Regulatory Filings • May 19, 2008
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Download Source FileN-Q 1 a08-12016_1nq.htm N-Q
*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 | |
| --- | --- |
| 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) |
| J. Kevin Gao, Esq. 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: | January 1,
2008 to March 31, 2008 |
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Item 1: Schedule of Investments
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*Credit Suisse Asset Management Income Fund, Inc.*
*Schedule of Investments*
March 31, 2008 (unaudited)
| Par (000) | Ratings (S&P/Moodys) | Maturity | Rate% | Value | |
|---|---|---|---|---|---|
| U.S. CORPORATE BONDS (84.1%) | |||||
| Aerospace & Defense (1.3%) | |||||
| $ 275 | DRS T echnologies, Inc., | ||||
| Company Guaranteed Notes (Callable 02/01/11 @ $103.81) | (B, B3) | 02/01/18 | 7.625 | $ 276,375 | |
| 375 | Hawker Beechcraft Acquisition Co., LLC, Global | ||||
| Senior Unsecured Notes (Callable 04/01/11 @ $104.44) | (B-, B3) | 04/01/15 | 8.875 | 385,313 | |
| 825 | Hawker Beechcraft Acquisition Co., Series WI, | ||||
| Global Senior Subordinated Notes (Callable 04/01/12 @ $104.88) | (B-, Caa1) | 04/01/17 | 9.750 | 825,000 | |
| 525 | L-3 Communications Corp., Global Senior | ||||
| Subordinated Notes (Callable 01/15/10 @ $102.94) | (BB+, Ba3) | 01/15/15 | 5.875 | 505,312 | |
| 400 | TransDigm, Inc., Global Company Guaranteed | ||||
| Notes (Callable 07/15/09 @ $105.81) | (B-, B3) | 07/15/14 | 7.750 | 402,000 | |
| 2,394,000 | |||||
| Agriculture (0.4%) | |||||
| 825 | Southern States Cooperative, Inc., | ||||
| Rule 144A, Senior Notes (Callable 05/19/08 @ $108.00)# | (B-, Caa1) | 11/01/10 | 10.500 | 845,625 | |
| Auto Loans (4.2%) | |||||
| 750 | Ford | ||||
| Motor Credit Co. LLC, Global Notes | (B, B1) | 06/15/10 | 7.875 | 654,265 | |
| 1,150 | Ford | ||||
| Motor Credit Co. LLC, Senior Unsecured Notes§ | (B, B1) | 12/15/16 | 8.000 | 901,521 | |
| 1,725 | Ford | ||||
| Motor Credit Co. LLC, Global Notes | (B, B1) | 10/01/13 | 7.000 | 1,346,964 | |
| 650 | Ford | ||||
| Motor Credit Co. LLC, Notes | (B, B1) | 06/16/08 | 6.625 | 642,687 | |
| 425 | Ford | ||||
| Motor Credit Co. LLC, Senior Notes | (B, B1) | 08/10/11 | 9.875 | 379,253 | |
| 1,700 | GMAC | ||||
| LLC, Global Senior Unsecured Notes | (B+, B1) | 05/15/09 | 5.625 | 1,549,613 | |
| 150 | GMAC | ||||
| LLC, Senior Unsecured Notes§ | (B+, B1) | 03/02/11 | 7.250 | 118,177 | |
| 1,480 | GMAC | ||||
| LLC, Senior Unsecured Notes | (B+, B1) | 12/01/14 | 6.750 | 1,048,676 | |
| 850 | GMAC | ||||
| LLC, Senior Unsubordinated Notes | (B+, B1) | 12/15/11 | 6.000 | 635,859 | |
| 750 | Navios Maritime Holdings, Inc., Global Company | ||||
| Guaranteed Notes (Callable 12/15/10 @ $104.75) | (B+, B3) | 12/15/14 | 9.500 | 750,937 | |
| 8,027,952 | |||||
| Auto Parts & Equipment (2.1%) | |||||
| 275 | Altra Industrial Motion, Inc., Global Secured | ||||
| Notes (Callable 12/01/08 @ $104.50) | (B, B2) | 12/01/11 | 9.000 | 260,906 | |
| 650 | Altra Industrial Motion, Inc., Global Secured | ||||
| Notes (Callable 12/01/08 @ $104.50)# | (B, B2) | 12/01/11 | 9.000 | 616,687 | |
| 500 | American Axle & Manufacturing, Inc., | ||||
| Company Guaranteed Notes (Callable 03/01/12 @ $103.94) | (BB, Ba3) | 03/01/17 | 7.875 | 426,250 | |
| 800 | American Tire Distributors Holdings, Inc., | ||||
| Global Senior Notes (Callable 04/01/09 @ $105.38) | (CCC+, Caa1) | 04/01/13 | 10.750 | 768,000 | |
| 17 | Goodyear Tire & Rubber Co., Global Company | ||||
| Guaranteed Notes (Callable 12/01/09 @ $104.31) | (BB-, Ba3) | 12/01/11 | 8.625 | 17,914 | |
| 812 | Goodyear Tire & Rubber Co., Global Senior | ||||
| Unsecured Notes (Callable 07/01/10 @ $104.50)§ | (BB-, Ba3) | 07/01/15 | 9.000 | 862,750 | |
| 450 | Keystone Automotive Operations, Inc., Global | ||||
| Senior Subordinated Notes (Callable 11/01/08 @ $104.88) | (CCC, Caa2) | 11/01/13 | 9.750 | 254,250 | |
| 450 | Lear Corp., Series B, Global Company | ||||
| Guaranteed Notes (Callable 12/01/10 @ $104.25) | (B-, B3) | 12/01/13 | 8.500 | 402,750 | |
| 375 | Visteon Corp., Global Senior Unsecured Notes | (B-, Caa2) | 08/01/10 | 8.250 | 308,438 |
| 3,917,945 | |||||
| Automotive (2.0%) | |||||
| 1,210 | Ford | ||||
| Motor Co., Global Notes | (CCC+, Caa1) | 07/16/31 | 7.450 | 804,650 | |
| 2,200 | General | ||||
| Motors Corp., Senior Unsecured Notes§ | (B-, Caa1) | 07/15/13 | 7.125 | 1,699,500 | |
| 1,750 | General | ||||
| Motors Corp., Senior Unsecured Notes§ | (B-, Caa1) | 07/15/33 | 8.375 | 1,242,500 | |
| 3,746,650 | |||||
| Beverages (0.4%) | |||||
| 275 | Constellation | ||||
| Brands, Inc., Company Guaranteed Notes | (BB-, Ba3) | 12/15/14 | 8.375 | 284,625 | |
| 525 | Constellation | ||||
| Brands, Inc., Company Guaranteed Notes | (BB-, Ba3) | 09/01/16 | 7.250 | 513,188 | |
| 797,813 |
SEQ.=1,FOLIO='',FILE='C:\JMS\105541\08-12016-1\task2939872\12016-1-bi-01.htm',USER='105541',CD='May 14 21:14 2008'
*Credit Suisse Asset Management Income Fund, Inc.*
*Schedule of Investments (continued)*
March 31, 2008 (unaudited)
| Par (000) | Ratings (S&P/Moodys) | Maturity | Rate% | Value | |
|---|---|---|---|---|---|
| Brokerage (0.2%) | |||||
| $ 175 | E*TRADE Financial Corp., Global Senior Notes | ||||
| (Callable 06/15/08 @ $104.00)§ | (B, Ba3) | 06/15/11 | 8.000 | $ 147,000 | |
| 315 | E*TRADE Financial Corp., Senior Unsecured Notes | ||||
| (Callable 12/01/10 @ $103.94) | (B, Ba3) | 12/01/15 | 7.875 | 225,225 | |
| 372,225 | |||||
| Building & Construction (1.2%) | |||||
| 900 | Ashton Woods USA/Finance, Global Company Guaranteed | ||||
| Notes (Callable 10/01/10 @ $104.75) | (B-, Caa2) | 10/01/15 | 9.500 | 486,000 | |
| 500 | K Hovnanian Enterprises, Inc., Global Company | ||||
| Guaranteed Notes§ | (B-, Caa1) | 01/15/16 | 6.250 | 340,000 | |
| 600 | KB Home, Senior Notes§ | (BB+, Ba1) | 06/15/15 | 6.250 | 534,750 |
| 625 | Standard Pacific Corp., Global Company Guaranteed | ||||
| Notes§ | (B+, B1) | 08/15/15 | 7.000 | 451,563 | |
| 200 | WCI Communities, Inc., Global Company | ||||
| Guaranteed Notes (Callable 03/15/10 @ $103.31)§ | (CC, Caa3) | 03/15/15 | 6.625 | 95,000 | |
| 250 | William Lyon Homes, Inc., Global Senior Notes | ||||
| (Callable 02/15/09 @ $103.75) | (B-, Caa2) | 02/15/14 | 7.500 | 123,750 | |
| 350 | William Lyon Homes, Inc., Global Senior Notes | ||||
| (Callable 12/15/08 @ $103.81) | (B, Caa2) | 12/15/12 | 7.625 | 176,750 | |
| 2,207,813 | |||||
| Building Materials (2.6%) | |||||
| 750 | Associated Materials, Inc., Global Senior | ||||
| Discount Notes (Callable 03/01/09 @ $105.62)§+ | (CCC, Caa2) | 03/01/14 | 0.000 | 515,625 | |
| 825 | Building Materials Corp., Global Company Guaranteed | ||||
| Notes (Callable 08/01/09 @ $103.88) | (BB-, B2) | 08/01/14 | 7.750 | 598,125 | |
| 725 | Coleman Cable, Inc., Global Company Guaranteed | ||||
| Notes (Callable 10/01/08 @ $104.94) | (B+, B2) | 10/01/12 | 9.875 | 605,375 | |
| 750 | CPG International I, Inc., Global Company | ||||
| Guaranteed Notes (Callable 07/01/09 @ $105.25) | (B, B3) | 07/01/13 | 10.500 | 633,750 | |
| 300 | Dayton Superior Corp., Company Guaranteed Notes | ||||
| (Callable 06/15/08 @ $100.00) | (CCC+, Caa1) | 06/15/09 | 13.000 | 261,750 | |
| 375 | General Cable Corp., Global Company Guaranteed | ||||
| Notes (Callable 04/01/09 @ $102.00)#§ | (B+, B1) | 04/01/15 | 7.104 | 325,313 | |
| 325 | Norcraft Companies, Global Company Guaranteed Notes | ||||
| (Callable 05/19/08 @ $104.50) | (B+, B1) | 11/01/11 | 9.000 | 329,062 | |
| 250 | Norcraft Holdings LP, Global Senior Discount Notes | ||||
| (Callable 09/01/08 @ $104.88)+ | (B-, B3) | 09/01/12 | 0.000 | 220,000 | |
| 475 | Nortek, Inc., Global Senior Subordinated Notes | ||||
| (Callable 09/01/09 @ $104.25)§ | (CCC+, Caa1) | 09/01/14 | 8.500 | 353,875 | |
| 750 | NTK Holdings, Inc., Global Senior Discount | ||||
| Notes (Callable 09/01/09 @ $105.38)#§ | (CCC+, Caa2) | 03/01/14 | 10.750 | 367,500 | |
