Credit Suisse Asset Management Income Fund, Inc.

 Schedule of Investments

 September 30, 2023 (unaudited)

 

 

Par 

(000)

        

Ratings†

(S&P/Moody’s)

   

Maturity

     

Rate%

     

Value

  
CORPORATE BONDS (94.5%)            
Aerospace & Defense (1.0%)            

 $  600

   

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

    (B, B2)      02/01/29        7.500      $ 570,154  

1,010

   

KBR, Inc., Rule 144A, Company Guaranteed Notes (Callable 10/10/23 @ 102.38)(1)

    (BB-, Ba3)      09/30/28        4.750        889,992  
              

 

 

  
                 1,460,146  
              

 

 

  

Air Transportation (0.1%)

            

267

   

VistaJet Malta Finance PLC/Vista Management Holding, Inc., Rule 144A, Senior Unsecured Notes (Callable 02/01/25 @ 103.19)(1)

    (B-, B3)      02/01/30        6.375        206,683  
              

 

 

  

Auto Parts & Equipment (1.2%)

            

400

   

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

    (BB+, Ba3)      04/15/28        7.000        397,201  

1,005

   

Clarios Global LP/Clarios U.S. Finance Co., Rule 144A, Company Guaranteed Notes (Callable 10/30/23 @ 102.13)(1)

    (B-, Caa1)      05/15/27        8.500        1,004,002  

386

   

IHO Verwaltungs GmbH, 4.75% Cash, 5.50% PIK, Rule 144A, Senior Secured Notes (Callable 10/10/23 @ 100.79)(1),(3)

    (BB-, Ba2)      09/15/26        4.750        353,692  
              

 

 

  
                   1,754,895  
              

 

 

  

Automakers (0.1%)

            

147

   

Winnebago Industries, Inc., Rule 144A, Senior Secured Notes (Callable 10/30/23 @ 103.13)(1)

    (BB+, Ba3)      07/15/28        6.250        141,518  
              

 

 

  

Brokerage (1.1%)

            

1,701

   

StoneX Group, Inc., Rule 144A, Senior Secured Notes (Callable 10/30/23 @ 102.16)(1)

    (BB-, Ba3)      06/15/25        8.625        1,716,811  
              

 

 

  

Building & Construction (2.7%)

            

1,340

   

Adams Homes, Inc., Rule 144A, Company Guaranteed Notes (Callable 10/16/23 @ 101.88)(1)

    (BB-, B2)      02/15/25        7.500        1,318,626  

666

   

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

    (BBB-, NR)      08/15/29        6.625        637,811  

1,774

   

Pike Corp., Rule 144A, Company Guaranteed Notes (Callable 10/30/23 @ 102.75)(1)

    (CCC+, B3)      09/01/28        5.500        1,553,773  

350

   

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

    (BB+, Ba2)      03/15/29        3.625        298,394  

200

   

TopBuild Corp., Rule 144A, Company Guaranteed Notes (Callable 10/15/26 @ 102.06)(1)

    (BB+, Ba2)      02/15/32        4.125        162,740  
              

 

 

  
                 3,971,344  
              

 

 

  

Building Materials (5.3%)

            

750

   

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

    (BB-, Ba2)      06/15/30        6.375        721,189  

200

   

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

    (BB-, Ba2)      03/01/30        5.000        178,509  

1,000

   

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

    (BB-, Ba2)      06/15/32        6.375        944,002  

750

   

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

    (B, B2)      01/31/27        7.875        715,867  

1,658

   

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

    (CCC+, Caa1)      03/01/29        6.000        1,381,439  

700

   

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

    (B, B1)      05/01/29        4.625        603,669  

400

   

Interface, Inc., Rule 144A, Company Guaranteed Notes (Callable 12/01/23 @ 102.75)(1)

    (B+, B1)      12/01/28        5.500        340,431  

1,847

   

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

    (B, B3)      02/01/30        5.500        1,527,920  

1,175

   

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

    (CCC+, Caa1)      04/15/30        9.500        1,085,436  

450

   

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

    (CCC, Caa1)      08/01/29        6.750        356,625  
              

 

 

  
                 7,855,087  
              

 

 

  

Cable & Satellite TV (2.8%)

            

685

   

CSC Holdings LLC, Global Senior Unsecured Notes (2)

    (CCC+, Caa2)      06/01/24        5.250        652,725  

50

   

CSC Holdings LLC, Rule 144A, Company Guaranteed Notes (Callable 10/30/23 @ 101.83)(1)

    (B, B2)      04/15/27        5.500        42,869  

 Credit Suisse Asset Management Income Fund, Inc.

 Schedule of Investments (continued)

 September 30, 2023 (unaudited)

 

 

Par 

(000)

        

Ratings†

(S&P/Moody’s)

   

Maturity

     

Rate%

     

Value

CORPORATE BONDS (continued)

            

Cable & Satellite TV (continued)

            

 $  850

   

CSC Holdings LLC, Rule 144A, Company Guaranteed Notes (Callable 10/30/23 @ 102.69)(1)

    (B, B2)      02/01/28        5.375      $ 693,050  

600

   

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

    (B, B2)      11/15/31        4.500        426,020  

1,600

   

Telenet Finance Luxembourg Notes Sarl, Rule 144A, Senior Secured Notes (Callable
10/10/23 @ 102.75)(1)

    (BB-, Ba3)      03/01/28        5.500        1,449,200  

1,200

   

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

    (BB-, B1)      07/15/31        4.875        975,108  
              

 

 

 

                 4,238,972  
              

 

 

 

Chemicals (4.6%)

            

200

   

Avient Corp., Rule 144A, Senior Unsecured Notes (Callable 10/30/23 @ 101.44)(1)

    (BB-, Ba3)      05/15/25        5.750        196,570  

477

   

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

    (BB-, Ba3)      08/01/30        7.125        469,111  

229

   

HB Fuller Co., Global Senior Unsecured Notes (Callable 10/30/23 @ 102.13)

    (BB-, Ba3)      10/15/28        4.250        202,310  

600

   

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

    (B-, B2)      05/15/28        4.750        466,670  

800

   

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

    (CCC, Caa2)      05/15/29        5.250        488,314  

1,300

   

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

    (BB, Ba2)      05/15/28        6.750        1,217,686  

350

   

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

    (CCC+, Caa2)      10/01/29        6.250        270,699  

1,400

   

Polar U.S. Borrower LLC/Schenectady International Group, Inc., Rule 144A, Senior Unsecured Notes (Callable 10/30/23 @ 103.38)(1)

    (CCC-, Caa2)      05/15/26        6.750        706,685  

800

   

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

    (BB-, B1)      03/15/29        4.625        646,308  

2,215

   

Vibrantz Technologies, Inc., Rule 144A, Senior Unsecured Notes (Callable 02/15/25 @
104.50)(1),(2)

    (CCC+, Caa2)      02/15/30        9.000        1,765,957  

389

   

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

    (B-, B1)      03/01/31        7.375        376,252  
              

 

 

 

                   6,806,562  
              

 

 

 

Consumer/Commercial/Lease Financing (1.2%)

            

1,950

   

