Edgar Filing: CREDIT SUISSE ASSET MANAGEMENT INCOME FUND INC

Credit Suisse Asset Management Income Fund, Inc.

UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

FORM N-Q

QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED

MANAGEMENT INVESTMENT COMPANY

Investment Company Act file number: 811-05012

CREDIT SUISSE ASSET MANAGEMENT INCOME FUND, INC.

(Exact name of registrant as specified in charter)

c/o Credit Suisse Asset Management, LLC

Eleven Madison Avenue

New York, New York 10010

(Address of principal executive offices) (Zip code)

John G. Popp

Eleven Madison Avenue

New York, New York 10010

(Name and address of agent for service)


Registrant’s telephone number, including area code: (212) 325-2000
Date of fiscal year-end:		December 31st
Date of reporting period:		July 1, 2018 to September 30, 2018

Item 1: Schedule of Investments

Credit Suisse Asset Management Income Fund, Inc.

Schedule of Investments

September 30, 2018 (unaudited)


Par (000)			Ratings† (S&P/Moody’s)	Maturity		Rate%		Value

	CORPORATE BONDS (106.8%)
	Air Transportation (0.3%)
$	550	United Continental Holdings, Inc., Company Guaranteed Notes⁽¹⁾	(BB, Ba3)		02/01/24		5.000	$	547,250

	Auto Parts & Equipment (2.3%)
	1,300	Cooper-Standard Automotive, Inc., Rule 144A, Company Guaranteed Notes (Callable 11/15/21 @ 102.81)⁽²⁾	(B+, B1)		11/15/26		5.625		1,282,125
	2,000	IHO Verwaltungs GmbH, Rule 144A, Senior Secured Notes (Callable 09/15/21 @ 102.38)^(2),(3)	(BB+, Ba1)		09/15/26		4.750		1,890,000
	1,000	Stevens Holding Co., Inc., Rule 144A, Company Guaranteed Notes (Callable 10/01/23 @ 101.53)⁽²⁾	(B+, B2)		10/01/26		6.125		1,018,750

									4,190,875


	Brokerage (2.4%)
	600	Jefferies Finance LLC, Rule 144A, Senior Unsecured Notes (Callable 10/29/18 @ 103.44)⁽²⁾	(B, B1)		04/15/22		6.875		606,000
	1,450	Jefferies Finance LLC, Rule 144A, Senior Unsecured Notes (Callable 10/29/18 @ 103.75)⁽²⁾	(B, B1)		04/15/21		7.500		1,489,875
	2,375	LPL Holdings, Inc., Rule 144A, Company Guaranteed Notes (Callable 03/15/20 @ 104.31)⁽²⁾	(BB-, B2)		09/15/25		5.750		2,324,531

									4,420,406


	Building & Construction (0.8%)
	1,500	TopBuild Corp., Rule 144A, Company Guaranteed Notes (Callable 05/01/21 @ 102.81)⁽²⁾	(BB-, B1)		05/01/26		5.625		1,470,000


	Building Materials (8.4%)
	1,000	American Builders & Contractors Supply Co., Inc., Rule 144A, Company Guaranteed Notes (Callable 05/15/21 @ 102.94)⁽²⁾	(B+, B3)		05/15/26		5.875		1,006,250
	550	American Builders & Contractors Supply Co., Inc., Rule 144A, Senior Unsecured Notes (Callable 12/15/18 @ 104.31)⁽²⁾	(B+, B3)		12/15/23		5.750		563,062
	1,000	American Woodmark Corp., Rule 144A, Company Guaranteed Notes (Callable 03/15/21 @ 102.44)⁽²⁾	(BB, Ba3)		03/15/26		4.875		957,500
	1,825	Beacon Roofing Supply, Inc., Rule 144A, Company Guaranteed Notes (Callable 11/01/20 @ 102.44)⁽²⁾	(B+, B3)		11/01/25		4.875		1,688,125
	325	Core & Main LP, Rule 144A, Senior Unsecured Notes (Callable 08/15/20 @ 103.06)⁽²⁾	(B-, Caa1)		08/15/25		6.125		312,000
	250	James Hardie International Finance DAC, Rule 144A, Company Guaranteed Notes (Callable 01/15/21 @ 102.38)⁽²⁾	(BB, Ba1)		01/15/25		4.750		242,863
	1,250	James Hardie International Finance DAC, Rule 144A, Company Guaranteed Notes (Callable 01/15/23 @ 102.50)⁽²⁾	(BB, Ba1)		01/15/28		5.000		1,184,375
	1,025	Jeld-Wen, Inc., Rule 144A, Company Guaranteed Notes (Callable 12/15/20 @ 102.31)⁽²⁾	(BB-, B1)		12/15/25		4.625		948,125
	500	Jeld-Wen, Inc., Rule 144A, Company Guaranteed Notes (Callable 12/15/22 @ 102.44)⁽²⁾	(BB-, B1)		12/15/27		4.875		456,875
	575	Masonite International Corp., Rule 144A, Senior Unsecured Notes (Callable 09/15/21 @ 102.88)⁽²⁾	(BB+, Ba3)		09/15/26		5.750		577,875
	2,350	Omnimax International, Inc., Rule 144A, Senior Secured Notes (Callable 10/15/18 @ 104.50)⁽²⁾	(B-, Caa1)		08/15/20		12.000		2,458,687
	2,450	PriSo Acquisition Corp., Rule 144A, Senior Unsecured Notes (Callable 10/29/18 @ 104.50)⁽²⁾	(CCC+, Caa1)		05/15/23		9.000		2,541,875
	500	Summit Materials Finance Corp., Global Company Guaranteed Notes (Callable 04/15/19 @ 104.25)	(BB, B3)		04/15/22		8.500		533,125
	500	Summit Materials Finance Corp., Global Company Guaranteed Notes (Callable 10/15/18 @ 103.06)	(BB, B3)		07/15/23		6.125		509,590
	475	U.S. Concrete, Inc., Global Company Guaranteed Notes (Callable 06/01/19 @ 104.78)	(BB-, B3)		06/01/24		6.375		482,933
	800	USG Corp., Rule 144A, Company Guaranteed Notes (Callable 06/01/22 @ 102.44)⁽²⁾	(BB+, Ba1)		06/01/27		4.875		810,808

									15,274,068


	Cable & Satellite TV (8.7%)
	1,250	Altice Financing S.A., Rule 144A, Senior Secured Notes (Callable 05/15/21 @ 103.75)⁽²⁾	(B+, B1)		05/15/26		7.500		1,221,875
	825	Altice Financing S.A., Rule 144A, Senior Secured Notes (Callable 10/29/18 @ 104.97)⁽²⁾	(B+, B1)		02/15/23		6.625		833,250
	550	Altice France S.A., Rule 144A, Senior Secured Notes (Callable 05/01/21 @ 103.69)⁽²⁾	(B, B1)		05/01/26		7.375		552,063