| 900 | Ply Gem Industries, Inc., Global Company | ||||
| Guaranteed Notes (Callable 05/19/08 @ $104.50)§ | (CCC+, Caa1) | 02/15/12 | 9.000 | 661,500 | |
| 4,871,875 | |||||
| Chemicals (2.8%) | |||||
| 925 | Chemtura Corp., Company Guaranteed Notes | (BB+, Ba2) | 06/01/16 | 6.875 | 827,875 |
| 650 | Koppers Holdings, Inc., Global Senior Discount | ||||
| Notes (Callable 11/15/09 @ $104.94)+ | (B-, B3) | 11/15/14 | 0.000 | 567,125 | |
| 725 | Momentive Performance Materials, Global Company | ||||
| Guaranteed Notes (Callable 12/01/10 @ $104.88) | (B, B3) | 12/01/14 | 9.750 | 654,312 | |
| 625 | Momentive Performance Materials, Global Company | ||||
| Guaranteed Notes (Callable 12/01/11 @ $105.75)§ | (CCC+, Caa2) | 12/01/16 | 11.500 | 478,906 | |
| 175 | Nalco Co., Global Senior Subordinated Notes | ||||
| (Callable 11/15/08 @ $104.50) | (B-, B3) | 11/15/13 | 9.000 | 270,364 | |
| 800 | Nalco Finance Holdings, Inc., Global Senior | ||||
| Notes (Callable 02/01/09 @ $104.50)+ | (B-, B3) | 02/01/14 | 0.000 | 724,000 | |
| 575 | PolyOne Corp., Senior Notes | (B+, B1) | 05/01/12 | 8.875 | 583,625 |
| 750 | Reichhold Industries, Inc., Rule 144A, | ||||
| Senior Notes (Callable 08/15/10 @ $104.50) | (B+, B2) | 08/15/14 | 9.000 | 738,750 | |
| 475 | Terra Capital, Inc., Series B, Global | ||||
| Company Guaranteed Notes (Callable 02/01/12 @ $103.50) | (BB-, B1) | 02/01/17 | 7.000 | 470,844 | |
| 5,315,801 |
SEQ.=1,FOLIO='',FILE='C:\JMS\105541\08-12016-1\task2939872\12016-1-bi-01.htm',USER='105541',CD='May 14 21:14 2008'
*Credit Suisse Asset Management Income Fund, Inc.*
*Schedule of Investments (continued)*
March 31, 2008 (unaudited)
| Par (000) | Ratings (S&P/Moodys) | Maturity | Rate% | Value | |
|---|---|---|---|---|---|
| Computer Hardware (0.2%) | |||||
| $ 500 | Activant Solutions, Inc., Global Company | ||||
| Guaranteed Notes (Callable 05/01/11 @ $104.75) | (CCC+, Caa1) | 05/01/16 | 9.500 | $ 422,500 | |
| Consumer Products (1.5%) | |||||
| 1,175 | AAC Group Holding Corp., Global Senior Unsecured | ||||
| Notes (Callable 10/01/08 | |||||
| @ $105.13)+ | (CCC+, Caa1) | 10/01/12 | 0.000 | 957,625 | |
| 1,025 | Amscan Holdings, Inc., Global Senior | ||||
| Subordinated Notes (Callable 05/01/09 @ $104.38) | (CCC+, Caa1) | 05/01/14 | 8.750 | 904,562 | |
| 550 | Jarden Corp., Company Guaranteed Notes (Callable | ||||
| 05/01/12 @ $103.75) | (B-, B3) | 05/01/17 | 7.500 | 484,000 | |
| 594 | Prestige Brands, Inc., Global Senior | ||||
| Subordinated Notes (Callable 05/19/08 @ $104.63) | (B-, B3) | 04/15/12 | 9.250 | 576,180 | |
| 2,922,367 | |||||
| Consumer/Commercial/Lease Financing (0.2%) | |||||
| 775 | Residential | ||||
| Capital LLC, Company Guaranteed Notes# | (B, B2) | 02/22/11 | 8.000 | 383,625 | |
| Diversified Capital Goods (2.0%) | |||||
| 575 | Esco Corp., Rule 144A, Senior Notes (Callable | ||||
| 12/15/08 @ $102.00)# | (B, B2) | 12/15/13 | 6.675 | 497,375 | |
| 400 | RBS Global & Rexnord Corp., Global Company | ||||
| Guaranteed Notes (Callable | |||||
| 08/01/10 @ $104.75) | (B-, B3) | 08/01/14 | 9.500 | 376,000 | |
| 500 | RBS Global & Rexnord Corp., Global Company | ||||
| Guaranteed Notes (Callable | |||||
| 08/01/11 @ $105.88)§ | (CCC+, Caa1) | 08/01/16 | 11.750 | 435,000 | |
| 575 | Sensus Metering Systems, Global Senior Subordinated | ||||
| Notes (Callable 12/15/08 | |||||
| @ $104.31) | (B-, B3) | 12/15/13 | 8.625 | 549,125 | |
| 775 | Stanadyne Corp., Series 1 Global Senior | ||||
| Subordinated Notes (Callable 08/15/09 @ $105.00) | (B-, B3) | 08/15/14 | 10.000 | 709,125 | |
| 625 | Titan International, Inc., Global Company | ||||
| Guaranteed Notes | (B-, Caa1) | 01/15/12 | 8.000 | 615,625 | |
| 694 | TriMas Corp., Global Company Guaranteed Notes (Callable | ||||
| 06/15/08 @ $103.29) | (B-, B3) | 06/15/12 | 9.875 | 607,250 | |
| 3,789,500 | |||||
| Electric - Generation (3.9%) | |||||
| 1,025 | AES | ||||
| Corp., Global Senior Unsecured Notes§ | (BB-, B1) | 10/15/17 | 8.000 | 1,042,937 | |
| 550 | AES | ||||
| Corp., Senior Unsecured Notes | (BB-, B1) | 03/01/14 | 7.750 | 556,188 | |
| 800 | Calpine Generating Company LLC, Global Secured | ||||
| Notes#ø | (NR, NR) | 04/01/10 | 10.773 | 37,000 | |
| 825 | Dynegy | ||||
| Holdings, Inc., Global Senior Unsecured Notes§ | (B, B2) | 06/01/15 | 7.500 | 777,562 | |
| 1,200 | Dynegy | ||||
| Holdings, Inc., Global Senior Unsecured Notes | (B, B2) | 05/01/16 | 8.375 | 1,194,000 | |
| 725 | Dynegy | ||||
| Holdings, Inc., Global Senior Unsecured Notes | (B, B2) | 06/01/19 | 7.750 | 681,500 | |
| 800 | Edison | ||||
| Mission Energy, Global Senior Unsecured Notes | (BB-, B1) | 05/15/17 | 7.000 | 800,000 | |
| 200 | Edison | ||||
| Mission Energy, Global Senior Unsecured Notes | (BB-, B1) | 05/15/19 | 7.200 | 198,500 | |
| 271 | Midwest Generation LLC, Series B, Global Pass | ||||
| Thru Certificates | (BB+, Baa3) | 01/02/16 | 8.560 | 294,371 | |
| 200 | NRG Energy, Inc., Company Guaranteed Notes | ||||
| (Callable 01/15/12 @ $103.69) | (B, B1) | 01/15/17 | 7.375 | 195,000 | |
| 425 | NRG Energy, Inc., Company Guaranteed Notes | ||||
| (Callable 02/01/11 @ $103.69) | (B, B1) | 02/01/16 | 7.375 | 417,563 | |
| 575 | Reliant | ||||
| Energy, Inc., Senior Unsecured Notes§ | (B, B3) | 06/15/14 | 7.625 | 573,563 | |
| 575 | Reliant | ||||
| Energy, Inc., Senior Unsecured Notes§ | (B, B3) | 06/15/17 | 7.875 | 575,000 | |
| 7,343,184 | |||||
| Electric - Integrated (2.4%) | |||||
| 375 | Energy Future Holdings, Company Guaranteed Notes, | ||||
| Rule 144A (Callable | |||||
| 11/01/12 @ $105.44) | (B-, B3) | 11/01/17 | 10.875 | 380,625 | |
| 125 | Mirant Americas Generation, LLC., Senior Unsecured | ||||
| Notes | (B-, B3) | 05/01/11 | 8.300 | 128,125 | |
| 875 | Mirant Americas Generation, LLC., Senior Unsecured | ||||
| Notes | (B-, B3) | 10/01/21 | 8.500 | 798,437 | |
| 325 | Texas Competitive Electric Holdings Co. LLC, | ||||
| Series B, Rule 144A, Company Guaranteed Notes (Callable 11/01/11 @ $105.13) | (CCC, B3) | 11/01/15 | 10.250 | 325,406 | |
| 2,875 | Texas Competitive Electric Holdings Co., LLC, | ||||
| Series A, Rule 144A, Company Guaranteed Notes (Callable 11/01/11 @ $105.13) | (CCC, B3) | 11/01/15 | 10.250 | 2,878,594 | |
| 4,511,187 | |||||
| Electronics (2.3%) | |||||
| 975 | Amkor Technology, Inc., Global Senior Notes | ||||
| (Callable 05/19/08 @ $103.88) | (B+, B1) | 05/15/13 | 7.750 | 893,344 | |
| 194 | Ampex | ||||
| Corp., Secured Notes^ | (NR, NR) | 08/15/08 | 12.000 | 188,100 |
SEQ.=1,FOLIO='',FILE='C:\JMS\105541\08-12016-1\task2939872\12016-1-bi-01.htm',USER='105541',CD='May 14 21:14 2008'
*Credit Suisse Asset Management Income Fund, Inc.*
*Schedule of Investments (continued)*
March 31, 2008 (unaudited)
| Par — (000) | Ratings — (S&P/Moodys) | Maturity | Rate% | Value | |
|---|---|---|---|---|---|
| $ 175 | Freescale Semiconductor, Inc., Global Company | ||||
| Guaranteed Notes (Callable 12/15/10 @ $104.44) | (B-, B2) | 12/15/14 | 8.875 | $ 137,813 | |
| 1,425 | Freescale | ||||
| Semiconductor, Inc., Senior Subordinated Notes§ | (B-, B3) | 12/15/16 | 10.125 | 969,000 | |
| 675 | Sanmina-SCI Corp., Global Company Guaranteed Notes | ||||
| (Callable 03/01/09 @ $103.38) | (B-, B3) | 03/01/13 | 6.750 | 588,937 | |
| 475 | Sanmina-SCI Corp., Senior Subordinated Notes | ||||
| (Callable 03/01/11 @ $104.06)§ | (B-, B3) | 03/01/16 | 8.125 | 422,750 | |
| 775 | Spansion LLC, Rule 144A, Senior Notes | ||||
| (Callable 01/15/11 @ $105.62) | (B, Caa2) | 01/15/16 | 11.250 | 476,625 | |
| 750 | Viasystems, Inc., Global Senior Unsecured | ||||
| Notes (Callable 05/19/08 @ $105.25) | (B+, Caa1) | 01/15/11 | 10.500 | 691,875 | |
| 4,368,444 | |||||
| Energy - Exploration & Production (2.9%) | |||||
| 775 | Chaparral Energy, Inc., Global Company | ||||
| Guaranteed Notes (Callable 02/01/12 @ $104.44) | (CCC+, Caa1) | 02/01/17 | 8.875 | 676,187 | |
| 975 | Chesapeake Energy Corp., Senior Notes (Callable 01/15/09 | ||||
| @ $103.44) | (BB, Ba3) | 01/15/16 | 6.875 | 970,125 | |
