NPORT-EX 2 NPORT_TH96_9478959639.htm HTML

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments

March 31, 2021 (unaudited)

 

Par
(000)		              

Ratings†
  (S&P/Moody’s)  

        Maturity            Rate%            Value    
                        
 

CORPORATE BONDS (82.8%)

                    
 

Advertising (0.4%)

                    
$           625       

TripAdvisor, Inc., Rule 144A, Company Guaranteed Notes
(Callable 07/15/22 @ 103.50)(1)

      (BB-, B1)        07/15/25          7.000        $        677,109  
                        

 

 

  
                        
 

Aerospace and Defense (1.3%)

                    
  250       

KBR, Inc., Rule 144A, Company Guaranteed Notes
(Callable 09/30/23 @ 102.38)(1)

      (B+, B1)        09/30/28          4.750          254,250  
  800       

TransDigm, Inc., Global Company Guaranteed Notes
(Callable 03/15/22 @ 103.75)

      (B-, B3)        03/15/27          7.500          853,352  
  1,250       

TransDigm, Inc., Rule 144A, Senior Secured Notes
(Callable 03/15/22 @ 103.13)(1)

      (B+, Ba3)        03/15/26          6.250          1,326,444  
                        

 

 

  
                           2,434,046  
                        

 

 

  
                        
 

Air Transportation (0.4%)

                    
  685       

Mileage Plus Intellectual Property Assets, Ltd. Rule 144A, Senior Secured Notes
(Callable 06/30/23 @ 103.25)(1)

      (NR, Baa3)        06/20/27          6.500          750,931  
                        

 

 

  
                        
 

Auto Parts & Equipment (2.5%)

                    
  200       

Adient U.S. LLC, Rule 144A, Senior Secured Notes
(Callable 04/15/22 @ 104.50)(1)

      (BB-, Ba3)        04/15/25          9.000          222,250  
  385       

BorgWarner, Inc., Rule 144A, Senior Unsecured Notes (1)

      (BBB, Baa1)        10/01/25          5.000          443,501  
  2,310       

Clarios U.S. Finance Co., Rule 144A, Company Guaranteed Notes
(Callable 05/15/22 @ 104.25)(1)

      (CCC+, Caa1)        05/15/27          8.500          2,491,127  
  1,300       

Cooper-Standard Automotive, Inc., Rule 144A, Company Guaranteed Notes
(Callable 11/15/21 @ 102.81)(1)

      (CCC, Caa1)        11/15/26          5.625          1,101,750  
  250       

Tenneco, Inc., Rule 144A, Senior Secured Notes
(Callable 01/15/24 @ 103.94)(1)

      (B, Ba3)        01/15/29          7.875          281,574  
                        

 

 

  
                           4,540,202  
                        

 

 

  
                        
 

Automakers (0.6%)

                    
  400       

Ford Motor Co., Global Senior Unsecured Notes

      (BB+, Ba2)        04/21/23          8.500          446,500  
  675       

Winnebago Industries, Inc., Rule 144A, Senior Secured Notes
(Callable 07/15/23 @ 103.13)(1)

      (BB, B1)        07/15/28          6.250          724,359  
                        

 

 

  
                           1,170,859  
                        

 

 

  
                        
 

Brokerage (0.6%)

                    
  1,098       

StoneX Group, Inc., Rule 144A, Senior Secured Notes
(Callable 06/15/22 @ 104.31)(1)

      (BB-, Ba3)        06/15/25          8.625          1,161,821  
                        

 

 

  
                        
 

Building & Construction (0.8%)

                    
  400       

Adams Homes, Inc., Rule 144A, Company Guaranteed Notes
(Callable 02/15/22 @ 103.75)(1)

      (B+, B3)        02/15/25          7.500          420,250  
  1,050       

Installed Building Products, Inc., Rule 144A, Company Guaranteed Notes
(Callable 02/01/23 @ 102.88)(1)

      (B+, B1)        02/01/28          5.750          1,100,988  
                        

 

 

  
                           1,521,238  
                        

 

 

  
                        
 

Building Materials (3.8%)

                    
  825       

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

      (BB, Ba2)        04/15/29          4.375          825,000  
  1,065       

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

      (CCC+, Caa1)        03/01/29          6.000          1,053,019  
  1,650       

James Hardie International Finance DAC, Rule 144A, Company Guaranteed Notes
(Callable 01/15/23 @ 102.50)(1)

      (BB, Ba1)        01/15/28          5.000          1,749,000  
  400       

Jeld-Wen, Inc., Rule 144A, Senior Secured Notes
(Callable 05/15/22 @ 103.12)(1)

      (BB+, Ba2)        05/15/25          6.250          427,000  
  1,200       

Park River Holdings, Inc., Rule 144A, Company Guaranteed Notes
(Callable 02/01/24 @ 102.81)(1)

      (CCC+, Caa1)        02/01/29          5.625          1,164,750  
  400       

PGT Innovations, Inc., Rule 144A, Company Guaranteed Notes
(Callable 08/01/21 @ 105.06)(1)

      (B+, B2)        08/01/26          6.750          426,000  
  200       

Summit Materials Finance Corp. Rule 144A, Company Guaranteed Notes
(Callable 07/15/23 @ 102.63)(1)

      (BB, B2)        01/15/29          5.250          209,448  
  500       

WESCO Distribution, Inc., Rule 144A, Company Guaranteed Notes
(Callable 06/15/22 @ 103.56)(1)

      (BB-, B2)        06/15/25          7.125          547,413  
  500       

WESCO Distribution, Inc., Rule 144A, Company Guaranteed Notes
(Callable 06/15/23 @ 103.63)(1)

      (BB-, B2)        06/15/28          7.250          560,202  
                        

 

 

  
                           6,961,832  
                        

 

 

  

 

 

 

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

March 31, 2021 (unaudited)

 

Par
(000)		              

Ratings†
  (S&P/Moody’s)  

        Maturity            Rate%            Value    
                        
 

CORPORATE BONDS (continued)

                    
 

Cable & Satellite TV (3.6%)

                    
$           685       

CSC Holdings LLC, Global Senior Unsecured Notes

      (B, B3)        06/01/24          5.250        $        740,228  
  500       

CSC Holdings LLC, Rule 144A, Company Guaranteed Notes (Callable 05/15/21 @ 102.75)(1)

      (BB, Ba3)        05/15/26          5.500          516,125  
  50       

CSC Holdings LLC, Rule 144A, Company Guaranteed Notes (Callable 04/15/22 @ 102.75)(1)

      (BB, Ba3)        04/15/27          5.500          52,568  
  850       

CSC Holdings LLC, Rule 144A, Company Guaranteed Notes (Callable 02/01/23 @ 102.69)(1)

      (BB, Ba3)        02/01/28          5.375          895,687  
  1,023       

Midcontinent Finance Corp., Rule 144A, Company Guaranteed Notes (Callable 08/15/22 @ 102.69)(1)

      (B+, B3)        08/15/27          5.375          1,067,255  
  1,400       

Telenet Finance Luxembourg Notes Sarl, Rule 144A,
Senior Secured Notes (Callable 12/01/22 @ 102.75)(1)

      (BB-, Ba3)        03/01/28          5.500          1,474,200  
  500       

Virgin Media Secured Finance PLC, Rule 144A,
Senior Secured Notes (Callable 04/15/22 @ 102.50)(1),(2)

      (BB-, Ba3)        04/15/27          5.000          723,960  
  1,077       

Ziggo B.V., Rule 144A, Senior Secured Notes
(Callable 01/15/22 @ 102.75)(1)

      (B+, B1)        01/15/27          5.500          1,123,413  
                        

 

 

  
                           6,593,436  
                        

 

 

  
                        
 

Chemicals (2.6%)

                    
  200       

Avient Corp., Rule 144A, Senior Unsecured Notes
(Callable 05/15/22 @ 102.88)(1)

      (BB-, Ba3)        05/15/25          5.750          212,750  
  500       

GCP Applied Technologies, Inc., Rule 144A,
Company Guaranteed Notes
(Callable 04/15/21 @ 102.75)(1)

      (BB, B1)        04/15/26          5.500          516,130  
  1,440       

Ingevity Corp., Rule 144A, Company Guaranteed Notes
(Callable 04/26/21 @ 102.25)(1)

      (NR, Ba3)        02/01/26          4.500          1,470,931  
  800       

Nouryon Holding B.V., Rule 144A, Senior Unsecured Notes
(Callable 10/01/21 @ 103.25)(1),(3)

      (B-, Caa1)        10/01/26          6.500          989,960  
  276       

Reichhold Industries, Inc., Rule 144A,
Senior Secured Notes (1),(4),(5),(6),(7)

