# EDGAR Filing Document

**Accession Number:** 0001061353
**File Stem:** 0001752724-23-069992
**Filing Date:** 2023-3
**Character Count:** 216167
**Document Hash:** ea55f630f58205db122304aca2b6c4e9
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-069992.hdr.sgml**: 20230328

**ACCESSION NUMBER**: 0001752724-23-069992

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230328

**DATE AS OF CHANGE**: 20230328

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** CREDIT SUISSE HIGH YIELD BOND FUND
- **CENTRAL INDEX KEY:** 0001061353
- **IRS NUMBER:** 134009166
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08777
- **FILM NUMBER:** 23768790

**BUSINESS ADDRESS:**
- **STREET 1:** ELEVEN MADISON AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10010
- **BUSINESS PHONE:** 2123252000

**MAIL ADDRESS:**
- **STREET 1:** ELEVEN MADISON AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10010

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DLJ HIGH YIELD BOND FUND
- **DATE OF NAME CHANGE:** 19980508

## Nport-Ex

**Credit Suisse High Yield Bond Fund** 

**Schedule of Investments** 

January 31, 2023 (unaudited)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Par<br>(000)** |  | **Ratings†<br>(S&P/Moody's)** | **Maturity** | **Rate%** | **Value** |
| **CORPORATE BONDS** (103.6%) | **CORPORATE BONDS** (103.6%) | **CORPORATE BONDS** (103.6%) | **CORPORATE BONDS** (103.6%) | **CORPORATE BONDS** (103.6%) | **CORPORATE BONDS** (103.6%) |
| **Aerospace & Defense** (1.0%) | **Aerospace & Defense** (1.0%) | **Aerospace & Defense** (1.0%) | **Aerospace & Defense** (1.0%) | **Aerospace & Defense** (1.0%) | **Aerospace & Defense** (1.0%) |
| $300 | Bombardier, Inc., Rule 144A, Senior Unsecured Notes (Callable 02/01/26 @ 103.75)<sup>(1)</sup> | (B-, B3) | 02/01/29 | 7.500 | $300333 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1205 | KBR, Inc., Rule 144A, Company Guaranteed Notes (Callable 09/30/23 @ 102.38)<sup>(1)</sup> | (BB-, Ba3) | 09/30/28 | 4.750 | 1093584 |
| 800 | TransDigm, Inc., Global Company Guaranteed Notes (Callable 03/03/23 @ 103.75) | (B-, B3) | 03/15/27 | 7.500 | 807280 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2201197 |
| **Air Transportation** (0.8%) | **Air Transportation** (0.8%) | **Air Transportation** (0.8%) | **Air Transportation** (0.8%) | **Air Transportation** (0.8%) | **Air Transportation** (0.8%) |
| 600 | XO Management Holdings, Inc., Rule 144A, Senior Unsecured Notes<br>(Callable 05/01/24 @ 103.94)<sup>(1),(2)</sup> | (B-, Caa1) | 05/01/27 | 7.875 | 581385 |
| 1200 | XO Management Holdings, Inc., Rule 144A, Senior Unsecured Notes (Callable 02/01/25 @ 103.19)<sup>(1)</sup> | (B-, Caa1) | 02/01/30 | 6.375 | 1060140 |
|  |  |  |  |  | 1641525 |
| **Auto Parts & Equipment** (1.3%) | **Auto Parts & Equipment** (1.3%) | **Auto Parts & Equipment** (1.3%) | **Auto Parts & Equipment** (1.3%) | **Auto Parts & Equipment** (1.3%) | **Auto Parts & Equipment** (1.3%) |
| 1480 | Clarios U.S. Finance Co., Rule 144A, Company Guaranteed Notes<br>(Callable 03/03/23 @ 104.25)<sup>(1),(2)</sup> | (CCC+, Caa1) | 05/15/27 | 8.500 | 1476187 |
| 1446 | IHO Verwaltungs GmbH, Rule 144A, Senior Secured Notes, 4.500% Cash, 5.500% PIK<br>(Callable 02/13/23 @ 101.58)<sup>(1),(3)</sup> | (BB-, Ba2) | 09/15/26 | 4.750 | 1325976 |
|  |  |  |  |  | 2802163 |
| **Automakers** (0.6%) | **Automakers** (0.6%) | **Automakers** (0.6%) | **Automakers** (0.6%) | **Automakers** (0.6%) | **Automakers** (0.6%) |
| 300 | Thor Industries, Inc., Rule 144A, Company Guaranteed Notes (Callable 10/15/24 @ 102.00)<sup>(1)</sup> | (BB-, B1) | 10/15/29 | 4.000 | 249831 |
| 990 | Winnebago Industries, Inc., Rule 144A, Senior Secured Notes (Callable 07/15/23 @ 103.13)<sup>(1)</sup> | (BB+, Ba3) | 07/15/28 | 6.250 | 953262 |
|  |  |  |  |  | 1203093 |
| **Brokerage** (0.9%) | **Brokerage** (0.9%) | **Brokerage** (0.9%) | **Brokerage** (0.9%) | **Brokerage** (0.9%) | **Brokerage** (0.9%) |
| 1920 | StoneX Group, Inc., Rule 144A, Senior Secured Notes (Callable 03/03/23 @ 104.31)<sup>(1)</sup> | (BB-, Ba3) | 06/15/25 | 8.625 | 1932230 |
| **Building & Construction** (1.6%) | **Building & Construction** (1.6%) | **Building & Construction** (1.6%) | **Building & Construction** (1.6%) | **Building & Construction** (1.6%) | **Building & Construction** (1.6%) |
| 2010 | Adams Homes, Inc., Rule 144A, Company Guaranteed Notes (Callable 02/16/23 @ 101.88)<sup>(1)</sup> | (B+, B2) | 02/15/25 | 7.500 | 1735169 |
| 1500 | Pike Corp., Rule 144A, Company Guaranteed Notes (Callable 09/01/23 @ 102.75)<sup>(1)</sup> | (CCC+, B3) | 09/01/28 | 5.500 | 1327515 |
| 525 | TopBuild Corp., Rule 144A, Company Guaranteed Notes (Callable 03/15/24 @ 101.81)<sup>(1)</sup> | (BB+, Ba2) | 03/15/29 | 3.625 | 449096 |
|  |  |  |  |  | 3511780 |
| **Building Materials** (7.3%) | **Building Materials** (7.3%) | **Building Materials** (7.3%) | **Building Materials** (7.3%) | **Building Materials** (7.3%) | **Building Materials** (7.3%) |
| 2250 | Advanced Drainage Systems, Inc., Rule 144A, Company Guaranteed Notes<br>(Callable 07/15/25 @ 103.19)<sup>(1)</sup> | (BB-, Ba2) | 06/15/30 | 6.375 | 2237820 |
| 300 | Builders FirstSource, Inc., Rule 144A, Company Guaranteed Notes (Callable 03/01/25 @ 102.50)<sup>(1)</sup> | (BB-, Ba2) | 03/01/30 | 5.000 | 280165 |
| 2100 | Builders FirstSource, Inc., Rule 144A, Company Guaranteed Notes (Callable 06/15/27 @ 103.19)<sup>(1)</sup> | (BB-, Ba2) | 06/15/32 | 6.375 | 2058636 |
| 1150 | Eco Material Technologies, Inc., Rule 144A, Senior Secured Notes (Callable 01/31/24 @ 103.94)<sup>(1)</sup> | (B, B2) | 01/31/27 | 7.875 | 1107916 |
| 3389 | Foundation Building Materials, Inc., Rule 144A, Company Guaranteed Notes<br>(Callable 03/01/24 @ 103.00)<sup>(1)</sup> | (CCC+, Caa1) | 03/01/29 | 6.000 | 2730043 |
| 639 | LBM Acquisition LLC, Rule 144A, Company Guaranteed Notes (Callable 01/15/24 @ 103.13)<sup>(1)</sup> | (CCC, Caa2) | 01/15/29 | 6.250 | 481461 |
| 2797 | MIWD Finance Corp., Rule 144A, Company Guaranteed Notes (Callable 02/01/25 @ 102.75)<sup>(1)</sup> | (B, B3) | 02/01/30 | 5.500 | 2331719 |
| 1750 | Oscar Finance, Inc., Rule 144A, Senior Unsecured Notes (Callable 04/15/25 @ 104.75)<sup>(1),(2)</sup> | (CCC+, Caa1) | 04/15/30 | 9.500 | 1568446 |
| 1410 | Park River Holdings, Inc., Rule 144A, Company Guaranteed Notes (Callable 02/01/24 @ 102.81)<sup>(1)</sup> | (CCC, Caa1) | 02/01/29 | 5.625 | 985546 |
| 700 | Park River Holdings, Inc., Rule 144A, Senior Unsecured Notes (Callable 08/01/24 @ 103.38)<sup>(1)</sup> | (CCC, Caa1) | 08/01/29 | 6.750 | 497896 |

---

------

**Credit Suisse High Yield Bond Fund** 

**Schedule of Investments (continued)** 

January 31, 2023 (unaudited)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Par<br>(000)** | **Ratings†<br>(S&P/Moody's)** | **Maturity** | **Rate%** | **Value** | **Value** |
| **CORPORATE BONDS** (continued) | **CORPORATE BONDS** (continued) | **CORPORATE BONDS** (continued) | **CORPORATE BONDS** (continued) | **CORPORATE BONDS** (continued) | **CORPORATE BONDS** (continued) |
| **Building Materials** (continued) | **Building Materials** (continued) | **Building Materials** (continued) | **Building Materials** (continued) | **Building Materials** (continued) | **Building Materials** (continued) |
| $1800 PGT Innovations, Inc., Rule 144A, Company Guaranteed Notes (Callable 10/01/24 @ 102.19)<sup>(1)</sup> | (B+, B1) | 10/01/29 | 4.375 | $| 1555515 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15835163 |
| **Cable & Satellite TV** (3.0%) | **Cable & Satellite TV** (3.0%) | **Cable & Satellite TV** (3.0%) | **Cable & Satellite TV** (3.0%) | **Cable & Satellite TV** (3.0%) | **Cable & Satellite TV** (3.0%) |
| 600 CSC Holdings LLC / CCO Holdings Capital Corp., Rule 144A, Senior Unsecured Notes<br>(Callable 03/01/26 @ 103.69)<sup>(1)</sup> | (BB-, B1) | 03/01/31 | 7.375 |  | 601872 |
| 1315 CSC Holdings LLC, Global Senior Unsecured<br>Notes <sup>(2)</sup> | (B-, Caa1) | 06/01/24 | 5.250 |  | 1285288 |
| 525 CSC Holdings LLC, Rule 144A, Company Guaranteed Notes (Callable 03/03/23 @ 102.75)<sup>(1)</sup> | (B+, B1) | 04/15/27 | 5.500 |  | 463050 |
| 750 CSC Holdings LLC, Rule 144A, Company Guaranteed Notes (Callable 03/03/23 @ 102.69)<sup>(1)</sup> | (B+, B1) | 02/01/28 | 5.375 |  | 630191 |
| 900 CSC Holdings LLC, Rule 144A, Company Guaranteed Notes (Callable 11/15/26 @ 102.25)<sup>(1)</sup> | (B+, B1) | 11/15/31 | 4.500 |  | 662328 |
| 2000 Telenet Finance Luxembourg Notes Sarl, Rule 144A, Senior Secured Notes<br>(Callable 02/13/23 @ 102.75)<sup>(1)</sup> | (BB-, Ba3) | 03/01/28 | 5.500 |  | 1869000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200 UPC Broadband Finco B.V., Rule 144A, Senior Secured Notes (Callable 07/15/26 @ 102.44)<sup>(1)</sup> | (BB-, B1) | 07/15/31 | 4.875 |  | 1057386 |
|  |  |  |  |  | 6569115 |
| **Chemicals** (4.5%) | **Chemicals** (4.5%) | **Chemicals** (4.5%) | **Chemicals** (4.5%) | **Chemicals** (4.5%) | **Chemicals** (4.5%) |
| 300 Avient Corp., Rule 144A, Senior Unsecured Notes (Callable 03/03/23 @ 102.88)<sup>(1)</sup> | (BB-, Ba3) | 05/15/25 | 5.750 |  | 297274 |
| 715 Avient Corp., Rule 144A, Senior Unsecured Notes (Callable 08/01/25 @ 103.56)<sup>(1)</sup> | (BB-, Ba3) | 08/01/30 | 7.125 |  | 721205 |
| 950 Herens Holdco Sarl, Rule 144A, Senior Secured Notes (Callable 05/15/24 @ 102.38)<sup>(1)</sup> | (B-, B2) | 05/15/28 | 4.750 |  | 780197 |
| 1200 Herens Midco Sarl, Rule 144A, Company Guaranteed Notes (Callable 05/15/24 @ 102.63)<sup>(1),(4)</sup> | (CCC, Caa2) | 05/15/29 | 5.250 |  | 898174 |
| 525 Olympus Water U.S. Holding Corp., Rule 144A, Senior Unsecured Notes<br>(Callable 10/01/24 @ 103.13)<sup>(1),(2)</sup> | (CCC+, Caa2) | 10/01/29 | 6.250 |  | 436375 |
| 272 Reichhold Industries, Inc., PIK, Rule 144A, Senior Secured Notes<sup>(1),(3),(5),(6),(7),(8),(9)</sup> | (NR, WR) | 05/01/18 | 0.000 |  | 3667 |
| 2100 Schenectady International Group, Inc., Rule 144A, Senior Unsecured Notes<br>(Callable 05/15/23 @ 103.38)<sup>(1)</sup> | (CCC+, Caa2) | 05/15/26 | 6.750 |  | 949767 |
| 600 Trinseo Materials Finance, Inc., Rule 144A, Company Guaranteed Notes (Callable 04/01/24 @ 102.56)<sup>(1)</sup> | (B-, B2) | 04/01/29 | 5.125 |  | 433137 |
| 1200 Tronox, Inc., Rule 144A, Company Guaranteed Notes (Callable 03/15/24 @ 102.31)<sup>(1)</sup> | (BB-, B1) | 03/15/29 | 4.625 |  | 1027764 |
| 1800 Valvoline, Inc., Rule 144A, Company Guaranteed Notes (Callable 02/15/25 @ 102.13)<sup>(1)</sup> | (B+, Ba3) | 02/15/30 | 4.250 |  | 1768994 |
| 3335 Vibrantz Technologies, Inc., Rule 144A, Senior Unsecured Notes (Callable 02/15/25 @ 104.50)<sup>(1)</sup> | (CCC+, Caa2) | 02/15/30 | 9.000 |  | 2575118 |
|  |  |  |  |  | 9891672 |
| **Consumer/Commercial/Lease Financing** (1.2%) | **Consumer/Commercial/Lease Financing** (1.2%) | **Consumer/Commercial/Lease Financing** (1.2%) | **Consumer/Commercial/Lease Financing** (1.2%) | **Consumer/Commercial/Lease Financing** (1.2%) | **Consumer/Commercial/Lease Financing** (1.2%) |
| 2900 Cargo Aircraft Management, Inc., Rule 144A, Company Guaranteed Notes<br>(Callable 02/16/23 @ 102.38)<sup>(1)</sup> | (BB, Ba2) | 02/01/28 | 4.750 |  | 2627879 |
| **Diversified Capital Goods** (1.8%) | **Diversified Capital Goods** (1.8%) | **Diversified Capital Goods** (1.8%) | **Diversified Capital Goods** (1.8%) | **Diversified Capital Goods** (1.8%) | **Diversified Capital Goods** (1.8%) |
| 2025 Atkore, Inc., Rule 144A, Senior Unsecured Notes (Callable 06/01/26 @ 102.13)<sup>(1)</sup> | (BB, Ba2) | 06/01/31 | 4.250 |  | 1781504 |
| 2547 GrafTech Finance, Inc., Rule 144A, Senior Secured Notes (Callable 12/15/23 @ 102.31)<sup>(1)</sup> | (BB, Ba3) | 12/15/28 | 4.625 |  | 2179362 |
|  |  |  |  |  | 3960866 |
| **Electronics** (1.0%) | **Electronics** (1.0%) | **Electronics** (1.0%) | **Electronics** (1.0%) | **Electronics** (1.0%) | **Electronics** (1.0%) |
| 751 Coherent Corp., Rule 144A, Company Guaranteed Notes (Callable 12/14/24 @ 102.50)<sup>(1)</sup> | (B+, B2) | 12/15/29 | 5.000 |  | 683195 |
| 1800 Synaptics, Inc., Rule 144A, Company Guaranteed Notes (Callable 06/15/24 @ 102.00)<sup>(1)</sup> | (B+, Ba3) | 06/15/29 | 4.000 |  | 1561689 |
|  |  |  |  |  | 2244884 |
| **Energy - Exploration & Production** (3.0%) | **Energy - Exploration & Production** (3.0%) | **Energy - Exploration & Production** (3.0%) | **Energy - Exploration & Production** (3.0%) | **Energy - Exploration & Production** (3.0%) | **Energy - Exploration & Production** (3.0%) |
| 62 CNX Resources Corp., Rule 144A, Company Guaranteed Notes (Callable 03/03/23 @ 105.44)<sup>(1)</sup> | (BB, B1) | 03/14/27 | 7.250 |  | 61779 |

---

------

**Credit Suisse High Yield Bond Fund** 

**Schedule of Investments (continued)** 

January 31, 2023 (unaudited)

