Credit Suisse Managed Futures Strategy Fund
Consolidated Schedule of Investments
July 31, 2023 (unaudited)
| Par (000) | Ratings† (S&P/Moody's) | Maturity | Rate% | Value | ||||||||||||
| UNITED STATES TREASURY OBLIGATIONS (56.6%) | ||||||||||||||||
| $ | 11,600 | U.S. Treasury Bills(1) | (AA+, Aaa) | 08/10/23 | 3.854 | $ | 11,584,761 | |||||||||
| 15,400 | U.S. Treasury Bills(1) | (AA+, Aaa) | 09/07/23 | 4.188 | 15,316,746 | |||||||||||
| 10,400 | U.S. Treasury Bills(1) | (AA+, Aaa) | 10/05/23 | 4.443 | 10,301,224 | |||||||||||
| 10,400 | U.S. Treasury Bills(1) | (AA+, Aaa) | 11/02/23 | 4.472 | 10,257,968 | |||||||||||
| 10,400 | U.S. Treasury Bills(1) | (AA+, Aaa) | 11/30/23 | 4.391 | 10,216,099 | |||||||||||
| 17,600 | U.S. Treasury Bills(1) | (AA+, Aaa) | 12/28/23 | 4.366 | 17,216,292 | |||||||||||
| 10,400 | U.S. Treasury Bills(1) | (AA+, Aaa) | 01/25/24 | 4.628 | 10,130,911 | |||||||||||
| 10,400 | U.S. Treasury Bills(1) | (AA+, Aaa) | 02/22/24 | 4.195 | 10,096,175 | |||||||||||
| 17,600 | U.S. Treasury Bills(1) | (AA+, Aaa) | 03/21/24 | 4.589 | 17,016,006 | |||||||||||
| 10,400 | U.S. Treasury Bills(1) | (AA+, Aaa) | 04/18/24 | 4.690 | 10,014,266 | |||||||||||
| 10,400 | U.S. Treasury Bills(1) | (AA+, Aaa) | 05/16/24 | 4.925 | 9,972,119 | |||||||||||
| 17,600 | U.S. Treasury Bills(1) | (AA+, Aaa) | 06/13/24 | 5.056 | 16,809,691 | |||||||||||
| TOTAL UNITED STATES TREASURY OBLIGATIONS (Cost $149,291,149) | 148,932,258 | |||||||||||||||
| Shares | ||||||||
| SHORT-TERM INVESTMENTS (29.4%) | ||||||||
| 77,515,062 | State Street Institutional U.S. Government Money Market Fund - Premier Class, 5.26% (Cost $77,515,062) | 77,515,062 | ||||||
| TOTAL INVESTMENTS AT VALUE (86.0%) (Cost $226,806,211) | 226,447,320 | |||
| OTHER ASSETS IN EXCESS OF LIABILITIES (14.0%) | 36,788,329 | |||
| NET ASSETS(2) (100.0%) | $ | 263,235,649 |
| † | Credit ratings given by the S&P Global Ratings Division of S&P Global Inc. (“S&P”) and Moody’s Investors Service, Inc. ("Moody's") are unaudited. |
| (1) | Securities are zero coupon. Rate presented is cost yield as of July 31, 2023. |
| (2) | As of July 31, 2023, the Credit Suisse Managed Futures Strategy Fund held $40,906,086 in the wholly-owned subsidiary, Credit Suisse Cayman Managed Futures Strategy Fund, Ltd., representing 15.5% of the Fund’s consolidated net assets. |
| Futures Contracts | ||||||||||||||||
| Contract Description | Currency | Expiration Date | Number of Contracts | Notional Value | Net Unrealized Appreciation (Depreciation) | |||||||||||
| Contracts to Purchase | ||||||||||||||||
| Foreign Exchange Contracts | ||||||||||||||||
| CAD Currency Futures | USD | Sep 2023 | 824 | $ | 62,578,680 | $ | 16,282 | |||||||||
| EUR Currency Futures | USD | Sep 2023 | 405 | 55,811,531 | (155,136 | ) | ||||||||||
| GBP Currency Futures | USD | Sep 2023 | 542 | 43,498,888 | 524,077 | |||||||||||
| $ | 385,223 | |||||||||||||||
| Index Contracts | ||||||||||||||||
| EURO Stoxx 50 Index Futures | EUR | Sep 2023 | 616 | 30,535,531 | $ | 779,458 | ||||||||||
| FTSE 100 Index Futures | GBP | Sep 2023 | 299 | 29,580,230 | 32,605 | |||||||||||
| Nikkei 225 Index Futures OSE | JPY | Sep 2023 | 140 | 32,773,085 | 1,159,934 | |||||||||||
| S&P 500 E Mini Index Futures | USD | Sep 2023 | 135 | 31,147,875 | 1,529,590 | |||||||||||
| $ | 3,501,587 | |||||||||||||||
| Interest Rate Contracts | ||||||||||||||||
| 10YR Japanese Bond Futures | JPY | Sep 2023 | 101 | 104,355,293 | $ | (660,061 | ) | |||||||||
| Contracts to Sell | ||||||||||||||||
| Foreign Exchange Contracts | ||||||||||||||||
| AUD Currency Futures | USD | Sep 2023 | (49 | ) | (3,297,210 | ) | $ | 2,234 | ||||||||
| JPY Currency Futures | USD | Sep 2023 | (388 | ) | (34,347,700 | ) | 881,604 | |||||||||
| $ | 883,838 | |||||||||||||||
| Index Contracts | ||||||||||||||||
| Hang Seng Index Futures | HKD | Aug 2023 | (87 | ) | (11,268,936 | ) | $ | (393,086 | ) | |||||||
| Interest Rate Contracts | ||||||||||||||||
| 10YR U.S. Treasury Note Futures | USD | Sep 2023 | (399 | ) | (44,451,094 | ) | $ | 984,548 | ||||||||
| EURO Bund Futures | EUR | Sep 2023 | (231 | ) | (33,873,656 | ) | (47,262 | ) | ||||||||
Credit Suisse Managed Futures Strategy Fund
Consolidated Schedule of Investments (continued)
July 31, 2023 (unaudited)
| Contract Description | Currency | Expiration Date | Number of Contracts | Notional Value | Net Unrealized Appreciation (Depreciation) | |||||||||||
| Long Gilt Futures | GBP | Sep 2023 | (197 | ) | $ | (24,366,080 | ) | $ | 88,271 | |||||||
| $ | 1,025,557 | |||||||||||||||
| Total Net Unrealized Appreciation (Depreciation) | $ | 4,743,058 | ||||||||||||||
Total Return Swap Contracts
| ||||||||||||||||||||||||
| Currency | Notional Amount | Expiration Date | Counterparty | Receive | Pay | Periodic Payment Frequency | Upfront Premiums Paid/ (Received) | Unrealized Appreciation | ||||||||||||||||
| USD | $ | 17,659,341 | 10/23/23 | Goldman Sachs | Bloomberg Precious Metals Index | 0.07% | At Maturity | $ | — | $ | 16,332 | |||||||||||||
| $ | — | $ | 16,332 | |||||||||||||||||||||
Total Return Swap Contracts
| ||||||||||||||||||||||||
| Currency | Notional Amount | Expiration Date | Counterparty | Receive | Pay | Periodic Payment Frequency | Upfront Premiums Paid/ (Received) | Unrealized Depreciation | ||||||||||||||||
| USD | $ | 22,939,393 | 10/23/23 | Bank of America | Bloomberg Agriculture Index | 0.11% | At Maturity | $ | — | $ | (1,093,835 | ) | ||||||||||||
| USD | 423,883 | 10/23/23 | Bank of America | (0.04)% | Bloomberg Energy Index | At Maturity | — | (11,731 | ) | |||||||||||||||
| USD | 16,614,308 | 10/23/23 | Goldman Sachs | (0.03)% | Bloomberg Industrial Metals Index | At Maturity | — | (631,766 | ) | |||||||||||||||
| $ | — | $ | (1,737,332 | ) | ||||||||||||||||||||
| Total | $ | — | $ | (1,721,000 | ) | |||||||||||||||||||
| Currency Abbreviations: |
| AUD = Australian Dollar |
| CAD = Canadian Dollar |
| EUR = Euro |
| GBP = British Pound |
| HKD = Hong Kong Dollar |
| JPY = Japanese Yen |
| USD = United States Dollar |
SECURITY VALUATION — The Board of Trustees (the "Board") is responsible for the Fund's valuation process. The Board has delegated the supervision of the daily valuation process to Credit Suisse Asset Management, LLC, the Fund’s investment adviser (“Credit Suisse” or the “Adviser”), who has established a Pricing Committee and a Pricing Group, which, pursuant to the policies adopted by the Board, are responsible for making fair valuation determinations and overseeing the Fund's pricing policies. The net asset value of the Fund is determined daily as of the close of regular trading on the New York Stock Exchange, Inc. (the “Exchange”) on each day the Exchange is open for business. The valuations for fixed income securities (which may include, but are not limited to, corporate, government, municipal, mortgage-backed, collateralized mortgage obligations and asset-backed securities) and certain derivative instruments are typically the prices supplied by independent third party pricing services, which may use market prices or broker/dealer quotations or a variety of valuation techniques and methodologies. The independent third party pricing services use inputs that are observable such as issuer details, interest rates, yield curves, prepayment speeds, credit risks/spreads, default rates and quoted prices for similar securities. These pricing services generally price fixed income securities assuming orderly transactions of an institutional “round lot” size, but some trades occur in smaller “odd lot” sizes which may be effected at lower prices than institutional round lot trades. Structured note agreements are valued in accordance with a dealer-supplied valuation based on changes in the value of the underlying index. Futures contracts are valued daily at the settlement price established by the board of trade or exchange on which they are traded. Forward contracts are valued at the London closing spot rates and the London closing forward point rates on a daily basis. The currency forward contract pricing model derives the differential in point rates to the expiration date of the forward and calculates its present value. Over the counter derivative financial instruments, such as swap agreements, generally derive their value from underlying asset prices, indices, reference rates, and other inputs or a combination of these factors. 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. Investments in open-ended mutual funds are valued at the net asset value as reported on each business day and under normal circumstances. Securities for which market quotations are not readily available are valued at their fair value as determined in good faith by the Adviser, as the Board’s valuation designee (as defined in Rule 2a-5 under the 1940 Act), in accordance with the Adviser’s procedures. The Board oversees the Adviser in its role as valuation designee in accordance with the requirements of Rule 2a-5 under the 1940 Act. The Fund may utilize a service provided by an independent third party 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 Adviser to be unreliable, the market price may be determined by the Adviser using quotations from one or more brokers/dealers or at the transaction price if the security has recently been purchased and no value has yet been obtained from a pricing service or pricing broker. When reliable prices are not readily available, such as when the value of a security has been significantly affected by events after the close of the exchange or market on which the security is principally traded, but before the Fund calculates its net asset value, these securities will be fair valued in good faith by the Pricing Group, in accordance with procedures established by the Adviser.
The Fund uses valuation techniques to measure fair value that are consistent with the market approach and/or income approach, depending on the type of security and the particular circumstance. The market approach uses prices and other relevant information generated by market transactions involving identical or comparable securities. The income approach uses valuation techniques to discount estimated future cash flows to present value.
Generally accepted accounting principles in the United States of America (“GAAP”) established a disclosure hierarchy that categorizes the inputs to valuation techniques used to value assets and liabilities at each measurement date. These inputs are summarized in the three broad levels listed below:
| • | Level 1—quoted prices in active markets for identical investments |
| • | Level 2—other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, credit risk, etc.) |
| • | Level 3—significant unobservable inputs (including the Fund’s own assumptions in determining the fair value of investments) |
The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities.
The following is a summary of the inputs used as of July 31, 2023 in valuing the Fund’s assets and liabilities carried at fair value:
| Assets | Level 1 | Level 2 | Level 3 | Total | ||||||||||||
| Investments in Securities | ||||||||||||||||
| United States Treasury Obligations | $ | — | $ | 148,932,258 | $ | — | $ | 148,932,258 | ||||||||
| Short-term Investments | 77,515,062 | — | — | 77,515,062 | ||||||||||||
| $ | 77,515,062 | $ | 148,932,258 | $ | — | $ | 226,447,320 | |||||||||
| Other Financial Instruments* | ||||||||||||||||
| Futures Contracts | $ | 5,998,603 | $ | — | $ | — | $ | 5,998,603 | ||||||||
| Swap Contracts | — | 16,332 | — | 16,332 | ||||||||||||
| $ | 5,998,603 | $ | 16,332 | $ | — | $ | 6,014,935 | |||||||||
| Liabilities | ||||||||||||||||
| Other Financial Instruments* | ||||||||||||||||
| Futures Contracts | $ | 1,255,545 | $ | — | $ | — | $ | 1,255,545 | ||||||||
| Swap Contracts | — | 1,737,332 | — | 1,737,332 | ||||||||||||
| $ | 1,255,545 | $ | 1,737,332 | $ | — | $ | 2,992,877 | |||||||||
* Other financial instruments include unrealized appreciation (depreciation) on futures and swap contracts.
During the period ended July 31, 2023, there were no transfers between Level 2 and Level 3. 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.
Credit Suisse Multialternative
Strategy Fund
Consolidated Schedule of Investments
July 31, 2023 (unaudited)
| Shares | Value | |||||||
| COMMON STOCKS (11.8%) | ||||||||
| BELGIUM (0.1%) | ||||||||
| Diversified Financials (0.1%) | ||||||||
| Groupe Bruxelles Lambert NV | 2,432 | $ | 197,325 | |||||
| CANADA (1.0%) | ||||||||
| Capital Markets (0.1%) | ||||||||
| Onex Corp. | 3,277 | 201,637 | ||||||
| Chemicals (0.1%) | ||||||||
| Nutrien Ltd. | 3,052 | 210,701 | ||||||
| Distributor (0.4%) | ||||||||
| Uni-Select, Inc.(1) | 41,383 | 1,505,980 | ||||||
| Financial Services (0.1%) | ||||||||
| Home Capital Group, Inc., Class B(2) | 15,038 | 489,213 | ||||||
| Metals & Mining - Excluding Steel (0.1%) | ||||||||
| Kinross Gold Corp. | 38,446 | 191,901 | ||||||
| Oil, Gas & Consumable Fuels (0.1%) | ||||||||
| ARC Resources Ltd. | 13,473 | 203,899 | ||||||
| Imperial Oil Ltd. | 3,917 | 211,406 | ||||||
| Suncor Energy, Inc. | 6,738 | 211,214 | ||||||
| 626,519 | ||||||||
| Paper & Forest Products (0.1%) | ||||||||
| West Fraser Timber Co. Ltd. | 2,263 | 191,012 | ||||||
| 3,416,963 | ||||||||
| DENMARK (0.2%) | ||||||||
| Air Freight & Logistics (0.0%) | ||||||||
| DSV AS | 911 | 182,816 | ||||||
| Beverages (0.0%) | ||||||||
| Carlsberg AS, Class B | 1,199 | 180,310 | ||||||
| Marine Transportation (0.1%) | ||||||||
| AP Moller - Maersk AS, Class B | 109 | 224,508 | ||||||
| Textiles, Apparel & Luxury Goods (0.1%) | ||||||||
| Pandora AS | 2,146 | 215,243 | ||||||
| 802,877 | ||||||||
| FINLAND (0.1%) | ||||||||
| Banks (0.1%) | ||||||||
| Nordea Bank Abp | 17,069 | 193,540 | ||||||
| Insurance (0.0%) | ||||||||
| Sampo Oyj, Class A | 4,267 | 188,554 | ||||||
| 382,094 | ||||||||
| FRANCE (0.1%) | ||||||||
| Media (0.0%) | ||||||||
| Vivendi SE | 20,875 | 186,896 | ||||||
| Oil, Gas & Consumable Fuels (0.1%) | ||||||||
| TotalEnergies SE | 3,339 | 203,429 | ||||||
| 390,325 | ||||||||
| GERMANY (0.2%) | ||||||||
| Industrial Conglomerates (0.1%) | ||||||||
| Siemens AG | 1,166 | 199,287 | ||||||
| Media - Services (0.0%) | ||||||||
| Scout24 SE(3) | 2,981 | 197,608 | ||||||
| Textiles, Apparel & Luxury Goods (0.1%) | ||||||||
| adidas AG | 1,036 | 209,733 | ||||||
| 606,628 | ||||||||
| IRELAND (0.5%) | ||||||||
| Biotechnology (0.5%) | ||||||||
| Horizon Therapeutics PLC(1) | 18,017 | 1,806,564 | ||||||
Credit Suisse Multialternative
Strategy Fund
Consolidated Schedule of Investments (continued)
July 31, 2023 (unaudited)
| Shares | Value | |||||||
| COMMON STOCKS(continued) | ||||||||
| ITALY (0.1%) | ||||||||
| Banks (0.1%) | ||||||||
| Intesa Sanpaolo SpA | 73,116 | $ | 212,014 | |||||
| UniCredit SpA | 8,252 | 209,522 | ||||||
| 421,536 | ||||||||
| JERSEY (0.1%) | ||||||||
| Metals & Mining - Excluding Steel (0.1%) | ||||||||
| Glencore PLC | 34,319 | 209,245 | ||||||
| NETHERLANDS (0.3%) | ||||||||
| Banks (0.1%) | ||||||||
| ABN AMRO Bank NV(3) | 12,332 | 210,265 | ||||||
| ING Groep NV | 14,223 | 208,184 | ||||||
| 418,449 | ||||||||
| Chemicals (0.1%) | ||||||||
| Akzo Nobel NV | 2,348 | 201,424 | ||||||
| Consumer Staples Distribution & Retail (0.0%) | ||||||||
| Koninklijke Ahold Delhaize NV | 5,613 | 194,009 | ||||||
| Insurance (0.1%) | ||||||||
| NN Group NV | 5,175 | 198,934 | ||||||
| 1,012,816 | ||||||||
| NORWAY (0.4%) | ||||||||
| Entertainment (0.4%) | ||||||||
| Kahoot! ASA(1) | 427,469 | 1,473,148 | ||||||
| SPAIN (0.1%) | ||||||||
| Banks (0.1%) | ||||||||
| Banco Bilbao Vizcaya Argentaria SA | 24,743 | 196,666 | ||||||
| CaixaBank SA | 46,045 | 186,778 | ||||||
| 383,444 | ||||||||
| Oil, Gas & Consumable Fuels (0.0%) | ||||||||
| Repsol SA | 13,228 | 202,518 | ||||||
| 585,962 | ||||||||
| SWITZERLAND (0.2%) | ||||||||
| Construction Materials (0.1%) | ||||||||
| Holcim Ltd.(1) | 2,858 | 200,389 | ||||||
| Electrical Equipment (0.1%) | ||||||||
| ABB Ltd. | 4,962 | 200,307 | ||||||
| Pharmaceuticals (0.0%) | ||||||||
| Novartis AG | 1,866 | 196,537 | ||||||
| 597,233 | ||||||||
| UNITED KINGDOM (1.6%) | ||||||||
| Banks (0.1%) | ||||||||
| Barclays PLC | 99,457 | 197,861 | ||||||
| Lloyds Banking Group PLC | 349,958 | 202,707 | ||||||
| NatWest Group PLC | 63,350 | 199,370 | ||||||
| Standard Chartered PLC | 22,335 | 215,092 | ||||||
| 815,030 | ||||||||
| Capital Markets (0.1%) | ||||||||
| Abrdn PLC | 69,911 | 208,588 | ||||||
| Diversified Financials (0.1%) | ||||||||
| M&G PLC | 79,700 | 205,827 | ||||||
| Financial Services (0.5%) | ||||||||
| Network International Holdings PLC(1),(3) | 512,393 | 2,547,422 | ||||||
| Food & Drug Retailing (0.1%) | ||||||||
| Tesco PLC | 61,412 | 203,924 | ||||||
| Hotels, Restaurants & Leisure (0.1%) | ||||||||
| InterContinental Hotels Group PLC | 2,807 | 207,991 | ||||||
Credit Suisse Multialternative Strategy Fund
Consolidated Schedule of Investments (continued)
July 31, 2023 (unaudited)
| Shares | Value | |||||||
| COMMON STOCKS(continued) | ||||||||
| UNITED KINGDOM | ||||||||
| Household Durables (0.1%) | ||||||||
| Barratt Developments PLC | 36,892 | $ | 216,507 | |||||
| Industrial Conglomerates (0.1%) | ||||||||
| Smiths Group PLC | 9,279 | 202,892 | ||||||
| Multi-Utilities (0.1%) | ||||||||
| Centrica PLC | 123,071 | 218,661 | ||||||
| Oil, Gas & Consumable Fuels (0.1%) | ||||||||
| BP PLC | 33,282 | 207,027 | ||||||
| Shell PLC | 6,512 | 197,872 | ||||||
| 404,899 | ||||||||
| Textiles, Apparel & Luxury Goods (0.1%) | ||||||||
| Burberry Group PLC | 7,196 | 205,940 | ||||||
| Tobacco (0.1%) | ||||||||
| Imperial Brands PLC | 8,775 | 207,846 | ||||||
| 5,645,527 | ||||||||
| UNITED STATES (6.8%) | ||||||||
| Biotechnology (0.3%) | ||||||||
| Seagen, Inc.(1) | 5,270 | 1,010,681 | ||||||
| Capital Markets (0.7%) | ||||||||
| Focus Financial Partners, Inc., Class A(1) | 43,224 | 2,261,912 | ||||||
| Chemicals (0.4%) | ||||||||
| Chase Corp. | 11,578 | 1,457,554 | ||||||
| Electronic Equipment, Instruments & Components (0.7%) | ||||||||
| National Instruments Corp. | 40,686 | 2,400,474 | ||||||
| Household Durables (0.3%) | ||||||||
| iRobot Corp.(1) | 24,433 | 977,320 | ||||||
| Insurance (0.1%) | ||||||||
| Argo Group International Holdings Ltd. | 16,331 | 485,031 | ||||||
| Life Sciences Tools & Services (0.7%) | ||||||||
| Syneos Health, Inc.(1) | 58,971 | 2,500,960 | ||||||
| Metals & Mining - Excluding Steel (0.7%) | ||||||||
| Arconic Corp.(1) | 81,130 | 2,424,976 | ||||||
| Oil, Gas & Consumable Fuels (0.7%) | ||||||||
| PDC Energy, Inc. | 33,651 | 2,553,774 | ||||||
| Pharmaceuticals (0.4%) | ||||||||
| DICE Therapeutics, Inc.(1) | 30,509 | 1,433,923 | ||||||
| Real Estate (0.4%) | ||||||||
| Radius Global Infrastructure, Inc., Class A(1) | 98,060 | 1,462,075 | ||||||
| Retail REITS (0.3%) | ||||||||
| Necessity Retail REIT, Inc. | 77,394 | 549,497 | ||||||
| Urstadt Biddle Properties, Inc., Class A | 23,709 | 537,720 | ||||||
| 1,087,217 | ||||||||
| Software (0.4%) | ||||||||
| ForgeRock, Inc., Class A(1) | 63,741 | 1,316,252 | ||||||
| Trading Companies & Distributors (0.7%) | ||||||||
| Univar Solutions, Inc.(1) | 64,774 | 2,340,932 | ||||||
| 23,713,081 | ||||||||
| TOTAL COMMON STOCKS (Cost $40,303,730) | 41,261,324 | |||||||
| EXCHANGE-TRADED FUNDS (0.7%) | ||||||||
| UNITED STATES (0.7%) | ||||||||
| Commingled Fund (0.1%) | ||||||||
| Invesco QQQ Trust Series 1(2) | 845 | 324,209 | ||||||
| Financial Services (0.5%) | ||||||||
| Consumer Discretionary Select Sector SPDR Fund | 1,949 | 338,619 | ||||||
| iShares MSCI EAFE Value ETF | 6,403 | 326,873 | ||||||
| iShares MSCI Germany ETF | 5,399 | 158,299 | ||||||
Credit Suisse Multialternative Strategy Fund
Consolidated Schedule of Investments (continued)
July 31, 2023 (unaudited)
| Shares | Value | |||||||
| EXCHANGE-TRADED FUNDS(continued) | ||||||||
| UNITED STATES | ||||||||
| Financial Services | ||||||||
| SPDR S&P 500 ETF Trust | 1,768 | $ | 809,373 | |||||
| 1,633,164 | ||||||||
| Technology (0.1%) | ||||||||
| Technology Select Sector SPDR Fund | 2,688 | 479,405 | ||||||
| TOTAL EXCHANGE-TRADED FUNDS (Cost $2,321,481) | 2,436,778 | |||||||
| Par (000) | Ratings† (S&P/Moody's) | Maturity | Rate% | Value | ||||||||||||
| UNITED STATES TREASURY OBLIGATIONS (49.9%) | ||||||||||||||||
| $ | 9,000 | U.S. Treasury Bills (4) | (AA+, Aaa) | 08/10/23 | 4.327 | 8,988,176 | ||||||||||
| 26,500 | U.S. Treasury Bills (4) | (AA+, Aaa) | 09/07/23 | 4.886 | 26,356,738 | |||||||||||
| 9,000 | U.S. Treasury Bills (4) | (AA+, Aaa) | 10/05/23 | 4.547 | 8,914,521 | |||||||||||
| 9,000 | U.S. Treasury Bills (4) | (AA+, Aaa) | 11/02/23 | 4.602 | 8,877,088 | |||||||||||
| 9,000 | U.S. Treasury Bills (4) | (AA+, Aaa) | 11/30/23 | 4.370 | 8,840,855 | |||||||||||
| 26,500 | U.S. Treasury Bills (4) | (AA+, Aaa) | 12/28/23 | 4.749 | 25,922,257 | |||||||||||
| 9,000 | U.S. Treasury Bills (4) | (AA+, Aaa) | 01/25/24 | 4.642 | 8,767,134 | |||||||||||
| 9,000 | U.S. Treasury Bills (4) | (AA+, Aaa) | 02/22/24 | 4.291 | 8,737,075 | |||||||||||
| 26,500 | U.S. Treasury Bills (4) | (AA+, Aaa) | 03/21/24 | 4.708 | 25,620,691 | |||||||||||
| 9,000 | U.S. Treasury Bills (4) | (AA+, Aaa) | 04/18/24 | 4.691 | 8,666,192 | |||||||||||
| 9,000 | U.S. Treasury Bills (4) | (AA+, Aaa) | 05/16/24 | 4.925 | 8,629,719 | |||||||||||
| 26,500 | U.S. Treasury Bills (4) | (AA+, Aaa) | 06/13/24 | 5.056 | 25,310,046 | |||||||||||
| TOTAL UNITED STATES TREASURY OBLIGATIONS (Cost $173,948,726) | 173,630,492 | |||||||||||||||
| Shares | Value | |||||||
| SHORT-TERM INVESTMENTS (13.0%) | ||||||||
| State Street Institutional U.S. Government Money Market Fund - Premier Class, 5.26% | 44,259,393 | 44,259,393 | ||||||
| State Street Navigator Securities Lending Government Money Market Portfolio, 5.34%(5) | 833,875 | 833,875 | ||||||
| TOTAL SHORT-TERM INVESTMENTS (Cost $45,093,268) | 45,093,268 | |||||||
| TOTAL INVESTMENTS AT VALUE (75.4%) (Cost $261,667,205) | 262,421,862 | |||||||
| OTHER ASSETS IN EXCESS OF LIABILITIES (24.6%) | 85,714,002 | |||||||
| NET ASSETS(6) (100.0%) | $ | 348,135,864 | ||||||
| † | Credit ratings given by the S&P Global Ratings Division of S&P Global Inc. (“S&P”) and Moody’s Investors Service, Inc. ("Moody's") are unaudited. |
| (1) | Non-income producing security. |
| (2) | Security or portion thereof is out on loan. |
| (3) | Security exempt from registration pursuant to Regulation S under the Securities act of 1933, as amended. Regulation S applies to securities offering that are made outside of the United States and do not involve direct selling efforts in the United States and as such may have restrictions on resale. |
| (4) | Securities are zero coupon. Rate presented is cost yield as of July 31, 2023. |
| (5) | Represents security purchased with cash collateral received for securities on loan. |
| (6) | As of July 31, 2023, the Credit Suisse Multialternative Strategy Fund held $46,227,083 in the wholly-owned subsidiary, Credit Suisse Cayman Multialternative Strategy Fund, Ltd., representing 13.3% of the Fund’s consolidated net assets. |
Credit Suisse Multialternative Strategy Fund
Consolidated Schedule of Investments (continued)
July 31, 2023 (unaudited)
Futures Contracts
| Contract Description | Currency | Expiration Date | Number of Contracts | Notional Value | Net Unrealized Appreciation (Depreciation) | |||||||||||||||
| Contracts to Purchase | ||||||||||||||||||||
| Agriculture | ||||||||||||||||||||
| Coffee “C” Futures | USD | Dec 2023 | 28 | $ | 1,727,775 | $ | 27,986 | |||||||||||||
| Corn Futures | USD | Dec 2023 | 98 | 2,513,700 | (169,881 | ) | ||||||||||||||
| Wheat Futures | USD | Dec 2023 | 72 | 2,490,300 | (224,470 | ) | ||||||||||||||
| $ | (366,365 | ) | ||||||||||||||||||
| Energy | ||||||||||||||||||||
| Gasoline RBOB Futures | USD | Nov 2023 | 14 | 1,475,233 | $ | 19,018 | ||||||||||||||
| Light Sweet Crude Oil Futures | USD | Nov 2023 | 62 | 5,012,080 | 94,263 | |||||||||||||||
| Low Sulphur Gasoil Futures | USD | Nov 2023 | 19 | 1,580,325 | 37,930 | |||||||||||||||
| Natural Gas Futures | USD | Nov 2023 | 114 | 3,583,020 | (56,939 | ) | ||||||||||||||
| NY Harbor ULSD Futures | USD | Nov 2023 | 10 | 1,219,512 | 30,905 | |||||||||||||||
| $ | 125,177 | |||||||||||||||||||
| Foreign Exchange Contracts | ||||||||||||||||||||
| CAD Currency Futures | USD | Sep 2023 | 111 | 8,429,895 | $ | 1,984 | ||||||||||||||
| EUR Currency Futures | USD | Sep 2023 | 54 | 7,441,538 | (15,371 | ) | ||||||||||||||
| GBP Currency Futures | USD | Sep 2023 | 72 | 5,778,450 | 51,672 | |||||||||||||||
| $ | 38,285 | |||||||||||||||||||
