0000810766falseRepresents the estimated commission with respect to the Fund’s Common Shares being sold in this offering, which the Fund will pay to JonesTrading in connection with the sales of Common Shares effected by JonesTrading in this offering. While JonesTrading is entitled to a commission of between 1.50% and 3.00% of the gross sales price for Common Shares sold, with the exact amount to be agreed upon by the parties, the Fund has assumed, for purposes of this offering, that JonesTrading will receive a commission of 1.50% of such gross sales price. This is the only sales load to be paid in connection with this offering.The Fund bears ongoing expenses associated with the Plan which are included in “Other Expenses.” There is no service fee payable by Plan participants for dividend reinvestments; however, shareholders are subject to other transaction costs associated with the Plan. Actual costs will vary for each participant depending on the return and number of transactions made. For Plan participants that elect to make voluntary cash purchases, Plan participants must pay a service fee of $5.00 per transaction. Plan participants will also be charged a pro rata share of the brokerage commissions for all open market purchases ($0.03 per share as of December 2023). In addition, if a Plan participant elects by written notice to the Plan administrator to have the plan administrator sell part or all of the shares held by the Plan administrator in the participant’s account and remit the proceeds to the participant, the participant will also be charged a service fee of $5.00 for each sale and brokerage commissions of $0.03 per share (as of December 2023). See “Dividend Reinvestment and Cash Purchase Plan.”Credit Suisse receives from the Fund, as compensation for its advisory services, a fee, computed weekly and payable quarterly at an annual rate of 0.50% of an average weekly base amount which, with respect to each quarter, is the average of the lower of (i) the stock price (market value) of the Fund’s outstanding shares and (ii) the Fund’s net assets, in each case determined as of the last trading day for each week during the relevant quarter.The Fund may use leverage through borrowings, the costs of which are borne by holders of Common Shares of the Fund. The Fund currently borrows under a credit facility.Asset coverage means the ratio that the value of the Fund’s total assets (including amounts borrowed), minus liabilities other than borrowings, bears to the aggregate amount of all borrowings. 0000810766 2023-01-01 2023-12-31 0000810766 2023-12-31 0000810766 2022-12-31 0000810766 2021-12-31 0000810766 2020-12-31 0000810766 2019-12-31 0000810766 2018-12-31 0000810766 2017-12-31 0000810766 2016-12-31 0000810766 2015-12-31 0000810766 2014-12-31 0000810766 2013-12-31 0000810766 cik0000810766:CreditsRiskMember 2023-01-01 2023-12-31 0000810766 cik0000810766:InterestsRateRiskMember 2023-01-01 2023-12-31 0000810766 cik0000810766:LeverageRiskMember 2023-01-01 2023-12-31 0000810766 cik0000810766:InvestmentAndMarketRiskMember 2023-01-01 2023-12-31 0000810766 cik0000810766:LowerRatedSecuritiesRiskMember 2023-01-01 2023-12-31 0000810766 cik0000810766:DerivativesRiskMember 2023-01-01 2023-12-31 0000810766 cik0000810766:CreditDefaultSwapRiskMember 2023-01-01 2023-12-31 0000810766 cik0000810766:CounterpartyRiskMember 2023-01-01 2023-12-31 0000810766 cik0000810766:ValuationRiskMember 2023-01-01 2023-12-31 0000810766 cik0000810766:MarketRiskMember 2023-01-01 2023-12-31 0000810766 cik0000810766:AntiTakeoverProvisionsMember 2023-01-01 2023-12-31 0000810766 cik0000810766:PrepaymentsRiskMember 2023-01-01 2023-12-31 0000810766 cik0000810766:PreferredStockRiskMember 2023-01-01 2023-12-31 0000810766 cik0000810766:MortgageBackedSecuritiesRiskMember 2023-01-01 2023-12-31 0000810766 cik0000810766:SeniorLoansRiskMember 2023-01-01 2023-12-31 0000810766 cik0000810766:SecondLienAndOtherSecuredLoansRiskMember 2023-01-01 2023-12-31 0000810766 cik0000810766:ConflictOfInterestRiskMember 2023-01-01 2023-12-31 0000810766 cik0000810766:CorporateDebtRiskMember 2023-01-01 2023-12-31 0000810766 cik0000810766:ForeignSecuritiesRiskMember 2023-01-01 2023-12-31 0000810766 cik0000810766:EmergingMarketSecuritiesRiskMember 2023-01-01 2023-12-31 0000810766 cik0000810766:IlliquidSecuritiesRiskMember 2023-01-01 2023-12-31 0000810766 cik0000810766:CommonSharesMember 2023-01-01 2023-12-31 0000810766 cik0000810766:CommonSharesMember 2023-12-31 0000810766 cik0000810766:CommonSharesMember 2022-01-01 2022-03-31 0000810766 cik0000810766:CommonSharesMember 2022-04-01 2022-06-30 0000810766 cik0000810766:CommonSharesMember 2022-07-01 2022-09-30 0000810766 cik0000810766:CommonSharesMember 2022-10-01 2022-12-31 0000810766 cik0000810766:CommonSharesMember 2023-01-01 2023-03-31 0000810766 cik0000810766:CommonSharesMember 2023-04-01 2023-06-30 0000810766 cik0000810766:CommonSharesMember 2023-07-01 2023-09-30 0000810766 cik0000810766:CommonSharesMember 2023-10-01 2023-12-31 xbrli:pure iso4217:USD iso4217:USD xbrli:shares
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM
N-CSR
CERTIFIED SHAREHOLDER REPORT OF REGISTERED
MANAGEMENT INVESTMENT COMPANIES
Investment Company Act File
No. 811-05012
 
 
CREDIT SUISSE ASSET MANAGEMENT INCOME FUND, INC.
 
 
(Exact Name of Registrant as Specified in Charter)
Eleven Madison Avenue, New York, New York 10010
 
 
(Address of Principal Executive Offices)    (Zip Code)
Omar Tariq
Credit Suisse Asset Management Income Fund, Inc.
Eleven Madison Avenue
New York, New York 10010
Registrant’s telephone number, including area code: (212)
325-2000
Date of fiscal year end: December 31st
Date of reporting period: January 1, 2023 to December 31, 2023

Item 1. Reports to Stockholders.

Credit Suisse Asset Management
Income Fund, Inc.
Eleven Madison Avenue
New York, NY 10010
 
 
Directors
Laura A. DeFelice
Chair of the Board
Mahendra R. Gupta
Samantha Kappagoda
Steven N. Rappaport
John G. Popp
 
 
Officers
Omar Tariq
Chief Executive Officer and President
John G. Popp
Chief Investment Officer
Brandi Sinkovich
Chief Compliance Officer
Lou Anne McInnis
Chief Legal Officer
Rose Ann Bubloski
Chief Financial Officer and Treasurer
Karen Regan
Senior Vice President and Secretary
 
 
Investment Adviser
Credit Suisse Asset Management, LLC
Eleven Madison Avenue
New York, NY 10010
 
 
Administrator and Custodian
State Street Bank and Trust Co.
One Congress Street, Suite 1
Boston, MA 02114-2016
 
 
Shareholder Servicing Agent
Computershare Trust Company, N.A.
P.O. Box 43006
Providence, RI 02940-3078
 
 
Legal Counsel
Willkie Farr & Gallagher LLP
787 7th Avenue
New York, NY 10019
 
 
Independent Registered Public Accounting Firm
PricewaterhouseCoopers LLP
300 Madison Avenue
New York, NY 10017
 
 
 
 
Credit Suisse Asset Management
Income Fund, Inc.
 
 
ANNUAL REPORT
December 31, 2023
 

Credit Suisse Asset Management Income Fund, Inc.
Annual Investment Adviser’s Report
December 31, 2023 (unaudited)
 
 
December 31, 2023
Dear Shareholder:
We are pleased to present this Annual Report covering the activities of the Credit Suisse Asset Management Income Fund, Inc. (the “Fund”) for the
12-month
period ended December 31, 2023 (the “Period”).
Performance Summary
1/1/2023 – 12/31/2023
 
Fund & Benchmark
  
Performance
 
Total Return (based on NAV)
1
     19.65
Total Return (based on market value)
1
     37.07
ICE BofA US High Yield Constrained Index
2
     13.47
 
1
 
Assuming reinvestment of distributions.
2
 
The ICE BofA US High Yield Constrained Index (the “Index”) is an unmanaged index that tracks the performance of below investment-grade U.S. dollar-denominated corporate bonds issued in the U.S. domestic market, where each issuer’s allocation is limited to 2% of the Index. The Index does not have transaction costs and investors cannot invest directly in the Index.
Market Review: Improving sentiment and economic resilience drive positive returns
The Period was positive for high yield bonds, reflecting a strong rebound from a very difficult year for fixed income securities in 2022. After extreme financial tightening, the U.S. economy proved resilient, and as inflationary pressure waned, the ICE BofA US High Yield Constrained Index (the “Index”), the Fund’s benchmark, gained 13.47% for the Period. Coming into 2023, investor sentiment improved dramatically and remained generally positive throughout the year as the Federal Reserve (the “Fed”) made more moderate tweaks to policy. While certain interest rate-sensitive and cyclical areas of the economy showed signs of cracking, there were no widespread signs of deterioration and, in fact, corporate balance sheets remained relatively strong. Treasury rates were volatile throughout the year, with the
10-year
U.S. treasury yield peaking around 5.00%. A significant bond rally in the fourth quarter, however, drove the yield to 3.88%, which is not quite one basis point higher than
year-end
2022. Overall, yields within the Index declined significantly and ended the Period at 7.64%—133 basis points tighter than on December 31, 2022, while spreads tightened to +362 basis points versus +490 basis points over the prior
year-end.
For the Period, all ratings categories posted positive returns.
CCC-rated
bonds outperformed the Index meaningfully with a 19.93% gain, as investors grew more comfortable in lower quality issuers.
B-rated
bonds modestly outperformed the Index, gaining 14.08%, while
BB-rated
bonds underperformed the Index with a return of 11.54%.
From an industry perspective, theaters & entertainment, leisure, and specialty retail were the best performing sectors during the Period, returning 30.60%, 21.30%, and 20.82%, respectively. In contrast, the worst performing sectors included discount stores, which returned
-20.47%,
as well as forestry/paper and P&C insurance, which returned 2.48% and 7.90%, respectively.
Default rates increased in 2023 and seem to be reverting to long-term averages. According to JPMorgan, default activity, including distressed exchanges, ended the Period at 2.84%—up 119 basis points from year-end 2022. We anticipate default activity to continue to inch higher due primarily to elevated borrowing costs and tougher lending standards.
Mutual fund flows throughout the high yield sector were negative in 2023, as rate volatility crimped demand. Outflows totaled $7.9 billion for the Period, which was far less than the significant outflows of $48.9 billion in 2022.
 