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Par<br>(000)** |  | **Ratings†<br>(S&P/Moody's)** | **Maturity** | **Rate%** | **Value** | **Value** |
| **CORPORATE BONDS** (continued) | **CORPORATE BONDS** (continued) | **CORPORATE BONDS** (continued) | **CORPORATE BONDS** (continued) | **CORPORATE BONDS** (continued) | **CORPORATE BONDS** (continued) | **CORPORATE BONDS** (continued) |
| **Energy - Exploration & Production** (continued) | **Energy - Exploration & Production** (continued) | **Energy - Exploration & Production** (continued) | **Energy - Exploration & Production** (continued) | **Energy - Exploration & Production** (continued) | **Energy - Exploration & Production** (continued) | **Energy - Exploration & Production** (continued) |
| $800 | CNX Resources Corp., Rule 144A, Company Guaranteed Notes (Callable 01/15/24 @ 104.50)<sup>(1)</sup> | (BB, B1) | 01/15/29 | 6.000 | $| 738392 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2515 | Northern Oil & Gas, Inc., Rule 144A, Senior Unsecured Notes (Callable 03/01/24 @ 104.06)<sup>(1)</sup> | (B+, B3) | 03/01/28 | 8.125 |  | 2509134 |
| 2100 | Rockcliff Energy II LLC, Rule 144A, Senior Unsecured Notes (Callable 10/15/24 @ 102.75)<sup>(1)</sup> | (B+, B3) | 10/15/29 | 5.500 |  | 2000871 |
| 1315 | W&T Offshore, Inc., Rule 144A, Secured Notes (Callable 02/08/23 @ 100.00)<sup>(1)</sup> | (B, Caa2) | 11/01/23 | 9.750 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1316366 |
|  |  |  |  |  |  | 6626542 |
| **Environmental** (0.4%) | **Environmental** (0.4%) | **Environmental** (0.4%) | **Environmental** (0.4%) | **Environmental** (0.4%) | **Environmental** (0.4%) | **Environmental** (0.4%) |
| 900 | Darling Ingredients, Inc., Rule 144A, Company Guaranteed Notes (Callable 06/15/25 @ 103.00)<sup>(1)</sup> | (BB+, Ba2) | 06/15/30 | 6.000 |  | 896612 |
| **Food - Wholesale** (0.5%) | **Food - Wholesale** (0.5%) | **Food - Wholesale** (0.5%) | **Food - Wholesale** (0.5%) | **Food - Wholesale** (0.5%) | **Food - Wholesale** (0.5%) | **Food - Wholesale** (0.5%) |
| 1150 | U.S. Foods, Inc., Rule 144A, Company Guaranteed Notes (Callable 06/01/25 @ 102.31)<sup>(1),(2)</sup> | (B+, B3) | 06/01/30 | 4.625 |  | 1032137 |
| **Gaming** (1.3%) | **Gaming** (1.3%) | **Gaming** (1.3%) | **Gaming** (1.3%) | **Gaming** (1.3%) | **Gaming** (1.3%) | **Gaming** (1.3%) |
| 500 | Boyd Gaming Corp., Rule 144A, Company Guaranteed Notes (Callable 06/15/26 @ 102.38)<sup>(1)</sup> | (BB, B3) | 06/15/31 | 4.750 |  | 450577 |
| 1200 | CDI Escrow Issuer, Inc., Rule 144A, Senior Unsecured Notes (Callable 04/01/25 @ 102.88)<sup>(1)</sup> | (B+, B1) | 04/01/30 | 5.750 |  | 1139886 |
| 332 | Churchill Downs, Inc., Rule 144A, Company Guaranteed Notes (Callable 03/03/23 @ 102.38)<sup>(1)</sup> | (B+, B1) | 01/15/28 | 4.750 |  | 311074 |
| 618 | Fertitta Entertainment Finance Co., Inc, Rule 144A, Senior Secured Notes<br>(Callable 01/15/25 @ 102.31)<sup>(1)</sup> | (B, B2) | 01/15/29 | 4.625 |  | 546235 |
| 338 | Jacobs Entertainment, Inc., Rule 144A, Senior Unsecured Notes (Callable 02/15/25 @ 103.38)<sup>(1)</sup> | (B, B2) | 02/15/29 | 6.750 |  | 311693 |
|  |  |  |  |  |  | 2759465 |
| **Gas Distribution** (4.6%) | **Gas Distribution** (4.6%) | **Gas Distribution** (4.6%) | **Gas Distribution** (4.6%) | **Gas Distribution** (4.6%) | **Gas Distribution** (4.6%) | **Gas Distribution** (4.6%) |
| 1200 | CNX Midstream Partners LP, Rule 144A, Company Guaranteed Notes (Callable 04/15/25 @ 102.38)<sup>(1)</sup> | (BB, B1) | 04/15/30 | 4.750 |  | 1017168 |
| 1125 | Genesis Energy Finance Corp., Company Guaranteed Notes (Callable 03/03/23 @ 101.56) | (B, B2) | 05/15/26 | 6.250 |  | 1076382 |
| 429 | Genesis Energy Finance Corp., Global Senior Unsecured Notes (Callable 04/15/26 @ 104.44) | (B, B2) | 04/15/30 | 8.875 |  | 437039 |
| 1800 | Hess Midstream Operations LP, Rule 144A, Company Guaranteed Notes (Callable 06/15/23 @ 102.56)<sup>(1)</sup> | (BB+, Ba2) | 06/15/28 | 5.125 |  | 1697221 |
| 600 | Hess Midstream Operations LP, Rule 144A, Company Guaranteed Notes (Callable 10/15/25 @ 102.75)<sup>(1)</sup> | (BB+, Ba2) | 10/15/30 | 5.500 |  | 560283 |
| 600 | Holly Energy Finance Corp., Rule 144A, Company Guaranteed Notes (Callable 04/15/24 @ 103.19)<sup>(1)</sup> | (BB+, Ba3) | 04/15/27 | 6.375 |  | 594825 |
| 1450 | New Fortress Energy, Inc., Rule 144A, Senior Secured Notes (Callable 03/31/23 @ 103.25)<sup>(1)</sup> | (BB, B1) | 09/30/26 | 6.500 |  | 1336191 |
| 1770 | Rockies Express Pipeline LLC, Rule 144A, Senior Unsecured Notes (Callable 04/15/29 @ 100.00)<sup>(1)</sup> | (BB+, Ba2) | 07/15/29 | 4.950 |  | 1601934 |
| 915 | Rockies Express Pipeline LLC, Rule 144A, Senior Unsecured Notes (Callable 02/15/30 @ 100.00)<sup>(1)</sup> | (BB+, Ba2) | 05/15/30 | 4.800 |  | 816322 |
| 750 | Tallgrass Energy Finance Corp., Rule 144A, Company Guaranteed Notes (Callable 03/03/23 @ 105.63)<sup>(1)</sup> | (BB-, B1) | 10/01/25 | 7.500 |  | 762641 |
|  |  |  |  |  |  | 9900006 |
| **Health Facility** (0.2%) | **Health Facility** (0.2%) | **Health Facility** (0.2%) | **Health Facility** (0.2%) | **Health Facility** (0.2%) | **Health Facility** (0.2%) | **Health Facility** (0.2%) |
| 600 | Option Care Health, Inc., Rule 144A, Company Guaranteed Notes (Callable 10/31/24 @ 102.19)<sup>(1)</sup> | (B-, B3) | 10/31/29 | 4.375 |  | 519103 |
| **Health Services** (2.9%) | **Health Services** (2.9%) | **Health Services** (2.9%) | **Health Services** (2.9%) | **Health Services** (2.9%) | **Health Services** (2.9%) | **Health Services** (2.9%) |
| 1560 | AMN Healthcare, Inc., Rule 144A, Company Guaranteed Notes (Callable 04/15/24 @ 102.00)<sup>(1)</sup> | (BB-, Ba3) | 04/15/29 | 4.000 |  | 1351175 |
| 2400 | AthenaHealth Group, Inc., Rule 144A, Senior Unsecured Notes (Callable 02/15/25 @ 103.25)<sup>(1),(2)</sup> | (CCC, Caa2) | 02/15/30 | 6.500 |  | 1992026 |
| 969 | Pediatrix Medical Group, Inc., Rule 144A, Company Guaranteed Notes (Callable 02/15/25 @ 102.69)<sup>(1),(2)</sup> | (BB-, Ba3) | 02/15/30 | 5.375 |  | 857633 |

---

------

**Credit Suisse High Yield Bond Fund** 

**Schedule of Investments (continued)** 

January 31, 2023 (unaudited)

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Par<br>(000)** |  | **Ratings†<br>(S&P/Moody's)** | **Maturity** | **Rate%** | **Value** | **Value** |
| **CORPORATE BONDS** (continued) | **CORPORATE BONDS** (continued) | **CORPORATE BONDS** (continued) | **CORPORATE BONDS** (continued) | **CORPORATE BONDS** (continued) | **CORPORATE BONDS** (continued) | **CORPORATE BONDS** (continued) |
| **Health Services** (continued) | **Health Services** (continued) | **Health Services** (continued) | **Health Services** (continued) | **Health Services** (continued) | **Health Services** (continued) | **Health Services** (continued) |
| $3650 | Radiology Partners, Inc., Rule 144A, Company Guaranteed Notes (Callable 03/03/23 @ 104.63)<sup>(1)</sup> | (CCC, Caa3) | 02/01/28 | 9.250 | $| 2213780 |
|  |  |  |  |  |  | 6414614 |
| **Insurance Brokerage** (4.3%) | **Insurance Brokerage** (4.3%) | **Insurance Brokerage** (4.3%) | **Insurance Brokerage** (4.3%) | **Insurance Brokerage** (4.3%) | **Insurance Brokerage** (4.3%) | **Insurance Brokerage** (4.3%) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | Acrisure Finance, Inc., Rule 144A, Senior Unsecured Notes (Callable 03/03/23 @ 107.59)<sup>(1)</sup> | (CCC+, Caa2) | 08/01/26 | 10.125 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1001217 |
| 893 | GTCR AP Finance, Inc., Rule 144A, Senior Unsecured Notes (Callable 03/03/23 @ 104.00)<sup>(1)</sup> | (CCC+, Caa2) | 05/15/27 | 8.000 |  | 878225 |
| 1500 | Jones Deslauriers Insurance Management, Inc., Rule 144A, Senior Unsecured Notes (Callable 12/15/25 @ 105.25)<sup>(1)</sup> | (CCC, Caa2) | 12/15/30 | 10.500 |  | 1527548 |
| 950 | NFP Corp., Rule 144A, Senior Secured Notes (Callable 08/15/23 @ 102.44)<sup>(1)</sup> | (B, B1) | 08/15/28 | 4.875 |  | 830827 |
| 600 | NFP Corp., Rule 144A, Senior Secured Notes (Callable 10/01/25 @ 103.75)<sup>(1)</sup> | (B, B1) | 10/01/30 | 7.500 |  | 572748 |
| 4055 | NFP Corp., Rule 144A, Senior Unsecured Notes (Callable 08/15/23 @ 103.44)<sup>(1)</sup> | (CCC+, Caa2) | 08/15/28 | 6.875 |  | 3516679 |
| 1200 | Ryan Specialty Group LLC, Rule 144A, Senior Secured Notes (Callable 02/01/25 @ 102.19)<sup>(1)</sup> | (BB-, B1) | 02/01/30 | 4.375 |  | 1082712 |
|  |  |  |  |  |  | 9409956 |
| **Investments & Misc. Financial Services** (2.9%) | **Investments & Misc. Financial Services** (2.9%) | **Investments & Misc. Financial Services** (2.9%) | **Investments & Misc. Financial Services** (2.9%) | **Investments & Misc. Financial Services** (2.9%) | **Investments & Misc. Financial Services** (2.9%) | **Investments & Misc. Financial Services** (2.9%) |
| 2550 | Armor Holdco, Inc., Rule 144A, Company Guaranteed Notes (Callable 11/15/24 @ 104.25)<sup>(1)</sup> | (CCC+, Caa1) | 11/15/29 | 8.500 |  | 2178236 |
| 2050 | Compass Group Diversified Holdings LLC, Rule 144A, Company Guaranteed Notes<br>(Callable 04/15/24 @ 102.63)<sup>(1)</sup> | (B+, B1) | 04/15/29 | 5.250 |  | 1847337 |
| 1150 | Compass Group Diversified Holdings LLC, Rule 144A, Senior Unsecured Notes<br>(Callable 01/15/27 @ 102.50)<sup>(1)</sup> | (B+, B1) | 01/15/32 | 5.000 |  | 947981 |
| 1560 | Home Point Capital, Inc., Rule 144A, Company Guaranteed Notes (Callable 03/03/23 @ 102.50)<sup>(1)</sup> | (NR, Caa1) | 02/01/26 | 5.000 |  | 1126179 |
| 300 | Paysafe Holdings U.S. Corp., Rule 144A, Senior Secured Notes (Callable 06/15/24 @ 102.00)<sup>(1),(2)</sup> | (B, B2) | 06/15/29 | 4.000 |  | 238888 |
|  |  |  |  |  |  | 6338621 |
| **Machinery** (6.1%) | **Machinery** (6.1%) | **Machinery** (6.1%) | **Machinery** (6.1%) | **Machinery** (6.1%) | **Machinery** (6.1%) | **Machinery** (6.1%) |
| 2150 | Arcosa, Inc., Rule 144A, Company Guaranteed Notes (Callable 04/15/24 @ 102.19)<sup>(1)</sup> | (BB, Ba2) | 04/15/29 | 4.375 |  | 1925478 |
| 2495 | ATS Corp., Rule 144A, Company Guaranteed Notes (Callable 12/15/23 @ 102.06)<sup>(1)</sup> | (BB-, B2) | 12/15/28 | 4.125 |  | 2238252 |
| 2100 | Dornoch Debt Merger Sub, Inc., Rule 144A, Senior Unsecured Notes (Callable 10/15/24 @ 103.31)<sup>(1)</sup> | (CCC, Caa2) | 10/15/29 | 6.625 |  | 1579387 |
| 2850 | Granite U.S. Holdings Corp., Rule 144A, Company Guaranteed Notes (Callable 03/03/23 @ 105.50)<sup>(1)</sup> | (CCC+, Caa1) | 10/01/27 | 11.000 |  | 3014958 |
| 3335 | Harsco Corp., Rule 144A, Company Guaranteed Notes (Callable 03/03/23 @ 102.88)<sup>(1)</sup> | (B, B3) | 07/31/27 | 5.750 |  | 2825745 |
| 600 | Hillenbrand, Inc., Global Company Guaranteed Notes (Callable 03/03/23 @ 102.88) | (BB+, Ba1) | 06/15/25 | 5.750 |  | 603981 |
| 500 | Regal Rexnord Corp., Rule 144A, Company Guaranteed Notes (Callable 12/15/29 @ 100.00)<sup>(1)</sup> | (BB+, Baa3) | 02/15/30 | 6.300 |  | 509148 |
| 500 | Regal Rexnord Corp., Rule 144A, Company Guaranteed Notes (Callable 01/15/33 @ 100.00)<sup>(1)</sup> | (BB+, Baa3) | 04/15/33 | 6.400 |  | 512357 |
|  |  |  |  |  |  | 13209306 |
| **Managed Care** (0.3%) | **Managed Care** (0.3%) | **Managed Care** (0.3%) | **Managed Care** (0.3%) | **Managed Care** (0.3%) | **Managed Care** (0.3%) | **Managed Care** (0.3%) |
| 750 | HealthEquity, Inc., Rule 144A, Company Guaranteed Notes (Callable 10/01/24 @ 102.25)<sup>(1)</sup> | (B, B3) | 10/01/29 | 4.500 |  | 672413 |
| **Media - Diversified** (0.1%) | **Media - Diversified** (0.1%) | **Media - Diversified** (0.1%) | **Media - Diversified** (0.1%) | **Media - Diversified** (0.1%) | **Media - Diversified** (0.1%) | **Media - Diversified** (0.1%) |
| 300 | News Corp., Rule 144A, Company Guaranteed Notes (Callable 02/15/27 @ 102.56)<sup>(1)</sup> | (BB+, Ba1) | 02/15/32 | 5.125 |  | 282839 |
| **Media Content** (0.5%) | **Media Content** (0.5%) | **Media Content** (0.5%) | **Media Content** (0.5%) | **Media Content** (0.5%) | **Media Content** (0.5%) | **Media Content** (0.5%) |
| 1200 | Sirius XM Radio, Inc., Rule 144A, Company Guaranteed Notes (Callable 07/01/24 @ 102.75)<sup>(1)</sup> | (BB, Ba3) | 07/01/29 | 5.500 |  | 1126152 |

---

------

**Credit Suisse High Yield Bond Fund** 

**Schedule of Investments (continued)** 

January 31, 2023 (unaudited)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Par<br>(000)** |  | **Ratings†<br>(S&P/Moody's)** | **Maturity** | **Rate%** | **Value** |
| **CORPORATE BONDS** (continued) | **CORPORATE BONDS** (continued) | **CORPORATE BONDS** (continued) | **CORPORATE BONDS** (continued) | **CORPORATE BONDS** (continued) | **CORPORATE BONDS** (continued) |
| **Medical Products** (1.2%) | **Medical Products** (1.2%) | **Medical Products** (1.2%) | **Medical Products** (1.2%) | **Medical Products** (1.2%) | **Medical Products** (1.2%) |
| $1000 | Embecta Corp., Rule 144A, Senior Secured Notes (Callable 02/15/27 @ 101.25)<sup>(1)</sup> | (B+, Ba3) | 02/15/30 | 5.000 | $826389 |
| 2100 | Medline Borrower LP, Rule 144A, Senior Unsecured Notes (Callable 10/01/24 @ 102.63)<sup>(1),(2)</sup> | (B-, Caa1) | 10/01/29 | 5.250 | 1783698 |
|  |  |  |  |  | 2610087 |
| **Metals & Mining - Excluding Steel** (5.0%) | **Metals & Mining - Excluding Steel** (5.0%) | **Metals & Mining - Excluding Steel** (5.0%) | **Metals & Mining - Excluding Steel** (5.0%) | **Metals & Mining - Excluding Steel** (5.0%) | **Metals & Mining - Excluding Steel** (5.0%) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200 | Alcoa Nederland Holding B.V., Rule 144A, Company Guaranteed Notes<br>(Callable 06/15/23 @ 102.75)<sup>(1),(2)</sup> | (BB+, Baa3) | 12/15/27 | 5.500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1187760 |
| 375 | Canpack U.S. LLC, Rule 144A, Company Guaranteed Notes (Callable 11/15/24 @ 101.94)<sup>(1)</sup> | (BB-, NR) | 11/15/29 | 3.875 | 311842 |
| 2700 | ERO Copper Corp., Rule 144A, Company Guaranteed Notes (Callable 02/15/25 @ 103.25)<sup>(1)</sup> | (B, B1) | 02/15/30 | 6.500 | 2307864 |
| 2150 | First Quantum Minerals Ltd., Rule 144A, Company Guaranteed Notes (Callable 02/13/23 @ 103.44)<sup>(1)</sup> | (B+, NR) | 03/01/26 | 6.875 | 2078808 |
| 600 | Kaiser Aluminum Corp., Rule 144A, Company Guaranteed Notes (Callable 03/03/23 @ 102.31)<sup>(1)</sup> | (BB-, B1) | 03/01/28 | 4.625 | 543735 |
| 600 | Kaiser Aluminum Corp., Rule 144A, Company Guaranteed Notes (Callable 06/01/26 @ 102.25)<sup>(1)</sup> | (BB-, B1) | 06/01/31 | 4.500 | 508143 |
| 182 | Novelis Corp., Rule 144A, Company Guaranteed Notes (Callable 01/30/25 @ 102.38)<sup>(1)</sup> | (BB, Ba3) | 01/30/30 | 4.750 | 164986 |
| 1692 | SunCoke Energy, Inc., Rule 144A, Senior Secured Notes (Callable 06/30/24 @ 102.44)<sup>(1)</sup> | (BB, B1) | 06/30/29 | 4.875 | 1488204 |
| 2325 | Taseko Mines Ltd., Rule 144A, Senior Secured Notes (Callable 03/03/23 @ 103.50)<sup>(1)</sup> | (B-, B3) | 02/15/26 | 7.000 | 2206297 |
|  |  |  |  |  | 10797639 |
| **Non - Electric Utilities** (0.1%) | **Non - Electric Utilities** (0.1%) | **Non - Electric Utilities** (0.1%) | **Non - Electric Utilities** (0.1%) | **Non - Electric Utilities** (0.1%) | **Non - Electric Utilities** (0.1%) |
| 300 | Suburban Energy Finance Corp., Rule 144A, Senior Unsecured Notes (Callable 06/01/26 @ 102.50)<sup>(1)</sup> | (BB-, B1) | 06/01/31 | 5.000 | 261407 |
| **Packaging** (3.3%) | **Packaging** (3.3%) | **Packaging** (3.3%) | **Packaging** (3.3%) | **Packaging** (3.3%) | **Packaging** (3.3%) |
| 690 | Ardagh Metal Packaging Finance PLC, Rule 144A, Senior Unsecured Notes<br>(Callable 05/15/24 @ 101.50)<sup>(1),(4)</sup> | (B+, B3) | 09/01/29 | 3.000 | 585456 |
| 600 | Ball Corp., Global Company Guaranteed Notes (Callable 11/15/24 @ 103.44) | (BB+, Ba1) | 03/15/28 | 6.875 | 620286 |
| 300 | Chart Industries, Inc., Rule 144A, Senior Secured Notes (Callable 01/01/26 @ 103.75)<sup>(1)</sup> | (B+, Ba3) | 01/01/30 | 7.500 | 306750 |
| 600 | Intelligent Packaging Ltd. Co-Issuer LLC, Rule 144A, Senior Secured Notes<br>(Callable 03/03/23 @ 103.00)<sup>(1)</sup> | (B-, B3) | 09/15/28 | 6.000 | 531588 |
| 750 | Mauser Packaging Solutions Holding Co., Rule 144A, Senior Secured Notes<br>(Callable 08/15/24 @ 103.94)<sup>(1)</sup> | (B, B2) | 08/15/26 | 7.875 | 757500 |
| 1200 | Trident TPI Holdings, Inc., Rule 144A, Company Guaranteed Notes (Callable 02/13/23 @ 102.31)<sup>(1)</sup> | (CCC+, Caa2) | 08/01/24 | 9.250 | 1172457 |
| 3570 | TriMas Corp., Rule 144A, Company Guaranteed Notes (Callable 04/15/24 @ 102.06)<sup>(1)</sup> | (BB-, Ba3) | 04/15/29 | 4.125 | 3182137 |
|  |  |  |  |  | 7156174 |
| **Personal & Household Products** (1.4%) | **Personal & Household Products** (1.4%) | **Personal & Household Products** (1.4%) | **Personal & Household Products** (1.4%) | **Personal & Household Products** (1.4%) | **Personal & Household Products** (1.4%) |
| 1200 | Diamond BC B.V., Rule 144A, Company Guaranteed Notes (Callable 10/01/24 @ 102.31)<sup>(1),(2)</sup> | (B, Caa1) | 10/01/29 | 4.625 | 1010964 |
| 2000 | High Ridge Brands Co., Rule 144A, Senior Unsecured Notes <sup>(1),(5),(7),(8)</sup> | (NR, NR) | 03/15/25 | 0.000 | 40000 |
| 2400 | MajorDrive Holdings IV LLC, Rule 144A, Senior Unsecured Notes (Callable 06/01/24 @ 103.19)<sup>(1)</sup> | (CCC+, Caa2) | 06/01/29 | 6.375 | 1898820 |
|  |  |  |  |  | 2949784 |
| **Pharmaceuticals** (2.2%) | **Pharmaceuticals** (2.2%) | **Pharmaceuticals** (2.2%) | **Pharmaceuticals** (2.2%) | **Pharmaceuticals** (2.2%) | **Pharmaceuticals** (2.2%) |
| 1600 | Bausch Health Cos., Inc., Rule 144A, Company Guaranteed Notes (Callable 05/30/24 @ 103.63)<sup>(1)</sup> | (CCC, Ca) | 05/30/29 | 7.250 | 717985 |
| 325 | Bausch Health Cos., Inc., Rule 144A, Company Guaranteed Notes (Callable 01/30/25 @ 102.63)<sup>(1)</sup> | (CCC, Ca) | 01/30/30 | 5.250 | 143404 |
| 600 | Bausch Health Cos., Inc., Rule 144A, Senior Secured Notes (Callable 06/01/24 @ 102.44)<sup>(1)</sup> | (B-, Caa1) | 06/01/28 | 4.875 | 386484 |
| 1064 | Emergent BioSolutions, Inc., Rule 144A, Company Guaranteed Notes (Callable 08/15/23 @ 101.94)<sup>(1)</sup> | (B, Caa1) | 08/15/28 | 3.875 | 464191 |