| Index Contracts | ||||||||||||||||||||
| EURO Stoxx 50 Index Dividend Futures | EUR | Dec 2023 | 396 | 6,239,156 | $ | 62,387 | ||||||||||||||
| EURO Stoxx 50 Index Dividend Futures | EUR | Dec 2024 | 793 | 12,817,568 | 756,158 | |||||||||||||||
| FTSE 100 Index Futures | GBP | Sep 2023 | 40 | 3,957,221 | 4,424 | |||||||||||||||
| Nikkei 225 Index Futures OSE | JPY | Sep 2023 | 19 | 4,447,776 | 61,493 | |||||||||||||||
| $ | 884,462 | |||||||||||||||||||
| Industrial Metals | ||||||||||||||||||||
| LME Lead Futures | USD | Sep 2023 | 25 | 1,346,875 | $ | 60,595 | ||||||||||||||
| LME Lead Futures | USD | Nov 2023 | 10 | 537,438 | (2,862 | ) | ||||||||||||||
| LME Nickel Futures | USD | Sep 2023 | 25 | 3,330,300 | 178,752 | |||||||||||||||
| LME Nickel Futures | USD | Nov 2023 | 10 | 1,340,880 | 12,869 | |||||||||||||||
| LME Primary Aluminum Futures | USD | Sep 2023 | 106 | 6,010,226 | 74,938 | |||||||||||||||
| LME Primary Aluminum Futures | USD | Nov 2023 | 42 | 2,405,298 | 50,242 | |||||||||||||||
| LME Zinc Futures | USD | Sep 2023 | 57 | 3,655,567 | 380,858 | |||||||||||||||
| LME Zinc Futures | USD | Nov 2023 | 23 | 1,476,347 | 37,671 | |||||||||||||||
| $ | 793,063 | |||||||||||||||||||
| Interest Rate Contracts | ||||||||||||||||||||
| 10YR AUD Bond Futures | AUD | Sep 2023 | 946 | 73,856,126 | $ | (128,826 | ) | |||||||||||||
| 10YR JGB Mini Futures | JPY | Sep 2023 | 630 | 65,123,944 | (527,192 | ) | ||||||||||||||
| EURO Bund Futures | EUR | Sep 2023 | 471 | 69,067,066 | 25,206 | |||||||||||||||
| $ | (630,812 | ) | ||||||||||||||||||
| Precious Metals | ||||||||||||||||||||
| Copper Futures | USD | Dec 2023 | 31 | 3,119,375 | $ | 61,322 | ||||||||||||||
| Silver Futures | USD | Dec 2023 | 22 | 2,786,850 | 26,745 | |||||||||||||||
| $ | 88,067 | |||||||||||||||||||
| Contracts to Sell | ||||||||||||||||||||
| Agriculture | ||||||||||||||||||||
| Coffee "C" Futures | USD | Sep 2023 | (28 | ) | (1,728,825 | ) | $ | (31,566 | ) | |||||||||||
| Corn Futures | USD | Sep 2023 | (98 | ) | (2,469,600 | ) | 170,628 | |||||||||||||
| Wheat Futures | USD | Sep 2023 | (72 | ) | (2,396,700 | ) | 234,430 | |||||||||||||
| $ | 373,492 | |||||||||||||||||||
| Energy | ||||||||||||||||||||
| Gasoline RBOB Futures | USD | Sep 2023 | (14 | ) | (1,702,554 | ) | $ | (20,009 | ) | |||||||||||
| Light Sweet Crude Oil Futures | USD | Sep 2023 | (62 | ) | (5,071,600 | ) | (100,693 | ) | ||||||||||||
| Low Sulphur Gasoil Futures | USD | Sep 2023 | (19 | ) | (1,634,000 | ) | (46,770 | ) |
Credit Suisse Multialternative Strategy Fund
Consolidated Schedule of Investments (continued)
July 31, 2023 (unaudited)
Futures Contracts
| Contract Description | Currency | Expiration Date | Number of Contracts | Notional Value | Net Unrealized Appreciation (Depreciation) | |||||||||||
| Contracts to Sell | ||||||||||||||||
| Natural Gas Futures | USD | Sep 2023 | (114 | ) | $ | (3,002,760 | ) | $ | 29,898 | |||||||
| NY Harbor ULSD Futures | USD | Sep 2023 | (10 | ) | (1,253,910 | ) | (39,796 | ) | ||||||||
| $ | (177,370 | ) | ||||||||||||||
| Foreign Exchange Contracts | ||||||||||||||||
| AUD Currency Futures | USD | Sep 2023 | (6 | ) | (403,740 | ) | $ | 274 | ||||||||
| JPY Currency Futures | USD | Sep 2023 | (51 | ) | (4,514,775 | ) | 43,799 | |||||||||
| $ | 44,073 | |||||||||||||||
| Index Contracts | ||||||||||||||||
| S&P 500 E Mini Index Futures | USD | Sep 2023 | (78 | ) | (17,996,550 | ) | $ | (859,605 | ) | |||||||
| EURO Stoxx 50 Index Futures | EUR | Sep 2023 | (84 | ) | (4,163,936 | ) | (112,585 | ) | ||||||||
| Russell 2000 E-Mini Index Futures | USD | Sep 2023 | (165 | ) | (16,612,200 | ) | (1,027,998 | ) | ||||||||
| Hang Seng Index Futures | HKD | Aug 2023 | (12 | ) | (1,554,336 | ) | (54,219 | ) | ||||||||
| $ | (2,054,407 | ) | ||||||||||||||
| Industrial Metals | ||||||||||||||||
| LME Lead Futures | USD | Sep 2023 | (35 | ) | (1,885,625 | ) | $ | (57,424 | ) | |||||||
| LME Nickel Futures | USD | Sep 2023 | (35 | ) | (4,662,420 | ) | (148,423 | ) | ||||||||
| LME Primary Aluminum Futures | USD | Sep 2023 | (148 | ) | (8,391,637 | ) | (122,068 | ) | ||||||||
| LME Zinc Futures | USD | Sep 2023 | (80 | ) | (5,130,620 | ) | (290,335 | ) | ||||||||
| $ | (618,250 | ) | ||||||||||||||
| Interest Rate Contracts | ||||||||||||||||
| 10YR CAD Bond Futures | CAD | Sep 2023 | (813 | ) | (74,181,425 | ) | $ | 13,000 | ||||||||
| 10YR U.S. Treasury Note Futures | USD | Sep 2023 | (716 | ) | (79,766,875 | ) | 155,977 | |||||||||
| Long Gilt Futures | GBP | Sep 2023 | (446 | ) | (55,163,816 | ) | (666,607 | ) | ||||||||
| $ | (497,630 | ) | ||||||||||||||
| Precious Metals | ||||||||||||||||
| Copper Futures | USD | Sep 2023 | (31 | ) | (3,106,200 | ) | $ | (65,458 | ) | |||||||
| Silver Futures | USD | Sep 2023 | (22 | ) | (2,746,920 | ) | (26,858 | ) | ||||||||
| $ | (92,316 | ) | ||||||||||||||
| Total Net Unrealized Appreciation (Depreciation) | $ | (2,090,531 | ) | |||||||||||||
| Total Return Swap Contracts |
| Currency | Notional Amount | Expiration Date | Counterparty | Receive | Pay | Periodic Payment Frequency | Upfront Premiums Paid/ (Received) | Unrealized Appreciation | |||||||||||||||||
| USD | $ | 34,150,796 | 10/20/23 | Bank of America | Bank of America Equities US Volatility Carry Hourly Hedged Index(a) | 0.00% | Monthly | $ | — | $ | 15,574 | ||||||||||||||
| USD | 43,068,441 | 10/20/23 | Barclays Bank PLC | Barclays Month End Rebalancing Currency Index(a) | 0.20% | At Maturity | — | 81,680 | |||||||||||||||||
| USD | 43,097,324 | 10/20/23 | Barclays Bank PLC | Shiller Barclays CAPE US Mid - Month Sector Market Hedged ER Index(a) | 0.60% | At Maturity | — | 315,837 | |||||||||||||||||
Credit Suisse Multialternative Strategy Fund
Consolidated Schedule of Investments (continued)
July 31, 2023 (unaudited)
| Total Return Swap Contracts (continued) | ||||||||||||||||||||||||
| Currency | Notional Amount | Expiration Date | Counterparty | Receive | Pay | Periodic Payment Frequency | Upfront Premiums Paid/ (Received) | Unrealized Appreciation | ||||||||||||||||
| USD | $ | 27,136,251 | 10/23/23 | Barclays Bank PLC | Barclays Equity Momentum Thematic Basket(a) | 5.75% | Monthly | — | $ | 788,868 | ||||||||||||||
| USD | 12,666,151 | 10/23/23 | Barclays Bank PLC | Barclays Equity Buyback USD Basket(a) | 5.75% | Monthly | — | 193,855 | ||||||||||||||||
| USD | 14,863,928 | 10/23/23 | Barclays Bank PLC | Barclays CS Custom Long Basket(a) | 5.75% | Monthly | — | 247,276 | ||||||||||||||||
| USD | 7,100,000 | 09/20/23 | BNP Paribas | iBoxx $ Liquid High Yield Index | 5.30% | Quarterly | — | 152,892 | ||||||||||||||||
| USD | 42,798,225 | 10/20/23 | BNP Paribas | BNP Alpha Momentum ex-Agriculture and Livestock Net Index(a) | 0.30% | At Maturity | — | 348,176 | ||||||||||||||||
| USD | 41,537,105 | 10/20/23 | BNP Paribas | BNP Paribas Buy Write Call Gold Daily Index(a) | 0.50% | At Maturity | — | 108,273 | ||||||||||||||||
| USD | 33,505,145 | 10/23/23 | BNP Paribas | Alerian MLP Infrastructure Index (TR) | 5.85% | Monthly | — | 214,707 | ||||||||||||||||
| USD | 42,911,989 | 10/23/23 | Citigroup | Citi Equity US Tech Congestion Index Series 1(d) | 0.00% | At Maturity | — | 28,648 | ||||||||||||||||
| USD | 1,233,553 | 02/23/24 | Citigroup | Activison Blizzard, Inc. | 5.65% | Monthly | — | 150,055 | ||||||||||||||||
| USD | 373,173 | 02/23/24 | Citigroup | Invesco FTSE RAFI Emerging Market ETF | 5.65% | Monthly | — | 25,764 | ||||||||||||||||
| USD | 2,298,960 | 02/26/24 | Citigroup | Invesco FTSE RAFI Emerging Market ETF | 5.65% | Monthly | — | 158,720 | ||||||||||||||||
| USD | 778,680 | 02/27/24 | Citigroup | Invesco FTSE RAFI Emerging Market ETF | 5.65% | Monthly | — | 53,760 | ||||||||||||||||
| USD | 1,557,360 | 02/29/24 | Citigroup | Invesco FTSE RAFI Emerging Market ETF | 5.65% | Monthly | — | 107,520 | ||||||||||||||||
| USD | 778,680 | 03/01/24 | Citigroup | Invesco FTSE RAFI Emerging Market ETF | 5.65% | Monthly | — | 53,760 | ||||||||||||||||
| USD | 1,557,360 | 03/04/24 | Citigroup | Invesco FTSE RAFI Emerging Market ETF | 5.65% | Monthly | — | 107,520 | ||||||||||||||||
| USD | 778,680 | 03/06/24 | Citigroup | Invesco FTSE RAFI Emerging Market ETF | 5.65% | Monthly | — | 53,760 | ||||||||||||||||
| USD | 558,986 | 07/01/24 | Citigroup | (5.20)% | Global Net Lease, Inc. | Monthly | — | 4,667 | ||||||||||||||||
| USD | 1,301,991 | 08/19/24 | Citigroup | Invesco FTSE RAFI Emerging Market ETF | 5.65% | Monthly | — | 62,655 | ||||||||||||||||
Credit Suisse Multialternative Strategy Fund
Consolidated Schedule of Investments (continued)
July 31, 2023 (unaudited)
| Total Return Swap Contracts (continued) |
| Currency | Notional Amount | Expiration Date | Counterparty | Receive | Pay | Periodic Payment Frequency | Upfront Premiums Paid/ (Received) | Unrealized Appreciation | ||||||||||||||||
| USD | $ | 16,700,000 | 09/20/23 | Goldman Sachs | iBoxx $ Liquid High Yield Index | 5.30% | Quarterly | — | $ | 377,300 | ||||||||||||||
| USD | 46,726,703 | 10/23/23 | Goldman Sachs | Goldman Sachs Tactical Factor Suite Value World Top USD Excess Return Strategy(a) | 0.40% | At Maturity | — | 395,199 | ||||||||||||||||
| USD | 2,367,093 | 10/23/23 | Goldman Sachs | Bloomberg Precious Metals Index | 0.07% | At Maturity | — | 1,777 | ||||||||||||||||
| USD | 37,712,872 | 10/23/23 | Goldman Sachs | Goldman Sachs RP 112 Long Short Series SR Excess Return Strategy(a) | (0.60)% | At Maturity | — | 209,135 | ||||||||||||||||
| USD | 43,895,846 | 10/23/23 | Goldman Sachs | Goldman Sachs Commodities Seasonality Index(a) | 0.00% | At Maturity | — | 420,870 | ||||||||||||||||
| USD | 24,219,603 | 10/23/23 | Goldman Sachs | Goldman Sachs VVOL Carry ER(a) | 0.00% | At Maturity | — | 137,731 | ||||||||||||||||
| USD | 7,415 | 10/25/23 | Goldman Sachs | Achillion Pharmaceuticals CVR | 5.79% | Monthly | — | 0 | ||||||||||||||||
| USD | 42,843,825 | 10/18/23 | JPMorgan Chase | J.P. Morgan Commodities Fundamental Value Index(a) | 0.80% | At Maturity | — | 267,790 | ||||||||||||||||
| USD | 24,010,655 | 10/18/23 | JPMorgan Chase | J.P. Morgan Helix 3 Index(a) | 0.60% | At Maturity | — | 63,947 | ||||||||||||||||
| USD | 22,775,133 | 10/23/23 | Macquarie Bank Ltd. | Macquarie WTI Intraday Mean Reversion(c) | 0.15% | At Maturity | — | 41,980 | ||||||||||||||||
| USD | 43,301,336 | 10/18/23 | Morgan Stanley | Morgan Stanley LTC0 4% volatility target(a) | 0.00% | At Maturity | — | 232,135 | ||||||||||||||||
| USD | 42,931,771 | 10/18/23 | Morgan Stanley | Morgan Stanley Soy Dynamic Congestion Index(a) | 0.25% | At Maturity | — | 31,026 | ||||||||||||||||
| USD | 42,710,168 | 10/23/23 | Societe Generale | SGI Coda Index(a) | 0.25% | At Maturity | — | 36,677 | ||||||||||||||||
| USD | 42,791,419 | 10/23/23 | Societe Generale | SGI VRR US Index - Vol Roll on Rates (USD - Excess Return) (a) | 0.25% | At Maturity | — | 43,011 | ||||||||||||||||
| $ | — | $ | 5,532,545 | |||||||||||||||||||||
Credit Suisse Multialternative Strategy Fund
Consolidated Schedule of Investments (continued)
July 31, 2023 (unaudited)
| Total Return Swap Contracts (continued) |
| Currency | Notional Amount | Expiration Date | Counterparty | Receive | Pay | Periodic Payment Frequency | Upfront Premiums Paid/ (Received) | Unrealized Depreciation | |||||||||||||||||
| USD | $ | 3,064,181 | 10/23/23 | Bank of America | Bloomberg Agriculture Index | 0.11% | At Maturity | $ | — | $ | (145,915 | ) | |||||||||||||
| USD | 56,636 | 10/23/23 | Bank of America | (0.04)% | Bloomberg Energy Index | At Maturity | — | (1,567 | ) | ||||||||||||||||
| USD | 43,893,790 | 10/20/23 | Barclays Bank PLC | Barclays EFS Custom Commodity Basket 18(a) | 0.00% | At Maturity | — | (302,867 | ) | ||||||||||||||||
| USD | 42,494,479 | 10/20/23 | Barclays Bank PLC | Barclays Commodity Hedging Insights 2 Index(a) | 0.15% | At Maturity | — | (340,067 | ) | ||||||||||||||||
| USD | 15,893,511 | 10/23/23 | Barclays Bank PLC | (4.75)% | Barclays CS Custom Short Basket(a) | Monthly | — | (178,181 | ) | ||||||||||||||||
| USD | 42,738,273 | 10/20/23 | BNP Paribas | BNP Paribas Dynamic Pre Roll Alpha ex Agriculture and Livestock Index(a) | 0.08% | At Maturity | — | (9,644 | ) | ||||||||||||||||
| USD | 3,474,286 | 10/20/23 | BNP Paribas | BNP Paribas Equity Low VOL U.S. Index(a) | 0.35% | At Maturity | — | (17,917 | ) | ||||||||||||||||
| EUR | 42,453,776 | 10/20/23 | BNP Paribas | BNP Paribas Equity Low Vol Europe Index(a) | 0.00% | At Maturity | — | (138,269 | ) | ||||||||||||||||
| USD | 787,568 | 02/23/24 | Citigroup | (5.20)% | Vanguard FTSE Emerging Market | Monthly | — | (48,119 | ) | ||||||||||||||||
| USD | 1,919,907 | 02/26/24 | Citigroup | (5.20)% | Vanguard FTSE Emerging Market | Monthly | — | (117,304 | ) | ||||||||||||||||
| USD | 771,210 | 02/27/24 | Citigroup | (5.20)% | Vanguard FTSE Emerging Market | Monthly | — | (47,120 | ) | ||||||||||||||||
| USD | 1,542,420 | 02/29/24 | Citigroup | (5.20)% | Vanguard FTSE Emerging Market | Monthly | — | (94,240 | ) | ||||||||||||||||
| USD | 771,210 | 03/01/24 | Citigroup | (5.20)% | Vanguard FTSE Emerging Market | Monthly | — | (47,120 | ) | ||||||||||||||||
| USD | 1,542,420 | 03/04/24 | Citigroup | (5.20)% | Vanguard FTSE Emerging Market | Monthly | — | (94,240 | ) | ||||||||||||||||
| USD | 771,210 | 03/06/24 | Citigroup | (5.20)% | Vanguard FTSE Emerging Market | Monthly | — | (47,120 | ) | ||||||||||||||||
| USD | 504,809 | 06/24/24 | Citigroup | (5.20)% | Regency Centers Corp. | Monthly | — | (34,307 | ) | ||||||||||||||||
| USD | 2,423,142 | 06/24/24 | Citigroup | (5.20)% | Chevron Corp. | Monthly | — | (131,263 | ) | ||||||||||||||||
| USD | 1,367,646 | 08/19/24 | Citigroup | (5.20)% | Vanguard FTSE Emerging Market | Monthly | — | (45,610 | ) | ||||||||||||||||
| USD | 2,219,715 | 10/23/23 | Goldman Sachs | (0.03)% | Bloomberg Industrial Metals Index | At Maturity | — | (84,406 | ) | ||||||||||||||||
| USD | 10,892,002 | 10/23/23 | Goldman Sachs | Goldman Sachs RP 110 Long Short Series SR Excess Return Strategy(a) | (0.60)% | At Maturity | — | (330,882 | ) | ||||||||||||||||
Credit Suisse Multialternative Strategy Fund
Consolidated Schedule of Investments (continued)
July 31, 2023 (unaudited)
| Total Return Swap Contracts (continued) |
| Currency | Notional Amount | Expiration Date | Counterparty | Receive | Pay | Periodic Payment Frequency | Upfront Premiums Paid/ (Received) | Unrealized Depreciation | ||||||||||||||||
| USD | $ | 42,989,187 | 10/23/23 | Goldman Sachs | Goldman Sachs Commodity Strategy Index(a) | 0.00% | At Maturity | — | $ | (3,979 | ) | |||||||||||||
| USD | 42,246,496 | 10/23/23 | Goldman Sachs | Goldman Sachs Commodity COT Strategy COT3(a) | 0.00% | At Maturity | — | (1,185,281 | ) | |||||||||||||||
| USD | 42,463,465 | 10/23/23 | Goldman Sachs | Goldman Sachs DISP U.S. Index(a) | 0.00% | At Maturity | — | (35,851 | ) | |||||||||||||||
| USD | 16,802,587 | 10/18/23 | JPMorgan Chase | J.P. Morgan Equities Turn-of the Month Seasonality Index(a) | 0.00% | At Maturity | — | (245,937 | ) | |||||||||||||||
| USD | 43,720,439 | 10/18/23 | JPMorgan Chase | J.P. Morgan Seasonal Spreads Portfolio Commodity Index(a) | 0.60% | At Maturity | — | (416,507 | ) | |||||||||||||||
| USD | 24,200,000 | 10/23/23 | JPMorgan Chase | J.P. Morgan EMBI Global Core | 6.00% | At Maturity | — | (9,871 | ) | |||||||||||||||
| USD | 42,959,046 | 10/18/23 | Morgan Stanley | Morgan Stanley Commodities Curve Carry Index(a) | 0.35% | At Maturity | — | (27,592 | ) | |||||||||||||||
| USD | 42,896,971 | 10/23/23 | Societe Generale | SG US Trend Index(b) | 0.30% | At Maturity | — | (53,980 | ) | |||||||||||||||
| $ | — | $ | (4,235,156 | ) | ||||||||||||||||||||
| Total | $ | — | $ | 1,297,389 | ||||||||||||||||||||
(a) The index constituents are available on the Fund’s website.
(b) The Index intends to track the performance of a strategy that trades the daily trend of the S&P 500 (the Underlying Index).
(c) The index intends to track the performance of a strategy that trades the daily trend of crude oil futures.
(d) The index intends to track the performance of a strategy that trades the daily trend of the Nasdaq Global Index.
WRITTEN OPTIONS
| Number of Contracts | Counterparty | Put Written Options | Expiration Date | Notional Amount | Premiums Received | Current Value | Net Unrealized Appreciation (Depreciation) | ||||||||||||||||
| 50 | Goldman Sachs | S&P 500 Index, strike @ $4,530 | 08/18/23 | (5,000 | ) | $ | (219,300 | ) | $ | (99,500 | ) | $ | 119,800 | ||||||||||
| Currency Abbreviations: |
| AUD = Australian Dollar |
| CAD = Canadian Dollar |
| EUR = Euro |
| GBP = British Pound |
| HKD = Hong Kong Dollar |
| JPY = Japanese Yen |
| USD = United States Dollar |
U.S. Treasury securities in the amount of $786,000 was received at the custodian bank as collateral for OTC Swaps.
SECURITY VALUATION — The Board of Trustees (the "Board") is responsible for the Fund's valuation process. The Board has delegated the supervision of the daily valuation process to Credit Suisse Asset Management, LLC, the Fund’s investment adviser (“Credit Suisse” or the “Adviser”), who has established a Pricing Committee and a Pricing Group, which, pursuant to the policies adopted by the Board, are responsible for making fair valuation determinations and overseeing the Fund's pricing policies. The net asset value of the Fund is determined daily as of the close of regular trading on the New York Stock Exchange, Inc. (the “Exchange”) on each day the Exchange is open for business. For certain international equity securities, in order to adjust for events which may occur between the close of the foreign exchanges and the close of the Exchange, a fair valuation model may be used. This fair valuation model takes into account comparisons to the valuation of American Depository Receipts (ADRs), exchange-traded funds, futures contracts and certain indices and these securities are categorized as Level 2. 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. Option contracts on securities, currencies, indices, futures contracts, swaps and other instruments are valued at the mid-point between the last bid and ask quotations as of the close of trading on the exchange on which the option is traded. 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. Over the counter derivative financial instruments, such as swap agreements, generally derive their value from underlying asset prices, indices, reference rates, and other inputs or a combination of these factors. 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. Investments in open-ended mutual funds are valued at the net asset value as reported on each business day and under normal circumstances. Securities for which market quotations are not readily available are valued at their fair value as determined in good faith by the Adviser, as the Board’s valuation designee (as defined in Rule 2a-5 under the 1940 Act), in accordance with the Adviser’s procedures. The Board oversees the Adviser in its role as valuation designee in accordance with the requirements of Rule 2a-5 under the 1940 Act. The Fund may utilize a service provided by an independent third party 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 Adviser to be unreliable, the market price may be determined by the Adviser using quotations from one or more brokers/dealers or at the transaction price if the security has recently been purchased and no value has yet been obtained from a pricing service or pricing broker. When reliable prices are not readily available, such as when the value of a security has been significantly affected by events after the close of the exchange or market on which the security is principally traded, but before the Fund calculates its net asset value, these securities will be fair valued in good faith by the Pricing Group, in accordance with procedures established by the Adviser.
The Fund uses valuation techniques to measure fair value that are consistent with the market approach and/or income approach, depending on the type of security and the particular circumstance. The market approach uses prices and other relevant information generated by market transactions involving identical or comparable securities. The income approach uses valuation techniques to discount estimated future cash flows to present value.
Generally accepted accounting principles in the United States of America (“GAAP”) established a disclosure hierarchy that categorizes the inputs to valuation techniques used to value assets and liabilities at each measurement date. These inputs are summarized in the three broad levels listed below:
| • | Level 1—quoted prices in active markets for identical investments |
| • | Level 2—other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, credit risk, etc.) |
| • | Level 3—significant unobservable inputs (including the Fund’s own assumptions in determining the fair value of investments) |
The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities.
The following is a summary of the inputs used as of July 31, 2023 in valuing the Fund’s assets and liabilities carried at fair value:
| Assets | Level 1 | Level 2 | Level 3 | Total | ||||||||||||
| Investments in Securities | ||||||||||||||||
| Common Stocks | $ | 31,484,030 | $ | 9,777,294 | $ | — | $ | 41,261,324 | ||||||||
| Exchange-traded Funds | 2,436,778 | — | — | 2,436,778 | ||||||||||||
| United States Treasury Obligations | — | 173,630,492 | — | 173,630,492 | ||||||||||||
| Short-term Investments | 45,093,268 | — | — | 45,093,268 | ||||||||||||
| $ | 79,014,076 | $ | 183,407,786 | $ | — | $ | 262,421,862 | |||||||||
| Other Financial Instruments* | ||||||||||||||||
| Futures Contracts | $ | 2,705,424 | $ | — | $ | — | $ | 2,705,424 | ||||||||
| Swap Contracts | — | 5,532,545 | 0 | (1) | 5,532,545 | |||||||||||
| $ | 2,705,424 | $ | 5,532,545 | $ | 0 | (1) | $ | 8,237,969 | ||||||||
| Liabilities | ||||||||||||||||
| Other Financial Instruments* | ||||||||||||||||
| Futures Contracts | $ | 4,795,955 | $ | — | $ | — | $ | 4,795,955 | ||||||||
| Swap Contracts | — | 4,235,156 | — | 4,235,156 | ||||||||||||
| Written Options | 119,800 | — | — | 119,800 | ||||||||||||
| $ | 4,915,755 | $ | 4,235,156 | $ | — | $ | 9,150,911 | |||||||||
| (1) | Includes a zero valued security. |
| * | Other financial instruments include unrealized appreciation (depreciation) on futures and swap contracts. Written options are reported at value. |
During the period ended July 31, 2023, there were no transfers between Level 2 and Level 3. 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.
Credit Suisse Floating Rate High Income Fund
Schedule of Investments
July 31, 2023 (unaudited)
| Par (000) | Ratings† (S&P/Moody's) |
Maturity | Rate% | Value | ||||||||||||
| BANK LOANS (80.0%) | ||||||||||||||||
| Advertising (0.7%) | ||||||||||||||||
| $ | 12,000 | MH Sub I LLC, 1 mo. USD Term SOFR + 4.250%(1) | (B, B1) | 05/03/28 | 9.569 | $ | 11,590,320 | |||||||||
| 2,618 | MH Sub I LLC (1st Lien Term Loan), 1 mo. USD Term SOFR + 3.750%(1) | (B, B1) | 09/13/24 | 9.183 | 2,622,188 | |||||||||||
| 1,379 | MH Sub I LLC (Incremental Term Loan), 1 mo. USD Term SOFR + 3.750%(1) | (B, B1) | 09/13/24 | 9.183 | 1,381,315 | |||||||||||
| 15,593,823 | ||||||||||||||||
| Aerospace & Defense (1.7%) | ||||||||||||||||
| 4,750 | Amentum Government Services Holdings LLC, 1 mo. USD Term SOFR + 8.750%(1) | (NR, NR) | 01/31/28 | 14.183 | 4,310,625 | |||||||||||
| 6,000 | Amentum Government Services Holdings LLC, 1 mo. USD Term SOFR + 7.500%(1) | (NR, NR) | 02/15/30 | 12.822 | 5,400,000 | |||||||||||
| 1,720 | Amentum Government Services Holdings LLC, 1 mo. USD Term SOFR + 4.000%(1) | (B, B2) | 02/15/29 | 9.222 | 1,668,161 | |||||||||||
| 4,195 | Brown Group Holding LLC, 1 mo. USD Term SOFR + 3.750%, 3 mo. USD Term SOFR + 3.750%(1) | (B+, B2) | 07/02/29 | 9.014 - 9.119 | 4,195,717 | |||||||||||
| 6,193 | Brown Group Holding LLC, 1 mo. USD Term SOFR + 2.500%(1) | (B+, B2) | 06/07/28 | 7.819 | 6,148,630 | |||||||||||
| 2,104 | Fly Funding II Sarl, 3 mo. USD LIBOR + 1.750%(1) | (CCC+, B3) | 08/11/25 | 7.090 | 2,005,452 | |||||||||||
| 1,789 | KKR Apple Bidco LLC, 1 mo. USD Term SOFR + 2.750%(1) | (B, B2) | 09/23/28 | 8.183 | 1,778,587 | |||||||||||
| 3,768 | KKR Apple Bidco LLC, 1 mo. USD Term SOFR + 4.000%(1) | (B, B2) | 09/22/28 | 9.319 | 3,767,512 | |||||||||||
| 7,513 | Peraton Corp., 1 mo. USD Term SOFR + 3.750%(1) | (B, B1) | 02/01/28 | 9.169 | 7,468,105 | |||||||||||
| 36,742,789 | ||||||||||||||||
| Air Transportation (0.2%) | ||||||||||||||||
| 3,463 | United Airlines, Inc., 3 mo. USD LIBOR + 3.750%(1) | (BB, Ba1) | 04/21/28 | 9.292 | 3,473,502 | |||||||||||
