# EDGAR Filing Document

**Accession Number:** 0000946110
**File Stem:** 0001410368-26-034024
**Filing Date:** 2026-3
**Character Count:** 473648
**Document Hash:** cc7b72eed1feb966bdd5796b945f0697
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-034024.hdr.sgml**: 20260330

**ACCESSION NUMBER**: 0001410368-26-034024

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260330

**DATE AS OF CHANGE**: 20260330

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** CREDIT SUISSE OPPORTUNITY FUNDS
- **CENTRAL INDEX KEY:** 0000946110

**ORGANIZATION NAME:**
- **EIN:** 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:** 26813529

**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 Strategic Income Fund (Series ID: S000038293)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000118186 | Class A      | CSOAX           |
| C000120097 | Class C      | CSOCX           |
| C000120098 | Class I      | CSOIX           |

## Nport-Ex

**Credit Suisse Floating Rate High Income Fund**

**Schedule of Investments**

January 31, 2026 (unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Par<br> (000)** | **Ratings†<br> (S&P/Moody's)** | **Maturity** | **Rate%** | **Value** |
| **BANK LOANS** (91.6%) |  |  |  |  |
| **Advertising** (0.8%) |  |  |  |  |
| $7310 MH Sub I LLC, 1 mo. USD Term SOFR + 4.250%<sup>(1)</sup> | (B, B1) | 05/03/28 | 7.922 | $6656976 |
| 8321 MH Sub I LLC, 1 mo. USD Term SOFR + 4.250%<sup>(1)</sup> | (B, B1) | 12/31/31 | 7.922 | 6841178 |
|  |  |  |  | 13498154 |
| **Aerospace & Defense** (4.4%) |  |  |  |  |
| 519 Air Comm Corp. LLC<sup>(2)</sup> | (B, B2) | 12/11/31 | 1.000 | 520744 |
| 10651 Air Comm Corp. LLC, 3 mo. USD Term SOFR + 2.750%<sup>(1)</sup> | (B, B2) | 12/11/31 | 6.440-6.572 | 10682332 |
| 13470 Amentum Government Services Holdings LLC, 1 mo. USD Term SOFR + 2.000%<sup>(1)</sup> | (BB-, Ba2) | 09/29/31 | 5.672 | 13486612 |
| 2513 Arcline FM Holdings LLC, 3 mo. USD Term SOFR + 2.750%<sup>(1)</sup> | (B, B2) | 06/23/30 | 6.422 | 2524234 |
| 1290 Atlas CC Acquisition Corp., 3 mo. USD Term SOFR + 1.000%<sup>(1)</sup> | (CCC+, Caa2) | 05/25/29 | 4.932 | 287818 |
| 8886 Atlas CC Acquisition Corp., 3 mo. USD Term SOFR + 4.250%<sup>(1)</sup> | (CCC+, Caa2) | 05/25/29 | 8.182 | 1983215 |
| 2147 Bleriot U.S. Bidco, Inc., 3 mo. USD Term SOFR + 2.500%<sup>(1)</sup> | (B, B2) | 10/31/30 | 6.172 | 2149420 |
| 6394 Brown Group Holding LLC, 1 mo. USD Term SOFR + 2.500%, 3 mo. USD Term SOFR + 2.500%<sup>(1)</sup> | (B+, B2) | 07/01/31 | 6.167-6.322 | 6403076 |
| 9440 Brown Group Holding LLC, 1 mo. USD Term SOFR + 2.500%<sup>(1)</sup> | (B+, B2) | 07/01/31 | 6.172 | 9465636 |
| 1880 CACI International, Inc., 1 mo. USD Term SOFR + 1.750%<sup>(1)</sup> | (BB+, Baa3) | 10/30/31 | 5.422 | 1883953 |
| 1843 KBR, Inc., 1 mo. USD Term SOFR + 2.000%<sup>(1)</sup> | (BB+, Ba1) | 01/17/31 | 5.672 | 1851867 |
| 6214 KKR Apple Bidco LLC, 1 mo. USD Term SOFR + 2.500%<sup>(1)</sup> | (B, B2) | 09/23/31 | 6.172 | 6225048 |
| 594 Peraton Corp., 3 mo. USD Term SOFR + 7.750%<sup>(1)</sup> | (NR, NR) | 02/01/29 | 11.672 | 455378 |
| 10745 Peraton Corp., 3 mo. USD Term SOFR + 3.750%<sup>(1)</sup> | (B-, Caa1) | 02/01/28 | 7.517 | 9945765 |
| 377 TransDigm, Inc., 1 mo. USD Term SOFR + 2.250%<sup>(1)</sup> | (BB-, Ba3) | 03/22/30 | 5.922 | 376599 |
| 7180 TransDigm, Inc., 1 mo. USD Term SOFR + 2.500%<sup>(1)</sup> | (BB-, Ba3) | 02/28/31 | 6.172 | 7184775 |
| 2254 TransDigm, Inc., 1 mo. USD Term SOFR + 2.500%<sup>(1)</sup> | (BB-, Ba3) | 01/19/32 | 6.172 | 2255247 |
| 1216 TransDigm, Inc., 1 mo. USD Term SOFR + 2.500%<sup>(1)</sup> | (BB-, Ba3) | 08/19/32 | 6.172 | 1216638 |
|  |  |  |  | 78898357 |
| **Air Transportation** (0.7%) |  |  |  |  |
| 7553 American Airlines, Inc.<sup>(1),(3)</sup> | (BB-, Ba2) | 01/29/27 | 0.000 | 7552082 |
| 4377 United Airlines, Inc., 1 mo. USD Term SOFR + 2.000%<sup>(1)</sup> | (BBB-, Baa3) | 02/22/31 | 5.673 | 4389738 |
|  |  |  |  | 11941820 |
| **Auto Parts & Equipment** (2.4%) |  |  |  |  |
| 2537 American Axle & Manufacturing, Inc.<sup>(1),(3)</sup> | (BB, Ba2) | 02/24/32 | 0.000 | 2546057 |
| 8209 Autokiniton U.S. Holdings, Inc., 1 mo. USD Term SOFR + 4.000%<sup>(1)</sup> | (B, B2) | 04/06/28 | 7.786 | 8198752 |
| 412 Clarios Global LP, 1 mo. USD Term SOFR + 2.750%<sup>(1)</sup> | (BB-, B2) | 01/28/32 | 6.422 | 413528 |
| 16515 Clarios Global LP, 1 mo. USD Term SOFR + 2.500%<sup>(1)</sup> | (BB-, B2) | 05/06/30 | 6.172 | 16528233 |
| 2768 Garrett LX I SARL, 3 mo. USD Term SOFR + 2.000%<sup>(1)</sup> | (BBB-, Ba1) | 01/30/32 | 5.667 | 2780271 |
| 2690 Jason Group, Inc., 1 mo. USD Term SOFR + 6.000%<sup>(1),(4),(16)</sup> | (NR, NR) | 11/30/26 | 9.786 | 2434327 |
| 327 Les Schwab Tire Centers, 1 mo. USD Term SOFR + 2.500%<sup>(1)</sup> | (B, B2) | 04/23/31 | 6.171-6.322 | 327776 |
| 592 Openlane, Inc., 3 mo. USD Term SOFR + 2.500%<sup>(1)</sup> | (B, B1) | 10/08/32 | 6.365 | 592875 |
| 8549 RVR Dealership Holdings LLC, 1 mo. USD Term SOFR + 3.750%<sup>(1)</sup> | (B, Caa1) | 02/08/28 | 7.522 | 8491384 |
|  |  |  |  | 42313203 |
| **Automakers** (0.1%) |  |  |  |  |
| 2052 Valvoline, Inc., 1 mo. USD Term SOFR + 2.000%<sup>(1)</sup> | (BB, Ba1) | 12/01/32 | 5.700 | 2065918 |
| **Banking** (0.3%) |  |  |  |  |
| 4818 Victory Capital Holdings, Inc., 3 mo. USD Term SOFR + 2.000%<sup>(1)</sup> | (BB, Ba1) | 09/23/32 | 5.672 | 4833296 |
| **Beverages** (0.7%) |  |  |  |  |
| 2547 Aramark Services, Inc., 1 mo. USD Term SOFR + 1.750%<sup>(1)</sup> | (BBB-, Ba1) | 06/22/30 | 5.422 | 2555863 |
| 3640 Aspire Bakeries Holdings LLC, 1 mo. USD Term SOFR + 3.000%<sup>(1)</sup> | (B, B2) | 12/23/30 | 6.672 | 3663131 |
| 6758 Newly Weds Foods, Inc., 1 mo. USD Term SOFR + 2.250%<sup>(1)</sup> | (B+, B1) | 03/15/32 | 5.921 | 6774533 |
|  |  |  |  | 12993527 |
| **Brokerage** (0.2%) |  |  |  |  |
| 3464 DRW Holdings LLC, 1 mo. USD Term SOFR + 3.500%<sup>(1)</sup> | (BB-, Ba3) | 06/26/31 | 7.172 | 3424272 |
| 383 RE/MAX International, Inc., 1 mo. USD Term SOFR + 2.500%<sup>(1),(16)</sup> | (BB-, B2) | 07/21/28 | 6.286 | 378840 |
|  |  |  |  | 3803112 |
| **Building & Construction** (1.3%) |  |  |  |  |
| 5357 Latham Pool Products, Inc., 3 mo. USD Term SOFR + 3.750%<sup>(1)</sup> | (BB-, B2) | 02/23/29 | 7.722 | 5360321 |
| 2468 MV Holding GmbH, 1 mo. USD Term SOFR + 2.000%<sup>(1)</sup> | (BB-, Ba3) | 03/17/32 | 5.672 | 2472673 |

---

**Credit Suisse Floating Rate High Income Fund**

**Schedule of Investments (continued)**

January 31, 2026 (unaudited)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Par <br> (000)** | **Par <br> (000)** | **Ratings†<br> (S&P/Moody's)** | **Maturity** | **Rate%** | **Value** |
| **BANK LOANS** (continued) | **BANK LOANS** (continued) |  |  |  |  |
| **Building & Construction** (continued) | **Building & Construction** (continued) |  |  |  |  |
| $| 2572 Quikrete Holdings, Inc., 1 mo. USD Term SOFR + 2.250%<sup>(1)</sup> | (BB, Ba3) | 03/19/29 | 5.922 | $2578284 |
|  | 2861 Quikrete Holdings, Inc., 1 mo. USD Term SOFR + 2.250%<sup>(1)</sup> | (BB, Ba3) | 02/10/32 | 5.922 | 2864020 |
|  | 2759 Quikrete Holdings, Inc., 1 mo. USD Term SOFR + 2.250%<sup>(1)</sup> | (BB, Ba3) | 04/14/31 | 5.922 | 2764438 |
|  | 4840 Tecta America Corp., 1 mo. USD Term SOFR + 2.750%<sup>(1)</sup> | (B, B2) | 02/18/32 | 6.422 | 4857014 |
|  | 1806 TRC Cos. LLC, 1 mo. USD Term SOFR + 3.000%<sup>(1)</sup> | (B, B3) | 12/08/28 | 6.672 | 1807835 |
|  |  |  |  |  | 22704585 |
| **Building Materials** (1.9%) | **Building Materials** (1.9%) |  |  |  |  |
|  | 3804 ARAMSCO, Inc., 3 mo. USD Term SOFR + 4.750%<sup>(1)</sup> | (CCC+, Caa1) | 10/10/30 | 8.422 | 2650252 |
|  | 5660 Core & Main LP, 3 mo. USD Term SOFR + 2.000%<sup>(1)</sup> | (BB, Ba3) | 07/27/28 | 5.690 | 5679370 |
|  | 5463 Cornerstone Building Brands, Inc., 1 mo. USD Term SOFR + 3.250%(<sup>(1)</sup> | (B-, Caa1) | 04/12/28 | 7.030 | 4247841 |
|  | 3543 Cornerstone Building Brands, Inc., 1 mo. USD Term SOFR + 5.625%<sup>(1)</sup> | (B-, Caa1) | 08/01/28 | 9.305 | 2750044 |
|  | 93 Kodiak Building Partners, Inc., 1 mo. USD Term SOFR + 3.750%<sup>(1)</sup> | (B+, B3) | 12/04/31 | 7.422 | 91489 |
|  | 1646 Mannington Mills, Inc., 3 mo. USD Term SOFR + 4.750%<sup>(1),(4),(16)</sup> | (B+, B3) | 03/25/32 | 8.422 | 1637967 |
|  | 1277 MI Windows & Doors LLC, 1 mo. USD Term SOFR + 2.750%<sup>(1)</sup> | (BB-, B2) | 03/28/31 | 6.422 | 1278433 |
|  | 3131 Oscar AcquisitionCo LLC, 3 mo. USD Term SOFR + 4.250%<sup>(1)</sup> | (CCC+, B3) | 04/29/29 | 7.922 | 2406035 |
|  | 12120 White Cap Buyer LLC, 1 mo. USD Term SOFR + 3.250%<sup>(1)</sup> | (B, B2) | 10/19/29 | 6.922 | 12113017 |
|  |  |  |  |  | 32854448 |
| **Cable & Satellite TV** (0.6%) | **Cable & Satellite TV** (0.6%) |  |  |  |  |
|  | 1649 Sunrise Financing Partnership, 6 mo. USD Term SOFR + 2.500%<sup>(1)</sup> | (BB-, B1) | 02/15/32 | 6.129 | 1647455 |
|  | 7000 Ziggo BV, 1 mo. EURIBOR + 3.000%<sup>(1),(5)</sup> | (B+, B1) | 01/31/29 | 4.944 | 8250982 |
|  |  |  |  |  | 9898437 |
| **Chemicals** (4.0%) | **Chemicals** (4.0%) |  |  |  |  |
|  | 3446 AAP Buyer, Inc., 3 mo. USD Term SOFR + 2.750%<sup>(1),(16)</sup> | (B+, B1) | 09/09/31 | 6.417 | 3458585 |
|  | 3455 CPC Acquisition Corp., 3 mo. USD Term SOFR + 7.750%<sup>(1),(4),(16)</sup> | (CC, Ca) | 12/29/28 | 11.684 | 1019237 |
|  | 1435 Flexsys Holdings, Inc., 1 mo. USD Term SOFR + 5.250%<sup>(1)</sup> | (CCC, Caa3) | 08/01/29 | 9.036 | 130084 |
|  | 1230 Flexsys Holdings, Inc., 1 mo. USD Term SOFR + 6.250%<sup>(1)</sup> | (B, Caa1) | 08/01/29 | 9.922 | 769105 |
|  | 2375 Formulations Parent Corp., 3 mo. USD Term SOFR + 4.000%<sup>(1),(16)</sup> | (B, B2) | 04/09/32 | 7.650 | 2381369 |
|  | 719 Hexion Holdings Corp., 1 mo. USD Term SOFR + 7.438%<sup>(1)</sup> | (CCC+, Caa2) | 03/15/30 | 11.209 | 692549 |
|  | 5820 Hexion Holdings Corp., 1 mo. USD Term SOFR + 4.000%<sup>(1)</sup> | (B-, B3) | 03/15/29 | 7.671 | 5712765 |
|  | 5733 Illuminate Buyer LLC, 1 mo. USD Term SOFR + 2.500%<sup>(1)</sup> | (B+, B2) | 12/31/29 | 6.172 | 5747618 |
|  | 2273 INEOS Quattro Holdings U.K. Ltd., 1 mo. USD Term SOFR + 4.250%<sup>(1)</sup> | (BB-, B3) | 04/02/29 | 8.022 | 1593277 |
|  | 1040 INEOS Quattro Holdings U.K. Ltd., 1 mo. USD Term SOFR + 4.250%<sup>(1)</sup> | (BB-, B3) | 10/07/31 | 7.922 | 680870 |
|  | 1833 INEOS U.S. Finance LLC, 1 mo. USD Term SOFR + 2.500%<sup>(1)</sup> | (BB-, B2) | 11/08/28 | 6.272 | 1513008 |
|  | 6729 INEOS U.S. Finance LLC, 1 mo. USD Term SOFR + 3.250%<sup>(1),(16)</sup> | (BB-, B2) | 02/18/30 | 6.922 | 4878570 |
|  | 4722 INEOS U.S. Finance LLC, 1 mo. USD Term SOFR + 3.000%<sup>(1)</sup> | (BB-, B2) | 02/07/31 | 6.672 | 3325441 |
|  | 2516 Lonza Group AG, 3 mo. USD Term SOFR + 3.925%<sup>(1)</sup> | (B-, B2) | 07/03/28 | 7.697 | 2142135 |
|  | 2475 Minerals Technologies, Inc., 1 mo. USD Term SOFR + 2.000%<sup>(1),(16)</sup> | (BB+, Ba1) | 11/26/31 | 5.672 | 2487375 |
|  | 1858 New Arclin U.S. Holding Corp., 1 mo. USD Term SOFR + 7.000%<sup>(1),(4)</sup> | (CCC+, Caa1) | 09/30/29 | 10.772 | 1854019 |
|  | 4351 New Arclin U.S. Holding Corp., 1 mo. USD Term SOFR + 3.500%<sup>(1)</sup> | (B, B2) | 09/30/28 | 7.272 | 4348761 |
|  | 1836 Nouryon Finance BV, 6 mo. USD Term SOFR + 3.250%<sup>(1)</sup> | (B+, B2) | 04/03/28 | 7.036 | 1838077 |
|  | 871 Nouryon Finance BV, 3 mo. USD Term SOFR + 3.250%<sup>(1)</sup> | (B+, B2) | 04/03/28 | 6.917 | 870909 |
|  | 1447 Olympus Water U.S. Holding Corp., 3 mo. USD Term SOFR + 3.250%<sup>(1)</sup> | (B-, B3) | 11/03/32 | 6.922 | 1427748 |
|  | 2633 PMHC II, Inc., 3 mo. USD Term SOFR + 6.250%<sup>(1),(16)</sup> | (CCC+, Caa1) | 04/21/29 | 9.900 | 1316471 |
|  | 10994 PMHC II, Inc., 3 mo. USD Term SOFR + 4.250%<sup>(1)</sup> | (CCC+, Caa1) | 04/23/29 | 8.050 | 4589956 |
|  | 1674 Polar U.S. Borrower LLC, 3 mo. USD Term SOFR + 1.000%<sup>(1)</sup> | (B-, Caa1) | 12/23/30 | 4.685 | 1945916 |
|  | 1798 Potters Industries LLC, 1 mo. USD Term SOFR + 2.500%<sup>(1)</sup> | (B, B2) | 12/23/32 | 6.172 | 1799007 |
|  | 8236 RelaDyne, Inc., 1 mo. USD Term SOFR + 3.500%<sup>(1)</sup> | (B, B3) | 12/23/30 | 7.172 | 8181929 |
|  | 897 SK Neptune Husky Finance SARL<sup>(4),(6),(7)</sup> | (NR, WR) | 04/30/26 | 0.000 | 127837 |
|  | 9227 SK Neptune Husky Group SARL<sup>(4),(6),(7)</sup> | (NR, WR) | 01/03/29 | 0.000 | 230671 |
|  | 1475 Solstice Advanced Materials, Inc., 3 mo. USD Term SOFR + 1.750%<sup>(1)</sup> | (BBB-, Baa3) | 10/29/32 | 5.417 | 1483603 |
|  | 5233 Tronox Finance LLC, 3 mo. USD Term SOFR + 2.250%<sup>(1)</sup> | (B, B1) | 04/04/29 | 5.922 | 4515696 |
|  |  |  |  |  | 71062588 |
| **Discount Stores** (0.5%) | **Discount Stores** (0.5%) |  |  |  |  |
|  | 5000 Peer Holding III BV, 3 mo. EURIBOR + 2.750%<sup>(1),(5)</sup> | (BB+, Ba1) | 09/29/32 | 4.769 | 5981979 |