| 650 | Encore Acquisition Co., Company Guaranteed Notes | ||||
| (Callable 12/01/10 @ $103.63) | (B, B1) | 12/01/17 | 7.250 | 624,000 | |
| 75 | Forest Oil Corp., Global Company Guaranteed Notes | ||||
| (Callable 05/19/08 @ $102.58) | (BB-, B1) | 05/01/14 | 7.750 | 77,438 | |
| 600 | Hilcorp Energy I, Rule 144A, Senior Notes | ||||
| (Callable 06/01/11 @ $104.50) | (B+, B3) | 06/01/16 | 9.000 | 607,500 | |
| 800 | Petrohawk Energy Corp., Global Company Guaranteed | ||||
| Notes (Callable 07/15/10 @ $104.56) | (B, B3) | 07/15/13 | 9.125 | 826,000 | |
| 925 | Plains Exploration & Production, Co., | ||||
| Company Guaranteed Notes (Callable 06/15/11 @ $103.88) | (BB-, B1) | 06/15/15 | 7.750 | 927,312 | |
| 700 | Southwestern Energy Co., Rule 144A, Senior | ||||
| Unsecured Notes | (BB+, Ba2) | 02/01/18 | 7.500 | 728,000 | |
| 5,436,562 | |||||
| Environmental (1.0%) | |||||
| 900 | Allied Waste North America, Inc., | ||||
| Series B, Global Senior Notes (Callable 04/15/09 @ $103.69)§ | (B+, B2) | 04/15/14 | 7.375 | 889,875 | |
| 1,100 | Waste Services, Inc., Global Senior | ||||
| Subordinated Notes (Callable 04/15/09 @ $104.75) | (B-, Caa1) | 04/15/14 | 9.500 | 1,058,750 | |
| 1,948,625 | |||||
| Food & Drug Retailers (1.2%) | |||||
| 1,200 | Duane Reade, Inc., Global Senior Subordinated | ||||
| Notes (Callable 08/01/08 @ $104.88)§ | (CC, Caa3) | 08/01/11 | 9.750 | 1,008,000 | |
| 150 | Ingles Markets, Inc., Global Senior | ||||
| Subordinated Notes (Callable 05/19/08 @ $102.90) | (B+, B2) | 12/01/11 | 8.875 | 152,250 | |
| 250 | Rite Aid Corp., Global Company Guaranteed Notes | ||||
| (Callable 06/15/11 @ $104.68) | (CCC+, Caa1) | 12/15/15 | 9.375 | 197,500 | |
| 50 | Stater Brothers Holdings, Inc., Global Company | ||||
| Guaranteed Notes (Callable 04/15/11 @ $103.88) | (B+, B2) | 04/15/15 | 7.750 | 47,500 | |
| 800 | Stater Brothers Holdings, Inc., Global Senior | ||||
| Notes (Callable 06/15/08 @ $104.06) | (B+, B2) | 06/15/12 | 8.125 | 806,000 | |
| 2,211,250 | |||||
| Food - Wholesale (1.0%) | |||||
| 525 | Dole | ||||
| Foods Co. Inc., Debentures§ | (B-, Caa1) | 07/15/13 | 8.750 | 396,375 | |
| 75 | Dole Foods Co. Inc., Global Company Guaranteed | ||||
| Notes (Callable 05/19/08 @ $102.22) | (B-, Caa1) | 03/15/11 | 8.875 | 61,125 | |
| 550 | National Beef Packing Company LLC, Global Senior | ||||
| Unsecured Notes (Callable 08/01/08 @ $102.63) | (B-, Caa1) | 08/01/11 | 10.500 | 525,250 | |
| 975 | Smithfield | ||||
| Foods, Inc., Senior Unsecured Notes | (BB, Ba3) | 07/01/17 | 7.750 | 955,500 | |
| 1,938,250 | |||||
| Forestry & Paper (3.3%) | |||||
| 525 | Boise Cascade LLC, Global Company Guaranteed Notes | ||||
| (Callable 10/15/09 @ $103.56) | (BB-, B2) | 10/15/14 | 7.125 | 492,188 | |
| 1,150 | Cellu Tissue Holdings, Inc., Global Secured | ||||
| Notes (Callable 05/19/08 @ $103.66) | (B, B2) | 03/15/10 | 9.750 | 1,069,500 |
SEQ.=1,FOLIO='',FILE='C:\JMS\105541\08-12016-1\task2939872\12016-1-bi-01.htm',USER='105541',CD='May 14 21:14 2008'
*Credit Suisse Asset Management Income Fund, Inc.*
*Schedule of Investments (continued)*
March 31, 2008 (unaudited)
| Par — (000) | Ratings — (S&P/Moodys) | Maturity | Rate% | Value | |
|---|---|---|---|---|---|
| $ 600 | Georgia-Pacific | ||||
| Corp., Debentures§ | (B+, B2) | 06/15/15 | 7.700 | $ 567,000 | |
| 200 | Georgia-Pacific LLC, Rule 144A, Company Guaranteed | ||||
| Notes (Callable 01/15/12 @ $103.56)§ | (BB-, Ba3) | 01/15/17 | 7.125 | 186,000 | |
| 500 | Graphic Packaging International Corp., Global | ||||
| Senior Subordinated Notes (Callable 08/15/08 @ $104.75) | (B-, B3) | 08/15/13 | 9.500 | 482,500 | |
| 375 | Newark Group, Inc., Global Senior Subordinated | ||||
| Notes (Callable 03/15/09 @ $104.88) | (B-, B3) | 03/15/14 | 9.750 | 301,875 | |
| 350 | NewPage Corp., Global Company Guaranteed Notes | ||||
| (Callable 05/01/09 @ $106.00)§ | (B-, B2) | 05/01/12 | 10.000 | 357,000 | |
| 600 | NewPage Corp., Global Company Guaranteed Notes | ||||
| (Callable 05/01/09 @ $106.00) | (CCC+, B3) | 05/01/13 | 12.000 | 604,500 | |
| 1,550 | Smurfit-Stone Container, Global Senior Notes | ||||
| (Callable 07/01/08 @ $102.79)§ | (B-, B3) | 07/01/12 | 8.375 | 1,410,500 | |
| 675 | Verso Paper Holdings LLC Inc., Series B, | ||||
| Global Company Guaranteed Notes (Callable 08/01/11 @ $105.69) | (CCC+, BB) | 08/01/16 | 11.375 | 622,687 | |
| 75 | Verso Paper Holdings LLC Inc., Series B, | ||||
| Global Secured Notes (Callable 08/01/10 @ $104.56)§ | (B+, B2) | 08/01/14 | 9.125 | 72,750 | |
| 6,166,500 | |||||
| Gaming (3.7%) | |||||
| 725 | Buffalo Thunder Development Authority, | ||||
| Rule 144A, Secured Notes (Callable 12/15/10 @ $104.69) | (B, B2) | 12/15/14 | 9.375 | 547,375 | |
| 125 | Caesars Entertainment, Inc., Global Company | ||||
| Guaranteed Notes§ | (B-, Caa 1) | 03/15/10 | 7.875 | 117,812 | |
| 775 | CCM Merger, Inc., Rule 144A, Notes | ||||
| (Callable 08/01/09 @ $104.00) | (B-, Caa1) | 08/01/13 | 8.000 | 654,875 | |
| 145 | Choctaw Resort Development Enterprise, | ||||
| Rule 144A, Senior Notes (Callable 11/15/11 @ $103.63) | (BB, Ba2) | 11/15/19 | 7.250 | 126,875 | |
| 375 | Fontainebleau Las Vegas, Rule 144A, Second | ||||
| Mortgage Notes (Callable 06/15/11 @ $105.13) | (CCC+, Caa1) | 06/15/15 | 10.250 | 266,250 | |
| 375 | Herbst Gaming, Inc., Global Company Guaranteed | ||||
| Notes (Callable 06/01/08 @ $104.06) | (CC, Caa2) | 06/01/12 | 8.125 | 70,313 | |
| 900 | Jacobs Entertainment, Inc., Global Company | ||||
| Guaranteed Notes (Callable 06/15/10 @ $104.88) | (B,B3) | 06/15/14 | 9.750 | 679,500 | |
| 550 | Majestic Star LLC, Global Company Guaranteed Notes | ||||
| (Callable 10/15/08 @ $104.88) | (CCC, Caa2) | 01/15/11 | 9.750 | 217,250 | |
| 800 | Mashantucket Pequot Tribe, Rule 144A, Bonds | ||||
| (Callable 11/15/11 @ $104.25)§ | (BB+, Ba1) | 11/15/15 | 8.500 | 708,000 | |
| 250 | MGM | ||||
| Mirage, Inc., Company Guaranteed Notes | (BB, Ba2) | 04/01/16 | 6.875 | 220,000 | |
| 725 | MGM | ||||
| Mirage, Inc., Company Guaranteed Notes | (BB, Ba2) | 06/01/16 | 7.500 | 656,125 | |
| 900 | MGM | ||||
| Mirage, Inc., Company Guaranteed Notes | (BB, Ba2) | 01/15/17 | 7.625 | 823,500 | |
| 125 | MGM Mirage, Inc., Global Company Guaranteed | ||||
| Notes | (BB, Ba2) | 04/01/13 | 6.750 | 115,625 | |
| 760 | Tropicana Entertainment LLC., Global Senior | ||||
| Subordinated Notes (Callable 12/15/10 @ $104.81)§ | (C,Ca) | 12/15/14 | 9.625 | 398,050 | |
| 775 | Trump Entertainment Resorts, Inc., Secured | ||||
| Notes (Callable 06/01/10 @ $104.25) | (B, Caa1) | 06/01/15 | 8.500 | 527,000 | |
| 475 | Turning Stone Resort Casino Enterprise, | ||||
| Rule 144A, Senior Notes (Callable 09/15/10 @ $104.56) | (B+, B1) | 09/15/14 | 9.125 | 456,000 | |
| 250 | Wynn Las Vegas LLC, Global First Mortgage Notes | ||||
| (Callable 12/01/09 @ $103.31)§ | (BBB-, Ba2) | 12/01/14 | 6.625 | 241,875 | |
| 6,826,425 | |||||
| Gas Distribution (1.3%) | |||||
| 300 | Amerigas | ||||
| Partners LP, Senior Unsecured | (NR, B1) | 05/20/15 | 7.250 | 297,000 | |
| 1,150 | El Paso Performance-Link, Rule 144A, Senior | ||||
| Unsecured Notes | (BB, Ba3) | 07/15/11 | 7.750 | 1,181,555 | |
| 525 | Inergy LP/Inergy Finance Corp., Global Company | ||||
| Guaranteed Notes (Callable 03/01/11 @ $104.13) | (B+, B1) | 03/01/16 | 8.250 | 539,437 | |
| 450 | Williams | ||||
| Partners LP, Global Senior Unsecured Notes | (BBB-, Ba2) | 02/01/17 | 7.250 | 454,500 | |
| 2,472,492 | |||||
| Health Services (6.4%) | |||||
| 775 | Bausch & Lomb, Inc., Rule 144A, | ||||
| Senior Unsecured Notes (Callable 11/01/11 @ $104.94) | (B, Caa1) | 11/01/15 | 9.875 | 790,500 | |
| 1,225 | Community Health Systems, Inc., Global Company | ||||
| Guaranteed Notes (Callable 07/15/11 @ $104.44) | (B, B3) | 07/15/15 | 8.875 | 1,235,719 | |
| 1,225 | HCA, Inc., Global Secured Notes (Callable | ||||
| 11/15/11 @ $104.63) | (BB-, B2) | 11/15/16 | 9.250 | 1,274,000 | |
| 700 | HCA, Inc., | ||||
| Global Senior Unsecured Notes | (B-, Caa1) | 01/15/15 | 6.375 | 595,875 | |