| Auto Parts & Equipment (2.7%) | ||||||||||||||||
| 12,903 | Autokiniton U.S. Holdings, Inc., 1 mo. USD Term SOFR + 4.500%(1) | (B, B2) | 04/06/28 | 9.933 | 12,918,871 | |||||||||||
| 900 | CWGS Group LLC, 1 mo. USD Term SOFR + 2.500%(1) | (BB-, B1) | 06/03/28 | 7.836 - 7.933 | 861,603 | |||||||||||
| 6,804 | Dealer Tire Financial LLC, 1 mo. USD Term SOFR + 4.500%(1) | (B-, B1) | 12/14/27 | 9.819 | 6,806,424 | |||||||||||
| 8,214 | Garrett Motion, Inc., 3 mo. USD Term SOFR + 4.500%(1),(2) | (B+, Ba2) | 04/30/28 | 10.131 | 8,204,018 | |||||||||||
| 2,037 | Gates Global LLC, 1 mo. USD Term SOFR + 2.500%(1) | (B+, Ba3) | 03/31/27 | 7.919 | 2,035,006 | |||||||||||
| 2,755 | Jason Group, Inc., 1 mo. USD LIBOR + 6.000% Cash, 0.000% PIK(1),(3) | (NR, WR) | 08/28/25 | 11.433 | 2,355,568 | |||||||||||
| 8,177 | Les Schwab Tire Centers, 1 mo. USD Term SOFR + 3.250%(1) | (B, B2) | 11/02/27 | 8.477 | 8,166,931 | |||||||||||
| 2,605 | PAI Holdco, Inc., 3 mo. USD Term SOFR + 3.750%(1) | (B-, B3) | 10/28/27 | 9.380 | 2,444,576 | |||||||||||
| 5,138 | RVR Dealership Holdings LLC, 3 mo. USD Term SOFR + 3.750%(1) | (BB-, B1) | 02/08/28 | 9.246 | 4,839,722 | |||||||||||
| 6,917 | TI Group Automotive Systems LLC, 1 mo. EUR EURIBOR + 3.250%(1),(4) | (BB+, Ba3) | 12/16/26 | 6.815 | 7,616,921 | |||||||||||
| 56,249,640 | ||||||||||||||||
| Banking (0.1%) | ||||||||||||||||
| 2,673 | Citco Funding LLC, 3 mo. USD Term SOFR + 3.500%(1),(2) | (NR, Ba2) | 04/27/28 | 8.857 | 2,686,058 | |||||||||||
| Building & Construction (0.6%) | ||||||||||||||||
| 6,583 | Latham Pool Products, Inc., 3 mo. USD Term SOFR + 4.000%(1) | (BB-, B1) | 02/23/29 | 9.314 | 6,333,636 | |||||||||||
| 4,187 | Pike Corp., 1 mo. USD Term SOFR + 3.000%(1) | (B, Ba3) | 01/21/28 | 8.433 | 4,186,980 | |||||||||||
| 3,019 | Service Logic Acquisition, Inc., 1 mo. USD Term SOFR + 4.000%, 3mo. USD Term SOFR + 4.000%(1) | (B, B2) | 10/29/27 | 9.433 - 9.631 | 3,008,028 | |||||||||||
| 13,528,644 | ||||||||||||||||
| Building Materials (2.1%) | ||||||||||||||||
| 5,739 | Core & Main LP, 1 mo. USD Term SOFR + 2.500%, 3 mo. USD Term SOFR + 2.500%(1) | (B+, B1) | 07/27/28 | 7.691 - 7.916 | 5,732,631 | |||||||||||
| 9,750 | Cornerstone Building Brands, Inc., 1 mo. USD Term SOFR + 3.250%(1) | (B, B2) | 04/12/28 | 8.572 | 9,465,265 | |||||||||||
| 3,634 | Cornerstone Building Brands, Inc., 1 mo. USD Term SOFR + 5.625%(1) | (B, B2) | 08/01/28 | 10.847 | 3,572,713 | |||||||||||
| 526 | CPG International, Inc., 1 mo. USD Term SOFR + 2.500%(1) | (BB-, B1) | 04/28/29 | 7.919 | 525,272 | |||||||||||
| 1,654 | GYP Holdings III Corp., 1 mo. USD Term SOFR + 3.000%(1) | (BB-, Ba2) | 05/12/30 | 8.319 | 1,658,606 | |||||||||||
| 7,452 | Oscar AcquisitionCo LLC, 3 mo. USD Term SOFR + 4.500%(1) | (B, B1) | 04/29/29 | 9.842 | 7,366,638 | |||||||||||
| 1,705 | Park River Holdings, Inc., 6 mo. USD LIBOR + 3.250%(1) | (B-, B2) | 12/28/27 | 8.522 | 1,649,516 | |||||||||||
| 12,991 | SRS Distribution, Inc., 1 mo. USD Term SOFR + 3.500%(1) | (B-, B3) | 06/02/28 | 8.933 | 12,835,422 | |||||||||||
Credit Suisse Floating Rate High Income Fund
Schedule of Investments (continued)
July 31, 2023 (unaudited)
| Par (000) | Ratings† (S&P/Moody's) | Maturity | Rate% | Value | ||||||||||||
| BANK LOANS (continued) | ||||||||||||||||
| Building Materials (continued) | ||||||||||||||||
| $ | 1,994 | SRS Distribution, Inc., 1 mo. USD Term SOFR + 3.500%(1) | (B-, B3) | 06/02/28 | 8.919 | $ | 1,970,548 | |||||||||
| 44,776,611 | ||||||||||||||||
| Cable & Satellite TV (0.4%) | ||||||||||||||||
| 7,000 | Ziggo BV, 6 mo. EUR EURIBOR + 3.000%(1),(4) | (B+, B1) | 01/31/29 | 6.102 | 7,384,364 | |||||||||||
| 738 | Ziggo Financing Partnership(5) | (B+, B1) | 04/30/28 | 0.000 | 719,349 | |||||||||||
| 8,103,713 | ||||||||||||||||
| Chemicals (4.9%) | ||||||||||||||||
| 7,088 | Ascend Performance Materials Operations LLC, 3 mo. USD Term SOFR + 4.750%(1) | (B+, Ba3) | 08/27/26 | 9.715 | 6,876,475 | |||||||||||
| 4,000 | CeramTec AcquiCo GmbH, 3 mo. EUR EURIBOR + 3.750%(1),(4) | (B, B2) | 03/16/29 | 7.233 | 4,340,807 | |||||||||||
| 3,455 | CPC Acquisition Corp., 3 mo. USD Term SOFR + 7.750%(1) | (CCC-, Caa3) | 12/29/28 | 13.253 | 1,560,521 | |||||||||||
| 3,477 | CPC Acquisition Corp., 3 mo. USD Term SOFR + 3.750%(1) | (CCC+, Caa1) | 12/29/27 | 9.253 | 2,753,707 | |||||||||||
| 2,373 | Eastman Chemical Co., 3 mo. USD Term SOFR + 5.250%(1) | (B, B2) | 11/01/28 | 10.753 | 2,170,735 | |||||||||||
| 1,310 | Flint Group GmbH (EUR Add on Term Loan B4)(4),(6),(7) | (D, Ca) | 09/21/23 | 0.000 | 980,283 | |||||||||||
| 1,091 | Flint Group GmbH (USD Term Loan C)(6),(7) | (D, Ca) | 09/21/23 | 0.000 | 740,668 | |||||||||||
| 6,601 | Flint Group U.S. LLC(6),(7) | (D, Ca) | 09/21/23 | 0.000 | 4,480,431 | |||||||||||
| 11,849 | Hexion Holdings Corp., 3 mo. USD Term SOFR + 4.500%(1) | (B-, B2) | 03/15/29 | 9.779 | 11,204,877 | |||||||||||
| 1,244 | INEOS Quattro Holdings U.K. Ltd., 1 mo. USD Term SOFR + 3.750%(1),(2) | (BB, Ba3) | 03/14/30 | 9.169 | 1,236,242 | |||||||||||
| 990 | Lonza Group AG, 3 mo. USD Term SOFR + 3.925%(1) | (B-, B2) | 07/03/28 | 9.267 | 852,259 | |||||||||||
| 9,181 | Luxembourg Investment Co. 428 Sarl, 3 mo. USD Term SOFR + 5.000%(1) | (B-, B3) | 01/03/29 | 10.392 | 6,808,249 | |||||||||||
| 99 | New Arclin U.S. Holding Corp., 3 mo. USD LIBOR + 3.750%, 1 mo. USD Term SOFR + 3.750%(1) | (B, B2) | 09/30/28 | 9.169 - 9.381 | 96,555 | |||||||||||
| 2,924 | Nouryon Finance BV, 3 mo. USD Term SOFR + 4.000%(1) | (B+, B2) | 04/03/28 | 9.318 | 2,920,181 | |||||||||||
| 10,160 | PMHC II, Inc., 3 mo. USD Term SOFR + 4.250%(1) | (B-, B3) | 04/23/29 | 9.698 | 9,432,258 | |||||||||||
| 7,218 | Polar U.S. Borrower LLC, 3 mo. USD Term SOFR + 4.750%(1) | (CCC+, B3) | 10/15/25 | 9.721 - 10.151 | 5,612,253 | |||||||||||
| 8,231 | Ravago Holdings America, Inc., 3 mo. USD Term SOFR + 2.500%(1) | (NR, B1) | 03/04/28 | 8.003 | 8,134,541 | |||||||||||
| 4,049 | RelaDyne, Inc., 1 mo. USD Term SOFR + 4.250%(1) | (B, B2) | 12/22/28 | 9.569 | 3,985,509 | |||||||||||
| 5,457 | RelaDyne, Inc., 1 mo. USD Term SOFR + 5.000%(1),(2) | (B, B2) | 12/22/28 | 10.319 | 5,450,437 | |||||||||||
| 2,024 | Starfruit Finco BV, 3 mo. USD Term SOFR + 4.000%(1) | (B+, B2) | 04/03/28 | 9.347 | 2,016,835 | |||||||||||
| 11,765 | Vantage Specialty Chemicals, Inc., 1 mo. USD Term SOFR + 4.750%(1) | (B-, B2) | 10/26/26 | 9.972 | 11,554,514 | |||||||||||
| 9,291 | Zep, Inc., 3 mo. USD LIBOR + 4.000%(1) | (CCC+, B3) | 08/12/24 | 9.538 | 8,338,916 | |||||||||||
| 2,198 | Zep, Inc., 3 mo. USD LIBOR + 8.250%(1),(8) | (CCC-, Caa3) | 08/11/25 | 13.788 | 1,621,159 | |||||||||||
| 103,168,412 | ||||||||||||||||
| Diversified Capital Goods (1.7%) | ||||||||||||||||
| 4,118 | DexKo Global, Inc., 3 mo. USD Term SOFR + 3.750%(1) | (B-, B2) | 10/04/28 | 9.253 | 3,988,622 | |||||||||||
| 11,341 | Dynacast International LLC, 3 mo. USD Term SOFR + 4.500%(1) | (B-, B2) | 07/22/25 | 9.825 | 10,675,052 | |||||||||||
| 1,985 | Dynacast International LLC, 3 mo. USD Term SOFR + 9.000%(1) | (CCC, Caa2) | 10/22/25 | 14.325 | 1,528,205 | |||||||||||
| 3,757 | Electrical Components International, Inc., 3 mo. USD Term SOFR + 4.250%(1) | (B-, B2) | 06/26/25 | 9.614 | 3,564,889 | |||||||||||
| 4,911 | Electrical Components International, Inc., U.S. (Fed) Prime Rate + 7.500%(1),(2) | (B-, B2) | 06/26/25 | 16.000 | 4,603,596 | |||||||||||
| 11,247 | Topgolf Callaway Brands Corp., 1 mo. USD Term SOFR + 3.500%(1) | (B+, B1) | 03/15/30 | 8.919 | 11,245,416 | |||||||||||
| 35,605,780 | ||||||||||||||||
| Electric - Generation (0.6%) | ||||||||||||||||
| 12,468 | Brookfield WEC Holdings, Inc., 1 mo. USD Term SOFR + 2.750%(1) | (B, B2) | 08/01/25 | 8.183 | 12,466,027 | |||||||||||
| Electronics (1.9%) | ||||||||||||||||
| 3,960 | Escape Velocity Holdings, Inc., 3 mo. USD LIBOR + 4.250%(1),(2) | (B, B3) | 10/08/28 | 9.460 | 3,761,969 | |||||||||||
| 7,000 | Idemia Group, 3 mo. EUR EURIBOR + 4.750%(1),(4) | (B, B2) | 09/22/28 | 8.323 | 7,702,842 | |||||||||||
| 11,995 | Idemia Group, 3 mo. USD Term SOFR + 4.750%(1) | (B, B2) | 09/30/28 | 10.057 | 12,002,886 | |||||||||||
| 7,609 | II-VI, Inc., 1 mo. USD Term SOFR + 2.750%(1) | (BB-, Ba2) | 07/02/29 | 8.183 | 7,616,937 | |||||||||||
| 1,548 | Infinite Bidco LLC, 3 mo. USD Term SOFR + 7.000%(1) | (CCC, Caa2) | 03/02/29 | 12.503 | 1,338,691 | |||||||||||
| 4,346 | MACOM Technology Solutions Holdings, Inc., 1 mo. USD LIBOR + 2.250%(1) | (BB, Ba1) | 05/17/24 | 7.683 | 4,346,839 | |||||||||||
| 1,000 | MaxLinear, Inc., 1 mo. USD LIBOR + 2.250%(1),(2) | (BB, Ba3) | 06/23/28 | 7.683 | 997,500 | |||||||||||
| 2,075 | MKS Instruments, Inc.(5) | (BB, Ba1) | 08/17/27 | 0.000 | 2,073,267 | |||||||||||
Credit Suisse Floating Rate High Income Fund
Schedule of Investments (continued)
July 31, 2023 (unaudited)
| Par (000) | Ratings† (S&P/Moody's) | Maturity | Rate% | Value | ||||||||||||
| BANK LOANS (continued) | ||||||||||||||||
| Electronics (continued) | ||||||||||||||||
| $ | 992 | Synaptics, Inc., 3 mo. USD Term SOFR + 2.250%(1) | (BB-, Ba1) | 12/02/28 | 7.742 | $ | 987,710 | |||||||||
| 40,828,641 | ||||||||||||||||
| Energy - Exploration & Production (0.5%) | ||||||||||||||||
| 9,105 | CQP Holdco LP, 1 mo. USD Term SOFR + 3.500%(1) | (BB, B1) | 06/05/28 | 8.919 | 9,116,123 | |||||||||||
| 750 | Limetree Bay Terminals LLC, 3 mo. USD LIBOR + 5.000%(1),(2) | (CCC, Caa2) | 02/15/24 | 10.503 - 10.570 | 682,366 | |||||||||||
| 15,789 | PES Holdings LLC, 3.000% PIK(1),(3),(6) | (NR, WR) | 12/31/24 | 3.000 | 315,781 | |||||||||||
| 10,114,270 | ||||||||||||||||
| Environmental (0.3%) | ||||||||||||||||
| 2,197 | LRS Holdings LLC, 1 mo. USD Term SOFR + 4.250%(1),(2) | (B, B3) | 08/31/28 | 9.683 | 2,175,147 | |||||||||||
| 3,849 | Patriot Container Corp., 1 mo. USD Term SOFR + 3.750%(1) | (CCC+, B2) | 03/20/25 | 9.169 | 3,649,259 | |||||||||||
| 5,824,406 | ||||||||||||||||
| Food & Drug Retailers (1.2%) | ||||||||||||||||
| 9,968 | Packaging Coordinators Midco, Inc., 3 mo. USD Term SOFR + 3.500%(1) | (B-, B2) | 11/30/27 | 9.003 | 9,903,674 | |||||||||||
| 3,935 | Sharp Midco LLC, 3 mo. USD Term SOFR + 4.000%(1),(2) | (B-, B2) | 12/31/28 | 9.342 | 3,910,519 | |||||||||||
| 8,971 | WOOF Holdings, Inc., 1 mo. USD Term SOFR + 3.750%(1),(2) | (B-, B3) | 12/21/27 | 9.170 | 8,679,229 | |||||||||||
| 2,923 | WOOF Holdings, Inc., 3 mo. USD LIBOR + 7.250%(1),(2) | (CCC, Caa2) | 12/21/28 | 12.686 | 2,426,347 | |||||||||||
| 24,919,769 | ||||||||||||||||
| Food - Wholesale (0.8%) | ||||||||||||||||
| 7,197 | AI Aqua Merger Sub, Inc., 1 mo. USD Term SOFR + 3.750%, 3 mo. USD Term SOFR + 3.750%(1) | (B, B3) | 07/31/28 | 8.944 - 9.050 | 7,114,692 | |||||||||||
| 3,000 | B&G Foods, Inc.(5) | (B+, Ba3) | 10/10/26 | 0.000 | 2,972,415 | |||||||||||
| 2,000 | Froneri International Ltd., 6 mo. EUR EURIBOR + 2.125%(1),(4) | (BB-, B1) | 01/29/27 | 6.097 | 2,173,612 | |||||||||||
| 5,000 | Zara U.K. Midco Ltd., 6 mo. EUR EURIBOR + 5.750%(1),(4),(8) | (B-, Caa1) | 01/31/25 | 8.509 | 4,305,983 | |||||||||||
| 16,566,702 | ||||||||||||||||
| Gaming (1.3%) | ||||||||||||||||
| 810 | Arcis Golf LLC(2),(5) | (B+, B2) | 11/24/28 | 0.000 | 812,025 | |||||||||||
| 5,227 | Arcis Golf LLC, 1 mo. USD Term SOFR + 4.250%(1),(2) | (B+, B2) | 11/24/28 | 9.683 | 5,239,835 | |||||||||||
| 10,703 | Fertitta Entertainment LLC, 1 mo. USD Term SOFR + 4.000%(1) | (B, B2) | 01/27/29 | 9.319 | 10,606,391 | |||||||||||
| 4,711 | PENN Entertainment, Inc., 1 mo. USD Term SOFR + 2.750%(1) | (BB, Ba3) | 05/03/29 | 8.169 | 4,711,041 | |||||||||||
| 6,357 | Scientific Games International, Inc., 1 mo. USD Term SOFR + 3.000%(1) | (BB, Ba3) | 04/14/29 | 8.302 | 6,356,333 | |||||||||||
| 27,725,625 | ||||||||||||||||
| Gas Distribution (0.6%) | ||||||||||||||||
| 3,952 | BCP Renaissance Parent LLC, 3 mo. USD Term SOFR + 3.500%(1) | (B+, B2) | 10/31/26 | 8.742 | 3,951,321 | |||||||||||
| 9,183 | Traverse Midstream Partners LLC, 3 mo. USD Term SOFR + 3.750%(1) | (B+, B2) | 02/16/28 | 9.216 | 9,157,900 | |||||||||||
| 13,109,221 | ||||||||||||||||
| Health Facilities (1.0%) | ||||||||||||||||
| 1,905 | Bayou Intermediate II LLC(2),(5) | (B-, B2) | 08/02/28 | 0.000 | 1,833,712 | |||||||||||
| 4,774 | Carestream Health, Inc., 3 mo. USD Term SOFR + 7.500%(1) | (B-, Caa1) | 09/30/27 | 12.842 | 3,600,582 | |||||||||||
| 1,757 | EyeCare Partners LLC, 3 mo. USD Term SOFR + 3.750%(1) | (B-, B2) | 02/18/27 | 9.253 | 1,423,662 | |||||||||||
| 3,453 | Insulet Corp., 1 mo. USD Term SOFR + 3.250%(1) | (B+, Ba3) | 05/04/28 | 8.683 | 3,463,452 | |||||||||||
| 7,239 | Loire Finco Luxembourg Sarl, 1 mo. USD Term SOFR + 3.500%(1) | (B, B3) | 04/21/27 | 8.819 | 7,091,538 | |||||||||||
| 3,583 | Surgery Center Holdings, Inc., 1 mo. USD Term SOFR + 3.750%(1) | (B-, B1) | 08/31/26 | 9.119 | 3,588,522 | |||||||||||
| 21,001,468 | ||||||||||||||||
| Health Services (4.7%) | ||||||||||||||||
| 1,543 | ADMI Corp.(5) | (B-, B3) | 04/30/25 | 0.000 | 1,487,247 | |||||||||||
| 11,846 | ADMI Corp., 1 mo. USD Term SOFR + 3.375%(1) | (B-, B3) | 12/23/27 | 8.808 | 11,232,424 | |||||||||||
| 1,683 | Athenahealth Group, Inc.(9) | (B-, B2) | 02/15/29 | 3.500 | 1,637,836 | |||||||||||
| 13,668 | Athenahealth Group, Inc., 1 mo. USD Term SOFR + 3.500%(1) | (B-, B2) | 02/15/29 | 8.805 | 13,298,666 | |||||||||||
| 4,236 | Learning Care Group, Inc., 3 mo. USD LIBOR + 7.500%(1) | (CCC+, Caa2) | 03/13/26 | 12.893 | 4,203,106 | |||||||||||
| 4,741 | MedAssets Software Intermediate Holdings, Inc., 1 mo. USD Term SOFR + 6.750%(1) | (CCC-, Caa3) | 12/17/29 | 12.569 | 2,847,350 | |||||||||||
| 1,995 | MedAssets Software Intermediate Holdings, Inc., 1 mo. USD Term SOFR + 4.000%(1) | (CCC+, B3) | 12/18/28 | 9.433 | 1,680,745 | |||||||||||
Credit Suisse Floating Rate High Income Fund
Schedule of Investments (continued)
July 31, 2023 (unaudited)
| Par (000) | Ratings† (S&P/Moody's) | Maturity | Rate% | Value | ||||||||||||
| BANK LOANS (continued) | ||||||||||||||||
| Health Services (continued) | ||||||||||||||||
| $ | 4,132 | PetVet Care Centers LLC, 1 mo. USD LIBOR + 3.500%(1) | (B-, B2) | 02/14/25 | 8.919 | $ | 4,047,767 | |||||||||
| 1,408 | PetVet Care Centers LLC, 1 mo. USD Term SOFR + 5.000%(1) | (B-, B2) | 02/14/25 | 10.419 | 1,395,172 | |||||||||||
| 4,345 | PointClickCare Technologies, Inc., 3 mo. USD Term SOFR + 4.000%(1),(2) | (B, B2) | 12/29/27 | 9.242 | 4,350,431 | |||||||||||
| 4,801 | PointClickCare Technologies, Inc., 3 mo. USD Term SOFR + 3.000%(1) | (B, B2) | 12/29/27 | 8.765 | 4,801,141 | |||||||||||
| 12,517 | Radiology Partners, Inc., 1 mo. USD Term SOFR + 4.250%(1) | (CCC+, B3) | 07/09/25 | 9.601 | 9,235,764 | |||||||||||
| 6,503 | Select Medical Corp.(5) | (BB-, Ba2) | 03/06/25 | 0.000 | 6,501,695 | |||||||||||
| 2,200 | Southern Veterinary Partners LLC, 1 mo. USD Term SOFR + 7.750%(1) | (CCC, Caa2) | 10/05/28 | 13.169 | 2,047,826 | |||||||||||
| 11,947 | Southern Veterinary Partners LLC, 1 mo. USD Term SOFR + 4.000%(1) | (B-, B2) | 10/05/27 | 9.433 | 11,825,868 | |||||||||||
| 8,856 | U.S. Radiology Specialists, Inc., 1 mo. USD Term SOFR + 5.250%(1) | (B-, B3) | 12/15/27 | 10.669 | 8,501,295 | |||||||||||
| 850 | Western Dental Services, Inc. (Delayed Draw Term Loan), 1 mo. USD Term SOFR + 4.500%(1) | (B-, B3) | 08/18/28 | 9.933 | 734,261 | |||||||||||
| 7,939 | Western Dental Services, Inc. (Term Loan B), 1 mo. USD Term SOFR + 4.500%(1) | (B-, B3) | 08/18/28 | 9.933 | 6,857,478 | |||||||||||
| 1,953 | Women's Care Enterprises LLC, 3 mo. USD Term SOFR + 4.500%(1) | (B-, B2) | 01/15/28 | 10.053 | 1,745,975 | |||||||||||
| 98,432,047 | ||||||||||||||||
| Hotels (0.8%) | ||||||||||||||||
| 6,993 | Alterra Mountain Co., 1 mo. USD Term SOFR + 3.500%(1) | (B+, B1) | 08/17/28 | 8.933 | 7,001,256 | |||||||||||
| 1,037 | Alterra Mountain Co., 1 mo. USD Term SOFR + 3.750%(1) | (B+, B1) | 05/31/30 | 9.169 | 1,037,214 | |||||||||||
| 3,105 | Compass III Ltd., 1 mo. EUR EURIBOR + 4.000%(1),(4) | (B, B3) | 05/09/25 | 7.446 | 3,419,024 | |||||||||||
| 2,671 | RHP Hotel Properties LP, 1 mo. USD Term SOFR + 2.750%(1) | (BB-, Ba3) | 05/18/30 | 8.069 | 2,680,752 | |||||||||||
| 1,824 | Wyndham Hotels & Resorts, Inc., 1 mo. USD Term SOFR + 2.250%(1) | (BBB-, Ba1) | 05/24/30 | 7.669 | 1,829,708 | |||||||||||
| 15,967,954 | ||||||||||||||||
| Insurance Brokerage (3.3%) | ||||||||||||||||
| 3,725 | Acrisure LLC, 1 mo. USD LIBOR + 3.500%(1) | (B, B2) | 02/15/27 | 8.933 | 3,639,471 | |||||||||||
| 10,077 | Alliant Holdings Intermediate LLC, 1 mo. USD LIBOR + 3.500%(1) | (B, B2) | 11/06/27 | 8.920 | 10,063,895 | |||||||||||
| 5,817 | AmWINS Group, Inc., 1 mo. USD Term SOFR + 2.750%(1) | (B+, Ba3) | 02/19/28 | 8.055 | 5,816,506 | |||||||||||
| 3,236 | AssuredPartners, Inc., 1 mo. USD Term SOFR + 3.500%(1) | (B, B2) | 02/12/27 | 8.819 | 3,223,482 | |||||||||||
| 4,867 | AssuredPartners, Inc. (2020 Term Loan B), 1 mo. USD Term SOFR + 3.500%(1) | (B, B2) | 02/12/27 | 8.933 | 4,843,770 | |||||||||||
| 2,785 | AssuredPartners, Inc. (2021 Term Loan B), 1 mo. USD Term SOFR + 3.500%(1) | (B, B2) | 02/12/27 | 8.933 | 2,771,791 | |||||||||||
| 1,228 | Howden Group Holdings Ltd., 1 mo. USD Term SOFR + 4.000%(1) | (B, B2) | 04/18/30 | 9.319 | 1,227,077 | |||||||||||
| 20,209 | HUB International Ltd., 3 mo. USD Term SOFR + 4.250%(1) | (B, B2) | 06/20/30 | 9.584 | 20,316,451 | |||||||||||
| 2,788 | Hyperion Insurance Group Ltd., 1 mo. USD LIBOR + 3.250%(1) | (B, B2) | 11/12/27 | 8.688 | 2,772,300 | |||||||||||
| 7,095 | Hyperion Insurance Group Ltd., 1 mo. EUR EURIBOR + 3.500%(1),(4) | (B, B2) | 11/12/27 | 7.125 | 7,758,617 | |||||||||||
| 3,872 | NFP Corp., 1 mo. USD Term SOFR + 3.250%(1) | (B, B1) | 02/15/27 | 8.683 | 3,806,649 | |||||||||||
| 3,258 | USI, Inc., 3 mo. USD Term SOFR + 3.750%(1) | (B, B1) | 11/22/29 | 8.992 | 3,261,516 | |||||||||||
| 69,501,525 | ||||||||||||||||
| Investments & Misc. Financial Services (4.7%) | ||||||||||||||||
| 7,577 | Altisource Solutions Sarl, 3 mo. USD Term SOFR + 9.500%(1),(8) | (CCC-, WR) | 04/30/25 | 14.842 | 6,137,005 | |||||||||||
| 6,344 | Ankura Consulting Group LLC, 1 mo. USD Term SOFR + 4.500%(1) | (B-, B2) | 03/17/28 | 9.933 | 6,224,639 | |||||||||||
| 4,763 | AqGen Ascensus, Inc., 3 mo. USD Term SOFR + 6.500%(1) | (CCC, Caa2) | 08/02/29 | 12.030 | 4,429,302 | |||||||||||
| 5,651 | AqGen Island Holdings, Inc., 1 mo. USD Term SOFR + 3.500%(1) | (B-, B2) | 08/02/28 | 8.933 | 5,576,642 | |||||||||||
| 3,384 | Citadel Securities LP, 1 mo. USD Term SOFR + 3.000%(1) | (BBB-, Baa3) | 02/02/28 | 8.305 | 3,385,637 | |||||||||||
| 2,397 | Citadel Securities LP(5) | (NR, Baa3) | 07/25/30 | 0.000 | 2,381,014 | |||||||||||
| 5,418 | CTC Holdings LP, 3 mo. USD Term SOFR + 5.000%(1),(2) | (B+, B1) | 02/20/29 | 10.344 | 5,309,547 | |||||||||||
| 9,676 | Deerfield Dakota Holding LLC, 3 mo. USD Term SOFR + 3.750%(1) | (B-, B2) | 04/09/27 | 8.992 | 9,336,100 | |||||||||||
| 10,205 | Ditech Holding Corp.(2),(6),(7),(10) | (NR, WR) | 06/30/22 | 0.000 | 612,298 | |||||||||||
| 1,202 | EIG Management Co. LLC, 1 mo. USD Term SOFR + 3.750%(1) | (BB, Ba2) | 02/22/25 | 9.169 | 1,202,411 | |||||||||||
| 13,399 | Galaxy U.S. Opco, Inc., 1 mo. USD Term SOFR + 4.750%(1) | (B-, B3) | 04/29/29 | 10.069 | 12,678,567 | |||||||||||
| 7,012 | Hudson River Trading LLC, 3 mo. USD Term SOFR + 3.000%(1) | (BB-, Ba3) | 03/20/28 | 8.631 | 6,894,331 | |||||||||||
| 3,306 | Jane Street Group LLC, 1 mo. USD Term SOFR + 2.750%(1) | (BB, Ba2) | 01/26/28 | 8.183 | 3,302,571 | |||||||||||
| 4,994 | Jump Financial LLC, 3 mo. USD Term SOFR + 4.500%(1),(2) | (BB-, Ba2) | 08/07/28 | 10.003 | 4,868,834 | |||||||||||
| 2,076 | Kestra Advisor Services Holdings A, Inc., 3 mo. USD Term SOFR + 4.250%(1) | (B-, B2) | 06/03/26 | 9.592 | 2,073,303 | |||||||||||
| 494 | KREF Holdings X LLC, 1 mo. USD Term SOFR + 3.500%(1),(2) | (B+, Ba3) | 09/01/27 | 8.808 | 478,922 | |||||||||||
| 5,616 | Mariner Wealth Advisors LLC, 3 mo. USD Term SOFR + 3.250%(1),(2) | (B-, Ba3) | 08/18/28 | 8.492 | 5,489,263 | |||||||||||
Credit Suisse Floating Rate High Income Fund
Schedule of Investments (continued)
July 31, 2023 (unaudited)
| Par (000) | Ratings† (S&P/Moody's) | Maturity | Rate% | Value | ||||||||||||
| BANK LOANS (continued) | ||||||||||||||||
| Investments & Misc. Financial Services (continued) | ||||||||||||||||
| $ | 2,295 | Resolute Investment Managers, Inc., 3 mo. USD LIBOR + 4.250%(1),(2) | (CC, Caa2) | 04/30/24 | 9.788 | $ | 1,434,358 | |||||||||
| 8,457 | Sedgwick Claims Management Services, Inc., 1 mo. USD Term SOFR + 3.750%(1) | (B, B2) | 02/24/28 | 9.069 | 8,438,831 | |||||||||||
| 8,903 | VFH Parent LLC, 1 mo. USD Term SOFR + 3.000%(1) | (B+, Ba3) | 01/13/29 | 8.405 | 8,873,884 | |||||||||||
| 99,127,459 | ||||||||||||||||
| Machinery (3.3%) | ||||||||||||||||
| 5,673 | 19th Holdings Golf LLC, 1 mo. USD Term SOFR + 3.350%(1),(2) | (B, B1) | 02/07/29 | 8.491 | 5,630,155 | |||||||||||
| 2,841 | Alloy Finco Ltd., 3 mo. GBP LIBOR + 6.750%(1),(11) | (NR, Caa1) | 03/06/24 | 11.714 | 3,555,152 | |||||||||||
| 3,347 | Alloy Finco Ltd., 3 mo. USD LIBOR + 6.500%(1) | (NR, Caa1) | 03/06/24 | 12.131 | 3,250,093 | |||||||||||
| 4,522 | Alloy Finco Ltd. (GBP Holdco PIK Term Loan), 0.500% Cash, 13.500% PIK(3),(11) | (NR, NR) | 03/06/25 | 14.000 | 5,439,485 | |||||||||||
| 4,918 | Alloy Finco Ltd. (USD Holdco PIK Term Loan), 0.500% Cash, 13.500% PIK(3),(8) | (NR, NR) | 03/06/25 | 14.000 | 4,613,570 | |||||||||||
| 6,434 | CMBF LLC, 1 mo. USD Term SOFR + 6.000%(1),(2) | (B, B3) | 08/02/28 | 11.369 | 6,445,668 | |||||||||||
| 10,313 | CPM Holdings, Inc., 1 mo. USD LIBOR + 3.500%(1) | (B, B2) | 11/17/25 | 8.727 | 10,332,219 | |||||||||||
| 1,578 | CPM Holdings, Inc., 1 mo. USD LIBOR + 8.250%(1),(8) | (B-, Caa2) | 11/16/26 | 13.477 | 1,574,657 | |||||||||||
| 351 | Griffon Corp., 3 mo. USD Term SOFR + 2.250%(1) | (BB, Ba2) | 01/24/29 | 7.639 | 350,661 | |||||||||||
| 5,576 | LSF12 Badger Bidco LLC(2),(5) | (B, B2) | 07/25/30 | 0.000 | 5,471,368 | |||||||||||
| 3,696 | LTI Holdings, Inc., 1 mo. USD Term SOFR + 6.750%(1),(8) | (CCC+, Caa2) | 09/06/26 | 12.183 | 3,252,352 | |||||||||||
| 10,713 | LTI Holdings, Inc., 1 mo. USD Term SOFR + 3.500%(1) | (B-, B2) | 09/06/25 | 8.933 | 10,347,776 | |||||||||||
| 5,950 | LTI Holdings, Inc., 1 mo. USD Term SOFR + 4.750%(1) | (B-, B2) | 07/24/26 | 10.183 | 5,790,955 | |||||||||||
| 4,538 | Pro Mach Group, Inc., 1 mo. USD LIBOR + 4.000%(1) | (B-, B1) | 08/31/28 | 9.433 | 4,548,350 | |||||||||||
| 70,602,461 | ||||||||||||||||
| Media - Diversified (0.5%) | ||||||||||||||||
| 1,593 | Cast & Crew Payroll LLC, 1 mo. USD Term SOFR + 3.500%(1) | (B, B1) | 02/09/26 | 8.933 | 1,565,402 | |||||||||||
| 3,069 | Technicolor Creative Studios, 3 mo. EUR EURIBOR + 5.000%(1),(2),(4) | (NR, NR) | 06/08/33 | 8.486 | — | |||||||||||
| 1,454 | Technicolor Creative Studios, 6 mo. EUR EURIBOR + 0.500%(1),(4) | (NR, NR) | 07/31/26 | 4.318 | 1,587,141 | |||||||||||
| 1,360 | Technicolor Creative Studios, 6 mo. EUR EURIBOR + 0.500%(1),(4) | (NR, NR) | 07/31/26 | 4.472 | 1,484,819 | |||||||||||
| 7,599 | Technicolor Creative Studios, 3 mo. EUR EURIBOR + 5.000%(1),(2),(4) | (NR, NR) | 06/08/30 | 8.476 | 4,869,770 | |||||||||||
| 9,507,132 | ||||||||||||||||
| Media Content (0.2%) | ||||||||||||||||
| 4,733 | Recorded Books, Inc., 1 mo. USD Term SOFR + 4.000%(1) | (B-, B3) | 08/29/25 | 9.319 | 4,742,677 | |||||||||||
| Medical Products (2.7%) | ||||||||||||||||
| 7,258 | Artivion, Inc., 3 mo. USD Term SOFR + 3.500%(1) | (B-, B2) | 06/01/27 | 9.003 | 6,999,671 | |||||||||||
| 9,031 | Covetrus, Inc., 3 mo. USD Term SOFR + 5.000%(1) | (B-, B1) | 10/13/29 | 10.242 | 8,745,232 | |||||||||||
| 3,651 | Femur Buyer, Inc., 3 mo. USD LIBOR + 4.500%(1) | (CCC+, Caa1) | 03/05/26 | 10.003 | 3,409,006 | |||||||||||
| 7,308 | Femur Buyer, Inc., 3 mo. USD Term SOFR + 5.500%(1),(2) | (CCC+, NR) | 08/05/25 | 11.003 | 6,595,530 | |||||||||||
| 5,634 | Maravai Intermediate Holdings LLC, 3 mo. USD Term SOFR + 3.000%(1) | (B+, B1) | 10/19/27 | 8.320 | 5,634,835 | |||||||||||
| 11,078 | Medline Borrower LP, 1 mo. USD Term SOFR + 3.250%(1) | (B+, B1) | 10/23/28 | 8.683 | 10,978,829 | |||||||||||
| 7,051 | Sotera Health Holdings LLC, 1 mo. USD Term SOFR + 2.750%(1) | (BB-, B1) | 12/11/26 | 8.183 | 6,995,076 | |||||||||||
| 6,565 | Viant Medical Holdings, Inc., 1 mo. USD LIBOR + 3.750%(1) | (CCC+, B3) | 07/02/25 | 9.183 | 6,426,760 | |||||||||||
| 1,500 | Viant Medical Holdings, Inc., 1 mo. USD LIBOR + 7.750%(1),(8) | (CCC-, Caa3) | 07/02/26 | 13.183 | 1,352,820 | |||||||||||
| 57,137,759 | ||||||||||||||||
| Oil Refining & Marketing (0.6%) | ||||||||||||||||
| 11,780 | EG Finco Ltd., 2 mo. EUR EURIBOR + 4.000%(1),(4) | (B-, WR) | 02/07/25 | 7.636 | 12,953,469 | |||||||||||