1

Credit Suisse Asset Management Income Fund, Inc.
Annual Investment Adviser’s Report (continued)
December 31, 2023 (unaudited)
 
 
New high yield issuance totaled $175.9 billion in 2023—up approximately 65% year-over-year. Issuance excluding refinancing activity, or “net” new issuance, was $59.5 billion, up 6% versus 2022. The primary market was still relatively slow compared to historical trends, as issuers hesitated to borrow at higher coupon rates and, relatedly, there was little M&A and leveraged buyout activity.
Strategic review and outlook: Credit selection is critical to capturing opportunity
For the Period, the Fund significantly outperformed the Index on both an NAV and market price basis. All assets within the Fund had returns over 15%—outperforming the Index across the board. From a sector perspective, the greatest contributors to relative performance included technology & electronics, capital goods, basic industry, and telecommunications, all largely due to positive security selection. In contrast, the retail sector detracted from relative performance versus the Index due to negative security selection. From a ratings perspective, CCC rated (Caa1, Caa2, Caa3), B1 and Ba3 all contributed to relative performance. The only ratings where the Fund lagged were C, due to an underweight versus the Index, and B2, due to a slight underperformance.
Risk assets finished 2023 on a remarkable rally. In fact, the high yield market returned over 7% in the fourth quarter of the Period. As we look to the new year and beyond, it is important to note that inflationary trends have lessened but not disappeared. The labor market remains tight, and we see higher wages impacting corporate profits for an extended period. Still, high yield issuers are broadly healthy, and we expect that to remain the case even if the prospect for near-term rate cuts diminishes.
There are, of course, other threats beyond inflation and interest rate risks. These include rising geopolitical tensions in the Middle East, weakening consumer spending in the U.S., and partisan gridlock in Washington D.C.. The soundness of issuer balance sheets gives us comfort amid the uncertainty, and, in our view, the high yield asset class offers a unique opportunity through improved carry return and price upside potential. We believe credit selection is paramount to capture that opportunity as the impacts of higher capital costs, among other risks, spread through the global economy.
 
  
John G. Popp
Chief Investment Officer*
  
Omar Tariq
Chief Executive Officer and President**
 
*
John G. Popp is a Managing Director of Credit Suisse and Group Head and Chief Investment Officer of the Credit Investments Group (“CIG”), with primary responsibility for making investment decisions and monitoring processes for CIG’s global investment strategies. Mr. Popp also serves as Trustee of the Credit Suisse open-end funds, as well as serving as Director for the Credit Suisse Asset Management Income Fund, Inc. and Trustee of the Credit Suisse High Yield Bond Fund. Mr. Popp has been associated with Credit Suisse since 1997.
**
Omar Tariq is a Director of Credit Suisse. Mr. Tariq also serves as Chief Executive Officer and President of the Credit Suisse open-end funds, as well as serving as Chief Executive Officer and President for the Credit Suisse Asset Management Income Fund, Inc. and Chief Executive Officer and President of the Credit Suisse High Yield Bond Fund. Mr. Tariq has been associated with Credit Suisse since 2019.
 
2

Credit Suisse Asset Management Income Fund, Inc.
Annual Investment Adviser’s Report (continued)
December 31, 2023 (unaudited)
 
 
High yield bonds are lower-quality bonds that are also known as “junk bonds.” Such bonds entail greater risks than those found in higher-rated securities.
In addition to historical information, this report contains forward-looking statements, which may concern, among other things, domestic and foreign markets, industry and economic trends and developments, and government regulation, and their potential impact on the Fund’s investments. These statements are subject to risks and uncertainties and actual trends, developments and regulations in the future, and their impact on the Fund could be materially different from those projected, anticipated or implied. The Fund has no obligation to update or revise forward-looking statements.
The views of the Fund’s management are as of the date of this letter and the Fund holdings described in this document are as of December 31, 2023; these views and Fund holdings may have changed subsequent to these dates. Nothing in this document is a recommendation to purchase or sell securities.
Comparison of Change in Value of $10,000 Investment in the
Credit Suisse Asset Management Income Fund
1
and the
ICE BofA US High Yield Constrained Index
2
For Ten Years
 
 
LOGO
 
1
 
Assuming reinvestment of distributions.
2
 
The ICE BofA US High Yield Constrained Index (the “Index”) is an unmanaged index that tracks the performance of below investment-grade U.S. dollar-denominated corporate bonds issued in the U.S. domestic market, where each issuer’s allocation is limited to 2% of the Index. The Index does not have transaction costs and investors cannot invest directly in the Index.
 
3

Credit Suisse Asset Management Income Fund, Inc.
Annual Investment Adviser’s Report (continued)
December 31, 2023 (unaudited)
 
 
Average Annual Returns
December 31, 2023 (unaudited)
 
 
      
1 Year
      
3 Years
      
5 Years
      
10 Years
 
Net Asset Value (NAV)
       19.65%          4.36%          7.74%          6.31%  
Market Value
       37.07%          9.28%          12.21%          7.72%  
Credit Suisse may waive fees and/or reimburse expenses, without which performance would be lower. Returns represent past performance and do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the sale of Fund shares. Total investment return at NAV is based on the change in the NAV of Fund shares and assumes reinvestment of dividends, capital gains, and return of capital distributions, if any, at prices pursuant to the Fund’s dividend reinvestment program. Total investment return at market value is based on the change in the market price at which the Fund’s shares traded on the NYSE American during the period and assumes reinvestment of dividends, capital gains, and return of capital distributions, if any, at prices pursuant to the Fund’s dividend reinvestment program. Because the Fund’s shares trade in the stock market based on investor demand, the Fund may trade at a price higher or lower than its NAV. Therefore, returns are calculated based on NAV and share price.
Past performance is no guarantee of future results.
The current performance of the Fund may be lower or higher than the figures shown. The Fund’s yield, return, NAV and market price will fluctuate. Performance information current to the most recent month end is available by calling
1-800-293-1232.
The annualized gross and net expense ratios are 3.10%.
Credit Quality Breakdown*
(% of Total Investments as of December 31, 2023)
 
S&P Ratings**
 
BBB
     2.8
BB
     34.1  
B
     33.0  
CCC
     21.3  
D
     0.4  
NR
     7.3  
  
 
 
 
Subtotal
     98.9  
Equity and Other
     1.1  
  
 
 
 
Total
     100.0
  
 
 
 
 
*
Expressed as a percentage of total investments (excluding securities lending collateral, if applicable) and may vary over time.
**
Credit Quality is based on ratings provided by the S&P Global Ratings Division of S&P Global Inc. (“S&P”). S&P is a main provider of ratings for credit assets classes and is widely used amongst industry participants. The NR category consists of securities that have not been rated by S&P.
 
4

Credit Suisse Asset Management Income Fund, Inc.
Schedule of Investments
December 31, 2023
 
 
Par
(000)
        
Ratings

(S&P/Moody’s)
  
Maturity
    
Rate%
    
Value
 
 
CORPORATE BONDS
(98.9%)
           
 
Aerospace & Defense
(0.8%)
           
$
600
 
 
Bombardier, Inc., Rule 144A, Senior Unsecured Notes
(Callable 02/01/26 @ 103.75)
(1),(2)
  
(B, B2)
  
 
02/01/29
 
  
 
7.500
 
  
$
610,137
 
 
600
 
 
Bombardier, Inc., Rule 144A, Senior Unsecured Notes
(Callable 11/15/26 @ 104.38)
(1)
  
(B, B2)
  
 
11/15/30
 
  
 
8.750
 
  
 
639,724
 
             
 
 
 
             
 
1,249,861
 
             
 
 
 
 
Air Transportation
(0.1%)
           
 
267
 
 
VistaJet Malta Finance PLC/Vista Management Holding, Inc., Rule 144A, Senior Unsecured Notes (Callable 02/01/25 @ 103.19)
(1),(2)
  
(B-, B3)
  
 
02/01/30
 
  
 
6.375
 
  
 
186,532
 
             
 
 
 
 
Auto Parts & Equipment
(1.2%)
           
 
400
 
 
Adient Global Holdings Ltd., Rule 144A, Senior Secured Notes
(Callable 04/15/25 @ 103.50)
(1)
  
(BBB-, Ba3)
  
 
04/15/28
 
  
 
7.000
 
  
 
413,820
 
 
1,405
 
 
Clarios Global LP/Clarios U.S. Finance Co., Rule 144A, Company Guaranteed Notes
(Callable 01/29/24 @ 102.13)
(1)
  
(B-, B3)
  
 
05/15/27
 
  
 
8.500
 
  
 
1,412,491
 
             
 
 
 
             
 
1,826,311
 
             
 
 
 
 
Automakers
(0.1%)
           
 
147
 
 
Winnebago Industries, Inc., Rule 144A, Senior Secured Notes
(Callable 01/29/24 @ 103.13)
(1)
  
(BB+, Ba3)
  
 
07/15/28
 
  
 
6.250
 
  
 
144,594
 
             
 
 
 
 
Brokerage
(1.1%)
           
 
1,701
 
 
StoneX Group, Inc., Rule 144A, Senior Secured Notes (Callable 01/29/24 @ 102.16)
(1)
  
(BB-, Ba3)
  
 
06/15/25
 
  
 
8.625
 
  
 