---

**Credit Suisse Floating Rate High Income Fund**

**Schedule of Investments (continued)**

January 31, 2026 (unaudited)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Par <br> (000)** | **Par <br> (000)** | **Ratings†<br> (S&P/Moody's)** | **Maturity** | **Rate%** | **Value** |
| **BANK LOANS** (continued) | **BANK LOANS** (continued) |  |  |  |  |
| **Discount Stores** (continued) | **Discount Stores** (continued) |  |  |  |  |
| $| 3501 Peer Holding III BV, 3 mo. USD Term SOFR + 2.250%<sup>(1)</sup> | (BB+, Ba1) | 09/29/32 | 5.922 | $3506044 |
|  |  |  |  |  | 9488023 |
| **Diversified Capital Goods** (0.6%) | **Diversified Capital Goods** (0.6%) |  |  |  |  |
|  | 1668 DexKo Global, Inc., 3 mo. USD Term SOFR + 3.750%<sup>(1)</sup> | (B-, B2) | 10/04/28 | 7.679 | 1662286 |
|  | 3305 Kohler Energy Co. LLC, 3 mo. USD Term SOFR + 3.750%<sup>(1)</sup> | (B, B1) | 05/01/31 | 7.422 | 3310829 |
|  | 606 Pinnacle Buyer LLC<sup>(2)</sup> | (B, B2) | 10/01/32 | 0.000 | 607956 |
|  | 3145 Pinnacle Buyer LLC, 3 mo. USD Term SOFR + 2.500%<sup>(1)</sup> | (B, B2) | 10/01/32 | 6.161 | 3153467 |
|  | 2015 Topgolf Callaway Brands Corp., 1 mo. USD Term SOFR + 2.750%<sup>(1)</sup> | (BB, Ba3) | 03/18/30 | 6.422 | 2023407 |
|  |  |  |  |  | 10757945 |
| **Electronics** (2.2%) | **Electronics** (2.2%) |  |  |  |  |
|  | 1498 Altar Bidco, Inc., 1 yr. USD Term SOFR + 5.600%<sup>(1)</sup> | (CCC+, Caa1) | 02/01/30 | 9.108 | 1422758 |
|  | 6252 Altar Bidco, Inc., 3 mo. USD Term SOFR + 3.100%<sup>(1)</sup> | (B, B1) | 02/01/29 | 6.783 | 6187804 |
|  | 2449 Coherent Corp., 1 mo. USD Term SOFR + 1.750%<sup>(1)</sup> | (BB, Ba1) | 07/02/29 | 5.422 | 2461530 |
|  | 1173 Idemia Group, 3 mo. USD Term SOFR + 4.250%<sup>(1)</sup> | (B, B2) | 09/30/28 | 7.922 | 1161877 |
|  | 5250 Idemia Identity & Security France SAS, 3 mo. EURIBOR + 4.000%<sup>(1),(5)</sup> | (B, B2) | 09/29/28 | 6.019 | 6194139 |
|  | 1030 Infinite Bidco LLC, 3 mo. USD Term SOFR + 7.000%<sup>(1)</sup> | (CCC, Caa2) | 03/02/29 | 10.929 | 988728 |
|  | 2056 Ingram Micro, Inc., 1 mo. USD Term SOFR + 2.250%<sup>(1)</sup> | (BB, Ba3) | 09/22/31 | 5.923 | 2064555 |
|  | 1224 MaxLinear, Inc., 1 mo. USD Term SOFR + 2.250%<sup>(1),(4),(16)</sup> | (B, B3) | 06/23/28 | 6.036 | 1162641 |
|  | 11998 SolarWinds Holdings, Inc., 3 mo. USD Term SOFR + 4.000%<sup>(1),(16)</sup> | (B, B2) | 04/16/32 | 7.701 | 11158407 |
|  | 584 Trio Bidco, Inc.<sup>(2)</sup> | (B, B3) | 10/29/32 | 0.000 | 578396 |
|  | 5543 Trio Bidco, Inc., 3 mo. USD Term SOFR + 4.000%<sup>(1)</sup> | (B, B3) | 10/29/32 | 7.672 | 5494762 |
|  |  |  |  |  | 38875597 |
| **Energy - Exploration & Production** (1.6%) | **Energy - Exploration & Production** (1.6%) |  |  |  |  |
|  | 385 AL GCX Fund VIII Holdings LLC, 1 mo. USD Term SOFR + 2.000%<sup>(1)</sup> | (BB, Ba3) | 01/30/32 | 5.675 | 385563 |
|  | 3776 BIP PipeCo Holdings LLC, 3 mo. USD Term SOFR + 2.250%<sup>(1)</sup> | (B+, Ba3) | 12/06/30 | 5.896 | 3787977 |
|  | 11515 Colossus Acquireco LLC, 3 mo. USD Term SOFR + 1.750%<sup>(1)</sup> | (BB+, Ba1) | 07/30/32 | 5.410 | 11487215 |
|  | 9353 CQP Holdco LP, 1 mo. USD Term SOFR + 1.750%<sup>(1)</sup> | (BB, Ba2) | 12/31/32 | 5.422 | 9327427 |
|  | 2711 EMG Utica LLC, 3 mo. USD Term SOFR + 4.000%<sup>(1),(16)</sup> | (B+, B3) | 04/01/30 | 7.672 | 2731649 |
|  | 16975 PES Holdings LLC, 3.000% PIK<sup>(4),(6),(8)</sup> | (NR, WR) | 12/31/26 | 3.000 | 148533 |
|  |  |  |  |  | 27868364 |
| **Environmental** (0.8%) | **Environmental** (0.8%) |  |  |  |  |
|  | 4498 GFL Environmental, Inc., 3 mo. USD Term SOFR + 2.500%<sup>(1)</sup> | (B, B2) | 03/03/32 | 6.273 | 4505124 |
|  | 3965 LRS Holdings LLC, 1 mo. USD Term SOFR + 4.250%<sup>(1)</sup> | (B-, Caa1) | 08/31/28 | 8.036 | 3925412 |
|  | 2873 Reworld Holding Corp., 1 mo. USD Term SOFR + 2.250%<sup>(1)</sup> | (BB, Ba3) | 11/30/28 | 5.921 | 2877980 |
|  | 50 The Action Environmental Group, Inc., 3 mo. USD Term SOFR + 3.000%<sup>(1)</sup> | (B, B2) | 10/24/30 | 6.922 | 50195 |
|  | 1755 Vestis Corp., 3 mo. USD Term SOFR + 2.250%<sup>(1)</sup> | (B+, B2) | 02/22/31 | 6.072 | 1646932 |
|  | 477 WIN Waste Innovations Holdings, Inc., 1 mo. USD Term SOFR + 2.750%<sup>(1)</sup> | (B-, B3) | 03/24/28 | 6.536 | 479060 |
|  |  |  |  |  | 13484703 |
| **Food - Wholesale** (1.9%) | **Food - Wholesale** (1.9%) |  |  |  |  |
|  | 331 AI Aqua Merger Sub, Inc.<sup>(1),(3)</sup> | (B, B3) | 07/30/28 | 0.000-6.854 | 331543 |
|  | 9694 AI Aqua Merger Sub, Inc., 3 mo. USD Term SOFR + 3.000%<sup>(1)</sup> | (B, B3) | 07/31/28 | 6.652-6.854 | 9708145 |
|  | 4223 Flamingo Group International Ltd., 6 mo. EURIBOR + 5.750%<sup>(1),(5)</sup> | (B-, B3) | 08/01/28 | 7.820 | 4372596 |
|  | 4700 Froneri LUX Finco SARL, 6 mo. USD Term SOFR + 2.250%<sup>(1)</sup> | (BB-, B1) | 09/30/31 | 5.885 | 4698116 |
|  | 3713 Froneri Lux Finco SARL, 6 mo. USD Term SOFR + 2.250%<sup>(1)</sup> | (BB-, B1) | 09/30/32 | 5.877-5.885 | 3713300 |
|  | 2087 Golden State Food LLC, 3 mo. USD Term SOFR + 3.500%<sup>(1)</sup> | (NR, NR) | 12/04/31 | 7.171 | 2095175 |
|  | 5872 UTZ Quality Foods LLC, 3 mo. USD Term SOFR + 2.500%<sup>(1)</sup> | (B, B2) | 01/29/32 | 6.172 | 5870813 |
|  | 6252 WOOF Holdings, Inc., 3 mo. USD Term SOFR + 3.950%<sup>(1)</sup> | (B-, Caa2) | 12/31/29 | 7.622 | 3227401 |
|  | 4279 WOOF Holdings, Inc., 3 mo. USD Term SOFR + 3.750%<sup>(1)</sup> | (CCC-, Ca) | 12/31/29 | 7.684 | 434368 |
|  |  |  |  |  | 34451457 |
| **Gaming** (1.1%)** | **Gaming** (1.1%)** |  |  |  |  |
|  | 1859 Caesars Entertainment, Inc., 1 mo. USD Term SOFR + 2.250%<sup>(1)</sup> | (BB-, Ba3) | 02/06/31 | 5.922 | 1850280 |
|  | 6063 Caesars Entertainment, Inc., 1 mo. USD Term SOFR + 2.250%<sup>(1)</sup> | (BB-, Ba3) | 02/06/30 | 5.922 | 6038642 |
|  | 523 Flutter Financing BV, 3 mo. USD Term SOFR + 2.000%<sup>(1)</sup> | (BBB-, Ba1) | 06/04/32 | 5.672 | 522844 |

---

**Credit Suisse Floating Rate High Income Fund**

**Schedule of Investments (continued)**

January 31, 2026 (unaudited)