| Packaging (2.3%) | ||||||||||||||||
| 4,252 | Altium Packaging LLC, 1 mo. USD Term SOFR + 2.750%(1) | (B+, B2) | 02/03/28 | 8.183 | 4,230,738 | |||||||||||
| 2,058 | Anchor Glass Container Corp., 3 mo. USD LIBOR + 7.750%(1),(8) | (D, Ca) | 12/07/24 | 13.042 | 840,911 | |||||||||||
| 3,798 | Anchor Glass Container Corp., 3 mo. USD LIBOR + 2.750%(1) | (D, Caa1) | 12/07/23 | 7.960 - 8.042 | 2,931,224 | |||||||||||
| 2,890 | Anchor Glass Container Corp., 3 mo. USD LIBOR + 5.000%(1),(2) | (D, Caa1) | 12/07/23 | 10.210 | 2,254,122 | |||||||||||
| 5,176 | Berry Global, Inc., 3 mo. USD Term SOFR + 1.750%(1) | (BBB-, Ba1) | 07/01/26 | 7.293 | 5,177,778 | |||||||||||
| 5,738 | Mauser Packaging Solutions Holding Co.(1) | (B, B2) | 08/14/26 | 9.141 | 5,736,697 | |||||||||||
| 18,730 | Proampac PG Borrower LLC, 3 mo. USD Term SOFR + 3.750%(1) | (B-, B3) | 11/03/25 | 9.141 - 9.320 | 18,678,882 | |||||||||||
| 5,390 | Technimark Holdings LLC, 1 mo. USD Term SOFR + 3.750%(1) | (B-, B2) | 07/09/28 | 9.170 | 5,349,602 | |||||||||||
Credit Suisse Floating Rate High Income Fund
Schedule of Investments (continued)
July 31, 2023 (unaudited)
| Par (000) | Ratings† (S&P/Moody's) | Maturity | Rate% | Value | ||||||||||||
| BANK LOANS (continued) | ||||||||||||||||
| Packaging (continued) | ||||||||||||||||
| $ | 3,770 | TricorBraun Holdings, Inc., 1 mo. USD Term SOFR + 3.250%(1) | (B-, B2) | 03/03/28 | 8.683 | $ | 3,728,949 | |||||||||
| 48,928,903 | ||||||||||||||||
| Personal & Household Products (1.9%) | ||||||||||||||||
| 601 | ABG Intermediate Holdings 2 LLC, 1 mo. USD Term SOFR + 6.000%(1) | (CCC+, Caa1) | 12/20/29 | 11.419 | 590,374 | |||||||||||
| 3,665 | ABG Intermediate Holdings 2 LLC, 1 mo. USD Term SOFR + 3.500%(1) | (B, B1) | 12/21/28 | 8.919 | 3,668,135 | |||||||||||
| 3,831 | ABG Intermediate Holdings 2 LLC(9) | (B, B1) | 12/21/28 | 4.000 | 3,840,561 | |||||||||||
| 11,686 | ABG Intermediate Holdings 2 LLC, 1 mo. USD Term SOFR + 4.000%(1) | (B, B1) | 12/21/28 | 9.419 | 11,713,711 | |||||||||||
| 8,000 | Keter Group BV, 3 mo. EUR EURIBOR + 4.250%(1),(4) | (CCC, Caa2) | 10/31/23 | 7.964 | 8,211,839 | |||||||||||
| 6,180 | Keter Group BV, 3 mo. EUR EURIBOR + 4.250%(1),(4) | (CCC, Caa2) | 10/31/23 | 7.712 | 6,343,646 | |||||||||||
| 4,685 | Serta Simmons Bedding LLC, 3 mo. USD Term SOFR + 7.500%(1) | (NR, NR) | 06/30/28 | 12.739 | 4,706,436 | |||||||||||
| 39,074,702 | ||||||||||||||||
| Pharmaceuticals (1.6%) | ||||||||||||||||
| 6,490 | Alkermes, Inc., 1 mo. USD Term SOFR + 2.500%(1),(2) | (BB, Ba3) | 03/12/26 | 7.836 | 6,376,300 | |||||||||||
| 9,214 | Certara LP, 1 mo. USD LIBOR + 3.500%(1) | (B+, B1) | 08/15/26 | 8.976 | 9,237,438 | |||||||||||
| 10,249 | Horizon Therapeutics USA, Inc., 1 mo. USD Term SOFR + 1.750%(1) | (BB+, Ba1) | 03/15/28 | 7.156 | 10,246,777 | |||||||||||
| 5,443 | ICON Luxembourg Sarl, 3 mo. USD Term SOFR + 2.250%(1) | (BB+, Ba1) | 07/03/28 | 7.753 | 5,454,246 | |||||||||||
| 1,356 | PRA Health Sciences, Inc., 3 mo. USD Term SOFR + 2.250%(1) | (BB+, Ba1) | 07/03/28 | 7.753 | 1,358,929 | |||||||||||
| 32,673,690 | ||||||||||||||||
| Rail (0.2%) | ||||||||||||||||
| 4,400 | Genesee & Wyoming, Inc., 3 mo. USD Term SOFR + 2.000%(1) | (BB+, Ba2) | 12/30/26 | 7.342 | 4,403,732 | |||||||||||
| Real Estate Development & Management (0.3%) | ||||||||||||||||
| 6,378 | BIFM CA Buyer, Inc., 1 mo. USD Term SOFR + 3.500%(1) | (B, B2) | 06/01/26 | 8.933 | 6,380,722 | |||||||||||
| Real Estate Investment Trusts (0.7%) | ||||||||||||||||
| 8,893 | Claros Mortgage Trust, Inc., 1 mo. USD Term SOFR + 4.500%(1),(2) | (B+, Ba3) | 08/09/26 | 9.855 | 8,581,634 | |||||||||||
| 3,521 | Starwood Property Trust, Inc., 1 mo. USD Term SOFR + 3.250%(1) | (BB, Ba2) | 07/26/26 | 8.669 | 3,514,638 | |||||||||||
| 2,298 | Starwood Property Trust, Inc., 1 mo. USD Term SOFR + 3.250%(1) | (BB, Ba2) | 11/18/27 | 8.569 | 2,294,152 | |||||||||||
| 14,390,424 | ||||||||||||||||
| Recreation & Travel (1.5%) | ||||||||||||||||
| 2,154 | Bulldog Purchaser, Inc., 1 mo. USD Term SOFR + 7.750%(1) | (CCC-, Caa3) | 09/04/26 | 13.169 | 1,737,884 | |||||||||||
| 6,925 | Bulldog Purchaser, Inc., 1 mo. USD Term SOFR + 3.750%(1) | (B-, B3) | 09/05/25 | 9.169 | 6,636,435 | |||||||||||
| 1,249 | Crown Finance U.S., Inc.(6),(7) | (NR, NR) | 02/28/25 | 0.000 | 137,589 | |||||||||||
| 4,728 | Crown Finance U.S., Inc.(6),(7) | (NR, NR) | 09/30/26 | 0.000 | 520,903 | |||||||||||
| 5,429 | Crown Finance U.S., Inc., 3 mo. USD Term SOFR + 10.000%(1) | (NR, NR) | 09/07/23 | 15.268 - 15.308 | 6,068,199 | |||||||||||
| 2,477 | Crown Finance U.S., Inc., 3 mo. USD Term SOFR + 8.500%(1) | (NR, NR) | 07/31/28 | 13.846 | 2,484,919 | |||||||||||
| 7,794 | Hornblower Sub LLC, 3 mo. USD LIBOR + 4.500%(1) | (CCC-, Caa2) | 04/27/25 | 10.481 | 4,040,074 | |||||||||||
| 5,773 | Hornblower Sub LLC, 3 mo. USD LIBOR + 8.125%(1) | (NR, NR) | 11/10/25 | 13.446 | 5,780,441 | |||||||||||
| 2,000 | Hornblower Sub LLC, 3 mo. USD LIBOR + 8.125%(1) | (NR, NR) | 11/10/25 | 13.443 | 2,002,510 | |||||||||||
| 2,000 | Hornblower Sub LLC, 3 mo. USD LIBOR + 8.125%(1) | (NR, NR) | 11/20/25 | 13.446 | 2,002,510 | |||||||||||
| 31,411,464 | ||||||||||||||||
| Restaurants (1.3%) | ||||||||||||||||
| 5,704 | 1011778 BC Unlimited Liability Co., 1 mo. USD LIBOR + 1.750%(1) | (BB+, Ba2) | 11/19/26 | 7.183 | 5,677,715 | |||||||||||
| 3,874 | Flynn Restaurant Group LP, 1 mo. USD Term SOFR + 4.250%(1) | (B, B2) | 12/01/28 | 9.683 | 3,865,066 | |||||||||||
| 6,510 | Fogo De Chao, Inc., 3 mo. USD LIBOR + 4.250%(1),(8) | (B-, Caa1) | 04/07/25 | 9.726 | 6,427,488 | |||||||||||
| 7,750 | IRB Holding Corp.(5) | (B+, B2) | 12/15/27 | 0.000 | 7,719,504 | |||||||||||
| 1,529 | K-Mac Holdings Corp., 1 mo. USD Term SOFR + 6.750%(1) | (CCC, Caa2) | 07/30/29 | 12.169 | 1,420,540 | |||||||||||
| 3,192 | Tacala LLC, 1 mo. USD LIBOR + 3.500%(1) | (B-, B2) | 02/05/27 | 8.933 | 3,169,753 | |||||||||||
| 28,280,066 | ||||||||||||||||
| Software - Services (16.1%) | ||||||||||||||||
| 13,344 | Applied Systems, Inc., 3 mo. USD Term SOFR + 4.500%(1) | (B-, B2) | 09/18/26 | 9.742 | 13,388,919 | |||||||||||
| 2,699 | AQA Acquisition Holding, Inc., 1 mo. USD Term SOFR + 4.250%,3 mo. USD Term SOFR + 4.250%(1) | (B-, B2) | 03/03/28 | 9.683 - 9.881 | 2,683,701 | |||||||||||
| 10,703 | Aston FinCo Sarl, 1 mo. USD Term SOFR + 4.250%(1),(2) | (B-, B3) | 10/09/26 | 9.569 | 9,364,725 | |||||||||||
| 8,837 | Astra Acquisition Corp., 1 mo. USD Term SOFR + 5.250%(1) | (B-, B1) | 10/25/28 | 10.683 | 6,688,204 | |||||||||||
Credit Suisse Floating Rate High Income Fund
Schedule of Investments (continued)
July 31, 2023 (unaudited)
| Par (000) | Ratings† (S&P/Moody's) | Maturity | Rate% | Value | ||||||||||||
| BANK LOANS (continued) | ||||||||||||||||
| Software - Services (continued) | ||||||||||||||||
| $ | 5,639 | Cardinal Parent, Inc., 3 mo. USD Term SOFR + 4.500%(1) | (CCC+, B3) | 11/12/27 | 9.892 | $ | 5,004,447 | |||||||||
| 18,488 | Ceridian HCM Holding, Inc., 3 mo. USD LIBOR + 2.500%(1) | (B+, Ba3) | 04/30/25 | 7.976 | 18,515,117 | |||||||||||
| 6,758 | CommerceHub, Inc., 3 mo. USD Term SOFR + 4.000%(1) | (B, B2) | 12/29/27 | 9.217 | 6,070,671 | |||||||||||
| 9,602 | ConnectWise LLC, 1 mo. USD Term SOFR + 3.500%(1) | (NR, B2) | 09/29/28 | 8.933 | 9,428,100 | |||||||||||
| 9,296 | Corel Corp., 3 mo. USD Term SOFR + 5.000%(1) | (B-, B2) | 07/02/26 | 10.364 | 8,699,513 | |||||||||||
| 5,749 | Cornerstone OnDemand, Inc., 3 mo. USD Term SOFR + 3.750%(1) | (B-, B2) | 10/16/28 | 9.253 | 5,341,065 | |||||||||||
| 3,587 | DCert Buyer, Inc., 3 mo. USD Term SOFR + 4.000%(1) | (B-, B2) | 10/16/26 | 9.264 | 3,577,609 | |||||||||||
| 2,083 | DCert Buyer, Inc., 3 mo. USD Term SOFR + 7.000%(1) | (CCC, Caa2) | 02/19/29 | 12.264 | 1,951,326 | |||||||||||
| 6,296 | E2open LLC, 1 mo. USD Term SOFR + 3.500%(1) | (B, B2) | 02/04/28 | 8.933 | 6,296,919 | |||||||||||
| 4,502 | EAB Global, Inc., 1 mo. USD Term SOFR + 3.500%, 3 mo. USD LIBOR + 3.500%(1) | (B-, B2) | 08/16/28 | 8.872 - 8.933 | 4,473,516 | |||||||||||
| 3,391 | Endure Digital, Inc., 3 mo. USD LIBOR + 3.500%(1) | (B, B2) | 02/10/28 | 8.792 | 3,228,042 | |||||||||||
| 2,580 | Epicor Software Corp., 1 mo. USD Term SOFR + 7.750%(1) | (CCC, Caa2) | 07/31/28 | 13.169 | 2,597,737 | |||||||||||
| 3,439 | EverCommerce, Inc., 1 mo. USD Term SOFR + 3.250%(1) | (B+, B1) | 07/06/28 | 8.683 | 3,444,132 | |||||||||||
| 17,674 | Finastra USA, Inc., 6 mo. USD LIBOR + 3.500%(1) | (CCC+, B3) | 06/13/24 | 9.038 - 9.231 | 17,173,519 | |||||||||||
| 13,332 | Finastra USA, Inc., 6 mo. USD LIBOR + 7.250%(1) | (CCC-, Caa3) | 06/13/25 | 12.981 | 12,240,450 | |||||||||||
| 10,989 | Flexera Software LLC, 1 mo. USD Term SOFR + 3.750%(1) | (B-, B1) | 03/03/28 | 9.183 | 10,853,257 | |||||||||||
| 420 | Genuine Financial Holdings LLC(5) | (B, B2) | 07/11/25 | 0.000 | 419,782 | |||||||||||
| 20,145 | Hyland Software, Inc., 1 mo. USD Term SOFR + 3.500%(1) | (B-, B2) | 07/01/24 | 8.933 | 20,107,702 | |||||||||||
| 3,273 | Hyland Software, Inc., 1 mo. USD Term SOFR + 6.250%(1) | (CCC, Caa2) | 07/07/25 | 11.683 | 3,256,967 | |||||||||||
| 4,888 | IGT Holding IV AB, 3 mo. USD Term SOFR + 3.400%(1) | (B, B2) | 03/31/28 | 8.712 | 4,858,981 | |||||||||||
| 2,933 | Instructure Holdings, Inc., 1 mo. USD Term SOFR + 2.750%(1) | (NR, B1) | 10/30/28 | 8.183 | 2,933,410 | |||||||||||
| 700 | Marcel LUX IV Sarl, 1 mo. USD Term SOFR + 4.000%(1),(2) | (BB-, B1) | 12/31/27 | 9.164 | 698,167 | |||||||||||
| 774 | Marcel LUX IV Sarl, 1 mo. USD Term SOFR + 3.250%(1),(2) | (BB-, B1) | 03/15/26 | 8.414 | 772,391 | |||||||||||
| 4,316 | Mitnick Corporate Purchaser, Inc., 3 mo. USD Term SOFR + 4.500%(1) | (B-, B3) | 05/02/29 | 9.969 | 4,104,525 | |||||||||||
| 6,710 | NAB Holdings LLC, 3 mo. USD Term SOFR + 3.000%(1) | (B+, B1) | 11/23/28 | 8.392 | 6,707,943 | |||||||||||
| 18,451 | Open Text Corp., 1 mo. USD Term SOFR + 3.500%(1) | (BBB-, Ba1) | 01/31/30 | 8.919 | 18,503,068 | |||||||||||
| 17,055 | Polaris Newco LLC, 3 mo. USD LIBOR + 4.000%(1) | (B-, B2) | 06/02/28 | 9.538 | 16,136,804 | |||||||||||
| 16,821 | Project Alpha Intermediate Holding, Inc., 1 mo. USD Term SOFR + 4.000%(1) | (B-, B3) | 04/26/24 | 9.319 | 16,831,896 | |||||||||||
| 2,871 | Project Boost Purchaser LLC, 1 mo. USD Term SOFR + 3.500%(1),(2) | (B-, B2) | 05/30/26 | 8.933 | 2,863,873 | |||||||||||
| 3,561 | Project Ruby Ultimate Parent Corp., 1 mo. USD Term SOFR + 3.250%(1) | (B, B2) | 03/10/28 | 8.683 | 3,521,050 | |||||||||||
| 15,210 | Quest Software U.S. Holdings, Inc., 3 mo. USD Term SOFR + 4.250%(1) | (CCC+, B2) | 02/01/29 | 9.769 | 12,437,107 | |||||||||||
| 800 | Redstone Holdco 2 LP, 1 mo. USD LIBOR + 7.750%(1) | (CCC, Caa3) | 04/27/29 | 13.180 | 506,284 | |||||||||||
| 8,228 | Redstone Holdco 2 LP, 1 mo. USD Term SOFR + 4.750%(1) | (B-, B3) | 04/27/28 | 10.162 | 6,344,931 | |||||||||||
| 1,584 | Rinchem Co., Inc., 3 mo. USD Term SOFR + 4.250%(1),(2) | (B-, B3) | 03/02/29 | 9.592 | 1,522,620 | |||||||||||
| 3,537 | SkillSoft Corp., 1 mo. USD Term SOFR + 5.250%(1) | (B-, B2) | 07/14/28 | 10.558 | 3,271,878 | |||||||||||
| 3,452 | Sovos Compliance LLC, 1 mo. USD Term SOFR + 4.500%(1) | (B-, B3) | 08/11/28 | 9.933 | 3,362,772 | |||||||||||
| 4,523 | SS&C European Holdings Sarl, 1 mo. USD Term SOFR + 1.750%(1) | (BB+, Ba2) | 04/16/25 | 7.183 | 4,526,050 | |||||||||||
| 4,559 | SS&C Technologies, Inc., (2018 Term Loan B3), 1 mo. USD Term SOFR + 1.750%(1) | (BB+, Ba2) | 04/16/25 | 7.183 | 4,562,507 | |||||||||||
| 495 | SS&C Technologies, Inc., (2018 Term Loan B5), 1 mo. USD Term SOFR + 1.750%(1) | (BB+, Ba2) | 04/16/25 | 7.183 | 495,237 | |||||||||||
| 9,549 | Storable, Inc., 1 mo. USD Term SOFR + 3.500%, 3 mo. USD Term SOFR + 3.500%(1) | (B, B2) | 04/17/28 | 8.742 - 8.837 | 9,445,392 | |||||||||||
| 3,980 | Symplr Software, Inc., 3 mo. USD Term SOFR + 4.500%(1) | (B-, B2) | 12/22/27 | 9.969 | 3,599,926 | |||||||||||
| 4,141 | Transact Holdings, Inc., 1 mo. USD Term SOFR + 4.250%(1) | (B, B2) | 04/30/26 | 9.683 | 4,126,297 | |||||||||||
| 975 | Ultimate Software Group, Inc., 3 mo. USD Term SOFR + 5.250%(1) | (CCC, Caa1) | 05/03/27 | 10.271 | 966,167 | |||||||||||
| 4,776 | Ultimate Software Group, Inc., 3 mo. USD Term SOFR + 3.250%(1) | (B-, B1) | 05/04/26 | 8.618 | 4,757,056 | |||||||||||
| 11,438 | Ultimate Software Group, Inc., 3 mo. USD Term SOFR + 3.750%(1) | (B-, B1) | 05/04/26 | 9.219 | 11,437,744 | |||||||||||
| 966 | Virtusa Corp., 1 mo. USD Term SOFR + 3.750%(1) | (B, B1) | 02/15/29 | 9.169 | 962,862 | |||||||||||
| 10,289 | Virtusa Corp., 3 mo. USD LIBOR + 3.750%(1) | (B, B1) | 02/11/28 | 9.331 | 10,262,527 | |||||||||||
| 3,236 | VS Buyer LLC, 1 mo. USD Term SOFR + 3.250%(1) | (B, B1) | 02/28/27 | 8.669 | 3,218,418 | |||||||||||
| 2,414 | World Wide Technology Holding Co. LLC, 1 mo. USD Term SOFR + 3.250%(1) | (BB, Ba3) | 03/01/30 | 8.491 | 2,406,406 | |||||||||||
| 340,949,709 | ||||||||||||||||
| Specialty Retail (0.2%) | ||||||||||||||||
| 4,513 | Mister Car Wash Holdings, Inc., 3 mo. USD Term SOFR + 3.000%(1) | (B, B2) | 05/14/26 | 8.325 | 4,512,318 | |||||||||||
| Steel Producers/Products (0.2%) | ||||||||||||||||
| 3,548 | Grinding Media, Inc., 3 mo. USD Term SOFR + 4.000%(1) | (B, B2) | 10/12/28 | 9.530 | 3,485,955 | |||||||||||
Credit Suisse Floating Rate High Income Fund
Schedule of Investments (continued)
July 31, 2023 (unaudited)
| Par (000) | Ratings† (S&P/Moody's) | Maturity | Rate% | Value | ||||||||||||
| BANK LOANS (continued) | ||||||||||||||||
| Steel Producers/Products (continued) | ||||||||||||||||
| $ | 818 | Zekelman Industries, Inc.(5) | (BB+, Ba3) | 01/24/27 | 0.000 | $ | 816,154 | |||||||||
| 4,302,109 | ||||||||||||||||
| Support - Services (4.7%) | ||||||||||||||||
| 11,948 | Allied Universal Holdco LLC, 1 mo. USD Term SOFR + 3.750%(1) | (B, B3) | 05/12/28 | 9.169 | 11,535,598 | |||||||||||
| 2,261 | Centuri Group, Inc., 1 mo. USD Term SOFR + 2.500%(1) | (B+, Ba2) | 08/27/28 | 7.805 | 2,260,720 | |||||||||||
| 7,746 | CoreLogic, Inc., 1 mo. USD Term SOFR + 3.500%(1) | (B-, B2) | 06/02/28 | 8.933 | 7,144,452 | |||||||||||
| 995 | Fugue Finance BV, 3 mo. USD Term SOFR + 4.500%(1) | (B, B1) | 01/31/28 | 9.764 | 996,769 | |||||||||||
| 10,000 | Fugue Finance BV, 3 mo. EUR EURIBOR + 4.750%(1),(4) | (B, B1) | 01/31/28 | 8.212 | 11,058,911 | |||||||||||
| 10,382 | Global Education Management Systems Establishment, 3 mo. USD Term SOFR + 5.000%(1) | (B, B2) | 07/31/26 | 10.525 | 10,418,524 | |||||||||||
| 3,557 | KUEHG Corp., 3 mo. USD Term SOFR + 5.000%(1) | (B, B2) | 06/12/30 | 10.242 | 3,545,463 | |||||||||||
| 4,430 | LaserShip, Inc., 2 mo. USD Term SOFR + 7.500%(1),(2) | (CCC-, Caa3) | 05/07/29 | 13.131 | 3,477,243 | |||||||||||
| 10,830 | LaserShip, Inc., 2 mo. USD Term SOFR + 4.500%(1) | (CCC+, B3) | 05/07/28 | 10.131 | 9,324,467 | |||||||||||
| 12,935 | Nuvei Technologies Corp., 1 mo. USD Term SOFR + 2.500%(1) | (BB-, Ba3) | 09/29/25 | 7.933 | 12,964,165 | |||||||||||
| 1,897 | Savage Enterprises LLC, 1 mo. USD Term SOFR + 3.250%(1) | (BB-, B1) | 09/15/28 | 8.683 | 1,899,341 | |||||||||||
| 7,730 | SRAM LLC, 1 mo. USD Term SOFR + 2.750%(1) | (BB-, B1) | 05/18/28 | 8.183 | 7,713,517 | |||||||||||
| 2,000 | Trans Union LLC(5) | (BBB-, Ba2) | 12/01/28 | 0.000 | 2,000,520 | |||||||||||
| 3,025 | TruGreen Ltd. Partnership, 3 mo. USD LIBOR + 8.500%(1) | (CCC, Caa3) | 11/02/28 | 14.131 | 1,857,864 | |||||||||||
| 11,658 | Wrench Group LLC, 3 mo. USD Term SOFR + 4.000%(1) | (B-, B2) | 04/30/26 | 9.503 | 11,639,824 | |||||||||||
| 500 | Wrench Group LLC, 3 mo. USD Term SOFR + 4.500%(1),(2) | (B-, B2) | 04/30/26 | 9.842 | 500,000 | |||||||||||
| 98,337,378 | ||||||||||||||||
| Tech Hardware & Equipment (1.2%) | ||||||||||||||||
| 13,221 | Atlas CC Acquisition Corp., 3 mo. USD Term SOFR + 4.250%(1) | (B, Caa1) | 05/25/28 | 9.775 | 11,628,251 | |||||||||||
| 2,689 | Atlas CC Acquisition Corp., 3 mo. USD Term SOFR + 4.250%(1) | (B+, B1) | 05/25/28 | 9.775 | 2,365,068 | |||||||||||
| 7,073 | Ingram Micro, Inc., 3 mo. USD LIBOR + 3.500%(1) | (BB-, B1) | 06/30/28 | 9.038 | 7,066,364 | |||||||||||
| 5,005 | Vertiv Group Corp., 1 mo. USD Term SOFR + 2.750%(1) | (BB-, B1) | 03/02/27 | 7.977 | 5,013,383 | |||||||||||
| 26,073,066 | ||||||||||||||||
| Telecom - Wireless (0.8%) | ||||||||||||||||
| 5,058 | Eagle Broadband Investments LLC, 3 mo. USD Term SOFR + 3.000%(1) | (B+, B2) | 11/12/27 | 8.503 | 4,915,300 | |||||||||||
| 7,155 | SBA Senior Finance II LLC, 1 mo. USD Term SOFR + 1.750%(1) | (BBB-, Ba2) | 04/11/25 | 7.170 | 7,157,519 | |||||||||||
| 7,126 | Xplornet Communications, Inc., 1 mo. USD Term SOFR + 4.000%(1) | (CCC+, B2) | 10/02/28 | 9.433 | 5,800,812 | |||||||||||
| 17,873,631 | ||||||||||||||||
| Telecom - Wireline Integrated & Services (1.3%) | ||||||||||||||||
| 12,518 | Altice France SA, 3 mo. USD Term SOFR + 5.500%(1) | (B-, B2) | 08/15/28 | 10.808 | 10,370,443 | |||||||||||
| 17,249 | Patagonia Holdco LLC, 3 mo. USD Term SOFR + 5.750%(1) | (NR, B1) | 08/01/29 | 10.789 | 14,906,430 | |||||||||||
| 2,221 | TVC Albany, Inc., 1 mo. USD Term SOFR + 3.500%(1) | (B-, B2) | 07/23/25 | 8.933 | 2,139,645 | |||||||||||
| 948 | Voyage Australia Pty. Ltd., 3 mo. USD Term SOFR + 3.500%(1) | (BB-, B1) | 07/20/28 | 9.088 | 932,410 | |||||||||||
| 28,348,928 | ||||||||||||||||
| Theaters & Entertainment (1.5%) | ||||||||||||||||
| 4,791 | NAI Entertainment Holdings LLC, 1 mo. USD LIBOR + 2.500%(1),(8) | (B, B3) | 05/08/25 | 7.933 | 4,503,889 | |||||||||||
| 9,638 | UFC Holdings LLC, 3 mo. USD Term SOFR + 2.750%(1) | (B+, B2) | 04/29/26 | 8.369 | 9,639,519 | |||||||||||
| 17,788 | William Morris Endeavor Entertainment LLC, 1 mo. USD Term SOFR + 2.750%(1) | (B+, B3) | 05/18/25 | 8.183 | 17,788,751 | |||||||||||
| 31,932,159 | ||||||||||||||||
| Trucking & Delivery (0.1%) | ||||||||||||||||
| 1,619 | American Trailer World Corp., 1 mo. USD Term SOFR + 3.750%(1) | (B, B3) | 03/03/28 | 9.169 | 1,513,636 | |||||||||||
| TOTAL BANK LOANS (Cost $1,771,166,783) | 1,689,844,221 | |||||||||||||||
| CORPORATE BONDS (9.6%) | ||||||||||||||||
| Auto Parts & Equipment (0.1%) | ||||||||||||||||
| 3,000 | TI Automotive Finance PLC, Rule 144A, Company Guaranteed Notes (Callable 04/15/24 @ 101.88)(4),(12) | (B+, B3) | 04/15/29 | 3.750 | 2,757,665 | |||||||||||
| Brokerage (0.1%) | ||||||||||||||||
| 1,856 | StoneX Group, Inc., Rule 144A, Senior Secured Notes (Callable 08/31/23 @ 102.16)(12) | (BB-, Ba3) | 06/15/25 | 8.625 | 1,878,338 | |||||||||||
Credit Suisse Floating Rate High Income Fund
Schedule of Investments (continued)
July 31, 2023 (unaudited)
| Par (000) | Ratings† (S&P/Moody's) | Maturity | Rate% | Value | ||||||||||||
| CORPORATE BONDS (continued) | ||||||||||||||||
| Building & Construction (0.1%) | ||||||||||||||||
| $ | 2,895 | Pike Corp., Rule 144A, Company Guaranteed Notes (Callable 09/01/23 @ 102.75)(12) | (CCC+, B3) | 09/01/28 | 5.500 | $ | 2,608,323 | |||||||||
| Building Materials (0.4%) | ||||||||||||||||
| 2,535 | Advanced Drainage Systems, Inc., Rule 144A, Company Guaranteed Notes (Callable 07/15/25 @ 103.19)(12) | (BB-, Ba2) | 06/15/30 | 6.375 | 2,511,799 | |||||||||||
| 700 | Foundation Building Materials, Inc., Rule 144A, Company Guaranteed Notes (Callable 03/01/24 @ 103.00)(12) | (CCC+, Caa1) | 03/01/29 | 6.000 | 607,248 | |||||||||||
| 2,974 | GYP Holdings III Corp., Rule 144A, Company Guaranteed Notes (Callable 05/01/24 @ 102.31)(12) | (B, B1) | 05/01/29 | 4.625 | 2,659,663 | |||||||||||
| 3,000 | MIWD Holdco II LLC/MIWD Finance Corp., Rule 144A, Company Guaranteed Notes (Callable 02/01/25 @ 102.75)(12),(13) | (B, B3) | 02/01/30 | 5.500 | 2,538,285 | |||||||||||
| 8,316,995 | ||||||||||||||||
| Cable & Satellite TV (0.4%) | ||||||||||||||||
| 1,000 | CSC Holdings LLC, Rule 144A, Company Guaranteed Notes (Callable 11/15/26 @ 102.25)(12) | (B, B2) | 11/15/31 | 4.500 | 718,416 | |||||||||||
| 9,000 | Telenet Finance Luxembourg Notes Sarl, Rule 144A, Senior Secured Notes (Callable 08/11/23 @ 102.75)(12) | (BB-, Ba3) | 03/01/28 | 5.500 | 8,292,150 | |||||||||||
| 9,010,566 | ||||||||||||||||
| Chemicals (0.6%) | ||||||||||||||||
| 4,000 | Herens Holdco Sarl, Rule 144A, Senior Secured Notes (Callable 05/15/24 @ 102.38)(12) | (B-, B2) | 05/15/28 | 4.750 | 3,048,362 | |||||||||||
| 4,750 | Polar U.S. Borrower LLC/Schenectady International Group, Inc., Rule 144A, Senior Unsecured Notes (Callable 08/31/23 @ 103.38)(12) | (CCC, Caa2) | 05/15/26 | 6.750 | 2,773,976 | |||||||||||
| 8,000 | Vibrantz Technologies, Inc., Rule 144A, Senior Unsecured Notes (Callable 02/15/25 @ 104.50)(12),(13) | (CCC+, Caa2) | 02/15/30 | 9.000 | 6,530,240 | |||||||||||
| 12,352,578 | ||||||||||||||||
| Consumer/Commercial/Lease Financing (0.1%) | ||||||||||||||||
| 2,500 | Cargo Aircraft Management, Inc., Rule 144A, Company Guaranteed Notes (Callable 08/16/23 @ 102.38)(12) | (BB, Ba2) | 02/01/28 | 4.750 | 2,225,969 | |||||||||||
| Diversified Capital Goods (0.1%) | ||||||||||||||||
| 3,367 | Atkore, Inc., Rule 144A, Senior Unsecured Notes (Callable 06/01/26 @ 102.13)(12) | (BB, Ba2) | 06/01/31 | 4.250 | 2,915,990 | |||||||||||
| Electronics (0.1%) | ||||||||||||||||
| 1,637 | Synaptics, Inc., Rule 144A, Company Guaranteed Notes (Callable 06/15/24 @ 102.00)(12),(13) | (B+, Ba3) | 06/15/29 | 4.000 | 1,414,846 | |||||||||||
| Gas Distribution (0.2%) | ||||||||||||||||
| 1,000 | New Fortress Energy, Inc., Rule 144A, Senior Secured Notes (Callable 08/21/23 @ 103.38)(12) | (BB, B1) | 09/15/25 | 6.750 | 954,427 | |||||||||||
| 3,000 | New Fortress Energy, Inc., Rule 144A, Senior Secured Notes (Callable 08/31/23 @ 103.25)(12) | (BB, B1) | 09/30/26 | 6.500 | 2,756,325 | |||||||||||
| 3,710,752 | ||||||||||||||||
| Health Facility (0.1%) | ||||||||||||||||
| 1,250 | Option Care Health, Inc., Rule 144A, Company Guaranteed Notes (Callable 10/31/24 @ 102.19)(12) | (B-, B2) | 10/31/29 | 4.375 | 1,112,613 | |||||||||||
| Health Services (0.1%) | ||||||||||||||||
| 2,000 | RP Escrow Issuer LLC, Rule 144A, Senior Secured Notes (Callable 08/31/23 @ 102.63)(12) | (CCC+, B3) | 12/15/25 | 5.250 | 1,362,809 | |||||||||||
| Insurance Brokerage (0.8%) | ||||||||||||||||
| 4,750 | Jones Deslauriers Insurance Management, Inc., Rule 144A, Senior Secured Notes (Callable 03/15/26 @ 104.25)(12) | (B-, B2) | 03/15/30 | 8.500 | 4,849,369 | |||||||||||
| 4,000 | Jones Deslauriers Insurance Management, Inc., Rule 144A, Senior Unsecured Notes (Callable 12/15/25 @ 105.25)(12) | (CCC, Caa2) | 12/15/30 | 10.500 | 3,964,833 | |||||||||||
| 3,000 | NFP Corp., Rule 144A, Senior Secured Notes (Callable 10/01/25 @ 103.75)(12) | (B, B1) | 10/01/30 | 7.500 | 2,920,344 | |||||||||||
| 4,054 | NFP Corp., Rule 144A, Senior Unsecured Notes (Callable 08/31/23 @ 103.44)(12) | (CCC+, Caa2) | 08/15/28 | 6.875 | 3,593,682 | |||||||||||
Credit Suisse Floating Rate High Income Fund
Schedule of Investments (continued)
July 31, 2023 (unaudited)
| Par (000) | Ratings† (S&P/Moody's) | Maturity | Rate% | Value | ||||||||||||
| CORPORATE BONDS (continued) | ||||||||||||||||
| Insurance Brokerage (continued) | ||||||||||||||||
| $ | 2,200 | Ryan Specialty LLC, Rule 144A, Senior Secured Notes (Callable 02/01/25 @ 102.19)(12) | (BB-, B1) | 02/01/30 | 4.375 | $ | 1,949,064 | |||||||||
| 17,277,292 | ||||||||||||||||
| Investments & Misc. Financial Services (0.5%) | ||||||||||||||||
| 8,631 | Armor Holdco, Inc., Rule 144A, Company Guaranteed Notes (Callable 11/15/24 @ 104.25)(12) | (CCC+, Caa1) | 11/15/29 | 8.500 | 7,353,554 | |||||||||||
| 1,946 | Compass Group Diversified Holdings LLC, Rule 144A, Company Guaranteed Notes (Callable 04/15/24 @ 102.63)(12) | (B+, B1) | 04/15/29 | 5.250 | 1,773,331 | |||||||||||
| 3,000 | Compass Group Diversified Holdings LLC, Rule 144A, Senior Unsecured Notes (Callable 01/15/27 @ 102.50)(12) | (B+, B1) | 01/15/32 | 5.000 | 2,473,568 | |||||||||||
| 11,600,453 | ||||||||||||||||
| Machinery (0.3%) | ||||||||||||||||
| 6,508 | Arcosa, Inc., Rule 144A, Company Guaranteed Notes (Callable 04/15/24 @ 102.19)(12) | (BB, Ba2) | 04/15/29 | 4.375 | 5,864,258 | |||||||||||
| Metals & Mining - Excluding Steel (0.2%) | ||||||||||||||||
| 2,975 | ERO Copper Corp., Rule 144A, Company Guaranteed Notes (Callable 02/15/25 @ 103.25)(12) | (B, B1) | 02/15/30 | 6.500 | 2,621,674 | |||||||||||
| 3,154 | Taseko Mines Ltd., Rule 144A, Senior Secured Notes (Callable 08/31/23 @ 103.50)(12),(13) | (B-, B3) | 02/15/26 | 7.000 | 2,910,447 | |||||||||||
| 5,532,121 | ||||||||||||||||
| Packaging (0.4%) | ||||||||||||||||
| 2,000 | Chart Industries, Inc., Rule 144A, Senior Secured Notes (Callable 01/01/26 @ 103.75)(12) | (B+, Ba3) | 01/01/30 | 7.500 | 2,044,790 | |||||||||||
| 6,675 | TriMas Corp., Rule 144A, Company Guaranteed Notes (Callable 04/15/24 @ 102.06)(12) | (BB-, Ba3) | 04/15/29 | 4.125 | 5,917,712 | |||||||||||