Cargo Aircraft Management, Inc., Rule 144A, Company Guaranteed Notes (Callable
10/16/23 @ 102.38)(1)

    (BB, Ba2)      02/01/28        4.750        1,743,133  
              

 

 

 

Diversified Capital Goods (0.8%)

            

1,350

   

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

    (BB, Ba2)      06/01/31        4.250        1,132,387  
              

 

 

 

Electronics (0.7%)

            

400

   

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

    (B+, B2)      12/15/29        5.000        347,364  

800

   

Synaptics, Inc., Rule 144A, Company Guaranteed Notes (Callable 06/15/24 @ 102.00)(1),(2)

    (B+, Ba3)      06/15/29        4.000        660,760  
              

 

 

 

                 1,008,124  
              

 

 

 

Energy - Exploration & Production (2.6%)

            

425

   

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

    (BB-, B1)      07/01/28        8.375        432,969  

425

   

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

    (BB-, B1)      07/01/31        8.750        434,405  

40

   

CNX Resources Corp., Rule 144A, Company Guaranteed Notes (Callable 10/30/23 @ 103.63)(1)

    (BB, B1)      03/14/27        7.250        39,511  

550

   

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

    (BB, B1)      01/15/29        6.000        514,450  

200

   

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

    (BB-, B1)      04/15/28        6.875        196,565  

1,684

   

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

    (B+, B2)      03/01/28        8.125        1,683,646  

720

   

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

    (B+, B3)      10/15/29        5.500        648,894  
              

 

 

 

                 3,950,440  
              

 

 

 

 Credit Suisse Asset Management Income Fund, Inc.

 Schedule of Investments (continued)

 September 30, 2023 (unaudited)

 

 

Par 

(000)

        

Ratings†

(S&P/Moody’s)

   

Maturity

     

Rate%

     

Value

CORPORATE BONDS (continued)

            

Environmental (0.4%)

            

 $   600

   

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

    (BB+, Ba2)      06/15/30        6.000      $ 569,341  
              

 

 

 

Food - Wholesale (0.5%)

            

800

   

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

    (BB-, B2)      06/01/30        4.625        695,887  
              

 

 

 

Gaming (2.1%)

            

325

   

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

    (BB, B1)      06/15/31        4.750        276,960  

800

   

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

    (B+, B1)      04/01/30        5.750        723,753  

231

   

Churchill Downs, Inc., Rule 144A, Company Guaranteed Notes (Callable 10/30/23 @ 102.38)(1)

    (B+, B1)      01/15/28        4.750        208,575  

850

   

Churchill Downs, Inc., Rule 144A, Company Guaranteed Notes (Callable 05/01/26 @ 103.38)(1)

    (B+, B1)      05/01/31        6.750        804,313  

828

   

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

    (B, B2)      02/15/29        6.750        735,715  

400

   

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

    (B, B2)      02/15/29        6.750        343,726  
              

 

 

 

                   3,093,042  
              

 

 

 

Gas Distribution (5.1%)

            

1,000

   

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

    (BB, B1)      04/15/30        4.750        833,663  

425

   

Genesis Energy LP/Genesis Energy Finance Corp., Company Guaranteed Notes (Callable 10/30/23 @ 100.00)

    (B, B3)      10/01/25        6.500        418,097  

675

   

Genesis Energy LP/Genesis Energy Finance Corp., Company Guaranteed Notes (Callable 10/30/23 @ 101.56)

    (B, B3)      05/15/26        6.250        647,892  

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        279,513  

1,200

   

Hess Midstream Operations LP, Rule 144A, Company Guaranteed Notes (Callable 10/30/23 @ 102.56)(1)

    (BB+, Ba2)      06/15/28        5.125        1,105,518  

400

   

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

    (BB+, Ba2)      10/15/30        5.500        363,914  

400

   

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

    (BB+, Ba3)      04/15/27        6.375        391,894  

400

   

New Fortress Energy, Inc., Rule 144A, Senior Secured Notes (Callable 10/20/23 @ 101.69)(1)

    (BB, B1)      09/15/25        6.750        382,238  

1,150

   

New Fortress Energy, Inc., Rule 144A, Senior Secured Notes (Callable 10/30/23 @ 103.25)(1)

    (BB, B1)      09/30/26        6.500        1,060,057  

1,180

   

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

    (BB+, Ba2)      07/15/29        4.950        1,052,304  

610

   

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

    (BB+, Ba2)      05/15/30        4.800        527,068  

500

   

Tallgrass Energy Partners LP/Tallgrass Energy Finance Corp., Rule 144A, Company Guaranteed Notes (Callable 10/30/23 @ 101.88)(1)

    (BB-, B1)      10/01/25        7.500        499,190  
              

 

 

 

                 7,561,348  
              

 

 

 

Health Facility (0.5%)

            

800

   

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

    (B, B2)      10/31/29        4.375        691,940  
              

 

 

 

Health Services (1.5%)

            

524

   

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

    (BB-, Ba3)      04/15/29        4.000        445,241  

1,600

   

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

    (CCC, Caa2)      02/15/30        6.500        1,341,360  

446

   

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

    (BB-, Ba3)      02/15/30        5.375        393,332  
              

 

 

 

                 2,179,933  
              

 

 

 

Insurance Brokerage (4.2%)

            

1,000

   

Acrisure LLC/Acrisure Finance, Inc., Rule 144A, Senior Unsecured Notes (Callable
10/30/23 @ 105.06)(1),(2)

    (CCC+, Caa2)      08/01/26        10.125        1,026,181  

576

   

GTCR AP Finance, Inc., Rule 144A, Senior Unsecured Notes (Callable 10/30/23 @ 102.00)(1)

    (CCC+, Caa2)      05/15/27        8.000        566,725  

 Credit Suisse Asset Management Income Fund, Inc.

 Schedule of Investments (continued)

 September 30, 2023 (unaudited)

 

 

Par 

(000)

        

Ratings†

(S&P/Moody’s)

   

Maturity

     

Rate%

     

Value

CORPORATE BONDS (continued)

            

Insurance Brokerage (continued)

            

 $  600

   

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

    (B-, B2)      03/15/30        8.500      $ 605,086  

1,000

   

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

    (CCC, Caa2)      12/15/30        10.500        1,019,259  

2,712

   

NFP Corp., Rule 144A, Senior Unsecured Notes (Callable 10/30/23 @ 103.44)(1)

    (CCC+, Caa2)      08/15/28        6.875        2,332,201  

800

   

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

    (BB-, B1)      02/01/30        4.375        697,659  
              

 

 

 

                 6,247,111  
              

 

 

 

Investments & Misc. Financial Services (4.2%)

            

1,900

   

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

    (CCC+, Caa1)      11/15/29        8.500        1,655,764  

1,400

   

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

    (B+, B1)      04/15/29        5.250        1,225,186  

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        653,186  

1,600

   

GTCR W-2 Merger Sub LLC, Rule 144A, Senior Secured Notes (Callable 01/15/27 @ 103.75)(1)

    (BB, Ba3)      01/15/31        7.500        1,608,040  

400

   

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

    (B, B2)      06/15/29        4.000        336,115  

800

   

