Credit Suisse Asset Management Income Fund, Inc.
Schedule of Investments
March 31, 2024 (unaudited)
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| Par
(000) |
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Ratings†
(S&P/Moody’s) |
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Maturity |
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Rate% |
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Value |
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| CORPORATE BONDS (95.8%) |
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| Aerospace & Defense (1.5%) |
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| $ 391 |
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Bombardier, Inc., Rule 144A, Senior Unsecured Notes (Callable 02/01/26 @
103.75)(1),(2) |
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(B, B2) |
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02/01/29 |
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7.500 |
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$ |
402,927 |
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| 600 |
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Bombardier, Inc., Rule 144A, Senior Unsecured Notes (Callable 11/15/26 @
104.38)(1) |
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(B, B2) |
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11/15/30 |
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8.750 |
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641,500 |
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| 840 |
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TransDigm, Inc., Rule 144A, Senior Secured Notes (Callable 03/01/26 @ 103.19)(1) |
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(B+, Ba3) |
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03/01/29 |
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6.375 |
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844,728 |
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| 440 |
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TransDigm, Inc., Rule 144A, Senior Secured Notes (Callable 03/01/27 @ 103.31)(1) |
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(B+, Ba3) |
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03/01/32 |
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6.625 |
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445,237 |
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2,334,392 |
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| Air Transportation (0.4%) |
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| 400 |
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AAR Escrow Issuer LLC, Rule 144A, Company Guaranteed Notes (Callable 03/15/26 @ 103.38)(1) |
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(BB, Ba2) |
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03/15/29 |
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6.750 |
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403,566 |
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| 267 |
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VistaJet Malta Finance PLC/Vista Management Holding, Inc., Rule 144A, Senior Unsecured Notes (Callable
02/01/25 @ 103.19)(1),(2) |
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(B-, B3) |
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02/01/30 |
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6.375 |
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197,701 |
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601,267 |
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| Auto Parts & Equipment (1.9%) |
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| 400 |
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Adient Global Holdings Ltd., Rule 144A, Senior Secured Notes (Callable 04/15/25 @ 103.50)(1) |
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(BBB-, Ba2) |
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04/15/28 |
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7.000 |
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409,101 |
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| 1,405 |
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Clarios Global LP/Clarios U.S. Finance Co., Rule 144A, Company Guaranteed Notes (Callable 04/29/24 @
102.13)(1) |
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(B-, B3) |
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05/15/27 |
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8.500 |
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1,409,479 |
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| 1,200 |
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Phinia, Inc., Rule 144A, Senior Secured Notes (Callable 04/15/26 @ 103.38)(1) |
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(BB+, Ba1) |
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04/15/29 |
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6.750 |
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1,213,010 |
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3,031,590 |
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| Automakers (0.1%) |
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| 147 |
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Winnebago Industries, Inc., Rule 144A, Senior Secured Notes (Callable 04/29/24 @ 103.13)(1) |
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(BB+, Ba3) |
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07/15/28 |
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6.250 |
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145,744 |
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| Brokerage (2.1%) |
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| 1,701 |
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StoneX Group, Inc., Rule 144A, Senior Secured Notes (Callable 04/29/24 @
102.16)(1) |
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(BB-, Ba3) |
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06/15/25 |
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8.625 |
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1,709,709 |
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| 1,650 |
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StoneX Group, Inc., Rule 144A, Senior Secured Notes (Callable 03/01/27 @
103.94)(1) |
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(BB-, Ba3) |
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03/01/31 |
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7.875 |
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1,675,301 |
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3,385,010 |
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| Building & Construction (2.1%) |
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| 434 |
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Adams Homes, Inc., Rule 144A, Company Guaranteed Notes (Callable 04/15/24 @ 100.00)(1) |
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(BB-, B2) |
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02/15/25 |
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7.500 |
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435,024 |
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| 666 |
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MasTec, Inc., Rule 144A, Senior Unsecured Notes (Callable 08/15/24 @ 103.31)(1) |
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(BBB-, NR) |
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08/15/29 |
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6.625 |
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628,606 |
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| 1,774 |
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Pike Corp., Rule 144A, Company Guaranteed Notes (Callable 04/29/24 @ 102.75)(1) |
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(B-, B3) |
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09/01/28 |
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5.500 |
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1,699,271 |
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| 200 |
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Pike Corp., Rule 144A, Senior Unsecured Notes (Callable 01/31/27 @ 104.31)(1) |
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(B-, B3) |
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01/31/31 |
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8.625 |
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212,789 |
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| 350 |
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TopBuild Corp., Rule 144A, Company Guaranteed Notes (Callable 04/29/24 @ 101.81)(1) |
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(BB+, Ba2) |
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03/15/29 |
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3.625 |
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318,233 |
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3,293,923 |
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| Building Materials (7.5%) |
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| 750 |
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Advanced Drainage Systems, Inc., Rule 144A, Company Guaranteed Notes (Callable 07/15/25 @ 103.19)(1) |
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(BB-, Ba2) |
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06/15/30 |
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6.375 |
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754,674 |
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| 200 |
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Builders FirstSource, Inc., Rule 144A, Company Guaranteed Notes (Callable 03/01/25 @ 102.50)(1) |
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(BB-, Ba2) |
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03/01/30 |
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5.000 |
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191,268 |
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| 800 |
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Builders FirstSource, Inc., Rule 144A, Company Guaranteed Notes (Callable 06/15/27 @ 103.19)(1) |
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(BB-, Ba2) |
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06/15/32 |
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6.375 |
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812,415 |
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| 1,150 |
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Eco Material Technologies, Inc., Rule 144A, Senior Secured Notes (Callable 04/29/24 @ 103.94)(1) |
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(B, B2) |
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01/31/27 |
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7.875 |
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1,168,237 |
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| 1,658 |
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Foundation Building Materials, Inc., Rule 144A, Company Guaranteed Notes (Callable 04/29/24 @ 103.00)(1) |
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(CCC+, Caa1) |
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03/01/29 |
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6.000 |
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1,526,999 |
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| 700 |
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GYP Holdings III Corp., Rule 144A, Company Guaranteed Notes (Callable 05/01/24 @ 102.31)(1) |
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(B, Ba2) |
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05/01/29 |
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4.625 |
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651,355 |
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| 1,800 |
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Interface, Inc., Rule 144A, Company Guaranteed Notes (Callable 04/15/24 @ 102.75)(1) |
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(B+, B1) |
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12/01/28 |
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5.500 |
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1,721,145 |
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Credit Suisse Asset Management Income Fund, Inc.
Schedule of Investments (continued)
March 31, 2024 (unaudited)
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| Par
(000) |
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|
Ratings†
(S&P/Moody’s) |
|
Maturity |
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|
Rate% |
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|
Value |
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| CORPORATE BONDS (continued) |
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| Building Materials (continued) |
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| $ 1,400 |
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Masonite International Corp., Rule 144A, Company Guaranteed Notes (Callable 04/29/24 @ 101.34)(1) |
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(BB+, Ba2) |
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02/01/28 |
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5.375 |
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$ |
1,402,812 |
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| 590 |
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Miter Brands Acquisition Holdco, Inc./MIWD Borrower LLC, Rule144A, Senior Secured Notes (Callable 04/01/27
@ 103.38)(1) |
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(BB-, NR) |
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04/01/32 |
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6.750 |
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592,517 |
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| 1,156 |
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MIWD Holdco II LLC/MIWD Finance Corp., Rule 144A, Company Guaranteed Notes (Callable 02/01/25 @ 102.75)(1) |
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(B-, B3) |
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02/01/30 |
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5.500 |
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1,065,612 |
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| 1,175 |
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Oscar AcquisitionCo LLC/Oscar Finance, Inc., Rule 144A, Senior Unsecured Notes (Callable 04/15/25 @
104.75)(1),(2) |
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(CCC+, Caa1) |
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04/15/30 |
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9.500 |
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1,160,226 |
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| 450 |
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Park River Holdings, Inc., Rule 144A, Senior Unsecured Notes (Callable 08/01/24 @ 103.38)(1) |
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(CCC, Caa2) |
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08/01/29 |
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6.750 |
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400,766 |
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| 400 |
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Summit Materials LLC/Summit Materials Finance Corp., Rule 144A, Company Guaranteed Notes (Callable
01/15/27 @ 103.63)(1) |
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(BB+, Ba3) |
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01/15/31 |
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7.250 |
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416,148 |
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11,864,174 |
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| Cable & Satellite TV (2.3%) |
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| 1,000 |
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Altice Financing SA, Rule 144A, Senior Secured Notes (Callable 04/29/24 @ 101.25)(1) |
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(B, B3) |
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01/15/28 |
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5.000 |
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823,351 |
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| 50 |
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CSC Holdings LLC, Rule 144A, Company Guaranteed Notes (Callable 04/29/24 @ 100.92)(1) |
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(B-, B2) |
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04/15/27 |
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5.500 |
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44,742 |
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| 850 |
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CSC Holdings LLC, Rule 144A, Company Guaranteed Notes (Callable 04/29/24 @ 101.34)(1) |
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(B-, B2) |
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02/01/28 |
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5.375 |
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733,290 |
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| 600 |
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CSC Holdings LLC, Rule 144A, Company Guaranteed Notes (Callable 11/15/26 @ 102.25)(1) |
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(B-, B2) |
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11/15/31 |
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4.500 |
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425,284 |
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| 800 |
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Sunrise FinCo I BV, Rule 144A, Senior Secured Notes (Callable 07/15/26 @ 102.44)(1) |
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(BB-, B1) |
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07/15/31 |
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4.875 |
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714,758 |
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| 1,000 |
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Telenet Finance Luxembourg Notes SARL, Rule 144A, Senior Secured Notes (Callable 04/08/24 @ 101.38)(1) |
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(BB-, B1) |
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03/01/28 |
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5.500 |
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943,367 |
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3,684,792 |
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| Chemicals (6.0%) |
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| 200 |
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Avient Corp., Rule 144A, Senior Unsecured Notes (Callable 04/29/24 @ 101.44)(1) |
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(BB-, Ba3) |
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05/15/25 |
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5.750 |
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199,275 |
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| 477 |
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Avient Corp., Rule 144A, Senior Unsecured Notes (Callable 08/01/25 @ 103.56)(1) |
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(BB-, Ba3) |
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08/01/30 |
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7.125 |
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490,942 |
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| 600 |
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Axalta Coating Systems Dutch Holding B BV, Rule 144A, Company Guaranteed Notes (Callable 11/15/26 @
103.63)(1) |
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(BB-, Ba3) |
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02/15/31 |
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7.250 |
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|
624,433 |
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| 800 |
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Darling Ingredients, Inc., Rule 144A, Company Guaranteed Notes (Callable 06/15/25 @ 103.00)(1) |
|
(BB+, Ba2) |
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06/15/30 |
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6.000 |
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|
793,579 |
|
| 229 |
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HB Fuller Co., Global Senior Unsecured Notes (Callable 04/29/24 @ 102.13) |
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(BB-, Ba3) |
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10/15/28 |
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|
4.250 |
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|
212,449 |
|
| 600 |
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Herens Holdco SARL, Rule 144A, Senior Secured Notes (Callable 05/15/24 @ 102.38)(1) |
|
(B-, B2) |
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|
05/15/28 |
|
|
|
4.750 |
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|
526,428 |
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| 800 |
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Herens Midco SARL, Rule 144A, Company Guaranteed Notes (Callable 05/15/24 @ 102.63)(1),(3) |
|
(CCC, Caa2) |
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|
05/15/29 |
|
|
|
5.250 |
|
|
|
571,787 |
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| 1,300 |
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INEOS Finance PLC, Rule 144A, Senior Secured Notes (Callable 02/15/25 @ 103.38)(1),(2) |
|
(BB, Ba3) |
|
|
05/15/28 |
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|
|
6.750 |
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|
1,285,236 |
|
| 400 |
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INEOS Quattro Finance 2 PLC, Rule 144A, Senior Secured Notes (Callable 11/15/25 @ 104.81)(1),(2) |
|
(BB, Ba3) |
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|
03/15/29 |
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9.625 |
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|
431,454 |
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| 350 |
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Olympus Water U.S. Holding Corp., Rule 144A, Senior Unsecured Notes (Callable 10/01/24 @ 103.13)(1),(2) |
|
(CCC+, Caa2) |
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10/01/29 |
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|
6.250 |
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|
320,718 |
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| 1,800 |
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Polar U.S. Borrower LLC/Schenectady International Group, Inc., Rule 144A, Senior Unsecured Notes (Callable
04/29/24 @ 103.38)(1) |
|
(CCC-, Caa3) |
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|
05/15/26 |
|
|
|
6.750 |
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|
435,528 |
|
| 1,200 |
|
Tronox, Inc., Rule 144A, Company Guaranteed Notes (Callable 04/29/24 @ 102.31)(1) |
|
(BB-, B1) |
|
|
03/15/29 |
|
|
|
4.625 |
|
|
|
1,077,992 |
|
| 1,915 |
|
Vibrantz Technologies, Inc., Rule 144A, Senior Unsecured Notes (Callable 02/15/25 @ 104.50)(1),(2) |
|
(CCC+, Caa2) |
|
|
02/15/30 |
|
|
|
9.000 |
|
|
|
1,770,458 |
|
| 789 |
|
WR Grace Holdings LLC, Rule 144A, Senior Secured Notes (Callable 03/01/26 @
103.69)(1) |
|
(B-, B1) |
|
|
03/01/31 |
|
|
|
7.375 |
|
|
|
799,944 |
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9,540,223 |
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| Consumer/Commercial/Lease Financing (1.1%) |
|
| 1,950 |
|
Cargo Aircraft Management, Inc., Rule 144A, Company Guaranteed Notes (Callable 04/15/24 @ 101.19)(1) |
|
(BB, Ba2) |
|
|
02/01/28 |
|
|
|
4.750 |
|
|
|
1,764,782 |
|
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Credit Suisse Asset Management Income Fund, Inc.