| 7,962,502 | ||||||||||||||||
| Personal & Household Products (0.1%) | ||||||||||||||||
| 1,700 | MajorDrive Holdings IV LLC, Rule 144A, Senior Unsecured Notes (Callable 06/01/24 @ 103.19)(12),(13) | (CCC+, Caa2) | 06/01/29 | 6.375 | 1,392,683 | |||||||||||
| Pharmaceuticals (0.1%) | ||||||||||||||||
| 1,950 | Syneos Health, Inc., Rule 144A, Company Guaranteed Notes (Callable 01/15/24 @ 101.81)(12) | (BB-, B1) | 01/15/29 | 3.625 | 1,932,273 | |||||||||||
| Real Estate Investment Trusts (0.2%) | ||||||||||||||||
| 3,887 | Starwood Property Trust, Inc., Rule 144A, Senior Unsecured Notes (Callable 01/15/26 @ 100.00)(12) | (BB-, Ba3) | 07/15/26 | 3.625 | 3,452,297 | |||||||||||
| Recreation & Travel (0.4%) | ||||||||||||||||
| 4,000 | SeaWorld Parks & Entertainment, Inc., Rule 144A, Company Guaranteed Notes (Callable 08/15/24 @ 102.63)(12),(13) | (B, B2) | 08/15/29 | 5.250 | 3,603,600 | |||||||||||
| 3,625 | Six Flags Entertainment Corp., Rule 144A, Company Guaranteed Notes (Callable 05/15/26 @ 103.63)(12) | (B, B3) | 05/15/31 | 7.250 | 3,465,957 | |||||||||||
| 1,672 | Speedway Motorsports LLC/Speedway Funding II, Inc., Rule 144A, Senior Unsecured Notes (Callable 08/31/23 @ 102.44)(12) | (BB, B2) | 11/01/27 | 4.875 | 1,549,982 | |||||||||||
| 8,619,539 | ||||||||||||||||
| Software - Services (1.4%) | ||||||||||||||||
| 1,500 | Elastic NV, Rule 144A, Senior Unsecured Notes (Callable 07/15/24 @ 102.06)(12) | (B+, B1) | 07/15/29 | 4.125 | 1,302,763 | |||||||||||
| 4,962 | Newfold Digital Holdings Group, Inc., Rule 144A, Senior Unsecured Notes (Callable 02/15/24 @ 103.00)(12) | (CCC+, Caa2) | 02/15/29 | 6.000 | 3,664,561 | |||||||||||
| 4,100 | Open Text Corp., Rule 144A, Company Guaranteed Notes (Callable 12/01/24 @ 101.94)(12) | (BB-, Ba3) | 12/01/29 | 3.875 | 3,472,136 | |||||||||||
| 9,180 | Presidio Holdings, Inc., Rule 144A, Company Guaranteed Notes (Callable 08/31/23 @ 104.13)(12),(13) | (CCC+, Caa1) | 02/01/28 | 8.250 | 8,913,481 | |||||||||||
| 11,561 | Virtusa Corp., Rule 144A, Senior Unsecured Notes (Callable 12/15/23 @ 103.56)(12) | (CCC+, Caa1) | 12/15/28 | 7.125 | 9,688,809 | |||||||||||
| 2,739 | ZoomInfo Technologies LLC/ZoomInfo Finance Corp., Rule 144A, Company Guaranteed Notes (Callable 02/01/24 @ 101.94)(12) | (B+, B1) | 02/01/29 | 3.875 | 2,356,836 | |||||||||||
| 29,398,586 | ||||||||||||||||
Credit Suisse Floating Rate High Income Fund
Schedule of Investments (continued)
July 31, 2023 (unaudited)
| Par (000) | Ratings† (S&P/Moody's) | Maturity | Rate% | Value | ||||||||||||
| CORPORATE BONDS (continued) | ||||||||||||||||
| Specialty Retail (0.2%) | ||||||||||||||||
| $ | 3,745 | Eagle Intermediate Global Holding BV/Eagle U.S. Finance LLC, Rule 144A, Senior Secured Notes (Callable 08/14/23 @ 101.88)(12) | (NR, Caa3) | 05/01/25 | 7.500 | $ | 2,495,106 | |||||||||
| 102 | Eagle Intermediate Global Holding BV/Eagle U.S. Finance LLC, Rule 144A, Senior Secured Notes (Callable 08/14/23 @ 101.88)(2),(10),(12) | (NR, NR) | 05/01/25 | 7.500 | 66,073 | |||||||||||
| 137 | Eagle Intermediate Global Holding BV/Ruyi U.S. Finance LLC (2),(10) | (NR, NR) | 05/01/25 | 0.000 | 72,541 | |||||||||||
| 1,850 | Group 1 Automotive, Inc., Rule 144A, Company Guaranteed Notes (Callable 08/31/23 @ 102.00)(12) | (BB+, Ba2) | 08/15/28 | 4.000 | 1,640,055 | |||||||||||
| 1,449 | Murphy Oil USA, Inc., Rule 144A, Company Guaranteed Notes (Callable 02/15/26 @ 101.88)(12) | (BB+, Ba2) | 02/15/31 | 3.750 | 1,231,143 | |||||||||||
| 5,504,918 | ||||||||||||||||
| Steel Producers/Products (0.2%) | ||||||||||||||||
| 4,348 | TMS International Corp., Rule 144A, Senior Unsecured Notes (Callable 04/15/24 @ 103.13)(12) | (B, Caa1) | 04/15/29 | 6.250 | 3,641,493 | |||||||||||
| Support - Services (1.7%) | ||||||||||||||||
| 5,251 | Allied Universal Holdco LLC/Allied Universal Finance Corp., Rule 144A, Senior Unsecured Notes (Callable 08/31/23 @ 102.44)(12) | (CCC+, Caa2) | 07/15/27 | 9.750 | 4,821,636 | |||||||||||
| 6,455 | Allied Universal Holdco LLC/Allied Universal Finance Corp., Rule 144A, Senior Unsecured Notes (Callable 06/01/24 @ 103.00)(12),(13) | (CCC+, Caa2) | 06/01/29 | 6.000 | 4,931,438 | |||||||||||
| 1,471 | Allied Universal Holdco LLC/Allied Universal Finance Corp./Atlas Luxco 4 Sarl, Rule 144A, Senior Secured Notes (Callable 06/01/24 @ 101.81)(4),(12) | (B, B3) | 06/01/28 | 3.625 | 1,305,185 | |||||||||||
| 3,557 | Allied Universal Holdco LLC/Allied Universal Finance Corp./Atlas Luxco 4 Sarl, Rule 144A, Senior Secured Notes (Callable 06/01/24 @ 102.31)(12) | (B, B3) | 06/01/28 | 4.625 | 3,020,089 | |||||||||||
| 11,000 | CoreLogic, Inc., Rule 144A, Senior Secured Notes (Callable 05/01/24 @ 102.25)(12) | (B-, B2) | 05/01/28 | 4.500 | 9,060,590 | |||||||||||
| 9,565 | GEMS MENASA Cayman Ltd./GEMS Education Delaware LLC, Rule 144A, Senior Secured Notes (Callable 09/01/23 @ 101.78)(12) | (B, B2) | 07/31/26 | 7.125 | 9,278,480 | |||||||||||
| 3,000 | White Cap Buyer LLC, Rule 144A, Senior Unsecured Notes (Callable 10/15/23 @ 103.44)(12) | (CCC+, Caa1) | 10/15/28 | 6.875 | 2,706,275 | |||||||||||
| 35,123,693 | ||||||||||||||||
| Telecom - Wireline Integrated & Services (0.6%) | ||||||||||||||||
| 3,775 | Altice France SA, Rule 144A, Senior Secured Notes (Callable 10/15/24 @ 102.75)(12) | (B-, B2) | 10/15/29 | 5.500 | 2,685,030 | |||||||||||
| 5,221 | LCPR Senior Secured Financing DAC, Rule 144A, Senior Secured Notes (Callable 08/31/23 @ 103.38)(12) | (B+, B1) | 10/15/27 | 6.750 | 4,888,372 | |||||||||||
| 3,000 | LCPR Senior Secured Financing DAC, Rule 144A, Senior Secured Notes (Callable 07/15/24 @ 102.56)(12) | (B+, B1) | 07/15/29 | 5.125 | 2,484,086 | |||||||||||
| 2,064 | Level 3 Financing, Inc., Rule 144A, Company Guaranteed Notes (Callable 08/31/23 @ 102.13)(12) | (B, B1) | 07/01/28 | 4.250 | 1,462,952 | |||||||||||
| 2,000 | Level 3 Financing, Inc., Rule 144A, Company Guaranteed Notes (Callable 01/15/24 @ 101.81)(12) | (B, B1) | 01/15/29 | 3.625 | 1,321,539 | |||||||||||
| 12,841,979 | ||||||||||||||||
| Transport Infrastructure/Services (0.1%) | ||||||||||||||||
| 2,200 | XPO, Inc., Rule 144A, Senior Secured Notes (Callable 06/01/25 @ 103.13)(12) | (BBB-, Ba1) | 06/01/28 | 6.250 | 2,182,356 | |||||||||||
| TOTAL CORPORATE BONDS (Cost $218,590,653) | 201,993,887 | |||||||||||||||
| ASSET BACKED SECURITIES (5.0%) | ||||||||||||||||
| Collateralized Debt Obligations (5.0%) | ||||||||||||||||
| 3,000 | ALM Ltd., 2020-1A, Rule 144A, 3 mo. USD Term SOFR + 6.262%(1),(12) | (BB-, NR) | 10/15/29 | 11.570 | 2,782,036 | |||||||||||
| 3,500 | Anchorage Capital CLO 16 Ltd., 2020-16A, Rule 144A, 3 mo. USD Term SOFR + 3.982%(1),(12) | (NR, NR) | 01/19/35 | 9.302 | 3,242,271 | |||||||||||
| 1,740 | Anchorage Capital CLO Ltd., 2018-10A, Rule 144A, 3 mo. USD Term SOFR + 1.462%(1),(12) | (AAA, NR) | 10/15/31 | 6.770 | 1,734,477 | |||||||||||
| 2,500 | Ares XXXIV CLO Ltd., 2015-2A, Rule 144A, 3 mo. USD Term SOFR + 1.512%(1),(12) | (AAA, Aaa) | 04/17/33 | 6.820 | 2,486,250 | |||||||||||
| 2,500 | Battalion CLO XXI Ltd., 2021-21A, Rule 144A, 3 mo. USD Term SOFR + 3.562%(1),(12) | (NR, Baa3) | 07/15/34 | 8.870 | 2,233,470 | |||||||||||
Credit Suisse Floating Rate High Income Fund
Schedule of Investments (continued)
July 31, 2023 (unaudited)
| Par (000) | Ratings† (S&P/Moody's) | Maturity | Rate% | Value | ||||||||||||
| ASSET BACKED SECURITIES (continued) | ||||||||||||||||
| Collateralized Debt Obligations (continued) | ||||||||||||||||
| $ | 1,750 | Benefit Street Partners CLO X Ltd., 2016-10A, Rule 144A, 3 mo. USD Term SOFR + 7.012%(1),(12) | (BB-, NR) | 04/20/34 | 12.338 | $ | 1,620,827 | |||||||||
| 2,100 | BlueMountain CLO Ltd., 2015-3A, Rule 144A, 3 mo. USD Term SOFR + 5.662%(1),(12) | (B+, NR) | 04/20/31 | 10.988 | 1,694,464 | |||||||||||
| 5,500 | BlueMountain CLO Ltd., 2016-2A, Rule 144A, 3 mo. USD LIBOR + 4.300%(1),(12) | (BBB-, NR) | 08/20/32 | 9.679 | 5,127,795 | |||||||||||
| 3,000 | BlueMountain Fuji U.S. CLO III Ltd., 2017-3A, Rule 144A, 3 mo. USD Term SOFR + 1.962%(1),(12) | (A, NR) | 01/15/30 | 7.270 | 2,900,033 | |||||||||||
| 2,446 | Capital Automotive LLC, 2017-1A, Rule 144A(12) | (A+, NR) | 04/15/47 | 4.180 | 2,381,332 | |||||||||||
| 750 | Carlyle Global Market Strategies CLO Ltd., 2014-3RA, Rule 144A, 3 mo. USD LIBOR + 5.400%(1),(12) | (BB-, NR) | 07/27/31 | 11.019 | 633,912 | |||||||||||
| 2,000 | Carlyle Global Market Strategies CLO Ltd., 2014-5A, Rule 144A, 3 mo. USD Term SOFR + 3.412%(1),(12) | (BBB-, NR) | 07/15/31 | 8.720 | 1,782,134 | |||||||||||
| 2,625 | CIFC Funding Ltd., 2014-1A, Rule 144A, 3 mo. USD Term SOFR + 6.112%(1),(12) | (B+, NR) | 01/18/31 | 11.422 | 2,379,257 | |||||||||||
| 4,000 | Crown Point CLO IV Ltd., 2018-4A, Rule 144A, 3 mo. USD Term SOFR + 3.012%(1),(12) | (NR, Baa3) | 04/20/31 | 8.338 | 3,638,399 | |||||||||||
| 3,992 | Dewolf Park CLO Ltd., 2017-1A, Rule 144A, 3 mo. USD Term SOFR + 1.182%(1),(12) | (NR, Aaa) | 10/15/30 | 6.490 | 3,972,613 | |||||||||||
| 1,750 | Dryden 86 CLO Ltd., 2020-86A, Rule 144A, 3 mo. USD Term SOFR + 3.462%(1),(12) | (BBB-, NR) | 07/17/34 | 8.770 | 1,636,906 | |||||||||||
| 7,000 | Galaxy XXII CLO Ltd., 2016-22A, Rule 144A, 3 mo. USD Term SOFR + 1.462%(1),(12) | (AAA, NR) | 04/16/34 | 6.770 | 6,901,412 | |||||||||||
| 5,000 | Galaxy XXVIII CLO Ltd., 2018-28A, Rule 144A, 3 mo. USD Term SOFR + 3.262%(1),(12) | (BBB-, NR) | 07/15/31 | 8.570 | 4,725,807 | |||||||||||
| 3,500 | Greywolf CLO II Ltd., 2013-1A, Rule 144A, 3 mo. USD Term SOFR + 4.460%(1),(12) | (BBB-, NR) | 04/15/34 | 9.768 | 3,163,867 | |||||||||||
| 2,800 | Greywolf CLO III Ltd., 2020-3RA, Rule 144A, 3 mo. USD Term SOFR + 2.710%(1),(12) | (A, NR) | 04/15/33 | 8.056 | 2,730,396 | |||||||||||
| 1,000 | Greywolf CLO III Ltd., 2020-3RA, Rule 144A, 3 mo. USD Term SOFR + 3.610%(1),(12) | (BBB-, NR) | 04/15/33 | 8.956 | 959,618 | |||||||||||
| 2,000 | Greywolf CLO III Ltd., 2020-3RA, Rule 144A, 3 mo. USD Term SOFR + 7.180%(1),(12) | (BB-, NR) | 04/15/33 | 12.526 | 1,864,303 | |||||||||||
| 3,390 | Greywolf CLO IV Ltd., 2019-1A, Rule 144A, 3 mo. USD Term SOFR + 3.910%(1),(12) | (BBB-, NR) | 04/17/34 | 9.218 | 3,154,677 | |||||||||||
| 3,950 | Greywolf CLO V Ltd., 2015-1A, Rule 144A, 3 mo. USD Term SOFR + 3.262%(1),(12) | (BBB-, NR) | 01/27/31 | 8.613 | 3,694,838 | |||||||||||
| 2,500 | KKR CLO 14 Ltd., Rule 144A, 3 mo. USD Term SOFR + 6.412%(1),(12) | (NR, B1) | 07/15/31 | 11.720 | 2,274,482 | |||||||||||
| 3,250 | KKR Financial CLO Ltd., 2013-1A, Rule 144A, 3 mo. USD Term SOFR + 6.342%(1),(12) | (NR, Ba3) | 04/15/29 | 11.650 | 2,965,773 | |||||||||||
| 1,900 | Marble Point CLO XVII Ltd., 2020-1A, Rule 144A, 3 mo. USD Term SOFR + 7.082%(1),(12) | (NR, Ba3) | 04/20/33 | 12.408 | 1,770,096 | |||||||||||
| 3,450 | Marble Point CLO XVIII Ltd., 2020-2A, Rule 144A, 3 mo. USD Term SOFR + 7.962%(1),(12) | (NR, Ba3) | 10/15/34 | 13.270 | 3,136,213 | |||||||||||
| 5,275 | Marble Point CLO XXIII Ltd., 2021-4A, Rule 144A, 3 mo. USD LIBOR + 5.750%(1),(12) | (NR, Ba1) | 01/22/35 | 11.357 | 4,830,949 | |||||||||||
| 2,250 | Octagon Investment Partners 26 Ltd., 2016-1A, Rule 144A, 3 mo. USD Term SOFR + 3.112%(1),(12) | (BBB-, NR) | 07/15/30 | 8.420 | 2,002,915 | |||||||||||
| 3,580 | Signal Peak CLO 5 Ltd., 2018-5A, Rule 144A, 3 mo. USD Term SOFR + 2.912%(1),(12) | (BBB-, NR) | 04/25/31 | 8.263 | 3,305,193 | |||||||||||
| 5,196 | Stratus CLO Ltd., 2021-1A, Rule 144A, 3 mo. USD Term SOFR + 1.062%(1),(12) | (NR, Aaa) | 12/29/29 | 6.388 | 5,165,647 | |||||||||||
| 3,000 | Venture 35 CLO Ltd., 2018-35A, Rule 144A, 3 mo. USD Term SOFR + 3.762%(1),(12) | (NR, Baa3) | 10/22/31 | 9.107 | 2,537,981 | |||||||||||
| 3,000 | Venture XIII CLO Ltd., 2013-13A, Rule 144A, 3 mo. USD LIBOR + 3.300%(1),(12) | (NR, A3) | 09/10/29 | 8.840 | 2,801,663 | |||||||||||
| 3,278 | Venture XXIII CLO Ltd., 2016-23A, Rule 144A, 3 mo. USD Term SOFR + 5.332%(1),(12) | (NR, Ba1) | 07/19/34 | 10.652 | 2,736,527 | |||||||||||
| 1,750 | Vibrant CLO 1X Ltd., 2018-9A, Rule 144A, 3 mo. USD Term SOFR + 3.462%(1),(12) | (NR, Baa3) | 07/20/31 | 8.788 | 1,499,799 | |||||||||||
| 1,500 | Vibrant CLO VI Ltd., 2017-6A, Rule 144A, 3 mo. USD LIBOR + 5.750%(1),(12) | (NR, Ba3) | 06/20/29 | 11.260 | 1,257,043 | |||||||||||
| 3,000 | Voya CLO Ltd., 2014-4A, Rule 144A, 3 mo. USD Term SOFR + 3.612%(1),(12) | (BBB-, NR) | 07/14/31 | 8.923 | 2,670,106 | |||||||||||
| TOTAL ASSET BACKED SECURITIES (Cost $113,467,595) | 106,395,481 | |||||||||||||||
Credit Suisse Floating Rate High Income Fund
Schedule of Investments (continued)
July 31, 2023 (unaudited)
| Shares | Value | |||||||
| COMMON STOCKS (1.0%) | ||||||||
| Auto Parts & Equipment (0.2%) | ||||||||
| 311,079 | Jason, Inc.(7) | $ | 3,732,948 | |||||
| Chemicals (0.6%) | ||||||||
| 31,756 | Project Investor Holdings LLC(2),(7),(8),(10) | 318 | ||||||
| 529,264 | Proppants Holdings LLC(2),(7),(8),(10) | 10,585 | ||||||
| 191,054 | Utex Industries(7) | 12,354,889 | ||||||
| 12,365,792 | ||||||||
| Energy - Exploration & Production (0.0%) | ||||||||
| 926,254 | PES Energy, Class A(2),(7),(8),(10) | 9,262 | ||||||
| Machinery (0.0%) | ||||||||
| 6,708,021 | Alloy Topco Ltd.(2),(7),(10),(11) | — | ||||||
| Personal & Household Products (0.1%) | ||||||||
| 196,189 | Serta Simmons Common(7) | 2,874,169 | ||||||
| Pharmaceuticals (0.0%) | ||||||||
| 156,133 | Akorn, Inc.(2),(7) | 42,937 | ||||||
| Private Placement (0.1%) | ||||||||
| 397,839 | Technicolor Creative Studios SA(7),(14) | 1,138,264 | ||||||
| 2,437,234 | Vantiva SA(7),(14) | 516,743 | ||||||
| 1,655,007 | ||||||||
| Software - Services (0.0%) | ||||||||
| 78,712 | Skillsoft Corp.(7),(13) | 103,900 | ||||||
| Specialty Retail (0.0%) | ||||||||
| 141 | Eagle Investments Holding Co. LLC, Class B(2),(7),(10) | 1 | ||||||
| Theaters & Entertainment (0.0%) | ||||||||
| 1,153,846 | Vantiva SA(4),(7) | 243,841 | ||||||
| TOTAL COMMON STOCKS (Cost $34,063,317) | 21,027,857 | |||||||
| WARRANTS (0.0%) | ||||||||
| Chemicals (0.0%) | ||||||||
| 132,316 | Project Investor Holdings LLC, expires 02/20/2022(2),(7),(8),(10) | — | ||||||
| Investments & Misc. Financial Services (0.0%) | ||||||||
| 85,017 | Altisource Solutions Sarl, expires 05/31/2027(2),(7),(10) | 195,539 | ||||||
| Private Placement (0.0%) | ||||||||
| 11,774,620 | Technicolor Creative Studios SA(7),(14) | 331,433 | ||||||
| Recreation & Travel (0.0%) | ||||||||
| 526,589 | Cineworld Group PLC, expires 12/21/2025(2),(7),(11) | — | ||||||
| TOTAL WARRANTS (Cost $68,804) | 526,972 | |||||||
| SHORT-TERM INVESTMENTS (7.4%) | ||||||||
| 137,150,438 | State Street Institutional U.S. Government Money Market Fund - Premier Class, 5.26% | 137,150,438 | ||||||
| 19,142,363 | State Street Navigator Securities Lending Government Money Market Portfolio, 5.34%(15) | 19,142,363 | ||||||
| TOTAL SHORT-TERM INVESTMENTS (Cost $156,292,801) | 156,292,801 | |||||||
| TOTAL INVESTMENTS AT VALUE (103.0%) (Cost $2,293,649,953) | 2,176,081,219 | |||||||
| LIABILITIES IN EXCESS OF OTHER ASSETS (-3.0%) | (63,296,534 | ) | ||||||
| NET ASSETS (100.0%) | $ | 2,112,784,685 | ||||||
| † | Credit ratings given by the S&P Global Ratings Division of S&P Global Inc. (“S&P”) and Moody’s Investors Service, Inc. ("Moody's") are unaudited. |
| (1) | Variable rate obligation - The interest rate shown is the rate in effect as of July 31, 2023. The rate may be subject to a cap and floor. |
| (2) | Security is valued using significant unobservable inputs. |
| (3) | PIK: Payment-in-kind security for which part of the income earned may be paid as additional principal. |
Credit Suisse Floating Rate High Income Fund
Schedule of Investments (continued)
July 31, 2023 (unaudited)
| (4) | This security is denominated in Euro. |
| (5) | The rates on certain variable rate securities are not based on a published reference rate and spread but are determined by the issuer or agent and are based on current market conditions. These securities do not indicate a reference rate and spread in their description above. The interest rate shown is the rate in effect as of July 31, 2023. |
| (6) | Bond is currently in default. |
| (7) | Non-income producing security. |
| (8) | Illiquid security. |
| (9) | All or a portion is an unfunded loan commitment. |
| (10) | Not readily marketable security; security is valued at fair value as determined in good faith by Credit Suisse Asset Management, LLC as the Fund's valuation designee under the oversight of the Board of Trustees. |
| (11) | This security is denominated in British Pound. |
| (12) | 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 July 31, 2023, these securities amounted to a value of $308,316,827 or 14.6% of net assets. |
| (13) | Security or portion thereof is out on loan. |
| (14) | Security is held through holdings of 100 shares of the CIG Special Purpose SPC - Credit Suisse Floating Rate High Income Fund Segregated Portfolio, an affiliated entity. |
| (15) | Represents security purchased with cash collateral received for securities on loan. |
| INVESTMENT ABBREVIATIONS |
| 1 mo. = 1 month |
| 2 mo. = 2 month |
| 3 mo. = 3 month |
| 6 mo. = 6 month |
| EURIBOR = Euro Interbank Offered Rate |
| LIBOR = London Interbank Offered Rate |
| NR = Not Rated |
| Sarl = société à responsabilité limitée |
| SOFR = Secured Overnight Financing Rate |
| WR = Withdrawn Rating |
Forward Foreign Currency Contracts
| Forward Currency to be Purchased | Forward Currency to be Sold | Expiration Date | Counterparty | Value on Settlement Date | Current Value/Notional | Unrealized Appreciation | ||||||||||||||
| EUR | 5,675,000 | USD | 5,723,577 | 09/27/23 | Deutsche Bank AG | $ | 5,723,577 | $ | 6,274,121 | $ | 550,544 | |||||||||
| EUR | 18,448,196 | USD | 18,791,157 | 09/27/23 | Morgan Stanley | 18,791,157 | 20,395,809 | 1,604,652 | ||||||||||||
| EUR | 3,320,000 | USD | 3,622,891 | 10/11/23 | Deutsche Bank AG | 3,622,891 | 3,673,019 | 50,128 | ||||||||||||
| EUR | 2,000,000 | USD | 2,180,022 | 10/11/23 | JPMorgan Chase | 2,180,022 | 2,212,662 | 32,640 | ||||||||||||
| GBP | 177,970 | USD | 224,365 | 10/11/23 | Barclays Bank PLC | 224,365 | 229,037 | 4,672 | ||||||||||||
| GBP | 6,823,949 | USD | 8,484,895 | 10/11/23 | Deutsche Bank AG | 8,484,895 | 8,782,030 | 297,135 | ||||||||||||
| USD | 465,341 | EUR | 417,390 | 09/27/23 | JPMorgan Chase | (465,341 | ) | (461,454 | ) | 3,887 | ||||||||||
| Total Unrealized Appreciation | $ | 2,543,658 | ||||||||||||||||||
Forward Foreign Currency Contracts
| Forward Currency to be Purchased | Forward Currency to be Sold | Expiration Date | Counterparty | Value on Settlement Date | Current Value/Notional | Unrealized Depreciation | ||||||||||||||
| USD | 7,468,983 | EUR | 6,934,802 | 09/27/23 | Barclays Bank PLC | $ | (7,468,983 | ) | $ | (7,666,924 | ) | $ | (197,941 | ) | ||||||
| USD | 639,373 | EUR | 595,000 | 09/27/23 | Deutsche Bank AG | (639,373 | ) | (657,815 | ) | (18,442 | ) | |||||||||
| USD | 98,859,126 | EUR | 99,165,329 | 09/27/23 | Morgan Stanley | (98,859,126 | ) | (109,634,414 | ) | (10,775,288 | ) | |||||||||
| USD | 12,273,726 | EUR | 11,111,360 | 10/11/23 | Deutsche Bank AG | (12,273,726 | ) | (12,292,843 | ) | (19,117 | ) | |||||||||
| USD | 302,833 | GBP | 235,683 | 10/11/23 | Barclays Bank PLC | (302,833 | ) | (303,310 | ) | (477 | ) | |||||||||
| USD | 14,860,672 | GBP | 13,275,888 | 10/11/23 | Deutsche Bank AG | (14,860,672 | ) | (17,085,304 | ) | (2,224,632 | ) | |||||||||
| USD | 278,025 | GBP | 222,877 | 10/11/23 | JPMorgan Chase | (278,025 | ) | (286,830 | ) | (8,805 | ) | |||||||||
| USD | 442,148 | GBP | 356,215 | 10/11/23 | Morgan Stanley | (442,148 | ) | (458,428 | ) | (16,280 | ) | |||||||||
| Total Unrealized Depreciation | $ | (13,260,982 | ) | |||||||||||||||||
| Total Net Unrealized Appreciation/(Depreciation) | $ | (10,717,324 | ) | |||||||||||||||||
Currency Abbreviations:
EUR = Euro
GBP = British Pound
USD = United States Dollar
SECURITY VALUATION — The Board of Trustees (the "Board") is responsible for the Fund's valuation process. The Board has delegated the supervision of the daily valuation process to Credit Suisse Asset Management, LLC, the Fund’s investment adviser (“Credit Suisse” or the “Adviser”), who has established a Pricing Committee and a Pricing Group, which, pursuant to the policies adopted by the Board, are responsible for making fair valuation determinations and overseeing the Fund's pricing policies. The net asset value of the Fund is determined daily as of the close of regular trading on the New York Stock Exchange, Inc. (the “Exchange”) on each day the Exchange is open for business. The valuations for fixed income securities (which may include, but are not limited to, corporate, government, municipal, mortgage-backed, collateralized mortgage obligations and asset-backed securities) and certain derivative instruments are typically the prices supplied by independent third party pricing services, which may use market prices or broker/dealer quotations or a variety of valuation techniques and methodologies. The independent third party pricing services use inputs that are observable such as issuer details, interest rates, yield curves, prepayment speeds, credit risks/spreads, default rates and quoted prices for similar securities. These pricing services generally price fixed income securities assuming orderly transactions of an institutional “round lot” size, but some trades occur in smaller “odd lot” sizes which may be effected at lower prices than institutional round lot trades. Structured note agreements are valued in accordance with a dealer-supplied valuation based on changes in the value of the underlying index. Futures contracts are valued daily at the settlement price established by the board of trade or exchange on which they are traded. Forward contracts are valued at the London closing spot rates and the London closing forward point rates on a daily basis. The currency forward contract pricing model derives the differential in point rates to the expiration date of the forward and calculates its present value. Equity securities for which market quotations are available are valued at the last reported sales price or official closing price on the primary market or exchange on which they trade. Investments in open-ended mutual funds are valued at the net asset value as reported on each business day and under normal circumstances. Securities for which market quotations are not readily available are valued at their fair value as determined in good faith by the Adviser, as the Board’s valuation designee (as defined in Rule 2a-5 under the 1940 Act), in accordance with the Adviser’s procedures. The Board oversees the Adviser in its role as valuation designee in accordance with the requirements of Rule 2a-5 under the 1940 Act. The Fund may utilize a service provided by an independent third party 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 Adviser to be unreliable, the market price may be determined by the Adviser using quotations from one or more brokers/dealers or at the transaction price if the security has recently been purchased and no value has yet been obtained from a pricing service or pricing broker. When reliable prices are not readily available, such as when the value of a security has been significantly affected by events after the close of the exchange or market on which the security is principally traded, but before the Fund calculates its net asset value, these securities will be fair valued in good faith by the Pricing Group, in accordance with procedures established by the Adviser.
The Fund uses valuation techniques to measure fair value that are consistent with the market approach and/or income approach, depending on the type of security and the particular circumstance. The market approach uses prices and other relevant information generated by market transactions involving identical or comparable securities. The income approach uses valuation techniques to discount estimated future cash flows to present value.
Generally accepted accounting principles in the United States of America (“GAAP”) established a disclosure hierarchy that categorizes the inputs to valuation techniques used to value assets and liabilities at each measurement date. These inputs are summarized in the three broad levels listed below:
| · | Level 1—quoted prices in active markets for identical investments | |
| · | Level 2—other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, credit risk, etc.) | |
| · | Level 3—significant unobservable inputs (including the Fund’s own assumptions in determining the fair value of investments) |
The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities.