| 3,200 | HCA, Inc., | ||||
| Global Senior Unsecured Notes | (B-, Caa1) | 02/15/16 | 6.500 | 2,712,000 | |
| 400 | HCA, Inc., | ||||
| Senior Unsecured Notes | (B-, Caa1) | 02/15/13 | 6.250 | 350,000 |
SEQ.=1,FOLIO='',FILE='C:\JMS\105541\08-12016-1\task2939872\12016-1-bi-01.htm',USER='105541',CD='May 14 21:14 2008'
*Credit Suisse Asset Management Income Fund, Inc.*
*Schedule of Investments (continued)*
March 31, 2008 (unaudited)
| Par — (000) | Ratings — (S&P/Moodys) | Maturity | Rate% | Value | |
|---|---|---|---|---|---|
| $ 800 | Healthsouth Corp., Global Company Guaranteed Notes | ||||
| (Callable 06/15/11 @ $105.38)§ | (CCC+, Caa1) | 06/15/16 | 10.750 | $ 844,000 | |
| 525 | Iasis Healthcare/Capital Corp., Global Senior | ||||
| Subordinated Notes (Callable 06/15/09 @ $104.38) | (CCC+, B3) | 06/15/14 | 8.750 | 525,000 | |
| 550 | Stewart Enterprises, Inc., Global Senior Notes | ||||
| (Callable 02/15/09 @ $103.13)§ | (B+, Ba3) | 02/15/13 | 6.250 | 517,000 | |
| 1,500 | Tenet | ||||
| Healthcare Corp., Global Senior Unsecured Notes§ | (B, Caa1) | 07/01/14 | 9.875 | 1,458,750 | |
| 500 | Tenet | ||||
| Healthcare Corp., Global Senior Unsecured Notes§ | (B, Caa1) | 02/01/15 | 9.250 | 470,000 | |
| 275 | Universal Hospital Services, Inc., Global | ||||
| Secured Notes (Callable 06/01/09 @ $102.00)# | (B+, B3) | 06/01/15 | 8.288 | 246,125 | |
| 225 | Universal Hospital Services, Inc., Global | ||||
| Secured Notes (Callable 06/01/11 @ $104.25)# | (B+, B3) | 06/01/15 | 8.500 | 226,125 | |
| 950 | Vanguard Health Holding Co., Global Senior | ||||
| Subordinated Notes (Callable 10/01/09 @ $104.50) | (CCC+, Caa1) | 10/01/14 | 9.000 | 919,125 | |
| 12,164,219 | |||||
| Hotels (0.5%) | |||||
| 250 | Host Hotels & Resorts LP, Global Secured | ||||
| Notes (Callable 11/01/10 @ $103.44) | (BB, Ba1) | 11/01/14 | 6.875 | 239,375 | |
| 750 | Host Marriott LP, Series Q, Global Company | ||||
| Guaranteed Notes (Callable 06/01/11 @ $103.33) | (BB, Ba1) | 06/01/16 | 6.750 | 705,000 | |
| 944,375 | |||||
| Household & Leisure Products (0.6%) | |||||
| 650 | ALH Finance LLC/ALH Finance Corp., Global Senior | ||||
| Subordinated Notes (Callable 01/15/09 @ 104.25) | (CCC+, B3) | 01/15/13 | 8.500 | 594,750 | |
| 400 | Ames True Temper, Inc., Global Company | ||||
| Guaranteed Notes (Callable 05/19/08 @ $101.50)# | (CCC+, Caa1) | 01/15/12 | 8.258 | 334,000 | |
| 600 | Ames True Temper, Inc., Global Senior | ||||
| Subordinated Notes (Callable 07/15/08 @ $105.00) | (CCC-, Caa3) | 07/15/12 | 10.000 | 282,000 | |
| 1,210,750 | |||||
| lnvestments & Misc. Financial Services (0.2%) | |||||
| 425 | Nuveen Investments, Inc., Rule 144A, | ||||
| Senior Notes (Callable 11/15/11 @ $105.25) | (B-, B3) | 11/15/15 | 10.500 | 366,563 | |
| Leisure (0.7%) | |||||
| 500 | Bluegreen | ||||
| Corp., Series B, Company Guaranteed Notes | (B-, B3) | 04/01/08 | 10.500 | 500,000 | |
| 675 | Six Flags, Inc., Global Senior Unsecured Notes | ||||
| (Callable 05/19/08 @ $104.88)§ | (CCC-, Caa2) | 04/15/13 | 9.750 | 391,500 | |
| 600 | Six Flags, Inc., Global Senior Unsecured Notes | ||||
| (Callable 06/01/09 @ $104.81) | (CCC-, Caa2) | 06/01/14 | 9.625 | 342,000 | |
| 1,233,500 | |||||
| Lodging (0.4%) | |||||
| 475 | Inn of the Mountain Gods, Global Senior Notes | ||||
| (Callable 11/15/08 @ $103.00) | (B, B3) | 11/15/10 | 12.000 | 463,125 | |
| 325 | Majestic Star Casino LLC, Senior Secured Notes | ||||
| (Callable 05/19/08 @ $104.75) | (B+, B2) | 10/15/10 | 9.500 | 288,438 | |
| 751,563 | |||||
| Machinery (0.5%) | |||||
| 675 | Baldor Electric Co., Company Guaranteed Notes | ||||
| (Callable 02/15/12 @ $104.31)§ | (B, B3) | 02/15/17 | 8.625 | 671,625 | |
| 250 | Terex Corp., Senior Subordinated Notes (Callable | ||||
| 11/15/12 @ $104.00) | (B+, Ba3) | 11/15/17 | 8.000 | 250,000 | |
| 921,625 | |||||
| Media - Broadcast (2.4%) | |||||
| 450 | Allbritton Communications Co., Global Senior | ||||
| Subordinated Notes (Callable 05/19/08 @ $103.88) | (B+, B1) | 12/15/12 | 7.750 | 443,250 | |
| 850 | Barrington Broadcasting, Global Company Guaranteed | ||||
| Notes (Callable 08/15/10 @ 105.25) | (CCC+, B3) | 08/15/14 | 10.500 | 760,750 | |
| 575 | CMP Susquehanna Corp., Global Company Guaranteed | ||||
| Notes (Callable 05/15/10 @ $104.94)# | (CCC, Caa1) | 05/15/14 | 9.875 | 399,625 | |
| 300 | Fisher Communications, Inc., Global Company | ||||
| Guaranteed Notes (Callable 09/15/09 @ $104.31) | (B, B2) | 09/15/14 | 8.625 | 304,500 |
SEQ.=1,FOLIO='',FILE='C:\JMS\aajohan\08-12016-1\task2927701\12016-1-bi-03.htm',USER='105137',CD='May 9 14:03 2008'
*Credit Suisse Asset Management Income Fund, Inc.*
*Schedule of Investments (continued)*
March 31, 2008 (unaudited)
| Par — (000) | Ratings — (S&P/Moodys) | Maturity | Rate% | Value | |
|---|---|---|---|---|---|
| $ 850 | ION Media Networks, Inc., Rule 144A, Secured | ||||
| Notes (Callable 05/19/08 @ $102.00)# | (CCC-, Caa1) | 01/15/13 | 10.508 | $ 639,625 | |
| 575 | Local TV Finance LLC, Rule 144A, Senior | ||||
| Unsecured Notes (Callable 06/15/11 @ $104.63) | (CCC+, Caa1) | 06/15/15 | 9.250 | 463,594 | |
| 985 | Univision Communications, Inc., | ||||
| Rule 144A, Senior Notes (Callable 03/15/11 @ $104.88)§ | (CCC, B3) | 03/15/15 | 9.750 | 600,850 | |
| 400 | XM Satellite Radio, Inc., Global Company | ||||
| Guaranteed Notes (Callable 05/01/08 @ $102.00)# | (CCC, Caa1) | 05/01/13 | 7.739 | 389,000 | |
| 925 | Young Broadcasting, Inc., Global Senior | ||||
| Subordinated Notes (Callable 01/15/09 @ $104.38) | (CCC-, Caa2) | 01/15/14 | 8.750 | 550,375 | |
| 4,551,569 | |||||
| Media - Cable (4.1%) | |||||
| 1,165 | Atlantic Broadband Finance LLC, Global Company | ||||
| Guaranteed Notes (Callable 01/15/09 @ $104.69)§ | (CCC+, Caa1) | 01/15/14 | 9.375 | 1,031,025 | |
| 525 | CCH I LLC, Global Company Guaranteed Notes | ||||
| (Callable 05/19/08 @ $100.00) | (CCC, Caa3) | 04/01/14 | 9.920 | 252,000 | |
| 1,662 | CCH I LLC, Global Secured Notes (Callable 10/01/10 | ||||
| @ $105.50)§ | (CCC, Caa3) | 10/01/15 | 11.000 | 1,163,400 | |
| 1,200 | CCH II LLC, Series B, Global Company | ||||
| Guaranteed Notes (Callable 09/15/08 @ $105.13) | (CCC, Caa2) | 09/15/10 | 10.250 | 1,095,000 | |
| 495 | Charter Communications Holdings LLC, Senior | ||||
| Discount Notes (Callable 04/11/08 @ $100.00)# | (CCC, Ca) | 04/01/11 | 9.920 | 300,094 | |
| 950 | CSC | ||||
| Holdings, Inc., Global Senior Unsecured Notes | (BB, B1) | 04/15/12 | 6.750 | 921,500 | |
| 580 | CSC | ||||
| Holdings, Inc., Series B, Company Guaranteed Notes§ | (BB, B1) | 04/01/11 | 7.625 | 576,375 | |
| 675 | DirecTV Holdings/Finance, Global Company Guaranteed | ||||
| (Callable 05/19/08 @ $104.19) | (BB-, Ba3) | 03/15/13 | 8.375 | 687,656 | |
| 750 | EchoStar | ||||
| DBS Corp., Global Company Guaranteed Notes | (BB-, Ba3) | 10/01/14 | 6.625 | 684,375 | |
| 475 | Mediacom Broadband LLC, Global Senior Notes | ||||
| (Callable 10/15/10 @ $104.25) | (B-, B3) | 10/15/15 | 8.500 | 401,375 | |
| 525 | Mediacom LLC/Capital Corp., Senior Notes (Callable | ||||
| 05/19/08 @ $100.00) | (B-, B3) | 02/15/11 | 7.875 | 469,875 | |
| 100 | Mediacom LLC/Capital Corp., Senior Unsecured Notes | ||||
| (Callable 01/15/09 @ $100.00) | (B-, B3) | 01/15/13 | 9.500 | 92,500 | |
| 7,675,175 | |||||
| Media - Services (0.3%) | |||||
| 675 | WMG Acquisition Corp., Global Senior Subordinated | ||||
| Notes (Callable 04/15/09 @ $103.69) | (B, B3) | 04/15/14 | 7.375 | 523,125 | |
| Medical Products & Supplies (0.3%) | |||||
| 650 | VWR Funding, Inc., Global Company Guaranteed | ||||
| Notes (Callable 07/15/11 @ $105.13) | (B-, Caa1) | 07/15/15 | 10.250 | 607,750 | |
| Metals & Mining - Excluding Steel (1.4%) | |||||
| 125 | Aleris International, Inc., Global Company | ||||
| Guaranteed Notes (Callable 12/15/10 @ $104.50) | (B-, B3) | 12/15/14 | 9.000 | 91,875 | |
| 675 | Aleris International, Inc., Global Company Guaranteed | ||||
| Notes (Callable 12/15/11 @ $105.00) | (B-, Caa1) | 12/15/16 | 10.000 | 432,000 | |
