   
             

 

 

  
                2,551,767   
             

 

 

  

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

September 30, 2025 (unaudited)

 

 

Par

 (000) 

         

Ratings†
(S&P/Moody’s)

   

Maturity

     

Rate%

     

Value

  
  CORPORATE BONDS (continued)            
 

Gaming (2.1%)

            
   $  1,032    

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

    (BB-, Ba3)      02/15/30        7.000      $ 1,061,806   
  218    

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

    (BB-, Ba3)      02/15/32        6.500        222,499   
  526    

Light & Wonder International, Inc., Rule 144A, Senior Unsecured Notes (Callable 10/01/28 @ 103.13)(1)

    (B+, B2)      10/01/33        6.250        527,246   
  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        1,498,609   
             

 

 

  
                3,310,160   
             

 

 

  
 

Gas Distribution (2.6%)

            
  113    

Antero Midstream Partners LP/Antero Midstream Finance Corp., Rule 144A, Senior Unsecured Notes (Callable 10/15/28 @ 102.88)(1)

    (BB+, Ba3)      10/15/33        5.750        112,574   
  272    

Blue Racer Midstream LLC/Blue Racer Finance Corp., Rule 144A, Senior Unsecured Notes (Callable 10/30/25 @ 100.00)(1)

    (B+, B2)      07/15/26        6.625        272,315   
  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        210,494   
  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        302,917   
  400    

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

    (BBB-, Ba2)      03/01/28        5.875        407,687   
  692    

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

    (BB, Ba2)      03/15/33        6.750        723,204   
  210    

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

    (BB, Ba2)      05/15/30        4.800        205,257   
  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        593,178   
  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        1,339,734   
             

 

 

  
                4,167,360   
             

 

 

  
 

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        378,780   
             

 

 

  
 

Health Services (3.0%)

            
  1,497    

AMN Healthcare, Inc., Rule 144A, Company Guaranteed Notes (Callable 10/15/27 @ 103.25)(1)

    (BB-, B1)      01/15/31        6.500        1,503,239   
  2,246    

AthenaHealth Group, Inc., Rule 144A, Senior Unsecured Notes (Callable 10/30/25 @ 103.25)(1)

    (CCC, Caa2)      02/15/30        6.500        2,227,723   
  1,046    

Pediatrix Medical Group, Inc., Rule 144A, Company Guaranteed Notes (Callable 10/30/25 @ 102.69)(1)

    (BB-, Ba3)      02/15/30        5.375        1,040,045   
             

 

 

  
                4,771,007   
             

 

 

  
 

Hotels (1.0%)

            
  330    

Hilton Domestic Operating Co., Inc., Rule 144A, Company Guaranteed Notes (Callable 07/01/28 @ 102.88)(1)

    (BB+, Ba2)      09/15/33        5.750        334,632   
  30    

Hilton Domestic Operating Co., Inc., Rule 144A, Company Guaranteed Notes (Callable 04/01/26 @ 102.94)(1),(2)

    (BB+, Ba2)      04/01/29        5.875        30,677   
  1,063    

RHP Hotel Properties LP/RHP Finance Corp., Rule 144A, Company Guaranteed Notes (Callable 06/15/28 @ 103.25)(1)

    (BB, Ba3)      06/15/33        6.500        1,095,507   
  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        186,232   
             

 

 

  
                 1,647,048   
             

 

 

  
 

Insurance Brokerage (5.7%)

            
  1,069    

Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer, Rule 144A, Senior Secured Notes (Callable 10/30/25 @ 103.38)(1)

    (B, B2)      04/15/28        6.750        1,088,595   
  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        340,886   
  400    

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

    (B+, B1)      02/15/29        6.375        408,025   
  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        1,725,866   

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

September 30, 2025 (unaudited)

 

 

Par

 (000) 

         

Ratings†
(S&P/Moody’s)

   

Maturity

     

Rate%

     

Value

  
 

CORPORATE BONDS (continued)

            
 

Insurance Brokerage (continued)

            
   $  800    

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

    (B+, B1)      06/15/30        7.250      $ 834,673   
  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        1,051,561   
  1,200    

Jones Deslauriers Insurance Management, Inc., Rule 144A, Senior Unsecured Notes (Callable 10/01/28
@ 103.44)(1)

    (CCC, Caa2)      10/01/33        6.875        1,194,460   
  184    

Nassau Cos. of New York, Rule 144A, Senior Unsecured Notes (Callable 07/15/27 @ 103.94)(1)

    (BB-, NR)      07/15/30        7.875        188,072   
  2,115    

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

    (B, B2)      06/01/31        7.125        2,201,171   
             

 

 

  
                9,033,309   
             

 

 

  
 

Investments & Misc. Financial Services (8.7%)

            
  2,100    

Armor Holdco, Inc., Rule 144A, Company Guaranteed Notes (Callable 10/30/25 @ 104.25)(1)

    (CCC+, Caa1)      11/15/29        8.500        2,096,949   
  600    

Block, Inc., Global Senior Unsecured Notes (Callable 05/15/27 @ 103.25)

    (BB+, Ba2)      05/15/32        6.500        621,484   
  106    

Block, Inc., Rule 144A, Senior Unsecured Notes (Callable 08/15/27 @ 102.81)(1)

    (BB+, Ba2)      08/15/30        5.625        107,471   
  30    

Block, Inc., Rule 144A, Senior Unsecured Notes (Callable 08/15/28 @ 103.00)(1)

    (BB+, Ba2)      08/15/33        6.000        30,742   
  3,125    

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

    (BB, Ba3)      01/15/31        7.500        3,317,484   
  1,018    

Compass Group Diversified Holdings LLC, Rule 144A, Company Guaranteed Notes (Callable 10/15/25
@ 101.31)(1)

    (B-, B3)      04/15/29        5.250        940,937   
  814    

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

    (B-, B3)      01/15/32        5.000        729,983   
  868    

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

    (B, B2)      09/15/31        6.750        889,523   
  1,309    

Paysafe Finance PLC/Paysafe Holdings U.S. Corp., Rule 144A, Senior Secured Notes (Callable 10/30/25
@ 101.00)(1)

