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Form NPORT-P CREDIT SUISSE ASSET MANA For: Mar 31

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May 26, 2022 6:08 AM EDT 

  
    NPORT-P
    false
    
      
      
        
          0000810766
          XXXXXXXX
        
      
      
      
      
      
    
  
  
    
      CREDIT SUISSE ASSET MANAGEMENT INCOME FUND INC
      811-05012
      0000810766
      549300O5MFEP1XJ40B46
      ELEVEN MADISON AVENUE
      NEW YORK
      
      10010
      212-325-2000
      CREDIT SUISSE ASSET MANAGEMENT INCOME FUND INC
      549300O5MFEP1XJ40B46
      2022-12-31
      2022-03-31
      N
    
    
      249060758.23
      79611771.68
      169448986.55
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      65500000.00000000
      0.00000000
      0.00000000
      0.00000000
      7472360.82000000
      0.00000000
      0.00000000
      1391297.42000000
      
        
          EUR
          
          
        
        
          USD
          
          
        
      
      
      
      
        
        
        
        
        
        
        
        
      
      N
      
        
          
        
        
          
            
            
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        HERENS HOLDCO SARL
        2221002FZ55AMAUX4G64
        Herens Holdco Sarl
        427169AA5
        
          
        
        800000.00000000
        PA
        USD
        718456.00000000
        0.423995454105
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2028-05-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTELLIGENT PACKAGING
        N/A
        Intelligent Packaging Ltd Finco Inc / Intelligent Packaging Ltd Co-Issuer LLC
        45827MAA5
        
          
        
        400000.00000000
        PA
        USD
        395000.00000000
        0.233108505422
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2028-09-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Amentum Government Services Holdings LLC
        5493008CT6B5L54YSE94
        Amentum Government Services Holdings LLC 2020 2nd Lien Term Loan
        02351UAB0
        
          
        
        1050000.00000000
        PA
        USD
        1044750.00000000
        0.616557243139
        Long
        LON
        CORP
        US
        N
        
        3
        
          2028-01-31
          Floating
          10.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LTR GROUP HOLDINGS LLC
        N/A
        LTR GROUP HOLDINGS LLC
        000000000
        
          
        
        800.00000000
        NS
        USD
        4705.92000000
        0.002777189817
        Long
        EC
        CORP
        US
        N
        
        3
        
          N
          N
          N
        
      
      
        Sprint Holdings LLC
        N/A
        SPRINT HOLDINGS LLC CLASS G
        000000000
        
          
        
        432.69000000
        NS
        USD
        0.00000000
        0.000000
        Long
        EC
        CORP
        US
        N
        
        3
        
          N
          N
          N
        
      
      
        Change Healthcare Holdings LLC
        549300GHXFJ3EKF50583
        Change Healthcare Holdings LLC 2017 Term Loan B
        15911AAC7
        
          
        
        2260324.33000000
        PA
        USD
        2251000.49000000
        1.328423696022
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-03-01
          Floating
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PMHC II, Inc.
        549300GYZ1T3S8OPH343
        PMHC II, Inc. 2018 1st Lien Term Loan
        69346EAB3
        
          
        
        1898931.59000000
        PA
        USD
        1888639.38000000
        1.114576970009
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-03-31
          Floating
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASTEROID PRIVATE MERGER
        549300IWRY8V2R98AJ89
        Asteroid Private Merger Sub Inc
        04625PAA9
        
          
        
        1500000.00000000
        PA
        USD
        1457610.00000000
        0.860205793895
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-11-15
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley & Co. LLC
        9R7GPTSO7KV3UQJZQ078
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -530.83000000
        -0.00031326832
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Morgan Stanley & Co. LLC
              9R7GPTSO7KV3UQJZQ078
            
            22069.15000000
            USD
            19171.91000000
            EUR
            2022-10-12
            -530.83000000
          
        
        
          N
          N
          N
        
      
      
        ASBURY AUTOMOTIVE GROUP
        549300JH4DTA7U42GL91
        Asbury Automotive Group Inc
        043436AU8
        
          
        
        40000.00000000
        PA
        USD
        38508.00000000
        0.022725423612
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ditech Holding Corporation
        Z4TM9IUZR644E7BFXU45
        Ditech Holding Corporation 2013 Term Loan
        93317CAL0
        
          
        
        570469.46000000
        PA
        USD
        113617.55000000
        0.067051182962
        Long
        LON
        CORP
        US
        N
        
        2
        
          2022-06-30
          None
          0.00000000
          Y
          Y
          N
        
        
          N
          N
          N
        
      
      
        JASON INC
        N/A
        JASON INC
        000000000
        
          
        
        18270.25000000
        NS
        USD
        191837.63000000
        0.113212615729
        Long
        EC
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        STANDARD INDUSTRIES INC
        54930064UHXCIUWVI755
        Standard Industries Inc/NJ
        853496AG2
        
          
        
        800000.00000000
        PA
        USD
        736996.00000000
        0.434936800157
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-07-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US FOODS INC
        5493000JOOFAOUY1JZ87
        US Foods Inc
        90290MAE1
        
          
        
        800000.00000000
        PA
        USD
        743476.00000000
        0.438760959942
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIENA CORP
        W0CZ7N0GH8UIGXDM1H41
        Ciena Corp
        171779AL5
        
          
        
        1200000.00000000
        PA
        USD
        1156746.00000000
        0.682651471425
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-31
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ACRISURE LLC / FIN INC
        N/A
        Acrisure LLC / Acrisure Finance Inc
        00489LAA1
        
          
        
        1801000.00000000
        PA
        USD
        1775840.03000000
        1.048008646234
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PIKE CORP
        549300P4EKEP6HK0NC58
        Pike Corp
        721283AA7
        
          
        
        400000.00000000
        PA
        USD
        377692.00000000
        0.222894221848
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Golden Nugget, LLC
        N/A
        Golden Nugget, LLC 2020 Initial Term Loan
        51509HAC5
        
          
        
        15100.12000000
        PA
        USD
        16157.13000000
        0.009535099813
        Long
        LON
        CORP
        US
        N
        
        3
        
          2023-10-04
          Floating
          13.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANPACK SA/CANPACK US
        N/A
        Canpack SA / Canpack US LLC
        13806CAA0
        
          
        
        250000.00000000
        PA
        USD
        219145.00000000
        0.129328008660
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2029-11-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TECHNICOLOR SA
        N/A
        TECHNICOLOR SA
        000000000
        
          
        
        800000.00000000
        PA
        
        867867.22000000
        0.512170203947
        Long
        DBT
        CORP
        US
        N
        
        3
        
          2029-05-31
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMMSCOPE INC
        549300Z6K4JXMFE8QY54
        CommScope Inc
        203372AX5
        
          
        
        685000.00000000
        PA
        USD
        632850.95000000
        0.373475795214
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-09-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Owens & Minor Inc
        549300LMT5KQQXCEZ733
        Owens & Minor Inc
        690732AE2
        
          
        
        1518000.00000000
        PA
        USD
        1542895.20000000
        0.910536693912
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-12-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LAMB WESTON HLD
        5493005SMYID1D2OY946
        Lamb Weston Holdings Inc
        513272AD6
        
          
        
        140000.00000000
        PA
        USD
        130970.00000000
        0.077291698620
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-31
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TALLGRASS NRG PRTNR/FIN
        N/A
        Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp
        87470LAH4
        
          
        
        500000.00000000
        PA
        USD
        527410.00000000
        0.311250017328
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LTI Holdings, Inc.
        5493003GUY3WBOTOAP97
        LTI Holdings, Inc. 2018 Add On 1st Lien Term Loan
        50217UAS6
        
          
        
        438636.39000000
        PA
        USD
        429497.40000000
        0.253467081004
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-09-06
          Floating
          3.95700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Zep Inc.
        NU75S1Y8UH3706J5CS61
        Zep Inc. 2017 1st Lien Term Loan
        98944EAN2
        
          
        
        544194.84000000
        PA
        USD
        522427.05000000
        0.308309338778
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-08-12
          Floating
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STONEX GROUP INC
        549300JUF07L8VF02M60
        StoneX Group Inc
        46116VAE5
        
          
        
        901000.00000000
        PA
        USD
        939733.99000000
        0.554582242793
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-15
          Fixed
          8.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dayco Products, LLC
        549300KMSX88XFVFQO13
        Dayco Products, LLC 2017 Term Loan B
        239579BA2
        
          
        
        723900.00000000
        PA
        USD
        711832.59000000
        0.420086661179
        Long
        LON
        CORP
        US
        N
        
        2
        
          2023-05-19
          Floating
          4.75800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oaktree CLO Ltd
        N/A
        Oaktree CLO 2019-4 Ltd
        67400JAA1
        
          
        
        1000000.00000000
        PA
        USD
        982410.00000000
        0.579767409650
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-10-20
          Floating
          7.48400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PMHC II INC
        549300GYZ1T3S8OPH343
        PMHC II Inc
        69357VAA3
        
          
        
        1425000.00000000
        PA
        USD
        1255724.25000000
        0.741063299088
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-15
          Fixed
          9.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAUSCH HEALTH COS INC
        KOO0397YRO83WY5MGD97
        Bausch Health Cos Inc
        91911XAV6
        
          
        
        500000.00000000
        PA
        USD
        513437.50000000
        0.303004172791
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-01
          Fixed
          9.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENNECO INC
        549300U0EXXFAQFAD785
        Tenneco Inc
        880349AS4
        
          
        
        250000.00000000
        PA
        USD
        263221.25000000
        0.155339524513
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUNCOKE ENERGY INC
        1KF1J2NXQE2PI0QOB943
        SunCoke Energy Inc
        86722AAD5
        
          
        
        1129000.00000000
        PA
        USD
        1065776.00000000
        0.628965697405
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-30
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TVC Albany, Inc.
        213800NZ3NYANI524X07
        TVC Albany, Inc. 2018 2nd Lien Term Loan
        33941LAE6
        
          
        
        875000.00000000
        PA
        USD
        844375.00000000
        0.498306314597
        Long
        LON
        CORP
        US
        N
        
        3
        
          2026-07-23
          Floating
          7.95700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OLYMPUS WTR US HLDG CORP
        549300YU2GGVCBN3MY89
        Olympus Water US Holding Corp
        681639AB6
        
          
        
        350000.00000000
        PA
        USD
        310422.00000000
        0.183194958152
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-01
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        EG GLOBAL FINANCE PLC
        549300TL8Q5207VYET27
        eG Global Finance PLC
        28228PAB7
        
          
        
        950000.00000000
        PA
        USD
        974106.25000000
        0.574866967240
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-10-30
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Anchorage Capital CLO LTD
        5493004RXURZCE1LR038
        Anchorage Capital CLO 25 Ltd
        03329XAA3
        
          
        
        1000000.00000000
        PA
        USD
        974956.00000000
        0.575368445601
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2035-04-20
          Floating
          7.41100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GTT Communications Inc
        549300ETSL7K1ZX05H30
        GTT Communications Inc
        362393AA8
        
          
        
        2651000.00000000
        PA
        USD
        271727.50000000
        0.160359471916
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-12-31
          None
          0.00000000
          Y
          Y
          N
        
        
          N
          N
          N
        
      
      
        Battalion CLO LTD
        549300CJP8HGT746II19
        Battalion Clo XV Ltd
        07131CAA8
        
          
        
        1000000.00000000
        PA
        USD
        966958.00000000
        0.570648440977
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2033-01-17
          Floating
          6.59100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CDK Global Inc
        5493000L10CYRTHIJ385
        CDK Global Inc
        12508EAF8
        
          
        
        610000.00000000
        PA
        USD
        615901.75000000
        0.363473256783
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Traverse Midstream Partners LLC
        549300DHTM8B2X5QMJ22
        Traverse Midstream Partners LLC 2017 Term Loan
        89435TAB0
        
          
        
        1144211.91000000
        PA
        USD
        1141351.38000000
        0.673566365451
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-09-27
          Floating
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank AG
        7LTWFZYICNSX8D621K86
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -480.45000000
        -0.00028353666
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Deutsche Bank AG
              7LTWFZYICNSX8D621K86
            
            17460.52000000
            USD
            15114.47000000
            EUR
            2022-10-12
            -480.45000000
          
        
        
          N
          N
          N
        
      
      
        ACRISURE LLC / FIN INC
        N/A
        Acrisure LLC / Acrisure Finance Inc
        00489LAD5
        
          
        
        1000000.00000000
        PA
        USD
        1066210.00000000
        0.629221821686
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-01
          Fixed
          10.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WOLVERINE WORLD WIDE
        549300OVC7PK14LQ8D87
        Wolverine World Wide Inc
        978097AG8
        
          
        
        450000.00000000
        PA
        USD
        400185.00000000
        0.236168423398
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORTHERN OIL AND GAS INC
        OKFF0PIZDDMNH4UCYE51
        Northern Oil and Gas Inc
        665531AG4
        
          
        
        595000.00000000
        PA
        USD
        620828.95000000
        0.366381034575
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-01
          Fixed
          8.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLIED UNIVERSAL
        N/A
        Allied Universal Holdco LLC / Allied Universal Finance Corp
        019576AC1
        
          
        
        1300000.00000000
        PA
        USD
        1145514.50000000
        0.676023222872
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIRGIN MEDIA SECURED FIN
        213800X3RLP4NOTPY579
        Virgin Media Secured Finance PLC
        000000000
        
          
        
        500000.00000000
        PA
        
        668092.82000000
        0.394273718363
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2027-04-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NFP CORP
        VO2L9FZNXDJNQNEYH039
        NFP Corp
        65342RAE0
        
          
        
        625000.00000000
        PA
        USD
        598071.88000000
        0.352950992612
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLOBAL NET LEASE/GLOBAL
        N/A
        Global Net Lease Inc / Global Net Lease Operating Partnership LP
        37892AAA8
        
          
        
        1071000.00000000
        PA
        USD
        990584.32000000
        0.584591469189
        Long
        DBT
        
        US
        N
        
        2
        
          2027-12-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAZZ SECURITIES DAC
        6354009DV8VV7K6KOO02
        Jazz Securities DAC
        47216FAA5
        
          
        
        1100000.00000000
        PA
        USD
        1068589.50000000
        0.630626079126
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2029-01-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSC Holdings LLC
        3HG2WD2W22M120IUNG49
        CSC Holdings LLC
        126307AQ0
        
          
        
        50000.00000000
        PA
        USD
        49653.25000000
        0.029302771890
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIX FLAGS THEME PARKS
        5493003MX0ZXTM8EVY68
        Six Flags Theme Parks Inc
        83001WAC8
        
          
        
        350000.00000000
        PA
        USD
        365863.75000000
        0.215913802406
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        API ESCROW CORP
        N/A
        APi Escrow Corp
        00185PAA9
        
          
        
        400000.00000000
        PA
        USD
        372256.00000000
        0.219686176694
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASBURY AUTOMOTIVE GROUP
        549300JH4DTA7U42GL91
        Asbury Automotive Group Inc
        043436AX2
        
          
        
        200000.00000000
        PA
        USD
        186184.00000000
        0.109876136641
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Street Global Advisors
        5493008BJIBKQ5KTIF74
        State Street Navigator Securities Lending Government Money Market Portfolio
        857492706
        
          
        
        4993172.50000000
        NS
        USD
        4993172.50000000
        2.946711338711
        Long
        STIV
        RF
        US
        N
        
        2
        
          
          N
          N
        
      
      
        GRAFTECH FINANCE INC
        1Z010BU876CF2HDBIN43
        GrafTech Finance Inc
        384311AA4
        
          
        
        1698000.00000000
        PA
        USD
        1582255.83000000
        0.933765295511
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank AG
        7LTWFZYICNSX8D621K86
        PURCHASED GBP / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -725.64000000
        -0.00042823507
        N/A
        DFE
        
        GB
        N
        
        2
        
          
            
              Deutsche Bank AG
              7LTWFZYICNSX8D621K86
            
            17782.95000000
            USD
            12952.38000000
            GBP
            2022-10-12
            -725.64000000
          
        
        
          N
          N
          N
        
      
      
        WOOF Holdings, Inc
        N/A
        WOOF Holdings, Inc 2nd Lien Term Loan
        98082EAD6
        
          
        
        800000.00000000
        PA
        USD
        793000.00000000
        0.467987455189
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-12-21
          Floating
          8.17800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bausch Health Companies Inc.
        KOO0397YRO83WY5MGD97
        Bausch Health Companies Inc. 2018 Term Loan B
        000000000
        
          
        
        880000.00000000
        PA
        USD
        874500.00000000
        0.516084526561
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-06-02
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PENINSULA PACIFIC ENTERT
        N/A
        Peninsula Pacific Entertainment LLC / Peninsula Pacific Entertainment Finance In
        70715XAA4
        
          
        
        320000.00000000
        PA
        USD
        354480.00000000
        0.209195703802
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-15
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        William Morris Endeavor Entertainment, LLC
        5493008R7J9HEQ30DZ33
        William Morris Endeavor Entertainment, LLC 2018 1st Lien Term Loan
        96925HAF9
        
          
        
        1572482.90000000
        PA
        USD
        1548573.30000000
        0.913887613923
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-05-18
          Floating
          3.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Electrical Components International, Inc.
        N/A
        Electrical Components International, Inc. 2021 Term Loan B
        29279EAG7
        
          
        
        1036550.01000000
        PA
        USD
        1015819.01000000
        0.599483673925
        Long
        LON
        CORP
        US
        N
        
        3
        
          2025-06-26
          Floating
          11.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSDIGM INC
        88Q84GB3X55CF5OC7582
        TransDigm Inc
        893647BH9
        
          
        
        800000.00000000
        PA
        USD
        827412.00000000
        0.488295632122
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROCKIES EXPRESS PIPELINE
        W2ZGZGZKY5GGNY6F3V51
        Rockies Express Pipeline LLC
        77340RAT4
        
          
        
        610000.00000000
        PA
        USD
        579094.35000000
        0.341751439055
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-15
          Fixed
          4.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRINSEO OP / TRINSEO FIN
        N/A
        Trinseo Materials Operating SCA / Trinseo Materials Finance Inc
        89668QAF5
        
          
        