| 525 | Freeport - McMoRan Copper & | ||||
| Gold, Inc., Senior Unsecured Notes (Callable 04/01/11 @ $104.13)§ | (BBB-, Ba2) | 04/01/15 | 8.250 | 555,187 | |
| 625 | Freeport - McMoRan Copper & | ||||
| Gold, Inc., Senior Unsecured Notes (Callable 04/01/12 @ $104.19) | (BBB-, Ba2) | 04/01/17 | 8.375 | 664,844 | |
| 78 | GrafTech Finance, Inc., Global Company | ||||
| Guaranteed Notes (Callable 05/19/08 @ $103.42) | (B+, B2) | 02/15/12 | 10.250 | 81,120 | |
| 1,050 | Noranda Aluminum Acquisition, Rule 144A, | ||||
| Senior Unsecured Notes (Callable 05/19/08 @ $102.00)#§ | (B-, B3) | 05/15/15 | 8.738 | 829,500 | |
| 2,654,526 | |||||
| Multi-Line Insurance (0.2%) | |||||
| 340 | MBIA Insurance Corp., Rule 144A, Subordinated | ||||
| Notes (Callable 01/15/13 @ $100.00) | (AA, Aa2) | 01/15/33 | 14.000 | 333,556 | |
| Non-Food & Drug Retailers (3.6%) | |||||
| 250 | Affinity Group, Inc., Global Senior | ||||
| Subordinated Notes (Callable 05/19/08 @ $104.50) | (B-, Caa1) | 02/15/12 | 9.000 | 232,188 | |
| 902 | Affinity Group, Inc., Global Senior | ||||
| Subordinated Notes (Callable 05/19/08 @ $105.44) | (CCC+, Caa2) | 02/15/12 | 10.875 | 825,303 |
SEQ.=1,FOLIO='',FILE='C:\JMS\aajohan\08-12016-1\task2927701\12016-1-bi-03.htm',USER='105137',CD='May 9 14:03 2008'
*Credit Suisse Asset Management Income Fund, Inc.*
*Schedule of Investments (continued)*
March 31, 2008 (unaudited)
| Par — (000) | Ratings — (S&P/Moodys) | Maturity | Rate% | Value | |
|---|---|---|---|---|---|
| $ 525 | Asbury Automotive Group, Inc., Global Company | ||||
| Guaranteed Notes (Callable 03/15/12 @ $103.81) | (B, B3) | 03/15/17 | 7.625 | $ 417,375 | |
| 825 | Brookstone Company, Inc., Global Secured Notes | ||||
| (Callable 10/15/09 @ $106.00)§ | (B, Caa1) | 10/15/12 | 12.000 | 763,125 | |
| 280 | Claires Stores, Inc., Global Company | ||||
| Guaranteed Notes (Callable 06/01/11 @ $104.81)§ | (B-, Caa1) | 06/01/15 | 9.625 | 145,600 | |
| 525 | GameStop Corp., Global Company Guaranteed Notes | ||||
| (Callable 10/01/09 @ $104.00) | (BB, Ba3) | 10/01/12 | 8.000 | 557,812 | |
| 300 | Michaels Stores, Inc., Global Company | ||||
| Guaranteed Notes (Callable 11/01/10 @ $105.00)§ | (CCC, B2) | 11/01/14 | 10.000 | 264,000 | |
| 700 | Michaels Stores, Inc., Global Company | ||||
| Guaranteed Notes (Callable 11/01/11 @ $105.69)§ | (CCC, Caa1) | 11/01/16 | 11.375 | 553,000 | |
| 1,000 | Neiman Marcus Group, Inc., Global Company | ||||
| Guaranteed Notes (Callable 10/15/10 @ $105.19)§ | (B, B3) | 10/15/15 | 10.375 | 1,005,000 | |
| 650 | PCA LLC/PCA Finance Corp., Global Company | ||||
| Guaranteed Notesø | (NR, NR) | 08/01/09 | 11.875 | 32,500 | |
| 400 | SGS International, Inc., Rule 144A, | ||||
| Global Senior Subordinated Notes (Callable 12/15/09 @ $106.00) | (B-, B3) | 12/15/13 | 12.000 | 347,000 | |
| 547 | Susser Holdings LLC, Global Company Guaranteed | ||||
| Notes (Callable 12/15/09 @ $105.31) | (B+, B3) | 12/15/13 | 10.625 | 564,777 | |
| 375 | Susser Holdings LLC, Rule 144A, Senior Notes | ||||
| (Callable 12/15/09 @ $105.31) | (B, B3) | 12/15/13 | 10.625 | 387,188 | |
| 50 | Yankee Acquisition Corp., Series B, Global | ||||
| Company Guaranteed Notes (Callable 02/15/11 @ $104.25) | (B-, B3) | 02/15/15 | 8.500 | 40,625 | |
| 750 | Yankee Acquisition Corp., Series B, Global | ||||
| Company Guaranteed Notes (Callable 02/15/12 @ $104.88)§ | (CCC+, Caa1) | 02/15/17 | 9.750 | 600,000 | |
| 6,735,493 | |||||
| Office Equipment (0.3%) | |||||
| 325 | IKON Office Solutions, Inc., Global Senior | ||||
| Unsecureed Notes (Callable 09/15/10 @ $103.88) | (BB-, Ba3) | 09/15/15 | 7.750 | 310,375 | |
| 300 | IKON Office Solutions, Inc., Rule 144A, | ||||
| Senior Unsecured (Callable 05/19/08 @ 100.00)# | (BB-, Ba3) | 01/01/12 | 9.926 | 286,500 | |
| 596,875 | |||||
| Oil Field Equipment & Services (0.3%) | |||||
| 500 | Bristow Group, Inc., Global Company Guaranteed | ||||
| Notes (Callable 09/15/12 @ $103.75) | (BB, Ba2) | 09/15/17 | 7.500 | 505,000 | |
| Packaging (2.2%) | |||||
| 250 | Berry Petroleum Co., Senior Subordinated Notes | ||||
| (Callable 11/01/11 @ $104.13) | (B+, B3) | 11/01/16 | 8.250 | 256,875 | |
| 575 | Berry Plastics Holding Corp., Global Company | ||||
| Guaranteed Notes (Callable 03/01/11 @ $105.13)§ | (CCC+, Caa2) | 03/01/16 | 10.250 | 445,625 | |
| 565 | Berry Plastics Holding Corp., Global Secured Notes | ||||
| (Callable 09/15/10 @ $104.44)§ | (B, Caa1) | 09/15/14 | 8.875 | 495,787 | |
| 1,025 | Constar International, Inc., Company | ||||
| Guaranteed Notes (Callable 05/19/08 @ $105.50)§ | (CCC, Caa2) | 12/01/12 | 11.000 | 635,500 | |
| 225 | Crown Cork & Seal Co., Inc., | ||||
| Debentures Notes (Callable 04/15/08 @ $101.91) | (B, B2) | 04/15/23 | 8.000 | 210,375 | |
| 25 | Graham Packaging Company, Inc., Global Company | ||||
| Guaranteed Notes (Callable 10/15/08 @ $104.25) | (CCC+, Caa1) | 10/15/12 | 8.500 | 22,625 | |
| 775 | Graham Packaging Company, Inc., Global | ||||
| Subordinated Notes (Callable 10/15/09 @ $104.94) | (CCC+, Caa1) | 10/15/14 | 9.875 | 654,875 | |
| 125 | Owens-Brockway Glass Containers, Inc., Senior | ||||
| Notes (Callable 05/15/08 @ $104.13) | (BB, B3) | 05/15/13 | 8.250 | 130,000 | |
| 475 | Pliant Corp., Global Company Guaranteed Notes | ||||
| (Callable 05/19/08 @ $105.56)§ | (CCC, Caa1) | 09/01/09 | 11.125 | 380,000 | |
| 1,175 | Solo Cup Co., Global Senior Subordinated Notes | ||||
| (Callable 02/15/09 @ $104.25)§ | (CCC-, Caa2) | 02/15/14 | 8.500 | 998,750 | |
| 4,230,412 | |||||
| Printing & Publishing (2.5%) | |||||
| 23 | American Media Operations, Inc., | ||||
| Rule 144A, Company Guaranteed Notes (Callable 05/19/08 @ $100.00) | (CCC-, Caa3) | 05/01/09 | 10.250 | 15,226 | |
| 625 | American Media Operations, Inc., | ||||
| Series B, Global Company Guaranteed Notes (Callable 05/19/08 @ $100.00) | (CCC-, Caa3) | 05/01/09 | 10.250 | 421,875 | |
| 350 | Dex Media, Inc., Global Senior Discount Notes | ||||
| (Callable 11/15/08 @ $104.50)+ | (B, B2) | 11/15/13 | 0.000 | 253,750 |
SEQ.=1,FOLIO='',FILE='C:\JMS\aajohan\08-12016-1\task2927701\12016-1-bi-03.htm',USER='105137',CD='May 9 14:03 2008'
*Credit Suisse Asset Management Income Fund, Inc.*
*Schedule of Investments (continued)*
March 31, 2008 (unaudited)
| Par — (000) | Ratings — (S&P/Moodys) | Maturity | Rate% | Value | |
|---|---|---|---|---|---|
| $ 1,125 | Idearc, Inc., Global Company Guaranteed Notes | ||||
| (Callable 11/15/11 @ $104.00) | (BB-, B3) | 11/15/16 | 8.000 | $ 734,062 | |
| 2,000 | Premier | ||||
| Graphics, Inc., Company Guaranteed Notes^ø | (NR, NR) | 12/01/05 | 11.500 | 0 | |
| 1,600 | R.H. Donnelley Corp., Global Senior Unsecured Notes | ||||
| (Callable 01/15/09 @ $103.44) | (B, B3) | 01/15/13 | 6.875 | 984,000 | |
| 525 | R.H. Donnelley Corp., Rule 144A, Senior Notes | ||||
| (Callable 10/15/12 @ $104.44) | (B, B3) | 10/15/17 | 8.875 | 330,750 | |
| 575 | R.H. Donnelley Corp., Series A-2, Global | ||||
| Senior Discount Notes (Callable 01/15/09 @ $103.44) | (B, B3) | 01/15/13 | 6.875 | 353,625 | |
| 150 | R.H. Donnelley Corp., Series A-3, Global | ||||
| Senior Notes (Callable 01/15/11 @ $104.44) | (B, B3) | 01/15/16 | 8.875 | 95,625 | |
| 850 | Readers Digest Association, Inc., | ||||
| Rule 144A, Senior Subordinated Notes (Callable 02/15/12 @ $104.50) | (CCC, Caa1) | 02/15/17 | 9.000 | 571,625 | |
| 825 | TL Acquisitions, Inc., Rule 144A, Senior | ||||
| Notes (Callable 07/15/11 @ $105.25) | (CCC+, Caa1) | 01/15/15 | 10.500 | 713,625 | |
| 400 | Valassis Communications, Inc., Global Company | ||||
| Guaranteed Notes (Callable 03/01/11 @ $104.13) | (B-, B3) | 03/01/15 | 8.250 | 331,000 | |
| 4,805,163 | |||||
| Restaurants (0.2%) | |||||
| 475 | Dennys Holdings, Inc., Global Company | ||||
| Guaranteed Notes (Callable 10/01/08 @ $105.00)§ | (B, B3) | 10/01/12 | 10.000 | 439,375 | |
| Software/Services (1.8%) | |||||
| 1,200 | First Data Corp., Rule 144A, Company | ||||
| Guaranteed Notes (Callable 09/30/11 @ $104.94) | (B, B3) | 09/24/15 | 9.875 | 988,500 | |