    (B, B2)      06/15/29        4.000        1,219,662   
  1,389    

Stonex Escrow Issuer LLC, Rule 144A, Secured Notes (Callable 07/15/28 @ 103.44)(1)

    (BB-, Ba3)      07/15/32        6.875        1,430,985   
  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        1,738,459   
  704    

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

    (BB, Ba2)      04/01/33        6.625        721,904   
             

 

 

  
                 13,845,583   
             

 

 

  
 

Machinery (3.9%)

            
  815    

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

    (BB-, Ba2)      01/01/30        7.500        849,137   
  1,732    

Enpro, Inc., Rule 144A, Company Guaranteed Notes (Callable 06/01/28 @ 103.06)(1)

    (BB-, Ba3)      06/01/33        6.125        1,774,509   
  1,992    

Enviri Corp., Rule 144A, Company Guaranteed Notes (Callable 10/30/25 @ 100.00)(1)

    (B, B3)      07/31/27        5.750        1,977,544   
  575    

Griffon Corp., Global Company Guaranteed Notes (Callable 10/30/25 @ 100.96)

    (B+, B1)      03/01/28        5.750        575,437   
  800    

Hillenbrand, Inc., Global Company Guaranteed Notes (Callable 02/15/26 @ 103.13)(2)

    (BB, Ba1)      02/15/29        6.250        821,200   
  151    

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

    (BB+, Baa3)      04/15/33        6.400        162,150   
             

 

 

  
                6,159,977   
             

 

 

  
 

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   
  14    

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

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

 

 

  
                12   
             

 

 

  
 

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        362,757   
             

 

 

  

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

September 30, 2025 (unaudited)

 

 

Par

 (000) 

         

Ratings†
(S&P/Moody’s)

   

Maturity

     

Rate%

     

Value

  
 

CORPORATE BONDS (continued)

            
 

Metals & Mining - Excluding Steel (5.1%)

            
   $  689    

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

    (BB-, B1)      03/31/33        6.750      $ 710,266   
  1,306    

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

    (BB-, Ba3)      08/15/32        6.375        1,336,096   
  1,800    

ERO Copper Corp., Rule 144A, Company Guaranteed Notes (Callable 10/30/25 @ 103.25)(1),(2)

    (B+, B1)      02/15/30        6.500        1,797,750   
  2,120    

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

    (B, NR)      03/01/29        9.375        2,249,557   
  800    

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

    (BB-, B2)      06/01/31        4.500        754,712   
  510    

Novelis Corp., Rule 144A, Company Guaranteed Notes (Callable 10/30/25 @ 102.38)(1)

    (BB, B1)      01/30/30        4.750        492,472   
  740    

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

    (BB, B1)      01/30/30        6.875        767,952   
             

 

 

  
                 8,108,805   
             

 

 

  
 

Oil Field Equipment & Services (0.1%)

            
  225    

USA Compression Partners LP/USA Compression Finance Corp., Rule 144A, Company Guaranteed Notes (Callable 10/01/28 @ 103.13)(1)

    (B+, B1)      10/01/33        6.250        226,189   
             

 

 

  
 

Oil Refining & Marketing (2.3%)

            
  1,166    

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

    (B+, B1)      01/15/32        8.250        1,230,702   
  253    

Sunoco LP, Rule 144A, Company Guaranteed Notes (Callable 09/15/28 @ 102.94)(1)

    (BB+, Ba1)      03/15/34        5.875        250,974   
  600    

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

    (BB+, Ba1)      05/01/32        7.250        630,199   
  225    

Sunoco LP, Rule 144A, Company Guaranteed Notes (Callable 07/01/28 @ 103.13)(1)

    (BB+, Ba1)      07/01/33        6.250        229,184   
  750    

Sunoco LP/Sunoco Finance Corp., Rule 144A, Company Guaranteed Notes (Callable 10/10/25 @ 103.50)(1)

    (BB+, Ba1)      09/15/28        7.000        773,656   
  540    

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

    (CCC+, Caa1)      06/15/30        8.500        562,929   
             

 

 

  
                3,677,644   
             

 

 

  
 

Packaging (5.4%)

            
  460    

Ardagh Metal Packaging Finance USA LLC/Ardagh Metal Packaging Finance PLC, Rule 144A, Senior Unsecured Notes (Callable 10/30/25 @ 100.75)(1),(5)

    (CCC, Caa2)      09/01/29        3.000        500,193   
  400    

Ball Corp., Global Company Guaranteed Notes (Callable 10/15/25 @ 103.44)

    (BB+, Ba1)      03/15/28        6.875        407,922   
  1,129    

Cascades, Inc./Cascades USA, Inc., Rule 144A, Senior Unsecured Notes (Callable 07/15/27 @ 103.38)(1)

    (BB-, Ba3)      07/15/30        6.750        1,150,869   
  159    

Crown Americas LLC, Rule 144A, Company Guaranteed Notes (Callable 06/01/28 @ 102.94)(1)

    (BB+, Ba2)      06/01/33        5.875        160,751   
  1,010    

Mauser Packaging Solutions Holding Co., Rule 144A, Secured Notes (Callable 10/10/25 @ 102.31)(1)

    (CCC+, Caa2)      04/15/27        9.250        1,013,219   
  1,700    

Mauser Packaging Solutions Holding Co., Rule 144A, Senior Secured Notes (Callable 10/30/25 @ 103.94)(1)

    (B, B2)      04/15/27        7.875        1,718,856   
  279    

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

    (B+, B3)      05/15/31        7.250        284,573   
  544    

Toucan FinCo Ltd./Toucan FinCo Can, Inc./Toucan FinCo U.S. LLC, Rule 144A, Senior Secured Notes (Callable 05/15/27 @ 104.75)(1)

    (B-, B3)      05/15/30        9.500        535,293   
  1,718    

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

    (CCC+, Caa3)      12/31/28        12.750        1,833,915   
  768    

TriMas Corp., Rule 144A, Company Guaranteed Notes (Callable 10/30/25 @ 101.03)(1)

    (BB-, Ba3)      04/15/29        4.125        744,778   
  318    

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

    (B+, B2)      11/30/30        10.500        342,331   
             

 