        400000.00000000
        PA
        USD
        369856.00000000
        0.218269821218
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2029-04-01
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Natural Foods, Inc.
        549300GKGW6WPZ282D40
        United Natural Foods, Inc. Term Loan B
        91116KAB1
        
          
        
        518386.72000000
        PA
        USD
        514960.18000000
        0.303902779523
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-10-22
          Floating
          3.70700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bausch Health Cos Inc
        B3BS7ACMDUWISF18KY76
        Bausch Health Cos Inc
        91911KAP7
        
          
        
        250000.00000000
        PA
        USD
        259275.00000000
        0.153010652514
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2025-12-15
          Fixed
          9.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MOZART DEBT MERGER SUB
        N/A
        Mozart Debt Merger Sub Inc
        62482BAA0
        
          
        
        800000.00000000
        PA
        USD
        740020.00000000
        0.436721408057
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-01
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CDI ESCROW ISSUER INC
        N/A
        CDI Escrow Issuer Inc
        12511VAA6
        
          
        
        800000.00000000
        PA
        USD
        809000.00000000
        0.477429825029
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sprint Holdings LLC
        N/A
        SPRINT HOLDINGS LLC CLASS H
        000000000
        
          
        
        39.24000000
        NS
        USD
        0.00000000
        0.000000
        Long
        EC
        CORP
        US
        N
        
        3
        
          N
          N
          N
        
      
      
        Vida Capital INC.
        2549001PDYPC4244EX25
        Vida Capital INC. 2019 Term Loan
        92648EAB0
        
          
        
        980375.00000000
        PA
        USD
        902763.61000000
        0.532764242726
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-10-01
          Floating
          6.45700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hornblower Sub, LLC
        N/A
        Hornblower Sub, LLC 2020 Repriced Term Loan B
        44055EAG6
        
          
        
        531401.69000000
        PA
        USD
        477730.12000000
        0.281931529793
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-04-27
          Floating
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Epicor Software Corporation
        JGNXVGGGXR4O1L5I7S73
        Epicor Software Corporation 2020 2nd Lien Term Loan
        29426NAQ7
        
          
        
        1250000.00000000
        PA
        USD
        1279687.50000000
        0.755205165905
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-07-30
          Floating
          8.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KAISER ALUMINUM CORP
        N/A
        Kaiser Aluminum Corp
        483007AL4
        
          
        
        400000.00000000
        PA
        USD
        359288.00000000
        0.212033135939
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Polar US Borrower, LLC
        549300VWTN2NKZWJ5F70
        Polar US Borrower, LLC 2018 1st Lien Term Loan
        80643UAB4
        
          
        
        1451525.42000000
        PA
        USD
        1411608.47000000
        0.833058077679
        Long
        LON
        CORP
        US
        N
        
        3
        
          2025-10-15
          Floating
          4.98800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ITT HOLDINGS LLC
        549300TH2PHOLK31LB42
        ITT Holdings LLC
        45074JAA2
        
          
        
        980000.00000000
        PA
        USD
        907244.80000000
        0.535408808557
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EAGLE INT GLO/RUYI US FI
        N/A
        Eagle Intermediate Global Holding BV/Ruyi US Finance LLC
        26963PAA2
        
          
        
        1850000.00000000
        PA
        USD
        1669958.00000000
        0.985522565817
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2025-05-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMMSCOPE TECH LLC
        M4TWC4QDOKW45N7T6Y12
        CommScope Technologies LLC
        20337YAA5
        
          
        
        759000.00000000
        PA
        USD
        725740.62000000
        0.428294458867
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bulldog Purchaser Inc.
        N/A
        Bulldog Purchaser Inc. 2018 Term Loan
        12021UAC7
        
          
        
        978146.92000000
        PA
        USD
        928364.13000000
        0.547872341346
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-09-05
          Floating
          4.25800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Street Global Advisors
        549300BZ5TGIFZUZDZ37
        State Street Institutional US Government Money Market Fund
        857492706
        
          
        
        7072028.45000000
        NS
        USD
        7072028.45000000
        4.173544258946
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        II-VI INC
        549300O5C25A0MMHHU33
        II-VI Inc
        902104AC2
        
          
        
        431000.00000000
        PA
        USD
        422994.18000000
        0.249629217980
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-12-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Churchill Downs Inc
        529900FODTBQC8MIS994
        Churchill Downs Inc
        171484AE8
        
          
        
        231000.00000000
        PA
        USD
        224504.28000000
        0.132490777649
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMN HEALTHCARE INC
        549300H27NUKBFFQEE84
        AMN Healthcare Inc
        00175PAC7
        
          
        
        1060000.00000000
        PA
        USD
        983913.20000000
        0.580654520296
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CommerceHub, Inc.
        549300V3JZOSIRXFRG67
        CommerceHub, Inc. 2020 2nd Lien Term Loan
        20084XAJ3
        
          
        
        600000.00000000
        PA
        USD
        557250.00000000
        0.328860037079
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-12-29
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LTI Holdings, Inc.
        5493003GUY3WBOTOAP97
        LTI Holdings, Inc. 2018 2nd Lien Term Loan
        50217UAV9
        
          
        
        798263.86000000
        PA
        USD
        784693.37000000
        0.463085313153
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-09-06
          Floating
          7.20700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deerfield Dakota Holding, LLC
        549300FDREJLOIGXY104
        Deerfield Dakota Holding, LLC 2021 USD 2nd Lien Term Loan
        24440EAG2
        
          
        
        865384.62000000
        PA
        USD
        867548.08000000
        0.511981864078
        Long
        LON
        CORP
        US
        N
        
        3
        
          2028-04-07
          Floating
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Atotech B.V.
        549300RVASWYF4HCO804
        Atotech B.V. 2021 USD Term Loan B
        000000000
        
          
        
        3585989.98000000
        PA
        USD
        3550578.33000000
        2.095367108585
        Long
        LON
        CORP
        NL
        
        N
        
        2
        
          2028-03-18
          Floating
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Finastra USA, Inc.
        549300ZB2RO6QC7YTK71
        Finastra USA, Inc. USD 1st Lien Term Loan
        02034DAC1
        
          
        
        466676.92000000
        PA
        USD
        461480.47000000
        0.272341829476
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-06-13
          Floating
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROCKIES EXPRESS PIPELINE
        W2ZGZGZKY5GGNY6F3V51
        Rockies Express Pipeline LLC
        77340RAR8
        
          
        
        1180000.00000000
        PA
        USD
        1145367.00000000
        0.675936176025
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-15
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JACOBS ENTERTAINMENT INC
        5493004U9JIWY3HSUO63
        Jacobs Entertainment Inc
        469815AK0
        
          
        
        675000.00000000
        PA
        USD
        679245.75000000
        0.400855598979
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US FOODS INC
        5493000JOOFAOUY1JZ87
        US Foods Inc
        90290MAD3
        
          
        
        250000.00000000
        PA
        USD
        238766.25000000
        0.140907452361
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GrafTech Finance, Inc.
        1Z010BU876CF2HDBIN43
        GrafTech Finance, Inc. 2018 Term Loan B
        38431EAB4
        
          
        
        266974.21000000
        PA
        USD
        264638.19000000
        0.156175728983
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-02-12
          Floating
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIAMOND SPORTS GR/DIAMON
        N/A
        Diamond Sports Group LLC / Diamond Sports Finance Co
        25277LAF3
        
          
        
        615000.00000000
        PA
        USD
        239075.10000000
        0.141089719606
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-15
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Granite Holdings US Acquisition Co.
        N/A
        Granite Holdings US Acquisition Co. 2021 Term Loan B
        38740TAE1
        
          
        
        489149.88000000
        PA
        USD
        484869.82000000
        0.286145010290
        Long
        LON
        CORP
        US
        N
        
        3
        
          2026-09-30
          Floating
          5.06300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Anchorage Credit Funding Ltd.
        549300VR9XUOV1E0U888
        Anchorage Credit Funding 4 Ltd
        03329VAG4
        
          
        
        500000.00000000
        PA
        USD
        428528.00000000
        0.252894991421
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2039-04-27
          Fixed
          6.65900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CA MAGNUM HOLDINGS
        549300ZRDHFR078MFZ78
        CA Magnum Holdings
        12674CAA1
        
          
        
        235000.00000000
        PA
        USD
        232062.50000000
        0.136951246935
        Long
        DBT
        CORP
        MU
        
        N
        
        2
        
          2026-10-31
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LIVE NATION ENTERTAINMEN
        5493007B9BM9ZXJINO78
        Live Nation Entertainment Inc
        538034AN9
        
          
        
        700000.00000000
        PA
        USD
        713958.00000000
        0.421340967884
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLIANT HOLD / CO-ISSUER
        N/A
        Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer
        01883LAA1
        
          
        
        181000.00000000
        PA
        USD
        179508.56000000
        0.105936638309
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENDURANCE INTERNATIONAL
        549300UTQC2651SB0W88
        Endurance International Group Holdings Inc
        29279XAA8
        
          
        
        1575000.00000000
        PA
        USD
        1361705.63000000
        0.803608010720
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DORNOCH DEBT MERGER SUB
        N/A
        Dornoch Debt Merger Sub Inc
        25830JAA9
        
          
        
        1400000.00000000
        PA
        USD
        1219008.00000000
        0.719395273361
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-15
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        VMED O2 UK FINAN
        213800MRR46ECNGZ7L69
        Vmed O2 UK Financing I PLC
        92858RAA8
        
          
        
        400000.00000000
        PA
        USD
        366364.00000000
        0.216209024001
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2031-01-31
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GRANITE US HOLDINGS CORP
        N/A
        Granite US Holdings Corp
        38748YAA0
        
          
        
        1300000.00000000
        PA
        USD
        1373053.50000000
        0.810304934809
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-01
          Fixed
          11.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hornblower Sub, LLC
        N/A
        Hornblower Sub, LLC 2020 Term Loan
        44055EAF8
        
          
        
        773195.88000000
        PA
        USD
        800257.74000000
        0.472270596769
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-11-10
          Floating
          9.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEWS CORP
        549300ITS31QK8VRBQ14
        News Corp
        65249BAB5
        
          
        
        200000.00000000
        PA
        USD
        201230.00000000
        0.118755505180
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citco Funding LLC
        N/A
        Citco Funding LLC 2017 Term Loan
        17302JAC1
        
          
        
        893677.69000000
        PA
        USD
        885303.93000000
        0.522460445485
        Long
        LON
        CORP
        US
        N
        
        2
        
          2023-09-28
          Floating
          3.50600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LIVE NATION ENTERTAINMEN
        5493007B9BM9ZXJINO78
        Live Nation Entertainment Inc
        538034AK5
        
          
        
        1025000.00000000
        PA
        USD
        1030880.94000000
        0.608372443523
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-11-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NFP CORP
        VO2L9FZNXDJNQNEYH039
        NFP Corp
        65342RAD2
        
          
        
        2712000.00000000
        PA
        USD
        2586624.24000000
        1.526491419431
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-15
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cedar Funding Ltd
        549300PQ60B57EBTK013
        Cedar Funding VI CLO Ltd
        15032CAE3
        
          
        
        1000000.00000000
        PA
        USD
        952640.00000000
        0.562198700267
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-04-20
          Floating
          6.97400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NAVIOS MARITIME HLDS/FIN
        N/A
        Navios Maritime Holdings Inc / Navios Maritime Finance II US Inc
        639365AH8
        
          
        
        899000.00000000
        PA
        USD
        896051.28000000
        0.528802973829
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2022-08-15
          Fixed
          11.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CPI CG INC
        N/A
        CPI CG Inc
        12598FAA7
        
          
        
        136000.00000000
        PA
        USD
        132526.56000000
        0.078210299570
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          8.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ERO COPPER CORP
        549300KL8A21SEIO8I47
        ERO Copper Corp
        296006AA7
        
          
        
        1200000.00000000
        PA
        USD
        1172172.00000000
        0.691755096247
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2030-02-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WINNEBAGO INDUSTRIES
        549300B7OYKYJLTE3G11
        Winnebago Industries Inc
        974637AC4
        
          
        
        675000.00000000
        PA
        USD
        683444.25000000
        0.403333335840
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HARSCO CORP
        KAO98FK89NPNNPQGUZ43
        Harsco Corp
        415864AM9
        
          
        
        1638000.00000000
        PA
        USD
        1589253.12000000
        0.937894733015
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-31
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAUSCH HEALTH COS INC
        B3BS7ACMDUWISF18KY76
        Bausch Health Cos Inc
        071734AJ6
        
          
        
        700000.00000000
        PA
        USD
        551001.50000000
        0.325172496583
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2030-01-30
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OPEN TEXT HOLDINGS INC
        N/A
        Open Text Holdings Inc
        683720AC0
        
          
        
        225000.00000000
        PA
        USD
        211127.63000000
        0.124596572867
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-12-01
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSC HOLDINGS LLC
        3HG2WD2W22M120IUNG49
        CSC Holdings LLC
        126307BH9
        
          
        
        600000.00000000
        PA
        USD
        537855.00000000
        0.317414114389
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-11-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank AG
        7LTWFZYICNSX8D621K86
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        1052.43000000
        0.000621089580
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Deutsche Bank AG
              7LTWFZYICNSX8D621K86
            
            46543.57000000
            USD
            42366.63000000
            EUR
            2022-10-12
            1052.43000000
          
        
        
          N
          N
          N
        
      
      
        PGT INNOVATIONS INC
        549300LRW9WM59C1S579
        PGT Innovations Inc
        69336VAB7
        
          
        
        1600000.00000000
        PA
        USD
        1498512.00000000
        0.884344032094
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-01
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA Inc
        L3CJ6J7LJ2DX62FTXD46
        HCA Inc
        404121AJ4
        
          
        
        300000.00000000
        PA
        USD
        324394.50000000
        0.191440802689
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-01
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US Radiology Specialists, Inc.
        N/A
        US Radiology Specialists, Inc. 2020 Term Loan
        90372AAJ7
        
          
        
        1619715.56000000
        PA
        USD
        1616848.66000000
        0.954180188928
        Long
        LON
        CORP
        US
        N
        
        2
        
          2027-12-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CNX MIDSTREAM PART LP
        N/A
        CNX Midstream Partners LP
        12654AAA9
        
          
        
        800000.00000000
        PA
        USD
        750080.00000000
        0.442658298094
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MADISON IAQ LLC
        549300IXDNBXNHUPBU73
        Madison IAQ LLC
        55760LAB3
        
          
        
        400000.00000000
        PA
        USD
        355554.00000000
        0.209829522878
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-30
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Strategic Materials, Inc.
        N/A
        Strategic Materials, Inc. 2nd Lien Term Loan
        86274EAE7
        
          
        
        540000.00000000
        PA
        USD
        310500.00000000
        0.183240989705
        Long
        LON
        CORP
        US
        N
        
        3
        
          2025-10-31
          Floating
          8.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIRIUS XM RADIO INC
        WP5O65E6BMU84LNO4227
        Sirius XM Radio Inc
        82967NBJ6
        
          
        
        200000.00000000
        PA
        USD
        190271.00000000
        0.112288071987
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PAYSAFE FIN PLC/PAYSAFE
        N/A
        Paysafe Finance PLC / Paysafe Holdings US Corp
        70452AAA1
        
          
        
        200000.00000000
        PA
        USD
        170622.00000000
        0.100692251676
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2029-06-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Project Investor Holdings, LLC
        N/A
        PROJECT INVESTOR HOLDINGS, LLC
        000000000
        
          
        
        2794.00000000
        NS
        USD
        27.94000000
        0.000016488738
        Long
        EC
        CORP
        US
        N
        
        3
        
          N
          N
          N
        
      
      
        OPTION CARE HEALTH INC
        549300DI3Q5ACSYJRI17
        Option Care Health Inc
        68404LAA0
        
          
        
        200000.00000000
        PA
        USD
        187867.00000000
        0.110869355919
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-31
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCPR SR SECURED FIN DAC
        549300LE5FM8IKMXSP90
        LCPR Senior Secured Financing DAC
        50201DAA1
        
          
        
        1193000.00000000
        PA
        USD
        1227167.52000000
        0.724210598708
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2027-10-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CommScope Inc
        549300Z6K4JXMFE8QY54
        CommScope Inc
        20338QAA1
        
          
        
        650000.00000000
        PA
        USD
        633850.75000000
        0.374065825299
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-01
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GCP APPLIED TECHNOLOGIES
        5493007G654QKQVEKV09
        GCP Applied Technologies Inc
        36164YAB7
        
          
        
        500000.00000000
        PA
        USD
        507622.50000000
        0.299572461503
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RYAN SPECIALTY GROUP
        549300K52N7QBO3PYY45
        Ryan Specialty Group LLC
        78351MAA0
        
          
        
        800000.00000000
        PA
        USD
        757000.00000000
        0.446742123049
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-01
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Idemia Group
        5493008QGYPD024OYL95
        Idemia Group 2021 USD Term Loan B3
        000000000
        
          
        
        1537397.38000000
        PA
        USD
        1519140.79000000
        0.896518073627
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2026-01-09
          Floating
          5.50600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carestream Health, Inc.
        5493008C1W5RQW9E4I05
        Carestream Health, Inc. 2020 Extended Term Loan
        14173VAN3
        
          
        
        548494.58000000
        PA
        USD
        543009.63000000
        0.320456109567
        Long
        LON
        CORP
        US
        N
        
        2
        
          2023-05-08
          Floating
          7.75600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVIENT CORP
        SM8L9RZYIB34LNTWO040
        Avient Corp
        73179PAM8
        
          
        
        200000.00000000
        PA
        USD
        205660.00000000
        0.121369861329
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMPASS GROUP DIVERSIFIE
        549300I6PTUQPX21TE93
        Compass Group Diversified Holdings LLC
        20451RAC6
        
          
        
        600000.00000000
        PA
        USD
        542562.00000000
        0.320191941566
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MERLIN ENTERTAINMENTS
        549300ZTI0VEFO6WV007
        Merlin Entertainments Ltd
        59010QAB2
        
          
        
        1227000.00000000
        PA
        USD
        1212895.64000000
        0.715788075629
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-06-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENESIS ENERGY LP/GENESI
        N/A
        Genesis Energy LP / Genesis Energy Finance Corp
        37185LAF9
        
          
        