1,726,073
 
             
 
 
 
 
Building & Construction
(2.2%)
           
 
434
 
 
Adams Homes, Inc., Rule 144A, Company Guaranteed Notes
(Callable 01/16/24 @ 101.88)
(1)
  
(BB-, B2)
  
 
02/15/25
 
  
 
7.500
 
  
 
430,496
 
 
666
 
 
MasTec, Inc., Rule 144A, Senior Unsecured Notes (Callable 08/15/24 @ 103.31)
(1)
  
(BBB-, NR)
  
 
08/15/29
 
  
 
6.625
 
  
 
603,579
 
 
1,774
 
 
Pike Corp., Rule 144A, Company Guaranteed Notes (Callable 01/29/24 @ 102.75)
(1)
  
(B-, B3)
  
 
09/01/28
 
  
 
5.500
 
  
 
1,692,236
 
 
200
 
 
Pike Corp., Rule 144A, Senior Unsecured Notes (Callable 01/31/27 @ 104.31)
(1)
  
(B-, B3)
  
 
01/31/31
 
  
 
8.625
 
  
 
210,436
 
 
350
 
 
TopBuild Corp., Rule 144A, Company Guaranteed Notes
(Callable 03/15/24 @ 101.81)
(1)
  
(BB+, Ba2)
  
 
03/15/29
 
  
 
3.625
 
  
 
317,512
 
 
200
 
 
TopBuild Corp., Rule 144A, Company Guaranteed Notes
(Callable 10/15/26 @ 102.06)
(1)
  
(BB+, Ba2)
  
 
02/15/32
 
  
 
4.125
 
  
 
178,196
 
             
 
 
 
             
 
3,432,455
 
             
 
 
 
 
Building Materials
(7.1%)
           
 
750
 
 
Advanced Drainage Systems, Inc., Rule 144A, Company Guaranteed Notes (Callable 07/15/25 @ 103.19)
(1)
  
(BB-, Ba2)
  
 
06/15/30
 
  
 
6.375
 
  
 
756,100
 
 
200
 
 
Builders FirstSource, Inc., Rule 144A, Company Guaranteed Notes
(Callable 03/01/25 @ 102.50)
(1)
  
(BB-, Ba2)
  
 
03/01/30
 
  
 
5.000
 
  
 
193,362
 
 
1,000
 
 
Builders FirstSource, Inc., Rule 144A, Company Guaranteed Notes
(Callable 06/15/27 @ 103.19)
(1)
  
(BB-, Ba2)
  
 
06/15/32
 
  
 
6.375
 
  
 
1,022,489
 
 
750
 
 
Eco Material Technologies, Inc., Rule 144A, Senior Secured Notes
(Callable 01/31/24 @ 103.94)
(1)
  
(B, B2)
  
 
01/31/27
 
  
 
7.875
 
  
 
750,937
 
 
1,658
 
 
Foundation Building Materials, Inc., Rule 144A, Company Guaranteed Notes
(Callable 03/01/24 @ 103.00)
(1)
  
(CCC+, Caa1)
  
 
03/01/29
 
  
 
6.000
 
  
 
1,492,465
 
 
See Accompanying Notes to Financial Statements.
 
5

Credit Suisse Asset Management Income Fund, Inc.
Schedule of Investments (continued)
December 31, 2023
 
 
Par
(000)
        
Ratings

(S&P/Moody’s)
  
Maturity
    
Rate%
    
Value
 
 
CORPORATE BONDS
(continued)
           
 
Building Materials
(continued)
           
$
700
 
 
GYP Holdings III Corp., Rule 144A, Company Guaranteed Notes
(Callable 05/01/24 @ 102.31)
(1)
  
(B, B1)
  
 
05/01/29
 
  
 
4.625
 
  
$
643,089
 
 
1,800
 
 
Interface, Inc., Rule 144A, Company Guaranteed Notes
(Callable 01/16/24 @ 102.75)
(1)
  
(B+, B1)
  
 
12/01/28
 
  
 
5.500
 
  
 
1,666,302
 
 
1,400
 
 
Masonite International Corp., Rule 144A, Company Guaranteed Notes
(Callable 01/29/24 @ 102.69)
(1)
  
(BB+, Ba2)
  
 
02/01/28
 
  
 
5.375
 
  
 
1,345,904
 
 
1,527
 
 
MIWD Holdco II LLC/MIWD Finance Corp., Rule 144A, Company Guaranteed Notes
(Callable 02/01/25 @ 102.75)
(1)
  
(B, B3)
  
 
02/01/30
 
  
 
5.500
 
  
 
1,353,182
 
 
1,175
 
 
Oscar AcquisitionCo LLC/Oscar Finance, Inc., Rule 144A, Senior Unsecured Notes
(Callable 04/15/25 @ 104.75)
(1),(2)
  
(CCC+, Caa1)
  
 
04/15/30
 
  
 
9.500
 
  
 
1,147,017
 
 
450
 
 
Park River Holdings, Inc., Rule 144A, Senior Unsecured Notes
(Callable 08/01/24 @ 103.38)
(1)
  
(CCC, Caa2)
  
 
08/01/29
 
  
 
6.750
 
  
 
369,125
 
 
400
 
 
Summit Materials LLC/Summit Materials Finance Corp., Rule 144A, Company Guaranteed Notes (Callable 01/15/27 @ 103.63)
(1)
  
(BB, Ba3)
  
 
01/15/31
 
  
 
7.250
 
  
 
421,195
 
             
 
 
 
             
 
11,161,167
 
             
 
 
 
 
Cable & Satellite TV
(3.0%)
           
 
800
 
 
Altice Financing SA, Rule 144A, Senior Secured Notes (Callable 01/29/24 @ 101.25)
(1)
  
(B, B3)
  
 
01/15/28
 
  
 
5.000
 
  
 
725,354
 
 
685
 
 
CSC Holdings LLC, Global Senior Unsecured Notes
(2)
  
(CCC+, Caa2)
  
 
06/01/24
 
  
 
5.250
 
  
 
671,285
 
 
50
 
 
CSC Holdings LLC, Rule 144A, Company Guaranteed Notes
(Callable 01/29/24 @ 101.83)
(1)
  
(B, B2)
  
 
04/15/27
 
  
 
5.500
 
  
 
46,274
 
 
850
 
 
CSC Holdings LLC, Rule 144A, Company Guaranteed Notes
(Callable 01/29/24 @ 102.69)
(1)
  
(B, B2)
  
 
02/01/28
 
  
 
5.375
 
  
 
751,060
 
 
600
 
 
CSC Holdings LLC, Rule 144A, Company Guaranteed Notes
(Callable 11/15/26 @ 102.25)
(1)
  
(B, B2)
  
 
11/15/31
 
  
 
4.500
 
  
 
454,377
 
 
1,000
 
 
Telenet Finance Luxembourg Notes SARL, Rule 144A, Senior Secured Notes
(Callable 01/09/24 @ 101.38)
(1)
  
(BB-, Ba3)
  
 
03/01/28
 
  
 
5.500
 
  
 
939,600
 
 
1,200
 
 
UPC Broadband Finco BV, Rule 144A, Senior Secured Notes
(Callable 07/15/26 @ 102.44)
(1)
  
(BB-, B1)
  
 
07/15/31
 
  
 
4.875
 
  
 
1,057,584
 
             
 
 
 
             
 
4,645,534
 
             
 
 
 
 
Chemicals
(5.5%)
           
 
200
 
 
Avient Corp., Rule 144A, Senior Unsecured Notes (Callable 01/29/24 @ 101.44)
(1)
  
(BB-, Ba3)
  
 
05/15/25
 
  
 
5.750
 
  
 
200,206
 
 
477
 
 
Avient Corp., Rule 144A, Senior Unsecured Notes (Callable 08/01/25 @ 103.56)
(1)
  
(BB-, Ba3)
  
 
08/01/30
 
  
 
7.125
 
  
 
496,800
 
 
600
 
 
Axalta Coating Systems Dutch Holding B BV, Rule 144A, Company Guaranteed Notes (Callable 11/15/26 @ 103.63)
(1)
  
(BB-, B1)
  
 
02/15/31
 
  
 
7.250
 
  
 
632,250
 
 
229
 
 
HB Fuller Co., Global Senior Unsecured Notes (Callable 01/29/24 @ 102.13)
  
(BB-, Ba3)
  
 
10/15/28
 
  
 
4.250
 
  
 
214,386
 
 
600
 
 
Herens Holdco SARL, Rule 144A, Senior Secured Notes
(Callable 05/15/24 @ 102.38)
(1)
  
(B-, B2)
  
 
05/15/28
 
  
 
4.750
 
  
 
492,894
 
 
800
 
 
Herens Midco SARL, Rule 144A, Company Guaranteed Notes
(Callable 05/15/24 @ 102.63)
(1),(3)
  
(CCC, Caa2)
  
 
05/15/29
 
  
 
5.250
 
  
 
552,313
 
 
1,300
 
 
INEOS Finance PLC, Rule 144A, Senior Secured Notes
(Callable 02/15/25 @ 103.38)
(1),(2)
  
(BB, Ba2)
  
 
05/15/28
 
  
 
6.750
 
  
 
1,280,843
 
 
400
 
 
INEOS Quattro Finance 2 PLC, Rule 144A, Senior Secured Notes
(Callable 11/15/25 @ 104.81)
(1)
  
(BB, Ba3)
  
 
03/15/29
 
  
 
9.625
 
  
 
427,500
 
 
See Accompanying Notes to Financial Statements.
 