The following is a summary of the inputs used as of July 31, 2023 in valuing the Fund’s assets and liabilities carried at fair value:
| Assets | Level 1 | Level 2 | Level 3 | Total | ||||||||||||
| Investments in Securities | ||||||||||||||||
| Bank Loans | $ | — | $ | 1,549,178,002 | $ | 140,666,219 | $ | 1,689,844,221 | ||||||||
| Corporate Bonds | — | 201,855,273 | 138,614 | 201,993,887 | ||||||||||||
| Asset Backed Securities | — | 106,395,481 | — | 106,395,481 | ||||||||||||
| Common Stocks | 2,978,069 | 17,986,685 | 63,103 | 21,027,857 | ||||||||||||
| Warrants | — | 331,433 | 195,539 | 526,972 | ||||||||||||
| Short-term Investments | 156,292,801 | — | — | 156,292,801 | ||||||||||||
| $ | 159,270,870 | $ | 1,875,746,874 | $ | 141,063,475 | $ | 2,176,081,219 | |||||||||
| Other Financial Instruments* | ||||||||||||||||
| Forward Foreign Currency Contracts | $ | — | $ | 2,543,658 | $ | — | $ | 2,543,658 | ||||||||
| Liabilities | ||||||||||||||||
| Other Financial Instruments* | ||||||||||||||||
| Forward Foreign Currency Contracts | $ | — | $ | 13,260,982 | $ | — | $ | 13,260,982 | ||||||||
| * | Other financial instruments include unrealized appreciation (depreciation) on forward foreign currency contracts. |
The following is a reconciliation of investments as of July 31, 2023 for which significant unobservable inputs were used in determining fair value.
| Bank Loans | Corporate Bonds | Common Stocks | Warrants | Total | ||||||||||||||||
| Balance as October 31, 2022 | $ | 237,117,588 | $ | 152,391 | $ | 15,563,673 | $ | 0 | (1) | $ | 252,833,652 | |||||||||
| Accrued discounts (premiums) | 127,685 | - | - | - | 127,685 | |||||||||||||||
| Purchases | 42,318,202 | - | 2,109,461 | - | 44,427,663 | |||||||||||||||
| Sales | (72,994,329 | ) | - | (705,353 | ) | - | (73,699,682 | ) | ||||||||||||
| Realized gain (loss) | (8,447,395 | ) | - | (449,019 | ) | - | (8,896,414 | ) | ||||||||||||
| Change in unrealized appreciation (depreciation) | 15,520,869 | (13,777 | ) | (410,759 | ) | 195,539 | 15,291,872 | |||||||||||||
| Transfers into Level 3 | 29,252,670 | - | 42,937 | - | 29,295,607 | |||||||||||||||
| Transfers out of Level 3 | (102,229,071 | ) | - | (16,087,837 | ) | - | (118,316,908 | ) | ||||||||||||
| Balance as of July 31, 2023 | $ | 140,666,219 | $ | 138,614 | $ | 63,103 | $ | 195,539 | $ | 141,063,475 | ||||||||||
| Net change in unrealized appreciation (depreciation) from investments still held as of July 31, 2023 | $ | 3,624,069 | $ | (13,777 | ) | $ | 539 | $ | 195,539 | $ | 3,806,370 | |||||||||
| (1) | Includes zero valued securities. |
Quantitative Disclosure About Significant Unobservable Inputs
| Fair Value | Valuation | Unobservable | Price Range | |||||||||
| Asset Class | At 07/31/2023 | Technique | Input | (Weighted Average)* | ||||||||
| Bank Loans | $ | 140,666,219 | Vendor Pricing | Single Broker Quote | $0.00 - $1.00 ($0.94) | |||||||
| Corporate Bonds | 138,614 | Income Approach | Expected Remaining Distribution | 0.53 - 0.65 (0.59) | ||||||||
| Common Stocks | 20,166 | Income Approach | Expected Remaining Distribution | 0.00 - 0.02 (0.01) | ||||||||
| 42,937 | Vendor Pricing | Single Broker Quote | 0.28 (N/A) | |||||||||
| Warrants | 195,539 | Income Approach | Expected Remaining Distribution | 0.00 - 2.30 (2.30) | ||||||||
| 0 | Vendor Pricing | Single Broker Quote | 0.00 (N/A) | |||||||||
* Weighted by relative fair value
Each fair value determination is based on a consideration of relevant factors, including both observable and unobservable inputs. Observable and unobservable inputs that Credit Suisse considers may include (i) the existence of any contractual restrictions on the disposition of securities; (ii) information obtained from the company, which may include an analysis of the company's financial statements, the company's products or intended markets or the company's technologies; (iii) the price of the same or similar security negotiated at arm's length in an issuer's completed subsequent round of financing; (iv) the price and extent of public trading in similar securities of the issuer or of comparable companies; or (v) a probability and time value adjusted analysis of contractual term. Where available and appropriate, multiple valuation methodologies are applied to confirm fair value. To the extent that valuation is based on models or inputs that are less observable or unobservable in the market, determining fair value requires more judgment. Because of the inherent uncertainty of valuation, those estimated values may be materially higher or lower than the values that would have been used had a ready market for the investments existed. Accordingly, the degree of judgment exercised by the Fund in determining fair value is greatest for investments categorized in Level 3. In some circumstances, the inputs used to measure fair value might be categorized within different levels of the fair value hierarchy. In those instances, the fair value measurement is categorized in its entirety in the fair value hierarchy based on the least observable input that is significant to the fair value measurement. Additionally, changes in the market environment and other events that may occur over the life of the investments may cause the gains or losses ultimately realized on these investments to be different from the valuations used at the date of these financial statements.
During the period ended July 31, 2023, $29,295,607 was transferred from Level 2 to Level 3 due to a lack of a pricing source supported by observable inputs and $118,316,908 was transferred from Level 3 to Level 2 as a result of the availability of a pricing source supported by observable inputs. All transfers, if any, are assumed to occur at the end of the reporting period.
Other information regarding the Fund is available in the most recent Report to Shareholders. This information is also available on the Fund's website at www.credit-suisse.com/us/funds, as well as on the website of the Securities and Exchange Commission at www.sec.gov.
Credit Suisse Strategic Income Fund
Schedule of Investments
July 31, 2023 (unaudited)
| Par (000) | Ratings† (S&P/Moody's) | Maturity | Rate% | Value | ||||||||||||
| CORPORATE BONDS (49.2%) | ||||||||||||||||
| Aerospace & Defense (0.4%) | ||||||||||||||||
| $ | 250 | Bombardier, Inc., Rule 144A, Senior Unsecured Notes (Callable 02/01/26 @ 103.75)(1) | (B, B2) | 02/01/29 | 7.500 | $ | 247,910 | |||||||||
| 1,000 | Science Applications International Corp., Rule 144A, Company Guaranteed Notes (Callable 08/31/23 @ 102.44)(1) | (BB-, B1) | 04/01/28 | 4.875 | 941,136 | |||||||||||
| 1,189,046 | ||||||||||||||||
| Auto Parts & Equipment (0.4%) | ||||||||||||||||
| 250 | Adient Global Holdings Ltd., Rule 144A, Senior Secured Notes (Callable 04/15/25 @ 103.50)(1) | (BB+, Ba3) | 04/15/28 | 7.000 | 252,084 | |||||||||||
| 1,000 | TI Automotive Finance PLC, Rule 144A, Company Guaranteed Notes (Callable 04/15/24 @ 101.88)(1),(2) | (B+, B3) | 04/15/29 | 3.750 | 919,222 | |||||||||||
| 1,171,306 | ||||||||||||||||
| Automakers (0.2%) | ||||||||||||||||
| 400 | Thor Industries, Inc., Rule 144A, Company Guaranteed Notes (Callable 10/15/24 @ 102.00)(1) | (BB-, B1) | 10/15/29 | 4.000 | 344,111 | |||||||||||
| 250 | Winnebago Industries, Inc., Rule 144A, Senior Secured Notes (Callable 08/31/23 @ 103.13)(1) | (BB+, Ba3) | 07/15/28 | 6.250 | 242,795 | |||||||||||
| 586,906 | ||||||||||||||||
| Brokerage (0.4%) | ||||||||||||||||
| 1,250 | StoneX Group, Inc., Rule 144A, Senior Secured Notes (Callable 08/31/23 @ 102.16)(1) | (BB-, Ba3) | 06/15/25 | 8.625 | 1,265,044 | |||||||||||
| Building & Construction (1.0%) | ||||||||||||||||
| 1,000 | Adams Homes, Inc., Rule 144A, Company Guaranteed Notes (Callable 08/16/23 @ 101.88)(1) | (B+, B2) | 02/15/25 | 7.500 | 986,492 | |||||||||||
| 2,000 | Pike Corp., Rule 144A, Company Guaranteed Notes (Callable 09/01/23 @ 102.75)(1) | (CCC+, B3) | 09/01/28 | 5.500 | 1,801,950 | |||||||||||
| 600 | TopBuild Corp., Rule 144A, Company Guaranteed Notes (Callable 10/15/26 @ 102.06)(1) | (BB+, Ba2) | 02/15/32 | 4.125 | 515,340 | |||||||||||
| 3,303,782 | ||||||||||||||||
| Building Materials (2.3%) | ||||||||||||||||
| 2,000 | Advanced Drainage Systems, Inc., Rule 144A, Company Guaranteed Notes (Callable 07/15/25 @ 103.19)(1) | (BB-, Ba2) | 06/15/30 | 6.375 | 1,981,695 | |||||||||||
| 500 | Builders FirstSource, Inc., Rule 144A, Company Guaranteed Notes (Callable 06/15/27 @ 103.19)(1) | (BB-, Ba2) | 06/15/32 | 6.375 | 497,735 | |||||||||||
| 1,805 | Foundation Building Materials, Inc., Rule 144A, Company Guaranteed Notes (Callable 03/01/24 @ 103.00)(1) | (CCC+, Caa1) | 03/01/29 | 6.000 | 1,565,834 | |||||||||||
| 1,447 | Masonite International Corp., Rule 144A, Company Guaranteed Notes (Callable 08/31/23 @ 102.69)(1) | (BB+, Ba2) | 02/01/28 | 5.375 | 1,376,083 | |||||||||||
| 1,808 | MIWD Holdco II LLC/MIWD Finance Corp., Rule 144A, Company Guaranteed Notes (Callable 02/01/25 @ 102.75)(1) | (B, B3) | 02/01/30 | 5.500 | 1,529,740 | |||||||||||
| 500 | Oscar AcquisitionCo LLC/Oscar Finance, Inc., Rule 144A, Senior Unsecured Notes (Callable 04/15/25 @ 104.75)(1) | (CCC+, Caa1) | 04/15/30 | 9.500 | 476,382 | |||||||||||
| 7,427,469 | ||||||||||||||||
| Cable & Satellite TV (1.5%) | ||||||||||||||||
| 2,000 | Altice Financing SA, Rule 144A, Senior Secured Notes (Callable 08/31/23 @ 102.50)(1) | (B, B3) | 01/15/28 | 5.000 | 1,548,686 | |||||||||||
| 1,600 | CCO Holdings LLC/CCO Holdings Capital Corp., Rule 144A, Senior Unsecured Notes (Callable 03/01/26 @ 103.69)(1) | (BB-, B1) | 03/01/31 | 7.375 | 1,591,777 | |||||||||||
| 300 | CSC Holdings LLC, Rule 144A, Company Guaranteed Notes (Callable 11/15/26 @ 102.25)(1) | (B, B2) | 11/15/31 | 4.500 | 215,525 | |||||||||||
| 500 | CSC Holdings LLC, Rule 144A, Senior Unsecured Notes (Callable 01/15/25 @ 102.88)(1) | (CCC+, Caa2) | 01/15/30 | 5.750 | 259,466 | |||||||||||
| 400 | Telenet Finance Luxembourg Notes Sarl, Rule 144A, Senior Secured Notes (Callable 08/11/23 @ 102.75)(1) | (BB-, Ba3) | 03/01/28 | 5.500 | 368,540 | |||||||||||
| 1,030 | UPC Broadband Finco BV, Rule 144A, Senior Secured Notes (Callable 07/15/26 @ 102.44)(1) | (BB-, B1) | 07/15/31 | 4.875 | 865,966 | |||||||||||
| 4,849,960 | ||||||||||||||||
| Chemicals (2.4%) | ||||||||||||||||
| 250 | Avient Corp., Rule 144A, Senior Unsecured Notes (Callable 08/31/23 @ 101.44)(1) | (BB-, Ba3) | 05/15/25 | 5.750 | 246,721 | |||||||||||
Credit Suisse Strategic Income Fund
Schedule of Investments (continued)
July 31, 2023 (unaudited)
| Par (000) |
Ratings† (S&P/Moody's) |
Maturity | Rate% | Value | ||||||||||||
| CORPORATE BONDS (continued) | ||||||||||||||||
| Chemicals (continued) | ||||||||||||||||
| $ | 750 | Avient Corp., Rule 144A, Senior Unsecured Notes (Callable 08/01/25 @ 103.56)(1) | (BB-, Ba3) | 08/01/30 | 7.125 | $ | 756,743 | |||||||||
| 500 | Herens Holdco Sarl, Rule 144A, Senior Secured Notes (Callable 05/15/24 @ 102.38)(1) | (B-, B2) | 05/15/28 | 4.750 | 381,045 | |||||||||||
| 1,400 | INEOS Finance PLC, Rule 144A, Senior Secured Notes (Callable 02/15/25 @ 103.38)(1),(3) | (BB, Ba2) | 05/15/28 | 6.750 | 1,337,000 | |||||||||||
| 450 | Olympus Water U.S. Holding Corp., Rule 144A, Senior Unsecured Notes (Callable 10/01/24 @ 103.13)(1),(3) | (CCC+, Caa2) | 10/01/29 | 6.250 | 332,161 | |||||||||||
| 2,550 | Polar U.S. Borrower LLC/Schenectady International Group, Inc., Rule 144A, Senior Unsecured Notes (Callable 08/31/23 @ 103.38)(1) | (CCC, Caa2) | 05/15/26 | 6.750 | 1,489,187 | |||||||||||
| 3,000 | Vibrantz Technologies, Inc., Rule 144A, Senior Unsecured Notes (Callable 02/15/25 @ 104.50)(1),(3) | (CCC+, Caa2) | 02/15/30 | 9.000 | 2,448,840 | |||||||||||
| 795 | WR Grace Holdings LLC, Rule 144A, Senior Secured Notes (Callable 03/01/26 @ 103.69)(1) | (B, B1) | 03/01/31 | 7.375 | 792,308 | |||||||||||
| 7,784,005 | ||||||||||||||||
| Consumer/Commercial/Lease Financing (0.4%) | ||||||||||||||||
| 1,500 | Cargo Aircraft Management, Inc., Rule 144A, Company Guaranteed Notes (Callable 08/16/23 @ 102.38)(1) | (BB, Ba2) | 02/01/28 | 4.750 | 1,335,581 | |||||||||||
| Diversified Capital Goods (0.5%) | ||||||||||||||||
| 1,958 | Atkore, Inc., Rule 144A, Senior Unsecured Notes (Callable 06/01/26 @ 102.13)(1) | (BB, Ba2) | 06/01/31 | 4.250 | 1,695,725 | |||||||||||
| Electronics (0.3%) | ||||||||||||||||
| 1,000 | ON Semiconductor Corp., Rule 144A, Company Guaranteed Notes (Callable 09/01/23 @ 101.94)(1) | (BB, Ba2) | 09/01/28 | 3.875 | 905,688 | |||||||||||
| Energy - Exploration & Production (0.8%) | ||||||||||||||||
| 500 | Civitas Resources, Inc., Rule 144A, Company Guaranteed Notes (Callable 07/01/25 @ 104.19)(1) | (BB-, B1) | 07/01/28 | 8.375 | 514,905 | |||||||||||
| 500 | Civitas Resources, Inc., Rule 144A, Company Guaranteed Notes (Callable 07/01/26 @ 104.38)(1) | (BB-, B1) | 07/01/31 | 8.750 | 518,125 | |||||||||||
| 58 | CNX Resources Corp., Rule 144A, Company Guaranteed Notes (Callable 08/31/23 @ 103.63)(1),(3) | (BB, B1) | 03/14/27 | 7.250 | 58,060 | |||||||||||
| 500 | Northern Oil & Gas, Inc., Rule 144A, Senior Unsecured Notes (Callable 06/15/26 @ 104.38)(1) | (B+, B2) | 06/15/31 | 8.750 | 504,437 | |||||||||||
| 1,000 | Northern Oil & Gas, Inc., Rule 144A, Senior Unsecured Notes (Callable 03/01/24 @ 104.06)(1) | (B+, B2) | 03/01/28 | 8.125 | 993,455 | |||||||||||
| 2,588,982 | ||||||||||||||||
| Environmental (0.2%) | ||||||||||||||||
| 250 | Clean Harbors, Inc., Rule 144A, Company Guaranteed Notes (Callable 02/01/26 @ 103.19)(1) | (BB+, Ba3) | 02/01/31 | 6.375 | 251,385 | |||||||||||
| 250 | Darling Ingredients, Inc., Rule 144A, Company Guaranteed Notes (Callable 06/15/25 @ 103.00)(1) | (BB+, Ba2) | 06/15/30 | 6.000 | 246,485 | |||||||||||
| 497,870 | ||||||||||||||||
| Gaming (0.8%) | ||||||||||||||||
| 400 | Boyd Gaming Corp., Rule 144A, Company Guaranteed Notes (Callable 06/15/26 @ 102.38)(1) | (BB, B1) | 06/15/31 | 4.750 | 358,270 | |||||||||||
| 910 | CDI Escrow Issuer, Inc., Rule 144A, Senior Unsecured Notes (Callable 04/01/25 @ 102.88)(1) | (B+, B1) | 04/01/30 | 5.750 | 845,970 | |||||||||||
| 600 | Churchill Downs, Inc., Rule 144A, Company Guaranteed Notes (Callable 05/01/26 @ 103.38)(1) | (B+, B1) | 05/01/31 | 6.750 | 587,190 | |||||||||||
| 737 | Jacobs Entertainment, Inc., Rule 144A, Senior Unsecured Notes (Callable 02/15/25 @ 103.38)(1) | (B, B2) | 02/15/29 | 6.750 | 670,711 | |||||||||||
| 2,462,141 | ||||||||||||||||
| Gas Distribution (2.8%) | ||||||||||||||||
| 1,750 | CNX Midstream Partners LP, Rule 144A, Company Guaranteed Notes (Callable 04/15/25 @ 102.38)(1) | (BB, B1) | 04/15/30 | 4.750 | 1,519,075 | |||||||||||
| 750 | Genesis Energy LP/Genesis Energy Finance Corp., Company Guaranteed Notes (Callable 08/31/23 @ 101.63) | (B, B2) | 10/01/25 | 6.500 | 743,701 | |||||||||||
| 250 | Genesis Energy LP/Genesis Energy Finance Corp., Global Company Guaranteed Notes (Callable 01/15/24 @ 104.00) | (B, B2) | 01/15/27 | 8.000 | 246,052 | |||||||||||
| 625 | Genesis Energy LP/Genesis Energy Finance Corp., Global Company Guaranteed Notes (Callable 04/15/26 @ 104.44) | (B, B2) | 04/15/30 | 8.875 | 624,141 | |||||||||||
Credit Suisse Strategic Income Fund
Schedule of Investments (continued)
July 31, 2023 (unaudited)
| Par (000) | Ratings† (S&P/Moody's) | Maturity | Rate% | Value | ||||||||||||
| CORPORATE BONDS (continued) | ||||||||||||||||
| Gas Distribution (continued) | ||||||||||||||||
| $ | 750 | Hess Midstream Operations LP, Rule 144A, Company Guaranteed Notes (Callable 10/15/25 @ 102.75)(1) | (BB+, Ba2) | 10/15/30 | 5.500 | $ | 704,305 | |||||||||
| 250 | Matador Resources Co., Rule 144A, Company Guaranteed Notes (Callable 04/15/25 @ 103.44)(1) | (BB-, B1) | 04/15/28 | 6.875 | 248,685 | |||||||||||
| 2,534 | New Fortress Energy, Inc., Rule 144A, Senior Secured Notes (Callable 08/31/23 @ 103.25)(1) | (BB, B1) | 09/30/26 | 6.500 | 2,328,176 | |||||||||||
| 1,500 | Rockies Express Pipeline LLC, Rule 144A, Senior Unsecured Notes (Callable 04/15/29 @ 100.00)(1) | (BB+, Ba2) | 07/15/29 | 4.950 | 1,377,285 | |||||||||||
| 1,250 | Rockies Express Pipeline LLC, Rule 144A, Senior Unsecured Notes (Callable 02/15/30 @ 100.00)(1) | (BB+, Ba2) | 05/15/30 | 4.800 | 1,107,349 | |||||||||||
| 8,898,769 | ||||||||||||||||
| Health Facility (0.4%) | ||||||||||||||||
| 1,500 | Option Care Health, Inc., Rule 144A, Company Guaranteed Notes (Callable 10/31/24 @ 102.19)(1) | (B-, B2) | 10/31/29 | 4.375 | 1,335,135 | |||||||||||
| Health Services (0.4%) | ||||||||||||||||
| 250 | AMN Healthcare, Inc., Rule 144A, Company Guaranteed Notes (Callable 08/31/23 @ 102.31)(1) | (BB-, Ba3) | 10/01/27 | 4.625 | 235,236 | |||||||||||
| 1,360 | AMN Healthcare, Inc., Rule 144A, Company Guaranteed Notes (Callable 04/15/24 @ 102.00)(1) | (BB-, Ba3) | 04/15/29 | 4.000 | 1,206,626 | |||||||||||
| 1,441,862 | ||||||||||||||||
| Insurance Brokerage (1.6%) | ||||||||||||||||
| 750 | GTCR AP Finance, Inc., Rule 144A, Senior Unsecured Notes (Callable 08/31/23 @ 102.00)(1) | (CCC+, Caa2) | 05/15/27 | 8.000 | 743,487 | |||||||||||
| 800 | Jones Deslauriers Insurance Management, Inc., Rule 144A, Senior Secured Notes (Callable 03/15/26 @ 104.25)(1) | (B-, B2) | 03/15/30 | 8.500 | 816,736 | |||||||||||
| 1,200 | Jones Deslauriers Insurance Management, Inc., Rule 144A, Senior Unsecured Notes (Callable 12/15/25 @ 105.25)(1) | (CCC, Caa2) | 12/15/30 | 10.500 | 1,189,450 | |||||||||||
| 1,328 | NFP Corp., Rule 144A, Senior Unsecured Notes (Callable 08/31/23 @ 103.44)(1) | (CCC+, Caa2) | 08/15/28 | 6.875 | 1,177,210 | |||||||||||
| 1,250 | Ryan Specialty LLC, Rule 144A, Senior Secured Notes (Callable 02/01/25 @ 102.19)(1) | (BB-, B1) | 02/01/30 | 4.375 | 1,107,423 | |||||||||||
| 5,034,306 | ||||||||||||||||
| Investments & Misc. Financial Services (2.9%) | ||||||||||||||||
| 2,500 | Armor Holdco, Inc., Rule 144A, Company Guaranteed Notes (Callable 11/15/24 @ 104.25)(1) | (CCC+, Caa1) | 11/15/29 | 8.500 | 2,129,983 | |||||||||||
| 1,500 | Compass Group Diversified Holdings LLC, Rule 144A, Company Guaranteed Notes (Callable 04/15/24 @ 102.63)(1) | (B+, B1) | 04/15/29 | 5.250 | 1,366,905 | |||||||||||
| 3,275 | Compass Group Diversified Holdings LLC, Rule 144A, Senior Unsecured Notes (Callable 01/15/27 @ 102.50)(1) | (B+, B1) | 01/15/32 | 5.000 | 2,700,312 | |||||||||||
| 196 | Home Point Capital, Inc., Rule 144A, Company Guaranteed Notes (Callable 08/31/23 @ 102.50)(1) | (NR, Caa1) | 02/01/26 | 5.000 | 183,112 | |||||||||||
| 500 | Jane Street Group/JSG Finance, Inc., Rule 144A, Senior Secured Notes (Callable 11/15/24 @ 102.25)(1),(3) | (BB, Ba2) | 11/15/29 | 4.500 | 439,183 | |||||||||||
| 1,400 | Paysafe Finance PLC/Paysafe Holdings U.S. Corp., Rule 144A, Senior Secured Notes (Callable 06/15/24 @ 102.00)(1),(3) | (B, B2) | 06/15/29 | 4.000 | 1,140,788 | |||||||||||
| 1,500 | Shift4 Payments LLC/Shift4 Payments Finance Sub, Inc., Rule 144A, Company Guaranteed Notes (Callable 08/31/23 @ 102.31)(1) | (NR, Ba3) | 11/01/26 | 4.625 | 1,415,100 | |||||||||||
| 9,375,383 | ||||||||||||||||
| Machinery (3.0%) | ||||||||||||||||
| 2,448 | Arcosa, Inc., Rule 144A, Company Guaranteed Notes (Callable 04/15/24 @ 102.19)(1) | (BB, Ba2) | 04/15/29 | 4.375 | 2,205,855 | |||||||||||
| 2,700 | ATS Corp., Rule 144A, Company Guaranteed Notes (Callable 12/15/23 @ 102.06)(1) | (BB-, B2) | 12/15/28 | 4.125 | 2,417,606 | |||||||||||
| 2,200 | Dornoch Debt Merger Sub, Inc., Rule 144A, Senior Unsecured Notes (Callable 10/15/24 @ 103.31)(1),(3) | (CCC, Caa2) | 10/15/29 | 6.625 | 1,889,064 | |||||||||||
| 1,685 | Enviri Corp., Rule 144A, Company Guaranteed Notes (Callable 08/31/23 @ 101.44)(1) | (B, B3) | 07/31/27 | 5.750 | 1,457,441 | |||||||||||
| 250 | Hillenbrand, Inc., Global Company Guaranteed Notes (Callable 08/11/23 @ 101.44) | (BB+, Ba1) | 06/15/25 | 5.750 | 247,656 | |||||||||||
| 500 | Hillenbrand, Inc., Global Company Guaranteed Notes (Callable 03/01/26 @ 101.88) | (BB+, Ba1) | 03/01/31 | 3.750 | 427,950 | |||||||||||
| 500 | Interface, Inc., Rule 144A, Company Guaranteed Notes (Callable 12/01/23 @ 102.75)(1) | (B+, B1) | 12/01/28 | 5.500 | 419,995 | |||||||||||
Credit Suisse Strategic Income Fund
Schedule of Investments (continued)
July 31, 2023 (unaudited)
| Par (000) | Ratings† (S&P/Moody's) | Maturity | Rate% | Value | ||||||||||||
| CORPORATE BONDS (continued) | ||||||||||||||||
| Machinery (continued) | ||||||||||||||||
| $ | 300 | Regal Rexnord Corp., Rule 144A, Company Guaranteed Notes (Callable 12/15/29 @ 100.00)(1) | (BB+, Baa3) | 02/15/30 | 6.300 | $ | 299,229 | |||||||||
| 300 | Regal Rexnord Corp., Rule 144A, Company Guaranteed Notes (Callable 01/15/33 @ 100.00)(1) | (BB+, Baa3) | 04/15/33 | 6.400 | 299,201 | |||||||||||
| 9,663,997 | ||||||||||||||||
| Managed Care (0.1%) | ||||||||||||||||
| 475 | HealthEquity, Inc., Rule 144A, Company Guaranteed Notes (Callable 10/01/24 @ 102.25)(1) | (B, B3) | 10/01/29 | 4.500 | 425,997 | |||||||||||
| Media - Diversified (0.1%) | ||||||||||||||||
| 500 | News Corp., Rule 144A, Company Guaranteed Notes (Callable 02/15/27 @ 102.56)(1) | (BB+, Ba1) | 02/15/32 | 5.125 | 457,950 | |||||||||||
| Media Content (0.4%) | ||||||||||||||||
| 1,500 | Sirius XM Radio, Inc., Rule 144A, Company Guaranteed Notes (Callable 07/01/24 @ 102.75)(1) | (BB, Ba3) | 07/01/29 | 5.500 | 1,366,089 | |||||||||||
| Metals & Mining - Excluding Steel (2.4%) | ||||||||||||||||
| 750 | Canpack SA/Canpack U.S. LLC, Rule 144A, Company Guaranteed Notes (Callable 11/15/24 @ 101.94)(1) | (BB-, NR) | 11/15/29 | 3.875 | 603,424 | |||||||||||
| 3,010 | ERO Copper Corp., Rule 144A, Company Guaranteed Notes (Callable 02/15/25 @ 103.25)(1) | (B, B1) | 02/15/30 | 6.500 | 2,652,517 | |||||||||||
| 1,250 | First Quantum Minerals Ltd., Rule 144A, Company Guaranteed Notes (Callable 06/01/26 @ 104.31)(1) | (B+, NR) | 06/01/31 | 8.625 | 1,281,250 | |||||||||||
| 1,845 | Kaiser Aluminum Corp., Rule 144A, Company Guaranteed Notes (Callable 06/01/26 @ 102.25)(1) | (BB-, B2) | 06/01/31 | 4.500 | 1,512,900 | |||||||||||
| 500 | Novelis Corp., Rule 144A, Company Guaranteed Notes (Callable 01/30/25 @ 102.38)(1) | (BB, Ba3) | 01/30/30 | 4.750 | 449,820 | |||||||||||
| 398 | Novelis Corp., Rule 144A, Company Guaranteed Notes (Callable 08/15/26 @ 101.94)(1) | (BB, Ba3) | 08/15/31 | 3.875 | 331,823 | |||||||||||
| 800 | Taseko Mines Ltd., Rule 144A, Senior Secured Notes (Callable 08/31/23 @ 103.50)(1) | (B-, B3) | 02/15/26 | 7.000 | 738,224 | |||||||||||
| 7,569,958 | ||||||||||||||||
| Non - Electric Utilities (0.3%) | ||||||||||||||||
| 1,000 | Suburban Propane Partners LP/Suburban Energy Finance Corp., Rule 144A, Senior Unsecured Notes (Callable 06/01/26 @ 102.50)(1) | (BB-, B1) | 06/01/31 | 5.000 | 857,379 | |||||||||||
| Packaging (1.7%) | ||||||||||||||||
| 350 | Ardagh Metal Packaging Finance USA LLC/Ardagh Metal Packaging Finance PLC, Rule 144A, Senior Unsecured Notes (Callable 05/15/24 @ 101.50)(1),(2) | (B+, Caa1) | 09/01/29 | 3.000 | 294,419 | |||||||||||
| 500 | Ball Corp., Global Company Guaranteed Notes (Callable 05/15/26 @ 103.00) | (BB+, Ba1) | 06/15/29 | 6.000 | 500,625 | |||||||||||
| 520 | Mauser Packaging Solutions Holding Co., Rule 144A, Senior Secured Notes (Callable 08/15/24 @ 103.94)(1) | (B, B2) | 08/15/26 | 7.875 | 517,523 | |||||||||||
| 500 | Owens-Brockway Glass Container, Inc., Rule 144A, Company Guaranteed Notes (Callable 05/15/26 @ 103.63)(1) | (B+, B2) | 05/15/31 | 7.250 | 508,735 | |||||||||||
| 250 | Sealed Air Corp./Sealed Air Corp. U.S., Rule 144A, Company Guaranteed Notes (Callable 02/01/25 @ 103.06)(1) | (BB+, Ba2) | 02/01/28 | 6.125 | 249,137 | |||||||||||
| 700 | Trident TPI Holdings, Inc., Rule 144A, Company Guaranteed Notes (Callable 12/31/25 @ 106.38)(1) | (CCC+, Caa2) | 12/31/28 | 12.750 | 742,124 | |||||||||||
| 2,950 | TriMas Corp., Rule 144A, Company Guaranteed Notes (Callable 04/15/24 @ 102.06)(1) | (BB-, Ba3) | 04/15/29 | 4.125 | 2,615,319 | |||||||||||
| 5,427,882 | ||||||||||||||||
| Personal & Household Products (0.8%) | ||||||||||||||||
| 750 | CB High Ridge, Rule 144A, Company Guaranteed Notes (1),(4),(5),(6),(7) | (NR, NR) | 03/15/25 | 0.000 | 9,375 | |||||||||||
| 2,290 | MajorDrive Holdings IV LLC, Rule 144A, Senior Unsecured Notes (Callable 06/01/24 @ 103.19)(1) | (CCC+, Caa2) | 06/01/29 | 6.375 | 1,876,025 | |||||||||||
| 375 | Mattel, Inc., Rule 144A, Company Guaranteed Notes (Callable 04/01/24 @ 101.88)(1) | (BBB-, Baa3) | 04/01/29 | 3.750 | 335,887 | |||||||||||
| 350 | Prestige Brands, Inc., Rule 144A, Company Guaranteed Notes (Callable 04/01/26 @ 101.88)(1) | (BB-, B1) | 04/01/31 | 3.750 | 293,387 | |||||||||||
| 2,514,674 | ||||||||||||||||
Credit Suisse Strategic Income Fund
Schedule of Investments (continued)
July 31, 2023 (unaudited)
| Par (000) | Ratings† (S&P/Moody's) | Maturity | Rate% | Value | ||||||||||||
| CORPORATE BONDS (continued) | ||||||||||||||||
| Pharmaceuticals (0.3%) | ||||||||||||||||
| $ | 922 | Emergent BioSolutions, Inc., Rule 144A, Company Guaranteed Notes (Callable 08/31/23 @ 101.94)(1) | (B, Caa2) | 08/15/28 | 3.875 | $ | 512,710 | |||||||||
| 500 | Syneos Health, Inc., Rule 144A, Company Guaranteed Notes (Callable 01/15/24 @ 101.81)(1) | (BB-, B1) | 01/15/29 | 3.625 | 495,455 | |||||||||||
| 1,008,165 | ||||||||||||||||
| Real Estate Investment Trusts (1.1%) | ||||||||||||||||
| 1,690 | Global Net Lease, Inc./Global Net Lease Operating Partnership LP, Rule 144A, Company Guaranteed Notes (Callable 09/15/27 @ 100.00)(1) | (BBB-, WR) | 12/15/27 | 3.750 | 1,349,241 | |||||||||||
| 2,400 | Starwood Property Trust, Inc., Rule 144A, Senior Unsecured Notes (Callable 01/15/26 @ 100.00)(1) | (BB-, Ba3) | 07/15/26 | 3.625 | 2,131,596 | |||||||||||
| 3,480,837 | ||||||||||||||||
| Recreation & Travel (2.1%) | ||||||||||||||||
