Credit Suisse Asset Management Income Fund, Inc.
Schedule of Investments
March 31, 2020 (unaudited)
| Par | | Ratings† | | | | |
| (000) | | (S&P/Moody's) | Maturity | Rate% | | Value |
CORPORATE BONDS (100.7%) | | | | | |
Aerospace and Defense (1.4%) | | | | | |
$ | 800 | TransDigm, Inc., Global Company Guaranteed Notes (Callable | | | | | |
| | 03/15/22 @ 103.75)(1) | (B-, B3) | 03/15/27 | 7.500 | $ | 775,400 |
| 1,250 | TransDigm, Inc., Rule 144A, Senior Secured Notes (Callable | | | | | |
| | 03/15/22 @ 103.13)(2) | (B+, Ba3) | 03/15/26 | 6.250 | | 1,252,340 |
| | | | | | | 2,027,740 |
Auto Parts & Equipment (2.4%) | | | | | |
| 1,300 | Cooper-Standard Automotive, Inc., Rule 144A, Company Guaranteed | | | | | |
| | Notes (Callable 11/15/21 @ 102.81)(2) | (CCC+, Caa1) | 11/15/26 | 5.625 | | 960,105 |
| 625 | Delphi Technologies PLC, Rule 144A, Company Guaranteed Notes(2) | (BB-, B3) | 10/01/25 | 5.000 | | 503,125 |
| 2,310 | Panther Finance Co., Inc., Rule 144A, Company Guaranteed Notes | | | | | |
| | (Callable 05/15/22 @ 104.25)(2) | (CCC+, B3) | 05/15/27 | 8.500 | | 2,028,065 |
| | | | | | | 3,491,295 |
Building & Construction (2.4%) | | | | | |
| 400 | Adams Homes, Inc., Rule 144A, Company Guaranteed Notes | | | | | |
| | (Callable 02/15/22 @ 103.75)(2) | (B+, B3) | 02/15/25 | 7.500 | | 385,000 |
| 1,025 | TopBuild Corp., Rule 144A, Company Guaranteed Notes (Callable | | | | | |
| | 05/01/21 @ 102.81)(2) | (BB, Ba3) | 05/01/26 | 5.625 | | 951,756 |
| 1,135 | Williams Scotsman International, Inc. Rule 144A, Senior Secured | | | | | |
| | Notes (Callable 05/01/20 @ 103.94)(2) | (B, B3) | 12/15/22 | 7.875 | | 1,116,767 |
| 1,100 | Williams Scotsman International, Inc., Rule 144A, Senior Secured | | | | | |
| | Notes (Callable 08/15/20 @ 103.44)(2) | (B, B3) | 08/15/23 | 6.875 | | 1,010,620 |
| | | | | | | 3,464,143 |
Building Materials (6.3%) | | | | | |
| 1,455 | BMC East LLC, Rule 144A, Senior Secured Notes (Callable 04/15/20 | | | | | |
| | @ 104.13)(2) | (BB, B1) | 10/01/24 | 5.500 | | 1,416,799 |
| 325 | Core & Main LP, Rule 144A, Senior Unsecured Notes (Callable | | | | | |
| | 08/15/20 @ 103.06)(2) | (B-, Caa2) | 08/15/25 | 6.125 | | 304,678 |
| 1,050 | Installed Building Products, Inc., Rule 144A, Company Guaranteed | | | | | |
| | Notes (Callable 02/01/23 @ 102.88)(2) | (B+, B3) | 02/01/28 | 5.750 | | 1,009,094 |
| 1,650 | James Hardie International Finance DAC, Rule 144A, Company | | | | | |
| | Guaranteed Notes (Callable 01/15/23 @ 102.50)(2) | (BB, Ba1) | 01/15/28 | 5.000 | | 1,573,345 |
| 500 | Jeld-Wen, Inc., Rule 144A, Company Guaranteed Notes (Callable | | | | | |
| | 12/15/22 @ 102.44)(2) | (BB-, B1) | 12/15/27 | 4.875 | | 445,521 |
| 2,950 | Omnimax International, Inc., Rule 144A, Senior Secured Notes | | | | | |
| | (Callable 04/15/20 @ 100.00)(2) | (CCC-, Caa1) | 08/15/20 | 12.000 | | 2,108,992 |
| 2,450 | PriSo Acquisition Corp., Rule 144A, Senior Unsecured Notes | | | | | |
| | (Callable 04/30/20 @ 102.25)(1),(2) | (CCC+, Caa1) | 05/15/23 | 9.000 | | 1,702,750 |
| 405 | Summit Materials Finance Corp., Global Company Guaranteed Notes | | | | | |
| | (Callable 04/15/20 @ 101.53) | (BB, B3) | 07/15/23 | 6.125 | | 402,469 |
| | | | | | | 8,963,648 |
Cable & Satellite TV (5.3%) | | | | | |
| 685 | CSC Holdings LLC, Global Senior Unsecured Notes | (B, B3) | 06/01/24 | 5.250 | | 690,990 |
| 850 | CSC Holdings LLC, Rule 144A, Company Guaranteed Notes | | | | | |
| | (Callable 02/01/23 @ 102.69)(2) | (BB, Ba3) | 02/01/28 | 5.375 | | 872,922 |
| 594 | CSC Holdings LLC, Rule 144A, Company Guaranteed Notes | | | | | |
| | (Callable 04/13/20 @ 102.69)(2) | (BB, Ba3) | 07/15/23 | 5.375 | | 597,710 |
| 50 | CSC Holdings LLC, Rule 144A, Company Guaranteed Notes | | | | | |
| | (Callable 04/15/22 @ 102.75)(2) | (BB, Ba3) | 04/15/27 | 5.500 | | 52,022 |
| 500 | CSC Holdings LLC, Rule 144A, Company Guaranteed Notes | | | | | |
| | (Callable 05/15/21 @ 102.75)(2) | (BB, Ba3) | 05/15/26 | 5.500 | | 520,659 |
| 400 | CSC Holdings LLC, Rule 144A, Company Guaranteed Notes | | | | | |
| | (Callable 10/15/20 @ 103.31)(2) | (BB, Ba3) | 10/15/25 | 6.625 | | 423,512 |
| 335 | CSC Holdings LLC, Rule 144A, Senior Unsecured Notes (Callable | | | | | |
| | 10/15/20 @ 105.44)(2) | (B, B3) | 10/15/25 | 10.875 | | 364,103 |
| 1,023 | Midcontinent Finance Corp., Rule 144A, Company Guaranteed Notes | | | | | |
| | (Callable 08/15/22 @ 102.69)(2) | (B, B3) | 08/15/27 | 5.375 | | 999,223 |
| 1,400 | Telenet Finance Luxembourg Notes Sarl, Rule 144A, Senior Secured | | | | | |
| | Notes (Callable 12/01/22 @ 102.75)(2) | (BB-, Ba3) | 03/01/28 | 5.500 | | 1,323,000 |
| 500 | Virgin Media Secured Finance PLC, Rule 144A, Senior Secured | | | | | |
| | Notes (Callable 04/15/22 @ 102.50)(2),(3) | (BB-, Ba3) | 04/15/27 | 5.000 | | 593,769 |
Credit Suisse Asset Management Income Fund, Inc.