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Par** | **Par** |  | **Ratings†** |  |  | |
| **(000)** | **(000)** |  | **(S&P/Moody's)** | **Maturity** | **Rate%** | **Value** |
| **BANK LOANS** (continued) | **BANK LOANS** (continued) | **BANK LOANS** (continued) |  |  |  |  |
| **Gaming** (continued) | **Gaming** (continued) | **Gaming** (continued) |  |  |  |  |
| $| 5919 | Light & Wonder International, Inc., 1 mo. USD Term SOFR + 2.000%<sup>(1)</sup> | (BB, Ba1) | 04/16/29 | 5.671 | $5919215 |
|  | 1736 | PENN Entertainment, Inc., 1 mo. USD Term SOFR + 2.500%<sup>(1)</sup> | (BB-, Ba3) | 05/03/29 | 6.172 | 1738065 |
|  | 4265 | Voyager Parent LLC, 3 mo. USD Term SOFR + 4.250%<sup>(1)</sup> | (B, B1) | 07/01/32 | 7.911 | 4264838 |
|  |  |  |  |  |  | 20333884 |
| **Gas Distribution** (0.9%) | **Gas Distribution** (0.9%) | **Gas Distribution** (0.9%) |  |  |  |  |
|  | 2439 | AL NGPL Holdings LLC, 3 mo. USD Term SOFR + 2.250%<sup>(1)</sup> | (B+, Ba3) | 12/09/30 | 5.896 | 2445852 |
|  | 6933 | BCP Renaissance Parent LLC, 3 mo. USD Term SOFR + 2.500%<sup>(1)</sup> | (B+, B2) | 10/31/28 | 6.172 | 6919422 |
|  | 506 | Meade Pipeline Co. LLC, 3 mo. USD Term SOFR + 2.000%<sup>(1)</sup> | (BB, Ba2) | 09/22/32 | 5.695 | 507773 |
|  | 5648 | Traverse Midstream Partners LLC, 3 mo. USD Term SOFR + 2.500%<sup>(1)</sup> | (B+, B2) | 02/16/28 | 6.167 | 5663403 |
|  |  |  |  |  |  | 15536450 |
| **Health Facilities** (1.3%) | **Health Facilities** (1.3%) | **Health Facilities** (1.3%) |  |  |  |  |
|  | 2770 | Carestream Health, Inc., 3 mo. USD Term SOFR + 7.500%<sup>(1),(4)</sup> | (CCC, Caa2) | 09/30/27 | 11.272 | 1416382 |
|  | 1455 | Confluent Medical Technologies, Inc., 3 mo. USD Term SOFR + 3.000%<sup>(1)</sup> | (B, B2) | 02/16/29 | 6.672 | 1458866 |
|  | 1494 | Insulet Corp., 1 mo. USD Term SOFR + 2.000%<sup>(1)</sup> | (BB+, Ba2) | 08/01/31 | 5.672 | 1504714 |
|  | 5634 | QuidelOrtho Corp., 1 mo. USD Term SOFR + 4.000%<sup>(1)</sup> | (B+, B1) | 08/20/32 | 7.672 | 5613776 |
|  | 6300 | Sharp Services LLC, 3 mo. USD Term SOFR + 3.000%<sup>(1)</sup> | (B-, B3) | 09/29/32 | 6.672 | 6327523 |
|  | 3922 | Sonrava Health Holdings LLC<sup>(4),(6),(7)</sup> | (NR, B3) | 05/18/28 | 0.000 | 2725894 |
|  | 17552 | Sonrava Health Holdings LLC, 5.500% PIK<sup>(4),(6),(8)</sup> | (NR, Caa3) | 08/18/28 | 0.000 | 1086043 |
|  | 734 | Sonrava Health Holdings LLC, 1 mo. USD Term SOFR + 10.000%<sup>(1),(16)</sup> | (NR, NR) | 06/03/26 | 13.716 | 715545 |
|  | 1880 | Zest Acquisition Corp., 3 mo. USD Term SOFR + 5.250%<sup>(1),(16)</sup> | (B, B3) | 02/08/28 | 8.921 | 1837649 |
|  |  |  |  |  |  | 22686392 |
| **Health Services** (2.3%) | **Health Services** (2.3%) | **Health Services** (2.3%) |  |  |  |  |
|  | 10445 | ADMI Corp., 1 mo. USD Term SOFR + 3.375%<sup>(1)</sup> | (B-, B3) | 12/23/27 | 7.161 | 9998252 |
|  | 1508 | ADMI Corp., 1 mo. USD Term SOFR + 5.750%<sup>(1)</sup> | (B-, B3) | 12/23/27 | 9.422 | 1470346 |
|  | 14307 | Athenahealth Group, Inc., 1 mo. USD Term SOFR + 2.750%<sup>(1)</sup> | (B-, B2) | 02/15/29 | 6.422 | 14147816 |
|  | 164 | CHG Healthcare Services, Inc., 3 mo. USD Term SOFR + 2.750%<sup>(1)</sup> | (B, B2) | 09/29/28 | 6.417 | 164789 |
|  | 2148 | Concentra Health Services, Inc., 1 mo. USD Term SOFR + 2.000%<sup>(1)</sup> | (BB, Ba2) | 07/26/31 | 5.672 | 2156426 |
|  | 2478 | MedAssets Software Intermediate Holdings, Inc., 1 mo. USD Term SOFR + 4.000%<sup>(1)</sup> | (CCC, Ca) | 12/15/28 | 7.787 | 1466185 |
|  | 819 | Pacific Dental Services LLC, 1 mo. USD Term SOFR + 2.500%<sup>(1)</sup> | (B, B2) | 03/15/31 | 6.175 | 819911 |
|  | 5978 | PointClickCare Technologies, Inc., 3 mo. USD Term SOFR + 2.750%<sup>(1)</sup> | (B, B3) | 11/03/31 | 6.422 | 5955884 |
|  | 1491 | Southern Veterinary Partners LLC, 1 mo. USD Term SOFR + 2.500%<sup>(1)</sup> | (B, B2) | 12/04/31 | 6.173 | 1491825 |
|  | 959 | Therapy Brands Holdings LLC, 1 mo. USD Term SOFR + 4.000%<sup>(1),(4)</sup> | (CCC+, B3) | 05/18/28 | 7.786 | 889963 |
|  | 1903 | Women's Care Enterprises LLC, 3 mo. USD Term SOFR + <sub>4.500%</sub>(1),(4) | (B-, B2) | 01/15/28 | 8.267 | 1788650 |
|  |  |  |  |  |  | 40350047 |
| **Hotels** (1.3%) | **Hotels** (1.3%) | **Hotels** (1.3%) |  |  |  |  |
|  | 739 | Aimbridge Acquisition Co., Inc., 1 mo. USD Term SOFR + 1.500%, 6.000% PIK<sup>(1),(8)</sup> | (B-, Caa1) | 03/11/30 | 5.290 | 738414 |
|  | 809 | Aimbridge Acquisition Co., Inc., 1 mo. USD Term SOFR + 5.500%<sup>(1)</sup> | (B+, B2) | 03/11/30 | 9.290 | 808174 |
|  | 5739 | Alterra Mountain Co., 1 mo. USD Term SOFR + 2.500%<sup>(1)</sup> | (B+, B1) | 08/17/28 | 6.172 | 5760258 |
|  | 11968 | Alterra Mountain Co., 1 mo. USD Term SOFR + 2.500%<sup>(1),(16)</sup> | (B+, B1) | 05/31/30 | 6.172 | 12012966 |
|  | 1553 | RHP Hotel Properties LP, 1 mo. USD Term SOFR + 1.750%<sup>(1)</sup> | (BB+, Ba3) | 05/20/30 | 5.422 | 1555925 |
|  | 1733 | Wyndham Hotels & Resorts, Inc., 1 mo. USD Term SOFR + 1.750%<sup>(1)</sup> | (BBB-, Ba1) | 05/24/30 | 5.422 | 1739233 |
|  |  |  |  |  |  | 22614970 |
| **Insurance Brokerage** (4.8%) | **Insurance Brokerage** (4.8%) | **Insurance Brokerage** (4.8%) |  |  |  |  |
|  | 8359 | Alera Group, Inc., 1 mo. USD Term SOFR + 2.750%<sup>(1)</sup> | (B, B2) | 05/30/32 | 6.462 | 8348037 |
|  | 12003 | AmWINS Group, Inc., 1 mo. USD Term SOFR + 2.000%<sup>(1)</sup> | (B+, B1) | 01/30/32 | 5.672 | 11995596 |
|  | 14754 | Ardonagh Midco 3 PLC, 3 mo. USD Term SOFR + 2.750%, 6 mo. USD Term SOFR + 2.750%<sup>(1)</sup> | (B-, B3) | 02/15/31 | 6.370-6.422 | 14736060 |
|  | 920 | Goosehead Insurance Holdings LLC, 1 mo. USD Term SOFR + 3.000%<sup>(1)</sup> | (B+, B2) | 01/08/32 | 6.680 | 925045 |
|  | 7058 | Howden Group Holdings Ltd., 1 mo. EURIBOR + 3.250%<sup>(1),(5)</sup> | (B, B2) | 02/14/31 | 5.250 | 8456742 |

---

**Credit Suisse Floating Rate High Income Fund**

**Schedule of Investments (continued)**

January 31, 2026 (unaudited)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Par** | **Par** | | | | |
| **(000)** | **(000)** | **Ratings†**<br>**(S&P/Moody's)** | <br>**Maturity** | <br>**Rate%** |<br>**Value** |
| **BANK LOANS** (continued) | **BANK LOANS** (continued) |  |  |  |  |
| **Insurance Brokerage** (continued) | **Insurance Brokerage** (continued) |  |  |  |  |
| $| 4380 Howden Group Holdings Ltd., 1 mo. USD Term SOFR + 2.750%<sup>(1)</sup> | (B, B2) | 02/15/31 | 6.422 | $4379358 |
|  | 11600 HUB International Ltd., 3 mo. USD Term SOFR + 2.250%<sup>(1)</sup> | (B+, B1) | 06/20/30 | 5.920 | 11614328 |
|  | 587 Jones Deslauriers Insurance Management, Inc.<sup>(1),(3)</sup> | (NR, NR) | 12/10/32 | 0.000 | 588171 |
|  | 7655 OneDigital Borrower LLC, 1 mo. USD Term SOFR + 3.000%<sup>(1)</sup> | (B, B2) | 07/02/31 | 6.672 | 7648906 |
|  | 2311 OneDigital Borrower LLC, 1 mo. USD Term SOFR + 5.250%<sup>(1)</sup> | (CCC+, Caa2) | 07/02/31 | 8.922 | 2331630 |
|  | 3977 Ryan Specialty Group LLC, 1 mo. USD Term SOFR + 2.000%<sup>(1)</sup> | (BB-, Ba3) | 09/15/31 | 5.672 | 3982806 |
|  | 6759 Summit Acquisition, Inc., 1 mo. USD Term SOFR + 3.500%<sup>(1)</sup> | (B-, B3) | 10/16/31 | 7.172 | 6792999 |
|  | 2762 Trucordia Insurance Holdings LLC, 1 mo. USD Term SOFR + 3.250%<sup>(1)</sup> | (B, B2) | 06/17/32 | 6.922 | 2749539 |
|  |  |  |  |  | 84549217 |
| **Investments & Misc. Financial Services** (4.4%) | **Investments & Misc. Financial Services** (4.4%) |  |  |  |  |
|  | 1446 AllSpring Buyer LLC, 3 mo. USD Term SOFR + 3.000%<sup>(1)</sup> | (BB-, Ba3) | 11/01/30 | 6.688 | 1448972 |
|  | 3608 Altisource Solutions SARL, 3 mo. USD Term SOFR + 6.500%<sup>(1),(16)</sup> | (CCC-, Caa2) | 04/30/30 | 10.272 | 3738524 |
|  | 1648 Altisource Solutions SARL<sup>(4),(9),(16)</sup> | (NR, NR) | 04/30/30 | 0.000 | 0 |
|  | 1669 Altisource Solutions SARL, 3 mo. USD Term SOFR + 6.500%<sup>(1),(4),(16)</sup> | (B, B3) | 02/19/29 | 10.272 | 1677743 |
|  | 7150 Ankura Consulting Group LLC, 3 mo. USD Term SOFR + 3.500%<sup>(1)</sup> | (B-, B3) | 12/29/31 | 7.171 | 6983399 |
|  | 254 Chrysaor Bidco SARL, 3 mo. USD Term SOFR + 3.250%<sup>(1)</sup> | (B, B3) | 10/30/31 | 6.900 | 255161 |
|  | 6517 CPI Holdco B LLC, 1 mo. USD Term SOFR + 2.000%<sup>(1)</sup> | (NR, Ba3) | 05/19/31 | 5.672 | 6494657 |
|  | 10178 Focus Financial Partners LLC, 1 mo. USD Term SOFR + 2.500%<sup>(1)</sup> | (B, B2) | 09/15/31 | 6.172 | 10131501 |
|  | 3849 Franklin Square Holdings LP, 1 mo. USD Term SOFR + 2.250%<sup>(1),(16)</sup> | (BB, Ba1) | 04/25/31 | 5.922 | 3676269 |
|  | 6366 Galaxy U.S. Opco, Inc., 3 mo. USD Term SOFR + 5.750%<sup>(1),(8)</sup> | (CCC+, Caa2) | 07/31/30 | 9.417 | 6079434 |
|  | 1559 Guggenheim Partners LLC, 3 mo. USD Term SOFR + 2.500%<sup>(1)</sup> | (BB, Ba2) | 11/26/31 | 6.172 | 1563171 |
|  | 3642 HighTower Holdings LLC, 3 mo. USD Term SOFR + 2.750%<sup>(1)</sup> | (B-, B2) | 02/03/32 | 6.651 | 3637144 |
|  | 5090 Hudson River Trading LLC, 1 mo. USD Term SOFR + 2.500%<sup>(1)</sup> | (BB, Ba2) | 03/18/30 | 6.173 | 5077845 |
|  | 452 Kestra Advisor Services Holdings A, Inc., 1 mo. USD Term SOFR + 3.000%<sup>(1)</sup> | (B-, B3) | 03/22/31 | 6.672 | 450817 |
|  | 5493 Resolute Investment Managers, Inc., 3 mo. USD Term SOFR + 6.500%<sup>(1)</sup> | (B, B2) | 10/30/28 | 10.434 | 4470081 |
|  | 74 Secretariat Advisors LLC<sup>(2)</sup> | (B-, B3) | 02/28/32 | 0.000 | 74315 |
|  | 610 Secretariat Advisors LLC, 3 mo. USD Term SOFR + 4.000%<sup>(1)</sup> | (B-, B3) | 02/28/32 | 7.672 | 612190 |
|  | 11994 Sedgwick Claims Management Services, Inc., 1 mo. USD Term SOFR + 2.500%<sup>(1)</sup> | (B+, B2) | 07/31/31 | 6.172 | 11965325 |
|  | 9391 VFH Parent LLC, 1 mo. USD Term SOFR + 2.500%<sup>(1)</sup> | (B+, B1) | 06/21/31 | 6.172 | 9390567 |
|  |  |  |  |  | 77727115 |
| **Life Insurance** (0.1%) | **Life Insurance** (0.1%) |  |  |  |  |
|  | 1958 Truist Insurance Holdings LLC, 3 mo. USD Term SOFR + 2.750%<sup>(1)</sup> | (B, B2) | 05/06/31 | 6.422 | 1956202 |
| **Machinery** (3.8%) | **Machinery** (3.8%) |  |  |  |  |
|  | 1495 19th Holdings Golf LLC, 1 mo. USD Term SOFR + 3.250%<sup>(1)</sup> | (B, B2) | 02/07/29 | 7.032 | 1495580 |
|  | 5697 Alloy Finco Ltd., 0.500% Cash, 13.500% PIK<sup>(4),(8)</sup> | (NR, NR) | 03/06/28 | 14.000 | 14646734 |
|  | 2931 C&D Technologies, Inc., 1 mo. USD Term SOFR + 5.750%<sup>(1)</sup> | (B-, B2) | 12/20/26 | 9.536 | 2869739 |
|  | 2369 Chart Industries, Inc., 3 mo. USD Term SOFR + 2.500%<sup>(1)</sup> | (BB-, Ba2) | 03/15/30 | 6.161 | 2376793 |
|  | 2646 CPM Holdings, Inc., 1 mo. USD Term SOFR + 4.500%<sup>(1)</sup> | (B-, B3) | 09/28/28 | 8.200 | 2613869 |
|  | 1489 Cube Industrials Buyer, Inc., 3 mo. USD Term SOFR + 3.000%<sup>(1)</sup> | (B, B3) | 10/17/31 | 6.667 | 1495595 |
|  | 5994 Doncasters U.S. Finance LLC, 0.500% Cash, 13.500% PIK<sup>(8),(10),(16)</sup> | (NR, NR) | 03/06/28 | 14.000 | 21221561 |
|  | 969 Generac Power Systems, Inc., 1 mo. USD Term SOFR + 1.750%<sup>(1)</sup> | (BB+, Ba1) | 07/03/31 | 5.450 | 977976 |
|  | 4759 LSF12 Badger Bidco LLC, 1 mo. USD Term SOFR + 5.500%<sup>(1),(16)</sup> | (B-, B3) | 08/30/30 | 9.172 | 4777348 |
|  | 536 LTI Holdings, Inc., 1 mo. USD Term SOFR + 3.750%<sup>(1)</sup> | (B-, B3) | 07/29/29 | 7.422 | 537937 |
|  | 2912 Madison IAQ LLC, 6 mo. USD Term SOFR + 2.750%<sup>(1)</sup> | (B, B1) | 11/08/32 | 6.378 | 2920979 |
|  | 3454 Madison IAQ LLC, 6 mo. USD Term SOFR + 2.500%<sup>(1)</sup> | (B, B1) | 06/21/28 | 6.128 | 3459922 |
|  | 1186 Madison Safety & Flow LLC, 1 mo. USD Term SOFR + 2.500%<sup>(1)</sup> | (B, B2) | 09/26/31 | 6.174 | 1190449 |
|  | 1930 Mirion Technologies, Inc., 3 mo. USD Term SOFR + 2.000%<sup>(1),(16)</sup> | (BB, Ba2) | 06/04/32 | 5.672 | 1933416 |
|  | 5181 Pro Mach Group, Inc., 1 mo. USD Term SOFR + 2.750%<sup>(1)</sup> | (B, B2) | 10/15/32 | 6.422 | 5190414 |
|  | 558 Tiger Acquisition LLC, 1 mo. USD Term SOFR + 2.500%<sup>(1)</sup> | (B, B2) | 08/23/32 | 6.173 | 558219 |
|  |  |  |  |  | 68266531 |
| **Media - Diversified** (1.4%) | **Media - Diversified** (1.4%) |  |  |  |  |
|  | 9371 Cast & Crew Payroll LLC, 3 mo. USD Term SOFR + 3.750%<sup>(1)</sup> | (CCC+, Caa1) | 12/29/28 | 7.417 | 5891909 |
|  | 6313 Delta 2 LUX SARL, 3 mo. USD Term SOFR + 1.750%<sup>(1)</sup> | (BB+, NR) | 09/30/31 | 5.422 | 6320221 |
|  | 5109 Oceankey U.S. II Corp., 1 mo. USD Term SOFR + 3.500%<sup>(1)</sup> | (B-, B2) | 12/15/28 | 7.272 | 4917729 |
|  | 1085 Outfront Media Capital LLC, 1 mo. USD Term SOFR + 2.000%<sup>(1)</sup> | (BB, Ba1) | 09/24/32 | 5.673 | 1091516 |
|  | 3101 Technicolor Creative Studios, 0.500% PIK<sup>(5),(6),(7),(8),(9),(16)</sup> | (NR, NR) | 08/06/33 | 0.500 | 0 |

