N-Q 1 a08-12016_1nq.htm N-Q

 

UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549

 

FORM N-Q

 

QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED
MANAGEMENT INVESTMENT COMPANY

 

Investment Company Act file number

811-05012

 

 

CREDIT SUISSE ASSET MANAGEMENT INCOME FUND, INC.

(Exact name of registrant as specified in charter)

 

c/o Credit Suisse Asset Management, LLC

Eleven Madison Avenue

New York, New York

 

10010

(Address of principal executive offices)

 

(Zip code)

 

J. Kevin Gao, Esq.

Eleven Madison Avenue

New York, New York 10010

(Name and address of agent for service)

 

Registrant's telephone number, including area code:

(212) 325-2000

 

 

Date of fiscal year end:

December 31st

 

 

 

 

Date of reporting period:

January 1, 2008 to March 31, 2008

 

 


 

Item 1:                                                          Schedule of Investments

 


 

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments

March 31, 2008 (unaudited)

 

Par
(000)

 

 

 

Ratings†
(S&P/Moody’s)

 

Maturity

 

Rate%

 

Value

 

 

 

 

 

 

 

 

 

 

 

U.S.  CORPORATE  BONDS (84.1%)

 

 

 

 

 

 

 

 

 

Aerospace & Defense (1.3%)

 

 

 

 

 

 

 

 

 

$

275

 

DRS Technologies, Inc., Company Guaranteed Notes (Callable 02/01/11 @ $103.81)

 

(B, B3)

 

02/01/18

 

7.625

 

$

276,375

 

375

 

Hawker Beechcraft Acquisition Co., LLC, Global Senior Unsecured Notes (Callable 04/01/11 @ $104.44)

 

(B-, B3)

 

04/01/15

 

8.875

 

385,313

 

825

 

Hawker Beechcraft Acquisition Co., Series WI, Global Senior Subordinated Notes (Callable 04/01/12 @ $104.88)

 

(B-, Caa1)

 

04/01/17

 

9.750

 

825,000

 

525

 

L-3 Communications Corp., Global Senior Subordinated Notes (Callable 01/15/10 @ $102.94)

 

(BB+, Ba3)

 

01/15/15

 

5.875

 

505,312

 

400

 

TransDigm, Inc., Global Company Guaranteed Notes (Callable 07/15/09 @ $105.81)

 

(B-, B3)

 

07/15/14

 

7.750

 

402,000

 

 

 

 

 

 

 

 

 

 

 

2,394,000

 

Agriculture (0.4%)

 

 

 

 

 

 

 

 

 

825

 

Southern States Cooperative, Inc., Rule 144A, Senior Notes (Callable 05/19/08 @ $108.00)#‡

 

(B-, Caa1)

 

11/01/10

 

10.500

 

845,625

 

Auto Loans (4.2%)

 

 

 

 

 

 

 

 

 

750

 

Ford Motor Credit Co. LLC, Global Notes

 

(B, B1)

 

06/15/10

 

7.875

 

654,265

 

1,150

 

Ford Motor Credit Co. LLC, Senior Unsecured Notes§

 

(B, B1)

 

12/15/16

 

8.000

 

901,521

 

1,725

 

Ford Motor Credit Co. LLC, Global Notes

 

(B, B1)

 

10/01/13

 

7.000

 

1,346,964

 

650

 

Ford Motor Credit Co. LLC, Notes

 

(B, B1)

 

06/16/08

 

6.625

 

642,687

 

425

 

Ford Motor Credit Co. LLC, Senior Notes

 

(B, B1)

 

08/10/11

 

9.875

 

379,253

 

1,700

 

GMAC LLC, Global Senior Unsecured Notes

 

(B+, B1)

 

05/15/09

 

5.625

 

1,549,613

 

150

 

GMAC LLC, Senior Unsecured Notes§

 

(B+, B1)

 

03/02/11

 

7.250

 

118,177

 

1,480

 

GMAC LLC, Senior Unsecured Notes

 

(B+, B1)

 

12/01/14

 

6.750

 

1,048,676

 

850

 

GMAC LLC, Senior Unsubordinated Notes

 

(B+, B1)

 

12/15/11

 

6.000

 

635,859

 

750

 

Navios Maritime Holdings, Inc., Global Company Guaranteed Notes (Callable 12/15/10 @ $104.75)

 

(B+, B3)

 

12/15/14

 

9.500

 

750,937

 

 

 

 

 

 

 

 

 

 

 

8,027,952

 

Auto Parts & Equipment (2.1%)

 

 

 

 

 

 

 

 

 

275

 

Altra Industrial Motion, Inc., Global Secured Notes (Callable 12/01/08 @ $104.50)

 

(B, B2)

 

12/01/11

 

9.000

 

260,906

 

650

 

Altra Industrial Motion, Inc., Global Secured Notes (Callable 12/01/08 @ $104.50)#

 

(B, B2)

 

12/01/11

 

9.000

 

616,687

 

500

 

American Axle & Manufacturing, Inc., Company Guaranteed Notes (Callable 03/01/12 @ $103.94)

 

(BB, Ba3)

 

03/01/17

 

7.875

 

426,250

 

800

 

American Tire Distributors Holdings, Inc., Global Senior Notes (Callable 04/01/09 @ $105.38)

 

(CCC+, Caa1)

 

04/01/13

 

10.750

 

768,000

 

17

 

Goodyear Tire & Rubber Co., Global Company Guaranteed Notes (Callable 12/01/09 @ $104.31)

 

(BB-, Ba3)

 

12/01/11

 

8.625

 

17,914

 

812

 

Goodyear Tire & Rubber Co., Global Senior Unsecured Notes (Callable 07/01/10 @ $104.50)§

 

(BB-, Ba3)

 

07/01/15

 

9.000

 

862,750

 

450

 

Keystone Automotive Operations, Inc., Global Senior Subordinated Notes (Callable 11/01/08 @ $104.88)

 

(CCC, Caa2)

 

11/01/13

 

9.750

 

254,250

 

450

 

Lear Corp., Series B, Global Company Guaranteed Notes (Callable 12/01/10 @ $104.25)

 

(B-, B3)

 

12/01/13

 

8.500

 

402,750

 

375

 

Visteon Corp., Global Senior Unsecured Notes

 

(B-, Caa2)

 

08/01/10

 

8.250

 

308,438

 

 

 

 

 

 

 

 

 

 

 

3,917,945

 

Automotive (2.0%)

 

 

 

 

 

 

 

 

 

1,210

 

Ford Motor Co., Global Notes

 

(CCC+, Caa1)

 

07/16/31

 

7.450

 

804,650

 

2,200

 

General Motors Corp., Senior Unsecured Notes§

 

(B-, Caa1)

 

07/15/13

 

7.125

 

1,699,500

 

1,750

 

General Motors Corp., Senior Unsecured Notes§

 

(B-, Caa1)

 

07/15/33

 

8.375

 

1,242,500

 

 

 

 

 

 

 

 

 

 

 

3,746,650

 

Beverages (0.4%)

 

 

 

 

 

 

 

 

 

275

 

Constellation Brands, Inc., Company Guaranteed Notes

 

(BB-, Ba3)

 

12/15/14

 

8.375

 

284,625

 

525

 

Constellation Brands, Inc., Company Guaranteed Notes

 

(BB-, Ba3)

 

09/01/16

 

7.250

 

513,188

 

 

 

 

 

 

 

 

 

 

 

797,813

 

 


 

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

March 31, 2008 (unaudited)

 

Par
(000)

 

 

 

Ratings†
(S&P/Moody’s)

 

Maturity

 

Rate%

 

Value

 

Brokerage (0.2%)

 

 

 

 

 

 

 

 

 

$

175

 

E*TRADE Financial Corp., Global Senior Notes (Callable 06/15/08 @ $104.00)§

 

(B, Ba3)

 

06/15/11

 

8.000

 

$

147,000

 

 

 

 

 

 

 

 

 

 

 

 

 

315

 

E*TRADE Financial Corp., Senior Unsecured Notes (Callable 12/01/10 @ $103.94)

 

(B, Ba3)

 

12/01/15

 

7.875

 

225,225

 

 

 

 

 

 

 

 

 

 

 

372,225

 

Building & Construction (1.2%)

 

 

 

 

 

 

 

 

 

900

 

Ashton Woods USA/Finance, Global Company Guaranteed Notes (Callable 10/01/10 @ $104.75)

 

(B-, Caa2)

 

10/01/15

 

9.500

 

486,000

 

500

 

K Hovnanian Enterprises, Inc., Global Company Guaranteed Notes§

 

(B-, Caa1)

 

01/15/16

 

6.250

 

340,000

 

600

 

KB Home, Senior Notes§

 

(BB+, Ba1)

 

06/15/15

 

6.250

 

534,750

 

625

 

Standard Pacific Corp., Global Company Guaranteed Notes§

 

(B+, B1)

 

08/15/15

 

7.000

 

451,563

 

200

 

WCI Communities, Inc., Global Company Guaranteed Notes (Callable 03/15/10 @ $103.31)§

 

(CC, Caa3)

 

03/15/15

 

6.625

 

95,000

 

250

 

William Lyon Homes, Inc., Global Senior Notes (Callable 02/15/09 @ $103.75)

 

(B-, Caa2)

 

02/15/14

 

7.500

 

123,750

 

350

 

William Lyon Homes, Inc., Global Senior Notes (Callable 12/15/08 @ $103.81)

 

(B, Caa2)

 

12/15/12

 

7.625

 

176,750

 

 

 

 

 

 

 

 

 

 

 

2,207,813

 

Building Materials (2.6%)

 

 

 

 

 

 

 

 

 

750

 

Associated Materials, Inc., Global Senior Discount Notes (Callable 03/01/09 @ $105.62)§+

 

(CCC, Caa2)

 

03/01/14

 

0.000

 

515,625

 

825

 

Building Materials Corp., Global Company Guaranteed Notes (Callable 08/01/09 @ $103.88)

 

(BB-, B2)

 

08/01/14

 

7.750

 

598,125

 

725

 

Coleman Cable, Inc., Global Company Guaranteed Notes (Callable 10/01/08 @ $104.94)

 

(B+, B2)

 

10/01/12

 

9.875

 

605,375

 

750

 

CPG International I, Inc., Global Company Guaranteed Notes (Callable 07/01/09 @ $105.25)

 

(B, B3)

 

07/01/13

 

10.500

 

633,750

 

300

 

Dayton Superior Corp., Company Guaranteed Notes (Callable 06/15/08 @ $100.00)

 

(CCC+, Caa1)

 

06/15/09

 

13.000

 

261,750

 

375

 

General Cable Corp., Global Company Guaranteed Notes (Callable 04/01/09 @ $102.00)#§