6

Credit Suisse Asset Management Income Fund, Inc.
Schedule of Investments (continued)
December 31, 2023
 
 
Par
(000)
        
Ratings

(S&P/Moody’s)
  
Maturity
    
Rate%
    
Value
 
 
CORPORATE BONDS
(continued)
           
 
Chemicals
(continued)
           
$
350
 
 
Olympus Water U.S. Holding Corp., Rule 144A, Senior Unsecured Notes
(Callable 10/01/24 @ 103.13)
(1),(2)
  
(CCC+, Caa2)
  
 
10/01/29
 
  
 
6.250
 
  
$
311,140
 
 
1,400
 
 
Polar U.S. Borrower LLC/Schenectady International Group, Inc., Rule 144A, Senior Unsecured Notes (Callable 01/29/24 @ 103.38)
(1)
  
(CCC-, Caa3)
  
 
05/15/26
 
  
 
6.750
 
  
 
456,344
 
 
1,200
 
 
Tronox, Inc., Rule 144A, Company Guaranteed Notes (Callable 03/15/24 @ 102.31)
(1)
  
(BB-, B1)
  
 
03/15/29
 
  
 
4.625
 
  
 
1,063,332
 
 
2,215
 
 
Vibrantz Technologies, Inc., Rule 144A, Senior Unsecured Notes
(Callable 02/15/25 @ 104.50)
(1),(2)
  
(CCC+, Caa2)
  
 
02/15/30
 
  
 
9.000
 
  
 
1,741,300
 
 
789
 
 
WR Grace Holdings LLC, Rule 144A, Senior Secured Notes
(Callable 03/01/26 @ 103.69)
(1)
  
(B-, B1)
  
 
03/01/31
 
  
 
7.375
 
  
 
790,499
 
             
 
 
 
             
 
8,659,807
 
             
 
 
 
 
Consumer/Commercial/Lease Financing
(1.1%)
           
 
1,950
 
 
Cargo Aircraft Management, Inc., Rule 144A, Company Guaranteed Notes
(Callable 01/16/24 @ 102.38)
(1)
  
(BB, Ba2)
  
 
02/01/28
 
  
 
4.750
 
  
 
1,786,892
 
             
 
 
 
 
Diversified Capital Goods
(0.9%)
           
 
1,350
 
 
Atkore, Inc., Rule 144A, Senior Unsecured Notes (Callable 06/01/26 @ 102.13)
(1)
  
(BB, Ba2)
  
 
06/01/31
 
  
 
4.250
 
  
 
1,206,462
 
 
225
 
 
Vertiv Group Corp., Rule 144A, Senior Secured Notes (Callable 11/15/24 @ 102.06)
(1)
  
(BB, Ba3)
  
 
11/15/28
 
  
 
4.125
 
  
 
211,267
 
             
 
 
 
             
 
1,417,729
 
             
 
 
 
 
Electronics
(0.9%)
           
 
800
 
 
Coherent Corp., Rule 144A, Company Guaranteed Notes
(Callable 12/14/24 @ 102.50)
(1)
  
(B+, B2)
  
 
12/15/29
 
  
 
5.000
 
  
 
760,640
 
 
800
 
 
Synaptics, Inc., Rule 144A, Company Guaranteed Notes
(Callable 06/15/24 @ 102.00)
(1)
  
(B+, Ba3)
  
 
06/15/29
 
  
 
4.000
 
  
 
718,673
 
             
 
 
 
             
 
1,479,313
 
             
 
 
 
 
Energy - Exploration & Production
(3.4%)
           
 
425
 
 
Civitas Resources, Inc., Rule 144A, Company Guaranteed Notes
(Callable 07/01/25 @ 104.19)
(1)
  
(BB-, B1)
  
 
07/01/28
 
  
 
8.375
 
  
 
444,238
 
 
425
 
 
Civitas Resources, Inc., Rule 144A, Company Guaranteed Notes
(Callable 07/01/26 @ 104.38)
(1)
  
(BB-, B1)
  
 
07/01/31
 
  
 
8.750
 
  
 
453,099
 
 
40
 
 
CNX Resources Corp., Rule 144A, Company Guaranteed Notes
(Callable 01/29/24 @ 103.63)
(1)
  
(BB, B1)
  
 
03/14/27
 
  
 
7.250
 
  
 
40,436
 
 
550
 
 
CNX Resources Corp., Rule 144A, Company Guaranteed Notes
(Callable 01/29/24 @ 104.50)
(1)
  
(BB, B1)
  
 
01/15/29
 
  
 
6.000
 
  
 
527,872
 
 
1,200
 
 
CQP Holdco LP/BIP-V Chinook Holdco LLC, Rule 144A, Senior Secured Notes (Callable 12/15/28 @ 103.75)
(1)
  
(BB, B1)
  
 
12/15/33
 
  
 
7.500
 
  
 
1,245,334
 
 
200
 
 
Matador Resources Co., Rule 144A, Company Guaranteed Notes
(Callable 04/15/25 @ 103.44)
(1)
  
(BB-, B1)
  
 
04/15/28
 
  
 
6.875
 
  
 
203,194
 
 
1,684
 
 
Northern Oil & Gas, Inc., Rule 144A, Senior Unsecured Notes
(Callable 03/01/24 @ 104.06)
(1)
  
(B+, B2)
  
 
03/01/28
 
  
 
8.125
 
  
 
1,706,801
 
 
720
 
 
Rockcliff Energy II LLC, Rule 144A, Senior Unsecured Notes
(Callable 10/15/24 @ 102.75)
(1)
  
(B+, B3)
  
 
10/15/29
 
  
 
5.500
 
  
 
681,439
 
             
 
 
 
             
 
5,302,413
 
             
 
 
 
 
See Accompanying Notes to Financial Statements.
 
7

Credit Suisse Asset Management Income Fund, Inc.
Schedule of Investments (continued)
December 31, 2023
 
 
Par
(000)
        
Ratings

(S&P/Moody’s)
  
Maturity
    
Rate%
    
Value
 
 
CORPORATE BONDS
(continued)
           
 
Environmental
(0.9%)
           
$
800
 
 
Darling Ingredients, Inc., Rule 144A, Company Guaranteed Notes
(Callable 06/15/25 @ 103.00)
(1)
  
(BB+, Ba2)
  
 
06/15/30
 
  
 
6.000
 
  
$
801,062
 
 
600
 
 
GFL Environmental, Inc., Rule 144A, Senior Secured Notes
(Callable 01/15/27 @ 103.38)
(1)
  
(BB-, Ba3)
  
 
01/15/31
 
  
 
6.750
 
  
 
619,034
 
             
 
 
 
             
 
1,420,096
 
             
 
 
 
 
Food - Wholesale
(0.5%)
           
 
800
 
 
U.S. Foods, Inc., Rule 144A, Company Guaranteed Notes
(Callable 06/01/25 @ 102.31)
(1)
  
(BB-, B2)
  
 
06/01/30
 
  
 
4.625
 
  
 
746,591
 
             
 
 
 
 
Gaming
(1.5%)
           
 
325
 
 
Boyd Gaming Corp., Rule 144A, Company Guaranteed Notes
(Callable 06/15/26 @ 102.38)
(1)
  
(BB, B1)
  
 
06/15/31
 
  
 
4.750
 
  
 
298,864
 
 
400
 
 
Caesars Entertainment, Inc., Rule 144A, Senior Secured Notes
(Callable 02/15/26 @ 103.50)
(1)
  
(B+, Ba3)
  
 
02/15/30
 
  
 
7.000
 
  
 
410,271
 
 
231
 
 
Churchill Downs, Inc., Rule 144A, Company Guaranteed Notes
(Callable 01/29/24 @ 101.58)
(1)
  
(B+, B1)
  
 
01/15/28
 
  
 
4.750
 
  
 
221,650
 
 
850
 
 
Churchill Downs, Inc., Rule 144A, Company Guaranteed Notes
(Callable 05/01/26 @ 103.38)
(1)
  
(B+, B1)
  
 
05/01/31
 
  
 
6.750
 
  
 
863,758
 
 
600
 
 
Jacobs Entertainment, Inc., Rule 144A, Senior Unsecured Notes
(Callable 02/15/25 @ 103.38)
(1)
  
(B, B2)
  
 
02/15/29
 
  
 
6.750
 
  
 
567,993
 
             
 
 
 
             
 
2,362,536
 
             
 
 
 
 
Gas Distribution
(4.4%)
           
 
1,000
 
 
CNX Midstream Partners LP, Rule 144A, Company Guaranteed Notes
(Callable 04/15/25 @ 102.38)
(1)
  
(BB, B1)
  
 
04/15/30
 
  
 
4.750
 
  
 
900,153
 
 
172
 
 
Genesis Energy LP/Genesis Energy Finance Corp., Company Guaranteed Notes (Callable 01/29/24 @ 101.56)
  
(B, B3)
  
 
05/15/26
 
  
 
6.250
 
  
 
171,995
 
 
286
 
 
Genesis Energy LP/Genesis Energy Finance Corp., Global Company Guaranteed Notes (Callable 04/15/26 @ 104.44)
  
(B, B3)
  
 
04/15/30
 
  
 
8.875
 
  
 
295,933
 
 
1,200
 
 
Hess Midstream Operations LP, Rule 144A, Company Guaranteed Notes
(Callable 01/29/24 @ 102.56)
(1)
  
(BB+, Ba2)
  
 
06/15/28
 
  
 
5.125
 
  
 
1,158,885
 
 
400
 
 
Hess Midstream Operations LP, Rule 144A, Company Guaranteed Notes
(Callable 10/15/25 @ 102.75)
(1)
  
(BB+, Ba2)
  
 
10/15/30
 
  
 
5.500
 
  
 
387,571
 
 
400
 
 
HF Sinclair Corp., Rule 144A, Senior Unsecured Notes (Callable 04/15/24 @ 103.19)
(1)
  
(BBB-, Baa3)
  
 
04/15/27
 
  
 
6.375
 
  
 
403,561
 
 
1,150
 
 
New Fortress Energy, Inc., Rule 144A, Senior Secured Notes
(Callable 01/29/24 @ 103.25)
(1)
  
(BB, B1)
  
 
09/30/26
 
  
 
6.500
 
  
 
1,105,287
 
 
1,380
 
 
Rockies Express Pipeline LLC, Rule 144A, Senior Unsecured Notes
(Callable 04/15/29 @ 100.00)
(1)
  
(BB+, Ba2)
  
 
07/15/29
 
  
 
4.950
 
  
 
1,320,067
 
 
610
 
 
Rockies Express Pipeline LLC, Rule 144A, Senior Unsecured Notes
(Callable 02/15/30 @ 100.00)
(1)
  
(BB+, Ba2)
  
 
05/15/30
 
  
 
4.800
 
  
 
558,937
 
 
500
 
 
Tallgrass Energy Partners LP/Tallgrass Energy Finance Corp., Rule 144A, Company Guaranteed Notes (Callable 01/29/24 @ 101.88)
(1)
  
(BB-, B1)
  
 
10/01/25
 
  
 
7.500
 
  
 
503,023
 
             
 
 
 
             
 
6,805,412
 
             
 
 
 
 
See Accompanying Notes to Financial Statements.
 