| 1,750 | SunGard Data Systems, Inc., Global Company | ||||
| Guaranteed Notes (Callable 08/15/10 @ $105.13)§ | (B-, Caa1) | 08/15/15 | 10.250 | 1,767,500 | |
| 700 | Unisys Corp., Senior Unsubordinated Notes (Callable | ||||
| 01/15/12 @ $106.25) | (B+, B2) | 01/15/16 | 12.500 | 692,125 | |
| 3,448,125 | |||||
| Steel Producers/Products (1.1%) | |||||
| 575 | AK Steel Corp., Global Company Guaranteed Notes | ||||
| (Callable 05/19/08 @ $103.88) | (BB-, B1) | 06/15/12 | 7.750 | 582,906 | |
| 250 | PNA Intermed Holdings Corp., Global Senior | ||||
| Unsecured Notes (callable 5/15/08 @ 102.00)# | (B-, Caa1) | 02/15/13 | 10.065 | 195,625 | |
| 800 | Rathgibson, Inc., Global Company Guaranteed | ||||
| Notes (Callable 02/15/10 @ $105.62) | (B, B3) | 02/15/14 | 11.250 | 784,000 | |
| 475 | Ryerson, Inc., | ||||
| Senior Notes | (B+, B2) | 11/01/15 | 12.000 | 451,250 | |
| 0 | WCI | ||||
| Steel Acquisition, Inc., Senior Notes (1) | (NR, NR) | 05/01/16 | 8.000 | 330 | |
| 2,014,111 | |||||
| Support-Services (4.3%) | |||||
| 400 | Allied Security Escrow Corp., Global Senior | ||||
| Subordinated Notes (Callable 07/15/08 @ $105.69) | (CCC+, Caa1) | 07/15/11 | 11.375 | 346,000 | |
| 200 | ARAMARK Corp., Global Company Guaranteed Notes | ||||
| (Callable 02/01/09 @ $102.00)# | (B, B3) | 02/01/15 | 6.739 | 177,500 | |
| 650 | ARAMARK Corp., Global Senior Unsecured Notes | ||||
| (Callable 02/01/11 @ $104.25)§ | (B, B3) | 02/01/15 | 8.500 | 654,875 | |
| 200 | Ashtead Capital, Inc., Rule 144A, Notes | ||||
| (Callable 08/15/11 @ $104.50) | (B, B1) | 08/15/16 | 9.000 | 163,000 | |
| 100 | Education Management LLC, Global Company Guaranteed | ||||
| Notes (Callable 06/01/10 @ $104.38) | (CCC+, B2) | 06/01/14 | 8.750 | 85,000 | |
| 675 | Education Management LLC, Global Company Guaranteed | ||||
| Notes (Callable 06/01/11 @ $105.13) | (CCC+, Caa1) | 06/01/16 | 10.250 | 540,000 | |
| 300 | Hertz Corp., Global Company Guaranteed Notes | ||||
| (Callable 01/01/10 @ $104.44)§ | (BB-, B1) | 01/01/14 | 8.875 | 285,750 | |
| 400 | Hertz Corp., Global Company Guaranteed Notes | ||||
| (Callable 01/01/11 @ $105.25) | (B, B2) | 01/01/16 | 10.500 | 376,500 | |
| 350 | Iron Mountain, Inc., Company Guaranteed Notes | ||||
| (Callable 05/19/08 @ $101.44) | (B+, B2) | 04/01/13 | 8.625 | 355,250 | |
| 250 | Iron Mountain, Inc., Company Guaranteed Notes | ||||
| (Callable 07/01/08 @ $103.31) | (B+, B2) | 01/01/16 | 6.625 | 239,375 | |
| 1,100 | Johnsondiversey Holdings, Inc., Global | ||||
| Discount Notes (Callable 05/19/08 @ $103.56) | (CCC+, Caa1) | 05/15/13 | 10.670 | 1,061,500 | |
| 475 | Kar Holdings, Inc., Global Company Guaranteed | ||||
| Notes (Callable 05/01/10 @ $104.38) | (CCC, B) | 05/01/14 | 8.750 | 425,125 |
SEQ.=1,FOLIO='',FILE='C:\JMS\aajohan\08-12016-1\task2927701\12016-1-bi-03.htm',USER='105137',CD='May 9 14:03 2008'
*Credit Suisse Asset Management Income Fund, Inc.*
*Schedule of Investments (continued)*
March 31, 2008 (unaudited)
| Par (000) | Ratings (S&P/Moodys) | Maturity | Rate% | Value | |
|---|---|---|---|---|---|
| $ 425 | Kar Holdings, Inc., Global Company Guaranteed | ||||
| Notes (Callable 05/01/11 @ $105.00) | (CCC, Caa1) | 05/01/15 | 10.000 | $ 369,750 | |
| 650 | Mobile Services Group, Inc., Global Company | ||||
| Guaranteed Notes (Callable 08/01/10 @ | |||||
| $104.88) | (B-, B3) | 08/01/14 | 9.750 | 611,000 | |
| 270 | Neff Corp., Global Company Guaranteed Notes | ||||
| (Callable 06/01/11 @ $105.00) | (B-, Caa2) | 06/01/15 | 10.000 | 129,600 | |
| 725 | Rental Service Corp., Global Company Guaranteed | ||||
| Notes (Callable 12/01/10 @ $104.75) | (B-, Caa1) | 12/01/14 | 9.500 | 609,000 | |
| 1 ,175 | Travelport LLC, Global Company Guaranteed Notes | ||||
| (Callable 09/01/11 @ $105.94)§ | (CCC+, Caa1) | 09/01/16 | 11.875 | 1,004,625 | |
| 275 | United Rentals North America, Inc., Global | ||||
| Company Guaranteed Notes (Callable 05/08/08 @ | |||||
| $103.25) | (BB-, B1) | 02/15/12 | 6.500 | 250,250 | |
| 500 | United Rentals North America, Inc., Global | ||||
| Senior Subordinated Notes (Callable 02/15/09 @ | |||||
| $103.50)§ | (B, B3) | 02/15/14 | 7.000 | 395,000 | |
| 8,079,100 | |||||
| Telecom - Fixed Line (0.9%) | |||||
| 1,375 | Level 3 Financing, Inc., Global Company | ||||
| Guaranteed Notes (Callable 02/15/09 @ $102.00)# | (CCC+, Caa1) | 02/15/15 | 6.704 | 969,375 | |
| 300 | Level 3 Financing, Inc., Global Company Guaranteed | ||||
| Notes (Callable 03/15/10 @ $106.13)§ | (CCC+, Caa1) | 03/15/13 | 12.250 | 271,500 | |
| 50 | Level 3 Financing, Inc., Global Company | ||||
| Guaranteed Notes (Callable 11/01/10 @ $104.63) | (CCC+, Caa1) | 11/01/14 | 9.250 | 41,125 | |
| 500 | Time Warner Telecom Holdings, Inc., Global | ||||
| Company Guaranteed Notes (Callable 02/15/09 @ | |||||
| $104.62) | (CCC+, B3) | 02/15/14 | 9.250 | 507,500 | |
| 1,789,500 | |||||
| Telecom - Integrated/Services (2.5%) | |||||
| 975 | Cincinnati Bell, Inc., Global Senior | ||||
| Subordinated Notes (Callable 01/15/09 @ | |||||
| $104.19)§ | (B-, B2) | 01/15/14 | 8.375 | 918,937 | |
| 200 | Citizens Communications Co., Senior Unsecured Notes | (BB+, Ba2) | 01/15/13 | 6.250 | 182,000 |
| 425 | Hawaiian Telcom Communications, Inc., | ||||
| Series B, Global Company Guaranteed | |||||
| Notes (Callable 05/01/10 @ $106.25)§ | (CCC, Caa1) | 05/01/15 | 12.500 | 155,125 | |
| 700 | Hughes Network Systems LLC, Global Company | ||||
| Guaranteed Notes (Callable 04/15/10 @ | |||||
| $104.75) | (B, B1) | 04/15/14 | 9.500 | 700,000 | |
| 550 | Paetec Holding Corp.,Series WI, Global Company | ||||
| Guaranteed Notes (Callable 07/15/11 @ | |||||
| $104.75) | (CCC+, Caa1) | 07/15/15 | 9.500 | 508,750 | |
| 925 | Qwest Communications International, Inc., | ||||
| Global Company Guaranteed Notes (Callable | |||||
| 05/19/08 @ $103.62)# | (B+, Ba3) | 02/15/11 | 7.250 | 892,625 | |
| 475 | Qwest Communications International, Inc., | ||||
| Series B, Global Company Guaranteed | |||||
| Notes (Callable 02/15/09 @ $103.75) | (B+, Ba3) | 02/15/14 | 7.500 | 448,875 | |
| 225 | Windstream Corp., Global Company Guaranteed Notes | (BB, Ba3) | 08/01/13 | 8.125 | 222,188 |
| 75 | Windstream Corp., Global Company Guaranteed Notes | ||||
| (Callable 03/15/12 @ $103.50) | (BB, Ba3) | 03/15/19 | 7.000 | 65,625 | |
| 675 | Windstream Corp., Global Company Guaranteed Notes | ||||
| (Callable 08/01/11 @ $104.31) | (BB, Ba3) | 08/01/16 | 8.625 | 666,562 | |
| 4,760,687 | |||||
| Telecom - Wireless (1.4%) | |||||
| 375 | Centennial Cellular Communications Corp., Global | ||||
| Company Guaranteed Notes (Callable 06/15/08 @ $105.06) | (B, B2) | 06/15/13 | 10.125 | 372,188 | |
| 675 | Cricket Communications, Inc., Global Company | ||||
| Guaranteed Notes (Callable 11/01/10 @ | |||||
| $104.69) | (B-, Caa1) | 11/01/14 | 9.375 | 642,937 | |
| 725 | MetroPCS Wireless, Inc., Global Company | ||||
| Guaranteed Notes (Callable 11/01/10 @ $104.63) | (B-, Caa1) | 11/01/14 | 9.250 | 670,625 | |
| 425 | Rural Cellular Corp., Global Senior Subordinated | ||||
| Notes (Callable 06/01/08 @ $102.00)# | (CCC, Caa2) | 06/01/13 | 6.076 | 427,125 | |
| 425 | SunCom Wireless Holdings, Inc., Global Company | ||||
| Guaranteed Notes (Callable 06/01/08 @ | |||||
| $104.25) | (A-,NR) | 06/01/13 | 8.500 | 444,656 | |
| 2,557,531 | |||||
| Textiles & Apparel (0.4%) | |||||
| 825 | Levi Strauss & Co., Global Senior Notes | ||||
| (Callable 01/15/10 @ $104.88) | (B+, B2) | 01/15/15 | 9.750 | 826,031 |
SEQ.=1,FOLIO='',FILE='C:\JMS\aajohan\08-12016-1\task2927701\12016-1-bi-03.htm',USER='105137',CD='May 9 14:03 2008'
*Credit Suisse Asset Management Income Fund, Inc.*
*Schedule of Investments (continued)*
March 31, 2008 (unaudited)
| Par — (000) | Ratings — (S&P/Moodys) | Maturity | Rate% | Value | |
|---|---|---|---|---|---|
| Theaters & | |||||
| Entertainment (0.5%) | |||||
| $ 1,025 | AMC | ||||
| Entertainment, Inc., Global Senior Subordinated Notes (Callable 03/01/09 | |||||