---

**Credit Suisse Floating Rate High Income Fund**

**Schedule of Investments (continued)**

January 31, 2026 (unaudited)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Par** |  | **Ratings†** |  |  | |
| **(000)** |  | **(S&P/Moody's)** | **Maturity** | **Rate%** | **Value** |
| **BANK LOANS** (continued) | **BANK LOANS** (continued) |  |  |  |  |
| **Media - Diversified** (continued) | **Media - Diversified** (continued) |  |  |  |  |
| 5679 | X Corp. | (NR, NR) | 10/26/29 | 9.500 | $5887621 |
|  |  |  |  |  | 24108996 |
| **Media Content** (0.0%) | **Media Content** (0.0%) |  |  |  |  |
| 482 | WMG Acquisition Corp., 3 mo. USD Term SOFR + 1.750%<sup>(1)</sup> | (BBB-, Ba1) | 01/24/31 | 5.572 | 484866 |
| **Medical Products** (0.6%) | **Medical Products** (0.6%) |  |  |  |  |
| 6177 | Covetrus, Inc., 3 mo. USD Term SOFR + 5.000%<sup>(1)</sup> | (CCC+, B2) | 10/13/29 | 8.672 | 5957135 |
| 3816 | Medline Borrower LP, 1 mo. USD Term SOFR + 1.750%<sup>(1)</sup> | (BBB-, Ba1) | 10/23/28 | 5.422 | 3829134 |
|  |  |  |  |  | 9786269 |
| **Oil Field Equipment & Services** (0.2%) | **Oil Field Equipment & Services** (0.2%) |  |  |  |  |
| 4372 | Rockpoint Gas Storage Partners LP, 3 mo. USD Term SOFR + 2.500%<sup>(1)</sup> | (BB, B1) | 09/18/31 | 6.172 | 4386911 |
| **Packaging** (3.5%) | **Packaging** (3.5%) |  |  |  |  |
| 4491 | Anchor Glass Container Corp., 3 mo. USD Term SOFR + 5.250%<sup>(1)</sup> | (B-, Caa1) | 10/08/30 | 8.922 | 4322848 |
| 4455 | Berlin Packaging LLC, 3 mo. USD Term SOFR + 3.250%<sup>(1)</sup> | (B-, B2) | 06/07/31 | 6.911-6.922 | 4455898 |
| 4915 | Clydesdale Acquisition Holdings, Inc., 1 mo. USD Term SOFR + 3.250%, 3 mo. USD Term SOFR + 3.250%<sup>(1)</sup> | (B+, B2) | 04/01/32 | 6.922-6.966 | 4896190 |
| 1278 | Clydesdale Acquisition Holdings, Inc., 1 mo. USD Term SOFR + 3.175%<sup>(1)</sup> | (B+, B2) | 04/13/29 | 6.847 | 1273782 |
| 3984 | Flint Group Midco Ltd., 3 mo. USD Term SOFR + 4.250%, 0.750% PIK<sup>(1),(8)</sup> | (B-, B3) | 12/31/26 | 8.933 | 3809998 |
| 670 | Flint Group Packaging INKS North America Holdings LLC, 3 mo. EURIBOR + 4.250%, 0.750% PIK<sup>(1),(5),(8)</sup> | (B-, B3) | 12/31/27 | 7.038 | 763338 |
| 534 | Flint Group Packaging INKS North America Holdings LLC, 3 mo. EURIBOR + 0.100%, 6.900% PIK<sup>(1),(5),(8)</sup> | (CCC-, Ca) | 12/30/28 | 9.034 | 33018 |
| 400 | Flint Group Packaging INKS North America Holdings LLC, 3 mo. EURIBOR + 0.100%, 6.900% PIK<sup>(1),(5),(8)</sup> | (CCC-, Caa2) | 12/30/28 | 9.034 | 347820 |
| 2497 | Flint Group Topco Ltd., 3 mo. USD Term SOFR + 0.362%, 6.900% PIK<sup>(1),(8)</sup> | (CCC-, Caa2) | 12/30/27 | 10.933 | 1807998 |
| 3330 | Flint Group Topco Ltd., 3 mo. USD Term SOFR + 0.100%, 6.900% PIK<sup>(1),(4),(8)</sup> | (CCC-, Ca) | 12/31/27 | 10.933 | 191486 |
| 622 | Logoplaste Parent SARL, 3 mo. USD Term SOFR + 4.200%<sup>(1),(4),(16)</sup> | (B-, B3) | 07/06/28 | 8.122 | 578350 |
| 9065 | Mauser Packaging Solutions Holding Co., 1 mo. USD Term SOFR + 3.500%<sup>(1)</sup> | (B, B2) | 04/15/30 | 7.232 | 8867564 |
| 3011 | Owens-Illinois, Inc., 1 mo. USD Term SOFR + 3.000%<sup>(1)</sup> | (BB, Ba3) | 09/30/32 | 6.672 | 3023075 |
| 3552 | Plastipak Packaging, Inc., 1 mo. USD Term SOFR + 2.500%<sup>(1)</sup> | (B+, Ba3) | 09/24/32 | 6.172 | 3549673 |
| 10205 | Proampac PG Borrower LLC, 3 mo. USD Term SOFR + 4.000%<sup>(1)</sup> | (B-, B3) | 09/15/28 | 7.672-7.878 | 10228085 |
| 1109 | Ring Container Technologies Group LLC, 1 mo. USD Term SOFR + 2.500%<sup>(1)</sup> | (B, B2) | 09/15/32 | 6.172 | 1112433 |
| 7239 | Technimark Holdings LLC, 1 mo. USD Term SOFR + 3.250%<sup>(1)</sup> | (B-, B3) | 04/14/31 | 6.923 | 7218408 |
| 3052 | TricorBraun Holdings, Inc.<sup>(1),(3)</sup> | (B-, B3) | 03/03/31 | 0.000 | 2898012 |
| 2436 | Trident TPI Holdings, Inc., 3 mo. USD Term SOFR + 3.750%<sup>(1)</sup> | (B-, B3) | 09/15/28 | 7.422 | 2303559 |
|  |  |  |  |  | 61681535 |
| **Personal & Household Products** (2.2%) | **Personal & Household Products** (2.2%) |  |  |  |  |
| 17841 | ABG Intermediate Holdings 2 LLC, 1 mo. USD Term SOFR + 2.250%<sup>(1)</sup> | (B+, B1) | 12/21/28 | 5.922 | 17852809 |
| 1505 | Anticimex International AB<sup>(1),(3)</sup> | (B, B3) | 11/17/31 | 0.000 | 1510532 |
| 1019 | Energizer Holdings, Inc., 1 mo. USD Term SOFR + 2.000%<sup>(1)</sup> | (BB, Ba1) | 03/19/32 | 5.671 | 1018862 |
| 8523 | Keter Group BV, 3 mo. EURIBOR + 0.000%, 5.000% PIK<sup>(1),(5),(8)</sup> | (NR, NR) | 12/28/29 | 5.051 | 9185285 |
| 4627 | Serta Simmons Bedding LLC, 3 mo. USD Term SOFR + 7.500%<sup>(1)</sup> | (NR, NR) | 06/29/28 | 11.286 | 4374625 |
| 505 | Serta Simmons Bedding LLC, 3 mo. USD Term SOFR + 7.500%<sup>(1),(16)</sup> | (NR, NR) | 06/29/28 | 11.284 | 505480 |
| 5275 | Somnigroup International, Inc., 1 mo. USD Term SOFR + 2.250%<sup>(1)</sup> | (BBB-, Ba1) | 10/24/31 | 5.900 | 5320929 |
|  |  |  |  |  | 39768522 |
| **Pharmaceuticals** (1.0%) | **Pharmaceuticals** (1.0%) |  |  |  |  |
| 1954 | Bausch & Lomb Corp., 1 mo. USD Term SOFR + 3.750%<sup>(1)</sup> | (B, B1) | 01/15/31 | 7.422 | 1971565 |
| 9007 | Certara LP, 1 mo. USD Term SOFR + 2.750%<sup>(1)</sup> | (BB-, B1) | 06/26/31 | 6.422 | 9080148 |
| 1330 | Dechra Pharmaceuticals Holdings Ltd., 6 mo. USD Term SOFR + 3.000%<sup>(1)</sup> | (B-, B2) | 01/27/32 | 6.637 | 1333546 |

---

**Credit Suisse Floating Rate High Income Fund**

**Schedule of Investments (continued)**

January 31, 2026 (unaudited)