 

  
                8,692,700   
             

 

 

  
 

Personal & Household Products (1.3%)

            
  400    

Acushnet Co., Rule 144A, Company Guaranteed Notes (Callable 10/15/25 @ 103.69)(1)

    (BB, Ba3)      10/15/28        7.375        415,243   

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

September 30, 2025 (unaudited)

 

 

Par

 (000) 

         

Ratings†
(S&P/Moody’s)

   

Maturity

     

Rate%

     

Value

  CORPORATE BONDS (continued)  
 

Personal & Household Products (continued)

  
   $   700    

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

    (BBB-, Ba1)      02/16/31        6.750      $ 729,959   
  527    

Energizer Holdings, Inc., Rule 144A, Company Guaranteed Notes (Callable 09/15/28 @ 103.00)(1)

    (B, B2)      09/15/33        6.000        515,138  
  341    

JH North America Holdings, Inc., Rule 144A, Senior Secured Notes (Callable 07/31/27 @ 102.94)(1)

    (BBB-, Ba1)      01/31/31        5.875        346,161  
  114    

JH North America Holdings, Inc., Rule 144A, Senior Secured Notes (Callable 07/31/28 @ 103.06)(1)

    (BBB-, Ba1)      07/31/32        6.125        116,869  
             

 

 

 

                2,123,370  
             

 

 

 

 

Pharmaceuticals (0.3%)

            
  400    

IQVIA, Inc., Rule 144A, Company Guaranteed Notes (Callable 06/01/28 @ 103.13)(1)

    (BB, Ba2)      06/01/32        6.250        411,913  
             

 

 

 

 

Property & Casualty Insurance (1.2%)

            
  1,850    

Ardonagh Finco Ltd., Rule 144A, Senior Secured Notes (Callable 02/15/27 @ 103.88)(1)

    (B-, B3)      02/15/31        7.750        1,936,906  
             

 

 

 

 

Rail (1.0%)

            
  1,419    

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

    (BB, Ba3)      04/15/32        6.250        1,443,679  
  170    

Watco Cos. LLC/Watco Finance Corp., Rule 144A, Senior Unsecured Notes (Callable 08/01/27 @ 103.56)(1)

    (B-, B3)      08/01/32        7.125        176,012  
             

 

 

 

                1,619,691  
             

 

 

 

 

Real Estate Investment Trusts (1.1%)

            
  323    

Starwood Property Trust, Inc., Rule 144A, Senior Unsecured Notes (Callable 07/15/28 @ 100.00)(1)

    (BB-, Ba3)      10/15/28        5.250        323,242  
  369    

Starwood Property Trust, Inc., Rule 144A, Senior Unsecured Notes (Callable 07/15/30 @ 100.00)(1)

    (BB-, Ba3)      01/15/31        5.750        369,218  
  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        1,110,432  
             

 

 

 

                 1,802,892  
             

 

 

 

 

Recreation & Travel (5.4%)

            
  1,815    

Motion Bondco DAC, Rule 144A, Company Guaranteed Notes (Callable 10/30/25 @ 100.00)(1),(2)

    (CCC-, Caa2)      11/15/27        6.625        1,774,509  
  1,314    

SeaWorld Parks & Entertainment, Inc., Rule 144A, Company Guaranteed Notes (Callable 10/10/25 @ 101.31)(1),(2)

    (B+, B2)      08/15/29        5.250        1,293,136  
  2,307    

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

    (B+, B1)      05/15/31        7.250        2,309,143  
  1,815    

Speedway Motorsports LLC/Speedway Funding II, Inc., Rule 144A, Senior Unsecured Notes (Callable 10/30/25 @ 100.00)(1)

    (BB+, B1)      11/01/27        4.875        1,794,768  
  1,318    

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

    (BB-, Ba3)      05/15/32        6.500        1,363,977  
             

 

 

 

                8,535,533  
             

 

 

 

 

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        409,508  
  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        1,758,643  
             

 

 

 

                2,168,151  
             

 

 

 

 

Software - Services (8.2%)

            
  434    

AmeriTex HoldCo Intermediate LLC, Rule 144A, Senior Secured Notes (Callable 08/15/28 @ 103.81)(1)

    (B, B2)      08/15/33        7.625        451,448  
  1,708    

CA Magnum Holdings, Rule 144A, Senior Secured Notes (Callable 10/30/25 @ 101.34)(1)

    (NR, B1)      10/31/26        5.375        1,704,786  
  1,296    

Cloud Software Group, Inc., Rule 144A, Secured Notes (Callable 10/30/25 @ 104.50)(1)

    (B-, Caa2)      09/30/29        9.000        1,341,754  
  900    

Cloud Software Group, Inc., Rule 144A, Senior Secured Notes (Callable 08/15/28 @ 103.31)(1)

    (B, B2)      08/15/33        6.625        917,063  
  362    

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

    (B-, B3)      12/15/31        9.500        374,933  

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

September 30, 2025 (unaudited)

 

 

Par

 (000) 

       

Ratings†
(S&P/Moody’s)

   

Maturity

     

Rate%

     

Value

  CORPORATE BONDS (continued)  
 

Software – Services (continued)

            
   $  2,150    

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

    (BB+, Ba3)      05/15/32        6.625      $ 2,206,951   
  800    

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

    (BBB-, Ba1)      12/01/27        6.900        834,128  
  567    

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

    (BB, Ba3)      12/01/31        4.125        524,892  
  800    

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

    (B-, B2)      02/01/31        6.875        826,067  
  2,070    

Virtusa Corp., Rule 144A, Senior Unsecured Notes (Callable 10/30/25 @ 101.78)(1)

    (B-, Caa1)      12/15/28        7.125         2,030,157  
  1,516    

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

    (B, B1)      03/15/33        6.500        1,548,864  
  400    

ZoomInfo Technologies LLC/ZoomInfo Finance Corp., Rule 144A, Company Guaranteed Notes (Callable 10/10/25 @ 100.97)(1)

    (B+, B1)      02/01/29        3.875        379,611  
             

 

 

 

                13,140,654  
             

 

 

 

 