 

(B+, B1)

 

04/01/15

 

7.104

 

325,313

 

325

 

Norcraft Companies, Global Company Guaranteed Notes (Callable 05/19/08 @ $104.50)

 

(B+, B1)

 

11/01/11

 

9.000

 

329,062

 

250

 

Norcraft Holdings LP, Global Senior Discount Notes (Callable 09/01/08 @ $104.88)+

 

(B-, B3)

 

09/01/12

 

0.000

 

220,000

 

475

 

Nortek, Inc., Global Senior Subordinated Notes (Callable 09/01/09 @ $104.25)§

 

(CCC+, Caa1)

 

09/01/14

 

8.500

 

353,875

 

750

 

NTK Holdings, Inc., Global Senior Discount Notes (Callable 09/01/09 @ $105.38)#§

 

(CCC+, Caa2)

 

03/01/14

 

10.750

 

367,500

 

900

 

Ply Gem Industries, Inc., Global Company Guaranteed Notes (Callable 05/19/08 @ $104.50)§

 

(CCC+, Caa1)

 

02/15/12

 

9.000

 

661,500

 

 

 

 

 

 

 

 

 

 

 

4,871,875

 

Chemicals (2.8%)

 

 

 

 

 

 

 

 

 

925

 

Chemtura Corp., Company Guaranteed Notes

 

(BB+, Ba2)

 

06/01/16

 

6.875

 

827,875

 

650

 

Koppers Holdings, Inc., Global Senior Discount Notes (Callable 11/15/09 @ $104.94)+

 

(B-, B3)

 

11/15/14

 

0.000

 

567,125

 

725

 

Momentive Performance Materials, Global Company Guaranteed Notes (Callable 12/01/10 @ $104.88)

 

(B, B3)

 

12/01/14

 

9.750

 

654,312

 

625

 

Momentive Performance Materials, Global Company Guaranteed Notes (Callable 12/01/11 @ $105.75)§

 

(CCC+, Caa2)

 

12/01/16

 

11.500

 

478,906

 

175

 

Nalco Co., Global Senior Subordinated Notes (Callable 11/15/08 @ $104.50)

 

(B-, B3)

 

11/15/13

 

9.000

 

270,364

 

800

 

Nalco Finance Holdings, Inc., Global Senior Notes (Callable 02/01/09 @ $104.50)+

 

(B-, B3)

 

02/01/14

 

0.000

 

724,000

 

575

 

PolyOne Corp., Senior Notes

 

(B+, B1)

 

05/01/12

 

8.875

 

583,625

 

750

 

Reichhold Industries, Inc., Rule 144A, Senior Notes (Callable 08/15/10 @ $104.50)‡

 

(B+, B2)

 

08/15/14

 

9.000

 

738,750

 

475

 

Terra Capital, Inc., Series B, Global Company Guaranteed Notes (Callable 02/01/12 @ $103.50)

 

(BB-, B1)

 

02/01/17

 

7.000

 

470,844

 

 

 

 

 

 

 

 

 

 

 

5,315,801

 

 


 

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

March 31, 2008 (unaudited)

 

Par
(000)

 

 

Ratings†
(S&P/Moody’s)

 

Maturity

 

Rate%

 

Value

 

Computer Hardware (0.2%)

 

 

 

 

 

 

 

 

 

$

500

 

Activant Solutions, Inc., Global Company Guaranteed Notes (Callable 05/01/11 @ $104.75)

 

(CCC+, Caa1)

 

05/01/16

 

9.500

 

$

422,500

 

 

 

 

 

 

 

 

 

 

 

 

Consumer Products (1.5%)

 

 

 

 

 

 

 

 

 

1,175

 

AAC Group Holding Corp., Global Senior Unsecured Notes (Callable 10/01/08 @ $105.13)+

 

(CCC+, Caa1)

 

10/01/12

 

0.000

 

957,625

 

1,025

 

Amscan Holdings, Inc., Global Senior Subordinated Notes (Callable 05/01/09 @ $104.38)

 

(CCC+, Caa1)

 

05/01/14

 

8.750

 

904,562

 

550

 

Jarden Corp., Company Guaranteed Notes (Callable 05/01/12 @ $103.75)

 

(B-, B3)

 

05/01/17

 

7.500

 

484,000

 

594

 

Prestige Brands, Inc., Global Senior Subordinated Notes (Callable 05/19/08 @ $104.63)

 

(B-, B3)

 

04/15/12

 

9.250

 

576,180

 

 

 

 

 

 

 

 

 

2,922,367

 

Consumer/Commercial/Lease Financing (0.2%)

 

 

 

 

 

 

 

 

 

775

 

Residential Capital LLC, Company Guaranteed Notes#

 

(B, B2)

 

02/22/11

 

8.000

 

383,625

 

Diversified Capital Goods (2.0%)

 

 

 

 

 

 

 

 

 

575

 

Esco Corp., Rule 144A, Senior Notes (Callable 12/15/08 @ $102.00)#‡

 

(B, B2)

 

12/15/13

 

6.675

 

497,375

 

400

 

RBS Global & Rexnord Corp., Global Company Guaranteed Notes (Callable 08/01/10 @ $104.75)

 

(B-, B3)

 

08/01/14

 

9.500

 

376,000

 

500

 

RBS Global & Rexnord Corp., Global Company Guaranteed Notes (Callable 08/01/11 @ $105.88)§

 

(CCC+, Caa1)

 

08/01/16

 

11.750

 

435,000

 

575

 

Sensus Metering Systems, Global Senior Subordinated Notes (Callable 12/15/08 @ $104.31)

 

(B-, B3)

 

12/15/13

 

8.625

 

549,125

 

775

 

Stanadyne Corp., Series 1 Global Senior Subordinated Notes (Callable 08/15/09 @ $105.00)

 

(B-, B3)

 

08/15/14

 

10.000

 

709,125

 

625

 

Titan International, Inc., Global Company Guaranteed Notes

 

(B-, Caa1)

 

01/15/12

 

8.000

 

615,625

 

694

 

TriMas Corp., Global Company Guaranteed Notes (Callable 06/15/08 @ $103.29)

 

(B-, B3)

 

06/15/12

 

9.875

 

607,250

 

 

 

 

 

 

 

 

 

3,789,500

 

Electric - Generation (3.9%)

 

 

 

 

 

 

 

 

 

1,025

 

AES Corp., Global Senior Unsecured Notes§

 

(BB-, B1)

 

10/15/17

 

8.000

 

1,042,937

 

550

 

AES Corp., Senior Unsecured Notes

 

(BB-, B1)

 

03/01/14

 

7.750

 

556,188

 

800

 

Calpine Generating Company LLC, Global Secured Notes#ø

 

(NR, NR)

 

04/01/10

 

10.773

 

37,000

 

825

 

Dynegy Holdings, Inc., Global Senior Unsecured Notes§

 

(B, B2)

 

06/01/15

 

7.500

 

777,562

 

1,200

 

Dynegy Holdings, Inc., Global Senior Unsecured Notes

 

(B, B2)

 

05/01/16

 

8.375

 

1,194,000

 

725

 

Dynegy Holdings, Inc., Global Senior Unsecured Notes

 

(B, B2)

 

06/01/19

 

7.750

 

681,500

 

800

 

Edison Mission Energy, Global Senior Unsecured Notes

 

(BB-, B1)

 

05/15/17

 

7.000

 

800,000

 

200

 

Edison Mission Energy, Global Senior Unsecured Notes

 

(BB-, B1)

 

05/15/19

 

7.200

 

198,500

 

271

 

Midwest Generation LLC, Series B, Global Pass Thru Certificates

 

(BB+, Baa3)

 

01/02/16

 

8.560

 

294,371

 

200

 

NRG Energy, Inc., Company Guaranteed Notes (Callable 01/15/12 @ $103.69)

 

(B, B1)

 

01/15/17

 

7.375

 

195,000

 

425

 

NRG Energy, Inc., Company Guaranteed Notes (Callable 02/01/11 @ $103.69)

 

(B, B1)

 

02/01/16

 

7.375

 

417,563

 

575

 

Reliant Energy, Inc., Senior Unsecured Notes§

 

(B, B3)

 

06/15/14

 

7.625

 

573,563

 

575

 

Reliant Energy, Inc., Senior Unsecured Notes§

 

(B, B3)

 

06/15/17

 

7.875

 

575,000

 

 

 

 

 

 

 

 

 

7,343,184

 

Electric - Integrated (2.4%)

 

 

 

 

 

 

 

 

 

375

 

Energy Future Holdings, Company Guaranteed Notes, Rule 144A (Callable 11/01/12 @ $105.44)‡

 

(B-, B3)

 

11/01/17

 

10.875

 

380,625

 

125

 

Mirant Americas Generation, LLC., Senior Unsecured Notes

 

(B-, B3)

 

05/01/11

 

8.300

 

128,125

 

875

 

Mirant Americas Generation, LLC., Senior Unsecured Notes

 

(B-, B3)

 

10/01/21

 

8.500

 

798,437

 

325

 

Texas Competitive Electric Holdings Co. LLC, Series B, Rule 144A, Company Guaranteed Notes (Callable 11/01/11 @ $105.13)‡

 

(CCC, B3)

 

11/01/15

 

10.250

 

325,406

 

2,875

 

Texas Competitive Electric Holdings Co., LLC, Series A, Rule 144A, Company Guaranteed Notes (Callable 11/01/11 @ $105.13)‡

 

(CCC, B3)

 

11/01/15

 

10.250

 

2,878,594

 

 

 

 

 

 

 

 

 

4,511,187

 

Electronics (2.3%)

 

 

 

 

 

 

 

 

 

975

 

Amkor Technology, Inc., Global Senior Notes (Callable 05/19/08 @ $103.88)

 

(B+, B1)

 

05/15/13

 

7.750

 

893,344

 

194

 

Ampex Corp., Secured Notes^

 

(NR, NR)

 

08/15/08

 

12.000

 

188,100

 

 


 

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

March 31, 2008 (unaudited)

 

Par

 

 

 

Ratings†

 

 

 

 

 

 

 

(000)

 

 

 

(S&P/Moody’s)

 

Maturity

 

Rate%

 

Value

 

$

175

 

Freescale Semiconductor, Inc., Global Company Guaranteed Notes (Callable 12/15/10 @ $104.44)

 

(B-, B2)

 

12/15/14

 

8.875

 

$

137,813

 

1,425

 

Freescale Semiconductor, Inc., Senior Subordinated Notes§

 

(B-, B3)

 

12/15/16

 

10.125

 

969,000

 

675

 

Sanmina-SCI Corp., Global Company Guaranteed Notes (Callable 03/01/09 @ $103.38)

 

(B-, B3)