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Par** | **Par** | | | | |
| **(000)** | **(000)** | **Ratings†**<br>**(S&P/Moody's)** | <br>**Maturity** | <br>**Rate%** |<br>**Value** |
| **BANK LOANS** (continued)** | **BANK LOANS** (continued)** |  |  |  |  |
| **Pharmaceuticals** (continued)** | **Pharmaceuticals** (continued)** |  |  |  |  |
| $| 6131 Elanco Animal Health, Inc., 1 mo. USD Term SOFR + 1.750%<sup>(1)</sup> | (BB+, Ba1) | 10/31/32 | 5.450 | $6139003 |
|  |  |  |  |  | 18524262 |
| **Rail** (0.4%)** | **Rail** (0.4%)** |  |  |  |  |
|  | 6704 Genesee & Wyoming, Inc., 3 mo. USD Term SOFR + 1.750%<sup>(1)</sup> | (BB, Ba3) | 04/10/31 | 5.422 | 6702027 |
| **Real Estate Development & Management** (0.7%)** | **Real Estate Development & Management** (0.7%)** |  |  |  |  |
|  | 11648 BIFM U.S. Finance LLC, 1 mo. USD Term SOFR + 3.250%<sup>(1)</sup> | (B, B3) | 05/31/28 | 6.922 | 11689280 |
| **Real Estate Investment Trusts** (0.4%)** | **Real Estate Investment Trusts** (0.4%)** |  |  |  |  |
|  | 2408 Starwood Property Trust, Inc., 1 mo. USD Term SOFR + 2.000%<sup>(1),(16)</sup> | (BB, Ba2) | 01/02/30 | 5.672 | 2410674 |
|  | 5375 Starwood Property Trust, Inc., 1 mo. USD Term SOFR + 1.750%<sup>(1),(16)</sup> | (BB, Ba2) | 11/18/27 | 5.422 | 5374707 |
|  |  |  |  |  | 7785381 |
| **Recreation & Travel** (2.3%)** | **Recreation & Travel** (2.3%)** |  |  |  |  |
|  | 6643 Arcis Golf LLC, 1 mo. USD Term SOFR + 2.750%<sup>(1)</sup> | (B+, B2) | 11/24/28 | 6.422 | 6684103 |
|  | 675 EOC Borrower LLC, 1 mo. USD Term SOFR + 3.750%<sup>(1)</sup> | (B+, B2) | 03/24/28 | 7.422 | 675448 |
|  | 10212 EOC Borrower LLC, 1 mo. USD Term SOFR + 2.750%<sup>(1)</sup> | (B+, B2) | 03/24/32 | 6.422 | 10230829 |
|  | 6545 Motion Finco SARL, 3 mo. USD Term SOFR + 3.500%<sup>(1)</sup> | (B-, B3) | 11/12/29 | 7.172 | 5618636 |
|  | 2853 OVG Business Services LLC, 1 mo. USD Term SOFR + 3.000%<sup>(1)</sup> | (B, B2) | 06/25/31 | 6.672 | 2851172 |
|  | 5450 SeaWorld Parks & Entertainment, Inc., 1 mo. USD Term SOFR +2.000%<sup>(1)</sup> | (BB+, Ba2) | 12/04/31 | 5.672 | 5438348 |
|  | 10229 Six Flags Entertainment Corp., 1 mo. USD Term SOFR + 2.000%<sup>(1)</sup> | (BB+, Ba3) | 05/01/31 | 5.672 | 10137111 |
|  |  |  |  |  | 41635647 |
| **Restaurants** (2.2%)** | **Restaurants** (2.2%)** |  |  |  |  |
|  | 4420 1011778 B.C. Unlimited Liability Co., 1 mo. USD Term SOFR + 1.750%<sup>(1)</sup> | (BB+, Ba2) | 09/20/30 | 5.422 | 4415581 |
|  | 4397 Fertitta Entertainment LLC, 1 mo. USD Term SOFR + 3.250%<sup>(1)</sup> | (B, B2) | 01/27/29 | 6.922 | 4393474 |
|  | 7015 Flynn Restaurant Group LP, 1 mo. USD Term SOFR + 3.750%<sup>(1)</sup> | (B, B2) | 01/28/32 | 7.422 | 7023850 |
|  | 5590 IRB Holding Corp., 1 mo. USD Term SOFR + 2.500%<sup>(1)</sup> | (B+, B2) | 12/16/30 | 6.172 | 5596720 |
|  | 1979 K-Mac Holdings Corp., 1 mo. USD Term SOFR + 3.250%<sup>(1)</sup> | (B-, B3) | 07/21/28 | 6.922 | 1987469 |
|  | 174 Raising Cane's Restaurants LLC, 1 mo. USD Term SOFR +2.000%<sup>(1)</sup> | (BB-, B1) | 09/18/31 | 5.672 | 173500 |
|  | 8890 Raising Cane's Restaurants LLC, 1 mo. USD Term SOFR +2.000%<sup>(1)</sup> | (BB-, B1) | 11/03/32 | 5.688 | 8878734 |
|  | 20 Splat Super Holdco LLC<sup>(2)</sup> | (B, B3) | 07/02/32 | 5.000 | 19176 |
|  | 480 Splat Super Holdco LLC, 1 mo. USD Term SOFR + 5.000%<sup>(1)</sup> | (B, B3) | 07/02/32 | 8.672 | 449784 |
|  | 922 Tacala LLC, 1 mo. USD Term SOFR + 3.000%<sup>(1)</sup> | (B-, B3) | 01/31/31 | 6.672 | 925536 |
|  | 4741 Whatabrands LLC, 1 mo. USD Term SOFR + 2.500%<sup>(1)</sup> | (B, B2) | 08/03/28 | 6.172 | 4742895 |
|  |  |  |  |  | 38606719 |
| **Software - Services** (17.6%)** | **Software - Services** (17.6%)** |  |  |  |  |
|  | 5000 Amspec Parent LLC, 3 mo. USD Term SOFR + 3.500%<sup>(1)</sup> | (B, B2) | 12/22/31 | 7.172 | 5012635 |
|  | 14050 Applied Systems, Inc., 3 mo. USD Term SOFR + 2.500%<sup>(1)</sup> | (B-, B1) | 02/24/31 | 6.172 | 13973404 |
|  | 6774 AQ Carver Buyer, Inc., 3 mo. USD Term SOFR + 5.500%<sup>(1)</sup> | (B, B3) | 08/02/29 | 9.272 | 6452212 |
|  | 3142 AQA Acquisition Holding, Inc., 3 mo. USD Term SOFR + 4.000%<sup>(1)</sup> | (B-, B2) | 03/03/28 | 7.667 | 2434768 |
|  | 1568 Astra Acquisition Corp.<sup>(4),(6),(7)</sup> | (D, WR) | 02/25/28 | 0.000 | 333183 |
|  | 11250 Astra Acquisition Corp.<sup>(4),(6),(7)</sup> | (D, WR) | 10/25/28 | 0.000 | 47473 |
|  | 131 Astra Acquisition Corp., 3 mo. USD Term SOFR + 8.750%<sup>(1)</sup> | (NR, NR) | 04/01/26 | 12.627 | 130981 |
|  | 58 Astra Acquisition Corp., 3 mo. USD Term SOFR + 8.750%<sup>(1)</sup> | (NR, NR) | 04/01/26 | 12.411 | 57745 |
|  | 7555 Avalara, Inc., 3 mo. USD Term SOFR + 2.750%<sup>(1)</sup> | (B-, B2) | 03/26/32 | 6.422 | 7423231 |
|  | 2941 Bending Spoons U.S., Inc., 1 mo. USD Term SOFR + 5.875%<sup>(1),(16)</sup> | (B+, B1) | 03/07/31 | 9.575 | 2896590 |
|  | 3415 Camelot U.S. Acquisition LLC, 1 mo. USD Term SOFR + 2.750%<sup>(1)</sup> | (BB-, B1) | 01/31/31 | 6.422 | 3158551 |
|  | 792 Clearwater Analytics LLC, 1 mo. USD Term SOFR + 2.000%<sup>(1)</sup> | (BB-, B1) | 04/21/32 | 5.673 | 793026 |
|  | 2244 Cloud Software Group, Inc., 3 mo. USD Term SOFR + 3.250%<sup>(1)</sup> | (B, B1) | 03/21/31 | 6.922 | 2182655 |
|  | 13007 Cloud Software Group, Inc., 3 mo. USD Term SOFR + 3.250%<sup>(1)</sup> | (B, B1) | 08/13/32 | 6.922 | 12654400 |
|  | 492 CompoSecure Holdings LLC, 1 mo. USD Term SOFR + 2.250%<sup>(1)</sup> | (B+, B1) | 01/14/33 | 5.928 | 491387 |
|  | 5994 ConnectWise LLC, 3 mo. USD Term SOFR + 3.500%<sup>(1)</sup> | (NR, B2) | 09/29/28 | 7.434 | 5798789 |
|  | 7968 Corel Corp., 3 mo. USD Term SOFR + 5.000%<sup>(1),(4)</sup> | (CCC+, B3) | 07/02/26 | 8.922 | 7276201 |
|  | 9195 Cornerstone OnDemand, Inc., 1 mo. USD Term SOFR + 3.750%<sup>(1),(16)</sup> | (B-, B2) | 10/16/28 | 7.536 | 7769824 |
|  | 1181 Corpay Technologies Operating Co. LLC, 1 mo. USD Term SOFR + 1.750%<sup>(1)</sup> | (BB+, Ba1) | 11/05/32 | 5.422 | 1180597 |
|  | 6260 Corpay Technologies Operating Co. LLC, 1 mo. USD Term SOFR + 1.750%<sup>(1)</sup> | (BB+, Ba1) | 04/28/28 | 5.422 | 6266441 |
|  | 7058 Darktrace PLC, 3 mo. USD Term SOFR + 3.250%<sup>(1)</sup> | (B-, B2) | 10/09/31 | 6.898 | 6897855 |

---

**Credit Suisse Floating Rate High Income Fund**

**Schedule of Investments (continued)** 

January 31, 2026 (unaudited)

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Par** | **Par** | | | | |
| **(000)** | **(000)** | **Ratings†**<br>**(S&P/Moody's)** | <br>**Maturity** | <br>**Rate%** |<br>**Value** |
| **BANK LOANS** (continued)** | **BANK LOANS** (continued)** |  |  |  |  |
| **Software - Services** (continued)** | **Software - Services** (continued)** |  |  |  |  |
| $| 2030 Darktrace PLC, 3 mo. USD Term SOFR + 5.250%<sup>(1)</sup> | (CCC, Caa2) | 10/09/32 | 8.898 | $2012942 |
|  | 2034 Dayforce, Inc.<sup>(1),(3)</sup> | (B-, B3) | 02/04/33 | 0.000 | 1981478 |
|  | 10301 Dayforce, Inc., 3 mo. USD Term SOFR + 2.000%<sup>(1),(16)</sup> | (BB-, Ba2) | 03/01/31 | 5.667 | 10294711 |
|  | 2083 DCert Buyer, Inc., 1 mo. USD Term SOFR + 7.000%<sup>(1)</sup> | (CCC, Caa2) | 02/19/29 | 10.672 | 1862986 |
|  | 2842 EAB Global, Inc., 1 mo. USD Term SOFR + 3.000%<sup>(1)</sup> | (B-, B3) | 08/16/30 | 6.672 | 2632977 |
|  | 12229 EagleView Technology Corp., 3 mo. USD Term SOFR + 5.500%<sup>(1)</sup> | (B-, B3) | 08/14/28 | 9.172 | 11568158 |
|  | 321 EP Purchaser LLC, 3 mo. USD Term SOFR + 4.500%<sup>(1)</sup> | (B, B3) | 11/06/28 | 8.437 | 200100 |
|  | 5127 Epicor Software Corp., 1 mo. USD Term SOFR + 2.500%<sup>(1)</sup> | (B-, B2) | 05/30/31 | 6.172 | 5100793 |
|  | 6824 EverCommerce, Inc., 1 mo. USD Term SOFR + 2.250%<sup>(1)</sup> | (B+, B1) | 07/07/31 | 5.922 | 6756032 |
|  | 8232 First Advantage Holdings LLC, 1 mo. USD Term SOFR + 2.750%<sup>(1)</sup> | (B+, B1) | 10/31/31 | 6.422 | 7959716 |
|  | 595 Fleet Midco I Ltd., 6 mo. USD Term SOFR + 2.500%<sup>(1),(16)</sup> | (B+, B2) | 02/21/31 | 6.792 | 597095 |
|  | 6046 Go Daddy Operating Co. LLC, 1 mo. USD Term SOFR + 1.750%<sup>(1)</sup> | (BB, Ba1) | 11/09/29 | 5.422 | 6021032 |
|  | 908 Herc Holdings, Inc., 1 mo. USD Term SOFR + 1.750%<sup>(1)</sup> | (BBB-, Baa3) | 06/02/32 | 5.424 | 911306 |
|  | 2987 IGT Holding IV AB, 3 mo. USD Term SOFR + 3.000%<sup>(1)</sup> | (B, B3) | 09/01/31 | 6.672 | 2962673 |
|  | 1703 Javelin Buyer, Inc., 3 mo. USD Term SOFR + 5.000%<sup>(1),(4),(16)</sup> | (CCC+, Caa2) | 12/06/32 | 8.822 | 1677689 |
|  | 1173 Johnstone Supply LLC, 1 mo. USD Term SOFR + 2.500%<sup>(1)</sup> | (B, B2) | 06/09/31 | 6.177 | 1175073 |
|  | 4531 KnowBe4, Inc., 3 mo. USD Term SOFR + 3.750%<sup>(1),(16)</sup> | (B-, B2) | 07/23/32 | 7.417 | 4372202 |
|  | 5868 Marcel LUX IV SARL, 1 mo. USD Term SOFR + 3.000%<sup>(1),(16)</sup> | (B+, B2) | 11/12/30 | 6.660 | 5830999 |
|  | 8121 Mitnick Corporate Purchaser, Inc., 3 mo. USD Term SOFR + 4.750%<sup>(1)</sup> | (CCC+, Caa1) | 05/02/29 | 8.517 | 3302409 |
|  | 132 N-Able International Holdings II LLC<sup>(1),(3),(16)</sup> | (B+, B1) | 11/26/32 | 0.000 | 130686 |
|  | 9845 OID-OL Intermediate I LLC, 3 mo. USD Term SOFR + 4.250%<sup>(1)</sup> | (CCC+, Caa1) | 02/01/29 | 8.067 | 7092831 |
|  | 4112 OID-OL Intermediate I LLC, 3 mo. USD Term SOFR + 6.000%<sup>(1)</sup> | (B, B1) | 02/01/29 | 9.667 | 4192730 |
|  | 5764 Perforce Software, Inc., 1 mo. USD Term SOFR + 4.750%<sup>(1)</sup> | (B-, B2) | 07/02/29 | 8.422 | 4503344 |
|  | 2992 Polaris Newco LLC, 3 mo. EURIBOR + 3.750%<sup>(1),(5)</sup> | (CCC+, B3) | 06/02/28 | 5.776 | 3358804 |
|  | 1727 Polaris Newco LLC, 1 mo. GBP SONIA + 5.000%<sup>(1),(10)</sup> | (CCC+, B3) | 06/02/28 | 8.727 | 2180852 |
|  | 3986 Polaris Newco LLC, 3 mo. USD Term SOFR + 3.750%<sup>(1)</sup> | (CCC+, B3) | 06/02/28 | 7.679 | 3692838 |
|  | 1401 Project Alpha Intermediate Holding, Inc., 3 mo. USD Term SOFR + 3.250%<sup>(1)</sup> | (B, B2) | 10/26/30 | 6.922 | 1306084 |
|  | 4067 Project Alpha Intermediate Holding, Inc., 3 mo. USD Term SOFR + 5.000%<sup>(1),(16)</sup> | (B-, Caa1) | 05/09/33 | 8.672 | 3253769 |
|  | 4966 Project Ruby Ultimate Parent Corp., 1 mo. USD Term SOFR + 2.750%<sup>(1)</sup> | (B, B2) | 03/10/28 | 6.536 | 4939060 |
|  | 6435 Proofpoint, Inc., 3 mo. USD Term SOFR + 3.000%<sup>(1)</sup> | (B-, B2) | 08/31/28 | 6.672 | 6400835 |
|  | 467 Quartz Acquireco LLC, 3 mo. USD Term SOFR + 2.250%<sup>(1),(16)</sup> | (B, B1) | 06/28/30 | 5.922 | 452918 |
|  | 16087 RealPage, Inc., 3 mo. USD Term SOFR + 3.000%<sup>(1)</sup> | (B-, B3) | 04/24/28 | 6.934 | 15931785 |
|  | 2656 Redstone Holdco 2 LP, 3 mo. USD Term SOFR + 5.500%<sup>(1),(9),(16)</sup> | (NR, NR) | 12/31/30 | 9.167 | 1460572 |
|  | 690 Redstone Holdco 2 LP, 3 mo. USD Term SOFR + 5.250%<sup>(1),(9),(16)</sup> | (NR, NR) | 12/31/30 | 8.917 | 690452 |
|  | 105 Rinchem Co., Inc., 3 mo. USD Term SOFR + 5.500%<sup>(1),(16)</sup> | (NR, NR) | 03/31/31 | 9.171 | 104789 |
|  | 1269 Rinchem Co., Inc., 3 mo. USD Term SOFR + 5.500%<sup>(1),(9),(16)</sup> | (NR, NR) | 03/31/31 | 9.171 | 523108 |
|  | 5033 Rithum Holdings, Inc., 3 mo. USD Term SOFR + 4.750%<sup>(1)</sup> | (B-, B3) | 07/21/32 | 8.422 | 5004072 |
|  | 402 Shermco Intermediate Holdings, Inc., 3 mo. USD Term SOFR + 3.250%<sup>(1),(16)</sup> | (B-, B3) | 10/27/32 | 6.939 | 405196 |
|  | 1868 Shift4 Payments LLC, 3 mo. USD Term SOFR + 2.000%<sup>(1)</sup> | (BB+, Ba1) | 07/03/32 | 5.672 | 1881170 |
|  | 3452 SkillSoft Corp., 1 mo. USD Term SOFR + 5.250%<sup>(1)</sup> | (B-, B2) | 07/14/28 | 9.036 | 2236543 |
|  | 2992 SS&C Technologies, Inc., 1 mo. USD Term SOFR + 2.000%<sup>(1)</sup> | (BB+, Ba1) | 05/09/31 | 5.672 | 2995202 |
|  | 6135 Surf Holdings LLC, 1 mo. USD Term SOFR + 3.500%<sup>(1)</sup> | (B-, B2) | 03/05/27 | 7.286 | 6091653 |
|  | 2588 Symplr Software, Inc., 3 mo. USD Term SOFR + 4.500%<sup>(1)</sup> | (B-, Caa1) | 12/22/27 | 8.267 | 2145963 |
|  | 2239 Thermostat Purchaser III, Inc., 3 mo. USD Term SOFR + 4.250%<sup>(1)</sup> | (B-, B2) | 08/31/28 | 7.922 | 2220129 |
|  | 4670 Thevelia U.S. LLC, 3 mo. USD Term SOFR + 3.000%<sup>(1)</sup> | (B, B2) | 06/18/29 | 6.672 | 4638764 |
|  | 15167 UKG, Inc., 3 mo. USD Term SOFR + 2.500%<sup>(1)</sup> | (B-, B2) | 02/10/31 | 6.167 | 14822272 |
|  | 1488 VS Buyer LLC, 3 mo. USD Term SOFR + 2.250%<sup>(1)</sup> | (B+, B2) | 04/12/31 | 5.917 | 1475800 |
|  | 10489 Wash Multifamily Parent, Inc., 1 mo. USD Term SOFR + 3.250%<sup>(1)</sup> | (BB-, B2) | 09/10/32 | 6.922 | 10541129 |
|  | 2453 WatchGuard Technologies, Inc., 1 mo. USD Term SOFR + 5.250%<sup>(1)</sup> | (B-, B2) | 07/02/29 | 8.922 | 2456439 |
|  | 5976 WEX, Inc., 1 mo. USD Term SOFR + 1.750%<sup>(1)</sup> | (BB-, Ba2) | 03/31/28 | 5.422 | 5977027 |
|  | 2460 World Wide Technology Holding Co. LLC, 1 mo. USD Term SOFR + 2.000%<sup>(1),(16)</sup> | (BB, Ba3) | 03/01/30 | 5.672 | 2471987 |
|  | 7875 ZoomInfo LLC, 1 mo. USD Term SOFR + 1.750%<sup>(1)</sup> | (BB+, Ba1) | 02/28/30 | 5.422 | 7776215 |
|  | 8055 Zuora, Inc., 1 mo. USD Term SOFR + 3.500%<sup>(1)</sup> | (B, B3) | 02/14/32 | 7.172 | 7813671 |
|  |  |  |  |  | 311621008 |
| **Steel Producers/Products** (0.2%)** | **Steel Producers/Products** (0.2%)** |  |  |  |  |
|  | 3459 Grinding Media, Inc., 3 mo. USD Term SOFR + 3.500%<sup>(1),(16)</sup> | (B-, B3) | 10/12/28 | 7.335 | 3461281 |
| **Support - Services** (8.6%)** | **Support - Services** (8.6%)** |  |  |  |  |
|  | 3718 Allied Universal Holdco LLC, 1 mo. USD Term SOFR + 3.250%<sup>(1)</sup> | (B, B3) | 08/20/32 | 6.922 | 3729868 |
|  | 3629 Armorica Lux SARL, 3 mo. EURIBOR + 4.925%<sup>(1),(5)</sup> | (B-, Caa1) | 07/28/28 | 6.951 | 4090169 |