        750000.00000000
        PA
        USD
        746336.25000000
        0.440448931088
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CORELOGIC INC
        54930086CD8K2UIL0516
        CoreLogic Inc
        21871DAD5
        
          
        
        1600000.00000000
        PA
        USD
        1511848.00000000
        0.892214247356
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARBLE POINT CLO XXIII LTD.
        N/A
        Marble Point CLO XXIII Ltd
        56607TAQ8
        
          
        
        1000000.00000000
        PA
        USD
        950421.00000000
        0.560889161600
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2035-01-22
          Floating
          5.84300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SURGERY CENTER HOLDINGS
        54930054EVI5HWPPW113
        Surgery Center Holdings Inc
        86881WAD4
        
          
        
        500000.00000000
        PA
        USD
        525800.00000000
        0.310299878863
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          10.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        POWDR CORP
        549300XIF5ZPMVRIGO50
        Powdr Corp
        73900LAA9
        
          
        
        589000.00000000
        PA
        USD
        604699.78000000
        0.356862435303
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-08-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tacala, LLC
        549300XTM341KBSTDI88
        Tacala, LLC 2nd Lien Term Loan
        873412AC4
        
          
        
        200000.00000000
        PA
        USD
        197750.00000000
        0.116701789739
        Long
        LON
        CORP
        US
        N
        
        2
        
          2028-02-04
          Floating
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Akorn, Inc.
        N/A
        Akorn, Inc. 2020 Take Back Term Loan
        00972HAB2
        
          
        
        775882.79000000
        PA
        USD
        778792.35000000
        0.459602837323
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-10-01
          Floating
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Diamond Sports Group, LLC
        5493002K6DHWNZH8YA34
        Diamond Sports Group, LLC 2022 First Priority Term Loan
        25277BAE8
        
          
        
        118024.81000000
        PA
        USD
        120049.53000000
        0.070847003835
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-05-26
          Floating
          9.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LAREDO PETROLEUM INC
        549300X0PTWU2QSLSL14
        Laredo Petroleum Inc
        516806AH9
        
          
        
        235000.00000000
        PA
        USD
        237676.65000000
        0.140264426975
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-31
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        AqGen Ascensus, Inc.
        549300K5MHNFPEU2RK82
        AqGen Ascensus, Inc. 2021 2nd Lien Term Loan
        000000000
        
          
        
        1500000.00000000
        PA
        USD
        1490625.00000000
        0.879689533911
        Long
        LON
        CORP
        US
        N
        
        3
        
          2029-08-02
          Floating
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank AG
        7LTWFZYICNSX8D621K86
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -981.58000000
        -0.00057927758
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Deutsche Bank AG
              7LTWFZYICNSX8D621K86
            
            22637.39000000
            USD
            19276.49000000
            EUR
            2022-10-12
            -981.58000000
          
        
        
          N
          N
          N
        
      
      
        MGM GROWTH/MGM FINANCE
        N/A
        MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc
        55303XAJ4
        
          
        
        750000.00000000
        PA
        USD
        795468.75000000
        0.469444383348
        Long
        DBT
        
        US
        N
        
        2
        
          2027-02-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HILLENBRAND INC
        U246OE781574J2BUD366
        Hillenbrand Inc
        431571AD0
        
          
        
        400000.00000000
        PA
        USD
        410510.00000000
        0.242261702685
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PARK RIVER HOLDINGS INC
        N/A
        Park River Holdings Inc
        70082LAB3
        
          
        
        650000.00000000
        PA
        USD
        543686.00000000
        0.320855268048
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-01
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ECO MATERIAL TECH INC
        N/A
        Eco Material Technologies Inc
        27900QAA4
        
          
        
        750000.00000000
        PA
        USD
        747007.50000000
        0.440845068010
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-31
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HERENS MIDCO SARL
        222100BJH5XPZD1JHF79
        Herens Midco Sarl
        000000000
        
          
        
        800000.00000000
        PA
        
        764871.41000000
        0.451387420823
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2029-05-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ferro Corporation
        1YTO5R7OHOPE81ZNYD08
        Ferro Corporation 2018 USD Term Loan B3
        315409AN2
        
          
        
        190458.22000000
        PA
        USD
        190220.15000000
        0.112258062956
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-02-14
          Floating
          3.25600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASBURY AUTOMOTIVE GROUP
        549300JH4DTA7U42GL91
        Asbury Automotive Group Inc
        043436AW4
        
          
        
        200000.00000000
        PA
        USD
        187338.00000000
        0.110557167566
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-11-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW FORTRESS ENERGY INC
        N/A
        New Fortress Energy Inc
        644393AB6
        
          
        
        950000.00000000
        PA
        USD
        939265.00000000
        0.554305469229
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-30
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank AG
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -5640.83000000
        -0.00332892519
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank AG
              7LTWFZYICNSX8D621K86
            
            421000.00000000
            EUR
            467323.77000000
            USD
            2022-10-12
            -5640.83000000
          
        
        
          N
          N
          N
        
      
      
        Bright Bidco B.V.
        549300IL6Q1JWU688H15
        Bright Bidco B.V. 2018 Term Loan B
        000000000
        
          
        
        0.00000000
        PA
        USD
        0.00000000
        0.000000
        Long
        LON
        CORP
        NL
        N
        
        2
        
          2024-06-30
          Floating
          4.77400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GTCR AP Finance Inc
        N/A
        GTCR AP Finance Inc
        40060QAA3
        
          
        
        780000.00000000
        PA
        USD
        790015.20000000
        0.466225981096
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-15
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Newmark Group Inc
        N/A
        Newmark Group Inc
        65158NAB8
        
          
        
        718000.00000000
        PA
        USD
        751961.40000000
        0.443768602757
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-15
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank AG
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        39689.34000000
        0.023422589186
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank AG
              7LTWFZYICNSX8D621K86
            
            769376.89000000
            EUR
            904031.46000000
            USD
            2022-10-12
            39689.34000000
          
        
        
          N
          N
          N
        
      
      
        FOUNDATION BUILDING M
        549300ZVE6MONHB01I28
        Foundation Building Materials Inc
        350392AA4
        
          
        
        1739000.00000000
        PA
        USD
        1568473.66000000
        0.925631773865
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIRTUSA CORP
        C77OMXDER63WLJCSKT03
        Virtusa Corp
        92837TAA0
        
          
        
        2305000.00000000
        PA
        USD
        2148271.53000000
        1.267798393923
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-15
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERTAPE POLYMER GROUP
        549300ESFR3Z1YNR6O65
        Intertape Polymer Group Inc
        460919AB9
        
          
        
        1930000.00000000
        PA
        USD
        1990283.55000000
        1.174562085334
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2029-06-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VISTAJET MALTA/XO MGMT
        N/A
        VistaJet Malta Finance PLC / XO Management Holding Inc
        92840JAB5
        
          
        
        800000.00000000
        PA
        USD
        757068.00000000
        0.446782253121
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2030-02-01
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERTIV GROUP CORPORATION
        549300ZT8RQ5VK10E643
        Vertiv Group Corp
        92535UAB0
        
          
        
        1320000.00000000
        PA
        USD
        1206216.00000000
        0.711846098674
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Jason Group, Inc
        N/A
        Jason Group, Inc 2nd Lien Term Loan
        000000000
        
          
        
        230858.69000000
        PA
        USD
        228550.10000000
        0.134878410696
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-02-28
          Floating
          9.00000000
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        SONIC AUTOMOTIVE INC
        549300NTLRGJ2JCBZU03
        Sonic Automotive Inc
        83545GBD3
        
          
        
        200000.00000000
        PA
        USD
        179001.00000000
        0.105637102731
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-11-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TopGolf International, Inc.
        549300NYE472XA895T13
        TopGolf International, Inc. Term Loan B
        89071HAF6
        
          
        
        750000.00000000
        PA
        USD
        762892.50000000
        0.450219570817
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-02-08
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SYNAPTICS INC
        549300AJ3LI4FWNRQX29
        Synaptics Inc
        87157DAG4
        
          
        
        800000.00000000
        PA
        USD
        755688.00000000
        0.445967848723
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Proppants Holdings LLC
        N/A
        PROPPANTS HOLDINGS, LLC
        000000000
        
          
        
        46574.00000000
        NS
        USD
        465.74000000
        0.000274855583
        Long
        EC
        CORP
        US
        N
        
        3
        
          N
          N
          N
        
      
      
        STERICYCLE INC
        B8PTJH2P0AXSWSMP2136
        Stericycle Inc
        858912AG3
        
          
        
        200000.00000000
        PA
        USD
        186231.00000000
        0.109903873603
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Serta Simmons Bedding, LLC
        549300M4F4V4WFPNI116
        Serta Simmons Bedding, LLC 2020 Super Priority Second Out Term Loan
        81753HAG6
        
          
        
        749092.51000000
        PA
        USD
        709087.22000000
        0.418466486248
        Long
        LON
        CORP
        US
        N
        
        2
        
          2023-08-10
          Floating
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SONIC AUTOMOTIVE INC
        549300NTLRGJ2JCBZU03
        Sonic Automotive Inc
        83545GBE1
        
          
        
        1150000.00000000
        PA
        USD
        1021430.00000000
        0.602794989097
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-11-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        W & T OFFSHORE INC
        549300Q7EOY2YIO3YK85
        W&T Offshore Inc
        92922PAL0
        
          
        
        880000.00000000
        PA
        USD
        876946.40000000
        0.517528264910
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-11-01
          Fixed
          9.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMPASS GROUP DIVERSIFIE
        549300I6PTUQPX21TE93
        Compass Group Diversified Holdings LLC
        20451RAB8
        
          
        
        1200000.00000000
        PA
        USD
        1135560.00000000
        0.670148593461
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEDNAX INC
        N/A
        MEDNAX Inc
        58502BAE6
        
          
        
        400000.00000000
        PA
        USD
        387354.00000000
        0.228596232935
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-15
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KKR FINANCIAL CLO LTD
        254900VCKMCY079T6M57
        KKR Clo 16 Ltd
        48251DAG1
        
          
        
        1000000.00000000
        PA
        USD
        969752.00000000
        0.572297314810
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-10-20
          Floating
          7.36400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTICE FRANCE SA
        5493001ZMCICV4N02J21
        Altice France SA/France
        02156LAE1
        
          
        
        1656000.00000000
        PA
        USD
        1474361.64000000
        0.870091742664
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2029-01-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ATLAS LUXCO 4 / ALL UNI
        N/A
        Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl
        049362AA4
        
          
        
        782000.00000000
        PA
        USD
        731991.10000000
        0.431983167856
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2028-06-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RP ESCROW ISSUER LLC
        N/A
        RP Escrow Issuer LLC
        74969PAA6
        
          
        
        235000.00000000
        PA
        USD
        229886.40000000
        0.135667025622
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-12-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Project Leopard Holdings, Inc.
        N/A
        Project Leopard Holdings, Inc. 2019 Term Loan
        74338UAE1
        
          
        
        477768.49000000
        PA
        USD
        476335.18000000
        0.281108308581
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-07-05
          Floating
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLARIV SCI HLD CORP
        N/A
        Clarivate Science Holdings Corp
        18064PAD1
        
          
        
        400000.00000000
        PA
        USD
        377162.00000000
        0.222581443347
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ferro Corporation
        1YTO5R7OHOPE81ZNYD08
        Ferro Corporation 2018 USD Term Loan B2
        315409AM4
        
          
        
        194598.61000000
        PA
        USD
        194355.36000000
        0.114698449342
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-02-14
          Floating
          3.25600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Technicolor SA
        N/A
        Technicolor SA 2020 PIK USD New Money Term Loan
        87853EAE4
        
          
        
        515416.68000000
        PA
        USD
        535066.94000000
        0.315768746036
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-06-30
          Floating
          6.44600000
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        COMMSCOPE TECH LLC
        M4TWC4QDOKW45N7T6Y12
        CommScope Technologies LLC
        20338HAB9
        
          
        
        340000.00000000
        PA
        USD
        296548.00000000
        0.175007243205
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACTIV EVERGREEN GROUP
        N/A
        Pactiv Evergreen Group Issuer Inc/Pactiv Evergreen Group Issuer LLC
        76174LAA1
        
          
        
        525000.00000000
        PA
        USD
        487567.50000000
        0.287737041056
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WeWork Cos Inc
        549300D8U9TF7WBED521
        WeWork Cos Inc
        96208LAA9
        
          
        
        1535000.00000000
        PA
        USD
        1397325.85000000
        0.824629216408
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        JAMES HARDIE INTL FIN
        635400G32A4Q1LVQ8M88
        James Hardie International Finance DAC
        47032FAB5
        
          
        
        1650000.00000000
        PA
        USD
        1627527.00000000
        0.960481991150
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2028-01-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MIWD HLDCO II/MIWD FIN
        N/A
        MIWD Holdco II LLC / MIWD Finance Corp
        55337PAA0
        
          
        
        1647000.00000000
        PA
        USD
        1534880.48000000
        0.905806822011
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARCOSA INC
        549300WFHLTCZV7D6V29
        Arcosa Inc
        039653AA8
        
          
        
        1025000.00000000
        PA
        USD
        973775.63000000
        0.574671852470
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOPER-STANDARD AUTOMOTI
        ITCH5B3Q4RTX2PH9UN62
        Cooper-Standard Automotive Inc
        216762AF1
        
          
        
        240000.00000000
        PA
        USD
        127491.60000000
        0.075238927417
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        API GROUP DE INC
        549300XP4G7B4QYA0G83
        APi Group DE Inc
        001877AA7
        
          
        
        475000.00000000
        PA
        USD
        438638.75000000
        0.258861831475
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-07-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIX FLAGS ENTERTAINMENT
        549300JYTDUAA4JQ3717
        Six Flags Entertainment Corp
        83001AAB8
        
          
        
        1150000.00000000
        PA
        USD
        1151380.00000000
        0.679484736640
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-07-31
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        YUM! BRANDS INC
        549300JE8XHZZ7OHN517
        Yum! Brands Inc
        988498AR2
        
          
        
        1225000.00000000
        PA
        USD
        1228393.25000000
        0.724933960957
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ADAMS HOMES INC
        N/A
        Adams Homes Inc
        00623PAA9
        
          
        
        1140000.00000000
        PA
        USD
        1141088.70000000
        0.673411345345
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TELENET FINANCE LUX NOTE
        2138007RI9GLJPCC3E25
        Telenet Finance Luxembourg Notes Sarl
        000000000
        
          
        
        1600000.00000000
        PA
        USD
        1560000.00000000
        0.920631059389
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2028-03-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENDO DAC/FIN LLC/FINCO
        N/A
        Endo Dac / Endo Finance LLC / Endo Finco Inc
        29273DAA8
        
          
        
        650000.00000000
        PA
        USD
        613411.50000000
        0.362003640440
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2024-10-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Barclays Bank PLC
        G5GSEF7VJP5I7OUK5573
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -3473.45000000
        -0.00204984997
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Barclays Bank PLC
              G5GSEF7VJP5I7OUK5573
            
            416000.00000000
            EUR
            463873.99000000
            USD
            2022-10-12
            -3473.45000000
          
        
        
          N
          N
          N
        
      
      
        CARGO AIRCRAFT MANAGEMEN
        549300GH5J7LOMV44F11
        Cargo Aircraft Management Inc
        14180LAA4
        
          
        
        1950000.00000000
        PA
        USD
        1907051.25000000
        1.125442700383
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ELASTIC NV
        2549003I48WHHH937I59
        Elastic NV
        28415LAA1
        
          
        
        2100000.00000000
        PA
        USD
        1955667.00000000
        1.154133193604
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2029-07-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMC ENTERTAINMENT HLDGS
        549300ZO77UNR6NRBR11
        AMC Entertainment Holdings Inc
        00165CAP9
        
          
        
        1537543.00000000
        PA
        USD
        1386471.71000000
        0.818223666147
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-15
          Fixed
          10.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXC Holdings III Corp.
        5493001KJFQIB7D17Q74
        EXC Holdings III Corp. USD 2017 2nd Lien Term Loan
        26929CAF3
        
          
        
        1550000.00000000
        PA
        USD
        1545481.75000000
        0.912063141518
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-12-01
          Floating
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SERVICE CORP INTL
        549300RKVM2ME20JHZ15
        Service Corp International/US
        817565CG7
        
          
        
        393000.00000000
        PA
        USD
        366498.05000000
        0.216288133356
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-05-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LSF11 A5 HOLDCO LLC
        254900FPK7P5WNA66Y10
        LSF11 A5 HoldCo LLC
        50221DAA7
        
          
        
        800000.00000000
        PA
        USD
        745260.00000000
        0.439813784179
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-15
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MOZART DEBT MERGER SUB
        N/A
        Mozart Debt Merger Sub Inc
        62482BAB8
        
          
        
        1400000.00000000
        PA
        USD
        1310288.00000000
        0.773263993298
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KKR Financial CLO Ltd
        635400KULUKCVCJXZX78
        KKR CLO 14 Ltd
        48251AAD4
        
          
        
        1000000.00000000
        PA
        USD
        952538.00000000
        0.562138505159
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-07-15
          Floating
          6.39100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        POLAR US BORROWER LLC
        N/A
        Polar US Borrower LLC / Schenectady International Group Inc
        73103PAA5
        
          
        
        1200000.00000000
        PA
        USD
        1024422.00000000
        0.604560712257
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAUSCH HEALTH COS INC
        B3BS7ACMDUWISF18KY76
        Bausch Health Cos Inc
        071734AN7
        
          
        
        400000.00000000
        PA
        USD
        383542.00000000
        0.226346588320
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2028-06-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KBR INC
        254900OFQDXZRKRCV808
        KBR Inc
        48242WAC0
        
          
        
        250000.00000000
        PA
        USD
        244048.75000000
        0.144024909778
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-30
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROCKCLIFF ENERGY II LLC
        5493007AZNVKZ5HEMT23
        Rockcliff Energy II LLC
        77289KAA3
        
          
        
        600000.00000000
        PA
        USD
        602250.00000000
        0.355416702254
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSC Holdings LLC
        3HG2WD2W22M120IUNG49
        CSC Holdings LLC
        126307AS6
        
          
        
        850000.00000000
        PA
        USD
        826472.00000000
        0.487740892894
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MURPHY OIL USA INC
        N32S6DTR2ZZ5222WHV58
        Murphy Oil USA Inc
        626738AF5
        