 

03/01/13

 

6.750

 

588,937

 

475

 

Sanmina-SCI Corp., Senior Subordinated Notes (Callable 03/01/11 @ $104.06)§

 

(B-, B3)

 

03/01/16

 

8.125

 

422,750

 

775

 

Spansion LLC, Rule 144A, Senior Notes (Callable 01/15/11 @ $105.62)‡

 

(B, Caa2)

 

01/15/16

 

11.250

 

476,625

 

750

 

Viasystems, Inc., Global Senior Unsecured Notes (Callable 05/19/08 @ $105.25)

 

(B+, Caa1)

 

01/15/11

 

10.500

 

691,875

 

 

 

 

 

 

 

 

 

 

 

4,368,444

 

Energy - Exploration & Production (2.9%)

 

 

 

 

 

 

 

 

 

775

 

Chaparral Energy, Inc., Global Company Guaranteed Notes (Callable 02/01/12 @ $104.44)

 

(CCC+, Caa1)

 

02/01/17

 

8.875

 

676,187

 

975

 

Chesapeake Energy Corp., Senior Notes (Callable 01/15/09 @ $103.44)

 

(BB, Ba3)

 

01/15/16

 

6.875

 

970,125

 

650

 

Encore Acquisition Co., Company Guaranteed Notes (Callable 12/01/10 @ $103.63)

 

(B, B1)

 

12/01/17

 

7.250

 

624,000

 

75

 

Forest Oil Corp., Global Company Guaranteed Notes (Callable 05/19/08 @ $102.58)

 

(BB-, B1)

 

05/01/14

 

7.750

 

77,438

 

600

 

Hilcorp Energy I, Rule 144A, Senior Notes (Callable 06/01/11 @ $104.50)‡

 

(B+, B3)

 

06/01/16

 

9.000

 

607,500

 

800

 

Petrohawk Energy Corp., Global Company Guaranteed Notes (Callable 07/15/10 @ $104.56)

 

(B, B3)

 

07/15/13

 

9.125

 

826,000

 

925

 

Plains Exploration & Production, Co., Company Guaranteed Notes (Callable 06/15/11 @ $103.88)

 

(BB-, B1)

 

06/15/15

 

7.750

 

927,312

 

700

 

Southwestern Energy Co., Rule 144A, Senior Unsecured Notes‡

 

(BB+, Ba2)

 

02/01/18

 

7.500

 

728,000

 

 

 

 

 

 

 

 

 

 

 

5,436,562

 

Environmental (1.0%)

 

 

 

 

 

 

 

 

 

900

 

Allied Waste North America, Inc., Series B, Global Senior Notes (Callable 04/15/09 @ $103.69)§

 

(B+, B2)

 

04/15/14

 

7.375

 

889,875

 

1,100

 

Waste Services, Inc., Global Senior Subordinated Notes (Callable 04/15/09 @ $104.75)

 

(B-, Caa1)

 

04/15/14

 

9.500

 

1,058,750

 

 

 

 

 

 

 

 

 

 

 

1,948,625

 

Food & Drug Retailers (1.2%)

 

 

 

 

 

 

 

 

 

1,200

 

Duane Reade, Inc., Global Senior Subordinated Notes (Callable 08/01/08 @ $104.88)§

 

(CC, Caa3)

 

08/01/11

 

9.750

 

1,008,000

 

150

 

Ingles Markets, Inc., Global Senior Subordinated Notes (Callable 05/19/08 @ $102.90)

 

(B+, B2)

 

12/01/11

 

8.875

 

152,250

 

250

 

Rite Aid Corp., Global Company Guaranteed Notes (Callable 06/15/11 @ $104.68)

 

(CCC+, Caa1)

 

12/15/15

 

9.375

 

197,500

 

50

 

Stater Brothers Holdings, Inc., Global Company Guaranteed Notes (Callable 04/15/11 @ $103.88)

 

(B+, B2)

 

04/15/15

 

7.750

 

47,500

 

800

 

Stater Brothers Holdings, Inc., Global Senior Notes (Callable 06/15/08 @ $104.06)

 

(B+, B2)

 

06/15/12

 

8.125

 

806,000

 

 

 

 

 

 

 

 

 

 

 

2,211,250

 

Food - Wholesale (1.0%)

 

 

 

 

 

 

 

 

 

525

 

Dole Foods Co. Inc., Debentures§

 

(B-, Caa1)

 

07/15/13

 

8.750

 

396,375

 

75

 

Dole Foods Co. Inc., Global Company Guaranteed Notes (Callable 05/19/08 @ $102.22)

 

(B-, Caa1)

 

03/15/11

 

8.875

 

61,125

 

550

 

National Beef Packing Company LLC, Global Senior Unsecured Notes (Callable 08/01/08 @ $102.63)

 

(B-, Caa1)

 

08/01/11

 

10.500

 

525,250

 

975

 

Smithfield Foods, Inc., Senior Unsecured Notes

 

(BB, Ba3)

 

07/01/17

 

7.750

 

955,500

 

 

 

 

 

 

 

 

 

 

 

1,938,250

 

Forestry & Paper (3.3%)

 

 

 

 

 

 

 

 

 

525

 

Boise Cascade LLC, Global Company Guaranteed Notes (Callable 10/15/09 @ $103.56)

 

(BB-, B2)

 

10/15/14

 

7.125

 

492,188

 

1,150

 

Cellu Tissue Holdings, Inc., Global Secured Notes (Callable 05/19/08 @ $103.66)

 

(B, B2)

 

03/15/10

 

9.750

 

1,069,500

 

 


 

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

March 31, 2008 (unaudited)

 

Par

 

 

 

Ratings†

 

 

 

 

 

 

 

(000)

 

 

 

(S&P/Moody’s)

 

Maturity

 

Rate%

 

Value

 

$

600

 

Georgia-Pacific Corp., Debentures§

 

(B+, B2)

 

06/15/15

 

7.700

 

$

567,000

 

200

 

Georgia-Pacific LLC, Rule 144A, Company Guaranteed Notes (Callable 01/15/12 @ $103.56)‡§

 

(BB-, Ba3)

 

01/15/17

 

7.125

 

186,000

 

500

 

Graphic Packaging International Corp., Global Senior Subordinated Notes (Callable 08/15/08 @ $104.75)

 

(B-, B3)

 

08/15/13

 

9.500

 

482,500

 

375

 

Newark Group, Inc., Global Senior Subordinated Notes (Callable 03/15/09 @ $104.88)

 

(B-, B3)

 

03/15/14

 

9.750

 

301,875

 

350

 

NewPage Corp., Global Company Guaranteed Notes (Callable 05/01/09 @ $106.00)§

 

(B-, B2)

 

05/01/12

 

10.000

 

357,000

 

600

 

NewPage Corp., Global Company Guaranteed Notes (Callable 05/01/09 @ $106.00)

 

(CCC+, B3)

 

05/01/13

 

12.000

 

604,500

 

1,550

 

Smurfit-Stone Container, Global Senior Notes (Callable 07/01/08 @ $102.79)§

 

(B-, B3)

 

07/01/12

 

8.375

 

1,410,500

 

675

 

Verso Paper Holdings LLC Inc., Series B, Global Company Guaranteed Notes (Callable 08/01/11 @ $105.69)

 

(CCC+, BB)

 

08/01/16

 

11.375

 

622,687

 

75

 

Verso Paper Holdings LLC Inc., Series B, Global Secured Notes (Callable 08/01/10 @ $104.56)§

 

(B+, B2)

 

08/01/14

 

9.125

 

72,750

 

 

 

 

 

 

 

 

 

 

 

6,166,500

 

Gaming (3.7%)

 

 

 

 

 

 

 

 

 

725

 

Buffalo Thunder Development Authority, Rule 144A, Secured Notes (Callable 12/15/10 @ $104.69)‡

 

(B, B2)

 

12/15/14

 

9.375

 

547,375

 

125

 

Caesars Entertainment, Inc., Global Company Guaranteed Notes§

 

(B-, Caa 1)

 

03/15/10

 

7.875

 

117,812

 

775

 

CCM Merger, Inc., Rule 144A, Notes (Callable 08/01/09 @ $104.00)‡

 

(B-, Caa1)

 

08/01/13

 

8.000

 

654,875

 

145

 

Choctaw Resort Development Enterprise, Rule 144A, Senior Notes (Callable 11/15/11 @ $103.63)‡

 

(BB, Ba2)

 

11/15/19

 

7.250

 

126,875

 

375

 

Fontainebleau Las Vegas, Rule 144A, Second Mortgage Notes (Callable 06/15/11 @ $105.13)‡

 

(CCC+, Caa1)

 

06/15/15

 

10.250

 

266,250

 

375

 

Herbst Gaming, Inc., Global Company Guaranteed Notes (Callable 06/01/08 @ $104.06)

 

(CC, Caa2)

 

06/01/12

 

8.125

 

70,313

 

900

 

Jacobs Entertainment, Inc., Global Company Guaranteed Notes (Callable 06/15/10 @ $104.88)

 

(B,B3)

 

06/15/14

 

9.750

 

679,500

 

550

 

Majestic Star LLC, Global Company Guaranteed Notes (Callable 10/15/08 @ $104.88)

 

(CCC, Caa2)

 

01/15/11

 

9.750

 

217,250

 

800

 

Mashantucket Pequot Tribe, Rule 144A, Bonds (Callable 11/15/11 @ $104.25)‡§

 

(BB+, Ba1)

 

11/15/15

 

8.500

 

708,000

 

250

 

MGM Mirage, Inc., Company Guaranteed Notes

 

(BB, Ba2)

 

04/01/16

 

6.875

 

220,000

 

725

 

MGM Mirage, Inc., Company Guaranteed Notes

 

(BB, Ba2)

 

06/01/16

 

7.500

 

656,125

 

900

 

MGM Mirage, Inc., Company Guaranteed Notes

 

(BB, Ba2)

 

01/15/17

 

7.625

 

823,500

 

125

 

MGM Mirage, Inc., Global Company Guaranteed Notes

 

(BB, Ba2)

 

04/01/13

 

6.750

 

115,625

 

760

 

Tropicana Entertainment LLC., Global Senior Subordinated Notes (Callable 12/15/10 @ $104.81)§

 

(C,Ca)

 

12/15/14

 

9.625

 

398,050

 

775

 

Trump Entertainment Resorts, Inc., Secured Notes (Callable 06/01/10 @ $104.25)

 

(B, Caa1)

 

06/01/15

 

8.500

 

527,000

 

475

 

Turning Stone Resort Casino Enterprise, Rule 144A, Senior Notes (Callable 09/15/10 @ $104.56)‡

 

(B+, B1)

 

09/15/14

 

9.125

 