Schedule of Investments (continued)
March 31, 2020 (unaudited)
Par | | Ratings† | | | | |
(000) | | (S&P/Moody's) | Maturity | Rate% | | Value |
CORPORATE BONDS (continued) | | | | | |
Cable & Satellite TV | | | | | |
$ 1,214 | Ziggo B.V., Rule 144A, Senior Secured Notes (Callable 01/15/22 @ | | | | | |
| 102.75)(2) | (B+, B1) | 01/15/27 | 5.500 | $ | 1,220,738 |
| | | | | | 7,658,648 |
Chemicals (7.0%) | | | | | | |
1,500 | Alpha U.S. Bidco, Inc., Rule 144A, Company Guaranteed Notes | | | | | |
| (Callable 05/04/20 @ 103.13)(2) | (CCC, Caa1) | 02/01/25 | 6.250 | | 1,389,375 |
1,700 | Atotech Alpha 2 B.V., 8.75% Cash, 9.50% PIK, Rule 144A, Senior | | | | | |
| Unsecured Notes (Callable 05/01/20 @ 102.00)(2),(4) | (CCC, Caa1) | 06/01/23 | 8.750 | | 1,544,866 |
500 | GCP Applied Technologies, Inc., Rule 144A, Company Guaranteed | | | | | |
| Notes (Callable 04/15/21 @ 102.75)(2) | (BB, B1) | 04/15/26 | 5.500 | | 469,271 |
1,440 | Ingevity Corp., Rule 144A, Company Guaranteed Notes (Callable | | | | | |
| 02/01/21 @ 102.25)(2) | (NR, Ba3) | 02/01/26 | 4.500 | | 1,358,701 |
1,000 | Nufarm Americas, Inc., Rule 144A, Company Guaranteed Notes | | | | | |
| (Callable 04/30/21 @ 102.88)(2) | (BB-, B1u) | 04/30/26 | 5.750 | | 873,543 |
500 | PQ Corp., Rule 144A, Senior Secured Notes (Callable 04/20/20 @ | | | | | |
| 103.38)(2) | (BB-, B1) | 11/15/22 | 6.750 | | 506,261 |
276 | Reichhold Industries, Inc., Rule 144A, Senior Secured | | | | | |
| Notes(2),(5),(6),(7),(8) | (NR, NR) | 05/01/18 | 9.000 | | 3,730 |
575 | Starfruit U.S. Holdco LLC, Rule 144A, Senior Unsecured Notes | | | | | |
| (Callable 10/01/21 @ 104.00)(1),(2) | (B-, Caa1) | 10/01/26 | 8.000 | | 550,117 |
800 | Starfruit U.S. Holdco LLC, Rule 144A, Senior Unsecured Notes | | | | | |
| (Callable 10/01/21 @ 103.25)(2),(9) | (B-, Caa1) | 10/01/26 | 6.500 | | 702,240 |
1,500 | Tronox, Inc., Rule 144A, Company Guaranteed Notes (Callable | | | | | |
| 04/15/21 @ 103.25)(1),(2) | (B, B3) | 04/15/26 | 6.500 | | 1,361,362 |
1,700 | Venator Materials LLC, Rule 144A, Company Guaranteed Notes | | | | | |
| (Callable 07/15/20 @ 104.31)(2) | (BB-, B2) | 07/15/25 | 5.750 | | 1,338,750 |
| | | | | | 10,098,216 |
Consumer/Commercial/Lease Financing (1.1%) | | | | | |
1,750 | Cargo Aircraft Management, Inc., Rule 144A, Company Guaranteed | | | | | |
| Notes (Callable 02/01/23 @ 102.38)(2) | (B+, Ba3) | 02/01/28 | 4.750 | | 1,636,250 |
Diversified Capital Goods (1.7%) | | | | | |
900 | Anixter, Inc., Global Company Guaranteed Notes | (BB, Ba3) | 03/01/23 | 5.500 | | 905,351 |
500 | Anixter, Inc., Global Company Guaranteed Notes (Callable 09/01/25 | | | | | |
| @ 100.00) | (BB, Ba3) | 12/01/25 | 6.000 | | 493,748 |
1,000 | Stevens Holding Co., Inc., Rule 144A, Company Guaranteed Notes | | | | | |
| (Callable 10/01/23 @ 101.53)(2) | (B+, B2) | 10/01/26 | 6.125 | | 996,457 |
| | | | | | 2,395,556 |
Electronics (2.0%) | | | | | |
1,750 | Entegris, Inc., Rule 144A, Company Guaranteed Notes (Callable | | | | | |
| 11/10/20 @ 103.47)(2) | (BB, Ba2) | 02/10/26 | 4.625 | | 1,672,213 |
1,200 | Sensata Technologies B.V., Rule 144A, Company Guaranteed | | | | | |
| Notes(2) | (BB+, Ba3) | 10/01/25 | 5.000 | | 1,144,506 |
| | | | | | 2,816,719 |
Energy - Exploration & Production (1.6%) | | | | | |
525 | Aker BP ASA, Rule 144A, Senior Unsecured Notes (Callable | | | | | |
| 03/31/21 @ 102.94)(2) | (BBB-, Ba1) | 03/31/25 | 5.875 | | 466,000 |
800 | Laredo Petroleum, Inc., Company Guaranteed Notes (Callable | | | | | |
| 01/15/23 @ 107.59) | (B+, B3) | 01/15/28 | 10.125 | | 310,000 |
1,826 | Talos Production Finance, Inc., Global Secured Notes (Callable | | | | | |
| 05/01/20 @ 105.50) | (NR, NR) | 04/03/22 | 11.000 | | 1,138,541 |
1,500 | W&T Offshore, Inc., Rule 144A, Secured Notes (Callable 11/01/20 @ | | | | | |
| 104.88)(2) | (B+, B3) | 11/01/23 | 9.750 | | 348,705 |
| | | | | | 2,263,246 |
Environmental (0.3%) | | | | | |
425 | GFL Environmental, Inc., Rule 144A, Senior Secured Notes (Callable | | | | | |
| 12/15/22 @ 102.56)(2) | (BB-, Ba3) | 12/15/26 | 5.125 | | 417,563 |
Forestry & Paper (0.3%) | | | | | |
525 | Norbord, Inc., Rule 144A, Senior Secured Notes (Callable 07/15/22 | | | | | |
| @ 102.88)(2) | (BB+, Ba1) | 07/15/27 | 5.750 | | 483,765 |
Credit Suisse Asset Management Income Fund, Inc.
Schedule of Investments (continued)
March 31, 2020 (unaudited)
| Par | | Ratings† | | | | |
| (000) | | (S&P/Moody's) | Maturity | Rate% | | Value |
CORPORATE BONDS (continued) | | | | | |
Gaming (4.1%) | | | | | | |
$ | 500 | Boyd Gaming Corp., Global Company Guaranteed Notes (Callable | | | | | |
| | 08/15/21 @ 103.00) | (B+, Caa1) | 08/15/26 | 6.000 | $ | 434,271 |
| 1,750 | Churchill Downs, Inc., Rule 144A, Company Guaranteed Notes | | | | | |
| | (Callable 01/15/23 @ 102.38)(2) | (B+, B1) | 01/15/28 | 4.750 | | 1,532,212 |
| 2,293 | Gateway Casinos & Entertainment Ltd., Rule 144A, Secured Notes | | | | | |
| | (Callable 05/01/20 @ 104.13)(2) | (CCC, Caa3) | 03/01/24 | 8.250 | | 2,014,962 |
| 1,469 | Jacobs Entertainment, Inc., Rule 144A, Secured Notes (Callable | | | | | |
| | 05/01/20 @ 105.91)(2) | (B, B3) | 02/01/24 | 7.875 | | 1,250,479 |
| 750 | MGP Finance Co-Issuer, Inc., Global Company Guaranteed Notes | | | | | |
| | (Callable 11/01/26 @ 100.00) | (BB-, B1) | 02/01/27 | 5.750 | | 655,313 |
| | | | | | | 5,887,237 |
Gas Distribution (1.1%) | | | | | |
| 250 | CNX Resources Corp., Rule 144A, Company Guaranteed Notes | | | | | |
| | (Callable 03/14/22 @ 105.44)(2) | (BB-, B3) | 03/14/27 | 7.250 | | 178,371 |
| 675 | Genesis Energy Finance Corp., Company Guaranteed Notes | | | | | |
| | (Callable 02/15/21 @ 104.69) | (B+, B1) | 05/15/26 | 6.250 | | 478,266 |
| 750 | Genesis Energy Finance Corp., Company Guaranteed Notes | | | | | |
| | (Callable 04/30/20 @ 102.81) | (B+, B1) | 06/15/24 | 5.625 | | 531,559 |
| 164 | Genesis Energy Finance Corp., Company Guaranteed Notes | | | | | |
| | (Callable 04/30/20 @ 103.00) | (B+, B1) | 05/15/23 | 6.000 | | 120,392 |
| 425 | Genesis Energy Finance Corp., Company Guaranteed Notes | | | | | |
| | (Callable 10/01/20 @ 104.88) | (B+, B1) | 10/01/25 | 6.500 | | 310,365 |
| | | | | | | 1,618,953 |
Health Facilities (0.9%) | | | | | |
| 750 | HCA, Inc., Company Guaranteed Notes (Callable 03/01/28 @ | | | | | |
| | 100.00) | (BB-, Ba2) | 09/01/28 | 5.625 | | 789,187 |
| 170 | Sabra Health Care LP, Global Company Guaranteed Notes (Callable | | | | | |
| | 05/15/26 @ 100.00) | (BBB-, Ba1) | 08/15/26 | 5.125 | | 161,106 |
| 500 | Surgery Center Holdings, Inc., Rule 144A, Company Guaranteed | | | | | |
| | Notes (Callable 04/15/22 @ 105.00)(2) | (CCC, Caa2) | 04/15/27 | 10.000 | | 354,271 |
| | | | | | | 1,304,564 |
Health Services (1.8%) | | | | | |
| 925 | AMN Healthcare, Inc., Rule 144A, Company Guaranteed Notes | | | | | |
| | (Callable 05/13/20 @ 103.84)(2) | (BB-, Ba2) | 10/01/24 | 5.125 | | 898,402 |
| 1,850 | Radiology Partners, Inc., Rule 144A, Company Guaranteed Notes | | | | | |
| | (Callable 02/01/23 @ 104.63)(2) | (CCC+, Caa2) | 02/01/28 | 9.250 | | 1,615,511 |
| | | | | | | 2,513,913 |
Insurance Brokerage (4.4%) | | | | | |
| 1,000 | Acrisure Finance, Inc., Rule 144A, Senior Unsecured Notes (Callable | | | | | |
| | 08/01/22 @ 107.59)(2) | (CCC+, Caa2) | 08/01/26 | 10.125 | | 937,118 |
| 2,000 | Acrisure Finance, Inc., Rule 144A, Senior Unsecured Notes (Callable | | | | | |
| | 11/15/20 @ 103.50)(2) | (CCC+, Caa2) | 11/15/25 | 7.000 | | 1,734,940 |
| 780 | GTCR AP Finance, Inc., Rule 144A, Senior Unsecured Notes | | | | | |
| | (Callable 05/15/22 @ 104.00)(2) | (CCC+, Caa2) | 05/15/27 | 8.000 | | 724,263 |
| 2,560 | NFP Corp., Rule 144A, Senior Unsecured Notes (Callable 07/15/20 | | | | | |
| | @ 103.44)(2) | (CCC+, Caa2) | 07/15/25 | 6.875 | | 2,540,723 |
| 415 | NFP Corp., Rule 144A, Senior Unsecured Notes (Callable 07/15/20 | | | | | |
| | @ 104.00)(2) | (CCC+, Caa2) | 07/15/25 | 8.000 | | 383,354 |
| | | | | | | 6,320,398 |
Investments & Misc. Financial Services (2.1%) | | | | | |
| 2,425 | Compass Group Diversified Holdings LLC, Rule 144A, Senior | | | | | |
| | Unsecured Notes (Callable 05/01/21 @ 104.00)(2) | (B, B2) | 05/01/26 | 8.000 | | 2,348,716 |
| 785 | AG Issuer LLC, Rule 144A, Senior Secured Notes (Callable 03/01/20 | | | | | |
| | @ 103.13)(2) | (B-, B2) | 03/01/28 | 6.250 | | 665,288 |
| | | | | | 3,014,004 |
Machinery (1.3%) | | | | | | |
| 100 | Granite U.S. Holdings Corp., Rule 144A, Company Guaranteed | | | | | |
| | Notes (Callable 10/01/22 @ 105.50)(2) | (CCC, Caa1) | 10/01/27 | 11.000 | | 86,646 |
Credit Suisse Asset Management Income Fund, Inc.