          
        
        200000.00000000
        PA
        USD
        182917.00000000
        0.107948122750
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LaserShip, Inc.
        N/A
        LaserShip, Inc. 2021 2nd Lien Term Loan
        51809EAE5
        
          
        
        400000.00000000
        PA
        USD
        399000.00000000
        0.235469097882
        Long
        LON
        CORP
        US
        N
        
        3
        
          2029-05-07
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Reichhold Industries Inc
        N/A
        Reichhold Industries Inc
        759219AB4
        
          
        
        276279.00000000
        PA
        USD
        3729.77000000
        0.002201116734
        Long
        DBT
        CORP
        US
        N
        
        3
        
          2018-05-01
          None
          0.00000000
          Y
          Y
          N
        
        
          N
          N
          N
        
      
      
        ARDAGH METAL PACKAGING
        N/A
        Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC
        000000000
        
          
        
        460000.00000000
        PA
        
        457623.62000000
        0.270065716719
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2029-09-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPEEDWAY MOT/SPEEDWAY FD
        N/A
        Speedway Motorsports LLC / Speedway Funding II Inc
        84779MAA2
        
          
        
        2115000.00000000
        PA
        USD
        2063224.80000000
        1.217608226527
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORTHO-CLINICAL INC/SA
        N/A
        Ortho-Clinical Diagnostics Inc / Ortho-Clinical Diagnostics SA
        68752DAC2
        
          
        
        120000.00000000
        PA
        USD
        123781.80000000
        0.073049595940
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-01
          Fixed
          7.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENDO LUX FIN CO I SARL
        N/A
        Endo Luxembourg Finance Co I Sarl / Endo US Inc
        29280BAA3
        
          
        
        400000.00000000
        PA
        USD
        365482.00000000
        0.215688513363
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2029-04-01
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEAWORLD PARKS & ENTERTA
        549300UZV72O3371JJ53
        SeaWorld Parks & Entertainment Inc
        81282UAC6
        
          
        
        400000.00000000
        PA
        USD
        415504.00000000
        0.245208902372
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          8.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIAMOND BC BV
        549300SWLHWJF3D4N658
        Diamond BC BV
        25257DAA6
        
          
        
        800000.00000000
        PA
        USD
        719528.00000000
        0.424628092884
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2029-10-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        WESCO DISTRIBUTION INC
        549300I2CEZJG9N4AH67
        WESCO Distribution Inc
        95081QAN4
        
          
        
        500000.00000000
        PA
        USD
        519920.00000000
        0.306829807947
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-15
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        THOR INDUSTRIES
        254900XZO1228PDSG060
        Thor Industries Inc
        885160AA9
        
          
        
        200000.00000000
        PA
        USD
        175830.00000000
        0.103765743059
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUMMIT MATERIALS LLC/FIN
        N/A
        Summit Materials LLC / Summit Materials Finance Corp
        86614RAN7
        
          
        
        200000.00000000
        PA
        USD
        198366.00000000
        0.117065320978
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UTEX INDUSTRIES COMMON
        N/A
        UTEX INDUSTRIES COMMON
        000000000
        
          
        
        10028.00000000
        NS
        USD
        621736.00000000
        0.366916328423
        Long
        EC
        CORP
        US
        N
        
        3
        
          N
          N
          N
        
      
      
        Peraton Corp.
        549300EQPCK07ZW63836
        Peraton Corp. 2nd Lien Term Loan B1
        71360HAG2
        
          
        
        728106.36000000
        PA
        USD
        725375.96000000
        0.428079255455
        Long
        LON
        CORP
        US
        N
        
        2
        
          2029-02-01
          Floating
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank AG
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        806.43000000
        0.000475913144
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank AG
              7LTWFZYICNSX8D621K86
            
            17531.54000000
            EUR
            20501.91000000
            USD
            2022-10-12
            806.43000000
          
        
        
          N
          N
          N
        
      
      
        HESS MIDSTREAM OPERATION
        N/A
        Hess Midstream Operations LP
        428104AA1
        
          
        
        1200000.00000000
        PA
        USD
        1205346.00000000
        0.711332669814
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CPI International Inc.
        5493003UP57IOOYDIV65
        CPI International Inc. 2017 2nd Lien Add-On Term Loan
        12632BAK2
        
          
        
        749532.45000000
        PA
        USD
        712055.83000000
        0.420218405844
        Long
        LON
        CORP
        US
        N
        
        3
        
          2025-07-28
          Floating
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Serta Simmons Bedding, LLC
        549300M4F4V4WFPNI116
        Serta Simmons Bedding, LLC 2020 Super Priority First Out Term Loan
        81753HAF8
        
          
        
        1111426.30000000
        PA
        USD
        1116711.13000000
        0.659024968361
        Long
        LON
        CORP
        US
        N
        
        2
        
          2023-08-10
          Floating
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INSTALLED BUILDING PRODU
        549300I95Y9P9YM5FI86
        Installed Building Products Inc
        45780RAA9
        
          
        
        1050000.00000000
        PA
        USD
        1025640.00000000
        0.605279512661
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENESIS ENERGY LP/FIN
        N/A
        Genesis Energy LP / Genesis Energy Finance Corp
        37185LAK8
        
          
        
        675000.00000000
        PA
        USD
        654331.50000000
        0.386152501305
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GRIFOLS ESCROW ISSUER
        959800HLB3PGTGSLVV62
        Grifols Escrow Issuer SA
        39843UAA0
        
          
        
        940000.00000000
        PA
        USD
        886048.70000000
        0.522899970097
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2028-10-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ZAYO GROUP HOLDINGS INC
        529900Z6OTS7RT0V0I47
        Zayo Group Holdings Inc
        98919VAB1
        
          
        
        400000.00000000
        PA
        USD
        358790.00000000
        0.211739242178
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-01
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bulldog Purchaser Inc.
        N/A
        Bulldog Purchaser Inc. 2018 2nd Lien Term Loan
        12021UAE3
        
          
        
        763462.02000000
        PA
        USD
        730064.37000000
        0.430846111779
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-09-04
          Floating
          8.25800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSC Holdings LLC
        3HG2WD2W22M120IUNG49
        CSC Holdings LLC
        126307AH0
        
          
        
        685000.00000000
        PA
        USD
        685986.06000000
        0.404833380220
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRIMAS CORP
        75G1WUQ8QK4P5MZOYD78
        TriMas Corp
        896215AH3
        
          
        
        2380000.00000000
        PA
        USD
        2176248.20000000
        1.284308772987
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ascend Performance Materials Operations LLC
        549300NIMFUIRMMAGQ29
        Ascend Performance Materials Operations LLC 2021 Term Loan B
        04350TAC8
        
          
        
        1466436.63000000
        PA
        USD
        1464148.99000000
        0.864064766517
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-08-27
          Floating
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IMOLA MERGER CORP
        N/A
        Imola Merger Corp
        45258LAA5
        
          
        
        1200000.00000000
        PA
        USD
        1157160.00000000
        0.682895792745
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MOTION BONDCO DAC
        635400KFD3IETNQLA755
        Motion Bondco DAC
        61978XAA5
        
          
        
        500000.00000000
        PA
        USD
        472195.00000000
        0.278664989159
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2027-11-15
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Femur Buyer, Inc.
        N/A
        Femur Buyer, Inc. 2021 Revolver
        000000000
        
          
        
        614534.55000000
        PA
        USD
        531037.74000000
        0.313390921251
        Long
        LON
        CORP
        US
        N
        
        3
        
          2024-03-05
          Floating
          6.50600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank AG
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD EUR
        000000000
        
          
        
        1.00000000
        NC
        
        1193.20000000
        0.000704164730
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank AG
              7LTWFZYICNSX8D621K86
            
            780000.00000000
            EUR
            877469.66000000
            USD
            2022-10-12
            1193.20000000
          
        
        
          N
          N
          N
        
      
      
        Ferro Corporation
        1YTO5R7OHOPE81ZNYD08
        Ferro Corporation 2018 USD Term Loan B1
        315409AP7
        
          
        
        748136.43000000
        PA
        USD
        747201.26000000
        0.440959415109
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-02-14
          Floating
          3.25600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CNX Resources Corp
        549300JK3KH8PWM3B226
        CNX Resources Corp
        12653CAC2
        
          
        
        550000.00000000
        PA
        USD
        582826.75000000
        0.343954107880
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-14
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MADISON IAQ LLC
        549300IXDNBXNHUPBU73
        Madison IAQ LLC
        55760LAA5
        
          
        
        400000.00000000
        PA
        USD
        369504.00000000
        0.218062089082
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-30
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        U.S. Farathane, LLC
        549300HLVY1RVM0MPI20
        U.S. Farathane, LLC 2021 Term Loan B
        90350DAF5
        
          
        
        361312.57000000
        PA
        USD
        338166.89000000
        0.199568552686
        Long
        LON
        CORP
        US
        N
        
        2
        
          2024-12-23
          Floating
          5.25600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ESC CB144A HIGH RIDGE
        N/A
        ESC CB144A HIGH RIDGE
        429ESCAA4
        
          
        
        1350000.00000000
        PA
        USD
        15187.50000000
        0.008962874496
        Long
        DBT
        CORP
        US
        N
        
        3
        
          2025-03-15
          None
          0.00000000
          N
          Y
          N
        
        
          N
          N
          N
        
      
      
        SUBURBAN PROPANE PARTNRS
        N/A
        Suburban Propane Partners LP/Suburban Energy Finance Corp
        864486AL9
        
          
        
        200000.00000000
        PA
        USD
        187770.00000000
        0.110812111552
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOYNE USA INC
        N/A
        Boyne USA Inc
        103557AC8
        
          
        
        800000.00000000
        PA
        USD
        769036.00000000
        0.453845145761
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Anchorage Capital CLO LTD
        549300H5Q0HJ2EHSSX26
        Anchorage Capital CLO 15 Ltd
        03329GAG7
        
          
        
        650000.00000000
        PA
        USD
        638089.40000000
        0.376567256607
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-07-20
          Floating
          7.65400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESCO DISTRIBUTION INC
        549300I2CEZJG9N4AH67
        WESCO Distribution Inc
        95081QAP9
        
          
        
        500000.00000000
        PA
        USD
        531650.00000000
        0.313752245336
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-15
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TruGreen Limited Partnership
        549300QNRP2MNHR3QM19
        TruGreen Limited Partnership 2020 2nd Lien Term Loan
        89787RAK8
        
          
        
        400000.00000000
        PA
        USD
        403000.00000000
        0.237829690342
        Long
        LON
        CORP
        US
        N
        
        3
        
          2028-11-02
          Floating
          9.50600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bausch Health Companies Inc.
        KOO0397YRO83WY5MGD97
        Bausch Health Companies Inc. Term Loan B
        000000000
        
          
        
        1145000.00000000
        PA
        USD
        1136412.50000000
        0.670651694729
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-11-27
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GEMS MENASA KY LTD/GEMS
        N/A
        GEMS MENASA Cayman Ltd / GEMS Education Delaware LLC
        36166LAA5
        
          
        
        1835000.00000000
        PA
        USD
        1843404.30000000
        1.087881572815
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2026-07-31
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sprint Holdings LLC
        N/A
        SPRINT HOLDINGS LLC CLASS I SH
        000000000
        
          
        
        95.82000000
        NS
        USD
        500.18000000
        0.000295180284
        Long
        EC
        CORP
        US
        N
        
        3
        
          N
          N
          N
        
      
      
        EMBECTA CORP
        N/A
        Embecta Corp
        29082KAA3
        
          
        
        675000.00000000
        PA
        USD
        637453.13000000
        0.376191763066
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HORIZON THERAPEUTICS USA
        N/A
        Horizon Therapeutics USA Inc
        44055PAA4
        
          
        
        540000.00000000
        PA
        USD
        554488.20000000
        0.327230166016
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Project Investor Holdings, LLC
        N/A
        Project Investor Holdings, LLC Warrants
        000000000
        
          
        
        11643.00000000
        NS
        USD
        0.00000000
        0.000000
        N/A
        DE
        
        US
        N
        
        3
        
          
            
              N/A
              N/A
            
            Call
            Purchased
            
              
                Preferred Proppants LLC
                Preferred Proppants LLC
                
                  
                
              
            
            1.00000000
            1.00000000
            USD
            2022-02-20
            XXXX
            -6054.36000000
          
        
        
          N
          N
          N
        
      
      
        ISTAR INC
        QFFLKWYYS3UPWD86E794
        iStar Inc
        45031UCF6
        
          
        
        200000.00000000
        PA
        USD
        201972.00000000
        0.119193395081
        Long
        DBT
        
        US
        N
        
        2
        
          2024-10-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRST QUANTUM MINERALS L
        549300I7UVBGWRYMYZ18
        First Quantum Minerals Ltd
        335934AR6
        
          
        
        1500000.00000000
        PA
        USD
        1543387.50000000
        0.910827223829
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2026-03-01
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AKORN
        549300REUQNNF5W5TA64
        AKORN
        000000000
        
          
        
        45583.00000000
        NS
        USD
        364664.00000000
        0.215205772205
        Long
        EC
        CORP
        US
        N
        
        3
        
          N
          N
          N
        
      
      
        ALTICE FRANCE SA
        5493001ZMCICV4N02J21
        Altice France SA/France
        02156LAH4
        
          
        
        200000.00000000
        PA
        USD
        179728.00000000
        0.106066140411
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2029-10-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SENSATA TECHNOLOGIES BV
        PUCKW5P5O3XMOZVH7T53
        Sensata Technologies BV
        81725WAK9
        
          
        
        235000.00000000
        PA
        USD
        224121.85000000
        0.132265087306
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2029-04-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EMERGENT BIOSOLUTIONS
        549300YW6TUOX8BE5103
        Emergent BioSolutions Inc
        29089QAC9
        
          
        
        708000.00000000
        PA
        USD
        636442.44000000
        0.375595306267
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENESIS ENERGY LP/FIN
        N/A
        Genesis Energy LP / Genesis Energy Finance Corp
        37185LAJ1
        
          
        
        425000.00000000
        PA
        USD
        419851.13000000
        0.247774352947
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Viant Medical Holdings, Inc.
        N/A
        Viant Medical Holdings, Inc. 2019 Term Loan
        58506PAJ0
        
          
        
        691139.22000000
        PA
        USD
        682499.98000000
        0.402776076679
        Long
        LON
        CORP
        US
        N
        
        3
        
          2025-07-02
          Floating
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FERTITTA ENTERTAINMENT
        N/A
        Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc
        31556TAA7
        
          
        
        1200000.00000000
        PA
        USD
        1134576.00000000
        0.669567887716
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ATLAS LUXCO 4 / ALL UNI
        N/A
        Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl
        019579AA9
        
          
        
        318000.00000000
        PA
        USD
        302524.53000000
        0.178534281118
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CEDAR FAIR/CAN/MAGNUM/MI
        N/A
        Cedar Fair LP / Canada's Wonderland Co / Magnum Management Corp / Millennium Op
        150190AB2
        
          
        
        407000.00000000
        PA
        USD
        405097.28000000
        0.239067396180
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRST QUANTUM MINERALS L
        549300I7UVBGWRYMYZ18
        First Quantum Minerals Ltd
        335934AK1
        
          
        
        200000.00000000
        PA
        USD
        200258.00000000
        0.118181881212
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2023-04-01
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PENSKE AUTOMOTIVE GROUP
        549300W7UTQ0M4C7LB15
        Penske Automotive Group Inc
        70959WAK9
        
          
        
        400000.00000000
        PA
        USD
        359588.00000000
        0.212210180374
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GO DADDY OPCO/FINCO
        N/A
        Go Daddy Operating Co LLC / GD Finance Co Inc
        38016LAA3
        
          
        
        257000.00000000
        PA
        USD
        258730.90000000
        0.152689552925
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PARK RIVER HOLDINGS INC
        N/A
        Park River Holdings Inc
        70082LAA5
        
          
        
        940000.00000000
        PA
        USD
        761089.80000000
        0.449155710810
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-01
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bausch Health Cos Inc
        B3BS7ACMDUWISF18KY76
        Bausch Health Cos Inc
        071734AF4
        
          
        
        500000.00000000
        PA
        USD
        428840.00000000
        0.253079117633
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2029-05-30
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEAWORLD PARKS & ENTERTA
        549300UZV72O3371JJ53
        SeaWorld Parks & Entertainment Inc
        81282UAG7
        
          
        
        1775000.00000000
        PA
        USD
        1696545.00000000
        1.001212833751
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        AUTOMATION TOOLING SYSTE
        5493005KP4RP3IU7HQ41
        ATS Automation Tooling Systems Inc
        001940AC9
        
          
        
        1200000.00000000
        PA
        USD
        1129440.00000000
        0.666536886997
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2028-12-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ISTAR INC
        QFFLKWYYS3UPWD86E794
        iStar Inc
        45031UCJ8
        
          
        
        1400000.00000000
        PA
        USD
        1422806.00000000
        0.839666278901
        Long
        DBT
        
        US
        N
        
        2
        
          2026-02-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Battalion CLO LTD
        549300WYAEH0STKIKE49
        Battalion CLO 18 Ltd
        07134PAE8
        
          
        
        750000.00000000
        PA
        USD
        717651.75000000
        0.423520827484
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2036-10-15
          Floating
          6.95100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Palmer Square Credit Funding
        N/A
        Palmer Square Credit Funding 2019-1 Ltd
        69700TAN4
        
          
        
        1000000.00000000
        PA
        USD
        991421.00000000
        0.585085234314
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2037-04-20
          Fixed
          5.45900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLARIOS GLOBAL LP/US FIN
        N/A
        Clarios Global LP / Clarios US Finance Co
        69867DAC2
        
          
        
        2710000.00000000
        PA
        USD
        2815283.50000000
        1.661434250696
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-15
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASBURY AUTOMOTIVE GROUP
        549300JH4DTA7U42GL91
        Asbury Automotive Group Inc
        043436AV6
        
          
        
        491000.00000000
        PA
        USD
        464019.55000000
        0.273840262752
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aston FinCo S.a.r.l.
        N/A
        Aston FinCo S.a.r.l. 2019 Term Loan B
        04625CAC4
        
          
        