      (NR, NR)        05/01/18          9.000          3,730  
  400       

Trinseo Materials Finance, Inc. Rule 144A,
Company Guaranteed Notes
(Callable 04/01/24 @ 102.56)(1)

      (B-, B2)        04/01/29          5.125          413,000  
  1,118       

Venator Materials LLC, Rule 144A, Company Guaranteed Notes
(Callable 04/26/21 @ 104.31)(1)

      (CCC+, Caa1)        07/15/25          5.750          1,087,255  
                        

 

 

  
                           4,693,756  
                        

 

 

  
                        
 

Consumer/Commercial/Lease Financing (1.0%)

                    
  1,750       

Cargo Aircraft Management, Inc., Rule 144A,
Company Guaranteed Notes
(Callable 02/01/23 @ 102.38)(1)

      (B+, Ba3)        02/01/28          4.750          1,807,969  
                        

 

 

  
                        
 

Diversified Capital Goods (1.8%)

                    
  400       

Ardagh Metal Packaging Finance PLC, Rule 144A, Senior Unsecured Notes
(Callable 05/15/24 @ 102.00)(1)

      (B+, B3)        09/01/29          4.000          399,500  
  325       

Core & Main LP, Rule 144A, Senior Unsecured Notes
(Callable 04/26/21 @ 103.06)(1)

      (CCC+, Caa2)        08/15/25          6.125          334,170  
  800       

GrafTech Finance, Inc., Rule 144A, Senior Secured Notes
(Callable 12/15/23 @ 102.31)(1)

      (BB, Ba3)        12/15/28          4.625          805,504  
  470       

Harsco Corp., Rule 144A, Company Guaranteed Notes (Callable 07/31/22 @ 102.88)(1)

      (B+, B1)        07/31/27          5.750          482,043  
  205       

NESCO Holdings II, Inc., Rule 144A, Secured Notes
(Callable 04/15/24 @ 102.75)(1)

      (B, B3)        04/15/29          5.500          210,484  
  1,000       

Stevens Holding Co., Inc., Rule 144A, Company Guaranteed Notes
(Callable 10/01/23 @ 101.53)(1)

      (B+, B2)        10/01/26          6.125          1,074,453  
                        

 

 

  
                           3,306,154  
                        

 

 

  
                        
 

Electronics (2.0%)

                    
  1,750       

Entegris, Inc., Rule 144A, Company Guaranteed Notes (Callable 04/06/21 @ 103.47)(1)

      (BB, Ba2)        02/10/26          4.625          1,813,437  
  1,200       

Sensata Technologies B.V., Rule 144A, Company Guaranteed Notes (1)

      (BB+, Ba3)        10/01/25          5.000          1,328,250  
  235       

Sensata Technologies B.V., Rule 144A, Company Guaranteed Notes
(Callable 04/15/24 @ 102.00)(1)

      (BB+, Ba3)        04/15/29          4.000          239,678  
  200       

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

      (BB-, Ba3)        06/15/29          4.000          198,960  
                        

 

 

  
                           3,580,325  
                        

 

 

  

 

 

 

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

March 31, 2021 (unaudited)

 

Par
(000)		              

Ratings†
  (S&P/Moody’s)  

        Maturity            Rate%            Value    
                        
 

CORPORATE BONDS (continued)

                    
 

Energy - Exploration & Production (1.6%)

                    
$           550       

CNX Resources Corp., Rule 144A, Company Guaranteed Notes (Callable 03/14/22 @ 105.44)(1)

      (BB-, B1)        03/14/27          7.250        $        591,448  
  550       

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

      (BB-, B1)        01/15/29          6.000          572,580  
  395       

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

      (B, Caa1)        03/01/28          8.125          393,469  
  1,500       

W&T Offshore, Inc., Rule 144A, Secured Notes
(Callable 04/26/21 @ 104.88)(1)

      (B, Caa3)        11/01/23          9.750          1,329,863  
                        

 

 

  
                           2,887,360  
                        

 

 

  
                        
 

Environmental (0.4%)

                    
  425       

GFL Environmental, Inc., Rule 144A, Senior Secured Notes (Callable 12/15/22 @ 102.56)(1)

      (BB-, Ba3)        12/15/26          5.125          448,417  
  200       

Stericycle, Inc., Rule 144A, Company Guaranteed Notes (Callable 11/15/23 @ 101.94)(1)

      (BB-, NR)        01/15/29          3.875          197,750  
                        

 

 

  
                           646,167  
                        

 

 

  
                        
 

Food - Wholesale (0.2%)

                    
  400       

U.S. Foods, Inc., Rule 144A, Company Guaranteed Notes (Callable 02/15/24 @ 102.38)(1)

      (B+, Caa1)        02/15/29          4.750          400,500  
                        

 

 

  
                        
 

Forestry & Paper (0.3%)

                    
  525       

Norbord, Inc., Rule 144A, Senior Secured Notes
(Callable 07/15/22 @ 102.88)(1)

      (BBB-, Ba1)        07/15/27          5.750          560,858  
                        

 

 

  
                        
 

Gaming (4.2%)

                    
  500       

Boyd Gaming Corp., Global Company Guaranteed Notes (Callable 08/15/21 @ 103.00)

      (B, Caa1)        08/15/26          6.000          521,838  
  1,665       

Churchill Downs, Inc., Rule 144A, Company Guaranteed Notes (Callable 01/15/23 @ 102.38)(1)

      (B+, B1)        01/15/28          4.750          1,725,856  
  868       

Gateway Casinos & Entertainment Ltd., Rule 144A, Secured Notes (Callable 04/26/21 @ 102.75)(1)

      (CCC-, Caa3)        03/01/24          8.250          828,940  
  2,100       

Golden Nugget, Inc., Rule 144A, Senior Unsecured Notes (Callable 04/26/21 @ 101.69)(1)

      (CCC, Caa2)        10/15/24          6.750          2,123,625  
  1,469       

Jacobs Entertainment, Inc., Rule 144A, Secured Notes (Callable 04/26/21 @ 103.94)(1)

      (B-, B3)        02/01/24          7.875          1,533,114  
  750       

MGP Finance Co-Issuer, Inc., Global Company Guaranteed Notes (Callable 11/01/26 @ 100.00)

      (BB-, B1)        02/01/27          5.750          828,000  
                        

 

 

  
                           7,561,373  
                        

 

 

  
                        
 

Gas Distribution (2.4%)

                    
  750       

Genesis Energy Finance Corp., Company Guaranteed Notes (Callable 04/26/21 @ 101.88)

      (B+, B1)        06/15/24          5.625          734,531  
  425       

Genesis Energy Finance Corp., Company Guaranteed Notes (Callable 04/26/21 @ 104.88)

      (B+, B1)        10/01/25          6.500          417,403  
  675       

Genesis Energy Finance Corp., Company Guaranteed Notes (Callable 04/26/21 @ 104.69)

      (B+, B1)        05/15/26          6.250          645,891  
  1,000       

Hess Midstream Operations LP, Rule 144A, Company Guaranteed Notes (Callable 06/15/23 @ 102.56)(1)

      (BB+, Ba3)        06/15/28          5.125          1,013,500  
  950       

NGL Energy Finance Corp., Rule 144A, Senior Secured Notes (Callable 02/01/23 @ 103.75)(1)

      (BB-, B1)        02/01/26          7.500          976,543  
  500       

Tallgrass Energy Finance Corp., Rule 144A, Company Guaranteed Notes (Callable 10/01/22 @ 105.63)(1)

      (BB-, B1)        10/01/25          7.500          539,112  
                        

 

 

  
                           4,326,980  
                        

 

 

  
                        
 

Health Facilities (0.8%)

                    
  750       

HCA, Inc., Company Guaranteed Notes
(Callable 03/01/28 @ 100.00)

      (BB-, Ba2)        09/01/28          5.625          863,831  
  500       

Surgery Center Holdings, Inc., Rule 144A, Company Guaranteed Notes (Callable 04/15/22 @ 105.00)(1)

      (CCC, Caa2)        04/15/27          10.000          552,188  
                        

 

 

  
                           1,416,019  
                        

 

 

  
                        
 

Health Services (1.6%)

                    
  450       

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

      (BB-, Ba3)        04/15/29          4.000          448,875  

 

 

 

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

March 31, 2021 (unaudited)

 

Par
(000)		              

Ratings†
  (S&P/Moody’s)  

        Maturity            Rate%            Value    
                        
 

CORPORATE BONDS (continued)

                    
 

Health Services

                    
$ 120       

Ortho-Clinical Diagnostics S.A., Rule 144A, Senior Unsecured Notes (Callable 06/01/22 @ 103.69)(1)