---

**Credit Suisse Floating Rate High Income Fund**

**Schedule of Investments (continued)** 

January 31, 2026 (unaudited)

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Par** | **Par** | | | | |
| **(000)** | **(000)** | **Ratings†**<br>**(S&P/Moody's)** | <br>**Maturity** | <br>**Rate%** |<br>**Value** |
| **BANK LOANS** (continued)** | **BANK LOANS** (continued)** |  |  |  |  |
| **Support - Services** (continued)** | **Support - Services** (continued)** |  |  |  |  |
| $| 1867 BCPE Empire Holdings, Inc.<sup>(1),(3)</sup> | (B-, B3) | 12/11/30 | 0.000 | $1860324 |
|  | 2021 Belfor Holdings, Inc., 1 mo. USD Term SOFR + 2.750%<sup>(1)</sup> | (B-, B2) | 11/01/30 | 6.422 | 2024447 |
|  | 7407 Belron Finance 2019 LLC, 3 mo. USD Term SOFR + 2.250%<sup>(1)</sup> | (BB-, Ba3) | 10/16/31 | 6.120 | 7439861 |
|  | 2286 BradyPlus Holdings LLC<sup>(1),(3)</sup> | (B, B3) | 12/29/32 | 0.000 | 2276442 |
|  | 4187 Centuri Group, Inc., 1 mo. USD Term SOFR + 2.000%<sup>(1)</sup> | (B+, Ba3) | 07/09/32 | 5.674 | 4193812 |
|  | 1434 Construction Partners, Inc., 1 mo. USD Term SOFR + 2.500%<sup>(1)</sup> | (BB-, B1) | 11/03/31 | 6.172 | 1436932 |
|  | 4690 CoreLogic, Inc., 1 mo. USD Term SOFR + 6.500%<sup>(1),(16)</sup> | (CCC, Caa2) | 06/04/29 | 10.286 | 4655231 |
|  | 11466 CoreLogic, Inc., 1 mo. USD Term SOFR + 3.500%<sup>(1)</sup> | (B-, B2) | 06/02/28 | 7.286 | 11463875 |
|  | 8458 Form Technologies LLC, 3 mo. USD Term SOFR + 5.750%<sup>(1)</sup> | (B-, B3) | 07/19/30 | 9.420 | 7738612 |
|  | 932 Fortress Intermediate 3, Inc., 1 mo. USD Term SOFR + 3.000%<sup>(1),(16)</sup> | (B, B2) | 06/27/31 | 6.675 | 916888 |
|  | 10000 Fugue Finance BV, 3 mo. EURIBOR + 3.250%<sup>(1),(5)</sup> | (B, B2) | 01/09/32 | 5.317 | 11930351 |
|  | 11901 Gloves Buyer, Inc., 1 mo. USD Term SOFR + 4.000%<sup>(1)</sup> | (B-, B3) | 05/21/32 | 7.672 | 11858606 |
|  | 2400 Green Infrastructure Partners, Inc., 3 mo. USD Term SOFR + 2.750%<sup>(1)</sup> | (B, B2) | 09/24/32 | 6.422 | 2404021 |
|  | 1511 LaserShip, Inc., 3 mo. USD Term SOFR + 4.000%<sup>(1)</sup> | (CCC-, Caa2) | 01/02/29 | 7.672 | 1155256 |
|  | 4951 LaserShip, Inc., 3 mo. USD Term SOFR + 6.250%<sup>(1)</sup> | (B, B2) | 01/02/29 | 9.922 | 5013845 |
|  | 9442 LaserShip, Inc., 3 mo. USD Term SOFR + 1.500%<sup>(1)</sup> | (CCC, Caa2) | 08/10/29 | 5.172-5.434 | 7159260 |
|  | 2993 LaserShip, Inc., 3 mo. USD Term SOFR + 1.500%<sup>(1)</sup> | (CCC-, Caa3) | 08/10/29 | 5.434 | 950158 |
|  | 2012 Lernen Bidco Ltd., 6 mo. USD Term SOFR + 3.500%<sup>(1)</sup> | (B-, B3) | 10/27/31 | 7.410 | 2016187 |
|  | 10979 Nuvei Technologies Corp., 1 mo. USD Term SOFR + 2.500%<sup>(1)</sup> | (B+, B1) | 11/17/31 | 6.172 | 10906191 |
|  | 1410 Paint Intermediate III LLC<sup>(1),(3)</sup> | (B, B2) | 10/09/31 | 0.000 | 1408905 |
|  | 407 PG Investment Company 59 SARL, 3 mo. USD Term SOFR + 2.250%<sup>(1)</sup> | (B+, Ba3) | 03/26/31 | 5.922 | 407711 |
|  | 9517 PODS LLC, 1 mo. USD Term SOFR + 3.000%<sup>(1)</sup> | (B-, B3) | 03/31/28 | 6.786 | 9469556 |
|  | 339 PODS LLC, 1 mo. USD Term SOFR + 4.000%<sup>(1),(16)</sup> | (B-, B3) | 03/31/28 | 7.786 | 338264 |
|  | 821 Pye-Barker Fire & Safety LLC<sup>(2)</sup> | (B, B2) | 12/16/32 | 0.000 | 822284 |
|  | 5494 Pye-Barker Fire & Safety LLC, 3 mo. USD Term SOFR + 2.500%<sup>(1)</sup> | (B, B2) | 12/16/32 | 6.205 | 5502976 |
|  | 2251 Savage Enterprises LLC, 1 mo. USD Term SOFR + 2.500%<sup>(1)</sup> | (BB-, B1) | 08/05/32 | 6.175 | 2258860 |
|  | 4404 Speed Midco 3 SARL, 6 mo. USD Term SOFR + 2.500%<sup>(1)</sup> | (B+, B1) | 10/07/32 | 6.288 | 4420834 |
|  | 14758 Tempo Acquisition LLC, 1 mo. USD Term SOFR + 1.750%<sup>(1)</sup> | (BB, Ba3) | 08/31/28 | 5.422 | 13585557 |
|  | 2188 Trans Union LLC (2024 Term Loan B8), 1 mo. USD Term SOFR + 1.750%<sup>(1)</sup> | (BBB-, Ba2) | 06/24/31 | 5.422 | 2191906 |
|  | 5668 Trans Union LLC (2024 Term Loan B9), 1 mo. USD Term SOFR + 1.750%<sup>(1)</sup> | (BBB-, Ba2) | 06/24/31 | 5.422 | 5678455 |
|  | 2075 TruGreen LP, 3 mo. USD Term SOFR + 8.500%<sup>(1),(4)</sup> | (CCC, Caa3) | 11/02/28 | 12.429 | 1929107 |
|  |  |  |  |  | 153234751 |
| **Tech Hardware & Equipment** (1.6%)** | **Tech Hardware & Equipment** (1.6%)** |  |  |  |  |
|  | 2425 Ahead DB Holdings LLC, 3 mo. USD Term SOFR + 2.500%<sup>(1)</sup> | (B, B1) | 02/03/31 | 6.172 | 2391436 |
|  | 1140 Allegro Microsystems, Inc., 1 mo. USD Term SOFR + 1.750%<sup>(1),(16)</sup> | (BB, Ba3) | 06/28/30 | 5.422 | 1134591 |
|  | 3031 Disco Parent, Inc., 3 mo. USD Term SOFR + 3.000%<sup>(1),(16)</sup> | (B-, B3) | 08/06/32 | 6.822 | 3019762 |
|  | 1633 Everest SubBidCo (USD Term Loan B1), 3 mo. USD Term SOFR + 4.500%<sup>(1),(16)</sup> | (B-, B3) | 12/10/31 | 8.146 | 1559767 |
|  | 814 Everest SubBidCo (USD Term Loan B2), 3 mo. USD Term SOFR + 4.500%<sup>(1),(16)</sup> | (B-, B3) | 12/10/31 | 8.146 | 776962 |
|  | 8083 Gryphon Acquire Newco LLC, 6 mo. USD Term SOFR + 3.000%<sup>(1)</sup> | (B+, B1) | 09/13/32 | 6.873 | 8068953 |
|  | 1669 Sandisk Corp., 3 mo. USD Term SOFR + 3.000%<sup>(1)</sup> | (BB, Ba2) | 02/20/32 | 6.669 | 1676500 |
|  | 836 Spectris PLC, 3 mo. USD Term SOFR + 2.750%<sup>(1)</sup> | (B, B2) | 09/30/32 | 6.604 | 838155 |
|  | 3895 Ultra Clean Holdings, Inc., 1 mo. USD Term SOFR + 2.750%<sup>(1)</sup> | (B+, B1) | 02/25/28 | 6.422 | 3910878 |
|  | 3075 Vertiv Group Corp., 1 mo. USD Term SOFR + 1.750%<sup>(1)</sup> | (BB+, Ba1) | 08/12/32 | 5.450 | 3088682 |
|  | 1462 Viavi Solutions, Inc., 3 mo. USD Term SOFR + 2.500%<sup>(1)</sup> | (BB, Ba1) | 10/16/32 | 6.171 | 1466538 |
|  |  |  |  |  | 27932224 |
| **Telecom - Wireless** (0.7%)** | **Telecom - Wireless** (0.7%)** |  |  |  |  |
|  | 2013 Dycom Investments, Inc.<sup>(1),(3)</sup> | (BBB-, Ba2) | 01/20/33 | 0.000 | 2019056 |
|  | 4615 Eagle Broadband Investments LLC, 3 mo. USD Term SOFR + 3.000%<sup>(1)</sup> | (B+, B2) | 11/12/27 | 6.934 | 4415965 |
|  | 5021 SBA Senior Finance II LLC, 1 mo. USD Term SOFR + 1.750%<sup>(1)</sup> | (BBB-, Ba2) | 01/25/31 | 5.430 | 5042239 |
|  | 612 Xplornet Communications, Inc., 1 mo. USD Term SOFR + 5.000%, 3.500% PIK<sup>(1),(8)</sup> | (B, B1) | 10/24/29 | 12.286 | 576717 |
|  | 1782 Xplornet Communications, Inc., 1 mo. USD Term SOFR + 1.500%<sup>(1),(4)</sup> | (CCC+, Caa1) | 10/24/31 | 6.000 | 1117960 |
|  |  |  |  |  | 13171937 |

---

**Credit Suisse Floating Rate High Income Fund**

**Schedule of Investments (continued)** 

January 31, 2026 (unaudited)