| 2,300 | Boyne USA, Inc., Rule 144A, Senior Unsecured Notes (Callable 05/15/24 @ 102.38)(1) | (B, B1) | 05/15/29 | 4.750 | 2,102,189 | |||||||||||
| 1,500 | SeaWorld Parks & Entertainment, Inc., Rule 144A, Company Guaranteed Notes (Callable 08/15/24 @ 102.63)(1),(3) | (B, B2) | 08/15/29 | 5.250 | 1,351,350 | |||||||||||
| 250 | SeaWorld Parks & Entertainment, Inc., Rule 144A, Senior Secured Notes (Callable 08/31/23 @ 102.19)(1) | (BB, Ba2) | 05/01/25 | 8.750 | 254,203 | |||||||||||
| 3,122 | Six Flags Entertainment Corp., Rule 144A, Company Guaranteed Notes (Callable 05/15/26 @ 103.63)(1) | (B, B3) | 05/15/31 | 7.250 | 2,985,025 | |||||||||||
| 6,692,767 | ||||||||||||||||
| Restaurants (0.5%) | ||||||||||||||||
| 1,300 | Papa John's International, Inc., Rule 144A, Company Guaranteed Notes (Callable 09/15/24 @ 101.94)(1),(3) | (BB-, B1) | 09/15/29 | 3.875 | 1,112,361 | |||||||||||
| 510 | Yum! Brands, Inc., Global Senior Unsecured Notes (Callable 04/01/27 @ 102.69) | (BB, Ba3) | 04/01/32 | 5.375 | 483,201 | |||||||||||
| 1,595,562 | ||||||||||||||||
| Software - Services (5.0%) | ||||||||||||||||
| 600 | Black Knight InfoServ LLC, Rule 144A, Company Guaranteed Notes (Callable 09/01/23 @ 101.81)(1) | (BB-, Ba3) | 09/01/28 | 3.625 | 549,000 | |||||||||||
| 1,500 | Elastic NV, Rule 144A, Senior Unsecured Notes (Callable 07/15/24 @ 102.06)(1) | (B+, B1) | 07/15/29 | 4.125 | 1,302,763 | |||||||||||
| 4,095 | Newfold Digital Holdings Group, Inc., Rule 144A, Senior Unsecured Notes (Callable 02/15/24 @ 103.00)(1) | (CCC+, Caa2) | 02/15/29 | 6.000 | 3,024,260 | |||||||||||
| 972 | Open Text Corp., Rule 144A, Company Guaranteed Notes (Callable 08/31/23 @ 101.94)(1) | (BB-, Ba3) | 02/15/28 | 3.875 | 865,532 | |||||||||||
| 2,500 | Open Text Corp., Rule 144A, Company Guaranteed Notes (Callable 12/01/24 @ 101.94)(1) | (BB-, Ba3) | 12/01/29 | 3.875 | 2,117,156 | |||||||||||
| 475 | Open Text Holdings, Inc., Rule 144A, Company Guaranteed Notes (Callable 12/01/26 @ 102.06)(1) | (BB-, Ba3) | 12/01/31 | 4.125 | 394,211 | |||||||||||
| 2,537 | Presidio Holdings, Inc., Rule 144A, Company Guaranteed Notes (Callable 08/31/23 @ 104.13)(1) | (CCC+, Caa1) | 02/01/28 | 8.250 | 2,463,344 | |||||||||||
| 4,575 | Virtusa Corp., Rule 144A, Senior Unsecured Notes (Callable 12/15/23 @ 103.56)(1) | (CCC+, Caa1) | 12/15/28 | 7.125 | 3,834,123 | |||||||||||
| 1,703 | ZoomInfo Technologies LLC/ZoomInfo Finance Corp., Rule 144A, Company Guaranteed Notes (Callable 02/01/24 @ 101.94)(1) | (B+, B1) | 02/01/29 | 3.875 | 1,465,386 | |||||||||||
| 16,015,775 | ||||||||||||||||
| Specialty Retail (1.5%) | ||||||||||||||||
| 370 | Asbury Automotive Group, Inc., Global Company Guaranteed Notes (Callable 08/11/23 @ 102.25) | (BB, B1) | 03/01/28 | 4.500 | 338,945 | |||||||||||
| 67 | Asbury Automotive Group, Inc., Global Company Guaranteed Notes (Callable 03/01/25 @ 102.38) | (BB, B1) | 03/01/30 | 4.750 | 59,236 | |||||||||||
| 1,750 | Eagle Intermediate Global Holding BV/Eagle U.S. Finance LLC, Rule 144A, Senior Secured Notes (Callable 08/14/23 @ 101.88)(1) | (NR, Caa3) | 05/01/25 | 7.500 | 1,165,937 | |||||||||||
| 48 | Eagle Intermediate Global Holding BV/Eagle U.S. Finance LLC, Rule 144A, Senior Secured Notes (Callable 08/14/23 @ 101.88)(1),(5),(7) | (NR, NR) | 05/01/25 | 7.500 | 31,093 | |||||||||||
| 64 | Eagle Intermediate Global Holding BV/Ruyi U.S. Finance LLC (5),(7) | (NR, NR) | 05/01/25 | 0.000 | 33,888 | |||||||||||
| 1,575 | Group 1 Automotive, Inc., Rule 144A, Company Guaranteed Notes (Callable 08/31/23 @ 102.00)(1) | (BB+, Ba2) | 08/15/28 | 4.000 | 1,396,263 | |||||||||||
| 725 | Murphy Oil USA, Inc., Rule 144A, Company Guaranteed Notes (Callable 02/15/26 @ 101.88)(1) | (BB+, Ba2) | 02/15/31 | 3.750 | 615,996 | |||||||||||
Credit Suisse Strategic Income Fund
Schedule of Investments (continued)
July 31, 2023 (unaudited)
| Par (000) | Ratings† (S&P/Moody's) | Maturity | Rate% | Value | ||||||||||||
| CORPORATE BONDS (continued) | ||||||||||||||||
| Specialty Retail (continued) | ||||||||||||||||
| $ | 1,225 | Sonic Automotive, Inc., Rule 144A, Company Guaranteed Notes (Callable 11/15/24 @ 102.31)(1),(3) | (BB-, B1) | 11/15/29 | 4.625 | $ | 1,051,646 | |||||||||
| 4,693,004 | ||||||||||||||||
| Steel Producers/Products (0.6%) | ||||||||||||||||
| 2,150 | TMS International Corp., Rule 144A, Senior Unsecured Notes (Callable 04/15/24 @ 103.13)(1) | (B, Caa1) | 04/15/29 | 6.250 | 1,800,646 | |||||||||||
| Support - Services (4.7%) | ||||||||||||||||
| 1,342 | Allied Universal Holdco LLC/Allied Universal Finance Corp., Rule 144A, Senior Unsecured Notes (Callable 08/31/23 @ 102.44)(1) | (CCC+, Caa2) | 07/15/27 | 9.750 | 1,232,267 | |||||||||||
| 1,200 | Allied Universal Holdco LLC/Allied Universal Finance Corp., Rule 144A, Senior Unsecured Notes (Callable 06/01/24 @ 103.00)(1),(3) | (CCC+, Caa2) | 06/01/29 | 6.000 | 916,766 | |||||||||||
| 944 | Allied Universal Holdco LLC/Allied Universal Finance Corp./Atlas Luxco 4 Sarl, Rule 144A, Senior Secured Notes (Callable 06/01/24 @ 101.81)(1),(2) | (B, B3) | 06/01/28 | 3.625 | 837,590 | |||||||||||
| 1,113 | ASGN, Inc., Rule 144A, Company Guaranteed Notes (Callable 08/31/23 @ 102.31)(1) | (BB-, Ba3) | 05/15/28 | 4.625 | 1,021,601 | |||||||||||
| 3,250 | CoreLogic, Inc., Rule 144A, Senior Secured Notes (Callable 05/01/24 @ 102.25)(1) | (B-, B2) | 05/01/28 | 4.500 | 2,676,992 | |||||||||||
| 250 | Gartner, Inc., Rule 144A, Company Guaranteed Notes (Callable 08/31/23 @ 102.25)(1) | (BBB-, Ba1) | 07/01/28 | 4.500 | 234,200 | |||||||||||
| 250 | Gartner, Inc., Rule 144A, Company Guaranteed Notes (Callable 06/15/24 @ 101.81)(1) | (BBB-, Ba1) | 06/15/29 | 3.625 | 220,514 | |||||||||||
| 3,685 | GEMS MENASA Cayman Ltd./GEMS Education Delaware LLC, Rule 144A, Senior Secured Notes (Callable 09/01/23 @ 101.78)(1) | (B, B2) | 07/31/26 | 7.125 | 3,574,616 | |||||||||||
| 2,760 | H&E Equipment Services, Inc., Rule 144A, Company Guaranteed Notes (Callable 12/15/23 @ 101.94)(1) | (BB-, B1) | 12/15/28 | 3.875 | 2,428,569 | |||||||||||
| 750 | TriNet Group, Inc., Rule 144A, Company Guaranteed Notes (Callable 03/01/24 @ 101.75)(1) | (BB, Ba2) | 03/01/29 | 3.500 | 655,973 | |||||||||||
| 500 | WESCO Distribution, Inc., Rule 144A, Company Guaranteed Notes (Callable 08/31/23 @ 103.63)(1) | (BB, Ba3) | 06/15/28 | 7.250 | 510,228 | |||||||||||
| 800 | ZipRecruiter, Inc., Rule 144A, Senior Unsecured Notes (Callable 01/15/25 @ 102.50)(1) | (BB-, B2) | 01/15/30 | 5.000 | 682,736 | |||||||||||
| 14,992,052 | ||||||||||||||||
| Tech Hardware & Equipment (1.3%) | ||||||||||||||||
| 1,000 | Entegris Escrow Corp., Rule 144A, Senior Secured Notes (Callable 01/15/29 @ 100.00)(1) | (BB, Baa3) | 04/15/29 | 4.750 | 933,849 | |||||||||||
| 1,951 | Vertiv Group Corp., Rule 144A, Senior Secured Notes (Callable 11/15/24 @ 102.06)(1) | (BB-, B1) | 11/15/28 | 4.125 | 1,753,160 | |||||||||||
| 1,650 | Viavi Solutions, Inc., Rule 144A, Company Guaranteed Notes (Callable 10/01/24 @ 101.88)(1) | (BB+, Ba2) | 10/01/29 | 3.750 | 1,417,418 | |||||||||||
| 4,104,427 | ||||||||||||||||
| Telecom - Wireline Integrated & Services (2.6%) | ||||||||||||||||
| 1,000 | Altice France SA, Rule 144A, Senior Secured Notes (Callable 04/15/24 @ 102.56)(1) | (B-, B2) | 07/15/29 | 5.125 | 701,198 | |||||||||||
| 1,770 | Altice France SA, Rule 144A, Senior Secured Notes (Callable 10/15/24 @ 102.75)(1) | (B-, B2) | 10/15/29 | 5.500 | 1,258,941 | |||||||||||
| 2,005 | LCPR Senior Secured Financing DAC, Rule 144A, Senior Secured Notes (Callable 08/31/23 @ 103.38)(1) | (B+, B1) | 10/15/27 | 6.750 | 1,877,262 | |||||||||||
| 500 | LCPR Senior Secured Financing DAC, Rule 144A, Senior Secured Notes (Callable 07/15/24 @ 102.56)(1) | (B+, B1) | 07/15/29 | 5.125 | 414,015 | |||||||||||
| 1,500 | Level 3 Financing, Inc., Rule 144A, Company Guaranteed Notes (Callable 01/15/24 @ 101.81)(1) | (B, B1) | 01/15/29 | 3.625 | 991,154 | |||||||||||
| 1,250 | Level 3 Financing, Inc., Rule 144A, Senior Secured Notes (Callable 08/15/29 @ 100.00)(1) | (BB-, Ba2) | 11/15/29 | 3.875 | 1,064,253 | |||||||||||
| 2,500 | Vmed O2 U.K. Financing I PLC, Rule 144A, Senior Secured Notes (Callable 01/31/26 @ 102.13)(1) | (BB-, Ba3) | 01/31/31 | 4.250 | 2,072,066 | |||||||||||
| 8,378,889 | ||||||||||||||||
| Theaters & Entertainment (0.3%) | ||||||||||||||||
| 500 | Live Nation Entertainment, Inc., Rule 144A, Company Guaranteed Notes (Callable 08/31/23 @ 100.00)(1) | (B+, B2) | 11/01/24 | 4.875 | 492,959 | |||||||||||
Credit Suisse Strategic Income Fund
Schedule of Investments (continued)
July 31, 2023 (unaudited)
| Par (000) | Ratings† (S&P/Moody's) | Maturity | Rate% | Value | ||||||||||||
| CORPORATE BONDS (continued) | ||||||||||||||||
| Theaters & Entertainment (continued) | ||||||||||||||||
| $ | 500 | Live Nation Entertainment, Inc., Rule 144A, Company Guaranteed Notes (Callable 08/31/23 @ 103.56)(1) | (B+, B2) | 10/15/27 | 4.750 | $ | 464,710 | |||||||||
| 957,669 | ||||||||||||||||
| Transport Infrastructure/Services (0.7%) | ||||||||||||||||
| 1,252 | XPO Escrow Sub LLC, Rule 144A, Company Guaranteed Notes (Callable 11/15/24 @ 103.75)(1) | (BB+, Baa3) | 11/15/27 | 7.500 | 1,295,451 | |||||||||||
| 250 | XPO, Inc., Rule 144A, Company Guaranteed Notes (Callable 06/01/26 @ 103.56)(1) | (BB-, Ba3) | 06/01/31 | 7.125 | 253,201 | |||||||||||
| 750 | XPO, Inc., Rule 144A, Senior Secured Notes (Callable 06/01/25 @ 103.13)(1) | (BBB-, Ba1) | 06/01/28 | 6.250 | 743,985 | |||||||||||
| 2,292,637 | ||||||||||||||||
| TOTAL CORPORATE BONDS (Cost $167,448,129) | 157,445,316 | |||||||||||||||
| BANK LOANS (38.3%) | ||||||||||||||||
| Advertising (0.6%) | ||||||||||||||||
| 352 | MH Sub I LLC, 1 mo. USD Term SOFR + 3.750%(8) | (B, B1) | 09/13/24 | 9.183 | 352,999 | |||||||||||
| 1,542 | MH Sub I LLC, 1 mo. USD Term SOFR + 4.250%(8) | (B, B1) | 05/03/28 | 9.569 | 1,489,558 | |||||||||||
| 1,842,557 | ||||||||||||||||
| Aerospace & Defense (0.9%) | ||||||||||||||||
| 1,100 | Amentum Government Services Holdings LLC, 1 mo. USD Term SOFR + 7.500%(8) | (NR, NR) | 02/15/30 | 12.822 | 990,000 | |||||||||||
| 499 | Amentum Government Services Holdings LLC, 1 mo. USD Term SOFR + 4.000%(8) | (B, B2) | 02/15/29 | 9.222 | 483,778 | |||||||||||
| 1,466 | Brown Group Holding LLC, 1 mo. USD Term SOFR + 3.750%, 3 mo. USD Term SOFR + 3.750%(8) | (B+, B2) | 07/02/29 | 9.014 - 9.119 | 1,466,142 | |||||||||||
| 2,939,920 | ||||||||||||||||
| Auto Parts & Equipment (1.2%) | ||||||||||||||||
| 1,050 | Autokiniton U.S. Holdings, Inc., 1 mo. USD Term SOFR + 4.500%(8) | (B, B2) | 04/06/28 | 9.933 | 1,051,791 | |||||||||||
| 374 | Dealer Tire Financial LLC, 1 mo. USD Term SOFR + 4.500%(8) | (B-, B1) | 12/14/27 | 9.819 | 374,017 | |||||||||||
| 1,250 | Garrett Motion, Inc., 3 mo. USD Term SOFR + 4.500%(7),(8) | (B+, Ba2) | 04/30/28 | 10.131 | 1,248,437 | |||||||||||
| 208 | Jason Group, Inc., 1 mo. USD LIBOR + 6.000%, 0.000% PIK(8),(9) | (NR, WR) | 08/28/25 | 11.433 | 177,761 | |||||||||||
| 1,023 | RVR Dealership Holdings LLC, 3 mo. USD Term SOFR + 3.750%(8) | (BB-, B1) | 02/08/28 | 9.246 | 963,407 | |||||||||||
| 3,815,413 | ||||||||||||||||
| Banking (0.2%) | ||||||||||||||||
| 640 | Harbourvest Partners LLC, 3 mo. USD Term SOFR + 3.000%(8) | (BB+, Ba2) | 04/22/30 | 8.242 | 640,633 | |||||||||||
| Brokerage (0.2%) | ||||||||||||||||
| 598 | DRW Holdings LLC, 1 mo. USD Term SOFR + 3.750%(8) | (BB-, Ba3) | 03/01/28 | 9.183 | 596,722 | |||||||||||
| Building Materials (0.5%) | ||||||||||||||||
| 177 | Cornerstone Building Brands, Inc., 1 mo. USD Term SOFR + 5.625%(8) | (B, B2) | 08/01/28 | 10.847 | 174,279 | |||||||||||
| 1,337 | Oscar AcquisitionCo LLC, 3 mo. USD Term SOFR + 4.500%(8) | (B, B1) | 04/29/29 | 9.842 | 1,321,614 | |||||||||||
| 1,495,893 | ||||||||||||||||
| Cable & Satellite TV (0.1%) | ||||||||||||||||
| 473 | Altice Financing SA, 3 mo. USD Term SOFR + 5.000%(8) | (B, B3) | 10/31/27 | 10.308 | 425,362 | |||||||||||
| Chemicals (1.5%) | ||||||||||||||||
| 430 | CPC Acquisition Corp., 3 mo. USD Term SOFR + 7.750%(8) | (CCC-, Caa3) | 12/29/28 | 13.254 | 194,155 | |||||||||||
| 452 | INEOS Enterprises Holdings U.S. Finco LLC, 3 mo. USD Term SOFR + 3.750%(8) | (BB, Ba3) | 06/23/30 | 9.127 | 447,151 | |||||||||||
| 248 | Lonza Group AG, 3 mo. USD Term SOFR + 3.925%(8) | (B-, B2) | 07/03/28 | 9.267 | 213,065 | |||||||||||
| 1,299 | Luxembourg Investment Co. 428 Sarl, 3 mo. USD Term SOFR + 5.000%(8) | (B-, B3) | 01/03/29 | 10.392 | 963,307 | |||||||||||
| 1,730 | Vantage Specialty Chemicals, Inc., 1 mo. USD Term SOFR + 4.750%(8) | (B-, B2) | 10/26/26 | 9.972 | 1,699,402 | |||||||||||
| 1,295 | Zep, Inc., 3 mo. USD LIBOR + 4.000%(8) | (CCC+, B3) | 08/12/24 | 9.538 | 1,162,111 | |||||||||||
| 4,679,191 | ||||||||||||||||
| Diversified Capital Goods (1.0%) | ||||||||||||||||
| 1,553 | Dynacast International LLC, 3 mo. USD Term SOFR + 4.500%(8) | (B-, B2) | 07/22/25 | 9.825 | 1,461,308 | |||||||||||
Credit Suisse Strategic Income Fund
Schedule of Investments (continued)
July 31, 2023 (unaudited)
| Par (000) | Ratings† (S&P/Moody's) | Maturity | Rate% | Value | ||||||||||||
| BANK LOANS (continued) | ||||||||||||||||
| Diversified Capital Goods (continued) | ||||||||||||||||
| $ | 582 | Dynacast International LLC, 3 mo. USD Term SOFR + 9.000%(8) | (CCC, Caa2) | 10/22/25 | 14.325 | $ | 448,278 | |||||||||
| 1,362 | Electrical Components International, Inc., 3 mo. USD Term SOFR + 4.250%(8) | (B-, B2) | 06/26/25 | 9.614 | 1,292,622 | |||||||||||
| 3,202,208 | ||||||||||||||||
| Electric - Generation (0.8%) | ||||||||||||||||
| 2,496 | Brookfield WEC Holdings, Inc., 1 mo. USD Term SOFR + 2.750%(8) | (B, B2) | 08/01/25 | 8.183 | 2,495,088 | |||||||||||
| Electronics (0.6%) | ||||||||||||||||
| 1,457 | Idemia Group, 3 mo. USD Term SOFR + 4.750%(8) | (B, B2) | 09/30/28 | 10.057 | 1,458,181 | |||||||||||
| 500 | Infinite Bidco LLC, 3 mo. USD Term SOFR + 7.000%(8) | (CCC, Caa2) | 03/02/29 | 12.504 | 432,500 | |||||||||||
| 1,890,681 | ||||||||||||||||
| Energy - Exploration & Production (0.1%) | ||||||||||||||||
| 500 | Limetree Bay Terminals LLC, 3 mo. USD LIBOR + 5.000%(7),(8) | (CCC, Caa2) | 02/15/24 | 10.504 | 454,910 | |||||||||||
| 901 | PES Holdings LLC, 3.000% PIK(4),(8),(9) | (NR, WR) | 12/31/24 | 3.000 | 18,024 | |||||||||||
| 472,934 | ||||||||||||||||
| Food & Drug Retailers (0.7%) | ||||||||||||||||
| 1,660 | Packaging Coordinators Midco, Inc., 3 mo. USD Term SOFR + 3.500%(8) | (B-, B2) | 11/30/27 | 9.004 | 1,648,824 | |||||||||||
| 866 | WOOF Holdings, Inc., 3 mo. USD LIBOR + 7.250%(7),(8) | (CCC, Caa2) | 12/21/28 | 12.686 | 718,915 | |||||||||||
| 2,367,739 | ||||||||||||||||
| Food - Wholesale (0.1%) | ||||||||||||||||
| 250 | B&G Foods, Inc.(10) | (B+, Ba3) | 10/10/26 | 0.000 | 247,701 | |||||||||||
| Gaming (0.2%) | ||||||||||||||||
| 145 | Arcis Golf LLC(7),(10) | (B+, B2) | 11/24/28 | 0.000 | 145,005 | |||||||||||
| 577 | Arcis Golf LLC, 1 mo. USD Term SOFR + 4.250%(7),(8) | (B+, B2) | 11/24/28 | 9.683 | 578,553 | |||||||||||
| 723,558 | ||||||||||||||||
| Health Facilities (1.0%) | ||||||||||||||||
| 300 | Carestream Health, Inc., 3 mo. USD Term SOFR + 7.500%(8) | (B-, Caa1) | 09/30/27 | 12.842 | 226,215 | |||||||||||
| 495 | EyeCare Partners LLC, 3 mo. USD Term SOFR + 3.750%(8) | (B-, B2) | 02/18/27 | 9.254 | 400,952 | |||||||||||
| 1,955 | Loire Finco Luxembourg Sarl, 1 mo. USD Term SOFR + 3.500%(8) | (B, B3) | 04/21/27 | 8.819 | 1,915,527 | |||||||||||
| 750 | Surgery Center Holdings, Inc., 1 mo. USD Term SOFR + 3.750%(8) | (B-, B1) | 08/31/26 | 9.119 | 751,174 | |||||||||||
| 3,293,868 | ||||||||||||||||
| Health Services (3.2%) | ||||||||||||||||
| 250 | ADMI Corp.(10) | (B-, B3) | 04/30/25 | 0.000 | 240,985 | |||||||||||
| 1,760 | ADMI Corp., 1 mo. USD Term SOFR + 3.375%(8) | (B-, B3) | 12/23/27 | 8.808 | 1,669,291 | |||||||||||
| 110 | Athenahealth Group, Inc., 2022 Delayed Draw Term Loan(10) | (B-, B2) | 02/15/29 | 0.000 | 106,693 | |||||||||||
| 890 | Athenahealth Group, Inc., 2022 Term Loan B(10) | (B-, B2) | 02/15/29 | 0.000 | 866,312 | |||||||||||
| 1,250 | Learning Care Group, Inc., 3 mo. USD LIBOR + 7.500%(8) | (CCC+, Caa2) | 03/13/26 | 12.893 | 1,240,238 | |||||||||||
| 914 | MedAssets Software Intermediate Holdings, Inc., 1 mo. USD Term SOFR + 4.000%(8) | (CCC+, B3) | 12/18/28 | 9.433 | 769,977 | |||||||||||
| 963 | PetVet Care Centers LLC, 1 mo. USD LIBOR + 3.500%(8) | (B-, B2) | 02/14/25 | 8.919 | 943,654 | |||||||||||
| 1,000 | Radiology Partners, Inc., 1 mo. USD Term SOFR + 4.250%(8) | (CCC+, B3) | 07/09/25 | 9.601 | 737,875 | |||||||||||
| 346 | Southern Veterinary Partners LLC, 1 mo. USD Term SOFR + 4.000%(8) | (B-, B2) | 10/05/27 | 9.433 | 342,963 | |||||||||||
| 1,231 | Therapy Brands Holdings LLC, 3 mo. USD LIBOR + 4.000%(7),(8) | (B-, B2) | 05/18/28 | 9.420 | 1,169,116 | |||||||||||
| 1,173 | U.S. Radiology Specialists, Inc., 1 mo. USD Term SOFR + 5.250%(8) | (B-, B3) | 12/15/27 | 10.669 | 1,126,300 | |||||||||||
| 110 | Western Dental Services, Inc. (Delayed Draw Term Loan), 1 mo. USD Term SOFR + 4.500%(8) | (B-, B3) | 08/18/28 | 9.933 | 95,137 | |||||||||||
| 978 | Western Dental Services, Inc. (Term Loan B), 1 mo. USD Term SOFR + 4.500%(8) | (B-, B3) | 08/18/28 | 9.933 | 844,451 | |||||||||||
| 10,152,992 | ||||||||||||||||
| Hotels (0.1%) | ||||||||||||||||
| 389 | Alterra Mountain Co., 1 mo. USD Term SOFR + 3.750%(8) | (B+, B1) | 05/31/30 | 9.169 | 388,955 | |||||||||||
| Insurance Brokerage (1.7%) | ||||||||||||||||
| 1,350 | Alliant Holdings Intermediate LLC, 1 mo. USD Term SOFR + 3.500%(8) | (B, B2) | 11/05/27 | 8.722 | 1,349,198 | |||||||||||
| 982 | Howden Group Holdings Ltd., 1 mo. USD Term SOFR + 4.000%(8) | (B, B2) | 04/18/30 | 9.319 | 981,662 | |||||||||||
Credit Suisse Strategic Income Fund
Schedule of Investments (continued)
July 31, 2023 (unaudited)
| Par (000) | Ratings† (S&P/Moody's) | Maturity | Rate% | Value | ||||||||||||
| BANK LOANS (continued) | ||||||||||||||||
| Insurance Brokerage (continued) | ||||||||||||||||
| $ | 3,089 | HUB International Ltd., 3 mo. USD Term SOFR + 4.250%(8) | (B, B2) | 06/20/30 | 9.584 | $ | 3,105,295 | |||||||||
| 5,436,155 | ||||||||||||||||
| Investments & Misc. Financial Services (2.4%) | ||||||||||||||||
| 406 | Altisource Solutions Sarl, 3 mo. USD Term SOFR + 9.500%(8),(11) | (CCC-, WR) | 04/30/25 | 14.842 | 328,768 | |||||||||||
| 1,000 | AqGen Ascensus, Inc., 3 mo. USD Term SOFR + 6.500%(8) | (CCC, Caa2) | 08/02/29 | 12.030 | 930,000 | |||||||||||
| 677 | Citadel Securities LP, 1 mo. USD Term SOFR + 3.000%(8) | (BBB-, Baa3) | 02/02/28 | 8.305 | 677,128 | |||||||||||
| 393 | Citadel Securities LP(10) | (NR, Baa3) | 07/25/30 | 0.000 | 390,330 | |||||||||||
| 301 | Ditech Holding Corp.(4),(5),(6),(7) | (NR, WR) | 06/30/22 | 0.000 | 18,080 | |||||||||||
| 1,985 | Galaxy U.S. Opco, Inc., 1 mo. USD Term SOFR + 4.750%(8) | (B-, B3) | 04/29/29 | 10.069 | 1,878,306 | |||||||||||
| 1,719 | HighTower Holdings LLC, 3 mo. USD Term SOFR + 4.000%(8) | (B-, B2) | 04/21/28 | 9.612 | 1,690,902 | |||||||||||
| 662 | Kestra Advisor Services Holdings A, Inc., 3 mo. USD Term SOFR + 4.250%(8) | (B-, B2) | 06/03/26 | 9.592 | 661,631 | |||||||||||
| 983 | Mariner Wealth Advisors LLC, 3 mo. USD Term SOFR + 3.250%(7),(8) | (B-, Ba3) | 08/18/28 | 8.598 - 8.753 | 960,574 | |||||||||||
| 7,535,719 | ||||||||||||||||
| Machinery (2.7%) | ||||||||||||||||
| 1,488 | 19th Holdings Golf LLC, 1 mo. USD Term SOFR + 3.350%(7),(8) | (B, B1) | 02/07/29 | 8.491 | 1,476,986 | |||||||||||
| 985 | CMBF LLC, 1 mo. USD Term SOFR + 6.000%(7),(8) | (B, B3) | 08/02/28 | 11.369 | 986,847 | |||||||||||
| 280 | CPM Holdings, Inc., 1 mo. USD LIBOR + 3.500%(8) | (B, B2) | 11/17/25 | 8.728 | 280,830 | |||||||||||
| 197 | CPM Holdings, Inc., 1 mo. USD LIBOR + 8.250%(8),(11) | (B-, Caa2) | 11/16/26 | 13.478 | 196,832 | |||||||||||
| 2,000 | LSF12 Badger Bidco LLC(7),(10) | (B, B2) | 07/25/30 | 0.000 | 1,962,500 | |||||||||||
| 411 | LTI Holdings, Inc., 1 mo. USD Term SOFR + 6.750%(8),(11) | (CCC+, Caa2) | 09/06/26 | 12.183 | 362,085 | |||||||||||
| 2,416 | LTI Holdings, Inc., 1 mo. USD Term SOFR + 3.500%(8) | (B-, B2) | 09/06/25 | 8.933 | 2,333,783 | |||||||||||
| 927 | LTI Holdings, Inc., 1 mo. USD Term SOFR + 4.750%(8) | (B-, B2) | 07/24/26 | 10.183 | 902,051 | |||||||||||
| 8,501,914 | ||||||||||||||||
| Media - Diversified (0.5%) | ||||||||||||||||
| 500 | Cast & Crew Payroll LLC(10) | (B, B1) | 02/09/26 | 0.000 | 491,388 | |||||||||||
| 392 | Technicolor Creative Studios, 3 mo. EUR EURIBOR + 5.000%(2),(7),(8) | (NR, NR) | 06/05/30 | 8.476 | — | |||||||||||
| 185 | Technicolor Creative Studios, 6 mo. EUR EURIBOR + 0.500%(2),(8) | (NR, NR) | 07/31/26 | 15.335 | 202,463 | |||||||||||
| 174 | Technicolor Creative Studios, 6 mo. EUR EURIBOR + 0.500%(2),(8) | (NR, NR) | 07/31/26 | 4.472 | 189,410 | |||||||||||
| 969 | Technicolor Creative Studios, 3 mo. EUR EURIBOR + 0.500%(2),(7),(8) | (NR, NR) | 06/08/33 | 4.047 | 621,211 | |||||||||||
| 1,504,472 | ||||||||||||||||
| Medical Products (1.3%) | ||||||||||||||||
| 1,444 | Artivion, Inc., 3 mo. USD Term SOFR + 3.500%(8) | (B-, B2) | 06/01/27 | 9.004 | 1,392,630 | |||||||||||
| 1,339 | Femur Buyer, Inc., 3 mo. USD LIBOR + 4.500%(8) | (CCC+, Caa1) | 03/05/26 | 10.004 | 1,249,955 | |||||||||||
| 700 | Femur Buyer, Inc., 3 mo. USD Term SOFR + 5.500%(7),(8) | (CCC+, NR) | 08/05/25 | 11.004 | 631,505 | |||||||||||
| 250 | Maravai Intermediate Holdings LLC(10) | (B+, B1) | 10/19/27 | 0.000 | 250,026 | |||||||||||
| 500 | Viant Medical Holdings, Inc., 1 mo. USD LIBOR + 3.750%(8) | (CCC+, B3) | 07/02/25 | 9.183 | 489,480 | |||||||||||
| 4,013,596 | ||||||||||||||||
| Packaging (1.1%) | ||||||||||||||||
| 750 | Mauser Packaging Solutions Holding Co.(10) | (B, B2) | 08/14/26 | 0.000 | 749,895 | |||||||||||
| 2,579 | Proampac PG Borrower LLC, 3 mo. USD Term SOFR + 3.750%(8) | (B-, B3) | 11/03/25 | 9.141 - 9.320 | 2,572,312 | |||||||||||
| 337 | Technimark Holdings LLC, 1 mo. USD Term SOFR + 3.750%(8) | (B-, B2) | 07/09/28 | 9.170 | 334,848 | |||||||||||
| 3,657,055 | ||||||||||||||||
| Personal & Household Products (0.9%) | ||||||||||||||||
| 681 | ABG Intermediate Holdings 2 LLC(12) | (B, B1) | 12/21/28 | 4.000 | 682,696 | |||||||||||
| 2,077 | ABG Intermediate Holdings 2 LLC, 1 mo. USD Term SOFR + 4.000%(8) | (B, B1) | 12/21/28 | 9.419 | 2,082,224 | |||||||||||
| 121 | Serta Simmons Bedding LLC, 3 mo. USD Term SOFR + 7.500%(8) | (NR, NR) | 06/30/28 | 12.739 | 121,943 | |||||||||||
| 2,886,863 | ||||||||||||||||
| Real Estate Investment Trusts (0.2%) | ||||||||||||||||
| 731 | Claros Mortgage Trust, Inc., 1 mo. USD Term SOFR + 4.500%(7),(8) | (B+, Ba3) | 08/09/26 | 9.855 | 705,639 | |||||||||||
| Recreation & Travel (1.4%) | ||||||||||||||||
| 1,421 | Bulldog Purchaser, Inc., 1 mo. USD Term SOFR + 3.750%(8) | (B-, B3) | 09/05/25 | 9.169 | 1,361,895 | |||||||||||
| 61 | Crown Finance U.S., Inc.(4),(6) | (D, WR) | 02/28/25 | 0.000 | 6,751 | |||||||||||
| 316 | Crown Finance U.S., Inc.(4),(6) | (D, WR) | 09/30/26 | 0.000 | 34,833 | |||||||||||
| 343 | Crown Finance U.S., Inc., 1 mo. USD Term SOFR + 10.000%, 3 mo. USD Term SOFR + 10.000%(8) | (NR, WR) | 09/07/23 | 15.268 - 15.308 | 383,211 | |||||||||||
Credit Suisse Strategic Income Fund
Schedule of Investments (continued)
July 31, 2023 (unaudited)
| Par (000) | Ratings† (S&P/Moody's) | Maturity | Rate% | Value | ||||||||||||
| BANK LOANS (continued) | ||||||||||||||||
| Recreation & Travel (continued) | ||||||||||||||||
| $ | 156 | Crown Finance U.S., Inc., 3 mo. USD Term SOFR + 8.500%(8) | (D, WR) | 04/03/28 | 13.846 | $ | 156,924 | |||||||||
| 860 | Hornblower Sub LLC, 6 mo. USD LIBOR + 4.500%(8) | (CCC-, Caa2) | 04/27/25 | 10.481 | 445,961 | |||||||||||
| 1,134 | Hornblower Sub LLC, 3 mo. USD LIBOR + 8.125%(8) | (NR, NR) | 11/10/25 | 13.446 | 1,135,444 | |||||||||||
| 350 | Hornblower Sub LLC, 3 mo. USD LIBOR + 8.125%(8) | (NR, NR) | 11/10/25 | 13.443 | 350,439 | |||||||||||
| 500 | Hornblower Sub LLC, 3 mo. USD LIBOR + 8.125%(8) | (NR, NR) | 11/20/25 | 13.446 | 500,627 | |||||||||||
| 249 | SeaWorld Parks & Entertainment, Inc., 1 mo. USD Term SOFR + 3.000%(8) | (BB, Ba2) | 08/25/28 | 8.433 | 249,646 | |||||||||||
| 4,625,731 | ||||||||||||||||
| Restaurants (0.3%) | ||||||||||||||||
| 500 | Tacala LLC(10) | (B-, B2) | 02/05/27 | 0.000 | 496,503 | |||||||||||
| 375 | Tacala LLC, 1 mo. USD Term SOFR + 7.500%(8) | (CCC, Caa2) | 02/04/28 | 12.933 | 358,436 | |||||||||||
| 854,939 | ||||||||||||||||
| Software - Services (8.3%) | ||||||||||||||||
| 1,224 | Applied Systems, Inc., 3 mo. USD Term SOFR + 4.500%(8) | (B-, B2) | 09/18/26 | 9.742 | 1,227,671 | |||||||||||
| 1,702 | Aston FinCo Sarl, 1 mo. USD Term SOFR + 4.250%(7),(8) | (B-, B3) | 10/09/26 | 9.569 | 1,488,959 | |||||||||||
| 1,126 | Astra Acquisition Corp., 1 mo. USD Term SOFR + 5.250%(8) | (B-, B1) | 10/25/28 | 10.683 | 852,305 | |||||||||||
| 248 | Cardinal Parent, Inc., 3 mo. USD Term SOFR + 4.500%(8) | (CCC+, B3) | 11/12/27 | 9.892 | 220,186 | |||||||||||
| 1,719 | Ceridian HCM Holding, Inc., 3 mo. USD LIBOR + 2.500%(8) | (B+, Ba3) | 04/30/25 | 7.976 | 1,721,052 | |||||||||||
| 1,245 | ConnectWise LLC, 1 mo. USD Term SOFR + 3.500%(8) | (NR, B2) | 09/29/28 | 8.933 | 1,222,385 | |||||||||||
| 1,235 | Cornerstone OnDemand, Inc., 3 mo. USD Term SOFR + 3.750%(8) | (B-, B2) | 10/16/28 | 9.254 | 1,147,389 | |||||||||||
| 1,250 | DCert Buyer, Inc., 3 mo. USD Term SOFR + 7.000%(8) | (CCC, Caa2) | 02/19/29 | 12.264 | 1,170,706 | |||||||||||
| 2,208 | Finastra USA, Inc., 6 mo. USD LIBOR + 3.500%(8) | (CCC+, B3) | 06/13/24 | 9.038 - 9.231 | 2,145,796 | |||||||||||
| 890 | Finastra USA, Inc., 6 mo. USD LIBOR + 7.250%(8) | (CCC-, Caa3) | 06/13/25 | 12.981 | 816,829 | |||||||||||