      (CCC+, B3)        06/01/25          7.375        $ 129,237  
  1,850       

Radiology Partners, Inc., Rule 144A, Company Guaranteed Notes (Callable 02/01/23 @ 104.63)(1)

      (CCC, Caa3)        02/01/28          9.250          2,018,812  
  235       

RP Escrow Issuer LLC, Rule 144A, Senior Secured Notes (Callable 12/15/22 @ 102.63)(1)

      (B-, B3)        12/15/25          5.250          243,813  
                        

 

 

  
                               2,840,737  
                        

 

 

  
                        
 

Insurance Brokerage (3.8%)

                    
         2,000       

Acrisure Finance, Inc., Rule 144A, Senior Unsecured Notes (Callable 04/26/21 @ 103.50)(1)

      (CCC+, Caa2)        11/15/25          7.000          2,068,750  
  1,000       

Acrisure Finance, Inc., Rule 144A, Senior Unsecured Notes (Callable 08/01/22 @ 107.59)(1)

      (CCC+, Caa2)        08/01/26          10.125          1,154,840  
  700       

Alliant Holdings Co-Issuer, Rule 144A, Senior Secured Notes (Callable 10/15/23 @ 102.13)(1)

      (B, B2)        10/15/27          4.250          707,682  
  437       

Alliant Holdings Co-Issuer, Rule 144A, Senior Unsecured Notes (Callable 10/15/22 @ 103.38)(1)

      (CCC+, Caa2)        10/15/27          6.750          469,714  
  780       

GTCR AP Finance, Inc., Rule 144A, Senior Unsecured Notes (Callable 05/15/22 @ 104.00)(1)

      (CCC+, Caa2)        05/15/27          8.000          839,475  
  1,600       

NFP Corp., Rule 144A, Senior Unsecured Notes
(Callable 08/15/23 @ 103.44)(1)

      (CCC+, Caa2)        08/15/28          6.875          1,663,760  
                        

 

 

  
                           6,904,221  
                        

 

 

  
                        
 

Investments & Misc. Financial Services (2.5%)

                    
  785       

AG Issuer LLC, Rule 144A, Senior Secured Notes (Callable 03/01/23 @ 103.13)(1)

      (B-, B2)        03/01/28          6.250          823,269  
  1,200       

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

      (B+, B1)        04/15/29          5.250          1,258,500  
  2,425       

Compass Group Diversified Holdings LLC, Rule 144A, Senior Unsecured Notes
(Callable 04/01/21 @ 104.61)(1)

      (B+, B1)        05/01/26          8.000          2,538,005  
                        

 

 

  
                           4,619,774  
                        

 

 

  
                        
 

Machinery (1.4%)

                    
  500       

ATS Automation Tooling Systems, Inc., Rule 144A, Senior Unsecured Notes
(Callable 12/15/23 @ 102.06)(1)

      (B+, B2)        12/15/28          4.125          496,562  
  100       

Granite U.S. Holdings Corp., Rule 144A, Company Guaranteed Notes (Callable 10/01/22 @ 105.50)(1)

      (CCC, Caa1)        10/01/27          11.000          113,000  
  400       

Hillenbrand, Inc., Global Company Guaranteed Notes (Callable 06/15/22 @ 102.88)

      (BB+, Ba1)        06/15/25          5.750          427,750  
  1,485       

Rexnord LLC, Rule 144A, Company Guaranteed Notes (Callable 04/26/21 @ 102.44)(1)

      (BB-, B1)        12/15/25          4.875          1,518,858  
                        

 

 

  
                           2,556,170  
                        

 

 

  
                        
 

Media - Diversified (0.4%)

                    
  550       

National CineMedia LLC, Global Senior Unsecured Notes
(Callable 08/15/21 @ 102.88)

      (CCC-, Caa3)        08/15/26          5.750          480,458  
  250       

National CineMedia LLC, Rule 144A, Senior Secured Notes (Callable 04/15/23 @ 102.94)(1)

      (CCC+, B3)        04/15/28          5.875          233,125  
                        

 

 

  
                           713,583  
                        

 

 

  
                        
 

Media Content (0.9%)

                    
  980       

Diamond Sports Finance Co., Rule 144A, Company Guaranteed Notes (Callable 08/15/22 @ 103.31)(1),(9)

      (CCC-, Caa2)        08/15/27          6.625          515,725  
  615       

Diamond Sports Finance Co., Rule 144A, Senior Secured Notes (Callable 08/15/22 @ 102.69)(1)

      (CCC+, B2)        08/15/26          5.375          443,421  
  587       

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

      (BB, Ba3)        07/01/29          5.500          635,795  
                        

 

 

  
                           1,594,941  
                        

 

 

  
                        
 

Metals & Mining - Excluding Steel (1.6%)

                    
  132       

Cleveland-Cliffs, Inc., Rule 144A, Senior Secured Notes (Callable 10/17/22 @ 107.41)(1)

      (B, B2)        10/17/25          9.875          154,810  
  200       

First Quantum Minerals Ltd., Rule 144A, Company Guaranteed Notes (Callable 04/26/21 @ 101.81)(1)

      (CCC+, Caa2)        04/01/23          7.250          203,805  

 

 

 

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

March 31, 2021 (unaudited)

 

Par
(000)		              

Ratings†
  (S&P/Moody’s)  

        Maturity            Rate%            Value    
                        
 

CORPORATE BONDS (continued)

                    
 

Metals & Mining - Excluding Steel

                    
$        1,500       

First Quantum Minerals Ltd., Rule 144A, Company Guaranteed Notes (Callable 04/26/21 @ 105.16)(1)

      (CCC+, NR)        03/01/26          6.875        $     1,555,312  
  110       

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

      (BB-, B1)        01/30/30          4.750          113,518  
  850       

Taseko Mines Ltd., Rule 144A, Senior Secured Notes (Callable 02/15/23 @ 103.50)(1)

      (B-, Caa1)        02/15/26          7.000          866,363  
                        

 

 

  
                           2,893,808  
                        

 

 

  
                        
 

Oil Field Equipment & Services (0.6%)

                    
  259       

Pioneer Energy Services Corp., PIK, Rule 144A,
Senior Unsecured Notes (1),(5),(6),(8),(10)

      (NR, NR)        08/28/25          5.000          161,900  
  1,319       

Shelf Drilling Holdings Ltd., Rule 144A, Company Guaranteed Notes (Callable 04/26/21 @ 106.19)(1)

      (CCC+, Caa3)        02/15/25          8.250          965,343  
                        

 

 

  
                           1,127,243  
                        

 

 

  
                        
 

Packaging (5.0%)

                    
  290       

Ardagh Holdings U.S.A., Inc., Rule 144A, Company Guaranteed Notes (Callable 04/06/21 @ 103.00)(1)

      (B-, Caa1)        02/15/25          6.000          299,135  
  133       

Crown Americas Capital Corp. VI, Global Company Guaranteed Notes (Callable 04/26/21 @ 103.56)

      (BB-, Ba3)        02/01/26          4.750          138,253  
  2,000       

Flex Acquisition Co., Inc., Rule 144A, Senior Unsecured Notes (Callable 04/26/21 @ 101.72)(1)

      (CCC+, Caa2)        01/15/25          6.875          2,035,400  
  400       

Intelligent Packaging Ltd. Co-Issuer LLC, Rule 144A, Senior Secured Notes
(Callable 09/15/22 @ 103.00)(1)

      (B-, B3)        09/15/28          6.000          413,750  
  1,710       

Plastipak Holdings, Inc., Rule 144A, Senior Unsecured Notes (Callable 04/26/21 @ 103.13)(1)

      (B, B3)        10/15/25          6.250          1,762,369  
  2,050       

TriMas Corp., Rule 144A, Company Guaranteed Notes (Callable 04/15/21 @ 102.44)(1)

      (BB-, Ba3)        10/15/25          4.875          2,105,647  
  1,980       

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

      (BB-, Ba3)        04/15/29          4.125          1,982,475  
  350       

Trivium Packaging Finance B.V., Rule 144A, Senior Secured Notes (Callable 08/15/22 @ 102.75)(1)

      (B, B2)        08/15/26          5.500          367,719  
                        

 

 

  
                           9,104,748  
                        

 

 

  
                        
 

Personal & Household Products (0.1%)

                    
  1,350       

High Ridge Brands Co., Rule 144A, Senior Unsecured Notes (Callable 06/11/21 @ 102.22)(1),(4),(5),(6)

      (NR, NR)        03/15/25          8.875          16,875  
  226       

Mattel, Inc., Rule 144A, Company Guaranteed Notes (Callable 04/06/21 @ 105.06)(1)

      (BB, Ba2)        12/31/25          6.750          237,854  
                        

 