Schedule of Investments (continued)
March 31, 2020 (unaudited)
| Par | | Ratings† | | | | |
| (000) | | (S&P/Moody's) | Maturity | Rate% | | Value |
CORPORATE BONDS (continued) | | | | | |
Machinery | | | | | | |
$ | 470 | Harsco Corp., Rule 144A, Company Guaranteed Notes (Callable | | | | | |
| | 07/31/22 @ 102.88)(2) | (B+, Ba2) | 07/31/27 | 5.750 | $ | 438,470 |
| 1,485 | Rexnord LLC, Rule 144A, Company Guaranteed Notes (Callable | | | | | |
| | 12/15/20 @ 102.44)(2) | (BB-, B1) | 12/15/25 | 4.875 | | 1,399,568 |
| | | | | | | 1,924,684 |
Media - Diversified (0.4%) | | | | | |
| 550 | National CineMedia LLC, Global Senior Unsecured Notes (Callable | | | | | |
| | 08/15/21 @ 102.88) | (B-, B3) | 08/15/26 | 5.750 | | 373,198 |
| 250 | National CineMedia LLC, Rule 144A, Senior Secured Notes (Callable | | | | | |
| | 04/15/23 @ 102.94)(2) | (B+, Ba3) | 04/15/28 | 5.875 | | 174,636 |
| | | | | | | 547,834 |
Media Content (1.9%) | | | | | |
| 980 | Diamond Sports Finance Co., Rule 144A, Company Guaranteed | | | | | |
| | Notes (Callable 08/15/22 @ 103.31)(1),(2) | (B, B2) | 08/15/27 | 6.625 | | 660,814 |
| 615 | Diamond Sports Finance Co., Rule 144A, Senior Secured Notes | | | | | |
| | (Callable 08/15/22 @ 102.69)(2) | (BB, Ba2) | 08/15/26 | 5.375 | | 503,157 |
| 925 | Netflix, Inc., Global Senior Unsecured Notes | (BB-, Ba3) | 11/15/28 | 5.875 | | 993,496 |
| 587 | Sirius XM Radio, Inc., Rule 144A, Company Guaranteed Notes | | | | | |
| | (Callable 07/01/24 @ 102.75)(2) | (BB, Ba3) | 07/01/29 | 5.500 | | 601,998 |
| | | | | | | 2,759,465 |
Metals & Mining - Excluding Steel (3.2%) | | | | | |
| 1,550 | Cleveland-Cliffs, Inc., Rule 144A, Senior Secured Notes (Callable | | | | | |
| | 01/15/21 @ 102.44)(2) | (BB-, Ba3) | 01/15/24 | 4.875 | | 1,431,805 |
| 1,500 | First Quantum Minerals Ltd., Rule 144A, Company Guaranteed Notes | | | | | |
| | (Callable 03/01/21 @ 105.16)(2) | (B-, NR) | 03/01/26 | 6.875 | | 1,212,075 |
| 620 | Kaiser Aluminum Corp., Rule 144A, Company Guaranteed Notes | | | | | |
| | (Callable 03/01/23 @ 102.31)(2) | (BB+, Ba3) | 03/01/28 | 4.625 | | 553,691 |
| 300 | Novelis Corp., Rule 144A, Company Guaranteed Notes (Callable | | | | | |
| | 01/30/25 @ 102.38)(2) | (B+, B2) | 01/30/30 | 4.750 | | 268,687 |
| 2,550 | Taseko Mines Ltd., Rule 144A, Senior Secured Notes (Callable | | | | | |
| | 05/01/20 @ 104.38)(2),(8) | (CCC+, Caa1) | 06/15/22 | 8.750 | | 1,169,012 |
| | | | | | | 4,635,270 |
Oil Field Equipment & Services (0.9%) | | | | | |
| 1,710 | Pioneer Energy Services Corp., Global Company Guaranteed Notes | | | | | |
| | (Callable 04/30/20 @ 100.00)(5) | (D, NR) | 03/15/22 | 6.125 | | 25,650 |
| 2,500 | Shelf Drilling Holdings Ltd., Rule 144A, Company Guaranteed Notes | | | | | |
| | (Callable 02/15/21 @ 106.19)(2) | (CCC+, Caa1) | 02/15/25 | 8.250 | | 1,257,500 |
| | | | | | | 1,283,150 |
Packaging (3.8%) | | | | | | |
| 1,050 | Ardagh Holdings U.S.A., Inc., Rule 144A, Company Guaranteed | | | | | |
| | Notes (Callable 04/14/20 @ 104.50)(2) | (B, B3) | 02/15/25 | 6.000 | | 1,060,815 |
| 133 | Crown Americas Capital Corp. VI, Global Company Guaranteed | | | | | |
| | Notes (Callable 02/01/21 @ 103.56) | (BB-, Ba3) | 02/01/26 | 4.750 | | 137,421 |
| 2,000 | Flex Acquisition Co., Inc., Rule 144A, Senior Unsecured Notes | | | | | |
| | (Callable 05/01/20 @ 103.44)(2) | (CCC+, Caa2) | 01/15/25 | 6.875 | | 1,884,940 |
| 2,050 | TriMas Corp., Rule 144A, Company Guaranteed Notes (Callable | | | | | |
| | 10/15/20 @ 102.44)(2) | (BB-, Ba3) | 10/15/25 | 4.875 | | 1,946,219 |
| 350 | Trivium Packaging Finance B.V., Rule 144A, Senior Secured Notes | | | | | |
| �� | (Callable 08/15/22 @ 102.75)(2) | (B+, B2) | 08/15/26 | 5.500 | | 350,218 |
| | | | | | | 5,379,613 |
Personal & Household Products (1.7%) | | | | | |
| 1,350 | High Ridge Brands Co., Rule 144A, Company Guaranteed Notes | | | | | |
| | (Callable 05/01/20 @ 104.44)(2),(5) | (NR, NR) | 03/15/25 | 8.875 | | 20,250 |
| 1,174 | Mattel, Inc., Rule 144A, Company Guaranteed Notes (Callable | | | | | |
| | 12/31/20 @ 105.06)(1),(2) | (B+, B1) | 12/31/25 | 6.750 | | 1,201,184 |
| 1,150 | Prestige Brands, Inc., Rule 144A, Company Guaranteed Notes | | | | | |
| | (Callable 04/30/20 @ 103.19)(2) | (B+, B3) | 03/01/24 | 6.375 | | 1,185,943 |
| | | | | | | 2,407,377 |
Credit Suisse Asset Management Income Fund, Inc.