Par (000)			Ratings† (S&P/Moody’s)	Maturity		Rate%		Value

	CORPORATE BONDS (continued)
	Cable & Satellite TV
$	1,200	Altice France S.A., Rule 144A, Senior Secured Notes (Callable 05/15/19 @ 103.13)⁽²⁾	(B, B1)		05/15/24		6.250	$	1,186,500
	500	Altice U.S. Finance I Corp., Rule 144A, Senior Secured Notes (Callable 05/15/21 @ 102.75)⁽²⁾	(BB, Ba3)		05/15/26		5.500		500,625
	1,200	Altice U.S. Finance I Corp., Rule 144A, Senior Secured Notes (Callable 10/09/18 @ 104.03)⁽²⁾	(BB, Ba3)		07/15/23		5.375		1,216,500
	1,850	Block Communications, Inc., Rule 144A, Senior Unsecured Notes (Callable 02/15/20 @ 103.44)⁽²⁾	(BB-, Ba3)		02/15/25		6.875		1,905,500
	685	CSC Holdings LLC, Global Senior Unsecured Notes	(B-, B2)		06/01/24		5.250		671,300
	850	CSC Holdings LLC, Rule 144A, Company Guaranteed Notes (Callable 02/01/23 @ 102.69)⁽²⁾	(BB-, Ba2)		02/01/28		5.375		811,750
	50	CSC Holdings LLC, Rule 144A, Company Guaranteed Notes (Callable 04/15/22 @ 102.75)⁽²⁾	(BB-, Ba2)		04/15/27		5.500		48,625
	400	CSC Holdings LLC, Rule 144A, Company Guaranteed Notes (Callable 10/15/20 @ 103.31)⁽²⁾	(BB-, Ba2)		10/15/25		6.625		422,500
	335	CSC Holdings LLC, Rule 144A, Senior Unsecured Notes (Callable 10/15/20 @ 105.44)⁽²⁾	(B-, B2)		10/15/25		10.875		390,275
	2,350	Midcontinent Finance Corp., Rule 144A, Company Guaranteed Notes (Callable 10/29/18 @ 105.16)⁽²⁾	(B, B3)		08/15/23		6.875		2,471,142
	1,800	Telenet Finance Luxembourg Notes Sarl, Rule 144A, Senior Secured Notes (Callable 12/01/22 @ 102.75)⁽²⁾	(BB-, Ba3)		03/01/28		5.500		1,701,000
	500	Virgin Media Secured Finance PLC, Rule 144A, Senior Secured Notes (Callable 04/15/22 @ 102.50)^(2),(4)	(BB-, Ba3)		04/15/27		5.000		651,368
	1,350	Ziggo B.V., Rule 144A, Senior Secured Notes (Callable 01/15/22 @ 102.75)⁽²⁾	(BB-, B1)		01/15/27		5.500		1,270,012

									15,854,285


	Chemicals (6.2%)
	1,700	Alpha 2 B.V., 8.75% Cash, 9.50% PIK, Rule 144A, Senior Unsecured Notes (Callable 06/01/19 @ 102.00)^(2),(3)	(CCC+, Caa1)		06/01/23		8.750		1,731,875
	1,500	Alpha U.S. Bidco, Inc., Rule 144A, Company Guaranteed Notes (Callable 02/01/20 @ 103.13)⁽²⁾	(CCC+, Caa1)		02/01/25		6.250		1,500,450
	500	GCP Applied Technologies, Inc. Rule 144A, Company Guaranteed Notes (Callable 04/15/21 @ 102.75)⁽²⁾	(BB, B1)		04/15/26		5.500		492,500
	1,380	Ingevity Corp., Rule 144A, Senior Unsecured Notes (Callable 02/01/21 @ 102.25)⁽²⁾	(NR, Ba3)		02/01/26		4.500		1,319,211
	1,000	Nufarm Americas, Inc., Rule 144A, Company Guaranteed Notes (Callable 04/30/21 @ 102.88)⁽²⁾	(BB-, B1)		04/30/26		5.750		948,750
	500	PQ Corp., Rule 144A, Senior Secured Notes (Callable 05/15/19 @ 103.38)⁽²⁾	(BB-, B2)		11/15/22		6.750		522,090
	276	Reichhold Industries, Inc., Rule 144A, Senior Secured Notes^{(2),(5),(6),(7),(8)}	(NR, NR)		05/01/19		9.000		9,946
	500	Starfruit U.S. Holdco LLC, Rule 144A, Senior Unsecured Notes (Callable 10/01/21 @ 104.00)⁽²⁾	(B-, Caa1)		10/01/26		8.000		508,125
	1,000	Trinseo Materials Finance, Inc., Rule 144A, Company Guaranteed Notes (Callable 09/01/20 @ 102.69)⁽²⁾	(BB-, B2)		09/01/25		5.375		966,550
	1,500	Tronox, Inc., Rule 144A, Company Guaranteed Notes (Callable 04/15/21 @ 103.25)^(1),(2)	(B-, B3)		04/15/26		6.500		1,447,500
	1,700	Venator Materials LLC, Rule 144A, Company Guaranteed Notes (Callable 07/15/20 @ 104.31)^(1),(2)	(BB-, B2)		07/15/25		5.750		1,547,000
	325	Versum Materials, Inc., Rule 144A, Company Guaranteed Notes (Callable 09/30/21 @ 102.75)⁽²⁾	(BB+, Ba3)		09/30/24		5.500		332,313

									11,326,310


	Consumer/Commercial/Lease Financing (0.2%)
	375	Lincoln Finance Ltd., Rule 144A, Senior Secured Notes (Callable 10/09/18 @ 103.69)⁽²⁾	(BB+, B1)		04/15/21		7.375		388,624


	Diversified Capital Goods (0.8%)
	900	Anixter, Inc., Global Company Guaranteed Notes	(BB, Ba3)		03/01/23		5.500		932,625
	470	EnerSys, Rule 144A, Company Guaranteed Notes (Callable 01/30/23 @ 100.00)⁽²⁾	(BB+, Ba2)		04/30/23		5.000		476,463

									1,409,088


Par (000)			Ratings† (S&P/Moody’s)	Maturity		Rate%		Value

	CORPORATE BONDS (continued)
	Electronics (1.7%)
$	1,750	Entegris, Inc., Rule 144A, Company Guaranteed Notes (Callable 11/10/20 @ 103.47)⁽²⁾	(BB-, Ba3)		02/10/26		4.625	$	1,673,263
	1,500	Sensata Technologies B.V., Rule 144A, Company Guaranteed Notes⁽²⁾	(BB+, Ba3)		10/01/25		5.000		1,503,750

									3,177,013


	Energy - Exploration & Production (2.0%)
	825	Aker BP ASA, Rule 144A, Senior Unsecured Notes (Callable 03/31/21 @ 102.94)⁽²⁾	(BB+, Ba2)		03/31/25		5.875		854,906
	600	Jagged Peak Energy LLC, Rule 144A, Company Guaranteed Notes (Callable 05/01/21 @ 102.94)⁽²⁾	(B, B3)		05/01/26		5.875		598,500
	932	Talos Production Finance, Inc., Rule 144A, Secured Notes (Callable 05/10/19 @ 105.50)⁽²⁾	(NR, NR)		04/03/22		11.000		1,002,153
	1,124	W&T Offshore, Inc., Global Company Guaranteed Notes (Callable 10/29/18 @ 100.00)	(CC, Ca)		06/15/19		8.500		1,129,620

									3,585,179


	Food - Wholesale (1.2%)
	1,160	Clearwater Seafoods, Inc., Rule 144A, Senior Unsecured Notes (Callable 05/01/20 @ 105.16)⁽²⁾	(B+, B3)		05/01/25		6.875		1,122,300
	400	Lamb Weston Holdings, Inc., Rule 144A, Company Guaranteed Notes (Callable 11/01/21 @ 102.44)⁽²⁾	(BB, Ba2)		11/01/26		4.875		393,500
	700	U.S. Foods, Inc., Rule 144A, Company Guaranteed Notes (Callable 06/15/19 @ 102.94)⁽²⁾	(BB, B2)		06/15/24		5.875		707,000