---

------

**Credit Suisse High Yield Bond Fund** 

**Schedule of Investments (continued)** 

January 31, 2023 (unaudited)

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Par<br>(000)** |  | **Ratings†<br>(S&P/Moody's)** | **Maturity** | **Rate%** | **Value** | **Value** |
| **CORPORATE BONDS** (continued) | **CORPORATE BONDS** (continued) | **CORPORATE BONDS** (continued) | **CORPORATE BONDS** (continued) | **CORPORATE BONDS** (continued) | **CORPORATE BONDS** (continued) | **CORPORATE BONDS** (continued) |
| **Pharmaceuticals** (continued) | **Pharmaceuticals** (continued) | **Pharmaceuticals** (continued) | **Pharmaceuticals** (continued) | **Pharmaceuticals** (continued) | **Pharmaceuticals** (continued) | **Pharmaceuticals** (continued) |
| $1350 | Endo Finance LLC, Rule 144A, Senior Secured Notes (Callable 03/03/23 @ 100.00)<sup>(1),(5),(7)</sup> | (NR, NR) | 10/15/24 | 5.875 | $| 1154250 |
| 600 | Endo U.S., Inc., Rule 144A, Senior Secured Notes (Callable 04/01/24 @ 104.59)<sup>(1),(5),(7)</sup> | (NR, NR) | 04/01/29 | 6.125 |  | 468149 |
| 800 | Grifols Escrow Issuer S.A., Rule 144A, Senior Unsecured Notes (Callable 10/15/24 @ 102.38)<sup>(1)</sup> | (B-, B3) | 10/15/28 | 4.750 |  | 696808 |
| 900 | Syneos Health, Inc., Rule 144A, Company Guaranteed Notes (Callable 01/15/24 @ 101.81)<sup>(1)</sup> | (BB-, B1) | 01/15/29 | 3.625 |  | 729194 |
|  |  |  |  |  |  | 4760465 |
| **Real Estate Development & Management** (0.5%) | **Real Estate Development & Management** (0.5%) | **Real Estate Development & Management** (0.5%) | **Real Estate Development & Management** (0.5%) | **Real Estate Development & Management** (0.5%) | **Real Estate Development & Management** (0.5%) | **Real Estate Development & Management** (0.5%) |
| 1867 | WeWork Cos., Inc., Rule 144A, Company Guaranteed Notes<sup>(1)</sup> | (CCC+, WR) | 05/01/25 | 7.875 |  | 1010840 |
| **Real Estate Investment Trusts** (1.7%) | **Real Estate Investment Trusts** (1.7%) | **Real Estate Investment Trusts** (1.7%) | **Real Estate Investment Trusts** (1.7%) | **Real Estate Investment Trusts** (1.7%) | **Real Estate Investment Trusts** (1.7%) | **Real Estate Investment Trusts** (1.7%) |
| 1906 | Global Net Lease Operating Partnership LP, Rule 144A, Company Guaranteed Notes<br>(Callable 09/15/27 @ 100.00)<sup>(1)</sup> | (BBB-, Ba3) | 12/15/27 | 3.750 |  | 1609965 |
| 2100 | iStar, Inc., Global Senior Unsecured Notes<br>(Callable 03/03/23 @ 102.75) | (BB, Ba2) | 02/15/26 | 5.500 |  | 2117902 |
|  |  |  |  |  |  | 3727867 |
| **Recreation & Travel** (5.4%) | **Recreation & Travel** (5.4%) | **Recreation & Travel** (5.4%) | **Recreation & Travel** (5.4%) | **Recreation & Travel** (5.4%) | **Recreation & Travel** (5.4%) | **Recreation & Travel** (5.4%) |
| 1800 | Boyne U.S.A., Inc., Rule 144A, Senior Unsecured Notes (Callable 05/15/24 @ 102.38)<sup>(1)</sup> | (B, B1) | 05/15/29 | 4.750 |  | 1633065 |
| 1817 | Merlin Entertainments Ltd., Rule 144A, Secured Notes (Callable 03/17/26 @ 100.00)<sup>(1)</sup> | (B, B2) | 06/15/26 | 5.750 |  | 1731763 |
| 3475 | SeaWorld Parks & Entertainment, Inc., Rule 144A, Company Guaranteed Notes<br>(Callable 08/15/24 @ 102.63)<sup>(1),(2)</sup> | (B, B3) | 08/15/29 | 5.250 |  | 3144580 |
| 450 | SeaWorld Parks & Entertainment, Inc., Rule 144A, Senior Secured Notes<br>(Callable 03/03/23 @ 104.38)<sup>(1)</sup> | (BB, Ba3) | 05/01/25 | 8.750 |  | 463450 |
| 2150 | Six Flags Entertainment Corp., Rule 144A, Company Guaranteed Notes (Callable 03/03/23 @ 100.00)<sup>(1)</sup> | (B, B3) | 07/31/24 | 4.875 |  | 2106828 |
| 2835 | Speedway Funding II, Inc., Rule 144A, Senior Unsecured Notes (Callable 03/03/23 @ 102.44)<sup>(1)</sup> | (BB, B2) | 11/01/27 | 4.875 |  | 2650885 |
|  |  |  |  |  |  | 11730571 |
| **Restaurants** (0.8%) | **Restaurants** (0.8%) | **Restaurants** (0.8%) | **Restaurants** (0.8%) | **Restaurants** (0.8%) | **Restaurants** (0.8%) | **Restaurants** (0.8%) |
| 1825 | Yum! Brands, Inc., Global Senior Unsecured Notes (Callable 04/01/27 @ 102.69) | (BB, Ba3) | 04/01/32 | 5.375 |  | 1728670 |
| **Software - Services** (7.1%) | **Software - Services** (7.1%) | **Software - Services** (7.1%) | **Software - Services** (7.1%) | **Software - Services** (7.1%) | **Software - Services** (7.1%) | **Software - Services** (7.1%) |
| 1300 | Central Parent, Inc., Rule 144A, Senior Secured Notes (Callable 06/15/25 @ 103.63)<sup>(1)</sup> | (B+, B1) | 06/15/29 | 7.250 |  | 1298432 |
| 3150 | Elastic NV, Rule 144A, Senior Unsecured Notes (Callable 07/15/24 @ 102.06)<sup>(1)</sup> | (B+, B1) | 07/15/29 | 4.125 |  | 2699857 |
| 2675 | Endurance International Group Holdings, Inc., Rule 144A, Senior Unsecured Notes<br>(Callable 02/15/24 @ 103.00)<sup>(1)</sup> | (CCC+, Caa2) | 02/15/29 | 6.000 |  | 1904459 |
| 945 | Open Text Corp., Rule 144A, Company Guaranteed Notes (Callable 12/01/24 @ 101.94)<sup>(1)</sup> | (BB-, Ba3) | 12/01/29 | 3.875 |  | 787190 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200 | Open Text Corp., Rule 144A, Senior Secured Notes (Callable 11/01/27 @ 100.00)<sup>(1)</sup> | (BBB-, Ba1) | 12/01/27 | 6.900 |  | 1231290 |
| 1250 | Open Text Holdings, Inc., Rule 144A, Company Guaranteed Notes (Callable 12/01/26 @ 102.06)<sup>(1)</sup> | (BB-, Ba3) | 12/01/31 | 4.125 |  | 1017887 |
| 2512 | Presidio Holdings, Inc., Rule 144A, Company Guaranteed Notes (Callable 03/03/23 @ 104.13)<sup>(1)</sup> | (CCC+, Caa1) | 02/01/28 | 8.250 |  | 2418855 |
| 4060 | Virtusa Corp., Rule 144A, Senior Unsecured Notes (Callable 12/15/23 @ 103.56)<sup>(1)</sup> | (CCC+, Caa1) | 12/15/28 | 7.125 |  | 3416794 |
| 900 | ZoomInfo Finance Corp., Rule 144A, Company Guaranteed Notes<br>(Callable 02/01/24 @ 101.94)<sup>(1),(2)</sup> | (B+, B1) | 02/01/29 | 3.875 |  | 777299 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15552063 |
| **Specialty Retail** (3.4%) | **Specialty Retail** (3.4%) | **Specialty Retail** (3.4%) | **Specialty Retail** (3.4%) | **Specialty Retail** (3.4%) | **Specialty Retail** (3.4%) | **Specialty Retail** (3.4%) |
| 61 | Asbury Automotive Group, Inc., Global Company Guaranteed Notes (Callable 03/01/23 @ 102.25) | (BB, B1) | 03/01/28 | 4.500 |  | 55312 |
| 733 | Asbury Automotive Group, Inc., Global Company Guaranteed Notes (Callable 03/01/25 @ 102.38) | (BB, B1) | 03/01/30 | 4.750 |  | 641919 |

---

------

**Credit Suisse High Yield Bond Fund** 

**Schedule of Investments (continued)** 

January 31, 2023 (unaudited)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Par<br>(000)** | **Ratings†<br>(S&P/Moody's)** | **Maturity** | **Rate%** | **Value** | **Value** |
| **CORPORATE BONDS** (continued) | **CORPORATE BONDS** (continued) | **CORPORATE BONDS** (continued) | **CORPORATE BONDS** (continued) | **CORPORATE BONDS** (continued) | **CORPORATE BONDS** (continued) |
| **Specialty Retail** (continued) | **Specialty Retail** (continued) | **Specialty Retail** (continued) | **Specialty Retail** (continued) | **Specialty Retail** (continued) | **Specialty Retail** (continued) |
| $300 Asbury Automotive Group, Inc., Rule 144A, Company Guaranteed Notes<br>(Callable 11/15/24 @ 102.31)<sup>(1)</sup> | (BB, B1) | 11/15/29 | 4.625 | $| 265509 |
| 300 Asbury Automotive Group, Inc., Rule 144A, Company Guaranteed Notes<br>(Callable 11/15/26 @ 102.50)<sup>(1)</sup> | (BB, B1) | 02/15/32 | 5.000 |  | 257503 |
| 102 Eagle Intermediate Global Holdings B.V. <sup>(8),(9)</sup> | (NR, NR) | 05/01/25 | 0.000 |  | 47485 |
| 77 Eagle Intermediate Global Holdings B.V., Rule 144A, Senior Secured Notes<br>(Callable 02/13/23 @ 103.75)<sup>(1),(8),(9)</sup> | (NR, NR) | 05/01/25 | 7.500 |  | 46905 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2800 Eagle Intermediate Global Holdings B.V., Rule 144A, Senior Secured Notes<br>(Callable 02/13/23 @ 103.75)<sup>(1)</sup> | (NR, Caa1) | 05/01/25 | 7.500 |  | 1767500 |
| 1425 eG Global Finance PLC, Rule 144A, Senior Secured Notes (Callable 03/03/23 @ 102.13)<sup>(1)</sup> | (B-, B3) | 10/30/25 | 8.500 |  | 1345364 |
| 600 LCM Investments Holdings II LLC, Rule 144A, Senior Unsecured Notes<br>(Callable 05/01/24 @ 102.44)<sup>(1)</sup> | (BB-, B2) | 05/01/29 | 4.875 |  | 496071 |
| 300 Murphy Oil U.S.A., Inc., Rule 144A, Company Guaranteed Notes (Callable 02/15/26 @ 101.88)<sup>(1)</sup> | (BB+, Ba2) | 02/15/31 | 3.750 |  | 251162 |
| 900 Sonic Automotive, Inc., Rule 144A, Company Guaranteed Notes<br>(Callable 11/15/24 @ 102.31)<sup>(1),(2)</sup> | (BB-, B1) | 11/15/29 | 4.625 |  | 745735 |
| 1725 Sonic Automotive, Inc., Rule 144A, Company Guaranteed Notes (Callable 11/15/26 @ 102.44)<sup>(1)</sup> | (BB-, B1) | 11/15/31 | 4.875 |  | 1377430 |
| 195 Wolverine World Wide, Inc., Rule 144A, Company Guaranteed Notes (Callable 08/15/24 @ 102.00)<sup>(1)</sup> | (B+, Ba3) | 08/15/29 | 4.000 |  | 157146 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7455041 |
| **Steel Producers/Products** (0.7%) | **Steel Producers/Products** (0.7%) | **Steel Producers/Products** (0.7%) | **Steel Producers/Products** (0.7%) | **Steel Producers/Products** (0.7%) | **Steel Producers/Products** (0.7%) |
| 2095 TMS International Corp., Rule 144A, Senior Unsecured Notes (Callable 04/15/24 @ 103.13)<sup>(1)</sup> | (B, Caa1) | 04/15/29 | 6.250 |  | 1589081 |
| **Support - Services** (9.0%) | **Support - Services** (9.0%) | **Support - Services** (9.0%) | **Support - Services** (9.0%) | **Support - Services** (9.0%) | **Support - Services** (9.0%) |
| 602 Allied Universal Finance Corp., Rule 144A, Senior Secured Notes 1 (Callable 06/01/24 @ 102.31)<sup>(1)</sup> | (B, B2) | 06/01/28 | 4.625 |  | 515466 |
| 1821 Allied Universal Finance Corp., Rule 144A, Senior Unsecured Notes (Callable 03/03/23 @ 104.88)<sup>(1)</sup> | (CCC+, Caa1) | 07/15/27 | 9.750 |  | 1741468 |
| 1950 Allied Universal Finance Corp., Rule 144A, Senior Unsecured Notes (Callable 06/01/24 @ 103.00)<sup>(1)</sup> | (CCC+, Caa1) | 06/01/29 | 6.000 |  | 1571417 |
| 600 Clarivate Science Holdings Corp., Rule 144A, Company Guaranteed Notes<br>(Callable 06/30/24 @ 102.44)<sup>(1),(2)</sup> | (CCC+, Caa1) | 07/01/29 | 4.875 |  | 528762 |
| 3900 CoreLogic, Inc., Rule 144A, Senior Secured Notes (Callable 05/01/24 @ 102.25)<sup>(1)</sup> | (B-, B2) | 05/01/28 | 4.500 |  | 3106135 |
| 3065 GEMS Education Delaware LLC, Rule 144A, Senior Secured Notes (Callable 03/03/23 @ 103.56)<sup>(1)</sup> | (B-, B3) | 07/31/26 | 7.125 |  | 3029184 |
| 3000 GYP Holdings III Corp., Rule 144A, Company Guaranteed Notes (Callable 05/01/24 @ 102.31)<sup>(1)</sup> | (B, B1) | 05/01/29 | 4.625 |  | 2541802 |
| 1500 United Rentals North America, Inc., Rule 144A, Senior Secured Notes<br>(Callable 12/15/25 @ 103.00)<sup>(1)</sup> | (BBB-, Baa3) | 12/15/29 | 6.000 |  | 1524390 |
| 750 WESCO Distribution, Inc., Rule 144A, Company Guaranteed Notes (Callable 03/03/23 @ 103.56)<sup>(1)</sup> | (BB, Ba3) | 06/15/25 | 7.125 |  | 762945 |
| 750 WESCO Distribution, Inc., Rule 144A, Company Guaranteed Notes (Callable 06/15/23 @ 103.63)<sup>(1)</sup> | (BB, Ba3) | 06/15/28 | 7.250 |  | 769254 |
| 1821 White Cap Buyer LLC, Rule 144A, Senior Unsecured Notes (Callable 10/15/23 @ 103.44)<sup>(1)</sup> | (CCC+, Caa1) | 10/15/28 | 6.875 |  | 1660530 |
| 865 Williams Scotsman International, Inc., Rule 144A, Senior Secured Notes<br>(Callable 08/15/23 @ 102.31)<sup>(1)</sup> | (B+, B2) | 08/15/28 | 4.625 |  | 802521 |
| 1050 ZipRecruiter, Inc., Rule 144A, Senior Unsecured Notes (Callable 01/15/25 @ 102.50)<sup>(1)</sup> | (BB-, B2) | 01/15/30 | 5.000 |  | 914860 |
|  |  |  |  |  | 19468734 |
| **Tech Hardware & Equipment** (3.3%) | **Tech Hardware & Equipment** (3.3%) | **Tech Hardware & Equipment** (3.3%) | **Tech Hardware & Equipment** (3.3%) | **Tech Hardware & Equipment** (3.3%) | **Tech Hardware & Equipment** (3.3%) |
| 1690 CommScope Technologies LLC, Rule 144A, Company Guaranteed Notes<br>(Callable 02/13/23 @ 101.00)<sup>(1)</sup> | (CCC+, Caa1) | 06/15/25 | 6.000 |  | 1602407 |
| 510 CommScope Technologies LLC, Rule 144A, Company Guaranteed Notes<br>(Callable 02/13/23 @ 102.50)<sup>(1)</sup> | (CCC+, Caa1) | 03/15/27 | 5.000 |  | 390077 |
| 2000 Entegris Escrow Corp., Rule 144A, Senior Secured Notes (Callable 01/15/29 @ 100.00)<sup>(1)</sup> | (BB+, Baa3) | 04/15/29 | 4.750 |  | 1875124 |
| 2400 Imola Merger Corp., Rule 144A, Senior Secured Notes (Callable 05/15/24 @ 102.38)<sup>(1)</sup> | (BB-, B1) | 05/15/29 | 4.750 |  | 2089776 |

