# EDGAR Filing Document

**Accession Number:** 0000946110
**File Stem:** 0001752724-23-069993
**Filing Date:** 2023-3
**Character Count:** 244366
**Document Hash:** 73f7ec63a0b24d713da4dc5fe87dadd3
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-069993.hdr.sgml**: 20230328

**ACCESSION NUMBER**: 0001752724-23-069993

**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 OPPORTUNITY FUNDS
- **CENTRAL INDEX KEY:** 0000946110
- **IRS NUMBER:** 133844865
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09054
- **FILM NUMBER:** 23768792

**BUSINESS ADDRESS:**
- **STREET 1:** ELEVEN MADISON AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10010
- **BUSINESS PHONE:** 212-325-2000

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** CREDIT SUISSE WARBURG PINCUS OPPORTUNITY FUNDS
- **DATE OF NAME CHANGE:** 20010129

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DLJ OPPORTUNITY FUNDS
- **DATE OF NAME CHANGE:** 20000801

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DLJ WINTHROP OPPORTUNITY FUNDS
- **DATE OF NAME CHANGE:** 19990222

## Series and Classes Contracts Data

### Credit Suisse Managed Futures Strategy Fund (Series ID: S000038355)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000118321 | Class A      | CSAAX           |
| C000120617 | Class C      | CSACX           |
| C000120618 | Class I      | CSAIX           |

## Nport-Ex

**Credit Suisse Managed Futures Strategy Fund<br> Consolidated Schedule of Investments**<br> January 31, 2023 (unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Par <br> (000)** | **Ratings†<br> (S&P/Moody's)** | **Maturity** | **Rate%** | **Value** |
| **UNITED STATES TREASURY OBLIGATIONS** (60.1%) |  |  |  | |
| $20000 United States Treasury Bills <sup>(1)</sup> | (AA+, Aaa) | 02/23/23 | 1.490 | $19945744 |
| 6000 United States Treasury Bills <sup>(1)</sup> | (AA+, Aaa) | 03/23/23 | 2.785 | 5962815 |
| 16200 United States Treasury Bills <sup>(1)</sup> | (AA+, Aaa) | 04/20/23 | 2.221 | 16041150 |
| 18800 United States Treasury Bills <sup>(1)</sup> | (AA+, Aaa) | 05/18/23 | 2.671 | 18550277 |
| 13400 United States Treasury Bills <sup>(1)</sup> | (AA+, Aaa) | 06/15/23 | 2.993 | 13175259 |
| 20000 United States Treasury Bills <sup>(1)</sup> | (AA+, Aaa) | 07/13/23 | 3.051 | 19589150 |
| 57500 United States Treasury Bills <sup>(1)</sup> | (AA+, Aaa) | 08/10/23 | 3.387 | 56104534 |
| 19000 United States Treasury Bills <sup>(1)</sup> | (AA+, Aaa) | 09/07/23 | 3.770 | 18467868 |
| 19000 United States Treasury Bills <sup>(1)</sup> | (NR, Aaa) | 10/05/23 | 4.383 | 18412331 |
| 19000 United States Treasury Bills <sup>(1)</sup> | (AA+, Aaa) | 11/02/23 | 4.470 | 18351383 |
| 19000 United States Treasury Bills <sup>(1)</sup> | (AA+, Aaa) | 11/30/23 | 4.438 | 18290401 |
| 21000 United States Treasury Bills <sup>(1)</sup> | (AA+, Aaa) | 12/28/23 | 4.440 | 20142733 |
| **TOTAL UNITED STATES TREASURY OBLIGATIONS** (Cost $243,970,044) |  |  |  | 243033645 |

---

---

| | | |
|:---|:---|:---|
| **Shares** | |  |
| **SHORT-TERM INVESTMENTS** (22.3%) | **SHORT-TERM INVESTMENTS** (22.3%) |  |
| **Short-Term Investment** (22.3%) | **Short-Term Investment** (22.3%) |  |
| 90135851 | State Street Institutional U.S. Government Money Market Fund - Premier Class, 4.18% (Cost $90,135,851) | 90135851 |
| **TOTAL INVESTMENTS AT VALUE** (82.4%) (Cost $334,105,895) | **TOTAL INVESTMENTS AT VALUE** (82.4%) (Cost $334,105,895) | 333169496 |
| **OTHER ASSETS IN EXCESS OF LIABILITIES** (17.6%) | **OTHER ASSETS IN EXCESS OF LIABILITIES** (17.6%) | 71222757 |
| **NET ASSETS<sup>(2)</sup>** (100.0%) | **NET ASSETS<sup>(2)</sup>** (100.0%) | $404392253 |

---

<sup>†</sup> 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.

<sup>(1)</sup> Securities are zero coupon. Rate presented is cost yield as of January 31, 2023.

<sup>(2)</sup> As of January 31, 2023, the Credit Suisse Managed Futures Strategy Fund held $69,453,741 in the wholly-owned subsidiary, Credit Suisse Cayman Managed Futures Strategy Fund, Ltd., representing 17.2% of the Fund's consolidated net assets.

**Futures Contracts**

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Contract Description** | **Currency** | **Expiration<br> Date** | **Number of<br> Contracts** | **Notional Value** | **Net Unrealized<br> Appreciation<br> (Depreciation)** |
| **Contracts to Purchase** | **Contracts to Purchase** | **Contracts to Purchase** | **Contracts to Purchase** | **Contracts to Purchase** | **Contracts to Purchase** |
| Foreign Exchange Contracts |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;AUD Currency Futures | USD | Mar 2023 | 616 | $43517320 | $197262 |
| &nbsp;&nbsp;&nbsp;EUR Currency Futures | USD | Mar 2023 | 384 | 52284000 | 395041 |
| &nbsp;&nbsp;&nbsp;GBP Currency Futures | USD | Mar 2023 | 236 | 18191175 | (14166) |
| &nbsp;&nbsp;&nbsp;JPY Currency Futures | USD | Mar 2023 | 154 | 14867738 | (147438) |
|  |  |  |  |  | $430699 |
| Index Contracts |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;EURO Stoxx 50 Index Futures | EUR | Mar 2023 | 877 | 39727347 | $2027380 |
| &nbsp;&nbsp;&nbsp;FTSE 100 Index Futures | GBP | Mar 2023 | 582 | 55525163 | 1816148 |
| &nbsp;&nbsp;&nbsp;Hang Seng Index Futures | HKD | Feb 2023 | 136 | 19000147 | (188733) |
| &nbsp;&nbsp;&nbsp;Nikkei 225 Index Futures OSE | JPY | Mar 2023 | 172 | 36107501 | (12301) |
| &nbsp;&nbsp;&nbsp;S&P 500 E Mini Index Futures | USD | Mar 2023 | 60 | 12270000 | 292979 |
|  |  |  |  |  | $3935473 |
| **Contracts to Sell** |  |  |  |  |  |
| Foreign Exchange Contracts |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;CAD Currency Futures | USD | Mar 2023 | (312) | (23454600) | $(483856) |
| Interest Rate Contracts |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;10YR Japanese Bond Futures | JPY | Mar 2023 | (183) | (206239994) | $(525789) |
| &nbsp;&nbsp;&nbsp;10YR U.S. Treasury Note Futures | USD | Mar 2023 | (196) | (22445063) | (184474) |
| &nbsp;&nbsp;&nbsp;EURO Bund Futures | EUR | Mar 2023 | (235) | (34919437) | (10917) |
| &nbsp;&nbsp;&nbsp;Long Gilt Futures | GBP | Mar 2023 | (58) | (7462408) | (298715) |
|  |  |  |  |  | $(1019895) |
|  |  |  |  |  | $2862421 |

---

**Credit Suisse Managed Futures Strategy Fund <br> Consolidated Schedule of Investments (continued)** <br> January 31, 2023 (unaudited)

**Total Return Swap Contracts**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional<br> Amount** | **Expiration<br> Date** | **Counterparty** | **Receive** | **Pay** | **Periodic<br> Payment<br> Frequency** | **Upfront<br> Premiums<br> Paid/<br> (Received)** | **Unrealized<br> Appreciation** |
| USD | $15067627 | 04/24/23 | Bank of America | (0.03)% | Bloomberg Energy Index | At Maturity | $— | $1123018 |
| USD | 26254843 | 04/24/23 | Goldman Sachs | Bloomberg Industrial Metals Index | 0.10% | At Maturity |  | 277489 |
| USD | 36588789 | 04/24/23 | Goldman Sachs | Bloomberg Precious Metals Index | 0.07% | At Maturity |  | 97465 |
|  |  |  |  |  |  |  | $— | $1497972 |
| **Total Return Swap Contracts** | **Total Return Swap Contracts** | **Total Return Swap Contracts** |  |  |  |  |  |  |
| **Currency** | **Notional<br> Amount** | **Expiration<br> Date** | **Counterparty** | **Receive** | **Pay** | **Periodic<br> Payment<br> Frequency** | **Upfront<br> Premiums<br> Paid/<br> (Received)** | **Unrealized<br> Depreciation** |
| USD | $1865123 | 04/24/23 | Bank of America | (0.03)% | Bloomberg Agriculture Index | At Maturity | $— | $(38230) |
|  |  |  |  |  |  |  | $— | $(38230) |
|  |  |  |  |  |  |  | $— | $1459742 |

---

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

AUD = Australian Dollar

CAD = Canadian Dollar

EUR = Euro

GBP = British Pound

HKD = Hong Kong Dollar

JPY = Japanese Yen

USD = United States Dollar

SECURITY VALUATION — The Board of Trustees (the "Board") is responsible for the Fund's valuation process. The Board has delegated the supervision of the daily valuation process to Credit Suisse Asset Management, LLC, the Fund's investment adviser ("Credit Suisse" or the "Adviser"), who has established a Pricing Committee and a Pricing Group, which, pursuant to the policies adopted by the Board, are responsible for making fair valuation determinations and overseeing the Fund's pricing policies. The net asset value of the Fund is determined daily as of the close of regular trading on the New York Stock Exchange, Inc. (the "Exchange") on each day the Exchange is open for business. The valuations for fixed income securities (which may include, but are not limited to, corporate, government, municipal, mortgage-backed, collateralized mortgage obligations and asset-backed securities) and certain derivative instruments are typically the prices supplied by independent third party pricing services, which may use market prices or broker/dealer quotations or a variety of valuation techniques and methodologies. The independent third party pricing services use inputs that are observable such as issuer details, interest rates, yield curves, prepayment speeds, credit risks/spreads, default rates and quoted prices for similar securities. These pricing services generally price fixed income securities assuming orderly transactions of an institutional "round lot" size, but some trades occur in smaller "odd lot" sizes which may be effected at lower prices than institutional round lot trades. Structured note agreements are valued in accordance with a dealer-supplied valuation based on changes in the value of the underlying index. Futures contracts are valued daily at the settlement price established by the board of trade or exchange on which they are traded. Forward contracts are valued at the London closing spot rates and the London closing forward point rates on a daily basis. The currency forward contract pricing model derives the differential in point rates to the expiration date of the forward and calculates its present value. Over-the-counter derivative financial instruments, such as swap agreements, generally derive their value from underlying asset prices, indices, reference rates, and other inputs or a combination of these factors. Equity securities for which market quotations are available are valued at the last reported sales price or official closing price on the primary market or exchange on which they trade. Investments in open-ended mutual funds are valued at the net asset value as reported on each business day and under normal circumstances. Securities for which market quotations are not readily available are valued at their fair value as determined in good faith by the Adviser, as the Board's valuation designee (as defined in Rule 2a-5 under the 1940 Act), in accordance with the Adviser's procedures. The Board oversees the Adviser in its role as valuation designee in accordance with the requirements of Rule 2a-5 under the 1940 Act. The Fund may utilize a service provided by an independent third party 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 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;United States Treasury Obligations | $— | $243033645 | $— | $243033645 |
| &nbsp;&nbsp;&nbsp;Short-term Investments | 90135851 |  |  | 90135851 |
|  | $90135851 | $243033645 | $— | $333169496 |
| Other Financial Instruments\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Futures Contracts | $4728810 | $— | $— | $4728810 |
| &nbsp;&nbsp;&nbsp;Swap Contracts |  | 1497972 |  | 1497972 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Liabilities** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Other Financial Instruments\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Futures Contracts | $1866389 | $— | $— | $1866389 |
| &nbsp;&nbsp;&nbsp;Swap Contracts |  | 38230 |  | 38230 |

---

\* Other financial instruments include unrealized appreciation (depreciation) on futures and swap contracts.

During the period ended January 31, 2023, there were no transfers between Level 2 and Level 3. All transfers, if any, are assumed to occur at the end of the reporting period.

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

**Credit Suisse Multialternative Strategy Fund**

**Consolidated Schedule of Investments**

January 31, 2023 (unaudited)

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCKS** (25.7%) |  |  |
| **CANADA** (3.4%) |  |  |
| **Capital Markets** (0.1%) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Onex Corp. | 5402 | $278409 |
| **Chemicals** (0.1%) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Nutrien Ltd. | 3509 | 289640 |
| **Insurance** (0.1%) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Fairfax Financial Holdings Ltd. | 451 | 297727 |
| **IT Services** (0.1%) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Shopify, Inc., Class A<sup>(1)</sup> | 7004 | 344177 |
| **Leisure Equipment & Products** (0.1%) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BRP, Inc. | 3425 | 284991 |
| **Oil, Gas & Consumable Fuels** (0.2%) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ARC Resources Ltd. | 21707 | 251501 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Imperial Oil Ltd. | 5273 | 287371 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Suncor Energy, Inc. | 8081 | 279672 |
|  |  | 818544 |
| **Paper & Forest Products** (0.1%) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;West Fraser Timber Co. Ltd. | 3723 | 322789 |
| **Real Estate Investment Trusts** (1.0%) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Summit Industrial Income REIT | 217068 | 3722049 |
| **Road & Rail** (0.1%) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TFI International, Inc. | 2527 | 280643 |
| **Textiles, Apparel & Luxury Goods** (0.1%) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Gildan Activewear, Inc. | 8698 | 271953 |
| **Thrifts & Mortgage Finance** (0.2%) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Home Capital Group, Inc. | 27775 | 882988 |
| **Transportation Infrastructure/Services** (1.2%) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Atlas Corp.<sup>(2)</sup> | 284671 | 4215978 |
|  |  | 12009888 |
| **DENMARK** (0.3%) |  |  |
| **Air Freight & Logistics** (0.1%) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;DSV AS | 1680 | 277634 |
| **Healthcare Equipment & Supplies** (0.1%) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Demant AS<sup>(1)</sup> | 9567 | 270530 |
| **Marine** (0.0%) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;AP Moller - Maersk AS, Class B | 118 | 256418 |
| **Textiles, Apparel & Luxury Goods** (0.1%) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pandora AS | 3774 | 313939 |
|  |  | 1118521 |
| **FINLAND** (0.2%) |  |  |
| **Banks** (0.1%) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Nordea Bank Abp | 24796 | 289537 |
| **Insurance** (0.1%) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sampo Oyj, A Shares | 5071 | 265955 |
|  |  | 555492 |
| **GERMANY** (0.2%) |  |  |
| **Media - Services** (0.1%) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Scout24 SE<sup>(3)</sup> | 4952 | 288004 |
| **Textiles, Apparel & Luxury Goods** (0.1%) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;adidas AG | 1717 | 276185 |
|  |  | 564189 |
| **IRELAND** (1.1%) |  |  |
| **Biotechnology** (1.1%) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Horizon Therapeutics PLC<sup>(1)</sup> | 33276 | 3651043 |
| **ITALY** (0.2%) |  |  |
| **Banks** (0.1%) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;UniCredit SpA | 18654 | 363965 |

---

**Credit Suisse Multialternative Strategy Fund**

**Consolidated Schedule of Investments (continued)**

January 31, 2023 (unaudited)

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCKS** (continued) |  |  |
| **ITALY** |  |  |
| **Healthcare Equipment & Supplies** (0.1%) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;DiaSorin SpA | 1899 | $246961 |
|  |  | 610926 |
| **NETHERLANDS** (0.3%) |  |  |
| **Banks** (0.1%) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ABN AMRO Bank NV<sup>(3)</sup> | 19155 | 317604 |
| **Chemicals** (0.1%) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Akzo Nobel NV | 3957 | 294438 |
| **Food & Staples Retailing** (0.0%) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Koninklijke Ahold Delhaize NV | 9224 | 275030 |
| **Insurance** (0.1%) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NN Group NV | 6488 | 281606 |
|  |  | 1168678 |
| **SPAIN** (0.2%) |  |  |
| **Banks** (0.1%) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Banco Bilbao Vizcaya Argentaria SA | 39236 | 276874 |
| **Construction & Engineering** (0.0%) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ACS Actividades de Construccion y Servicios SA | 8826 | 260930 |
| **Oil, Gas & Consumable Fuels** (0.1%) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Repsol SA | 16353 | 268356 |
|  |  | 806160 |
| **SWEDEN** (0.1%) |  |  |
| **Household Durables** (0.1%) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Electrolux AB | 19670 | 278278 |
| **SWITZERLAND** (0.2%) |  |  |
| **Capital Markets** (0.1%) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;UBS Group AG | 12791 | 272063 |
| **Electrical Equipment** (0.1%) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ABB Ltd. | 7984 | 276985 |
| **Pharmaceuticals** (0.0%) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Roche Holding AG | 699 | 254957 |
|  |  | 804005 |
| **UNITED KINGDOM** (3.0%) |  |  |
| **Banks** (0.3%) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Barclays PLC | 136343 | 312979 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Lloyds Banking Group PLC | 475954 | 309309 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NatWest Group PLC | 81497 | 310474 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Standard Chartered PLC | 34725 | 291263 |
|  |  | 1224025 |
| **Biotechnology** (1.3%) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Myovant Sciences Ltd.<sup>(1)</sup> | 165346 | 4444501 |
| **Capital Markets** (0.1%) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Abrdn PLC | 114204 | 300367 |
| **Chemicals** (0.1%) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Johnson Matthey PLC | 10161 | 283422 |
| **Diversified Consumer Services** (0.1%) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pearson PLC | 23012 | 262060 |
| **Diversified Financials** (0.1%) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;M&G PLC | 115055 | 286921 |
| **Food & Drug Retailing** (0.1%) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Tesco PLC | 96401 | 292583 |
| **Healthcare Technology** (0.2%) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EMIS Group PLC | 38057 | 879880 |
| **Hotels, Restaurants & Leisure** (0.1%) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;InterContinental Hotels Group PLC | 4556 | 315845 |

---

**Credit Suisse Multialternative Strategy Fund**

**Consolidated Schedule of Investments (continued)**

January 31, 2023 (unaudited)

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCKS** (continued) |  |  |
| **UNITED KINGDOM** |  |  |
| **Industrial Conglomerates** (0.1%) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Melrose Industries PLC | 160692 | $282925 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Smiths Group PLC | 13521 | 288223 |
|  |  | 571148 |
| **Media** (0.2%) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Informa PLC | 34882 | 288091 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;WPP PLC | 26351 | 307441 |
|  |  | 595532 |
| **Oil, Gas & Consumable Fuels** (0.1%) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BP PLC | 45511 | 274508 |
| **Specialty Retail** (0.1%) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Kingfisher PLC | 91542 | 315364 |
| **Textiles, Apparel & Luxury Goods** (0.1%) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Burberry Group PLC | 10647 | 323857 |
|  |  | 10370013 |
| **UNITED STATES** (16.5%) |  |  |
| **Aerospace & Defense** (2.0%) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Aerojet Rocketdyne Holdings, Inc.<sup>(1)</sup> | 79101 | 4423328 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Maxar Technologies, Inc. | 51339 | 2652686 |
|  |  | 7076014 |
| **Air Freight & Logistics** (1.3%) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Atlas Air Worldwide Holdings, Inc.<sup>(1)</sup> | 44840 | 4583096 |
| **Banks** (0.2%) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;First Horizon Corp. | 25446 | 629280 |
| **Capital Markets** (0.1%) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cowen, Inc., Class A | 5289 | 205636 |
| **Commercial Services & Supplies** (1.1%) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;IAA, Inc.<sup>(1)</sup> | 97194 | 4055906 |
| **Diversified Consumer Services** (0.8%) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Vivint Smart Home, Inc.<sup>(1)</sup> | 223125 | 2673037 |
| **Entertainment** (0.1%) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Activision Blizzard, Inc. | 4399 | 336831 |
| **Food - Wholesale** (0.0%) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Fresh Market, Inc.<sup>(1),(4),(5)</sup> | 3984 |  |
| **Gas Utilities** (0.2%) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;South Jersey Industries, Inc. | 17017 | 614144 |
| **Healthcare Equipment & Supplies** (0.8%) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Meridian Bioscience, Inc.<sup>(1)</sup> | 79221 | 2691137 |
| **Healthcare Providers & Services** (2.9%) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1Life Healthcare, Inc.<sup>(1)</sup> | 110607 | 1768606 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;LHC Group, Inc.<sup>(1)</sup> | 26103 | 4139936 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Signify Health, Inc., Class A<sup>(1)</sup> | 154368 | 4393313 |
|  |  | 10301855 |
| **Household Durables** (0.6%) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;iRobot Corp.<sup>(1)</sup> | 45126 | 2030670 |
| **IT Services** (1.1%) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Evo Payments, Inc., Class A<sup>(1)</sup> | 29901 | 1012747 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MoneyGram International, Inc.<sup>(1)</sup> | 18620 | 200537 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Paya Holdings, Inc.<sup>(1)</sup> | 273320 | 2656671 |
|  |  | 3869955 |
| **Machinery** (1.1%) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Altra Industrial Motion Corp. | 62399 | 3810707 |
| **Media** (1.0%) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TEGNA, Inc. | 179788 | 3583175 |
| **Real Estate** (1.3%) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;STORE Capital Corp. | 139683 | 4499189 |

---

**Credit Suisse Multialternative Strategy Fund**

**Consolidated Schedule of Investments (continued)**

January 31, 2023 (unaudited)

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **COMMON STOCKS** (continued) |  |  |
| **UNITED STATES** |  |  |
| **Software** (1.9%) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Coupa Software, Inc.<sup>(1)</sup> | 56171 | $4489187 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ForgeRock, Inc., Class A<sup>(1),(2)</sup> | 117727 | 2338058 |
|  |  | 6827245 |
|  |  | 57787877 |
| **TOTAL COMMON STOCKS** (Cost $89,835,413) |  | 89725070 |
| **EXCHANGE-TRADED FUNDS** (18.8%) |  |  |
| **UNITED STATES** (18.8%) |  |  |
| **Diversified Financial Services** (9.1%) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Industrial Select Sector SPDR Fund | 57569 | 5863403 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;SPDR S&P 500 ETF Trust | 64398 | 26176499 |
|  |  | 32039902 |
| **Energy - Integrated** (8.9%) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Alerian MLP ETF<sup>(2)</sup> | 556204 | 22465080 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Energy Select Sector SPDR Fund | 95743 | 8610168 |
|  |  | 31075248 |
| **Health Care** (0.8%) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Health Care Select Sector SPDR Fund | 21068 | 2809628 |
| **TOTAL EXCHANGE-TRADED FUNDS** (Cost $64,328,716) |  | 65924778 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Par<br> (000)** |  | **Ratings**†<br> **(S&P/Moody's)** | **Maturity** | **Rate%** | **Value** |
| **CONVERTIBLE BOND** (0.1%) | **CONVERTIBLE BOND** (0.1%) |  |  |  |  |
| **NETHERLANDS** (0.1%) | **NETHERLANDS** (0.1%) |  |  |  |  |
| $21886 | BNP Paribas Emissions- und Handelsgesellschaft mbH<br> (Cost $297,929) | (NR,NR) | 06/22/23 | 18.000 | 316594 |
| **UNITED STATES TREASURY OBLIGATIONS** (23.9%) | **UNITED STATES TREASURY OBLIGATIONS** (23.9%) |  |  |  |  |
| 6400 | United States Treasury Bills <sup>(6)</sup> | (AA+, Aaa) | 02/23/23 | 2.497 | 6382638 |
| 9700 | United States Treasury Bills <sup>(6)</sup> | (AA+, Aaa) | 03/23/23 | 4.142 | 9639884 |
| 6400 | United States Treasury Bills <sup>(6)</sup> | (AA+, Aaa) | 04/20/23 | 2.579 | 6337245 |
| 6400 | United States Treasury Bills <sup>(6)</sup> | (AA+, Aaa) | 05/18/23 | 2.581 | 6314988 |
| 9700 | United States Treasury Bills <sup>(6)</sup> | (AA+, Aaa) | 06/15/23 | 4.337 | 9537314 |
| 6400 | United States Treasury Bills <sup>(6)</sup> | (AA+, Aaa) | 07/13/23 | 3.107 | 6268528 |
| 9700 | United States Treasury Bills <sup>(2),(6)</sup> | (AA+, Aaa) | 08/10/23 | 4.246 | 9464591 |
| 6400 | United States Treasury Bills <sup>(6)</sup> | (AA+, Aaa) | 09/07/23 | 3.770 | 6220756 |
| 6400 | United States Treasury Bills <sup>(6)</sup> | (AA+, Aaa) | 10/05/23 | 4.383 | 6202048 |
| 6400 | United States Treasury Bills <sup>(6)</sup> | (AA+, Aaa) | 11/02/23 | 4.471 | 6181518 |
| 6400 | United States Treasury Bills <sup>(6)</sup> | (AA+, Aaa) | 11/30/23 | 4.411 | 6160977 |
| 5000 | United States Treasury Bills <sup>(6)</sup> | (AA+, Aaa) | 12/28/23 | 4.428 | 4795889 |
| **TOTAL UNITED STATES TREASURY OBLIGATIONS** (Cost $83,691,362) | **TOTAL UNITED STATES TREASURY OBLIGATIONS** (Cost $83,691,362) | **TOTAL UNITED STATES TREASURY OBLIGATIONS** (Cost $83,691,362) | **TOTAL UNITED STATES TREASURY OBLIGATIONS** (Cost $83,691,362) |  | 83506376 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **SHORT-TERM INVESTMENTS** (17.2%) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;State Street Institutional U.S. Government Money Market Fund - Premier Class, 4.18% | 34815962 | 34815962 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;State Street Navigator Securities Lending Government Money Market Portfolio, 4.35%<sup>(7)</sup> | 25449120 | 25449120 |
| **TOTAL SHORT-TERM INVESTMENTS** (Cost $60,265,082) |  | 60265082 |
| **TOTAL INVESTMENTS AT VALUE** (85.7%) (Cost $298,418,502) |  | 299737900 |
| **OTHER ASSETS IN EXCESS OF LIABILITIES** (14.3%) |  | 50009213 |
| **NET ASSETS**<sup>(8)</sup> (100.0%) |  | $349747113 |

---

<sup>†</sup> Credit ratings given by the Standard & Poor's Division of the McGraw-Hill Companies, Inc. ("S&P") and Moody's Investors Service, Inc. (Moody's) are unaudited.

<sup>(1)</sup> Non-income producing security.

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

<sup>(3)</sup> Security exempt from registration pursuant to Regulation S under the Securities act of 1933, as amended. Regulation S applies to securities offering that are made outside of the United States and do not involve direct selling efforts in the United States and as such may have restrictions on resale.

<sup>(4)</sup> Security is valued using significant unobservable inputs.

<sup>(5)</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>(6)</sup> Securities are zero coupon. Rate presented is cost yield as of January 31, 2023.

<sup>(7)</sup> Represents security purchased with cash collateral received for securities on loan.

<sup>(8)</sup> As of January 31, 2023, the Credit Suisse Multialternative Strategy Fund held $44,719,480 in the wholly-owned subsidiary, Credit Suisse Cayman Multialternative Strategy Fund, Ltd., representing 12.8% of the Fund's consolidated net assets.

**Credit Suisse Multialternative Strategy Fund**

**Consolidated Schedule of Investments (continued)**

January 31, 2023 (unaudited)

**Futures Contracts**

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Contract Description** | **Currency** | **Expiration<br> Date** | **Number of<br> Contracts** | **Notional Value** | **Net Unrealized<br> Appreciation<br> (Depreciation)** |
| **Contracts to Purchase** |  |  |  |  |  |
| Agriculture |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Coffee "C" Futures | USD | May 2023 | 63 | $4292663 | $263395 |
| &nbsp;&nbsp;&nbsp;Corn Futures | USD | May 2023 | 221 | 7486375 | (22536) |
| &nbsp;&nbsp;&nbsp;Cotton No. 2 Futures | USD | May 2023 | 47 | 2043325 | (3766) |
| &nbsp;&nbsp;&nbsp;Soybean Futures | USD | May 2023 | 101 | 7727762 | 125834 |
| &nbsp;&nbsp;&nbsp;Soybean Meal Futures | USD | May 2023 | 97 | 4544450 | 76255 |
| &nbsp;&nbsp;&nbsp;Soybean Oil Futures | USD | May 2023 | 112 | 4199328 | 97150 |
| &nbsp;&nbsp;&nbsp;Sugar No. 11 Futures | USD | May 2023 | 158 | 3617062 | 144290 |
| &nbsp;&nbsp;&nbsp;Wheat Futures | USD | May 2023 | 161 | 6202525 | 124926 |
|  |  |  |  |  | $805548 |
| Energy |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Gasoline RBOB Futures | USD | May 2023 | 29 | 3307601 | $(9516) |
| &nbsp;&nbsp;&nbsp;Low Sulphur Gasoil Futures | USD | May 2023 | 42 | 3562650 | (48392) |
| &nbsp;&nbsp;&nbsp;Natural Gas Futures | USD | May 2023 | 294 | 8358420 | (235724) |
| &nbsp;&nbsp;&nbsp;NY Harbor ULSD Futures | USD | Apr 2023 | 22 | 2725061 | (17351) |
| &nbsp;&nbsp;&nbsp;WTI Crude Futures | USD | Apr 2023 | 137 | 10875060 | (87557) |
|  |  |  |  |  | $(398540) |
| Foreign Exchange Contracts |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;AUD Currency Futures | USD | Mar 2023 | 55 | 3885475 | $4577 |
| &nbsp;&nbsp;&nbsp;EUR Currency Futures | USD | Mar 2023 | 34 | 4629312 | 3102 |
| &nbsp;&nbsp;&nbsp;GBP Currency Futures | USD | Mar 2023 | 21 | 1618706 | (5879) |
| &nbsp;&nbsp;&nbsp;JPY Currency Futures | USD | Mar 2023 | 14 | 1351613 | 3070 |
|  |  |  |  |  | $4870 |
| Index Contracts |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;EURO Stoxx 50 Index Dividend Futures | EUR | Dec 2023 | 1225 | 18200024 | $221957 |
| &nbsp;&nbsp;&nbsp;EURO Stoxx 50 Index Dividend Futures | EUR | Dec 2024 | 110 | 1516017 | 2028 |
| &nbsp;&nbsp;&nbsp;FTSE 100 Index Futures | GBP | Mar 2023 | 52 | 4961011 | 11236 |
| &nbsp;&nbsp;&nbsp;Hang Seng Index Futures | HKD | Feb 2023 | 12 | 1676484 | (49734) |
| &nbsp;&nbsp;&nbsp;Nikkei 225 Index Futures OSE | JPY | Mar 2023 | 15 | 3148910 | (1073) |
|  |  |  |  |  | $184414 |
| Industrial Metals |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;LME Lead Future | USD | May 2023 | 22 | 1176587 | $(19060) |
| &nbsp;&nbsp;&nbsp;LME Nickel Futures | USD | Mar 2023 | 28 | 5081328 | 661479 |
| &nbsp;&nbsp;&nbsp;LME Nickel Futures | USD | May 2023 | 21 | 3830148 | 115269 |
| &nbsp;&nbsp;&nbsp;LME Primary Aluminum Futures | USD | Mar 2023 | 72 | 4731300 | 410189 |
| &nbsp;&nbsp;&nbsp;LME Primary Aluminum Futures | USD | May 2023 | 93 | 6167063 | 26190 |
| &nbsp;&nbsp;&nbsp;LME Zinc Futures | USD | Mar 2023 | 44 | 3738636 | 494215 |
| &nbsp;&nbsp;&nbsp;LME Zinc Futures | USD | May 2023 | 50 | 4233750 | (59061) |
|  |  |  |  |  | $1629221 |

---

**Credit Suisse Multialternative Strategy Fund**

**Consolidated Schedule of Investments (continued)**

January 31, 2023 (unaudited)