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Par** |  | **Ratings†** |  |  | |
| **(000)** |  | **(S&P/Moody's)** | **Maturity** | **Rate%** | **Value** |
| **BANK LOANS** (continued)** | **BANK LOANS** (continued)** |  |  |  |  |
| **Telecom - Wireline Integrated & Services** (1.7%)** | **Telecom - Wireline Integrated & Services** (1.7%)** |  |  |  |  |
| $4648 | Altice Financing SA, 3 mo. USD Term SOFR + 5.000%<sup>(1)</sup> | (CCC, Caa2) | 10/31/27 | 8.672 | $3565245 |
| 145 | Altice France SA, 3 mo. USD Term SOFR + 5.375%<sup>(1)</sup> | (CCC+, Caa1) | 05/14/29 | 9.047 | 145357 |
| 9343 | Altice France SA, 3 mo. USD Term SOFR + 6.875%<sup>(1)</sup> | (CCC+, Caa1) | 05/31/31 | 10.547 | 9502249 |
| 7529 | Patagonia Holdco LLC, 3 mo. USD Term SOFR + 5.750%<sup>(1)</sup> | (NR, B3) | 08/01/29 | 9.620 | 5387750 |
| 10315 | Virgin Media Bristol LLC, 1 mo. USD Term SOFR + 3.250%<sup>(1)</sup> | (B+, Ba3) | 01/31/29 | 7.045 | 10316793 |
| 1413 | Zacapa SARL, 3 mo. USD Term SOFR + 3.750%<sup>(1)</sup> | (B, B2) | 03/22/29 | 7.422 | 1411898 |
|  |  |  |  |  | 30329292 |
| **Theaters & Entertainment** (1.3%)** | **Theaters & Entertainment** (1.3%)** |  |  |  |  |
| 4132 | Herschend Entertainment Co. LLC, 1 mo. USD Term SOFR + 2.500%<sup>(1)</sup> | (B1, B+) | 05/27/32 | 6.172 | 4148818 |
| 3067 | Live Nation Entertainment, Inc., 1 mo. USD Term SOFR + 2.000%<sup>(1),(16)</sup> | (BB, Ba1) | 10/21/32 | 5.673 | 3067476 |
| 15637 | TKO Worldwide Holdings LLC, 3 mo. USD Term SOFR + 2.000%<sup>(1)</sup> | (BB, Ba2) | 11/21/31 | 5.869 | 15688775 |
|  |  |  |  |  | 22905069 |
| **Transport Infrastructure/Services** (0.0%)** | **Transport Infrastructure/Services** (0.0%)** |  |  |  |  |
| 820 | NA Rail HoldCo. LLC, 3 mo. USD Term SOFR + 3.000%<sup>(1)</sup> | (B, B2) | 03/08/32 | 6.738 | 823728 |
| **TOTAL BANK LOANS** (Cost $1,698,844,747)** | **TOTAL BANK LOANS** (Cost $1,698,844,747)** |  |  |  | 1624454047 |
| **CORPORATE BONDS** (4.5%)** | **CORPORATE BONDS** (4.5%)** |  |  |  |  |
| **Brokerage** (0.1%)** | **Brokerage** (0.1%)** |  |  |  |  |
| 1528 | StoneX Group, Inc., Rule 144A, Secured Notes (Callable 03/01/27 @ $103.94)<sup>(11)</sup> | (BB-, Ba3) | 03/01/31 | 7.875 | 1626573 |
| **Building Materials** (0.2%)** | **Building Materials** (0.2%)** |  |  |  |  |
| 3258 | Arcosa, Inc., Rule 144A, Company Guaranteed Notes (Callable 02/14/26 @ $101.46)<sup>(11)</sup> | (B+, Ba3) | 04/15/29 | 4.375 | 3205665 |
| **Cable & Satellite TV** (0.2%)** | **Cable & Satellite TV** (0.2%)** |  |  |  |  |
| 450 | Altice France SA, Rule 144A, Senior Secured Notes (Callable 10/01/26 @ $101.00)<sup>(11)</sup> | (CCC+, Caa1) | 04/15/32 | 6.500 | 439489 |
| 2877 | Altice France SA, Rule 144A, Senior Secured Notes (Callable 10/15/26 @ $100.00)<sup>(11)</sup> | (CCC+, Caa1) | 07/15/32 | 6.875 | 2811243 |
|  |  |  |  |  | 3250732 |
| **Chemicals** (0.3%)** | **Chemicals** (0.3%)** |  |  |  |  |
| 1505 | Herens Holdco SARL, Rule 144A, Senior Secured Notes (Callable 03/01/26 @ $101.88)<sup>(11)</sup> | (B-, B2) | 05/15/28 | 4.750 | 1326259 |
| 1135 | Tronox, Inc., Rule 144A, Senior Secured Notes (Callable 09/30/27 @ $104.56)(11),(12) | (B, B1) | 09/30/30 | 9.125 | 1120680 |
| 8000 | Vibrantz Technologies, Inc., Rule 144A, Senior Unsecured Notes (Callable 03/01/26 @ $102.25)<sup>(11)</sup> | (CCC, Caa3) | 02/15/30 | 9.000 | 3040000 |
|  |  |  |  |  | 5486939 |
| **Diversified Capital Goods** (0.0%)** | **Diversified Capital Goods** (0.0%)** |  |  |  |  |
| 895 | Atkore, Inc., Rule 144A, Company Guaranteed Notes (Callable 06/01/26 @ $102.13)<sup>(11)</sup> | (BB+, Ba2) | 06/01/31 | 4.250 | 854316 |
| **Electronics** (0.1%)** | **Electronics** (0.1%)** |  |  |  |  |
| 521 | Imola Merger Corp., Rule 144A, Senior Secured Notes (Callable 03/01/26 @ $101.19)<sup>(11)</sup> | (BB, Ba3) | 05/15/29 | 4.750 | 512777 |
| 793 | Synaptics, Inc., Rule 144A, Company Guaranteed Notes (Callable 02/09/26 @ $101.00)<sup>(11)</sup> | (BB-, Ba3) | 06/15/29 | 4.000 | 771154 |
|  |  |  |  |  | 1283931 |
| **Energy - Exploration & Production** (0.1%)** | **Energy - Exploration & Production** (0.1%)** |  |  |  |  |
| 2000 | CQP Holdco LP/BIP-V Chinook Holdco LLC, Rule 144A, Senior Secured Notes (Callable 12/15/28 @ $103.75)<sup>(11)</sup> | (BB, Ba2) | 12/15/33 | 7.500 | 2154714 |
| **Insurance Brokerage** (0.5%)** | **Insurance Brokerage** (0.5%)** |  |  |  |  |
| 1200 | Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer, Rule 144A, Senior Secured Notes (Callable 03/01/26 @ $103.38)<sup>(11)</sup> | (B, B2) | 04/15/28 | 6.750 | 1220621 |
| 6050 | Jones Deslauriers Insurance Management, Inc., Rule 144A, Senior Secured Notes (Callable 03/15/26 @ $104.25)<sup>(11)</sup> | (B-, B2) | 03/15/30 | 8.500 | 6323769 |

---

**Credit Suisse Floating Rate High Income Fund**

**Schedule of Investments (continued)**

January 31, 2026 (unaudited)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Par** |  | **Ratings†** |  |  | |
| **(000)** |  | **(S&P/Moody's)** | **Maturity** | **Rate%** | **Value** |
| **CORPORATE BONDS** (continued)** | **CORPORATE BONDS** (continued)** |  |  |  |  |
| **Insurance Brokerage** (continued)** | **Insurance Brokerage** (continued)** |  |  |  |  |
| 897 | Panther Escrow Issuer LLC, Rule 144A, Senior Secured Notes (Callable 06/01/27 @ $103.56)<sup>(11)</sup> | (B, B2) | 06/01/31 | 7.125 | $924459 |
|  |  |  |  |  | 8468849 |
| **Investments & Misc. Financial Services** (1.2%)** | **Investments & Misc. Financial Services** (1.2%)** |  |  |  |  |
| 12967 | Armor Holdco, Inc., Rule 144A, Company Guaranteed Notes (Callable 03/01/26 @ $102.13)<sup>(11)</sup> | (CCC+, B3) | 11/15/29 | 8.500 | 13107005 |
| 755 | Focus Financial Partners LLC, Rule 144A, Senior Secured Notes (Callable 09/15/27 @ $103.38)<sup>(11)</sup> | (B, B2) | 09/15/31 | 6.750 | 773441 |
| 6079 | Stonex Escrow Issuer LLC, Rule 144A, Secured Notes (Callable 07/15/28 @ $103.44)<sup>(11)</sup> | (BB-, Ba3) | 07/15/32 | 6.875 | 6276640 |
| 2000 | VFH Parent LLC/Valor Co-Issuer, Inc., Rule 144A, Senior Secured Notes (Callable 06/15/27 @ $103.75)<sup>(11)</sup> | (B+, B1) | 06/15/31 | 7.500 | 2096232 |
|  |  |  |  |  | 22253318 |
| **Machinery** (0.1%)** | **Machinery** (0.1%)** |  |  |  |  |
| 1754 | Griffon Corp., Global Company Guaranteed Notes (Callable 03/01/26 @ $100.00) | (B+, B1) | 03/01/28 | 5.750 | 1754358 |
| **Media - Diversified** (0.0%)** | **Media - Diversified** (0.0%)** |  |  |  |  |
| 395 | Tech 7 SAS Super Senior <sup>(5),(6),(7),(9),(16)</sup> | (NR, NR) | 03/31/26 | 0.000 | 47 |
| 659 | Tech 7 SAS Super Senior <sup>(5),(6),(7),(9),(16)</sup> | (NR, NR) | 03/31/26 | 0.000 | 78 |
| 198 | Tech 7 SAS Technicolor Creative Studios Super Senior <sup>(5),(6),(7),(9),(16)</sup> | (NR, NR) | 03/31/26 | 0.000 | 23 |
| 198 | Technicolor Creative Studios SA <sup>(5),(6),(7),(9),(16)</sup> | (NR, NR) | 04/01/26 | 0.000 | 24 |
|  |  |  |  |  | 172 |
| **Metals & Mining - Excluding Steel** (0.1%)** | **Metals & Mining - Excluding Steel** (0.1%)** |  |  |  |  |
| 975 | ERO Copper Corp., Rule 144A, Company Guaranteed Notes (Callable 03/01/26 @ $101.63)<sup>(11)</sup> | (B+, B1) | 02/15/30 | 6.500 | 985486 |
| **Packaging** (0.0%)** | **Packaging** (0.0%)** |  |  |  |  |
| 250 | Mauser Packaging Solutions Holding Co., Rule 144A, Senior Secured Notes (Callable 06/01/27 @ $103.94)<sup>(11)</sup> | (B, B2) | 04/15/30 | 7.875 | 254891 |
| 503 | TriMas Corp., Rule 144A, Company Guaranteed Notes (Callable 03/01/26 @ $101.03)<sup>(11)</sup> | (BB-, Ba3) | 04/15/29 | 4.125 | 490532 |
|  |  |  |  |  | 745423 |
| **Real Estate Investment Trusts** (0.1%)** | **Real Estate Investment Trusts** (0.1%)** |  |  |  |  |
| 1875 | Starwood Property Trust, Inc., Rule 144A, Senior Unsecured Notes (Callable 10/15/29 @ $100.00)<sup>(11)</sup> | (BB-, Ba3) | 04/15/30 | 6.000 | 1930155 |
| **Recreation & Travel** (0.4%)** | **Recreation & Travel** (0.4%)** |  |  |  |  |
| 552 | SeaWorld Parks & Entertainment, Inc., Rule 144A, Company Guaranteed Notes (Callable 02/09/26 @ $101.31)<sup>(11)</sup> | (B+, B2) | 08/15/29 | 5.250 | 539922 |
| 6468 | Speedway Motorsports LLC/Speedway Funding II, Inc., Rule 144A, Senior Unsecured Notes (Callable 03/01/26 @ $100.00)<sup>(11)</sup> | (BB+, B1) | 11/01/27 | 4.875 | 6475849 |
|  |  |  |  |  | 7015771 |
| **Software - Services** (0.6%)** | **Software - Services** (0.6%)** |  |  |  |  |
| 817 | UKG, Inc., Rule 144A, Senior Secured Notes (Callable 02/01/27 @ $103.44)<sup>(11)</sup> | (B-, B2) | 02/01/31 | 6.875 | 816994 |
| 7212 | Virtusa Corp., Rule 144A, Senior Unsecured Notes (Callable 03/01/26 @ $100.00)<sup>(11)</sup> | (B-, Caa1) | 12/15/28 | 7.125 | 7085467 |
| 2603 | ZoomInfo Technologies LLC/ZoomInfo Finance Corp., Rule 144A, Company Guaranteed Notes (Callable 02/09/26 @ $100.00)<sup>(11)</sup> | (B+, B1) | 02/01/29 | 3.875 | 2378051 |
|  |  |  |  |  | 10280512 |
| **Specialty Retail** (0.1%)** | **Specialty Retail** (0.1%)** |  |  |  |  |
| 4031 | Eagle Intermediate Global Holding BV/Eagle U.S. Finance LLC, Rule 144A, Senior Secured Notes, 7.500% Cash, 7.500% PIK <sup>(4),(8),(11)</sup> | (NR, Ca) | 03/31/26 | 7.500 | 1914791 |
| 110 | Eagle Intermediate Global Holding BV/Eagle U.S. Finance LLC, Rule 144A, Senior Secured Notes, 7.500% Cash, 7.500% PIK <sup>(8),(9),(11),(16)</sup> | (NR, Ca) | 03/31/26 | 7.500 | 52152 |
| 137 | Eagle Intermediate Global Holding BV/Ruyi U.S. Finance LLC <sup>(7),(9),(16)</sup> | (NR, NR) | 12/31/25 | 0.000 | 14 |
|  |  |  |  |  | 1966957 |

---

**Credit Suisse Floating Rate High Income Fund**

**Schedule of Investments (continued)**

January 31, 2026 (unaudited)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Par** |  | **Ratings†** |  |  | |
| **(000)** |  | **(S&P/Moody's)** | **Maturity** | **Rate%** | **Value** |
| **CORPORATE BONDS** (continued)** | **CORPORATE BONDS** (continued)** |  |  |  |  |
| **Support - Services** (0.3%)** | **Support - Services** (0.3%)** |  |  |  |  |
| $1471 | Allied Universal Holdco LLC/Allied Universal Finance Corp./Atlas Luxco 4 SARL, Rule 144A, Senior Secured Notes (Callable 03/01/26 @ $100.91)<sup>(5),(11)</sup> | (B, B3) | 06/01/28 | 3.625 | $1743116 |
| 3541 | CoreLogic, Inc., Rule 144A, Senior Secured Notes (Callable 03/01/26 @ $101.13)<sup>(11)</sup> | (B-, B2) | 05/01/28 | 4.500 | 3478882 |
|  |  |  |  |  | 5221998 |
| **Telecom - Wireless** (0.1%)** | **Telecom - Wireless** (0.1%)** |  |  |  |  |
| 2000 | Eolo SpA, Rule 144A, Senior Secured Notes (Callable 03/01/26 @ $101.22)<sup>(5),(11)</sup> | (B-, Caa1) | 10/21/28 | 4.875 | 2196951 |
| **TOTAL CORPORATE BONDS** (Cost $86,307,612)** | **TOTAL CORPORATE BONDS** (Cost $86,307,612)** |  |  |  | 80682820 |
| **ASSET BACKED SECURITIES** (3.0%)** | **ASSET BACKED SECURITIES** (3.0%)** |  |  |  |  |
| **Collateralized Debt Obligations** (3.0%)** | **Collateralized Debt Obligations** (3.0%)** |  |  |  |  |
| 2000 | Allegro CLO XIV Ltd., 2021-2A, Rule 144A, 3 mo. USD Term SOFR + 1.340%(1),(11) | (NR, Aaa) | 10/15/37 | 5.012 | 2009000 |
| 3000 | Anchorage Capital CLO 15 Ltd., 2020-15A, Rule 144A, 3 mo. USD Term SOFR + 1.410%<sup>(1),(11)</sup> | (NR, Aaa) | 07/20/38 | 5.078 | 3016926 |
| 3500 | Anchorage Capital CLO 16 Ltd., 2020-16A, Rule 144A, 3 mo. USD Term SOFR + 2.900%<sup>(1),(11)</sup> | (NR, NR) | 01/19/38 | 6.568 | 3554060 |
| 2100 | BlueMountain CLO Ltd., 2015-3A, Rule 144A, 3 mo. USD Term SOFR + 5.662%<sup>(1),(11)</sup> | (B, NR) | 04/20/31 | 9.329 | 1785327 |
| 2625 | CIFC Funding Ltd., 2014-1A, Rule 144A, 3 mo. USD Term SOFR + 6.112%(1),(11) | (B+, NR) | 01/18/31 | 9.779 | 2625264 |
| 4000 | Crown Point CLO IV Ltd., 2018-4A, Rule 144A, 3 mo. USD Term SOFR + 3.012%<sup>(1),(11)</sup> | (NR, A3) | 04/20/31 | 6.679 | 4023324 |
| 1750 | Dryden 86 CLO Ltd., 2020-86A, Rule 144A, 3 mo. USD Term SOFR + 3.462%(1),(11) | (BBB-, NR) | 07/17/34 | 7.129 | 1753497 |
| 3500 | Greywolf CLO II Ltd., 2013-1A, Rule 144A, 3 mo. USD Term SOFR + 4.460%(1),(11) | (BBB-, NR) | 04/15/34 | 8.132 | 3510866 |
| 2000 | Greywolf CLO III Ltd., 2020-3RA, Rule 144A, 3 mo. USD Term SOFR + 7.182%(1),(11) | (BB-, NR) | 04/22/33 | 10.851 | 1976309 |
| 3390 | Greywolf CLO IV Ltd., 2019-1A, Rule 144A, 3 mo. USD Term SOFR + 3.500%(1),(11) | (BBB-, NR) | 04/17/34 | 7.168 | 3396263 |
| 1878 | Greywolf CLO V Ltd., 2015-1A, Rule 144A, 3 mo. USD Term SOFR + 3.262%(1),(11) | (BBB+, NR) | 01/27/31 | 6.930 | 1879031 |
| 2500 | KKR CLO 14 Ltd., Rule 144A, 3 mo. USD Term SOFR + 6.412%<sup>(1),(11)</sup> | (NR, B1) | 07/15/31 | 10.084 | 2481239 |
| 2900 | KKR CLO 37 Ltd., Rule 144A, 3 mo. USD Term SOFR + 1.170%<sup>(1),(11)</sup> | (NR, Aaa) | 04/20/38 | 4.838 | 2908929 |
| 5275 | Marble Point CLO XXIII Ltd., 2021-4A, Rule 144A, 3 mo. USD Term SOFR + 6.012%<sup>(1),(11)</sup> | (NR, Ba1) | 01/22/35 | 9.681 | 5299381 |
| 2250 | Octagon Investment Partners 26 Ltd., 2016-1A, Rule 144A, 3 mo. USD Term SOFR + 3.112%<sup>(1),(11)</sup> | (BBB, NR) | 07/15/30 | 6.784 | 2264860 |
| 4000 | TPG CLO Ltd., 2025-1A, Rule 144A, 3 mo. USD Term SOFR + 1.370%(1),(11) | (NR, Aaa) | 07/15/37 | 5.333 | 4023144 |
| 1500 | Trestles CLO IV Ltd., 2021-4A, Rule 144A, 3 mo. USD Term SOFR + 1.280%(1),(11) | (NR, NR) | 10/30/38 | 5.071 | 1507560 |
| 3278 | Venture XXIII CLO Ltd., 2016-23A, Rule 144A, 3 mo. USD Term SOFR + 5.332%<sup>(1),(11)</sup> | (NR, Ba1) | 07/19/34 | 8.999 | 3131298 |
| 3000 | Voya CLO Ltd., 2014-4A, Rule 144A, 3 mo. USD Term SOFR + 3.612%<sup>(1),(11)</sup> | (BBB-, NR) | 07/14/31 | 7.279 | 3019292 |
| **TOTAL ASSET BACKED SECURITIES** (Cost $54,253,573) | **TOTAL ASSET BACKED SECURITIES** (Cost $54,253,573) |  |  |  | 54165570 |