8

Credit Suisse Asset Management Income Fund, Inc.
Schedule of Investments (continued)
December 31, 2023
 
 
Par
(000)
        
Ratings

(S&P/Moody’s)
  
Maturity
    
Rate%
    
Value
 
 
CORPORATE BONDS
(continued)
           
 
Health Facility
(0.5%)
           
$
800
 
 
Option Care Health, Inc., Rule 144A, Company Guaranteed Notes
(Callable 10/31/24 @ 102.19)
(1)
  
(B, B2)
  
 
10/31/29
 
  
 
4.375
 
  
$
724,050
 
             
 
 
 
 
Health Services
(1.7%)
           
 
524
 
 
AMN Healthcare, Inc., Rule 144A, Company Guaranteed Notes
(Callable 04/15/24 @ 102.00)
(1)
  
(BB-, Ba3)
  
 
04/15/29
 
  
 
4.000
 
  
 
473,195
 
 
1,600
 
 
AthenaHealth Group, Inc., Rule 144A, Senior Unsecured Notes
(Callable 02/15/25 @ 103.25)
(1)
  
(CCC, Caa2)
  
 
02/15/30
 
  
 
6.500
 
  
 
1,454,651
 
 
846
 
 
Pediatrix Medical Group, Inc., Rule 144A, Company Guaranteed Notes
(Callable 02/15/25 @ 102.69)
(1),(2)
  
(BB-, Ba3)
  
 
02/15/30
 
  
 
5.375
 
  
 
754,135
 
             
 
 
 
             
 
2,681,981
 
             
 
 
 
 
Hotels
(0.3%)
           
 
400
 
 
Raising Cane’s Restaurants LLC, Rule 144A, Senior Unsecured Notes
(Callable 11/01/25 @ 104.69)
(1)
  
(B, B3)
  
 
05/01/29
 
  
 
9.375
 
  
 
427,393
 
             
 
 
 
 
Insurance Brokerage
(4.7%)
           
 
1,000
 
 
Acrisure LLC/Acrisure Finance, Inc., Rule 144A, Senior Unsecured Notes
(Callable 01/29/24 @ 105.06)
(1)
  
(CCC+, Caa2)
  
 
08/01/26
 
  
 
10.125
 
  
 
1,045,951
 
 
480
 
 
Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer, Rule 144A, Senior Secured Notes (Callable 04/15/25 @ 103.38)
(1)
  
(B, B2)
  
 
04/15/28
 
  
 
6.750
 
  
 
491,356
 
 
576
 
 
GTCR AP Finance, Inc., Rule 144A, Senior Unsecured Notes
(Callable 01/29/24 @ 102.00)
(1)
  
(CCC+, Caa2)
  
 
05/15/27
 
  
 
8.000
 
  
 
582,630
 
 
600
 
 
Jones Deslauriers Insurance Management, Inc., Rule 144A, Senior Secured Notes (Callable 03/15/26 @ 104.25)
(1)
  
(B-, B2)
  
 
03/15/30
 
  
 
8.500
 
  
 
630,837
 
 
1,000
 
 
Jones Deslauriers Insurance Management, Inc., Rule 144A, Senior Unsecured Notes
(Callable 12/15/25 @ 105.25)
(1)
  
(CCC, Caa2)
  
 
12/15/30
 
  
 
10.500
 
  
 
1,055,567
 
 
2,712
 
 
NFP Corp., Rule 144A, Senior Unsecured Notes (Callable 01/29/24 @ 103.44)
(1)
  
(CCC+, Caa2)
  
 
08/15/28
 
  
 
6.875
 
  
 
2,758,374
 
 
800
 
 
Ryan Specialty LLC, Rule 144A, Senior Secured Notes (Callable 02/01/25 @ 102.19)
(1)
  
(BB-, B1)
  
 
02/01/30
 
  
 
4.375
 
  
 
743,000
 
             
 
 
 
             
 
7,307,715
 
             
 
 
 
 
Investments & Misc. Financial Services
(4.3%)
           
 
2,100
 
 
Armor Holdco, Inc., Rule 144A, Company Guaranteed Notes
(Callable 11/15/24 @ 104.25)
(1)
  
(CCC+, Caa1)
  
 
11/15/29
 
  
 
8.500
 
  
 
1,906,996
 
 
1,400
 
 
Compass Group Diversified Holdings LLC, Rule 144A, Company Guaranteed Notes (Callable 04/15/24 @ 102.63)
(1)
  
(B+, B1)
  
 
04/15/29
 
  
 
5.250
 
  
 
1,323,995
 
 
800
 
 
Compass Group Diversified Holdings LLC, Rule 144A, Senior Unsecured Notes (Callable 01/15/27 @ 102.50)
(1)
  
(B+, B1)
  
 
01/15/32
 
  
 
5.000
 
  
 
726,057
 
 
1,600
 
 
GTCR W-2 Merger Sub LLC, Rule 144A, Senior Secured Notes
(Callable 01/15/27 @ 103.75)
(1)
  
(BB, Ba3)
  
 
01/15/31
 
  
 
7.500
 
  
 
1,691,796
 
 
400
 
 
Paysafe Finance PLC/Paysafe Holdings U.S. Corp., Rule 144A, Senior Secured Notes (Callable 06/15/24 @ 102.00)
(1),(2)
  
(B, B2)
  
 
06/15/29
 
  
 
4.000
 
  
 
353,903
 
 
800
 
 
Shift4 Payments LLC/Shift4 Payments Finance Sub, Inc., Rule 144A, Company Guaranteed Notes (Callable 01/29/24 @ 101.16)
(1)
  
(NR, Ba3)
  
 
11/01/26
 
  
 
4.625
 
  
 
778,428
 
             
 
 
 
             
 
6,781,175
 
             
 
 
 
 
See Accompanying Notes to Financial Statements.
 
9

Credit Suisse Asset Management Income Fund, Inc.
Schedule of Investments (continued)
December 31, 2023
 
 
Par
(000)
        
Ratings

(S&P/Moody’s)
  
Maturity
    
Rate%
    
Value
 
 
CORPORATE BONDS
(continued)
           
 
Machinery
(4.2%)
           
$
1,425
 
 
Arcosa, Inc., Rule 144A, Company Guaranteed Notes (Callable 04/15/24 @ 102.19)
(1)
  
(BB, Ba2)
  
 
04/15/29
 
  
 
4.375
 
  
$
1,328,741
 
 
1,080
 
 
ATS Corp., Rule 144A, Company Guaranteed Notes (Callable 01/29/24 @ 102.06)
(1)
  
(BB, B2)
  
 
12/15/28
 
  
 
4.125
 
  
 
994,065
 
 
1,400
 
 
Dornoch Debt Merger Sub, Inc., Rule 144A, Senior Unsecured Notes
(Callable 10/15/24 @ 103.31)
(1)
  
(CCC, Caa2)
  
 
10/15/29
 
  
 
6.625
 
  
 
1,263,947
 
 
1,638
 
 
Enviri Corp., Rule 144A, Company Guaranteed Notes (Callable 01/29/24 @ 101.44)
(1)
  
(B, B3)
  
 
07/31/27
 
  
 
5.750
 
  
 
1,529,166
 
 
250
 
 
Hillenbrand, Inc., Global Company Guaranteed Notes (Callable 01/09/24 @ 101.44)
  
(BB+, Ba1)
  
 
06/15/25
 
  
 
5.750
 
  
 
249,939
 
 
335
 
 
Regal Rexnord Corp., Rule 144A, Company Guaranteed Notes
(Callable 12/15/29 @ 100.00)
(1)
  
(BB+, Baa3)
  
 
02/15/30
 
  
 
6.300
 
  
 
344,425
 
 
735
 
 
Regal Rexnord Corp., Rule 144A, Company Guaranteed Notes
(Callable 01/15/33 @ 100.00)
(1)
  
(BB+, Baa3)
  
 
04/15/33
 
  
 
6.400
 
  
 
767,829
 
             
 
 
 
             
 
6,478,112
 
             
 
 
 
 
Managed Care
(0.3%)
           
 
505
 
 
HealthEquity, Inc., Rule 144A, Company Guaranteed Notes
(Callable 10/01/24 @ 102.25)
(1)
  
(B+, B2)
  
 
10/01/29
 
  
 
4.500
 
  
 
469,762
 
             
 
 
 
 
Media - Diversified
(0.1%)
           
 
200
 
 
News Corp., Rule 144A, Company Guaranteed Notes (Callable 02/15/27 @ 102.56)
(1)
  
(BB+, Ba1)
  
 
02/15/32
 
  
 
5.125
 
  
 
190,144
 
             
 
 
 
 
Media Content
(0.6%)
           
 
1,000
 
 
Sirius XM Radio, Inc., Rule 144A, Company Guaranteed Notes
(Callable 07/01/24 @ 102.75)
(1)
  
(BB, Ba3)
  
 
07/01/29
 
  
 
5.500
 
  
 
967,915
 
             
 
 
 
 
Metals & Mining - Excluding Steel
(5.6%)
           
 
800
 
 
Alcoa Nederland Holding BV, Rule 144A, Company Guaranteed Notes
(Callable 01/29/24 @ 102.75)
(1)
  
(BB+, Baa3)
  
 
12/15/27
 
  
 
5.500
 
  
 
780,627
 
 
250
 
 
Canpack SA/Canpack U.S. LLC, Rule 144A, Company Guaranteed Notes
(Callable 11/15/24 @ 101.94)
(1)
  