Schedule of Investments (continued)
March 31, 2024 (unaudited)
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| Par
(000) |
|
|
|
Ratings†
(S&P/Moody’s) |
|
Maturity |
|
|
Rate% |
|
|
Value |
|
| CORPORATE BONDS (continued) |
|
|
| Diversified Capital Goods (1.1%) |
|
| $ 1,350 |
|
Atkore, Inc., Rule 144A, Senior Unsecured Notes (Callable 06/01/26 @ 102.13)(1) |
|
(BB+, Ba2) |
|
|
06/01/31 |
|
|
|
4.250 |
|
|
$ |
1,200,547 |
|
| 500 |
|
EnerSys, Rule 144A, Company Guaranteed Notes (Callable 01/15/27 @ 103.31)(1) |
|
(BB+, Ba3) |
|
|
01/15/32 |
|
|
|
6.625 |
|
|
|
505,571 |
|
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,706,118 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Electronics (1.3%) |
|
| 1,350 |
|
Entegris, Inc., Rule 144A, Senior Secured Notes (Callable 01/15/29 @ 100.00)(1) |
|
(BB, Baa3) |
|
|
04/15/29 |
|
|
|
4.750 |
|
|
|
1,294,291 |
|
| 800 |
|
Synaptics, Inc., Rule 144A, Company Guaranteed Notes (Callable 06/15/24 @
102.00)(1),(2) |
|
(B+, Ba3) |
|
|
06/15/29 |
|
|
|
4.000 |
|
|
|
720,847 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,015,138 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Energy - Exploration & Production (3.7%) |
|
| 425 |
|
Civitas Resources, Inc., Rule 144A, Company Guaranteed Notes (Callable 07/01/25 @ 104.19)(1) |
|
(BB-, B1) |
|
|
07/01/28 |
|
|
|
8.375 |
|
|
|
448,015 |
|
| 425 |
|
Civitas Resources, Inc., Rule 144A, Company Guaranteed Notes (Callable 07/01/26 @ 104.38)(1) |
|
(BB-, B1) |
|
|
07/01/31 |
|
|
|
8.750 |
|
|
|
455,300 |
|
| 550 |
|
CNX Resources Corp., Rule 144A, Company Guaranteed Notes (Callable 04/29/24 @ 104.50)(1) |
|
(BB, B1) |
|
|
01/15/29 |
|
|
|
6.000 |
|
|
|
539,443 |
|
| 1,850 |
|
CQP Holdco LP/BIP-V Chinook Holdco LLC, Rule 144A, Senior Secured
Notes (Callable 12/15/28 @ 103.75)(1) |
|
(BB, B1) |
|
|
12/15/33 |
|
|
|
7.500 |
|
|
|
1,903,842 |
|
| 200 |
|
Matador Resources Co., Rule 144A, Company Guaranteed Notes (Callable 04/15/25 @ 103.44)(1) |
|
(BB-, B1) |
|
|
04/15/28 |
|
|
|
6.875 |
|
|
|
204,767 |
|
| 1,684 |
|
Northern Oil & Gas, Inc., Rule 144A, Senior Unsecured Notes (Callable 04/29/24 @ 104.06)(1) |
|
(B+, B2) |
|
|
03/01/28 |
|
|
|
8.125 |
|
|
|
1,710,808 |
|
| 720 |
|
Rockcliff Energy II LLC, Rule 144A, Senior Unsecured Notes (Callable 10/15/24 @ 102.75)(1) |
|
(B+, B3) |
|
|
10/15/29 |
|
|
|
5.500 |
|
|
|
674,328 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,936,503 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Environmental (0.4%) |
|
|
|
|
|
| 600 |
|
GFL Environmental, Inc., Rule 144A, Senior Secured Notes (Callable 01/15/27 @
103.38)(1) |
|
(BB-, Ba3) |
|
|
01/15/31 |
|
|
|
6.750 |
|
|
|
615,873 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 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 |
|
|
|
743,387 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Gaming (0.7%) |
|
| 325 |
|
Boyd Gaming Corp., Rule 144A, Company Guaranteed Notes (Callable 06/15/26 @ 102.38)(1) |
|
(BB, B1) |
|
|
06/15/31 |
|
|
|
4.750 |
|
|
|
299,022 |
|
| 400 |
|
Caesars Entertainment, Inc., Rule 144A, Senior Secured Notes (Callable 02/15/26 @ 103.50)(1) |
|
(BB-, Ba3) |
|
|
02/15/30 |
|
|
|
7.000 |
|
|
|
410,761 |
|
| 400 |
|
Caesars Entertainment, Inc., Rule 144A, Senior Secured Notes (Callable 02/15/27 @ 103.25)(1) |
|
(BB-, Ba3) |
|
|
02/15/32 |
|
|
|
6.500 |
|
|
|
403,977 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,113,760 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Gas Distribution (5.0%) |
|
| 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 |
|
|
|
891,699 |
|
| 172 |
|
Genesis Energy LP/Genesis Energy Finance Corp., Company Guaranteed Notes (Callable 04/29/24 @
100.00) |
|
(B, B3) |
|
|
05/15/26 |
|
|
|
6.250 |
|
|
|
171,032 |
|
| 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 |
|
|
|
299,576 |
|
| 300 |
|
Global Partners LP/GLP Finance Corp., Rule 144A, Company Guaranteed Notes (Callable 01/15/27 @ 104.13)(1) |
|
(B+, B2) |
|
|
01/15/32 |
|
|
|
8.250 |
|
|
|
311,202 |
|
| 1,200 |
|
Hess Midstream Operations LP, Rule 144A, Company Guaranteed Notes (Callable 04/29/24 @ 102.56)(1) |
|
(BB+, Ba2) |
|
|
06/15/28 |
|
|
|
5.125 |
|
|
|
1,161,180 |
|
| 400 |
|
Hess Midstream Operations LP, Rule 144A, Company Guaranteed Notes (Callable 10/15/25 @ 102.75)(1) |
|
(BB+, Ba2) |
|
|
10/15/30 |
|
|
|
5.500 |
|
|
|
387,834 |
|
| 400 |
|
HF Sinclair Corp., Rule 144A, Senior Unsecured Notes (Callable 04/15/24 @ 103.19)(1) |
|
(BBB-, Baa3) |
|
|
04/15/27 |
|
|
|
6.375 |
|
|
|
402,680 |
|
| 1,150 |
|
New Fortress Energy, Inc., Rule 144A, Senior Secured Notes (Callable 04/29/24 @ 101.63)(1) |
|
(BB-, B1) |
|
|
09/30/26 |
|
|
|
6.500 |
|
|
|
1,108,203 |
|
| 1,380 |
|
Rockies Express Pipeline LLC, Rule 144A, Senior Unsecured Notes (Callable 04/15/29 @ 100.00)(1) |
|
(BB+, Ba2) |
|
|
07/15/29 |
|
|
|
4.950 |
|
|
|
1,290,742 |
|
Credit Suisse Asset Management Income Fund, Inc.