Specialty Retail (2.6%)

            
  331    

Beach Acquisition Bidco LLC, Rule 144A, Senior Unsecured Notes, 10.000% Cash, 10.750% PIK (Callable 07/15/28 @ 103.00)(1),(8)

    (B+, Caa1)      07/15/33        10.000        357,894  
  1,919    

Eagle Intermediate Global Holding BV/Eagle U.S. Finance LLC, Rule 144A, Senior Secured Notes, 7.500% Cash, 7.500% PIK (1),(8),(9)

    (NR, Ca)      12/30/25        7.500        1,266,788  
  53    

Eagle Intermediate Global Holding BV/Eagle U.S. Finance LLC, Rule 144A, Senior Secured Notes, 7.500% Cash, 7.500% PIK (1),(6),(7),(8)

    (NR, Ca)      12/30/25        7.500        34,946  
  68    

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

    (NR, NR)      12/31/25        0.000        44,296  
  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        1,640,331  
  763    

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

    (BB-, B1)      11/15/31        4.875        730,135  
             

 

 

 

                4,074,390  
             

 

 

 

 

Steel Producers/Products (0.5%)

            
  794    

TMS International Corp., Rule 144A, Senior Unsecured Notes (Callable 10/10/25 @ 101.56)(1)

    (B, Caa1)      04/15/29        6.250        770,733  
             

 

 

 

 

Support - Services (8.7%)

            
  649    

AECOM, Rule 144A, Company Guaranteed Notes (Callable 08/01/28 @ 103.00)(1)

    (BB, Ba2)      08/01/33        6.000        664,187  
  2,614    

Allied Universal Holdco LLC, Rule 144A, Senior Secured Notes (Callable 02/15/27 @ 103.94)(1)

    (B, B3)      02/15/31        7.875        2,743,513  
  715    

American Builders & Contractors Supply Co., Inc., Rule 144A, Senior Secured Notes (Callable 10/30/25 @ 100.00)(1)

    (BBB-, Ba2)      01/15/28        4.000        701,541  
  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        1,013,935  
  1,431    

CoreLogic, Inc., Rule 144A, Senior Secured Notes (Callable 10/30/25 @ 101.13)(1)

    (B-, B2)      05/01/28        4.500        1,389,136  
  345    

Herc Holdings, Inc., Rule 144A, Company Guaranteed Notes (Callable 06/15/27 @ 103.50)(1)

    (BB-, Ba3)      06/15/30        7.000        358,596  
  1,335    

Herc Holdings, Inc., Rule 144A, Company Guaranteed Notes (Callable 06/15/28 @ 103.63)(1)

    (BB-, Ba3)      06/15/33        7.250        1,394,655  
  1,737    

Voyager Parent LLC, Rule 144A, Senior Secured Notes (Callable 07/01/28 @ 104.63)(1),(2)

    (B, B1)      07/01/32        9.250        1,837,941  
  500    

WESCO Distribution, Inc., Rule 144A, Company Guaranteed Notes (Callable 10/30/25 @ 101.21)(1)

    (BB, Ba3)      06/15/28        7.250        506,926  
  400    

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

    (BB, Ba3)      03/15/29        6.375        412,326  
  330    

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

    (BB, Ba3)      03/15/33        6.375        342,322  
  406    

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

    (BB-, B2)      04/15/30        6.625        418,173  
  1,372    

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

    (BB-, B2)      06/15/29        6.625        1,404,645  
  752    

ZipRecruiter, Inc., Rule 144A, Senior Unsecured Notes (Callable 10/10/25 @ 102.50)(1)

    (B, B3)      01/15/30        5.000        606,271  
             

 

 

 

                13,794,167  
             

 

 

 

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

September 30, 2025 (unaudited)

 

 

Par

 (000) 

         

Ratings†
(S&P/Moody’s)

   

Maturity

     

Rate%

     

Value

  
  CORPORATE BONDS (continued)  
 

Tech Hardware & Equipment (0.8%)

  
   $  113    

Amkor Technology, Inc., Rule 144A, Company Guaranteed Notes (Callable 10/01/28 @ 102.94)(1)

    (BB, Ba3)      10/01/33        5.875      $ 114,289   
  1,150    

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

    (BB, Ba2)      06/01/32        6.500        1,182,174   
             

 

 

  
                1,296,463   
             

 

 

  
 

Telecom - Wireline Integrated & Services (2.6%)

            
  1,000    

Altice Financing SA, Rule 144A, Senior Secured Notes (Callable 10/30/25 @ 100.00)(1)

    (CCC+, Caa2)      01/15/28        5.000        778,350   
  1,000    

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

    (B-, B3)      04/01/30        4.500        917,500   
  1,105    

Level 3 Financing, Inc., Rule 144A, Secured Notes (Callable 10/10/25 @ 101.81)(1)

    (B-, B3)      10/15/30        3.875        970,293   
  105    

Level 3 Financing, Inc., Rule 144A, Secured Notes (Callable 10/10/25 @ 101.88)(1),(2)

    (B-, B3)      04/15/31        4.000        90,543   
  200    

Virgin Media Secured Finance PLC, Rule 144A, Senior Secured Notes (Callable 10/30/25 @ 102.25)(1)

    (B+, Ba3)      08/15/30        4.500        188,743   
  826    

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        766,339   
  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        517,893   
             

 

 

  
                4,229,661   
             

 

 

  
 

Theaters & Entertainment (0.4%)

            
  600    

Live Nation Entertainment, Inc., Rule 144A, Senior Secured Notes (Callable 10/30/25
@ 101.63)(1)

    (BB, Ba1)      05/15/27        6.500        606,175   
             

 

 

  
 

Transport Infrastructure/Services (0.8%)

           
  200    

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

    (B+, Ba3)      06/01/31        7.125        209,483   
  400    

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

    (B+, Ba3)      02/01/32        7.125        420,995   
  694    

XPO, Inc., Rule 144A, Senior Secured Notes (Callable 10/10/25 @ 103.13)(1)

    (BBB-, Ba1)      06/01/28        6.250        708,476   
             

 

 

  
                1,338,954   
             

 

 