Schedule of Investments (continued)
March 31, 2020 (unaudited)
| Par | | Ratings† | | | | |
| (000) | | (S&P/Moody's) | Maturity | Rate% | | Value |
CORPORATE BONDS (continued) | | | | | |
Pharmaceuticals (5.5%) | | | | | |
$ | 500 | Bausch Health Americas, Inc., Rule 144A, Company Guaranteed | | | | | |
| | Notes (Callable 04/01/22 @ 104.63)(2) | (B, B3) | 04/01/26 | 9.250 | $ | 531,175 |
| 700 | Bausch Health Cos., Inc., Rule 144A, Company Guaranteed Notes | | | | | |
| | (Callable 01/30/25 @ 102.63)(2) | (B, B3) | 01/30/30 | 5.250 | | 667,142 |
| 85 | Bausch Health Cos., Inc., Rule 144A, Company Guaranteed Notes | | | | | |
| | (Callable 04/30/20 @ 101.47)(2) | (B, B3) | 05/15/23 | 5.875 | | 84,734 |
| 500 | Bausch Health Cos., Inc., Rule 144A, Company Guaranteed Notes | | | | | |
| | (Callable 05/30/24 @ 103.63)(2) | (B, B3) | 05/30/29 | 7.250 | | 521,675 |
| 250 | Bausch Health Cos., Inc., Rule 144A, Company Guaranteed Notes | | | | | |
| | (Callable 12/15/21 @ 104.50)(2) | (B, B3) | 12/15/25 | 9.000 | | 265,425 |
| 1,300 | Bausch Health Cos., Inc., Rule 144A, Senior Secured Notes (Callable | | | | | |
| | 05/01/20 @ 103.50)(2) | (BB, Ba2) | 03/15/24 | 7.000 | | 1,332,493 |
| 1,000 | Catalent Pharma Solutions, Inc., Rule 144A, Company Guaranteed | | | | | |
| | Notes (Callable 10/15/20 @ 102.44)(2) | (B+, B3) | 01/15/26 | 4.875 | | 978,543 |
| 410 | Endo Finance LLC, Rule 144A, Company Guaranteed Notes | | | | | |
| | (Callable 05/01/20 @ 103.00)(1),(2) | (CCC+, Caa2) | 07/15/23 | 6.000 | | 300,059 |
| 500 | Endo Finance LLC, Rule 144A, Company Guaranteed Notes | | | | | |
| | (Callable 05/01/20 @ 103.00)(2) | (CCC+, Caa2) | 02/01/25 | 6.000 | | 344,215 |
| 650 | Endo Finance LLC, Rule 144A, Senior Secured Notes (Callable | | | | | |
| | 05/04/20 @ 102.94)(2) | (B+, B1) | 10/15/24 | 5.875 | | 613,434 |
| 800 | Horizon Therapeutics U.S.A., Inc., Rule 144A, Company Guaranteed | | | | | |
| | Notes (Callable 08/01/22 @ 104.13)(2) | (BB-, B1) | 08/01/27 | 5.500 | | 807,560 |
| 1,782 | Owens & Minor, Inc., Global Senior Secured Notes (Callable | | | | | |
| | 09/15/24 @ 100.00)(1) | (B-, B3) | 12/15/24 | 4.375 | | 1,441,184 |
| | | | | | | 7,887,639 |
Real Estate Development & Management (0.5%) | | | | | |
| 718 | Newmark Group, Inc., Global Senior Unsecured Notes (Callable | | | | | |
| | 10/15/23 @ 100.00) | (BB+, NR) | 11/15/23 | 6.125 | | 731,636 |
Real Estate Investment Trusts (2.1%) | | | | | |
| 2,100 | ESH Hospitality, Inc., Rule 144A, Company Guaranteed Notes | | | | | |
| | (Callable 05/01/20 @ 102.63)(1),(2) | (BB-, Ba3) | 05/01/25 | 5.250 | | 1,777,135 |
| 1,000 | iStar, Inc., Senior Unsecured Notes (Callable 05/01/20 @ 102.63) | (BB, Ba3) | 09/15/22 | 5.250 | | 930,936 |
| 165 | Starwood Property Trust, Inc., Global Senior Unsecured Notes | | | | | |
| | (Callable 09/15/21 @ 100.00) | (B+, Ba3) | 12/15/21 | 5.000 | | 152,089 |
| 200 | Starwood Property Trust, Inc., Global Senior Unsecured Notes | | | | | |
| | (Callable 11/01/20 @ 100.00) | (B+, Ba3) | 02/01/21 | 3.625 | | 188,760 |
| | | | | | | 3,048,920 |
Recreation & Travel (5.2%) | | | | | |
| 1,250 | Boyne U.S.A., Inc., Rule 144A, Secured Notes (Callable 05/01/21 @ | | | | | |
| | 103.63)(2) | (B, B1) | 05/01/25 | 7.250 | | 1,204,681 |
| 1,035 | Canada's Wonderland Co., Global Company Guaranteed Notes | | | | | |
| | (Callable 04/15/22 @ 102.69)(1) | (B, B2) | 04/15/27 | 5.375 | | 897,311 |
| 1,325 | Cedar Fair LP, Rule 144A, Company Guaranteed Notes (Callable | | | | | |
| | 07/15/24 @ 102.63)(2) | (B, B2) | 07/15/29 | 5.250 | | 1,126,979 |
| 750 | Merlin Entertainments PLC, Rule 144A, Company Guaranteed Notes | | | | | |
| | (Callable 03/17/26 @ 100.00)(1),(2) | (B+, Ba3) | 06/15/26 | 5.750 | | 640,157 |
| 500 | Motion Bondco DAC, Rule 144A, Company Guaranteed Notes | | | | | |
| | (Callable 11/15/22 @ 103.31)(2) | (B-, B3) | 11/15/27 | 6.625 | | 362,500 |
| 650 | Six Flags Entertainment Corp., Rule 144A, Company Guaranteed | | | | | |
| | Notes (Callable 04/15/22 @ 102.75)(1),(2) | (B, B2) | 04/15/27 | 5.500 | | 551,233 |
| 1,150 | Six Flags Entertainment Corp., Rule 144A, Company Guaranteed | | | | | |
| | Notes (Callable 04/30/20 @ 103.66)(2) | (B, B2) | 07/31/24 | 4.875 | | 981,818 |
| 1,915 | Speedway Funding II, Inc., Rule 144A, Senior Unsecured Notes | | | | | |
| | (Callable 11/01/22 @ 102.44)(2) | (BB+, B1) | 11/01/27 | 4.875 | | 1,737,862 |
| | | | | | | 7,502,541 |
Restaurants (2.4%) | | | | | |
| 120 | Golden Nugget, Inc., Rule 144A, Company Guaranteed Notes | | | | | |
| | (Callable 10/01/20 @ 104.38)(2) | (CCC+, Caa2) | 10/01/25 | 8.750 | | 62,097 |
| 2,100 | Golden Nugget, Inc., Rule 144A, Senior Unsecured Notes (Callable | | | | | |
| | 04/30/20 @ 103.38)(2) | (CCC+, Caa1) | 10/15/24 | 6.750 | | 1,338,456 |
Credit Suisse Asset Management Income Fund, Inc.