									2,222,800


	Gaming (3.0%)
	500	Boyd Gaming Corp., Global Company Guaranteed Notes (Callable 08/15/21 @ 103.00)	(B, B3)		08/15/26		6.000		506,250
	1,750	Churchill Downs, Inc., Rule 144A, Company Guaranteed Notes (Callable 01/15/23 @ 102.38)⁽²⁾	(B+, Ba3)		01/15/28		4.750		1,645,000
	1,683	Gateway Casinos & Entertainment Ltd., Rule 144A, Secured Notes (Callable 03/01/20 @ 104.13)⁽²⁾	(CCC+, Caa1)		03/01/24		8.250		1,775,565
	1,469	Jacobs Entertainment, Inc., Rule 144A, Secured Notes (Callable 02/01/20 @ 105.91)⁽²⁾	(B, B2)		02/01/24		7.875		1,562,884

									5,489,699


	Gas Distribution (3.3%)
	1,450	CNX Midstream Finance Corp., Rule 144A, Senior Unsecured Notes (Callable 03/15/21 @ 104.88)⁽²⁾	(BB-, B3)		03/15/26		6.500		1,446,375
	1,500	Energy Transfer Equity LP, Senior Secured Notes	(BB-, Ba2)		10/15/20		7.500		1,608,750
	750	Genesis Energy Finance Corp., Company Guaranteed Notes (Callable 02/15/21 @ 104.69)	(B+, B1)		05/15/26		6.250		716,250
	750	Genesis Energy Finance Corp., Company Guaranteed Notes (Callable 06/15/19 @ 102.81)	(B+, B1)		06/15/24		5.625		712,500
	425	Genesis Energy Finance Corp., Company Guaranteed Notes (Callable 10/01/20 @ 104.88)	(B+, B1)		10/01/25		6.500		413,312
	164	Genesis Energy Finance Corp., Company Guaranteed Notes (Callable 10/29/18 @ 104.50)	(B+, B1)		05/15/23		6.000		162,565
	1,000	Holly Energy Finance Corp., Rule 144A, Company Guaranteed Notes (Callable 08/01/19 @ 104.50)⁽²⁾	(BB, B2)		08/01/24		6.000		1,027,500

									6,087,252


	Health Facilities (1.8%)
	750	HCA, Inc., Company Guaranteed Notes (Callable 03/01/28 @ 100.00)	(BB-, Ba2)		09/01/28		5.625		755,625
	1,000	HCA, Inc., Senior Secured Notes	(BBB-, Ba1)		03/15/24		5.000		1,027,500
	200	MPT Finance Corp., Global Company Guaranteed Notes (Callable 05/01/19 @ 102.75)	(BBB-, Ba1)		05/01/24		5.500		202,000
	1,263	Sabra Health Care LP, Global Company Guaranteed Notes (Callable 05/15/26 @ 100.00)	(BBB-, Ba1)		08/15/26		5.125		1,238,404

									3,223,529


Par (000)			Ratings† (S&P/Moody’s)	Maturity		Rate%		Value

	CORPORATE BONDS (continued)
	Health Services (2.1%)
$	1,250	AMN Healthcare, Inc., Rule 144A, Company Guaranteed Notes (Callable 10/01/19 @ 103.84)⁽²⁾	(BB-, Ba2)		10/01/24		5.125	$	1,212,500
	1,425	CareTrust Capital Corp., Company Guaranteed Notes (Callable 06/01/20 @ 103.94)	(BB, Ba3)		06/01/25		5.250		1,392,937
	1,200	Sotera Health Holdings LLC, Rule 144A, Senior Unsecured Notes (Callable 10/29/18 @ 104.88)⁽²⁾	(CCC+, Caa1)		05/15/23		6.500		1,239,000

									3,844,437


	Hotels (1.1%)
	2,100	ESH Hospitality, Inc., Rule 144A, Company Guaranteed Notes (Callable 05/01/20 @ 102.63)⁽²⁾	(BB-, B1)		05/01/25		5.250		2,037,000


	Insurance Brokerage (3.3%)
	2,000	Acrisure Finance, Inc., Rule 144A, Senior Unsecured Notes (Callable 11/15/20 @ 103.50)⁽²⁾	(CCC+, Caa2)		11/15/25		7.000		1,869,900
	710	Alliant Holdings Co-Issuer, Rule 144A, Senior Unsecured Notes (Callable 10/09/18 @ 104.13)⁽²⁾	(CCC+, Caa2)		08/01/23		8.250		736,625
	1,500	HUB International Ltd., Rule 144A, Senior Unsecured Notes (Callable 05/01/21 @ 103.50)⁽²⁾	(CCC+, Caa2)		05/01/26		7.000		1,505,715
	1,950	NFP Corp., Rule 144A, Senior Unsecured Notes (Callable 07/15/20 @ 103.44)⁽²⁾	(CCC+, Caa2)		07/15/25		6.875		1,959,750

									6,071,990


	Investments & Misc. Financial Services (2.5%)
	2,300	Compass Group Diversified Holdings LLC, Rule 144A, Senior Unsecured Notes (Callable 05/01/21 @ 104.00)⁽²⁾	(B-, B3)		05/01/26		8.000		2,380,500
	2,125	Orchestra Co-Issuer, Inc., Rule 144A, Secured Notes (Callable 06/15/19 @ 103.38)⁽²⁾	(B-, B1)		06/15/22		6.750		2,199,375

									4,579,875


	Machinery (1.2%)
	1,000	Itron, Inc., Rule 144A, Company Guaranteed Notes (Callable 01/15/21 @ 102.50)^(1),(2)	(BB-, B2)		01/15/26		5.000		962,500
	450	Rexnord LLC, Rule 144A, Company Guaranteed Notes (Callable 12/15/20 @ 102.44)⁽²⁾	(B+, B1)		12/15/25		4.875		430,875
	775	Terex Corp., Rule 144A, Company Guaranteed Notes (Callable 02/01/20 @ 104.22)⁽²⁾	(BB, B2)		02/01/25		5.625		771,125

									2,164,500


	Media - Diversified (0.3%)
	550	National CineMedia LLC, Global Senior Unsecured Notes (Callable 08/15/21 @ 102.88)	(B-, B3)		08/15/26		5.750		523,325


	Media Content (2.1%)
	1,550	EMI Music Publishing Group North America Holdings, Inc., Rule 144A, Company Guaranteed Notes (Callable 06/15/19 @ 105.72)⁽²⁾	(B, B3)		06/15/24		7.625		1,672,062
	1,200	Netflix, Inc., Rule 144A, Senior Unsecured Notes⁽²⁾	(B+, Ba3)		11/15/28		5.875		1,201,500
	905	WMG Acquisition Corp., Rule 144A, Senior Secured Notes (Callable 08/01/19 @ 102.50)⁽²⁾	(B+, Ba3)		08/01/23		5.000		908,394

									3,781,956


	Medical Products (0.5%)
	875	Sotera Health Topco, Inc., 8.125% Cash, 8.875% PIK, Rule 144A, Senior Unsecured Notes (Callable 10/29/18 @ 102.00)^(2),(3)	(CCC+, Caa2)		11/01/21		8.125		885,938