        1205869.00000000
        PA
        USD
        1197331.45000000
        0.706602898239
        Long
        LON
        CORP
        US
        N
        
        2
        
          2026-10-09
          Floating
          4.70700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KAISER ALUMINUM CORP
        N/A
        Kaiser Aluminum Corp
        483007AJ9
        
          
        
        400000.00000000
        PA
        USD
        377376.00000000
        0.222707735043
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank AG
        7LTWFZYICNSX8D621K86
        PURCHASED EUR / SOLD USD
        000000000
        
          
        
        1.00000000
        NC
        
        -242.42000000
        -0.00014306370
        N/A
        DFE
        
        XX
        N
        
        2
        
          
            
              Deutsche Bank AG
              7LTWFZYICNSX8D621K86
            
            21401.50000000
            USD
            18834.33000000
            EUR
            2022-10-12
            -242.42000000
          
        
        
          N
          N
          N
        
      
      
        BOYD GAMING CORP
        254900787YGRYS2A1Z35
        Boyd Gaming Corp
        103304BV2
        
          
        
        325000.00000000
        PA
        USD
        313766.38000000
        0.185168637705
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CROWN AMER/CAP CORP VI
        N/A
        Crown Americas LLC / Crown Americas Capital Corp VI
        228187AB6
        
          
        
        133000.00000000
        PA
        USD
        134353.94000000
        0.079288724432
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Amentum Government Services Holdings LLC
        5493008CT6B5L54YSE94
        Amentum Government Services Holdings LLC 2022 Term Loan
        57776DAE3
        
          
        
        300000.00000000
        PA
        USD
        298125.00000000
        0.175937906782
        Long
        LON
        CORP
        US
        N
        
        2
        
          2029-02-15
          Floating
          4.77700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRESIDIO HOLDING INC
        N/A
        Presidio Holdings Inc
        74101XAF7
        
          
        
        587000.00000000
        PA
        USD
        599508.97000000
        0.353799088567
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Finastra USA, Inc.
        549300ZB2RO6QC7YTK71
        Finastra USA, Inc. USD 2nd Lien Term Loan
        02034DAF4
        
          
        
        2360659.54000000
        PA
        USD
        2328566.37000000
        1.374199053892
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-06-13
          Floating
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCM INVESTMENTS HOLDINGS
        549300P5V78NNQTG4428
        LCM Investments Holdings II LLC
        50190EAA2
        
          
        
        400000.00000000
        PA
        USD
        378287.96000000
        0.223245926518
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-01
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CNX RESOURCES CORP
        549300JK3KH8PWM3B226
        CNX Resources Corp
        12653CAJ7
        
          
        
        550000.00000000
        PA
        USD
        556217.75000000
        0.328250856688
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HEALTHEQUITY INC
        529900LRJU1RAFQHM467
        HealthEquity Inc
        42226AAA5
        
          
        
        705000.00000000
        PA
        USD
        668868.75000000
        0.394731631990
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RADIOLOGY PARTNERS INC
        549300SFTAG2177WUZ08
        Radiology Partners Inc
        75041VAA2
        
          
        
        1850000.00000000
        PA
        USD
        1853672.25000000
        1.093941184152
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          9.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MINERVA MERGER SUB INC
        N/A
        Minerva Merger Sub Inc
        60337JAA4
        
          
        
        1600000.00000000
        PA
        USD
        1557848.00000000
        0.919361060646
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTICE FRANCE SA
        5493001ZMCICV4N02J21
        Altice France SA/France
        02156LAF8
        
          
        
        200000.00000000
        PA
        USD
        179520.00000000
        0.105943389603
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2029-07-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LIVE NATION ENTERTAINMEN
        5493007B9BM9ZXJINO78
        Live Nation Entertainment Inc
        538034AR0
        
          
        
        325000.00000000
        PA
        USD
        318305.00000000
        0.187847095742
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRONOX INC
        549300EPZ4YXC7E5P181
        Tronox Inc
        897051AC2
        
          
        
        800000.00000000
        PA
        USD
        748964.00000000
        0.441999692797
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vantage Specialty Chemicals, Inc.
        54930057U5S5AY44VU09
        Vantage Specialty Chemicals, Inc. 2017 2nd Lien Term Loan
        92211YAB3
        
          
        
        1750000.00000000
        PA
        USD
        1696187.50000000
        1.001001855800
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-10-27
          Floating
          9.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Jason Group, Inc
        N/A
        Jason Group, Inc Term Loan
        000000000
        
          
        
        327551.22000000
        PA
        USD
        325094.59000000
        0.191853959483
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-08-28
          Floating
          4.00000000
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        LAMB WESTON HLD
        5493005SMYID1D2OY946
        Lamb Weston Holdings Inc
        513272AE4
        
          
        
        400000.00000000
        PA
        USD
        374328.00000000
        0.220908963589
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-31
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCPR SR SECURED FIN DAC
        549300LE5FM8IKMXSP90
        LCPR Senior Secured Financing DAC
        50201DAD5
        
          
        
        200000.00000000
        PA
        USD
        191340.00000000
        0.112918940322
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2029-07-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nuvei Technologies Corp.
        549300I2FE02T4WIS975
        Nuvei Technologies Corp. 2021 USD Incremental Term Loan
        000000000
        
          
        
        163228.33000000
        PA
        USD
        162412.19000000
        0.095847247780
        Long
        LON
        CORP
        CA
        N
        
        3
        
          2025-09-28
          Floating
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GYP HOLDINGS III CORP
        549300055I1KJWZH9690
        GYP Holdings III Corp
        36261NAA5
        
          
        
        2000000.00000000
        PA
        USD
        1854440.00000000
        1.094394270368
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WILLIAMS SCOTSMAN INTL
        549300V3TCHCBOBTGH07
        Williams Scotsman International Inc
        96950GAE2
        
          
        
        595000.00000000
        PA
        USD
        580803.30000000
        0.342759972676
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NOVELIS CORP
        549300G5F3W3B52WYL23
        Novelis Corp
        670001AE6
        
          
        
        110000.00000000
        PA
        USD
        107000.30000000
        0.063146025348
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-30
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Flex Acquisition Co Inc
        549300HHED2KGPBEDW39
        Flex Acquisition Co Inc
        33936YAA3
        
          
        
        2250000.00000000
        PA
        USD
        2259525.38000000
        1.333454643786
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-15
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TASEKO MINES LTD
        549300XKUO1JSLU7KX54
        Taseko Mines Ltd
        876511AF3
        
          
        
        550000.00000000
        PA
        USD
        567118.75000000
        0.334684061289
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2026-02-15
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WHITE CAP BUYER LLC
        N/A
        White Cap Buyer LLC
        96350RAA2
        
          
        
        1550000.00000000
        PA
        USD
        1470632.25000000
        0.867890850185
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-15
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ZIPRECRUITER INC
        549300HLOVNNFCY2IV80
        ZipRecruiter Inc
        98980BAA1
        
          
        
        500000.00000000
        PA
        USD
        488830.00000000
        0.288482103052
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank AG
        7LTWFZYICNSX8D621K86
        PURCHASED USD / SOLD GBP
        000000000
        
          
        
        1.00000000
        NC
        
        22471.02000000
        0.013261230094
        N/A
        DFE
        
        US
        N
        
        2
        
          
            
              Deutsche Bank AG
              7LTWFZYICNSX8D621K86
            
            530171.27000000
            GBP
            720666.79000000
            USD
            2022-10-12
            22471.02000000
          
        
        
          N
          N
          N
        
      
      
        ATKORE INC
        52990002TI38AM4RPV48
        Atkore Inc
        047649AA6
        
          
        
        1150000.00000000
        PA
        USD
        1071271.00000000
        0.632208561296
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIAMOND SPORTS GR/DIAMON
        N/A
        Diamond Sports Group LLC / Diamond Sports Finance Co
        25277LAC0
        
          
        
        980000.00000000
        PA
        USD
        205800.00000000
        0.121452482065
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-15
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Venture CDO Ltd
        549300Q6VG2813TG2830
        Venture 41 Clo Ltd
        92326KAA7
        
          
        
        1000000.00000000
        PA
        USD
        964178.00000000
        0.569007829217
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-01-20
          Floating
          7.96400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABG Intermediate Holdings 2 LLC
        54930020NXD0RJB64985
        ABG Intermediate Holdings 2 LLC 2021 2nd Lien Term Loan
        00076VAY6
        
          
        
        800000.00000000
        PA
        USD
        795000.00000000
        0.469167751419
        Long
        LON
        CORP
        US
        N
        
        3
        
          2029-12-20
          Floating
          6.80100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AG ISSUER LLC
        N/A
        AG Issuer LLC
        00119LAA9
        
          
        
        1385000.00000000
        PA
        USD
        1383441.88000000
        0.816435617684
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-01
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAJORDRIVE HOLDINGS IV L
        N/A
        MajorDrive Holdings IV LLC
        56085RAA8
        
          
        
        1600000.00000000
        PA
        USD
        1419120.00000000
        0.837490992949
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-01
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UPC BROADBAND FINCO BV
        213800MNFBDEQRS6HZ22
        UPC Broadband Finco BV
        90320BAA7
        
          
        
        600000.00000000
        PA
        USD
        568020.00000000
        0.335215932278
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2031-07-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      
    
    
      2022-04-26
      CREDIT SUISSE ASSET MANAGEMENT INCOME FUND INC
      Omar Tariq
      Omar Tariq
      Director
    
  
  XXXX

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments

March 31, 2022 (unaudited)

 

Par
(000)		              

Ratings†
  (S&P/Moody’s)  

        Maturity            Rate%            Value    
                        
 

CORPORATE BONDS (96.8%)

                    
 

Aerospace & Defense (0.6%)

                    
$           250       

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

      (BB-, Ba3)        09/30/28          4.750        $        244,049  
  800       

TransDigm, Inc., Global Company Guaranteed Notes
(Callable 05/02/22 @ 103.75)

      (B-, B3)        03/15/27          7.500          827,412  
                        

 

 

  
                           1,071,461  
                        

 

 

  
                        
 

Auto Parts & Equipment (1.9%)

                    
  2,710       

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

      (CCC+, Caa1)        05/15/27          8.500          2,815,283  
  240       

Cooper-Standard Automotive, Inc., Rule 144A, Company Guaranteed Notes
(Callable 04/18/22 @ 102.81)(1),(2)

      (CCC-, Caa2)        11/15/26          5.625          127,492  
  250       

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

      (B+, Ba3)        01/15/29          7.875          263,221  
                        

 

 

  
                           3,205,996  
                        

 

 

  
                        
 

Automakers (0.5%)

                    
  200       

Thor Industries, Inc., Rule 144A, Company Guaranteed Notes
(Callable 10/15/24 @ 102.00)(1)

      (BB-, B1)        10/15/29          4.000          175,830  
  675       

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

      (BB+, Ba3)        07/15/28          6.250          683,444  
                        

 

 

  
                           859,274  
                        

 

 

  
                        
 

Brokerage (0.6%)

                    
  901       

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

      (BB-, Ba3)        06/15/25          8.625          939,734  
                        

 

 

  
                        
 

Building & Construction (2.6%)

                    
  1,140       

Adams Homes, Inc., Rule 144A, Company Guaranteed Notes
(Callable 04/18/22 @ 103.75)(1)

      (B+, B2)        02/15/25          7.500          1,141,089  
  400       

APi Escrow Corp., Rule 144A, Company Guaranteed Notes
(Callable 10/15/24 @ 102.38)(1)

      (B, B1)        10/15/29          4.750          372,256  
  1,050       

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

      (B+, B1)        02/01/28          5.750          1,025,640  
  1,600       

PGT Innovations, Inc., Rule 144A, Company Guaranteed Notes
(Callable 10/01/24 @ 102.19)(1)

      (B+, B2)        10/01/29          4.375          1,498,512  
  400       

Pike Corp., Rule 144A, Company Guaranteed Notes
(Callable 09/01/23 @ 102.75)(1)

      (CCC+, B3)        09/01/28          5.500          377,692  
                        

 

 

  
                           4,415,189  
                        

 

 

  
                        
 

Building Materials (4.7%)

                    
  200       

Builders FirstSource, Inc., Rule 144A, Company Guaranteed Notes
(Callable 03/01/25 @ 102.50)(1)

      (BB-, Ba2)        03/01/30          5.000          198,250  
  750       

Eco Material Technologies, Inc., Rule 144A, Senior Secured Notes
(Callable 01/31/24 @ 103.94)(1)

      (B, B2)        01/31/27          7.875          747,008  
  1,739       

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

      (CCC+, Caa1)        03/01/29          6.000          1,568,474  
  1,650       

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

      (BB+, Ba1)        01/15/28          5.000          1,627,527  
  1,647       

MIWD Finance Corp., Rule144A, Company Guaranteed Notes
(Callable 02/01/25 @ 102.75)(1)

      (B, B3)        02/01/30          5.500          1,534,880  
  940       

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

      (CCC, Caa1)        02/01/29          5.625          761,090  
  650       

Park River Holdings, Inc., Rule 144A, Senior Unsecured Notes
(Callable 08/01/24 @ 103.38)(1)

      (CCC, Caa1)        08/01/29          6.750          543,686  
  800       

Standard Industries, Inc., Rule 144A, Senior Unsecured Notes
(Callable 07/15/25 @ 102.19)(1)

      (BB, B1)        07/15/30          4.375          736,996  
  200       

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

      (BB, Ba3)        01/15/29          5.250          198,366  
                        

 

 

  
                           7,916,277  
                        

 

 

  
                        
 

Cable & Satellite TV (2.9%)

                    
  685       

CSC Holdings LLC, Global Senior Unsecured Notes

      (B+, B3)        06/01/24          5.250          685,986  
  50       

CSC Holdings LLC, Rule 144A, Company Guaranteed Notes
(Callable 05/02/22 @ 102.75)(1)

      (BB, Ba3)        04/15/27          5.500          49,653  
  850       

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

      (BB, Ba3)        02/01/28          5.375          826,472  

 

 

 

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

March 31, 2022 (unaudited)

 

Par
(000)		              

Ratings†
  (S&P/Moody’s)  

        Maturity            Rate%            Value    
                        
 

CORPORATE BONDS (continued)

                    
 

Cable & Satellite TV (continued)

                    
$           600       

CSC Holdings LLC, Rule 144A, Company Guaranteed Notes
(Callable 11/15/26 @ 102.25)(1)

      (BB, Ba3)        11/15/31          4.500        $        537,855  
  1,600       

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

      (BB-, Ba3)        03/01/28          5.500          1,560,000  
  600       

UPC Broadband Finco B.V., Rule 144A, Senior Secured Notes
(Callable 07/15/26 @ 102.44)(1)

      (BB-, B1)        07/15/31          4.875          568,020  
  500       

Virgin Media Secured Finance PLC, Rule 144A, Senior Secured Notes
(Callable 04/15/22 @ 102.50)(1),(3)

      (BB-, Ba3)        04/15/27          5.000          668,093  
                        

 

 

  
                           4,896,079  
                        

 

 

  
                        
 

Chemicals (3.9%)

                    
  200       

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

      (BB-, Ba3)        05/15/25          5.750          205,660  
  500       

GCP Applied Technologies, Inc., Rule 144A, Company Guaranteed Notes
(Callable 04/18/22 @ 101.38)(1)

      (BB, B1)        04/15/26          5.500          507,623  
  800       

Herens Holdco Sarl, Rule 144A, Senior Secured Notes
(Callable 05/15/24 @ 102.38)(1)

      (B, B2)        05/15/28          4.750          718,456  
  800       

Herens Midco Sarl, Rule 144A, Company Guaranteed Notes
(Callable 05/15/24 @ 102.63)(1),(4)

      (CCC+, Caa2)        05/15/29          5.250          764,871  
  800       

LSF11 A5 Holdings LLC, Rule 144A, Senior Unsecured Notes
(Callable 10/15/24 @ 103.31)(1)

      (B-, Caa1)        10/15/29          6.625          745,260  
  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          310,422  
  1,425       

PMHC II, Inc., Rule 144A, Senior Unsecured Notes
(Callable 02/15/25 @ 104.50)(1)

      (CCC+, Caa2)        02/15/30          9.000          1,255,724  
  276       

Reichhold Industries, Inc., Rule 144A, Senior Secured Notes(1),(5),(6),(7),(8),(9)

      (NR, NR)        05/01/18          0.000          3,730  
  1,200       

Schenectady International Group, Inc., Rule 144A, Senior Unsecured Notes
(Callable 05/15/23 @ 103.38)(1)

      (CCC+, Caa2)        05/15/26          6.750          1,024,422  
  400       

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

      (B, B2)        04/01/29          5.125          369,856  
  800       

Tronox, Inc., Rule 144A, Company Guaranteed Notes
(Callable 03/15/24 @ 102.31)(1)

      (BB-, B1)        03/15/29          4.625          748,964  
                        

 

 

  
                           6,654,988  
                        

 

 

  
                        
 

Consumer/Commercial/Lease Financing (1.1%)

                    
  1,950       

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

      (BB, Ba3)        02/01/28          4.750          1,907,051  
                        

 

 

  
                        
 

Diversified Capital Goods (2.0%)

                    
  1,150       

Atkore, Inc., Rule 144A, Senior Unsecured Notes
(Callable 06/01/26 @ 102.13)(1)

      (BB-, Ba3)        06/01/31          4.250          1,071,271  
  1,698       

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

      (BB, Ba3)        12/15/28          4.625          1,582,256  
  400       

Madison IAQ LLC, Rule 144A, Senior Secured Notes
(Callable 06/30/24 @ 102.06)(1)

      (B, B1)        06/30/28          4.125          369,504  
  400       

Madison IAQ LLC, Rule 144A, Senior Unsecured Notes
(Callable 06/30/24 @ 102.94)(1)

      (CCC+, Caa1)        06/30/29          5.875          355,554  
                        

 

 

  
                           3,378,585  
                        

 

 

  
                        
 

Electronics (0.8%)

                    
  431       

II-VI, Inc., Rule 144A, Company Guaranteed Notes
(Callable 12/14/24 @ 102.50)(1)

      (B+, B2)        12/15/29          5.000          422,994  
  235       

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

      (BB+, Ba3)        04/15/29          4.000          224,122  
  800       

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

      (B+, Ba3)        06/15/29          4.000          755,688  
                        

 