456,000

 

250

 

Wynn Las Vegas LLC, Global First Mortgage Notes (Callable 12/01/09 @ $103.31)§

 

(BBB-, Ba2)

 

12/01/14

 

6.625

 

241,875

 

 

 

 

 

 

 

 

 

 

 

6,826,425

 

Gas Distribution (1.3%)

 

 

 

 

 

 

 

 

 

300

 

Amerigas Partners LP, Senior Unsecured

 

(NR, B1)

 

05/20/15

 

7.250

 

297,000

 

1,150

 

El Paso Performance-Link, Rule 144A, Senior Unsecured Notes‡

 

(BB, Ba3)

 

07/15/11

 

7.750

 

1,181,555

 

525

 

Inergy LP/Inergy Finance Corp., Global Company Guaranteed Notes (Callable 03/01/11 @ $104.13)

 

(B+, B1)

 

03/01/16

 

8.250

 

539,437

 

450

 

Williams Partners LP, Global Senior Unsecured Notes

 

(BBB-, Ba2)

 

02/01/17

 

7.250

 

454,500

 

 

 

 

 

 

 

 

 

 

 

2,472,492

 

Health Services (6.4%)

 

 

 

 

 

 

 

 

 

775

 

Bausch & Lomb, Inc., Rule 144A, Senior Unsecured Notes (Callable 11/01/11 @ $104.94)‡

 

(B, Caa1)

 

11/01/15

 

9.875

 

790,500

 

1,225

 

Community Health Systems, Inc., Global Company Guaranteed Notes (Callable 07/15/11 @ $104.44)

 

(B, B3)

 

07/15/15

 

8.875

 

1,235,719

 

1,225

 

HCA, Inc., Global Secured Notes (Callable 11/15/11 @ $104.63)

 

(BB-, B2)

 

11/15/16

 

9.250

 

1,274,000

 

700

 

HCA, Inc., Global Senior Unsecured Notes

 

(B-, Caa1)

 

01/15/15

 

6.375

 

595,875

 

3,200

 

HCA, Inc., Global Senior Unsecured Notes

 

(B-, Caa1)

 

02/15/16

 

6.500

 

2,712,000

 

400

 

HCA, Inc., Senior Unsecured Notes

 

(B-, Caa1)

 

02/15/13

 

6.250

 

350,000

 

 


 

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

March 31, 2008 (unaudited)

 

Par

 

 

 

Ratings†

 

 

 

 

 

 

 

(000)

 

 

 

(S&P/Moody’s)

 

Maturity

 

Rate%

 

Value

 

$

800

 

Healthsouth Corp., Global Company Guaranteed Notes (Callable 06/15/11 @ $105.38)§

 

(CCC+, Caa1)

 

06/15/16

 

10.750

 

$

844,000

 

525

 

Iasis Healthcare/Capital Corp., Global Senior Subordinated Notes (Callable 06/15/09 @ $104.38)

 

(CCC+, B3)

 

06/15/14

 

8.750

 

525,000

 

550

 

Stewart Enterprises, Inc., Global Senior Notes (Callable 02/15/09 @ $103.13)§

 

(B+, Ba3)

 

02/15/13

 

6.250

 

517,000

 

1,500

 

Tenet Healthcare Corp., Global Senior Unsecured Notes§

 

(B, Caa1)

 

07/01/14

 

9.875

 

1,458,750

 

500

 

Tenet Healthcare Corp., Global Senior Unsecured Notes§

 

(B, Caa1)

 

02/01/15

 

9.250

 

470,000

 

275

 

Universal Hospital Services, Inc., Global Secured Notes (Callable 06/01/09 @ $102.00)#

 

(B+, B3)

 

06/01/15

 

8.288

 

246,125

 

225

 

Universal Hospital Services, Inc., Global Secured Notes (Callable 06/01/11 @ $104.25)#

 

(B+, B3)

 

06/01/15

 

8.500

 

226,125

 

950

 

Vanguard Health Holding Co., Global Senior Subordinated Notes (Callable 10/01/09 @ $104.50)

 

(CCC+, Caa1)

 

10/01/14

 

9.000

 

919,125

 

 

 

 

 

 

 

 

 

 

 

12,164,219

 

Hotels (0.5%)

 

 

 

 

 

 

 

 

 

250

 

Host Hotels & Resorts LP, Global Secured Notes (Callable 11/01/10 @ $103.44)

 

(BB, Ba1)

 

11/01/14

 

6.875

 

239,375

 

750

 

Host Marriott LP, Series Q, Global Company Guaranteed Notes (Callable 06/01/11 @ $103.33)

 

(BB, Ba1)

 

06/01/16

 

6.750

 

705,000

 

 

 

 

 

 

 

 

 

 

 

944,375

 

Household & Leisure Products (0.6%)

 

 

 

 

 

 

 

 

 

650

 

ALH Finance LLC/ALH Finance Corp., Global Senior Subordinated Notes (Callable 01/15/09 @ 104.25)

 

(CCC+, B3)

 

01/15/13

 

8.500

 

594,750

 

400

 

Ames True Temper, Inc., Global Company Guaranteed Notes (Callable 05/19/08 @ $101.50)#

 

(CCC+, Caa1)

 

01/15/12

 

8.258

 

334,000

 

600

 

Ames True Temper, Inc., Global Senior Subordinated Notes (Callable 07/15/08 @ $105.00)

 

(CCC-, Caa3)

 

07/15/12

 

10.000

 

282,000

 

 

 

 

 

 

 

 

 

 

 

1,210,750

 

lnvestments & Misc. Financial Services (0.2%)

 

 

 

 

 

 

 

 

 

425

 

Nuveen Investments, Inc., Rule 144A, Senior Notes (Callable 11/15/11 @ $105.25)‡

 

(B-, B3)

 

11/15/15

 

10.500

 

366,563

 

Leisure (0.7%)

 

 

 

 

 

 

 

 

 

500

 

Bluegreen Corp., Series B, Company Guaranteed Notes

 

(B-, B3)

 

04/01/08

 

10.500

 

500,000

 

675

 

Six Flags, Inc., Global Senior Unsecured Notes (Callable 05/19/08 @ $104.88)§

 

(CCC-, Caa2)

 

04/15/13

 

9.750

 

391,500

 

600

 

Six Flags, Inc., Global Senior Unsecured Notes (Callable 06/01/09 @ $104.81)

 

(CCC-, Caa2)

 

06/01/14

 

9.625

 

342,000

 

 

 

 

 

 

 

 

 

 

 

1,233,500

 

Lodging (0.4%)

 

 

 

 

 

 

 

 

 

475

 

Inn of the Mountain Gods, Global Senior Notes (Callable 11/15/08 @ $103.00)

 

(B, B3)

 

11/15/10

 

12.000

 

463,125

 

325

 

Majestic Star Casino LLC, Senior Secured Notes (Callable 05/19/08 @ $104.75)

 

(B+, B2)

 

10/15/10

 

9.500

 

288,438

 

 

 

 

 

 

 

 

 

 

 

751,563

 

Machinery (0.5%)

 

 

 

 

 

 

 

 

 

675

 

Baldor Electric Co., Company Guaranteed Notes (Callable 02/15/12 @ $104.31)§

 

(B, B3)

 

02/15/17

 

8.625

 

671,625

 

250

 

Terex Corp., Senior Subordinated Notes (Callable 11/15/12 @ $104.00)

 

(B+, Ba3)

 

11/15/17

 

8.000

 

250,000

 

 

 

 

 

 

 

 

 

 

 

921,625

 

Media - Broadcast (2.4%)

 

 

 

 

 

 

 

 

 

450

 

Allbritton Communications Co., Global Senior Subordinated Notes (Callable 05/19/08 @ $103.88)

 

(B+, B1)

 

12/15/12

 

7.750

 

443,250

 

850

 

Barrington Broadcasting, Global Company Guaranteed Notes (Callable 08/15/10 @ 105.25)

 

(CCC+, B3)

 

08/15/14

 

10.500

 

760,750

 

575

 

CMP Susquehanna Corp., Global Company Guaranteed Notes (Callable 05/15/10 @ $104.94)#

 

(CCC, Caa1)

 

05/15/14

 

9.875

 

399,625

 

300

 

Fisher Communications, Inc., Global Company Guaranteed Notes (Callable 09/15/09 @ $104.31)

 

(B, B2)

 

09/15/14

 

8.625

 

304,500

 

 


 

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

March 31, 2008 (unaudited)

 

Par

 

 

 

Ratings†

 

 

 

 

 

 

 

(000)

 

 

 

(S&P/Moody’s)

 

Maturity

 

Rate%

 

Value

 

$

850

 

ION Media Networks, Inc., Rule 144A, Secured Notes (Callable 05/19/08 @ $102.00)‡#

 

(CCC-, Caa1)

 

01/15/13

 

10.508

 

$

639,625

 

575

 

Local TV Finance LLC, Rule 144A, Senior Unsecured Notes (Callable 06/15/11 @ $104.63)‡

 

(CCC+, Caa1)

 

06/15/15

 

9.250

 

463,594

 

985

 

Univision Communications, Inc., Rule 144A, Senior Notes (Callable 03/15/11 @ $104.88)‡§

 

(CCC, B3)

 

03/15/15

 

9.750

 

600,850

 

400

 

XM Satellite Radio, Inc., Global Company Guaranteed Notes (Callable 05/01/08 @ $102.00)#

 

(CCC, Caa1)

 

05/01/13

 

7.739

 

389,000

 

925

 

Young Broadcasting, Inc., Global Senior Subordinated Notes (Callable 01/15/09 @ $104.38)

 

(CCC-, Caa2)

 

01/15/14

 

8.750

 

550,375

 

 

 

 

 

 

 

 

 

 

 

4,551,569

 

Media - Cable (4.1%)

 

 

 

 

 

 

 

 

 

1,165

 

Atlantic Broadband Finance LLC, Global Company Guaranteed Notes (Callable 01/15/09 @ $104.69)§

 

(CCC+, Caa1)

 

01/15/14

 

9.375

 

1,031,025

 

525

 

CCH I LLC, Global Company Guaranteed Notes (Callable 05/19/08 @ $100.00)

 

(CCC, Caa3)

 

04/01/14

 

9.920

 

252,000

 

1,662

 

CCH I LLC, Global Secured Notes (Callable 10/01/10 @ $105.50)§

 

(CCC, Caa3)

 

10/01/15

 

11.000

 

1,163,400

 

1,200

 

CCH II LLC, Series B, Global Company Guaranteed Notes (Callable 09/15/08 @ $105.13)

 

(CCC, Caa2)

 

09/15/10

 

10.250

 

1,095,000

 

495

 