(BB-, NR)
  
 
11/15/29
 
  
 
3.875
 
  
 
214,571
 
 
1,800
 
 
ERO Copper Corp., Rule 144A, Company Guaranteed Notes
(Callable 02/15/25 @ 103.25)
(1)
  
(B, B1)
  
 
02/15/30
 
  
 
6.500
 
  
 
1,591,454
 
 
200
 
 
First Quantum Minerals Ltd., Rule 144A, Company Guaranteed Notes
(Callable 01/09/24 @ 100.00)
(1)
  
(B, WR)
  
 
04/01/25
 
  
 
7.500
 
  
 
191,265
 
 
1,500
 
 
First Quantum Minerals Ltd., Rule 144A, Company Guaranteed Notes
(Callable 01/09/24 @ 101.72)
(1)
  
(B, NR)
  
 
03/01/26
 
  
 
6.875
 
  
 
1,350,360
 
 
400
 
 
First Quantum Minerals Ltd., Rule 144A, Company Guaranteed Notes
(Callable 06/01/26 @ 104.31)
(1)
  
(B, NR)
  
 
06/01/31
 
  
 
8.625
 
  
 
339,652
 
 
400
 
 
Kaiser Aluminum Corp., Rule 144A, Company Guaranteed Notes
(Callable 01/29/24 @ 102.31)
(1)
  
(BB-, B2)
  
 
03/01/28
 
  
 
4.625
 
  
 
370,442
 
 
800
 
 
Kaiser Aluminum Corp., Rule 144A, Company Guaranteed Notes
(Callable 06/01/26 @ 102.25)
(1)
  
(BB-, B2)
  
 
06/01/31
 
  
 
4.500
 
  
 
690,926
 
 
110
 
 
Novelis Corp., Rule 144A, Company Guaranteed Notes
(Callable 01/30/25 @ 102.38)
(1)
  
(BB, Ba3)
  
 
01/30/30
 
  
 
4.750
 
  
 
103,629
 
 
1,729
 
 
SunCoke Energy, Inc., Rule 144A, Senior Secured Notes
(Callable 06/30/24 @ 102.44)
(1)
  
(BB, B1)
  
 
06/30/29
 
  
 
4.875
 
  
 
1,558,829
 
 
1,550
 
 
Taseko Mines Ltd., Rule 144A, Senior Secured Notes
(Callable 01/29/24 @ 103.50)
(1),(2)
  
(B-, B3)
  
 
02/15/26
 
  
 
7.000
 
  
 
1,471,789
 
             
 
 
 
             
 
8,663,544
 
             
 
 
 
 
See Accompanying Notes to Financial Statements.
 
10

Credit Suisse Asset Management Income Fund, Inc.
Schedule of Investments (continued)
December 31, 2023
 
 
Par
(000)
        
Ratings

(S&P/Moody’s)
  
Maturity
    
Rate%
    
Value
 
 
CORPORATE BONDS
(continued)
           
 
Non - Electric Utilities
(0.2%)
           
$
314
 
 
Suburban Propane Partners LP/Suburban Energy Finance Corp., Rule 144A, Senior Unsecured Notes (Callable 06/01/26 @ 102.50)
(1)
  
(BB-, B1)
  
 
06/01/31
 
  
 
5.000
 
  
$
287,495
 
             
 
 
 
 
Packaging
(4.2%)
           
 
460
 
 
Ardagh Metal Packaging Finance USA LLC/Ardagh Metal Packaging Finance PLC, Rule 144A, Senior Unsecured Notes (Callable 05/15/24 @ 101.50)
(1),(3)
  
(B, Caa1)
  
 
09/01/29
 
  
 
3.000
 
  
 
411,216
 
 
400
 
 
Ball Corp., Global Company Guaranteed Notes (Callable 11/15/24 @ 103.44)
  
(BB+, Ba1)
  
 
03/15/28
 
  
 
6.875
 
  
 
416,105
 
 
415
 
 
Chart Industries, Inc., Rule 144A, Senior Secured Notes
(Callable 01/01/26 @ 103.75)
(1)
  
(B+, Ba3)
  
 
01/01/30
 
  
 
7.500
 
  
 
434,754
 
 
400
 
 
Intelligent Packaging Ltd. Finco, Inc./Intelligent Packaging Ltd. Co-Issuer LLC, Rule 144A, Senior Secured Notes (Callable 01/29/24 @ 101.50)
(1)
  
(B-, B3)
  
 
09/15/28
 
  
 
6.000
 
  
 
373,628
 
 
1,700
 
 
Mauser Packaging Solutions Holding Co., Rule 144A, Senior Secured Notes
(Callable 08/15/24 @ 103.94)
(1)
  
(B, B2)
  
 
08/15/26
 
  
 
7.875
 
  
 
1,731,440
 
 
279
 
 
Owens-Brockway Glass Container, Inc., Rule 144A, Company Guaranteed Notes (Callable 05/15/26 @ 103.63)
(1)
  
(B+, B2)
  
 
05/15/31
 
  
 
7.250
 
  
 
283,224
 
 
1,000
 
 
Trident TPI Holdings, Inc., Rule 144A, Company Guaranteed Notes
(Callable 12/31/25 @ 106.38)
(1)
  
(CCC+, Caa2)
  
 
12/31/28
 
  
 
12.750
 
  
 
1,071,250
 
 
2,040
 
 
TriMas Corp., Rule 144A, Company Guaranteed Notes (Callable 04/15/24 @ 102.06)
(1)
  
(BB-, Ba3)
  
 
04/15/29
 
  
 
4.125
 
  
 
1,835,362
 
             
 
 
 
             
 
6,556,979
 
             
 
 
 
 
Personal & Household Products
(1.8%)
           
 
1,600
 
 
MajorDrive Holdings IV LLC, Rule 144A, Senior Unsecured Notes
(Callable 06/01/24 @ 103.19)
(1)
  
(CCC+, Caa2)
  
 
06/01/29
 
  
 
6.375
 
  
 
1,381,632
 
 
1,400
 
 
Verde Purchaser LLC, Rule 144A, Senior Secured Notes
(Callable 11/30/26 @ 105.25)
(1)
  
(B+, B2)
  
 
11/30/30
 
  
 
10.500
 
  
 
1,412,460
 
             
 
 
 
             
 
2,794,092
 
             
 
 
 
 
Pharmaceuticals
(0.2%)
           
 
708
 
 
Emergent BioSolutions, Inc., Rule 144A, Company Guaranteed Notes
(Callable 01/29/24 @ 101.94)
(1)
  
(CCC+, Caa3)
  
 
08/15/28
 
  
 
3.875
 
  
 
290,432
 
             
 
 
 
 
Real Estate Investment Trusts
(1.4%)
           
 
1,175
 
 
Global Net Lease, Inc./Global Net Lease Operating Partnership LP, Rule 144A, Company Guaranteed Notes (Callable 09/15/27 @ 100.00)
(1)
  
(BBB-, WR)
  
 
12/15/27
 
  
 
3.750
 
  
 
983,566
 
 
200
 
 
Starwood Property Trust, Inc., Rule 144A, Senior Unsecured Notes
(Callable 01/15/26 @ 100.00)
(1)
  
(BB-, Ba3)
  
 
07/15/26
 
  
 
3.625
 
  
 
189,632
 
 
1,000
 
 
Starwood Property Trust, Inc., Rule 144A, Senior Unsecured Notes
(Callable 07/15/26 @ 100.00)
(1)
  
(BB-, Ba3)
  
 
01/15/27
 
  
 
4.375
 
  
 
943,485
 
             
 
 
 
             
 
2,116,683
 
             
 
 
 
 
Recreation & Travel
(4.6%)
           
 
1,400
 
 
Boyne USA, Inc., Rule 144A, Senior Unsecured Notes (Callable 05/15/24 @ 102.38)
(1)
  
(B, B1)
  
 
05/15/29
 
  
 
4.750
 
  
 
1,318,031
 
 
2,125
 
 
SeaWorld Parks & Entertainment, Inc., Rule 144A, Company Guaranteed Notes (Callable 08/15/24 @ 102.63)
(1)
  
(B, B2)
  
 
08/15/29
 
  
 
5.250
 
  
 
1,986,249
 
 
300
 
 
SeaWorld Parks & Entertainment, Inc., Rule 144A, Senior Secured Notes
(Callable 01/29/24 @ 102.19)
(1)
  
(BB, WR)
  
 
05/01/25
 
  
 
8.750
 
  
 
302,088
 
 
See Accompanying Notes to Financial Statements.
 