Shift4 Payments LLC/Shift4 Payments Finance Sub, Inc., Rule 144A, Company Guaranteed Notes (Callable 10/30/23 @ 102.31)(1)

    (NR, Ba3)      11/01/26        4.625        754,856  
              

 

 

 

                   6,233,147  
              

 

 

 

Machinery (3.8%)

            

1,425

   

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

    (BB, Ba2)      04/15/29        4.375        1,245,083  

1,080

   

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

    (BB, B2)      12/15/28        4.125        957,282  

1,400

   

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

    (CCC, Caa2)      10/15/29        6.625        1,159,306  

1,638

   

Enviri Corp., Rule 144A, Company Guaranteed Notes (Callable 10/30/23 @ 101.44)(1)

    (B, B3)      07/31/27        5.750        1,442,627  

250

   

Hillenbrand, Inc., Global Company Guaranteed Notes (Callable 10/10/23 @ 101.44)

    (BB+, Ba1)      06/15/25        5.750        246,609  

335

   

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

    (BB+, Baa3)      02/15/30        6.300        323,934  

335

   

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

    (BB+, Baa3)      04/15/33        6.400        323,189  
              

 

 

 

                 5,698,030  
              

 

 

 

Managed Care (0.3%)

            

505

   

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

    (B, B3)      10/01/29        4.500        435,621  
              

 

 

 

Media - Diversified (0.1%)

            

200

   

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

    (BB+, Ba1)      02/15/32        5.125        174,952  
              

 

 

 

Media Content (0.6%)

            

1,000

   

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

    (BB, Ba3)      07/01/29        5.500        885,698  
              

 

 

 

Metals & Mining - Excluding Steel (5.3%)

            

800

   

Alcoa Nederland Holding BV, Rule 144A, Company Guaranteed Notes (Callable 10/30/23 @ 102.75)(1)

    (BB+, Baa3)      12/15/27        5.500        761,588  

250

   

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

    (BB-, NR)      11/15/29        3.875        204,585  

1,800

   

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

    (B, B1)      02/15/30        6.500        1,550,587  

1,500

   

First Quantum Minerals Ltd., Rule 144A, Company Guaranteed Notes (Callable 10/10/23 @ 101.72)(1)

    (B+, NR)      03/01/26        6.875        1,457,709  

400

   

First Quantum Minerals Ltd., Rule 144A, Company Guaranteed Notes (Callable 06/01/26 @ 104.31)(1)

    (B+, NR)      06/01/31        8.625        399,465  

400

   

Kaiser Aluminum Corp., Rule 144A, Company Guaranteed Notes (Callable 10/30/23 @ 102.31)(1)

    (BB-, B2)      03/01/28        4.625        349,697  

 Credit Suisse Asset Management Income Fund, Inc.

 Schedule of Investments (continued)

 September 30, 2023 (unaudited)

 

 

Par 

(000)

        

Ratings†

(S&P/Moody’s)

   

Maturity

     

Rate%

     

Value

CORPORATE BONDS (continued)

            

Metals & Mining - Excluding Steel (continued)

            

 $  800

   

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

    (BB-, B2)      06/01/31        4.500      $ 634,754  

110

   

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

    (BB, Ba3)      01/30/30        4.750        95,359  

1,129

   

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

    (BB, B1)      06/30/29        4.875        960,734  

1,550

   

Taseko Mines Ltd., Rule 144A, Senior Secured Notes (Callable 10/30/23 @ 103.50)(1),(2)

    (B-, B3)      02/15/26        7.000        1,450,117  
              

 

 

 

                   7,864,595  
              

 

 

 

Non - Electric Utilities (0.3%)

            

600

   

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

    (BB-, B1)      06/01/31        5.000        501,585  
              

 

 

 

Packaging (4.1%)

            

460

   

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

    (B+, Caa1)      09/01/29        3.000        371,102  

400

   

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

    (BB+, Ba1)      03/15/28        6.875        402,882  

415

   

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

    (B+, Ba3)      01/01/30        7.500        417,771  

400

   

Intelligent Packaging Ltd. Finco, Inc./Intelligent Packaging Ltd. Co.-Issuer LLC, Rule 144A, Senior Secured Notes (Callable 10/30/23 @ 101.50)(1)

    (B-, B3)      09/15/28        6.000        350,615  

1,500

   

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

    (B, B2)      08/15/26        7.875        1,448,961  

400

   

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

    (B+, B2)      05/15/31        7.250        391,500  

1,000

   

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

    (CCC+, Caa2)      12/31/28        12.750        1,046,250  

2,040

   

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

    (BB-, Ba3)      04/15/29        4.125        1,750,871  
              

 

 

 

                 6,179,952  
              

 

 

 

Personal & Household Products (0.9%)

            

1,350

   

CB High Ridge, Rule 144A (1),(5),(6),(7),(8)

    (NR, NR)      03/15/25        0.000        16,875  

1,600

   

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

    (CCC+, Caa2)      06/01/29        6.375        1,318,702  
              

 

 

 

                 1,335,577  
              

 

 

 

Pharmaceuticals (0.2%)

            

708

   

Emergent BioSolutions, Inc., Rule 144A, Company Guaranteed Notes (Callable 10/30/23 @ 101.94)(1)

    (CCC+, Caa3)      08/15/28        3.875        296,606  
              

 

 

 

Real Estate Investment Trusts (1.3%)

            

1,471

   

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

    (BBB-, WR)      12/15/27        3.750        1,140,398  

200

   

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

    (BB-, Ba3)      07/15/26        3.625        177,620  

800

   

Starwood Property Trust, Inc., Rule 144A, Senior Unsecured Notes (Callable 07/15/26 @ 100.00)(1)

    (BB-, Ba3)      01/15/27        4.375        698,733  
              

 

 

 

                 2,016,751  
              

 

 

 

Recreation & Travel (4.8%)

            

1,600

   

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

    (B, B1)      05/15/29        4.750        1,401,369  

2,575

   

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

    (B, B2)      08/15/29        5.250        2,265,305  

300

   

SeaWorld Parks & Entertainment, Inc., Rule 144A, Senior Secured Notes (Callable 10/30/23 @ 102.19)(1)

    (BB, WR)      05/01/25        8.750        304,327  

1,492

   

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

    (B, B3)      05/15/31        7.250        1,402,480  

 Credit Suisse Asset Management Income Fund, Inc.