Schedule of Investments (continued)
March 31, 2020 (unaudited)
Par | | Ratings† | | | | |
(000) | | (S&P/Moody's) | Maturity | Rate% | | Value |
CORPORATE BONDS (continued) | | | | | |
Restaurants | | | | | | |
$ 2,075 | New Red Finance, Inc., Rule 144A, Secured Notes (Callable | | | | | |
| 10/15/20 @ 102.50)(2) | (B+, B2) | 10/15/25 | 5.000 | $ | 1,994,583 |
| | | | | | 3,395,136 |
Software - Services (6.0%) | | | | | |
610 | CDK Global, Inc., Global Senior Unsecured Notes (Callable 06/01/22 | | | | | |
| @ 102.44) | (BB+, Ba1) | 06/01/27 | 4.875 | | 629,500 |
937 | Epicor Software Corp., Rule 144A, Secured Notes (Callable 05/01/20 | | | | | |
| @ 100.00), LIBOR 3M + 7.250%(2),(10) | (CCC, Caa2) | 06/30/23 | 8.700 | | 937,066 |
1,052 | GD Finance Co., Inc., Rule 144A, Company Guaranteed Notes | | | | | |
| (Callable 06/01/22 @ 102.63)(2) | (BB-, B1) | 12/01/27 | 5.250 | | 1,067,517 |
900 | Infor U.S., Inc., Company Guaranteed Notes (Callable 05/26/20 @ | | | | | |
| 100.00)(9) | (CCC+, Caa1) | 05/15/22 | 5.750 | | 916,764 |
1,175 | Presidio Holdings, Inc., Rule 144A, Company Guaranteed Notes | | | | | |
| (Callable 02/01/23 @ 104.13)(2) | (CCC+, Caa1) | 02/01/28 | 8.250 | | 1,044,281 |
160 | Presidio Holdings, Inc., Rule 144A, Senior Secured Notes (Callable | | | | | |
| 02/01/23 @ 102.44)(2) | (B, B1) | 02/01/27 | 4.875 | | 144,100 |
2,675 | Solera Finance, Inc., Rule 144A, Senior Unsecured Notes (Callable | | | | | |
| 04/30/20 @ 105.25)(2) | (CCC+, Caa1) | 03/01/24 | 10.500 | | 2,638,232 |
750 | SS&C Technologies, Inc., Rule 144A, Company Guaranteed Notes | | | | | |
| (Callable 03/30/22 @ 104.13)(2) | (B+, B2) | 09/30/27 | 5.500 | | 785,876 |
375 | WEX, Inc., Rule 144A, Senior Secured Notes (Callable 04/30/20 @ | | | | | |
| 100.79)(2) | (BB-, Ba2) | 02/01/23 | 4.750 | | 363,280 |
| | | | | | 8,526,616 |
Specialty Retail (3.0%) | | | | | |
40 | Asbury Automotive Group, Inc. Rule 144A, Company Guaranteed | | | | | |
| Notes (Callable 03/01/23 @ 102.25)(2) | (BB, B1) | 03/01/28 | 4.500 | | 34,300 |
91 | Asbury Automotive Group, Inc. Rule 144A, Company Guaranteed | | | | | |
| Notes (Callable 03/01/25 @ 102.375)(2) | (BB, B1) | 03/01/30 | 4.750 | | 78,033 |
950 | eG Global Finance PLC, Rule 144A, Senior Secured Notes (Callable | | | | | |
| 10/30/21 @ 104.25)(2) | (B, B2) | 10/30/25 | 8.500 | | 851,442 |
1,000 | Lithia Motors, Inc., Rule 144A, Company Guaranteed Notes (Callable | | | | | |
| 08/01/20 @ 103.94)(2) | (BB, Ba2) | 08/01/25 | 5.250 | | 878,745 |
750 | Penske Automotive Group, Inc., Company Guaranteed Notes | | | | | |
| (Callable 04/30/20 @ 102.69) | (B+, Ba3) | 12/01/24 | 5.375 | | 624,341 |
1,000 | Penske Automotive Group, Inc., Company Guaranteed Notes | | | | | |
| (Callable 05/15/21 @ 102.75) | (B+, Ba3) | 05/15/26 | 5.500 | | 917,750 |
1,650 | Ruyi U.S. Finance LLC, Rule 144A, Senior Secured Notes (Callable | | | | | |
| 05/01/21 @ 105.63)(2) | (NR, B3) | 05/01/25 | 7.500 | | 963,179 |
| | | | | | 4,347,790 |
Steel Producers/Products (0.6%) | | | | | |
500 | Allegheny Technologies, Inc., Global Senior Unsecured Notes | | | | | |
| (Callable 12/01/22 @ 102.94) | (B, B2) | 12/01/27 | 5.875 | | 417,000 |
400 | Zekelman Industries, Inc., Rule 144A, Senior Secured Notes | | | | | |
| (Callable 04/30/20 @ 104.94)(2) | (B+, B2) | 06/15/23 | 9.875 | | 388,750 |
| | | | | | 805,750 |
Support - Services (4.8%) | | | | | |
575 | CoreCivic, Inc., Company Guaranteed Notes (Callable 07/15/27 @ | | | | | |
| 100.00) | (BB, Ba1) | 10/15/27 | 4.750 | | 435,606 |
560 | Gartner, Inc., Rule 144A, Company Guaranteed Notes (Callable | | | | | |
| 04/13/20 @ 103.84)(2) | (BB-, B1) | 04/01/25 | 5.125 | | 550,903 |
1,635 | Gems Education Delaware LLC, Rule 144A, Senior Secured Notes | | | | | |
| (Callable 07/31/22 @ 103.56)(2) | (B, B2) | 07/31/26 | 7.125 | | 1,370,138 |
1,467 | KAR Auction Services, Inc., Rule 144A, Company Guaranteed Notes | | | | | |
| (Callable 06/01/20 @ 103.84)(2) | (B, B3) | 06/01/25 | 5.125 | | 1,410,161 |
625 | Korn Ferry, Rule 144A, Company Guaranteed Notes (Callable | | | | | |
| 12/15/22 @ 102.31)(2) | (BB, Ba3) | 12/15/27 | 4.625 | | 547,656 |
1,712 | Tempo Acquisition Finance Corp., Rule 144A, Senior Unsecured | | | | | |
| Notes (Callable 06/01/20 @ 103.38)(2) | (CCC+, Caa1) | 06/01/25 | 6.750 | | 1,579,371 |
253 | United Rentals North America, Inc., Company Guaranteed Notes | | | | | |
| (Callable 01/15/23 @ 102.44) | (BB-, Ba3) | 01/15/28 | 4.875 | | 246,814 |
Credit Suisse Asset Management Income Fund, Inc.
Schedule of Investments (continued)
March 31, 2020 (unaudited)
Par | | Ratings† | | | | |
(000) | | (S&P/Moody's) | Maturity | Rate% | | Value |
CORPORATE BONDS (continued) | | | | | |
Support - Services | | | | | |
$ 1,782 | WeWork Cos., Inc., Rule 144A, Company Guaranteed Notes(2) | (CCC+, NR) | 05/01/25 | 7.875 | $ | 672,652 |
| | | | | | 6,813,301 |
Tech Hardware & Equipment (1.9%) | | | | | |
525 | CommScope Technologies LLC, Rule 144A, Company Guaranteed | | | | | |
| Notes (Callable 03/15/22 @ 102.50)(2) | (B-, B3) | 03/15/27 | 5.000 | | 459,414 |
875 | CommScope Technologies LLC, Rule 144A, Company Guaranteed | | | | | |
| Notes (Callable 06/15/20 @ 103.00)(2) | (B-, B3) | 06/15/25 | 6.000 | | 807,363 |
1,325 | CommScope, Inc., Rule 144A, Company Guaranteed Notes (Callable | | | | | |
| 03/01/22 @ 104.13)(2) | (B-, B3) | 03/01/27 | 8.250 | | 1,284,521 |
150 | CommScope, Inc., Rule 144A, Senior Secured Notes (Callable | | | | | |
| 03/01/22 @ 103.00)(2) | (B+, Ba3) | 03/01/26 | 6.000 | | 150,618 |
| | | | | | 2,701,916 |
Telecom - Wireless (0.7%) | | | | | |
950 | T-Mobile U.S.A., Inc., Company Guaranteed Notes (Callable | | | | | |
| 02/01/23 @ 102.38)(1) | (BB+, Ba2) | 02/01/28 | 4.750 | | 994,983 |
Telecom - Wireline Integrated & Services (4.9%) | | | | | |
1,250 | Altice Financing S.A., Rule 144A, Senior Secured Notes (Callable | | | | | |
| 05/15/21 @ 103.75)(2) | (B, B2) | 05/15/26 | 7.500 | | 1,218,063 |
550 | Altice France S.A., Rule 144A, Senior Secured Notes (Callable | | | | | |
| 05/01/21 @ 103.69)(2) | (B, B2) | 05/01/26 | 7.375 | | 549,010 |
205 | Equinix, Inc., Senior Unsecured Notes (Callable 05/15/22 @ 102.69) | (BBB-, Ba1) | 05/15/27 | 5.375 | | 203,862 |
400 | Front Range BidCo, Inc., Rule 144A, Senior Unsecured Notes | | | | | |
| (Callable 03/01/23 @ 103.06)(2) | (CCC+, Caa1) | 03/01/28 | 6.125 | | 382,250 |
90 | GCI LLC, Rule 144A, Senior Unsecured Notes (Callable 06/15/21 @ | | | | | |