  
  TOTAL CORPORATE BONDS (Cost $183,334,562)                184,956,782   
             

 

 

  
 

BANK LOANS (18.1%)

            
 

Advertising (1.1%)

            
  1,982    

MH Sub I LLC, 1 mo. USD Term SOFR + 4.250%(7),(10)

    (B, B1)      12/31/31        8.413        1,828,720   
             

 

 

  
 

Aerospace & Defense (0.5%)

            
  891    

Atlas CC Acquisition Corp., 3 mo. USD Term SOFR + 4.250%(10)

    (CCC+, Caa2)      05/25/29        8.830        517,203   
  360    

Peraton Corp., 3 mo. USD Term SOFR + 7.750%(10)

    (NR, NR)      02/01/29        12.048        217,119   
             

 

 

  
                734,322   
             

 

 

  
 

Auto Parts & Equipment (0.4%)

            
  8    

First Brands Group LLC(11)

    (NR, NR)      09/26/26        0.000        8,215   
  166    

First Brands Group LLC(3),(4),(7)

    (NR, NR)      03/30/27        0.000        57,342   
  45    

First Brands Group LLC (2021 Term Loan)(3),(4)

    (CC, Ca)      03/30/27        0.000        16,273   
  625    

First Brands Group LLC (2022 Incremental Term Loan)(3),(4)

    (CC, Ca)      03/30/27        0.000        227,886   
  326    

Jason Group, Inc., 1 mo. USD Term SOFR + 6.000%(7),(9),(10)

    (NR, NR)      08/28/26        10.438        289,889   
             

 

 

  
                599,605   
             

 

 

  
 

Automakers (0.2%)

            
  314    

Fastlane Parent Co., Inc., 3 mo. USD Term SOFR + 8.750%(10)

    (CCC, Caa3)      02/04/27        13.013        309,031   
             

 

 

  
 

Building Materials (0.6%)

            
  415    

ARAMSCO, Inc., 3 mo. USD Term SOFR + 4.750%(10)

    (B-, Caa1)      10/10/30        8.752        304,077   
  520    

Cornerstone Building Brands, Inc., 1 mo. USD Term SOFR + 5.625%(10)

    (B-, B3)      08/01/28        9.775        501,158   
  177    

Foundation Building Materials Holding Co. LLC, 3 mo. USD Term SOFR + 3.250%(10)

    (B, B3)      01/31/28        7.820        177,387   
             

 

 

  
                982,622   
             

 

 

  

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

September 30, 2025 (unaudited)

 

 

Par

 (000) 

         

Ratings†
(S&P/Moody’s)

   

Maturity

     

Rate%

     

Value

  
 

BANK LOANS (continued)

            
 

Chemicals (0.9%)

            
   $  339    

Ascend Performance Materials Operations LLC, 1 mo. USD Term SOFR + 1.500%, 8.500% PIK(8),(9),(10)

    (NR, NR)      10/23/25        14.272      $ 196,902   
  697    

Ascend Performance Materials Operations LLC(3),(4)

    (NR, NR)      08/27/26        0.000        11,103   
  703    

CPC Acquisition Corp., 3 mo. USD Term SOFR + 3.750%(10)

    (CCC, Caa2)      12/29/27        8.013        590,823   
  300    

PMHC II, Inc., 3 mo. USD Term SOFR + 6.250%(7),(10)

    (CCC+, Caa1)      04/21/29        10.579        258,128   
  715    

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

    (CCC, Caa3)      10/16/28        9.914        107,271   
  1,177    

Polar U.S. Borrower LLC, 3 mo. USD Term SOFR + 5.500%, 0.075% PIK(8),(9),(10)

    (CCC, Caa3)      10/16/28        10.664        176,614   
  72    

SK Neptune Husky Finance SARL(3),(4),(9)

    (NR, WR)      04/30/26        0.000        9,592   
  745    

SK Neptune Husky Group SARL(3),(4),(9)

    (NR, NR)      01/03/29        0.000        21,405   
             

 

 

  
                1,371,838   
             

 

 

  
 

Electronics (1.2%)

            
  869    

Escape Velocity Holdings, Inc., 1 mo. USD Term SOFR + 4.250%(10)

    (B, B3)      10/08/28        8.528        871,953   
  989    

Idemia Group, 3 mo. USD Term SOFR + 4.250%(10)

    (B, B2)      09/30/28        8.252        991,914   
             

 

 

  
                1,863,867   
             

 

 

  
 

Food - Wholesale (0.1%)

            
  300    

WOOF Holdings, Inc., 3 mo. USD Term SOFR + 3.750%(10)

    (CCC-, Ca)      12/31/29        8.013        136,500   
             

 

 

  
 

Gas Distribution (0.6%)

            
  946    

Traverse Midstream Partners LLC, 3 mo. USD Term SOFR + 2.500%(10)

    (B+, B2)      02/16/28        6.808        949,324   
             

 

 

  
 

Health Facilities (0.3%)

            
  288    

Carestream Health, Inc., 3 mo. USD Term SOFR + 7.500%(9),(10)

    (CCC+, Caa2)      09/30/27        11.602        146,641   
  210    

Sonrava Health Holdings LLC(3),(4),(9)

    (NR, B3)      05/18/28        0.000        201,482   
  866    

Sonrava Health Holdings LLC, 5.500% PIK(3),(8),(9)

    (NR, Caa3)      08/18/28        5.500        196,342   
             

 

 

  
                544,465   
             

 

 

  
 

Health Services (0.7%)

            
  57    

MedAssets Software Intermediate Holdings, Inc., 3 mo. USD Term SOFR + 4.000%(10)

    (B, Caa1)      12/15/28        8.003        55,353   
  397    

MedAssets Software Intermediate Holdings, Inc., 1 mo. USD Term SOFR + 4.000%(10)

    (CCC, Ca)      12/15/28        8.250        342,713   
  25    

MedAssets Software Intermediate Holdings, Inc., 3 mo. USD Term SOFR + 5.250%(10)

    (B, Caa1)      12/15/28        9.253        24,797   
  786    

U.S. Radiology Specialists, Inc., 3 mo. USD Term SOFR + 4.750%(10)