**Futures Contracts**

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Contract Description** | **Currency** | **Expiration<br> Date** | **Number of<br> Contracts** | **Notional Value** | **Net Unrealized<br> Appreciation<br> (Depreciation)** |
| **Contracts to Purchase** |  |  |  |  |  |
| Interest Rate Contracts |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;10YR AUD Bond Futures | AUD | Mar 2023 | 612 | $51933031 | $922261 |
| &nbsp;&nbsp;&nbsp;10YR JGB Mini Futures | JPY | Mar 2023 | 300 | 33819063 | (103307) |
| &nbsp;&nbsp;&nbsp;Long Gilt Futures | GBP | Mar 2023 | 399 | 51336223 | (463759) |
|  |  |  |  |  | $355195 |
| Precious Metals |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Copper Futures | USD | May 2023 | 70 | 7410375 | $(13698) |
| &nbsp;&nbsp;&nbsp;Silver Futures | USD | May 2023 | 50 | 6010250 | 307 |
|  |  |  |  |  | $(13391) |
| **Contracts to Sell** |  |  |  |  |  |
| Agriculture |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Coffee "C" Futures | USD | Mar 2023 | (63) | (4293844) | $(269360) |
| &nbsp;&nbsp;&nbsp;Corn Futures | USD | Mar 2023 | (221) | (7511238) | 21270 |
| &nbsp;&nbsp;&nbsp;Cotton No. 2 Futures | USD | Mar 2023 | (47) | (2026170) | 6289 |
| &nbsp;&nbsp;&nbsp;Soybean Futures | USD | Mar 2023 | (101) | (7766900) | (132216) |
| &nbsp;&nbsp;&nbsp;Soybean Meal Futures | USD | Mar 2023 | (97) | (4696740) | (85395) |
| &nbsp;&nbsp;&nbsp;Soybean Oil Futures | USD | Mar 2023 | (112) | (4188576) | (99745) |
| &nbsp;&nbsp;&nbsp;Sugar No. 11 Futures | USD | Mar 2023 | (158) | (3850649) | (145618) |
| &nbsp;&nbsp;&nbsp;Wheat Futures | USD | Mar 2023 | (161) | (6128063) | (121611) |
|  |  |  |  |  | $(826386) |
| Energy |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Gasoline RBOB Futures | USD | Mar 2023 | (29) | (3126362) | $13998 |
| &nbsp;&nbsp;&nbsp;Low Sulphur Gasoil Futures | USD | Mar 2023 | (42) | (3778950) | 79451 |
| &nbsp;&nbsp;&nbsp;Natural Gas Futures | USD | Mar 2023 | (294) | (7890960) | 330489 |
| &nbsp;&nbsp;&nbsp;NY Harbor ULSD Futures | USD | Mar 2023 | (22) | (2905795) | 43345 |
| &nbsp;&nbsp;&nbsp;WTI Crude Futures | USD | Mar 2023 | (137) | (10805190) | 92092 |
|  |  |  |  |  | $559375 |
| Foreign Exchange Contracts |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;CAD Currency Futures | USD | Mar 2023 | (28) | (2104900) | $(13133) |
| Index Contracts |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;EURO Stoxx 50 Index Futures | EUR | Mar 2023 | (202) | (9150427) | $(24342) |
| &nbsp;&nbsp;&nbsp;S&P 500 E Mini Index Futures | USD | Mar 2023 | (91) | (18609500) | (244234) |
| &nbsp;&nbsp;&nbsp;Russell 2000 E-Mini Index Futures | USD | Mar 2023 | (241) | (23369770) | (1187610) |
|  |  |  |  |  | $(1456186) |
| Industrial Metals |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;LME Lead Future | USD | Mar 2023 | (22) | (1173012) | $19950 |
| &nbsp;&nbsp;&nbsp;LME Nickel Futures | USD | Mar 2023 | (49) | (8892324) | (220496) |
| &nbsp;&nbsp;&nbsp;LME Primary Aluminum Futures | USD | Mar 2023 | (165) | (10842563) | (319043) |
| &nbsp;&nbsp;&nbsp;LME Zinc Futures | USD | Mar 2023 | (94) | (7987086) | (103584) |
|  |  |  |  |  | $(623173) |
| Interest Rate Contracts |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;10YR CAD Bond Futures | CAD | Mar 2023 | (550) | (52042568) | $423987 |
| &nbsp;&nbsp;&nbsp;10YR U.S. Treasury Note Futures | USD | Mar 2023 | (473) | (54165891) | 33159 |
| &nbsp;&nbsp;&nbsp;EURO Bund Futures | EUR | Mar 2023 | (372) | (55276725) | (1183409) |
|  |  |  |  |  | $(726263) |
| Precious Metals |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Copper Futures | USD | Mar 2023 | (70) | (7395500) | $11831 |
| &nbsp;&nbsp;&nbsp;Silver Futures | USD | Mar 2023 | (50) | (5959000) | 315 |
|  |  |  |  |  | $12146 |
|  |  |  |  |  | $(506303) |

---

**Total Return Swap Contracts**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional<br> Amount** | **Expiration<br> Date** | **Counterparty** | **Receive** | **Pay** | **Periodic<br> Payment<br> Frequency** | **Upfront<br> Premiums<br> Paid/<br> (Received)** | **Unrealized<br> Appreciation** |
| USD | $1353270 | 04/24/23 | Bank of America | (0.03)% | Bloomberg Energy Index | At Maturity | $– $| 100862 |

---

**Credit Suisse Multialternative Strategy Fund**

**Consolidated Schedule of Investments (continued)**

January 31, 2023 (unaudited)

**Total Return Swap Contracts (continued)**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional<br> Amount** | **Expiration<br> Date** | **Counterparty** | **Receive** | **Pay** | **Periodic<br> Payment<br> Frequency** | **Upfront<br> Premiums<br> Paid/<br> (Received)** | **Unrealized<br> Appreciation** |
| USD | $43314412 | 04/21/23 | Barclays Bank PLC | Shiller Barclays CAPE US Mid - Month Sector Market Hedged ER Index<sup>(b)</sup> | 0.60% | At Maturity | – $| 65837 |
| USD | 17000000 | 03/20/23 | BNP Paribas | iBoxx $ Liquid High Yield Index | 4.30% | At Maturity | – | 43415 |
| USD | 27208934 | 04/21/23 | BNP Paribas | BNP Paribas Buy Write Call Gold Daily Index<sup>(b)</sup> | 0.50% | At Maturity | – | 15119 |
| USD | 18126145 | 04/21/23 | BNP Paribas | BNP Paribas Equity Low VOL U.S. Index<sup>(b)</sup> | 0.35% | At Maturity | – | 18371 |
| USD | 44099520 | 04/21/23 | BNP Paribas | BNP Paribas Dynamic Pre Roll Alpha ex Agriculture and Livestock Index<sup>(b)</sup> | 0.08% | At Maturity | – | 37884 |
| USD | 31302769 | 04/21/23 | BNP Paribas | BNP Alpha Momentum ex-Agriculture and Livestock Net Index<sup>(b)</sup> | 0.30% | At Maturity | – | 185738 |
| USD | 17510846 | 04/24/23 | BNP Paribas | BNP Equity Buyback USD Basket<sup>(b)</sup> | 4.75% | Monthly | – | 415056 |
| USD | 27596697 | 04/24/23 | BNP Paribas | BNP Equity Momentum Thematic Basket<sup>(b)</sup> | 4.75% | At Maturity | – | 829662 |
| USD | 12247543 | 04/24/23 | BNP Paribas | BNP CS Custom Long Basket<sup>(b)</sup> | 4.75% | Monthly | – | 190105 |
| USD | 1119247 | 02/23/24 | Citigroup | Activison Blizzard, Inc. | 4.65% | Monthly | – | 22871 |
| USD | 2125822 | 02/23/24 | Citigroup | First Horizon Corp. | 4.65% | Monthly | – | 7982 |
| USD | 1261618 | 02/23/24 | Citigroup | (4.20)% | Vanguard FTSE Emerging Market | Monthly | – | 15833 |
| USD | 2026857 | 02/26/24 | Citigroup | (4.20)% | Vanguard FTSE Emerging Market | Monthly | – | 29378 |
| USD | 815529 | 02/27/24 | Citigroup | (4.20)% | Vanguard FTSE Emerging Market | Monthly | – | 13159 |
| USD | 113974 | 02/09/23 | Goldman Sachs | Spirit Airlines, Inc. | 4.79% | Monthly | – | 2705 |
| USD | 123509 | 02/10/23 | Goldman Sachs | Spirit Airlines, Inc. | 4.79% | Monthly | – | 2932 |
| USD | 26609 | 02/24/23 | Goldman Sachs | Spirit Airlines, Inc. | 4.79% | Monthly | – | 632 |
| USD | 20940308 | 04/24/23 | Goldman Sachs | Goldman Sachs RP 112 Long Short Series SR Excess Return Strategy<sup>(b)</sup> | (0.06)% | At Maturity | – | 529592 |
| USD | 2356904 | 04/24/23 | Goldman Sachs | Bloomberg Industrial Metals Index | 0.10% | At Maturity | – | 26074 |

---

**Credit Suisse Multialternative Strategy Fund**

**Consolidated Schedule of Investments (continued)**

January 31, 2023 (unaudited)

**Total Return Swap Contracts (continued)**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional<br> Amount** | **Expiration<br> Date** | **Counterparty** | **Receive** | **Pay** | **Periodic<br> Payment<br> Frequency** | **Upfront<br> Premiums<br> Paid/<br> (Received)** | **Unrealized<br> Appreciation** |
| USD | $3286210 | 04/24/23 | Goldman Sachs | Bloomberg Precious Metals Index | 0.07% | At Maturity |  | $8754 |
| USD | 43894561 | 04/24/23 | Goldman Sachs | Goldman Sachs Commodities Seasonality Index<sup>(b)</sup> | 0.00% | At Maturity |  | 454132 |
| USD | 41521804 | 04/24/23 | Goldman Sachs | Goldman Sachs Tactical Factor Suite Value World Top USD Excess Return Strategy<sup>(b)</sup> | 0.40% | At Maturity |  | 459858 |
| USD | 43942422 | 04/24/23 | Goldman Sachs | Goldman Sachs Commodity COT Strategy COT3<sup>(b)</sup> | 0.00% | At Maturity |  | 224789 |
| USD | 498811 | 07/26/23 | Goldman Sachs | Invesco FTSE RAFI Emerging Market ETF | 4.79% | Monthly |  | 28063 |
| USD | 1404042 | 07/27/23 | Goldman Sachs | Invesco FTSE RAFI Emerging Market ETF | 4.79% | Monthly |  | 78992 |
| USD | 7415 | 10/25/23 | Goldman Sachs | Achillion Pharmaceuticals CVR | 4.79% | Monthly |  | 0 |
| CAD | 3119631 | 01/23/24 | Goldman Sachs | (4.47)% | Ritchie Bros. Auctioneers (TOR) | Monthly |  | 72342 |
| USD | 44381405 | 04/19/23 | JPMorgan Chase | J.P. Morgan Helix 3 Index<sup>(a)</sup> | 0.60% | At Maturity |  | 5026 |
| USD | 44137076 | 04/19/23 | JPMorgan Chase | J.P. Morgan Seasonal Spreads Portfolio Commodity Index<sup>(a)</sup> | 0.60% | At Maturity |  | 357 |
| USD | 23213784 | 04/24/23 | Macquarie Bank Ltd. | Macquarie WTI Intraday Mean Reversion<sup>(d)</sup> | 0.15% | At Maturity |  | 251756 |
| USD | 43955854 | 04/19/23 | Morgan Stanley | Morgan Stanley LTC0 4% volatility target<sup>(b)</sup> | 0.00% | At Maturity |  | 460265 |
| USD | 44054182 | 04/24/23 | Societe Generale | SGI Coda Index<sup>(b)</sup> | 0.25% | At Maturity |  | 218078 |
|  |  |  |  |  |  |  | $— | $4815619 |

---

**Total Return Swap Contracts**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional<br> Amount** | **Expiration<br> Date** | **Counterparty** | **Receive** | **Pay** | **Periodic<br> Payment<br> Frequency** | **Upfront<br> Premiums<br> Paid/<br> (Received)** | **Unrealized<br> Depreciation** |
| USD | $35201105 | 04/21/23 | Bank of America | Bank of America Equities US Volatility Carry Hourly Hedged Index<sup>(b)</sup> | 0.00% | At Maturity | $– $| (109337) |

---

**Credit Suisse Multialternative Strategy Fund**

**Consolidated Schedule of Investments (continued)**

January 31, 2023 (unaudited)

**Total Return Swap Contracts (continued)**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional<br> Amount** | **Expiration<br> Date** | **Counterparty** | **Receive** | **Pay** | **Periodic<br> Payment<br> Frequency** | **Upfront<br> Premiums<br> Paid/<br> (Received)** | **Unrealized<br> Depreciation** |
| USD | $165790 | 04/24/23 | Bank of America | (0.03)% | Bloomberg Agriculture Index | At Maturity | – $| (3398) |
| USD | 44095528 | 04/21/23 | Barclays Bank PLC | Barclays Month End Rebalancing Currency Index ER<sup>(b)</sup> | 0.20% | At Maturity | – | (117266) |
| EUR | 44310154 | 04/21/23 | BNP Paribas | BNP Paribas Equity Low VOL Europe Index<sup>(b)</sup> | 0.00% | At Maturity | – | (271347) |
| USD | 16705334 | 04/21/23 | BNP Paribas | BNP Paribas VOLA Index ER<sup>(b)</sup> | 0.35% | At Maturity | – | (21992) |
| USD | 12944916 | 04/24/23 | BNP Paribas | (3.70)% | BNP CS Custom Short Basket<sup>(b)</sup> | Monthly | – | (370872) |
| USD | 687075 | 02/23/24 | Citigroup | Moneygram International, Inc. | 4.65% | Monthly | – | (7068) |
| USD | 38233766 | 04/24/23 | Citigroup | Citi Equity US Tech Congestion Index Series 1<sup>(e)</sup> | 0.00% | At Maturity | – | (52200) |
| USD | 880941 | 02/23/24 | Citigroup | Invesco FTSE RAFI Emerging Market ETF | 4.65% | Monthly | – | (12527) |
| USD | 2414661 | 02/26/24 | Citigroup | Invesco FTSE RAFI Emerging Market ETF | 4.65% | Monthly | – | (40061) |
| USD | 818285 | 02/27/24 | Citigroup | Invesco FTSE RAFI Emerging Market ETF | 4.65% | Monthly | – | (13985) |
| USD | 1609600 | 02/29/24 | Citigroup | Invesco FTSE RAFI Emerging Market ETF | 4.65% | Monthly | – | (1001) |
| USD | 1602289 | 02/29/24 | Citigroup | (4.20)% | Vanguard FTSE Emerging Market | Monthly | – | (2451) |
| USD | 255866 | 03/02/23 | Goldman Sachs | Tegna, Inc. | 4.79% | Monthly | – | (11524) |
| USD | 2330664 | 04/24/23 | Goldman Sachs | Goldman Sachs RP 110 Long Short Series SR Excess Return Strategy<sup>(b)</sup> | (0.06)% | At Maturity | – | (24846) |
| USD | 43255072 | 04/24/23 | Goldman Sachs | Goldman Sachs DISP U.S. Index<sup>(b)</sup> | 0.00% | At Maturity | – | (223047) |
| USD | 44237359 | 04/24/23 | Goldman Sachs | Goldman Sachs VVOL Carry ER<sup>(b)</sup> | 0.00% | At Maturity | – | (358604) |
| USD | 44078826 | 04/24/23 | Goldman Sachs | Goldman Sachs Commodity Strategy Index<sup>(b)</sup> | 0.00% | At Maturity | – | (2161) |
| USD | 1843725 | 07/26/23 | Goldman Sachs | (4.04)% | Vanguard FTSE Emerging Market | Monthly | – | (88298) |
| USD | 57065 | 08/04/23 | Goldman Sachs | (4.04)% | Vanguard FTSE Emerging Market | Monthly | – | (2733) |

---

**Credit Suisse Multialternative Strategy Fund**

**Consolidated Schedule of Investments (continued)**

January 31, 2023 (unaudited)

**Total Return Swap Contracts (continued)**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Currency** | **Notional<br> Amount** | **Expiration<br> Date** | **Counterparty** | **Receive** | **Pay** | **Periodic<br> Payment<br> Frequency** | **Upfront<br> Premiums<br> Paid/<br> (Received)** | **Unrealized<br> Depreciation** |
| CAD | 21358 | 11/09/23 | Goldman Sachs | (4.78)% | Ritchie Bros. Auctioneers (TOR) | Monthly | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $(802) |
| USD | $17962406 | 04/19/23 | JPMorgan Chase | J.P. Morgan Equities Turn-of the Month Seasonality Index<sup>(b)</sup> | 0.00% | At Maturity |  | (266700) |
| USD | 44085480 | 04/19/23 | JPMorgan Chase | J.P. Morgan Commodities Fundamental Value Index<sup>(b)</sup> | 0.80% | At Maturity |  | (936298) |
| USD | 24060000 | 04/24/23 | JPMorgan Chase | J.P. Morgan EMBI Global Core<sup>(a)</sup> | 5.00% | At Maturity |  | (427886) |
| USD | 44068183 | 04/19/23 | Morgan Stanley | Morgan Stanley Soy Dynamic Congestion Index<sup>(b)</sup> | 0.25% | At Maturity |  | (7678) |
| USD | 44066241 | 04/19/23 | Morgan Stanley | Morgan Stanley Commodities Curve Carry Index<sup>(b)</sup> | 0.35% | At Maturity |  | (54025) |
| USD | 38480539 | 04/24/23 | Societe Generale | SGI VRR US Index - Vol Roll on Rates (USD - Excess Return)<sup>(b)</sup> | 0.25% | At Maturity |  | (50213) |
| USD | 44121105 | 04/24/23 | Societe Generale | SG US Trend Index<sup>(c)</sup> | 0.30% | At Maturity |  | (35602) |
|  |  |  |  |  |  |  | $— | $(3513922) |
|  |  |  |  |  |  |  | $— | $1301697 |

---

<sup>(a)</sup> The index constituents are available on the counterparty's website.

<sup>(b)</sup> The index constituents are available on the Fund's website.

<sup>(c)</sup> The Index intends to track the performance of a strategy that trades the daily trend of the S&P 500 (the Underlying Index).

<sup>(d)</sup> The index intends to track the performance of a strategy that trades the daily trend of crude oil futures.

<sup>(e)</sup> The index intends to track the performance of a strategy that trades the daily trend of the Nasdaq Global Index.

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

AUD = Australian Dollar

CAD = Canadian Dollar

EUR = Euro

GBP = British Pound

HKD = Hong Kong Dollar

JPY = Japanese Yen

USD = United States Dollar

*U.S. Treasury securities in the amount of $537,000 was received at the custodian bank as collateral for OTC Swaps.*

SECURITY VALUATION — The Board of Trustees (the "Board") is responsible for the Fund's valuation process. The Board has delegated the supervision of the daily valuation process to Credit Suisse Asset Management, LLC, the Fund's investment adviser ("Credit Suisse" or the "Adviser"), who has established a Pricing Committee and a Pricing Group, which, pursuant to the policies adopted by the Board, are responsible for making fair valuation determinations and overseeing the Fund's pricing policies. The net asset value of the Fund is determined daily as of the close of regular trading on the New York Stock Exchange, Inc. (the "Exchange") on each day the Exchange is open for business. For certain international equity securities, in order to adjust for events which may occur between the close of the foreign exchanges and the close of the Exchange, a fair valuation model may be used. This fair valuation model takes into account comparisons to the valuation of American Depository Receipts (ADRs), exchange-traded funds, futures contracts and certain indices and these securities are categorized as Level 2. The valuations for fixed income securities (which may include, but are not limited to, corporate, government, municipal, mortgage-backed, collateralized mortgage obligations and asset-backed securities) and certain derivative instruments are typically the prices supplied by independent third party pricing services, which may use market prices or broker/dealer quotations or a variety of valuation techniques and methodologies. The independent third party pricing services use inputs that are observable such as issuer details, interest rates, yield curves, prepayment speeds, credit risks/spreads, default rates and quoted prices for similar securities. These pricing services generally price fixed income securities assuming orderly transactions of an institutional "round lot" size, but some trades occur in smaller "odd lot" sizes which may be effected at lower prices than institutional round lot trades. Structured note agreements are valued in accordance with a dealer-supplied valuation based on changes in the value of the underlying index. Option contracts on securities, currencies, indices, futures contracts, swaps and other instruments are valued at the mid-point between the last bid and ask quotations as of the close of trading on the exchange on which the option is traded. Futures contracts are valued daily at the settlement price established by the board of trade or exchange on which they are traded. Forward contracts are valued at the London closing spot rates and the London closing forward point rates on a daily basis. The currency forward contract pricing model derives the differential in point rates to the expiration date of the forward and calculates its present value. Over-the-counter derivative financial instruments, such as swap agreements, generally derive their value from underlying asset prices, indices, reference rates, and other inputs or a combination of these factors. Equity securities for which market quotations are available are valued at the last reported sales price or official closing price on the primary market or exchange on which they trade. Investments in open-ended mutual funds are valued at the net asset value as reported on each business day and under normal circumstances. Securities for which market quotations are not readily available are valued at their fair value as determined in good faith by the Adviser, as the Board's valuation designee (as defined in Rule 2a-5 under the 1940 Act), in accordance with the Adviser's procedures. The Board oversees the Adviser in its role as valuation designee in accordance with the requirements of Rule 2a-5 under the 1940 Act. The Fund may utilize a service provided by an independent third party 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:

&nbsp;&nbsp;&nbsp;&nbsp;· Level 1—quoted prices in active markets for identical investments

&nbsp;&nbsp;&nbsp;&nbsp;· Level 2—other significant observable inputs (including quoted prices
for similar investments, interest rates, prepayment speeds, credit risk, etc.)

&nbsp;&nbsp;&nbsp;&nbsp;· 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 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Common Stocks | $78773189 | $10951881 | $0<sup>1</sup> | $89725070 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Exchange-traded Funds | 65924778 |  |  | 65924778 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Convertible Bond |  | 316594 |  | 316594 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;United States Treasury Obligations |  | 83506376 |  | 83506376 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Short-term Investments | 60265082 |  |  | 60265082 |
|  | $204963049 | $94774851 | $0 | $299737900 |
| Other Financial Instruments\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Futures Contracts | $4783906 | $— | $— | $4783906 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Swap Contracts |  | 4815619 | 0<sup>1</sup> | 4815619 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Liabilities** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Other Financial Instruments\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Futures Contracts | $5290209 | $— | $— | $5290209 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Swap Contracts |  | 3513922 |  | 3513922 |

---

1 Included a zero valued security.

\* Other financial instruments include unrealized appreciation (depreciation) on futures and swap contracts.

During the period ended January 31, 2023, there were no transfers between Level 2 and Level 3. All transfers, if any, are assumed to occur at the end of the reporting period.

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

**Credit Suisse Floating Rate High Income Fund**

**Schedule of Investments**

January 31, 2023 (unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Par<br> (000)** | **Ratings†<br> (S&P/Moody's)** | **Maturity** | **Rate%** | **Value** |
| **BANK LOANS** (81.3%) | **BANK LOANS** (81.3%) | **BANK LOANS** (81.3%) | **BANK LOANS** (81.3%) | **BANK LOANS** (81.3%) |
| **Advertising** (1.0%) | **Advertising** (1.0%) | **Advertising** (1.0%) | **Advertising** (1.0%) | **Advertising** (1.0%) |
| $21097 MH Sub I, LLC (1st Lien Term Loan), LIBOR 1M + 3.750%<sup>(1)</sup> | (B, B2) | &nbsp;&nbsp;09/13/24 | 8.320 | $20900619 |
| 4775 MH Sub I, LLC (Incremental Term Loan), LIBOR 1M + 3.750%<sup>(1)</sup> | (B, B2) | &nbsp;&nbsp;09/13/24 | 8.320 | 4732819 |
|  |  |  |  | 25633438 |
| **Aerospace & Defense** (1.7%) |  |  |  |  |
| 4750 Amentum Government Services Holdings LLC, LIBOR 3M + 8.750%, LIBOR 6M + 8.750%<sup>(1)</sup> | (NR, NR) | &nbsp;&nbsp;01/31/28 | 13.901 | 4417500 |
| 6000 Amentum Government Services Holdings LLC, SOFR 3M + 7.500%<sup>(1)</sup> | (NR, NR) | &nbsp;&nbsp;02/15/30 | 12.178 | 5580000 |
| 2731 Amentum Government Services Holdings LLC, SOFR 3M + 4.000%<sup>(1),(2)</sup> | (B, B1) | &nbsp;&nbsp;02/15/29 | 7.558 - 8.764 | 2698528 |
| 4349 Brown Group Holding, LLC, SOFR 1M + 3.750%, SOFR 3M + 3.750%<sup>(1)</sup> | (B+, B1) | &nbsp;&nbsp;07/02/29 | 8.311 - 8.426 | 4356775 |
| 6227 Brown Group Holding, LLC, LIBOR 1M + 2.500%<sup>(1)</sup> | (B+, B1) | &nbsp;&nbsp;06/07/28 | 7.047 | 6207006 |
| 2310 Fly Funding II Sarl, LIBOR 3M + 1.750%<sup>(1)</sup> | (CCC+, B3) | &nbsp;&nbsp;08/11/25 | 6.310 | 2006276 |
| 7836 KKR Apple Bidco, LLC, LIBOR 1M + 2.750%<sup>(1)</sup> | (B+, B1) | &nbsp;&nbsp;09/23/28 | 7.320 | 7819620 |
| 7862 Peraton Corp., LIBOR 1M + 3.750%<sup>(1)</sup> | (B+, B1) | &nbsp;&nbsp;02/01/28 | 8.320 | 7834515 |
|  |  |  |  | 40920220 |
| **Air Transportation** (0.1%) |  |  |  |  |
| 2618 United Airlines, Inc., LIBOR 3M + 3.750%<sup>(1)</sup> | (BB-, Ba1) | &nbsp;&nbsp;04/21/28 | 8.568 | 2623221 |
| **Auto Parts & Equipment** (2.5%) |  |  |  |  |
| 1503 American Axle & Manufacturing, Inc., SOFR 1M + 3.600%<sup>(1)</sup> | (BB+, Ba1) | &nbsp;&nbsp;12/13/29 | 8.033 | 1505475 |
| 13802 Autokiniton U.S. Holdings, Inc., LIBOR 1M + 4.500%<sup>(1)</sup> | (B, B2) | &nbsp;&nbsp;04/06/28 | 8.959 | 13750585 |
| 3039 CWGS Group, LLC, LIBOR 1M + 2.500%<sup>(1)</sup> | (BB-, Ba3) | &nbsp;&nbsp;06/03/28 | 6.923 - 7.070 | 2840611 |
| 7296 Dealer Tire Financial LLC, SOFR 1M + 4.500%<sup>(1)</sup> | (B-, B1) | &nbsp;&nbsp;12/14/27 | 9.061 | 7316983 |
| 2079 Jason Group, Inc., LIBOR 1M + 1.000% Cash, 9.000% PIK<sup>(1),(3)</sup> | (NR, WR) | &nbsp;&nbsp;03/02/26 | 14.570 | 2047349 |
| 2722 Jason Group, Inc., LIBOR 1M + 2.000% Cash, 4.000% PIK<sup>(1),(3)</sup> | (NR, WR) | &nbsp;&nbsp;08/28/25 | 10.570 | 2290231 |
| 8871 Les Schwab Tire Centers, LIBOR 3M + 3.250%<sup>(1),(2)</sup> | (B, B2) | &nbsp;&nbsp;11/02/27 | 6.580 | 8859660 |
| 2694 PAI Holdco, Inc., LIBOR 3M + 3.750%<sup>(1)</sup> | (B-, B3) | &nbsp;&nbsp;10/28/27 | 8.575 | 2485190 |
| 6170 RVR Dealership Holdings LLC, SOFR 1M + 3.750%<sup>(1)</sup> | (BB-, B1) | &nbsp;&nbsp;02/08/28 | 8.553 | 5593715 |
| 6952 TI Group Automotive Systems LLC, EURIBOR 1M + 3.250%<sup>(1),(2),(4)</sup> | (BB+, Ba3) | &nbsp;&nbsp;12/16/26 | 5.452 | 7494114 |
| 9449 U.S. Farathane LLC, LIBOR 3M + 4.250%<sup>(1)</sup> | (CCC+, B2) | &nbsp;&nbsp;12/23/24 | 8.980 | 8787734 |
|  |  |  |  | 62971647 |
| **Banking** (0.1%) |  |  |  |  |
| 2686 Citco Group Ltd. (The), SOFR 3M + 3.500%<sup>(1),(2)</sup> | (BB-, Ba2) | &nbsp;&nbsp;04/19/28 | 8.169 | 2691195 |
| **Building & Construction** (0.7%) |  |  |  |  |
| 6616 Latham Pool Products, Inc., SOFR 3M + 3.750%<sup>(1),(2)</sup> | (BB-, B1) | &nbsp;&nbsp;02/23/29 | 8.220 | 6318137 |
| 4658 MX Holdings U.S., Inc., LIBOR 1M + 2.500%<sup>(1)</sup> | (BB-, Ba3) | &nbsp;&nbsp;07/31/25 | 7.047 | 4670129 |
| 2187 Pike Corp., LIBOR 1M + 3.000%<sup>(1)</sup> | (B, Ba3) | &nbsp;&nbsp;01/21/28 | 7.570 | 2182650 |
| 3035 Service Logic Acquisition, Inc., LIBOR 1M + 4.000%, LIBOR 3M + 4.000%<sup>(1)</sup> | (B, B2) | &nbsp;&nbsp;10/29/27 | 7.688 - 8.735 | 2970305 |
|  |  |  |  | 16141221 |
| **Building Materials** (2.2%) |  |  |  |  |
| 5768 Core & Main LP, LIBOR 1M + 2.500%, LIBOR 6M + 2.500%<sup>(1)</sup> | (B+, B1) | &nbsp;&nbsp;07/27/28 | 7.017 - 7.608 | 5765455 |
| 17831 Cornerstone Building Brands, Inc., LIBOR 1M + 3.250%<sup>(1)</sup> | (B, B2) | &nbsp;&nbsp;04/12/28 | 7.709 | 16741127 |
| 3652 Cornerstone Building Brands, Inc., SOFR 1M + 5.625%<sup>(1)</sup> | (B, B2) | &nbsp;&nbsp;08/01/28 | 10.103 | 3533599 |
| 586 CPG International, Inc., SOFR 1M + 2.500%<sup>(1)</sup> | (BB-, B1) | &nbsp;&nbsp;04/28/29 | 7.161 | 585372 |
| 1655 LBM Acquisition LLC, LIBOR 6M + 3.750%<sup>(1)</sup> | (B-, B3) | &nbsp;&nbsp;12/17/27 | 8.852 | 1501072 |
| 7526 Oscar AcquisitionCo, LLC, SOFR 3M + 4.500%<sup>(1)</sup> | (B, B1) | &nbsp;&nbsp;04/29/29 | 9.180 | 7308397 |
| 5826 Park River Holdings, Inc., LIBOR 3M + 3.250%<sup>(1)</sup> | (B-, B2) | &nbsp;&nbsp;12/28/27 | 8.004 | 5313809 |
| 13058 SRS Distribution, Inc., LIBOR 1M + 3.500%<sup>(1)</sup> | (B-, B3) | &nbsp;&nbsp;06/02/28 | 8.070 | 12621607 |
| 2004 SRS Distribution, Inc., SOFR 1M + 3.500%<sup>(1)</sup> | (B-, B3) | &nbsp;&nbsp;06/02/28 | 8.161 | 1936505 |
|  |  |  |  | 55306943 |
| **Cable & Satellite TV** (0.6%) |  |  |  |  |
| 8970 CSC Holdings LLC, LIBOR 1M + 2.250%<sup>(1)</sup> | (B+, B1) | &nbsp;&nbsp;07/17/25 | 6.709 | 8678573 |
| 7000 Ziggo B.V., EURIBOR 6M + 3.000%<sup>(1),(4)</sup> | (B+, B1) | &nbsp;&nbsp;01/31/29 | 3.764 | 7214744 |
|  |  |  |  | 15893317 |