Charter Communications Holdings LLC, Senior Discount Notes (Callable 04/11/08 @ $100.00)#

 

(CCC, Ca)

 

04/01/11

 

9.920

 

300,094

 

950

 

CSC Holdings, Inc., Global Senior Unsecured Notes

 

(BB, B1)

 

04/15/12

 

6.750

 

921,500

 

580

 

CSC Holdings, Inc., Series B, Company Guaranteed Notes§

 

(BB, B1)

 

04/01/11

 

7.625

 

576,375

 

675

 

DirecTV Holdings/Finance, Global Company Guaranteed (Callable 05/19/08 @ $104.19)

 

(BB-, Ba3)

 

03/15/13

 

8.375

 

687,656

 

750

 

EchoStar DBS Corp., Global Company Guaranteed Notes

 

(BB-, Ba3)

 

10/01/14

 

6.625

 

684,375

 

475

 

Mediacom Broadband LLC, Global Senior Notes (Callable 10/15/10 @ $104.25)

 

(B-, B3)

 

10/15/15

 

8.500

 

401,375

 

525

 

Mediacom LLC/Capital Corp., Senior Notes (Callable 05/19/08 @ $100.00)

 

(B-, B3)

 

02/15/11

 

7.875

 

469,875

 

100

 

Mediacom LLC/Capital Corp., Senior Unsecured Notes (Callable 01/15/09 @ $100.00)

 

(B-, B3)

 

01/15/13

 

9.500

 

92,500

 

 

 

 

 

 

 

 

 

 

 

7,675,175

 

Media - Services (0.3%)

 

 

 

 

 

 

 

 

 

675

 

WMG Acquisition Corp., Global Senior Subordinated Notes (Callable 04/15/09 @ $103.69)

 

(B, B3)

 

04/15/14

 

7.375

 

523,125

 

Medical Products & Supplies (0.3%)

 

 

 

 

 

 

 

 

 

650

 

VWR Funding, Inc., Global Company Guaranteed Notes (Callable 07/15/11 @ $105.13)

 

(B-, Caa1)

 

07/15/15

 

10.250

 

607,750

 

Metals & Mining - Excluding Steel (1.4%)

 

 

 

 

 

 

 

 

 

125

 

Aleris International, Inc., Global Company Guaranteed Notes (Callable 12/15/10 @ $104.50)

 

(B-, B3)

 

12/15/14

 

9.000

 

91,875

 

675

 

Aleris International, Inc., Global Company Guaranteed Notes (Callable 12/15/11 @ $105.00)

 

(B-, Caa1)

 

12/15/16

 

10.000

 

432,000

 

525

 

Freeport - McMoRan Copper & Gold, Inc., Senior Unsecured Notes (Callable 04/01/11 @ $104.13)§

 

(BBB-, Ba2)

 

04/01/15

 

8.250

 

555,187

 

625

 

Freeport - McMoRan Copper & Gold, Inc., Senior Unsecured Notes (Callable 04/01/12 @ $104.19)

 

(BBB-, Ba2)

 

04/01/17

 

8.375

 

664,844

 

78

 

GrafTech Finance, Inc., Global Company Guaranteed Notes (Callable 05/19/08 @ $103.42)

 

(B+, B2)

 

02/15/12

 

10.250

 

81,120

 

1,050

 

Noranda Aluminum Acquisition, Rule 144A, Senior Unsecured Notes (Callable 05/19/08 @ $102.00)#‡§

 

(B-, B3)

 

05/15/15

 

8.738

 

829,500

 

 

 

 

 

 

 

 

 

 

 

2,654,526

 

Multi-Line Insurance (0.2%)

 

 

 

 

 

 

 

 

340

 

MBIA Insurance Corp., Rule 144A, Subordinated Notes (Callable 01/15/13 @ $100.00)‡

 

(AA, Aa2)

 

01/15/33

 

14.000

 

333,556

 

Non-Food & Drug Retailers (3.6%)

 

 

 

 

 

 

 

 

 

250

 

Affinity Group, Inc., Global Senior Subordinated Notes (Callable 05/19/08 @ $104.50)

 

(B-, Caa1)

 

02/15/12

 

9.000

 

232,188

 

902

 

Affinity Group, Inc., Global Senior Subordinated Notes (Callable 05/19/08 @ $105.44)

 

(CCC+, Caa2)

 

02/15/12

 

10.875

 

825,303

 

 


 

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

March 31, 2008 (unaudited)

 

Par

 

 

 

Ratings†

 

 

 

 

 

 

 

(000)

 

 

 

(S&P/Moody’s)

 

Maturity

 

Rate%

 

Value

 

$

525

 

Asbury Automotive Group, Inc., Global Company Guaranteed Notes (Callable 03/15/12 @ $103.81)

 

(B, B3)

 

03/15/17

 

7.625

 

$

417,375

 

825

 

Brookstone Company, Inc., Global Secured Notes (Callable 10/15/09 @ $106.00)§

 

(B, Caa1)

 

10/15/12

 

12.000

 

763,125

 

280

 

Claire’s Stores, Inc., Global Company Guaranteed Notes (Callable 06/01/11 @ $104.81)§

 

(B-, Caa1)

 

06/01/15

 

9.625

 

145,600

 

525

 

GameStop Corp., Global Company Guaranteed Notes (Callable 10/01/09 @ $104.00)

 

(BB, Ba3)

 

10/01/12

 

8.000

 

557,812

 

300

 

Michaels Stores, Inc., Global Company Guaranteed Notes (Callable 11/01/10 @ $105.00)§

 

(CCC, B2)

 

11/01/14

 

10.000

 

264,000

 

700

 

Michaels Stores, Inc., Global Company Guaranteed Notes (Callable 11/01/11 @ $105.69)§

 

(CCC, Caa1)

 

11/01/16

 

11.375

 

553,000

 

1,000

 

Neiman Marcus Group, Inc., Global Company Guaranteed Notes (Callable 10/15/10 @ $105.19)§

 

(B, B3)

 

10/15/15

 

10.375

 

1,005,000

 

650

 

PCA LLC/PCA Finance Corp., Global Company Guaranteed Notesø

 

(NR, NR)

 

08/01/09

 

11.875

 

32,500

 

400

 

SGS International, Inc., Rule 144A, Global Senior Subordinated Notes (Callable 12/15/09 @ $106.00)‡

 

(B-, B3)

 

12/15/13

 

12.000

 

347,000

 

547

 

Susser Holdings LLC, Global Company Guaranteed Notes (Callable 12/15/09 @ $105.31)

 

(B+, B3)

 

12/15/13

 

10.625

 

564,777

 

375

 

Susser Holdings LLC, Rule 144A, Senior Notes (Callable 12/15/09 @ $105.31)‡

 

(B, B3)

 

12/15/13

 

10.625

 

387,188

 

50

 

Yankee Acquisition Corp., Series B, Global Company Guaranteed Notes (Callable 02/15/11 @ $104.25)

 

(B-, B3)

 

02/15/15

 

8.500

 

40,625

 

750

 

Yankee Acquisition Corp., Series B, Global Company Guaranteed Notes (Callable 02/15/12 @ $104.88)§

 

(CCC+, Caa1)

 

02/15/17

 

9.750

 

600,000

 

 

 

 

 

 

 

 

 

 

 

6,735,493

 

Office Equipment (0.3%)

 

 

 

 

 

 

 

 

 

325

 

IKON Office Solutions, Inc., Global Senior Unsecureed Notes (Callable 09/15/10 @ $103.88)

 

(BB-, Ba3)

 

09/15/15

 

7.750

 

310,375

 

300

 

IKON Office Solutions, Inc., Rule 144A, Senior Unsecured (Callable 05/19/08 @ 100.00)#‡

 

(BB-, Ba3)

 

01/01/12

 

9.926

 

286,500

 

 

 

 

 

 

 

 

 

 

 

596,875

 

Oil Field Equipment & Services (0.3%)

 

 

 

 

 

 

 

 

 

500

 

Bristow Group, Inc., Global Company Guaranteed Notes (Callable 09/15/12 @ $103.75)

 

(BB, Ba2)

 

09/15/17

 

7.500

 

505,000

 

Packaging (2.2%)

 

 

 

 

 

 

 

 

 

250

 

Berry Petroleum Co., Senior Subordinated Notes (Callable 11/01/11 @ $104.13)

 

(B+, B3)

 

11/01/16

 

8.250

 

256,875

 

575

 

Berry Plastics Holding Corp., Global Company Guaranteed Notes (Callable 03/01/11 @ $105.13)§

 

(CCC+, Caa2)

 

03/01/16

 

10.250

 

445,625

 

565

 

Berry Plastics Holding Corp., Global Secured Notes (Callable 09/15/10 @ $104.44)§

 

(B, Caa1)

 

09/15/14

 

8.875

 

495,787

 

1,025

 

Constar International, Inc., Company Guaranteed Notes (Callable 05/19/08 @ $105.50)§

 

(CCC, Caa2)

 

12/01/12

 

11.000

 

635,500

 

225

 

Crown Cork & Seal Co., Inc., Debentures Notes (Callable 04/15/08 @ $101.91)

 

(B, B2)

 

04/15/23

 

8.000

 

210,375

 

25

 

Graham Packaging Company, Inc., Global Company Guaranteed Notes (Callable 10/15/08 @ $104.25)

 

(CCC+, Caa1)

 

10/15/12

 

8.500

 

22,625

 

775

 

Graham Packaging Company, Inc., Global Subordinated Notes (Callable 10/15/09 @ $104.94)

 

(CCC+, Caa1)

 

10/15/14

 

9.875

 

654,875

 

125

 

Owens-Brockway Glass Containers, Inc., Senior Notes (Callable 05/15/08 @ $104.13)

 

(BB, B3)

 

05/15/13

 

8.250

 

130,000

 

475

 

Pliant Corp., Global Company Guaranteed Notes (Callable 05/19/08 @ $105.56)§

 

(CCC, Caa1)

 

09/01/09

 

11.125

 

380,000

 

1,175

 

Solo Cup Co., Global Senior Subordinated Notes (Callable 02/15/09 @ $104.25)§

 

(CCC-, Caa2)

 

02/15/14

 

8.500

 

998,750

 

 

 

 

 

 

 

 

 

 

 

4,230,412

 

Printing & Publishing (2.5%)

 

 

 

 

 

 

 

 

 

23

 

American Media Operations, Inc., Rule 144A, Company Guaranteed Notes (Callable 05/19/08 @ $100.00)‡

 

(CCC-, Caa3)

 

05/01/09

 

10.250

 

15,226

 

625

 

American Media Operations, Inc., Series B, Global Company Guaranteed Notes (Callable 05/19/08 @ $100.00)

 

(CCC-, Caa3)

 

05/01/09

 