---

------

**Credit Suisse High Yield Bond Fund** 

**Schedule of Investments (continued)** 

January 31, 2023 (unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Par<br>(000)** | **Ratings†<br>(S&P/Moody's)** | **Maturity** | **Rate%** | **Value** |
| **CORPORATE BONDS** (continued) | **CORPORATE BONDS** (continued) | **CORPORATE BONDS** (continued) | **CORPORATE BONDS** (continued) | **CORPORATE BONDS** (continued) |
| **Tech Hardware & Equipment** (continued) | **Tech Hardware & Equipment** (continued) | **Tech Hardware & Equipment** (continued) | **Tech Hardware & Equipment** (continued) | **Tech Hardware & Equipment** (continued) |
| $1380 Vertiv Group Corp., Rule 144A, Senior Secured Notes (Callable 11/15/24 @ 102.06)<sup>(1)</sup> | (BB-, B1) | 11/15/28 | 4.125 | 1197222 |
|  |  |  |  | 7154606 |
| **Telecom - Wireline Integrated & Services** (3.6%) | **Telecom - Wireline Integrated & Services** (3.6%) | **Telecom - Wireline Integrated & Services** (3.6%) | **Telecom - Wireline Integrated & Services** (3.6%) | **Telecom - Wireline Integrated & Services** (3.6%) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2785 Altice France S.A., Rule 144A, Senior Secured Notes (Callable 09/15/23 @ 102.56)<sup>(1)</sup> | (B, B2) | 01/15/29 | 5.125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2186239 |
| 300 Altice France S.A., Rule 144A, Senior Secured Notes (Callable 04/15/24 @ 102.56)<sup>(1)</sup> | (B, B2) | 07/15/29 | 5.125 | 234927 |
| 300 Altice France S.A., Rule 144A, Senior Secured Notes (Callable 10/15/24 @ 102.75)<sup>(1)</sup> | (B, B2) | 10/15/29 | 5.500 | 236551 |
| 1800 Ciena Corp., Rule 144A, Company Guaranteed Notes (Callable 01/31/25 @ 102.00)<sup>(1)</sup> | (BB, Ba1) | 01/31/30 | 4.000 | 1577367 |
| 1800 LCPR Senior Secured Financing DAC, Rule 144A, Senior Secured Notes<br>(Callable 03/03/23 @ 103.38)<sup>(1)</sup> | (B+, B1) | 10/15/27 | 6.750 | 1745437 |
| 300 LCPR Senior Secured Financing DAC, Rule 144A, Senior Secured Notes<br>(Callable 07/15/24 @ 102.56)<sup>(1)</sup> | (B+, B1) | 07/15/29 | 5.125 | 261564 |
| 1000 Virgin Media Secured Finance PLC, Rule 144A, Senior Secured Notes<br>(Callable 02/10/23 @ 102.50)<sup>(1),(10)</sup> | (BB-, Ba3) | 04/15/27 | 5.000 | 1134150 |
| 600 Vmed O2 UK Financing I PLC, Rule 144A, Senior Secured Notes (Callable 01/31/26 @ 102.13)<sup>(1)</sup> | (BB-, Ba3) | 01/31/31 | 4.250 | 502434 |
|  |  |  |  | 7878669 |
| **Theaters & Entertainment** (1.9%) | **Theaters & Entertainment** (1.9%) | **Theaters & Entertainment** (1.9%) | **Theaters & Entertainment** (1.9%) | **Theaters & Entertainment** (1.9%) |
| 2374 AMC Entertainment Holdings, Inc.,10.00% Cash, 12.00% PIK, Rule 144A, Secured Notes<br>(Callable 06/15/23 @ 106.00)<sup>(1),(3)</sup> | (CC, Caa3) | 06/15/26 | 10.000 | 1163906 |
| 2200 Live Nation Entertainment, Inc., Rule 144A, Company Guaranteed Notes<br>(Callable 03/03/23 @ 100.00)<sup>(1)</sup> | (B, B3) | 11/01/24 | 4.875 | 2139866 |
| 400 Live Nation Entertainment, Inc., Rule 144A, Company Guaranteed Notes<br>(Callable 03/03/23 @ 102.81)<sup>(1)</sup> | (B, B3) | 03/15/26 | 5.625 | 389116 |
| 500 Live Nation Entertainment, Inc., Rule 144A, Company Guaranteed Notes<br>(Callable 03/03/23 @ 103.56)<sup>(1)</sup> | (B, B3) | 10/15/27 | 4.750 | 463650 |
|  |  |  |  | 4156538 |
| **Transport Infrastructure/Services** (0.9%) | **Transport Infrastructure/Services** (0.9%) | **Transport Infrastructure/Services** (0.9%) | **Transport Infrastructure/Services** (0.9%) | **Transport Infrastructure/Services** (0.9%) |
| 1800 XPO Escrow Sub LLC, Rule 144A, Company Guaranteed Notes (Callable 11/15/24 @ 103.75)<sup>(1)</sup> | (BB+, Baa3) | 11/15/27 | 7.500 | 1851939 |
| **TOTAL CORPORATE BONDS** (Cost $251,238,929) |  |  |  | 225449508 |
| **BANK LOANS** (30.1%) | **BANK LOANS** (30.1%) | **BANK LOANS** (30.1%) | **BANK LOANS** (30.1%) | **BANK LOANS** (30.1%) |
| **Advertising** (1.0%) | **Advertising** (1.0%) | **Advertising** (1.0%) | **Advertising** (1.0%) | **Advertising** (1.0%) |
| 156 MH Sub I, LLC (1st Lien Term Loan), LIBOR 1M + 3.750%<sup>(11)</sup> | (B, B2) | 09/13/24 | 8.320 | 154793 |
| 2075 MH Sub I, LLC (Incremental Term Loan), LIBOR 1M + 3.750%<sup>(11)</sup> | (B, B2) | 09/13/24 | 8.320 | 2056789 |
|  |  |  |  | 2211582 |
| **Aerospace & Defense** (1.4%) | **Aerospace & Defense** (1.4%) | **Aerospace & Defense** (1.4%) | **Aerospace & Defense** (1.4%) | **Aerospace & Defense** (1.4%) |
| 1500 Amentum Government Services Holdings LLC, LIBOR 3M + 8.750%, LIBOR 6M + 8.750%<sup>(11)</sup> | (NR, NR) | 01/31/28 | 13.901 | 1395001 |
| 398 Amentum Government Services Holdings LLC, SOFR 3M + 4.000%<sup>(8),(11)</sup> | (B, B1) | 02/15/29 | 7.558 -<br>8.764 | 393273 |
| 1214 Peraton Corp., LIBOR 1M + 7.750%<sup>(11)</sup> | (NR, NR) | 02/01/29 | 12.220 | 1182566 |
|  |  |  |  | 2970840 |
| **Auto Parts & Equipment** (0.4%) | **Auto Parts & Equipment** (0.4%) | **Auto Parts & Equipment** (0.4%) | **Auto Parts & Equipment** (0.4%) | **Auto Parts & Equipment** (0.4%) |
| 379 Jason Group, Inc., LIBOR 1M + 1.000% Cash, 9.000% PIK<sup>(3),(11)</sup> | (NR, WR) | 03/02/26 | 14.570 | 373443 |
| 497 Jason Group, Inc., LIBOR 1M + 2.000% Cash, 4.000% PIK<sup>(3),(11)</sup> | (NR, WR) | 08/28/25 | 10.570 | 417746 |
|  |  |  |  | 791189 |
| **Building Materials** (0.4%) | **Building Materials** (0.4%) | **Building Materials** (0.4%) | **Building Materials** (0.4%) | **Building Materials** (0.4%) |
| 802 Cornerstone Building Brands, Inc., SOFR 1M + 5.625%<sup>(11)</sup> | (B, B2) | 08/01/28 | 10.103 | 775668 |
| **Chemicals** (2.5%) | **Chemicals** (2.5%) | **Chemicals** (2.5%) | **Chemicals** (2.5%) | **Chemicals** (2.5%) |
| 2177 Ascend Performance Materials Operations LLC, SOFR 6M + 4.750%<sup>(11)</sup> | (BB-, Ba3) | 08/27/26 | 8.831 | 2151766 |

---

------

**Credit Suisse High Yield Bond Fund** 

**Schedule of Investments (continued)** 

January 31, 2023 (unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Par<br>(000)** | **Ratings†<br>(S&P/Moody's)** | **Maturity** | **Rate%** | **Value** |
| **BANK LOANS** (continued) | **BANK LOANS** (continued) | **BANK LOANS** (continued) | **BANK LOANS** (continued) | **BANK LOANS** (continued) |
| **Chemicals** (continued) | **Chemicals** (continued) | **Chemicals** (continued) | **Chemicals** (continued) | **Chemicals** (continued) |
| $841 Polar U.S. Borrower LLC, LIBOR 2M + 4.750%<sup>(11)</sup> | (B-, B3) | 10/15/25 | 4.903 | 697303 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 Vantage Specialty Chemicals, Inc., LIBOR 3M + 8.250%<sup>(6),(11)</sup> | (CCC, Caa2) | 10/27/25 | 12.985 | 1882810 |
| 878 Zep, Inc., LIBOR 3M + 4.000%<sup>(11)</sup> | (CCC+, B3) | 08/12/24 | 8.580 | 737296 |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5469175 |
| **Diversified Capital Goods** (0.6%) | **Diversified Capital Goods** (0.6%) | **Diversified Capital Goods** (0.6%) | **Diversified Capital Goods** (0.6%) | **Diversified Capital Goods** (0.6%) |
| 1500 Electrical Components International, Inc., PRIME + 7.500%<sup>(8),(11)</sup> | (B-, B2) | 06/26/25 | 15.000 | 1359081 |
| **Electronics** (1.1%) | **Electronics** (1.1%) | **Electronics** (1.1%) | **Electronics** (1.1%) | **Electronics** (1.1%) |
| 2386 Idemia Group, LIBOR 3M + 4.500%<sup>(8),(11)</sup> | (B, B3) | 01/09/26 | 9.230 | 2379600 |
| **Energy - Exploration & Production** (0.0%) | **Energy - Exploration & Production** (0.0%) | **Energy - Exploration & Production** (0.0%) | **Energy - Exploration & Production** (0.0%) | **Energy - Exploration & Production** (0.0%) |
| 2663 PES Holdings, LLC, 3.000% PIK<sup>(3),(5),(11)</sup> | (NR, WR) | 12/31/24 | 3.000 | 78240 |
| **Food & Drug Retailers** (0.6%) | **Food & Drug Retailers** (0.6%) | **Food & Drug Retailers** (0.6%) | **Food & Drug Retailers** (0.6%) | **Food & Drug Retailers** (0.6%) |
| 1500 WOOF Holdings, Inc., LIBOR 1M + 7.250%<sup>(11)</sup> | (CCC, Caa2) | 12/21/28 | 11.758 | 1343745 |
| **Food - Wholesale** (0.2%) | **Food - Wholesale** (0.2%) | **Food - Wholesale** (0.2%) | **Food - Wholesale** (0.2%) | **Food - Wholesale** (0.2%) |
| 421 United Natural Foods, Inc., SOFR 1M + 3.250%<sup>(11)</sup> | (BB-, B1) | 10/22/25 | 7.926 | 422709 |
| **Gas Distribution** (1.2%) | **Gas Distribution** (1.2%) | **Gas Distribution** (1.2%) | **Gas Distribution** (1.2%) | **Gas Distribution** (1.2%) |
| 1072 BCP Renaissance Parent LLC, SOFR 1M +<br>3.500%<sup>(11)</sup> | (B+, B2) | 10/31/26 | 8.061 | 1072052 |
| 1601 Traverse Midstream Partners LLC, SOFR 3M + 4.250%<sup>(11)</sup> | (B+, B3) | 09/27/24 | 8.800 | 1603888 |
|  |  |  |  | 2675940 |
| **Health Facility** (0.3%) | **Health Facility** (0.3%) | **Health Facility** (0.3%) | **Health Facility** (0.3%) | **Health Facility** (0.3%) |
| 811 Carestream Health, Inc., SOFR 3M + 7.500%<sup>(11)</sup> | (B-, B3) | 09/30/27 | 12.180 | 593403 |
| **Health Services** (1.4%) | **Health Services** (1.4%) | **Health Services** (1.4%) | **Health Services** (1.4%) | **Health Services** (1.4%) |
| 1230 MedAssets Software Intermediate Holdings, Inc., LIBOR 1M + 6.750%<sup>(11)</sup> | (CCC, Caa2) | 12/17/29 | 11.320 | 871381 |
| 2377 U.S. Radiology Specialists, Inc., LIBOR 1M + 5.250%<sup>(11)</sup> | (B-, B3) | 12/15/27 | 9.875 | 2275909 |
|  |  |  |  | 3147290 |
| **Insurance Brokerage** (0.2%) | **Insurance Brokerage** (0.2%) | **Insurance Brokerage** (0.2%) | **Insurance Brokerage** (0.2%) | **Insurance Brokerage** (0.2%) |
| 327 USI, Inc., SOFR 3M + 3.750%<sup>(11)</sup> | (B, B1) | 11/22/29 | 8.330 | 327875 |
| **Investments & Misc. Financial Services** (1.5%) | **Investments & Misc. Financial Services** (1.5%) | **Investments & Misc. Financial Services** (1.5%) | **Investments & Misc. Financial Services** (1.5%) | **Investments & Misc. Financial Services** (1.5%) |
| 2329 AqGen Ascensus, Inc., LIBOR 3M + 6.500%<sup>(11)</sup> | (CCC, Caa2) | 08/02/29 | 11.313 | 2090672 |
| 1298 Deerfield Dakota Holding LLC, LIBOR 1M + 6.750%<sup>(11)</sup> | (CCC, Caa2) | 04/07/28 | 11.320 | 1228305 |
| 130 Ditech Holding Corp.<sup>(5),(7),(8)</sup> | (NR, WR) | 06/30/22 | 0.000 | 14312 |
|  |  |  |  | 3333289 |
| **Life Insurance** (0.5%) | **Life Insurance** (0.5%) | **Life Insurance** (0.5%) | **Life Insurance** (0.5%) | **Life Insurance** (0.5%) |
| 1253 Vida Capital, Inc., LIBOR 1M + 6.000%<sup>(11)</sup> | (CCC+, B2) | 10/01/26 | 10.570 | 976950 |
| **Machinery** (1.1%) | **Machinery** (1.1%) | **Machinery** (1.1%) | **Machinery** (1.1%) | **Machinery** (1.1%) |
| 2123 LTI Holdings, Inc., LIBOR 1M + 6.750%<sup>(6),(11)</sup> | (CCC+, Caa2) | 09/06/26 | 11.320 | 1768655 |
| 580 LTI Holdings, Inc., LIBOR 1M + 3.500%<sup>(11)</sup> | (B-, B2) | 09/06/25 | 8.070 | 563167 |
|  |  |  |  | 2331822 |
| **Medical Products** (0.8%) | **Medical Products** (0.8%) | **Medical Products** (0.8%) | **Medical Products** (0.8%) | **Medical Products** (0.8%) |
| 919 Femur Buyer, Inc., LIBOR 3M + 5.500%<sup>(8),(11)</sup> | (CCC+, NR) | 03/05/24 | 10.342 | 777867 |
| 980 Viant Medical Holdings, Inc., LIBOR 1M +<br>6.250%<sup>(8),(11)</sup> | (CCC+, B3) | 07/02/25 | 10.820 | 951579 |
|  |  |  |  | 1729446 |
| **Packaging** (0.1%) | **Packaging** (0.1%) | **Packaging** (0.1%) | **Packaging** (0.1%) | **Packaging** (0.1%) |
| 800 Strategic Materials, Inc., LIBOR 3M + 7.750%<sup>(6),(11)</sup> | (CC, C) | 10/31/25 | 12.190 | 212000 |
| **Personal & Household Products** (1.6%) | **Personal & Household Products** (1.6%) | **Personal & Household Products** (1.6%) | **Personal & Household Products** (1.6%) | **Personal & Household Products** (1.6%) |
| 1200 ABG Intermediate Holdings 2 LLC, SOFR 1M + 6.000%<sup>(11)</sup> | (CCC+, Caa1) | 12/20/29 | 10.661 | 1110756 |
| 1726 Serta Simmons Bedding, LLC (First Out Term<br>Loan)<sup>(5),(7)</sup> | (D, WR) | 08/10/23 | 0.000 | 1708546 |
| 1046 Serta Simmons Bedding, LLC (Second Out Term Loan)<sup>(5),(7)</sup> | (D, WR) | 08/10/23 | 0.000 | 609636 |
|  |  |  |  | 3428938 |

---

------

**Credit Suisse High Yield Bond Fund** 

**Schedule of Investments (continued)** 

January 31, 2023 (unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Par<br>(000)** | **Ratings†<br>(S&P/Moody's)** | **Maturity** | **Rate%** | **Value** |
| **BANK LOANS** (continued) | **BANK LOANS** (continued) | **BANK LOANS** (continued) | **BANK LOANS** (continued) | **BANK LOANS** (continued) |
| **Pharmaceuticals** (0.2%) | **Pharmaceuticals** (0.2%) | **Pharmaceuticals** (0.2%) | **Pharmaceuticals** (0.2%) | **Pharmaceuticals** (0.2%) |
| $583 Akorn, Inc., LIBOR 3M + 7.500%<sup>(11)</sup> | (CCC+, Caa3) | 10/01/25 | 12.254 | $479482 |
|  |  |  |  | 479482 |
| **Recreation & Travel** (2.0%) | **Recreation & Travel** (2.0%) | **Recreation & Travel** (2.0%) | **Recreation & Travel** (2.0%) | **Recreation & Travel** (2.0%) |
| 959 Bulldog Purchaser, Inc., LIBOR 1M + 7.750%<sup>(11)</sup> | (CCC-, Caa3) | 09/04/26 | 12.411 | 838329 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1816 Bulldog Purchaser, Inc., SOFR 1M + 3.750%<sup>(11)</sup> | (B-, B3) | 09/05/25 | 8.411 | 1669415 |
| 789 Hornblower Sub LLC, LIBOR 3M + 4.500%<sup>(11)</sup> | (CCC-, Caa2) | 04/27/25 | 8.670 | 534923 |
| 1082 Hornblower Sub LLC, LIBOR 3M + 8.125%<sup>(11)</sup> | (NR, NR) | 11/10/25 | 12.755 | 1091275 |
| 300 Hornblower Sub, LLC, LIBOR 3M + 8.125%<sup>(11)</sup> | (NR, NR) | 11/20/25 | 12.755 -<br>12.800 | 302439 |
|  |  |  |  | 4436381 |
| **Restaurants** (0.1%) | **Restaurants** (0.1%) | **Restaurants** (0.1%) | **Restaurants** (0.1%) | **Restaurants** (0.1%) |
| 300 Tacala LLC, LIBOR 1M + 7.500%<sup>(11)</sup> | (CCC, Caa2) | 02/04/28 | 12.070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;274563 |
| **Software - Services** (7.1%) | **Software - Services** (7.1%) | **Software - Services** (7.1%) | **Software - Services** (7.1%) | **Software - Services** (7.1%) |
| 1709 Aston FinCo Sarl, LIBOR 1M + 4.250%<sup>(8),(11)</sup> | (B-, B3) | 10/09/26 | 8.820 | 1474206 |
| 893 Astra Acquisition Corp., LIBOR 1M + 5.250%<sup>(11)</sup> | (B, B1) | 10/25/28 | 9.820 | 791579 |
| 900 CommerceHub, Inc., SOFR 3M + 7.000%<sup>(11)</sup> | (CCC, Caa2) | 12/29/28 | 11.777 | 727875 |
| 1810 Epicor Software Corp., LIBOR 1M + 7.750%<sup>(11)</sup> | (CCC, Caa2) | 07/31/28 | 12.320 | 1810751 |
| 682 Finastra U.S.A., Inc., LIBOR 3M + 3.500%<sup>(11)</sup> | (CCC+, B2) | 06/13/24 | 8.325 | 642691 |
| 3511 Finastra U.S.A., Inc., LIBOR 3M + 7.250%<sup>(11)</sup> | (CCC-, Caa2) | 06/13/25 | 12.075 | 2792799 |
| 960 GHX Ultimate Parent Corp.<sup>(8),(12)</sup> | (B, B2) | 06/28/24 | 0.000 | 957600 |
| 598 Hyland Software, Inc., LIBOR 1M + 3.500%<sup>(11)</sup> | (B-, B1) | 07/01/24 | 8.070 | 597860 |
| 420 Hyland Software, Inc., LIBOR 1M + 6.250%<sup>(11)</sup> | (CCC, Caa1) | 07/07/25 | 10.820 | 401249 |
| 1578 Open Text Corp.<sup>(12)</sup> | (BBB-, Ba1) | 11/16/29 | 0.000 | 1577937 |
| 1496 Project Alpha Intermediate Holding, Inc., LIBOR 1M + 4.000%<sup>(11)</sup> | (B, B3) | 04/26/24 | 8.570 | 1496542 |
| 1494 Quest Software U.S. Holdings, Inc., SOFR 3M + 4.250%<sup>(11)</sup> | (B-, B2) | 02/01/29 | 9.076 | 1287826 |
| 1045 Redstone Holdco 2 LP, LIBOR 3M + 4.750%<sup>(11)</sup> | (B-, B3) | 04/27/28 | 9.568 | 852576 |
|  |  |  |  | 15411491 |
| **Support - Services** (0.8%) | **Support - Services** (0.8%) | **Support - Services** (0.8%) | **Support - Services** (0.8%) | **Support - Services** (0.8%) |
| 600 LaserShip, Inc., LIBOR 3M + 7.500%<sup>(8),(11)</sup> | (CCC, Caa2) | 05/07/29 | 12.230 | 381000 |
| 1199 LaserShip, Inc., LIBOR 3M + 4.500%<sup>(11)</sup> | (B-, B2) | 05/07/28 | 9.230 | 900373 |
| 600 TruGreen Limited Partnership, LIBOR 3M +<br>8.500%<sup>(8),(11)</sup> | (CCC+, Caa2) | 11/02/28 | 13.325 | 432000 |
|  |  |  |  | 1713373 |
| **Telecom - Wireline Integrated & Services** (1.2%) | **Telecom - Wireline Integrated & Services** (1.2%) | **Telecom - Wireline Integrated & Services** (1.2%) | **Telecom - Wireline Integrated & Services** (1.2%) | **Telecom - Wireline Integrated & Services** (1.2%) |
| 1955 Patagonia Holdco LLC, SOFR 3M + 5.750%<sup>(8),(11)</sup> | (NR, B1) | 08/01/29 | 9.960 | 1652036 |
| 1125 TVC Albany, Inc., LIBOR 1M + 7.500%<sup>(6),(11)</sup> | (CCC, Caa2) | 07/23/26 | 12.070 | 1030314 |
|  |  |  |  | 2682350 |
| **Theaters & Entertainment** (1.8%) | **Theaters & Entertainment** (1.8%) | **Theaters & Entertainment** (1.8%) | **Theaters & Entertainment** (1.8%) | **Theaters & Entertainment** (1.8%) |
| 1145 Technicolor Creative Studios, EURIBOR 3M + 6.000%<sup>(4),(11)</sup> | (CCC+, Caa1) | 09/07/26 | 8.046 | 740676 |
| 1238 TopGolf International, Inc., LIBOR 3M<br>+ 6.250%<sup>(11)</sup> | (B, B3) | 02/09/26 | 11.065 | 1242940 |
| 1965 William Morris Endeavor Entertainment LLC, LIBOR 1M + 2.750%<sup>(11)</sup> | (B, B3) | 05/18/25 | 7.320 | 1957144 |
|  |  |  |  | 3940760 |
| **TOTAL BANK LOANS** (Cost $73,635,683) | **TOTAL BANK LOANS** (Cost $73,635,683) | **TOTAL BANK LOANS** (Cost $73,635,683) | **TOTAL BANK LOANS** (Cost $73,635,683) | 65497182 |
| **ASSET BACKED SECURITIES** (7.6%) | **ASSET BACKED SECURITIES** (7.6%) | **ASSET BACKED SECURITIES** (7.6%) | **ASSET BACKED SECURITIES** (7.6%) | **ASSET BACKED SECURITIES** (7.6%) |
| **Collateralized Debt Obligations** (7.6%) | **Collateralized Debt Obligations** (7.6%) | **Collateralized Debt Obligations** (7.6%) | **Collateralized Debt Obligations** (7.6%) | **Collateralized Debt Obligations** (7.6%) |
| 1000 Anchorage Capital CLO 15 Ltd., 2020-15A, Rule 144A, LIBOR 3M + 7.400%<sup>(1),(11)</sup> | (NR, Ba3) | 07/20/34 | 12.208 | 912883 |
| 1500 Anchorage Capital CLO 25 Ltd., 2022-25A, Rule 144A, TSFR3M + 7.170%<sup>(1),(11)</sup> | (NR, Ba3) | 04/20/35 | 11.809 | 1322454 |
| 1250 Anchorage Credit Funding 4 Ltd., 2016-4A, Rule 144A<sup>(1)</sup> | (NR, Ba3) | 04/27/39 | 6.659 | 973925 |
| 1250 Battalion CLO 18 Ltd., 2020-18A, Rule 144A, LIBOR 3M + 6.710%<sup>(1),(11)</sup> | (BB-, NR) | 10/15/36 | 11.502 | 1111043 |
| 1250 Benefit Street Partners CLO X Ltd., 2016-10A, Rule 144A, LIBOR 3M + 6.750%<sup>(1),(11)</sup> | (BB-, NR) | 04/20/34 | 11.558 | 1135322 |
| 1500 Cedar Funding VI CLO Ltd., 2016-6A, Rule 144A, LIBOR 3M + 6.720%<sup>(1),(11)</sup> | (BB-, NR) | 04/20/34 | 11.528 | 1406884 |
| 1500 CIFC Funding Ltd., 2017-1A, Rule 144A, LIBOR 3M + 3.500%<sup>(1),(11)</sup> | (NR, Baa3) | 04/23/29 | 8.315 | 1455530 |
| 1500 KKR CLO Ltd., 14, Rule 144A, LIBOR 3M + 6.150%<sup>(1),(11)</sup> | (NR, B1) | 07/15/31 | 10.942 | 1334592 |