---

**Credit Suisse Floating Rate High Income 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** (4.1%) | **Chemicals** (4.1%) | **Chemicals** (4.1%) | **Chemicals** (4.1%) | **Chemicals** (4.1%) |
| $11699 Ascend Performance Materials Operations LLC, SOFR 6M + 4.750%<sup>(1)</sup> | (BB-, Ba3) | &nbsp;&nbsp;08/27/26 | 8.831 | $11561096 |
| 4000 CeramTec AcquiCo GmbH, EURIBOR 3M + 3.750%<sup>(1),(4)</sup> | (B, B2) | &nbsp;&nbsp;03/16/29 | 5.704 | 4192153 |
| 2149 CPC Acquisition Corp., LIBOR 3M + 7.750%<sup>(1)</sup> | (CCC, Caa3) | &nbsp;&nbsp;12/29/28 | 12.480 | 1332579 |
| 3930 CPC Acquisition Corp., LIBOR 3M + 3.750%<sup>(1),(2)</sup> | (B-, Caa1) | &nbsp;&nbsp;12/29/27 | 8.480 | 3252075 |
| 2385 Eastman Chemical Co., LIBOR 1M + 5.250%<sup>(1)</sup> | (B, B2) | &nbsp;&nbsp;11/01/28 | 9.926 | 2096243 |
| 1305 Flint Group GmbH, EURIBOR 3M + 4.250%<sup>(1),(4)</sup> | (CCC, Caa1) | &nbsp;&nbsp;09/21/23 | 6.667 | 950274 |
| 1089 Flint Group GmbH, LIBOR 3M + 4.250% Cash, 0.750% PIK<sup>(1),(3)</sup> | (CCC, Caa1) | &nbsp;&nbsp;09/21/23 | 9.816 | 738292 |
| 6589 Flint Group U.S. LLC, LIBOR 3M + 4.250% Cash, 0.750% PIK<sup>(1),(3)</sup> | (CCC, Caa1) | &nbsp;&nbsp;09/21/23 | 9.816 | 4466057 |
| 13282 Hexion Holdings Corp., SOFR 3M + 4.500%<sup>(1)</sup> | (B, B2) | &nbsp;&nbsp;03/15/29 | 8.934 | 12036531 |
| 995 Lonza Group AG, LIBOR 3M + 4.000%<sup>(1)</sup> | (B-, B2) | &nbsp;&nbsp;07/03/28 | 8.730 | 959470 |
| 8681 Luxembourg Investment Co. 428 Sarl, SOFR 3M + 5.000%<sup>(1)</sup> | (B-, B2) | &nbsp;&nbsp;01/03/29 | 9.730 | 6959190 |
| 327 New Arclin U.S. Holding Corp.<sup>(5)</sup> | (B, B2) | &nbsp;&nbsp;09/30/28 | 1.000 | 293484 |
| 2215 New Arclin U.S. Holding Corp., LIBOR 1M + 3.750%<sup>(1)</sup> | (B, B2) | &nbsp;&nbsp;09/30/28 | 8.320 | 1990264 |
| 10212 PMHC II, Inc., SOFR 3M + 4.250%<sup>(1)</sup> | (B-, B3) | &nbsp;&nbsp;04/23/29 | 9.076 | 8988646 |
| 7218 Polar U.S. Borrower LLC, LIBOR 6M + 4.750%<sup>(1)</sup> | (B-, B3) | &nbsp;&nbsp;10/15/25 | 9.021 | 5982193 |
| 8273 Ravago Holdings America, Inc., LIBOR 3M + 2.500%<sup>(1)</sup> | (NR, B1) | &nbsp;&nbsp;03/04/28 | 7.230 | 8189924 |
| 4069 RelaDyne, Inc., SOFR 1M + 4.250%<sup>(1),(2)</sup> | (B, B2) | &nbsp;&nbsp;12/22/28 | 8.811 | 4053990 |
| 3993 RelaDyne, Inc.<sup>(2),(6)</sup> | (B, B2) | &nbsp;&nbsp;12/22/28 | 0.000 | 3980890 |
| 2977 Vantage Specialty Chemicals, Inc., LIBOR 3M + 3.500%<sup>(1)</sup> | (B-, B3) | &nbsp;&nbsp;10/28/24 | 8.230 - 8.325 | 2948909 |
| 3978 Vantage Specialty Chemicals, Inc., LIBOR 3M + 8.250%<sup>(1),(7)</sup> | (CCC, Caa2) | &nbsp;&nbsp;10/27/25 | 12.985 | 3745161 |
| 4010 Vantage Specialty Chemicals, Inc., SOFR 3M + 3.500%<sup>(1)</sup> | (B-, B3) | &nbsp;&nbsp;10/28/24 | 8.326 | 3972332 |
| 9291 Zep, Inc., LIBOR 3M + 4.000%<sup>(1)</sup> | (CCC+, B3) | &nbsp;&nbsp;08/12/24 | 8.580 | 7804668 |
| 2198 Zep, Inc., LIBOR 3M + 8.250%<sup>(1),(7)</sup> | (CCC-, Caa3) | &nbsp;&nbsp;08/11/25 | 12.980 | 1428818 |
|  |  |  |  | 101923239 |
| **Diversified Capital Goods** (1.7%) |  |  |  |  |
| 9661 Callaway Golf Co., LIBOR 1M + 4.500%<sup>(1)</sup> | (B+, B1) | &nbsp;&nbsp;01/02/26 | 9.070 | 9685408 |
| 7270 DexKo Global, Inc., LIBOR 3M + 3.750%<sup>(1)</sup> | (B-, B2) | &nbsp;&nbsp;10/04/28 | 8.480 | 6742147 |
| 11399 Dynacast International LLC, LIBOR 3M + 4.500%<sup>(1)</sup> | (B-, B2) | &nbsp;&nbsp;07/22/25 | 9.199 | 10330678 |
| 1359 Dynacast International LLC, LIBOR 3M + 9.000%<sup>(1),(2)</sup> | (CCC, Caa2) | &nbsp;&nbsp;10/22/25 | 13.699 | 1101163 |
| 3777 Electrical Components International, Inc., LIBOR 1M + 4.250%<sup>(1)</sup> | (B-, B2) | &nbsp;&nbsp;06/26/25 | 8.820 | 3419787 |
| 4936 Electrical Components International, Inc., PRIME + 7.500%<sup>(1),(2)</sup> | (B-, B2) | &nbsp;&nbsp;06/26/25 | 15.000 | 4472848 |
| 6613 Filtration Group Corp., LIBOR 1M + 3.500%<sup>(1)</sup> | (B, B3) | &nbsp;&nbsp;10/21/28 | 8.070 | 6591148 |
|  |  |  |  | 42343179 |
| **Electronics** (1.7%) |  |  |  |  |
| 21 Bright Bidco B.V., SOFR 3M + 8.000%<sup>(1)</sup> | (NR, NR) | &nbsp;&nbsp;10/31/27 | 13.676 | 19175 |
| 3980 Escape Velocity Holdings, Inc., LIBOR 3M + 4.250%<sup>(1)</sup> | (B, B3) | &nbsp;&nbsp;10/08/28 | 8.980 | 3825793 |
| 12057 Idemia Group, LIBOR 3M + 4.500%<sup>(1),(2)</sup> | (B, B3) | &nbsp;&nbsp;01/09/26 | 9.230 | 12026545 |
| 7000 Idemia Identity & Security France SAS, EURIBOR 3M + 4.250%<sup>(1),(4)</sup> | (B, B3) | &nbsp;&nbsp;01/10/26 | 6.452 | 7482878 |
| 6602 II-VI, Inc., LIBOR 1M + 2.750%<sup>(1)</sup> | (BB-, Ba2) | &nbsp;&nbsp;07/02/29 | 7.320 | 6600325 |
| 3103 Infinite Bidco LLC, LIBOR 3M + 3.250%<sup>(1)</sup> | (B-, B2) | &nbsp;&nbsp;03/02/28 | 7.980 | 3012584 |
| 1548 Infinite Bidco LLC, LIBOR 3M + 7.000%<sup>(1)</sup> | (CCC, Caa2) | &nbsp;&nbsp;03/02/29 | 11.730 | 1400595 |
| 4346 MACOM Technology Solutions Holdings, Inc., LIBOR 1M + 2.250%<sup>(1)</sup> | (BB, Ba1) | &nbsp;&nbsp;05/17/24 | 6.820 | 4341189 |
| 1000 MaxLinear, Inc.<sup>(2),(6)</sup> | (BB, Ba3) | &nbsp;&nbsp;06/23/28 | 0.000 | 998750 |
| 2191 Mirion Technologies, Inc., LIBOR 6M + 2.750%<sup>(1)</sup> | (B, B1) | &nbsp;&nbsp;10/20/28 | 7.480 | 2186387 |
| 997 Synaptics, Inc., LIBOR 6M + 2.250%<sup>(1)</sup> | (BB-, Ba1) | &nbsp;&nbsp;12/02/28 | 7.399 | 990243 |
|  |  |  |  | 42884464 |
| **Energy - Exploration & Production** (0.2%) |  |  |  |  |
| 3996 CQP Holdco LP, LIBOR 3M + 3.750%<sup>(1)</sup> | (BB, B1) | &nbsp;&nbsp;06/05/28 | 8.480 | 4007949 |
| 662 Oryx Midstream Services Permian Basin LLC<sup>(6)</sup> | (BB-, Ba3) | &nbsp;&nbsp;10/05/28 | 0.000 | 660546 |
| 15555 PES Holdings, LLC, 3.000% PIK<sup>(1),(3),(8)</sup> | (NR, WR) | &nbsp;&nbsp;12/31/24 | 3.000 | 456926 |
|  |  |  |  | 5125421 |
| **Environmental** (0.2%) |  |  |  |  |
| 2208 LRS Holdings, LLC, LIBOR 1M + 4.250%<sup>(1),(2)</sup> | (B, B3) | &nbsp;&nbsp;08/31/28 | 8.820 | 2175147 |
| 3870 Patriot Container Corp., SOFR 1M + 3.750%<sup>(1)</sup> | (CCC+, B2) | &nbsp;&nbsp;03/20/25 | 8.284 | 3599753 |
|  |  |  |  | 5774900 |
| **Food & Drug Retailers** (1.2%) |  |  |  |  |
| 10019 Packaging Coordinators Midco, Inc., LIBOR 3M + 3.500%<sup>(1)</sup> | (B-, B2) | &nbsp;&nbsp;11/30/27 | 8.230 | 9852035 |
| 3955 Sharp Midco LLC, LIBOR 3M + 4.000%<sup>(1),(2)</sup> | (B-, B2) | &nbsp;&nbsp;12/31/28 | 8.730 | 3890768 |

---

**Credit Suisse Floating Rate High Income Fund**

**Schedule of Investments (continued)**

January 31, 2023 (unaudited)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Par<br> (000)** | **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) | **BANK LOANS** (continued) |
| **Food & Drug Retailers**(continued) | **Food & Drug Retailers**(continued) |  |  |  |  |
| $| 14846 WOOF Holdings, Inc., LIBOR 1M + 3.750%<sup>(1),(2)</sup> | (B-, B2) | &nbsp;&nbsp;12/21/27 | 8.258 | $14178354 |
|  | 2923 WOOF Holdings, Inc., LIBOR 1M + 7.250%<sup>(1)</sup> | (CCC, Caa2) | &nbsp;&nbsp;12/21/28 | 11.758 | 2618789 |
|  |  |  |  |  | 30539946 |
| **Food - Wholesale** (1.0%) | **Food - Wholesale** (1.0%) |  |  |  |  |
|  | 12464 AI Aqua Merger Sub, Inc., SOFR 1M + 3.750%<sup>(1)</sup> | (B, B3) | &nbsp;&nbsp;07/31/28 | 8.147 | 12196880 |
|  | 3791 AI Aqua Merger Sub, Inc. (Term Loan B)<sup>(6)</sup> | (B, B3) | &nbsp;&nbsp;07/31/28 | 0.000 | 3719322 |
|  | 746 Chef's Warehouse Leasing Co., LLC (The), SOFR 1M + 4.750%<sup>(1)</sup> | (B+, B2) | &nbsp;&nbsp;08/23/29 | 9.403 | 744316 |
|  | 2000 Froneri International Ltd., EURIBOR 6M + 2.125%<sup>(1),(4)</sup> | (B+, B1) | &nbsp;&nbsp;01/29/27 | 5.067 | 2076734 |
|  | 5000 Zara UK Midco Ltd., EURIBOR 6M + 5.500%<sup>(1),(2),(4),(7)</sup> | (B, B2) | &nbsp;&nbsp;01/31/25 | 6.154 | 4982254 |
|  |  |  |  |  | 23719506 |
| **Gaming** (1.2%) | **Gaming** (1.2%) |  |  |  |  |
|  | 4954 Caesars Resort Collection LLC, LIBOR 1M + 2.750%<sup>(1)</sup> | (BB-, Ba3) | &nbsp;&nbsp;12/23/24 | 7.320 | 4955854 |
|  | 7661 CBAC Borrower LLC, LIBOR 1M + 4.000%<sup>(1),(7)</sup> | (B-, Caa1) | &nbsp;&nbsp;07/08/24 | 8.570 | 7539912 |
|  | 11259 Fertitta Entertainment, LLC, SOFR 1M + 4.000%<sup>(1)</sup> | (B, B2) | &nbsp;&nbsp;01/27/29 | 8.561 | 11146751 |
|  | 6389 Scientific Games International, Inc., SOFR 1M + 3.000%<sup>(1)</sup> | (BB, Ba3) | &nbsp;&nbsp;04/14/29 | 7.578 | 6391215 |
|  | 655 Stars Group Holdings B.V. (The), LIBOR 3M + 2.250%<sup>(1)</sup> | (BBB-, Ba1) | &nbsp;&nbsp;07/21/26 | 6.980 | 654622 |
|  |  |  |  |  | 30688354 |
| **Gas Distribution** (0.5%) | **Gas Distribution** (0.5%) |  |  |  |  |
|  | 3973 BCP Renaissance Parent LLC, SOFR 1M + 3.500%<sup>(1)</sup> | (B+, B2) | &nbsp;&nbsp;10/31/26 | 8.061 | 3972778 |
|  | 7529 Traverse Midstream Partners LLC, SOFR 3M + 4.250%<sup>(1)</sup> | (B+, B3) | &nbsp;&nbsp;09/27/24 | 8.800 | 7542072 |
|  |  |  |  |  | 11514850 |
| **Health Facilities** (1.1%) | **Health Facilities** (1.1%) |  |  |  |  |
|  | 4847 Carestream Health, Inc., SOFR 3M + 7.500%<sup>(1)</sup> | (B-, B3) | &nbsp;&nbsp;09/30/27 | 12.180 | 3546681 |
|  | 3766 EyeCare Partners, LLC, LIBOR 3M + 3.750%<sup>(1)</sup> | (B-, B2) | &nbsp;&nbsp;02/18/27 | 8.480 | 3164891 |
|  | 10955 Insulet Corp., SOFR 3M + 3.250%<sup>(1)</sup> | (B+, Ba3) | &nbsp;&nbsp;05/04/28 | 7.926 | 10960565 |
|  | 7276 Loire Finco Luxembourg Sarl, LIBOR 1M + 3.500%<sup>(1)</sup> | (B, B3) | &nbsp;&nbsp;04/21/27 | 8.070 | 6899765 |
|  | 759 Resonetics, LLC, LIBOR 6M + 4.000%<sup>(1),(2)</sup> | (B-, B2) | &nbsp;&nbsp;04/28/28 | 9.102 | 731784 |
|  | 901 Surgery Center Holdings, Inc., LIBOR 3M + 3.750%<sup>(1)</sup> | (B-, B1) | &nbsp;&nbsp;08/31/26 | 8.210 | 900949 |
|  |  |  |  |  | 26204635 |
| **Health Services** (5.3%) | **Health Services** (5.3%) |  |  |  |  |
|  | 13906 ADMI Corp., LIBOR 1M + 3.375%<sup>(1)</sup> | (B, B3) | &nbsp;&nbsp;12/23/27 | 7.945 | 12853041 |
|  | 1738 Athenahealth, Inc.<sup>(5)</sup> | (B-, B2) | &nbsp;&nbsp;02/15/29 | 3.500 | 1651568 |
|  | 14181 Athenahealth, Inc., SOFR 1M + 3.500%<sup>(1)</sup> | (B-, B2) | &nbsp;&nbsp;02/15/29 | 7.810 - 8.012 | 13477894 |
|  | 395 Confluent Health, LLC (Delayed Draw Term Loan), LIBOR 1M + 4.000%<sup>(1),(5)</sup> | (B-, B3) | &nbsp;&nbsp;11/30/28 | 8.570 | 342770 |
|  | 1822 Confluent Health, LLC (Term Loan B), LIBOR 1M + 4.000%<sup>(1)</sup> | (B-, B3) | &nbsp;&nbsp;11/30/28 | 8.570 | 1581786 |
|  | 7840 KUEHG Corp., LIBOR 3M + 3.750%<sup>(1)</sup> | (B-, B2) | &nbsp;&nbsp;02/21/25 | 8.480 | 7643796 |
|  | 6798 Learning Care Group, Inc., LIBOR 3M + 3.250%<sup>(1)</sup> | (B-, B2) | &nbsp;&nbsp;03/13/25 | 7.980 - 8.075 | 6262310 |
|  | 4236 Learning Care Group, Inc., LIBOR 3M + 7.500%<sup>(1),(2)</sup> | (CCC, Caa2) | &nbsp;&nbsp;03/13/26 | 12.192 | 3674896 |
|  | 4741 MedAssets Software Intermediate Holdings, Inc., LIBOR 1M + 6.750%<sup>(1)</sup> | (CCC, Caa2) | &nbsp;&nbsp;12/17/29 | 11.320 | 3358463 |
|  | 3000 Pearl Intermediate Parent LLC, LIBOR 1M + 6.250%<sup>(1)</sup> | (CCC, Caa2) | &nbsp;&nbsp;02/13/26 | 10.820 | 2721255 |
|  | 6911 PetVet Care Centers, LLC, LIBOR 1M + 3.500%<sup>(1)</sup> | (B-, B2) | &nbsp;&nbsp;02/14/25 | 8.070 | 6577272 |
|  | 1415 PetVet Care Centers, LLC, SOFR 1M + 5.000%<sup>(1)</sup> | (B-, B2) | &nbsp;&nbsp;02/14/25 | 9.500 | 1365664 |
|  | 4367 PointClickCare Technologies, Inc., SOFR 3M + 4.000%<sup>(1),(2)</sup> | (B, B2) | &nbsp;&nbsp;12/29/27 | 8.580 | 4361541 |
|  | 5828 PointClickCare Technologies, Inc., LIBOR 6M + 3.000%<sup>(1)</sup> | (B, B2) | &nbsp;&nbsp;12/29/27 | 7.750 | 5806394 |
|  | 15517 Radiology Partners, Inc., LIBOR 1M + 4.250%<sup>(1)</sup> | (B-, B3) | &nbsp;&nbsp;07/09/25 | 8.797 | 13483396 |
|  | 704 Signify Health LLC, LIBOR 3M + 3.000%<sup>(1),(2)</sup> | (B+, B1) | &nbsp;&nbsp;06/22/28 | 7.730 | 703786 |
|  | 2200 Southern Veterinary Partners LLC, LIBOR 1M + 7.750%<sup>(1),(2)</sup> | (CCC, Caa2) | &nbsp;&nbsp;10/05/28 | 12.320 | 2024000 |
|  | 12510 Southern Veterinary Partners, LLC, LIBOR 1M + 4.000%<sup>(1)</sup> | (B-, B2) | &nbsp;&nbsp;10/05/27 | 8.570 | 12103235 |
|  | 1644 TTF Holdings LLC, LIBOR 1M + 4.000%<sup>(1)</sup> | (B+, B1) | &nbsp;&nbsp;03/31/28 | 8.625 | 1641796 |
|  | 21166 U.S. Radiology Specialists, Inc., LIBOR 1M + 5.250%<sup>(1)</sup> | (B-, B3) | &nbsp;&nbsp;12/15/27 | 9.875 | 20266829 |
|  | 854 Western Dental Services, Inc. (Delayed Draw Term Loan), LIBOR 3M + 4.500%<sup>(1)</sup> | (B-, B3) | &nbsp;&nbsp;08/18/28 | 9.235 | 806335 |
|  | 7979 Western Dental Services, Inc. (Term Loan B), LIBOR 3M + 4.500%<sup>(1)</sup> | (B-, B3) | &nbsp;&nbsp;08/18/28 | 9.235 | 7530647 |
|  | 1963 Women's Care Enterprises LLC, LIBOR 3M + 4.500%<sup>(1)</sup> | (B-, B2) | &nbsp;&nbsp;01/15/28 | 9.325 | 1844838 |
|  |  |  |  |  | 132083512 |

---

**Credit Suisse Floating Rate High Income 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) | **BANK LOANS** (continued) |
| **Hotels** (0.3%) | **Hotels** (0.3%) | **Hotels** (0.3%) | **Hotels** (0.3%) | **Hotels** (0.3%) | **Hotels** (0.3%) |
| $5000 | Compass III Ltd., EURIBOR 3M + 4.000%<sup>(1),(4)</sup> | (B, B2) | &nbsp;&nbsp;05/09/25 | 6.005 | $5332966 |
| 3000 | Compass IV Ltd., EURIBOR 3M + 8.000%<sup>(1),(4)</sup> | (CCC, Caa2) | &nbsp;&nbsp;05/08/26 | 10.005 | 3038225 |
|  |  |  |  |  | 8371191 |
| **Insurance Brokerage** (3.8%) | **Insurance Brokerage** (3.8%) |  |  |  |  |
| 10088 | Acrisure, LLC, LIBOR 1M + 3.500%<sup>(1)</sup> | (B, B2) | &nbsp;&nbsp;02/15/27 | 8.070 | 9751188 |
| 1873 | Acrisure, LLC, LIBOR 1M + 4.250%<sup>(1)</sup> | (B, B2) | &nbsp;&nbsp;02/15/27 | 8.820 | 1828490 |
| 14149 | Alliant Holdings Intermediate, LLC, LIBOR 1M + 3.500%<sup>(1)</sup> | (B, B2) | &nbsp;&nbsp;11/06/27 | 8.008 | 14148888 |
| 3252 | AssuredPartners, Inc., SOFR 1M + 3.500%<sup>(1)</sup> | (B, B2) | &nbsp;&nbsp;02/12/27 | 8.061 | 3221007 |
| 4893 | AssuredPartners, Inc. (2020 Term Loan B), LIBOR 1M + 3.500%<sup>(1)</sup> | (B, B2) | &nbsp;&nbsp;02/12/27 | 8.070 | 4848735 |
| 2799 | AssuredPartners, Inc. (2021 Term Loan B), LIBOR 1M + 3.500%<sup>(1)</sup> | (B, B2) | &nbsp;&nbsp;02/12/27 | 8.070 | 2771477 |
| 21150 | Hub International Ltd., LIBOR 3M + 3.000%<sup>(1)</sup> | (B, B2) | &nbsp;&nbsp;04/25/25 | 7.689 - 7.818 | 21155553 |
| 8429 | Hub International Ltd., LIBOR 3M + 3.250%<sup>(1)</sup> | (B, B2) | &nbsp;&nbsp;04/25/25 | 7.949 - 8.058 | 8433526 |
| 5305 | Hyperion Insurance Group Ltd., LIBOR 1M + 3.250%<sup>(1)</sup> | (B, B2) | &nbsp;&nbsp;11/12/27 | 7.875 | 5302345 |
| 7131 | Hyperion Insurance Group Ltd., EURIBOR 1M + 3.500%<sup>(1),(4)</sup> | (B, B2) | &nbsp;&nbsp;11/12/27 | 5.688 | 7570366 |
| 8896 | NFP Corp., LIBOR 1M + 3.250%<sup>(1)</sup> | (B, B1) | &nbsp;&nbsp;02/15/27 | 7.820 | 8743268 |
| 2687 | Ryan Specialty Group LLC, SOFR 1M + 3.000%<sup>(1)</sup> | (BB-, B1) | &nbsp;&nbsp;09/01/27 | 7.661 | 2687463 |
| 3274 | USI, Inc., SOFR 3M + 3.750%<sup>(1)</sup> | (B, B1) | &nbsp;&nbsp;11/22/29 | 8.330 | 3278749 |
|  |  |  |  |  | 93741055 |
| **Investments & Misc. Financial Services** (5.2%) | **Investments & Misc. Financial Services** (5.2%) |  |  |  |  |
| 6726 | AllSpring Buyer LLC, LIBOR 3M + 3.000%<sup>(1)</sup> | (BB-, Ba2) | &nbsp;&nbsp;11/01/28 | 7.750 | 6719050 |
| 8136 | Altisource Solutions Sarl, LIBOR 3M + 4.000%<sup>(1),(7)</sup> | (CCC-, Caa2) | &nbsp;&nbsp;04/03/24 | 8.730 | 6622388 |
| 7675 | Ankura Consulting Group, LLC, SOFR 1M + 4.500%<sup>(1)</sup> | (B-, B2) | &nbsp;&nbsp;03/17/28 | 9.168 | 7489365 |
| 4763 | AqGen Ascensus, Inc., LIBOR 3M + 6.500%<sup>(1)</sup> | (CCC, Caa2) | &nbsp;&nbsp;08/02/29 | 11.313 | 4274514 |
| 13434 | AqGen Island Holdings, Inc., LIBOR 3M + 3.500%<sup>(1)</sup> | (B-, B2) | &nbsp;&nbsp;08/02/28 | 8.250 | 13047676 |
| 3401 | Citadel Securities LP, SOFR 1M + 3.000%<sup>(1)</sup> | (BBB-, Baa3) | &nbsp;&nbsp;02/02/28 | 7.676 | 3413337 |
| 11643 | Cowen, Inc., LIBOR 6M + 3.250%<sup>(1)</sup> | (BB-, B1) | &nbsp;&nbsp;03/24/28 | 7.433 | 11650324 |
| 5445 | CTC Holdings, LP, SOFR 3M + 5.000%<sup>(1),(2)</sup> | (B+, B1) | &nbsp;&nbsp;02/20/29 | 8.356 | 5309204 |
| 18902 | Deerfield Dakota Holding LLC, SOFR 1M + 3.750% | (B-, B2) | &nbsp;&nbsp;04/09/27 | 8.311 | 18331924 |
| 11543 | Ditech Holding Corp.<sup>(2),(8),(9)</sup> | (NR, WR) | &nbsp;&nbsp;06/30/22 | 0.000 | 1269717 |
| 1209 | EIG Management Company, LLC, LIBOR 1M + 3.750%<sup>(1)</sup> | (BB, Ba2) | &nbsp;&nbsp;02/22/25 | 8.320 | 1199691 |
| 13466 | Galaxy US Opco, Inc., SOFR 1M + 4.750%<sup>(1)</sup> | (B-, B3) | &nbsp;&nbsp;04/29/29 | 9.311 | 12304786 |
| 15051 | Hudson River Trading LLC, SOFR 1M + 3.000%<sup>(1)</sup> | (BB-, Ba3) | &nbsp;&nbsp;03/20/28 | 7.676 | 14656160 |
| 4075 | Jane Street Group LLC, LIBOR 1M + 2.750%<sup>(1)</sup> | (BB-, Ba2) | &nbsp;&nbsp;01/26/28 | 7.320 | 4067235 |
| 5743 | Jump Financial, LLC, SOFR 3M + 4.500%<sup>(1),(2)</sup> | (BB-, Ba2) | &nbsp;&nbsp;08/07/28 | 9.342 | 5599361 |
| 2087 | Kestra Advisor Services Holdings A, Inc., LIBOR 3M + 4.250%<sup>(1)</sup> | (B-, B2) | &nbsp;&nbsp;06/03/26 | 8.980 | 2049643 |
| 496 | KREF Holdings X LLC, LIBOR 1M + 3.500%<sup>(1),(2)</sup> | (BB-, Ba2) | &nbsp;&nbsp;09/01/27 | 7.938 | 487556 |
| 7277 | Mariner Wealth Advisors LLC, SOFR 3M + 3.250%<sup>(1),(2)</sup> | (B-, Ba3) | &nbsp;&nbsp;08/18/28 | 7.830 | 7203996 |
| 2313 | Resolute Investment Managers, Inc., LIBOR 3M + 4.250%<sup>(1)</sup> | (B, Ba3) | &nbsp;&nbsp;04/30/24 | 8.980 | 1850008 |
|  |  |  |  |  | 127545935 |
| **Investments & Misc. Financial Services** (0.3%) | **Investments & Misc. Financial Services** (0.3%) |  |  |  |  |
| 8153 | VFH Parent LLC, SOFR 1M + 3.000%<sup>(1)</sup> | (B+, Ba3) | &nbsp;&nbsp;01/13/29 | 7.612 | 8127340 |
| **Life Insurance** (0.0%) | **Life Insurance** (0.0%) |  |  |  |  |
| 1049 | Vida Capital, Inc., LIBOR 1M + 6.000%<sup>(1)</sup> | (CCC+, B2) | &nbsp;&nbsp;10/01/26 | 10.570 | 818359 |
| **Machinery** (2.7%) | **Machinery** (2.7%) |  |  |  |  |
| 5701 | 19th Holdings Golf, LLC, SOFR 1M + 3.000%<sup>(1),(2)</sup> | (B, B1) | &nbsp;&nbsp;02/07/29 | 7.460 | 5402029 |
| 2841 | Alloy Finco Ltd., SONIA + 6.750%<sup>(1),(10)</sup> | (NR, Caa1) | &nbsp;&nbsp;03/06/24 | 10.178 | 3218022 |
| 3347 | Alloy Finco Ltd., LIBOR 3M + 6.500%<sup>(1)</sup> | (NR, Caa1) | &nbsp;&nbsp;03/06/24 | 11.325 | 3104492 |
| 4238 | Alloy Finco Ltd. (GBP Holdco PIK Term Loan), 0.500% Cash, 13.500% PIK<sup>(1),(3),(10)</sup> | (NR, NR) | &nbsp;&nbsp;03/06/25 | 14.000 | 4395593 |
| 4600 | Alloy Finco Ltd. (USD Holdco PIK Term Loan), 0.500% Cash, 13.500% PIK<sup>(1),(3),(7)</sup> | (NR, NR) | &nbsp;&nbsp;03/06/25 | 14.000 | 3760766 |
| 4055 | AZZ, Inc., SOFR 1M + 4.250%<sup>(1)</sup> | (B, Ba3) | &nbsp;&nbsp;05/13/29 | 8.911 | 4062728 |
| 6466 | CMBF LLC, LIBOR 1M + 6.000%<sup>(1),(2)</sup> | (B, B3) | &nbsp;&nbsp;08/02/28 | 10.459 | 5916631 |
| 10367 | CPM Holdings, Inc., LIBOR 1M + 3.500%<sup>(1),(2)</sup> | (B, B2) | &nbsp;&nbsp;11/17/25 | 7.869 | 10353934 |
| 1578 | CPM Holdings, Inc., LIBOR 1M + 8.250%<sup>(1),(7)</sup> | (B-, Caa2) | &nbsp;&nbsp;11/16/26 | 12.619 | 1557895 |
| 354 | Griffon Corp., SOFR 3M + 2.500%<sup>(1)</sup> | (BB, Ba2) | &nbsp;&nbsp;01/24/29 | 7.009 | 352596 |
| 3696 | LTI Holdings, Inc., LIBOR 1M + 6.750%<sup>(1),(7)</sup> | (CCC+, Caa2) | &nbsp;&nbsp;09/06/26 | 11.320 | 3079091 |
| 10769 | LTI Holdings, Inc., LIBOR 1M + 3.500%<sup>(1)</sup> | (B-, B2) | &nbsp;&nbsp;09/06/25 | 8.070 | 10450879 |
| 5981 | LTI Holdings, Inc., LIBOR 1M + 4.750%<sup>(1)</sup> | (B-, B2) | &nbsp;&nbsp;07/24/26 | 9.320 | 5835989 |

---

**Credit Suisse Floating Rate High Income 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) |
| **Machinery** (continued) | **Machinery** (continued) | **Machinery** (continued) | **Machinery** (continued) | **Machinery** (continued) |
| 4561 Pro Mach Group, Inc., LIBOR 1M + 4.000%<sup>(1)</sup> | (B-, B1) | &nbsp;&nbsp;08/31/28 | 8.570 | $4555673 |
|  |  |  |  | 66046318 |
| **Media Content** (0.4%) |  |  |  |  |
| 8646 Recorded Books, Inc., SOFR 1M + 4.000%<sup>(1)</sup> | (B-, B3) | &nbsp;&nbsp;08/29/25 | 8.323 | 8622601 |
| **Medical Products** (2.7%) |  |  |  |  |
| 7297 Artivion, Inc., SOFR 3M + 3.500%<sup>(1)</sup> | (B, B2) | &nbsp;&nbsp;06/01/27 | 8.342 | 6947797 |
| 11211 Covetrus, Inc., SOFR 3M + 5.000%<sup>(1)</sup> | (B-, B1) | &nbsp;&nbsp;10/13/29 | 9.580 | 10739649 |
| 3670 Femur Buyer, Inc., LIBOR 3M + 4.500%<sup>(1)</sup> | (CCC+, Caa1) | &nbsp;&nbsp;03/05/26 | 9.230 | 3257048 |
| 7165 Femur Buyer, Inc., LIBOR 3M + 5.500%<sup>(1),(2)</sup> | (CCC+, NR) | &nbsp;&nbsp;03/05/24 | 10.342 | 6066080 |
| 5161 Maravai Intermediate Holdings, LLC, SOFR 3M + 3.000%<sup>(1)</sup> | (B+, B1) | &nbsp;&nbsp;10/19/27 | 7.633 | 5154491 |
| 15113 Medline Borrower LP, LIBOR 1M + 3.250%<sup>(1)</sup> | (B+, B1) | &nbsp;&nbsp;10/23/28 | 7.820 | 14702801 |
| 16276 Sotera Health Holdings LLC, LIBOR 3M + 2.750%<sup>(1)</sup> | (BB-, B1) | &nbsp;&nbsp;12/11/26 | 7.575 | 15716859 |
| 5594 Viant Medical Holdings, Inc., LIBOR 1M + 3.750%<sup>(1)</sup> | (CCC+, B3) | &nbsp;&nbsp;07/02/25 | 8.320 | 5091607 |
|  |  |  |  | 67676332 |
| **Metals & Mining - Excluding Steel** (0.0%) |  |  |  |  |
| 6745 Noranda Aluminum Acquisition Corp.<sup>(2),(8),(9)</sup> | (NR, WR) | &nbsp;&nbsp;02/28/19 | 0.000 | 17199 |
| **Oil Refining & Marketing** (0.5%) |  |  |  |  |
| 12811 EG Finco Ltd., EURIBOR 3M + 4.000%<sup>(1),(4)</sup> | (B-, WR) | &nbsp;&nbsp;02/07/25 | 6.202 | 12973748 |
| **Packaging** (2.1%) |  |  |  |  |
| 4274 Altium Packaging LLC, LIBOR 1M + 2.750%<sup>(1)</sup> | (B+, B2) | &nbsp;&nbsp;02/03/28 | 7.320 | 4228338 |
| 3818 Anchor Glass Container Corp., LIBOR 3M + 2.750%<sup>(1)</sup> | (CCC, Caa1) | &nbsp;&nbsp;12/07/23 | 7.480 - 7.562 | 2776734 |
| 2058 Anchor Glass Container Corp., LIBOR 3M + 7.750%<sup>(1),(7)</sup> | (CC, Ca) | &nbsp;&nbsp;12/07/24 | 12.562 | 597833 |
| 2905 Anchor Glass Container Corp., LIBOR 3M + 5.000%<sup>(1),(2)</sup> | (CCC, Caa1) | &nbsp;&nbsp;12/07/23 | 9.730 | 2156755 |
| 3033 Chart Industries, Inc.<sup>(6)</sup> | (B+, Ba3) | &nbsp;&nbsp;12/07/29 | 0.000 | 3044043 |
| 5000 Mauser Packaging Solutions Holding Co.<sup>(2),(6)</sup> | (B, B2) | &nbsp;&nbsp;08/31/26 | 0.000 | 4966400 |
| 16474 Proampac PG Borrower LLC, LIBOR 3M + 3.750%<sup>(1)</sup> | (B-, B3) | &nbsp;&nbsp;11/03/25 | 8.480 - 8.580 | 16152446 |
| 2282 Strategic Materials, Inc., LIBOR 3M + 3.750%<sup>(1),(7)</sup> | (CCC, Caa3) | &nbsp;&nbsp;11/01/24 | 8.190 | 1783625 |
| 4375 Strategic Materials, Inc., LIBOR 3M + 7.750%<sup>(1),(7)</sup> | (CC, C) | &nbsp;&nbsp;10/31/25 | 12.190 | 1159375 |
| 5418 Technimark Holdings LLC, LIBOR 1M + 3.750%<sup>(1)</sup> | (B-, B2) | &nbsp;&nbsp;07/09/28 | 8.258 | 5207572 |
| 9795 TricorBraun Holdings, Inc., LIBOR 1M + 3.250%<sup>(1)</sup> | (B-, B2) | &nbsp;&nbsp;03/03/28 | 7.820 | 9544310 |
|  |  |  |  | 51617431 |
| **Personal & Household Products** (2.5%) |  |  |  |  |
| 1893 ABG Intermediate Holdings 2 LLC, SOFR 1M + 6.000%<sup>(1)</sup> | (CCC+, Caa1) | &nbsp;&nbsp;12/20/29 | 10.661 | 1752262 |
| 22903 ABG Intermediate Holdings 2 LLC, LIBOR 1M + 3.250%<sup>(1)</sup> | (B, B1) | &nbsp;&nbsp;09/27/24 | 7.820 | 22905186 |
| 4433 ABG Intermediate Holdings 2 LLC, SOFR 1M + 3.500%<sup>(1)</sup> | (B, B1) | &nbsp;&nbsp;12/21/28 | 8.161 | 4407392 |
| 2073 Anticimex International AB, LIBOR 3M + 4.000%<sup>(1)</sup> | (B, B2) | &nbsp;&nbsp;11/16/28 | 8.735 | 2063630 |
| 1633 Anticimex International AB, LIBOR 3M + 3.500%<sup>(1)</sup> | (B, B2) | &nbsp;&nbsp;11/16/28 | 8.235 | 1621032 |
| 2929 Fender Musical Instruments Corp., SOFR 1M + 4.000%<sup>(1),(2)</sup> | (B-, B3) | &nbsp;&nbsp;12/01/28 | 8.578 | 2555850 |
| 8000 Keter Group B.V., EURIBOR 3M + 4.250%<sup>(1),(4)</sup> | (B-, Caa1) | &nbsp;&nbsp;10/31/23 | 6.742 | 6594582 |
| 6180 Keter Group B.V., EURIBOR 3M + 4.250%<sup>(1),(4)</sup> | (B-, Caa1) | &nbsp;&nbsp;10/31/23 | 6.204 | 5094315 |
| 4352 MajorDrive Holdings IV LLC, LIBOR 3M + 4.000%<sup>(1)</sup> | (B, B2) | &nbsp;&nbsp;06/01/28 | 8.813 | 4223367 |
| 3603 Serta Simmons Bedding, LLC (First Out Term Loan)<sup>(8),(9)</sup> | (D, WR) | &nbsp;&nbsp;08/10/23 | 0.000 | 3567317 |
| 6403 Serta Simmons Bedding, LLC (Second Out Term Loan)<sup>(8),(9)</sup> | (D, WR) | &nbsp;&nbsp;08/10/23 | 0.000 | 3733019 |
| 2729 Spectrum Brands, Inc., LIBOR 1M + 2.000%, LIBOR 3M + 2.000%<sup>(1)</sup> | (BB-, Ba1) | &nbsp;&nbsp;03/03/28 | 6.570 - 6.740 | 2727461 |
|  |  |  |  | 61245413 |
| **Pharmaceuticals** (1.5%) |  |  |  |  |
| 2509 Akorn, Inc., LIBOR 3M + 7.500%<sup>(1)</sup> | (CCC+, Caa3) | &nbsp;&nbsp;10/01/25 | 12.254 | 2063351 |
| 6523 Alkermes, Inc., LIBOR 1M + 2.500%<sup>(1),(2)</sup> | (BB, Ba3) | &nbsp;&nbsp;03/12/26 | 6.960 | 6359993 |
| 10319 Bausch Health Companies, Inc., SOFR 1M + 5.250%<sup>(1)</sup> | (B-, Caa1) | &nbsp;&nbsp;02/01/27 | 9.828 | 7986489 |
| 9261 Certara, LP, LIBOR 1M + 3.500%<sup>(1)</sup> | (B+, B1) | &nbsp;&nbsp;08/15/26 | 8.070 | 9215061 |
| 5798 Endo Luxembourg Finance Co. I Sarl<sup>(8),(9)</sup> | (NR, WR) | &nbsp;&nbsp;03/27/28 | 0.000 | 4718844 |
| 6917 Jazz Financing Lux Sarl, LIBOR 1M + 3.500%<sup>(1)</sup> | (BB-, Ba2) | &nbsp;&nbsp;05/05/28 | 8.070 | 6918087 |
|  |  |  |  | 37261825 |
| **Real Estate Development & Management** (0.3%) |  |  |  |  |
| 6411 BIFM CA Buyer, Inc., LIBOR 1M + 3.500%<sup>(1)</sup> | (B, B2) | &nbsp;&nbsp;06/01/26 | 8.047 | 6314777 |