10.250

 

421,875

 

350

 

Dex Media, Inc., Global Senior Discount Notes (Callable 11/15/08 @ $104.50)+

 

(B, B2)

 

11/15/13

 

0.000

 

253,750

 

 


 

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

March 31, 2008 (unaudited)

 

Par

 

 

 

Ratings†

 

 

 

 

 

 

 

(000)

 

 

 

(S&P/Moody’s)

 

Maturity

 

Rate%

 

Value

 

$

1,125

 

Idearc, Inc., Global Company Guaranteed Notes (Callable 11/15/11 @ $104.00)

 

(BB-, B3)

 

11/15/16

 

8.000

 

$

734,062

 

2,000

 

Premier Graphics, Inc., Company Guaranteed Notes^ø

 

(NR, NR)

 

12/01/05

 

11.500

 

0

 

1,600

 

R.H. Donnelley Corp., Global Senior Unsecured Notes (Callable 01/15/09 @ $103.44)

 

(B, B3)

 

01/15/13

 

6.875

 

984,000

 

525

 

R.H. Donnelley Corp., Rule 144A, Senior Notes (Callable 10/15/12 @ $104.44)‡

 

(B, B3)

 

10/15/17

 

8.875

 

330,750

 

575

 

R.H. Donnelley Corp., Series A-2, Global Senior Discount Notes (Callable 01/15/09 @ $103.44)

 

(B, B3)

 

01/15/13

 

6.875

 

353,625

 

150

 

R.H. Donnelley Corp., Series A-3, Global Senior Notes (Callable 01/15/11 @ $104.44)

 

(B, B3)

 

01/15/16

 

8.875

 

95,625

 

850

 

Reader’s Digest Association, Inc., Rule 144A, Senior Subordinated Notes (Callable 02/15/12 @ $104.50)‡

 

(CCC, Caa1)

 

02/15/17

 

9.000

 

571,625

 

825

 

TL Acquisitions, Inc., Rule 144A, Senior Notes (Callable 07/15/11 @ $105.25)‡

 

(CCC+, Caa1)

 

01/15/15

 

10.500

 

713,625

 

400

 

Valassis Communications, Inc., Global Company Guaranteed Notes (Callable 03/01/11 @ $104.13)

 

(B-, B3)

 

03/01/15

 

8.250

 

331,000

 

 

 

 

 

 

 

 

 

 

 

4,805,163

 

Restaurants (0.2%)

 

 

 

 

 

 

 

 

 

475

 

Denny’s Holdings, Inc., Global Company Guaranteed Notes (Callable 10/01/08 @ $105.00)§

 

(B, B3)

 

10/01/12

 

10.000

 

439,375

 

Software/Services (1.8%)

 

 

 

 

 

 

 

 

 

1,200

 

First Data Corp., Rule 144A, Company Guaranteed Notes (Callable 09/30/11 @ $104.94)‡

 

(B, B3)

 

09/24/15

 

9.875

 

988,500

 

1,750

 

SunGard Data Systems, Inc., Global Company Guaranteed Notes (Callable 08/15/10 @ $105.13)§

 

(B-, Caa1)

 

08/15/15

 

10.250

 

1,767,500

 

700

 

Unisys Corp., Senior Unsubordinated Notes (Callable 01/15/12 @ $106.25)

 

(B+, B2)

 

01/15/16

 

12.500

 

692,125

 

 

 

 

 

 

 

 

 

 

 

3,448,125

 

Steel Producers/Products (1.1%)

 

 

 

 

 

 

 

 

 

575

 

AK Steel Corp., Global Company Guaranteed Notes (Callable 05/19/08 @ $103.88)

 

(BB-, B1)

 

06/15/12

 

7.750

 

582,906

 

250

 

PNA Intermed Holdings Corp., Global Senior Unsecured Notes (callable 5/15/08 @ 102.00)#

 

(B-, Caa1)

 

02/15/13

 

10.065

 

195,625

 

800

 

Rathgibson, Inc., Global Company Guaranteed Notes (Callable 02/15/10 @ $105.62)

 

(B, B3)

 

02/15/14

 

11.250

 

784,000

 

475

 

Ryerson, Inc., Senior Notes

 

(B+, B2)

 

11/01/15

 

12.000

 

451,250

 

0

 

WCI Steel Acquisition, Inc., Senior Notes(1)

 

(NR, NR)

 

05/01/16

 

8.000

 

330

 

 

 

 

 

 

 

 

 

 

 

2,014,111

 

Support-Services (4.3%)

 

 

 

 

 

 

 

 

 

400

 

Allied Security Escrow Corp., Global Senior Subordinated Notes (Callable 07/15/08 @ $105.69)

 

(CCC+, Caa1)

 

07/15/11

 

11.375

 

346,000

 

200

 

ARAMARK Corp., Global Company Guaranteed Notes (Callable 02/01/09 @ $102.00)#

 

(B, B3)

 

02/01/15

 

6.739

 

177,500

 

650

 

ARAMARK Corp., Global Senior Unsecured Notes (Callable 02/01/11 @ $104.25)§

 

(B, B3)

 

02/01/15

 

8.500

 

654,875

 

200

 

Ashtead Capital, Inc., Rule 144A, Notes (Callable 08/15/11 @ $104.50)‡

 

(B, B1)

 

08/15/16

 

9.000

 

163,000

 

100

 

Education Management LLC, Global Company Guaranteed Notes (Callable 06/01/10 @ $104.38)

 

(CCC+, B2)

 

06/01/14

 

8.750

 

85,000

 

675

 

Education Management LLC, Global Company Guaranteed Notes (Callable 06/01/11 @ $105.13)

 

(CCC+, Caa1)

 

06/01/16

 

10.250

 

540,000

 

300

 

Hertz Corp., Global Company Guaranteed Notes (Callable 01/01/10 @ $104.44)§

 

(BB-, B1)

 

01/01/14

 

8.875

 

285,750

 

400

 

Hertz Corp., Global Company Guaranteed Notes (Callable 01/01/11 @ $105.25)

 

(B, B2)

 

01/01/16

 

10.500

 

376,500

 

350

 

Iron Mountain, Inc., Company Guaranteed Notes (Callable 05/19/08 @ $101.44)

 

(B+, B2)

 

04/01/13

 

8.625

 

355,250

 

250

 

Iron Mountain, Inc., Company Guaranteed Notes (Callable 07/01/08 @ $103.31)

 

(B+, B2)

 

01/01/16

 

6.625

 

239,375

 

1,100

 

Johnsondiversey Holdings, Inc., Global Discount Notes (Callable 05/19/08 @ $103.56)

 

(CCC+, Caa1)

 

05/15/13

 

10.670

 

1,061,500

 

475

 

Kar Holdings, Inc., Global Company Guaranteed Notes (Callable 05/01/10 @ $104.38)

 

(CCC, B)

 

05/01/14

 

8.750

 

425,125

 

 


 

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

March 31, 2008 (unaudited)

 

Par
(000)

 

 

 

Ratings†
(S&P/Moody’s)

 

Maturity

 

Rate%

 

Value

 

$

425

 

Kar Holdings, Inc., Global Company Guaranteed Notes (Callable 05/01/11 @ $105.00)

 

(CCC, Caa1)

 

05/01/15

 

10.000

 

$

369,750

 

650

 

Mobile Services Group, Inc., Global Company Guaranteed Notes (Callable 08/01/10 @ $104.88)

 

(B-, B3)

 

08/01/14

 

9.750

 

611,000

 

270

 

Neff Corp., Global Company Guaranteed Notes (Callable 06/01/11 @ $105.00)

 

(B-, Caa2)

 

06/01/15

 

10.000

 

129,600

 

725

 

Rental Service Corp., Global Company Guaranteed Notes (Callable 12/01/10 @ $104.75)

 

(B-, Caa1)

 

12/01/14

 

9.500

 

609,000

 

1 ,175

 

Travelport LLC, Global Company Guaranteed Notes (Callable 09/01/11 @ $105.94)§

 

(CCC+, Caa1)

 

09/01/16

 

11.875

 

1,004,625

 

275

 

United Rentals North America, Inc., Global Company Guaranteed Notes (Callable 05/08/08 @ $103.25)

 

(BB-, B1)

 

02/15/12

 

6.500

 

250,250

 

500

 

United Rentals North America, Inc., Global Senior Subordinated Notes (Callable 02/15/09 @ $103.50)§

 

(B, B3)

 

02/15/14

 

7.000

 

395,000

 

 

 

 

 

 

 

 

 

8,079,100

 

Telecom - Fixed Line (0.9%)

 

 

 

 

 

 

 

 

 

1,375

 

Level 3 Financing, Inc., Global Company Guaranteed Notes (Callable 02/15/09 @ $102.00)#

 

(CCC+, Caa1)

 

02/15/15

 

6.704

 

969,375

 

300

 

Level 3 Financing, Inc., Global Company Guaranteed Notes (Callable 03/15/10 @ $106.13)§

 

(CCC+, Caa1)

 

03/15/13

 

12.250

 

271,500

 

50

 

Level 3 Financing, Inc., Global Company Guaranteed Notes (Callable 11/01/10 @ $104.63)

 

(CCC+, Caa1)

 

11/01/14

 

9.250

 

41,125

 

500

 

Time Warner Telecom Holdings, Inc., Global Company Guaranteed Notes (Callable 02/15/09 @ $104.62)

 

(CCC+, B3)

 

02/15/14

 

9.250

 

507,500

 

 

 

 

 

 

 

 

 

1,789,500

 

Telecom - Integrated/Services (2.5%)

 

 

 

 

 

 

 

 

 

975

 

Cincinnati Bell, Inc., Global Senior Subordinated Notes (Callable 01/15/09 @ $104.19)§

 

(B-, B2)

 

01/15/14

 

8.375

 

918,937

 

200

 

Citizens Communications Co., Senior Unsecured Notes

 

(BB+, Ba2)

 

01/15/13

 

6.250

 

182,000

 

425

 

Hawaiian Telcom Communications, Inc., Series B, Global Company Guaranteed Notes (Callable 05/01/10 @ $106.25)§

 

(CCC, Caa1)

 

05/01/15

 

12.500

 

155,125

 

700

 

Hughes Network Systems LLC, Global Company Guaranteed Notes (Callable 04/15/10 @ $104.75)

 

(B, B1)

 

04/15/14

 

9.500

 

700,000

 

550

 

Paetec Holding Corp.,Series WI, Global Company Guaranteed Notes (Callable 07/15/11 @ $104.75)

 

(CCC+, Caa1)

 

07/15/15

 

9.500

 

508,750

 

925

 

Qwest Communications International, Inc., Global Company Guaranteed Notes (Callable 05/19/08 @ $103.62)#