 Schedule of Investments (continued)

 September 30, 2023 (unaudited)

 

 

Par 

(000)

        

Ratings†

(S&P/Moody’s)

  

Maturity

     

Rate%

     

Value

  
CORPORATE BONDS (continued)           
Recreation & Travel (continued)           

 $  1,915

   

Speedway Motorsports LLC/Speedway Funding II, Inc., Rule 144A, Senior Unsecured Notes (Callable 10/30/23 @ 102.44)(1)

    (BB, B2)     11/01/27        4.875      $ 1,739,835  
             

 

 

  
                7,113,316  
             

 

 

  
Restaurants (0.4%)           

625

   

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

    (BB, Ba3)     04/01/32        5.375        572,351  
             

 

 

  
Software - Services (6.5%)           

1,700

   

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

    (B+, B1)     07/15/29        4.125        1,449,646  

1,775

   

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

    (CCC+, Caa2)     02/15/29        6.000        1,336,084  

635

   

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

    (BB-, Ba3)     12/01/29        3.875        522,680  

800

   

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

    (BBB-, Ba1)     12/01/27        6.900        802,575  

825

   

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

    (BB-, Ba3)     12/01/31        4.125        659,111  

2,107

   

Presidio Holdings, Inc., Rule 144A, Company Guaranteed Notes (Callable 10/30/23 @ 104.13)(1)

    (CCC+, Caa1)     02/01/28        8.250        2,015,773  

2,705

   

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

    (CCC+, Caa1)     12/15/28        7.125        2,187,709  

600

   

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

    (B, B2)     08/15/30        8.500        594,933  

200

   

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

    (B+, B1)     02/01/29        3.875        167,385  
             

 

 

  
                  9,735,896  
             

 

 

  
Specialty Retail (3.3%)           

40

   

Asbury Automotive Group, Inc., Global Company Guaranteed Notes (Callable 10/10/23 @ 102.25)

    (BB, B1)     03/01/28        4.500        35,914  

491

   

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

    (BB, B1)     03/01/30        4.750        420,505  

200

   

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

    (BB, B1)     11/15/29        4.625        172,004  

200

   

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

    (BB, B1)     02/15/32        5.000        165,942  

51

   

Eagle Intermediate Global Holding BV/Eagle U.S. Finance LLC, Rule 144A, Senior Secured Notes (Callable 10/10/23 @ 101.88)(1),(7),(8)

    (NR, NR)     05/01/25        7.500        32,726  

1,850

   

Eagle Intermediate Global Holding BV/Eagle U.S. Finance LLC, Rule 144A, Senior Secured Notes (Callable 10/10/23 @ 101.88)(1)

    (NR, Caa3)     05/01/25        7.500        1,217,462  

68

   

Eagle Intermediate Global Holding BV/Ruyi U.S. Finance LLC (7),(8)

    (NR, WR)     05/01/25        0.000        36,378  

600

   

Group 1 Automotive, Inc., Rule 144A, Company Guaranteed Notes (Callable 10/30/23
@ 102.00)(1)

    (BB+, Ba2)     08/15/28        4.000        521,649  

600

   

LCM Investments Holdings II LLC, Rule 144A, Senior Unsecured Notes (Callable 05/01/24
@ 102.44)(1)

    (B+, B2)     05/01/29        4.875        510,849  

200

   

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

    (B+, B2)     08/01/31        8.250        194,179  

400

   

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

    (BB+, Ba2)     02/15/31        3.750        327,144  

1,150

   

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

    (BB-, B1)     11/15/31        4.875        916,707  

350

   

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

    (BB, Ba3)     09/15/28        7.000        346,371  
             

 

 

  
                4,897,830  
             

 

 

  
Steel Producers/Products (1.7%)           

700

   

ATI, Inc., Senior Unsecured Notes (Callable 08/15/26 @ 103.63)

    (B+, B2)     08/15/30        7.250        695,604  

2,197

   

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

    (B, Caa1)     04/15/29        6.250        1,819,356  
             

 

 

  
                2,514,960  
             

 

 

  
Support - Services (9.0%)           

1,223

   

Allied Universal Holdco LLC/Allied Universal Finance Corp., Rule 144A, Senior Unsecured Notes (Callable 10/30/23 @ 102.44)(1)

    (CCC+, Caa2)     07/15/27        9.750        1,095,737  

 Credit Suisse Asset Management Income Fund, Inc.

 Schedule of Investments (continued)

 September 30, 2023 (unaudited)

 

 

Par 

(000)

        

Ratings†

(S&P/Moody’s)

   

Maturity

     

Rate%

     

Value

  
CORPORATE BONDS (continued)            
Support – Services (continued)            

 $  1,300

   

Allied Universal Holdco LLC/Allied Universal Finance Corp., Rule 144A, Senior Unsecured Notes (Callable 06/01/24 @ 103.00)(1),(2)

    (CCC+, Caa2)      06/01/29        6.000      $ 971,228  

582

   

Allied Universal Holdco LLC/Allied Universal Finance Corp./Atlas Luxco 4 Sarl, Rule 144A, Senior Secured Notes (Callable 06/01/24 @ 102.31)(1)

    (B, B3)      06/01/28        4.625        483,882  

400

   

ASGN, Inc., Rule 144A, Company Guaranteed Notes (Callable 10/30/23 @ 102.31)(1)

    (BB-, Ba3)      05/15/28        4.625        357,269  

2,400

   

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

    (B-, B2)      05/01/28        4.500        1,827,360  

2,735

   

GEMS MENASA Cayman Ltd./GEMS Education Delaware LLC, Rule 144A, Senior Secured Notes (Callable 10/30/23 @ 101.78)(1)

    (B, B2)      07/31/26        7.125        2,658,702  

915

   

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

    (BB-, B1)      12/15/28        3.875        782,428  

325

   

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

    (BB, Ba2)      03/01/29        3.500        274,049  

600

   

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

    (BBB-, Baa3)      12/15/29        6.000        584,773  

1,100

   

WESCO Distribution, Inc., Rule 144A, Company Guaranteed Notes (Callable 10/30/23
@ 101.78)(1)

    (BB, Ba3)      06/15/25        7.125        1,103,712  

500

   

WESCO Distribution, Inc., Rule 144A, Company Guaranteed Notes (Callable 10/30/23
@ 103.63)(1)

    (BB, Ba3)      06/15/28        7.250        504,347  

1,231

   

White Cap Buyer LLC, Rule 144A, Senior Unsecured Notes (Callable 10/30/23 @ 103.44)(1)

    (CCC+, Caa1)      10/15/28        6.875        1,088,352  

595

   

Williams Scotsman International, Inc., Rule 144A, Senior Secured Notes (Callable 10/30/23
@ 102.31)(1)

    (BB-, B2)      08/15/28        4.625        533,180  

1,500

   

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

    (BB-, B2)      01/15/30        5.000        1,179,720  
              

 

 

  
                  13,444,739  
              

 

 

  
Tech Hardware & Equipment (2.8%)            

270

   

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

    (BB, Ba1)      01/31/30        4.000        228,772  

340

   

CommScope Technologies LLC, Rule 144A, Company Guaranteed Notes (Callable 10/10/23
@ 101.67)(1)

    (CCC+, Caa1)      03/15/27        5.000        189,931  

1,350

   

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

    (BB, Baa3)      04/15/29        4.750        1,214,784  

1,600

   

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

    (BB-, B1)      05/15/29        4.750        1,403,935  

1,320

   

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

    (BB-, B1)      11/15/28        4.125        1,166,357  
              

 

 

  
                 4,203,779  
              

 

 

  
Telecom - Wireline Integrated & Services (3.4%)            

800

   

Altice Financing SA, Rule 144A, Senior Secured Notes (Callable 10/30/23 @ 102.50)(1)

    (B, B3)      01/15/28        5.000        685,007  

1,856

   

Altice France SA, Rule 144A, Senior Secured Notes (Callable 10/30/23 @ 102.56)(1)