---

**Credit Suisse Floating Rate High Income 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) |
| **Real Estate Investment Trusts** (0.5%) |  |  |  |  |
| $8939 &nbsp;&nbsp;&nbsp;Claros Mortgage Trust, Inc., SOFR 1M + 4.500%<sup>(1)</sup> | (B+, Ba3) | &nbsp;&nbsp;08/09/26 | 9.078 | $8882842 |
| 3539 &nbsp;&nbsp;&nbsp;Starwood Property Trust, Inc., LIBOR 1M + 3.250%<sup>(1),(2)</sup> | (BB, Ba2) | &nbsp;&nbsp;07/26/26 | 7.820 | 3530313 |
|  |  |  |  | 12413155 |
| **Recreation & Travel** (1.8%) |  |  |  |  |
| 7028 &nbsp;&nbsp;&nbsp;Alterra Mountain Co., LIBOR 1M + 3.500%<sup>(1)</sup> | (B+, B1) | &nbsp;&nbsp;08/17/28 | 8.070 | 7023708 |
| 2154 &nbsp;&nbsp;&nbsp;Bulldog Purchaser, Inc., LIBOR 1M + 7.750%<sup>(1)</sup> | (CCC-, Caa3) | &nbsp;&nbsp;09/04/26 | 12.411 | 1882828 |
| 6960 &nbsp;&nbsp;&nbsp;Bulldog Purchaser, Inc., SOFR 1M + 3.750%<sup>(1)</sup> | (B-, B3) | &nbsp;&nbsp;09/05/25 | 8.411 | 6398725 |
| 1249 &nbsp;&nbsp;&nbsp;Crown Finance U.S., Inc.<sup>(8),(9)</sup> | (D, WR) | &nbsp;&nbsp;02/28/25 | 0.000 | 218883 |
| 4728 &nbsp;&nbsp;&nbsp;Crown Finance U.S., Inc.<sup>(8),(9)</sup> | (D, WR) | &nbsp;&nbsp;09/30/26 | 0.000 | 777827 |
| 5435 &nbsp;&nbsp;&nbsp;Crown Finance U.S., Inc., SOFR 3M + 10.000%<sup>(1)</sup> | (NR, WR) | &nbsp;&nbsp;09/07/23 | 14.593 - 14.635 | 5498456 |
| 7836 &nbsp;&nbsp;&nbsp;Hornblower Sub LLC, LIBOR 3M + 4.500%<sup>(1)</sup> | (CCC-, Caa2) | &nbsp;&nbsp;04/27/25 | 8.670 | 5313512 |
| 5773 &nbsp;&nbsp;&nbsp;Hornblower Sub LLC, LIBOR 3M + 8.125%<sup>(1)</sup> | (NR, NR) | &nbsp;&nbsp;11/10/25 | 12.755 | 5820132 |
| 2000 &nbsp;&nbsp;&nbsp;Hornblower Sub LLC, LIBOR 3M + 8.125%<sup>(1)</sup> | (NR, NR) | &nbsp;&nbsp;11/10/25 | 12.769 | 2016260 |
| 2000 &nbsp;&nbsp;&nbsp;Hornblower Sub, LLC, LIBOR 3M + 8.125%<sup>(1)</sup> | (NR, NR) | &nbsp;&nbsp;11/20/25 | 12.755 - 12.800 | 2016260 |
| 3980 &nbsp;&nbsp;&nbsp;Richmond UK Bidco Ltd., SONIA + 4.250%<sup>(1),(10)</sup> | (B-, B3) | &nbsp;&nbsp;03/03/24 | 7.797 | 4446604 |
| 1980 &nbsp;&nbsp;&nbsp;SeaWorld Parks & Entertainment, Inc., LIBOR 1M + 3.000%<sup>(1)</sup> | (BB, Ba3) | &nbsp;&nbsp;08/25/28 | 7.625 | 1978217 |
|  |  |  |  | 43391412 |
| **Restaurants** (1.9%) |  |  |  |  |
| 4893 &nbsp;&nbsp;&nbsp;Flynn Restaurant Group LP, LIBOR 1M + 4.250%<sup>(1)</sup> | (B, B2) | &nbsp;&nbsp;12/01/28 | 8.820 | 4779523 |
| 6544 &nbsp;&nbsp;&nbsp;Fogo De Chao, Inc., LIBOR 1M + 4.250%<sup>(1),(7)</sup> | (B-, Caa1) | &nbsp;&nbsp;04/07/25 | 8.820 | 6296654 |
| 9587 &nbsp;&nbsp;&nbsp;IRB Holding Corp., LIBOR 1M + 2.750%<sup>(1)</sup> | (B+, B2) | &nbsp;&nbsp;02/05/25 | 7.320 | 9585601 |
| 5869 &nbsp;&nbsp;&nbsp;IRB Holding Corp., SOFR 3M + 3.000%<sup>(1)</sup> | (B+, B2) | &nbsp;&nbsp;12/15/27 | 7.687 | 5820538 |
| 1529 &nbsp;&nbsp;&nbsp;K-Mac Holdings Corp., LIBOR 1M + 6.750%<sup>(1)</sup> | (CCC, Caa2) | &nbsp;&nbsp;07/30/29 | 11.320 | 1391390 |
| 1028 &nbsp;&nbsp;&nbsp;K-Mac Holdings Corp., LIBOR 1M + 3.500%<sup>(1)</sup> | (B-, B2) | &nbsp;&nbsp;07/21/28 | 8.070 | 1000318 |
| 6883 &nbsp;&nbsp;&nbsp;Miller's Ale House, Inc., LIBOR 3M + 4.750%, PRIME + 3.750%<sup>(1),(7)</sup> | (B-, B3) | &nbsp;&nbsp;05/30/25 | 9.480 - 11.250 | 6734911 |
| 6811 &nbsp;&nbsp;&nbsp;Tacala LLC, LIBOR 1M + 3.500%<sup>(1)</sup> | (B-, B2) | &nbsp;&nbsp;02/05/27 | 8.070 | 6629313 |
| 4931 &nbsp;&nbsp;&nbsp;Whatabrands LLC, LIBOR 1M + 3.250%<sup>(1)</sup> | (B, B2) | &nbsp;&nbsp;08/03/28 | 7.820 | 4888714 |
|  |  |  |  | 47126962 |
| **Software - Services** (17.6%) |  |  |  |  |
| 14767 &nbsp;&nbsp;&nbsp;Applied Systems, Inc., SOFR 3M + 4.500%<sup>(1)</sup> | (B-, B2) | &nbsp;&nbsp;09/18/26 | 9.080 | 14826968 |
| 3712 &nbsp;&nbsp;&nbsp;AQA Acquisition Holding, Inc., LIBOR 3M + 4.250%<sup>(1)</sup> | (B-, B2) | &nbsp;&nbsp;03/03/28 | 8.985 | 3591661 |
| 10758 &nbsp;&nbsp;&nbsp;Aston FinCo Sarl, LIBOR 1M + 4.250%<sup>(1),(2)</sup> | (B-, B3) | &nbsp;&nbsp;10/09/26 | 8.820 | 9278648 |
| 8837 &nbsp;&nbsp;&nbsp;Astra Acquisition Corp., LIBOR 1M + 5.250%<sup>(1)</sup> | (B, B1) | &nbsp;&nbsp;10/25/28 | 9.820 | 7835107 |
| 1628 &nbsp;&nbsp;&nbsp;Camelot U.S. Acquisition LLC, LIBOR 1M + 3.000%<sup>(1)</sup> | (B, B1) | &nbsp;&nbsp;10/30/26 | 7.517 | 1628515 |
| 5668 &nbsp;&nbsp;&nbsp;Cardinal Parent, Inc., LIBOR 3M + 4.500%<sup>(1)</sup> | (B-, B2) | &nbsp;&nbsp;11/12/27 | 9.230 | 5048919 |
| 16585 &nbsp;&nbsp;&nbsp;Ceridian HCM Holding, Inc., LIBOR 1M + 2.500%<sup>(1)</sup> | (B+, B1) | &nbsp;&nbsp;04/30/25 | 7.070 | 16535419 |
| 2758 &nbsp;&nbsp;&nbsp;CommerceHub, Inc., SOFR 3M + 7.000%<sup>(1)</sup> | (CCC, Caa2) | &nbsp;&nbsp;12/29/28 | 11.777 | 2230214 |
| 6792 &nbsp;&nbsp;&nbsp;CommerceHub, Inc., SOFR 3M + 4.000%<sup>(1)</sup> | (B, B2) | &nbsp;&nbsp;12/29/27 | 8.777 | 6493483 |
| 8897 &nbsp;&nbsp;&nbsp;ConnectWise, LLC, LIBOR 1M + 3.500%<sup>(1)</sup> | (NR, B2) | &nbsp;&nbsp;09/29/28 | 8.070 | 8596798 |
| 9562 &nbsp;&nbsp;&nbsp;Corel Corp., LIBOR 3M + 5.000%<sup>(1)</sup> | (B-, B2) | &nbsp;&nbsp;07/02/26 | 9.735 | 9030256 |
| 4775 &nbsp;&nbsp;&nbsp;Cornerstone On Demand, Inc., LIBOR 1M + 3.750%<sup>(1)</sup> | (B-, B2) | &nbsp;&nbsp;10/16/28 | 8.320 | 4411316 |
| 5829 &nbsp;&nbsp;&nbsp;DCert Buyer, Inc., SOFR 6M + 4.000%<sup>(1)</sup> | (B-, B2) | &nbsp;&nbsp;10/16/26 | 8.696 | 5770313 |
| 2083 &nbsp;&nbsp;&nbsp;DCert Buyer, Inc., LIBOR 6M + 7.000%<sup>(1)</sup> | (CCC, Caa2) | &nbsp;&nbsp;02/19/29 | 11.696 | 1918980 |
| 9136 &nbsp;&nbsp;&nbsp;E2open, LLC, LIBOR 1M + 3.500%<sup>(1)</sup> | (B, B2) | &nbsp;&nbsp;02/04/28 | 7.884 | 9144374 |
| 5025 &nbsp;&nbsp;&nbsp;EAB Global, Inc., LIBOR 1M + 3.500%<sup>(1)</sup> | (B-, B2) | &nbsp;&nbsp;08/16/28 | 8.070 | 4865588 |
| 5419 &nbsp;&nbsp;&nbsp;Endure Digital, Inc., LIBOR 1M + 3.500%<sup>(1)</sup> | (B, B2) | &nbsp;&nbsp;02/10/28 | 7.884 | 5128615 |
| 2580 &nbsp;&nbsp;&nbsp;Epicor Software Corp., LIBOR 1M + 7.750%<sup>(1)</sup> | (CCC, Caa2) | &nbsp;&nbsp;07/31/28 | 12.320 | 2581071 |
| 5639 &nbsp;&nbsp;&nbsp;Epicor Software Corp., LIBOR 1M + 3.250%<sup>(1)</sup> | (B-, B2) | &nbsp;&nbsp;07/30/27 | 7.820 | 5547884 |
| 3456 &nbsp;&nbsp;&nbsp;EverCommerce, Inc., LIBOR 1M + 3.250%<sup>(1)</sup> | (B+, B1) | &nbsp;&nbsp;07/06/28 | 7.820 | 3450323 |
| 18022 &nbsp;&nbsp;&nbsp;Finastra U.S.A., Inc., LIBOR 3M + 3.500%<sup>(1)</sup> | (CCC+, B2) | &nbsp;&nbsp;06/13/24 | 8.325 | 16980609 |
| 14232 &nbsp;&nbsp;&nbsp;Finastra U.S.A., Inc., LIBOR 3M + 7.250%<sup>(1)</sup> | (CCC-, Caa2) | &nbsp;&nbsp;06/13/25 | 12.075 | 11322345 |
| 506 &nbsp;&nbsp;&nbsp;First Advantage Holdings LLC, LIBOR 1M + 2.750%<sup>(1)</sup> | (BB-, B1) | &nbsp;&nbsp;01/31/27 | 7.320 | 506336 |
| 20047 &nbsp;&nbsp;&nbsp;Flexera Software LLC, LIBOR 1M + 3.750%<sup>(1)</sup> | (B-, B1) | &nbsp;&nbsp;03/03/28 | 8.320 | 19862699 |
| 16411 &nbsp;&nbsp;&nbsp;GHX Ultimate Parent Corp., LIBOR 3M + 3.250%<sup>(2)</sup> | (B, B2) | &nbsp;&nbsp;06/28/24 | 7.980 | 16370040 |
| 17857 &nbsp;&nbsp;&nbsp;Hyland Software, Inc., LIBOR 1M + 3.500%<sup>(1)</sup> | (B-, B1) | &nbsp;&nbsp;07/01/24 | 8.070 | 17839706 |
| 2980 &nbsp;&nbsp;&nbsp;Hyland Software, Inc., LIBOR 1M + 6.250%<sup>(1)</sup> | (CCC, Caa1) | &nbsp;&nbsp;07/07/25 | 10.820 | 2846958 |
| 4913 &nbsp;&nbsp;&nbsp;IGT Holding IV AB, LIBOR 3M + 3.400%<sup>(1)</sup> | (B, B2) | &nbsp;&nbsp;03/31/28 | 8.130 | 4912500 |
| 2947 &nbsp;&nbsp;&nbsp;Instructure Holdings, Inc., LIBOR 3M + 2.750%<sup>(1)</sup> | (NR, B1) | &nbsp;&nbsp;10/30/28 | 7.852 | 2947364 |
| 700 &nbsp;&nbsp;&nbsp;Marcel LUX IV Sarl, SOFR 1M + 4.000%<sup>(1),(2)</sup> | (BB-, B1) | &nbsp;&nbsp;12/31/27 | 8.485 | 698167 |
| 776 &nbsp;&nbsp;&nbsp;Marcel LUX IV Sarl, SOFR 1M + 3.250%<sup>(1),(2)</sup> | (BB-, B1) | &nbsp;&nbsp;03/15/26 | 7.664 | 774402 |

---

**Credit Suisse Floating Rate High Income Fund**

**Schedule of Investments (continued)**

January 31, 2023 (unaudited)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Par<br> (000)** | **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) | **BANK LOANS** (continued) |
| **Software - Services** (continued) | **Software - Services** (continued) |  |  |  |  |
| $| 5847 Mitnick Corporate Purchaser, Inc., SOFR 1M + 4.750%<sup>(1)</sup> | (B-, B3) | &nbsp;&nbsp;05/02/29 | 9.526 | $5677439 |
|  | 6744 NAB Holdings LLC, SOFR 3M + 3.000%<sup>(1)</sup> | (B+, B1) | &nbsp;&nbsp;11/23/28 | 7.730 | 6700115 |
|  | 20000 Open Text Corp.<sup>(6)</sup> | (BBB-, Ba1) | &nbsp;&nbsp;11/16/29 | 0.000 | 20000000 |
|  | 25658 Polaris Newco LLC, LIBOR 3M + 4.000%<sup>(1)</sup> | (B-, B2) | &nbsp;&nbsp;06/02/28 | 8.730 | 24419296 |
|  | 20160 Project Alpha Intermediate Holding, Inc., LIBOR 1M + 4.000%<sup>(1)</sup> | (B, B3) | &nbsp;&nbsp;04/26/24 | 8.570 | 20165042 |
|  | 5406 Project Boost Purchaser, LLC, LIBOR 1M + 3.500%<sup>(1)</sup> | (B-, B2) | &nbsp;&nbsp;06/01/26 | 8.070 | 5316196 |
|  | 2886 Project Boost Purchaser, LLC, LIBOR 1M + 3.500%<sup>(1),(2)</sup> | (B-, B2) | &nbsp;&nbsp;05/30/26 | 8.070 | 2842413 |
|  | 6386 Project Ruby Ultimate Parent Corp., LIBOR 1M + 3.250%<sup>(1)</sup> | (B, B2) | &nbsp;&nbsp;03/10/28 | 7.820 | 6185983 |
|  | 11862 Proofpoint, Inc., LIBOR 3M + 3.250%<sup>(1)</sup> | (B-, B2) | &nbsp;&nbsp;08/31/28 | 7.985 | 11651403 |
|  | 15287 Quest Software U.S. Holdings, Inc., SOFR 3M + 4.250%<sup>(1)</sup> | (B-, B2) | &nbsp;&nbsp;02/01/29 | 9.076 | 13174236 |
|  | 10940 RealPage, Inc., LIBOR 1M + 3.000%<sup>(1)</sup> | (B, B2) | &nbsp;&nbsp;04/24/28 | 7.570 | 10692027 |
|  | 13037 Redstone Holdco 2 LP, LIBOR 3M + 4.750%<sup>(1)</sup> | (B-, B3) | &nbsp;&nbsp;04/27/28 | 9.568 | 10631401 |
|  | 1592 Rinchem Company, Inc., SOFR 3M + 4.500%<sup>(1),(2)</sup> | (B-, B3) | &nbsp;&nbsp;03/02/29 | 9.180 | 1528320 |
|  | 3556 SkillSoft Corp., SOFR 1M + 5.250%<sup>(1)</sup> | (B-, B2) | &nbsp;&nbsp;07/14/28 | 9.761 | 3082385 |
|  | 3750 Sovos Compliance LLC, LIBOR 1M + 4.500%<sup>(1)</sup> | (B-, B3) | &nbsp;&nbsp;08/11/28 | 9.070 | 3627450 |
|  | 2566 SS&C European Holdings Sarl, LIBOR 1M + 1.750%<sup>(1)</sup> | (BB+, Ba2) | &nbsp;&nbsp;04/16/25 | 6.320 | 2564385 |
|  | 2624 SS&C Technologies, Inc., LIBOR 1M + 1.750%<sup>(1)</sup> | (BB+, Ba2) | &nbsp;&nbsp;04/16/25 | 6.320 | 2622376 |
|  | 12125 Storable, Inc., SOFR 1M + 3.500%, SOFR 3M + 3.500%<sup>(1)</sup> | (B, B2) | &nbsp;&nbsp;04/17/28 | 8.061 - 8.291 | 11879311 |
|  | 6000 Symplr Software, Inc., SOFR 3M + 4.500%<sup>(1)</sup> | (B-, B2) | &nbsp;&nbsp;12/22/27 | 9.276 | 5233740 |
|  | 4163 Transact Holdings, Inc., LIBOR 1M + 4.750%<sup>(1)</sup> | (B, B2) | &nbsp;&nbsp;04/30/26 | 8.820 | 4027687 |
|  | 5439 Turing Midco LLC, LIBOR 1M + 2.500%<sup>(1)</sup> | (BB-, Ba3) | &nbsp;&nbsp;03/24/28 | 7.070 | 5424193 |
|  | 975 Ultimate Software Group, Inc. (The), LIBOR 3M + 5.250%<sup>(1)</sup> | (CCC, Caa1) | &nbsp;&nbsp;05/03/27 | 10.032 | 937389 |
|  | 5795 Ultimate Software Group, Inc. (The), LIBOR 3M + 3.250%<sup>(1)</sup> | (B-, B1) | &nbsp;&nbsp;05/04/26 | 8.032 | 5710459 |
|  | 13497 Ultimate Software Group, Inc. (The), LIBOR 3M + 3.750%<sup>(1)</sup> | (B-, B1) | &nbsp;&nbsp;05/04/26 | 8.575 | 13386562 |
|  | 971 Virtusa Corp., SOFR 1M + 3.750%<sup>(1)</sup> | (B, B1) | &nbsp;&nbsp;02/15/29 | 8.411 | 965494 |
|  | 10342 Virtusa Corp., LIBOR 1M + 3.750%<sup>(1)</sup> | (B, B1) | &nbsp;&nbsp;02/11/28 | 8.320 | 10270861 |
|  | 4255 VS Buyer LLC, LIBOR 1M + 3.000%<sup>(1)</sup> | (B, B1) | &nbsp;&nbsp;02/28/27 | 9.500 | 4237981 |
|  |  |  |  |  | 435929722 |
| **Specialty Retail** (0.3%) | **Specialty Retail** (0.3%) |  |  |  |  |
|  | 7313 Mister Car Wash Holdings, Inc., LIBOR 1M + 3.000%<sup>(1)</sup> | (B, B2) | &nbsp;&nbsp;05/14/26 | 7.661 | 7301662 |
| **Steel Producers/Products** (0.1%) | **Steel Producers/Products** (0.1%) |  |  |  |  |
|  | 3566 Grinding Media, Inc., LIBOR 3M + 4.000%<sup>(1),(2)</sup> | (B, B2) | &nbsp;&nbsp;10/12/28 | 7.702 - 8.765 | 3503695 |
| **Support - Services** (4.6%) | **Support - Services** (4.6%) |  |  |  |  |
|  | 12574 Allied Universal Holdco LLC, SOFR 1M + 3.750%<sup>(1)</sup> | (B, B2) | &nbsp;&nbsp;05/12/28 | 8.411 | 12136474 |
|  | 3527 Centuri Group, Inc., LIBOR 1M + 2.500%, LIBOR 3M + 2.500%<sup>(1)</sup> | (B+, Ba2) | &nbsp;&nbsp;08/27/28 | 7.070 - 7.235 | 3514491 |
|  | 11285 CoreLogic, Inc., LIBOR 1M + 3.500%<sup>(1)</sup> | (B-, B2) | &nbsp;&nbsp;06/02/28 | 8.125 | 9616107 |
|  | 1177 Corporation Service Co., SOFR 1M + 3.250%<sup>(1)</sup> | (BB-, B1) | &nbsp;&nbsp;11/02/29 | 7.911 | 1179728 |
|  | 10000 Fugue Finance B.V.<sup>(4),(6)</sup> | (B, B1) | &nbsp;&nbsp;01/25/28 | 0.000 | 10811898 |
|  | 997 Fugue Finance B.V.<sup>(6)</sup> | (B, B1) | &nbsp;&nbsp;01/25/28 | 0.000 | 997193 |
|  | 10435 Global Education Management Systems Establishment, LIBOR 6M + 5.000%<sup>(1)</sup> | (B-, B3) | &nbsp;&nbsp;07/31/26 | 8.566 | 10450309 |
|  | 4430 LaserShip, Inc., LIBOR 3M + 7.500%<sup>(1),(2)</sup> | (CCC, Caa2) | &nbsp;&nbsp;05/07/29 | 12.230 | 2812802 |
|  | 10885 LaserShip, Inc., LIBOR 3M + 4.500%<sup>(1)</sup> | (B-, B2) | &nbsp;&nbsp;05/07/28 | 9.230 | 8172238 |
|  | 13001 Nuvei Technologies Corp., LIBOR 1M + 2.500%<sup>(1),(2)</sup> | (BB-, Ba3) | &nbsp;&nbsp;09/29/25 | 7.070 | 13000537 |
|  | 1897 Savage Enterprises LLC, LIBOR 1M + 3.250%<sup>(1)</sup> | (BB-, B1) | &nbsp;&nbsp;09/15/28 | 7.800 | 1897918 |
|  | 12688 Sedgwick Claims Management Services, Inc., LIBOR 1M + 3.250%<sup>(1)</sup> | (B, B2) | &nbsp;&nbsp;12/31/25 | 7.820 | 12648799 |
|  | 1785 Sedgwick Claims Management Services, Inc., LIBOR 1M + 3.750%<sup>(1)</sup> | (B, B2) | &nbsp;&nbsp;09/03/26 | 8.320 | 1785797 |
|  | 8206 SRAM, LLC, LIBOR 1M + 2.750%<sup>(1)</sup> | (BB-, B1) | &nbsp;&nbsp;05/18/28 | 7.320 | 8139402 |
|  | 2453 Tempo Acquisition LLC, SOFR 1M + 3.000%<sup>(1)</sup> | (BB-, Ba3) | &nbsp;&nbsp;08/31/28 | 7.561 | 2459409 |
|  | 3025 TruGreen LP, LIBOR 3M + 8.500%<sup>(1),(2)</sup> | (CCC+, Caa2) | &nbsp;&nbsp;11/02/28 | 13.325 | 2178000 |
|  | 11719 Wrench Group LLC, LIBOR 3M + 4.000%<sup>(1)</sup> | (B-, B2) | &nbsp;&nbsp;04/30/26 | 8.730 | 11596619 |
|  |  |  |  |  | 113397721 |
| **Tech Hardware & Equipment** (1.0%) | **Tech Hardware & Equipment** (1.0%) |  |  |  |  |
|  | 13289 Atlas CC Acquisition Corp., LIBOR 3M + 4.250%<sup>(1)</sup> | (B, Caa1) | &nbsp;&nbsp;05/25/28 | 8.985 | 11710634 |
|  | 2703 Atlas CC Acquisition Corp., LIBOR 3M + 4.250%<sup>(1)</sup> | (B+, B1) | &nbsp;&nbsp;05/25/28 | 8.985 | 2381824 |
|  | 10544 Ingram Micro, Inc., LIBOR 3M + 3.500%<sup>(1)</sup> | (BB-, B1) | &nbsp;&nbsp;06/30/28 | 8.230 | 10535545 |
|  |  |  |  |  | 24628003 |
| **Telecom - Wireless** (0.6%) | **Telecom - Wireless** (0.6%) |  |  |  |  |
|  | 3927 CCI Buyer, Inc., SOFR 3M + 4.000%<sup>(1)</sup> | (B-, B1) | &nbsp;&nbsp;12/17/27 | 8.580 | 3863311 |

---

**Credit Suisse Floating Rate High Income 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) |
| **Telecom - Wireless**(continued) |  |  |  |  |
| 5083 Eagle Broadband Investments LLC, LIBOR 3M + 3.000%<sup>(1)</sup> | (B+, B2) | &nbsp;&nbsp;11/12/27 | 7.750 | $5043589 |
| 7163 Xplornet Communications, Inc., LIBOR 1M + 4.000%<sup>(1)</sup> | (B-, B2) | &nbsp;&nbsp;10/02/28 | 8.570 | 5749358 |
|  |  |  |  | 14656258 |
| **Telecom - Wireline Integrated & Services** (1.4%) |  |  |  |  |
| 1954 Altice France S.A., LIBOR 3M + 4.000%<sup>(1),(2)</sup> | (B, B2) | &nbsp;&nbsp;08/14/26 | 8.650 | 1890398 |
| 6196 Altice France S.A., LIBOR 3M + 3.688%<sup>(1),(2)</sup> | (B, B2) | &nbsp;&nbsp;01/31/26 | 8.517 | 5978935 |
| 4400 Numericable Group S.A., LIBOR 3M + 2.750%<sup>(1)</sup> | (B, B2) | &nbsp;&nbsp;07/31/25 | 7.575 | 4366176 |
| 21346 Patagonia Holdco LLC, SOFR 3M + 5.750%<sup>(1),(2)</sup> | (NR, B1) | &nbsp;&nbsp;08/01/29 | 9.960 | 18037681 |
| 2233 TVC Albany, Inc., LIBOR 1M + 3.500%<sup>(1)</sup> | (B-, B2) | &nbsp;&nbsp;07/23/25 | 8.070 | 2097045 |
| 953 Voyage Australia Pty Ltd., LIBOR 3M + 3.500%<sup>(1)</sup> | (BB-, B1) | &nbsp;&nbsp;07/20/28 | 8.401 | 944299 |
|  |  |  |  | 33314534 |
| **Theaters & Entertainment** (1.8%) |  |  |  |  |
| 1995 Cinemark U.S.A., Inc., LIBOR 1M + 1.750%, LIBOR 3M + 1.750%<sup>(1)</sup> | (BB-, Ba3) | &nbsp;&nbsp;03/31/25 | 6.320 - 6.580 | 1941770 |
| 4791 NAI Entertainment Holdings LLC, LIBOR 1M + 2.500%<sup>(1),(2),(7)</sup> | (BB-, B3) | &nbsp;&nbsp;05/08/25 | 7.070 | 4599717 |
| 11210 Technicolor Creative Studios, EURIBOR 3M + 6.000%<sup>(1),(4)</sup> | (CCC+, Caa1) | &nbsp;&nbsp;09/07/26 | 8.046 | 7251508 |
| 9938 TopGolf International, Inc., LIBOR 3M + 6.250%<sup>(1)</sup> | (B, B3) | &nbsp;&nbsp;02/09/26 | 11.065 | 9979537 |
| 2876 UFC Holdings, LLC, LIBOR 3M + 2.750%<sup>(1)</sup> | (B, B2) | &nbsp;&nbsp;04/29/26 | 7.570 | 2865176 |
| 17765 William Morris Endeavor Entertainment LLC, LIBOR 1M + 2.750%<sup>(1)</sup> | (B, B3) | &nbsp;&nbsp;05/18/25 | 7.320 | 17695182 |
|  |  |  |  | 44332890 |
| **Trucking & Delivery** (0.3%) |  |  |  |  |
| 4871 American Trailer World Corp., SOFR 1M + 3.750%<sup>(1)</sup> | (B, B3) | &nbsp;&nbsp;03/03/28 | 8.411 | 4297243 |
| 1836 Odyssey Logistics & Technology Corp., LIBOR 1M + 4.000%<sup>(1)</sup> | (B, B1) | &nbsp;&nbsp;10/12/24 | 8.570 | 1830380 |
|  |  |  |  | 6127623 |
| **TOTAL BANK LOANS** (Cost $2,137,760,796) |  |  |  | 2011486369 |
| **CORPORATE BONDS** (9.6%) |  |  |  |  |
| **Auto Parts & Equipment** (0.1%) |  |  |  |  |
| 3000 TI Automotive Finance PLC, Rule 144A, Company Guaranteed Notes (Callable 04/15/24 @ 101.88)<sup>(4),(11)</sup> | (B+, B3) | &nbsp;&nbsp;04/15/29 | 3.750 | 2533211 |
| **Brokerage** (0.1%) |  |  |  |  |
| 2017 StoneX Group, Inc., Rule 144A, Senior Secured Notes (Callable 03/03/23 @ 104.31)<sup>(11)</sup> | (BB-, Ba3) | &nbsp;&nbsp;06/15/25 | 8.625 | 2029848 |
| **Building & Construction** (0.1%) |  |  |  |  |
| 4200 Pike Corp., Rule 144A, Company Guaranteed Notes (Callable 09/01/23 @ 102.75)<sup>(11)</sup> | (CCC+, B3) | &nbsp;&nbsp;09/01/28 | 5.500 | 3717042 |
| **Building Materials** (0.2%) |  |  |  |  |
| 700 Foundation Building Materials, Inc., Rule 144A, Company Guaranteed Notes (Callable 03/01/24 @ 103.00)<sup>(11)</sup> | (CCC+, Caa1) | &nbsp;&nbsp;03/01/29 | 6.000 | 563892 |
| 4300 MIWD Finance Corp., Rule 144A, Company Guaranteed Notes (Callable 02/01/25 @ 102.75)<sup>(11)</sup> | (B, B3) | &nbsp;&nbsp;02/01/30 | 5.500 | 3584695 |
| 2160 Park River Holdings, Inc., Rule 144A, Senior Unsecured Notes (Callable 08/01/24 @ 103.38)<sup>(11)</sup> | (CCC, Caa1) | &nbsp;&nbsp;08/01/29 | 6.750 | 1536365 |
|  |  |  |  | 5684952 |
| **Cable & Satellite TV** (0.4%) |  |  |  |  |
| 1000 CSC Holdings LLC, Rule 144A, Company Guaranteed Notes (Callable 11/15/26 @ 102.25)<sup>(11)</sup> | (B+, B1) | &nbsp;&nbsp;11/15/31 | 4.500 | 735920 |
| 10200 Telenet Finance Luxembourg Notes Sarl, Rule 144A, Senior Secured Notes (Callable 02/13/23 @ 102.75)<sup>(11)</sup> | (BB-, Ba3) | &nbsp;&nbsp;03/01/28 | 5.500 | 9531900 |
|  |  |  |  | 10267820 |
| **Chemicals** (0.5%) |  |  |  |  |
| 4000 Herens Holdco Sarl, Rule 144A, Senior Secured Notes (Callable 05/15/24 @ 102.38)<sup>(11)</sup> | (B-, B2) | &nbsp;&nbsp;05/15/28 | 4.750 | 3285040 |
| 4750 Schenectady International Group, Inc., Rule 144A, Senior Unsecured Notes (Callable 05/15/23 @ 103.38)<sup>(11)</sup> | (CCC+, Caa2) | &nbsp;&nbsp;05/15/26 | 6.750 | 2148282 |