11

Credit Suisse Asset Management Income Fund, Inc.
Schedule of Investments (continued)
December 31, 2023
 
 
Par
(000)
        
Ratings

(S&P/Moody’s)
  
Maturity
    
Rate%
    
Value
 
 
CORPORATE BONDS
(continued)
           
 
Recreation & Travel
(continued)
           
$
1,692
 
 
Six Flags Entertainment Corp., Rule 144A, Company Guaranteed Notes
(Callable 05/15/26 @ 103.63)
(1),(2)
  
(B, B3)
  
 
05/15/31
 
  
 
7.250
 
  
$
1,698,311
 
 
1,915
 
 
Speedway Motorsports LLC/Speedway Funding II, Inc., Rule 144A, Senior Unsecured Notes (Callable 01/29/24 @ 101.22)
(1)
  
(BB, B2)
  
 
11/01/27
 
  
 
4.875
 
  
 
1,803,848
 
             
 
 
 
             
 
7,108,527
 
             
 
 
 
 
Restaurants
(0.4%)
           
 
625
 
 
Yum! Brands, Inc., Global Senior Unsecured Notes (Callable 04/01/27 @ 102.69)
  
(BB, Ba3)
  
 
04/01/32
 
  
 
5.375
 
  
 
614,894
 
             
 
 
 
 
Software - Services
(5.9%)
           
 
1,700
 
 
Elastic NV, Rule 144A, Senior Unsecured Notes (Callable 07/15/24 @ 102.06)
(1)
  
(B+, B1)
  
 
07/15/29
 
  
 
4.125
 
  
 
1,562,822
 
 
1,375
 
 
Newfold Digital Holdings Group, Inc., Rule 144A, Senior Unsecured Notes
(Callable 02/15/24 @ 103.00)
(1)
  
(CCC+, Caa2)
  
 
02/15/29
 
  
 
6.000
 
  
 
1,040,230
 
 
635
 
 
Open Text Corp., Rule 144A, Company Guaranteed Notes
(Callable 12/01/24 @ 101.94)
(1)
  
(BB-, Ba3)
  
 
12/01/29
 
  
 
3.875
 
  
 
569,984
 
 
800
 
 
Open Text Corp., Rule 144A, Senior Secured Notes (Callable 11/01/27 @ 100.00)
(1)
  
(BBB-, Ba1)
  
 
12/01/27
 
  
 
6.900
 
  
 
832,304
 
 
825
 
 
Open Text Holdings, Inc., Rule 144A, Company Guaranteed Notes
(Callable 12/01/26 @ 102.06)
(1)
  
(BB-, Ba3)
  
 
12/01/31
 
  
 
4.125
 
  
 
731,090
 
 
1,107
 
 
Presidio Holdings, Inc., Rule 144A, Company Guaranteed Notes
(Callable 01/29/24 @ 104.13)
(1)
  
(CCC+, Caa1)
  
 
02/01/28
 
  
 
8.250
 
  
 
1,119,524
 
 
2,705
 
 
Virtusa Corp., Rule 144A, Senior Unsecured Notes (Callable 01/29/24 @ 103.56)
(1)
  
(CCC+, Caa1)
  
 
12/15/28
 
  
 
7.125
 
  
 
2,323,947
 
 
676
 
 
VT Topco, Inc., Rule 144A, Senior Secured Notes (Callable 08/15/26 @ 104.25)
(1)
  
(B, B2)
  
 
08/15/30
 
  
 
8.500
 
  
 
704,010
 
 
400
 
 
ZoomInfo Technologies LLC/ZoomInfo Finance Corp., Rule 144A, Company Guaranteed Notes (Callable 02/01/24 @ 101.94)
(1)
  
(B+, B1)
  
 
02/01/29
 
  
 
3.875
 
  
 
363,186
 
             
 
 
 
             
 
9,247,097
 
             
 
 
 
 
Specialty Retail
(4.0%)
           
 
40
 
 
Asbury Automotive Group, Inc., Global Company Guaranteed Notes
(Callable 01/09/24 @ 102.25)
  
(BB, B1)
  
 
03/01/28
 
  
 
4.500
 
  
 
38,024
 
 
491
 
 
Asbury Automotive Group, Inc., Global Company Guaranteed Notes
(Callable 03/01/25 @ 102.38)
  
(BB, B1)
  
 
03/01/30
 
  
 
4.750
 
  
 
459,177
 
 
200
 
 
Asbury Automotive Group, Inc., Rule 144A, Company Guaranteed Notes
(Callable 11/15/24 @ 102.31)
(1)
  
(BB, B1)
  
 
11/15/29
 
  
 
4.625
 
  
 
185,403
 
 
200
 
 
Asbury Automotive Group, Inc., Rule 144A, Company Guaranteed Notes
(Callable 11/15/26 @ 102.50)
(1)
  
(BB, B1)
  
 
02/15/32
 
  
 
5.000
 
  
 
182,104
 
 
51
 
 
Eagle Intermediate Global Holding BV/Eagle U.S. Finance LLC, Rule 144A, Senior Secured Notes (Callable 01/09/24 @ 101.88)
(1),(4),(5)
  
(NR, NR)
  
 
05/01/25
 
  
 
7.500
 
  
 
33,021
 
 
1,850
 
 
Eagle Intermediate Global Holding BV/Eagle U.S. Finance LLC, Rule 144A, Senior Secured Notes (Callable 01/09/24 @ 101.88)
(1)
  
(NR, Caa3)
  
 
05/01/25
 
  
 
7.500
 
  
 
1,223,347
 
 
68
 
 
Eagle Intermediate Global Holding BV/Ruyi U.S. Finance LLC
(4),(5)
  
(NR, NR)
  
 
05/01/25
 
  
 
0.000
 
  
 
37,908
 
 
600
 
 
Group 1 Automotive, Inc., Rule 144A, Company Guaranteed Notes
(Callable 01/29/24 @ 102.00)
(1)
  
(BB+, Ba2)
  
 
08/15/28
 
  
 
4.000
 
  
 
556,692
 
 
600
 
 
LCM Investments Holdings II LLC, Rule 144A, Senior Unsecured Notes
(Callable 05/01/24 @ 102.44)
(1)
  
(B+, B2)
  
 
05/01/29
 
  
 
4.875
 
  
 
558,003
 
 
800
 
 
LCM Investments Holdings II LLC, Rule 144A, Senior Unsecured Notes
(Callable 08/01/26 @ 104.13)
(1)
  
(B+, B2)
  
 
08/01/31
 
  
 
8.250
 
  
 
835,779
 
 
See Accompanying Notes to Financial Statements.
 
12

Credit Suisse Asset Management Income Fund, Inc.
Schedule of Investments (continued)
December 31, 2023
 
 
Par
(000)
        
Ratings

(S&P/Moody’s)
  
Maturity
    
Rate%
    
Value
 
 
CORPORATE BONDS
(continued)
           
 
Specialty Retail
(continued)
           
$
400
 
 
Murphy Oil USA, Inc., Rule 144A, Company Guaranteed Notes
(Callable 02/15/26 @ 101.88)
(1)
  
(BB+, Ba2)
  
 
02/15/31
 
  
 
3.750
 
  
$
348,493
 
 
1,150
 
 
Sonic Automotive, Inc., Rule 144A, Company Guaranteed Notes
(Callable 11/15/26 @ 102.44)
(1),(2)
  
(BB-, B1)
  
 
11/15/31
 
  
 
4.875
 
  
 
1,026,364
 
 
750
 
 
Sunoco LP/Sunoco Finance Corp., Rule 144A, Company Guaranteed Notes
(Callable 09/15/25 @ 103.50)
(1)
  
(BB, Ba3)
  
 
09/15/28
 
  
 
7.000
 
  
 
774,089
 
             
 
 
 
             
 
6,258,404
 
             
 
 
 
 
Steel Producers/Products
(1.6%)
           
 
700
 
 
ATI, Inc., Senior Unsecured Notes (Callable 08/15/26 @ 103.63)
  
(B+, B1)
  
 
08/15/30
 
  
 
7.250
 
  
 
728,859
 
 
2,197
 
 
TMS International Corp., Rule 144A, Senior Unsecured Notes
(Callable 04/15/24 @ 103.13)
(1)
  
(B, Caa1)
  
 
04/15/29
 
  
 
6.250
 
  
 
1,815,502
 
             
 
 
 
             
 
2,544,361
 
             
 
 
 
 
Support - Services
(10.0%)
           
 
1,223
 
 
Allied Universal Holdco LLC/Allied Universal Finance Corp., Rule 144A, Senior Unsecured Notes (Callable 01/29/24 @ 102.44)
(1)
  
(CCC+, Caa2)
  
 
07/15/27
 
  
 
9.750
 
  
 
1,199,799
 
 
1,300
 
 
Allied Universal Holdco LLC/Allied Universal Finance Corp., Rule 144A, Senior Unsecured Notes (Callable 06/01/24 @ 103.00)
(1),(2)
  
(CCC+, Caa2)
  
 
06/01/29
 
  
 
6.000
 
  
 
1,060,924
 
 
400
 
 
ASGN, Inc., Rule 144A, Company Guaranteed Notes (Callable 01/29/24 @ 102.31)
(1)
  
(BB-, Ba3)
  
 
05/15/28
 
  
 
4.625
 
  
 
380,252
 
 
2,400
 
 
CoreLogic, Inc., Rule 144A, Senior Secured Notes (Callable 05/01/24 @ 102.25)
(1)
  
(B-, B2)
  
 
05/01/28
 
  
 
4.500
 
  
 
2,104,764
 
 
2,735
 
 
GEMS MENASA Cayman Ltd./GEMS Education Delaware LLC, Rule 144A, Senior Secured Notes (Callable 01/29/24 @ 101.78)
(1)
  
(B, B2)
  
 
07/31/26
 
  
 
7.125
 
  
 
2,694,358
 
 
1,355
 
 
H&E Equipment Services, Inc., Rule 144A, Company Guaranteed Notes
(Callable 01/29/24 @ 101.94)
(1)
  
(BB-, B1)
  
 
12/15/28
 
  
 
3.875
 
  
 
1,232,400
 
 
600
 
 
United Rentals North America, Inc., Rule 144A, Senior Secured Notes
(Callable 12/15/25 @ 103.00)
(1)
  
(BBB-, Baa3)
  
 
12/15/29
 
  
 
6.000
 
  
 
609,659
 
 
1,100
 
 
WESCO Distribution, Inc., Rule 144A, Company Guaranteed Notes
(Callable 01/29/24 @ 101.78)
(1)
  
(BB, Ba3)
  
 
06/15/25
 
  
 
7.125
 
  
 
1,108,986
 
 
500
 
 
WESCO Distribution, Inc., Rule 144A, Company Guaranteed Notes
(Callable 01/29/24 @ 103.63)
(1)
  
(BB, Ba3)
  
 
06/15/28
 
  
 
7.250
 
  
 
514,162
 
 
1,231
 
 
White Cap Buyer LLC, Rule 144A, Senior Unsecured Notes
(Callable 01/29/24 @ 103.44)
(1)
  
(CCC+, Caa1)
  
 
10/15/28
 
  
 
6.875
 
  
 
1,193,161
 
 
595
 
 
Williams Scotsman, Inc., Rule 144A, Senior Secured Notes
(Callable 01/29/24 @ 102.31)
(1)
  
(BB-, B2)
  
 
08/15/28
 
  
 
4.625
 
  
 
561,887
 
 
200
 
 
XPO, Inc., Rule 144A, Company Guaranteed Notes (Callable 06/01/26 @ 103.56)
(1)
  
(BB-, Ba3)
  
 
06/01/31
 
  
 
7.125
 
  
 
207,517
 
 
400
 
 
XPO, Inc., Rule 144A, Company Guaranteed Notes (Callable 02/01/27 @ 103.56)
(1)
  
(BB-, Ba3)
  
 
02/01/32
 
  
 
7.125
 
  
 
412,910
 
 
1,045
 
 
XPO, Inc., Rule 144A, Senior Secured Notes (Callable 06/01/25 @ 103.13)
(1)
  
(BBB-, Ba1)
  
 
06/01/28
 
  
 
6.250
 
  
 
1,059,461
 
 
1,500
 
 
ZipRecruiter, Inc., Rule 144A, Senior Unsecured Notes
(Callable 01/15/25 @ 102.50)
(1)
  
(BB-, B2)
  
 
01/15/30
 
  
 
5.000
 
  
 
1,314,293
 
             
 
 
 
             
 
15,654,533
 
             
 
 
 
 
Tech Hardware & Equipment
(2.4%)
           
 
900
 
 
CommScope Technologies LLC, Rule 144A, Company Guaranteed Notes
(Callable 01/09/24 @ 100.00)
(1)
  
(CCC-, Caa2)
  
 
06/15/25
 
  
 
6.000
 
  
 
734,346
 
 
See Accompanying Notes to Financial Statements.
 