| @ $104.00) | (CCC+, | ||||
| B2) | 03/01/14 | 8.000 | $ 873,813 | ||
| TOTAL U.S. | |||||
| CORPORATE BONDS (Cost $179,894,628) | 158,838,122 | ||||
| FOREIGN | |||||
| CORPORATE BONDS (8.4%) | |||||
| Building Materials (0.1%) | |||||
| 750 | Maax | ||||
| Corp., Global Senior Subordinated Notes (Callable 06/15/08 @ $104.88) | |||||
| (Canada)§ | (D, | ||||
| Ca) | 06/15/12 | 9.750 | 168,750 | ||
| Chemicals (0.8%) | |||||
| 1,150 | Basell | ||||
| AF SCA, Rule 144A, Company Guaranteed Notes (Callable 08/15/10 @ | |||||
| $104.19) (Luxembourg) | (B-, | ||||
| B3) | 08/15/15 | 8.375 | 845,250 | ||
| 850 | Ineos | ||||
| Group Holdings PLC, Rule 144A, Company Guaranteed Notes (Callable | |||||
| 02/15/11 @ $104.25) (United Kingdom)§ | (B-, | ||||
| B3) | 02/15/16 | 8.500 | 665,125 | ||
| 1,510,375 | |||||
| Electronics (1.4%) | |||||
| 300 | Avago | ||||
| Technologies Finance, Global Company Guaranteed Notes (Callable 12/01/09 @ | |||||
| $105.06) (Singapore) | (BB-, | ||||
| B2) | 12/01/13 | 10.125 | 318,000 | ||
| 500 | Avago | ||||
| Technologies Finance, Global Company Guaranteed Notes (Callable 12/01/10 @ | |||||
| $105.94) (Singapore) | (B, | ||||
| Caa1) | 12/01/15 | 11.875 | 530,000 | ||
| 525 | Celestica, Inc., Senior Subordinated Notes | ||||
| (Callable 07/01/08 @ $103.94) (Canada) | (B, B3) | 07/01/11 | 7.875 | 518,438 | |
| 1,150 | NXP | ||||
| BV/NXP Funding LLC, Global Company Guaranteed Notes (Callable 10/15/11 @ | |||||
| $104.75) (Netherlands)§ | (B, | ||||
| B3) | 10/15/15 | 9.500 | 948,750 | ||
| 425 | NXP | ||||
| BV/NXP Funding LLC, Global Senior Secured Notes (Callable 10/15/10 @ $103.94) | |||||
| (Netherlands) | (BB-, | ||||
| Ba3) | 10/15/14 | 7.875 | 391,000 | ||
| 2,706,188 | |||||
| Energy - | |||||
| Exploration & Production (0.3%) | |||||
| 550 | OPTI | ||||
| Canada, Inc., Global Senior Secured Notes (Callable 12/15/10 @ $104.13) | |||||
| (Canada) | (BB+, | ||||
| B1) | 12/15/14 | 8.250 | 547,250 | ||
| Forestry & | |||||
| Paper (0.8%) | |||||
| 1,450 | Abitibi-Consol | ||||
| of Canada., Global Company Guaranteed Notes (Canada) | (CCC+, | ||||
| Caa2) | 06/15/11 | 7.750 | 790,250 | ||
| 750 | Smurfit | ||||
| Kappa Funding PLC, Series $, Global Senior Subordinated Notes (Callable | |||||
| 01/31/10 @ $103.88) (Ireland) | (B, | ||||
| B2) | 04/01/15 | 7.750 | 660,000 | ||
| 1,450,250 | |||||
| Media - | |||||
| Cable (0.7%) | |||||
| 150 | NTL | ||||
| Cable PLC, Global Senior Notes (Callable 08/15/11 @ $104.56) (United Kingdom) | (B-, | ||||
| B2) | 08/15/16 | 9.125 | 135,000 | ||
| 400 | Unity | ||||
| Media GmbH, Rule 144A, Senior Secured Notes (Callable 02/15/10 @ | |||||
| $105.06) (Germany) | (B-, | ||||
| Caa2) | 02/15/15 | 10.125 | 598,960 | ||
| 350 | Virgin | ||||
| Media Finance PLC, Global Company Guaranteed Notes (Callable 04/15/09 @ | |||||
| $104.88) (United Kingdom) | (B-, | ||||
| B2) | 04/15/14 | 9.750 | 592,150 | ||
| 1,326,110 | |||||
| Media - | |||||
| Diversified (0.2%) | |||||
| 475 | Quebecor | ||||
| Media, Inc., Global Senior Unsecured Notes (Callable 03/15/11 @ $103.88) | |||||
| (Canada) | (B, | ||||
| B2) | 03/15/16 | 7.750 | 435,812 | ||
| Oil | |||||
| Refining & Marketing (0.3%) | |||||
| 525 | Petroplus | ||||
| Finance, Ltd., Rule 144A, Company Guaranteed Notes (Callable 05/01/11 @ | |||||
| $103.38) (Bermuda) | (BB-, | ||||
| B1) | 05/01/14 | 6.750 | 481,687 | ||
| 225 | Petroplus | ||||
| Finance, Ltd., Rule 144A, Company Guaranteed Notes (Callable 05/01/12 @ | |||||
| $103.50) (Bermuda) | (BB-, | ||||
| B1) | 05/01/17 | 7.000 | 201,938 | ||
| 683,625 | |||||
| Packaging (0.2%) | |||||
| 240 | Gerresheimer | ||||
| Holdings GMBH, Rule 144A, Company Guaranteed Notes (Callable 02/15/10 @ | |||||
| 103.94) (Germany) | (BB, | ||||
| B1) | 03/01/15 | 7.875 | 368,883 |
SEQ.=1,FOLIO='',FILE='C:\JMS\105541\08-12016-1\task2939872\12016-1-bi-05.htm',USER='105541',CD='May 14 21:11 2008'
*Credit Suisse Asset Management Income Fund, Inc.*
*Schedule of Investments (continued)*
March 31, 2008 (unaudited)
| Par — (000) | Ratings — (S&P/Moodys) | Maturity | Rate% | Value | |
|---|---|---|---|---|---|
| Pharmaceuticals (0.3%) | |||||
| $ 500 | Elan | ||||
| Finance PLC, Global Company Guaranteed Notes (Callable 12/01/10 @ $104.44) | |||||
| (Ireland) | (B, | ||||
| B3) | 12/01/13 | 8.875 | $ 472,500 | ||
| 75 | Elan | ||||
| Finance PLC, Global Company Guaranteed Notes (Callable 11/15/08 @ $103.88) | |||||
| (Ireland)§ | (B, | ||||
| B3) | 11/15/11 | 7.750 | 70,125 | ||
| 542,625 | |||||
| Support-Services (0.5%) | |||||
| 675 | Ashtead | ||||
| Holdings PLC, Rule 144A, Secured Notes (Callable 08/01/10 @ $104.31) | |||||
| (United Kingdom) | (B, | ||||
| B1) | 08/01/15 | 8.625 | 543,375 | ||
| 325 | Carlson | ||||
| Wagonlit BV, Rule 144A, Senior Notes (Callable 11/01/08 @ $102.00) | |||||
| (Netherlands)# | (B-, | ||||
| B2) | 05/01/15 | 10.131 | 370,785 | ||
| 914,160 | |||||
| Telecommunications (0.2%) | |||||
| 525 | Nortel | ||||
| Networks, Ltd., Global Company Guaranteed Notes (Canada)# | (B-,B3) | 07/15/11 | 8.508 | 452,813 | |
| Telecom - | |||||
| Integrated/Services (1.9%) | |||||
| 950 | Global | ||||
| Crossing UK Finance, Global Company Guaranteed Notes (Callable 12/15/09 @ | |||||
| $105.38) (United Kingdom) | (B-, | ||||
| B3) | 12/15/14 | 10.750 | 945,250 | ||
| 350 | Hellas | ||||
| II, Rule 144A, Subordinated Notes (Callable 05/19/08 @ $102.00) | |||||
| (Luxembourg)# | (CCC+, | ||||
| Caa1) | 01/15/15 | 8.463 | 252,000 | ||
| 1,400 | Intelsat | ||||
| Jackson Holdings, Global Company Guaranteed Notes (Callable 06/15/11 @ $105.62) | |||||
| (Bermuda)§ | (CCC+, | ||||
| Caa2) | 06/15/16 | 11.250 | 1,426,250 | ||
| 250 | Intelsat, | ||||
| Ltd., Global Senior Unsecured Notes (Bermuda) | (CCC+, | ||||
| Caa3) | 11/01/13 | 6.500 | 163,750 | ||
| 500 | Nordic | ||||
| Telephone Co. Holdings, Rule 144A, Secured Notes (Callable 05/01/08 @ | |||||
| $101.00) (Denmark)# | (B, | ||||
| B2) | 05/01/16 | 9.881 | 754,642 | ||
| 3,541,892 | |||||
| Textiles & | |||||
| Apparel (0.1%) | |||||
| 150 | IT | ||||
| Holding Finance SA, Rule 144A, Company Guaranteed Notes (Luxembourg) | (CCC, | ||||
| B3) | 11/15/12 | 9.875 | 171,132 | ||
| Transportation | |||||
| - Excluding Air/Rail (0.6%) | |||||
| 1,100 | Ship | ||||
| Finance International, Ltd., Global Company Guaranteed Notes (Callable | |||||
| 12/15/08 @ $104.25) (Bermuda) | (B+, | ||||
| B1) | 12/15/13 | 8.500 | 1,122,000 | ||
| TOTAL | |||||
| FOREIGN CORPORATE BONDS (Cost $17,924,657) | 15,941,865 |
| Number of Shares | ||
|---|---|---|
| COMMON | ||
| STOCKS (0.4%) | ||
| Automobile | ||
| Parts & Equipment (0.0%) | ||
| 774,557 | Cambridge Industries | |
| Liquidating Trust*^ | 0 | |
| 1,219 | Safelite Realty Corp.*^ | 9,752 |
| 9,752 | ||
| Chemicals (0.1%) | ||
| 4,893 | Huntsman Corp. | 115,230 |
| Commingled | ||
| Funds (0.0%) | ||
| 7,500 | Adelphia*^ | 0 |
| 750,000 | Adelphia Recovery Trust*^ | 0 |
| 0 | ||
| Electric | ||
| Utilities (0.2%) | ||
| 9,939 | Mirant Corp.*§ | 361,680 |
| Hotels, | ||
| Restaurants & Leisure (0.0%) | ||
| 12,000 | Progressive Gaming | |
| International Corp* | 25,440 | |
| Printing & | ||
| Publishing (0.1%) | ||
| 10,652 | Mail Well, Inc., | |
| Rule 144A | 110,781 | |
| Steel | ||
| Producers/Products (0.0%) | ||
| 2,803 | WCI Steel Acquisition, Inc.* | 23,265 |
| TOTAL | ||
| COMMON STOCKS (Cost | ||
| $1,746,466) | 646,148 |
SEQ.=1,FOLIO='',FILE='C:\JMS\105541\08-12016-1\task2939872\12016-1-bi-05.htm',USER='105541',CD='May 14 21:11 2008'
*Credit Suisse Asset Management Income Fund, Inc.*
*Schedule of Investments (continued)*
March 31, 2008 (unaudited)
| Number of — Shares | Value | |
|---|---|---|
| WARRANTS (0.0%) | ||
| Building | ||
| Materials (0.0%) | ||
| 1,250 | Dayton Superior Corp., | |
| Rule 144A, strike price $0.01, expires 06/15/09*^ (Cost $25,000) | $ 13 | |
| SHORT-TERM | ||
| INVESTMENTS (22.1%) | ||
| 33,430,035 | State | |
| Street Navigator Prime Portfolio§§ | 33,430,035 |