---

**Credit Suisse Floating Rate High Income 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) |
| **Chemicals**(continued) | **Chemicals**(continued) | **Chemicals**(continued) | **Chemicals**(continued) | **Chemicals**(continued) | **Chemicals**(continued) |
| 8000 | Vibrantz Technologies, Inc., Rule 144A, Senior Unsecured Notes (Callable 02/15/25 @ 104.50)<sup>(11),(12)</sup> | (CCC+, Caa2) | &nbsp;&nbsp;02/15/30 | 9.000 | $6177194 |
|  |  |  |  |  | 11610516 |
| **Consumer/Commercial/Lease Financing** (0.1%) | **Consumer/Commercial/Lease Financing** (0.1%) |  |  |  |  |
| 2315 | Cargo Aircraft Management, Inc., Rule 144A, Company Guaranteed Notes (Callable 02/16/23 @ 102.38)<sup>(11)</sup> | (BB, Ba2) | &nbsp;&nbsp;02/01/28 | 4.750 | 2097772 |
| **Diversified Capital Goods** (0.3%) | **Diversified Capital Goods** (0.3%) |  |  |  |  |
| 7277 | Atkore, Inc., Rule 144A, Senior Unsecured Notes (Callable 06/01/26 @ 102.13)<sup>(11)</sup> | (BB, Ba2) | &nbsp;&nbsp;06/01/31 | 4.250 | 6401977 |
| **Electronics** (0.1%) | **Electronics** (0.1%) |  |  |  |  |
| 1637 | Synaptics, Inc., Rule 144A, Company Guaranteed Notes (Callable 06/15/24 @ 102.00)<sup>(11),(12)</sup> | (B+, Ba3) | &nbsp;&nbsp;06/15/29 | 4.000 | 1420269 |
| **Energy - Exploration & Production** (0.2%) | **Energy - Exploration & Production** (0.2%) |  |  |  |  |
| 4100 | W&T Offshore, Inc., Rule 144A, Secured Notes (Callable 02/08/23 @ 100.00)<sup>(11)</sup> | (B, Caa2) | &nbsp;&nbsp;11/01/23 | 9.750 | 4104259 |
| **Gas Distribution** (0.1%) | **Gas Distribution** (0.1%) |  |  |  |  |
| 3000 | New Fortress Energy, Inc., Rule 144A, Senior Secured Notes (Callable 03/31/23 @ 103.25)<sup>(11)</sup> | (BB, B1) | &nbsp;&nbsp;09/30/26 | 6.500 | 2764533 |
| **Health Services** (0.6%) | **Health Services** (0.6%) |  |  |  |  |
| 4275 | AthenaHealth Group, Inc., Rule 144A, Senior Unsecured Notes (Callable 02/15/25 @ 103.25)<sup>(11),(12)</sup> | (CCC, Caa2) | &nbsp;&nbsp;02/15/30 | 6.500 | 3548296 |
| 9875 | Owens & Minor, Inc., Global Senior Secured Notes (Callable 09/15/24 @ 100.00) | (BB-, Ba3) | &nbsp;&nbsp;12/15/24 | 4.375 | 9648961 |
| 2040 | Radiology Partners, Inc., Rule 144A, Company Guaranteed Notes (Callable 03/03/23 @ 104.63)<sup>(11)</sup> | (CCC, Caa3) | &nbsp;&nbsp;02/01/28 | 9.250 | 1237291 |
| 2000 | RP Escrow Issuer LLC, Rule 144A, Senior Secured Notes (Callable 03/03/23 @ 102.63)<sup>(11)</sup> | (B-, B3) | &nbsp;&nbsp;12/15/25 | 5.250 | 1635000 |
|  |  |  |  |  | 16069548 |
| **Insurance Brokerage** (0.6%) | **Insurance Brokerage** (0.6%) |  |  |  |  |
| 4000 | Jones Deslauriers Insurance Management, Inc., Rule 144A, Senior Unsecured Notes (Callable 12/15/25 @ 105.25)<sup>(11)</sup> | (CCC, Caa2) | &nbsp;&nbsp;12/15/30 | 10.500 | 4073460 |
| 3000 | NFP Corp., Rule 144A, Senior Secured Notes (Callable 10/01/25 @ 103.75)<sup>(11)</sup> | (B, B1) | &nbsp;&nbsp;10/01/30 | 7.500 | 2863740 |
| 7474 | NFP Corp., Rule 144A, Senior Unsecured Notes (Callable 08/15/23 @ 103.44)<sup>(11)</sup> | (CCC+, Caa2) | &nbsp;&nbsp;08/15/28 | 6.875 | 6481789 |
| 1000 | Ryan Specialty Group LLC, Rule 144A, Senior Secured Notes (Callable 02/01/25 @ 102.19)<sup>(11)</sup> | (BB-, B1) | &nbsp;&nbsp;02/01/30 | 4.375 | 902260 |
|  |  |  |  |  | 14321249 |
| **Investments & Misc. Financial Services** (0.3%) | **Investments & Misc. Financial Services** (0.3%) |  |  |  |  |
| 4000 | Armor Holdco, Inc., Rule 144A, Company Guaranteed Notes (Callable 11/15/24 @ 104.25)<sup>(11)</sup> | (CCC+, Caa1) | &nbsp;&nbsp;11/15/29 | 8.500 | 3416840 |
| 1946 | Compass Group Diversified Holdings LLC, Rule 144A, Company Guaranteed Notes (Callable 04/15/24 @ 102.63)<sup>(11)</sup> | (B+, B1) | &nbsp;&nbsp;04/15/29 | 5.250 | 1753619 |
| 3000 | Compass Group Diversified Holdings LLC, Rule 144A, Senior Unsecured Notes (Callable 01/15/27 @ 102.50)<sup>(11)</sup> | (B+, B1) | &nbsp;&nbsp;01/15/32 | 5.000 | 2472994 |
|  |  |  |  |  | 7643453 |
| **Machinery** (0.4%) | **Machinery** (0.4%) |  |  |  |  |
| 7639 | Arcosa, Inc., Rule 144A, Company Guaranteed Notes (Callable 04/15/24 @ 102.19)<sup>(11)</sup> | (BB, Ba2) | &nbsp;&nbsp;04/15/29 | 4.375 | 6841267 |
| 600 | ATS Corp., Rule 144A, Company Guaranteed Notes (Callable 12/15/23 @ 102.06)<sup>(11)</sup> | (BB-, B2) | &nbsp;&nbsp;12/15/28 | 4.125 | 538257 |
| 2000 | Granite U.S. Holdings Corp., Rule 144A, Company Guaranteed Notes (Callable 03/03/23 @ 105.50)<sup>(11),(12)</sup> | (CCC+, Caa1) | &nbsp;&nbsp;10/01/27 | 11.000 | 2115760 |
|  |  |  |  |  | 9495284 |
| **Media Content** (0.1%) | **Media Content** (0.1%) |  |  |  |  |
| 4000 | WMG Acquisition Corp., Rule 144A, Senior Secured Notes (Callable 07/15/25 @ 101.94)<sup>(11)</sup> | (BB+, Ba3) | &nbsp;&nbsp;07/15/30 | 3.875 | 3531080 |

---

**Credit Suisse Floating Rate High Income 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** (0.2%) | **Medical Products** (0.2%) |  |  |  |  |
| $4837 | Medline Borrower LP, Rule 144A, Senior Secured Notes (Callable 10/01/24 @ 101.94)<sup>(11)</sup> | (B+, B1) | &nbsp;&nbsp;04/01/29 | 3.875 | $4132128 |
| 2000 | Medline Borrower LP, Rule 144A, Senior Unsecured Notes (Callable 10/01/24 @ 102.63)<sup>(11),(12)</sup> | (B-, Caa1) | &nbsp;&nbsp;10/01/29 | 5.250 | 1698760 |
|  |  |  |  |  | 5830888 |
| **Metals & Mining - Excluding Steel** (0.1%) | **Metals & Mining - Excluding Steel** (0.1%) |  |  |  |  |
| 4000 | Taseko Mines Ltd., Rule 144A, Senior Secured Notes (Callable 03/03/23 @ 103.50)<sup>(11)</sup> | (B-, B3) | &nbsp;&nbsp;02/15/26 | 7.000 | 3795780 |
| **Packaging** (0.4%) | **Packaging** (0.4%) |  |  |  |  |
| 2000 | Chart Industries, Inc., Rule 144A, Senior Secured Notes (Callable 01/01/26 @ 103.75)<sup>(11)</sup> | (B+, Ba3) | &nbsp;&nbsp;01/01/30 | 7.500 | 2045000 |
| 2800 | Trident TPI Holdings, Inc., Rule 144A, Company Guaranteed Notes (Callable 02/13/23 @ 102.31)<sup>(11)</sup> | (CCC+, Caa2) | &nbsp;&nbsp;08/01/24 | 9.250 | 2735733 |
| 5350 | TriMas Corp., Rule 144A, Company Guaranteed Notes (Callable 04/15/24 @ 102.06)<sup>(11)</sup> | (BB-, Ba3) | &nbsp;&nbsp;04/15/29 | 4.125 | 4768749 |
|  |  |  |  |  | 9549482 |
| **Personal & Household Products** (0.1%) | **Personal & Household Products** (0.1%) |  |  |  |  |
| 1700 | MajorDrive Holdings IV LLC, Rule 144A, Senior Unsecured Notes (Callable 06/01/24 @ 103.19)<sup>(11)</sup> | (CCC+, Caa2) | &nbsp;&nbsp;06/01/29 | 6.375 | 1344998 |
| **Pharmaceuticals** (0.1%) | **Pharmaceuticals** (0.1%) |  |  |  |  |
| 259 | Bausch Health Americas, Inc., Rule 144A, Company Guaranteed Notes (Callable 03/03/23 @ 104.63)<sup>(11)</sup> | (CCC, Ca) | &nbsp;&nbsp;04/01/26 | 9.250 | 190932 |
| 2000 | Bausch Health Cos., Inc., Rule 144A, Company Guaranteed Notes (Callable 02/15/24 @ 103.13)<sup>(11)</sup> | (CCC, Ca) | &nbsp;&nbsp;02/15/29 | 6.250 | 922841 |
| 1000 | Bausch Health Cos., Inc., Rule 144A, Company Guaranteed Notes (Callable 02/15/26 @ 102.63)<sup>(11)</sup> | (CCC, Ca) | &nbsp;&nbsp;02/15/31 | 5.250 | 453725 |
|  |  |  |  |  | 1567498 |
| **Real Estate Investment Trusts** (0.1%) | **Real Estate Investment Trusts** (0.1%) |  |  |  |  |
| 1070 | iStar, Inc., Global Senior Unsecured Notes (Callable 03/03/23 @ 102.75) | (BB, Ba2) | &nbsp;&nbsp;02/15/26 | 5.500 | 1079122 |
| 1137 | Starwood Property Trust, Inc., Rule 144A, Senior Unsecured Notes (Callable 01/15/26 @ 100.00)<sup>(11)</sup> | (BB-, Ba3) | &nbsp;&nbsp;07/15/26 | 3.625 | 1021873 |
|  |  |  |  |  | 2100995 |
| **Recreation & Travel** (0.6%) | **Recreation & Travel** (0.6%) |  |  |  |  |
| 4000 | SeaWorld Parks & Entertainment, Inc., Rule 144A, Company Guaranteed Notes (Callable 08/15/24 @ 102.63)<sup>(11)</sup> | (B, B3) | &nbsp;&nbsp;08/15/29 | 5.250 | 3619660 |
| 1296 | Six Flags Entertainment Corp., Rule 144A, Company Guaranteed Notes (Callable 03/03/23 @ 100.00)<sup>(11)</sup> | (B, B3) | &nbsp;&nbsp;07/31/24 | 4.875 | 1269976 |
| 1194 | Six Flags Entertainment Corp., Rule 144A, Company Guaranteed Notes (Callable 03/03/23 @ 102.75)<sup>(11),(12)</sup> | (B, B3) | &nbsp;&nbsp;04/15/27 | 5.500 | 1126873 |
| 8729 | Speedway Funding II, Inc., Rule 144A, Senior Unsecured Notes (Callable 03/03/23 @ 102.44)<sup>(11)</sup> | (BB, B2) | &nbsp;&nbsp;11/01/27 | 4.875 | 8162106 |
|  |  |  |  |  | 14178615 |
| **Software - Services** (1.2%) | **Software - Services** (1.2%) |  |  |  |  |
| 1750 | Central Parent, Inc., Rule 144A, Senior Secured Notes (Callable 06/15/25 @ 103.63)<sup>(11),(12)</sup> | (B+, B1) | &nbsp;&nbsp;06/15/29 | 7.250 | 1747889 |
| 6225 | Elastic NV, Rule 144A, Senior Unsecured Notes (Callable 07/15/24 @ 102.06)<sup>(11)</sup> | (B+, B1) | &nbsp;&nbsp;07/15/29 | 4.125 | 5335432 |
| 4962 | Endurance International Group Holdings, Inc., Rule 144A, Senior Unsecured Notes (Callable 02/15/24 @ 103.00)<sup>(11)</sup> | (CCC+, Caa2) | &nbsp;&nbsp;02/15/29 | 6.000 | 3532682 |
| 4100 | Open Text Corp., Rule 144A, Company Guaranteed Notes (Callable 12/01/24 @ 101.94)<sup>(11)</sup> | (BB-, Ba3) | &nbsp;&nbsp;12/01/29 | 3.875 | 3415322 |
| 2955 | Presidio Holdings, Inc., Rule 144A, Company Guaranteed Notes (Callable 03/03/23 @ 104.13)<sup>(11)</sup> | (CCC+, Caa1) | &nbsp;&nbsp;02/01/28 | 8.250 | 2845429 |
| 11561 | Virtusa Corp., Rule 144A, Senior Unsecured Notes (Callable 12/15/23 @ 103.56)<sup>(11)</sup> | (CCC+, Caa1) | &nbsp;&nbsp;12/15/28 | 7.125 | 9729448 |

---

**Credit Suisse Floating Rate High Income 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) |  |  |  |  |
| **Software - Services**(continued) | **Software - Services**(continued) |  |  |  |  |
| $| 4000 ZoomInfo Finance Corp., Rule 144A, Company Guaranteed Notes (Callable 02/01/24 @ 101.94)<sup>(11),(12)</sup> | (B+, B1) | &nbsp;&nbsp;02/01/29 | 3.875 | $3454660 |
|  |  |  |  |  | 30060862 |
| **Specialty Retail** (0.1%) | **Specialty Retail** (0.1%) |  |  |  |  |
|  | 137 Eagle Intermediate Global Holdings B.V. <sup>(2),(13)</sup> | (NR, NR) | &nbsp;&nbsp;05/01/25 | 0.000 | 63779 |
|  | 3745 Eagle Intermediate Global Holdings B.V., Rule 144A, Senior Secured Notes (Callable 02/13/23 @ 103.75)<sup>(11)</sup> | (NR, Caa1) | &nbsp;&nbsp;05/01/25 | 7.500 | 2364031 |
|  | 102 Eagle Intermediate Global Holdings B.V., Rule 144A, Senior Secured Notes (Callable 02/13/23 @ 103.75)<sup>(2),(11),(13)</sup> | (NR, NR) | &nbsp;&nbsp;05/01/25 | 7.500 | 62134 |
|  |  |  |  |  | 2489944 |
| **Steel Producers/Products** (0.0%) | **Steel Producers/Products** (0.0%) |  |  |  |  |
|  | 1540 TMS International Corp., Rule 144A, Senior Unsecured Notes (Callable 04/15/24 @ 103.13)<sup>(11)</sup> | (B, Caa1) | &nbsp;&nbsp;04/15/29 | 6.250 | 1168107 |
| **Support - Services** (1.9%) | **Support - Services** (1.9%) |  |  |  |  |
|  | 1471 Allied Universal Finance Corp., Rule 144A, Senior Secured Notes (Callable 06/01/24 @ 101.81)<sup>(4),(11)</sup> | (B, B2) | &nbsp;&nbsp;06/01/28 | 3.625 | 1337573 |
|  | 3321 Allied Universal Finance Corp., Rule 144A, Senior Secured Notes (Callable 06/01/24 @ 102.31)<sup>(11)</sup> | (B, B2) | &nbsp;&nbsp;06/01/28 | 4.625 | 2868763 |
|  | 3557 Allied Universal Finance Corp., Rule 144A, Senior Secured Notes (Callable 06/01/24 @ 102.31)<sup>(11)</sup> | (B, B2) | &nbsp;&nbsp;06/01/28 | 4.625 | 3045699 |
|  | 5251 Allied Universal Finance Corp., Rule 144A, Senior Unsecured Notes (Callable 03/03/23 @ 104.88)<sup>(11)</sup> | (CCC+, Caa1) | &nbsp;&nbsp;07/15/27 | 9.750 | 5021663 |
|  | 9455 Allied Universal Finance Corp., Rule 144A, Senior Unsecured Notes (Callable 06/01/24 @ 103.00)<sup>(11)</sup> | (CCC+, Caa1) | &nbsp;&nbsp;06/01/29 | 6.000 | 7619359 |
|  | 11000 CoreLogic, Inc., Rule 144A, Senior Secured Notes (Callable 05/01/24 @ 102.25)<sup>(11)</sup> | (B-, B2) | &nbsp;&nbsp;05/01/28 | 4.500 | 8760895 |
|  | 7565 GEMS Education Delaware LLC, Rule 144A, Senior Secured Notes (Callable 03/03/23 @ 103.56)<sup>(11)</sup> | (B-, B3) | &nbsp;&nbsp;07/31/26 | 7.125 | 7476599 |
|  | 9474 GYP Holdings III Corp., Rule 144A, Company Guaranteed Notes (Callable 05/01/24 @ 102.31)<sup>(11)</sup> | (B, B1) | &nbsp;&nbsp;05/01/29 | 4.625 | 8027010 |
|  | 3000 White Cap Buyer LLC, Rule 144A, Senior Unsecured Notes (Callable 10/15/23 @ 103.44)<sup>(11)</sup> | (CCC+, Caa1) | &nbsp;&nbsp;10/15/28 | 6.875 | 2735635 |
|  |  |  |  |  | 46893196 |
| **Tech Hardware & Equipment** (0.3%) | **Tech Hardware & Equipment** (0.3%) |  |  |  |  |
|  | 3500 Entegris Escrow Corp., Rule 144A, Senior Secured Notes (Callable 01/15/29 @ 100.00)<sup>(11)</sup> | (BB+, Baa3) | &nbsp;&nbsp;04/15/29 | 4.750 | 3281467 |
|  | 4550 Imola Merger Corp., Rule 144A, Senior Secured Notes (Callable 05/15/24 @ 102.38)<sup>(11)</sup> | (BB-, B1) | &nbsp;&nbsp;05/15/29 | 4.750 | 3961867 |
|  |  |  |  |  | 7243334 |
| **Telecom - Wireline Integrated & Services** (0.3%) | **Telecom - Wireline Integrated & Services** (0.3%) |  |  |  |  |
|  | 3775 Altice France S.A., Rule 144A, Senior Secured Notes (Callable 10/15/24 @ 102.75)<sup>(11)</sup> | (B, B2) | &nbsp;&nbsp;10/15/29 | 5.500 | 2976594 |
|  | 2600 LCPR Senior Secured Financing DAC, Rule 144A, Senior Secured Notes (Callable 03/03/23 @ 103.38)<sup>(11)</sup> | (B+, B1) | &nbsp;&nbsp;10/15/27 | 6.750 | 2521187 |
|  | 3000 LCPR Senior Secured Financing DAC, Rule 144A, Senior Secured Notes (Callable 07/15/24 @ 102.56)<sup>(11)</sup> | (B+, B1) | &nbsp;&nbsp;07/15/29 | 5.125 | 2615640 |
|  |  |  |  |  | 8113421 |
| **TOTAL CORPORATE BONDS** (Cost $265,643,979) | **TOTAL CORPORATE BONDS** (Cost $265,643,979) |  |  |  | 238029933 |
| **ASSET BACKED SECURITIES** (4.1%) | **ASSET BACKED SECURITIES** (4.1%) |  |  |  |  |
| **Collateralized Debt Obligations** (4.1%) | **Collateralized Debt Obligations** (4.1%) |  |  |  |  |
|  | 3000 ALM Ltd., 2020-1A, Rule 144A, LIBOR 3M + 6.000%<sup>(1),(11)</sup> | (BB-, NR) | &nbsp;&nbsp;10/15/29 | 10.792 | 2725943 |
|  | 3500 Anchorage Capital CLO 16 Ltd., 2020-16A, Rule 144A, LIBOR 3M + 3.720%<sup>(1),(11)</sup> | (NR, NR) | &nbsp;&nbsp;01/19/35 | 8.518 | 3331025 |
|  | 1740 Anchorage Capital CLO 2018-10A Ltd., Rule 144A, LIBOR 3M + 1.200%<sup>(1),(11)</sup> | (AAA, NR) | &nbsp;&nbsp;10/15/31 | 5.992 | 1727549 |
|  | 2500 Battalion CLO XXI Ltd., 2021-21A, Rule 144A, LIBOR 3M + 3.300%<sup>(1),(11)</sup> | (NR, Baa3) | &nbsp;&nbsp;07/15/34 | 8.092 | 2228154 |

---

**Credit Suisse Floating Rate High Income Fund**

**Schedule of Investments (continued)**

January 31, 2023 (unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Par<br> (000)** | **Ratings† (S&P/Moody's)** | **Maturity** | **Rate%** | **Value** |
| **ASSET BACKED SECURITIES** (continued) |  |  |  |  |
| **Collateralized Debt Obligations**(continued) |  |  |  |  |
| $1750 Benefit Street Partners CLO X Ltd., 2016-10A, Rule 144A, LIBOR 3M + 6.750%<sup>(1),(11)</sup> | (BB-, NR) | &nbsp;&nbsp;04/20/34 | 11.558 | $1589451 |
| 2100 BlueMountain CLO Ltd., 2015-3A, Rule 144A, LIBOR 3M + 5.400%<sup>(1),(11)</sup> | (B+, NR) | &nbsp;&nbsp;04/20/31 | 10.208 | 1661493 |
| 5500 BlueMountain CLO Ltd., 2016-2A, Rule 144A, LIBOR 3M + 4.300%<sup>(1),(11)</sup> | (BBB-, NR) | &nbsp;&nbsp;08/20/32 | 8.975 | 5218293 |
| 691 Brookside Mill CLO Ltd., 2013-1A, Rule 144A, LIBOR 3M + 1.350%<sup>(1),(11)</sup> | (NR, Aaa) | &nbsp;&nbsp;01/17/28 | 6.142 | 691288 |
| 2459 Capital Automotive LLC, 2017-1A, Rule 144A<sup>(11)</sup> | (A+, NR) | &nbsp;&nbsp;04/15/47 | 4.180 | 2366285 |
| 750 Carlyle Global Market Strategies CLO Ltd., 2014-3RA, Rule 144A, LIBOR 3M + 5.400%<sup>(1),(11)</sup> | (BB-, NR) | &nbsp;&nbsp;07/27/31 | 10.215 | 615637 |
| 2000 Carlyle Global Market Strategies CLO Ltd., 2014-5A, Rule 144A, LIBOR 3M + 3.150%<sup>(1),(11)</sup> | (BBB-, NR) | &nbsp;&nbsp;07/15/31 | 7.942 | 1826691 |
| 2625 CIFC Funding Ltd., 2014-1A, Rule 144A, LIBOR 3M + 5.850%<sup>(1),(11)</sup> | (B+, NR) | &nbsp;&nbsp;01/18/31 | 10.645 | 2280452 |
| 4000 Crown Point CLO IV Ltd., 2018-4A, Rule 144A, LIBOR 3M + 2.750%<sup>(1),(11)</sup> | (NR, Baa3) | &nbsp;&nbsp;04/20/31 | 7.558 | 3499603 |
| 4000 Dewolf Park CLO Ltd., 2017-1A, Rule 144A, LIBOR 3M + 0.920%<sup>(1),(11)</sup> | (NR, Aaa) | &nbsp;&nbsp;10/15/30 | 5.712 | 3963000 |
| 1750 Dryden 86 CLO Ltd., 2020-86A, Rule 144A, LIBOR 3M + 3.200%<sup>(1),(11)</sup> | (BBB-, NR) | &nbsp;&nbsp;07/17/34 | 7.992 | 1628899 |
| 3500 Elevation CLO Ltd., 2014-2A, Rule 144A, SOFR 3M + 3.462%<sup>(1),(11)</sup> | (NR, Baa3) | &nbsp;&nbsp;10/15/29 | 8.094 | 3204827 |
| 7000 Galaxy XXII CLO Ltd., 2016-22A, Rule 144A, LIBOR 3M + 1.200%<sup>(1),(11)</sup> | (AAA, NR) | &nbsp;&nbsp;04/16/34 | 5.992 | 6902420 |
| 5000 Galaxy XXVIII CLO Ltd., 2018-28A, Rule 144A, LIBOR 3M + 3.000%<sup>(1),(11)</sup> | (BBB-, NR) | &nbsp;&nbsp;07/15/31 | 7.792 | 4685895 |
| 3500 Greywolf CLO II Ltd., 2013-1A, Rule 144A, LIBOR 3M + 4.200%<sup>(1),(11)</sup> | (BBB-, NR) | &nbsp;&nbsp;04/15/34 | 8.992 | 3231228 |
| 1000 Greywolf CLO III Ltd., 2020-3RA, Rule 144A, SOFR 3M + 3.610%<sup>(1),(11)</sup> | (BBB-, NR) | &nbsp;&nbsp;04/15/33 | 8.263 | 905982 |
| 2000 Greywolf CLO III Ltd., 2020-3RA, Rule 144A, SOFR 3M + 7.180%<sup>(1),(11)</sup> | (BB-, NR) | &nbsp;&nbsp;04/15/33 | 11.833 | 1775522 |
| 3390 Greywolf CLO IV Ltd., 2019-1A, Rule 144A, SOFR 3M + 3.910%<sup>(1),(11)</sup> | (BBB-, NR) | &nbsp;&nbsp;04/17/34 | 8.542 | 3141768 |
| 3950 Greywolf CLO V Ltd., 2015-1A, Rule 144A, LIBOR 3M + 3.000%<sup>(1),(11)</sup> | (BBB-, NR) | &nbsp;&nbsp;01/27/31 | 7.818 | 3523018 |
| 2500 KKR CLO Ltd., 14, Rule 144A, LIBOR 3M + 6.150%<sup>(1),(11)</sup> | (NR, B1) | &nbsp;&nbsp;07/15/31 | 10.942 | 2224319 |
| 3250 KKR Financial CLO Ltd., 2013-1A, Rule 144A, LIBOR 3M + 6.080%<sup>(1),(11)</sup> | (NR, Ba3) | &nbsp;&nbsp;04/15/29 | 10.872 | 2863385 |
| 1900 Marble Point CLO XVII Ltd., 2020-1A, Rule 144A, LIBOR 3M + 6.820%<sup>(1),(11)</sup> | (NR, Ba3) | &nbsp;&nbsp;04/20/33 | 11.628 | 1759799 |
| 3450 Marble Point CLO XVIII Ltd., 2020-2A, Rule 144A, LIBOR 3M + 7.700%<sup>(1),(11)</sup> | (NR, Ba3) | &nbsp;&nbsp;10/15/34 | 12.492 | 3220633 |
| 5275 Marble Point CLO XXIII Ltd., 2021-4A, Rule 144A, LIBOR 3M + 5.750%<sup>(1),(11)</sup> | (NR, Ba1) | &nbsp;&nbsp;01/22/35 | 10.565 | 4826025 |
| 2250 Octagon Investment Partners 26 Ltd., 2016-1A, Rule 144A, LIBOR 3M + 2.850%<sup>(1),(11)</sup> | (BBB-, NR) | &nbsp;&nbsp;07/15/30 | 7.642 | 1993032 |
| 3580 Signal Peak CLO 5 Ltd., 2018-5A, Rule 144A, LIBOR 3M + 2.650%<sup>(1),(11)</sup> | (BBB-, NR) | &nbsp;&nbsp;04/25/31 | 7.468 | 3208721 |
| 5993 Stratus CLO Ltd., 2021-1A, Rule 144A, LIBOR 3M + 0.800%<sup>(1),(11)</sup> | (NR, Aaa) | &nbsp;&nbsp;12/29/29 | 5.608 | 5901555 |
| 3000 Venture 35 CLO Ltd., 2018-35A, Rule 144A, LIBOR 3M + 3.500%<sup>(1),(11)</sup> | (NR, Baa3) | &nbsp;&nbsp;10/22/31 | 8.315 | 2517337 |
| 3000 Venture XIII CLO Ltd., 2013-13A, Rule 144A, LIBOR 3M + 3.300%<sup>(1),(11)</sup> | (NR, A3) | &nbsp;&nbsp;09/10/29 | 8.035 | 2663291 |
| 3278 Venture XXIII CLO Ltd., 2016-23A, Rule 144A, LIBOR 3M + 5.070%<sup>(1),(11)</sup> | (NR, Ba1) | &nbsp;&nbsp;07/19/34 | 9.868 | 2961141 |
| 1750 Vibrant ClO 1X Ltd., 2018-9A, Rule 144A, LIBOR 3M + 3.200%<sup>(1),(11)</sup> | (NR, Baa3) | &nbsp;&nbsp;07/20/31 | 8.008 | 1531338 |
| 1500 Vibrant CLO VI Ltd., 2017-6A, Rule 144A, LIBOR 3M + 5.750%<sup>(1),(11)</sup> | (NR, Ba3) | &nbsp;&nbsp;06/20/29 | 10.496 | 1306012 |
| 3000 Voya CLO Ltd., 2014-4A, Rule 144A, LIBOR 3M + 3.350%<sup>(1),(11)</sup> | (BBB-, NR) | &nbsp;&nbsp;07/14/31 | 8.142 | 2619248 |
| **TOTAL ASSET BACKED SECURITIES** (Cost $110,402,764) |  |  |  | 102320259 |

---

**Shares**

---

| | |
|:---|:---|
| **COMMON STOCKS** (0.7%) |  |
| **Auto Parts & Equipment** (0.1%) |  |
| 151253 Jason Group, Inc.<sup>(9)</sup> | 1399090 |
| **Chemicals** (0.5%) |  |
| 31756 Project Investor Holdings LLC<sup>(2),(7),(9),(13)</sup> | 318 |

---

**Credit Suisse Floating Rate High Income Fund**

**Schedule of Investments (continued)**

January 31, 2023 (unaudited)

---

| | | |
|:---|:---|:---|
| **Shares** |  | **Value** |
| **COMMON STOCKS** (continued) | **COMMON STOCKS** (continued) |  |
| **Chemicals**(continued) | **Chemicals**(continued) |  |
| 529264 | Proppants Holdings LLC<sup>(2),(7),(9),(13)</sup> | $10585 |
| 191054 | UTEX Industries, Inc.<sup>(9)</sup> | 12227456 |
|  |  | 12238359 |
| **Energy - Exploration & Production** (0.0%) | **Energy - Exploration & Production** (0.0%) | **Energy - Exploration & Production** (0.0%) |
| 872375 | PES Energy, Inc.<sup>(2),(7),(9),(13)</sup> | 8724 |
| **Machinery** (0.0%) | **Machinery** (0.0%) | **Machinery** (0.0%) |
| 6708021 | Alloy Topco Ltd.<sup>(2),(9),(10),(13)</sup> |  |
| **Pharmaceuticals** (0.0%) | **Pharmaceuticals** (0.0%) | **Pharmaceuticals** (0.0%) |
| 156133 | Akorn Holding Company LLC<sup>(9)</sup> | 975831 |
| **Private Placement** (0.1%) | **Private Placement** (0.1%) | **Private Placement** (0.1%) |
| 2437234 | Technicolor Creative Studios SA<sup>(9),(13),(14)</sup> | 1596488 |
| **Software - Services** (0.0%) | **Software - Services** (0.0%) | **Software - Services** (0.0%) |
| 78712 | Skillsoft Corp.<sup>(9),(12)</sup> | 151127 |
| **Specialty Retail** (0.0%) | **Specialty Retail** (0.0%) | **Specialty Retail** (0.0%) |
| 141 | Eagle Intermediate Global Holdings B.V., Class B<sup>(2),(9),(13)</sup> | 2 |
| **Theaters & Entertainment** (0.0%) | **Theaters & Entertainment** (0.0%) | **Theaters & Entertainment** (0.0%) |
| 1153846 | Vantiva SA<sup>(4),(9)</sup> | 331845 |
| **TOTAL COMMON STOCKS** (Cost $28,341,236) | **TOTAL COMMON STOCKS** (Cost $28,341,236) | 16701466 |
| **WARRANTS** (0.0%) | **WARRANTS** (0.0%) | **WARRANTS** (0.0%) |
| **Chemicals** (0.0%) | **Chemicals** (0.0%) | **Chemicals** (0.0%) |
| 132316 | Project Investor Holdings LLC, expires 02/20/2022<sup>(2),(7),(9),(13)</sup> |  |
| **Recreation & Travel** (0.0%) | **Recreation & Travel** (0.0%) | **Recreation & Travel** (0.0%) |
| 526589 | Cineworld Group, expires 12/21/2025<sup>(9),(10)</sup> |  |
| **TOTAL WARRANTS** (Cost $68,804) | **TOTAL WARRANTS** (Cost $68,804) | 0 |
| **SHORT-TERM INVESTMENTS** (6.0%) | **SHORT-TERM INVESTMENTS** (6.0%) | **SHORT-TERM INVESTMENTS** (6.0%) |
| 132034198 | State Street Institutional U.S. Government Money Market Fund - Premier Class, 4.18% | 132034198 |
| 15910611 | State Street Navigator Securities Lending Government Money Market Portfolio, 4.35%<sup>(15)</sup> | 15910611 |
| **TOTAL SHORT-TERM INVESTMENTS** (Cost $147,944,809) | **TOTAL SHORT-TERM INVESTMENTS** (Cost $147,944,809) | 147944809 |
| **TOTAL INVESTMENTS AT VALUE** (101.7%) (Cost $2,690,162,388) | **TOTAL INVESTMENTS AT VALUE** (101.7%) (Cost $2,690,162,388) | 2516482836 |
| **LIABILITIES IN EXCESS OF OTHER ASSETS** (-1.7%) | **LIABILITIES IN EXCESS OF OTHER ASSETS** (-1.7%) | (42529220) |
| **NET ASSETS** (100.0%) | **NET ASSETS** (100.0%) | $2473953616 |

---

---

| | |
|:---|:---|
| <sup>†</sup> | 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. |
| <sup>(1)</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>(2)</sup> | Security is valued using significant unobservable inputs. |
| <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> | All or a portion is an unfunded loan commitment. |
| <sup>(6)</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>(7)</sup> | Illiquid security. |
| <sup>(8)</sup> | Bond is currently in default. |
| <sup>(9)</sup> | Non-income producing security. |
| <sup>(10)</sup> | This security is denominated in British Pound. |
| <sup>(11)</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 $329,558,330 or 13.3% of net assets. |
| <sup>(12)</sup> | Security or portion thereof is out on loan. |
| <sup>(13)</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>(14)</sup> | Security is held through holdings of 100 shares of the CIG Special Purpose SPC - Credit Suisse Floating Rate High Income Fund Segregated Portfolio, an affiliated entity. |
| <sup>(15)</sup> | Represents security purchased with cash collateral received for securities on loan. |

---

**Credit Suisse Floating Rate High Income Fund**

**Schedule of Investments (continued)**

January 31, 2023 (unaudited)

---

| |
|:---|
| **<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 |
| SONIA = Sterling Overnight Interbank Average Rate |
| WR = Withdrawn Rating |

---

**Forward Foreign Currency Contracts**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Forward<br> Currency to be<br> Purchased** | **Forward<br> Currency to be<br> Purchased** | **Forward<br> Currency to be<br> Sold** | **Forward<br> Currency to be<br> Sold** | **Expiration<br> Date** | **Counterparty** | **Value on<br> Settlement Date** | **Current<br> Value/Notional** | **Unrealized<br> Appreciation** |
| EUR | 5275000 | USD | 5290767 | 09/27/23 | Deutsche Bank AG | $5290767 | $5801771 | $511004 |
| EUR | 18448195 | USD | 18791157 | 09/27/23 | Morgan Stanley | 18791157 | 20290469 | 1499312 |
| GBP | 2823949 | USD | 3402527 | 10/11/23 | Deutsche Bank AG | 3402527 | 3493183 | 90656 |
| USD | 10765215 | EUR | 9749500 | 10/11/23 | Deutsche Bank AG | (10765215) | (10729782) | 35433 |
| Total Unrealized Appreciation | Total Unrealized Appreciation | Total Unrealized Appreciation |  |  |  |  |  | $2136405 |

---

**Forward Foreign Currency Contracts**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Forward<br> Currency to be<br> Purchased** | **Forward<br> Currency to be<br> Purchased** | **Forward<br> Currency to be<br> Sold** | **Forward<br> Currency to be<br> Sold** | **Expiration<br> Date** | **Counterparty** | **Value on<br> Settlement Date** | **Current<br> Value/Notional** | **Unrealized<br> Depreciation** |
| USD | 4466310 | EUR | 4174803 | 09/27/23 | Barclays Bank PLC | $(4466310) | $(4591707) | $(125397) |
| USD | 639373 | EUR | 595000 | 09/27/23 | Deutsche Bank AG | (639373) | (654418) | (15045) |
| USD | 98859127 | EUR | 99165329 | 09/27/23 | Morgan Stanley | (98859127) | (109068178) | (10209051) |
| USD | 14227714 | GBP | 12764549 | 10/11/23 | Deutsche Bank AG | (14227714) | (15789556) | (1561842) |
| Total Unrealized Depreciation | Total Unrealized Depreciation | Total Unrealized Depreciation | Total Unrealized Depreciation |  |  |  |  | $(11911335) |
| 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) |  |  |  | $(9774930) |

---

---

| |
|:---|
| **<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:

&nbsp;&nbsp;&nbsp;&nbsp;· Level 1—quoted prices in active markets for identical investments

&nbsp;&nbsp;&nbsp;&nbsp;· Level 2—other significant observable inputs (including quoted prices
for similar investments, interest rates, prepayment speeds, credit risk, etc.)