 

  
                           254,729  
                        

 

 

  
                        
 

Pharmaceuticals (3.9%)

                    
  500       

Bausch Health Americas, Inc., Rule 144A, Company Guaranteed Notes (Callable 04/01/22 @ 104.63)(1)

      (B, B3)        04/01/26          9.250          554,650  
  250       

Bausch Health Cos., Inc., Rule 144A, Company Guaranteed Notes (Callable 12/15/21 @ 104.50)(1)

      (B, B3)        12/15/25          9.000          272,031  
  500       

Bausch Health Cos., Inc., Rule 144A, Company Guaranteed Notes (Callable 05/30/24 @ 103.63)(1)

      (B, B3)        05/30/29          7.250          558,968  
  700       

Bausch Health Cos., Inc., Rule 144A, Company Guaranteed Notes (Callable 01/30/25 @ 102.63)(1)

      (B, B3)        01/30/30          5.250          703,591  
  1,170       

Bausch Health Cos., Inc., Rule 144A, Senior Secured Notes (Callable 04/26/21 @ 101.75)(1)

      (BB, Ba2)        03/15/24          7.000          1,198,080  
  650       

Endo Finance LLC, Rule 144A, Senior Secured Notes (Callable 04/26/21 @ 101.47)(1)

      (B+, B2)        10/15/24          5.875          655,281  
  400       

Endo U.S., Inc. Rule 144A, Senior Secured Notes
(Callable 04/01/24 @ 104.59)(1)

      (B+, B2)        04/01/29          6.125          404,588  
  800       

Horizon Therapeutics U.S.A., Inc., Rule 144A, Company Guaranteed Notes (Callable 08/01/22 @ 104.13)(1)

      (B+, Ba3)        08/01/27          5.500          855,352  
  1,782       

Owens & Minor, Inc., Global Senior Secured Notes
(Callable 09/15/24 @ 100.00)

      (B+, Ba2)        12/15/24          4.375          1,845,484  
                        

 

 

  
                           7,048,025  
                        

 

 

  
                        
 

Real Estate Development & Management (1.4%)

                    
  718       

Newmark Group, Inc., Global Senior Unsecured Notes (Callable 10/15/23 @ 100.00)

      (BB+, NR)        11/15/23          6.125          789,443  

 

 

 

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

March 31, 2021 (unaudited)

 

Par
(000)		              

Ratings†
  (S&P/Moody’s)  

        Maturity            Rate%            Value    
                        
 

CORPORATE BONDS (continued)

                    
 

Real Estate Development & Management

                    
$        1,782       

WeWork Cos., Inc., Rule 144A, Company
Guaranteed Notes (1)

      (CCC+, NR)        05/01/25          7.875        $     1,768,635  
                        

 

 

  
                           2,558,078  
                        

 

 

  
                        
 

Real Estate Investment Trusts (2.9%)

                    
  900       

ESH Hospitality, Inc., Rule 144A, Company Guaranteed Notes
(Callable 04/26/21 @ 102.63)(1)

      (BB-, Ba3)        05/01/25          5.250          919,328  
  671       

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

      (BBB-, Ba3)        12/15/27          3.750          652,666  
  1,400       

iStar, Inc., Global Senior Unsecured Notes
(Callable 08/15/22 @ 102.75)

      (BB, Ba3)        02/15/26          5.500          1,427,125  
  200       

iStar, Inc., Senior Unsecured Notes
(Callable 07/01/24 @ 100.00)

      (BB, Ba3)        10/01/24          4.750          208,436  
  565       

Starwood Property Trust, Inc., Global Senior Unsecured Notes
(Callable 09/15/21 @ 100.00)

      (B+, Ba3)        12/15/21          5.000          573,828  
  1,385       

Starwood Property Trust, Inc., Rule 144A, Senior Unsecured Notes
(Callable 08/01/23 @ 100.00)(1)

      (B+, Ba3)        11/01/23          5.500          1,449,056  
                        

 

 

  
                           5,230,439  
                        

 

 

  
                        
 

Recreation & Travel (6.4%)

                    
  1,500       

Boyne U.S.A., Inc., Rule 144A, Secured Notes
(Callable 05/01/21 @ 103.63)(1)

      (B, B1)        05/01/25          7.250          1,563,937  
  1,035       

Canada’s Wonderland Co., Global Company Guaranteed Notes (Callable 04/15/22 @ 102.69)

      (CCC, B3)        04/15/27          5.375          1,062,816  
  1,325       

Cedar Fair LP, Global Company Guaranteed Notes
(Callable 07/15/24 @ 102.63)

      (CCC, B3)        07/15/29          5.250          1,366,989  
  750       

Merlin Entertainments Ltd., Rule 144A, Secured Notes (Callable 03/17/26 @ 100.00)(1)

      (CCC+, B2)        06/15/26          5.750          795,795  
  500       

Motion Bondco DAC, Rule 144A, Company Guaranteed Notes (Callable 11/15/22 @ 103.31)(1)

      (CCC-, Caa2)        11/15/27          6.625          513,750  
  800       

Powdr Corp., Rule 144A, Senior Secured Notes
(Callable 08/01/22 @ 103.00)(1)

      (B-, B1)        08/01/25          6.000          846,080  
  400       

SeaWorld Parks & Entertainment, Inc., Rule 144A, Senior Secured Notes (Callable 05/01/22 @ 104.38)(1),(9)

      (B-, B2)        05/01/25          8.750          434,750  
  1,150       

Six Flags Entertainment Corp., Rule 144A, Company Guaranteed Notes (Callable 04/26/21 @ 102.44)(1)

      (CCC, B3)        07/31/24          4.875          1,162,938  
  650       

Six Flags Entertainment Corp., Rule 144A, Company Guaranteed Notes (Callable 04/15/22 @ 102.75)(1),(9)

      (CCC, B3)        04/15/27          5.500          674,375  
  350       

Six Flags Theme Parks, Inc., Rule 144A, Senior Secured Notes (Callable 07/01/22 @ 103.50)(1)

      (B, Ba2)        07/01/25          7.000          379,433  
  2,115       

Speedway Funding II, Inc., Rule 144A, Senior Unsecured Notes (Callable 11/01/22 @ 102.44)(1)

      (BB-, B2)        11/01/27          4.875          2,120,287  
  625       

Vail Resorts, Inc., 144A, Company Guaranteed Notes (Callable 05/15/22 @ 103.13)(1)

      (BB, B1)        05/15/25          6.250          667,188  
                        

 

 

  
                           11,588,338  
                        

 

 

  
                        
 

Software - Services (4.7%)

                    
  1,675       

Austin BidCo, Inc., Rule 144A, Senior Unsecured Notes (Callable 12/15/23 @ 103.56)(1)

      (CCC+, Caa2)        12/15/28          7.125          1,707,453  
  610       

CDK Global, Inc., Global Senior Unsecured Notes
(Callable 06/01/22 @ 102.44)

      (BB+, Ba1)        06/01/27          4.875          638,441  
  200       

CPI CG, Inc., Rule 144A, Senior Secured Notes
(Callable 03/15/23 @ 104.31)(1)

      (B-, B3)        03/15/26          8.625          210,058  
  600       

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

      (CCC+, Caa2)        02/15/29          6.000          586,500  
  257       

GD Finance Co., Inc., Rule 144A, Company Guaranteed Notes (Callable 06/01/22 @ 102.63)(1)

      (BB-, Ba3)        12/01/27          5.250          269,047  
  600       

Granite Merger Sub 2, Inc., Rule 144A, Company Guaranteed Notes (Callable 07/15/22 @ 108.25)(1)

      (CCC+, Caa1)        07/15/27          11.000          690,261  
  587       

Presidio Holdings, Inc., Rule 144A, Company Guaranteed Notes (Callable 02/01/23 @ 104.13)(1)

      (CCC+, Caa1)        02/01/28          8.250          640,197  
  160       

Presidio Holdings, Inc., Rule 144A, Senior Secured Notes (Callable 02/01/23 @ 102.44)(1)

      (B, B1)        02/01/27          4.875          164,278  
  2,675       

Solera Finance, Inc., Rule 144A, Senior Unsecured Notes (Callable 04/26/21 @ 102.63)(1)

      (CCC+, Caa1)        03/01/24          10.500          2,766,886  

 

 

 

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

March 31, 2021 (unaudited)

 

Par
(000)		              

Ratings†
  (S&P/Moody’s)  

        Maturity            Rate%            Value    
                        
 

CORPORATE BONDS (continued)

                    
 

Software - Services

                    
$ 750       

SS&C Technologies, Inc., Rule 144A, Company Guaranteed Notes (Callable 03/30/22 @ 104.13)(1)