---

------

**Credit Suisse High Yield Bond Fund** 

**Schedule of Investments (continued)** 

January 31, 2023 (unaudited)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Par<br>(000)** | **Par<br>(000)** | **Ratings†<br>(S&P/Moody's)** | **Maturity** | **Rate%** | **Value** |
|  | **ASSET BACKED SECURITIES** (continued) | **ASSET BACKED SECURITIES** (continued) | **ASSET BACKED SECURITIES** (continued) | **ASSET BACKED SECURITIES** (continued) | **ASSET BACKED SECURITIES** (continued) |
|  | **Collateralized Debt Obligations** (continued) | **Collateralized Debt Obligations** (continued) | **Collateralized Debt Obligations** (continued) | **Collateralized Debt Obligations** (continued) | **Collateralized Debt Obligations** (continued) |
| $| 1500 KKR CLO Ltd., 16, Rule 144A, LIBOR 3M +<br>7.110% <sup>(1),(11)</sup> | (BB-, NR) | 10/20/34 | 11.918 | $1378109 |
|  | 1500 Marble Point CLO XXIII Ltd., 2021-4A, Rule 144A, LIBOR 3M + 5.750% <sup>(1),(11)</sup> | (NR, Ba1) | 01/22/35 | 10.565 | 1372330 |
|  | 600 MP CLO III Ltd., 2013-1A, Rule 144A, LIBOR 3M + 3.050% <sup>(1),(11)</sup> | (NR, Ba1) | 10/20/30 | 7.858 | 502879 |
|  | 1000 Oaktree CLO Ltd., 2019-4A, Rule 144A, LIBOR 3M + 7.230% <sup>(1),(11)</sup> | (BB-, NR) | 10/20/32 | 12.038 | 915476 |
|  | 1500 Palmer Square Credit Funding Ltd., 2019-1A,<br>Rule 144A <sup>(1)</sup> | (NR, Baa2) | 04/20/37 | 5.459 | 1342388 |
|  | 1000 Venture 41 CLO Ltd., 2021-41A, Rule 144A, LIBOR 3M + 7.710% <sup>(1),(11)</sup> | (BB-, NR) | 01/20/34 | 12.518 | 925949 |
|  | 600 Vibrant CLO VII Ltd., 2017-7A, Rule 144A, LIBOR 3M + 3.600% <sup>(1),(11)</sup> | (NR, Baa3) | 09/15/30 | 8.408 | 522966 |
|  | **TOTAL ASSET BACKED SECURITIES** (Cost $18,024,744) | **TOTAL ASSET BACKED SECURITIES** (Cost $18,024,744) | **TOTAL ASSET BACKED SECURITIES** (Cost $18,024,744) | **TOTAL ASSET BACKED SECURITIES** (Cost $18,024,744) | 16612730 |
| **Shares** | **Shares** |  |  |  |  |
|  | **COMMON STOCKS (0.9%)** | **COMMON STOCKS (0.9%)** | **COMMON STOCKS (0.9%)** | **COMMON STOCKS (0.9%)** | **COMMON STOCKS (0.9%)** |
|  | **Auto Parts & Equipment (0.1%)** | **Auto Parts & Equipment (0.1%)** | **Auto Parts & Equipment (0.1%)** | **Auto Parts & Equipment (0.1%)** | **Auto Parts & Equipment (0.1%)** |
|  | 27589 | Jason Group, Inc.<sup>(7)</sup> | Jason Group, Inc.<sup>(7)</sup> | Jason Group, Inc.<sup>(7)</sup> | 255199 |
|  | **Chemicals (0.5%)** | **Chemicals (0.5%)** | **Chemicals (0.5%)** | **Chemicals (0.5%)** | **Chemicals (0.5%)** |
|  | 5400 | Project Investor Holdings LLC<sup>(6),(7),(8),(9)</sup> | Project Investor Holdings LLC<sup>(6),(7),(8),(9)</sup> | Project Investor Holdings LLC<sup>(6),(7),(8),(9)</sup> | 54 |
|  | 89998 | Proppants Holdings LLC<sup>(6),(7),(8),(9)</sup> | Proppants Holdings LLC<sup>(6),(7),(8),(9)</sup> | Proppants Holdings LLC<sup>(6),(7),(8),(9)</sup> | 1800 |
|  | 15074 | UTEX Industries, Inc.<sup>(7)</sup> | UTEX Industries, Inc.<sup>(7)</sup> | UTEX Industries, Inc.<sup>(7)</sup> | 964736 |
|  |  |  |  |  | 966590 |
|  | **Energy - Exploration & Production (0.0%)** | **Energy - Exploration & Production (0.0%)** | **Energy - Exploration & Production (0.0%)** | **Energy - Exploration & Production (0.0%)** | **Energy - Exploration & Production (0.0%)** |
|  | 111570 | PES Energy, Inc.<sup>(6),(7),(8),(9)</sup> | PES Energy, Inc.<sup>(6),(7),(8),(9)</sup> | PES Energy, Inc.<sup>(6),(7),(8),(9)</sup> | 1116 |
|  | **Pharmaceuticals (0.2%)** | **Pharmaceuticals (0.2%)** | **Pharmaceuticals (0.2%)** | **Pharmaceuticals (0.2%)** | **Pharmaceuticals (0.2%)** |
|  | 68836 | Akorn Holding Company LLC<sup>(7)</sup> | Akorn Holding Company LLC<sup>(7)</sup> | Akorn Holding Company LLC<sup>(7)</sup> | 430225 |
|  | **Private Placement (0.0%)** | **Private Placement (0.0%)** | **Private Placement (0.0%)** | **Private Placement (0.0%)** | **Private Placement (0.0%)** |
|  | 461538 | Technicolor Creative Studios SA<sup>(7)(9)(13)</sup> | Technicolor Creative Studios SA<sup>(7)(9)(13)</sup> | Technicolor Creative Studios SA<sup>(7)(9)(13)</sup> | 114285 |
|  | **Specialty Retail (0.0%)** | **Specialty Retail (0.0%)** | **Specialty Retail (0.0%)** | **Specialty Retail (0.0%)** | **Specialty Retail (0.0%)** |
|  | 105 | Eagle Intermediate Global Holdings B.V., Class B<sup>(7),(8),(9)</sup> | Eagle Intermediate Global Holdings B.V., Class B<sup>(7),(8),(9)</sup> | Eagle Intermediate Global Holdings B.V., Class B<sup>(7),(8),(9)</sup> | 1 |
|  | **Support - Services (0.0%)** | **Support - Services (0.0%)** | **Support - Services (0.0%)** | **Support - Services (0.0%)** | **Support - Services (0.0%)** |
|  | 2100 | LTR Holdings, Inc.<sup>(6),(7),(8),(9)</sup> | LTR Holdings, Inc.<sup>(6),(7),(8),(9)</sup> | LTR Holdings, Inc.<sup>(6),(7),(8),(9)</sup> | 3111 |
|  | **Theaters & Entertainment (0.1%)** | **Theaters & Entertainment (0.1%)** | **Theaters & Entertainment (0.1%)** | **Theaters & Entertainment (0.1%)** | **Theaters & Entertainment (0.1%)** |
|  | 461538 | Vantiva SA<sup>(4),(7)</sup> | Vantiva SA<sup>(4),(7)</sup> | Vantiva SA<sup>(4),(7)</sup> | 132738 |
|  | **TOTAL COMMON STOCKS** (Cost $5,132,293) | **TOTAL COMMON STOCKS** (Cost $5,132,293) | **TOTAL COMMON STOCKS** (Cost $5,132,293) | **TOTAL COMMON STOCKS** (Cost $5,132,293) | 1903265 |
|  | **WARRANTS (0.0%)** | **WARRANTS (0.0%)** | **WARRANTS (0.0%)** | **WARRANTS (0.0%)** | **WARRANTS (0.0%)** |
|  | **Chemicals (0.0%)** | **Chemicals (0.0%)** | **Chemicals (0.0%)** | **Chemicals (0.0%)** | **Chemicals (0.0%)** |
|  | 22499 | Project Investor Holdings LLC, expires 02/20/2022<sup>(6),(7),(8),(9)</sup> | Project Investor Holdings LLC, expires 02/20/2022<sup>(6),(7),(8),(9)</sup> | Project Investor Holdings LLC, expires 02/20/2022<sup>(6),(7),(8),(9)</sup> |  |
|  | **Telecom - Wireline Integrated & Services (0.0%)** | **Telecom - Wireline Integrated & Services (0.0%)** | **Telecom - Wireline Integrated & Services (0.0%)** | **Telecom - Wireline Integrated & Services (0.0%)** |  |
|  | 1 | GTT Communications, Inc., expires 12/30/2027<sup>(7)</sup> | GTT Communications, Inc., expires 12/30/2027<sup>(7)</sup> | GTT Communications, Inc., expires 12/30/2027<sup>(7)</sup> |  |
|  | **TOTAL WARRANTS** (Cost $11,700) | **TOTAL WARRANTS** (Cost $11,700) | **TOTAL WARRANTS** (Cost $11,700) | **TOTAL WARRANTS** (Cost $11,700) | 0 |
|  | **SHORT-TERM INVESTMENTS (7.0%)** | **SHORT-TERM INVESTMENTS (7.0%)** | **SHORT-TERM INVESTMENTS (7.0%)** | **SHORT-TERM INVESTMENTS (7.0%)** |  |
|  | 3377071 | State Street Institutional U.S. Government Money Market Fund - Premier Class, 4.18% | State Street Institutional U.S. Government Money Market Fund - Premier Class, 4.18% | State Street Institutional U.S. Government Money Market Fund - Premier Class, 4.18% | 3377071 |
|  | 11835753 | State Street Navigator Securities Lending Government Money Market Portfolio, 4.35%<sup>(14)</sup> | State Street Navigator Securities Lending Government Money Market Portfolio, 4.35%<sup>(14)</sup> | State Street Navigator Securities Lending Government Money Market Portfolio, 4.35%<sup>(14)</sup> | 11835753 |
|  | **TOTAL SHORT-TERM INVESTMENTS** (Cost $15,212,824) | **TOTAL SHORT-TERM INVESTMENTS** (Cost $15,212,824) | **TOTAL SHORT-TERM INVESTMENTS** (Cost $15,212,824) | **TOTAL SHORT-TERM INVESTMENTS** (Cost $15,212,824) | 15212824 |
|  | **TOTAL INVESTMENTS AT VALUE** (149.2%) (Cost $363,256,173) | **TOTAL INVESTMENTS AT VALUE** (149.2%) (Cost $363,256,173) | **TOTAL INVESTMENTS AT VALUE** (149.2%) (Cost $363,256,173) | **TOTAL INVESTMENTS AT VALUE** (149.2%) (Cost $363,256,173) | 324675509 |
|  | **LIABILITIES IN EXCESS OF OTHER ASSETS** (-49.2%) | **LIABILITIES IN EXCESS OF OTHER ASSETS** (-49.2%) | **LIABILITIES IN EXCESS OF OTHER ASSETS** (-49.2%) | **LIABILITIES IN EXCESS OF OTHER ASSETS** (-49.2%) | (107131462) |
|  | **NET ASSETS** (100.0%) | **NET ASSETS** (100.0%) | **NET ASSETS** (100.0%) | **NET ASSETS** (100.0%) | $217544047 |

---

† 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.

------

**Credit Suisse High Yield Bond Fund** 

**Schedule of Investments (continued)** 

January 31, 2023 (unaudited)

<sup>(1)</sup> 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 January 31, 2023, these securities amounted to a value of $232,640,694 or 106.9% of net assets. 

<sup>(2)</sup> Security or portion thereof is out on loan.

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

<sup>(4)</sup> This security is denominated in Euro.

<sup>(5)</sup> Bond is currently in default.

<sup>(6)</sup> Illiquid security.

<sup>(7)</sup> Non-income producing security.

<sup>(8)</sup> Security is valued using significant unobservable inputs.

<sup>(9)</sup> Not readily marketable security; security is valued at fair value as determined in good faith by, or under the direction of, the Board of Trustees.

<sup>(10)</sup> This security is denominated in British Pound.

<sup>(11)</sup> Variable rate obligation - The interest rate shown is the rate in effect as of January 31, 2023. The rate may be subject to a cap and floor.

<sup>(12)</sup> 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 January 31, 2023. 

<sup>(13)</sup> Security is held through holdings of 100 shares of the CIG Special Purpose SPC - Credit Suisse High Yield Bond Fund Segregated Portfolio, an affiliated entity.

<sup>(14)</sup> Represents security purchased with cash collateral received for securities on loan.

**<u>INVESTMENT ABBREVIATIONS</u>**

1M = 1 Month

2M = 2 Month

3M = 3 Month

6M = 6 Month

EURIBOR = Euro Interbank Offered Rate

LIBOR = London Interbank Offered Rate

NR = Not Rated

Sarl = société à responsabilité limitée

SOFR = Secured Overnight Financing Rate

TSFR = Term Secured Overnight Financing Rate

WR = Withdrawn Rating

**Forward Foreign Currency Contracts** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Forward <br>Currency to be<br>Purchased** | **Forward <br>Currency to be<br>Purchased** | **Forward Currency<br>to be Sold** | **Forward Currency<br>to be Sold** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Expiration<br> Date** | **Counterparty** | **Value on<br>Settlement Date** | **Current<br>Value/Notional** | **Unrealized<br>Appreciation** |
|  EUR | 710608 | USD | 755626 | 10/11/23 | Barclays Bank PLC | $755626 | $782058 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26432 |
|  EUR | 304711 | USD | 312880 | 10/11/23 | Deutsche Bank AG | 312880 | 335349 | 22469 |
|  EUR | 768633 | USD | 805710 | 10/11/23 | Morgan Stanley | 805710 | 845918 | 40208 |
|  GBP | 50783 | USD | 59453 | 10/11/23 | Deutsche Bank AG | 59453 | 62818 | 3365 |
|  GBP | 6553 | USD | 7634 | 10/11/23 | Morgan Stanley | 7634 | 8106 | 472 |
|  Total Unrealized Appreciation | Total Unrealized Appreciation | Total Unrealized Appreciation | Total Unrealized Appreciation | Total Unrealized Appreciation | Total Unrealized Appreciation | Total Unrealized Appreciation | Total Unrealized Appreciation | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92946 |

---

**Forward Foreign Currency Contracts** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **<br>Forward <br>Currency to be <br>Purchased** | **<br>Forward <br>Currency to be <br>Purchased** | **Forward Currency<br>to be Sold** | **Forward Currency<br>to be Sold** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Expiration** <br> **Date** | **Counterparty** | **Value on<br>Settlement Date** | **Current<br>Value/Notional** | **Unrealized<br>Depreciation** |
|  USD | 4004205 | EUR | 3968516 | 10/11/23 | Deutsche Bank AG | $(4004205) | $(4367538) | $(363333) |
|  USD | 28601 | GBP | 23307 | 10/11/23 | Barclays Bank PLC | (28601) | (28831) | (230) |
|  USD | 1077737 | GBP | 963712 | 10/11/23 | Deutsche Bank AG | (1077737) | (1192097) | (114360) |
|  Total Unrealized Depreciation | Total Unrealized Depreciation | Total Unrealized Depreciation | Total Unrealized Depreciation | Total Unrealized Depreciation | Total Unrealized Depreciation | Total Unrealized Depreciation | Total Unrealized Depreciation | $(477923) |
|  Total Net Unrealized Appreciation/(Depreciation) | Total Net Unrealized Appreciation/(Depreciation) | Total Net Unrealized Appreciation/(Depreciation) | Total Net Unrealized Appreciation/(Depreciation) | Total Net Unrealized Appreciation/(Depreciation) | Total Net Unrealized Appreciation/(Depreciation) | Total Net Unrealized Appreciation/(Depreciation) | Total Net Unrealized Appreciation/(Depreciation) | $(384977) |

---

**<u>Currency Abbreviations:</u>**

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 which has been approved by the Board to fair value certain securities. When fair value pricing is employed, the prices of securities used by the Fund to calculate its net asset value may differ from quoted or published prices for the same securities. If independent third party pricing services are unable to supply prices for a portfolio investment, or if the prices supplied are deemed by the investment adviser to be unreliable, the market price may be determined by the investment adviser using quotations from one or more brokers/dealers or at the transaction price if the security has recently been purchased and no value has yet been obtained from a pricing service or pricing broker. When reliable prices are not readily available, such as when the value of a security has been significantly affected by events after the close of the exchange or market on which the security is principally traded, but before the Fund calculates its net asset value, these securities will be fair valued in good faith by the Pricing 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 January 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 | Investments in Securities | Investments in Securities | Investments in Securities | Investments in Securities |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Corporate Bonds | $— | $225311451 | $138057 | $225449508 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Bank Loans |  | 54724628 | 10772554 | 65497182 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Asset Backed Securities |  | 16612730 |  | 16612730 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Common Stocks | 114285 | 1782898 | 6082 | 1903265 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Warrants | 0 |  | 0<sup>1</sup> | 0<sup>1</sup> |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Short-term Investments | 15212824 |  |  | 15212824 |
|  | $15327109 | $298431707 | $10916693 | $324675509 |
|  Other Financial Instruments\* | Other Financial Instruments\* | Other Financial Instruments\* | Other Financial Instruments\* |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Forward Foreign Currency Contracts | $— | $92946 | $— | $92946 |
| **Liabilities** | **Level 1** | **Level 2** | **Level 3** | **Total** |
|  Other Financial Instruments\* | Other Financial Instruments\* | Other Financial Instruments\* | Other Financial Instruments\* |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Forward Foreign Currency Contracts | $— | $477923 | $— | $477923 |

---

<sup>1</sup> Included a zero valued security.

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

The following is a reconciliation of investments as of January 31, 2023 for which significant unobservable inputs were used in determining fair value.

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Corporate<br>Bonds** | **Bank**<br>**Loans** | **Common<br>Stocks** | **Warrants** | **Total** |
|  Balance as of October 31, 2022 | $147913 | $8741291 | $1306725 | $0<sup>(1)</sup> | $10195929 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Accrued discounts (premiums) |  | (9969) |  |  | (9969) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Purchases |  | 957850 |  |  | 957850 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sales | (23762) | (35646) | (26482) |  | (85890) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Realized gain (loss) | 23762 | (560) | 26482 |  | 49684 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Change in unrealized appreciation (depreciation) | (9856) | (107021) | (80708) |  | (197585) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Transfers into Level 3 |  | 5899115 |  |  | 5899115 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Transfers out of Level 3 |  | (4672506) | (1219935) |  | (5892441) |
|  Balance as of January 31, 2023 | $138057 | $10772554 | $6082 | $0<sup>(1)</sup> | $10916693 |
|  Net change in unrealized appreciation (depreciation) from investments still held as of January 31, 2023 | $(9856) | $(160881) | $— | $— | $(170737) |

---

------

<sup>(1)</sup> <sup></sup> Includes zero valued securities.