	Metals & Mining - Excluding Steel (4.4%)
	1,550	Cleveland-Cliffs, Inc., Rule 144A, Senior Secured Notes (Callable 01/15/21 @ 102.44)⁽²⁾	(BB-, Ba3)		01/15/24		4.875		1,530,625
	2,000	Eldorado Gold Corp., Rule 144A, Company Guaranteed Notes (Callable 10/29/18 @ 101.53)⁽²⁾	(B, B2)		12/15/20		6.125		1,905,000
	1,500	First Quantum Minerals Ltd., Rule 144A, Company Guaranteed Notes (Callable 03/01/21 @ 105.16)^(1),(2)	(B, NR)		03/01/26		6.875		1,368,750
	907	Kaiser Aluminum Corp., Global Company Guaranteed Notes (Callable 05/15/19 @ 104.41)	(BB+, Ba3)		05/15/24		5.875		929,403
	2,120	Noranda Aluminum Acquisition Corp., Global Senior Unsecured Notes (Callable 11/15/18 @ 100.00)^(5),(7),(8)	(NR, NR)		06/01/19		11.000		—


Par (000)			Ratings† (S&P/Moody’s)	Maturity		Rate%		Value

	CORPORATE BONDS (continued)
	Metals & Mining - Excluding Steel
$	2,250	Taseko Mines Ltd., Rule 144A, Senior Secured Notes (Callable 06/15/19 @ 104.38)⁽²⁾	(B, B3)		06/15/22		8.750	$	2,292,187

									8,025,965


	Oil Field Equipment & Services (4.2%)
	1,575	FTS International, Inc., Global Senior Secured Notes (Callable 10/29/18 @ 103.13)	(B, B3)		05/01/22		6.250		1,517,906
	1,000	KCA Deutag UK Finance PLC, Rule 144A, Senior Secured Notes (Callable 04/01/20 @ 109.88)⁽²⁾	(B-, B3)		04/01/22		9.875		1,000,000
	811	Nor Offshore SPV Ltd., PIK, Senior Secured Notes (Callable 10/29/18 @ 100.00)⁽³⁾	(NR, NR)		02/04/20		8.400		291,918
	950	Parker Drilling Co., Global Company Guaranteed Notes (Callable 10/29/18 @ 103.38)⁽¹⁾	(B-, Caa2)		07/15/22		6.750		748,125
	400	Pioneer Energy Services Corp., Global Company Guaranteed Notes (Callable 10/29/18 @ 103.06)	(CCC, Caa3)		03/15/22		6.125		352,000
	2,500	Shelf Drilling Holdings Ltd., Rule 144A, Company Guaranteed Notes (Callable 02/15/21 @ 106.19)⁽²⁾	(B-, B2)		02/15/25		8.250		2,587,500
	700	Sidewinder Drilling, Inc., Secured Notes (Callable 10/16/18 @ 100.00)^(7),(8)	(NR, NR)		02/15/20		12.000		700,898
	100	Transocean, Inc., Global Company Guaranteed Notes (Callable 07/15/22 @ 100.00)	(B-, Caa2)		10/15/22		5.800		99,875
	400	Trinidad Drilling Ltd., Rule 144A, Company Guaranteed Notes (Callable 02/15/20 @ 104.97)⁽²⁾	(BB-, B3)		02/15/25		6.625		398,000

									7,696,222


	Oil Refining & Marketing (1.4%)
	500	CITGO Petroleum Corp., Rule 144A, Senior Secured Notes (Callable 10/29/18 @ 103.13)⁽²⁾	(B+, B3)		08/15/22		6.250		501,250
	2,000	Coffeyville Finance, Inc., Global Company Guaranteed Notes (Callable 10/29/18 @ 103.25)	(BB-, B1)		11/01/22		6.500		2,040,000

									2,541,250


	Packaging (3.5%)
	1,050	Ardagh Holdings U.S.A., Inc., Rule 144A, Company Guaranteed Notes (Callable 02/15/20 @ 104.50)⁽²⁾	(B, B3)		02/15/25		6.000		1,030,313
	1,000	Crown Americas Capital Corp., VI, Rule 144A, Company Guaranteed Notes (Callable 02/01/21 @ 103.56)^(1),(2)	(B+, Ba3)		02/01/26		4.750		957,500
	2,000	Flex Acquisition Co., Inc., Rule 144A, Senior Unsecured Notes (Callable 01/15/20 @ 103.44)⁽²⁾	(CCC+, Caa1)		01/15/25		6.875		1,920,000
	450	SIG Combibloc Holdings S.C.A., Rule 144A, Senior Secured Notes (Callable 10/01/18 @ 103.88)^(2),(9)	(B-, Caa1)		02/15/23		7.750		542,928
	2,050	TriMas Corp., Rule 144A, Company Guaranteed Notes (Callable 10/15/20 @ 102.44)⁽²⁾	(BB-, Ba3)		10/15/25		4.875		1,966,719

									6,417,460


	Personal & Household Products (1.6%)
	1,350	High Ridge Brands Co., Rule 144A, Company Guaranteed Notes (Callable 03/15/20 @ 104.44)⁽²⁾	(CC, Caa3)		03/15/25		8.875		659,813
	1,124	Mattel, Inc., Rule 144A, Company Guaranteed Notes (Callable 12/31/20 @ 105.06)⁽²⁾	(BB-, B1)		12/31/25		6.750		1,104,330
	1,150	Prestige Brands, Inc., Rule 144A, Company Guaranteed Notes (Callable 03/01/19 @ 104.78)^(1),(2)	(B-, Caa1)		03/01/24		6.375		1,168,687

									2,932,830


	Pharmaceuticals (4.0%)
	500	Bausch Health Cos., Inc., Rule 144A, Company Guaranteed Notes (Callable 04/01/22 @ 104.63)⁽²⁾	(B-, Caa1)		04/01/26		9.250		540,625
	1,525	Bausch Health Cos., Inc., Rule 144A, Company Guaranteed Notes (Callable 10/29/18 @ 102.94)⁽²⁾	(B-, Caa1)		05/15/23		5.875		1,492,594
	250	Bausch Health Cos., Inc., Rule 144A, Company Guaranteed Notes (Callable 12/15/21 @ 104.50)⁽²⁾	(B-, Caa1)		12/15/25		9.000		270,000
	1,300	Bausch Health Cos., Inc., Rule 144A, Senior Secured Notes (Callable 03/15/20 @ 103.50)⁽²⁾	(BB-, Ba3)		03/15/24		7.000		1,376,700
	1,000	Catalent Pharma Solutions, Inc., Rule 144A, Company Guaranteed Notes (Callable 10/15/20 @ 102.44)⁽²⁾	(B+, B3)		01/15/26		4.875		967,500


Par (000)			Ratings† (S&P/Moody’s)	Maturity		Rate%		Value

	CORPORATE BONDS (continued)
	Pharmaceuticals
$	500	Endo Finance LLC, Rule 144A, Company Guaranteed Notes (Callable 10/29/18 @ 104.50)⁽²⁾	(CCC+, B3)		07/15/23		6.000	$	446,250
	650	Endo Finance LLC, Rule 144A, Senior Secured Notes (Callable 04/15/20 @ 102.94)^(1),(2)	(BB-, Ba2)		10/15/24		5.875		659,750
	1,682	Owens & Minor, Inc., Global Company Guaranteed Notes (Callable 09/15/24 @ 100.00)	(BB, B1)		12/15/24		4.375		1,448,622

									7,202,041


	Printing & Publishing (0.5%)
	1,000	Multi-Color Corp., Rule 144A, Company Guaranteed Notes (Callable 11/01/20 @ 102.44)⁽²⁾	(B+, B2)		11/01/25		4.875		937,500