    (B-, B3)      12/15/27        8.752        789,377   
             

 

 

  
                1,212,240   
             

 

 

  
 

Hotels (0.2%)

            
  129    

Aimbridge Acquisition Co., Inc., 1 mo. USD Term SOFR + 1.500%, 6.000% PIK(8),(10)

    (B-, Caa1)      03/11/30        11.765        129,022   
  144    

Aimbridge Acquisition Co., Inc., 1 mo. USD Term SOFR + 5.500%(10)

    (B+, B2)      03/11/30        9.765        144,284   
             

 

 

  
                273,306   
             

 

 

  
 

Insurance Brokerage (0.1%)

            
  213    

Alera Group, Inc., 1 mo. USD Term SOFR + 5.500%(10)

    (CCC+, Caa2)      05/30/33        9.663        220,013   
             

 

 

  
 

Machinery (0.4%)

            
  411    

Madison IAQ LLC, 6 mo. USD Term SOFR + 3.250%(10)

    (B, B1)      05/06/32        7.452        413,167   
  163    

Tiger Acquisition LLC, 1 mo. USD Term SOFR + 2.500%(10)

    (B, B2)      08/23/32        6.635        162,708   
             

 

 

  
                575,875   
             

 

 

  
 

Media - Diversified (0.9%)

            
  792    

Cast & Crew Payroll LLC, 1 mo. USD Term SOFR + 3.750%(10)

    (B-, B3)      12/29/28        7.913        719,214   
  216    

Technicolor Creative Studios, 0.500% PIK(3),(5),(6),(7),(8)

    (NR, NR)      08/06/33        0.500        0   
  669    

X corp.

    (NR, NR)      10/26/29        9.500        672,470   
             

 

 

  
                 1,391,684   
             

 

 

  
 

Packaging (0.8%)

            
  1,234    

Proampac PG Borrower LLC, 1 mo. USD Term SOFR + 4.000%, 3 mo. USD Term SOFR + 4.000%(10)

    (B-, B3)      09/15/28       

 8.195 -

8.318

 

      1,240,594   
             

 

 

  
 

Personal & Household Products (0.8%)

            
  1,268    

Serta Simmons Bedding LLC, 3 mo. USD Term SOFR + 7.500%(10)

    (NR, NR)      06/29/28        11.616        1,193,807   

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

September 30, 2025 (unaudited)

 

 

Par

 (000) 

         

Ratings†
(S&P/Moody’s)

   

Maturity

     

Rate%

     

Value

  BANK LOANS (continued)  
 

Personal & Household Products (continued)

  
 $    138    

Serta Simmons Bedding LLC, 3 mo. USD Term SOFR + 7.500%(7),(10)

    (NR, NR)      06/29/28        11.940      $ 138,486   
             

 

 

 

                1,332,293  
             

 

 

 

 

Software - Services (5.2%)

            
  552    

AQ Carver Buyer, Inc., 3 mo. USD Term SOFR + 5.500%(10)

    (B, B3)      08/02/29        9.602        531,841  
  282    

Astra Acquisition Corp.(3),(4),(9)

    (CCC+, Caa2)      02/25/28        0.000        65,021  
  834    

Astra Acquisition Corp.(3),(4),(9)

    (CC, C)      10/25/28        0.000        10,251  
  127    

CommScope, Inc., 1 mo. USD Term SOFR + 4.750%(10)

    (B-, B3)      12/17/29        8.913        128,247  
  1,320    

EagleView Technology Corp., 3 mo. USD Term SOFR + 5.500%(10)

    (B-, B3)      08/14/28        9.502        1,299,924  
  332    

Javelin Buyer, Inc., 3 mo. USD Term SOFR + 5.000%(9),(10)

    (CCC+, Caa2)      12/06/32        9.199        331,950  
  1,853    

OID-OL Intermediate I LLC, 3 mo. USD Term SOFR + 4.250%(10)

    (CCC+, Caa1)      02/01/29        8.708        1,561,051  
  471    

OID-OL Intermediate I LLC, 3 mo. USD Term SOFR + 6.000%(10)

    (B, B1)      02/01/29        10.308        487,991  
  373    

Polaris Newco LLC, 1 mo. GBP SONIA + 5.250%(10),(12)

    (CCC+, B3)      06/02/28        9.218        466,058  
  1,150    

Project Alpha Intermediate Holding, Inc., 3 mo. USD Term SOFR + 5.000%(10)

    (B-, Caa1)      05/09/33        9.002        1,144,250  
  1,577    

RealPage, Inc., 3 mo. USD Term SOFR + 3.000%(10)

    (B-, B3)      04/24/28        7.263        1,575,392  
  514    

Redstone Holdco 2 LP, 3 mo. USD Term SOFR + 4.750%(7),(10)

    (CCC-, Caa2)      04/27/28        9.320        267,822  
  396    

UKG, Inc., 3 mo. USD Term SOFR + 2.500%(10)

    (B-, B2)      02/10/31        6.810        396,054  
             

 

 

 

                8,265,852  
             

 

 

 

 

Steel Producers/Products (0.6%)

            
  1,004    

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

    (NR, NR)      11/09/28        11.211        983,442  
             

 

 

 

 

Support - Services (2.0%)

            
  219    

CoreLogic, Inc., 1 mo. USD Term SOFR + 6.500%(10)

    (CCC, Caa2)      06/04/29        10.778        218,862  
  826    

CoreLogic, Inc., 1 mo. USD Term SOFR + 3.500%(10)

    (B-, B2)      06/02/28        7.778        827,122  
  350    

LaserShip, Inc., 3 mo. USD Term SOFR + 4.000%(10)

    (CCC-, Caa2)      01/02/29        8.002        257,286  
  313    

LaserShip, Inc., 3 mo. USD Term SOFR + 6.250%(10)

    (B, B2)      01/02/29        10.252        318,272  
  793    

LaserShip, Inc., 3 mo. USD Term SOFR + 1.500%(10)

    (CCC, Caa2)      08/10/29        5.763        573,230  
  265    

LaserShip, Inc., 3 mo. USD Term SOFR + 1.500%(10)