 

(B+, Ba3)

 

02/15/11

 

7.250

 

892,625

 

475

 

Qwest Communications International, Inc., Series B, Global Company Guaranteed Notes (Callable 02/15/09 @ $103.75)

 

(B+, Ba3)

 

02/15/14

 

7.500

 

448,875

 

225

 

Windstream Corp., Global Company Guaranteed Notes

 

(BB, Ba3)

 

08/01/13

 

8.125

 

222,188

 

75

 

Windstream Corp., Global Company Guaranteed Notes (Callable 03/15/12 @ $103.50)

 

(BB, Ba3)

 

03/15/19

 

7.000

 

65,625

 

675

 

Windstream Corp., Global Company Guaranteed Notes (Callable 08/01/11 @ $104.31)

 

(BB, Ba3)

 

08/01/16

 

8.625

 

666,562

 

 

 

 

 

 

 

 

 

4,760,687

 

Telecom - Wireless (1.4%)

 

 

 

 

 

 

 

 

 

375

 

Centennial Cellular Communications Corp., Global Company Guaranteed Notes (Callable 06/15/08 @ $105.06)

 

(B, B2)

 

06/15/13

 

10.125

 

372,188

 

675

 

Cricket Communications, Inc., Global Company Guaranteed Notes (Callable 11/01/10 @ $104.69)

 

(B-, Caa1)

 

11/01/14

 

9.375

 

642,937

 

725

 

MetroPCS Wireless, Inc., Global Company Guaranteed Notes (Callable 11/01/10 @ $104.63)

 

(B-, Caa1)

 

11/01/14

 

9.250

 

670,625

 

425

 

Rural Cellular Corp., Global Senior Subordinated Notes (Callable 06/01/08 @ $102.00)#

 

(CCC, Caa2)

 

06/01/13

 

6.076

 

427,125

 

425

 

SunCom Wireless Holdings, Inc., Global Company Guaranteed Notes (Callable 06/01/08 @ $104.25)

 

(A-,NR)

 

06/01/13

 

8.500

 

444,656

 

 

 

 

 

 

 

 

 

2,557,531

 

Textiles & Apparel (0.4%)

 

 

 

 

 

 

 

 

 

825

 

Levi Strauss & Co., Global Senior Notes (Callable 01/15/10 @ $104.88)

 

(B+, B2)

 

01/15/15

 

9.750

 

826,031

 

 


 

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

March 31, 2008 (unaudited)

 

Par

 

 

 

Ratings†

 

 

 

 

 

 

 

(000)

 

 

 

(S&P/Moody’s)

 

Maturity

 

Rate%

 

Value

 

 

 

 

 

 

 

 

 

 

 

 

 

Theaters & Entertainment (0.5%)

 

 

 

 

 

 

 

 

 

$

1,025

 

AMC Entertainment, Inc., Global Senior Subordinated Notes (Callable 03/01/09 @ $104.00)

 

(CCC+, B2)

 

03/01/14

 

8.000

 

$

873,813

 

TOTAL U.S. CORPORATE BONDS (Cost $179,894,628)

 

 

 

 

 

 

 

158,838,122

 

 

 

 

 

 

 

 

 

 

 

 

 

FOREIGN CORPORATE BONDS (8.4%)

 

 

 

 

 

 

 

 

 

Building Materials (0.1%)

 

 

 

 

 

 

 

 

 

750

 

Maax Corp., Global Senior Subordinated Notes (Callable 06/15/08 @ $104.88) (Canada)§

 

(D, Ca)

 

06/15/12

 

9.750

 

168,750

 

Chemicals (0.8%)

 

 

 

 

 

 

 

 

 

1,150

 

Basell AF SCA, Rule 144A, Company Guaranteed Notes (Callable 08/15/10 @ $104.19) (Luxembourg)‡

 

(B-, B3)

 

08/15/15

 

8.375

 

845,250

 

850

 

Ineos Group Holdings PLC, Rule 144A, Company Guaranteed Notes (Callable 02/15/11 @ $104.25) (United Kingdom)‡§

 

(B-, B3)

 

02/15/16

 

8.500

 

665,125

 

 

 

 

 

 

 

 

 

 

 

1,510,375

 

Electronics (1.4%)

 

 

 

 

 

 

 

 

 

300

 

Avago Technologies Finance, Global Company Guaranteed Notes (Callable 12/01/09 @ $105.06) (Singapore)

 

(BB-, B2)

 

12/01/13

 

10.125

 

318,000

 

500

 

Avago Technologies Finance, Global Company Guaranteed Notes (Callable 12/01/10 @ $105.94) (Singapore)

 

(B, Caa1)

 

12/01/15

 

11.875

 

530,000

 

525

 

Celestica, Inc., Senior Subordinated Notes (Callable 07/01/08 @ $103.94) (Canada)

 

(B, B3)

 

07/01/11

 

7.875

 

518,438

 

1,150

 

NXP BV/NXP Funding LLC, Global Company Guaranteed Notes (Callable 10/15/11 @ $104.75) (Netherlands)§

 

(B, B3)

 

10/15/15

 

9.500

 

948,750

 

425

 

NXP BV/NXP Funding LLC, Global Senior Secured Notes (Callable 10/15/10 @ $103.94) (Netherlands)

 

(BB-, Ba3)

 

10/15/14

 

7.875

 

391,000

 

 

 

 

 

 

 

 

 

 

 

2,706,188

 

Energy - Exploration & Production (0.3%)

 

 

 

 

 

 

 

 

 

550

 

OPTI Canada, Inc., Global Senior Secured Notes (Callable 12/15/10 @ $104.13) (Canada)

 

(BB+, B1)

 

12/15/14

 

8.250

 

547,250

 

Forestry & Paper (0.8%)

 

 

 

 

 

 

 

 

 

1,450

 

Abitibi-Consol of Canada., Global Company Guaranteed Notes (Canada)

 

(CCC+, Caa2)

 

06/15/11

 

7.750

 

790,250

 

750

 

Smurfit Kappa Funding PLC, Series $, Global Senior Subordinated Notes (Callable 01/31/10 @ $103.88) (Ireland)

 

(B, B2)

 

04/01/15

 

7.750

 

660,000

 

 

 

 

 

 

 

 

 

 

 

1,450,250

 

Media - Cable (0.7%)

 

 

 

 

 

 

 

 

 

150

 

NTL Cable PLC, Global Senior Notes (Callable 08/15/11 @ $104.56) (United Kingdom)

 

(B-, B2)

 

08/15/16

 

9.125

 

135,000

 

400

 

Unity Media GmbH, Rule 144A, Senior Secured Notes (Callable 02/15/10 @ $105.06) (Germany)‡

 

(B-, Caa2)

 

02/15/15

 

10.125

 

598,960

 

350

 

Virgin Media Finance PLC, Global Company Guaranteed Notes (Callable 04/15/09 @ $104.88) (United Kingdom)

 

(B-, B2)

 

04/15/14

 

9.750

 

592,150

 

 

 

 

 

 

 

 

 

 

 

1,326,110

 

Media - Diversified (0.2%)

 

 

 

 

 

 

 

 

 

475

 

Quebecor Media, Inc., Global Senior Unsecured Notes (Callable 03/15/11 @ $103.88) (Canada)

 

(B, B2)

 

03/15/16

 

7.750

 

435,812

 

 

 

 

 

 

 

 

 

 

 

 

 

Oil Refining & Marketing (0.3%)

 

 

 

 

 

 

 

 

 

525

 

Petroplus Finance, Ltd., Rule 144A, Company Guaranteed Notes (Callable 05/01/11 @ $103.38) (Bermuda)‡

 

(BB-, B1)

 

05/01/14

 

6.750

 

481,687

 

225

 

Petroplus Finance, Ltd., Rule 144A, Company Guaranteed Notes (Callable 05/01/12 @ $103.50) (Bermuda)‡

 

(BB-, B1)

 

05/01/17

 

7.000

 

201,938

 

 

 

 

 

 

 

 

 

 

 

683,625

 

Packaging (0.2%)

 

 

 

 

 

 

 

 

 

240

 

Gerresheimer Holdings GMBH, Rule 144A, Company Guaranteed Notes (Callable 02/15/10 @ 103.94) (Germany)‡

 

(BB, B1)

 

03/01/15

 

7.875

 

368,883

 

 


 

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

March 31, 2008 (unaudited)

 

Par

 

 

 

Ratings†

 

 

 

 

 

 

 

(000)

 

 

 

(S&P/Moody’s)

 

Maturity

 

Rate%

 

Value

 

 

 

 

 

 

 

 

 

 

 

 

 

Pharmaceuticals (0.3%)

 

 

 

 

 

 

 

 

 

$

500

 

Elan Finance PLC, Global Company Guaranteed Notes (Callable 12/01/10 @ $104.44) (Ireland)

 

(B, B3)

 

12/01/13

 

8.875

 

$

472,500

 

75

 

Elan Finance PLC, Global Company Guaranteed Notes (Callable 11/15/08 @ $103.88) (Ireland)§

 

(B, B3)

 

11/15/11

 

7.750

 

70,125

 

 

 

 

 

 

 

 

 

 

 

542,625

 

Support-Services (0.5%)

 

 

 

 

 

 

 

 

 

675

 

Ashtead Holdings PLC, Rule 144A, Secured Notes (Callable 08/01/10 @ $104.31) (United Kingdom)‡

 

(B, B1)

 

08/01/15

 

8.625

 

543,375

 

325

 

Carlson Wagonlit BV, Rule 144A, Senior Notes (Callable 11/01/08 @ $102.00) (Netherlands)#‡

 

(B-, B2)

 

05/01/15

 

10.131

 

370,785

 

 

 

 

 

 

 

 

 

 

 

914,160

 

Telecommunications (0.2%)

 

 

 

 

 

 

 

 

 

525

 

Nortel Networks, Ltd., Global Company Guaranteed Notes (Canada)#

 

(B-,B3)

 

07/15/11

 

8.508

 

452,813

 

Telecom - Integrated/Services (1.9%)

 

 

 

 

 

 

 

 

 

950

 

Global Crossing UK Finance, Global Company Guaranteed Notes (Callable 12/15/09 @ $105.38) (United Kingdom)

 

(B-, B3)

 

12/15/14

 

10.750

 

945,250

 

350

 

Hellas II, Rule 144A, Subordinated Notes (Callable 05/19/08 @ $102.00) (Luxembourg)#‡

 

(CCC+, Caa1)

 

01/15/15

 

8.463

 

252,000

 

1,400

 

Intelsat Jackson Holdings, Global Company Guaranteed Notes (Callable 06/15/11 @ $105.62) (Bermuda)§

 

(CCC+, Caa2)

 

06/15/16

 