    (B-, B2)      01/15/29        5.125        1,321,370  

200

   

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

    (B-, B2)      07/15/29        5.125        142,122  

200

   

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

    (B-, B2)      10/15/29        5.500        144,186  

1,193

   

LCPR Senior Secured Financing DAC, Rule 144A, Senior Secured Notes (Callable 10/30/23
@ 101.69)(1)

    (B+, B1)      10/15/27        6.750        1,097,274  

200

   

LCPR Senior Secured Financing DAC, Rule 144A, Senior Secured Notes (Callable 07/15/24
@ 102.56)(1)

    (B+, B1)      07/15/29        5.125        160,946  

400

   

Level 3 Financing, Inc., Rule 144A, Company Guaranteed Notes (Callable 10/30/23 @ 102.13)(1)

    (CCC+, B3)      07/01/28        4.250        249,738  

600

   

Level 3 Financing, Inc., Rule 144A, Company Guaranteed Notes (Callable 01/15/24 @ 101.81)(1)

    (CCC+, B3)      01/15/29        3.625        336,831  

500

   

Virgin Media Secured Finance PLC, Rule 144A, Senior Secured Notes (Callable 10/09/23
@ 101.25)(1),(9)

    (BB-, Ba3)      04/15/27        5.000        567,991  

400

   

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

    (BB-, Ba3)      01/31/31        4.250        319,234  
              

 

 

  
                 5,024,699  
              

 

 

  

 Credit Suisse Asset Management Income Fund, Inc.

 Schedule of Investments (continued)

 September 30, 2023 (unaudited)

 

 

Par 

(000)

        

Ratings†

(S&P/Moody’s)

   

Maturity

     

Rate%

     

Value

              
CORPORATE BONDS (continued)            
Theaters & Entertainment (1.3%)            

 $  1,025

   

Live Nation Entertainment, Inc., Rule 144A, Company Guaranteed Notes (Callable 10/30/23 @ 100.00)(1)

    (B+, B2)      11/01/24        4.875      $ 1,009,968  

700

   

Live Nation Entertainment, Inc., Rule 144A, Company Guaranteed Notes (Callable 10/30/23 @ 101.41)(1)

    (B+, B2)      03/15/26        5.625        671,557  

325

   

Live Nation Entertainment, Inc., Rule 144A, Company Guaranteed Notes (Callable 10/30/23 @ 102.38)(1)

    (B+, B2)      10/15/27        4.750        297,928  
              

 

 

 

                 1,979,453  
              

 

 

 

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        197,221  

1,045

   

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

    (BBB-, Ba1)      06/01/28        6.250        1,013,064  
              

 

 

 

                 1,210,285  
              

 

 

 

Trucking & Delivery (0.9%)            

1,400

   

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

    (BB+, Baa3)      11/15/27        7.500        1,417,815  
              

 

 

 

TOTAL CORPORATE BONDS (Cost $154,252,193)                140,762,341  
              

 

 

 

BANK LOANS (24.1%)            

Advertising (0.4%)

            

23

   

MH Sub I LLC (1st Lien Term Loan), 1 mo. USD Term SOFR + 3.750%(10)

    (B, B1)      09/13/24        9.181        22,547  

552

   

MH Sub I LLC (Incremental Term Loan), 1 mo. USD Term SOFR + 3.750%(10)

    (B, B1)      09/13/24        9.181        553,154  
              

 

 

 

                 575,701  
              

 

 

 

Aerospace & Defense (1.1%)            

1,050

   

Amentum Government Services Holdings LLC, 1 mo. USD Term SOFR + 8.750%(10)

    (NR, NR)      01/31/28        14.181        959,878  

296

   

Amentum Government Services Holdings LLC, 1 mo. USD Term SOFR + 4.000%(10)

    (B, B2)      02/15/29        9.331        292,919  

376

   

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

    (NR, NR)      02/01/29        13.233        369,449  
              

 

 

 

                 1,622,246  
              

 

 

 

Auto Parts & Equipment (0.2%)            

332

   

Jason Group, Inc., 1 mo. USD Term SOFR + 6.000%, 0.000% PIK(3),(10)

    (NR, WR)      08/28/25        11.431        289,123  
              

 

 

 

Building Materials (0.4%)            

530

   

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

    (B, B2)      08/01/28        10.957        529,148  
              

 

 

 

Chemicals (0.9%)            

346

   

Ascend Performance Materials Operations LLC, 3 mo. USD Term SOFR + 4.750%(10)

    (B+, Ba3)      08/27/26        10.318        338,940  

741

   

Luxembourg Investment Company 428 Sarl, 3 mo. USD Term SOFR + 5.000%(10)

    (B-, B3)      01/03/29        10.540        544,505  

568

   

Polar U.S. Borrower LLC, 3 mo. USD Term SOFR + 4.750%(10)

    (CCC, B3)      10/15/25       
 9.721-
10.151
 		      458,812  
              

 

 

 

                 1,342,257  
              

 

 

 

Diversified Capital Goods (1.0%)            

745

   

Dynacast International LLC, 3 mo. USD Term SOFR + 9.000%(10)

    (CCC, Caa2)      10/22/25        14.517        574,609  

1,018

   

Electrical Components International, Inc., U.S. (Fed) Prime Rate + 7.500%(8),(10)

    (B-, B2)      06/26/25        16.000        977,587  
              

 

 

 

                 1,552,196  
              

 

 

 

Electric - Generation (1.0%)            

1,496

   

Brookfield WEC Holdings, Inc.(11)

    (B, B2)      08/01/25        0.000        1,497,022  
              

 

 

 

Electronics (1.0%)            

1,514

   

Idemia Group, 3 mo. USD Term SOFR + 4.750%(10)

    (B, B2)      09/30/28        10.140        1,516,561  
              

 

 

 

 Credit Suisse Asset Management Income Fund, Inc.

 Schedule of Investments (continued)

 September 30, 2023 (unaudited)

 

 

Par 

(000)

        

Ratings†

(S&P/Moody’s)

   

Maturity

     

Rate%

     

Value

BANK LOANS (continued)            
Food & Drug Retailers (0.5%)            

 $  1,000

   

WOOF Holdings, Inc., 3 mo. USD LIBOR + 7.250%(10)

    (CCC-, Caa2)      12/21/28        12.686      $ 725,000  
              

 

 

 

Gas Distribution (0.7%)            

998

   

Traverse Midstream Partners LLC, 3 mo. USD Term SOFR + 3.750%(10)

    (B+, B2)      02/16/28        9.216        999,446  
              

 

 

 

Health Facility (0.3%)            

532

   

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

    (B-, Caa1)      09/30/27        12.990        424,245  
              

 

 

 

Health Services (0.9%)            

819

   

MedAssets Software Intermediate Holdings, Inc., 1 mo. USD Term SOFR + 6.750%(10)

    (CCC-, Caa3)      12/17/29        12.068        524,930  

800

   

U.S. Radiology Specialists, Inc., 3 mo. USD Term SOFR + 5.250%(10)

    (B-, B3)      12/15/27        10.740        777,914  
              

 

 

 

                 1,302,844  
              

 

 

 

Hotels (0.6%)            