Schedule of Investments (continued)
March 31, 2024 (unaudited)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Par
(000) |
|
|
|
Ratings†
(S&P/Moody’s) |
|
Maturity |
|
|
Rate% |
|
|
Value |
|
| CORPORATE BONDS (continued) |
|
|
| Gas Distribution (continued) |
|
| $ 610 |
|
Rockies Express Pipeline LLC, Rule 144A, Senior Unsecured Notes (Callable 02/15/30 @ 100.00)(1) |
|
(BB+, Ba2) |
|
|
05/15/30 |
|
|
|
4.800 |
|
|
$ |
564,177 |
|
| 1,300 |
|
Tallgrass Energy Partners LP/Tallgrass Energy Finance Corp., Rule 144A, Senior Unsecured Notes (Callable
02/15/26 @ 103.69)(1) |
|
(BB-, B1) |
|
|
02/15/29 |
|
|
|
7.375 |
|
|
|
1,307,566 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
7,895,891 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 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 |
|
|
|
734,671 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Health Services (1.7%) |
|
| 524 |
|
AMN Healthcare, Inc., Rule 144A, Company Guaranteed Notes (Callable 04/15/24 @ 102.00)(1) |
|
(BB-, Ba3) |
|
|
04/15/29 |
|
|
|
4.000 |
|
|
|
471,639 |
|
| 1,600 |
|
AthenaHealth Group, Inc., Rule 144A, Senior Unsecured Notes (Callable 02/15/25 @ 103.25)(1) |
|
(CCC, Caa2) |
|
|
02/15/30 |
|
|
|
6.500 |
|
|
|
1,465,787 |
|
| 846 |
|
Pediatrix Medical Group, Inc., Rule 144A, Company Guaranteed Notes (Callable 02/15/25 @ 102.69)(1),(2) |
|
(BB-, Ba3) |
|
|
02/15/30 |
|
|
|
5.375 |
|
|
|
769,357 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,706,783 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Hotels (0.5%) |
|
| 30 |
|
Hilton Domestic Operating Co., Inc., Rule 144A, Company Guaranteed Notes (Callable 04/01/26 @ 102.94)(1) |
|
(BB+, Ba2) |
|
|
04/01/29 |
|
|
|
5.875 |
|
|
|
30,069 |
|
| 400 |
|
Raising Cane’s Restaurants LLC, Rule 144A, Senior Unsecured Notes (Callable 11/01/25 @ 104.69)(1) |
|
(B, B3) |
|
|
05/01/29 |
|
|
|
9.375 |
|
|
|
432,687 |
|
| 325 |
|
RHP Hotel Properties LP/RHP Finance Corp., Rule 144A, Company Guaranteed Notes (Callable 04/01/27 @
103.25)(1) |
|
(BB-, B1) |
|
|
04/01/32 |
|
|
|
6.500 |
|
|
|
326,406 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
789,162 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Insurance Brokerage (5.0%) |
|
| 1,000 |
|
Acrisure LLC/Acrisure Finance, Inc., Rule 144A, Senior Unsecured Notes (Callable 04/29/24 @ 105.06)(1) |
|
(CCC+, Caa2) |
|
|
08/01/26 |
|
|
|
10.125 |
|
|
|
1,038,845 |
|
| 480 |
|
Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer, Rule
144A, Senior Secured Notes (Callable 04/15/25 @ 103.38)(1) |
|
(B, B2) |
|
|
04/15/28 |
|
|
|
6.750 |
|
|
|
483,818 |
|
| 512 |
|
Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer, Rule
144A, Senior Secured Notes (Callable 01/15/27 @ 103.50)(1) |
|
(B, B2) |
|
|
01/15/31 |
|
|
|
7.000 |
|
|
|
517,694 |
|
| 576 |
|
GTCR AP Finance, Inc., Rule 144A, Senior Unsecured Notes (Callable 04/29/24 @ 102.00)(1) |
|
(CCC+, Caa2) |
|
|
05/15/27 |
|
|
|
8.000 |
|
|
|
578,379 |
|
| 400 |
|
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 |
|
|
|
401,925 |
|
| 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 |
|
|
|
625,909 |
|
| 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 |
|
|
|
1,057,685 |
|
| 2,512 |
|
NFP Corp., Rule 144A, Senior Unsecured Notes (Callable 04/29/24 @ 103.44)(1) |
|
(CCC+, Caa2) |
|
|
08/15/28 |
|
|
|
6.875 |
|
|
|
2,545,199 |
|
| 800 |
|
Ryan Specialty LLC, Rule 144A, Senior Secured Notes (Callable 02/01/25 @ 102.19)(1) |
|
(BB-, B1) |
|
|
02/01/30 |
|
|
|
4.375 |
|
|
|
744,727 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
7,994,181 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Investments & Misc. Financial Services (4.1%) |
|
| 2,100 |
|
Armor Holdco, Inc., Rule 144A, Company Guaranteed Notes (Callable 11/15/24 @
104.25)(1) |
|
(CCC+, Caa1) |
|
|
11/15/29 |
|
|
|
8.500 |
|
|
|
1,984,526 |
|
| 1,600 |
|
Boost Newco Borrower LLC, Rule 144A, Senior Secured Notes (Callable 01/15/27 @ 103.75)(1) |
|
(BB, Ba3) |
|
|
01/15/31 |
|
|
|
7.500 |
|
|
|
1,676,947 |
|
| 1,000 |
|
Compass Group Diversified Holdings LLC, Rule 144A, Company Guaranteed Notes (Callable 04/29/24 @ 102.63)(1) |
|
(B+, B1) |
|
|
04/15/29 |
|
|
|
5.250 |
|
|
|
951,198 |
|
| 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 |
|
|
|
715,840 |
|
| 400 |
|
Paysafe Finance PLC/Paysafe Holdings U.S. Corp., Rule 144A, Senior Secured Notes (Callable 06/15/24 @
102.00)(1),(2) |
|
(B, B2) |
|
|
06/15/29 |
|
|
|
4.000 |
|
|
|
357,197 |
|
| 800 |
|
Shift4 Payments LLC/Shift4 Payments Finance Sub, Inc., Rule 144A, Company Guaranteed Notes (Callable
04/29/24 @ 101.16)(1) |
|
(NR, Ba3) |
|
|
11/01/26 |
|
|
|
4.625 |
|
|
|
774,206 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6,459,914 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Credit Suisse Asset Management Income Fund, Inc.
Schedule of Investments (continued)
March 31, 2024 (unaudited)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Par
(000) |
|
|
|
Ratings†
(S&P/Moody’s) |
|
Maturity |
|
|
Rate% |
|
|
Value |
|
| CORPORATE BONDS (continued) |
|
|
| Life Insurance (0.6%) |
|
| $ 1,000 |
|
Panther Escrow Issuer LLC, Rule 144A, Senior Secured Notes (Callable 06/01/27 @ 103.56)(1) |
|
(B, B2) |
|
|
06/01/31 |
|
|
|
7.125 |
|
|
$ |
1,018,530 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Machinery (3.4%) |
|
| 1,425 |
|
Arcosa, Inc., Rule 144A, Company Guaranteed Notes (Callable 04/29/24 @ 102.19)(1) |
|
(BB, Ba2) |
|
|
04/15/29 |
|
|
|
4.375 |
|
|
|
1,315,520 |
|
| 1,080 |
|
ATS Corp., Rule 144A, Company Guaranteed Notes (Callable 04/29/24 @ 102.06)(1) |
|
(BB, B2) |
|
|
12/15/28 |
|
|
|
4.125 |
|
|
|
991,192 |
|
| 1,400 |
|
Dornoch Debt Merger Sub, Inc., Rule 144A, Senior Unsecured Notes (Callable 10/15/24 @ 103.31)(1),(2) |
|
(CCC, Caa2) |
|
|
10/15/29 |
|
|
|
6.625 |
|
|
|
1,242,446 |
|
| 342 |
|
Enviri Corp., Rule 144A, Company Guaranteed Notes (Callable 04/29/24 @ 101.44)(1) |
|
(B, B3) |
|
|
07/31/27 |
|
|
|
5.750 |
|
|
|
322,313 |
|
| 250 |
|
Hillenbrand, Inc., Global Company Guaranteed Notes (Callable 04/08/24 @ 101.44) |
|
(BB+, Ba1) |
|
|
06/15/25 |
|
|
|
5.750 |
|
|
|
249,801 |
|
| 800 |
|
Hillenbrand, Inc., Global Company Guaranteed Notes (Callable 02/15/26 @ 103.13) |
|
(BB+, Ba1) |
|
|
02/15/29 |
|
|
|
6.250 |
|
|
|
808,006 |
|
| 411 |
|
Regal Rexnord Corp., Rule 144A, Company Guaranteed Notes (Callable 01/15/33 @ 100.00)(1) |
|
(BB+, Baa3) |
|
|
04/15/33 |
|
|
|
6.400 |
|
|
|
426,868 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,356,146 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Managed Care (0.3%) |
|
| 505 |
|
HealthEquity, Inc., Rule 144A, Company Guaranteed Notes (Callable 10/01/24 @
102.25)(1) |
|
(B+, B2) |
|
|
10/01/29 |
|
|
|
4.500 |
|
|
|
466,672 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Media - Diversified (0.2%) |
|
| 200 |
|
News Corp., Rule 144A, Company Guaranteed Notes (Callable 02/15/27 @ 102.56)(1) |
|
(BB+, Ba1) |
|
|
02/15/32 |
|
|
|
5.125 |
|
|
|
187,956 |
|
| 46 |
|
Tech 7 SAS Super Senior (New Money Tranche 1)
(3),(4),(5) |
|
(NR, NR) |
|
|
03/31/26 |
|
|
|
1.000 |
|
|
|
49,504 |
|
| 28 |
|
Tech 7 SAS Super Senior (New Money Tranche 2)
(3),(4),(5) |
|
(NR, NR) |
|
|
03/31/26 |
|
|
|
1.000 |
|
|
|
29,703 |
|
| 14 |
|
Tech 7 SAS Technicolor Creative Studios Super Senior
(3),(4),(5) |
|
(NR, NR) |
|
|
03/31/26 |
|
|
|
1.000 |
|
|
|
14,851 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
282,014 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Media Content (0.3%) |
|
|
|
|
|
| 588 |
|
Sirius XM Radio, Inc., Rule 144A, Company Guaranteed Notes (Callable 07/01/24 @ 102.75)(1) |
|
(BB, Ba3) |
|
|
07/01/29 |
|
|
|
5.500 |
|
|
|
560,400 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Metals & Mining - Excluding Steel (4.1%) |
|
| 800 |
|
Alcoa Nederland Holding BV, Rule 144A, Company Guaranteed Notes (Callable 04/29/24 @ 102.75)(1) |
|
(BB, Ba1) |
|
|
12/15/27 |
|
|
|
5.500 |
|
|
|
793,258 |
|
| 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 |
|
|
|
221,517 |
|
| 1,200 |
|
ERO Copper Corp., Rule 144A, Company Guaranteed Notes (Callable 02/15/25 @ 103.25)(1),(2) |
|
(B, B1) |
|
|
02/15/30 |
|
|
|
6.500 |
|
|
|
1,141,632 |
|
| 400 |
|
First Quantum Minerals Ltd., Rule 144A, Secured Notes (Callable 03/01/26 @ 104.69)(1) |
|
(B, NR) |
|
|
03/01/29 |
|
|
|
9.375 |
|
|
|
414,558 |
|
| 400 |
|
Kaiser Aluminum Corp., Rule 144A, Company Guaranteed Notes (Callable 04/29/24 @ 101.16)(1) |
|
(BB-, B2) |
|
|
03/01/28 |
|
|
|
4.625 |
|
|
|
375,764 |
|
| 800 |
|
Kaiser Aluminum Corp., Rule 144A, Company Guaranteed Notes (Callable 06/01/26 @ 102.25)(1) |
|
(BB-, B2) |
|
|
06/01/31 |
|
|
|
4.500 |
|
|
|
708,737 |
|
| 110 |
|
Novelis Corp., Rule 144A, Company Guaranteed Notes (Callable 01/30/25 @ 102.38)(1) |
|
(BB, Ba3) |
|
|
01/30/30 |
|
|
|
4.750 |
|
|
|
101,630 |
|
| 1,329 |
|
SunCoke Energy, Inc., Rule 144A, Senior Secured Notes (Callable 06/30/24 @ 102.44)(1) |
|
(BB, B1) |
|
|
06/30/29 |
|
|
|
4.875 |
|
|
|
1,205,170 |
|
| 1,550 |
|
Taseko Mines Ltd., Rule 144A, Senior Secured Notes (Callable 04/29/24 @ 101.75)(1),(2) |
|
(B-, B3) |
|
|
02/15/26 |
|
|
|
7.000 |
|
|
|
1,557,784 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6,520,050 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Non - Electric Utilities (0.2%) |
|
| 314 |
|
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 |
|
|
|
286,482 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Packaging (4.0%) |
|
| 460 |
|
Ardagh Metal Packaging Finance USA LLC/Ardagh Metal Packaging Finance PLC, Rule 144A, Senior Unsecured
Notes (Callable 05/15/24 @ 101.50)(1),(3) |
|
(B, Caa1) |
|
|
09/01/29 |
|
|
|
3.000 |
|
|
|
383,347 |
|
Credit Suisse Asset Management Income Fund, Inc.
Schedule of Investments (continued)
March 31, 2024 (unaudited)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Par
(000) |
|
|
|
Ratings†
(S&P/Moody’s) |
|
Maturity |
|
|
Rate% |
|
|
Value |
|
|
|
|
|
| CORPORATE BONDS (continued) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Packaging (continued) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| $ 400 |
|
Ball Corp., Global Company Guaranteed Notes (Callable 11/15/24 @ 103.44) |
|
(BB+, Ba1) |
|
|
03/15/28 |
|
|
|
6.875 |
|
|
$ |
411,528 |
|
| 415 |
|
Chart Industries, Inc., Rule 144A, Senior Secured Notes (Callable 01/01/26 @ 103.75)(1) |
|
(BB-, Ba3) |
|
|
01/01/30 |
|
|
|
7.500 |
|
|
|
431,585 |
|
| 400 |
|
Intelligent Packaging Ltd. Finco, Inc./Intelligent Packaging Ltd.