&nbsp;&nbsp;&nbsp;&nbsp;· 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;Bank Loans | $— | $1766127170 | $245359199 | $2011486369 |
| &nbsp;&nbsp;&nbsp;Corporate Bonds |  | 237904020 | 125913 | 238029933 |
| &nbsp;&nbsp;&nbsp;Asset Backed Securities |  | 102320259 |  | 102320259 |
| &nbsp;&nbsp;&nbsp;Common Stocks | 151127 | 16530711 | 19628 | 16701466 |
| &nbsp;&nbsp;&nbsp;Warrants |  |  | 0<sup>(1)</sup> |  |
| &nbsp;&nbsp;&nbsp;Short-term Investments | 147944809 |  |  | 147944809 |
|  | $148095936 | $2122882160 | $245504740 | $2516482836 |
| Other Financial Instruments\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Forward Foreign Currency Contracts | $— | $2136405 | $— | $2136405 |
| **Liabilities** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Other Financial Instruments\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Forward Foreign Currency Contracts | $— | $11911335 | $— | $11911335 |

---

<sup>(1)</sup> Includes a zero valued security. <br> \* Other financial instruments include unrealized appreciation (depreciation) on forward foreign currency contracts.

See Accompanying Notes to Financial Statements.

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Bank Loans** | **Corporate<br> Bonds** | **Common Stocks** | **Warrants** | **Total** |
| Balance as of October 31, 2022 | $237117588 | $152391 | $15563673 | $0<sup>(1)</sup> | $252833652 |
| &nbsp;&nbsp;&nbsp;Accrued discounts (premiums) | 36495 |  |  |  | 36495 |
| &nbsp;&nbsp;&nbsp;Purchases | 11471452 |  |  |  | 11471452 |
| &nbsp;&nbsp;&nbsp;Sales | (23895374) |  | (705346) |  | (24600720) |
| &nbsp;&nbsp;&nbsp;Realized gain (loss) | (298238) |  | (449025) |  | (747263) |
| &nbsp;&nbsp;&nbsp;Change in unrealized appreciation (depreciation) | 2935566 | (26478) | (763128) |  | 2145960 |
| &nbsp;&nbsp;&nbsp;Transfers into Level 3 | 134001325 |  |  |  | 134001325 |
| &nbsp;&nbsp;&nbsp;Transfers out of Level 3 | (116009615) | - | (13626546) | - | (129636161) |
| Balance as of January 31, 2023 | $245359199 | $125913 | $19628 | $0<sup>(1)</sup> | $245504740 |
| &nbsp;&nbsp;&nbsp;Net change in unrealized appreciation (depreciation) from investments still held as of January 31, 2023 | $920202 | $(26478) | $- | $- | $893724 |

---

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

**<u>Quantitative Disclosure About Significant Unobservable Inputs</u>**

---

| | | | | |
|:---|:---|:---|:---|:---|
| <br>**Asset Class** | **Fair Value**<br>**At 01/31/2023** | **Valuation**<br>**Technique** | **Unobservable**<br>**Input** | **Price Range**<br>**(Weighted Average)\*** |
| Bank Loans | $245359199 | Vendor pricing | Single Broker Quote | &nbsp;&nbsp;$0.00 - $1.08 ($0.95) |
| Corporate Bonds | 125913 | Income Approach | Expected Remaining Distribution | &nbsp;&nbsp;0.47 - 0.61 (0.54) |
| Common Stocks | 19628 | Income Approach | Expected Remaining Distribution | &nbsp;&nbsp;0.00 - 0.02 (0.01) |
| Warrants | 0 | Income Approach | Expected Remaining Distribution | &nbsp;&nbsp;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, $134,001,325 was transferred from Level 2 to Level 3 due to a lack of a pricing source supported by observable inputs and $129,636,161 was transferred from Level 3 to Level 2 as a result of the availability of a pricing source supported by observable inputs. All transfers, if any, are assumed to occur at the end of the reporting period.

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

**Credit Suisse Strategic Income Fund**

**Schedule of Investments**

January 31, 2023 (unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Par<br>(000)** | **Ratings† <br> (S&P/Moody's)** | **Maturity** | **Rate%** | **Value** |
| **CORPORATE BONDS** (45.7%) |  |  |  | |
| **Aerospace & Defense** (0.2%) |  |  |  | |
| $250 Bombardier, Inc., Rule 144A, Senior Unsecured Notes (Callable 02/01/26 @ 103.75)<sup>(1)</sup> | (B-, B3) | 02/01/29 | 7.500 | $250277 |
| 500 Science Applications International Corp., Rule 144A, Company Guaranteed Notes (Callable 04/01/23 @ 102.44)<sup>(1)</sup> | (BB-, B1) | 04/01/28 | 4.875 | 469350 |
|  |  |  |  | 719627 |
| **Auto Parts & Equipment** (0.5%) |  |  |  |  |
| 1000 IHO Verwaltungs GmbH, Rule 144A, Senior Secured Notes, 4.500% Cash, 5.500% PIK (Callable 02/13/23 @ 101.58)<sup>(1),(2)</sup> | (BB-, Ba2) | 09/15/26 | 4.750 | 917275 |
| 1000 TI Automotive Finance PLC, Rule 144A, Company Guaranteed Notes (Callable 04/15/24 @ 101.88)<sup>(1),(3)</sup> | (B+, B3) | 04/15/29 | 3.750 | 844404 |
|  |  |  |  | 1761679 |
| **Automakers** (0.2%) |  |  |  |  |
| 400 Thor Industries, Inc., Rule 144A, Company Guaranteed Notes (Callable 10/15/24 @ 102.00)<sup>(1)</sup> | (BB-, B1) | 10/15/29 | 4.000 | 333108 |
| 250 Winnebago Industries, Inc., Rule 144A, Senior Secured Notes (Callable 07/15/23 @ 103.13)<sup>(1)</sup> | (BB+, Ba3) | 07/15/28 | 6.250 | 240723 |
|  |  |  |  | 573831 |
| **Brokerage** (0.1%) |  |  |  |  |
| 474 StoneX Group, Inc., Rule 144A, Senior Secured Notes (Callable 03/03/23 @ 104.31)<sup>(1)</sup> | (BB-, Ba3) | 06/15/25 | 8.625 | 477019 |
| **Building & Construction** (1.0%) |  |  |  |  |
| 1000 Adams Homes, Inc., Rule 144A, Company Guaranteed Notes (Callable 02/16/23 @ 101.88)<sup>(1)</sup> | (B+, B2) | 02/15/25 | 7.500 | 863268 |
| 1000 Pike Corp., Rule 144A, Company Guaranteed Notes (Callable 09/01/23 @ 102.75)<sup>(1)</sup> | (CCC+, B3) | 09/01/28 | 5.500 | 885010 |
| 1250 TopBuild Corp., Rule 144A, Company Guaranteed Notes (Callable 03/15/24 @ 101.81)<sup>(1)</sup> | (BB+, Ba2) | 03/15/29 | 3.625 | 1069275 |
| 600 TopBuild Corp., Rule 144A, Company Guaranteed Notes (Callable 10/15/26 @ 102.06)<sup>(1)</sup> | (BB+, Ba2) | 02/15/32 | 4.125 | 504811 |
|  |  |  |  | 3322364 |
| **Building Materials** (3.3%) |  |  |  |  |
| 700 Advanced Drainage Systems, Inc., Rule 144A, Company Guaranteed Notes (Callable 02/16/23 @ 102.50)<sup>(1)</sup> | (BB-, Ba2) | 09/30/27 | 5.000 | 667648 |
| 2000 Advanced Drainage Systems, Inc., Rule 144A, Company Guaranteed Notes (Callable 07/15/25 @ 103.19)<sup>(1)</sup> | (BB-, Ba2) | 06/15/30 | 6.375 | 1989174 |
| 1000 Builders FirstSource, Inc., Rule 144A, Company Guaranteed Notes (Callable 06/15/27 @ 103.19)<sup>(1)</sup> | (BB-, Ba2) | 06/15/32 | 6.375 | 980303 |
| 1805 Foundation Building Materials, Inc., Rule 144A, Company Guaranteed Notes (Callable 03/01/24 @ 103.00)<sup>(1)</sup> | (CCC+, Caa1) | 03/01/29 | 6.000 | 1454036 |
| 284 LBM Acquisition LLC, Rule 144A, Company Guaranteed Notes (Callable 01/15/24 @ 103.13)<sup>(1)</sup> | (CCC, Caa2) | 01/15/29 | 6.250 | 213983 |
| 1447 Masonite International Corp., Rule 144A, Company Guaranteed Notes (Callable 03/03/23 @ 102.69)<sup>(1)</sup> | (BB+, Ba2) | 02/01/28 | 5.375 | 1360375 |
| 1000 Masonite International Corp., Rule 144A, Company Guaranteed Notes (Callable 08/15/29 @ 100.00)<sup>(1)</sup> | (BB+, Ba2) | 02/15/30 | 3.500 | 826555 |
| 2008 MIWD Finance Corp., Rule 144A, Company Guaranteed Notes (Callable 02/01/25 @ 102.75)<sup>(1)</sup> | (B, B3) | 02/01/30 | 5.500 | 1673969 |
| 500 Oscar Finance, Inc., Rule 144A, Senior Unsecured Notes (Callable 04/15/25 @ 104.75)<sup>(1),(4)</sup> | (CCC+, Caa1) | 04/15/30 | 9.500 | 448128 |
| 1125 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 | 800190 |
| 950 PGT Innovations, Inc., Rule 144A, Company Guaranteed Notes (Callable 10/01/24 @ 102.19)<sup>(1)</sup> | (B+, B1) | 10/01/29 | 4.375 | 820966 |
|  |  |  |  | 11235327 |
| **Cable & Satellite TV** (0.7%) |  |  |  |  |
| 1000 CSC Holdings LLC / CCO Holdings Capital Corp., Rule 144A, Senior Unsecured Notes (Callable 03/01/26 @ 103.69)<sup>(1)</sup> | (BB-, B1) | 03/01/31 | 7.375 | 1003120 |
| 300 CSC Holdings LLC, Rule 144A, Company Guaranteed Notes (Callable 11/15/26 @ 102.25)<sup>(1)</sup> | (B+, B1) | 11/15/31 | 4.500 | 220776 |
| 500 CSC Holdings LLC, Rule 144A, Senior Unsecured Notes (Callable 01/15/25 @ 102.88)<sup>(1)</sup> | (B-, Caa1) | 01/15/30 | 5.750 | 316887 |

---

**Credit Suisse Strategic Income Fund**

**Schedule of Investments (continued)**

January 31, 2023 (unaudited)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Par<br>(000)** | **Par<br>(000)** | **Ratings†<br> (S&P/Moody's)** | **Maturity** | **Rate%** | **Value** |
| **CORPORATE BONDS** (continued) | **CORPORATE BONDS** (continued) |  |  |  | |
| **Cable & Satellite TV**(continued) | **Cable & Satellite TV**(continued) |  |  |  | |
| $| 1030 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 | $907590 |
|  |  |  |  |  | 2448373 |
| **Chemicals** (1.7%) | **Chemicals** (1.7%) |  |  |  |  |
| 250 | 250 Avient Corp., Rule 144A, Senior Unsecured Notes (Callable 03/03/23 @ 102.88)<sup>(1)</sup> | (BB-, Ba3) | 05/15/25 | 5.750 | 247729 |
| 750 | 750 Avient Corp., Rule 144A, Senior Unsecured Notes (Callable 08/01/25 @ 103.56)<sup>(1)</sup> | (BB-, Ba3) | 08/01/30 | 7.125 | 756508 |
| 500 | 500 Herens Holdco Sarl, Rule 144A, Senior Secured Notes (Callable 05/15/24 @ 102.38)<sup>(1)</sup> | (B-, B2) | 05/15/28 | 4.750 | 410630 |
| 450 | 450 Olympus Water U.S. Holding Corp., Rule 144A, Senior Unsecured Notes (Callable 10/01/24 @ 103.13)<sup>(1),(4)</sup> | (CCC+, Caa2) | 10/01/29 | 6.250 | 374036 |
| 52 | 52 Reichhold Industries, Inc., PIK Rule 144A, Senior Secured Notes <sup>(1),(2),(5),(6),(7),(8),(9)</sup> | (NR, WR) | 05/01/18 | 0.000 | 706 |
| 2550 | 2550 Schenectady International Group, Inc., Rule 144A, Senior Unsecured Notes (Callable 05/15/23 @ 103.38)<sup>(1)</sup> | (CCC+, Caa2) | 05/15/26 | 6.750 | 1153288 |
| 500 | 500 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 | 360947 |
| 3000 | 3000 Vibrantz Technologies, Inc., Rule 144A, Senior Unsecured Notes (Callable 02/15/25 @ 104.50)<sup>(1),(4)</sup> | (CCC+, Caa2) | 02/15/30 | 9.000 | 2316448 |
|  |  |  |  |  | 5620292 |
| **Consumer/Commercial/Lease Financing** (0.1%) | **Consumer/Commercial/Lease Financing** (0.1%) |  |  |  |  |
| 520 | 520 Cargo Aircraft Management, Inc., Rule 144A, Company Guaranteed Notes (Callable 02/16/23 @ 102.38)<sup>(1)</sup> | (BB, Ba2) | 02/01/28 | 4.750 | 471206 |
| **Diversified Capital Goods** (1.0%) | **Diversified Capital Goods** (1.0%) |  |  |  |  |
| 2458 | 2458 Atkore, Inc., Rule 144A, Senior Unsecured Notes (Callable 06/01/26 @ 102.13)<sup>(1)</sup> | (BB, Ba2) | 06/01/31 | 4.250 | 2162438 |
| 1350 | 1350 GrafTech Finance, Inc., Rule 144A, Senior Secured Notes (Callable 12/15/23 @ 102.31)<sup>(1)</sup> | (BB, Ba3) | 12/15/28 | 4.625 | 1155139 |
|  |  |  |  |  | 3317577 |
| **Electronics** (0.4%) | **Electronics** (0.4%) |  |  |  |  |
| 1000 | 1000 ON Semiconductor Corp., Rule 144A, Company Guaranteed Notes (Callable 09/01/23 @ 101.94)<sup>(1)</sup> | (BB, Ba2) | 09/01/28 | 3.875 | 913770 |
| 500 | 500 Sensata Technologies, Inc., Rule 144A, Company Guaranteed Notes (Callable 11/15/29 @ 100.00)<sup>(1)</sup> | (BB+, Ba3) | 02/15/30 | 4.375 | 453260 |
|  |  |  |  |  | 1367030 |
| **Energy - Exploration & Production** (0.8%) | **Energy - Exploration & Production** (0.8%) |  |  |  |  |
| 58 | 58 CNX Resources Corp., Rule 144A, Company Guaranteed Notes (Callable 03/03/23 @ 105.44)<sup>(1)</sup> | (BB, B1) | 03/14/27 | 7.250 | 57793 |
| 1000 | 1000 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 | 997668 |
| 1000 | 1000 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 | 952796 |
| 750 | 750 W&T Offshore, Inc., Rule 144A, Secured Notes (Callable 02/08/23 @ 100.00)<sup>(1)</sup> | (B, Caa2) | 11/01/23 | 9.750 | 750779 |
|  |  |  |  |  | 2759036 |
| **Environmental** (0.2%) | **Environmental** (0.2%) |  |  |  |  |
| 250 | 250 Clean Harbors, Inc., Rule 144A, Company Guaranteed Notes (Callable 02/01/26 @ 103.19)<sup>(1)</sup> | (BB+, Ba3) | 02/01/31 | 6.375 | 254962 |
| 250 | 250 Darling Ingredients, Inc., Rule 144A, Company Guaranteed Notes (Callable 06/15/25 @ 103.00)<sup>(1)</sup> | (BB+, Ba2) | 06/15/30 | 6.000 | 249059 |
|  |  |  |  |  | 504021 |
| **Gaming** (0.3%) | **Gaming** (0.3%) |  |  |  |  |
| 400 | 400 Boyd Gaming Corp., Rule 144A, Company Guaranteed Notes (Callable 06/15/26 @ 102.38)<sup>(1)</sup> | (BB, B3) | 06/15/31 | 4.750 | 360462 |
| 410 | 410 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 | 389461 |

---

**Credit Suisse Strategic Income 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) |  |  |  |  |
| **Gaming**(continued) | **Gaming**(continued) |  |  |  |  |
| 237 | Jacobs Entertainment, Inc., Rule 144A, Senior Unsecured Notes (Callable 02/15/25 @ 103.38)<sup>(1)</sup> | (B, B2) | 02/15/29 | 6.750 | $218554 |
|  |  |  |  |  | 968477 |
| **Gas Distribution** (1.5%) | **Gas Distribution** (1.5%) |  |  |  |  |
| 500 | 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 | 423820 |
| 750 | Genesis Energy Finance Corp., Company Guaranteed Notes (Callable 03/03/23 @ 101.63) | (B, B2) | 10/01/25 | 6.500 | 737812 |
| 625 | Genesis Energy Finance Corp., Global Senior Unsecured Notes (Callable 04/15/26 @ 104.44) | (B, B2) | 04/15/30 | 8.875 | 636713 |
| 500 | 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 | 466903 |
| 1034 | 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 | 952842 |
| 1500 | 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 | 1357571 |
| 500 | 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 | 446078 |
|  |  |  |  |  | 5021739 |
| **Health Facility** (0.3%) | **Health Facility** (0.3%) |  |  |  |  |
| 1000 | 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 | 865172 |
| **Health Services** (1.1%) | **Health Services** (1.1%) |  |  |  |  |
| 250 | AMN Healthcare, Inc., Rule 144A, Company Guaranteed Notes (Callable 03/03/23 @ 102.31)<sup>(1)</sup> | (BB-, Ba3) | 10/01/27 | 4.625 | 232198 |
| 1360 | AMN Healthcare, Inc., Rule 144A, Company Guaranteed Notes (Callable 04/15/24 @ 102.00)<sup>(1)</sup> | (BB-, Ba3) | 04/15/29 | 4.000 | 1177948 |
| 1000 | AthenaHealth Group, Inc., Rule 144A, Senior Unsecured Notes (Callable 02/15/25 @ 103.25)<sup>(1),(4)</sup> | (CCC, Caa2) | 02/15/30 | 6.500 | 830011 |
| 2500 | Radiology Partners, Inc., Rule 144A, Company Guaranteed Notes (Callable 03/03/23 @ 104.63)<sup>(1)</sup> | (CCC, Caa3) | 02/01/28 | 9.250 | 1516287 |
|  |  |  |  |  | 3756444 |
| **Insurance Brokerage** (2.3%) | **Insurance Brokerage** (2.3%) |  |  |  |  |
| 750 | 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 | 737591 |
| 1200 | 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 | 1222038 |
| 725 | NFP Corp., Rule 144A, Senior Secured Notes (Callable 08/15/23 @ 102.44)<sup>(1)</sup> | (B, B1) | 08/15/28 | 4.875 | 634052 |
| 4578 | NFP Corp., Rule 144A, Senior Unsecured Notes (Callable 08/15/23 @ 103.44)<sup>(1)</sup> | (CCC+, Caa2) | 08/15/28 | 6.875 | 3970248 |
| 1250 | 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 | 1127825 |
|  |  |  |  |  | 7691754 |
| **Investments & Misc. Financial Services** (2.6%) | **Investments & Misc. Financial Services** (2.6%) |  |  |  |  |
| 2000 | Armor Holdco, Inc., Rule 144A, Company Guaranteed Notes (Callable 11/15/24 @ 104.25)<sup>(1)</sup> | (CCC+, Caa1) | 11/15/29 | 8.500 | 1708420 |
| 1500 | Compass Group Diversified Holdings LLC, Rule 144A, Company Guaranteed Notes (Callable 04/15/24 @ 102.63)<sup>(1)</sup> | (B+, B1) | 04/15/29 | 5.250 | 1351710 |
| 3275 | Compass Group Diversified Holdings LLC, Rule 144A, Senior Unsecured Notes (Callable 01/15/27 @ 102.50)<sup>(1)</sup> | (B+, B1) | 01/15/32 | 5.000 | 2699685 |
| 2000 | 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 | 1443819 |
| 1900 | Paysafe Holdings U.S. Corp., Rule 144A, Senior Secured Notes (Callable 06/15/24 @ 102.00)<sup>(1),(4)</sup> | (B, B2) | 06/15/29 | 4.000 | 1512959 |
|  |  |  |  |  | 8716593 |
| **Machinery** (3.5%) | **Machinery** (3.5%) |  |  |  |  |
| 2448 | Arcosa, Inc., Rule 144A, Company Guaranteed Notes (Callable 04/15/24 @ 102.19)<sup>(1)</sup> | (BB, Ba2) | 04/15/29 | 4.375 | 2192358 |
| 2700 | ATS Corp., Rule 144A, Company Guaranteed Notes (Callable 12/15/23 @ 102.06)<sup>(1)</sup> | (BB-, B2) | 12/15/28 | 4.125 | 2422156 |

---

**Credit Suisse Strategic Income 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) |  |  |  | |
| **Machinery**(continued) | **Machinery**(continued) |  |  |  | |
| 2200 | 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 | $1654596 |
| 3200 | Granite U.S. Holdings Corp., Rule 144A, Company Guaranteed Notes (Callable 03/03/23 @ 105.50)<sup>(1),(4)</sup> | (CCC+, Caa1) | 10/01/27 | 11.000 | 3385216 |
| 1685 | Harsco Corp., Rule 144A, Company Guaranteed Notes (Callable 03/03/23 @ 102.88)<sup>(1)</sup> | (B, B3) | 07/31/27 | 5.750 | 1427700 |
| 250 | Hillenbrand, Inc., Global Company Guaranteed Notes (Callable 03/03/23 @ 102.88) | (BB+, Ba1) | 06/15/25 | 5.750 | 251659 |
| 300 | Regal Rexnord Corp., Rule 144A, Company Guaranteed Notes (Callable 12/15/29 @ 100.00)<sup>(1)</sup> | (BB+, Baa3) | 02/15/30 | 6.300 | 305489 |
| 300 | Regal Rexnord Corp., Rule 144A, Company Guaranteed Notes (Callable 01/15/33 @ 100.00)<sup>(1)</sup> | (BB+, Baa3) | 04/15/33 | 6.400 | 307414 |
|  |  |  |  |  | 11946588 |
| **Managed Care** (0.1%) | **Managed Care** (0.1%) |  |  |  |  |
| 475 | HealthEquity, Inc., Rule 144A, Company Guaranteed Notes (Callable 10/01/24 @ 102.25)<sup>(1)</sup> | (B, B3) | 10/01/29 | 4.500 | 425861 |
| **Media - Diversified** (0.1%) | **Media - Diversified** (0.1%) |  |  |  |  |
| 500 | News Corp., Rule 144A, Company Guaranteed Notes (Callable 02/15/27 @ 102.56)<sup>(1)</sup> | (BB+, Ba1) | 02/15/32 | 5.125 | 471397 |
| **Media Content** (0.1%) | **Media Content** (0.1%) |  |  |  |  |
| 500 | WMG Acquisition Corp., Rule 144A, Senior Secured Notes (Callable 07/15/25 @ 101.94)<sup>(1)</sup> | (BB+, Ba3) | 07/15/30 | 3.875 | 441385 |
| **Medical Products** (0.2%) | **Medical Products** (0.2%) |  |  |  |  |
| 500 | Avantor Funding, Inc., Rule 144A, Company Guaranteed Notes (Callable 07/15/23 @ 102.31)<sup>(1)</sup> | (BB-, B2) | 07/15/28 | 4.625 | 471202 |
| 375 | Embecta Corp., Rule 144A, Senior Secured Notes (Callable 02/15/27 @ 101.25)<sup>(1)</sup> | (B+, Ba3) | 02/15/30 | 5.000 | 309896 |
|  |  |  |  |  | 781098 |
| **Metals & Mining - Excluding Steel** (1.4%) | **Metals & Mining - Excluding Steel** (1.4%) |  |  |  |  |
| 750 | 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 | 623685 |
| 2385 | ERO Copper Corp., Rule 144A, Company Guaranteed Notes (Callable 02/15/25 @ 103.25)<sup>(1)</sup> | (B, B1) | 02/15/30 | 6.500 | 2038614 |
| 1345 | Kaiser Aluminum Corp., Rule 144A, Company Guaranteed Notes (Callable 06/01/26 @ 102.25)<sup>(1)</sup> | (BB-, B1) | 06/01/31 | 4.500 | 1139087 |
| 398 | Novelis Corp., Rule 144A, Company Guaranteed Notes (Callable 08/15/26 @ 101.94)<sup>(1)</sup> | (BB, Ba3) | 08/15/31 | 3.875 | 336515 |
| 654 | Taseko Mines Ltd., Rule 144A, Senior Secured Notes (Callable 03/03/23 @ 103.50)<sup>(1),(4)</sup> | (B-, B3) | 02/15/26 | 7.000 | 620610 |
|  |  |  |  |  | 4758511 |
| **Packaging** (2.0%) | **Packaging** (2.0%) |  |  |  |  |
| 350 | Ardagh Metal Packaging Finance PLC, Rule 144A, Senior Unsecured Notes (Callable 05/15/24 @ 101.50)<sup>(1),(3)</sup> | (B+, B3) | 09/01/29 | 3.000 | 296971 |
| 520 | Mauser Packaging Solutions Holding Co., Rule 144A, Senior Secured Notes (Callable 08/15/24 @ 103.94)<sup>(1)</sup> | (B, B2) | 08/15/26 | 7.875 | 525200 |
| 250 | Sealed Air Corp., Rule 144A, Senior Unsecured Notes (Callable 02/01/25 @ 103.06)<sup>(1)</sup> | (BB+, Ba2) | 02/01/28 | 6.125 | 252437 |
| 1250 | 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 | 1221309 |
| 4950 | TriMas Corp., Rule 144A, Company Guaranteed Notes (Callable 04/15/24 @ 102.06)<sup>(1)</sup> | (BB-, Ba3) | 04/15/29 | 4.125 | 4412207 |
|  |  |  |  |  | 6708124 |
| **Personal & Household Products** (0.7%) | **Personal & Household Products** (0.7%) |  |  |  |  |
| 750 | High Ridge Brands Co., Rule 144A, Company Guaranteed Notes (Callable 02/09/23 @ 100.00)<sup>(1),(5),(7),(8)</sup> | (NR, NR) | 03/15/25 | 0.000 | 15000 |
| 2290 | 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 | 1811791 |
| 375 | Mattel, Inc., Rule 144A, Company Guaranteed Notes (Callable 04/01/24 @ 101.88)<sup>(1)</sup> | (BB+, Baa3) | 04/01/29 | 3.750 | 336574 |

---

**Credit Suisse Strategic Income 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) |  |  |  | |
| **Personal & Household Products**(continued) | **Personal & Household Products**(continued) |  |  |  | |
| 350 | Prestige Brands, Inc., Rule 144A, Company Guaranteed Notes (Callable 04/01/26 @ 101.88)<sup>(1)</sup> | (BB-, B2) | 04/01/31 | 3.750 | $297664 |
|  |  |  |  |  | 2461029 |
| **Pharmaceuticals** (0.6%) | **Pharmaceuticals** (0.6%) |  |  |  |  |
| 950 | Bausch Health Cos., Inc., Rule 144A, Company Guaranteed Notes (Callable 02/16/23 @ 103.50)<sup>(1)</sup> | (CCC, Ca) | 01/15/28 | 7.000 | 436539 |
| 500 | Bausch Health Cos., Inc., Rule 144A, Company Guaranteed Notes (Callable 02/15/24 @ 103.13)<sup>(1)</sup> | (CCC, Ca) | 02/15/29 | 6.250 | 230710 |
| 922 | Emergent BioSolutions, Inc., Rule 144A, Company Guaranteed Notes (Callable 08/15/23 @ 101.94)<sup>(1)</sup> | (B, Caa1) | 08/15/28 | 3.875 | 402241 |
| 250 | 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 | 195062 |
| 450 | 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 | 391955 |
| 500 | Syneos Health, Inc., Rule 144A, Company Guaranteed Notes (Callable 01/15/24 @ 101.81)<sup>(1)</sup> | (BB-, B1) | 01/15/29 | 3.625 | 405107 |
|  |  |  |  |  | 2061614 |
| **Real Estate Development & Management** (0.2%) | **Real Estate Development & Management** (0.2%) |  |  |  |  |
| 1511 | WeWork Cos., Inc., Rule 144A, Company Guaranteed Notes <sup>(1)</sup> | (CCC+, WR) | 05/01/25 | 7.875 | 818093 |
| **Real Estate Investment Trusts** (0.7%) | **Real Estate Investment Trusts** (0.7%) |  |  |  |  |
| 2190 | Global Net Lease Operating Partnership LP, Rule 144A, Company Guaranteed Notes (Callable 09/15/27 @ 100.00)<sup>(1)</sup> | (BBB-, Ba3) | 12/15/27 | 3.750 | 1849854 |
| 700 | Starwood Property Trust, Inc., Rule 144A, Senior Unsecured Notes (Callable 01/15/26 @ 100.00)<sup>(1)</sup> | (BB-, Ba3) | 07/15/26 | 3.625 | 629122 |
|  |  |  |  |  | 2478976 |
| **Recreation & Travel** (2.0%) | **Recreation & Travel** (2.0%) |  |  |  |  |
| 1550 | 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 | 1406251 |
| 3375 | SeaWorld Parks & Entertainment, Inc., Rule 144A, Company Guaranteed Notes (Callable 08/15/24 @ 102.63)<sup>(1),(4)</sup> | (B, B3) | 08/15/29 | 5.250 | 3054088 |
| 250 | SeaWorld Parks & Entertainment, Inc., Rule 144A, Senior Secured Notes (Callable 03/03/23 @ 104.38)<sup>(1)</sup> | (BB, Ba3) | 05/01/25 | 8.750 | 257472 |
| 2250 | 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 | 2204820 |
|  |  |  |  |  | 6922631 |
| **Restaurants** (0.4%) | **Restaurants** (0.4%) |  |  |  |  |
| 1250 | Yum! Brands, Inc., Global Senior Unsecured Notes (Callable 04/01/27 @ 102.69) | (BB, Ba3) | 04/01/32 | 5.375 | 1184021 |
| **Software - Services** (5.6%) | **Software - Services** (5.6%) |  |  |  |  |
| 600 | Black Knight InfoServ LLC, Rule 144A, Company Guaranteed Notes (Callable 09/01/23 @ 101.81)<sup>(1)</sup> | (BB-, Ba3) | 09/01/28 | 3.625 | 534000 |
| 450 | Central Parent, Inc., Rule 144A, Senior Secured Notes (Callable 06/15/25 @ 103.63)<sup>(1)</sup> | (B+, B1) | 06/15/29 | 7.250 | 449457 |
| 3000 | Elastic NV, Rule 144A, Senior Unsecured Notes (Callable 07/15/24 @ 102.06)<sup>(1)</sup> | (B+, B1) | 07/15/29 | 4.125 | 2571292 |
| 4095 | Endurance International Group Holdings, Inc., Rule 144A, Senior Unsecured Notes (Callable 02/15/24 @ 103.00)<sup>(1)</sup> | (CCC+, Caa2) | 02/15/29 | 6.000 | 2915424 |
| 972 | Open Text Corp., Rule 144A, Company Guaranteed Notes (Callable 03/03/23 @ 101.94)<sup>(1)</sup> | (BB-, Ba3) | 02/15/28 | 3.875 | 843506 |
| 2225 | Open Text Corp., Rule 144A, Company Guaranteed Notes (Callable 12/01/24 @ 101.94)<sup>(1)</sup> | (BB-, Ba3) | 12/01/29 | 3.875 | 1853437 |
| 450 | Open Text Corp., Rule 144A, Senior Secured Notes (Callable 11/01/27 @ 100.00)<sup>(1)</sup> | (BBB-, Ba1) | 12/01/27 | 6.900 | 461734 |
| 475 | 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 | 386797 |
| 2787 | Presidio Holdings, Inc., Rule 144A, Company Guaranteed Notes (Callable 03/03/23 @ 104.13)<sup>(1)</sup> | (CCC+, Caa1) | 02/01/28 | 8.250 | 2683658 |
| 4575 | Virtusa Corp., Rule 144A, Senior Unsecured Notes (Callable 12/15/23 @ 103.56)<sup>(1)</sup> | (CCC+, Caa1) | 12/15/28 | 7.125 | 3850206 |