      (B+, B2)        09/30/27          5.500        $ 798,938  
                        

 

 

  
                               8,472,059  
                        

 

 

  
                        
 

Specialty Retail (3.0%)

                    
  40       

Asbury Automotive Group, Inc., Global Company Guaranteed Notes (Callable 03/01/23 @ 102.25)

      (BB, B1)        03/01/28          4.500          41,016  
  491       

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

      (BB, B1)        03/01/30          4.750          506,344  
  950       

eG Global Finance PLC, Rule 144A, Senior Secured Notes (Callable 10/30/21 @ 104.25)(1)

      (B-, B3)        10/30/25          8.500          1,009,375  
  1,000       

Lithia Motors, Inc., Rule 144A, Company Guaranteed Notes (Callable 04/26/21 @ 103.94)(1)

      (BB, Ba2)        08/01/25          5.250          1,033,645  
  200       

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

      (BB+, Ba2)        02/15/31          3.750          196,960  
  1,000       

Penske Automotive Group, Inc., Company Guaranteed Notes (Callable 05/15/21 @ 102.75)

      (B+, Ba3)        05/15/26          5.500          1,030,925  
         1,650       

Ruyi U.S. Finance LLC, Rule 144A, Senior Secured Notes (Callable 05/01/21 @ 105.63)(1)

      (NR, Caa2)        05/01/25          7.500          1,427,250  
  200       

Sally Capital, Inc., Rule 144A, Secured Notes
(Callable 04/30/22 @ 104.38)(1)

      (BB+, Ba2)        04/30/25          8.750          223,000  
                        

 

 

  
                           5,468,515  
                        

 

 

  
                        
 

Steel Producers/Products (0.3%)

                    
  500       

Allegheny Technologies, Inc., Global Senior Unsecured Notes (Callable 12/01/22 @ 102.94)(9)

      (B, B3)        12/01/27          5.875          518,438  
                        

 

 

  
                        
 

Support - Services (3.0%)

                    
  200       

Dycom Industries, Inc., Rule 144A, Company Guaranteed Notes (Callable 04/15/24 @ 102.25)(1)

      (BB, Ba3)        04/15/29          4.500          200,808  
  1,635       

Gems Education Delaware LLC, Rule 144A, Senior Secured Notes (Callable 07/31/22 @ 103.56)(1)

      (B-, B3)        07/31/26          7.125          1,709,221  
  388       

Korn Ferry, Rule 144A, Company Guaranteed Notes (Callable 12/15/22 @ 102.31)(1)

      (BB, Ba3)        12/15/27          4.625          396,730  
  200       

Sabre Global, Inc., Rule 144A, Senior Secured Notes (Callable 03/16/25 @ 100.00)(1)

      (B, Ba3)        04/15/25          9.250          238,750  
  1,172       

Tempo Acquisition Finance Corp., Rule 144A, Senior Unsecured Notes (Callable 04/06/21 @ 103.38)(1)

      (CCC+, Caa1)        06/01/25          6.750          1,199,102  
  253       

United Rentals North America, Inc., Company Guaranteed Notes (Callable 01/15/23 @ 102.44)

      (BB, Ba3)        01/15/28          4.875          266,819  
  750       

White Cap Buyer LLC, Rule 144A, Senior Unsecured Notes (Callable 10/15/23 @ 103.44)(1)

      (CCC+, Caa1)        10/15/28          6.875          797,674  
  595       

Williams Scotsman International, Inc., Rule 144A, Senior Secured Notes (Callable 08/15/23 @ 102.31)(1)

      (B+, B3)        08/15/28          4.625          606,528  
                        

 

 

  
                           5,415,632  
                        

 

 

  
                        
 

Tech Hardware & Equipment (0.8%)

                    
  759       

CommScope Technologies LLC, Rule 144A, Company Guaranteed Notes (Callable 04/06/21 @ 103.00)(1)

      (CCC+, B3)        06/15/25          6.000          775,243  
  525       

CommScope Technologies LLC, Rule 144A, Company Guaranteed Notes (Callable 03/15/22 @ 102.50)(1)

      (CCC+, B3)        03/15/27          5.000          521,065  
  150       

CommScope, Inc., Rule 144A, Senior Secured Notes (Callable 03/01/22 @ 103.00)(1)

      (B, Ba3)        03/01/26          6.000          158,593  
                        

 

 

  
                           1,454,901  
                        

 

 

  
                        
 

Telecom - Wireless (0.6%)

                    
  950       

T-Mobile U.S.A., Inc., Company Guaranteed Notes (Callable 02/01/23 @ 102.38)

      (BB, Ba3)        02/01/28          4.750          1,016,405  
                        

 

 

  
                        
 

Telecom - Wireline Integrated & Services (2.7%)

                    
  1,250       

Altice Financing S.A., Rule 144A, Senior Secured Notes (Callable 05/15/21 @ 103.75)(1)

      (B, B2)        05/15/26          7.500          1,307,813  
  850       

Altice France S.A., Rule 144A, Senior Secured Notes (Callable 05/01/21 @ 103.69)(1)

      (B, B2)        05/01/26          7.375          885,063  
  205       

Equinix, Inc., Senior Unsecured Notes
(Callable 05/15/22 @ 102.69)

      (BBB-, Baa3)        05/15/27          5.375          220,494  

 

 

 

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

March 31, 2021 (unaudited)

 

Par
(000)		              

Ratings†
  (S&P/Moody’s)  

        Maturity            Rate%            Value    
                        
 

CORPORATE BONDS (continued)

                    
 

Telecom - Wireline Integrated & Services

                    
$        2,651       

GTT Communications, Inc., Rule 144A, Company Guaranteed Notes (Callable 04/26/21 @ 103.94)(1)

      (C, NR)        12/31/24          7.875        $ 447,356  
  1,325       

LCPR Senior Secured Financing DAC, Rule 144A, Senior Secured Notes (Callable 10/15/22 @ 103.38)(1)

      (B+, B1)        10/15/27          6.750              1,414,305  
  200       

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

      (B+, B1)        07/15/29          5.125          204,024  
  400       

Zayo Group Holdings, Inc., Rule 144A, Senior Unsecured Notes (Callable 03/01/23 @ 103.06)(1)

      (CCC+, Caa1)        03/01/28          6.125          412,068  
                        

 

 

  
                           4,891,123  
                        

 

 

  
                        
 

Theaters & Entertainment (2.8%)

                    
  1,451       

AMC Entertainment Holdings, Inc.,10.00% Cash, 12.00% PIK, Rule 144A, Secured Notes
(Callable 06/15/23 @ 106.00)(1),(8)

      (C, Ca)        06/15/26          12.000          1,181,987  
  1,250       

Cinemark U.S.A., Inc., Global Company Guaranteed Notes (Callable 04/26/21 @ 100.81)

      (B, Caa1)        06/01/23          4.875          1,244,781  
  380       

Cinemark U.S.A., Inc., Rule 144A, Senior Secured Notes (Callable 05/01/22 @ 104.38)(1)

      (BB-, Ba3)        05/01/25          8.750          417,763  
  66       

Expedia Group, Inc., Rule 144A, Company Guaranteed Notes (Callable 02/01/25 @ 100.00)(1)

      (BBB-, Baa3)        05/01/25          6.250          76,357  
  1,025       

Live Nation Entertainment, Inc., Rule 144A, Company Guaranteed Notes (Callable 04/01/21 @ 102.44)(1)

      (B-, B3)        11/01/24          4.875          1,044,680  
  700       

Live Nation Entertainment, Inc., Rule 144A, Company Guaranteed Notes (Callable 04/26/21 @ 104.22)(1)

      (B-, B3)        03/15/26          5.625          728,070  
  325       

Live Nation Entertainment, Inc., Rule 144A, Company Guaranteed Notes (Callable 10/15/22 @ 103.56)(1)

      (B-, B3)        10/15/27          4.750          327,946  
                        

 

 

  
                           5,021,584  
                        

 

 

  
                        
 

Transport Infrastructure/Services (1.1%)

                    
  2,110       

Navios Maritime Finance II U.S., Inc., Rule 144A, Senior Secured Notes (Callable 04/26/21 @ 100.00)(1)

      (CCC, Caa2)        08/15/22          11.250          1,991,312  
                        

 

 

  
 

TOTAL CORPORATE BONDS (Cost $148,967,993)

                       150,283,738  
                        

 

 

  
                        
 

BANK LOANS (32.1%)

                    
 

Advertising (0.3%)

                    
  395       

Southern Graphics, Inc., LIBOR 1M + 3.250%(11)

      (CCC+, B3)        12/31/22          3.365          297,838  
  725       

Southern Graphics, Inc., LIBOR 1M + 7.500%(7),(11)