Co-Issuer LLC, Rule 144A, Senior Secured Notes (Callable 04/29/24 @ 101.50)(1) |
|
(B-, B3) |
|
|
09/15/28 |
|
|
|
6.000 |
|
|
|
380,470 |
|
| 1,700 |
|
Mauser Packaging Solutions Holding Co., Rule 144A, Senior Secured Notes (Callable 08/15/24 @ 103.94)(1) |
|
(B, B2) |
|
|
08/15/26 |
|
|
|
7.875 |
|
|
|
1,733,469 |
|
| 279 |
|
Owens-Brockway Glass Container, Inc., Rule 144A, Company Guaranteed Notes (Callable 05/15/26 @ 103.63)(1) |
|
(B+, B2) |
|
|
05/15/31 |
|
|
|
7.250 |
|
|
|
284,487 |
|
| 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 |
|
|
|
1,068,103 |
|
| 1,840 |
|
TriMas Corp., Rule 144A, Company Guaranteed Notes (Callable 04/29/24 @ 102.06)(1) |
|
(BB-, Ba3) |
|
|
04/15/29 |
|
|
|
4.125 |
|
|
|
1,669,717 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6,362,706 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Personal & Household Products (1.2%) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1,600 |
|
MajorDrive Holdings IV LLC, Rule 144A, Senior Unsecured Notes (Callable 06/01/24 @ 103.19)(1),(2) |
|
(CCC+, Caa2) |
|
|
06/01/29 |
|
|
|
6.375 |
|
|
|
1,502,133 |
|
| 318 |
|
Verde Purchaser LLC, Rule 144A, Senior Secured Notes (Callable 11/30/26 @ 105.25)(1) |
|
(B+, B2) |
|
|
11/30/30 |
|
|
|
10.500 |
|
|
|
335,297 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,837,430 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Pharmaceuticals (0.2%) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 708 |
|
Emergent BioSolutions, Inc., Rule 144A, Company Guaranteed Notes (Callable 04/29/24 @ 101.94)(1) |
|
(CCC, Caa3) |
|
|
08/15/28 |
|
|
|
3.875 |
|
|
|
336,919 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Real Estate Investment Trusts (1.6%) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1,175 |
|
Global Net Lease, Inc./Global Net Lease Operating Partnership LP, Rule 144A, Company Guaranteed Notes
(Callable 09/15/27 @ 100.00)(1) |
|
(BB+, WR) |
|
|
12/15/27 |
|
|
|
3.750 |
|
|
|
1,007,406 |
|
| 200 |
|
Starwood Property Trust, Inc., Rule 144A, Senior Unsecured Notes (Callable 01/15/26 @ 100.00)(1) |
|
(BB-, Ba3) |
|
|
07/15/26 |
|
|
|
3.625 |
|
|
|
187,858 |
|
| 1,400 |
|
Starwood Property Trust, Inc., Rule 144A, Senior Unsecured Notes (Callable 07/15/26 @ 100.00)(1) |
|
(BB-, Ba3) |
|
|
01/15/27 |
|
|
|
4.375 |
|
|
|
1,319,543 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,514,807 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Recreation & Travel (3.1%) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1,200 |
|
Boyne USA, Inc., Rule 144A, Senior Unsecured Notes (Callable 05/15/24 @ 102.38)(1) |
|
(B, B1) |
|
|
05/15/29 |
|
|
|
4.750 |
|
|
|
1,112,811 |
|
| 514 |
|
SeaWorld Parks & Entertainment, Inc., Rule 144A, Company Guaranteed Notes (Callable 08/15/24 @
102.63)(1) |
|
(B, B2) |
|
|
08/15/29 |
|
|
|
5.250 |
|
|
|
484,705 |
|
| 300 |
|
SeaWorld Parks & Entertainment, Inc., Rule 144A, Senior Secured Notes (Callable 04/29/24 @
102.19)(1) |
|
(BB, WR) |
|
|
05/01/25 |
|
|
|
8.750 |
|
|
|
300,482 |
|
| 1,692 |
|
Six Flags Entertainment Corp., Rule 144A, Company Guaranteed Notes (Callable 05/15/26 @ 103.63)(1),(2) |
|
(B, B3) |
|
|
05/15/31 |
|
|
|
7.250 |
|
|
|
1,718,130 |
|
| 1,315 |
|
Speedway Motorsports LLC/Speedway Funding II, Inc., Rule 144A, Senior Unsecured Notes (Callable 04/29/24 @
101.22)(1) |
|
(BB, B2) |
|
|
11/01/27 |
|
|
|
4.875 |
|
|
|
1,252,819 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
4,868,947 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Software - Services (5.2%) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1,500 |
|
Elastic NV, Rule 144A, Senior Unsecured Notes (Callable 07/15/24 @ 102.06)(1) |
|
(BB-, B1) |
|
|
07/15/29 |
|
|
|
4.125 |
|
|
|
1,352,019 |
|
| 1,375 |
|
Newfold Digital Holdings Group, Inc., Rule 144A, Senior Unsecured Notes (Callable 04/29/24 @ 103.00)(1) |
|
(CCC+, Caa2) |
|
|
02/15/29 |
|
|
|
6.000 |
|
|
|
1,078,908 |
|
| 635 |
|
Open Text Corp., Rule 144A, Company Guaranteed Notes (Callable 12/01/24 @ 101.94)(1) |
|
(BB-, Ba3) |
|
|
12/01/29 |
|
|
|
3.875 |
|
|
|
566,743 |
|
| 800 |
|
Open Text Corp., Rule 144A, Senior Secured Notes (Callable 11/01/27 @ 100.00)(1) |
|
(BBB-, Ba1) |
|
|
12/01/27 |
|
|
|
6.900 |
|
|
|
827,693 |
|
| 825 |
|
Open Text Holdings, Inc., Rule 144A, Company Guaranteed Notes (Callable 12/01/26 @ 102.06)(1) |
|
(BB-, Ba3) |
|
|
12/01/31 |
|
|
|
4.125 |
|
|
|
724,544 |
|
| 565 |
|
Presidio Holdings, Inc., Rule 144A, Company Guaranteed Notes (Callable 04/29/24 @ 102.06)(1) |
|
(CCC+, Caa1) |
|
|
02/01/28 |
|
|
|
8.250 |
|
|
|
563,293 |
|
| 800 |
|
UKG, Inc., Rule 144A, Senior Secured Notes (Callable 02/01/27 @ 103.44)(1) |
|
(B-, B2) |
|
|
02/01/31 |
|
|
|
6.875 |
|
|
|
815,573 |
|
Credit Suisse Asset Management Income Fund, Inc.
Schedule of Investments (continued)
March 31, 2024 (unaudited)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Par
(000) |
|
|
|
Ratings†
(S&P/Moody’s) |
|
Maturity |
|
|
Rate% |
|
|
Value |
|
|
|
|
|
| CORPORATE BONDS (continued) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Software - Services (continued) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| $ 1,425 |
|
Virtusa Corp., Rule 144A, Senior Unsecured Notes (Callable 04/29/24 @ 103.56)(1) |
|
(CCC+, Caa1) |
|
|
12/15/28 |
|
|
|
7.125 |
|
|
$ |
1,280,766 |
|
| 676 |
|
VT Topco, Inc., Rule 144A, Senior Secured Notes (Callable 08/15/26 @ 104.25)(1) |
|
(B, B2) |
|
|
08/15/30 |
|
|
|
8.500 |
|
|
|
709,638 |
|
| 400 |
|
ZoomInfo Technologies LLC/ZoomInfo Finance Corp., Rule 144A, Company Guaranteed Notes (Callable 04/08/24 @
101.94)(1) |
|
(B+, B1) |
|
|
02/01/29 |
|
|
|
3.875 |
|
|
|
360,504 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
8,279,681 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Specialty Retail (4.5%) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 700 |
|
Amer Sports Co., Rule 144A, Senior Secured Notes (Callable 02/16/27 @ 103.38)(1) |
|
(BB, B1) |
|
|
02/16/31 |
|
|
|
6.750 |
|
|
|
699,767 |
|
| 40 |
|
Asbury Automotive Group, Inc., Global Company Guaranteed Notes (Callable 04/08/24 @ 101.25) |
|
(BB, B1) |
|
|
03/01/28 |
|
|
|
4.500 |
|
|
|
38,134 |
|
| 491 |
|
Asbury Automotive Group, Inc., Global Company Guaranteed Notes (Callable 03/01/25 @ 102.38) |
|
(BB, B1) |
|
|
03/01/30 |
|
|
|
4.750 |
|
|
|
452,719 |
|
| 200 |
|
Asbury Automotive Group, Inc., Rule 144A, Company Guaranteed Notes (Callable 11/15/24 @ 102.31)(1) |
|
(BB, B1) |
|
|
11/15/29 |
|
|
|
4.625 |
|
|
|
184,782 |
|
| 200 |
|
Asbury Automotive Group, Inc., Rule 144A, Company Guaranteed Notes (Callable 11/15/26 @ 102.50)(1) |
|
(BB, B1) |
|
|
02/15/32 |
|
|
|
5.000 |
|
|
|
181,340 |
|
| 51 |
|
Eagle Intermediate Global Holding BV/Eagle U.S. Finance LLC, Rule 144A, Senior Secured Notes (Callable
04/08/24 @ 101.88)(1),(4),(5) |
|
(NR, Caa3) |
|
|
05/01/25 |
|
|
|
7.500 |
|
|
|
32,105 |
|
| 1,850 |
|
Eagle Intermediate Global Holding BV/Eagle U.S. Finance LLC, Rule 144A, Senior Secured Notes (Callable
04/08/24 @ 101.88)(1) |
|
(NR, Caa3) |
|
|
05/01/25 |
|
|
|
7.500 |
|
|
|
1,183,994 |
|
| 68 |
|
Eagle Intermediate Global Holding BV/Ruyi U.S. Finance LLC
(4),(5) |
|
(NR, NR) |
|
|
05/01/25 |
|
|
|
0.000 |
|
|
|
37,990 |
|
| 600 |
|
Group 1 Automotive, Inc., Rule 144A, Company Guaranteed Notes (Callable 04/29/24 @ 102.00)(1) |
|
(BB+, Ba2) |
|
|
08/15/28 |
|
|
|
4.000 |
|
|
|
553,735 |
|
| 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 |
|
|
|
552,010 |
|
| 800 |
|
LCM Investments Holdings II LLC, Rule 144A, Senior Unsecured Notes (Callable 08/01/26 @ 104.13)(1) |
|
(B+, B2) |
|
|
08/01/31 |
|
|
|
8.250 |
|
|
|
837,481 |
|
| 400 |
|
Murphy Oil USA, Inc., Rule 144A, Company Guaranteed Notes (Callable 02/15/26 @ 101.88)(1) |
|
(BB+, Ba2) |
|
|
02/15/31 |
|
|
|
3.750 |
|
|
|
349,706 |
|
| 1,150 |
|
Sonic Automotive, Inc., Rule 144A, Company Guaranteed Notes (Callable 11/15/26 @ 102.44)(1) |
|
(BB-, B1) |
|
|
11/15/31 |
|
|
|
4.875 |
|
|
|
1,007,419 |
|
| 750 |
|
Sunoco LP/Sunoco Finance Corp., Rule 144A, Company Guaranteed Notes (Callable 09/15/25 @ 103.50)(1) |
|
(BB, Ba3) |
|
|
09/15/28 |
|
|
|
7.000 |
|
|
|
766,999 |
|
| 260 |
|
Wand NewCo 3, Inc., Rule 144A, Senior Secured Notes (Callable 01/30/27 @ 103.81)(1) |
|
(B, B3) |
|
|
01/30/32 |
|
|
|
7.625 |
|
|
|
269,201 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
7,147,382 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Steel Producers/Products (0.5%) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 700 |
|
ATI, Inc., Senior Unsecured Notes (Callable 08/15/26 @ 103.63) |
|
(B+, B1) |
|
|
08/15/30 |
|
|
|
7.250 |
|
|
|
724,414 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Support - Services (10.0%) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1,223 |
|
Allied Universal Holdco LLC/Allied Universal Finance Corp., Rule 144A, Senior Unsecured Notes (Callable
04/29/24 @ 102.44)(1) |
|
(CCC+, Caa2) |
|
|
07/15/27 |
|
|
|
9.750 |
|
|
|
1,227,699 |
|
| 900 |
|
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 |
|
|
|
776,106 |
|
| 2,000 |
|
CoreLogic, Inc., Rule 144A, Senior Secured Notes (Callable 05/01/24 @ 102.25)(1) |
|
(B-, B2) |
|
|
05/01/28 |
|
|
|
4.500 |
|
|
|
1,795,423 |
|
| 2,735 |
|
GEMS MENASA Cayman Ltd./GEMS Education Delaware LLC, Rule 144A, Senior Secured Notes (Callable 04/29/24 @
101.78)(1) |
|
(B, B2) |
|
|
07/31/26 |
|
|
|
7.125 |
|
|
|
2,740,809 |
|
| 1,355 |
|
H&E Equipment Services, Inc., Rule 144A, Company Guaranteed Notes (Callable 04/29/24 @ 101.94)(1) |
|
(BB-, B1) |
|
|
12/15/28 |
|
|
|
3.875 |
|
|
|
1,242,025 |
|
| 1,797 |
|
TMS International Corp., Rule 144A, Senior Unsecured Notes (Callable 04/15/24 @ 103.13)(1) |
|
(B, Caa1) |
|
|
04/15/29 |
|
|
|
6.250 |
|
|
|
1,643,933 |
|
| 1,100 |
|
WESCO Distribution, Inc., Rule 144A, Company Guaranteed Notes (Callable 04/29/24 @ 101.78)(1) |
|
(BB, Ba3) |
|
|
06/15/25 |
|
|
|
7.125 |
|
|
|
1,101,999 |
|
| 500 |
|
WESCO Distribution, Inc., Rule 144A, Company Guaranteed Notes (Callable 04/29/24 @ 103.63)(1) |
|
(BB, Ba3) |
|
|
06/15/28 |
|
|
|
7.250 |
|
|
|
510,940 |
|
| 1,231 |
|
White Cap Buyer LLC, Rule 144A, Senior Unsecured Notes (Callable 04/29/24 @
103.44)(1) |
|
(CCC+, Caa1) |
|
|
10/15/28 |
|
|
|
6.875 |
|
|
|
1,208,680 |
|
| 595 |
|
Williams Scotsman, Inc., Rule 144A, Senior Secured Notes (Callable 04/29/24 @
102.31)(1) |
|
(BB-, B2) |
|
|
08/15/28 |
|
|
|
4.625 |
|
|
|
563,512 |
|
| 200 |
|
XPO, Inc., Rule 144A, Company Guaranteed Notes (Callable 06/01/26 @ 103.56)(1),(2) |
|
(BB-, Ba3) |
|
|
06/01/31 |
|
|
|
7.125 |
|
|
|
205,400 |
|
Credit Suisse Asset Management Income Fund, Inc.