    (CCC-, Caa3)      08/10/29        5.763        80,974  
  537    

PODS LLC, 1 mo. USD Term SOFR + 3.000%(10)

    (B-, B3)      03/31/28        7.278        527,425  
  400    

TruGreen LP, 3 mo. USD Term SOFR + 8.500%(9),(10)

    (CCC, Caa3)      11/02/28        13.070        362,332  
             

 

 

 

                3,165,503  
             

 

 

 

 

Tech Hardware & Equipment (0.0%)

            
  128    

Atlas CC Acquisition Corp., 3 mo. USD Term SOFR + 4.250%(10)

    (CCC+, Caa2)      05/25/29        8.569        74,242  
             

 

 

 

 

Telecom - Wireline Integrated & Services (0.5%)

            
  970    

Patagonia Holdco LLC, 3 mo. USD Term SOFR + 5.750%(10)

    (NR, B3)      08/01/29        9.984        747,315  
             

 

 

 

 

TOTAL BANK LOANS (Cost $34,045,375)

                28,802,653  
             

 

 

 

 

ASSET BACKED SECURITIES (6.5%)

            
 

Collateralized Debt Obligations (6.5%)

            
  1,000    

Anchorage Capital CLO 25 Ltd., 2022-25A, Rule 144A, 3 mo. USD Term SOFR + 7.170% (1),(10)

    (NR, Ba3)      04/20/35        11.495        1,003,147  
  780    

Anchorage Capital Europe CLO 6 DAC, Rule 144A, 3 mo. EURIBOR + 3.400% (1),(5),(10)

    (NR, NR)      10/22/38        0.000        919,101  
  780    

Anchorage Capital Europe CLO 6 DAC, Rule 144A, 3 mo. EURIBOR + 5.000% (1),(5),(10)

    (BBB-, NR)      01/22/38        6.995        918,108  
  500    

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

    (NR, Ba1)      04/27/39        6.659        437,629  
  1,500    

ARES LXIII CLO Ltd., 2022-63A, Rule 144A, 3 mo. USD Term SOFR + 3.000% (1),(10)

    (NR, NR)      10/15/38        7.283        1,520,364  
  750    

Battalion CLO 18 Ltd., 2020-18A, Rule 144A, 3 mo. USD Term SOFR + 6.972% (1),(10)

    (B, NR)      10/15/36        11.289        686,141  
  1,000    

Battalion CLO XV Ltd., 2020-15A, Rule 144A, 3 mo. USD Term SOFR + 6.612% (1),(10)

    (BB-, NR)      01/17/33        10.934        966,539  
  1,000    

Cedar Funding VI CLO Ltd., 2016-6A, Rule 144A, 3 mo. USD Term SOFR + 6.982% (1),(10)

    (BB-, NR)      04/20/34        11.307        1,003,553  
  1,000    

KKR CLO 14 Ltd., Rule 144A, 3 mo. USD Term SOFR + 6.412% (1),(10)

    (NR, B1)      07/15/31        10.729        990,017  
  1,000    

KKR CLO 16 Ltd., Rule 144A, 3 mo. USD Term SOFR + 7.372% (1),(10)

    (B, NR)      10/20/34        11.697        977,769  
  1,000    

Marble Point CLO XXIII Ltd., 2021-4A, Rule 144A, 3 mo. USD Term SOFR + 6.012% (1),(10)

    (NR, Ba1)      01/22/35        10.344        1,002,339  
             

 

 

 

 

TOTAL ASSET BACKED SECURITIES (Cost $10,417,051)

               10,424,707  
             

 

 

 

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

September 30, 2025 (unaudited)

 

 

 Shares 

           Value
 

COMMON STOCKS (0.7%)

   
 

Auto Parts & Equipment (0.1%)

   
  38      Jason, Inc.(4)    $ 206,690   
     

 

 

 

 

Chemicals (0.2%)

   
  46,574      Proppants Holdings LLC(6),(7),(9)      931  
  10,028      Utex Industries      285,798  
     

 

 

 

     286,729  
     

 

 

 

 

Hotels (0.3%)

   
  7,297      Aimbridge Acquisition Co., Inc.(4)      470,657  
     

 

 

 

 

Personal & Household Products (0.1%)

   
  22,719      Dream Well, Inc.(4)      186,296  
  22,719      Serta Simmons Bedding Equipment Co.(4),(6),(7)      0  
     

 

 

 

     186,296  
     

 

 

 

 

Pharmaceuticals (0.0%)

   
  45,583      Akorn, Inc.(4)      1,367  
     

 

 

 

 

Private Placement (0.0%)

   
  69,511,940      Technicolor Creative Studios SA(4),(6),(7),(13)      0  
     

 

 

 

 

Specialty Retail (0.0%)

   
  69      Eagle Investments Holding Co. LLC, Class B(4),(6),(7)      1  
     

 

 

 

 

Support - Services (0.0%)

   
  800      LTR Holdings, Inc.(6),(7),(9)      1,185  
     

 

 

 

 

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

      1,152,925  
     

 

 

 

 

WARRANT (0.0%)

   
 

Chemicals (0.0%)

   
  11,643      Project Investor Holdings LLC, expires 02/08/2026(4),(6),(7),(9) (Cost $6,054)      0  
     

 

 

 

 

SHORT-TERM INVESTMENTS (14.1%)

   
  4,253,350      State Street Institutional U.S. Government Money Market Fund - Premier Class, 4.10%      4,253,350  
   18,176,370      State Street Navigator Securities Lending Government Money Market Portfolio, 4.18%(14)      18,176,370  
     

 

 

 

 

TOTAL SHORT-TERM INVESTMENTS (Cost $22,429,720)

      22,429,720  
     

 

 

 

 

TOTAL INVESTMENTS AT VALUE (155.4%) (Cost $253,698,003)

      247,766,787  
 

LIABILITIES IN EXCESS OF OTHER ASSETS (-55.4%)

      (88,372,813 ) 
     

 

 

 

 

NET ASSETS (100.0%)

    $  159,393,974  
     

 

 

 

 INVESTMENT ABBREVIATIONS

 1 mo. = 1 month

 3 mo. = 3 month

 6 mo. = 6 month

 EURIBOR = Euro Interbank Offered Rate

 NR = Not Rated

 SARL = société à responsabilité limitée

 SOFR = Secured Overnight Financing Rate

 SONIA = Sterling Overnight Interbank Average 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 September 30, 2025, these securities amounted to a value of $192,446,071 or 120.7% of net assets.