---

**Credit Suisse Strategic Income 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) |  |  |  | |
| **Software - Services**(continued) | **Software - Services**(continued) |  |  |  | |
| 3000 | ZoomInfo Finance Corp., Rule 144A, Company Guaranteed Notes (Callable 02/01/24 @ 101.94)<sup>(1),(4)</sup> | (B+, B1) | 02/01/29 | 3.875 | $2590995 |
|  |  |  |  |  | 19140506 |
| **Specialty Retail** (1.3%) | **Specialty Retail** (1.3%) |  |  |  |  |
| 370 | Asbury Automotive Group, Inc., Global Company Guaranteed Notes (Callable 03/01/23 @ 102.25) | (BB, B1) | 03/01/28 | 4.500 | 335501 |
| 67 | Asbury Automotive Group, Inc., Global Company Guaranteed Notes (Callable 03/01/25 @ 102.38) | (BB, B1) | 03/01/30 | 4.750 | 58675 |
| 64 | Eagle Intermediate Global Holdings B.V. <sup>(8),(9)</sup> | (NR, NR) | 05/01/25 | 0.000 | 29795 |
| 48 | Eagle Intermediate Global Holdings B.V., Rule 144A, Senior Secured Notes (Callable 02/13/23 @ 103.75)<sup>(1),(8),(9)</sup> | (NR, NR) | 05/01/25 | 7.500 | 29239 |
| 1750 | Eagle Intermediate Global Holdings B.V., Rule 144A, Senior Secured Notes (Callable 02/13/23 @ 103.75)<sup>(1)</sup> | (NR, Caa1) | 05/01/25 | 7.500 | 1104687 |
| 500 | 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 | 472057 |
| 325 | Group 1 Automotive, Inc., Rule 144A, Company Guaranteed Notes (Callable 08/15/23 @ 102.00)<sup>(1)</sup> | (BB+, Ba2) | 08/15/28 | 4.000 | 286252 |
| 750 | Lithia Motors, Inc., Rule 144A, Company Guaranteed Notes (Callable 03/03/23 @ 103.47)<sup>(1)</sup> | (BB+, Ba2) | 12/15/27 | 4.625 | 698374 |
| 375 | 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 | 313952 |
| 1225 | Sonic Automotive, Inc., Rule 144A, Company Guaranteed Notes (Callable 11/15/24 @ 102.31)<sup>(1)</sup> | (BB-, B1) | 11/15/29 | 4.625 | 1015029 |
| 289 | 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 | 232898 |
|  |  |  |  |  | 4576459 |
| **Steel Producers/Products** (0.4%) | **Steel Producers/Products** (0.4%) |  |  |  |  |
| 1650 | TMS International Corp., Rule 144A, Senior Unsecured Notes (Callable 04/15/24 @ 103.13)<sup>(1)</sup> | (B, Caa1) | 04/15/29 | 6.250 | 1251543 |
| **Support - Services** (4.7%) | **Support - Services** (4.7%) |  |  |  |  |
| 944 | Allied Universal Finance Corp., Rule 144A, Senior Secured Notes (Callable 06/01/24 @ 101.81)<sup>(1),(3)</sup> | (B, B2) | 06/01/28 | 3.625 | 858375 |
| 842 | 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 | 805226 |
| 2200 | Allied Universal Finance Corp., Rule 144A, Senior Unsecured Notes (Callable 06/01/24 @ 103.00)<sup>(1),(4)</sup> | (CCC+, Caa1) | 06/01/29 | 6.000 | 1772881 |
| 1613 | ASGN, Inc., Rule 144A, Company Guaranteed Notes (Callable 05/15/23 @ 102.31)<sup>(1)</sup> | (BB-, Ba3) | 05/15/28 | 4.625 | 1473532 |
| 3250 | CoreLogic, Inc., Rule 144A, Senior Secured Notes (Callable 05/01/24 @ 102.25)<sup>(1)</sup> | (B-, B2) | 05/01/28 | 4.500 | 2588446 |
| 250 | Gartner, Inc., Rule 144A, Company Guaranteed Notes (Callable 07/01/23 @ 102.25)<sup>(1)</sup> | (BB+, Ba1) | 07/01/28 | 4.500 | 237811 |
| 250 | Gartner, Inc., Rule 144A, Company Guaranteed Notes (Callable 06/15/24 @ 101.81)<sup>(1)</sup> | (BB+, Ba1) | 06/15/29 | 3.625 | 224898 |
| 3685 | 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 | 3641939 |
| 2750 | 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 | 2329985 |
| 500 | WESCO Distribution, Inc., Rule 144A, Company Guaranteed Notes (Callable 06/15/23 @ 103.63)<sup>(1)</sup> | (BB, Ba3) | 06/15/28 | 7.250 | 512836 |
| 1025 | 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 | 934675 |
| 800 | ZipRecruiter, Inc., Rule 144A, Senior Unsecured Notes (Callable 01/15/25 @ 102.50)<sup>(1)</sup> | (BB-, B2) | 01/15/30 | 5.000 | 697036 |
|  |  |  |  |  | 16077640 |
| **Tech Hardware & Equipment** (0.9%) | **Tech Hardware & Equipment** (0.9%) |  |  |  |  |
| 1000 | Entegris Escrow Corp., Rule 144A, Senior Secured Notes (Callable 01/15/29 @ 100.00)<sup>(1)</sup> | (BB+, Baa3) | 04/15/29 | 4.750 | 937562 |
| 2305 | Vertiv Group Corp., Rule 144A, Senior Secured Notes (Callable 11/15/24 @ 102.06)<sup>(1)</sup> | (BB-, B1) | 11/15/28 | 4.125 | 1999707 |
|  |  |  |  |  | 2937269 |

---

**Credit Suisse Strategic Income Fund**

**Schedule of Investments (continued)**

January 31, 2023 (unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Par<br>(000)** | **Ratings†<br> (S&P/Moody's)** | **Maturity** | **Rate%** | **Value** |
| **CORPORATE BONDS** (continued) |  |  |  | |
| **Telecom - Wireline Integrated & Services** (1.8%) |  |  |  | |
| $1000 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 | $783090 |
| 770 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 | 607146 |
| 755 LCPR Senior Secured Financing DAC, Rule 144A, Senior Secured Notes (Callable 03/03/23 @ 103.38)<sup>(1)</sup> | (B+, B1) | 10/15/27 | 6.750 | 732114 |
| 500 LCPR Senior Secured Financing DAC, Rule 144A, Senior Secured Notes (Callable 07/15/24 @ 102.56)<sup>(1)</sup> | (B+, B1) | 07/15/29 | 5.125 | 435940 |
| 1500 Level 3 Financing, Inc., Rule 144A, Company Guaranteed Notes (Callable 01/15/24 @ 101.81)<sup>(1)</sup> | (BB-, Ba3) | 01/15/29 | 3.625 | 1118250 |
| 500 Level 3 Financing, Inc., Rule 144A, Senior Secured Notes (Callable 08/15/29 @ 100.00)<sup>(1)</sup> | (BB+, Ba1) | 11/15/29 | 3.875 | 403238 |
| 2500 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 | 2093475 |
|  |  |  |  | 6173253 |
| **Theaters & Entertainment** (0.1%) |  |  |  |  |
| 500 Live Nation Entertainment, Inc., Rule 144A, Company Guaranteed Notes (Callable 03/03/23 @ 100.00)<sup>(1)</sup> | (B, B3) | 11/01/24 | 4.875 | 486333 |
| **Transport Infrastructure/Services** (0.6%) |  |  |  |  |
| 2000 XPO Escrow Sub LLC, Rule 144A, Company Guaranteed Notes (Callable 11/15/24 @ 103.75)<sup>(1),(4)</sup> | (BB+, Baa3) | 11/15/27 | 7.500 | 2057710 |
| **TOTAL CORPORATE BONDS** (Cost $172,601,513) |  |  |  | 155757602 |
| **BANK LOANS** (42.2%) |  |  |  |  |
| **Advertising** (0.7%) |  |  |  |  |
| 719 MH Sub I, LLC (1st Lien Term Loan), LIBOR 1M + 3.750%<sup>(10)</sup> | (B, B2) | 09/13/24 | 8.320 | 712319 |
| 1546 MH Sub I, LLC (Incremental Term Loan), LIBOR 1M + 3.750%<sup>(10)</sup> | (B, B2) | 09/13/24 | 8.320 | 1532645 |
|  |  |  |  | 2244964 |
| **Aerospace & Defense** (0.7%) |  |  |  |  |
| 1600 Amentum Government Services Holdings LLC, SOFR 3M + 7.500%<sup>(10)</sup> | (NR, NR) | 02/15/30 | 12.178 | 1488000 |
| 761 Peraton Corp., LIBOR 1M + 3.750%<sup>(10)</sup> | (B+, B1) | 02/01/28 | 8.320 | 758245 |
|  |  |  |  | 2246245 |
| **Auto Parts & Equipment** (1.4%) |  |  |  |  |
| 301 American Axle & Manufacturing, Inc., SOFR 1M + 3.600%<sup>(10)</sup> | (BB+, Ba1) | 12/13/29 | 8.033 | 301095 |
| 1056 Autokiniton U.S. Holdings, Inc., LIBOR 1M + 4.500%<sup>(10)</sup> | (B, B2) | 04/06/28 | 8.959 | 1051878 |
| 376 Dealer Tire Financial LLC, SOFR 1M + 4.500%<sup>(10)</sup> | (B-, B1) | 12/14/27 | 9.061 | 376796 |
| 632 Holley Purchaser, Inc., LIBOR 3M + 3.750%<sup>(10)</sup> | (B-, B2) | 11/17/28 | 8.424 - 8.480 | 551849 |
| 157 Jason Group, Inc., LIBOR 1M + 1.000% Cash, 9.000% PIK<sup>(2),(10)</sup> | (NR, WR) | 03/02/26 | 14.570 | 154502 |
| 205 Jason Group, Inc., LIBOR 1M + 2.000% Cash, 4.000% PIK<sup>(2),(10)</sup> | (NR, WR) | 08/28/25 | 10.570 | 172830 |
| 1028 RVR Dealership Holdings LLC, SOFR 1M + 3.750%<sup>(10)</sup> | (BB-, B1) | 02/08/28 | 8.554 | 932099 |
| 1386 U.S. Farathane LLC, LIBOR 3M + 4.250%<sup>(10)</sup> | (CCC+, B2) | 12/23/24 | 8.980 | 1289257 |
|  |  |  |  | 4830306 |
| **Brokerage** (0.2%) |  |  |  |  |
| 604 DRW Holdings LLC, LIBOR 1M + 3.750%<sup>(10)</sup> | (BB-, Ba3) | 03/01/28 | 8.320 | 592153 |
| **Building Materials** (1.0%) |  |  |  |  |
| 1181 Cornerstone Building Brands, Inc., LIBOR 1M + 3.250%<sup>(10)</sup> | (B, B2) | 04/12/28 | 7.709 | 1108729 |
| 178 Cornerstone Building Brands, Inc., SOFR 1M + 5.625%<sup>(10)</sup> | (B, B2) | 08/01/28 | 10.103 | 172371 |
| 2096 Oscar AcquisitionCo, LLC, SOFR 3M + 4.500%<sup>(10)</sup> | (B, B1) | 04/29/29 | 9.180 | 2035001 |
|  |  |  |  | 3316101 |
| **Cable & Satellite TV** (0.1%) |  |  |  |  |
| 475 Altice Financing S.A., SOFR 3M + 5.000%<sup>(10)</sup> | (B, B2) | 10/31/27 | 9.566 | 469853 |
| **Chemicals** (1.2%) |  |  |  |  |
| 430 CPC Acquisition Corp., LIBOR 3M + 7.750%<sup>(10)</sup> | (CCC, Caa3) | 12/29/28 | 12.480 | 266516 |
| 249 Lonza Group AG, LIBOR 3M + 4.000%<sup>(10)</sup> | (B-, B2) | 07/03/28 | 8.730 | 239868 |
| 1299 Luxembourg Investment Co. 428 S.a r.l., SOFR 3M + 5.000%<sup>(10)</sup> | (B-, B2) | 01/03/29 | 9.730 | 1041378 |
| 784 Vantage Specialty Chemicals, Inc., LIBOR 3M + 3.500%<sup>(10)</sup> | (B-, B3) | 10/28/24 | 8.230 - 8.325 | 776242 |

---

**Credit Suisse Strategic Income Fund**

**Schedule of Investments (continued)**

January 31, 2023 (unaudited)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Par <br> (000)** | **Par <br> (000)** | **Ratings† <br> (S&P/Moody's)** | **Maturity** | **Rate%** | **Value** |
| **BANK LOANS** (continued) | **BANK LOANS** (continued) |  |  |  | |
| **Chemicals**(continued) | **Chemicals**(continued) |  |  |  | |
| $| 455 Vantage Specialty Chemicals, Inc., LIBOR 3M + 8.250%<sup>(6),(10)</sup> | (CCC, Caa2) | 10/27/25 | 12.985 | $428401 |
| 446 | 446 Vantage Specialty Chemicals, Inc., SOFR 3M + 3.500%<sup>(10)</sup> | (B-, B3) | 10/28/24 | 8.326 | 441370 |
| 1295 | 1295 Zep, Inc., LIBOR 3M + 4.000%<sup>(10)</sup> | (CCC+, B3) | 08/12/24 | 8.580 | 1087658 |
|  |  |  |  |  | 4281433 |
| **Diversified Capital Goods** (1.5%) | **Diversified Capital Goods** (1.5%) |  |  |  |  |
| 1924 | 1924 Callaway Golf Co., LIBOR 1M + 4.500%<sup>(10)</sup> | (B+, B1) | 01/02/26 | 9.070 | 1928475 |
| 1560 | 1560 Dynacast International LLC, LIBOR 3M + 4.500%<sup>(10)</sup> | (B-, B2) | 07/22/25 | 9.199 | 1414166 |
| 585 | 585 Dynacast International LLC, LIBOR 3M + 9.000%<sup>(8),(10)</sup> | (CCC, Caa2) | 10/22/25 | 13.699 | 473977 |
| 1369 | 1369 Electrical Components International, Inc., LIBOR 1M + 4.250%<sup>(10)</sup> | (B-, B2) | 06/26/25 | 8.820 | 1240009 |
|  |  |  |  |  | 5056627 |
| **Electronics** (1.0%) | **Electronics** (1.0%) |  |  |  |  |
| 3065 | 3065 Idemia Group, LIBOR 3M + 4.500%<sup>(8),(10)</sup> | (B, B3) | 01/09/26 | 9.230 | 3057055 |
| 500 | 500 Infinite Bidco LLC, LIBOR 3M + 7.000%<sup>(10)</sup> | (CCC, Caa2) | 03/02/29 | 11.730 | 452500 |
|  |  |  |  |  | 3509555 |
| **Energy - Exploration & Production** (0.1%) | **Energy - Exploration & Production** (0.1%) |  |  |  |  |
| 241 | 241 Oryx Midstream Services Permian Basin LLC<sup>(11)</sup> | (BB-, Ba3) | 10/05/28 | 0.000 | 240199 |
| 888 | 888 PES Holdings, LLC, 3.000% PIK<sup>(2),(5),(10)</sup> | (NR, WR) | 12/31/24 | 3.000 | 26080 |
|  |  |  |  |  | 266279 |
| **Food & Drug Retailers** (0.8%) | **Food & Drug Retailers** (0.8%) |  |  |  |  |
| 1965 | 1965 Packaging Coordinators Midco, Inc., LIBOR 3M + 3.500%<sup>(10)</sup> | (B-, B2) | 11/30/27 | 8.230 | 1932194 |
| 866 | 866 WOOF Holdings, Inc., LIBOR 1M + 7.250%<sup>(10)</sup> | (CCC, Caa2) | 12/21/28 | 11.758 | 775934 |
|  |  |  |  |  | 2708128 |
| **Food - Wholesale** (0.6%) | **Food - Wholesale** (0.6%) |  |  |  |  |
| 2024 | 2024 AI Aqua Merger Sub, Inc., SOFR 1M + 3.750%<sup>(10)</sup> | (B, B3) | 07/31/28 | 8.147 | 1980399 |
| **Gaming** (0.4%) | **Gaming** (0.4%) |  |  |  |  |
| 922 | 922 CBAC Borrower LLC, LIBOR 1M + 4.000%<sup>(6),(10)</sup> | (B-, Caa1) | 07/08/24 | 8.570 | 907211 |
| 326 | 326 Fertitta Entertainment, LLC, SOFR 1M + 4.000%<sup>(10)</sup> | (B, B2) | 01/27/29 | 8.561 | 322411 |
|  |  |  |  |  | 1229622 |
| **Gas Distribution** (0.2%) | **Gas Distribution** (0.2%) |  |  |  |  |
| 695 | 695 BCP Renaissance Parent LLC, SOFR 1M + 3.500%<sup>(10)</sup> | (B+, B2) | 10/31/26 | 8.061 | 694805 |
| **Health Facilities** (0.9%) | **Health Facilities** (0.9%) |  |  |  |  |
| 305 | 305 Carestream Health, Inc., SOFR 3M + 7.500%<sup>(10)</sup> | (B-, B3) | 09/30/27 | 12.180 | 222828 |
| 997 | 997 EyeCare Partners, LLC, LIBOR 3M + 3.750%<sup>(10)</sup> | (B-, B2) | 02/18/27 | 8.480 | 838177 |
| 1965 | 1965 Loire Finco Luxembourg Sarl, LIBOR 1M + 3.500%<sup>(10)</sup> | (B, B3) | 04/21/27 | 8.070 | 1863726 |
|  |  |  |  |  | 2924731 |
| **Health Services** (3.6%) | **Health Services** (3.6%) |  |  |  |  |
| 1769 | 1769 ADMI Corp., LIBOR 1M + 3.375%<sup>(10)</sup> | (B, B3) | 12/23/27 | 7.945 | 1635425 |
| 1562 | 1562 KUEHG Corp., LIBOR 3M + 3.750%<sup>(10)</sup> | (B-, B2) | 02/21/25 | 8.480 | 1522972 |
| 22 | 22 Learning Care Group, Inc., LIBOR 3M + 3.250%<sup>(10)</sup> | (B-, B2) | 03/13/25 | 7.980 - 8.075 | 19946 |
| 1250 | 1250 Learning Care Group, Inc., LIBOR 3M + 7.500%<sup>(8),(10)</sup> | (CCC, Caa2) | 03/13/26 | 0.000 | 1084375 |
| 1470 | 1470 PetVet Care Centers LLC, LIBOR 1M + 3.500%<sup>(10)</sup> | (B-, B2) | 02/14/25 | 8.070 | 1398711 |
| 1500 | 1500 Radiology Partners, Inc., LIBOR 1M + 4.250%<sup>(10)</sup> | (B-, B3) | 07/09/25 | 8.797 | 1303440 |
| 348 | 348 Southern Veterinary Partners, LLC, LIBOR 1M + 4.000%<sup>(10)</sup> | (B-, B2) | 10/05/27 | 8.570 | 336942 |
| 1237 | 1237 Therapy Brands Holdings LLC, LIBOR 1M + 4.000%<sup>(8),(10)</sup> | (B-, B2) | 05/18/28 | 8.508 | 1162696 |
| 393 | 393 TTF Holdings LLC, LIBOR 1M + 4.000%<sup>(10)</sup> | (B+, B1) | 03/31/28 | 8.625 | 392341 |
| 2632 | 2632 U.S. Radiology Specialists, Inc., LIBOR 1M + 5.250%<sup>(10)</sup> | (B-, B3) | 12/15/27 | 9.875 | 2520366 |
| 111 | 111 Western Dental Services, Inc., LIBOR 3M + 4.500%<sup>(10)</sup> | (B-, B3) | 08/18/28 | 9.235 | 104476 |
| 983 | 983 Western Dental Services, Inc., LIBOR 3M + 4.500%<sup>(10)</sup> | (B-, B3) | 08/18/28 | 9.235 | 927347 |
|  |  |  |  |  | 12409037 |
| **Health Services** (0.4%) | **Health Services** (0.4%) |  |  |  |  |
| 161 | 161 Athenahealth, Inc.<sup>(11)</sup> | (B-, B2) | 02/15/29 | 0.000 | 153031 |
| 1314 | 1314 Athenahealth, Inc.<sup>(11)</sup> | (B-, B2) | 02/15/29 | 0.000 | 1248831 |
|  |  |  |  |  | 1401862 |
| **Insurance Brokerage** (1.0%) | **Insurance Brokerage** (1.0%) |  |  |  |  |
| 1500 | 1500 Alliant Holdings Intermediate LLC<sup>(11)</sup> | (B, B2) | 05/09/25 | 0.000 | 1500623 |

---

**Credit Suisse Strategic Income Fund**

**Schedule of Investments (continued)**

January 31, 2023 (unaudited)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Par <br> (000)** | **Par <br> (000)** | **Ratings†<br> (S&P/Moody's)** | **Maturity** | **Rate%** | **Value** |
| **BANK LOANS** (continued) | **BANK LOANS** (continued) |  |  |  | |
| **Insurance Brokerage**(continued) | **Insurance Brokerage**(continued) |  |  |  | |
| $| 1844 Hub International Ltd.<sup>(11)</sup> | (B, B2) | 04/25/25 | 0.000 | $1844117 |
|  |  |  |  |  | 3344740 |
| **Investments & Misc. Financial Services** (2.1%) | **Investments & Misc. Financial Services** (2.1%) |  |  |  |  |
| 436 | 436 Altisource Solutions Sarl, LIBOR 3M + 4.000%<sup>(6),(10)</sup> | (CCC-, Caa2) | 04/03/24 | 8.730 | 354771 |
| 1000 | 1000 AqGen Ascensus, Inc., LIBOR 3M + 6.500%<sup>(10)</sup> | (CCC, Caa2) | 08/02/29 | 11.313 | 897500 |
| 680 | 680 Citadel Securities LP, SOFR 1M + 3.000%<sup>(10)</sup> | (BBB-, Baa3) | 02/02/28 | 7.676 | 682667 |
| 341 | 341 Ditech Holding Corp.<sup>(5),(7),(8)</sup> | (NR, WR) | 06/30/22 | 0.000 | 37492 |
| 1995 | 1995 Galaxy US Opco, Inc., SOFR 1M + 4.750%<sup>(10)</sup> | (B-, B3) | 04/29/29 | 9.311 | 1822931 |
| 1728 | 1728 HighTower Holdings LLC, LIBOR 3M + 4.000%<sup>(10)</sup> | (B-, B2) | 04/21/28 | 8.815 | 1687082 |
| 614 | 614 Jump Financial, LLC, SOFR 3M + 4.500%<sup>(8),(10)</sup> | (BB-, Ba2) | 08/07/28 | 9.342 | 598168 |
| 166 | 166 Kestra Advisor Services Holdings A, Inc., LIBOR 3M + 4.250%<sup>(10)</sup> | (B-, B2) | 06/03/26 | 8.980 | 162955 |
| 988 | 988 Mariner Wealth Advisors LLC, SOFR 3M + 3.250%<sup>(8),(10)</sup> | (B-, Ba3) | 08/18/28 | 7.830 | 977809 |
|  |  |  |  |  | 7221375 |
| **Investments & Misc. Financial Services** (0.1%) | **Investments & Misc. Financial Services** (0.1%) |  |  |  |  |
| 500 | 500 Deerfield Dakota Holding LLC, SOFR 1M + 3.750%<sup>(11)</sup> | (B-, B2) | 04/09/27 | 0.000 | 484910 |
| **Machinery** (2.0%) | **Machinery** (2.0%) |  |  |  |  |
| 746 | 746 19th Holdings Golf, LLC, SOFR 1M + 3.000%<sup>(8),(10)</sup> | (B, B1) | 02/07/29 | 7.460 | 706516 |
| 990 | 990 CMBF LLC, LIBOR 1M + 6.000%<sup>(8),(10)</sup> | (B, B3) | 08/02/28 | 10.459 | 905850 |
| 282 | 282 CPM Holdings, Inc., LIBOR 1M + 3.500%<sup>(8),(10)</sup> | (B, B2) | 11/17/25 | 7.869 | 281420 |
| 197 | 197 CPM Holdings, Inc., LIBOR 1M + 8.250%<sup>(6),(10)</sup> | (B-, Caa2) | 11/16/26 | 12.619 | 194737 |
| 411 | 411 LTI Holdings, Inc., LIBOR 1M + 6.750%<sup>(6),(10)</sup> | (CCC+, Caa2) | 09/06/26 | 11.320 | 342796 |
| 2429 | 2429 LTI Holdings, Inc., LIBOR 1M + 3.500%<sup>(10)</sup> | (B-, B2) | 09/06/25 | 8.070 | 2357036 |
| 932 | 932 LTI Holdings, Inc., LIBOR 1M + 4.750%<sup>(10)</sup> | (B-, B2) | 07/24/26 | 9.320 | 909066 |
| 983 | 983 Penn Engineering & Manufacturing Corp., LIBOR 3M + 2.500%<sup>(8),(10)</sup> | (BB-, B1) | 06/27/24 | 7.230 | 985944 |
|  |  |  |  |  | 6683365 |
| **Media Content** (0.0%) | **Media Content** (0.0%) |  |  |  |  |
| 87 | 87 Recorded Books, Inc., SOFR 1M + 4.000%<sup>(10)</sup> | (B-, B3) | 08/29/25 | 8.323 | 87037 |
| **Medical Products** (1.2%) | **Medical Products** (1.2%) |  |  |  |  |
| 1452 | 1452 Artivion, Inc., SOFR 3M + 3.500%<sup>(10)</sup> | (B, B2) | 06/01/27 | 8.342 | 1382309 |
| 1346 | 1346 Femur Buyer, Inc., LIBOR 3M + 4.500%<sup>(10)</sup> | (CCC+, Caa1) | 03/05/26 | 9.230 | 1194237 |
| 686 | 686 Femur Buyer, Inc., LIBOR 3M + 5.500%<sup>(8),(10)</sup> | (CCC+, NR) | 03/05/24 | 10.342 | 580812 |
| 900 | 900 Sotera Health Holdings LLC, LIBOR 3M + 2.750%<sup>(10)</sup> | (BB-, B1) | 12/11/26 | 7.575 | 869067 |
|  |  |  |  |  | 4026425 |
| **Metals & Mining - Excluding Steel** (0.0%) | **Metals & Mining - Excluding Steel** (0.0%) |  |  |  |  |
| 198 | 198 Noranda Aluminum Acquisition Corp.<sup>(5),(7),(8)</sup> | (NR, WR) | 02/28/19 | 0.000 | 505 |
| **Packaging** (0.9%) | **Packaging** (0.9%) |  |  |  |  |
| 2091 | 2091 Proampac PG Borrower LLC, LIBOR 1M + 3.750%, LIBOR 3M + 3.750%<sup>(10)</sup> | (B-, B3) | 11/03/25 | 8.209 - 8.580 | 2049756 |
| 716 | 716 Strategic Materials, Inc., LIBOR 3M + 3.750%<sup>(6),(10)</sup> | (CCC, Caa3) | 11/01/24 | 8.190 | 559660 |
| 645 | 645 Strategic Materials, Inc., LIBOR 3M + 7.750%<sup>(6),(10)</sup> | (CC, C) | 10/31/25 | 12.190 | 170925 |
| 339 | 339 Technimark Holdings LLC, LIBOR 1M + 3.750%<sup>(10)</sup> | (B-, B2) | 07/09/28 | 8.258 | 325958 |
|  |  |  |  |  | 3106299 |
| **Personal & Household Products** (1.5%) | **Personal & Household Products** (1.5%) |  |  |  |  |
| 2787 | 2787 ABG Intermediate Holdings 2 LLC, LIBOR 1M + 3.250%<sup>(10)</sup> | (B, B1) | 09/27/24 | 7.820 | 2787505 |
| 166 | 166 Anticimex International AB, LIBOR 3M + 4.000%<sup>(10)</sup> | (B, B2) | 11/16/28 | 8.735 | 165299 |
| 578 | 578 Fender Musical Instruments Corp., SOFR 1M + 4.000%<sup>(8),(10)</sup> | (B-, B3) | 12/01/28 | 8.578 | 504172 |
| 1344 | 1344 MND Holdings III Corp., LIBOR 1M + 3.500%<sup>(6),(10)</sup> | (B-, B2) | 06/19/24 | 8.230 | 1287905 |
| 960 | 960 Serta Simmons Bedding, LLC<sup>(5),(7)</sup> | (D, WR) | 08/10/23 | 0.000 | 559502 |
|  |  |  |  |  | 5304383 |
| **Pharmaceuticals** (0.5%) | **Pharmaceuticals** (0.5%) |  |  |  |  |
| 158 | 158 Akorn, Inc., LIBOR 3M + 7.500%<sup>(10)</sup> | (CCC+, Caa3) | 10/01/25 | 12.254 | 130244 |
| 860 | 860 Bausch Health Companies., Inc., SOFR 1M + 5.250%<sup>(10)</sup> | (B-, Caa1) | 02/01/27 | 9.828 | 665613 |
| 972 | 972 Endo Luxembourg Finance Co. I Sarl<sup>(5),(7)</sup> | (NR, WR) | 03/27/28 | 0.000 | 790709 |
|  |  |  |  |  | 1586566 |
| **Real Estate Investment Trusts** (0.2%) | **Real Estate Investment Trusts** (0.2%) |  |  |  |  |
| 735 | 735 Claros Mortgage Trust, Inc., SOFR 1M + 4.500%<sup>(10)</sup> | (B+, Ba3) | 08/09/26 | 9.078 | 730406 |