Schedule of Investments (continued)
March 31, 2024 (unaudited)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Par
(000) |
|
|
|
Ratings†
(S&P/Moody’s) |
|
Maturity |
|
|
Rate% |
|
|
Value |
|
|
|
|
|
| CORPORATE BONDS (continued) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Support - Services (continued) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| $ 400 |
|
XPO, Inc., Rule 144A, Company Guaranteed Notes (Callable 02/01/27 @ 103.56)(1) |
|
(BB-, Ba3) |
|
|
02/01/32 |
|
|
|
7.125 |
|
|
$ |
412,241 |
|
| 1,045 |
|
XPO, Inc., Rule 144A, Senior Secured Notes (Callable 06/01/25 @ 103.13)(1) |
|
(BBB-, Ba1) |
|
|
06/01/28 |
|
|
|
6.250 |
|
|
|
1,056,133 |
|
| 1,500 |
|
ZipRecruiter, Inc., Rule 144A, Senior Unsecured Notes (Callable 01/15/25 @ 102.50)(1) |
|
(B+, B2) |
|
|
01/15/30 |
|
|
|
5.000 |
|
|
|
1,322,208 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
15,807,108 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Tech Hardware & Equipment (1.5%) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1,100 |
|
CommScope Technologies LLC, Rule 144A, Company Guaranteed Notes (Callable 04/08/24 @ 100.00)(1),(2) |
|
(CCC-, Ca) |
|
|
06/15/25 |
|
|
|
6.000 |
|
|
|
958,045 |
|
| 340 |
|
CommScope Technologies LLC, Rule 144A, Company Guaranteed Notes (Callable 04/08/24 @ 100.83)(1) |
|
(CCC-, Ca) |
|
|
03/15/27 |
|
|
|
5.000 |
|
|
|
131,210 |
|
| 1,400 |
|
Imola Merger Corp., Rule 144A, Senior Secured Notes (Callable 05/15/24 @ 102.38)(1) |
|
(BB-, B1) |
|
|
05/15/29 |
|
|
|
4.750 |
|
|
|
1,314,137 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,403,392 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Telecom - Wireline Integrated & Services (3.3%) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1,856 |
|
Altice France SA, Rule 144A, Senior Secured Notes (Callable 04/29/24 @ 102.56)(1) |
|
(CCC+, Caa1) |
|
|
01/15/29 |
|
|
|
5.125 |
|
|
|
1,273,299 |
|
| 200 |
|
Altice France SA, Rule 144A, Senior Secured Notes (Callable 04/29/24 @ 102.56)(1) |
|
(CCC+, Caa1) |
|
|
07/15/29 |
|
|
|
5.125 |
|
|
|
135,467 |
|
| 200 |
|
Altice France SA, Rule 144A, Senior Secured Notes (Callable 10/15/24 @ 102.75)(1) |
|
(CCC+, Caa1) |
|
|
10/15/29 |
|
|
|
5.500 |
|
|
|
135,666 |
|
| 1,193 |
|
LCPR Senior Secured Financing DAC, Rule 144A, Senior Secured Notes (Callable 04/29/24 @ 101.69)(1) |
|
(B+, B2) |
|
|
10/15/27 |
|
|
|
6.750 |
|
|
|
1,120,756 |
|
| 200 |
|
LCPR Senior Secured Financing DAC, Rule 144A, Senior Secured Notes (Callable 07/15/24 @ 102.56)(1) |
|
(B+, B2) |
|
|
07/15/29 |
|
|
|
5.125 |
|
|
|
167,713 |
|
| 400 |
|
Level 3 Financing, Inc., Rule 144A, Company Guaranteed Notes (Callable 04/29/24 @ 102.13)(1),(4),(5) |
|
(D, Caa2) |
|
|
07/01/28 |
|
|
|
4.250 |
|
|
|
250,000 |
|
| 600 |
|
Level 3 Financing, Inc., Rule 144A, Company Guaranteed Notes (Callable 04/08/24 @ 101.81)(1),(4),(5) |
|
(D, Caa2) |
|
|
01/15/29 |
|
|
|
3.625 |
|
|
|
355,500 |
|
| 600 |
|
Northwest Fiber LLC/Northwest Fiber Finance Sub, Inc., Rule 144A, Senior Secured Notes (Callable 04/03/24
@ 102.38)(1) |
|
(B, B1) |
|
|
04/30/27 |
|
|
|
4.750 |
|
|
|
613,924 |
|
| 500 |
|
Virgin Media Secured Finance PLC, Rule 144A, Senior Secured Notes (Callable 04/08/24 @ 101.25)(1),(6) |
|
(B+, Ba3) |
|
|
04/15/27 |
|
|
|
5.000 |
|
|
|
624,677 |
|
| 200 |
|
Virgin Media Secured Finance PLC, Rule 144A, Senior Secured Notes (Callable 08/15/25 @ 102.25)(1) |
|
(B+, Ba3) |
|
|
08/15/30 |
|
|
|
4.500 |
|
|
|
173,280 |
|
| 400 |
|
Vmed O2 U.K. Financing I PLC, Rule 144A, Senior Secured Notes (Callable 01/31/26 @ 102.13)(1) |
|
(B+, Ba3) |
|
|
01/31/31 |
|
|
|
4.250 |
|
|
|
338,070 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
5,188,352 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Theaters & Entertainment (1.2%) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1,025 |
|
Live Nation Entertainment, Inc., Rule 144A, Company Guaranteed Notes (Callable 04/29/24 @ 100.00)(1) |
|
(B+, B2) |
|
|
11/01/24 |
|
|
|
4.875 |
|
|
|
1,018,868 |
|
| 325 |
|
Live Nation Entertainment, Inc., Rule 144A, Company Guaranteed Notes (Callable 04/29/24 @ 102.38)(1) |
|
(B+, B2) |
|
|
10/15/27 |
|
|
|
4.750 |
|
|
|
310,587 |
|
| 600 |
|
Live Nation Entertainment, Inc., Rule 144A, Senior Secured Notes (Callable 04/29/24 @ 104.88)(1) |
|
(BB, Ba3) |
|
|
05/15/27 |
|
|
|
6.500 |
|
|
|
606,951 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,936,406 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Trucking & Delivery (0.9%) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1,400 |
|
RXO, Inc., Rule 144A, Company Guaranteed Notes (Callable 11/15/24 @ 103.75)(1) |
|
(BB+, Baa3) |
|
|
11/15/27 |
|
|
|
7.500 |
|
|
|
1,438,136 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| TOTAL CORPORATE BONDS (Cost $155,458,283) |
|
|
|
|
|
|
|
|
|
|
|
|
151,693,252 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| BANK LOANS (22.5%) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Aerospace & Defense (1.1%) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1,050 |
|
Amentum Government Services Holdings LLC, 1 mo. USD Term SOFR + 8.750%(5),(7) |
|
(NR, NR) |
|
|
01/31/28 |
|
|
|
14.195 |
|
|
|
1,060,500 |
|
| 295 |
|
Amentum Government Services Holdings LLC, 1 mo. USD Term SOFR + 4.000%(7) |
|
(B, B2) |
|
|
02/15/29 |
|
|
|
9.329 |
|
|
|
295,793 |
|
| 376 |
|
Peraton Corp., 3 mo. USD Term SOFR +
7.750%(7) |
|
(NR, NR) |
|
|
02/01/29 |
|
|
|
13.176 |
|
|
|
378,135 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,734,428 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Credit Suisse Asset Management Income Fund, Inc.