**Quantitative Disclosure About Significant Unobservable Inputs** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Asset Class**  | **Fair Value At**<br>**01/31/2023** | **Valuation**<br>**Technique** | **Unobservable**<br>**Input** | **Price Range**<br>**(Weighted Average)\*** |
|  Corporate Bonds | $98057 | Income Approach | Expected Remaining Distribution | $0.01 – $0.61 ($0.52) |
|  | 40000 | Vendor pricing | Single Broker Quote | 0.02 (N/A) |
|  Bank Loans | 10772554 | Vendor pricing | Single Broker Quote | 0.11 – 1.00 (0.91) |
|  Common Stocks | 6082 | Income Approach | Expected Remaining Distribution | 0.01 – 1.48 (0.77) |
|  Warrants | 0 | Income Approach | Expected Remaining Distribution | 0.00 (N/A) |

---

------

\* Weighted by relative fair value

------

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

During the period ended January 31, 2023, $5,899,155 was transferred from Level 2 to Level 3 due to a lack of a pricing source supported by observable inputs and $5,892,441 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.

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** CREDIT SUISSE HIGH YIELD BOND FUND

- **b. Investment Company Act file number:** 811-08777

- **c. CIK number of Registrant:** 0001061353

- **d. LEI of Registrant:** 549300R9HE7C1IL42N58

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** ELEVEN MADISON AVENUE

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10010

  - **Telephone number:** 212-325-2000

**Item A.2. Information about the Series.**

- **a. Name of Series:** CREDIT SUISSE HIGH YIELD BOND FUND

- **c. LEI of Series:** 549300R9HE7C1IL42N58

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2023-10-31

- **b. Date as of which information is reported:** 2023-01-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $332826729.80

**Total Liabilities:** $115306906.01

**Net Assets:** $217519823.79

**Delayed Delivery Securities:** $4268075.02

**Cash Not Reported:** $3328775.14

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** -43.03000000 | **1-Year:** -541.57000000 | **5-Year:** -2227.17000000 | **10-Year:** -291.74000000 | **30-Year:** 0.00000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** -722.54000000 | **1-Year:** -20860.47000000 | **5-Year:** -71272.34000000 | **10-Year:** -17623.87000000 | **30-Year:** -1.16000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 12.12%               | -10.35%              | 10.54%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-532239.48              | $3436543.38                                |
| Month 2  | $-714510.55              | $-518129.88                                |
| Month 3  | $-6458154.96             | $16210953.00                               |