	Real Estate Investment Trusts (2.3%)
	750	iStar, Inc., Senior Unsecured Notes (Callable 04/01/19 @ 103.00)	(BB-, B1)		04/01/22		6.000		757,500
	1,000	iStar, Inc., Senior Unsecured Notes (Callable 09/15/19 @ 102.63)	(BB-, B1)		09/15/22		5.250		987,500
	902	iStar, Inc., Senior Unsecured Notes (Callable 10/29/18 @ 100.00)	(BB-, B1)		07/01/19		5.000		904,075
	600	iStar, Inc., Senior Unsecured Notes (Callable 10/29/18 @ 103.25)	(BB-, B1)		07/01/21		6.500		614,988
	900	Starwood Property Trust, Inc., Global Senior Unsecured Notes (Callable 09/15/21 @ 100.00)	(BB-, Ba3)		12/15/21		5.000		909,000

									4,173,063


	Recreation & Travel (2.9%)
	1,250	Boyne U.S.A., Inc., Rule 144A, Secured Notes (Callable 05/01/21 @ 103.63)⁽²⁾	(B, B2)		05/01/25		7.250		1,328,125
	1,035	Canada’s Wonderland Co., Global Company Guaranteed Notes (Callable 04/15/22 @ 102.69)	(BB-, B1)		04/15/27		5.375		1,003,950
	750	Merlin Entertainments PLC, Rule 144A, Senior Unsecured Notes (Callable 03/17/26 @ 100.00)⁽²⁾	(BB, Ba2)		06/15/26		5.750		759,375
	650	Six Flags Entertainment Corp., Rule 144A, Company Guaranteed Notes (Callable 04/15/22 @ 102.75)⁽²⁾	(BB-, B2)		04/15/27		5.500		645,125
	850	Six Flags Entertainment Corp., Rule 144A, Company Guaranteed Notes (Callable 07/31/19 @ 103.66)⁽²⁾	(BB-, B2)		07/31/24		4.875		830,875
	675	Speedway Motorsports, Inc., Global Company Guaranteed Notes (Callable 10/29/18 @ 103.84)	(BB+, Ba2)		02/01/23		5.125		677,531

									5,244,981


	Restaurants (1.8%)
	1,350	Golden Nugget, Inc., Rule 144A, Senior Unsecured Notes (Callable 10/15/19 @ 103.38)⁽²⁾	(CCC+, B3)		10/15/24		6.750		1,372,788
	2,075	New Red Finance, Inc., Rule 144A, Secured Notes (Callable 10/15/20 @ 102.50)⁽²⁾	(B-, B3)		10/15/25		5.000		1,992,021

									3,364,809


	Software - Services (4.3%)
	1,850	CDK Global, Inc., Global Senior Unsecured Notes (Callable 06/01/22 @ 102.44)	(BB+, Ba1)		06/01/27		4.875		1,813,000
	937	Epicor Software Corp., Rule 144A, Secured Notes (Callable 10/29/18 @ 102.00), LIBOR 3M + 7.250%^{(2),(7),(8),(10)}	(NR, NR)		06/30/23		9.650		946,370
	900	First Data Corp., Rule 144A, Secured Notes (Callable 01/15/19 @ 102.88)⁽²⁾	(B+, B1)		01/15/24		5.750		918,000
	950	Infor Software Parent, Inc., 7.125% Cash, 7.875% PIK, Rule 144A, Senior Unsecured Notes (Callable 10/29/18 @ 101.78)^(2),(3)	(CCC, Caa2)		05/01/21		7.125		963,053
	900	Infor U.S., Inc., Company Guaranteed Notes (Callable 10/15/18 @ 102.88)⁽⁹⁾	(CCC+, Caa1)		05/15/22		5.750		1,074,619
	1,925	Solera Finance, Inc., Rule 144A, Senior Unsecured Notes (Callable 03/01/19 @ 107.88)⁽²⁾	(CCC+, Caa1)		03/01/24		10.500		2,112,688

									7,827,730


	Specialty Retail (1.4%)
	350	Penske Automotive Group, Inc., Company Guaranteed Notes (Callable 05/15/21 @ 102.75)	(B+, Ba3)		05/15/26		5.500		341,145
	750	Penske Automotive Group, Inc., Company Guaranteed Notes (Callable 12/01/19 @ 102.69)	(B+, Ba3)		12/01/24		5.375		738,750
	300	Penske Automotive Group, Inc., Global Company Guaranteed Notes (Callable 10/29/18 @ 101.92)	(B+, Ba3)		10/01/22		5.750		305,813


Par (000)			Ratings† (S&P/Moody’s)	Maturity		Rate%		Value

	CORPORATE BONDS (continued)
	Specialty Retail
$	1,150	Ruyi U.S. Finance LLC, Rule 144A, Senior Secured Notes (Callable 05/01/21 @ 105.63)⁽²⁾	(B, B1)		05/01/25		7.500	$	1,129,875

									2,515,583


	Steel Producers/Products (1.1%)
	600	Commercial Metals Co., Rule 144A, Senior Unsecured Notes (Callable 04/15/21 @ 102.88)⁽²⁾	(BB+, Ba3)		04/15/26		5.750		583,500
	400	Commercial Metals Co., Senior Unsecured Notes (Callable 07/15/22 @ 102.69)	(BB+, Ba2)		07/15/27		5.375		377,000
	1,000	Zekelman Industries, Inc., Rule 144A, Senior Secured Notes (Callable 06/15/19 @ 104.94)⁽²⁾	(B, B3)		06/15/23		9.875		1,088,750

									2,049,250


	Support - Services (7.5%)
	2,100	Avison Young Canada, Inc., Rule 144A, Senior Secured Notes (Callable 12/15/19 @ 104.75)⁽²⁾	(B, B3)		12/15/21		9.500		2,226,000
	575	CoreCivic, Inc., Company Guaranteed Notes (Callable 07/15/27 @ 100.00)	(BB, Ba1)		10/15/27		4.750		510,313
	1,200	Gartner, Inc., Rule 144A, Company Guaranteed Notes (Callable 04/01/20 @ 103.84)⁽²⁾	(BB-, B1)		04/01/25		5.125		1,211,292
	2,000	H&E Equipment Services, Inc., Global Company Guaranteed Notes (Callable 09/01/20 @ 104.22)	(BB-, B2)		09/01/25		5.625		2,000,000
	1,467	KAR Auction Services, Inc., Rule 144A, Company Guaranteed Notes (Callable 06/01/20 @ 103.84)⁽²⁾	(B, B3)		06/01/25		5.125		1,426,657
	663	Sabre GLBL, Inc. Rule 144A, Senior Secured Notes (Callable 11/15/18 @ 103.94)⁽²⁾	(BB, Ba2)		11/15/23		5.250		666,315
	2,025	Sotheby’s, Rule 144A, Company Guaranteed Notes (Callable 12/15/20 @ 103.66)⁽²⁾	(BB-, Ba3)		12/15/25		4.875		1,941,469
	575	Tempo Acquisition Finance Corp., Rule 144A, Senior Unsecured Notes (Callable 06/01/20 @ 103.38)⁽²⁾	(CCC+, Caa1)		06/01/25		6.750		560,625
	1,100	United Rentals North America, Inc., Company Guaranteed Notes (Callable 01/15/23 @ 102.44)	(BB, Ba3)		01/15/28		4.875		1,034,000
	500	United Rentals North America, Inc., Company Guaranteed Notes (Callable 05/15/22 @ 102.75)	(BB, Ba3)		05/15/27		5.500		495,625
	1,350	WeWork Cos., Inc., Rule 144A, Company Guaranteed Notes⁽²⁾	(B+, NR)		05/01/25		7.875		1,315,075
	200	Williams Scotsman International, Inc., Rule 144A, Company Guaranteed Notes (Callable 08/15/20 @ 103.44)⁽²⁾	(B, B2)		08/15/23		6.875		199,000

