NPORT-P false 0000946110 XXXXXXXX S000038355 C000118321 C000120618 C000120617 CREDIT SUISSE OPPORTUNITY FUNDS 811-09054 0000946110 5493002UZ4JX82OVKQ12 ELEVEN MADISON AVENUE NEW YORK 10010 212-325-2000 Credit Suisse Managed Futures Strategy Fund S000038355 54930042UF6DI76LB586 2024-10-31 2024-04-30 N 212942283.73 5154147.59 207788136.14 0.00000000 37681159.68000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 25514641.81000000 EUR GBP JPY USD N Credit Suisse Managed Futures Liquid Index CSLABMF Index United States Treasury 254900HROIFWPRGM1V77 912797GL5 19500000.00000000 PA USD 19141371.80000000 9.211965685617 Long STIV UST US N 2 2024-09-05 None 0.00000000 N N N N N N ICE Futures Europe - Financial Products Division N/A 000000000 371.00000000 NC 1756653.49000000 0.845406057647 N/A DE GB N 1 ICE Futures Europe - Financial Products Division N/A Long FTSE 100 Index Futures Z M4 Index 2024-06-21 28865125.85000000 GBP 1756653.49000000 N N N United States Treasury 254900HROIFWPRGM1V77 912797KJ5 10000000.00000000 PA USD 9551360.90000000 4.596682504319 Long STIV UST US N 2 2025-03-20 None 0.00000000 N N N N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 2537141.50000000 OU Notional Amount USD 164458.02000000 0.079146972996 N/A DCO US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Bloomberg Industrial Metals Subindex BCOMIN INDEX Y equity-performance leg 2024-07-22 0.00000000 USD 0.00000000 USD 2537141.50000000 USD 164458.02000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 85.00000000 NC USD -510344.86000000 -0.24560827652 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long CME E-Mini Standard & Poor's 500 Index Futures ESM4 Index 2024-06-21 22045094.86000000 USD -510344.86000000 N N N United States Treasury 254900HROIFWPRGM1V77 912797GB7 10000000.00000000 PA USD 9896359.70000000 4.762716430225 Long STIV UST US N 2 2024-07-11 None 0.00000000 N N N N N N ICE Futures Europe - Financial Products Division N/A 000000000 -304.00000000 NC 376529.31000000 0.181208281182 N/A DIR GB N 1 ICE Futures Europe - Financial Products Division N/A Short Long Gilt Futures G M4 Comdty 2024-06-26 -29417826.10000000 GBP 376529.31000000 N N N United States Treasury 254900HROIFWPRGM1V77 912797KA4 19500000.00000000 PA USD 18700242.80000000 8.999668194434 Long STIV UST US N 2 2025-02-20 None 0.00000000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -388.00000000 NC 708002.87000000 0.340733057792 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Eurex 10 Year Euro BUND Futures RXM4 Comdty 2024-06-06 -51133189.06000000 EUR 708002.87000000 N N N United States Treasury 254900HROIFWPRGM1V77 912797GW1 10000000.00000000 PA USD 9777187.50000000 4.705363685158 Long STIV UST US N 2 2024-10-03 None 0.00000000 N N N N N N Osaka Exchange 3538001249AILNPRUX57 000000000 92.00000000 NC -795688.25000000 -0.38293247380 N/A DE JP N 1 Osaka Exchange 3538001249AILNPRUX57 Long OSE Nikkei 225 Index Futures NKM4 Index 2024-06-13 3664453481.00000000 JPY -795688.25000000 N N N United States Treasury 254900HROIFWPRGM1V77 912797HP5 19500000.00000000 PA USD 18914924.15000000 9.102985618609 Long STIV UST US N 2 2024-11-29 None 0.00000000 N N N N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 27931018.17000000 OU Notional Amount USD -605970.15000000 -0.29162884910 N/A DCO US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Bloomberg Precious Metals Subindex BCOMPR INDEX Y equity-performance leg 2024-07-22 0.00000000 USD 0.00000000 USD 27931018.17000000 USD -605970.15000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -405.00000000 NC USD 1120482.30000000 0.539242673241 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 10 Year U.S. Treasury Notes TYM4 Comdty 2024-06-18 -44632669.80000000 USD 1120482.30000000 N N N Hong Kong Futures Exchange Ltd. 213800YTVSXYQN17BW16 000000000 -55.00000000 NC -205340.79000000 -0.09882219159 N/A DE HK N 1 Hong Kong Futures Exchange Ltd. 213800YTVSXYQN17BW16 Short HKG Hang Seng Index Futures HIK4 Index 2024-05-30 -47121238.59000000 HKD -205340.79000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 -301.00000000 NC USD 1806277.29000000 0.869287979359 N/A DFE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short CME Japanese Yen Currency Futures JYM4 Curncy 2024-06-17 -25843008.54000000 USD 1806277.29000000 N N N United States Treasury 254900HROIFWPRGM1V77 912796ZV4 10000000.00000000 PA USD 9666395.80000000 4.652044134746 Long STIV UST US N 2 2024-12-26 None 0.00000000 N N N N N N Merrill Lynch Pierce Fenner & Smith, Inc. 8NAV47T0Y26Q87Y0QP81 000000000 2679083.60000000 OU Notional Amount USD 14322.29000000 0.006892737124 N/A DCO US N 2 Merrill Lynch Pierce Fenner & Smith, Inc. 8NAV47T0Y26Q87Y0QP81 Bloomberg Energy Subindex BCOMEN INDEX Y equity-performance leg 2024-07-22 0.00000000 USD 0.00000000 USD 2679083.60000000 USD 14322.29000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 5006595.25000000 OU Notional Amount USD 314218.62000000 0.151220674017 N/A DCO US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Bloomberg Industrial Metals Subindex BCOMIN INDEX Y equity-performance leg 2024-07-22 0.00000000 