Schedule of Investments (continued)
March 31, 2024 (unaudited)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Par
(000) |
|
|
|
Ratings†
(S&P/Moody’s) |
|
Maturity |
|
|
Rate% |
|
|
Value |
|
|
|
|
|
| BANK LOANS (continued) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Auto Parts & Equipment (0.3%) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| $ 195 |
|
First Brands Group LLC, 3 mo. USD Term SOFR +
5.000%(7) |
|
(B+, B1) |
|
|
03/30/27 |
|
|
|
10.574 |
|
|
$ |
194,877 |
|
| 330 |
|
Jason Group, Inc., 1 mo. USD Term SOFR + 6.000%, 0.000%
PIK(7),(8) |
|
(NR, WR) |
|
|
08/28/25 |
|
|
|
11.445 |
|
|
|
300,012 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
494,889 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Building Materials (0.3%) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 528 |
|
Cornerstone Building Brands, Inc., 1 mo. USD Term SOFR + 5.625%(7) |
|
(B, B2) |
|
|
08/01/28 |
|
|
|
10.950 |
|
|
|
536,159 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Chemicals (0.9%) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 344 |
|
Ascend Performance Materials Operations LLC, 3 mo. USD Term SOFR + 4.750%(7) |
|
(B, B1) |
|
|
08/27/26 |
|
|
|
10.074 |
|
|
|
338,596 |
|
| 769 |
|
Polar U.S. Borrower LLC, 3 mo. USD Term SOFR +
4.750%(7) |
|
(CCC, Caa1) |
|
|
10/15/25 |
|
|
|
10.164 |
|
|
|
585,638 |
|
| 161 |
|
SK Neptune Husky Finance SARL(5),(9),(10) |
|
(NR, Caa2) |
|
|
04/30/24 |
|
|
|
0.000 |
|
|
|
159,065 |
|
| 745 |
|
SK Neptune Husky Group SARL(9),(10) |
|
(D, Caa2) |
|
|
01/03/29 |
|
|
|
0.000 |
|
|
|
210,593 |
|
| 203 |
|
Sparta U.S. HoldCo LLC, 1 mo. USD Term SOFR +
3.250%(7) |
|
(B+, B1) |
|
|
08/02/28 |
|
|
|
8.687 |
|
|
|
203,606 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,497,498 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Diversified Capital Goods (1.0%) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 741 |
|
Dynacast International LLC, 3 mo. USD Term SOFR +
9.000%(7) |
|
(CCC-, Caa2) |
|
|
10/22/25 |
|
|
|
14.443 |
|
|
|
543,556 |
|
| 1,013 |
|
Electrical Components International, Inc., U.S. (Fed) Prime Rate + 7.500%(5),(7) |
|
(B-, B2) |
|
|
06/26/25 |
|
|
|
16.000 |
|
|
|
1,001,713 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,545,269 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Electronics (1.0%) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1,510 |
|
Idemia Group, 3 mo. USD Term SOFR +
4.250%(5),(7) |
|
(B, B2) |
|
|
09/30/28 |
|
|
|
9.570 |
|
|
|
1,520,780 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Food & Drug Retailers (0.4%) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1,000 |
|
WOOF Holdings, Inc., 3 mo. USD Term SOFR +
7.250%(7) |
|
(CCC-, Ca) |
|
|
12/21/28 |
|
|
|
12.669 |
|
|
|
613,125 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Gas Distribution (0.6%) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 998 |
|
Traverse Midstream Partners LLC, 3 mo. USD Term SOFR +
3.500%(7) |
|
(B+, B2) |
|
|
02/16/28 |
|
|
|
8.817 |
|
|
|
1,002,017 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Health Facility (0.2%) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 302 |
|
Carestream Health, Inc., 3 mo. USD Term SOFR +
7.500%(7) |
|
(B-, Caa1) |
|
|
09/30/27 |
|
|
|
12.909 |
|
|
|
260,472 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Health Services (1.6%) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 819 |
|
MedAssets Software Intermediate Holdings, Inc., 1 mo. USD Term SOFR + 6.750%(7) |
|
(D, Ca) |
|
|
12/17/29 |
|
|
|
12.192 |
|
|
|
521,474 |
|
| 669 |
|
Radiology Partners, Inc., 3 mo. USD Term SOFR +
5.000%(7) |
|
(B-, B3) |
|
|
01/31/29 |
|
|
|
10.587 |
|
|
|
647,808 |
|
| 796 |
|
U.S. Radiology Specialists, Inc., 3 mo. USD Term SOFR + 5.250%(7) |
|
(B-, B3) |
|
|
12/15/27 |
|
|
|
10.702 |
|
|
|
798,328 |
|
| 74 |
|
Western Dental Services, Inc. (2021 Delayed Draw Term Loan), 3 mo. USD Term SOFR + 4.500%(7) |
|
(CCC, Caa1) |
|
|
08/18/28 |
|
|
|
10.105 |
|
|
|
46,124 |
|
| 726 |
|
Western Dental Services, Inc. (2021 Term Loan B), 3 mo. USD Term SOFR + 4.500%(7) |
|
(CCC, Caa1) |
|
|
08/18/28 |
|
|
|
10.105 |
|
|
|
451,208 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,464,942 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Hotels (0.6%) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 892 |
|
Aimbridge Acquisition Co., Inc., 1 mo. USD Term SOFR +
4.750%(5),(7) |
|
(CCC+, B3) |
|
|
02/02/26 |
|
|
|
10.195 |
|
|
|
875,708 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Insurance Brokerage (0.2%) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 313 |
|
NFP Corp.(11) |
|
(B, B1) |
|
|
02/16/27 |
|
|
|
0.000 |
|
|
|
313,436 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Life Insurance (0.1%) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 141 |
|
Truist Insurance Holdings LLC(11) |
|
(CCC+, Caa2) |
|
|
03/08/32 |
|
|
|
0.000 |
|
|
|
141,941 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Machinery (1.1%) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1,398 |
|
LTI Holdings, Inc., 1 mo. USD Term SOFR +
6.750%(7),(12) |
|
(CCC+, Caa2) |
|
|
09/06/26 |
|
|
|
12.195 |
|
|
|
1,314,375 |
|
| 430 |
|
LTI Holdings, Inc., 1 mo. USD Term SOFR +
3.500%(7) |
|
(B-, B2) |
|
|
09/06/25 |
|
|
|
8.945 |
|
|
|
426,358 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,740,733 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Media - Diversified (0.1%) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 214 |
|
Technicolor Creative
Studios(3),(4),(5),(9),(10) |
|
(NR, NR) |
|
|
06/05/30 |
|
|
|
0.000 |
|
|
|
— |
|
| 529 |
|
Technicolor Creative Studios, 3 mo. EUR EURIBOR +
5.000%(3),(7) |
|
(NR, NR) |
|
|
08/06/33 |
|
|
|
8.486 |
|
|
|
26,039 |
|
Credit Suisse Asset Management Income Fund, Inc.
Schedule of Investments (continued)
March 31, 2024 (unaudited)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Par
(000) |
|
|
|
Ratings†
(S&P/Moody’s) |
|
Maturity |
|
|
Rate% |
|
|
Value |
|
|
|
|
|
| BANK LOANS (continued) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Media - Diversified (continued) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| $ 36 |
|
Technicolor Creative Studios (2023 EUR PIK Incremental New
Money Term Loan)(3),(4),(9),(10) |
|
(NR, NR) |
|
|
07/31/26 |
|
|
|
0.000 |
|
|
$ |
28,209 |
|
| 95 |
|
Technicolor Creative Studios (2023 EUR PIK New Money Tranche A2
Undrawn)(3),(9),(10) |
|
(NR, NR) |
|
|
07/31/26 |
|
|
|
0.000 |
|
|
|
73,942 |
|
| 101 |
|
Technicolor Creative Studios (2023 EUR PIK New Money
Tranche)(3),(9),(10) |
|
(NR, NR) |
|
|
07/31/26 |
|
|
|
0.000 |
|
|
|
79,037 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
207,227 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Medical Products (1.4%) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 645 |
|
Femur Buyer, Inc.(7),(13) |
|
(CCC+, NR) |
|
|
08/05/25 |
|
|
|
0.500 |
|
|
|
568,827 |
|
| 900 |
|
Viant Medical Holdings, Inc., 1 mo. USD Term SOFR +
7.750%(7),(12) |
|
(CCC, Caa3) |
|
|
07/02/26 |
|
|
|
13.195 |
|
|
|
888,755 |
|
| 677 |
|
Viant Medical Holdings, Inc., 1 mo. USD Term SOFR +
6.250%(5),(7) |
|
(B-, B3) |
|
|
07/02/25 |
|
|
|
11.579 |
|
|
|
678,654 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,136,236 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Packaging (1.1%) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 834 |
|
Proampac PG Borrower LLC(11) |
|
(B-, B3) |
|
|
09/15/28 |
|
|
|
0.000 |
|
|
|
836,579 |
|
| 895 |
|
Proampac PG Borrower LLC, 1 mo. USD Term SOFR + 4.500%, 3 mo. USD Term SOFR + 4.500%(7) |
|
(B-, B3) |
|
|
09/15/28 |
|
|
|
9.798-
9.823 |
|
|
|
898,152 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,734,731 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Personal & Household Products (0.7%) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1,277 |
|
Serta Simmons Bedding LLC, 3 mo. USD Term SOFR +
7.500%(7) |
|
(NR, NR) |
|
|
06/29/28 |
|
|
|
12.924 |
|
|
|
1,149,461 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Recreation & Travel (1.0%) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 763 |
|
Bulldog Purchaser, Inc., 3 mo. USD Term SOFR +
7.750%(7) |
|
(CCC-, Caa3) |
|
|
09/04/26 |
|
|
|
13.193 |
|
|
|
692,460 |
|
| 959 |
|
Bulldog Purchaser, Inc., 3 mo. USD Term SOFR +
3.750%(7) |
|
(B-, B3) |
|
|
09/05/25 |
|
|
|
9.193 |
|
|
|
947,337 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,639,797 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Restaurants (1.0%) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1,521 |
|
IRB Holding Corp., 1 mo. USD Term SOFR +
2.750%(7) |
|
(B+, B2) |
|
|
12/15/27 |
|
|
|
8.177 |
|
|
|
1,523,336 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Software - Services (4.1%) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 560 |
|
AQ Carver Buyer, Inc., 3 mo. USD Term SOFR +
5.500%(7) |
|
(B, B2) |
|
|
08/02/29 |
|
|
|
10.913 |
|
|
|
563,347 |
|
| 1,181 |
|
Aston FinCo SARL, 1 mo. USD Term SOFR +
4.250%(7) |
|
(CCC+, B3) |
|
|
10/09/26 |
|
|
|
9.692 |
|
|
|
1,063,447 |
|
| 770 |
|
Astra Acquisition Corp., 3 mo. USD Term SOFR +
5.250%(7) |
|
(CCC+, Caa1) |
|
|
10/25/28 |
|
|
|
10.570 |
|
|
|
326,361 |
|
| 600 |
|
CommerceHub, Inc., 3 mo. USD Term SOFR +
7.000%(7) |
|
(CCC, Caa2) |
|
|
12/29/28 |
|
|
|
12.476 |
|
|
|
508,002 |
|
| 201 |
|
DCert Buyer, Inc., 1 mo. USD Term SOFR +
4.000%(7) |
|
(B-, B2) |
|
|
10/16/26 |
|
|
|
9.330 |
|
|
|
200,661 |
|
| 507 |
|
Perforce Software, Inc., 1 mo. USD Term SOFR +
3.750%(7) |
|
(B-, B2) |
|
|
07/01/26 |
|
|
|
9.180 |
|
|
|
503,644 |
|
| 379 |
|
Polaris Newco LLC, 1 mo. USD Term SOFR +
4.000%(7) |
|
(B-, B2) |
|
|
06/02/28 |
|
|
|
9.574 |
|
|
|
376,143 |
|
| 710 |
|
Project Boost Purchaser LLC, 1 mo. USD Term SOFR +
3.500%(7) |
|
(B-, B2) |
|
|
06/01/26 |
|
|
|
8.829 |
|
|
|
711,908 |
|
| 342 |
|
Project Boost Purchaser LLC(7),(11) |
|
(B-, B2) |
|
|
05/30/26 |
|
|
|
0.000 |
|
|
|
342,893 |
|
| 1,527 |
|
Quest Software U.S. Holdings, Inc., 3 mo. USD Term SOFR + 4.250%(7) |
|
(CCC+, B3) |
|
|
02/01/29 |
|
|
|
9.713 |
|
|
|
1,167,320 |
|
| 455 |
|
Redstone Holdco 2 LP, 1 mo. USD Term SOFR +
4.750%(7) |
|
(B-, B3) |
|
|
04/27/28 |
|
|
|
10.195 |
|
|
|
378,234 |
|
| 400 |
|
UKG, Inc.(11) |
|
(B-, B2) |
|
|
02/10/31 |
|
|
|
0.000 |
|
|
|
402,562 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
6,544,522 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Support - Services (1.0%) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 400 |
|
LaserShip, Inc., 3 mo. USD Term SOFR +
7.500%(7) |
|
(CCC-, Caa3) |
|
|
05/07/29 |
|
|
|
13.071 |
|
|
|
331,200 |
|
| 789 |
|
LaserShip, Inc., 3 mo. USD Term SOFR +
4.500%(7) |
|
(CCC+, B3) |
|
|
05/07/28 |
|
|
|
10.071 |
|
|
|
737,473 |
|
| 212 |
|
LaserShip, Inc., 3 mo. USD Term SOFR +
7.000%(5),(7) |
|
(NR, B3) |
|
|
09/29/27 |
|
|
|
12.571 |
|
|
|
215,573 |
|
| 400 |
|
TruGreen Ltd. Partnership, 3 mo. USD Term SOFR +
8.500%(7) |
|
(CCC, Caa3) |
|
|
11/02/28 |
|
|
|
14.074 |
|
|
|
316,334 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,600,580 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Telecom - Wireline Integrated & Services (1.1%) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1,029 |
|
Patagonia Holdco LLC, 3 mo. USD Term SOFR +
5.750%(7) |
|
(NR, B1) |
|
|
08/01/29 |
|
|
|
11.064 |
|
|
|
954,071 |
|
| 875 |
|
TVC Albany, Inc., 1 mo. USD Term SOFR +
7.500%(7),(12) |
|
(CCC, Caa2) |
|
|
07/23/26 |
|
|
|
12.942 |
|
|
|
861,875 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,815,946 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Theaters & Entertainment (1.6%) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 496 |
|
UFC Holdings LLC, 3 mo. USD Term SOFR +
2.750%(7) |
|
(BB, Ba3) |
|
|
04/29/26 |
|
|
|
8.336 |
|
|
|
497,073 |
|
Credit Suisse Asset Management Income Fund, Inc.