									13,586,371


	Tech Hardware & Equipment (1.5%)
	1,400	CDW Finance Corp., Company Guaranteed Notes (Callable 03/01/20 @ 103.75)	(BB-, Ba3)		09/01/25		5.000		1,397,900
	525	CommScope Technologies LLC, Rule 144A, Company Guaranteed Notes (Callable 03/15/22 @ 102.50)⁽²⁾	(BB-, Ba3)		03/15/27		5.000		506,625
	875	CommScope Technologies LLC, Rule 144A, Company Guaranteed Notes (Callable 06/15/20 @ 103.00)⁽²⁾	(BB-, Ba3)		06/15/25		6.000		905,625

									2,810,150


	Telecom - Satellite (0.7%)
	482	Hughes Satellite Systems Corp., Global Company Guaranteed Notes	(BB-, B3)		06/15/21		7.625		521,900
	800	Hughes Satellite Systems Corp., Global Senior Secured Notes	(BBB-, Ba2)		08/01/26		5.250		783,000

									1,304,900


	Telecom - Wireless (1.5%)
	1,000	Sprint Spectrum Co. II LLC, Rule 144A, Senior Secured Notes⁽²⁾	(NR, Baa2)		03/20/28		5.152		1,007,400
	950	T-Mobile U.S.A., Inc., Company Guaranteed Notes (Callable 02/01/23 @ 102.38)	(BB+, Ba2)		02/01/28		4.750		895,375
	700	T-Mobile U.S.A., Inc., Global Company Guaranteed Notes (Callable 01/15/21 @ 103.25)	(BB+, Ba2)		01/15/26		6.500		735,140

									2,637,915


	Telecom - Wireline Integrated & Services (2.1%)
	350	Equinix, Inc., Senior Unsecured Notes (Callable 05/15/22 @ 102.69)	(BB+, B1)		05/15/27		5.375		350,875
	2,651	GTT Communications, Inc., Rule 144A, Company Guaranteed Notes (Callable 12/31/19 @ 105.91)^(1),(2)	(CCC+, Caa1)		12/31/24		7.875		2,594,666


Par (000)			Ratings† (S&P/Moody’s)	Maturity		Rate%		Value

	CORPORATE BONDS (continued)
	Telecom - Wireline Integrated & Services
$	800	QTS Finance Corp., Rule 144A, Company Guaranteed Notes (Callable 11/15/20 @ 103.56)⁽²⁾	(BB, B1)		11/15/25		4.750	$	770,152
	150	Syniverse Holdings, Inc., Global Company Guaranteed Notes (Callable 10/29/18 @ 100.00)	(CCC+, Caa2)		01/15/19		9.125		148,781

									3,864,474


	Theaters & Entertainment (3.0%)
	750	AMC Entertainment Holdings, Inc., Global Company Guaranteed Notes (Callable 05/15/22 @ 103.06)⁽¹⁾	(B, B3)		05/15/27		6.125		721,875
	600	AMC Entertainment Holdings, Inc., Global Company Guaranteed Notes (Callable 10/29/18 @ 102.94)	(B, B3)		02/15/22		5.875		606,750
	500	AMC Entertainment Holdings, Inc., Global Company Guaranteed Notes (Callable 11/15/21 @ 102.94)⁽¹⁾	(B, B3)		11/15/26		5.875		480,000
	750	Carmike Cinemas, Inc., Rule 144A, Secured Notes (Callable 10/29/18 @ 104.50)⁽²⁾	(BB-, Ba2)		06/15/23		6.000		765,938
	1,250	Cinemark U.S.A., Inc., Global Company Guaranteed Notes (Callable 10/29/18 @ 102.44)	(BB, B2)		06/01/23		4.875		1,235,937
	700	Live Nation Entertainment, Inc., Rule 144A, Company Guaranteed Notes (Callable 03/15/21 @ 104.22)⁽²⁾	(B+, B1)		03/15/26		5.625		708,750
	1,025	Live Nation Entertainment, Inc., Rule 144A, Company Guaranteed Notes (Callable 11/01/19 @ 103.66)⁽²⁾	(B+, B1)		11/01/24		4.875		1,007,062

									5,526,312


	Transport Infrastructure/Services (0.9%)
	1,750	Navios Maritime Finance II U.S., Inc., Rule 144A, Senior Secured Notes (Callable 10/29/18 @ 108.44)⁽²⁾	(B, Caa2)		08/15/22		11.250		1,599,063

	TOTAL CORPORATE BONDS (Cost $196,929,960)								194,813,268


	BANK LOANS (24.3%)
	Aerospace & Defense (0.5%)
	875	Sequa Mezzanine Holdings LLC, LIBOR 2M + 5.000%⁽¹⁰⁾	(CCC+, B3)		11/28/21		7.186		862,675


	Auto Parts & Equipment (0.8%)
	744	Dayco Products LLC, LIBOR 3M + 4.250%⁽¹⁰⁾	(B, B2)		05/19/23		6.563		751,379
	669	U.S. Farathane LLC, LIBOR 3M + 3.500%^(8),(10)	(B+, B2)		12/23/21		5.886		673,264

									1,424,643


	Building Materials (1.1%)
	1,000	Airxcel, Inc., LIBOR 1M + 8.750%^(8),(10)	(CCC+, Caa2)		04/27/26		10.992		967,500
	1,073	Fastener Acquisition, Inc., LIBOR 3M + 8.750%⁽¹⁰⁾	(CCC+, Caa2)		03/30/26		11.136		1,034,971

									2,002,471


	Chemicals (5.2%)
	1,000	Archroma Finance Sarl, LIBOR 3M + 8.250%⁽¹⁰⁾	(NR, Caa1)		07/11/25		10.583		990,000
	1,313	ASP Chromaflo Intermediate Holdings, Inc., LIBOR 1M + 8.000%⁽¹⁰⁾	(CCC, Caa2)		11/14/24		10.242		1,314,141
	1,641	Preferred Proppants LLC, LIBOR 3M + 7.750%^(6),(8),(10)	(CCC, Caa2)		07/27/20		10.136		1,436,043
	1,600	Schenectady International Group, Inc.^(8),(10)	(B, B2)		08/10/25		4.750		1,610,000
	992	UTEX Industries, Inc., LIBOR 1M + 4.000%⁽¹⁰⁾	(CCC+, B3)		05/22/21		6.242		984,786
	1,750	Vantage Specialty Chemicals, Inc., LIBOR 2M + 8.250%⁽¹⁰⁾	(CCC, Caa2)		10/27/25		10.592		1,763,860
	1,546	Zep, Inc., LIBOR 3M + 4.000%⁽¹⁰⁾	(CCC+, B2)		08/12/24		6.386		1,475,555

									9,574,385


	Diversified Capital Goods (1.0%)
	750	Cortes NP Acquisition Corp., LIBOR 3M + 4.000%⁽¹⁰⁾	(B, B1)		11/30/23		6.313		754,219
	1,005	Dynacast International LLC, LIBOR 3M + 8.500%^(8),(10)	(B-, Caa1)		01/30/23		10.886		994,950

									1,749,169


	Electronics (0.9%)
	750	CPI International, Inc., LIBOR 1M + 7.250%^(8),(10)	(CCC+, Caa2)		07/26/25		9.492		743,437
	987	Oberthur Technologies S.A., LIBOR 3M + 3.750%⁽¹⁰⁾	(B-, B2)		01/10/24		5.992		994,381