895

   

Aimbridge Acquisition Co., Inc., 1 mo. USD Term SOFR + 4.750%(10)

    (CCC+, B3)      02/02/26        10.183        868,755  
              

 

 

 

Investments & Misc. Financial Services (1.5%)            

1,500

   

AqGen Ascensus, Inc., 3 mo. USD Term SOFR + 6.500%(10)

    (CCC, Caa2)      08/02/29        12.030        1,432,507  

865

   

Deerfield Dakota Holding LLC, 3 mo. USD Term SOFR + 6.750%(10)

    (CCC, Caa2)      04/07/28        12.402        821,575  

460

   

Ditech Holding Corp.(5),(6),(8)

    (NR, WR)      06/30/22        0.000        8,052  
              

 

 

 

                 2,262,134  
              

 

 

 

Machinery (1.1%)            

1,398

   

LTI Holdings, Inc., 1 mo. USD Term SOFR + 6.750%(10),(12)

    (CCC+, Caa2)      09/06/26        12.181        1,274,916  

432

   

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

    (B-, B2)      09/06/25        8.931        421,563  
              

 

 

 

                 1,696,479  
              

 

 

 

Media - Diversified (0.3%)            

214

   

Technicolor Creative Studios, 3 mo. EUR EURIBOR + 5.000%(4),(8),(10)

    (NR, NR)      06/05/30        8.795        —  

101

   

Technicolor Creative Studios, 6 mo. EUR EURIBOR + 0.500%(4),(10)

    (NR, NR)      07/31/26        3.835        102,298  

95

   

Technicolor Creative Studios, 6 mo. EUR EURIBOR + 0.500%(4),(10)

    (NR, NR)      07/31/26        4.429        95,703  

529

   

Technicolor Creative Studios, 3 mo. EUR EURIBOR + 5.000%(4),(8),(10)

    (NR, NR)      08/06/33        8.486        302,690  
              

 

 

 

                 500,691  
              

 

 

 

Medical Products (1.4%)            

627

   

Femur Buyer, Inc., 3 mo. USD Term SOFR + 5.500%(8),(10)

    (CCC+, NR)      08/05/25        11.152        569,771  

900

   

Viant Medical Holdings, Inc., 1 mo. USD Term SOFR + 7.750%(10),(12)

    (CCC, Caa3)      07/02/26        13.181        834,750  

681

   

Viant Medical Holdings, Inc., 1 mo. USD LIBOR + 6.250%(8),(10)

    (B-, B3)      07/02/25        11.681        677,104  
              

 

 

 

                 2,081,625  
              

 

 

 

Packaging (0.6%)            

898

   

Proampac PG Borrower LLC, 3 mo. USD Term SOFR + 3.750%(10)

    (B-, B3)      11/03/25       
 9.258-
9.391
 		      894,792  

540

   

Strategic Materials, Inc.(5),(6),(12)

    (D, C)      10/31/25        0.000        15,525  
              

 

 

 

                 910,317  
              

 

 

 

Personal & Household Products (0.9%)            

1,277

   

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

    (NR, NR)      06/29/28        12.900        1,279,178  
              

 

 

 

Recreation & Travel (1.9%)            

763

   

Bulldog Purchaser, Inc., 3 mo. USD Term SOFR + 7.750%(10)

    (CCC-, Caa3)      09/04/26        13.273        673,373  

964

   

Bulldog Purchaser, Inc., 3 mo. USD Term SOFR + 3.750%(10)

    (B-, B3)      09/05/25        9.273        933,635  

773

   

Hornblower Sub LLC, U.S. (Fed) Prime Rate + 7.125%(10)

    (NR, NR)      11/10/25        15.625        777,062  

522

   

Hornblower Sub LLC, 3 mo. USD LIBOR + 4.500%(8),(10)

    (CCC-, Caa2)      04/27/25        10.152        219,131  

200

   

Hornblower Sub LLC, U.S. (Fed) Prime Rate + 7.125%(10)

    (NR, NR)      11/20/25        15.625        201,000  
              

 

 

 

                 2,804,201  
              

 

 

 

Restaurants (0.1%)            

200

   

Tacala LLC, 1 mo. USD Term SOFR + 7.500%(10)

    (CCC, Caa2)      02/04/28        13.431        194,100  
              

 

 

 

Software - Services (3.9%)            

1,187

   

Aston FinCo Sarl, 1 mo. USD Term SOFR + 4.250%(10)

    (B-, B3)      10/09/26        9.681        1,037,133  

595

   

Astra Acquisition Corp., 3 mo. USD Term SOFR + 5.250%(10)

    (B-, B1)      10/25/28        10.902        449,653  

600

   

CommerceHub, Inc., 3 mo. USD Term SOFR + 7.000%(10)

    (CCC, Caa2)      12/29/28        12.522        474,000  

1,250

   

Epicor Software Corp., 1 mo. USD Term SOFR + 7.750%(10)

    (CCC, Caa1)      07/31/28        13.166        1,258,300  

 Credit Suisse Asset Management Income Fund, Inc.

 Schedule of Investments (continued)

 September 30, 2023 (unaudited)

 

 

Par 

(000)

        

Ratings†

(S&P/Moody’s)

   

Maturity

     

Rate%

     

Value

BANK LOANS (continued)            
Software – Services (continued)            

 $  1,188

   

Project Alpha Intermediate Holding, Inc., 1 mo. USD Term SOFR + 4.000%(10)

    (B-, B3)      04/26/24        9.431      $ 1,188,666  

991

   

Quest Software U.S. Holdings, Inc., 3 mo. USD Term SOFR + 4.250%(10)

    (CCC+, B2)      02/01/29        9.769        829,649  

130

   

Redstone Holdco 2 LP, 1 mo. USD Term SOFR + 7.750%(10)

    (CCC, Caa3)      04/27/29        13.183        85,637  

555

   

Redstone Holdco 2 LP, 1 mo. USD Term SOFR + 4.750%(10)

    (B-, B3)      04/27/28        10.184        478,635  
              

 

 

 

                 5,801,673  
              

 

 

 

Support - Services (0.9%)            

400

   

LaserShip, Inc., 2 mo. USD Term SOFR + 7.500%(10)

    (CCC-, Caa3)      05/07/29        13.396        334,000  

793

   

LaserShip, Inc., 2 mo. USD Term SOFR + 4.500%(10)

    (CCC+, B3)      05/07/28        10.396        740,660  

400

   

TruGreen Ltd. Partnership, 3 mo. USD Term SOFR + 8.500%(8),(10)

    (CCC, Caa3)      11/02/28        14.131        282,000  
              

 

 

 

                 1,356,660  
              

 

 

 

Telecom - Wireline Integrated & Services (1.3%)            

1,243

   

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

    (NR, B1)      08/01/29        11.117        1,100,399  

875

   

TVC Albany, Inc., 1 mo. USD Term SOFR + 7.500%(10),(12)

    (CCC, Caa2)      07/23/26        12.931        852,031  
              

 

 

 

                 1,952,430  
              

 

 

 

Theaters & Entertainment (1.2%)            

499

   

UFC Holdings LLC(11)