 

  
                           1,402,804  
                        

 

 

  
                        
 

Energy - Exploration & Production (2.0%)

                    
  550       

CNX Resources Corp., Rule 144A, Company Guaranteed Notes
(Callable 05/02/22 @ 105.44)(1)

      (BB, B1)        03/14/27          7.250          582,827  
  550       

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

      (BB, B1)        01/15/29          6.000          556,218  
  235       

Laredo Petroleum, Inc., Rule 144A, Company Guaranteed Notes
(Callable 07/31/24 @ 103.88)(1),(2)

      (B, B3)        07/31/29          7.750          237,677  

 

 

 

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

March 31, 2022 (unaudited)

 

Par
(000)		              

Ratings†
  (S&P/Moody’s)  

        Maturity            Rate%            Value    
                        
 

CORPORATE BONDS (continued)

                    
 

Energy - Exploration & Production (continued)

                    
$           595       

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

      (B+, B3)        03/01/28          8.125        $        620,829  
  600       

Rockcliff Energy II LLC, Rule 144A, Senior Unsecured Notes
(Callable 10/15/24 @ 102.75)(1)

      (B+, B3)        10/15/29          5.500          602,250  
  880       

W&T Offshore, Inc., Rule 144A, Secured Notes
(Callable 05/02/22 @ 102.44)(1)

      (B, Caa2)        11/01/23          9.750          876,946  
                        

 

 

  
                           3,476,747  
                        

 

 

  
                        
 

Environmental (0.1%)

                    
  200       

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

      (BB-, NR)        01/15/29          3.875          186,231  
                        

 

 

  
                        
 

Food - Wholesale (0.9%)

                    
  140       

Lamb Weston Holdings, Inc., Rule 144A, Company Guaranteed Notes
(Callable 01/31/25 @ 102.06)(1)

      (BB+, Ba3)        01/31/30          4.125          130,970  
  400       

Lamb Weston Holdings, Inc., Rule 144A, Company Guaranteed Notes
(Callable 01/31/27 @ 102.19)(1)

      (BB+, Ba3)        01/31/32          4.375          374,328  
  250       

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

      (B+, B3)        02/15/29          4.750          238,766  
  800       

U.S. Foods, Inc., Rule 144A, Company Guaranteed Notes
(Callable 06/01/25 @ 102.31)(1)

      (B+, B3)        06/01/30          4.625          743,476  
                        

 

 

  
                           1,487,540  
                        

 

 

  
                        
 

Gaming (2.1%)

                    
  325       

Boyd Gaming Corp., Rule 144A, Company Guaranteed Notes
(Callable 06/15/26 @ 102.38)(1)

      (BB-, B3)        06/15/31          4.750          313,766  
  800       

CDI Escrow Issuer, Inc., Rule 144A, Senior Unsecured Notes
(Callable 04/01/25 @ 102.88)(1)

      (NR, NR)        04/01/30          5.750          809,000  
  231       

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

      (B+, B1)        01/15/28          4.750          224,504  
  1,200       

Fertitta Entertainment Finance Co., Inc, Rule 144A, Senior Secured Notes
(Callable 01/15/25 @ 102.31)(1)

      (B, B2)        01/15/29          4.625          1,134,576  
  675       

Jacobs Entertainment, Inc., Rule 144A, Senior Unsecured Notes
(Callable 02/15/25 @ 103.38)(1)

      (B, B2)        02/15/29          6.750          679,246  
  320       

Peninsula Pacific Entertainment Finance, Rule 144A, Senior Unsecured Notes
(Callable 11/15/23 @ 104.25)(1)

      (B, B3)        11/15/27          8.500          354,480  
                        

 

 

  
                           3,515,572  
                        

 

 

  
                        
 

Gas Distribution (4.8%)

                    
  800       

CNX Midstream Partners LP, Rule 144A, Company Guaranteed Notes
(Callable 04/15/25 @ 102.38)(1)

      (BB, B1)        04/15/30          4.750          750,080  
  750       

Genesis Energy Finance Corp., Company Guaranteed Notes
(Callable 05/02/22 @ 100.94)

      (B, B2)        06/15/24          5.625          746,336  
  425       

Genesis Energy Finance Corp., Company Guaranteed Notes
(Callable 05/02/22 @ 103.25)

      (B, B2)        10/01/25          6.500          419,851  
  675       

Genesis Energy Finance Corp., Company Guaranteed Notes
(Callable 05/02/22 @ 103.13)

      (B, B2)        05/15/26          6.250          654,332  
  1,200       

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

      (BB+, Ba2)        06/15/28          5.125          1,205,346  
  980       

ITT Holdings LLC, Rule 144A, Senior Unsecured Notes
(Callable 08/01/24 @ 103.25)(1)

      (B, B2)        08/01/29          6.500          907,245  
  950       

New Fortress Energy, Inc., Rule 144A, Senior Secured Notes
(Callable 03/31/23 @ 103.25)(1)

      (BB-, B1)        09/30/26          6.500          939,265  
  1,180       

Rockies Express Pipeline LLC, Rule 144A, Senior Unsecured Notes
(Callable 04/15/29 @ 100.00)(1)

      (BB+, Ba2)        07/15/29          4.950          1,145,367  
  610       

Rockies Express Pipeline LLC, Rule 144A, Senior Unsecured Notes
(Callable 02/15/30 @ 100.00)(1)

      (BB+, Ba2)        05/15/30          4.800          579,094  
  200       

Suburban Energy Finance Corp., Rule 144A, Senior Unsecured Notes
(Callable 06/01/26 @ 102.50)(1)

      (BB-, B1)        06/01/31          5.000          187,770  
  500       

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

      (BB-, B1)        10/01/25          7.500          527,410  
                        

 

 

  
                           8,062,096  
                        

 

 

  
                        
 

Health Facilities (0.6%)

                    
  300       

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

      (BB-, Baa3)        09/01/28          5.625          324,395  

 

 

 

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

March 31, 2022 (unaudited)

 

Par
(000)		              

Ratings†
  (S&P/Moody’s)  

        Maturity            Rate%            Value    
                        
 

CORPORATE BONDS (continued)

                    
 

Health Facilities (continued)

                    
$           200       

Option Care Health, Inc., Rule 144A, Company Guaranteed Notes
(Callable 10/31/24 @ 102.19)(1)

      (B-, B3)        10/31/29          4.375        $        187,867  
  500       

Surgery Center Holdings, Inc., Rule 144A, Company Guaranteed Notes
(Callable 05/02/22 @ 105.00)(1)

      (CCC, Caa2)        04/15/27          10.000          525,800  
                        

 

 

  
                           1,038,062  
                        

 

 

  
                        
 

Health Services (4.2%)

                    
  1,060       

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

      (BB-, Ba3)        04/15/29          4.000          983,913  
  400       

MEDNAX, Inc., Rule 144A, Company Guaranteed Notes
(Callable 02/15/25 @ 102.69)(1)

      (B+, Ba3)        02/15/30          5.375          387,354  
  1,600       

Minerva Merger Sub, Inc., Rule 144A, Senior Unsecured Notes
(Callable 02/15/25 @ 103.25)(1)

      (CCC, Caa2)        02/15/30          6.500          1,557,848  
  120       

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

      (CCC+, B3)        06/01/25          7.375          123,782  
  1,518       

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

      (BB-, Ba3)        12/15/24          4.375          1,542,895  
  1,850       

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

      (CCC, Caa2)        02/01/28          9.250          1,853,672  
  235       

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

      (B-, B2)        12/15/25          5.250          229,887  
  393       

Service Corp., International, Global Senior Unsecured Notes
(Callable 05/15/26 @ 102.00)

      (BB, Ba3)        05/15/31          4.000          366,498  
                        

 

 

  
                           7,045,849  
                        

 

 

  
                        
 

Insurance Brokerage (4.6%)

                    
  1,801       

Acrisure Finance, Inc., Rule 144A, Senior Unsecured Notes
(Callable 05/02/22 @ 101.75)(1)

      (CCC+, Caa2)        11/15/25          7.000          1,775,840  
  1,000       

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

      (CCC+, Caa2)        08/01/26          10.125          1,066,210  
  181       

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

      (CCC+, Caa2)        10/15/27          6.750          179,509  
  780       

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

      (CCC+, Caa2)        05/15/27          8.000          790,015  
  625       

NFP Corp., Rule 144A, Senior Secured Notes
(Callable 08/15/23 @ 102.44)(1)

      (B, B1)        08/15/28          4.875          598,072  
  2,712       

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

      (CCC+, Caa2)        08/15/28          6.875          2,586,624  
  800       

Ryan Specialty Group LLC, Rule 144A, Senior Secured Notes
(Callable 02/01/25 @ 102.19)(1)

      (BB-, B1)        02/01/30          4.375          757,000  
                        

 

 

  
                           7,753,270  
                        

 

 

  
                        
 

Investments & Misc. Financial Services (2.8%)

                    
  1,385       

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

      (B-, B2)        03/01/28          6.250          1,383,442  
  1,500       

Asteroid Private Merger Sub, Inc., Rule 144A, Company Guaranteed Notes
(Callable 11/15/24 @ 104.25)(1)

      (CCC+, Caa1)        11/15/29          8.500          1,457,610  
  1,200       

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

      (B+, B1)        04/15/29          5.250          1,135,560  
  600       

Compass Group Diversified Holdings LLC, Rule 144A, Senior Unsecured Notes
(Callable 01/15/27 @ 102.50)(1)

      (B+, B1)        01/15/32          5.000          542,562  
  136       

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

      (B-, B3)        03/15/26          8.625          132,526  
  200       

Paysafe Holdings U.S. Corp., Rule 144A, Senior Secured Notes
(Callable 06/15/24 @ 102.00)(1)

      (B, B1)        06/15/29          4.000          170,622  
                        

 

 

  
                           4,822,322  
                        

 

 

  
                        
 

Machinery (3.9%)

                    
  1,025       

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

      (BB, Ba2)        04/15/29          4.375          973,776  
  1,200       

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

      (B+, B2)        12/15/28          4.125          1,129,440  
  1,400       

Dornoch Debt Merger Sub, Inc., Rule 144A, Senior Unsecured Notes
(Callable 10/15/24 @ 103.31)(1),(2)

      (CCC, Caa1)        10/15/29          6.625          1,219,008  
  1,300       

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

      (CCC+, Caa1)        10/01/27          11.000          1,373,053  

 

 

 

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

March 31, 2022 (unaudited)

 

Par
(000)		              

Ratings†
  (S&P/Moody’s)  

        Maturity            Rate%            Value    
                        
 

CORPORATE BONDS (continued)

                    
 

Machinery (continued)

                    
$        1,638       

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

      (B+, B1)        07/31/27          5.750        $     1,589,253  
  400       

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

      (BB+, Ba1)        06/15/25          5.750          410,510  
                        

 

 

  
                           6,695,040  
                        

 

 

  
                        
 

Managed Care (0.4%)

                    
  705       

HealthEquity, Inc., Rule 144A, Company Guaranteed Notes
(Callable 10/01/24 @ 102.25)(1)

      (B, B3)        10/01/29          4.500          668,869  
                        

 

 

  
                        
 

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          201,230  
                        

 

 

  
                        
 

Media Content (0.4%)

                    
  980       

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

      (CCC-, Ca)        08/15/27          6.625          205,800  
  615       

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

      (CCC+, Caa3)        08/15/26          5.375          239,075  
  200       

Sirius XM Radio, Inc., Rule 144A, Company Guaranteed Notes
(Callable 07/15/24 @ 102.00)(1)

      (BB, Ba3)        07/15/28          4.000          190,271  
                        

 

 

  
                           635,146  
                        

 

 

  
                        
 

Medical Products (1.6%)

                    
  675       

Embecta Corp., Rule 144A, Senior Secured Notes
(Callable 02/15/27 @ 101.25)(1)

      (B+, Ba3)        02/15/30          5.000          637,453  
  800       

Mozart Debt Merger Sub, Inc., Rule 144A, Senior Secured Notes
(Callable 10/01/24 @ 101.94)(1)

      (B+, B1)        04/01/29          3.875          740,020  
  1,400       

Mozart Debt Merger Sub, Inc., Rule 144A, Senior Unsecured Notes
(Callable 10/01/24 @ 102.63)(1)

      (B-, Caa1)        10/01/29          5.250          1,310,288  
                        

 

 

  
                           2,687,761  
                        

 

 

  
                        
 

Metals & Mining - Excluding Steel (3.3%)

                    
  250       

Canpack U.S. LLC, Rule 144A, Company Guaranteed Notes
(Callable 11/15/24 @ 101.94)(1)

      (BB, NR)        11/15/29          3.875          219,145  
  1,200       

ERO Copper Corp., Rule 144A, Company Guaranteed Notes
(Callable 02/15/25 @ 103.25)(1)

      (B, B1)        02/15/30          6.500          1,172,172  
  200       

First Quantum Minerals Ltd., Rule 144A, Company Guaranteed Notes
(Callable 04/11/22 @ 100.00)(1)

      (B+, Wr)        04/01/23          7.250          200,258  
  1,500       

First Quantum Minerals Ltd., Rule 144A, Company Guaranteed Notes
(Callable 04/11/22 @ 103.44)(1)

      (B+, NR)        03/01/26          6.875          1,543,388  
  400       

Kaiser Aluminum Corp., Rule 144A, Company Guaranteed Notes
(Callable 03/01/23 @ 102.31)(1)

      (BB, B1)        03/01/28          4.625          377,376  
  400       

Kaiser Aluminum Corp., Rule 144A, Company Guaranteed Notes
(Callable 06/01/26 @ 102.25)(1)

      (BB, B1)        06/01/31          4.500          359,288  
  110       

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

      (BB, B1)        01/30/30          4.750          107,000  
  1,129       

SunCoke Energy, Inc., Rule 144A, Senior Secured Notes
(Callable 06/30/24 @ 102.44)(1)

      (BB, B1)        06/30/29          4.875          1,065,776  
 
 550
  
     

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

      (B-, B3)        02/15/26          7.000          567,119  
                        

 

 

  
                           5,611,522  
                        

 

 

  
                        
 

Packaging (4.7%)

                    
  460       

Ardagh Metal Packaging Finance PLC, Rule 144A, Senior Unsecured Notes
(Callable 05/15/24 @ 101.50)(1),(4)

      (B+, B3)        09/01/29          3.000          457,624  
  133       

Crown Americas Capital Corp. VI, Global Company Guaranteed Notes
(Callable 05/02/22 @ 102.38)

      (BB-, Ba3)        02/01/26          4.750          134,354  
  2,250       

Flex Acquisition Co., Inc., Rule 144A, Senior Unsecured Notes
(Callable 05/02/22 @ 100.00)(1)

      (CCC+, Caa2)        01/15/25          6.875          2,259,525  
  400       

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

      (B-, B3)        09/15/28          6.000          395,000  
  1,930       

Intertape Polymer Group, Inc., Rule 144A, Company Guaranteed Notes
(Callable 06/15/24 @ 102.19)(1)

      (B+, Ba3)        06/15/29          4.375          1,990,284  
  525       

Pactiv Evergreen Group Issuer LLC, Rule 144A, Senior Secured Notes
(Callable 10/15/23 @ 102.00)(1)

      (B+, B1)        10/15/27          4.000          487,567  

 

 

 

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

March 31, 2022 (unaudited)

 

Par
(000)		              

Ratings†
  (S&P/Moody’s)  

        Maturity            Rate%            Value    
                        
 

CORPORATE BONDS (continued)

                    
 

Packaging (continued)

                    
$        2,380       

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

      (BB-, Ba3)        04/15/29          4.125        $     2,176,248  
                        

 

 

  
                           7,900,602  
                        

 

 

  
                        
 

Personal & Household Products (1.3%)

                    
  800       

Diamond BC B.V., Rule 144A, Company Guaranteed Notes
(Callable 10/01/24 @ 102.31)(1),(2)

      (B, Caa1)        10/01/29          4.625          719,528  
  1,350       

High Ridge Brands Co., Rule 144A, Senior Unsecured Notes
(Callable 05/09/22 @ 100.00)(1),(5),(6),(7),(9)

      (NR, NR)        03/15/25          0.000          15,188  
  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          1,419,120  
                        

 

 

  
                           2,153,836  
                        

 

 

  
                        
 

Pharmaceuticals (3.7%)

                    
  500       

Bausch Health Americas, Inc., Rule 144A, Company Guaranteed Notes
(Callable 05/02/22 @ 104.63)(1)

      (B, B3)        04/01/26          9.250          513,438  
  250       

Bausch Health Cos., Inc., Rule 144A, Company Guaranteed Notes
(Callable 05/02/22 @ 104.50)(1)

      (B, B3)        12/15/25          9.000          259,275  
  500       

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

      (B, B3)        05/30/29          7.250          428,840  
  700       

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

      (B, B3)        01/30/30          5.250          551,002  
  400       

Bausch Health Cos., Inc., Rule 144A, Senior Secured Notes
(Callable 06/01/24 @ 102.44)(1)

      (BB, Ba2)        06/01/28          4.875          383,542  
  708       

Emergent BioSolutions, Inc., Rule 144A, Company Guaranteed Notes
(Callable 08/15/23 @ 101.94)(1)

      (BB-, Ba3)        08/15/28          3.875          636,442  
  650       

Endo Finance LLC, Rule 144A, Senior Secured Notes
(Callable 05/03/22 @ 100.00)(1),(2)

      (B-, B3)        10/15/24          5.875          613,411  
  400       

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

      (B-, B3)        04/01/29          6.125          365,482  
  940       

Grifols Escrow Issuer S.A., Rule 144A, Senior Unsecured Notes
(Callable 10/15/24 @ 102.38)(1)

      (B, B3)        10/15/28          4.750          886,049  
  540       

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

      (B+, Ba2)        08/01/27          5.500          554,488  
  1,100       

Jazz Securities DAC, Rule 144A, Senior Secured Notes
(Callable 07/15/24 @ 102.19)(1)

      (BB-, Ba2)        01/15/29          4.375          1,068,589  
                        

 

 

  
                           6,260,558  
                        

 

 

  
                        
 

Real Estate Development & Management (1.3%)