									1,737,818


	Energy - Exploration & Production (0.6%)
	1,000	W&T Offshore, Inc.⁽⁶⁾	(B-, Caa2)		05/15/20		9.000		1,012,500


Par (000)			Ratings† (S&P/Moody’s)	Maturity		Rate%		Value

	BANK LOANS (continued)
	Health Facilities (0.8%)
$	995	Prospect Medical Holdings, Inc., LIBOR 1M + 5.500%^(8),(10)	(B, B1)		02/22/24		7.625	$	1,011,169
	496	Western Dental Services, Inc., LIBOR 1M + 4.500%^(8),(10)	(B-, B3)		06/23/23		6.742		498,734

									1,509,903


	Insurance Brokerage (1.1%)
	1,970	Acrisure LLC, LIBOR 3M + 4.250%⁽¹⁰⁾	(B, B2)		11/22/23		6.592		1,980,778


	Investments & Misc. Financial Services (1.0%)
	929	Ditech Holding Corp., LIBOR 1M + 6.000%⁽¹⁰⁾	(CCC+, Caa2)		06/30/22		8.242		880,439
	930	Ocwen Financial Corp., LIBOR 1M + 5.000%⁽¹⁰⁾	(B+, B3)		12/05/20		7.165		935,740

									1,816,179


	Machinery (2.4%)
	1,734	CPM Acquisition Corp., LIBOR 1M + 8.250%⁽¹⁰⁾	(B-, Caa1)		04/10/23		10.492		1,751,477
	1,415	LTI Holdings, Inc., LIBOR 3M + 6.750%⁽¹⁰⁾	(CCC+, Caa2)		09/06/26		8.992		1,419,113
	1,125	WireCo WorldGroup, Inc., LIBOR 1M + 9.000%^(8),(10)	(B-, Caa2)		09/30/24		11.242		1,136,250

									4,306,840


	Media Content (0.3%)
	500	DLG Acquisitions Ltd., EURIBOR 6M + 7.250%^(9),(10)	(CCC+, Caa2)		06/30/22		8.250		585,015


	Medical Products (0.5%)
	893	ABB Concise Optical Group LLC, LIBOR 1M + 5.000%⁽¹⁰⁾	(B-, B2)		06/15/23		7.160		898,189


	Personal & Household Products (2.3%)
	1,000	ABG Intermediate Holdings 2 LLC, LIBOR 1M + 7.750%⁽¹⁰⁾	(CCC+, Caa1)		09/29/25		9.992		1,008,750
	494	Comfort Holding LLC, LIBOR 1M + 4.750%⁽¹⁰⁾	(CCC+, Caa1)		02/05/24		6.992		478,101
	1,350	Comfort Holding LLC, LIBOR 1M + 10.000%^(8),(10)	(CCC-, Caa3)		02/03/25		12.242		1,306,125
	1,250	Serta Simmons Bedding LLC, LIBOR 1M + 8.000%⁽¹⁰⁾	(CCC, Caa2)		11/08/24		10.133		980,000
	45	TricorBraun Holdings, Inc., LIBOR 3M + 2.750%⁽¹⁰⁾	(B, B2)		11/30/23		6.103		45,592
	450	TricorBraun Holdings, Inc., LIBOR 3M + 3.750%⁽¹⁰⁾	(B, B2)		11/30/23		6.136		452,467

									4,271,035


	Recreation & Travel (0.3%)
	184	BC Equity Ventures LLC⁽¹⁰⁾	(CCC+, Caa2)		08/21/26		0.500		184,671
	354	BC Equity Ventures LLC, LIBOR 3M + 7.750%⁽¹⁰⁾	(CCC+, Caa2)		08/21/26		9.860		355,137

									539,808


	Software - Services (2.0%)
	623	Almonde, Inc., LIBOR 3M + 7.250%⁽¹⁰⁾	(CCC, Caa2)		06/13/25		9.636		619,287
	600	Eze Castle Software, Inc., LIBOR 1M + 6.500%⁽¹⁰⁾	(CCC+, Caa1)		04/05/21		8.742		603,000
	1,053	Flexera Software LLC, LIBOR 1M + 7.250%⁽¹⁰⁾	(CCC+, Caa1)		02/26/26		9.500		1,060,055
	359	LDiscovery LLC, LIBOR 2M + 5.875%^(6),(8),(10)	(B, B3)		12/09/22		8.085		347,836
	1,000	TigerLuxOne Sarl, LIBOR 3M + 8.250%⁽¹⁰⁾	(CCC+, Caa2)		02/16/25		10.636		1,003,750

									3,633,928


	Specialty Retail (1.2%)
	1,250	Boing U.S. Holdco, Inc., LIBOR 3M + 7.500%^(8),(10)	(CCC+, Caa1)		10/03/25		9.843		1,256,250
	1,000	Sally Holdings LLC⁽⁸⁾	(BB+, Ba1)		07/05/24		4.500		975,000

									2,231,250


	Support - Services (1.5%)
	1,500	Sedgwick Claims Management Services, Inc., LIBOR 3M + 5.750%⁽¹⁰⁾	(CCC+, Caa2)		02/28/22		8.008		1,508,445
	1,576	Sprint Industrial Holdings LLC, LIBOR 3M + 12.250%^(6),(10)	(CC, Caa3)		11/14/19		13.500		543,708
	650	USS Ultimate Holdings, Inc., LIBOR 1M + 7.750%⁽¹⁰⁾	(CCC+, Caa2)		08/25/25		9.992		653,250

									2,705,403


	Theaters & Entertainment (0.8%)
	1,330	Metro-Goldwyn-Mayer, Inc., LIBOR 1M + 4.500%⁽¹⁰⁾	(B-, B2)		07/03/26		6.750		1,335,277
	162	NEG Holdings LLC, LIBOR 3M + 8.000%^{(6),(7),(8),(10)}	(B-, B3)		10/17/22		10.386		152,570

									1,487,847

	TOTAL BANK LOANS (Cost $44,542,824)								44,329,836


Par (000)			Ratings† (S&P/Moody’s)	Maturity		Rate%		Value

	ASSET BACKED SECURITY (0.5%)
	Collateralized Debt Obligation (0.5%)
$	1,000	JFIN CLO Ltd., 2013-1A, Rule 144A, LIBOR 3M + 4.750%^(2),(10)(Cost $923,047)	(BB, NR)		01/20/25		7.098	$	999,657


Number of Shares

	COMMON STOCKS (1.4%)

	Auto Parts & Equipment (0.5%)
	46,071	UCI International, Inc.^{(6),(7),(8),(11)}							863,831


	Building & Construction (0.0%)
	5	White Forest Resources, Inc.^{(6),(7),(8),(11)}							21


	Building Materials (0.0%)
	372	Dayton Superior Corp.^{(6),(7),(8),(11)}							—


	Energy - Exploration & Production (0.5%)
	26,788	Talos Energy, Inc.⁽¹¹⁾							879,182


	Oil Field Equipment & Services (0.3%)
	11	Sidewinder Drilling, Inc., Series A^(7),(8),(11)							656,762


	Support - Services (0.1%)
	800	LTR Holdings LLC^{(6),(7),(8),(11)}							221,600
	433	Sprint Industrial Holdings LLC, Class G^(7),(8),(11)							4
	39	Sprint Industrial Holdings LLC, Class H^(7),(8),(11)							1
	96	Sprint Industrial Holdings LLC, Class I^(7),(8),(11)							1

									221,606


	Theaters & Entertainment (0.0%)
	20	NEG Holdings LLC, Litigation Trust Units^{(6),(7),(8),(11)}							20

	TOTAL COMMON STOCKS (Cost $2,887,148)								2,621,422


	PREFERRED STOCK (0.0%)
	Building Materials (0.0%)
	413	Dayton Superior Corp.^{(6),(7),(8),(11)} (Cost $156,000)							—


Par (000)

	SHORT-TERM INVESTMENT (6.9%)
$	12,531	State Street Navigator Securities Lending Government Money Market Portfolio, 2.19%⁽¹²⁾ (Cost $12,530,978)							12,530,978


	TOTAL INVESTMENTS AT VALUE (139.9%) (Cost $257,969,957)								255,295,161

	LIABILITIES IN EXCESS OF OTHER ASSETS (-39.9%)								(72,876,250	)


	NET ASSETS (100.0%)							$	182,418,911

INVESTMENT ABBREVIATIONS


1M = 1 Month 2M = 2 Month 3M = 3 Month 6M = 6 Month
EURIBOR = Euro Interbank Offered Rate
LIBOR = London Interbank Offered Rate
NR = Not Rated

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

⁽¹⁾	Security or portion thereof is out on loan.