    (B+, B2)      04/29/26        0.000        498,615  

1,271

   

William Morris Endeavor Entertainment LLC, 1 mo. USD Term SOFR + 2.750%(10)

    (B+, B3)      05/18/25        8.181        1,270,674  
              

 

 

 

                 1,769,289  
              

 

 

 

TOTAL BANK LOANS (Cost $38,274,794)               35,853,321  
              

 

 

 

ASSET BACKED SECURITIES (7.9%)            
Collateralized Debt Obligations (7.9%)            

650

   

Anchorage Capital CLO 15 Ltd., 2020-15A, Rule 144A, 3 mo. USD Term SOFR + 7.662% (1),(10)

    (NR, Ba3)      07/20/34        12.988        612,437  

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        12.496        927,560  

500

   

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

    (NR, Ba3)      04/27/39        6.659        400,135  

750

   

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

    (BB-, NR)      10/15/36        12.280        644,948  

1,000

   

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

    (BB-, NR)      01/17/33        11.920        885,327  

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        12.308        922,928  

1,000

   

CIFC Funding Ltd., 2017-1A, Rule 144A, 3 mo. USD Term SOFR + 3.762% (1),(10)

    (NR, Baa2)      04/23/29        9.095        992,469  

1,000

   

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

    (NR, B1)      07/15/31        11.720        943,329  

1,000

   

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

    (BB-, NR)      10/20/34        12.698        915,388  

1,000

   

Marble Point CLO XXIII Ltd., 2021-4A, Rule 144A, 3 mo. USD LIBOR + 5.750% (1),(10)

    (NR, Ba1)      01/22/35        11.357        939,352  

400

   

MP CLO III Ltd., 2013-1A, Rule 144A, 3 mo. USD Term SOFR + 3.312% (1),(10)

    (NR, Ba1)      10/20/30        8.638        360,100  

1,000

   

Oaktree CLO Ltd., 2019-4A, Rule 144A, 3 mo. USD Term SOFR + 7.492% (1),(10)

    (BB-, NR)      10/20/32        12.818        938,010  

1,000

   

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

    (NR, Baa2)      04/20/37        5.459        897,215  

1,000

   

Venture 41 CLO Ltd., 2021-41A, Rule 144A, 3 mo. USD Term SOFR + 7.972% (1),(10)

    (BB-, NR)      01/20/34        13.298        935,786  

400

   

Vibrant CLO VII Ltd., 2017-7A, Rule 144A, 3 mo. USD Term SOFR + 3.862% (1),(10)

    (NR, Baa3)      09/15/30        9.188        383,033  
              

 

 

 

TOTAL ASSET BACKED SECURITIES (Cost $12,466,637)               11,698,017  
              

 

 

 

 Credit Suisse Asset Management Income Fund, Inc.

 Schedule of Investments (continued)

 September 30, 2023 (unaudited)

 

 

    Shares    Value

COMMON STOCKS (0.9%)

 

Auto Parts & Equipment (0.3%)

 

37,576

   

Jason, Inc.(6)

    $    394,551  
     

 

 

 

Chemicals (0.4%)

   

2,794

   

Project Investor Holdings LLC(6),(7),(8),(12)

      28  

46,574

   

Proppants Holdings LLC(6),(7),(8),(12)

      931  

10,028

   

UTEX Industries, Inc.(6)

      616,722  
     

 

 

 

     617,681  
     

 

 

 

Personal & Household Products (0.2%)

   

22,719

   

Serta Simmons Common(6)

      249,909  
     

 

 

 

Pharmaceuticals (0.0%)

   

45,583

   

Akorn, Inc.(6)

      12,535  
     

 

 

 

Private Placement (0.0%)

   

28,260

   

Technicolor Creative Studios SA(6),(13)

      48,734  
     

 

 

 

Specialty Retail (0.0%)

   

69

   

Eagle Investments Holding Co. LLC, Class B(6),(7),(8)

      1  
     

 

 

 

Support - Services (0.0%)

   

800

   

LTR Holdings, Inc.(6),(7),(8),(12)

      1,185  
     

 

 

 

Theaters & Entertainment (0.0%)

   

292,392

   

Vantiva SA(4),(6)

      47,588  
     

 

 

 

TOTAL COMMON STOCKS (Cost $3,073,633)

      1,372,184  
     

 

 

 

WARRANTS (0.0%)

   

Chemicals (0.0%)

   

11,643

   

Project Investor Holdings LLC, expires 02/20/2022(6),(7),(8),(12)

      —  
     

 

 

 

Private Placement (0.0%)

   

819,286

   

Technicolor Creative Studios SA(6),(13)

      14,129  
     

 

 

 

TOTAL WARRANTS (Cost $6,055)

      14,129  
     

 

 

 

SHORT-TERM INVESTMENTS (12.0%)

   

 11,281,572

   

State Street Institutional U.S. Government Money Market Fund - Premier Class, 5.30%

      11,281,572  

6,650,555

   

State Street Navigator Securities Lending Government Money Market Portfolio, 5.36%(14)

      6,650,555  
     

 

 

 

TOTAL SHORT-TERM INVESTMENTS (Cost $17,932,127)

      17,932,127  
     

 

 

 

TOTAL INVESTMENTS AT VALUE (139.4%) (Cost $226,005,439)

      207,632,119  

LIABILITIES IN EXCESS OF OTHER ASSETS (-39.4%)

      (58,678,521 ) 
     

 

 

 

NET ASSETS (100.0%)

    $ 148,953,598  
     

 

 

 

INVESTMENT ABBREVIATIONS

   

1 mo. = 1 month

   

3 mo. = 3 month

   

6 mo. = 6 month

   

EURIBOR = Euro Interbank Offered Rate

   

LIBOR = London Interbank Offered Rate

   

NR = Not Rated

   

Sarl = société à responsabilité limitée

   

SOFR = Secured Overnight Financing Rate

   

WR = Withdrawn Rating

   
  

 

† 

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

(1) 

Security exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At September 30, 2023, these securities amounted to a value of $147,849,578 or 99.3% of net assets.

(2) 

Security or portion thereof is out on loan.

(3) 

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

 Credit Suisse Asset Management Income Fund, Inc.

 Schedule of Investments (continued)

 September 30, 2023 (unaudited)

 

 

(4) 

This security is denominated in Euro.

(5) 

Bond is currently in default.

(6) 

Non-income producing security.

(7) 

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

(8) 

Security is valued using significant unobservable inputs.

(9) 

This security is denominated in British Pound.

(10) 

Variable rate obligation - The interest rate shown is the rate in effect as of September 30, 2023. The rate may be subject to a cap and floor.

(11) 

The rates on certain variable rate securities are not based on a published reference rate and spread but are determined by the issuer or agent and are based on current market conditions. These securities do not indicate a reference rate and spread in their description above. The interest rate shown is the rate in effect as of September 30, 2023.

(12) 

Illiquid security.