(2)

Security or portion thereof is out on loan.

(3)

Bond is currently in default.

(4)

Non-income producing security.

(5) 

This security is denominated in Euro.

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

September 30, 2025 (unaudited)

 

 

(6)

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.

(7)

Security is valued using significant unobservable inputs.

(8)

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

(9)

Illiquid security.

(10)

Variable rate obligation - The interest rate shown is the rate in effect as of September 30, 2025. The rate may be subject to a cap and floor.

(11)

Position is unsettled. Contract rate was not determined at September 30, 2025 and does not take effect until settlement.

(12)

This security is denominated in British Pound.

(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

      Settlement
Date		  

  Counterparty  

       Value on
 Settlement Date 		            Current
Value/Notional		             Unrealized
 Appreciation 		  

EUR

      161,707      USD      189,333      10/07/25   Barclays Bank PLC   $     189,334     $          190,064      $          730  

EUR 

        238,652      USD        262,484      10/07/25   Deutsche Bank AG       262,484          280,502           18,018   

EUR

      43,210      USD      47,726      10/07/25   JPMorgan Chase       47,727          50,788           3,061   

GBP

      42,713      USD      55,873      10/07/25   Barclays Bank PLC       55,873          57,504           1,631   

GBP

      500,000      USD      664,030      10/07/25   JPMorgan Chase       664,029          673,145           9,116   
                            

 

 

  

Total Unrealized Appreciation

 

    $          32,556   
                            

 

 

  

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

      27,400      USD      37,112      10/07/25   Morgan Stanley   $     37,112     $          36,888     $          (224)  

USD

      43,511      EUR      41,017      10/07/25   Barclays Bank PLC       (43,511 )         (48,210 )         (4,699)  

USD

      201,026      EUR      179,923      10/07/25   Deutsche Bank AG       (201,027 )         (211,475 )         (10,448)  

USD

      49,169      EUR      42,780      10/07/25   JPMorgan Chase       (49,169 )         (50,282 )         (1,113)  

USD

      2,126,686      EUR      1,900,141      10/07/25   Morgan Stanley       (2,126,685 )         (2,233,349 )         (106,664)  

USD

      23,314      GBP      18,677      10/07/25   Deutsche Bank AG       (23,314 )         (25,145 )         (1,831)  

USD

      10,765      GBP      8,039      10/07/25   JPMorgan Chase       (10,765 )         (10,823 )         (58)  

USD

      1,165,011      GBP      891,397      10/07/25   Morgan Stanley       (1,165,011 )         (1,200,079 )         (35,068)  
                           

 

 

  

Total Unrealized Depreciation

 

   $          (160,105)  
                           

 

 

  

Total Net Unrealized Appreciation/(Depreciation)

 

   $          (127,549)  
                           

 

 

  

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 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 (normally 4:00 p.m. Eastern Time) 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 September 30, 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

    $         —       $         184,877,528       $         79,254       $         184,956,782   

Bank Loans

        —           24,978,824           3,823,829           28,802,653   

Asset Backed Securities

        —           10,424,707           —           10,424,707   

Common Stocks

        —           1,150,808           2,117           1,152,925   

Warrants

        —           —           01           0   

Short-term Investments

        22,429,720           —           —           22,429,720   
    

 

 

       

 

 

       

 

 

       

 

 

  
   $         22,429,720       $         221,431,867       $         3,905,200       $         247,766,787   
    

 

 

       

 

 

       

 

 

       

 

 

  

Other Financial Instruments*

 

     

Forward Foreign Currency Contracts

    $         —       $         32,556       $         —       $         32,556   
    

 

 

       

 

 

       

 

 

       

 

 

  

Liabilities

                                                    

Other Financial Instruments*

 

     

Forward Foreign Currency Contracts

    $         —       $         160,105       $         —       $         160,105   
    

 

 

     

 

 

    

 

 

     

 

 

    

 

 

     

 

 

    

 

 

  

 

  1

Included a zero valued security.

  *

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

The following is a reconciliation of investments as of September 30, 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)

        -            51,418          -            -            51,418   

Purchases

        (22,921)          2,594,228           -            -            2,571,307   

Sales

        -            (2,191,361)          -            -            (2,191,361)  

Realized gain (loss)

        -            (122,251)          -            -            (122,251)  

Change in unrealized appreciation (depreciation)

        (100,035)          (59,518)          -            -            (159,553)  

Transfers into Level 3

        -            -           -            -            -    

Transfers out of Level 3

        -            (1,388,809)          -            -            (1,388,809)  
    

 

 

       

 

 

       

 

 

       

 

 

       

 

 

  

Balance as of September 30, 2025

    $         79,254       $         3,823,829       $         2,117       $         0       $         3,905,200   
    

 

 

     

 

 

    

 

 

       

 

 

       

 

 

       

 

 

  

Net change in unrealized appreciation (depreciation) from investments still held as of September 30, 2025

    $         (101,135)      $         (212,157)      $         -        $         -        $         (313,292)  

Quantitative Disclosure About Significant Unobservable Inputs

 

Asset Class

          Fair Value
At September 30,
2025		     

Valuation

Technique

   

Unobservable
Input

   

Price Range
(Weighted Average)*

Bank Loans

    $         3,823,829      Vendor pricing    Single Broker Quote    $0.35 - $1.00 ($0.90)
       0      Income Approach    Expected Remaining Distribution    0.00 (N/A)

Corporate Bonds

        79,254      Income Approach    Expected Remaining Distribution    0.00 - 0.66 (0.65)

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 (Americas) 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 September 30, 2025, $0 was transferred from Level 2 to Level 3 due to a lack of a pricing source supported by observable inputs and $1,388,809 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 https://us-fund.ubs.com/en/home, as well as on the website of the Securities and Exchange Commission at www.sec.gov.