| 103.31)(2) | (B, B3) | 06/15/24 | 6.625 | | 89,887 |
2,651 | GTT Communications, Inc., Rule 144A, Company Guaranteed Notes | | | | | |
| (Callable 05/01/20 @ 105.91)(1),(2) | (CCC, Caa1) | 12/31/24 | 7.875 | | 1,729,777 |
1,325 | LCPR Senior Secured Financing DAC, Rule 144A, Senior Secured | | | | | |
| Notes (Callable 10/15/22 @ 103.38)(2) | (B+, B1) | 10/15/27 | 6.750 | | 1,312,479 |
1,650 | QTS Finance Corp., Rule 144A, Company Guaranteed Notes | | | | | |
| (Callable 11/15/20 @ 103.56)(2) | (BB, B1) | 11/15/25 | 4.750 | | 1,606,679 |
| | | | | | 7,092,007 |
Theaters & Entertainment (2.9%) | | | | | |
2,055 | AMC Entertainment Holdings, Inc., Global Company Guaranteed | | | | | |
| Notes (Callable 05/15/22 @ 103.06) | (CCC+, Caa1) | 05/15/27 | 6.125 | | 868,391 |
990 | AMC Entertainment Holdings, Inc., Global Company Guaranteed | | | | | |
| Notes (Callable 11/15/21 @ 102.94) | (CCC+, Caa1) | 11/15/26 | 5.875 | | 417,748 |
1,250 | Cinemark U.S.A., Inc., Global Company Guaranteed Notes (Callable | | | | | |
| 04/30/20 @ 101.63) | (BB, B2) | 06/01/23 | 4.875 | | 943,712 |
700 | Live Nation Entertainment, Inc., Rule 144A, Company Guaranteed | | | | | |
| Notes (Callable 03/15/21 @ 104.22)(2) | (B+, B1) | 03/15/26 | 5.625 | | 656,980 |
1,025 | Live Nation Entertainment, Inc., Rule 144A, Company Guaranteed | | | | | |
| Notes (Callable 04/06/20 @ 103.66)(2) | (B+, B1) | 11/01/24 | 4.875 | | 940,776 |
325 | Live Nation Entertainment, Inc., Rule 144A, Company Guaranteed | | | | | |
| Notes (Callable 10/15/22 @ 103.56)(2) | (B+, B1) | 10/15/27 | 4.750 | | 291,054 |
| | | | | | 4,118,661 |
Transport Infrastructure/Services (0.8%) | | | | | |
2,110 | Navios Maritime Finance II U.S., Inc., Rule 144A, Senior Secured | | | | | |
| Notes (Callable 05/04/20 @ 100.00)(2) | (B, Caa2) | 08/15/22 | 11.250 | | 1,072,800 |
TOTAL CORPORATE BONDS (Cost $169,706,846) | | | | | 144,352,947 |
BANK LOANS (33.0%) | | | | | |
Advertising (0.2%) | | | | | |
398 | Southern Graphics, Inc., LIBOR 3M + 3.250%(10) | (CCC+, B3) | 12/31/22 | 4.700 | | 213,909 |
725 | Southern Graphics, Inc., LIBOR 3M + 7.500%(8),(10) | (CCC-, Caa3) | 12/31/23 | 8.950 | | 77,031 |
| | | | | | 290,940 |
Aerospace & Defense (0.6%) | | | | | |
1,043 | Sequa Mezzanine Holdings LLC, LIBOR 3M + 5.000%(10) | (CCC+, B3) | 11/28/21 | 6.742 | | 856,173 |
Credit Suisse Asset Management Income Fund, Inc.
Schedule of Investments (continued)
March 31, 2020 (unaudited)
| Par | | Ratings† | | | | |
| (000) | | (S&P/Moody's) | Maturity | Rate% | | Value |
BANK LOANS (continued) | | | | | |
Auto Parts & Equipment (1.1%) | | | | | |
$ | 739 | Dayco Products LLC, LIBOR 3M + 4.250%(7),(10) | (CCC+, Caa2) | 05/19/23 | 5.863 | $ | 554,325 |
| 1,165 | Jason, Inc., LIBOR 1M + 4.500% (8),(10) | (CCC, Caa3) | 06/30/21 | 5.500 | | 586,439 |
| 616 | U.S. Farathane LLC, LIBOR 1M + 3.500%(7),(10) | (B+, Caa3) | 12/23/21 | 4.500 | | 412,894 |
| | | | | | | 1,553,658 |
Building & Construction (0.6%) | | | | | |
| 337 | ACProducts, Inc., LIBOR 3M + 6.500%(10) | (B, B2) | 08/18/25 | 8.192 | | 307,270 |
| 751 | TRC Companies, Inc., LIBOR 3M + 5.000%(7),(8),(10) | (B, B2) | 06/21/24 | 6.450 | | 611,845 |
| | | | | | | 919,115 |
Building Materials (1.4%) | | | | | |
| 1,000 | Airxcel, Inc., LIBOR 1M + 8.750%(8),(10) | (CCC, Caa2) | 04/27/26 | 9.739 | | 725,000 |
| 1,481 | LBM Borrower LLC, LIBOR 3M + 3.750%(10) | (B+, B2) | 08/20/22 | 4.822 | | 1,331,629 |
| | | | | | | 2,056,629 |
Chemicals (4.7%) | | | | | | |
| 1,493 | Ascend Performance Materials Operations LLC, LIBOR 3M + | | | | | |
| | 5.250%(7),(10) | (BB-, B1) | 08/27/26 | 6.700 | | 1,328,325 |
| 492 | ASP Chromaflo Intermediate Holdings, Inc., LIBOR 1M + | | | | | |
| | 8.000%(8),(10) | (CCC, Caa2) | 11/18/24 | 9.000 | | 385,137 |
| 1,639 | PMHC II, Inc., LIBOR 1YR + 3.500%(7),(10) | (CCC+, Caa1) | 03/31/25 | 4.500 | | 984,691 |
| 1,580 | Polar U.S. Borrower LLC, LIBOR 3M + 4.750%(10) | (B, B2) | 10/15/25 | 6.609 | | 1,394,350 |
| 1,176 | UTEX Industries, Inc., LIBOR 1M + 4.000%(10) | (CCC, Caa1) | 05/22/21 | 5.000 | | 389,915 |
| 1,750 | Vantage Specialty Chemicals, Inc., LIBOR 3M + 8.250%(8),(10) | (CCC, Caa2) | 10/27/25 | 9.863 | | 1,182,344 |
| 1,523 | Zep, Inc., LIBOR 3M + 4.000%(10) | (CCC+, Caa1) | 08/12/24 | 5.072 | | 1,027,802 |
| | | | | | | 6,692,564 |
Diversified Capital Goods (0.7%) | | | | | |
| 1,005 | Dynacast International LLC, LIBOR 3M + 8.500%(7),(8),(10) | (CCC-, Caa3) | 01/30/23 | 9.950 | | 959,775 |
Electronics (1.8%) | | | | | |
| 750 | CPI International, Inc., LIBOR 1M + 7.250%(8),(10) | (CCC, Caa2) | 07/28/25 | 8.250 | | 641,250 |
| 800 | EXC Holdings III Corp., LIBOR 3M + 7.500%(8),(10) | (CCC+, Caa2) | 12/01/25 | 9.408 | | 629,500 |
| 1,569 | Oberthur Technologies S.A., LIBOR 3M + 3.750%(10) | (B-, B3) | 01/10/24 | 5.200 | | 1,298,433 |
| | | | | | | 2,569,183 |
Food - Wholesale (0.7%) | | | | | |
| 1,151 | United Natural Foods, Inc., LIBOR 1M + 4.250%(10) | (B, B3) | 10/22/25 | 5.239 | | 997,459 |
Gas Distribution (1.1%) | | | | | |
| 1,489 | BCP Renaissance Parent LLC, LIBOR 3M + 3.500%(10) | (B+, B1) | 11/01/24 | 4.950 | | 885,806 |
| 1,237 | Traverse Midstream Partners LLC, LIBOR 1M + 4.000%(10) | (B+, B2) | 09/27/24 | 5.000 | | 709,670 |
| | | | | | | 1,595,476 |
Health Facility (0.3%) | | | | | |
| 489 | Western Dental Services, Inc., LIBOR 3M + 5.250%(7),(10) | (CCC+, B3) | 06/30/23 | 6.700 | | 483,828 |
Health Services (2.0%) | | | | | |
| 1,936 | Athenahealth, Inc., LIBOR 3M + 4.500%(7),(10) | (B, B2) | 02/11/26 | 5.284 | | 1,821,720 |
| 598 | Carestream Health, Inc., LIBOR 3M + 6.250%(10) | (B-, B1) | 02/28/21 | 7.322 | | 550,499 |
| 599 | Sotera Health Holdings LLC, LIBOR 1M + 4.500%(10) | (B, B2) | 12/11/26 | 5.500 | | 528,739 |
| | | | | | | 2,900,958 |
Insurance Brokerage (1.7%) | | | | | |
| 1,945 | Acrisure, LLC, LIBOR 3M + 3.500%(10) | (B, B2) | 02/15/27 | 5.207 | | 1,740,976 |
| 838 | Alera Group Holdings, Inc., LIBOR 6M + 4.000%(7),(10) | (B, B2) | 08/01/25 | 5.072 | | 737,329 |
| | | | | | | 2,478,305 |
Investments & Misc. Financial Services (1.3%) | | | | | |
| 998 | Advisor Group, Inc., LIBOR 1M + 5.000%(10) | (B-, B2) | 07/31/26 | 5.989 | | 739,907 |
| 859 | Ditech Holding Corp., Prime + 7.000%(5),(10) | (NR, NR) | 06/30/22 | 11.750 | | 339,893 |
| 865 | Duff & Phelps Corp. | (CCC, Caa2) | 02/21/28 | 9.000 | | 752,885 |
| | | | | | | 1,832,685 |
Credit Suisse Asset Management Income Fund, Inc.