(13) 

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

(14) 

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

 

Forward Foreign Currency Contracts

      
Forward
Currency to be
Purchased		     

Forward
Currency to be
Sold

      Expiration
Date		   

Counterparty

       Value on
Settlement Date		         Current
Value/Notional		         Unrealized
Appreciation
EUR      494,747      USD      518,119      10/11/23    Morgan Stanley   $     518,118     $     523,983     $     5,865  
GBP      15,119      USD      17,160      10/11/23    Deutsche Bank AG       17,160         18,455         1,295  
USD      44,993      EUR      40,746      10/11/23    JPMorgan Chase       (44,993 )        (43,153 )        1,840  
USD      23,774      GBP      18,936      10/11/23    Barclays Bank PLC       (23,773 )        (23,113 )        660  
                          

 

 

 

Total Unrealized Appreciation

           $        9,660  
                          

 

 

 

Forward Foreign Currency Contracts

      
Forward
Currency to be
Purchased		     

Forward
Currency to be
Sold

      Expiration
Date		   

Counterparty

       Value on
Settlement Date		         Current
Value/Notional		         Unrealized
Depreciation
EUR      473,540      USD      503,537      10/11/23    Barclays Bank PLC   $     503,537     $     501,523     $     (2,014 ) 
EUR      495,646      USD      527,935      10/11/23    Deutsche Bank AG       527,934         524,935         (2,999 ) 
EUR      143,219      USD      155,861      10/11/23    JPMorgan Chase       155,861         151,681         (4,180 ) 
GBP      21,498      USD      27,237      10/11/23    JPMorgan Chase       27,237         26,240         (997 ) 
USD      2,965,441      EUR      2,919,638      10/11/23    Deutsche Bank AG       (2,965,438 )        (3,092,166 )        (126,728 ) 
USD      549,298      GBP      490,272      10/11/23    Deutsche Bank AG       (549,298 )        (598,429 )        (49,131 ) 
                          

 

 

 

Total Unrealized Depreciation

           $     (186,049 ) 
                          

 

 

 

Total Net Unrealized Appreciation/(Depreciation)

           $     (176,389 ) 
                          

 

 

 

 

Currency Abbreviations:   

EUR = Euro

GBP = British Pound

USD = United States Dollar

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

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

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

 

  ●  

Level 1—quoted prices in active markets for identical investments

  ●  

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

  ●  

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

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

The following is a summary of the inputs used as of September 30, 2023 in valuing the Fund’s assets and liabilities carried at fair value:

Credit Suisse Asset Management Income Fund, Inc.

 

Assets   

         Level 1         Level 2         Level 3         Total

Investments in Securities

                

Corporate Bonds

   $     —     $         140,676,362     $     85,979     $     140,762,341  

Bank Loans

       —         32,816,986         3,036,335         35,853,321  

Asset Backed Securities

       —         11,698,017         —         11,698,017  

Common Stocks

       298,643         1,071,396         2,145         1,372,184  

Warrants

       14,129         —         01         14,129  

Short-term Investments

       17,932,127         —         —         17,932,127  
   

 

 

 

    

 

 

 

    

 

 

 

    

 

 

 

  $     18,244,899     $         186,262,761     $     3,124,459     $     207,632,119  
   

 

 

 

    

 

 

 

    

 

 

 

    

 

 

 

Other Financial Instruments*

                

Forward Foreign Currency Contracts

   $     —     $         9,660     $     —     $     9,660  
   

 

 

 

    

 

 

 

    

 

 

 

    

 

 

 

Liabilities

                                                                

Other Financial Instruments*

                

Forward Foreign Currency Contracts

   $     —     $         186,049     $     —     $     186,049  
   

 

 

 

    

 

 

 

    

 

 

 

    

 

 

 

  1

Includes a zero valued security.

  *

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

The following is a reconciliation of investments as of September 30, 2023 for which significant unobservable inputs were used in determining fair value.

 

        Corporate
Bonds		       Bank
Loans		       Common
Stocks		       Warrants       Total

Balance as of December 31, 2022

   $       94,488     $      4,620,480     $       302,487     $        73  (1)    $       5,017,528  

Accrued discounts (premiums)

       (18,502 )        6,280         -          -          (12,222 ) 

Purchases

       -          370,156         -          -          370,156  

Sales

       (32,969 )        (578,956 )        (92,783 )        -          (704,708 ) 

Realized gain (loss)

       (224,808 )        19         (2,594,920 )        (3,965 )        (2,823,674 ) 

Change in unrealized appreciation (depreciation)

       267,770         194,603         2,399,896         3,892         2,866,161  

Transfers into Level 3

       -          219,131         -          -          219,131  

Transfers out of Level 3

       -          (1,795,378 )        (12,535 )        -          (1,807,913 ) 
   

 

 

 

    

 

 

 

    

 

 

 

    

 

 

 

    

 

 

 

Balance as of September 30, 2023

   $     85,979     $     3,036,335     $     2,145     $     0  (1)    $     3,124,459  
   

 

 

 

    

 

 

 

    

 

 

 

    

 

 

 

    

 

 

 

Net change in unrealized appreciation (depreciation) from investments still held as of September 30, 2023

   $     (4,779 )    $     64,272     $     -      $        -      $     59,493  

 

 

(1) Includes a zero valued security.

Quantitative Disclosure About Significant Unobservable Inputs

 

 Asset Class   

         Fair Value
 At September 30, 2023 		     

Valuation

 Technique 

   

Unobservable

Input

   

Price Range

(Weighted Average)*  

 Bank Loans

   $         3,036,335      Vendor pricing     Single Broker Quote     $0.00 - $1.00 ($0.85) 

 Corporate Bonds

       85,979      Income Approach     Expected Remaining Distribution     0.01 - 0.64 (0.47) 

 Common Stocks

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

 Warrants

       0      Income Approach     Expected Remaining Distribution     0.00 (N/A) 

 

*

Weighted by relative fair value

Each fair value determination is based on a consideration of relevant factors, including both observable and unobservable inputs. Observable and unobservable inputs that Credit Suisse considers may include (i) the existence of any contractual restrictions on the disposition of securities; (ii) information obtained from the company, which may include an analysis of the company’s financial statements, the company’s products or intended markets or the company’s technologies; (iii) the price of the same or similar security negotiated at arm’s length in an issuer’s completed subsequent round of financing; (iv) the price and extent of public trading in similar securities of the issuer or of comparable companies; or (v) a probability and time value adjusted analysis of contractual term. Where available and appropriate, multiple valuation methodologies are applied to confirm fair value. To the extent that valuation is based on models or inputs that are less observable or unobservable in the market, determining fair value requires more judgment. Because of the inherent uncertainty of valuation, those estimated values may be materially higher or lower than the values that would have been used had a ready market for the investments existed. Accordingly, the degree of judgment exercised by the Fund in determining fair value is greatest for investments categorized in Level 3. In some circumstances, the inputs used to measure fair value might be categorized within different levels of the fair value hierarchy. In those instances, the fair value measurement is categorized in its entirety in the fair value hierarchy based on the least observable input that is significant to the fair value measurement. Additionally, changes in the market environment and other events that may occur over the life of the investments may cause the gains or losses ultimately realized on these investments to be different from the valuations used at the date of these financial statements.

During the period ended September 30, 2023, $219,131 was transferred from Level 2 to Level 3 due to a lack of a pricing source supported by observable inputs and $1,807,913 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.

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