| 1,922 | Flexera Software LLC, 1 mo. USD Term SOFR + 3.750%(8) | (B-, B1) | 03/03/28 | 9.183 | 1,897,870 | |||||||||||
| 998 | Genuine Financial Holdings LLC, 1 mo. USD LIBOR + 3.750%(8) | (B, B2) | 07/11/25 | 9.183 | 998,064 | |||||||||||
| 2,173 | Hyland Software, Inc., 1 mo. USD Term SOFR + 3.500%(8) | (B-, B2) | 07/01/24 | 8.933 | 2,168,523 | |||||||||||
| 1,215 | Hyland Software, Inc., 1 mo. USD Term SOFR + 6.250%(8) | (CCC, Caa2) | 07/07/25 | 11.683 | 1,208,917 | |||||||||||
| 422 | IGT Holding IV AB, 3 mo. USD Term SOFR + 3.400%(8) | (B, B2) | 03/31/28 | 8.712 | 419,441 | |||||||||||
| 1,640 | Polaris Newco LLC, 3 mo. USD LIBOR + 4.000%(8) | (B-, B2) | 06/02/28 | 9.538 | 1,551,854 | |||||||||||
| 750 | Project Alpha Intermediate Holding, Inc.(10) | (B-, B3) | 04/26/24 | 0.000 | 750,469 | |||||||||||
| 1,981 | Quest Software U.S. Holdings, Inc., 3 mo. USD Term SOFR + 4.250%(8) | (CCC+, B2) | 02/01/29 | 9.769 | 1,620,011 | |||||||||||
| 200 | Redstone Holdco 2 LP, 1 mo. USD LIBOR + 7.750%(8) | (CCC, Caa3) | 04/27/29 | 13.180 | 126,571 | |||||||||||
| 1,582 | Redstone Holdco 2 LP, 1 mo. USD LIBOR + 4.750%(8) | (B-, B3) | 04/27/28 | 10.163 | 1,219,794 | |||||||||||
| 2,039 | Transact Holdings, Inc., 1 mo. USD Term SOFR + 4.250%(8) | (B, B2) | 04/30/26 | 9.683 | 2,032,143 | |||||||||||
| 663 | Virtusa Corp., 3 mo. USD LIBOR + 3.750%(8) | (B, B1) | 02/11/28 | 9.331 | 660,794 | |||||||||||
| 26,667,729 | ||||||||||||||||
| Support - Services (2.0%) | ||||||||||||||||
| 495 | Global Education Management Systems Establishment, 3 mo. USD Term SOFR + 5.000%(8) | (B, B2) | 07/31/26 | 10.525 | 496,741 | |||||||||||
| 977 | Gloves Buyer, Inc., 1 mo. USD Term SOFR + 4.000%(8) | (B-, B2) | 12/29/27 | 9.433 | 934,736 | |||||||||||
| 988 | KUEHG Corp., 3 mo. USD Term SOFR + 5.000%(8) | (B, B2) | 06/12/30 | 10.242 | 984,851 | |||||||||||
| 830 | LaserShip, Inc., 2 mo. USD Term SOFR + 7.500%(7),(8) | (CCC-, Caa3) | 05/07/29 | 13.131 | 651,179 | |||||||||||
| 1,474 | LaserShip, Inc., 2 mo. USD Term SOFR + 4.500%(8) | (CCC+, B3) | 05/07/28 | 10.131 | 1,268,899 | |||||||||||
| 1,929 | Wrench Group LLC, 3 mo. USD Term SOFR + 4.000%(8) | (B-, B2) | 04/30/26 | 9.504 | 1,925,581 | |||||||||||
| 6,261,987 | ||||||||||||||||
| Tech Hardware & Equipment (0.4%) | ||||||||||||||||
| 1,234 | Atlas CC Acquisition Corp., 3 mo. USD Term SOFR + 4.250%(8) | (B, Caa1) | 05/25/28 | 9.775 | 1,085,223 | |||||||||||
| 251 | Atlas CC Acquisition Corp., 3 mo. USD Term SOFR + 4.250%(8) | (B+, B1) | 05/25/28 | 9.775 | 220,724 | |||||||||||
| 1,305,947 | ||||||||||||||||
| Telecom - Wireline Integrated & Services (1.1%) | ||||||||||||||||
| 492 | Altice France SA, 3 mo. USD Term SOFR + 5.500%(8) | (B-, B2) | 08/15/28 | 10.808 | 407,860 | |||||||||||
| 1,977 | Patagonia Holdco LLC, 3 mo. USD Term SOFR + 5.750%(8) | (NR, B1) | 08/01/29 | 10.789 | 1,708,758 | |||||||||||
| 932 | TVC Albany, Inc., 1 mo. USD Term SOFR + 3.500%(8) | (B-, B2) | 07/23/25 | 8.933 | 897,570 | |||||||||||
| 438 | TVC Albany, Inc., 1 mo. USD Term SOFR + 7.500%(8),(11) | (CCC, Caa2) | 07/23/26 | 12.933 | 409,062 | |||||||||||
| 3,423,250 | ||||||||||||||||
| Theaters & Entertainment (1.0%) | ||||||||||||||||
| 750 | UFC Holdings LLC, 3 mo. USD Term SOFR + 2.750%(10) | (B+, B2) | 04/29/26 | 0.000 | 750,101 | |||||||||||
Credit Suisse Strategic Income Fund
Schedule of Investments (continued)
July 31, 2023 (unaudited)
| Par (000) | Ratings† (S&P/Moody's) | Maturity | Rate% | Value | ||||||||||||
| BANK LOANS (continued) | ||||||||||||||||
| Theaters & Entertainment (continued) | ||||||||||||||||
| $ | 2,459 | William Morris Endeavor Entertainment LLC, 1 mo. USD Term SOFR + 2.750%(8) | (B+, B3) | 05/18/25 | 8.183 | $ | 2,459,350 | |||||||||
| 3,209,451 | ||||||||||||||||
| Trucking & Delivery (0.0%) | ||||||||||||||||
| 168 | American Trailer World Corp., 1 mo. USD Term SOFR + 3.750%(8) | (B, B3) | 03/03/28 | 9.169 | 157,386 | |||||||||||
| TOTAL BANK LOANS (Cost $127,416,593) | 122,419,248 | |||||||||||||||
| ASSET BACKED SECURITIES (5.6%) | ||||||||||||||||
| Collateralized Debt Obligations (5.6%) | ||||||||||||||||
| 1,350 | Anchorage Capital CLO 15 Ltd., 2020-15A, Rule 144A, 3 mo. USD Term SOFR + 7.662% (1),(8) | (NR, Ba3) | 07/20/34 | 12.988 | 1,240,389 | |||||||||||
| 1,000 | Anchorage Capital CLO 4-R Ltd., 2014-4RA, Rule 144A, 3 mo. USD Term SOFR + 2.862% (1),(8) | (BBB-, NR) | 01/28/31 | 8.227 | 934,837 | |||||||||||
| 1,250 | Anchorage Capital CLO Ltd., 2013-1A, Rule 144A, 3 mo. USD Term SOFR + 7.062% (1),(8) | (NR, Ba3) | 10/13/30 | 12.363 | 1,190,632 | |||||||||||
| 1,000 | Battalion CLO XIV Ltd., 2019-14A, Rule 144A, 3 mo. USD Term SOFR + 3.700% (1),(8) | (NR, Baa3) | 01/20/35 | 3.702 | 906,603 | |||||||||||
| 1,000 | BlueMountain CLO Ltd., 2016-2A, Rule 144A, 3 mo. USD LIBOR + 4.300% (1),(8) | (BBB-, NR) | 08/20/32 | 9.679 | 932,326 | |||||||||||
| 1,000 | BlueMountain Fuji U.S. CLO I Ltd., 2017-1A, Rule 144A, 3 mo. USD Term SOFR + 6.262% (1),(8) | (BB-, NR) | 07/20/29 | 11.588 | 839,560 | |||||||||||
| 1,000 | BlueMountain Fuji U.S. CLO III Ltd., 2017-3A, Rule 144A, 3 mo. USD Term SOFR + 5.462% (1),(8) | (BB-, NR) | 01/15/30 | 10.770 | 872,958 | |||||||||||
| 750 | Carlyle Global Market Strategies CLO Ltd., 2014-3RA, Rule 144A, 3 mo. USD LIBOR + 5.400% (1),(8) | (BB-, NR) | 07/27/31 | 11.019 | 633,912 | |||||||||||
| 1,250 | CIFC Funding Ltd., 2013-2A, Rule 144A, 3 mo. USD Term SOFR + 6.782% (1),(8) | (B+, NR) | 10/18/30 | 12.092 | 1,117,252 | |||||||||||
| 750 | CIFC Funding Ltd., 2014-1A, Rule 144A, 3 mo. USD Term SOFR + 6.112% (1),(8) | (B+, NR) | 01/18/31 | 11.422 | 679,788 | |||||||||||
| 750 | Goldentree Loan Opportunities XI Ltd., 2015-11A, Rule 144A, 3 mo. USD Term SOFR + 5.662% (1),(8) | (NR, Ba3) | 01/18/31 | 10.972 | 697,054 | |||||||||||
| 1,225 | Greywolf CLO V Ltd., 2015-1A, Rule 144A, 3 mo. USD Term SOFR + 6.112% (1),(8) | (BB-, NR) | 01/27/31 | 11.463 | 1,078,344 | |||||||||||
| 500 | Halcyon Loan Advisors Funding Ltd., 2015-2A, Rule 144A (1),(8),(11) | (NR, NR) | 07/25/27 | 0.000 | 75 | |||||||||||
| 1,000 | KKR CLO 16 Ltd., Rule 144A, 3 mo. USD Term SOFR + 7.372% (1),(8) | (BB-, NR) | 10/20/34 | 12.698 | 903,367 | |||||||||||
| 500 | KKR CLO 20 Ltd., Rule 144A, 3 mo. USD Term SOFR + 5.762% (1),(8) | (NR, Ba3) | 10/16/30 | 11.070 | 444,778 | |||||||||||
| 750 | KKR Financial CLO Ltd., 2013-1A, Rule 144A, 3 mo. USD Term SOFR + 6.342% (1),(8) | (NR, Ba3) | 04/15/29 | 11.650 | 684,409 | |||||||||||
| 1,000 | Marble Point CLO XXIII Ltd., 2021-4A, Rule 144A, 3 mo. USD LIBOR + 5.750% (1),(8) | (NR, Ba1) | 01/22/35 | 11.357 | 915,820 | |||||||||||
| 1,000 | Oaktree CLO Ltd., 2019-4A, Rule 144A, 3 mo. USD Term SOFR + 7.492% (1),(8) | (BB-, NR) | 10/20/32 | 12.818 | 941,788 | |||||||||||
| 742 | Stratus CLO Ltd., 2021-1A, Rule 144A, 3 mo. USD Term SOFR + 1.062% (1),(8) | (NR, Aaa) | 12/29/29 | 6.388 | 737,950 | |||||||||||
| 500 | Venture XXVIII CLO Ltd., 2017-28A, Rule 144A, 3 mo. USD Term SOFR + 6.412% (1),(8) | (NR, Ba3) | 07/20/30 | 11.738 | 355,744 | |||||||||||
| 1,000 | Vibrant CLO III Ltd., 2015-3A, Rule 144A, 3 mo. USD Term SOFR + 3.762% (1),(8) | (NR, Ba1) | 10/20/31 | 9.088 | 851,575 | |||||||||||
| 750 | Vibrant CLO VI Ltd., 2017-6A, Rule 144A, 3 mo. USD LIBOR + 5.750% (1),(8) | (NR, Ba3) | 06/20/29 | 11.260 | 628,521 | |||||||||||
| 500 | Voya CLO Ltd., 2014-4A, Rule 144A, 3 mo. USD Term SOFR + 3.612% (1),(8) | (BBB-, NR) | 07/14/31 | 8.923 | 445,018 | |||||||||||
| TOTAL ASSET BACKED SECURITIES (Cost $20,397,969) | 18,032,700 | |||||||||||||||
| Shares | ||||||||||||||||
| COMMON STOCKS (1.0%) | ||||||||||||||||
| Auto Parts & Equipment (0.1%) | ||||||||||||||||
| 23,475 | Jason, Inc.(6) | 281,702 | ||||||||||||||
| Cable & Satellite TV (0.1%) | ||||||||||||||||
| 54,000 | Altice USA, Inc., Class A(6) | 183,060 | ||||||||||||||
| Chemicals (0.1%) | ||||||||||||||||
| 1,512 | Project Investor Holdings LLC(5),(6),(7),(11) | 15 | ||||||||||||||
Credit Suisse Strategic Income Fund
Schedule of Investments (continued)
July 31, 2023 (unaudited)
| Shares | Value | |||||||
| COMMON STOCKS (continued) | ||||||||
| Chemicals (continued) | ||||||||
| 25,202 | Proppants Holdings LLC(5),(6),(7),(11) | $ | 504 | |||||
| 6,341 | UTEX Industries, Inc.(6) | 410,054 | ||||||
| 410,573 | ||||||||
| Energy - Exploration & Production (0.0%) | ||||||||
| 37,190 | PES Energy, Class A(5),(6),(7),(11) | 372 | ||||||
| Metals & Mining - Excluding Steel (0.5%) | ||||||||
| 1,100,000 | Taseko Mines Ltd.(3),(6) | 1,679,772 | ||||||
| Personal & Household Products (0.1%) | ||||||||
| 29,405 | Serta Simmons Common(6) | 430,783 | ||||||
| Pharmaceuticals (0.0%) | ||||||||
| 37,299 | Akorn, Inc.(6),(7) | 10,257 | ||||||
| Private Placement (0.1%) | ||||||||
| 50,013 | Technicolor Creative Studios SA(6),(13) | 143,093 | ||||||
| 249,816 | Vantiva SA(6),(13) | 52,966 | ||||||
| 196,059 | ||||||||
| Specialty Retail (0.0%) | ||||||||
| 66 | Eagle Investments Holding Co. LLC, Class B(5),(6),(7) | 1 | ||||||
| Theaters & Entertainment (0.0%) | ||||||||
| 134,615 | Vantiva SA(2),(6) | 28,448 | ||||||
| TOTAL COMMON STOCKS (Cost $4,496,947) | 3,221,027 | |||||||
| WARRANTS (0.0%) | ||||||||
| Chemicals (0.0%) | ||||||||
| 6,300 | Project Investor Holdings LLC, expires 02/20/2022(5),(6),(7),(11) | — | ||||||
| Investments & Misc. Financial Services (0.0%) | ||||||||
| 4,554 | Altisource Solutions Sarl, expires 05/31/2027(5),(6),(7) | 10,474 | ||||||
| 9,954 | CC Neuberger Principal Holdings III, expires 12/31/2027(6) | 1,793 | ||||||
| 26,666 | DHC Acquisition Corp., expires 12/31/2027(6) | 1,675 | ||||||
| 6,000 | Movella Holdings, Inc., expires 12/31/2027(6) | 497 | ||||||
| 2,500 | Northern Star Investment Corp. IV, expires 12/31/2027(6) | 115 | ||||||
| 2,000 | Pivotal Investment Corp. III, expires 12/31/2027(6) | 10 | ||||||
| 14,564 | ||||||||
| Private Placement (0.0%) | ||||||||
| 1,502,025 | Technicolor Creative Studios SA(6),(13) | 42,279 | ||||||
| Recreation & Travel (0.0%) | ||||||||
| 29,277 | Cineworld Group PLC, expires 12/21/2025(6),(7) | — | ||||||
| TOTAL WARRANTS (Cost $34,050) | 56,843 | |||||||
| SHORT-TERM INVESTMENTS (10.3%) | ||||||||
| 23,950,575 | State Street Institutional U.S. Government Money Market Fund - Premier Class, 5.26% | 23,950,575 | ||||||
| 8,831,599 | State Street Navigator Securities Lending Government Money Market Portfolio, 5.34%(14) | 8,831,599 | ||||||
| TOTAL SHORT-TERM INVESTMENTS (Cost $32,782,174) | 32,782,174 | |||||||
| TOTAL INVESTMENTS AT VALUE (104.4%) (Cost $352,575,862) | 333,957,308 | |||||||
| LIABILITIES IN EXCESS OF OTHER ASSETS (-4.4%) | (14,116,228 | ) | ||||||
| NET ASSETS (100.0%) | $ | 319,841,080 | ||||||
| † | Credit ratings given by the S&P Global Ratings Division of S&P Global Inc. (“S&P”) and Moody’s Investors Service, Inc. ("Moody's") are unaudited. |
| (1) | Security exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At July 31, 2023, these securities amounted to a value of $171,772,621 or 53.7% of net assets. |
| (2) | This security is denominated in Euro. |
| (3) | Security or portion thereof is out on loan. |
| (4) | Bond is currently in default. |
| (5) | Not readily marketable security; security is valued at fair value as determined in good faith by Credit Suisse Asset Management, LLC as the Fund's valuation designee under the oversight of the Board of Trustees. |
| (6) | Non-income producing security. |
| (7) | Security is valued using significant unobservable inputs. |
| (8) | Variable rate obligation - The interest rate shown is the rate in effect as of July 31, 2023. The rate may be subject to a cap and floor. |
| (9) | PIK: Payment-in-kind security for which part of the income earned may be paid as additional principal. |
| (10) | The rates on certain variable rate securities are not based on a published reference rate and spread but are determined by the issuer or agent and are based on current market conditions. These securities do not indicate a reference rate and spread in their description above. The interest rate shown is the rate in effect as of July 31, 2023. |
| (11) | Illiquid security. |
| (12) | All or a portion is an unfunded loan commitment. |
| (13) | Security is held through holdings of 100 shares of the CIG Special Purpose SPC - Credit Suisse Strategic Income Fund Segregated Portfolio, an affiliated entity. |
| (14) | Represents security purchased with cash collateral received for securities on loan. |
Credit Suisse Strategic Income Fund
Schedule of Investments (continued)
July 31, 2023 (unaudited)
| INVESTMENT ABBREVIATIONS |
| 1 mo. = 1 month |
| 2 mo. = 2 month |
| 3 mo. = 3 month |
| 6 mo. = 6 month |
| EURIBOR = Euro Interbank Offered Rate |
| LIBOR = London Interbank Offered Rate |
| NR = Not Rated |
| Sarl = société à responsabilité limitée |
| SOFR = Secured Overnight Financing Rate |
| WR = Withdrawn Rating |
Forward Foreign Currency Contracts
| Forward Currency to be Purchased | Forward Currency to be Sold | Expiration Date | Counterparty | Value on Settlement Date | Current Value/Notional | Unrealized Appreciation | ||||||||||||||
| CAD | 429,000 | USD | 319,788 | 10/11/23 | Barclays Bank PLC | $ | 319,788 | $ | 326,226 | $ | 6,438 | |||||||||
| CAD | 2,068,000 | USD | 1,526,325 | 10/11/23 | Deutsche Bank AG | 1,526,325 | 1,572,575 | 46,250 | ||||||||||||
| CAD | 264,000 | USD | 196,710 | 10/11/23 | JPMorgan Chase | 196,710 | 200,754 | 4,044 | ||||||||||||
| CAD | 385,000 | USD | 287,606 | 10/11/23 | Morgan Stanley | 287,606 | 292,767 | 5,161 | ||||||||||||
| EUR | 158,384 | USD | 167,356 | 10/11/23 | Barclays Bank PLC | 167,356 | 175,225 | 7,869 | ||||||||||||
| EUR | 382,561 | USD | 411,980 | 10/11/23 | Deutsche Bank AG | 411,980 | 423,240 | 11,260 | ||||||||||||
| EUR | 633,516 | USD | 667,951 | 10/11/23 | Morgan Stanley | 667,951 | 700,879 | 32,928 | ||||||||||||
| GBP | 1,961 | USD | 2,162 | 10/11/23 | Deutsche Bank AG | 2,162 | 2,525 | 363 | ||||||||||||
| Total Unrealized Appreciation | $ | 114,313 | ||||||||||||||||||
Forward Foreign Currency Contracts
| Forward Currency to be Purchased | Forward Currency to be Sold | Expiration Date | Counterparty | Value
on Settlement Date | Current Value/Notional | Unrealized Depreciation | ||||||||||||||
| USD | 3,434,021 | CAD | 4,642,000 | 10/11/23 | Deutsche Bank AG | $ | (3,434,021 | ) | $ | (3,529,933 | ) | $ | (95,912 | ) | ||||||
| USD | 393,871 | CAD | 528,000 | 10/11/23 | Morgan Stanley | (393,871 | ) | (401,509 | ) | (7,638 | ) | |||||||||
| USD | 3,249,777 | EUR | 3,146,601 | 10/11/23 | Deutsche Bank AG | (3,249,777 | ) | (3,481,183 | ) | (231,406 | ) | |||||||||
| USD | 922,998 | EUR | 840,187 | 10/11/23 | Morgan Stanley | (922,998 | ) | (929,526 | ) | (6,528 | ) | |||||||||
| USD | 2,186 | GBP | 1,962 | 10/11/23 | Deutsche Bank AG | (2,186 | ) | (2,524 | ) | (338 | ) | |||||||||
| Total Unrealized Depreciation | $ | (341,822 | ) | |||||||||||||||||
| Total Net Unrealized Appreciation/(Depreciation) | $ | (227,509 | ) | |||||||||||||||||
| Currency Abbreviations: |
| CAD = Canadian Dollar |
| EUR = Euro |
| GBP = British Pound |
| USD = United States Dollar |
SECURITY VALUATION — The Board of Trustees (the "Board") is responsible for the Fund's valuation process. The Board has delegated the supervision of the daily valuation process to Credit Suisse Asset Management, LLC, the Fund’s investment adviser (“Credit Suisse” or the “Adviser”), who has established a Pricing Committee and a Pricing Group, which, pursuant to the policies adopted by the Board, are responsible for making fair valuation determinations and overseeing the Fund's pricing policies. The net asset value of the Fund is determined daily as of the close of regular trading on the New York Stock Exchange, Inc. (the “Exchange”) on each day the Exchange is open for business. The valuations for fixed income securities (which may include, but are not limited to, corporate, government, municipal, mortgage-backed, collateralized mortgage obligations and asset-backed securities) and certain derivative instruments are typically the prices supplied by independent third party pricing services, which may use market prices or broker/dealer quotations or a variety of valuation techniques and methodologies. The independent third party pricing services use inputs that are observable such as issuer details, interest rates, yield curves, prepayment speeds, credit risks/spreads, default rates and quoted prices for similar securities. These pricing services generally price fixed income securities assuming orderly transactions of an institutional “round lot” size, but some trades occur in smaller “odd lot” sizes which may be effected at lower prices than institutional round lot trades. Structured note agreements are valued in accordance with a dealer-supplied valuation based on changes in the value of the underlying index. Futures contracts are valued daily at the settlement price established by the board of trade or exchange on which they are traded. Forward contracts are valued at the London closing spot rates and the London closing forward point rates on a daily basis. The currency forward contract pricing model derives the differential in point rates to the expiration date of the forward and calculates its present value. Equity securities for which market quotations are available are valued at the last reported sales price or official closing price on the primary market or exchange on which they trade. Investments in open-ended mutual funds are valued at the net asset value as reported on each business day and under normal circumstances. Securities for which market quotations are not readily available are valued at their fair value as determined in good faith by the Adviser, as the Board’s valuation designee (as defined in Rule 2a-5 under the 1940 Act), in accordance with the Adviser’s procedures. The Board oversees the Adviser in its role as valuation designee in accordance with the requirements of Rule 2a-5 under the 1940 Act. The Fund may utilize a service provided by an independent third party 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 Adviser to be unreliable, the market price may be determined by the Adviser using quotations from one or more brokers/dealers or at the transaction price if the security has recently been purchased and no value has yet been obtained from a pricing service or pricing broker. When reliable prices are not readily available, such as when the value of a security has been significantly affected by events after the close of the exchange or market on which the security is principally traded, but before the Fund calculates its net asset value, these securities will be fair valued in good faith by the Pricing Group, in accordance with procedures established by the Adviser.
The Fund uses valuation techniques to measure fair value that are consistent with the market approach and/or income approach, depending on the type of security and the particular circumstance. The market approach uses prices and other relevant information generated by market transactions involving identical or comparable securities. The income approach uses valuation techniques to discount estimated future cash flows to present value.
Generally accepted accounting principles in the United States of America (“GAAP”) established a disclosure hierarchy that categorizes the inputs to valuation techniques used to value assets and liabilities at each measurement date. These inputs are summarized in the three broad levels listed below:
| ● | Level 1—quoted prices in active markets for identical investments |
| ● | Level 2—other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, credit risk, etc.) |
| ● | Level 3—significant unobservable inputs (including the Fund’s own assumptions in determining the fair value of investments) |
The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities.
The following is a summary of the inputs used as of July 31, 2023 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 | $ | — | $ | 157,370,960 | $ | 74,356 | $ | 157,445,316 | ||||||||
| Bank Loans | — | 108,600,832 | 13,818,416 | 122,419,248 | ||||||||||||
| Asset Backed Securities | — | 18,032,700 | — | 18,032,700 | ||||||||||||
| Common Stocks | 2,293,615 | 916,263 | 11,149 | 3,221,027 | ||||||||||||
| Warrants | 4,090 | 42,279 | 10,474 | 56,843 | ||||||||||||
| Short-term Investments | 32,782,174 | — | — | 32,782,174 | ||||||||||||
| $ | 35,079,879 | $ | 284,963,034 | $ | 13,914,395 | $ | 333,957,308 | |||||||||
| Other Financial Instruments* | ||||||||||||||||
| Forward Foreign Currency Contracts | $ | — | $ | 114,313 | $ | — | $ | 114,313 | ||||||||
| Liabilities | ||||||||||||||||
| Other Financial Instruments* | ||||||||||||||||
| Forward Foreign Currency Contracts | $ | — | $ | 341,822 | $ | — | $ | 341,822 | ||||||||
* Other financial instruments include unrealized appreciation (depreciation) on forward foreign currency contracts.
The following is a reconciliation of investments as of July 31, 2023 for which significant unobservable inputs were used in determining fair value.
| Corporate Bonds | Bank Loans | Common Stocks | Warrants | Total | ||||||||||||||||
| Balance as of October 31, 2022 | $ | 83,406 | $ | 22,979,439 | $ | 545,688 | $ | 0 | (1) | $ | 23,608,533 | |||||||||
| Accrued discounts (premiums) | (3,949 | ) | 75,117 | - | - | 71,168 | ||||||||||||||
| Purchases | - | 6,700,944 | 159,189 | - | 6,860,133 | |||||||||||||||
| Sales | (17,653 | ) | (11,717,498 | ) | (2,648 | ) | - | (11,737,799 | ) | |||||||||||
| Realized gain (loss) | (30,669 | ) | (502,944 | ) | 2,648 | - | (530,965 | ) | ||||||||||||
| Change in unrealized appreciation (depreciation) | 43,221 | 1,312,869 | (12,229 | ) | 10,474 | 1,354,335 | ||||||||||||||
| Transfers into Level 3 | - | 2,913,512 | 10,257 | - | 2,923,769 | |||||||||||||||
| Transfers out of Level 3 | - | (7,943,023 | ) | (691,756 | ) | - | (8,634,779 | ) | ||||||||||||
| Balance as of July 31, 2023 | $ | 74,356 | $ | 13,818,416 | $ | 11,149 | $ | 10,474 | $ | 13,914,395 | ||||||||||
| Net change in unrealized appreciation (depreciation) from investments still held as of July 31, 2023 | $ | (8,345 | ) | $ | 420,510 | $ | - | $ | 10,474 | $ | 422,639 | |||||||||
| (1) | Includes zero valued securities. |
Quantitative Disclosure About Significant Unobservable Inputs
| Fair Value | Valuation | Unobservable | Price Range | |||||||||
| Asset Class | At 07/31/2023 | Technique | Input | (Weighted Average)* | ||||||||
| Corporate Bonds | $ | 64,981 | Income Approach | Expected Remaining Distribution | $0.53 - $0.65 ($0.59) | |||||||
| 9,375 | Vendor Pricing | Single Broker Quote | 0.01 (N/A) | |||||||||
| Bank Loans | 13,818,416 | Vendor Pricing | Single Broker Quote | 0.00 - 1.00 (0.93) | ||||||||
| Common Stocks | 892 | Income Approach | Expected Remaining Distribution | 0.01 - 0.02 (0.01) | ||||||||
| 10,257 | Vendor Pricing | Single Broker Quote | 0.28 (N/A) | |||||||||
| Warrants | 10,474 | Income Approach | Expected Remaining Distribution | 0.00 - 2.30 (2.30) | ||||||||
| 0 | Vendor Pricing | Single Broker Quote | 0.00 (N/A) | |||||||||
| * Weighted by relative fair value |
Each fair value determination is based on a consideration of relevant factors, including both observable and unobservable inputs. Observable and unobservable inputs that Credit Suisse considers may include (i) the existence of any contractual restrictions on the disposition of securities; (ii) information obtained from the company, which may include an analysis of the company's financial statements, the company's products or intended markets or the company's technologies; (iii) the price of the same or similar security negotiated at arm's length in an issuer's completed subsequent round of financing; (iv) the price and extent of public trading in similar securities of the issuer or of comparable companies; or (v) a probability and time value adjusted analysis of contractual term. Where available and appropriate, multiple valuation methodologies are applied to confirm fair value. To the extent that valuation is based on models or inputs that are less observable or unobservable in the market, determining fair value requires more judgment. Because of the inherent uncertainty of valuation, those estimated values may be materially higher or lower than the values that would have been used had a ready market for the investments existed. Accordingly, the degree of judgment exercised by the Fund in determining fair value is greatest for investments categorized in Level 3. In some circumstances, the inputs used to measure fair value might be categorized within different levels of the fair value hierarchy. In those instances, the fair value measurement is categorized in its entirety in the fair value hierarchy based on the least observable input that is significant to the fair value measurement. Additionally, changes in the market environment and other events that may occur over the life of the investments may cause the gains or losses ultimately realized on these investments to be different from the valuations used at the date of these financial statements.
During the period ended July 31, 2023, $2,923,769 was transferred from Level 2 to Level 3 due to a lack of a pricing source supported by observable inputs and $8,634,779 was transferred from Level 3 to Level 2 as a result of the availability of a pricing source supported by observable inputs. All transfers, if any, are assumed to occur at the end of the reporting period.
Other information regarding the Fund is available in the most recent Report to Shareholders. This information is also available on the Fund's website at www.credit-suisse.com/us/funds, as well as on the website of the Securities and Exchange Commission at www.sec.gov.