USD 0.00000000 USD 5006595.25000000 USD 314218.62000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 2537970.60000000 OU Notional Amount USD 146518.15000000 0.070513241382 N/A DCO US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Bloomberg Industrial Metals Subindex BCOMIN INDEX Y equity-performance leg 2024-07-22 0.00000000 USD 0.00000000 USD 2537970.60000000 USD 146518.15000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 -777.00000000 NC USD -350772.34000000 -0.16881249647 N/A DFE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short CME British Pound Currency Futures BPM4 Curncy 2024-06-17 -60386346.41000000 USD -350772.34000000 N N N United States Treasury 254900HROIFWPRGM1V77 912797HE0 10000000.00000000 PA USD 9737700.00000000 4.686359953409 Long STIV UST US N 2 2024-10-31 None 0.00000000 N N N N N N Osaka Exchange 3538001249AILNPRUX57 000000000 -145.00000000 NC -172710.63000000 -0.08311861938 N/A DIR JP N 1 Osaka Exchange 3538001249AILNPRUX57 Short OSE Japanese 10 Year Bond Futures JBM4 Comdty 2024-06-13 -20925321391.00000000 JPY -172710.63000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 542.00000000 NC -276141.01000000 -0.13289546512 N/A DE DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long Eurex EURO STOXX 50 Futures VGM4 Index 2024-06-21 26799996.74000000 EUR -276141.01000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 -598.00000000 NC USD -283915.21000000 -0.13663687218 N/A DFE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short CME Australian Dollar Currency Futures ADM4 Curncy 2024-06-17 -38538244.79000000 USD -283915.21000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 3803570.62000000 OU Notional Amount USD 17309.49000000 0.008330355294 N/A DCO US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Bloomberg Agriculture Subindex BCOMAG INDEX Y equity-performance leg 2024-07-22 0.00000000 USD 0.00000000 USD 3803570.62000000 USD 17309.49000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 5091263.10000000 OU Notional Amount USD 282784.26000000 0.136092591835 N/A DCO US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Bloomberg Industrial Metals Subindex BCOMIN INDEX Y equity-performance leg 2024-07-22 0.00000000 USD 0.00000000 USD 5091263.10000000 USD 282784.26000000 N N N United States Treasury 254900HROIFWPRGM1V77 912797FS1 19500000.00000000 PA USD 19377202.46000000 9.325461414671 Long STIV UST US N 2 2024-06-13 None 0.00000000 N N N N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 -491.00000000 NC USD 509674.20000000 0.245285515077 N/A DFE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short CME Euro Foreign Exchange Currency Futures ECM4 Curncy 2024-06-17 -66171717.95000000 USD 509674.20000000 N N N Merrill Lynch Pierce Fenner & Smith, Inc. 8NAV47T0Y26Q87Y0QP81 000000000 2138079.82000000 OU Notional Amount USD 28393.89000000 0.013664827322 N/A DCO US N 2 Merrill Lynch Pierce Fenner & Smith, Inc. 8NAV47T0Y26Q87Y0QP81 Bloomberg Energy Subindex BCOMEN INDEX Y equity-performance leg 2024-07-22 0.00000000 USD 0.00000000 USD 2138079.82000000 USD 28393.89000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 -913.00000000 NC USD 1073981.19000000 0.516863575539 N/A DFE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short CME Canadian Dollar Currency Futures CDM4 Curncy 2024-06-18 -67471906.19000000 USD 1073981.19000000 N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 10799160.50000000 OU Notional Amount USD 767082.23000000 0.369165556922 N/A DCO US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Bloomberg Industrial Metals Subindex BCOMIN INDEX Y equity-performance leg 2024-07-22 0.00000000 USD 0.00000000 USD 10799160.50000000 USD 767082.23000000 N N N Merrill Lynch Pierce Fenner & Smith, Inc. 8NAV47T0Y26Q87Y0QP81 000000000 8099646.35000000 OU Notional Amount USD 90760.03000000 0.043679120322 N/A DCO US N 2 Merrill Lynch Pierce Fenner & Smith, Inc. 8NAV47T0Y26Q87Y0QP81 Bloomberg Agriculture Subindex BCOMAG INDEX Y equity-performance leg 2024-07-22 0.00000000 USD 0.00000000 USD 8099646.35000000 USD 90760.03000000 N N N State Street Global Advisors 549300BZ5TGIFZUZDZ37 857492706 22427931.92000000 NS USD 22427931.92000000 10.79365373626 Long STIV RF US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 912797JR9 10000000.00000000 PA USD 9630668.50000000 4.634850034706 Long STIV UST US N 2 2025-01-23 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797FH5 10000000.00000000 PA USD 9978083.30000000 4.802046683395 Long STIV UST US N 2 2024-05-16 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912797GK7 10000000.00000000 PA USD 9856106.20000000 4.743344053752 Long STIV UST US N 2 2024-08-08 None 0.00000000 N N N N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 1363455.11000000 OU Notional Amount USD -3307.80000000 -0.00159190994 N/A DCO US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Bloomberg Industrial Metals Subindex BCOMIN INDEX Y equity-performance leg 2024-07-22 0.00000000 USD 0.00000000 USD 1363455.11000000 USD -3307.80000000 N N N 2024-05-14 CREDIT SUISSE OPPORTUNITY FUNDS Rose- Ann Bubloski Rose- Ann Bubloski Director