### Schedule of Portfolio Investments

| Name                                           | Title                                                                         | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| HERENS HOLDCO SARL                             | Herens Holdco Sarl                                                            | CUSIP: 427169AA5<br>LEI: 2221002FZ55AMAUX4G64 | Long             | DBT              | CORP              | LU        |    950000 | PA      | $780197.00    | 0.36%             | 2028-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTELLIGENT PACKAGING                          | Intelligent Packaging Ltd Finco Inc / Intelligent Packaging Ltd Co-Issuer LLC | CUSIP: 45827MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    600000 | PA      | $531587.83    | 0.24%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Amentum Government Services Holdings LLC       | Amentum Government Services Holdings LLC 2020 2nd Lien Term Loan              | CUSIP: 02351UAB0<br>LEI: 5493008CT6B5L54YSE94 | Long             | LON              | CORP              | US        |   1500000 | PA      | $1395000.00   | 0.64%             | 2028-01-31      | Floating      | 13.90%                | No            |                  2 | On Loan: No      |
| LTR GROUP HOLDINGS LLC                         | LTR GROUP HOLDINGS LLC                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2100 | NS      | $3111.11      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ARMOR HOLDCO INC                               | Armor Holdco Inc                                                              | CUSIP: 04625PAA9<br>LEI: 254900X6HLK0YPTHHF09 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2178235.50   | 1.00%             | 2029-11-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                        | Asbury Automotive Group Inc                                                   | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     61000 | PA      | $55312.24     | 0.03%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MP Clo III, LTD                                | MP CLO III LTD                                                                | CUSIP: 553205AJ4<br>LEI: 549300FWSFBNCWDD1P18 | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $502879.38    | 0.23%             | 2030-10-20      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| JASON INC                                      | JASON INC                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27589 | NS      | $255198.81    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| US FOODS INC                                   | US Foods Inc                                                                  | CUSIP: 90290MAE1<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1032136.50   | 0.47%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| CIENA CORP                                     | Ciena Corp                                                                    | CUSIP: 171779AL5<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1577367.00   | 0.73%             | 2030-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PIKE CORP                                      | Pike Corp                                                                     | CUSIP: 721283AA7<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1327515.00   | 0.61%             | 2028-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CANPACK SA/CANPACK US                          | Canpack SA / Canpack US LLC                                                   | CUSIP: 13806CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    375000 | PA      | $311842.50    | 0.14%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| USI, INC.                                      | USI, Inc. 2022 Incremental Term Loan                                          | CUSIP: 90351NAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    327425 | PA      | $327874.89    | 0.15%             | 2029-11-22      | Variable      | 8.33%                 | No            |                  2 | On Loan: No      |
| LaserShip, Inc.                                | LaserShip, Inc. 2021 Term Loan                                                | CUSIP: 51809EAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1199242 | PA      | $900373.22    | 0.41%             | 2028-05-07      | Floating      | 9.23%                 | No            |                  2 | On Loan: No      |
| Hornblower Sub, LLC                            | Hornblower Sub, LLC 2022 Incremental Term Loan                                | CUSIP: 44055EAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    300000 | PA      | $302439.00    | 0.14%             | 2025-10-10      | Floating      | 12.80%                | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                        | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                  | CUSIP: 87470LAH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $762641.25    | 0.35%             | 2025-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LTI Holdings, Inc.                             | LTI Holdings, Inc. 2018 Add On 1st Lien Term Loan                             | CUSIP: 50217UAS6<br>LEI: 5493003GUY3WBOTOAP97 | Long             | LON              | CORP              | US        |    580303 | PA      | $563166.70    | 0.26%             | 2025-09-06      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Redstone Holdco 2 LP                           | Redstone Holdco 2 LP 2021 Term Loan                                           | CUSIP: 75774EAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1045464 | PA      | $852575.96    | 0.39%             | 2028-04-27      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| Quest Software US Holdings Inc.                | Quest Software US Holdings Inc. 2022 Term Loan                                | CUSIP: 74834YAN2<br>LEI: 549300LMV4JEXTGLE324 | Long             | LON              | CORP              | US        |   1494370 | PA      | $1287825.91   | 0.59%             | 2029-02-01      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| Open Text Corporation                          | Open Text Corporation 2022 Term Loan B                                        | CUSIP: 68371YAN3<br>LEI: 549300HP7ONDQODZJV16 | Long             | LON              | CORP              | CA        |   1577936 | PA      | $1577936.47   | 0.73%             | 2029-11-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Zep Inc.                                       | Zep Inc. 2017 1st Lien Term Loan                                              | CUSIP: 98944EAN2<br>LEI: NU75S1Y8UH3706J5CS61 | Long             | LON              | CORP              | US        |    877734 | PA      | $737296.19    | 0.34%             | 2024-08-12      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                  | TopBuild Corp                                                                 | CUSIP: 89055FAB9<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    525000 | PA      | $449095.67    | 0.21%             | 2029-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| STONEX GROUP INC                               | StoneX Group Inc                                                              | CUSIP: 46116VAE5<br>LEI: 549300JUF07L8VF02M60 | Long             | DBT              | CORP              | US        |   1920000 | PA      | $1932230.40   | 0.89%             | 2025-06-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                | Oaktree CLO 2019-4 Ltd                                                        | CUSIP: 67400JAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $915475.60    | 0.42%             | 2032-10-20      | Floating      | 12.04%                | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                               | PURCHASED USD / SOLD EUR                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-359351.99   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| ZI TECH LLC/ZI FIN CORP                        | ZoomInfo Technologies LLC/ZoomInfo Finance Corp                               | CUSIP: 98981BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $777298.50    | 0.36%             | 2029-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| VIBRANTZ TECH INC                              | Vibrantz Technologies Inc                                                     | CUSIP: 69357VAA3<br>LEI: 549300GYZ1T3S8OPH343 | Long             | DBT              | CORP              | US        |   3335000 | PA      | $2575117.58   | 1.18%             | 2030-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| EAGLE INT GLO/EAGLE US                         | Eagle Intermediate Global Holding BV/Eagle US Finance LLC                     | CUSIP: 26963PAC8<br>LEI: 724500WF1YQYV70ML757 | Long             | DBT              | CORP              | NL        |     77000 | PA      | $46904.78     | 0.02%             | 2025-05-01      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| SUNCOKE ENERGY INC                             | SunCoke Energy Inc                                                            | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |   1692000 | PA      | $1488203.79   | 0.68%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TVC Albany, Inc.                               | TVC Albany, Inc. 2018 2nd Lien Term Loan                                      | CUSIP: 33941LAE6<br>LEI: 213800NZ3NYANI524X07 | Long             | LON              | CORP              | US        |   1125000 | PA      | $1030314.38   | 0.47%             | 2026-07-23      | Floating      | 12.07%                | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                       | Olympus Water US Holding Corp                                                 | CUSIP: 681639AB6<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    525000 | PA      | $436374.75    | 0.20%             | 2029-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| EG GLOBAL FINANCE PLC                          | eG Global Finance PLC                                                         | CUSIP: 28228PAB7<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |   1425000 | PA      | $1345363.88   | 0.62%             | 2025-10-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                      | Anchorage Capital CLO 25 Ltd                                                  | CUSIP: 03329XAA3<br>LEI: 5493004RXURZCE1LR038 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1322454.00   | 0.61%             | 2035-04-20      | Floating      | 11.81%                | No            |                  2 | On Loan: No      |
| TRIDENT TPI HOLDINGS INC                       | Trident TPI Holdings Inc                                                      | CUSIP: 89616RAB5<br>LEI: 549300TPLK304J3RNC85 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1172456.74   | 0.54%             | 2024-08-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                              | PURCHASED EUR / SOLD USD                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |         1 | NC      | $472.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Traverse Midstream Partners LLC                | Traverse Midstream Partners LLC 2017 Term Loan                                | CUSIP: 89435TAB0<br>LEI: 549300DHTM8B2X5QMJ22 | Long             | LON              | CORP              | US        |   1601086 | PA      | $1603887.96   | 0.74%             | 2024-09-27      | Variable      | 8.80%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                         | Acrisure LLC / Acrisure Finance Inc                                           | CUSIP: 00489LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001217.44   | 0.46%             | 2026-08-01      | Fixed         | 10.12%                | No            |                  2 | On Loan: No      |
| WOLVERINE WORLD WIDE                           | Wolverine World Wide Inc                                                      | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |    195000 | PA      | $157145.53    | 0.07%             | 2029-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS INC                       | Northern Oil and Gas Inc                                                      | CUSIP: 665531AG4<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |   2515000 | PA      | $2509133.76   | 1.15%             | 2028-03-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                               | PURCHASED USD / SOLD EUR                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-3239.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AqGen Ascensus, Inc.                           | AqGen Ascensus, Inc. 2021 2nd Lien Term Loan                                  | CUSIP: 03836BAE9<br>LEI: 549300K5MHNFPEU2RK82 | Long             | LON              | CORP              | US        |   2329439 | PA      | $2090671.83   | 0.96%             | 2029-08-02      | Floating      | 11.31%                | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                               | Allied Universal Holdco LLC / Allied Universal Finance Corp                   | CUSIP: 019576AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1571417.25   | 0.72%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                               | PURCHASED EUR / SOLD USD                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |         1 | NC      | $7066.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                       | Virgin Media Secured Finance PLC                                              | CUSIP: 000000000<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1134150.46   | 0.52%             | 2027-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NFP CORP                                       | NFP Corp                                                                      | CUSIP: 65342RAE0<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |    950000 | PA      | $830827.25    | 0.38%             | 2028-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL NET LEASE/GLOBAL                        | Global Net Lease Inc / Global Net Lease Operating Partnership LP              | CUSIP: 37892AAA8<br>LEI: N/A                  | Long             | DBT              |  | US        |   1906000 | PA      | $1609964.52   | 0.74%             | 2027-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                        | United Rentals North America Inc                                              | CUSIP: 911365BQ6<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1524390.00   | 0.70%             | 2029-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                               | CSC Holdings LLC                                                              | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    525000 | PA      | $463050.00    | 0.21%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                               | PURCHASED EUR / SOLD USD                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |         1 | NC      | $7291.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                        | Asbury Automotive Group Inc                                                   | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    300000 | PA      | $257503.50    | 0.12%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                   | State Street Navigator Securities Lending Government Money Market Portfolio   | CUSIP: 857492706<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |  11835752 | NS      | $11835752.50  | 5.44%             |  |  |  | No            |                  2 | On Loan: No      |
| GRAFTECH FINANCE INC                           | GrafTech Finance Inc                                                          | CUSIP: 384311AA4<br>LEI: 1Z010BU876CF2HDBIN43 | Long             | DBT              | CORP              | US        |   2547000 | PA      | $2179361.92   | 1.00%             | 2028-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WOOF Holdings, Inc                             | WOOF Holdings, Inc 2nd Lien Term Loan                                         | CUSIP: 98082EAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1500000 | PA      | $1343745.00   | 0.62%             | 2028-12-21      | Floating      | 11.76%                | No            |                  2 | On Loan: No      |
| William Morris Endeavor Entertainment, LLC     | William Morris Endeavor Entertainment, LLC 2018 1st Lien Term Loan            | CUSIP: 96925HAF9<br>LEI: 5493008R7J9HEQ30DZ33 | Long             | LON              | CORP              | US        |   1964856 | PA      | $1957144.18   | 0.90%             | 2025-05-18      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Electrical Components International, Inc.      | Electrical Components International, Inc. 2021 Term Loan B                    | CUSIP: 29279EAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1499675 | PA      | $1359080.76   | 0.62%             | 2025-06-26      | Floating      | 15.00%                | No            |                  3 | On Loan: No      |
| OPEN TEXT CORP                                 | Open Text Corp                                                                | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    945000 | PA      | $787190.01    | 0.36%             | 2029-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                  | TransDigm Inc                                                                 | CUSIP: 893647BH9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    800000 | PA      | $807280.00    | 0.37%             | 2027-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                       | Rockies Express Pipeline LLC                                                  | CUSIP: 77340RAT4<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |    915000 | PA      | $816321.83    | 0.38%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TRINSEO OP / TRINSEO FIN                       | Trinseo Materials Operating SCA / Trinseo Materials Finance Inc               | CUSIP: 89668QAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    600000 | PA      | $433136.98    | 0.20%             | 2029-04-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEM                       | Advanced Drainage Systems Inc                                                 | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2237820.75   | 1.03%             | 2030-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| United Natural Foods, Inc.                     | United Natural Foods, Inc. Term Loan B                                        | CUSIP: 91116KAB1<br>LEI: 549300GKGW6WPZ282D40 | Long             | LON              | CORP              | US        |    421010 | PA      | $422708.93    | 0.19%             | 2025-10-22      | Variable      | 7.93%                 | No            |                  2 | On Loan: No      |
| EAGLE INTERMEDIATE GLOBAL HOLD                 | EAGLE INTERMEDIATE GLOBAL HOLD                                                | CUSIP: 000000000<br>LEI: 724500WF1YQYV70ML757 | Long             | DBT              | CORP              | US        |    102000 | PA      | $47485.08     | 0.02%             | 2025-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CDI ESCROW ISSUER INC                          | CDI Escrow Issuer Inc                                                         | CUSIP: 12511VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1139886.00   | 0.52%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                       | Builders FirstSource Inc                                                      | CUSIP: 12008RAR8<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2058635.88   | 0.95%             | 2032-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Vida Capital INC.                              | Vida Capital INC. 2019 Term Loan                                              | CUSIP: 92648EAB0<br>LEI: 2549001PDYPC4244EX25 | Long             | LON              | CORP              | US        |   1252500 | PA      | $976950.00    | 0.45%             | 2026-10-01      | Floating      | 10.57%                | No            |                  2 | On Loan: No      |
| Hornblower Sub, LLC                            | Hornblower Sub, LLC 2020 Repriced Term Loan B                                 | CUSIP: 44055EAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    788821 | PA      | $534923.14    | 0.25%             | 2025-04-27      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| Epicor Software Corporation                    | Epicor Software Corporation 2020 2nd Lien Term Loan                           | CUSIP: 29426NAQ7<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |   1810000 | PA      | $1810751.15   | 0.83%             | 2028-07-31      | Floating      | 12.32%                | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                              | PURCHASED USD / SOLD GBP                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-229.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                           | Kaiser Aluminum Corp                                                          | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $508143.00    | 0.23%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Polar US Borrower, LLC                         | Polar US Borrower, LLC 2018 1st Lien Term Loan                                | CUSIP: 80643UAB4<br>LEI: 549300VWTN2NKZWJ5F70 | Long             | LON              | CORP              | US        |    841392 | PA      | $697303.55    | 0.32%             | 2025-10-15      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| PES Holdings, LLC                              | PES Holdings, LLC 2018 Term Loan C                                            | CUSIP: 71571EAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2663480 | PA      | $78239.71     | 0.04%             | 2023-06-30      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| EAGLE INT GLO/EAGLE US                         | Eagle Intermediate Global Holding BV/Eagle US Finance LLC                     | CUSIP: 26963PAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   2800000 | PA      | $1767500.00   | 0.81%             | 2025-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE TECH LLC                             | CommScope Technologies LLC                                                    | CUSIP: 20337YAA5<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |   1690000 | PA      | $1602407.30   | 0.74%             | 2025-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bulldog Purchaser Inc.                         | Bulldog Purchaser Inc. 2018 Term Loan                                         | CUSIP: 12021UAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1815815 | PA      | $1669414.58   | 0.77%             | 2025-09-05      | Variable      | 8.41%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                       | PURCHASED EUR / SOLD USD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | XX        |         1 | NC      | $16356.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AVIENT CORP                                    | Avient Corp                                                                   | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    715000 | PA      | $721204.57    | 0.33%             | 2030-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Vantiva SA                                     | Vantiva SA                                                                    | CUSIP: 000000000<br>LEI: 4N6SD705LP5XZKA2A097 | Long             | EC               | CORP              | FR        |    461538 | NS      | $132737.89    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                         | Mauser Packaging Solutions Holding Co                                         | CUSIP: 57763RAB3<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    750000 | PA      | $757500.00    | 0.35%             | 2026-08-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Technicolor Creative Studios                   | Technicolor Creative Studios EUR Term Loan                                    | CUSIP: 000000000<br>LEI: 54930064SP2SSEVKFJ48 | Long             | LON              | CORP              | FR        |   1145000 | PA      | $740675.86    | 0.34%             | 2026-09-07      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                            | LBM Acquisition LLC                                                           | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |    639000 | PA      | $481460.94    | 0.22%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                                  | Coherent Corp                                                                 | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |    751000 | PA      | $683195.34    | 0.31%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Churchill Downs Inc                            | Churchill Downs Inc                                                           | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |    332000 | PA      | $311074.04    | 0.14%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMN HEALTHCARE INC                             | AMN Healthcare Inc                                                            | CUSIP: 00175PAC7<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1351175.50   | 0.62%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CommerceHub, Inc.                              | CommerceHub, Inc. 2020 2nd Lien Term Loan                                     | CUSIP: 20084XAJ3<br>LEI: 549300V3JZOSIRXFRG67 | Long             | LON              | CORP              | US        |    900000 | PA      | $727875.00    | 0.33%             | 2028-12-29      | Variable      | 11.78%                | No            |                  2 | On Loan: No      |
| LTI Holdings, Inc.                             | LTI Holdings, Inc. 2018 2nd Lien Term Loan                                    | CUSIP: 50217UAV9<br>LEI: 5493003GUY3WBOTOAP97 | Long             | LON              | CORP              | US        |   2122917 | PA      | $1768654.95   | 0.81%             | 2026-09-06      | Floating      | 11.32%                | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                       | PURCHASED EUR / SOLD USD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | XX        |         1 | NC      | $4031.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deerfield Dakota Holding, LLC                  | Deerfield Dakota Holding, LLC 2021 USD 2nd Lien Term Loan                     | CUSIP: 24440EAG2<br>LEI: 549300FDREJLOIGXY104 | Long             | LON              | CORP              | US        |   1298077 | PA      | $1228305.29   | 0.56%             | 2028-04-07      | Floating      | 11.32%                | No            |                  2 | On Loan: No      |
| Finastra USA, Inc.                             | Finastra USA, Inc. USD 1st Lien Term Loan                                     | CUSIP: 02034DAC1<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |    682125 | PA      | $642691.09    | 0.30%             | 2024-06-13      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                       | Rockies Express Pipeline LLC                                                  | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |   1770000 | PA      | $1601934.08   | 0.74%             | 2029-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JACOBS ENTERTAINMENT INC                       | Jacobs Entertainment Inc                                                      | CUSIP: 469815AK0<br>LEI: 5493004U9JIWY3HSUO63 | Long             | DBT              | CORP              | US        |    338000 | PA      | $311692.63    | 0.14%             | 2029-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Astra Acquisition Corp.                        | Astra Acquisition Corp. 2021 1st Lien Term Loan                               | CUSIP: 04629UAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    892760 | PA      | $791579.05    | 0.36%             | 2028-10-25      | Floating      | 9.82%                 | No            |                  2 | On Loan: No      |
| Anchorage Credit Funding Ltd.                  | Anchorage Credit Funding 4 Ltd                                                | CUSIP: 03329VAG4<br>LEI: 549300VR9XUOV1E0U888 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $973924.88    | 0.45%             | 2039-04-27      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                       | PURCHASED GBP / SOLD USD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | GB        |         1 | NC      | $472.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                       | Live Nation Entertainment Inc                                                 | CUSIP: 538034AN9<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    400000 | PA      | $389116.00    | 0.18%             | 2026-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                           | IHO Verwaltungs GmbH                                                          | CUSIP: 80627DAC0<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |   1865560 | PA      | $1711231.55   | 0.79%             | 2026-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENDURANCE INTERNATIONAL                        | Endurance International Group Holdings Inc                                    | CUSIP: 29279XAA8<br>LEI: 549300UTQC2651SB0W88 | Long             | DBT              | CORP              | US        |   2675000 | PA      | $1904458.84   | 0.88%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DORNOCH DEBT MERGER SUB                        | Dornoch Debt Merger Sub Inc                                                   | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2100000 | PA      | $1579386.63   | 0.73%             | 2029-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                               | PURCHASED EUR / SOLD USD                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |         1 | NC      | $8111.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                               | Vmed O2 UK Financing I PLC                                                    | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $502434.00    | 0.23%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GRANITE US HOLDINGS CORP                       | Granite US Holdings Corp                                                      | CUSIP: 38748YAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2850000 | PA      | $3014958.00   | 1.39%             | 2027-10-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Project Alpha Intermediate Holding, Inc.       | Project Alpha Intermediate Holding, Inc. 2021 Term Loan B                     | CUSIP: 74339DAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1496183 | PA      | $1496542.28   | 0.69%             | 2024-04-26      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                               | CIFC Funding 2017-I Ltd                                                       | CUSIP: 12551AAJ4<br>LEI: 549300X1SKS4LNS5LQ62 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1455530.25   | 0.67%             | 2029-04-23      | Floating      | 8.31%                 | No            |                  2 | On Loan: No      |
| Hornblower Sub, LLC                            | Hornblower Sub, LLC 2020 Term Loan                                            | CUSIP: 44055EAF8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1082474 | PA      | $1091274.75   | 0.50%             | 2025-11-10      | Floating      | 12.76%                | No            |                  2 | On Loan: No      |
| NEWS CORP                                      | News Corp                                                                     | CUSIP: 65249BAB5<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |    300000 | PA      | $282838.50    | 0.13%             | 2032-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                       | Live Nation Entertainment Inc                                                 | CUSIP: 538034AK5<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2139866.39   | 0.98%             | 2024-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NFP CORP                                       | NFP Corp                                                                      | CUSIP: 65342RAD2<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |   4055000 | PA      | $3516678.48   | 1.62%             | 2028-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                              | Cedar Funding VI CLO Ltd                                                      | CUSIP: 15032CAE3<br>LEI: 549300PQ60B57EBTK013 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1406884.20   | 0.65%             | 2034-04-20      | Floating      | 11.53%                | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                             | Regal Rexnord Corp                                                            | CUSIP: 758750AE3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509148.33    | 0.23%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| ERO COPPER CORP                                | ERO Copper Corp                                                               | CUSIP: 296006AA7<br>LEI: 549300KL8A21SEIO8I47 | Long             | DBT              | CORP              | CA        |   2700000 | PA      | $2307864.10   | 1.06%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Patagonia Holdco LLC                           | Patagonia Holdco LLC Term Loan B1                                             | CUSIP: 70289FAD3<br>LEI: 254900OLXUIWWEAJZ984 | Long             | LON              | CORP              | US        |   1955072 | PA      | $1652036.04   | 0.76%             | 2029-08-01      | Variable      | 9.96%                 | No            |                  3 | On Loan: No      |
| WINNEBAGO INDUSTRIES                           | Winnebago Industries Inc                                                      | CUSIP: 974637AC4<br>LEI: 549300B7OYKYJLTE3G11 | Long             | DBT              | CORP              | US        |    990000 | PA      | $953261.48    | 0.44%             | 2028-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HARSCO CORP                                    | Harsco Corp                                                                   | CUSIP: 415864AM9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | DBT              | CORP              | US        |   3335000 | PA      | $2825745.50   | 1.30%             | 2027-07-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                          | Bausch Health Cos Inc                                                         | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    325000 | PA      | $143404.06    | 0.07%             | 2030-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT HOLDINGS INC                         | Open Text Holdings Inc                                                        | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1017887.50   | 0.47%             | 2031-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                               | CSC Holdings LLC                                                              | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    900000 | PA      | $662328.00    | 0.30%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PGT INNOVATIONS INC                            | PGT Innovations Inc                                                           | CUSIP: 69336VAB7<br>LEI: 549300LRW9WM59C1S579 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1555515.00   | 0.72%             | 2029-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US Radiology Specialists, Inc.                 | US Radiology Specialists, Inc. 2020 Term Loan                                 | CUSIP: 90372AAJ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2376916 | PA      | $2275908.72   | 1.05%             | 2027-12-15      | Floating      | 9.88%                 | No            |                  2 | On Loan: No      |
| CNX MIDSTREAM PART LP                          | CNX Midstream Partners LP                                                     | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1017168.00   | 0.47%             | 2030-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Strategic Materials, Inc.                      | Strategic Materials, Inc. 2nd Lien Term Loan                                  | CUSIP: 86274EAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    800000 | PA      | $212000.00    | 0.10%             | 2025-10-31      | Floating      | 12.56%                | No            |                  2 | On Loan: No      |
| PAYSAFE FIN PLC/PAYSAFE                        | Paysafe Finance PLC / Paysafe Holdings US Corp                                | CUSIP: 70452AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    300000 | PA      | $238888.17    | 0.11%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Project Investor Holdings, LLC                 | PROJECT INVESTOR HOLDINGS, LLC                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5400 | NS      | $54.00        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| OPTION CARE HEALTH INC                         | Option Care Health Inc                                                        | CUSIP: 68404LAA0<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | DBT              | CORP              | US        |    600000 | PA      | $519103.05    | 0.24%             | 2029-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LCPR SR SECURED FIN DAC                        | LCPR Senior Secured Financing DAC                                             | CUSIP: 50201DAA1<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |   1800000 | PA      | $1745437.50   | 0.80%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY GROUP                           | Ryan Specialty Group LLC                                                      | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1082712.00   | 0.50%             | 2030-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Idemia Group                                   | Idemia Group 2021 USD Term Loan B3                                            | CUSIP: 000000000<br>LEI: 5493008QGYPD024OYL95 | Long             | LON              | CORP              | US        |   2385564 | PA      | $2379599.97   | 1.09%             | 2026-01-09      | Floating      | 9.23%                 | No            |                  3 | On Loan: No      |
| AVIENT CORP                                    | Avient Corp                                                                   | CUSIP: 73179PAM8<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297274.49    | 0.14%             | 2025-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP DIVERSIFIE                       | Compass Group Diversified Holdings LLC                                        | CUSIP: 20451RAC6<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $947981.08    | 0.44%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MERLIN ENTERTAINMENTS                          | Merlin Entertainments Ltd                                                     | CUSIP: 59010QAB2<br>LEI: 549300ZTI0VEFO6WV007 | Long             | DBT              | CORP              | GB        |   1817000 | PA      | $1731763.29   | 0.80%             | 2026-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OSCAR ACQUISITIONCO LLC                        | Oscar AcquisitionCo LLC / Oscar Finance Inc                                   | CUSIP: 687785AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1568446.25   | 0.72%             | 2030-04-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: —       |
| CORELOGIC INC                                  | CoreLogic Inc                                                                 | CUSIP: 21871DAD5<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |   3900000 | PA      | $3106135.50   | 1.43%             | 2028-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hyland Software, Inc.                          | Hyland Software, Inc. 2021 2nd Lien Term Loan                                 | CUSIP: 44908XAV0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    420000 | PA      | $401249.10    | 0.18%             | 2025-07-07      | Floating      | 10.82%                | No            |                  2 | On Loan: No      |
| MARBLE POINT CLO XXIII LTD.                    | Marble Point CLO XXIII Ltd                                                    | CUSIP: 56607TAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1372329.45   | 0.63%             | 2035-01-22      | Floating      | 10.56%                | No            |                  2 | On Loan: No      |
| PES ENERGY                                     | PES ENERGY                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    111570 | NS      | $1115.70      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Tacala, LLC                                    | Tacala, LLC 2nd Lien Term Loan                                                | CUSIP: 873412AC4<br>LEI: 549300XTM341KBSTDI88 | Long             | LON              | CORP              | US        |    300000 | PA      | $274563.00    | 0.13%             | 2028-02-04      | Floating      | 12.07%                | No            |                  2 | On Loan: No      |
| Akorn, Inc.                                    | Akorn, Inc. 2020 Take Back Term Loan                                          | CUSIP: 00972HAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    582957 | PA      | $479482.45    | 0.22%             | 2025-10-01      | Floating      | 12.25%                | No            |                  2 | On Loan: No      |
| SYNEOS HEALTH INC                              | Syneos Health Inc                                                             | CUSIP: 87166BAA0<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | DBT              | CORP              | US        |    900000 | PA      | $729193.50    | 0.34%             | 2029-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                               | PURCHASED GBP / SOLD USD                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | GB        |         1 | NC      | $3084.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BCP RENAISSANCE PARENT LLC                     | BCP Renaissance Parent LLC 2022 Term Loan B3                                  | CUSIP: 05549PAC5<br>LEI: 549300GVXMQFQZDSJR97 | Long             | LON              | CORP              | US        |   1072052 | PA      | $1072052.32   | 0.49%             | 2026-10-31      | Variable      | 8.06%                 | No            |                  2 | On Loan: No      |
| HILLENBRAND INC                                | Hillenbrand Inc                                                               | CUSIP: 431571AD0<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |    600000 | PA      | $603981.00    | 0.28%             | 2025-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                        | Park River Holdings Inc                                                       | CUSIP: 70082LAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $497896.00    | 0.23%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ECO MATERIAL TECH INC                          | Eco Material Technologies Inc                                                 | CUSIP: 27900QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1107915.75   | 0.51%             | 2027-01-31      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| HERENS MIDCO SARL                              | Herens Midco Sarl                                                             | CUSIP: 000000000<br>LEI: 222100BJH5XPZD1JHF79 | Long             | DBT              | CORP              | LU        |   1200000 | PA      | $898174.13    | 0.41%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JONES DESLAURIERS INSURA                       | Jones Deslauriers Insurance Management Inc                                    | CUSIP: 48020RAA3<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |   1500000 | PA      | $1527547.50   | 0.70%             | 2030-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                        | Asbury Automotive Group Inc                                                   | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    300000 | PA      | $265509.00    | 0.12%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                        | New Fortress Energy Inc                                                       | CUSIP: 644393AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1336190.92   | 0.61%             | 2026-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GTCR AP Finance Inc                            | GTCR AP Finance Inc                                                           | CUSIP: 40060QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    893000 | PA      | $878225.32    | 0.40%             | 2027-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FOUNDATION BUILDING M                          | Foundation Building Materials Inc                                             | CUSIP: 350392AA4<br>LEI: 549300ZVE6MONHB01I28 | Long             | DBT              | CORP              | US        |   3389000 | PA      | $2730042.84   | 1.26%             | 2029-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VIRTUSA CORP                                   | Virtusa Corp                                                                  | CUSIP: 92837TAA0<br>LEI: C77OMXDER63WLJCSKT03 | Long             | DBT              | CORP              | US        |   4060000 | PA      | $3416794.50   | 1.57%             | 2028-12-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/XO MGMT                         | VistaJet Malta Finance PLC / XO Management Holding Inc                        | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1200000 | PA      | $1060140.00   | 0.49%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VERTIV GROUP CORPORATION                       | Vertiv Group Corp                                                             | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1197221.37   | 0.55%             | 2028-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Jason Group, Inc                               | Jason Group, Inc 2nd Lien Term Loan                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    379130 | PA      | $373443.36    | 0.17%             | 2026-03-02      | Floating      | 14.57%                | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                           | Sonic Automotive Inc                                                          | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |    900000 | PA      | $745735.50    | 0.34%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| TopGolf International, Inc.                    | TopGolf International, Inc. Term Loan B                                       | CUSIP: 89071HAF6<br>LEI: 549300NYE472XA895T13 | Long             | LON              | CORP              | US        |   1237784 | PA      | $1242939.62   | 0.57%             | 2026-02-09      | Floating      | 11.06%                | No            |                  2 | On Loan: No      |