                    
  718       

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

      (BB+, NR)        11/15/23          6.125          751,961  
  1,535       

WeWork Cos., Inc., Rule 144A, Company Guaranteed Notes(1),(2)

      (CCC+, Wr)        05/01/25          7.875          1,397,326  
                        

 

 

  
                           2,149,287  
                        

 

 

  
                        
 

Real Estate Investment Trusts (2.0%)

                    
  1,071       

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

      (BBB-, Ba3)        12/15/27          3.750          990,584  
  1,400       

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

      (BB, Ba3)        02/15/26          5.500          1,422,806  
  200       

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

      (BB, Ba3)        10/01/24          4.750          201,972  
  750       

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

      (BB-, B1)        02/01/27          5.750          795,469  
                        

 

 

  
                           3,410,831  
                        

 

 

  
                        
 

Recreation & Travel (5.4%)

                    
  800       

Boyne U.S.A., Inc., Rule 144A, Senior Unsecured Notes
(Callable 05/15/24 @ 102.38)(1)

      (B, B1)        05/15/29          4.750          769,036  
  407       

Canada’s Wonderland Co., Global Company Guaranteed Notes
(Callable 05/02/22 @ 102.69)

      (CCC+, B3)        04/15/27          5.375          405,097  
  1,227       

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

      (B, B2)        06/15/26          5.750          1,212,895  
  500       

Motion Bondco DAC, Rule 144A, Company Guaranteed Notes
(Callable 11/15/22 @ 103.31)(1),(2)

      (CCC, Caa2)        11/15/27          6.625          472,195  
  589       

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

      (B-, B1)        08/01/25          6.000          604,700  

 

 

 

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

March 31, 2022 (unaudited)

 

Par
(000)		              

Ratings†
  (S&P/Moody’s)  

        Maturity            Rate%            Value    
                        
 

CORPORATE BONDS (continued)

                    
 

Recreation & Travel (continued)

                    
$        1,775       

SeaWorld Parks & Entertainment, Inc., Rule 144A, Company Guaranteed Notes
(Callable 08/15/24 @ 102.63)(1),(2)

      (B-, Caa1)        08/15/29          5.250        $     1,696,545  
  400       

SeaWorld Parks & Entertainment, Inc., Rule 144A, Senior Secured Notes
(Callable 05/02/22 @ 104.38)(1)

      (BB-, Ba3)        05/01/25          8.750          415,504  
  1,150       

Six Flags Entertainment Corp., Rule 144A, Company Guaranteed Notes
(Callable 05/02/22 @ 101.22)(1)

      (B-, B3)        07/31/24          4.875          1,151,380  
  350       

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

      (BB-, Ba2)        07/01/25          7.000          365,864  
  2,115       

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

      (BB-, B2)        11/01/27          4.875          2,063,225  
                        

 

 

  
                           9,156,441  
                        

 

 

  
                        
 

Restaurants (0.7%)

                    
  1,225       

Yum Brands, Inc., Senior Unsecured Notes
(Callable 04/01/27 @ 102.69)

      (BB, Ba3)        04/01/32          5.375          1,228,393  
                        

 

 

  
                        
 

Software - Services (4.4%)

                    
  235       

CA Magnum Holdings, Rule 144A, Senior Secured Notes
(Callable 10/31/23 @ 102.69)(1)

      (NR, B1)        10/31/26          5.375          232,062  
  610       

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

      (BB+, Ba1)        06/01/27          4.875          615,902  
  2,100       

Elastic NV, Rule 144A, Senior Unsecured Notes
(Callable 07/15/24 @ 102.06)(1)

      (B+, B1)        07/15/29          4.125          1,955,667  
  1,575       

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

      (CCC+, Caa2)        02/15/29          6.000          1,361,706  
  257       

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

      (BB-, Ba3)        12/01/27          5.250          258,731  
  225       

Open Text Holdings, Inc., Rule 144A, Company Guaranteed Notes
(Callable 12/01/26 @ 102.06)(1)

      (BB, Ba2)        12/01/31          4.125          211,128  
  587       

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

      (CCC+, Caa1)        02/01/28          8.250          599,509  
  2,305       

Virtusa Corp., Rule 144A, Senior Unsecured Notes
(Callable 12/15/23 @ 103.56)(1)

      (CCC+, Caa2)        12/15/28          7.125          2,148,271  
                        

 

 

  
                           7,382,976  
                        

 

 

  
                        
 

Specialty Retail (3.6%)

                    
  40       

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

      (BB, B1)        03/01/28          4.500          38,508  
  491       

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

      (BB, B1)        03/01/30          4.750          464,020  
  200       

Asbury Automotive Group, Inc., Rule 144A, Company Guaranteed Notes
(Callable 11/15/24 @ 102.31)(1)

      (BB, B1)        11/15/29          4.625          187,338  
  200       

Asbury Automotive Group, Inc., Rule 144A, Company Guaranteed Notes
(Callable 11/15/26 @ 102.50)(1)

      (BB, B1)        02/15/32          5.000          186,184  
  950       

eG Global Finance PLC, Rule 144A, Senior Secured Notes
(Callable 05/03/22 @ 104.25)(1)

      (B-, B3)        10/30/25          8.500          974,106  
  400       

LCM Investments Holdings II LLC, Rule 144A, Senior Unsecured Notes
(Callable 05/01/24 @ 102.44)(1)

      (BB-, B2)        05/01/29          4.875          378,288  
  200       

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

      (BB+, Ba2)        02/15/31          3.750          182,917  
  400       

Penske Automotive Group, Inc., Company Guaranteed Notes
(Callable 06/15/24 @ 101.88)

      (BB-, Ba3)        06/15/29          3.750          359,588  
  1,850       

Ruyi U.S. Finance LLC, Rule 144A, Senior Secured Notes
(Callable 05/02/22 @ 103.75)(1)

      (NR, Caa1)        05/01/25          7.500          1,669,958  
  200       

Sonic Automotive, Inc., Rule 144A, Company Guaranteed Notes
(Callable 11/15/24 @ 102.31)(1)

      (BB-, B1)        11/15/29          4.625          179,001  
  1,150       

Sonic Automotive, Inc., Rule 144A, Company Guaranteed Notes
(Callable 11/15/26 @ 102.44)(1)

      (BB-, B1)        11/15/31          4.875          1,021,430  
  450       

Wolverine World Wide, Inc., Rule 144A, Company Guaranteed Notes
(Callable 08/15/24 @ 102.00)(1)

      (BB-, Ba2)        08/15/29          4.000          400,185  
                        

 

 

  
                           6,041,523  
                        

 

 

  
                        
 

Support - Services (7.0%)

                    
  318       

Allied Universal Finance Corp., Rule 144A, Senior Secured Notes
(Callable 06/01/24 @ 102.31)(1)

      (B, B2)        06/01/28          4.625          302,525  

 

 

 

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

March 31, 2022 (unaudited)

 

Par
(000)		              

Ratings†
  (S&P/Moody’s)  

        Maturity            Rate%            Value    
                        
 

CORPORATE BONDS (continued)

  
 

Support - Services (continued)

  
$           782       

Allied Universal Finance Corp., Rule 144A, Senior Secured Notes
(Callable 06/01/24 @ 102.31)(1)

      (B, B2)        06/01/28          4.625        $        731,991  
  1,300       

Allied Universal Finance Corp., Rule 144A, Senior Unsecured Notes
(Callable 06/01/24 @ 103.00)(1)

      (CCC+, Caa1)        06/01/29          6.000          1,145,515  
  475       

APi Group DE, Inc., Rule 144A, Company Guaranteed Notes
(Callable 07/15/24 @ 102.06)(1)

      (B, B1)        07/15/29          4.125          438,639  
  400       

Clarivate Science Holdings Corp., Rule 144A, Company Guaranteed Notes
(Callable 06/30/24 @ 102.44)(1)

      (CCC+, Caa1)        07/01/29          4.875          377,162  
  1,600       

CoreLogic, Inc., Rule 144A, Senior Secured Notes
(Callable 05/01/24 @ 102.25)(1)

      (B, B1)        05/01/28          4.500          1,511,848  
  1,835       

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

      (B-, B3)        07/31/26          7.125          1,843,404  
  2,000       

GYP Holdings III Corp., Rule 144A, Company Guaranteed Notes
(Callable 05/01/24 @ 102.31)(1)

      (B, B2)        05/01/29          4.625          1,854,440  
  500       

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

      (BB, B1)        06/15/25          7.125          519,920  
  500       

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

      (BB, B1)        06/15/28          7.250          531,650  
  1,550       

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

      (CCC+, Caa1)        10/15/28          6.875          1,470,632  
  595       

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

      (B+, B2)        08/15/28          4.625          580,803  
  500       

ZipRecruiter, Inc., Rule 144A, Senior Unsecured Notes
(Callable 01/15/25 @ 102.50)(1)

      (BB-, B2)        01/15/30          5.000          488,830  
                        

 

 

  
                           11,797,359  
                        

 

 

  
                        
 

Tech Hardware & Equipment (3.4%)

                    
  1,200       

Ciena Corp., Rule 144A, Company Guaranteed Notes
(Callable 01/31/25 @ 102.00)(1)

      (BB, Ba1)        01/31/30          4.000          1,156,746  
  759       

CommScope Technologies LLC, Rule 144A, Company Guaranteed Notes
(Callable 04/11/22 @ 102.00)(1)

      (CCC+, B3)        06/15/25          6.000          725,740  
  340       

CommScope Technologies LLC, Rule 144A, Company Guaranteed Notes
(Callable 04/11/22 @ 102.50)(1)

      (CCC+, B3)        03/15/27          5.000          296,548  
  650       

CommScope, Inc., Rule 144A, Company Guaranteed Notes
(Callable 05/02/22 @ 104.13)(1)

      (CCC+, B3)        03/01/27          8.250          633,851  
  685       

CommScope, Inc., Rule 144A, Senior Secured Notes
(Callable 09/01/24 @ 102.38)(1)

      (B, Ba3)        09/01/29          4.750          632,851  
  1,200       

Imola Merger Corp., Rule 144A, Senior Secured Notes
(Callable 05/15/24 @ 102.38)(1)

      (BB-, B1)        05/15/29          4.750          1,157,160  
  1,320       

Vertiv Group Corp., Rule 144A, Senior Secured Notes
(Callable 11/15/24 @ 102.06)(1)

      (BB-, B1)        11/15/28          4.125          1,206,216  
                        

 

 

  
                           5,809,112  
                        

 

 

  
                        
 

Telecom - Wireline Integrated & Services (2.5%)

                    
  1,656       

Altice France S.A., Rule 144A, Senior Secured Notes
(Callable 09/15/23 @ 102.56)(1)

      (B, B2)        01/15/29          5.125          1,474,362  
  200       

Altice France S.A., Rule 144A, Senior Secured Notes
(Callable 04/15/24 @ 102.56)(1)

      (B, B2)        07/15/29          5.125          179,520  
  200       

Altice France S.A., Rule 144A, Senior Secured Notes
(Callable 10/15/24 @ 102.75)(1)

      (B, B2)        10/15/29          5.500          179,728  
  2,651       

GTT Communications, Inc., Rule 144A, Company Guaranteed Notes
(Callable 05/02/22 @ 101.97)(1),(5)

      (NR, Wr)        12/31/24          0.000          271,727  
  1,193       

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

      (B+, B1)        10/15/27          6.750          1,227,168  
  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          191,340  
  400       

Vmed O2 UK Financing I PLC, Rule 144A, Senior Secured Notes
(Callable 01/31/26 @ 102.13)(1)

      (BB-, Ba3)        01/31/31          4.250          366,364  
  400       

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

      (CCC+, Caa1)        03/01/28          6.125          358,790  
                        

 

 

  
                           4,248,999  
                        

 

 

  
                        
 

Theaters & Entertainment (2.5%)

                    
  1,538       

AMC Entertainment Holdings, Inc.,10.00% Cash, 12.00% PIK, Rule 144A, Secured Notes
(Callable 06/15/23 @ 106.00)(1),(10)

      (CCC-, Caa3)        06/15/26          10.000          1,386,472  

 

 

 

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

March 31, 2022 (unaudited)

 

Par
(000)		              

Ratings†
  (S&P/Moody’s)  

        Maturity            Rate%            Value    
                        
 

CORPORATE BONDS (continued)

  
 

Theaters & Entertainment (continued)

  
$      1,025       

Live Nation Entertainment, Inc., Rule 144A, Company Guaranteed Notes
(Callable 05/02/22 @ 101.22)(1)

      (B-, B3)        11/01/24          4.875        $     1,030,881  
  700       

Live Nation Entertainment, Inc., Rule 144A, Company Guaranteed Notes
(Callable 05/02/22 @ 102.81)(1)

      (B-, B3)        03/15/26          5.625          713,958  
  325       

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

      (B-, B3)        10/15/27          4.750          318,305  
  800       

Technicolor S.A., Rule 144A (1),(4),(6),(7)

      (NR, NR)        05/31/29          4.500          867,867  
                        

 

 

  
                           4,317,483  
                        

 

 

  
                        
 

Transport Infrastructure/Services (0.5%)

                    
  899       

Navios Maritime Finance II U.S., Inc., Rule 144A, Senior Secured Notes
(Callable 04/11/22 @ 100.00)(1)

      (B, Caa1)        08/15/22          11.250          896,051  
                        

 

 

  
                        
 

Trucking & Delivery (0.4%)

                    
  800       

XO Management Holdings, Inc., Rule 144A, Senior Unsecured Notes
(Callable 02/01/25 @ 103.19)(1)

      (B-, Caa1)        02/01/30          6.375          757,068  
                        

 

 

  
 

TOTAL CORPORATE BONDS (Cost $174,066,060)

          164,045,214  
                        

 

 

  
                        
 

BANK LOANS (32.1%)

  
 

Aerospace & Defense (1.2%)

                    
  1,050       

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

      (NR, NR)        01/31/28          10.000          1,044,750  
  300       

Amentum Government Services Holdings LLC, SOFR 3M + 4.000%(11)

      (B, B1)        02/15/29         
 4.500 –
4.777		  
 		        298,125  
  728       

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

      (NR, NR)        02/01/29          8.500          725,376  
                        

 

 

  
                      2,068,251  
                        

 

 

  
                        
 

Auto Parts & Equipment (1.0%)

                    
  724       

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

      (CCC+, B3)        05/19/23          4.758          711,833  
  233       

Jason Group, Inc., LIBOR 3M + 1.000% Cash, 9.000% PIK(10),(11)

      (NR, Caa3)        03/02/26          11.000          230,321  
  327       

Jason Group, Inc., LIBOR 3M + 2.000% Cash, 4.000% PIK(10),(11)

      (NR, Caa1)        08/28/25          7.010          324,317  
  361       

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

      (CCC+, B2)        12/23/24          5.256          338,167  
                        

 

 

  
                           1,604,638  
                        

 

 

  
                        
 

Banking (0.5%)

                    
  891       

Citco Funding LLC, LIBOR 3M + 2.500%(11)

      (NR, Ba3)        09/28/23          3.506          882,980  
                        

 

 

  
                        
 

Chemicals (6.9%)

                    
  1,463       

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

      (BB-, Ba3)        08/27/26          5.500          1,460,452  
  3,577       

Atotech B.V., LIBOR 1M + 2.500%(11)

      (B+, B1)        03/18/28          3.000          3,541,657  
  741       

Ferro Corp. (Term Loan B1), LIBOR 3M + 2.250%(11)

      (BB-, Ba3)        02/14/24          3.256          739,702  
  195       

Ferro Corp. (Term Loan B2), LIBOR 3M + 2.250%(11)

      (BB-, Ba3)        02/14/24          3.256          194,355  
  190       

Ferro Corp. (Term Loan B3), LIBOR 3M + 2.250%(11)

      (BB-, Ba3)        02/14/24          3.256          190,220  
  1,899       

PMHC II, Inc., LIBOR 1M + 3.500%(11)

      (B-, B3)        03/31/25          4.500          1,888,639  
  1,452       

Polar U.S. Borrower LLC, LIBOR 1M + 4.750%, LIBOR 3M + 4.750%(6),(11)

      (B-, B3)        10/15/25         
 4.854 –
4.988		  
 		        1,411,609  
  1,750       

Vantage Specialty Chemicals, Inc., LIBOR 3M +
8.250%(8),(11)

      (CCC-, Caa3)        10/27/25          9.250          1,696,188  
  544       

Zep, Inc., LIBOR 12M + 4.000%(11)

      (CCC+, B2)        08/12/24          5.000          522,427  
                        

 

 

  
                           11,645,249  
                        

 

 

  
                        
 

Diversified Capital Goods (0.8%)

                    
  1,034       

Electrical Components International, Inc., PRIME +
7.500%(6),(11)

      (B-, B2)        06/26/25          11.000          1,013,267  
  267       

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

      (BB, Ba3)        02/12/25          3.500          264,638  
                        

 

 

  
                           1,277,905  
                        

 

 

  
                        
 

Electronics (2.2%)

                    
  750       

CPI International, Inc., LIBOR 3M + 7.250%(6),(8),(11)

      (CCC, Caa2)        07/26/25          8.250          712,056  
  1,550       

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

      (CCC+, Caa1)        12/01/25          8.500          1,545,481  
  1,537       

Idemia Group, LIBOR 3M + 4.500%(11)

      (B-, B3)        01/09/26          5.506          1,519,141  
                        

 

 

  
                           3,776,678  
                        

 

 

  
                        
 

Food & Drug Retailers (0.5%)

                    
  800       

WOOF Holdings, Inc., LIBOR 3M + 7.250%(11)

      (CCC, Caa2)        12/21/28          8.178          793,000  
                        

 

 

  

 

 

 

 

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

March 31, 2022 (unaudited)

 

Par
(000)		              

Ratings†
  (S&P/Moody’s)  

        Maturity            Rate%            Value    
                        
 

BANK LOANS (continued)

  
 

Food - Wholesale (0.3%)

  
$           518       

United Natural Foods, Inc., LIBOR 1M + 3.250%(11)

      (BB-, B1)        10/22/25          3.707        $        514,960  
                        

 

 

  
                        
 

Gas Distribution (0.7%)

                    
  1,141       

Traverse Midstream Partners LLC, SOFR 3M + 4.250%(11)

      (B, B3)        09/27/24          5.250          1,138,220  
                        

 