11.250

 

1,426,250

 

250

 

Intelsat, Ltd., Global Senior Unsecured Notes (Bermuda)

 

(CCC+, Caa3)

 

11/01/13

 

6.500

 

163,750

 

500

 

Nordic Telephone Co. Holdings, Rule 144A, Secured Notes (Callable 05/01/08 @ $101.00) (Denmark)#‡

 

(B, B2)

 

05/01/16

 

9.881

 

754,642

 

 

 

 

 

 

 

 

 

 

 

3,541,892

 

Textiles & Apparel (0.1%)

 

 

 

 

 

 

 

 

 

150

 

IT Holding Finance SA, Rule 144A, Company Guaranteed Notes (Luxembourg)‡

 

(CCC, B3)

 

11/15/12

 

9.875

 

171,132

 

Transportation - Excluding Air/Rail (0.6%)

 

 

 

 

 

 

 

 

 

1,100

 

Ship Finance International, Ltd., Global Company Guaranteed Notes (Callable 12/15/08 @ $104.25) (Bermuda)

 

(B+, B1)

 

12/15/13

 

8.500

 

1,122,000

 

TOTAL FOREIGN CORPORATE BONDS (Cost $17,924,657)

 

 

 

 

 

 

 

15,941,865

 

 

Number of
Shares

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

COMMON STOCKS (0.4%)

 

 

 

 

 

 

 

 

 

Automobile Parts & Equipment (0.0%)

 

 

 

 

 

 

 

 

 

774,557

 

Cambridge Industries Liquidating Trust*^

 

 

 

 

 

 

 

0

 

1,219

 

Safelite Realty Corp.*^

 

 

 

 

 

 

 

9,752

 

 

 

 

 

 

 

 

 

 

 

9,752

 

Chemicals (0.1%)

 

 

 

 

 

 

 

 

 

4,893

 

Huntsman Corp.

 

 

 

 

 

 

 

115,230

 

Commingled Funds (0.0%)

 

 

 

 

 

 

 

 

 

7,500

 

Adelphia*^

 

 

 

 

 

 

 

0

 

750,000

 

Adelphia Recovery Trust*^

 

 

 

 

 

 

 

0

 

 

 

 

 

 

 

 

 

 

 

0

 

Electric Utilities (0.2%)

 

 

 

 

 

 

 

 

 

9,939

 

Mirant Corp.*§

 

 

 

 

 

 

 

361,680

 

Hotels, Restaurants & Leisure (0.0%)

 

 

 

 

 

 

 

 

 

12,000

 

Progressive Gaming International Corp*

 

 

 

 

 

 

 

25,440

 

Printing & Publishing (0.1%)

 

 

 

 

 

 

 

 

 

10,652

 

Mail Well, Inc., Rule 144A‡

 

 

 

 

 

 

 

110,781

 

Steel Producers/Products (0.0%)

 

 

 

 

 

 

 

 

 

2,803

 

WCI Steel Acquisition, Inc.*

 

 

 

 

 

 

 

23,265

 

TOTAL COMMON STOCKS (Cost $1,746,466)

 

 

 

 

 

 

 

646,148

 

 


 

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

March 31, 2008 (unaudited)

 

Number of

 

 

 

 

 

Shares

 

 

 

Value

 

 

 

 

 

WARRANTS (0.0%)

 

 

 

Building Materials (0.0%)

 

 

 

1,250

 

Dayton Superior Corp., Rule 144A, strike price $0.01, expires 06/15/09*^‡ (Cost $25,000)

 

$

13

 

 

 

 

 

 

 

SHORT-TERM INVESTMENTS (22.1%)

 

 

 

33,430,035

 

State Street Navigator Prime Portfolio§§

 

33,430,035

 

 

Par

 

 

 

 

 

 

 

 

 

(000)

 

 

 

Maturity

 

Rate%

 

 

 

 

 

 

 

 

 

 

 

 

 

$

8,362

 

State Street Bank and Trust Co. Euro Time Deposit

 

04/01/08

 

1.100

 

8,362,000

 

TOTAL SHORT-TERM INVESTMENTS (Cost $41,792,035)

 

 

 

 

 

41,792,035

 

 

 

 

 

 

 

 

 

TOTAL INVESTMENTS AT VALUE (115.0%) (Cost $241,382,786)

 

 

 

 

 

217,218,183

 

 

 

 

 

 

 

 

 

LIABILITIES IN EXCESS OF OTHER ASSETS (-15.0%)

 

 

 

 

 

(28,297,098)

 

 

 

 

 

 

 

 

 

NET ASSETS (100.0%)

 

 

 

 

 

$

188,921,085

 

 

INVESTMENT ABBREVIATION

NR= Not Rated

 

†

 

Credit ratings given by the Standard & Poor’s Division of The McGraw-Hill Companies, Inc. (“S&P”) and Moody’s Investors Service, Inc. (“Moody’s”) are unaudited.

‡

 

Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At March 31, 2008, these securities amounted to a value of $25,159,103 or 13.3% of net assets.

+

 

Step Bond — The interest rate stated is as of March 31, 2008 and will reset at a future date.

ø

 

Bond is currently in default.

*

 

Non-income producing security.

^

 

Not readily marketable security; security is valued at fair value as determined in good faith by, or under the direction of, the Board of Directors.

§

 

Security or portion thereof is out on loan.

#

 

Variable rate obligations — The interest rate shown is the rate as of March 31, 2008.

§§

 

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

(1)

 

Less than 1,000 Par.

 

 

 

SECURITY VALUATION — 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. Debt securities with a remaining maturity greater than 60 days are valued in accordance with the price supplied by a pricing service, which may use a matrix, formula or other objective method that takes into consideration market indices, yield curves and other specific adjustments. Debt obligations that will mature in 60 days or less are valued on the basis of amortized cost, which approximates market value, unless it is determined that using this method would not represent fair value. Equity investments are valued at market value, which is generally determined using the closing price on the exchange or market on which the security is primarily traded at the time of valuation (“Valuation Time”). If no sales are reported, equity investments are generally valued at the most recent bid quotation as of the Valuation Time or at the lowest asked quotation in the case of a short sale of securities. Investments in mutual funds are valued at the mutual fund’s closing net asset value per share on the day of valuation. Securities and other assets for which market quotations are not readily available, or whose values have been materially affected by events occurring before the Fund’s Valuation Time but after the close of the securities’ primary markets, are valued at fair value as determined in good faith by, or under the direction of, the Board of Directors under procedures established by the Board of Directors. At March 31, 2008, the Fund held 0.10% of its net assets in securities valued at fair value as determined in good faith under procedures established by the Board of Directors with an aggregate cost of $2,069,579 and fair value of $197,865. The Fund’s estimate of fair value assumes a willing buyer and a willing seller neither acting under the compulsion to buy or sell. Although these securities may be resold in privately negotiated transactions, the prices realized on such sales could differ from the prices originally paid by the Fund or the current carrying values, and the difference could be material.

 


 

The Fund adopted Financial Accounting Standards Board Statement of Financial Accounting Standards No. 157, Fair Value Measurements (“FAS 157”), effective January 1, 2008. In accordance with FAS 157, fair value is defined as the price that the Fund would receive upon selling an investment in a timely transaction to an independent buyer in the principal or most advantageous market of the investment. FAS 157 established a three-tier hierarchy to maximize the use of observable market data and minimize the use of unobservable inputs and to establish classification of fair value measurements for disclosure purposes. Inputs refer broadly to the assumptions that market participants would use in pricing the asset or liability, including assumptions about risk, for example, the risk inherent in a particular valuation technique used to measure fair value including such a pricing model and/or the risk inherent in the inputs to the valuation technique. Inputs may be observable or unobservable. Observable inputs are inputs that reflect the assumptions market participants would use in pricing the asset or liability developed based on market data obtained from sources independent of the reporting entity. Unobservable inputs are inputs that reflect the reporting entity’s own assumptions about the assumptions market participants would use in pricing the asset or liability developed based on the best information available in the circumstances. The three-tier hierarchy of inputs is 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 methodology used for valuing 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, 2008 in valuing the Fund’s investments carried at value:

 

Valuation Inputs

 

Investments 
in 
Securities

 

Other 
Financial 
Instruments*

 

Level 1 - Quoted Prices

 

$

34,098,931

 

$

—

 

Level 2 - Other Significant
Observable Inputs

 

182,921,387

 

—

 

Level 3 - Significant Unobservable Inputs

 

197,865

 

—

 

Total

 

$

217,218,183

 

$

—

 

 

*Other financial instruments include futures, forwards and swap contracts.

 

As of March 31, 2008, the amounts shown by the Fund as being Level 3 securities that were measured at fair value amounted to 0.10% of net assets.

 

Federal Income Tax Cost - At March 31, 2008, the identified cost for federal income tax purposes, as well as the gross unrealized appreciation from investments for those securities having an excess of value over cost, gross unrealized depreciation from investments for those securities having an excess of cost over value and the net unrealized depreciation from investments were $241,382,786, $1,649,883, $(25,814,486) and $(24,164,603), respectively.

 

Other information regarding the Fund is available in the Fund’s most recent Report to Shareholders.  This information is also available on the Fund’s website at www.credit-suisse.com/us as well as on the website of the Securities and Exchange Commission at www.sec.gov.

 


 

Item 2:                                                 Controls and Procedures

 

(a)                           As of a date within 90 days from the filing date of this report, the principal executive officer and principal financial officer concluded that the registrant’s disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940 (the “Act”)), were effective based on their evaluation of the disclosure controls and procedures required by Rule 30a-3(b) under the Act and Rules 13a-15(b) or 15d-15(b) under the Securities and Exchange Act of 1934.

 

(b)                           There were no changes in the registrant’s internal control over financial reporting (as defined in Rule 30a-3(d) under the Act) that occurred during the registrant’s last fiscal quarter that have materially affected, or are reasonably likely to materially affect, the registrant’s internal control over financial reporting.

 

Item 3:                                                 Exhibits

 

1.                                       The certifications of the registrant as required by Rule 30a-2(a) under the Act are exhibits to this report.

 


 

SIGNATURES

 

 

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.

 

 

CREDIT SUISSE ASSET MANAGEMENT INCOME FUND, INC.

 

/s/Lawrence D. Haber

 

Name:

Lawrence D. Haber

 

Title:

Chief Executive Officer

 

Date:

May 19, 2008

 

 

 

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.

 

/s/Lawrence D. Haber

 

Name:

Lawrence D. Haber

 

Title:

Chief Executive Officer

 

Date:

May 19, 2008

 

 

 

 

/s/Michael A. Pignataro

 

Name:

Michael A. Pignataro

 

Title:

Chief Financial Officer

 

Date:

May 19, 2008