13

Credit Suisse Asset Management Income Fund, Inc.
Schedule of Investments (continued)
December 31, 2023
 
 
Par
(000)
        
Ratings

(S&P/Moody’s)
  
Maturity
    
Rate%
    
Value
 
 
CORPORATE BONDS
(continued)
           
 
Tech Hardware & Equipment
(continued)
           
$
340
 
 
CommScope Technologies LLC, Rule 144A, Company Guaranteed Notes
(Callable 01/09/24 @ 101.67)
(1)
  
(CCC-, Caa2)
  
 
03/15/27
 
  
 
5.000
 
  
$
141,843
 
 
1,350
 
 
Entegris Escrow Corp., Rule 144A, Senior Secured Notes
(Callable 01/15/29 @ 100.00)
(1)
  
(BB, Baa3)
  
 
04/15/29
 
  
 
4.750
 
  
 
1,301,682
 
 
1,600
 
 
Imola Merger Corp., Rule 144A, Senior Secured Notes
(Callable 05/15/24 @ 102.38)
(1)
  
(BB-, B1)
  
 
05/15/29
 
  
 
4.750
 
  
 
1,522,666
 
             
 
 
 
             
 
3,700,537
 
             
 
 
 
 
Telecom - Wireline Integrated & Services
(3.1%)
           
 
1,856
 
 
Altice France SA, Rule 144A, Senior Secured Notes (Callable 01/29/24 @ 102.56)
(1)
  
(B-, B2)
  
 
01/15/29
 
  
 
5.125
 
  
 
1,444,907
 
 
200
 
 
Altice France SA, Rule 144A, Senior Secured Notes (Callable 04/15/24 @ 102.56)
(1)
  
(B-, B2)
  
 
07/15/29
 
  
 
5.125
 
  
 
155,587
 
 
200
 
 
Altice France SA, Rule 144A, Senior Secured Notes (Callable 10/15/24 @ 102.75)
(1)
  
(B-, B2)
  
 
10/15/29
 
  
 
5.500
 
  
 
156,994
 
 
1,193
 
 
LCPR Senior Secured Financing DAC, Rule 144A, Senior Secured Notes
(Callable 01/29/24 @ 101.69)
(1)
  
(B+, B1)
  
 
10/15/27
 
  
 
6.750
 
  
 
1,169,695
 
 
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
 
  
 
174,471
 
 
400
 
 
Level 3 Financing, Inc., Rule 144A, Company Guaranteed Notes
(Callable 01/29/24 @ 102.13)
(1),(4)
  
(CCC+, B3)
  
 
07/01/28
 
  
 
4.250
 
  
 
238,000
 
 
600
 
 
Level 3 Financing, Inc., Rule 144A, Company Guaranteed Notes
(Callable 01/15/24 @ 101.81)
(1),(4)
  
(CCC+, B3)
  
 
01/15/29
 
  
 
3.625
 
  
 
315,000
 
 
500
 
 
Virgin Media Secured Finance PLC, Rule 144A, Senior Secured Notes
(Callable 01/08/24 @ 101.25)
(1),(6)
  
(BB-, Ba3)
  
 
04/15/27
 
  
 
5.000
 
  
 
622,548
 
 
200
 
 
Virgin Media Secured Finance PLC, Rule 144A, Senior Secured Notes
(Callable 08/15/25 @ 102.25)
(1)
  
(BB-, Ba3)
  
 
08/15/30
 
  
 
4.500
 
  
 
178,322
 
 
400
 
 
Vmed O2 U.K. Financing I PLC, Rule 144A, Senior Secured Notes
(Callable 01/31/26 @ 102.13)
(1)
  
(BB-, Ba3)
  
 
01/31/31
 
  
 
4.250
 
  
 
349,752
 
             
 
 
 
             
 
4,805,276
 
             
 
 
 
 
Theaters & Entertainment
(1.2%)
           
 
1,025
 
 
Live Nation Entertainment, Inc., Rule 144A, Company Guaranteed Notes
(Callable 01/29/24 @ 100.00)
(1)
  
(B+, B2)
  
 
11/01/24
 
  
 
4.875
 
  
 
1,016,667
 
 
325
 
 
Live Nation Entertainment, Inc., Rule 144A, Company Guaranteed Notes
(Callable 01/29/24 @ 102.38)
(1)
  
(B+, B2)
  
 
10/15/27
 
  
 
4.750
 
  
 
311,902
 
 
600
 
 
Live Nation Entertainment, Inc., Rule 144A, Senior Secured Notes
(Callable 01/29/24 @ 104.88)
(1)
  
(BB, Ba3)
  
 
05/15/27
 
  
 
6.500
 
  
 
610,867
 
             
 
 
 
             
 
1,939,436
 
             
 
 
 
 
Trucking & Delivery
(0.9%)
           
 
1,400
 
 
RXO, Inc., Rule 144A, Company Guaranteed Notes (Callable 11/15/24 @ 103.75)
(1)
  
(BB+, Baa3)
  
 
11/15/27
 
  
 
7.500
 
  
 
1,445,962
 
             
 
 
 
 
TOTAL CORPORATE BONDS
(Cost $159,663,546)
           
 
154,409,815
 
             
 
 
 
 
BANK LOANS
(22.0%)
           
 
Advertising
(0.4%)
           
 
22
 
 
MH Sub I LLC (1st Lien Term Loan), 1 mo. USD Term SOFR + 3.750%
(7)
  
(B, B1)
  
 
09/13/24
 
  
 
9.220
 
  
 
22,508
 
 
551
 
 
MH Sub I LLC (Incremental Term Loan), 1 mo. USD Term SOFR + 3.750%
(7)
  
(B, B1)
  
 
09/13/24
 
  
 
9.220
 
  
 
552,797
 
             
 
 
 
             
 
575,305
 
             
 
 
 
 
See Accompanying Notes to Financial Statements.
 
14

Credit Suisse Asset Management Income Fund, Inc.
Schedule of Investments (continued)
December 31, 2023
 
 
Par
(000)
        
Ratings

(S&P/Moody’s)
  
Maturity
    
Rate%
    
Value
 
 
BANK LOANS
(continued)
           
 
Aerospace & Defense
(1.1%)
           
$
1,050
 
 
Amentum Government Services Holdings LLC, 1 mo. USD Term SOFR + 8.750%
(7)
  
(NR, NR)
  
 
01/31/28
 
  
 
14.220
 
  
$
1,046,063
 
 
296
 
 
Amentum Government Services Holdings LLC, 1 mo. USD Term SOFR + 4.000%
(7)
  
(B, B2)
  
 
02/15/29
 
  
 
9.358
 
  
 
296,165
 
 
376
 
 
Peraton Corp., 3 mo. USD Term SOFR + 7.750%
(7)
  
(NR, NR)
  
 
02/01/29
 
  
 
13.222
 
  
 
375,348
 
             
 
 
 
             
 
1,717,576
 
             
 
 
 
 
Auto Parts & Equipment
(0.2%)
           
 
331
 
 
Jason Group, Inc., 1 mo. USD Term SOFR + 6.000%, 0.000% PIK
(7),(8)
  
(NR, WR)
  
 
08/28/25
 
  
 
11.470
 
  
 
297,273
 
             
 
 
 
 
Building Materials
(0.3%)
           
 
529
 
 
Cornerstone Building Brands, Inc., 1 mo. USD Term SOFR + 5.625%
(7)
  
(B, B2)
  
 
08/01/28
 
  
 
10.987
 
  
 
535,863
 
             
 
 
 
 
Chemicals
(0.8%)
           
 
345
 
 
Ascend Performance Materials Operations LLC, 3 mo. USD Term SOFR + 4.750%
(7)
  
(B+, Ba3)
  
 
08/27/26
 
  
 
10.318
 
  
 
332,506
 
 
741
 
 
Luxembourg Investment Co. 428 SARL, 3 mo. USD Term SOFR + 5.000%
(7)
  
(D, Caa2)
  
 
01/03/29
 
  
 
10.434
 
  
 
346,953
 
 
568
 
 
Polar U.S. Borrower LLC, 3 mo. USD Term SOFR + 4.750%
(7)
  
(CCC, Caa1)
  
 
10/15/25
 
  
 
10.243 - 10.244
 
  
 
389,759
 
 
161
 
 
Sk Neptune Husky Finance SARL, 3 mo. USD Term SOFR + 10.000%
(5),(7)
  
(NR, NR)
  
 
04/30/24
 
  
 
15.375
 
  
 
158,265
 
             
 
 
 
             
 
1,227,483
 
             
 
 
 
 
Diversified Capital Goods
(1.0%)