| SYNAPTICS INC                                  | Synaptics Inc                                                                 | CUSIP: 87157DAG4<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1561688.42   | 0.72%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Proppants Holdings LLC                         | PROPPANTS HOLDINGS, LLC                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     89998 | NS      | $1799.96      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Serta Simmons Bedding, LLC                     | Serta Simmons Bedding, LLC 2020 Super Priority Second Out Term Loan           | CUSIP: 81753HAG6<br>LEI: 549300M4F4V4WFPNI116 | Long             | LON              | CORP              | US        |   1045688 | PA      | $609635.82    | 0.28%             | 2023-08-10      | Floating      | 12.27%                | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                 | Open Text Corp                                                                | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |   1200000 | PA      | $1231290.00   | 0.57%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| CARESTREAM HEALTH, INC.                        | Carestream Health, Inc. 2022 Term Loan                                        | CUSIP: 14173VAT0<br>LEI: 5493008C1W5RQW9E4I05 | Long             | LON              | CORP              | US        |    811032 | PA      | $593403.47    | 0.27%             | 2027-09-30      | Variable      | 12.18%                | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                           | Sonic Automotive Inc                                                          | CUSIP: 83545GBE1<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1377429.75   | 0.63%             | 2031-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS ESCROW CORP                           | Entegris Escrow Corp                                                          | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1875124.00   | 0.86%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| W & T OFFSHORE INC                             | W&T Offshore Inc                                                              | CUSIP: 92922PAL0<br>LEI: 549300Q7EOY2YIO3YK85 | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1316365.93   | 0.61%             | 2023-11-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP DIVERSIFIE                       | Compass Group Diversified Holdings LLC                                        | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $1847337.00   | 0.85%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PEDIATRIX MEDICAL GROUP                        | Pediatrix Medical Group Inc                                                   | CUSIP: 58502BAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    969000 | PA      | $857632.83    | 0.39%             | 2030-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| Hyland Software, Inc.                          | Hyland Software, Inc. 2018 1st Lien Term Loan                                 | CUSIP: 44908XAT5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    598438 | PA      | $597860.01    | 0.27%             | 2024-07-01      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| KKR FINANCIAL CLO LTD                          | KKR Clo 16 Ltd                                                                | CUSIP: 48251DAG1<br>LEI: 254900VCKMCY079T6M57 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1378108.95   | 0.63%             | 2034-10-20      | Floating      | 11.92%                | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                               | Altice France SA/France                                                       | CUSIP: 02156LAE1<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   2785000 | PA      | $2186238.93   | 1.01%             | 2029-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                               | PURCHASED USD / SOLD EUR                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-741.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                        | Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl  | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    602000 | PA      | $515465.51    | 0.24%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HOME POINT CAPITAL INC                         | Home Point Capital Inc                                                        | CUSIP: 43734LAA4<br>LEI: 549300DQF6YN0E43PM71 | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1126178.82   | 0.52%             | 2026-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                               | PURCHASED USD / SOLD GBP                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-110539.45   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| VALVOLINE INC                                  | Valvoline Inc                                                                 | CUSIP: 92047WAD3<br>LEI: 549300CMHPBEY6VPOT75 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1768994.17   | 0.81%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CLARIV SCI HLD CORP                            | Clarivate Science Holdings Corp                                               | CUSIP: 18064PAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $528762.00    | 0.24%             | 2029-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Cornerstone Building Brands, Inc.              | Cornerstone Building Brands, Inc. 2022 Term Loan                              | CUSIP: 21925FAB0<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |    801724 | PA      | $775668.11    | 0.36%             | 2028-08-01      | Variable      | 10.10%                | No            |                  2 | On Loan: No      |
| COMMSCOPE TECH LLC                             | CommScope Technologies LLC                                                    | CUSIP: 20338HAB9<br>LEI: M4TWC4QDOKW45N7T6Y12 | Long             | DBT              | CORP              | US        |    510000 | PA      | $390077.33    | 0.18%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                       | Builders FirstSource Inc                                                      | CUSIP: 12008RAN7<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    300000 | PA      | $280164.84    | 0.13%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WeWork Cos Inc                                 | WeWork Cos Inc                                                                | CUSIP: 96208LAA9<br>LEI: 549300D8U9TF7WBED521 | Long             | DBT              | CORP              | US        |   1867000 | PA      | $1010840.48   | 0.46%             | 2025-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MedAssets Software Intermediate Holdings, Inc. | MedAssets Software Intermediate Holdings, Inc. 2021 2nd Lien Term Loan        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1230000 | PA      | $871381.20    | 0.40%             | 2029-12-17      | Floating      | 11.32%                | No            |                  2 | On Loan: No      |
| MIWD HLDCO II/MIWD FIN                         | MIWD Holdco II LLC / MIWD Finance Corp                                        | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2797000 | PA      | $2331719.05   | 1.07%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                     | Arcosa Inc                                                                    | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $1925477.74   | 0.89%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT                        | Six Flags Entertainment Corp                                                  | CUSIP: 83001AAB8<br>LEI: 549300JYTDUAA4JQ3717 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2106828.00   | 0.97%             | 2024-07-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                | Yum! Brands Inc                                                               | CUSIP: 988498AR2<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |   1825000 | PA      | $1728670.13   | 0.79%             | 2032-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ADAMS HOMES INC                                | Adams Homes Inc                                                               | CUSIP: 00623PAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2010000 | PA      | $1735169.16   | 0.80%             | 2025-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TELENET FINANCE LUX NOTE                       | Telenet Finance Luxembourg Notes Sarl                                         | CUSIP: 000000000<br>LEI: 2138007RI9GLJPCC3E25 | Long             | DBT              | CORP              | LU        |   2000000 | PA      | $1869000.00   | 0.86%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENDO DAC/FIN LLC/FINCO                         | Endo Dac / Endo Finance LLC / Endo Finco Inc                                  | CUSIP: 29273DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1350000 | PA      | $1154250.00   | 0.53%             | 2024-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CARGO AIRCRAFT MANAGEMEN                       | Cargo Aircraft Management Inc                                                 | CUSIP: 14180LAA4<br>LEI: 549300GH5J7LOMV44F11 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2627878.50   | 1.21%             | 2028-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                             | Regal Rexnord Corp                                                            | CUSIP: 758750AF0<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    500000 | PA      | $512357.09    | 0.24%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| ELASTIC NV                                     | Elastic NV                                                                    | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |   3150000 | PA      | $2699857.13   | 1.24%             | 2029-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                | Benefit Street Partners CLO X Ltd                                             | CUSIP: 08181MAG0<br>LEI: 549300MYLNCW81S1Y182 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1135322.13   | 0.52%             | 2034-04-20      | Floating      | 11.56%                | No            |                  2 | On Loan: No      |
| AMC ENTERTAINMENT HLDGS                        | AMC Entertainment Holdings Inc                                                | CUSIP: 00165CAP9<br>LEI: 549300ZO77UNR6NRBR11 | Long             | DBT              | CORP              | US        |   2374227 | PA      | $1163905.43   | 0.54%             | 2026-06-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                               | Allied Universal Holdco LLC / Allied Universal Finance Corp                   | CUSIP: 019576AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1821000 | PA      | $1741467.83   | 0.80%             | 2027-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                            | Medline Borrower LP                                                           | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $1783698.00   | 0.82%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| KKR Financial CLO Ltd                          | KKR CLO 14 Ltd                                                                | CUSIP: 48251AAD4<br>LEI: 635400KULUKCVCJXZX78 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1334591.40   | 0.61%             | 2031-07-15      | Floating      | 10.94%                | No            |                  2 | On Loan: No      |
| POLAR US BORROWER LLC                          | Polar US Borrower LLC / Schenectady International Group Inc                   | CUSIP: 73103PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2100000 | PA      | $949767.00    | 0.44%             | 2026-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                          | Bausch Health Cos Inc                                                         | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $386484.00    | 0.18%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KBR INC                                        | KBR Inc                                                                       | CUSIP: 48242WAC0<br>LEI: 254900OFQDXZRKRCV808 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1093584.18   | 0.50%             | 2028-09-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ROCKCLIFF ENERGY II LLC                        | Rockcliff Energy II LLC                                                       | CUSIP: 77289KAA3<br>LEI: 5493007AZNVKZ5HEMT23 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2000871.43   | 0.92%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                               | CSC Holdings LLC                                                              | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    750000 | PA      | $630191.25    | 0.29%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA INC                             | Murphy Oil USA Inc                                                            | CUSIP: 626738AF5<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |    300000 | PA      | $251161.70    | 0.12%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/XO MGMT                         | VistaJet Malta Finance PLC / XO Management Holding Inc                        | CUSIP: 92840JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    600000 | PA      | $581385.00    | 0.27%             | 2027-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| LaserShip, Inc.                                | LaserShip, Inc. 2021 2nd Lien Term Loan                                       | CUSIP: 51809EAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    600000 | PA      | $381000.00    | 0.18%             | 2029-05-07      | Floating      | 12.23%                | No            |                  3 | On Loan: No      |
| TMS INTERNATIONAL CORP                         | TMS International Corp/DE                                                     | CUSIP: 87261QAC7<br>LEI: 549300L4K0F1YF8WKF23 | Long             | DBT              | CORP              | US        |   2095000 | PA      | $1589080.78   | 0.73%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Reichhold Industries Inc                       | Reichhold Industries Inc                                                      | CUSIP: 759219AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    271655 | PA      | $3667.34      | 0.00%             | 2018-05-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ARDAGH METAL PACKAGING                         | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    690000 | PA      | $585456.27    | 0.27%             | 2029-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SPEEDWAY MOT/SPEEDWAY FD                       | Speedway Motorsports LLC / Speedway Funding II Inc                            | CUSIP: 84779MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2835000 | PA      | $2650884.33   | 1.22%             | 2027-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                   | State Street Institutional US Government Money Market Fund                    | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |   3247566 | NS      | $3247565.75   | 1.49%             |  |  |  | No            |                  1 | On Loan: No      |
| ENDO LUX FIN CO I SARL                         | Endo Luxembourg Finance Co I Sarl / Endo US Inc                               | CUSIP: 29280BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    600000 | PA      | $468149.00    | 0.22%             | 2029-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SEAWORLD PARKS & ENTERTA                       | SeaWorld Parks & Entertainment Inc                                            | CUSIP: 81282UAC6<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |    450000 | PA      | $463450.30    | 0.21%             | 2025-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| DIAMOND BC BV                                  | Diamond BC BV                                                                 | CUSIP: 25257DAA6<br>LEI: 549300SWLHWJF3D4N658 | Long             | DBT              | CORP              | NL        |   1200000 | PA      | $1010964.00   | 0.46%             | 2029-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| WESCO DISTRIBUTION INC                         | WESCO Distribution Inc                                                        | CUSIP: 95081QAN4<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    750000 | PA      | $762945.00    | 0.35%             | 2025-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| THOR INDUSTRIES                                | Thor Industries Inc                                                           | CUSIP: 885160AA9<br>LEI: 254900XZO1228PDSG060 | Long             | DBT              | CORP              | US        |    300000 | PA      | $249831.00    | 0.11%             | 2029-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GHX Ultimate Parent Corporation                | GHX Ultimate Parent Corporation 2017 1st Lien Term Loan                       | CUSIP: 36172KAC5<br>LEI: 549300DSS2JT4D8XDT30 | Long             | LON              | CORP              | US        |    960000 | PA      | $957600.00    | 0.44%             | 2024-06-28      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| UTEX INDUSTRIES COMMON                         | UTEX INDUSTRIES COMMON                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15074 | NS      | $964736.00    | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Peraton Corp.                                  | Peraton Corp. 2nd Lien Term Loan B1                                           | CUSIP: 71360HAG2<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |   1213511 | PA      | $1182566.07   | 0.54%             | 2029-02-01      | Floating      | 12.22%                | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                       | Hess Midstream Operations LP                                                  | CUSIP: 428104AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1697220.61   | 0.78%             | 2028-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Serta Simmons Bedding, LLC                     | Serta Simmons Bedding, LLC 2020 Super Priority First Out Term Loan            | CUSIP: 81753HAF8<br>LEI: 549300M4F4V4WFPNI116 | Long             | LON              | CORP              | US        |   1725534 | PA      | $1708546.11   | 0.79%             | 2023-08-10      | Floating      | 12.27%                | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                          | Genesis Energy LP / Genesis Energy Finance Corp                               | CUSIP: 37185LAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1076382.32   | 0.49%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                       | Hess Midstream Operations LP                                                  | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $560283.00    | 0.26%             | 2030-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GRIFOLS ESCROW ISSUER                          | Grifols Escrow Issuer SA                                                      | CUSIP: 39843UAA0<br>LEI: 959800HLB3PGTGSLVV62 | Long             | DBT              | CORP              | ES        |    800000 | PA      | $696808.00    | 0.32%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bulldog Purchaser Inc.                         | Bulldog Purchaser Inc. 2018 2nd Lien Term Loan                                | CUSIP: 12021UAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    959000 | PA      | $838329.03    | 0.39%             | 2026-09-04      | Floating      | 12.41%                | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                               | CSC Holdings LLC                                                              | CUSIP: 126307AH0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1285287.58   | 0.59%             | 2024-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| TRIMAS CORP                                    | TriMas Corp                                                                   | CUSIP: 896215AH3<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | DBT              | CORP              | US        |   3570000 | PA      | $3182137.35   | 1.46%             | 2029-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ascend Performance Materials Operations LLC    | Ascend Performance Materials Operations LLC 2021 Term Loan B                  | CUSIP: 04350TAC8<br>LEI: 549300NIMFUIRMMAGQ29 | Long             | LON              | CORP              | US        |   2177438 | PA      | $2151765.58   | 0.99%             | 2026-08-27      | Variable      | 8.83%                 | No            |                  2 | On Loan: No      |
| IMOLA MERGER CORP                              | Imola Merger Corp                                                             | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2089776.00   | 0.96%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Femur Buyer, Inc.                              | Femur Buyer, Inc. 2021 Revolver                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    918775 | PA      | $777866.94    | 0.36%             | 2024-03-05      | Floating      | 10.34%                | No            |                  3 | On Loan: No      |
| CNX Resources Corp                             | CNX Resources Corp                                                            | CUSIP: 12653CAC2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     62000 | PA      | $61778.97     | 0.03%             | 2027-03-14      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CNTRL PARENT/CDK GLB INC                       | Central Parent Inc / CDK Global Inc                                           | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1298431.81   | 0.60%             | 2029-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                       | PURCHASED EUR / SOLD USD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | XX        |         1 | NC      | $19819.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ESC CB144A HIGH RIDGE                          | ESC CB144A HIGH RIDGE                                                         | CUSIP: 429ESCAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $40000.00     | 0.02%             | 2025-03-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| SUBURBAN PROPANE PARTNRS                       | Suburban Propane Partners LP/Suburban Energy Finance Corp                     | CUSIP: 864486AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $261406.58    | 0.12%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOYNE USA INC                                  | Boyne USA Inc                                                                 | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1633065.30   | 0.75%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                      | Anchorage Capital CLO 15 Ltd                                                  | CUSIP: 03329GAG7<br>LEI: 549300H5Q0HJ2EHSSX26 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $912882.70    | 0.42%             | 2034-07-20      | Floating      | 12.21%                | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                               | PURCHASED USD / SOLD GBP                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-2022.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                         | WESCO Distribution Inc                                                        | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    750000 | PA      | $769254.20    | 0.35%             | 2028-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TruGreen Limited Partnership                   | TruGreen Limited Partnership 2020 2nd Lien Term Loan                          | CUSIP: 89787RAK8<br>LEI: 549300QNRP2MNHR3QM19 | Long             | LON              | CORP              | US        |    600000 | PA      | $432000.00    | 0.20%             | 2028-11-02      | Floating      | 13.32%                | No            |                  3 | On Loan: No      |
| GEMS MENASA KY LTD/GEMS                        | GEMS MENASA Cayman Ltd / GEMS Education Delaware LLC                          | CUSIP: 36166LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   3065000 | PA      | $3029184.03   | 1.39%             | 2026-07-31      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| XPO ESCROW SUB LLC                             | XPO Escrow Sub LLC                                                            | CUSIP: 98379JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1851939.00   | 0.85%             | 2027-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EMBECTA CORP                                   | Embecta Corp                                                                  | CUSIP: 29082KAA3<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $826389.27    | 0.38%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EAGLE INVESTMENTS HOLDCO                       | EAGLE INVESTMENTS HOLDCO                                                      | CUSIP: 000000000<br>LEI: 549300XHAU1K06XGBE82 | Long             | EC               | CORP              | US        |       105 | NS      | $1.05         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Project Investor Holdings, LLC                 | Project Investor Holdings, LLC Warrants                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |     22499 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| FIRST QUANTUM MINERALS L                       | First Quantum Minerals Ltd                                                    | CUSIP: 335934AR6<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   2150000 | PA      | $2078808.13   | 0.96%             | 2026-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AKORN                                          | AKORN                                                                         | CUSIP: 000000000<br>LEI: 549300REUQNNF5W5TA64 | Long             | EC               | CORP              | US        |     68836 | NS      | $430225.00    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                               | Altice France SA/France                                                       | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $236550.50    | 0.11%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                               | PURCHASED GBP / SOLD USD                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | GB        |         1 | NC      | $280.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EMERGENT BIOSOLUTIONS                          | Emergent BioSolutions Inc                                                     | CUSIP: 29089QAC9<br>LEI: 549300YW6TUOX8BE5103 | Long             | DBT              | CORP              | US        |   1064000 | PA      | $464191.28    | 0.21%             | 2028-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Viant Medical Holdings, Inc.                   | Viant Medical Holdings, Inc. 2019 Term Loan                                   | CUSIP: 58506PAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    979747 | PA      | $951579.08    | 0.44%             | 2025-07-02      | Floating      | 10.82%                | No            |                  3 | On Loan: No      |
| FERTITTA ENTERTAINMENT                         | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc            | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    618000 | PA      | $546234.75    | 0.25%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                               | PURCHASED USD / SOLD GBP                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-549.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vibrant CLO Ltd                                | Vibrant Clo VII Ltd                                                           | CUSIP: 92558BAG3<br>LEI: 5493007DQ2IM8HOLV582 | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $522966.00    | 0.24%             | 2030-09-15      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| MH Sub I, LLC                                  | MH Sub I, LLC 2017 1st Lien Term Loan                                         | CUSIP: 45567YAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    156246 | PA      | $154793.51    | 0.07%             | 2024-09-13      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| MH Sub I, LLC                                  | MH Sub I, LLC 2020 Incremental Term Loan                                      | CUSIP: 45567YAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2074945 | PA      | $2056788.87   | 0.95%             | 2024-09-13      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                        | Park River Holdings Inc                                                       | CUSIP: 70082LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1410000 | PA      | $985546.02    | 0.45%             | 2029-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos Inc                          | Bausch Health Cos Inc                                                         | CUSIP: 071734AF4<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |   1600000 | PA      | $717985.36    | 0.33%             | 2029-05-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SEAWORLD PARKS & ENTERTA                       | SeaWorld Parks & Entertainment Inc                                            | CUSIP: 81282UAG7<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |   3475000 | PA      | $3144579.63   | 1.45%             | 2029-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| NFP CORP                                       | NFP Corp                                                                      | CUSIP: 65342RAF7<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | DBT              | CORP              | US        |    600000 | PA      | $572748.00    | 0.26%             | 2030-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                          | Genesis Energy LP / Genesis Energy Finance Corp                               | CUSIP: 37185LAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    429000 | PA      | $437039.46    | 0.20%             | 2030-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ATS CORP                                       | ATS Corp                                                                      | CUSIP: 001940AC9<br>LEI: 5493005KP4RP3IU7HQ41 | Long             | DBT              | CORP              | CA        |   2495000 | PA      | $2238252.03   | 1.03%             | 2028-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ISTAR INC                                      | iStar Inc                                                                     | CUSIP: 45031UCJ8<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | DBT              |  | US        |   2100000 | PA      | $2117902.50   | 0.97%             | 2026-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                              | Battalion CLO 18 Ltd                                                          | CUSIP: 07134PAE8<br>LEI: 549300WYAEH0STKIKE49 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1111043.00   | 0.51%             | 2036-10-15      | Floating      | 11.50%                | No            |                  2 | On Loan: No      |
| Palmer Square Credit Funding                   | Palmer Square Credit Funding 2019-1 Ltd                                       | CUSIP: 69700TAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1342388.25   | 0.62%             | 2037-04-20      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                        | Darling Ingredients Inc                                                       | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |    900000 | PA      | $896611.50    | 0.41%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                              | PURCHASED EUR / SOLD USD                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |         1 | NC      | $25958.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                       | Clarios Global LP / Clarios US Finance Co                                     | CUSIP: 69867DAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1476187.08   | 0.68%             | 2027-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| ASBURY AUTOMOTIVE GROUP                        | Asbury Automotive Group Inc                                                   | CUSIP: 043436AV6<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    733000 | PA      | $641919.24    | 0.30%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HOLLY NRG PRTNR/FIN CORP                       | Holly Energy Partners LP / Holly Energy Finance Corp                          | CUSIP: 435765AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $594825.00    | 0.27%             | 2027-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Aston FinCo S.a.r.l.                           | Aston FinCo S.a.r.l. 2019 Term Loan B                                         | CUSIP: 04625CAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1709224 | PA      | $1474205.60   | 0.68%             | 2026-10-09      | Floating      | 8.82%                 | No            |                  3 | On Loan: No      |
| KAISER ALUMINUM CORP                           | Kaiser Aluminum Corp                                                          | CUSIP: 483007AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $543734.95    | 0.25%             | 2028-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                               | Boyd Gaming Corp                                                              | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    500000 | PA      | $450577.50    | 0.21%             | 2031-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TECHNICOLOR                                    | TECHNICOLOR                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       100 | NS      | $114285.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Amentum Government Services Holdings LLC       | Amentum Government Services Holdings LLC 2022 Term Loan                       | CUSIP: 57776DAE3<br>LEI: 5493008CT6B5L54YSE94 | Long             | LON              | CORP              | US        |    398000 | PA      | $393273.75    | 0.18%             | 2029-02-15      | Variable      | 8.76%                 | No            |                  3 | On Loan: No      |
| BALL CORP                                      | Ball Corp                                                                     | CUSIP: 058498AY2<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    600000 | PA      | $620286.00    | 0.29%             | 2028-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PRESIDIO HOLDING INC                           | Presidio Holdings Inc                                                         | CUSIP: 74101XAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2512000 | PA      | $2418855.04   | 1.11%             | 2028-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Finastra USA, Inc.                             | Finastra USA, Inc. USD 2nd Lien Term Loan                                     | CUSIP: 02034DAF4<br>LEI: 549300ZB2RO6QC7YTK71 | Long             | LON              | CORP              | US        |   3510505 | PA      | $2792799.42   | 1.28%             | 2025-06-13      | Floating      | 12.07%                | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                       | LCM Investments Holdings II LLC                                               | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |    600000 | PA      | $496071.00    | 0.23%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                             | CNX Resources Corp                                                            | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    800000 | PA      | $738392.00    | 0.34%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                               | PURCHASED USD / SOLD GBP                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-1249.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HEALTHEQUITY INC                               | HealthEquity Inc                                                              | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |    750000 | PA      | $672412.50    | 0.31%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                         | Radiology Partners Inc                                                        | CUSIP: 75041VAA2<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |   3650000 | PA      | $2213779.75   | 1.02%             | 2028-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                         | AthenaHealth Group Inc                                                        | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $1992025.82   | 0.92%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| ALTICE FRANCE SA                               | Altice France SA/France                                                       | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $234927.00    | 0.11%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                            | Sirius XM Radio Inc                                                           | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1126152.00   | 0.52%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                       | Live Nation Entertainment Inc                                                 | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $463650.00    | 0.21%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TRONOX INC                                     | Tronox Inc                                                                    | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1027764.00   | 0.47%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING                        | Alcoa Nederland Holding BV                                                    | CUSIP: 013822AE1<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |   1200000 | PA      | $1187760.00   | 0.55%             | 2027-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Vantage Specialty Chemicals, Inc.              | Vantage Specialty Chemicals, Inc. 2017 2nd Lien Term Loan                     | CUSIP: 92211YAB3<br>LEI: 54930057U5S5AY44VU09 | Long             | LON              | CORP              | US        |   2000000 | PA      | $1882810.00   | 0.87%             | 2025-10-27      | Floating      | 12.98%                | No            |                  2 | On Loan: No      |
| Jason Group, Inc                               | Jason Group, Inc Term Loan                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    496577 | PA      | $417745.81    | 0.19%             | 2025-08-28      | Floating      | 10.57%                | No            |                  2 | On Loan: No      |
| LCPR SR SECURED FIN DAC                        | LCPR Senior Secured Financing DAC                                             | CUSIP: 50201DAD5<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |    300000 | PA      | $261564.00    | 0.12%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GYP HOLDINGS III CORP                          | GYP Holdings III Corp                                                         | CUSIP: 36261NAA5<br>LEI: 549300055I1KJWZH9690 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2541801.72   | 1.17%             | 2029-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INTL                         | Williams Scotsman International Inc                                           | CUSIP: 96950GAE2<br>LEI: 549300V3TCHCBOBTGH07 | Long             | DBT              | CORP              | US        |    865000 | PA      | $802521.05    | 0.37%             | 2028-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                   | Novelis Corp                                                                  | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    182000 | PA      | $164985.73    | 0.08%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TASEKO MINES LTD                               | Taseko Mines Ltd                                                              | CUSIP: 876511AF3<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | CA        |   2325000 | PA      | $2206297.13   | 1.01%             | 2026-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WHITE CAP BUYER LLC                            | White Cap Buyer LLC                                                           | CUSIP: 96350RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1821000 | PA      | $1660530.46   | 0.76%             | 2028-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ZIPRECRUITER INC                               | ZipRecruiter Inc                                                              | CUSIP: 98980BAA1<br>LEI: 549300HLOVNNFCY2IV80 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $914859.75    | 0.42%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                 | Bombardier Inc                                                                | CUSIP: 097751BZ3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $300333.00    | 0.14%             | 2029-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ATKORE INC                                     | Atkore Inc                                                                    | CUSIP: 047649AA6<br>LEI: 52990002TI38AM4RPV48 | Long             | DBT              | CORP              | US        |   2025000 | PA      | $1781503.88   | 0.82%             | 2031-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                | Venture 41 Clo Ltd                                                            | CUSIP: 92326KAA7<br>LEI: 549300Q6VG2813TG2830 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $925949.30    | 0.43%             | 2034-01-20      | Floating      | 12.52%                | No            |                  2 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                | ABG Intermediate Holdings 2 LLC 2021 2nd Lien Term Loan                       | CUSIP: 00076VAY6<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |   1200000 | PA      | $1110756.00   | 0.51%             | 2029-12-20      | Floating      | 10.66%                | No            |                  2 | On Loan: No      |
| State Street Global Advisors                   | State Street Institutional US Government Money Market Fund                    | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |    129505 | NS      | $129505.47    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DITECH HOLDING CORPORATION                     | Ditech Holding Corporation 2013 Term Loan                                     | CUSIP: 93317CAL0<br>LEI: Z4TM9IUZR644E7BFXU45 | Long             | LON              | CORP              | US        |    130106 | PA      | $14311.68     | 0.01%             | 2022-06-30      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| CHART INDUSTRIES INC                           | Chart Industries Inc                                                          | CUSIP: 000000000<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306750.00    | 0.14%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MAJORDRIVE HOLDINGS IV L                       | MajorDrive Holdings IV LLC                                                    | CUSIP: 56085RAA8<br>LEI: 25490044R1FR5N8FIT62 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $1898820.00   | 0.87%             | 2029-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UPC BROADBAND FINCO BV                         | UPC Broadband Finco BV                                                        | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |   1200000 | PA      | $1057386.00   | 0.49%             | 2031-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-01

**Name of Applicant:** CREDIT SUISSE HIGH YIELD BOND FUND

**Signature:** Omar Tariq

**Name of Signer:** Omar Tariq

**Title:** Director