| Par — (000) | Maturity | Rate% | ||
|---|---|---|---|---|
| $ 8,362 | State Street Bank and Trust Co. Euro Time Deposit | 04/01/08 | 1.100 | 8,362,000 |
| TOTAL | ||||
| SHORT-TERM INVESTMENTS (Cost $41,792,035) | 41,792,035 | |||
| TOTAL | ||||
| INVESTMENTS AT VALUE (115.0%) (Cost $241,382,786) | 217,218,183 | |||
| LIABILITIES | ||||
| IN EXCESS OF OTHER ASSETS (-15.0%) | (28,297,098) | |||
| NET ASSETS (100.0%) | $ 188,921,085 |
*INVESTMENT ABBREVIATION*
NR= Not Rated
| | Credit ratings given by the
Standard & Poors Division of The McGraw-Hill Companies, Inc.
(S&P) and Moodys Investors Service, Inc. (Moodys) are
unaudited. |
| --- | --- |
| | Security exempt from
registration under Rule 144A of the Securities Act of 1933. These
securities may be resold in transactions exempt from registration, normally
to qualified institutional buyers. At March 31, 2008, these securities
amounted to a value of $25,159,103 or 13.3% of net assets. |
| + | Step Bond The interest
rate stated is as of March 31, 2008 and will reset at a future date. |
| ø | Bond is currently in
default. |
| * | Non-income producing
security. |
| ^ | 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. |
| § | Security or portion thereof
is out on loan. |
| # | Variable rate obligations
The interest rate shown is the rate as of March 31, 2008. |
| §§ | Represents security
purchased with cash collateral received for securities on loan. |
| (1) | Less than 1,000 Par. |
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. Debt securities with a remaining maturity greater than 60 days are valued in accordance with the price supplied by a pricing service, which may use a matrix, formula or other objective method that takes into consideration market indices, yield curves and other specific adjustments. Debt obligations that will mature in 60 days or less are valued on the basis of amortized cost, which approximates market value, unless it is determined that using this method would not represent fair value. Equity investments are valued at market value, which is generally determined using the closing price on the exchange or market on which the security is primarily traded at the time of valuation (Valuation Time). If no sales are reported, equity investments are generally valued at the most recent bid quotation as of the Valuation Time or at the lowest asked quotation in the case of a short sale of securities. Investments in mutual funds are valued at the mutual funds closing net asset value per share on the day of valuation. Securities and other assets for which market quotations are not readily available, or whose values have been materially affected by events occurring before the Funds Valuation Time but after the close of the securities primary markets, are valued at fair value as determined in good faith by, or under the direction of, the Board of Directors under procedures established by the Board of Directors. At March 31, 2008, the Fund held 0.10% of its net assets in securities valued at fair value as determined in good faith under procedures established by the Board of Directors with an aggregate cost of $2,069,579 and fair value of $197,865. The Funds estimate of fair value assumes a willing buyer and a willing seller neither acting under the compulsion to buy or sell. Although these securities may be resold in privately negotiated transactions, the prices realized on such sales could differ from the prices originally paid by the Fund or the current carrying values, and the difference could be material.
SEQ.=1,FOLIO='',FILE='C:\JMS\105541\08-12016-1\task2939872\12016-1-bi-05.htm',USER='105541',CD='May 14 21:11 2008'
The Fund adopted Financial Accounting Standards Board Statement of Financial Accounting Standards No. 157, Fair Value Measurements (FAS 157), effective January 1, 2008. In accordance with FAS 157, fair value is defined as the price that the Fund would receive upon selling an investment in a timely transaction to an independent buyer in the principal or most advantageous market of the investment. FAS 157 established a three-tier hierarchy to maximize the use of observable market data and minimize the use of unobservable inputs and to establish classification of fair value measurements for disclosure purposes. Inputs refer broadly to the assumptions that market participants would use in pricing the asset or liability, including assumptions about risk, for example, the risk inherent in a particular valuation technique used to measure fair value including such a pricing model and/or the risk inherent in the inputs to the valuation technique. Inputs may be observable or unobservable. Observable inputs are inputs that reflect the assumptions market participants would use in pricing the asset or liability developed based on market data obtained from sources independent of the reporting entity. Unobservable inputs are inputs that reflect the reporting entitys own assumptions about the assumptions market participants would use in pricing the asset or liability developed based on the best information available in the circumstances. The three-tier hierarchy of inputs is 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 Funds own assumptions in determining the fair value of investments)
The inputs or methodology used for valuing 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, 2008 in valuing the Funds investments carried at value:
| Valuation Inputs | Investments in Securities | Other Financial Instruments* |
|---|---|---|
| Level 1 - Quoted Prices | $ 34,098,931 | $ |
| Level 2 - | ||
| Other Significant Observable Inputs | 182,921,387 | |
| Level 3 - | ||
| Significant Unobservable Inputs | 197,865 | |
| Total | $ 217,218,183 | $ |
*Other financial instruments include futures, forwards and swap contracts.
As of March 31, 2008, the amounts shown by the Fund as being Level 3 securities that were measured at fair value amounted to 0.10% of net assets.
Federal Income Tax Cost - At March 31, 2008, the identified cost for federal income tax purposes, as well as the gross unrealized appreciation from investments for those securities having an excess of value over cost, gross unrealized depreciation from investments for those securities having an excess of cost over value and the net unrealized depreciation from investments were $241,382,786, $1,649,883, $(25,814,486) and $(24,164,603), respectively.
Other information regarding the Fund is available in the Funds most recent Report to Shareholders. This information is also available on the Funds website at www.credit-suisse.com/us as well as on the website of the Securities and Exchange Commission at www.sec.gov.
SEQ.=1,FOLIO='',FILE='C:\JMS\105541\08-12016-1\task2939872\12016-1-bi-05.htm',USER='105541',CD='May 14 21:11 2008'
*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 registrants 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 registrants internal control over financial reporting (as defined in Rule 30a-3(d) under the Act) that occurred during the registrants last fiscal quarter that have materially affected, or are reasonably likely to materially affect, the registrants internal control over financial reporting.
*Item 3: Exhibits*
SEQ.=1,FOLIO='',FILE='C:\JMS\105575\08-12016-1\task2944551\12016-1-ga.htm',USER='105575',CD='May 16 05:41 2008'
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/Lawrence D. Haber | |
|---|---|
| Name: | Lawrence D. Haber |
| Title: | Chief Executive Officer |
| Date: | May 19, 2008 |
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/Lawrence D. Haber | |
|---|---|
| Name: | Lawrence D. Haber |
| Title: | Chief Executive Officer |
| Date: | May 19, 2008 |
| /s/Michael A. Pignataro | |
| Name: | Michael A. Pignataro |
| Title: | Chief Financial Officer |
| Date: | May 19, 2008 |
SEQ.=1,FOLIO='',FILE='C:\JMS\105537\08-12016-1\task2944594\12016-1-jc.htm',USER='105537',CD='May 16 06:27 2008'
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