Schedule of Investments (continued)
March 31, 2020 (unaudited)
Par | | Ratings† | | | | |
(000) | | (S&P/Moody's) | Maturity | Rate% | | Value |
BANK LOANS (continued) | | | | | |
Life Insurance (0.7%) | | | | | |
$ 1,090 | Vida Capital, Inc., LIBOR 3M + 6.000%(7),(10) | (B, B2) | 10/01/26 | 7.777 | $ | 1,017,500 |
Machinery (1.8%) | | | | | |
498 | Granite Holdings U.S. Acquisition Co., LIBOR 6M + 5.250%(7),(10) | (CCC+, B1) | 09/30/26 | 6.322 | | 360,687 |
798 | LTI Holdings, Inc., LIBOR 1M + 6.750%(8),(10) | (CCC, Caa3) | 09/06/26 | 7.739 | | 432,659 |
448 | LTI Holdings, Inc., LIBOR 1M + 3.500%(10) | (CCC+, B3) | 09/06/25 | 4.489 | | 336,729 |
650 | MW Industries, Inc., LIBOR 3M + 8.000%(7),(8),(10) | (CCC, Caa2) | 09/29/25 | 9.450 | | 471,250 |
1,125 | WireCo WorldGroup, Inc., LIBOR 6M + 9.000%(7),(8),(10) | (B-, Caa2) | 09/30/24 | 10.072 | | 990,000 |
| | | | | | 2,591,325 |
Medical Products (1.1%) | | | | | |
879 | ABB Concise Optical Group LLC, LIBOR 6M + 5.000%(10) | (CCC+, B3) | 06/15/23 | 6.060 | | 673,499 |
992 | Maravai Intermediate Holdings LLC, LIBOR 3M + 4.250%(7),(10) | (B-, B2) | 08/01/25 | 5.750 | | 868,388 |
| | | | | | 1,541,887 |
Metals & Mining - Excluding Steel (1.0%) | | | | | |
1,641 | GrafTech Finance, Inc., LIBOR 1M + 3.500%(7),(10) | (BB-, B1) | 02/12/25 | 4.500 | | 1,436,084 |
Packaging (0.2%) | | | | | |
540 | Strategic Materials, Inc., LIBOR 3M + 7.750%(7),(8),(10) | (CCC-, C) | 10/27/25 | 9.513 | | 329,400 |
Personal & Household Products (0.6%) | | | | | |
1,950 | Serta Simmons Bedding LLC, LIBOR 1M + 8.000%(10) | (CC, Ca) | 11/08/24 | 9.000 | | 463,125 |
487 | TricorBraun Holdings, Inc., Prime + 2.750%(10) | (B-, B2) | 11/30/23 | 5.200 | | 410,646 |
| | | | | | 873,771 |
Pharmaceuticals (0.7%) | | | | | |
1,235 | Akorn, Inc., LIBOR 1W + 13.750%(10) | (CCC-, Caa3) | 04/16/21 | 15.375 | | 961,102 |
Recreation | & Travel (1.9%) | | | | | |
1,613 | Bulldog Purchaser, Inc., LIBOR 3M + 7.750%(8),(10) | (CCC, Caa3) | 09/04/26 | 8.822 | | 1,210,096 |
998 | Bulldog Purchaser, Inc., LIBOR 3M + 3.750%(10) | (B, B3) | 09/05/25 | 4.822 | | 824,658 |
1,032 | Hornblower Sub LLC, LIBOR 3M + 4.500%(10) | (CCC+, B3) | 04/27/25 | 5.950 | | 618,920 |
| | | | | | 2,653,674 |
Software - Services (2.3%) | | | | | |
175 | Almonde, Inc., LIBOR 3M + 3.500%(10) | (B-, B2) | 06/13/24 | 5.277 | | 150,822 |
2,003 | Almonde, Inc., LIBOR 3M + 7.250%(10) | (CCC, Caa2) | 06/13/25 | 9.027 | | 1,538,593 |
500 | Aston FinCo Sarl, LIBOR 3M + 4.250%(10) | (B-, B2) | 10/09/26 | 6.128 | | 448,750 |
500 | Hyland Software, Inc., LIBOR 1M + 7.000%(10) | (CCC, Caa1) | 07/07/25 | 7.989 | | 458,750 |
305 | LDiscovery LLC, LIBOR 3M + 5.875%(7),(10) | (B, B2) | 12/09/22 | 7.775 | | 262,111 |
486 | Project Leopard Holdings, Inc., LIBOR 3M + 4.250%(10) | (B, B2) | 07/07/23 | 5.700 | | 428,743 |
| | | | | | 3,287,769 |
Specialty Retail (1.0%) | | | | | |
750 | Boing U.S. Holdco, Inc., LIBOR 1M + 7.500%(7),(8),(10) | (CCC, Caa2) | 10/03/25 | 8.500 | | 543,750 |
1,000 | Sally Holdings LLC | (BB+, Ba1) | 07/05/24 | 4.500 | | 877,500 |
| | | | | | 1,421,250 |
Support - Services (1.3%) | | | | | |
742 | IG Investment Holdings LLC, LIBOR 3M + 4.000%(10) | (B-, B2) | 05/23/25 | 5.450 | | 598,751 |
931 | Nuvei Technologies Corp., LIBOR 1M + 5.000%(7),(10) | (B-, B2) | 09/29/25 | 6.000 | | 847,017 |
650 | USS Ultimate Holdings, Inc., LIBOR 3M + 7.750%(7),(8),(10) | (CCC+, Caa2) | 08/25/25 | 9.671 | | 471,250 |
| | | | | | 1,917,018 |
Telecom - Wireline Integrated & Services (0.5%) | | | | | |
875 | TVC Albany, Inc., LIBOR 1M + 7.500%(7),(8),(10) | (CCC, Caa2) | 07/23/26 | 8.490 | | 743,750 |
Theaters & | Entertainment (1.7%) | | | | | |
1,330 | Metro-Goldwyn-Mayer, Inc., LIBOR 1M + 4.500%(7),(10) | (B-, B3) | 07/03/26 | 5.500 | | 1,157,345 |
1,602 | William Morris Endeavor Entertainment LLC, LIBOR 3M + 2.750%(10) | (B, B2) | 05/18/25 | 4.037 | | 1,285,802 |
| | | | | | 2,443,147 |
TOTAL BANK LOANS (Cost $59,828,331) | | | | | 47,404,425 |
Credit Suisse Asset Management Income Fund, Inc.