Schedule of Investments (continued)
March 31, 2024 (unaudited)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Par
(000) |
|
|
|
Ratings†
(S&P/Moody’s) |
|
Maturity |
|
|
Rate% |
|
|
Value |
|
|
|
|
|
| BANK LOANS (continued) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Theaters & Entertainment (continued) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| $ 2,096 |
|
William Morris Endeavor Entertainment LLC, 1 mo. USD Term SOFR + 2.750%(7) |
|
(BB-, B3) |
|
|
05/18/25 |
|
|
|
8.195 |
|
|
$ |
2,097,397 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
2,594,470 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| TOTAL BANK LOANS (Cost $37,712,329) |
|
|
|
|
|
|
|
|
|
|
|
|
35,687,703 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| ASSET BACKED SECURITIES (8.5%) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Collateralized Debt Obligations (8.5%) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 650 |
|
Anchorage Capital CLO 15 Ltd., 2020-15A, Rule 144A, 3 mo. USD
Term
SOFR + 7.662% (1),(7) |
|
(NR, Ba3) |
|
|
07/20/34 |
|
|
|
12.979 |
|
|
|
631,701 |
|
| 1,000 |
|
Anchorage Capital CLO 25 Ltd., 2022-25A, Rule 144A, 3 mo. USD
Term
SOFR + 7.170% (1),(7) |
|
(NR, Ba3) |
|
|
04/20/35 |
|
|
|
12.488 |
|
|
|
991,954 |
|
| 780 |
|
Anchorage Capital Europe CLO 6 DAC, Rule 144A, 3 mo. EUR EURIBOR +
5.000% (1),(3),(7) |
|
(BBB-, NR) |
|
|
01/22/38 |
|
|
|
8.869 |
|
|
|
845,532 |
|
| 500 |
|
Anchorage Credit Funding 4 Ltd., 2016-4A, Rule 144A (1) |
|
(NR, Ba3) |
|
|
04/27/39 |
|
|
|
6.659 |
|
|
|
421,352 |
|
| 750 |
|
Battalion CLO 18 Ltd., 2020-18A, Rule 144A, 3 mo. USD Term SOFR +
6.972% (1),(7) |
|
(BB-, NR) |
|
|
10/15/36 |
|
|
|
12.286 |
|
|
|
685,416 |
|
| 1,000 |
|
Battalion CLO XV Ltd., 2020-15A, Rule 144A, 3 mo. USD Term SOFR +
6.612% (1),(7) |
|
(BB-, NR) |
|
|
01/17/33 |
|
|
|
11.928 |
|
|
|
964,886 |
|
| 1,000 |
|
Cedar Funding VI CLO Ltd., 2016-6A, Rule 144A, 3 mo. USD Term SOFR
+ 6.982% (1),(7) |
|
(BB-, NR) |
|
|
04/20/34 |
|
|
|
12.299 |
|
|
|
986,669 |
|
| 500 |
|
Generate CLO 5 Ltd., Rule 144A, 3 mo. USD Term SOFR + 6.272%
(1),(7) |
|
(NR, Ba3) |
|
|
10/22/31 |
|
|
|
11.589 |
|
|
|
492,046 |
|
| 1,000 |
|
KKR CLO 14 Ltd., Rule 144A, 3 mo. USD Term SOFR + 6.412%
(1),(7) |
|
(NR, B1) |
|
|
07/15/31 |
|
|
|
11.726 |
|
|
|
1,000,156 |
|
| 800 |
|
KKR CLO 45A Ltd., Rule 144A, 3 mo. USD Term SOFR + 7.300%
(1),(4),(7) |
|
(NR, NR) |
|
|
04/15/35 |
|
|
|
1.000 |
|
|
|
804,138 |
|
| 1,000 |
|
KKR CLO Ltd., 16, Rule 144A, 3 mo. USD Term SOFR + 7.372%
(1),(7) |
|
(BB-, NR) |
|
|
10/20/34 |
|
|
|
12.689 |
|
|
|
981,460 |
|
| 1,000 |
|
Marble Point CLO XXIII Ltd., 2021-4A, Rule 144A, 3 mo. USD Term
SOFR +
6.012% (1),(7) |
|
(NR, Ba1) |
|
|
01/22/35 |
|
|
|
11.329 |
|
|
|
964,596 |
|
| 400 |
|
MP CLO III Ltd., 2013-1A, Rule 144A, 3 mo. USD Term SOFR + 3.312% (1),(7) |
|
(NR, Ba1) |
|
|
10/20/30 |
|
|
|
8.629 |
|
|
|
386,145 |
|
| 1,000 |
|
Oaktree CLO Ltd., 2019-4A, Rule 144A, 3 mo. USD Term SOFR + 7.492%
(1),(7) |
|
(BB-, NR) |
|
|
10/20/32 |
|
|
|
12.809 |
|
|
|
1,000,050 |
|
| 1,000 |
|
Palmer Square Credit Funding Ltd., 2019-1A, Rule 144A (1) |
|
(NR, Aa2) |
|
|
04/20/37 |
|
|
|
5.459 |
|
|
|
903,542 |
|
| 1,000 |
|
Venture 41 CLO Ltd., 2021-41A, Rule 144A, 3 mo. USD Term SOFR +
7.972% (1),(7) |
|
(BB-, NR) |
|
|
01/20/34 |
|
|
|
13.289 |
|
|
|
993,944 |
|
| 400 |
|
Vibrant CLO VII Ltd., 2017-7A, Rule 144A, 3 mo. USD Term SOFR +
3.862% (1),(7) |
|
(NR, Baa3) |
|
|
09/15/30 |
|
|
|
9.179 |
|
|
|
401,066 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| TOTAL ASSET BACKED SECURITIES (Cost $13,632,633) |
|
|
|
|
|
|
|
|
|
|
|
|
13,454,653 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Shares |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| COMMON STOCKS (0.6%) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Auto Parts & Equipment (0.2%) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 37,576 |
|
Jason, Inc.(5),(9) |
|
|
|
|
|
|
|
|
|
|
|
|
338,186 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Chemicals (0.3%) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 2,794 |
|
Project Investor Holdings
LLC(4),(5),(9),(12) |
|
|
|
|
|
|
|
|
|
|
|
|
28 |
|
| 46,574 |
|
Proppants Holdings LLC(4),(5),(9),(12) |
|
|
|
|
|
|
|
|
|
|
|
|
931 |
|
| 10,028 |
|
UTEX Industries, Inc.(9) |
|
|
|
|
|
|
|
|
|
|
|
|
451,260 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
452,219 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Packaging (0.0%) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 675 |
|
SMI Topco LLC(9) |
|
|
|
|
|
|
|
|
|
|
|
|
4,050 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Personal & Household Products (0.1%) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 22,719 |
|
Dream Well, Inc.(9) |
|
|
|
|
|
|
|
|
|
|
|
|
141,994 |
|
| 22,719 |
|
Serta Simmons Bedding Equipment
Co.(4),(5),(9) |
|
|
|
|
|
|
|
|
|
|
|
|
— |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
141,994 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Pharmaceuticals (0.0%) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 45,583 |
|
Akorn, Inc.(9) |
|
|
|
|
|
|
|
|
|
|
|
|
2,279 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Credit Suisse Asset Management Income Fund, Inc.
Schedule of Investments (continued)
March 31, 2024 (unaudited)
|
|
|
|
|
|
|
|
|
|
| Shares |
|
|
|
Value |
|
| COMMON STOCKS (continued) |
|
|
| Private Placement (0.0%) |
|
| 36,452 |
|
Technicolor Creative Studios SA(9),(14) |
|
$ |
394 |
|
|
|
|
|
|
|
|
| Specialty Retail (0.0%) |
|
| 69 |
|
Eagle Investments Holding Co. LLC,
Class B(4),(5),(9) |
|
|
1 |
|
|
|
|
|
|
|
|
|
| Support - Services (0.0%) |
|
| 800 |
|
LTR Holdings, Inc.(4),(5),(9),(12) |
|
|
1,185 |
|
|
|
|
|
|
|
|
|
|
| TOTAL COMMON STOCKS (Cost $2,853,341) |
|
|
940,308 |
|
|
|
|
|
|
|
|
|
| WARRANT (0.0%) |
|
|
| Chemicals (0.0%) |
|
| 11,643 |
|
Project Investor Holdings LLC, expires
02/20/2022(4),(5),(9),(12) (Cost $6,054) |
|
|
— |
|
|
|
|
|
|
|
|
|
| SHORT-TERM INVESTMENTS (13.9%) |
|
| 10,556,800 |
|
State Street Institutional U.S. Government Money Market Fund - Premier Class, 5.26% |
|
|
10,556,800 |
|
| 11,401,370 |
|
State Street Navigator Securities Lending Government Money Market Portfolio, 5.34%(15) |
|
|
11,401,370 |
|
|
|
|
|
|
|
|
|
|
| TOTAL SHORT-TERM INVESTMENTS (Cost $21,958,170) |
|
|
21,958,170 |
|
|
|
|
|
|
|
|
|
|
| TOTAL INVESTMENTS AT VALUE (141.3%) (Cost $231,620,810) |
|
|
223,734,086 |
|
|
|
| LIABILITIES IN EXCESS OF OTHER ASSETS
(-41.3%) |
|
|
(65,419,071 |
) |
|
|
|
|
|
|
|
|
|
| NET ASSETS (100.0%) |
|
$ |
158,315,015 |
|
|
|
|
|
|
|
|
|
| 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 |
|
| WR = Withdrawn Rating |
|
| † |
Credit ratings given by the S&P Global Ratings Division of S&P Global Inc. (“S&P”) and Moody’s
Investors Service, Inc. (“Moody’s”) are unaudited. |
| (1) |
Security exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be
resold in transactions exempt from registration, normally to qualified institutional buyers. At March 31, 2024, these securities amounted to a value of $161,648,198 or 102.1% of net assets. |
| (2) |
Security or portion thereof is out on loan. |
| (3) |
This security is denominated in Euro. |
| (4) |
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. |
| (5) |
Security is valued using significant unobservable inputs. |
| (6) |
This security is denominated in British Pound. |
| (7) |
Variable rate obligation - The interest rate shown is the rate in effect as of March 31, 2024. The rate may be
subject to a cap and floor. |
| (8) |
PIK: Payment-in-kind security for which
part of the income earned may be paid as additional principal. |
| (9) |
Non-income producing security. |
| (10) |
Bond is currently in default. |
| (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 March 31, 2024. |
| (13) |
All or a portion is an unfunded loan commitment (See note 2-I).
|
| (14) |
Security is held through holdings of 100 shares of the CIG Special Purpose SPC - Credit Suisse Asset Management Income
Fund Segregated Portfolio, an affiliated entity. |
| (15) |
Represents security purchased with cash collateral received for securities on loan. |
Credit Suisse Asset Management Income Fund, Inc.