 

  
                        
 

Health Services (1.3%)

                    
  548       

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

      (B-, B1)        05/08/23          7.756          543,009  
  1,620       

U.S. Radiology Specialists, Inc., LIBOR 3M + 5.250%(11)

      (B-, B3)        12/15/27          6.313          1,616,849  
                        

 

 

  
                           2,159,858  
                        

 

 

  
                        
 

Investments & Misc. Financial Services (1.5%)

                    
  1,500       

AqGen Ascensus, Inc., LIBOR 3M + 6.500%(6),(11)

      (CCC, Caa2)        08/02/29          7.000          1,490,625  
  865       

Deerfield Dakota Holding LLC, LIBOR 1M +
6.750%(6),(11)

      (CCC, Caa2)        04/07/28          7.500          867,548  
  570       

Ditech Holding Corp.(5),(9)

      (NR, NR)        06/30/22          0.000          113,618  
                        

 

 

  
                           2,471,791  
                        

 

 

  
                        
 

Life Insurance (0.5%)

                    
  980       

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

      (B-, B2)        10/01/26          6.457          902,764  
                        

 

 

  
                        
 

Machinery (1.0%)

                    
  489       

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

      (B, B1)        09/30/26          5.006          484,870  
  798       

LTI Holdings, Inc., LIBOR 3M + 6.750%(8),(11)

      (CCC+, Caa2)        09/06/26          7.207          784,693  
  439       

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

      (B-, B2)        09/06/25          3.957          429,498  
                        

 

 

  
                           1,699,061  
                        

 

 

  
                        
 

Media - Diversified (0.1%)

                    
  118       

Diamond Sports Group, LLC, SOFR 3M + 8.000%(11)

      (B, B2)        05/26/26          9.000          120,049  
                        

 

 

  
                        
 

Medical Products (0.7%)

                    
  615       

Femur Buyer, Inc., LIBOR 3M + 5.500%(6),(11)

      (NR, NR)        03/05/24          6.506          531,038  
  691       

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

      (CCC+, B3)        07/02/25          7.250          682,500  
                        

 

 

  
                           1,213,538  
                        

 

 

  
                        
 

Packaging (0.2%)

                    
  540       

Strategic Materials, Inc., LIBOR 3M + 7.750%(6),(8),(11)

      (CC, C)        10/31/25          8.750          310,500  
                        

 

 

  
                        
 

Personal & Household Products (1.5%)

                    
  800       

ABG Intermediate Holdings 2 LLC, SOFR 3M +
6.000%(6),(11)

      (CCC+, Caa1)        12/20/29          6.801          795,000  
  1,111       

Serta Simmons Bedding, LLC (2020 Super Priority First Out Term Loan), LIBOR 1M + 7.500%(11)

      (B, B2)        08/10/23          8.500          1,116,711  
  749       

Serta Simmons Bedding, LLC (2020 Super Priority Second Out Term Loan), LIBOR 1M + 7.500%(11)

      (B-, Caa2)        08/10/23          8.500          709,087  
                        

 

 

  
                           2,620,798  
                        

 

 

  
                        
 

Pharmaceuticals (1.6%)

                    
  776       

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

      (CCC+, Caa2)        10/01/25          8.500          778,792  
  818       

Bausch Health Companies, Inc.(12)

      (BB, Ba2)        06/02/25          0.000          812,679  
  1,145       

Bausch Health Companies, Inc.(12)

      (BB, Ba2)        11/27/25          0.000          1,136,413  
                        

 

 

  
                           2,727,884  
                        

 

 

  
                        
 

Recreation & Travel (1.7%)

                    
  763       

Bulldog Purchaser, Inc., LIBOR 3M + 7.750%(11)

      (CCC-, Caa3)        09/04/26          8.258          730,064  
  978       

Bulldog Purchaser, Inc., LIBOR 3M + 3.750%(11)

      (B-, B3)        09/05/25          4.258          928,364  
  530       

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

      (CCC-, Caa2)        04/27/25          5.500          476,489  
  773       

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

      (NR, NR)        11/10/25          9.125          800,258  
                        

 

 

  
                           2,935,175  
                        

 

 

  
                        
 

Restaurants (0.1%)

                    
  15       

Golden Nugget, Inc., LIBOR 1M + 12.000%(6),(11)

      (NR, NR)        10/04/23          13.000          16,157  
  200       

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

      (CCC, Caa2)        02/04/28          8.250          197,750  
                        

 

 

  
                           213,907  
                        

 

 

  
                        
 

Software - Services (3.7%)

                    
  1,206       

Aston FinCo Sarl, LIBOR 1M + 4.250%(11)

      (B-, B2)        10/09/26          4.707          1,197,331  
  600       

CommerceHub, Inc.(12)

      (CCC, Caa2)        12/29/28          0.000          557,250  
  1,250       

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

      (CCC, Caa2)        07/31/28          8.750          1,279,688  

 

 

 

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

March 31, 2022 (unaudited)

 

Par
(000)		              

Ratings†
  (S&P/Moody’s)  

        Maturity            Rate%            Value    
                        
 

BANK LOANS (continued)

  
 

Software - Services (continued)

  
$           467       

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

      (B-, B2)        06/13/24          4.500        $        461,481  
  2,361       

Finastra U.S.A., Inc., LIBOR 3M + 7.250%(11)

      (CCC, Caa2)        06/13/25          8.250          2,328,566  
  477       

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

      (B, B2)        07/07/24          5.750          475,132  
                        

 

 

  
                           6,299,448  
                        

 

 

  
                        
 

Support - Services (1.9%)

                    
  2,260       

Change Healthcare Holdings LLC, LIBOR 1M +
2.500%(11)

      (B+, B1)        03/01/24          3.500          2,251,001  
  400       

LaserShip, Inc.(6),(12)

      (CCC, Caa2)        05/07/29          0.000          399,000  
  163       

Nuvei Technologies Corp., LIBOR 1M + 2.500%(6),(11)

      (B+, Ba3)        09/28/25          3.000          162,412  
  400       

TruGreen Limited Partnership, LIBOR 3M +
8.500%(6),(11)

      (CCC+, Caa1)        11/02/28          9.506          403,000  
                        

 

 

  
                           3,215,413  
                        

 

 

  
                        
 

Telecom - Wireline Integrated & Services (0.5%)

                    
  875       

TVC Albany, Inc., LIBOR 1M + 7.500%(6),(8),(11)

      (CCC, Caa2)        07/23/26          7.960          844,375  
                        

 

 

  
                        
 

Theaters & Entertainment (1.7%)

                    
  515       

Technicolor S.A., LIBOR 6M + 6.000% Cash, 6.000% PIK(10),(11)

      (B, Caa1)        06/30/24          12.446          535,067  
  748       

TopGolf International, Inc.(12)

      (B, B3)        02/09/26          0.000          760,931  
  1,568       

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

      (B, B3)        05/18/25          3.210          1,544,386  
                        

 

 

  
                           2,840,384  
                        

 

 

  
 

TOTAL BANK LOANS (Cost $55,227,753)

          54,276,826  
                        

 

 

  
                        
 

ASSET BACKED SECURITIES (6.2%)

  
 

Collateralized Debt Obligations (6.2%)

                    
  650       

Anchorage Capital CLO 15 Ltd., 2020-15A, Rule 144A, LIBOR 3M + 7.400% (1),(11)

      (NR, Ba3)        07/20/34          7.654          638,089  
  1,000       

Anchorage Capital CLO 25 Ltd., 2022-25A, Rule 144A, SOFR 3M + 7.170% (1),(11)

      (NR, Ba3)        04/20/35          7.411          974,956  
  500       

Anchorage Credit Funding Ltd., 2016-4A, Rule 144A (1)

      (NR, Ba3)        04/27/39          6.659          428,528  
  750       

Battalion CLO 18 Ltd., 2020-18A, Rule 144A, LIBOR 3M + 6.710% (1),(11)

      (BB-, NR)        10/15/36          6.951          717,652  
  1,000       

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

      (BB-, NR)        01/17/33          6.591          966,958  
  1,000       

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

      (BB-, NR)        04/20/34          6.974          952,640  
  1,000       

KKR CLO Ltd., Rule 144A, LIBOR 3M + 6.150% (1),(11)

      (NR, B1)        07/15/31          6.391          952,538  
  1,000       

KKR CLO Ltd., Rule 144A, LIBOR 3M + 7.110% (1),(11)

      (BB-, NR)        10/20/34          7.364          969,752  
  1,000       

Marble Point CLO XXIII Ltd., 2021-4A, Rule 144A, LIBOR 3M + 5.750% (1),(11)

      (NR, Ba1)        01/22/35          5.843          950,421  
  1,000       

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

      (BB-, NR)        10/20/32          7.484          982,410  
  1,000       

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

      (NR, Baa2)        04/20/37          5.459          991,421  
  1,000       

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

      (BB-, NR)        01/20/34          7.964          964,178  
                        

 

 

  
 

TOTAL ASSET BACKED SECURITIES (Cost $10,767,898)

          10,489,543  
                        

 

 

  
                        
Number of
Shares		                                           
                        
 

COMMON STOCKS (0.7%)

  
 

Auto Parts & Equipment (0.1%)

                    
  18,270       

Jason Group, Inc.(9)

 

        191,837  
                        

 

 

  
                        
 

Chemicals (0.4%)

                    
  2,794       

Project Investor Holdings LLC(6),(7),(8),(9)

 

        28  
  46,574       

Proppants Holdings LLC(6),(7),(8),(9)

 

        466  
  10,028       

UTEX Industries, Inc.(6),(9)

 

        621,736  
                        

 

 

  
                           622,230  
                        

 

 

  
                        
 

Pharmaceuticals (0.2%)

                    
  45,583       

Akorn Holding Company LLC(6),(9)

 

        364,664  
                        

 

 

  
                        
 

Support - Services (0.0%)

                    
  800       

LTR Holdings LLC(6),(7),(8),(9)

 

        4,706  
  433       

Sprint Industrial Holdings LLC, Class G(6),(7),(8),(9)

 

        —  
  39       

Sprint Industrial Holdings LLC, Class H(6),(7),(8),(9)

 

        —  

 

 

 

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

March 31, 2022 (unaudited)

 

Number of
Shares		                                          Value    
                        
 

COMMON STOCKS (continued)

  
 

Support - Services (continued)

  
              96       

Sprint Industrial Holdings LLC, Class I(6),(7),(8),(9)

                     $ 500  
                        

 

 

  
                           5,206  
                        

 

 

  
 

TOTAL COMMON STOCKS (Cost $1,639,154)

                       1,183,937  
                        

 

 

  
                        
 

WARRANT (0.0%)

  
 

Chemicals (0.0%)

  
       11,643       

Project Investor Holdings LLC, expires 02/20/2022(6),(7),(8),(9) (Cost $6,054)

                       —  
                        

 

 

  
                        
 

SHORT-TERM INVESTMENTS (7.1%)

  
  7,072,028       

State Street Institutional U.S. Government Money Market Fund - Premier Class, 0.25%

                       7,072,028  
  4,993,173       

State Street Navigator Securities Lending Government Money Market Portfolio, 0.25%(13)

                       4,993,173  
                        

 

 

  
                        
 

TOTAL SHORT-TERM INVESTMENTS (Cost $12,065,201)

                       12,065,201  
                        

 

 

  
                        
 

TOTAL INVESTMENTS AT VALUE (142.9%) (Cost $253,772,120)

                       242,060,721  
 

LIABILITIES IN EXCESS OF OTHER ASSETS (-42.9%)

                       (72,611,043 ) 
                        

 

 

  
                        
 

NET ASSETS (100.0%)

                     $ 169,449,678  
                        

 

 

  

INVESTMENT ABBREVIATIONS

1M = 1 Month

3M = 3 Month

6M = 6 Month

12M = 12 Month

LIBOR = London Interbank Offered Rate

NR = Not Rated

Sarl — société à responsabilité limitée

SOFR = Secured Overnight Financing Rate

 

† 

Credit ratings given by the S&P Global Ratings Division of S&P Global Inc. (“S&P”) and Moody’s Investors Service, Inc. (“Moody’s”) are unaudited.

(1) 

Security exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At March 31, 2022, these securities amounted to a value of $162,138,472 or 95.7% of net assets.

(2) 

Security or portion thereof is out on loan.

(3) 

This security is denominated in British Pound.

(4) 

This security is denominated in Euro.

(5) 

Bond is currently in default.

(6) 

Security is valued using significant unobservable inputs.

(7) 

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.

(8) 

Illiquid security.

(9) 

Non-income producing security.

(10) 

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

(11) 

Variable rate obligation — The interest rate shown is the rate in effect as of March 31, 2022. The rate may be subject to a cap and floor.

(12) 

The rates on certain variable rate securities are not based on a published reference rate and spread but are determined by the issuer or agent and are based on current market conditions. These securities do not indicate a reference rate and spread in their description above. The interest rate shown is the rate in effect as of March 31, 2022.

(13) 

Represents security purchased with cash collateral received for securities on loan. The rate shown is the annualized one-day yield at March 31, 2022.

 

 

 

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments (continued)

March 31, 2022 (unaudited)

 

Forward Foreign Currency Contracts

 

Forward

Currency to be
Purchased (Local)

     

Forward
Currency to be
Sold (Local)

     

    Expiration    

Date

   

Counterparty

    Value on
Settlement Date		     Current
Value/Notional		     Net Unrealized
Appreciation		  

USD

   $ 2,269,327     

EUR

    $ 1,987,909      10/12/22    Deutsche Bank AG    $ (2,269,327 )    $ (2,233,278 )    $ 36,049  

USD

     720,667     

GBP

      530,171      10/12/22    Deutsche Bank AG      (720,667 )      (698,196 )      22,471  
                    

 

 

  
 
  $           58,520  
                    

 

 

  

Forward Foreign Currency Contracts

 

Forward

Currency to be
Purchased (Local)

     

Forward
Currency to be
Sold (Local)

     

    Expiration    

Date

   

Counterparty

    Value on
Settlement Date		     Current
Value/Notional		     Net Unrealized
Depreciation		  

EUR

            95,591     

USD

           108,044      10/12/22    Deutsche Bank AG    $ 108,044     $ 107,391     $ (653 ) 

EUR

     19,172     

USD

      22,069      10/12/22    Morgan Stanley      22,069       21,538       (531 ) 

GBP

     12,952     

USD

      17,783      10/12/22    Deutsche Bank AG      17,783       17,057       (726 ) 

USD

     463,874     

EUR

      416,000      10/12/22    Barclays Bank PLC      (463,874 )      (467,347 )      (3,473 ) 
                    

 

 

  
  $ (5,383 ) 
                    

 

 

  
 
  $           53,137  
                    

 

 

  

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, 2022 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

    $ —      $ 163,158,429      $ 886,785     $ 164,045,214  

Bank Loans

      —        43,108,119        11,168,707       54,276,826  

Asset Backed Securities

      —        10,489,543        —       10,489,543  

Common Stocks

      —        191,837        992,100       1,183,937  

Warrants

      —        —        0 (1)      0 (1) 

Short-term Investments

      7,072,028        4,993,173        —       12,065,201  
  

 

 

     

 

 

     

 

 

    

 

 

  
   $         7,072,028      $     221,941,101      $       13,047,592     $     242,060,721  
  

 

 

     

 

 

     

 

 

    

 

 

  

Other Financial Instruments*

 

  

Forward Foreign Currency Contracts

    $ —      $ 58,520      $ —     $ 58,520  
          

Liabilities

    Level 1      Level 2      Level 3     Total  

Other Financial Instruments*

           

Forward Foreign Currency Contracts

    $ —      $ 5,383      $ —     $ 5,383  

 

*

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

(1) 

Includes a zero valued security.

The following is a reconciliation of investments as of March 31, 2022 for which significant unobservable inputs were used in determining fair value.

 

     Corporate
Bonds		      Bank
Loans		     Common
Stocks		     Warrant     Total  

Balance as of December 31, 2021

    $ 18,917      $ 8,217,766     $ 5,700     $ 0 (1)    $ 8,242,383  

Accrued discounts (premiums)

      —        12,384       —       —       12,384  

Purchases

      866,892        453,002       —       —       1,319,894  

Sales

      —        (2,087,294 )      —       —       (2,087,294 ) 

Realized gain (loss)

      —        16,154       (44,986 )      —       (28,832 ) 

Change in unrealized appreciation (depreciation)

      976        (96,956 )      44,986       —       (50,994 ) 

Transfers into Level 3

      —        4,653,651       986,400       —       5,640,051  

Transfers out of Level 3

      —        —       —       —       —  
  

 

 

     

 

 

    

 

 

    

 

 

    

 

 

  

Balance as of March 31, 2022

    $ 886,785      $ 11,168,707     $ 992,100     $ 0 (1)    $ 13,047,592  
  

 

 

     

 

 

    

 

 

    

 

 

    

 

 

  

Net change in unrealized appreciation (depreciation) from investments still held as of March 31, 2022

    $ 976      $ (82,960 )    $ —         —     $ (81,984 ) 

 

(1) 

Includes zero valued securities.

Quantitative Disclosure About Significant Unobservable Inputs

 

Asset Class    

    Fair Value
At 03/31/2022		     

Valuation

Technique

   

Unobservable

Input

   

Range

(Weighted Average)*

Bank Loans

    $ 11,168,707      Vendor pricing    Single Broker Quote    $0.58 - $1.07 ($0.97)

Common Stocks

    $ 494      Income Approach    Expected Remaining Distribution    $0.00 - $0.01 ($0.01)
     5,206      Recent Transactions    Trade Price    $5.22 - $5.88 ($5.82)
     986,400      Vendor pricing    Single Broker Quote    $8.00 - $62.00 ($42.04)

Corporate Bonds

    $ 3,730      Income Approach    Expected Remaining Distribution    $0.01 (N/A)
     867,867      Recent Transactions    Trade Price    $1.08 (N/A)
     15,188      Vendor pricing    Single Broker Quote    $0.01 (N/A)

Warrants

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

* Weighted by relative fair value

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

For the period ended March 31, 2022, $5,640,051 was transferred from Level 2 to Level 3 due to a lack of a pricing source supported by observable inputs. All transfers, if any, are assumed to occur at the end of the reporting period.

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

 

 

 


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