Schedule of Investments (continued)
March 31, 2020 (unaudited)
Par | | Ratings† | | | | |
(000) | | (S&P/Moody's) | Maturity | Rate% | | Value |
ASSET BACKED SECURITIES (2.4%) | | | | | |
Collateralized Debt Obligations (2.4%) | | | | | |
$ 1,000 | Anchorage Credit Opportunities CLO 1 Ltd., 2019-1A, Rule 144A, | | | | | |
| LIBOR 3M + 7.550%(2),(10) | (BB-, NR) | 01/20/32 | 9.291 | $ | 645,847 |
1,000 | Battalion CLO XV Ltd., 2020-15A, Rule 144A, LIBOR 3M + | | | | | |
| 6.350%(2),(10) | (BB-, NR) | 01/17/33 | 8.012 | | 567,558 |
1,000 | KKR CLO Ltd., 16, Rule 144A, LIBOR 3M + 6.750%(2),(10) | (NR, Ba3) | 01/20/29 | 8.569 | | 666,557 |
1,000 | Oaktree CLO Ltd., 2019-4A, Rule 144A, LIBOR 3M + 7.230%(2),(10) | (BB-, NR) | 10/20/32 | 9.148 | | 692,889 |
1,000 | Symphony Credit Opportunities Fund Ltd., 2015-2A, Rule 144A, | | | | | |
| LIBOR 3M + 3.060%(2),(10) | (NR, Baa3) | 07/15/28 | 4.891 | | 841,696 |
TOTAL ASSET BACKED SECURITIES (Cost $4,930,053) | | | | | 3,414,547 |
Number of | | | | | | |
Shares | | | | | | |
COMMON STOCKS (0.9%) | | | | | |
Auto Parts & Equipment (0.7%) | | | | | |
46,071 | UCI International, Inc.(6),(7),(8),(11) | | | | | 1,036,598 |
Building & Construction (0.0%) | | | | | |
5 | White Forest Resources, Inc.(6),(7),(8),(11) | | | | | — |
Chemicals (0.1%) | | | | | | |
2,794 | Project Investor Holdings LLC(6),(7),(8),(11) | | | | | 28 |
46,574 | Proppants Holdings LLC(6),(7),(8),(11) | | | | | 129,941 |
| | | | | | 129,969 |
Energy - Exploration & Production (0.1%) | | | | | |
17,390 | Independence Contract Drilling, Inc.(11) | | | | | 24,346 |
12,239 | Talos Energy, Inc.(11) | | | | | 70,374 |
| | | | | | 94,720 |
Support - Services (0.0%) | | | | | |
800 | LTR Holdings LLC(6),(7),(8) | | | | | 40,448 |
433 | Sprint Industrial Holdings LLC, Class G(6),(7),(8),(11) | | | | | — |
39 | Sprint Industrial Holdings LLC, Class H(6),(7),(8),(11) | | | | | — |
96 | Sprint Industrial Holdings LLC, Class I(6),(7),(8),(11) | | | | | 1 |
| | | | | | 40,449 |
Theaters & Entertainment (0.0%) | | | | | |
22 | NEG Holdings LLC, Litigation Trust Units(6),(7),(8),(11) | | | | | — |
TOTAL COMMON STOCKS (Cost $2,843,136) | | | | | 1,301,736 |
WARRANT (0.0%) | | | | | |
Chemicals (0.0%) | | | | | | |
11,643 | Project Investor Holdings LLC, expires 02/20/2022(6),(7),(8),(11) (Cost $6,054) | | | | — |
SHORT-TERM INVESTMENTS (6.5%) | | | | | |
9,282,853 | State Street Navigator Securities Lending Government Money Market Portfolio, 0.24%(12) (Cost $9,282,853) | | 9,282,853 |
TOTAL INVESTMENTS AT VALUE (143.5%) (Cost $246,597,273) | | | | | 205,756,508 |
LIABILITIES IN EXCESS OF OTHER ASSETS (-43.5%) | | | | | (62,362,325) |
NET ASSETS (100.0%) | | | | $ | 143,394,183 |
INVESTMENT ABBREVIATIONS | | | | | |
1M = 1 Month
1W = 1 Week
3M = 3 Month
6M = 6 Month
LIBOR = London Interbank Offered Rate NR = Not Rated
Sarl - société à responsabilité limitée
Credit Suisse Asset Management Income Fund, Inc.
Schedule of Investments (continued)
March 31, 2020 (unaudited)
†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 or portion thereof is out on loan.
(2)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, 2020, these securities amounted to a value of $126,082,384 or 87.9% of net assets.
(3)This security is denominated in British Pound.
(4)PIK: Payment-in-kind security for which part of the income earned may be paid as additional principal.
(5)Bond is currently in default.
(6)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.
(7)Security is valued using significant unobservable inputs.
(8)Illiquid security (unaudited).
(9)This security is denominated in Euro.
(10)Variable rate obligation - The interest rate shown is the rate in effect as of March 31, 2020.
(11)Non-income producing security.
(12)Represents security purchased with cash collateral received for securities on loan. The rate shown is the annualized one-day yield at March 31, 2020.
Forward Foreign Currency Contracts | | | | | | | | |
Forward | | | Forward | | | | | | | | Net Unrealized |
Currency to be | Currency to be | Expiration | | | Value on | | Current | | Appreciation |
Purchased (Local) | | Sold (Local) | Date | Counterparty | | Settlement Date | | Value/Notional | | (Depreciation) |
EUR | 292,826 | USD | 325,731 | 10/13/20 | Deutsche Bank AG | $ | 325,731 | $ | 323,385 | $ | (2,346) |
GBP | 36,818 | USD | 44,949 | 10/13/20 | Deutsche Bank AG | | 44,949 | | 45,745 | | 796 |
GBP | 43,871 | USD | 54,312 | 10/13/20 | Barclays Bank PLC | | 54,312 | | 54,509 | | 197 |
USD | 1,951,639 | EUR | 1,736,952 | 10/13/20 | Morgan Stanley | | (1,951,639) | | (1,918,214) | | 33,425 |
USD | 84,255 | EUR | 75,212 | 10/13/20 | Deutsche Bank AG | | (84,255) | | (83,061) | | 1,194 |
USD | 665,333 | GBP | 538,587 | 10/13/20 | Morgan Stanley | | (665,333) | | (669,186) | | (3,853) |
USD | 14,424 | GBP | 10,946 | 10/13/20 | Barclays Bank PLC | | (14,424) | | (13,600) | | 824 |
USD | 18,437 | GBP | 14,876 | 10/13/20 | Deutsche Bank AG | | (18,437) | | (18,483) | | (46) |
| | | | | | | | | | $ | 30,191 |
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, 2020 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 | $ | — | $ | 144,349,217 | $ | 3,730 | $ | 144,352,947 |
Bank Loans | | — | | 30,011,161 | | 17,393,264 | | 47,404,425 |
Asset Backed Securities | | — | | 3,414,547 | | — | | 3,414,547 |
Common Stocks | | 94,720 | | — | | 1,207,016 | | 1,301,736 |
Warrant | | — | | — | | 0(1) | | 0(1) |
Short-term Investment | | — | | 9,282,853 | | — | | 9,282,853 |
| $ | 94,720 | $ | 187,057,778 | $ | 18,604,010 | $ | 205,756,508 |
Other Financial Instruments* | | | | | | | | |
Forward Foreign Currency Contracts | $ | — | $ | 36,436 | $ | — | $ | 36,436 |
Liabilities | | Level 1 | Level 2 | Level 3 | | Total |
Other Financial Instruments* | | | | | | |
Forward Foreign Currency Contracts | $ | — $ | 6,245 | $ | — $ | 6,245 |
(1)Includes zero valued securities.
* Other financial instruments include unrealized appreciation (depreciation) on forward foreign currency contracts.
The following is a reconciliation of investments as of March 31, 2020 for which significant unobservable inputs were used in determining fair value. All transfers, if any, are assumed to occur at the end of the reporting period.
| | Corporate | | Bank | | Common | | | | | |
| | Bonds | | Loans | | Stocks | | Warrant | | | Total |
Balance as of December 31, 2019 | $ | 3,730 | $ | 14,127,238 | $ | 1,648,703 | $ | 0 | (1) | $ | 15,779,671 |
|
| | | | | | | | | | |
Accrued discounts (premiums) | | - | | 13,065 | | - | | - | | | 13,065 |
| | | | | | | | |
Purchases | | - | | 4,978,573 | | - | | - | | | 4,978,573 |
| | | | | | | | |
Sales | | - | | (34,775) | | - | | - | | | (34,775) |
| | | | | | | | |
Realized gain (loss) | | - | | 637 | | - | | - | | | 637 |
| | | | | | | | |
Change in unrealized appreciation (depreciation) | | - | | (2,896,836) | | (441,687) | | - | | | (3,338,523) |
| | | | | | | |
Transfers into Level 3 | | - | | 6,947,649 | | - | | - | | | 6,947,649 |
| | | | | | | | |
Transfers out of Level 3 | | - | | (5,742,287) | | - | | - | | | (5,742,287) |
| | | | | | | | |
Balance as of March 31, 2020 | $ | 3,730 | $ | 17,393,264 | $ | 1,207,016 | $ | 0 | (1) | $ | 18,604,010 |
| | | | | | | | | | |
Net change in unrealized appreciation (depreciation) | | | | | | | | | | | |
| | | | | | | | | | |
| | | | | | | | | | |
from investments still held as of March 31, 2020 | $ | - | $ | (1,507,673) | $ | (441,687) | $ | - | | $ | (1,949,360) |
| | |
__________
(1)Includes zero valued securities.
Quantitative Disclosure About Significant Unobservable Inputs
| | Fair Value | | Valuation | | | | Range |
Asset Class | | At 03/31/2020 | | Techniques | | Unobservable Input | | (Weighted Average)* |
Corporate Bonds | $ | 3,730 | | Income Approach | | Expected remaining distribution | | $0.01 (N/A) |
Bank Loans | $ | 17,393,264 | | Vendor Pricing | | Single Broker Quote | $0.60 - $0.99 ($0.85) |
Common Stocks | $ | 1,036,598 | | Vendor Pricing | | Single Broker Quote | | $22.50 (N/A) |
| $ | 170,417 | | Market Approach | | EBITDA Multiples | 1.8 - 10.0 (8.7) |
| $ | 1 | | Income Approach | | Expected remaining distribution | $0.00 - $0.01 ($0.01) |
Warrant | $ | 0 | | Market Approach | | EBITDA Multiples | | 6.8 (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, 2020, $6,947,649 was transferred from Level 2 to Level 3 due to a lack of a pricing source supported by observable inputs and $5,742,287 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.