      (CCC-, Caa3)        12/31/23          7.615          285,168  
                        

 

 

  
                           583,006  
                        

 

 

  
                        
 

Aerospace & Defense (0.4%)

                    
  700       

Amentum Government Services Holdings LLC,
LIBOR 3M + 8.750%(6),(11)

      (NR, NR)        01/31/28          0.000          698,250  
                        

 

 

  
                        
 

Auto Parts & Equipment (0.9%)

                    
  732       

Dayco Products LLC, LIBOR 3M + 4.250%(11)

      (CCC+, Caa2)        05/19/23          4.440          668,800  
  216       

Jason Group, Inc., LIBOR 3M + 1.000% Cash,
9.000% PIK(8),(11)

      (CCC-, Caa3)        03/02/26          11.000          208,258  
  321       

Jason Group, Inc., LIBOR 3M + 2.000% Cash,
4.000% PIK(8),(11)

      (B-, Caa1)        08/28/25          7.000          317,781  
  380       

U.S. Farathane LLC, LIBOR 3M + 4.250%(11)

      (B, B2)        12/23/24          5.250          379,140  
                        

 

 

  
                           1,573,979  
                        

 

 

  
                        
 

Building & Construction (1.2%)

                    
  1,352       

ACProducts, Inc., LIBOR 3M + 6.500%(11)

      (B, B2)        08/18/25          7.500          1,383,164  
  739       

TRC Companies, Inc., LIBOR 1M + 4.500%(6),(11)

      (B, B2)        06/21/24          5.250          741,755  
                        

 

 

  
                           2,124,919  
                        

 

 

  
                        
 

Building Materials (0.5%)

                    
  1,000       

Airxcel, Inc., LIBOR 1M + 8.750%(11)

      (CCC, Caa2)        04/27/26          8.865          985,000  
                        

 

 

  
                        
 

Chemicals (4.4%)

                    
  1,478       

Ascend Performance Materials Operations LLC,
LIBOR 3M + 4.750%(11)

      (BB-, B1)        08/27/26          5.500          1,499,554  
  1,627       

PMHC II, Inc., LIBOR 12M + 3.500%(11)

      (CCC+, Caa1)        03/31/25          4.500          1,591,361  
  1,564       

Polar U.S. Borrower LLC, LIBOR 1M + 4.750%(6),(11)

      (B-, B2)        10/15/25          4.857 - 4.859          1,556,180  
  134       

UTEX Industries, Inc., LIBOR 1M + 7.000%(11)

      (NR, NR)        12/03/24          8.500          135,677  
  64       

UTEX Industries, Inc., LIBOR 1M + 5.250%(11)

      (NR, NR)        12/03/25          5.250          62,936  
  1,750       

Vantage Specialty Chemicals, Inc.,
LIBOR 3M + 8.250%(7),(11)

      (CCC-, Caa3)        10/27/25          9.250          1,638,621  

 

 

 

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

March 31, 2021 (unaudited)

 

Par
(000)		              

Ratings†
  (S&P/Moody’s)  

        Maturity            Rate%            Value    
                        
 

BANK LOANS (continued)

                    
 

Chemicals

                    
$        1,507       

Zep, Inc., LIBOR 3M + 4.000%(11)

      (B-, B3)        08/12/24          5.000        $     1,495,042  
                        

 

 

  
                           7,979,371  
                        

 

 

  
                        
 

Diversified Capital Goods (0.7%)

                    
  519       

Callaway Golf Co., LIBOR 1M + 4.500%(11)

      (B+, B1)        01/02/26          4.611          521,941  
  739       

GrafTech Finance, Inc., LIBOR 1M + 3.000%(11)

      (BB, Ba3)        02/12/25          3.500          740,439  
                        

 

 

  
                           1,262,380  
                        

 

 

  
                        
 

Electronics (2.2%)

                    
  252       

Bright Bidco B.V., LIBOR 6M + 3.500%(11)

      (CCC, Caa3)        06/30/24          0.000          193,118  
  750       

CPI International, Inc., LIBOR 1M + 7.250%(6),(7),(11)

      (CCC, Caa2)        07/26/25          8.250          693,318  
  1,550       

EXC Holdings III Corp., LIBOR 3M + 7.500%(11)

      (CCC+, Caa2)        12/01/25          8.500          1,553,681  
  1,553       

Oberthur Technologies SA, LIBOR 3M + 3.750%(11)

      (B-, B3)        01/10/24          3.953          1,529,477  
                        

 

 

  
                           3,969,594  
                        

 

 

  
                        
 

Food - Wholesale (0.4%)

                    
  649       

United Natural Foods, Inc., LIBOR 1M + 3.500%(11)

      (B, B2)        10/22/25          3.609          649,933  
                        

 

 

  
                        
 

Gaming (0.5%)

                    
  929       

Gateway Casinos & Entertainment Ltd., LIBOR 3M + 3.500% Cash, 3.000% PIK(8),(11)

      (B-, B2)        03/13/25          7.500          916,250  
                        

 

 

  
                        
 

Gas Distribution (1.4%)

                    
  1,471       

BCP Renaissance Parent LLC, LIBOR 3M + 3.500%(6),(11)

      (B, B2)        11/01/24          3.690          1,443,737  
  1,172       

Traverse Midstream Partners LLC, LIBOR 1M + 5.500%(11)

      (B, B3)        09/27/24          6.500          1,165,311  
                        

 

 

  
                           2,609,048  
                        

 

 

  
                        
 

Health Facility (0.4%)

                    
  685       

Western Dental Services, Inc., LIBOR 1M + 5.250%(11)

      (CCC+, Caa1)        06/30/23          6.250          672,388  
                        

 

 

  
                        
 

Health Services (1.8%)

                    
  1,921       

Athenahealth, Inc., LIBOR 3M + 4.250%(11)

      (B, B2)        02/11/26          4.453          1,928,649  
  576       

Carestream Health, Inc., LIBOR 3M + 6.750%(11)

      (B-, B1)        05/08/23          7.750          575,483  
  828       

U.S. Radiology Specialists, Inc., LIBOR 3M + 5.500%(11)

      (B-, B3)        12/10/27          6.250          832,197  
                        

 

 

  
                           3,336,329  
                        

 

 

  
                        
 

Insurance Brokerage (1.5%)

                    
  1,926       

Acrisure LLC, LIBOR 3M + 3.500%(11)

      (B, B2)        02/15/27          3.703          1,906,323  
  829       

Alera Group Holdings, Inc., LIBOR 1M + 4.000%(6),(11)

      (B, B2)        08/01/25          4.500          830,478  
                        

 

 

  
                           2,736,801  
                        

 

 

  
                        
 

Investments & Misc. Financial Services (1.1%)

                    
  988       

Advisor Group, Inc., LIBOR 1M + 4.500%(11)

      (B-, B2)        07/31/26          4.615          988,428  
  865       

Deerfield Dakota Holding LLC, LIBOR 1M + 8.000%(6),(11)

      (CCC, Caa2)        04/07/28          9.000          882,692  
  570       

Ditech Holding Corp., PRIME + 7.000%(4),(11)

      (NR, NR)        06/30/22          11.250          105,064  
                        

 

 

  
                           1,976,184  
                        

 

 

  
                        
 

Life Insurance (0.6%)

                    
  1,046       

Vida Capital, Inc., LIBOR 1M + 6.000%(6),(11)

      (B, B2)        10/01/26          6.109          1,009,752  
                        

 

 

  
                        
 

Machinery (1.1%)

                    
  493       

Granite Holdings U.S. Acquisition Co.,
LIBOR 3M + 4.000%(6),(11)

      (B-, B1)        09/30/26          4.203          491,981  
  798       

LTI Holdings, Inc., LIBOR 1M + 6.750%(6),(7),(11)

      (CCC+, Caa2)        09/06/26          6.859          795,270  
  443       

LTI Holdings, Inc., LIBOR 1M + 3.500%(11)

      (B-, B2)        09/06/25          3.609          437,319  
  302       

WireCo WorldGroup, Inc., LIBOR 6M + 9.000%(7),(11)

      (CCC+, Caa3)        09/30/24          10.000          274,598  
                        

 

 

  
                           1,999,168  
                        

 

 

  
                        
 

Medical Products (0.8%)

                    
  873       

ABB Concise Optical Group LLC, LIBOR 3M + 5.000%(11)

      (CCC+, B3)        06/15/23          6.000          840,754  
  700       

Viant Medical Holdings, Inc., LIBOR 1M + 6.250%(6),(11)

      (CCC+, B3)        07/02/25          0.000          700,000  
                        

 

 

  
                           1,540,754  
                        

 

 

  
                        