Schedule of Investments (continued)
March 31, 2024 (unaudited)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Forward Foreign Currency Contracts |
|
|
|
|
|
|
|
|
|
|
|
|
|
Forward
Currency to be
Purchased |
|
|
|
|
Forward
Currency to be
Sold |
|
|
|
|
Expiration
Date |
|
Counterparty |
|
Value on
Settlement Date |
|
|
|
|
Current
Value/Notional |
|
|
|
|
Unrealized
Appreciation |
| GBP |
|
|
9,553 |
|
|
|
|
USD |
|
|
11,688 |
|
|
|
|
10/07/24 |
|
Morgan Stanley |
|
$ |
11,688 |
|
|
|
|
$ |
12,082 |
|
|
|
|
$ |
394 |
|
| USD |
|
|
1,093,422 |
|
|
|
|
EUR |
|
|
1,000,000 |
|
|
|
|
04/22/24 |
|
Morgan Stanley |
|
|
(1,093,422 |
) |
|
|
|
|
(1,080,818 |
) |
|
|
|
|
12,604 |
|
| USD |
|
|
58,938 |
|
|
|
|
EUR |
|
|
52,996 |
|
|
|
|
10/07/24 |
|
Barclays Bank PLC |
|
|
(58,938 |
) |
|
|
|
|
(57,697 |
) |
|
|
|
|
1,241 |
|
| USD |
|
|
847,848 |
|
|
|
|
EUR |
|
|
772,600 |
|
|
|
|
10/07/24 |
|
Deutsche Bank AG |
|
|
(847,848 |
) |
|
|
|
|
(841,133 |
) |
|
|
|
|
6,715 |
|
| USD |
|
|
13,273 |
|
|
|
|
GBP |
|
|
10,494 |
|
|
|
|
10/07/24 |
|
Deutsche Bank AG |
|
|
(13,273 |
) |
|
|
|
|
(13,271 |
) |
|
|
|
|
2 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Total Unrealized Appreciation |
|
|
|
|
$ |
20,956 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 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 |
|
|
1,000,000 |
|
|
|
|
USD |
|
|
1,084,951 |
|
|
|
|
04/22/24 |
|
Deutsche Bank AG |
|
$ |
1,084,951 |
|
|
|
|
$ |
1,080,818 |
|
|
|
|
$ |
(4,133 |
) |
| EUR |
|
|
228,356 |
|
|
|
|
USD |
|
|
251,111 |
|
|
|
|
10/07/24 |
|
Deutsche Bank AG |
|
|
251,111 |
|
|
|
|
|
248,612 |
|
|
|
|
|
(2,499 |
) |
| EUR |
|
|
42,239 |
|
|
|
|
USD |
|
|
46,270 |
|
|
|
|
10/07/24 |
|
Morgan Stanley |
|
|
46,270 |
|
|
|
|
|
45,986 |
|
|
|
|
|
(284 |
) |
| USD |
|
|
1,579,318 |
|
|
|
|
EUR |
|
|
1,473,321 |
|
|
|
|
10/07/24 |
|
Morgan Stanley |
|
|
(1,579,318 |
) |
|
|
|
|
(1,604,012 |
) |
|
|
|
|
(24,694 |
) |
| USD |
|
|
29,458 |
|
|
|
|
GBP |
|
|
23,495 |
|
|
|
|
10/07/24 |
|
Barclays Bank PLC |
|
|
(29,458 |
) |
|
|
|
|
(29,713 |
) |
|
|
|
|
(255 |
) |
| USD |
|
|
576,088 |
|
|
|
|
GBP |
|
|
472,590 |
|
|
|
|
10/07/24 |
|
Morgan Stanley |
|
|
(576,088 |
) |
|
|
|
|
(597,667 |
) |
|
|
|
|
(21,579 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Total Unrealized Depreciation |
|
|
|
|
$ |
(53,444 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Total Net Unrealized Appreciation/(Depreciation) |
|
|
|
|
$ |
(32,488 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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
March 31, 2024 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 |
|
$ |
— |
|
|
$ |
150,923,599 |
|
|
$ |
769,653 |
|
|
$ |
151,693,252 |
|
| Bank Loans |
|
|
— |
|
|
|
30,175,710 |
|
|
|
5,511,993 |
|
|
|
35,687,703 |
|
| Asset Backed Securities |
|
|
— |
|
|
|
13,454,653 |
|
|
|
— |
|
|
|
13,454,653 |
|
| Common Stocks |
|
|
394 |
|
|
|
599,583 |
|
|
|
340,331 |
|
|
|
940,308 |
|
| Warrants |
|
|
— |
|
|
|
— |
|
|
|
01 |
|
|
|
0 |
|
| Short-term Investments |
|
|
21,958,170 |
|
|
|
— |
|
|
|
— |
|
|
|
21,958,170 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
21,958,564 |
|
|
$ |
195,153,545 |
|
|
$ |
6,621,977 |
|
|
$ |
223,734,086 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Other Financial Instruments* |
|
|
|
|
|
| Forward Foreign Currency Contracts |
|
$ |
— |
|
|
$ |
20,956 |
|
|
$ |
— |
|
|
$ |
20,956 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Liabilities |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Other Financial Instruments* |
|
|
|
|
|
| Forward Foreign Currency Contracts |
|
$ |
— |
|
|
$ |
53,444 |
|
|
$ |
— |
|
|
$ |
53,444 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
1 |
Includes a zero valued security. |
| |
* |
Other financial instruments include unrealized appreciation (depreciation) on forward foreign currency
contracts. |
The following is a reconciliation of investments as of March 31, 2024 for which
significant unobservable inputs were used in determining fair value.
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
Corporate
Bonds |
|
Bank Loans |
|
Asset Backed
Securities |
|
Common
Stocks |
|
Warrant |
|
|
Total |
| Balance as of December 31, 2023 |
|
$ |
70,929 |
|
|
$ |
3,038,275 |
|
|
$ |
861,627 |
|
|
$ |
935,723 |
|
|
$ |
0 |
(1) |
|
$ |
4,906,554 |
|
| Accrued discounts (premiums) |
|
|
- |
|
|
|
29,586 |
|
|
|
- |
|
|
|
- |
|
|
|
- |
|
|
|
29,586 |
|
| Purchases |
|
|
93,370 |
|
|
|
1,529,644 |
|
|
|
- |
|
|
|
- |
|
|
|
- |
|
|
|
1,623,014 |
|
| Sales |
|
|
- |
|
|
|
(7,513 |
) |
|
|
- |
|
|
|
- |
|
|
|
- |
|
|
|
(7,513 |
) |
| Realized gain (loss) |
|
|
- |
|
|
|
24 |
|
|
|
- |
|
|
|
- |
|
|
|
- |
|
|
|
24 |
|
| Change in unrealized appreciation (depreciation) |
|
|
(146 |
) |
|
|
(238,176 |
) |
|
|
(16,095 |
) |
|
|
(144,132 |
) |
|
|
- |
|
|
|
(398,549 |
) |
| Transfers into Level 3 |
|
|
605,500 |
|
|
|
1,936,208 |
|
|
|
- |
|
|
|
- |
|
|
|
- |
|
|
|
2,541,708 |
|
| Transfers out of Level 3 |
|
|
- |
|
|
|
(776,055 |
) |
|
|
(845,532 |
) |
|
|
(451,260 |
) |
|
|
- |
|
|
|
(2,072,847 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Balance as of March 31, 2024 |
|
$ |
769,653 |
|
|
$ |
5,511,993 |
|
|
$ |
0 |
|
|
$ |
340,331 |
|
|
$ |
0 |
(1) |
|
$ |
6,621,977 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Net change in unrealized appreciation (depreciation) from investments still held as of
March 31, 2024 |
|
$ |
(146 |
) |
|
$ |
28,483 |
|
|
$ |
- |
|
|
$ |
(43,851 |
) |
|
$ |
- |
|
|
$ |
(15,514 |
) |
| (1) |
Includes a zero valued security. |
Quantitative Disclosure About Significant Unobservable Inputs
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Asset Class |
|
|
|
|
Fair Value
At March 31,
2024 |
|
|
|
|
|
Valuation
Technique |
|
|
|
|
Unobservable
Input |
|
|
|
|
Price Range
(Weighted Average)* |
|
| Bank Loans |
|
$ |
|
|
|
|
5,511,993 |
|
|
|
|
|
|
Vendor pricing |
|
|
|
|
|
Single Broker Quote |
|
|
|
|
|
$ |
0.98 - $1.02 ($1.00) |
|
|
|
|
|
|
|
|
0 |
|
|
|
|
|
|
Income Approach |
|
|
|
|
|
Expected Remaining Distribution |
|
|
|
|
|
|
0.00 (N/A) |
|
| Corporate Bonds |
|
|
|
|
|
|
70,095 |
|
|
|
|
|
|
Income Approach |
|
|
|
|
|
Expected Remaining Distribution |
|
|
|
|
|
|
0.56 - 0.63 (0.59) |
|
|
|
|
|
|
|
|
605,500 |
|
|
|
|
|
|
Vendor pricing |
|
|
|
|
|
Single Broker Quote |
|
|
|
|
|
|
0.59 - 0.63 (0.61) |
|
|
|
|
|
|
|
|
94,058 |
|
|
|
|
|
|
Recent Transactions |
|
|
|
|
|
Trade Price |
|
|
|
|
|
|
1.08 (1.08) |
|
| Common Stocks |
|
|
|
|
|
|
2,145 |
|
|
|
|
|
|
Income Approach |
|
|
|
|
|
Expected Remaining Distribution |
|
|
|
|
|
|
0.00 - 1.48 (0.83) |
|
|
|
|
|
|
|
|
338,186 |
|
|
|
|
|
|
Vendor Pricing |
|
|
|
|
|
Single Broker Quote |
|
|
|
|
|
|
9.00 (9.00) |
|
| Warrant |
|
|
|
|
|
|
0 |
|
|
|
|
|
|
Income Approach |
|
|
|
|
|
Expected Remaining Distribution |
|
|
|
|
|
|
0.00 (N/A) |
|
* Weighted by relative fair value
Each fair value determination is based on a consideration of relevant factors, including both observable and unobservable
inputs. Observable and unobservable inputs that Credit Suisse considers may include (i) the existence of any contractual restrictions on the disposition of securities; (ii) information obtained from the company, which may include an
analysis of the company’s financial statements, the company’s products or intended markets or the company’s technologies; (iii) the price of the same or similar security negotiated at arm’s length in an issuer’s
completed subsequent round of financing; (iv) the price and extent of public trading in similar securities of the issuer or of comparable companies; or (v) a probability and time value adjusted analysis of contractual term. Where available
and appropriate, multiple valuation methodologies are applied to confirm fair value. To the extent that valuation is based on models or inputs that are less observable or unobservable in the market, determining fair value requires more judgment.
Because of the inherent uncertainty of valuation, those estimated values may be materially higher or lower than the values that would have been used had a ready market for the investments existed. Accordingly, the degree of judgment exercised by the
Fund in determining fair value is greatest for investments categorized in Level 3. In some circumstances, the inputs used to measure fair value might be categorized within different levels of the fair value hierarchy. In those instances, the
fair value measurement is categorized in its entirety in the fair value hierarchy based on the least observable input that is significant to the fair value measurement. Additionally, changes in the market environment and other events that may occur
over the life of the investments may cause the gains or losses ultimately realized on these investments to be different from the valuations used at the date of these financial statements.
During the period ended March 31, 2024, $2,541,708 was transferred from
Level 2 to Level 3 due to a lack of a pricing source supported by observable inputs and $2,072,847 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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