⁽²⁾

Security exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At September 30, 2018, these securities amounted to a value of $151,195,975 or 82.9% of net assets.

⁽³⁾	PIK: Payment-in-kind security for which part of the income earned may be paid as additional principal.

⁽⁴⁾	This security is denominated in British Pound.

⁽⁵⁾	Bond is currently in default.

⁽⁶⁾	Illiquid security (unaudited).

⁽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⁾	Security is valued using significant unobservable inputs.

⁽⁹⁾	This security is denominated in Euro.

⁽¹⁰⁾	Variable rate obligation — The interest rate shown is the rate in effect as of September 30, 2018.

⁽¹¹⁾	Non-income producing security.

⁽¹²⁾	Represents security purchased with cash collateral received for securities on loan. The rate shown is the annualized one-day yield at September 30, 2018.

Forward Foreign Currency Contracts


Forward Currency to be Purchased (Local)		Forward Currency to be Sold (Local)		Expiration Date	Counterparty	Value on Settlement Date			Current Value/Notional			Net Unrealized Appreciation (Depreciation)
EUR	334,900	USD	401,401	10/12/18	Morgan Stanley	$	401,401		$	389,291		$	(12,110	)
GBP	1,685,000	USD	2,305,762	10/12/18	Morgan Stanley		2,305,762			2,198,288			(107,474	)
USD	3,495,423	EUR	2,895,000	10/12/18	Morgan Stanley		(3,495,423	)		(3,365,178	)		130,245
USD	3,010,145	GBP	2,247,879	10/12/18	Morgan Stanley		(3,010,145	)		(2,932,632	)		77,513


												$	88,174

Currency Abbreviations:

EUR = Euro

GBP = British Pound

USD = United States Dollar

SECURITY VALUATION — The net asset value of the Fund is determined daily as of the close of regular trading on the New York Stock Exchange, Inc. (the “Exchange”) on each day the Exchange is open for business. 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 of Directors (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, the Fund values these securities as determined in accordance with procedures approved and established 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.

Accounting principles generally accepted 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 September 30, 2018 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	$	—	$	193,156,054	$	1,657,214	⁽¹⁾	$	194,813,268	⁽¹⁾
Bank Loans		—		31,220,708		13,109,128			44,329,836
Asset Backed Security		—		999,657		—			999,657
Common Stocks		879,182		—		1,742,240	⁽¹⁾		2,621,422	⁽¹⁾
Preferred Stock		—		—		0	⁽¹⁾		0	⁽¹⁾
Short-Term Investment		—		12,530,978		—			12,530,978

	$	879,182	$	237,907,397	$	16,508,582	⁽¹⁾	$	255,295,161	⁽¹⁾

Other Financial Instruments*
Forward Foreign Currency Contracts	$	—	$	207,758	$	—		$	207,758

Liabilities	Level 1		Level 2		Level 3			Total
Other Financial Instruments*
Forward Foreign Currency Contracts	$	—	$	119,584	$	—		$	119,584

⁽¹⁾	Includes zero valued securities.

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

The following is a reconciliation of investments as of September 30, 2018 for which significant unobservable inputs were used in determining value. All transfers, if any, are assumed to occur at the end of the reporting period.


	Corporate Bonds			Bank Loans			Common Stocks			Preferred Stock			Total
Balance as of December 31, 2017	$	1,627,887		$	8,431,068		$	1,480,492	⁽¹⁾	$	0	⁽¹⁾	$	11,539,447	⁽¹⁾
Accrued discounts (premiums)		23,586			35,096			—			—			58,682
Purchases		1,208,682			4,796,111			—			—			6,004,793
Sales		(1,232,793	)		(1,828,499	)		—			—			(3,061,292	)
Realized gain (loss)		1,157			3,135			—			—			4,292
Change in unrealized appreciation (depreciation)		28,695			(88,872	)		261,748			—			201,571
Transfers into Level 3		—			4,263,945			—			—			4,263,945
Transfers out of Level 3		—			(2,502,856	)		—			—			(2,502,856	)

Balance as of September 30, 2018	$	1,657,214	⁽¹⁾	$	13,109,128		$	1,742,240	⁽¹⁾	$	0	⁽¹⁾	$	16,508,582	⁽¹⁾


Net change in unrealized appreciation (depreciation) from investments still held as of September 30, 2018	$	26,298		$	(56,011	)	$	261,748		$	—		$	232,035

⁽¹⁾	Includes zero valued securities.

Quantitative Disclosure About Significant Unobservable Inputs


Asset Class	Fair Value At 9/30/2018		Valuation Techniques	Unobservable Input	Range (Weighted Average per share)
Corporate Bonds	$	946,370	Vendor Pricing	Single Broker Quote	NA
	$	700,898	Market Approach	Comparable Equity Price and Discount for Illiquidity	NA
	$	9,946	Income Approach	Expected remaining distribution	$0.00 – $0.04 ($0.00)
Bank Loans	$	12,956,558	Vendor Pricing	Single Broker Quote	$0.88 – $1.02 ($0.98)
	$	152,570	Market Approach	Comparable Bond Price	NA
Common Stocks	$	863,831	Vendor Pricing	Single Broker Quote	NA
	$	656,762	Market Approach	Comparable Equity Price and Discount for Illiquidity	NA
	$	221,641	Market Approach	Discount For Illiquidity and EBITDA Multiples	$0.00 – $277.00 ($185.23)
	$	6	Market Approach/Income Approach	Comparable Bond Price, Discounted Cash Flows	NA
Preferred Stock	$	0	Market Approach	Discount For Illiquidity	NA

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

During the period ended September 30, 2018, there were no transfers between Level 1 and Level 2, but there was $4,263,945 transferred from Level 2 to Level 3 due to a lack of a pricing source supported by observable inputs and $2,502,856 transferred from Level 3 to Level 2 as a result of the availability of a pricing source supported by observable inputs. All transfers, if any, are assumed to occur at the end of the reporting period.

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

Item 2: Controls and Procedures

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

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

Item 3: Exhibits

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

SIGNATURES

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

CREDIT SUISSE ASSET MANAGEMENT INCOME FUND, INC.

/s/ John G. Popp

Name: John G. Popp

Title: Chief Executive Officer and President

Date: November 29, 2018

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

/s/ John G. Popp

Name: John G. Popp

Title: Chief Executive Officer and President

Date: November 29, 2018

/s/ Laurie Pecha

Name: Laurie Pecha

Title: Chief Financial Officer and Treasurer

Date: November 29, 2018