 

Packaging (0.1%)

                    
  540       

Strategic Materials, Inc., LIBOR 3M + 7.750%(7),(11)

      (CC, C)        10/31/25          8.750          267,300  
                        

 

 

  

 

 

 

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

March 31, 2021 (unaudited)

 

Par
(000)		              

Ratings†
  (S&P/Moody’s)  

        Maturity            Rate%            Value    
                        
 

BANK LOANS (continued)

                    
 

Personal & Household Products (1.1%)

                    
$ 757       

Serta Simmons Bedding LLC, LIBOR 1M + 7.500%(11)

      (B, Caa2)        08/10/23          8.500        $ 725,957  
         1,249       

Serta Simmons Bedding LLC (First Out Term Loan), LIBOR 1M + 7.500%(11)

      (B+, B2)        08/10/23          8.500              1,267,389  
                        

 

 

  
                           1,993,346  
                        

 

 

  
                        
 

Pharmaceuticals (0.3%)

                    
  535       

Akorn, Inc., LIBOR 3M + 7.500%(11)

      (CCC+, Caa2)        10/01/25          8.500          548,804  
                        

 

 

  
                        
 

Real Estate Investment Trusts (0.4%)

                    
  647       

Blackstone Mortgage Trust, Inc.,
LIBOR 1M + 4.750%(6),(11)

      (B+, Ba2)        04/23/26          5.750          649,976  
                        

 

 

  
                        
 

Recreation & Travel (2.3%)

                    
  1,613       

Bulldog Purchaser, Inc., LIBOR 1M + 7.750%(11)

      (CCC-, Caa3)        09/04/26          7.885          1,455,472  
  988       

Bulldog Purchaser, Inc., LIBOR 2M + 3.750%(11)

      (B-, B3)        09/05/25          3.885          928,588  
  1,032       

Hornblower Sub LLC, LIBOR 3M + 4.500%(6),(11)

      (CCC-, Caa2)        04/27/25          5.750          951,589  
  773       

Hornblower Sub LLC, LIBOR 3M + 8.125%(6),(11)

      (NR, NR)        11/10/25          9.125          819,587  
                        

 

 

  
                           4,155,236  
                        

 

 

  
                        
 

Restaurants (0.1%)

                    
  15       

Golden Nugget, Inc., LIBOR 3M + 12.000%(6),(11)

      (NR, NR)        10/04/23          13.000          17,290  
  200       

Tacala LLC, LIBOR 1M + 7.500%(11)

      (CCC, Caa2)        02/04/28          8.250          200,084  
                        

 

 

  
                           217,374  
                        

 

 

  
                        
 

Software - Services (3.9%)

                    
  1,218       

Aston FinCo Sarl, LIBOR 3M + 4.250%(11)

      (B-, B2)        10/09/26          4.360          1,213,228  
  1,750       

Epicor Software Corp., LIBOR 1M + 7.750%(11)

      (CCC, Caa2)        07/31/28          8.750          1,813,437  
  472       

Finastra U.S.A., Inc., LIBOR 3M + 3.500%(11)

      (CCC+, B2)        06/13/24          4.500          463,094  
  1,703       

Finastra U.S.A., Inc., LIBOR 6M + 7.250%(11)

      (CCC-, Caa2)        06/13/25          8.250          1,716,365  
  440       

Hyland Software, Inc., LIBOR 1M + 7.000%(11)

      (CCC, Caa1)        07/07/25          7.750          441,833  
  481       

Project Leopard Holdings, Inc., LIBOR 3M + 4.750%(11)

      (B, B2)        07/07/24          5.750          480,967  
  1,000       

SkillSoft Corp., LIBOR 3M + 7.500%(11)

      (B+, B1)        12/27/24          8.500          1,027,500  
                        

 

 

  
                           7,156,424  
                        

 

 

  
                        
 

Support - Services (0.9%)

                    
  735       

IG Investment Holdings, LLC, LIBOR 3M + 4.000%(11)

      (B-, B2)        05/23/25          5.000          736,036  
  164       

Nuvei Technologies Corp., LIBOR 1M + 4.000%(6),(11)

      (B+, Ba3)        09/29/25          4.750          165,074  
  650       

USS Ultimate Holdings, Inc., LIBOR 1M + 7.750%(7),(11)

      (CCC, Caa1)        08/25/25          8.750          651,544  
                        

 

 

  
                           1,552,654  
                        

 

 

  
                        
 

Telecom - Wireline Integrated & Services (0.7%)

                    
  297       

GTT Communications, Inc. (2020 Delayed Draw Term Loan), LIBOR 1M + 5.000% Cash, 2.500% PIK(8),(11)

      (CCC+, NR)        12/31/21          8.500          303,717  
  170       

GTT Communications, Inc. (2020 Term Loan), LIBOR 1M + 5.000% Cash, 2.500% PIK(8),(11)

      (CCC+, NR)        12/31/21          8.500          174,083  
  875       

TVC Albany, Inc., LIBOR 1M + 7.500%(7),(11)

      (CCC, Caa2)        07/23/26          7.610          798,438  
                        

 

 

  
                           1,276,238  
                        

 

 

  
                        
 

Theaters & Entertainment (2.1%)

                    
  1,530       

Metro-Goldwyn-Mayer, Inc., LIBOR 1M + 4.500%(11)

      (CCC+, B3)        07/03/26          5.500          1,527,895  
  1,589       

William Morris Endeavor Entertainment LLC,
LIBOR 1M + 2.750%(11)

      (CCC+, B3)        05/18/25          2.857 - 2.940          1,506,264  
  744       

William Morris Endeavor Entertainment LLC,
LIBOR 3M + 8.500%(11)

      (CCC+, B3)        05/18/25          9.500          790,898  
                        

 

 

  
                           3,825,057  
                        

 

 

  
 

TOTAL BANK LOANS (Cost $59,005,089)

                       58,265,515  
                        

 

 

  
                        
 

ASSET BACKED SECURITIES (5.7%)

                    
 

Collateralized Debt Obligations (5.7%)

                    
  1,000       

Anchorage Credit Opportunities CLO 1 Ltd., 2019-1A, Rule 144A, LIBOR 3M + 7.550% (1),(11)

      (BB-, NR)        01/20/32          7.774          965,075  
  750       

Battalion CLO 18 Ltd., 2020-18A, Rule 144A,
LIBOR 3M + 7.940% (1),(11)

      (BB-, NR)        10/15/32          8.181          753,703  
  1,000       

Battalion CLO VII Ltd., 2014-7A, Rule 144A,
LIBOR 3M + 6.310% (1),(11)

      (NR, Ba3)        07/17/28          6.533          989,019  
  1,000       

Battalion CLO XIV Ltd., 2019-14A, Rule 144A,
LIBOR 3M + 3.950% (1),(11)

      (NR, Baa3)        04/20/32          4.174          1,001,135  

 

 

 

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

March 31, 2021 (unaudited)

 

Par
(000)		              

Ratings†
  (S&P/Moody’s)  

        Maturity            Rate%            Value    
                        
 

ASSET BACKED SECURITIES (continued)

                    
 

Collateralized Debt Obligations

                    
$        1,000       

Battalion CLO XV Ltd., 2020-15A, Rule 144A,
LIBOR 3M + 6.350% (1),(11)

      (BB-, NR)        01/17/33          6.573        $ 999,746  
  1,000       

Cedar Funding VI CLO Ltd., 2016-6A, Rule 144A,
LIBOR 3M + 6.720% (1),(11)

      (NR, NR)        04/20/34          6.917          978,027  
  1,000       

KKR CLO Ltd., 16, Rule 144A, LIBOR 3M + 6.750% (1),(11)

      (NR, Ba3)        01/20/29          6.974          967,116  
  1,000       

Oaktree CLO Ltd., 2019-4A, Rule 144A,
LIBOR 3M + 7.230% (1),(11)

      (BB-, NR)        10/20/32          7.448          994,278  
  750       

Octagon Investment Partners 48 Ltd., 2020-3A, Rule 144A, LIBOR 3M + 7.660% (1),(11)

      (BB-, NR)        10/20/31          7.892          752,720  
  1,000       

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

      (NR, NR)        04/20/37          5.459          1,000,000  
  1,000       

Venture 41 CLO Ltd., 2021-41A, Rule 144A,
LIBOR 3M + 7.710% (1),(11)

      (BB-, NR)        01/20/34          7.913          992,749  
                        

 

 

  
 

TOTAL ASSET BACKED SECURITIES (Cost $10,364,024)

                         10,393,568  
                        

 

 

  
                        
Number of
Shares		                                           
                        
 

COMMON STOCKS (1.1%)

                    
 

Auto Parts & Equipment (0.3%)