---

**Credit Suisse Strategic Income Fund <br> Schedule of Investments (continued)** <br> January 31, 2023 (unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Par <br> (000)** | **Ratings†<br> (S&P/Moody's)** | **Maturity** | **Rate%** | **Value** |
| **BANK LOANS** (continued) |  |  |  | |
| **Recreation & Travel** (1.5%) |  |  |  | |
| $1428 Bulldog Purchaser, Inc., SOFR 1M + 3.750%<sup>(10)</sup> | (B-, B3) | 09/05/25 | 8.411 | $1313113 |
| 61 Crown Finance U.S., Inc.<sup>(5),(7)</sup> | (D, WR) | 02/28/25 | 0.000 | 10740 |
| 316 Crown Finance U.S., Inc.<sup>(5),(7)</sup> | (D, WR) | 09/30/26 | 0.000 | 52014 |
| 343 Crown Finance U.S., Inc., SOFR 3M + 10.000%<sup>(10)</sup> | (NR, WR) | 09/07/23 | 14.635 | 347231 |
| 865 Hornblower Sub LLC, LIBOR 3M + 4.500%<sup>(10)</sup> | (CCC-, Caa2) | 04/27/25 | 8.670 | 586529 |
| 1134 Hornblower Sub LLC, LIBOR 3M + 8.125%<sup>(10)</sup> | (NR, NR) | 11/10/25 | 12.755 | 1143240 |
| 350 Hornblower Sub LLC, LIBOR 3M + 8.125%<sup>(10)</sup> | (NR, NR) | 11/10/25 | 12.769 | 352845 |
| 500 Hornblower Sub, LLC, LIBOR 3M + 8.125%<sup>(10)</sup> | (NR, NR) | 11/20/25 | 12.755 - 12.800 | 504065 |
| 742 SeaWorld Parks & Entertainment, Inc., LIBOR 1M + 3.000%<sup>(10)</sup> | (BB, Ba3) | 08/25/28 | 7.625 | 741832 |
|  |  |  |  | 5051609 |
| **Restaurants** (0.9%) |  |  |  |  |
| 688 K-Mac Holdings Corp., LIBOR 1M + 6.750%<sup>(10)</sup> | (CCC, Caa2) | 07/30/29 | 11.320 | 626080 |
| 1959 Miller's Ale House, Inc., LIBOR 3M + 4.750%, PRIME + 3.750%<sup>(6),(10)</sup> | (B-, B3) | 05/30/25 | 9.330 - 11.250 | 1916804 |
| 77 Tacala LLC, LIBOR 1M + 3.500%<sup>(10)</sup> | (B-, B2) | 02/05/27 | 8.070 | 75354 |
| 375 Tacala LLC, LIBOR 1M + 7.500%<sup>(10)</sup> | (CCC, Caa2) | 02/04/28 | 12.070 | 343204 |
|  |  |  |  | 2961442 |
| **Software - Services** (10.6%) |  |  |  |  |
| 1727 Applied Systems, Inc., SOFR 3M + 4.500%<sup>(10)</sup> | (B-, B2) | 09/18/26 | 9.080 | 1733645 |
| 1710 Aston FinCo Sarl, LIBOR 1M + 4.250%<sup>(8),(10)</sup> | (B-, B3) | 10/09/26 | 8.820 | 1475273 |
| 1126 Astra Acquisition Corp., LIBOR 1M + 5.250%<sup>(10)</sup> | (B, B1) | 10/25/28 | 9.820 | 998460 |
| 249 Cardinal Parent, Inc., LIBOR 3M + 4.500%<sup>(10)</sup> | (B-, B2) | 11/12/27 | 9.230 | 222142 |
| 1228 Ceridian HCM Holding, Inc., LIBOR 1M + 2.500%<sup>(10)</sup> | (B+, B1) | 04/30/25 | 7.070 | 1223881 |
| 1000 CommerceHub, Inc., SOFR 3M + 7.000%<sup>(10)</sup> | (CCC, Caa2) | 12/29/28 | 11.777 | 808750 |
| 1000 ConnectWise LLC<sup>(11)</sup> | (NR, B2) | 09/29/28 | 0.000 | 966250 |
| 1241 Cornerstone On Demand, Inc., LIBOR 1M + 3.750%<sup>(10)</sup> | (B-, B2) | 10/16/28 | 8.320 | 1146602 |
| 1250 DCert Buyer, Inc., LIBOR 6M + 7.000%<sup>(10)</sup> | (CCC, Caa2) | 02/19/29 | 11.696 | 1151300 |
| 2721 Finastra U.S.A., Inc., LIBOR 3M + 3.500%<sup>(10)</sup> | (CCC+, B2) | 06/13/24 | 8.325 | 2563356 |
| 2140 Finastra U.S.A., Inc., LIBOR 3M + 7.250%<sup>(10)</sup> | (CCC-, Caa2) | 06/13/25 | 12.075 | 1702226 |
| 1939 Flexera Software LLC, LIBOR 1M + 3.750%<sup>(10)</sup> | (B-, B1) | 03/03/28 | 8.320 | 1921606 |
| 1727 GHX Ultimate Parent Corp., LIBOR 3M + 3.250%<sup>(8),(10)</sup> | (B, B2) | 06/28/24 | 7.980 | 1722830 |
| 898 Hyland Software, Inc., LIBOR 1M + 3.500%<sup>(10)</sup> | (B-, B1) | 07/01/24 | 8.070 | 896790 |
| 1215 Hyland Software, Inc., LIBOR 1M + 6.250%<sup>(11)</sup> | (CCC, Caa1) | 07/07/25 | 0.000 | 1160749 |
| 424 IGT Holding IV AB, LIBOR 3M + 3.400%<sup>(10)</sup> | (B, B2) | 03/31/28 | 8.130 | 424061 |
| 932 Navicure, Inc., LIBOR 1M + 4.000%<sup>(10)</sup> | (B-, B2) | 10/22/26 | 8.570 | 928179 |
| 2500 Open Text Corp.<sup>(11)</sup> | (BBB-, Ba1) | 11/16/29 | 0.000 | 2500000 |
| 1648 Polaris Newco LLC, LIBOR 3M + 4.000%<sup>(10)</sup> | (B-, B2) | 06/02/28 | 8.730 | 1568893 |
| 1995 Project Alpha Intermediate Holding, Inc., LIBOR 1M + 4.000%<sup>(10)</sup> | (B, B3) | 04/26/24 | 8.570 | 1995390 |
| 1836 Proofpoint, Inc., LIBOR 3M + 3.250%<sup>(10)</sup> | (B-, B2) | 08/31/28 | 7.985 | 1803013 |
| 1991 Quest Software U.S. Holdings, Inc., SOFR 3M + 4.250%<sup>(10)</sup> | (B-, B2) | 02/01/29 | 9.076 | 1716027 |
| 2554 Redstone Holdco 2 LP, LIBOR 3M + 4.750%<sup>(10)</sup> | (B-, B3) | 04/27/28 | 9.568 | 2083149 |
| 2050 Transact Holdings, Inc., LIBOR 1M + 4.750%<sup>(10)</sup> | (B, B2) | 04/30/26 | 8.820 | 1983578 |
| 497 Virtusa Corp., SOFR 1M + 3.750%<sup>(10)</sup> | (B, B1) | 02/15/29 | 8.411 | 494541 |
| 1166 Virtusa Corp., LIBOR 1M + 3.750%<sup>(10)</sup> | (B, B1) | 02/11/28 | 8.320 | 1157894 |
|  |  |  |  | 36348585 |
| **Support - Services** (1.6%) |  |  |  |  |
| 597 CoreLogic, Inc., LIBOR 1M + 3.500%<sup>(10)</sup> | (B-, B2) | 06/02/28 | 8.125 | 508675 |
| 498 Global Education Management Systems Establishment, LIBOR 6M + 5.000%<sup>(10)</sup> | (B-, B3) | 07/31/26 | 8.566 | 498257 |
| 982 Gloves Buyer, Inc., LIBOR 1M + 4.000%<sup>(10)</sup> | (B-, B2) | 12/29/27 | 8.570 | 903078 |
| 830 LaserShip, Inc., LIBOR 3M + 7.500%<sup>(8),(10)</sup> | (CCC, Caa2) | 05/07/29 | 12.230 | 526750 |
| 1481 LaserShip, Inc., LIBOR 3M + 4.500%<sup>(10)</sup> | (B-, B2) | 05/07/28 | 9.230 | 1112100 |
| 1939 Wrench Group LLC, LIBOR 3M + 4.000%<sup>(10)</sup> | (B-, B2) | 04/30/26 | 8.730 | 1918433 |
|  |  |  |  | 5467293 |
| **Tech Hardware & Equipment** (1.1%) |  |  |  |  |
| 1240 Atlas CC Acquisition Corp., LIBOR 3M + 4.250%<sup>(10)</sup> | (B, Caa1) | 05/25/28 | 8.985 | 1092912 |
| 252 Atlas CC Acquisition Corp., LIBOR 3M + 4.250%<sup>(10)</sup> | (B+, B1) | 05/25/28 | 8.985 | 222287 |
| 332 CommScope, Inc., LIBOR 1M + 3.250%<sup>(10)</sup> | (B, B1) | 04/06/26 | 7.820 | 326182 |
| 1982 Ingram Micro, Inc., LIBOR 3M + 3.500%<sup>(10)</sup> | (BB-, B1) | 06/30/28 | 8.230 | 1980823 |
|  |  |  |  | 3622204 |

---

**Credit Suisse Strategic Income Fund <br> Schedule of Investments (continued)** <br> January 31, 2023 (unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Par <br> (000)** | **Ratings†<br> (S&P/Moody's)** | **Maturity** | **Rate%** | **Value** |
| **BANK LOANS** (continued) |  |  |  | |
| **Telecom - Wireless** (0.6%) |  |  |  | |
| $992 CCI Buyer, Inc., SOFR 3M + 4.000%<sup>(10)</sup> | (B-, B1) | 12/17/27 | 8.580 | $976304 |
| 965 Eagle Broadband Investments LLC, LIBOR 3M + 3.000%<sup>(10)</sup> | (B+, B2) | 11/12/27 | 7.750 | 957598 |
|  |  |  |  | 1933902 |
| **Telecom - Wireline Integrated & Services** (1.2%) |  |  |  |  |
| 494 Altice France S.A., LIBOR 3M + 4.000%<sup>(8),(10)</sup> | (B, B2) | 08/14/26 | 8.650 | 477516 |
| 2990 Patagonia Holdco LLC, SOFR 3M + 5.750%<sup>(8),(10)</sup> | (NR, B1) | 08/01/29 | 9.960 | 2526393 |
| 937 TVC Albany, Inc., LIBOR 1M + 3.500%<sup>(10)</sup> | (B-, B2) | 07/23/25 | 8.070 | 879699 |
| 438 TVC Albany, Inc., LIBOR 1M + 7.500%<sup>(6),(10)</sup> | (CCC, Caa2) | 07/23/26 | 12.070 | 400678 |
|  |  |  |  | 4284286 |
| **Theaters & Entertainment** (0.3%) |  |  |  |  |
| 1430 Technicolor Creative Studios, EURIBOR 3M + 6.000%<sup>(3),(10)</sup> | (CCC+, Caa1) | 09/07/26 | 8.046 | 925036 |
| 166 TopGolf International, Inc., LIBOR 3M + 6.250%<sup>(10)</sup> | (B, B3) | 02/09/26 | 11.065 | 166367 |
|  |  |  |  | 1091403 |
| **Trucking & Delivery** (0.1%) |  |  |  |  |
| 506 American Trailer World Corp., SOFR 1M + 3.750%<sup>(10)</sup> | (B, B3) | 03/03/28 | 8.411 | 446823 |
| **TOTAL BANK LOANS** (Cost $152,837,324) |  |  |  | 143945658 |
| **ASSET BACKED SECURITIES** (6.1%) |  |  |  |  |
| **Collateralized Debt Obligations** (6.1%) |  |  |  |  |
| 1350 Anchorage Capital CLO 15 Ltd., 2020-15A, Rule 144A, LIBOR 3M + 7.400% <sup>(1),(10)</sup> | (NR, Ba3) | 07/20/34 | 12.208 | 1232392 |
| 1250 Anchorage Capital CLO 2013-1 Ltd., 2013-1A, Rule 144A, LIBOR 3M + 6.800% <sup>(1),(10)</sup> | (NR, Ba3) | 10/13/30 | 11.615 | 1128287 |
| 1000 Anchorage Capital CLO 21 Ltd., 2021-21A, Rule 144A, LIBOR 3M + 7.350% <sup>(1),(10)</sup> | (NR, Ba3) | 10/20/34 | 12.158 | 903212 |
| 1000 Anchorage Capital CLO 4-R Ltd., 2014-4RA, Rule 144A, LIBOR 3M + 2.600% <sup>(1),(10)</sup> | (BBB-, NR) | 01/28/31 | 7.402 | 865511 |
| 1000 Battalion CLO XIV Ltd., 2019-14A, Rule 144A, LIBOR 3M + 3.440% <sup>(1),(10)</sup> | (NR, Baa3) | 01/20/35 | 8.248 | 898248 |
| 1000 BlueMountain CLO Ltd., 2016-2A, Rule 144A, LIBOR 3M + 4.300% <sup>(1),(10)</sup> | (BBB-, NR) | 08/20/32 | 8.975 | 948781 |
| 1000 BlueMountain Fuji U.S. CLO I Ltd., 2017-1A, Rule 144A, LIBOR 3M + 6.000% <sup>(1),(10)</sup> | (BB-, NR) | 07/20/29 | 10.808 | 820585 |
| 1000 BlueMountain Fuji U.S. CLO III Ltd., 2017-3A, Rule 144A, LIBOR 3M + 5.200% <sup>(1),(10)</sup> | (BB-, NR) | 01/15/30 | 9.992 | 831276 |
| 750 Carlyle Global Market Strategies CLO Ltd., 2014-3RA, Rule 144A, LIBOR 3M + 5.400% <sup>(1),(10)</sup> | (BB-, NR) | 07/27/31 | 10.215 | 615637 |
| 1250 CIFC Funding Ltd., 2013-2A, Rule 144A, LIBOR 3M + 6.520% <sup>(1),(10)</sup> | (B+, NR) | 10/18/30 | 11.312 | 1109349 |
| 750 CIFC Funding Ltd., 2014-1A, Rule 144A, LIBOR 3M + 5.850% <sup>(1),(10)</sup> | (B+, NR) | 01/18/31 | 10.645 | 651558 |
| 1000 CIFC Funding Ltd., 2017-1A, Rule 144A, LIBOR 3M + 3.500% <sup>(1),(10)</sup> | (NR, Baa3) | 04/23/29 | 8.315 | 970353 |
| 1000 Galaxy XXII CLO Ltd., 2016-22A, Rule 144A, LIBOR 3M + 1.200% <sup>(1),(10)</sup> | (AAA, NR) | 04/16/34 | 5.992 | 986060 |
| 750 Goldentree Loan Opportunities XI Ltd., 2015-11A, Rule 144A, LIBOR 3M + 5.400% <sup>(1),(10)</sup> | (NR, Ba3) | 01/18/31 | 10.195 | 675043 |
| 1225 Greywolf CLO V Ltd., 2015-1A, Rule 144A, LIBOR 3M + 5.850% <sup>(1),(10)</sup> | (BB-, NR) | 01/27/31 | 10.668 | 1061390 |
| 500 Halcyon Loan Advisors Funding Ltd., 2015-2A, Rule 144A <sup>(1),(6),(11)</sup> | (NR, NR) | 07/25/27 | 0.000 | 75 |
| 1000 KKR CLO Ltd., 16, Rule 144A, LIBOR 3M + 7.110% <sup>(1),(10)</sup> | (BB-, NR) | 10/20/34 | 11.918 | 918739 |
| 500 KKR CLO Ltd., 20, Rule 144A, LIBOR 3M + 5.500% <sup>(1),(10)</sup> | (NR, Ba3) | 10/16/30 | 10.292 | 435939 |
| 750 KKR Financial CLO Ltd., 2013-1A, Rule 144A, LIBOR 3M + 6.080% <sup>(1),(10)</sup> | (NR, Ba3) | 04/15/29 | 10.872 | 660781 |
| 1000 Marble Point CLO XXIII Ltd., 2021-4A, Rule 144A, LIBOR 3M + 5.750% <sup>(1),(10)</sup> | (NR, Ba1) | 01/22/35 | 10.565 | 914886 |
| 1000 Oaktree CLO Ltd., 2019-4A, Rule 144A, LIBOR 3M + 7.230% <sup>(1),(10)</sup> | (BB-, NR) | 10/20/32 | 12.038 | 915476 |
| 856 Stratus CLO Ltd., 2021-1A, Rule 144A, LIBOR 3M + 0.800% <sup>(1),(10)</sup> | (NR, Aaa) | 12/29/29 | 5.608 | 843079 |
| 500 Venture XXVIII CLO Ltd., 2017-28A, Rule 144A, LIBOR 3M + 6.150% <sup>(1),(10)</sup> | (NR, Ba3) | 07/20/30 | 10.958 | 364138 |
| 1000 Vibrant CLO III Ltd., 2015-3A, Rule 144A, LIBOR 3M + 3.500% <sup>(1),(10)</sup> | (NR, Ba1) | 10/20/31 | 8.308 | 887795 |
| 750 Vibrant CLO VI Ltd., 2017-6A, Rule 144A, LIBOR 3M + 5.750% <sup>(1),(10)</sup> | (NR, Ba3) | 06/20/29 | 10.496 | 653006 |
| 500 Voya CLO Ltd., 2014-4A, Rule 144A, LIBOR 3M + 3.350% <sup>(1),(10)</sup> | (BBB-, NR) | 07/14/31 | 8.142 | 436541 |
| **TOTAL ASSET BACKED SECURITIES** (Cost $23,443,630) |  |  |  | 20728137 |

---

**Credit Suisse Strategic Income Fund <br> Schedule of Investments (continued)** <br> January 31, 2023 (unaudited)

---

| | | |
|:---|:---|:---|
| **Shares** |  | **Value** |
| **COMMON STOCKS** (0.9%) | **COMMON STOCKS** (0.9%) | |
| **Auto Parts & Equipment** (0.0%) | **Auto Parts & Equipment** (0.0%) | |
| 11414 | Jason Group, Inc.<sup>(7)</sup> | $105581 |
| **Cable & Satellite TV** (0.1%) | **Cable & Satellite TV** (0.1%) |  |
| 54000 | Altice U.S.A., Inc., Class A<sup>(7)</sup> | 264600 |
| **Chemicals** (0.1%) | **Chemicals** (0.1%) |  |
| 1512 | Project Investor Holdings LLC<sup>(6),(7),(8),(9)</sup> | 15 |
| 25202 | Proppants Holdings LLC<sup>(6),(7),(8),(9)</sup> | 504 |
| 6341 | UTEX Industries, Inc.<sup>(7)</sup> | 405824 |
|  |  | 406343 |
| **Energy - Exploration & Production** (0.0%) | **Energy - Exploration & Production** (0.0%) |  |
| 37190 | PES Energy, Inc.<sup>(6),(7),(8),(9)</sup> | 372 |
| **Metals & Mining - Excluding Steel** (0.6%) | **Metals & Mining - Excluding Steel** (0.6%) |  |
| 1100000 | Taseko Mines Ltd.<sup>(4),(7)</sup> | 1953760 |
| **Pharmaceuticals** (0.1%) | **Pharmaceuticals** (0.1%) |  |
| 37299 | Akorn Holding Company LLC<sup>(7)</sup> | 233119 |
| **Private Placement** (0.0%) | **Private Placement** (0.0%) |  |
| 249816 | Technicolor Creative Studios SA<sup>(7),(9),(12)</sup> | 167688 |
| **Real Estate Investment Trusts** (0.0%) | **Real Estate Investment Trusts** (0.0%) |  |
| 6400 | Global Net Lease, Inc. | 95680 |
| **Specialty Retail** (0.0%) | **Specialty Retail** (0.0%) |  |
| 66 | Eagle Intermediate Global Holdings B.V., Class B<sup>(7),(8),(9)</sup> | 1 |
| **Theaters & Entertainment** (0.0%) | **Theaters & Entertainment** (0.0%) |  |
| 134615 | Vantiva SA<sup>(3),(7)</sup> | 38715 |
| **TOTAL COMMON STOCKS** (Cost $3,896,998) | **TOTAL COMMON STOCKS** (Cost $3,896,998) | 3265859 |
| **WARRANTS** (0.0%) | **WARRANTS** (0.0%) |  |
| **Chemicals** (0.0%) | **Chemicals** (0.0%) |  |
| 6300 | Project Investor Holdings LLC, expires 02/20/2022<sup>(6),(7),(8),(9)</sup> |  |
| **Investments & Misc. Financial Services** (0.0%) | **Investments & Misc. Financial Services** (0.0%) |  |
| 9954 | CC Neuberger Principal Holdings III expires 12/31/2027<sup>(7)</sup> | 1693 |
| 26666 | DHC Acquisition Corp. expires 12/31/2027<sup>(7)</sup> | 488 |
| 22738 | FTAC Hera Acquisition Corp. expires 12/31/2027<sup>(7)</sup> | 910 |
| 14000 | Mason Industrial Technology, Inc. expires 12/31/2027<sup>(7)</sup> | 280 |
| 2500 | Northern Star Investment Corp. IV expires 12/31/2027<sup>(7)</sup> | 87 |
| 6000 | Pathfinder Acquisition Corp. expires 12/31/2027<sup>(7)</sup> | 900 |
| 2000 | Pivotal Investment Corp. III expires 12/31/2027<sup>(7)</sup> | 100 |
| 3000 | Warburg Pincus Capital. expires 03/09/2026<sup>(7)</sup> | 17 |
|  |  | 4475 |
| **Recreation & Travel** (0.0%) | **Recreation & Travel** (0.0%) |  |
| 29277 | Cineworld Group, expires 12/21/2025<sup>(7)</sup> |  |
| **TOTAL WARRANTS** (Cost $66,803) | **TOTAL WARRANTS** (Cost $66,803) | 4475 |
| **SHORT-TERM INVESTMENTS** (9.2%) | **SHORT-TERM INVESTMENTS** (9.2%) |  |
| 21578976 | State Street Institutional U.S. Government Money Market Fund - Premier Class, 4.18% | 21578976 |
| 9794992 | State Street Navigator Securities Lending Government Money Market Portfolio, 4.35%<sup>(13)</sup> | 9794992 |
| **TOTAL SHORT-TERM INVESTMENTS** (Cost $31,373,968) | **TOTAL SHORT-TERM INVESTMENTS** (Cost $31,373,968) | 31373968 |
| **TOTAL INVESTMENTS AT VALUE** (104.1%) (Cost $384,220,236) | **TOTAL INVESTMENTS AT VALUE** (104.1%) (Cost $384,220,236) | 355075699 |
| **LIABILITIES IN EXCESS OF OTHER ASSETS** (-4.1%) | **LIABILITIES IN EXCESS OF OTHER ASSETS** (-4.1%) | (13937618) |
| **NET ASSETS** (100.0%) | **NET ASSETS** (100.0%) | $341138081 |

---

<sup>†</sup> 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 Strategic Income Fund <br> Schedule of Investments (continued)** <br> 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 $173,251,563 or 50.8% of net assets.

<sup>(2)</sup> PIK: Payment-in-kind security for which part of the income earned may be paid as additional principal.

<sup>(3)</sup> This security is denominated in Euro.

<sup>(4)</sup> Security or portion thereof is out on loan.

<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> 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>(11)</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>(12)</sup> Security is held through holdings of 100 shares of the CIG Special Purpose SPC - Credit Suisse Strategic Income Fund Segregated Portfolio, an affiliated entity.

<sup>(13)</sup> Represents security purchased with cash collateral received for securities on loan.

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

1M = 1 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

WR = Withdrawn Rating

**Forward Foreign Currency Contracts**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Forward<br> Currency to be<br> Purchased** | **Forward<br> Currency to be<br> Purchased** | **Forward<br> Currency to be<br> Sold** | **Forward<br> Currency to be<br> Sold** | **Expiration<br> Date** | **Counterparty** | **Value on<br> Settlement Date** | **Current<br> Value/Notional** | **Unrealized<br> Appreciation** |
| CAD | 1309000 | USD | 966513 | 10/11/23 | Deutsche Bank AG | $966513 | $983623 | $17110 |
| EUR | 158384 | USD | 167356 | 10/11/23 | Barclays Bank PLC | 167356 | 174309 | 6953 |
| EUR | 89849 | USD | 92719 | 10/11/23 | Deutsche Bank AG | 92719 | 98884 | 6165 |
| EUR | 567191 | USD | 596645 | 10/11/23 | Morgan Stanley | 596645 | 624220 | 27575 |
| GBP | 1962 | USD | 2162 | 10/11/23 | Deutsche Bank AG | 2162 | 2426 | 264 |
| Total Unrealized Appreciation | Total Unrealized Appreciation | Total Unrealized Appreciation | Total Unrealized Appreciation |  |  |  |  | $58067 |
| | | | | | | | | |
| **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | **Forward Foreign Currency Contracts** | | | | | |
| | | | | | | | | |
| **Forward<br> Currency to be<br> Purchased** | **Forward<br> Currency to be<br> Purchased** | **Forward<br> Currency to be<br> Sold** | **Forward<br> Currency to be<br> Sold** | **Expiration<br> Date** | **Counterparty** | **Value on<br> Settlement Date** | **Current<br> Value/Notional** | **Unrealized<br> Depreciation** |
| CAD | 110000 | USD | 82862 | 10/11/23 | Morgan Stanley | $82862 | $82657 | $(205) |
| USD | 2736746 | CAD | 3707000 | 10/11/23 | Deutsche Bank AG | (2736746) | (2785554) | (48808) |
| USD | 255441 | CAD | 341000 | 10/11/23 | Morgan Stanley | (255441) | (256238) | (797) |
| USD | 2833627 | EUR | 2765171 | 10/11/23 | Deutsche Bank AG | (2833627) | (3043200) | (209573) |
| USD | 922999 | EUR | 840187 | 10/11/23 | Morgan Stanley | (922999) | (924666) | (1667) |
| USD | 2186 | GBP | 1962 | 10/11/23 | Deutsche Bank AG | (2186) | (2426) | (240 |
| Total Unrealized Depreciation | Total Unrealized Depreciation | Total Unrealized Depreciation | Total Unrealized Depreciation |  |  |  |  | $(261290 |
| 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) |  |  |  | $(203223 |

---

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

CAD = Canadian Dollar

EUR = Euro

GBP = British Pound

USD = United States Dollar

SECURITY VALUATION — The Board of Trustees (the "Board") is responsible for the Fund's valuation process. The Board has delegated the supervision of the daily valuation process to Credit Suisse Asset Management, LLC, the Fund's investment adviser ("Credit Suisse" or the "Adviser"), who has established a Pricing Committee and a Pricing Group, which, pursuant to the policies adopted by the Board, are responsible for making fair valuation determinations and overseeing the Fund's pricing policies. The net asset value of the Fund is determined daily as of the close of regular trading on the New York Stock Exchange, Inc. (the "Exchange") on each day the Exchange is open for business. The valuations for fixed income securities (which may include, but are not limited to, corporate, government, municipal, mortgage-backed, collateralized mortgage obligations and asset-backed securities) and certain derivative instruments are typically the prices supplied by independent third party pricing services, which may use market prices or broker/dealer quotations or a variety of valuation techniques and methodologies. The independent third party pricing services use inputs that are observable such as issuer details, interest rates, yield curves, prepayment speeds, credit risks/spreads, default rates and quoted prices for similar securities. These pricing services generally price fixed income securities assuming orderly transactions of an institutional "round lot" size, but some trades occur in smaller "odd lot" sizes which may be effected at lower prices than institutional round lot trades. Structured note agreements are valued in accordance with a dealer-supplied valuation based on changes in the value of the underlying index. Futures contracts are valued daily at the settlement price established by the board of trade or exchange on which they are traded. Forward contracts are valued at the London closing spot rates and the London closing forward point rates on a daily basis. The currency forward contract pricing model derives the differential in point rates to the expiration date of the forward and calculates its present value. Equity securities for which market quotations are available are valued at the last reported sales price or official closing price on the primary market or exchange on which they trade. Investments in open-ended mutual funds are valued at the net asset value as reported on each business day and under normal circumstances. Securities for which market quotations are not readily available are valued at their fair value as determined in good faith by the Adviser, as the Board's valuation designee (as defined in Rule 2a-5 under the 1940 Act), in accordance with the Adviser's procedures. The Board oversees the Adviser in its role as valuation designee in accordance with the requirements of Rule 2a-5 under the 1940 Act. The Fund may utilize a service provided by an independent third party 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:

&nbsp;&nbsp;&nbsp;&nbsp;· Level
 1—quoted prices in active markets for identical investments

&nbsp;&nbsp;&nbsp;&nbsp;· Level
 2—other significant observable inputs (including quoted prices for similar investments,
 interest rates, prepayment speeds, credit risk, etc.)

&nbsp;&nbsp;&nbsp;&nbsp;· 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 |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Corporate Bonds | $— | $155682862 | $74740 | $155757602 |
| &nbsp;&nbsp;&nbsp;Bank Loans |  | 125860104 | 18085554 | 143945658 |
| &nbsp;&nbsp;&nbsp;Asset Backed Securities |  | 20728137 |  | 20728137 |
| &nbsp;&nbsp;&nbsp;Common Stocks | 2314040 | 950927 | 892 | 3265859 |
| &nbsp;&nbsp;&nbsp;Warrants | 4475 |  | 0<sup>(1)</sup> | 4475 |
| &nbsp;&nbsp;&nbsp;Short-term Investments | 31373968 |  |  | 31373968 |
|  | $33692483 | $303222030 | $18161186 | $355075699 |
| Other Financial Instruments\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Forward Foreign Currency Contracts | $— | $58067 | $— | $58067 |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Liabilities** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| Other Financial Instruments\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Forward Foreign Currency Contracts | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | $261290 | $&nbsp;&nbsp;&nbsp;&nbsp;— | $261290 |

---

(1) Included
 a zero valued security.

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

See Accompanying Notes to Financial Statements

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Corporate Bonds** | **Bank Loans** | **Common Stocks** | **Warrants** | **Total** |
| Balance as of October 31, 2022 | $83406 | $22979439 | $545688 | $0<sup>(1)</sup> | $23608533 |
| &nbsp;&nbsp;&nbsp;Accrued discounts (premiums) |  | 11682 |  |  | 11682 |
| &nbsp;&nbsp;&nbsp;Purchases |  | 617148 |  |  | 617148 |
| &nbsp;&nbsp;&nbsp;Sales | (8911) | (7299220) | (2648) |  | (7310779) |
| &nbsp;&nbsp;&nbsp;Realized gain (loss) | 8911 | (243660) | 2648 |  | (232101) |
| &nbsp;&nbsp;&nbsp;Change in unrealized appreciation (depreciation) | (8666) | 436908 | (33391) |  | 394851 |
| &nbsp;&nbsp;&nbsp;Transfers into Level 3 |  | 10624863 |  |  | 10624863 |
| &nbsp;&nbsp;&nbsp;Transfers out of Level 3 | - | (9041606) | (511405) | - | (9553011) |
| Balance as of January 31, 2023 | $74740 | $18085554 | $892 | $0<sup>(1)</sup> | $18161186 |
| &nbsp;&nbsp;&nbsp;Net change in unrealized appreciation (depreciation) from investments still held as of January 31, 2023 | $(8666) | $61818 | $- | $- | $53152 |

---

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

**Quantitative Disclosure About Significant Unobservable Inputs**

---

| | | | | |
|:---|:---|:---|:---|:---|
| <br>**Asset Class** | **Fair Value**<br>**At 01/31/2023** | **Valuation**<br>**Technique** | **Unobservable**<br>**Input** | **Price Range**<br>**(Weighted Average)\*** |
| Corporate Bonds | $59740 | Income Approach | Expected Remaining Distribution | $0.01 - $0.61 ($0.53) |
|  | 15000 | Vendor Pricing | Single Broker Quote | 0.02 (N/A) |
| Bank Loans | 18085554 | Vendor Pricing | Single Broker Quote | 0.00 - 1.00 (0.92) |
| Common Stocks | 892 | Income Approach | Expected Remaining Distribution | 0.01 - 0.02 (0.01) |
| 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, $10,624,863 was transferred from Level 2 to Level 3 due to a lack of a pricing source supported by observable inputs and $9,553,011 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 OPPORTUNITY FUNDS

- **b. Investment Company Act file number:** 811-09054

- **c. CIK number of Registrant:** 0000946110

- **d. LEI of Registrant:** 5493002UZ4JX82OVKQ12

- **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 Managed Futures Strategy Fund

- **b. EDGAR series identifier (if any):** S000038355

- **c. LEI of Series:** 54930042UF6DI76LB586

**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:** $418430017.40

**Total Liabilities:** $14078805.10

**Net Assets:** $404351212.30

**Amount of Assets Invested in Other Investment Companies:** $69452775.81

**Cash Not Reported:** $67635994.07

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000118321 | -3.22%               | -0.83%               | 0.00%                |
| Class ID C000120618 | -3.17%               | -0.82%               | 0.00%                |
| Class ID C000120617 | -3.25%               | -0.97%               | 0.11%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1055718.80              | $113211.89                                 |
| Month 2  | $-94933.85               | $393173.91                                 |
| Month 3  | $-393752.35              | $246164.03                                 |

**Designated Index Information**

- **Index Name:** Credit Suisse Managed Futures Liquid Index

- **Index Identifier:** CSLABMF Index

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Bank of America N.A.                             | Long: EQS39260  TRS USD R F   .00000  RECEIVE FIXED -0.03/EQS39260S / Short: EQS39260  TRS USD P E BCOMAG_BA_20230127_S2_CMFCAY9 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCO              |  | US        |   6508555 | OU      | $-133406.85   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division | FTSE 100 IDX FUT MAR23                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |       585 | NC      | $1825393.85   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | Long: EQS39046  TRS USD R E BCOMIN_GS_20230118_L2_CMFCAY9 / Short: EQS39046  TRS USD P F   .10000 PAY FIXED 0.1 PERCENT          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              |  | US        |   8894339 | OU      | $102228.26    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | CAD CURRENCY FUT MAR23                                                                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |      -313 | NC      | $-485740.81   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                           | United States Treasury Bill                                                                                                      | CUSIP: 912796W47<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  18800000 | PA      | $18550277.16  | 4.59%             | 2023-05-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Bill                                                                                                      | CUSIP: 912796XY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  57500000 | PA      | $56104533.65  | 13.88%            | 2023-08-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US 10YR NOTE (CBT)MAR23                                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -197 | NC      | $-186659.12   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                           | United States Treasury Bill                                                                                                      | CUSIP: 912796ZD4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  19000000 | PA      | $18290400.73  | 4.52%             | 2023-11-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                             | Long: EQS39252  TRS USD R F   .00000 RECEIVE FIXED -0.03/EQS39252S / Short: EQS39252  TRS USD P E BCOMAG_BA_20230126_S2_CMFCAY9  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCO              |  | US        |  14187761 | OU      | $-286511.14   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Exchange                                   | NIKKEI 225 (OSE) MAR23                                                                                                           | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |       -13 | NC      | $-78450.70    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division | LONG GILT FUTURE MAR23                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |       -58 | NC      | $-298715.06   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                           | United States Treasury Bill                                                                                                      | CUSIP: 912796YH6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  19000000 | PA      | $18467868.14  | 4.57%             | 2023-09-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | AUDUSD CRNCY FUT MAR23                                                                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |       557 | NC      | $199689.14    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | Long: EQS39068  TRS USD R E BCOMIN_GS_20230119_L1_CMFCAY9 / Short: EQS39068  TRS USD P F   .10000  PAY FIXED 0.1 PCNT            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              |  | US        |  14064198 | OU      | $91957.94     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | Long: EQS39114  TRS USD R E BCOMIN_GS_20230123_L2_CMFCAY9 / Short: EQS39114  TRS USD P F   .10000 PAY FIXED 0.1 PCNT             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              |  | US        |    244563 | OU      | $2725.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | Long: EQS39022  TRS USD R E BCOMIN_GS_20230113_L2_CMFCAY9 / Short: EQS39022  TRS USD P F   .10000 PAY FIXED 0.1 PCNT             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              |  | US        |   3051744 | OU      | $80577.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Bill                                                                                                      | CUSIP: 912796U31<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   6000000 | PA      | $5962814.58   | 1.47%             | 2023-03-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Bill                                                                                                      | CUSIP: 912796YJ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  19000000 | PA      | $18412331.14  | 4.55%             | 2023-10-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Bill                                                                                                      | CUSIP: 912796T33<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  20000000 | PA      | $19945743.60  | 4.93%             | 2023-02-23      | None          | 0.00%                 | 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        |  89835851 | NS      | $89835850.82  | 22.22%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                | EURO STOXX 50 MAR23                                                                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |       881 | NC      | $2035342.29   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                           | United States Treasury Bill                                                                                                      | CUSIP: 912796V48<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  16200000 | PA      | $16041150.58  | 3.97%             | 2023-04-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | Long: EQS39115  TRS USD R E BCOMPR_GS_20230123_L2_CMFCAY9 / Short: EQS39115  TRS USD P F   .07000  PAY FIXED 0.07 PCNT           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              |  | US        |  36588789 | OU      | $97465.15     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | S+P500 EMINI FUT MAR23                                                                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        46 | NC      | $293221.23    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | BP CURRENCY FUT MAR23                                                                                                            | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |       237 | NC      | $-13564.60    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                           | United States Treasury Bill                                                                                                      | CUSIP: 912796XQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  20000000 | PA      | $19589150.00  | 4.84%             | 2023-07-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bank of America N.A.                             | Long: EQS39113  TRS USD R F   .00000 RECEIVE FIXED -0.03/EQS39113S / Short: EQS39113  TRS USD P E BCOMEN_BA_20230123_S2_CMFCAY9  | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCO              |  | US        |  15067627 | OU      | $1123017.65   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Hong Kong Futures Exchange Ltd.                  | HANG SENG IDX FUT FEB23                                                                                                          | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | N/A              | DE               |  | HK        |       136 | NC      | $-188733.36   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | JPN YEN CURR FUT MAR23                                                                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |       154 | NC      | $-147438.26   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                           | United States Treasury Bill                                                                                                      | CUSIP: 912796ZN2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  21000000 | PA      | $20142733.38  | 4.98%             | 2023-12-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Osaka Exchange                                   | JPN 10Y BOND(OSE) MAR23                                                                                                          | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |      -165 | NC      | $-524301.46   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                           | United States Treasury Bill                                                                                                      | CUSIP: 912796YT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  19000000 | PA      | $18351382.94  | 4.54%             | 2023-11-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | United States Treasury Bill                                                                                                      | CUSIP: 912796X53<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  13400000 | PA      | $13175259.09  | 3.26%             | 2023-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | EURO FX CURR FUT MAR23                                                                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |       386 | NC      | $398908.62    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                | EURO-BUND FUTURE MAR23                                                                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |      -236 | NC      | $-6366.26     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| State Street Global Advisors                     | State Street Institutional US Government Money Market Fund                                                                       | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |    300000 | NS      | $300000.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** CREDIT SUISSE OPPORTUNITY FUNDS

**Signature:** Omar Tariq

**Name of Signer:** Omar Tariq

**Title:** Director