                    
  18,270       

Jason Group, Inc.(12)

 

        118,757  
  46,071       

Remainco LLC(5),(6),(12)

 

        348,757  
                        

 

 

  
                           467,514  
                        

 

 

  
                        
 

Building & Construction (0.0%)

                    
  5       

White Forest Resources, Inc.(5),(6),(12)

 

        —  
                        

 

 

  
                        
 

Chemicals (0.2%)

                    
  2,794       

Project Investor Holdings LLC(5),(6),(7),(12)

 

        28  
  46,574       

Proppants Holdings LLC(5),(6),(7),(12)

 

        2,329  
  10,028       

UTEX Industries, Inc.(12)

 

        411,148  
                        

 

 

  
                           413,505  
                        

 

 

  
                        
 

Energy - Exploration & Production (0.1%)

                    
  12,239       

Talos Energy, Inc.(12)

 

        147,357  
                        

 

 

  
                        
 

Oil Field Equipment & Services (0.0%)

                    
  2,820       

Pioneer Energy Services Corp.(5),(6),(12)

 

        4,230  
                        

 

 

  
                        
 

Pharmaceuticals (0.4%)

                    
  45,583       

Akorn Holding Company LLC(12)

 

        700,839  
                        

 

 

  
                        
 

Support - Services (0.1%)

                    
  800       

LTR Holdings LLC(5),(6),(7),(12)

 

        228,736  
  433       

Sprint Industrial Holdings LLC, Class G(5),(6),(7),(12)

 

        —  
  39       

Sprint Industrial Holdings LLC, Class H(5),(6),(7),(12)

 

        —  
  96       

Sprint Industrial Holdings LLC, Class I(5),(6),(7),(12)

 

        1  
                        

 

 

  
                           228,737  
                        

 

 

  
 

TOTAL COMMON STOCKS (Cost $2,782,263)

                       1,962,182  
                        

 

 

  
                        
 

WARRANT (0.0%)

                    
 

Chemicals (0.0%)

                    
  11,643       

Project Investor Holdings LLC, expires 02/20/2022(5),(6),(7),(12) (Cost $6,054)

 

        —  
                        

 

 

  
                        
 

SHORT-TERM INVESTMENTS (1.2%)

                    
    2,243,300       

State Street Navigator Securities Lending Government Money Market Portfolio, 0.03%(13)
(Cost $2,243,300)

 

        2,243,300  
                        

 

 

  
                        
 

TOTAL INVESTMENTS AT VALUE (122.9%) (Cost $223,368,723)

               223,148,303  
                        

 

 

  
                        
 

LIABILITIES IN EXCESS OF OTHER ASSETS (-22.9%)

                       (41,505,578 ) 
                        

 

 

  
                        
 

NET ASSETS (100.0%)

                     $ 181,642,725  
                        

 

 

  

 

 

 

 

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

March 31, 2021 (unaudited)

 

INVESTMENT ABBREVIATIONS

1M = 1 Month

2M = 2 Month

3M = 3 Month

6M = 6 Month

12M = 12 Month

LIBOR = London Interbank Offered Rate

NR = Not Rated

Sarl — société à responsabilité limitée

 

† 

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, 2021, these securities amounted to a value of $140,821,487 or 77.5% of net assets.

(2) 

This security is denominated in British Pound.

(3) 

This security is denominated in Euro.

(4) 

Bond is currently in default.

(5) 

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

(6) 

Security is valued using significant unobservable inputs.

(7) 

Illiquid security (unaudited).

(8) 

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

(9) 

Security or portion thereof is out on loan.

(10) 

Convertible security.

(11) 

Variable rate obligation — The interest rate shown is the rate in effect as of March 31, 2021.

(12) 

Non-income producing security.

(13) 

Represents security purchased with cash collateral received for securities on loan. The rate shown is the annualized one-day yield at March 31, 2021.

Forward Foreign Currency Contracts

 

Forward

Currency to be
Purchased (Local)

     

Forward
Currency to be
Sold (Local)

     

    Expiration    

Date

   

Counterparty

    Value on
Settlement Date		     Current
Value/Notional		     Net Unrealized
Appreciation
(Depreciation)		  

EUR

     26,465     

USD

      31,355      10/13/21    Deutsche Bank AG    $ 31,355     $ 31,234     $ (121 ) 

GBP

     13,000     

USD

      16,854      10/13/21    Barclays Bank PLC      16,854       17,947       1,093  

USD

     1,021,318     

EUR

      861,962      10/13/21    Morgan Stanley          (1,021,318 )          (1,017,281 )                4,037  

USD

     42,355     

EUR

      35,385      10/13/21    Deutsche Bank AG      (42,355 )      (41,761 )      594  

USD

     703,122     

GBP

      543,171      10/13/21    Deutsche Bank AG      (703,122 )      (749,851 )      (46,729 ) 
                    

 

 

  
                    
                     $ (41,126 ) 
                    

 

 

  

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 which, pursuant to the policies adopted by the Board, is 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. The Fund may utilize a service provided by an independent third party which has been approved by the Board 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 investment adviser to be unreliable, the market price may be determined by the investment 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 Committee, in accordance with procedures adopted by the Board.

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, 2021 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

    $ —      $ 150,101,233      $ 182,505     $ 150,283,738  

Bank Loans

      —        45,818,586        12,446,929       58,265,515  

Asset Backed Securities

      —        10,393,568        —       10,393,568  

Common Stocks

      147,357        1,230,744        584,081       1,962,182  

Warrants

      —        —        0 (1)      0 (1) 

Short-term Investment

      —        2,243,300        —       2,243,300  
  

 

 

     

 

 

     

 

 

    

 

 

  
   $            147,357      $     209,787,431      $     13,213,515     $     223,148,303  
  

 

 

     

 

 

     

 

 

    

 

 

  

Other Financial Instruments*

 

  

Forward Foreign Currency Contracts

    $ —      $ 5,724      $ —     $ 5,724  
          

Liabilities

    Level 1      Level 2      Level 3     Total  

Other Financial Instruments*

           

Forward Foreign Currency Contracts

    $ —      $ 46,850      $ —     $ 46,850  

 

*

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

(1) 

Includes zero valued securities.

The following is a reconciliation of investments as of March 31, 2021 for which significant unobservable inputs were used in determining fair value.

 

     Corporate
Bonds		      Bank Loans     Common
Stocks		      Warrants     Total  

Balance as of December 31, 2020

    $ 117,591      $ 11,862,301     $ 526,478      $ 0 (1)    $ 12,506,370  

Accrued discounts (premiums)

      —        (15,080 )      —        —       (15,080 ) 

Purchases

      —        3,386,869       —        —       3,386,869  

Sales

      —        (3,341,611 )      —        —       (3,341,611 ) 

Realized gain (loss)

      —        5,700       —        —       5,700  

Change in unrealized appreciation (depreciation)

      48,039        194,716       57,603        —       300,358  

Transfers into Level 3

      16,875        3,951,506       —        —       3,968,381  

Transfers out of Level 3

      —        (3,597,472 )      —        —       (3,597,472 ) 
  

 

 

     

 

 

    

 

 

     

 

 

    

 

 

  

Balance as of March 31, 2021

    $ 182,505      $ 12,446,929     $ 584,081      $ 0 (1)    $ 13,213,515  
  

 

 

     

 

 

    

 

 

     

 

 

    

 

 

  

Net change in unrealized appreciation (depreciation) from investments still held as of March 31, 2021

    $ 48,039      $ 94,456     $ 57,603        —     $ 200,098  

 

(1) 

Includes zero valued securities.

Quantitative Disclosure About Significant Unobservable Inputs

 

Asset Class

    Fair Value
At 03/31/2021		     

Valuation

Technique

   

Unobservable

Input

    Range
(Weighted Average)*		  

Bank Loans

    $ 12,446,929      Vendor pricing    Single Broker Quote      $0.92 - $1.15 ($0.99 ) 

Common Stocks

    $ 351,115      Income Approach    Expected Remaining Distribution      $0.00 - $7.57 ($7.52 ) 
   $ 228,736      Market Approach    EBITDA Multiples      8.1 (N/A ) 
   $ 4,230      Vendor pricing    Single Broker Quote      $1.50 (N/A ) 

Corporate Bonds

    $ 3,730      Income Approach    Expected Remaining Distribution      $0.01 (N/A ) 
   $ 178,775      Vendor pricing    Single Broker Quote      $0.01 - $0.63 ($0.57 ) 

Warrants

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

* Weighted by relative fair value

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

During the period ended March 31, 2021, $3,968,381 was transferred from Level 2 to Level 3 due to a lack of a pricing source supported by observable inputs and $3,597,472 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.