---

---

| | |
|:---|:---|
| **Shares** |  |
| **COMMON STOCKS** (1.1%)** |  |
| **Auto Parts & Equipment** (0.1%)** |  |
| 311 Jason, Inc.<sup>(7)</sup> | 1710940 |
| **Chemicals** (0.4%)** |  |
| 309150260 Ascend Performance Litigation Trust Interest, Class A<sup>(7),(16)</sup> | 30915 |
| 623086519 Ascend Performance Litigation Trust Interest, Class C<sup>(7),(16)</sup> | 62309 |
| 68450 Ascend Performance Materials Operations LLC<sup>(7),(16)</sup> | 154013 |
| 529264 Proppants Holdings LLC<sup>(4),(9),(16)</sup> | 10585 |
| 95484 SK Mohawk Holdings, SCS<sup>(7),(16)</sup> | 954840 |

---

**Credit Suisse Floating Rate High Income Fund**

**Schedule of Investments (continued)**

January 31, 2026 (unaudited)

---

| | | |
|:---|:---|:---|
| **Shares** |  | **Value** |
| **COMMON STOCKS** (continued) | **COMMON STOCKS** (continued) |  |
| **Chemicals** (continued) | **Chemicals** (continued) |  |
| 191054 | Utex Industries | $5094837 |
|  |  | 6307499 |
| **Energy - Exploration & Production** (0.0%) | **Energy - Exploration & Production** (0.0%) |  |
| 926254 | PES Energy, Class A<sup>(4),(7),(9),(16)</sup> | 9263 |
| **Hotels** (0.1%) | **Hotels** (0.1%) |  |
| 41091 | Aimbridge Acquisition Co., Inc.<sup>(7)</sup> | 1931277 |
| **Investments & Misc. Financial Services** (0.2%) | **Investments & Misc. Financial Services** (0.2%) |  |
| 6555 | Altisource Portfolio Solutions SA<sup>(7)</sup> | 35200 |
| 239704 | Altisource Portfolio Solutions SA<sup>(7)</sup> | 1287210 |
| 688484 | Ocelot Acquisition LLC<sup>(7)</sup> | 2753935 |
| 68579 | Resolute Topco, Inc.<sup>(7)</sup> | 137158 |
|  |  | 4213503 |
| **Machinery** (0.0%) | **Machinery** (0.0%) |  |
| &nbsp;&nbsp;6310057 | Alloy Topco Ltd.<sup>(7),(9),(10),(16)</sup> | 0 |
| **Packaging** (0.0%) | **Packaging** (0.0%) |  |
| &nbsp;&nbsp;2646421 | Campfire Topco Ltd.<sup>(5),(7),(9),(16)</sup> | 0 |
| **Personal & Household Products** (0.1%) | **Personal & Household Products** (0.1%) |  |
| 196189 | Dream Well, Inc.<sup>(7)</sup> | 1831032 |
| &nbsp;&nbsp;780993504 | Keter Group BV<sup>(5),(7),(9),(16)</sup> | 0 |
| 196189 | Serta Simmons Bedding Equipment Co.<sup>(7),(9),(16)</sup> | 0 |
|  |  | 1831032 |
| **Pharmaceuticals** (0.0%) | **Pharmaceuticals** (0.0%) |  |
| 156133 | Akorn, Inc.<sup>(7)</sup> | 4684 |
| **Private Placement** (0.0%) | **Private Placement** (0.0%) |  |
| 999012630 | Technicolor Creative Studios SA<sup>(7),(9),(13),(16)</sup> | 0 |
| **Recreation & Travel** (0.1%) | **Recreation & Travel** (0.1%) |  |
| 113516 | Cineworld Group PLC<sup>(7)</sup> | 1839867 |
| **Software - Services** (0.0%) | **Software - Services** (0.0%) |  |
| 3935 | Skillsoft Corp.<sup>(7),(12)</sup> | 35612 |
| **Telecom - Wireless** (0.0%) | **Telecom - Wireless** (0.0%) |  |
| 100438 | Stonepeak Falcon Holidngs LP<sup>(7)</sup> | 150657 |
| 7290 | Xplore, Inc.<sup>(7),(9),(16)</sup> | 0 |
|  |  | 150657 |
| **Telecom - Wireline Integrated & Services** (0.1%) | **Telecom - Wireline Integrated & Services** (0.1%) |  |
| 76309 | Luxco Co. Ltd.<sup>(5),(7)</sup> | 1441421 |
| **TOTAL COMMON STOCKS** (Cost $49,399,075) | **TOTAL COMMON STOCKS** (Cost $49,399,075) | 19475755 |
| **WARRANTS** (0.0%) | **WARRANTS** (0.0%) |  |
| **Chemicals** (0.0%) | **Chemicals** (0.0%) |  |
| 132316 | Project Investor Holdings LLC, expires 02/08/26<sup>(4),(7),(9),(16)</sup> | 0 |
| **Investments & Misc. Financial Services** (0.0%) | **Investments & Misc. Financial Services** (0.0%) |  |
| 52650 | Altisource Solutions SARL<sup>(7)</sup> | 16422 |
| 52650 | Altisource Solutions SARL<sup>(7)</sup> | 15268 |
|  |  | 31690 |
| **TOTAL WARRANTS** (Cost $69,858) | **TOTAL WARRANTS** (Cost $69,858) | 31690 |
| **SHORT-TERM INVESTMENTS** (4.6%) | **SHORT-TERM INVESTMENTS** (4.6%) |  |
| &nbsp;&nbsp;79229076 | State Street Institutional U.S. Government Money Market Fund - Premier Class, 3.65%<sup>(14)</sup> | 79229076 |
| &nbsp;&nbsp;2109245 | State Street Navigator Securities Lending Government Money Market Portfolio, 3.71%<sup>(15)</sup> | 2109245 |
| **TOTAL SHORT-TERM INVESTMENTS** (Cost $81,338,321) | **TOTAL SHORT-TERM INVESTMENTS** (Cost $81,338,321) | 81338321 |
| **TOTAL INVESTMENTS AT VALUE** (104.8%) (Cost $1,970,213,186) | **TOTAL INVESTMENTS AT VALUE** (104.8%) (Cost $1,970,213,186) | $1860148203 |
| **LIABILITIES IN EXCESS OF OTHER ASSETS** (-4.8%) | **LIABILITIES IN EXCESS OF OTHER ASSETS** (-4.8%) | (85863713) |
| **NET ASSETS** (100.0%) | **NET ASSETS** (100.0%) | $1774284490 |

---

**Credit Suisse Floating Rate High Income Fund**

**Schedule of Investments (continued)**

January 31, 2026 (unaudited)

<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, 2026. The rate may be subject to a cap and floor.

<sup>(2)</sup> All or a portion is an unfunded loan commitment.

<sup>(3)</sup> Position is unsettled. Contract rate was not determined at January 31, 2026 and does not take effect until settlement.

<sup>(4)</sup> Illiquid security.

<sup>(5)</sup> This security is denominated in Euro.

<sup>(6)</sup> Bond is currently in default.

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

<sup>(8)</sup> PIK: Payment-in-kind security for which part of the income earned may be paid as additional principal.

<sup>(9)</sup> Not readily marketable security; security is valued at fair value as determined in good faith by UBS Asset Management (Americas) LLC as the Fund's valuation designee under the oversight of the Board of Trustees.

<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, 2026, these securities amounted to a value of $133,093,846 or 7.5% of net assets.

<sup>(12)</sup> Security or portion thereof is out on loan.

<sup>(13)</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>(14)</sup> Rate shown reflects yield as at January 31, 2026.

<sup>(15)</sup> Represents security purchased with cash collateral received for securities on loan.

<sup>(16)</sup> Security is valued using significant unobservable inputs.

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

1 mo. = 1 month

12 mo. = 12 month

1 yr. = 1 year

3 mo. = 3 month

6 mo. = 6 month

EURIBOR = Euro Interbank Offered Rate

NR = Not Rated

WR = Withdrawn Rating

SARL = société à responsabilité limitée

SOFR = Secured Overnight Financing Rate

SONIA = Sterling Overnight Interbank Average Rate

**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** | **Settlement <br> Date** | **Counterparty** | **Value on<br> Settlement Date** | **Current<br> Value/Notional** | **Unrealized<br> Appreciation** |
| CAD | 50219 | USD | 36332 | 10/07/26 | Barclays Bank PLC | $36331 | $37440 | $1109 |
| CAD | 88888 | USD | 64681 | 10/07/26 | Deutsche Bank AG | 64680 | 66269 | 1589 |
| CAD | 50219 | USD | 36815 | 10/07/26 | Morgan Stanley | 36815 | 37440 | 625 |
| EUR | 2000000 | USD | 2383763 | 09/24/26 | Barclays Bank PLC | 2383763 | 2403892 | 20129 |
| Total Unrealized Appreciation | Total Unrealized Appreciation | Total Unrealized Appreciation | Total Unrealized Appreciation | Total Unrealized Appreciation | Total Unrealized Appreciation |  |  | $23452 |

---

**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** | **Settlement<br> Date** | **Counterparty** | **Value on<br> Settlement Date** | **Current<br> Value/Notional** | **Unrealized<br> Depreciation** |
| USD | 11969 | CAD | 16673 | 10/07/26 | Barclays Bank PLC | $(11969) | $(12430) | $(461) |
| USD | 234879 | CAD | 323310 | 10/07/26 | Deutsche Bank AG | (234879) | (241041) | (6162) |
| USD | 55888311 | EUR | 46708118 | 09/24/26 | Deutsche Bank AG | (55888311) | (56140626) | (252315) |
| USD | 1489904 | EUR | 1250251 | 10/07/26 | Barclays Bank PLC | (1489904) | (1503506) | (13602) |
| USD | 16391718 | EUR | 13721953 | 10/07/26 | Deutsche Bank AG | (16391718) | $(16501515) | $(109797) |
| USD | 3774696 | GBP | 2844043 | 10/07/26 | Barclays Bank PLC | (3774696) | (3901260) | (126564) |
| USD | 2087346 | GBP | 1590785 | 10/07/26 | Deutsche Bank AG | (2087346) | (2182128) | (94782) |
| USD | 15938913 | GBP | 11867708 | 10/07/26 | Morgan Stanley | (15938913) | (16279297) | (340384) |
| Total Unrealized Depreciation | Total Unrealized Depreciation | Total Unrealized Depreciation | Total Unrealized Depreciation | Total Unrealized Depreciation | Total Unrealized Depreciation |  |  | $(944067) |
| Total Net Unrealized Appreciation/(Depreciation) | Total Net Unrealized Appreciation/(Depreciation) | Total Net Unrealized Appreciation/(Depreciation) | Total Net Unrealized Appreciation/(Depreciation) | Total Net Unrealized Appreciation/(Depreciation) | Total Net Unrealized Appreciation/(Depreciation) |  |  | $(920615) |

---

**Credit Suisse Floating Rate High Income Fund**

**Schedule of Investments (continued)**

January 31, 2026 (unaudited)

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

CAD = Canadian Dollar

EUR = Euro

USD = United States Dollar

GBP = British Pound

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 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 ("NAV") of the Fund is determined daily as of the close of regular trading (normally 4:00 p.m. Eastern Time) 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 NAV as reported on each business day and under normal circumstances. Securities for which market quotations are not readily available are valued at their fair value as determined in good faith by the Adviser, as the Board's valuation designee (as defined in Rule 2a-5 under the 1940 Act), in accordance with the Adviser's procedures. The Board oversees the Adviser in its role as valuation designee in accordance with the requirements of Rule 2a-5 under the 1940 Act. The Fund may utilize a service provided by an independent third party to fair value certain securities. When fair value pricing is employed, the prices of securities used by the Fund to calculate its NAV may differ from quoted or published prices for the same securities. If independent third party pricing services are unable to supply prices for a portfolio investment, or if the prices supplied are deemed by the Adviser to be unreliable, the market price may be determined by the Adviser using quotations from one or more brokers/dealers or at the transaction price if the security has recently been purchased and no value has yet been obtained from a pricing service or pricing broker. When reliable prices are not readily available, such as when the value of a security has been significantly affected by events after the close of the exchange or market on which the security is principally traded, but before the Fund calculates its NAV, these securities will be fair valued in good faith by the Pricing Group, in accordance with procedures established by the Adviser.

**Credit Suisse Floating Rate High Income Fund**

**Schedule of Investments (continued)**

January 31, 2026 (unaudited)

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, 2026 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;Bank Loans | $— | $1467085567 | $157368480 | $1624454047 |
| &nbsp;&nbsp;&nbsp;Corporate Bonds |  | 80630482 | 52338 | 80682820 |
| &nbsp;&nbsp;&nbsp;Asset Backed Securities |  | 54165570 |  | 54165570 |
| &nbsp;&nbsp;&nbsp;Common Stocks | 1358022 | 16895808 | 1221925 | 19475755 |
| &nbsp;&nbsp;&nbsp;Warrants | 31690 |  | 0<sup>1</sup> | 31690 |
| &nbsp;&nbsp;&nbsp;Short-term Investments | 81338321 |  |  | 81338321 |
|  | $82728033 | $1618777427 | $158642743 | $1860148203 |
| Other Financial Instruments\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Forward Foreign Currency Contracts | $— | $23452 | $— | $23452 |
| **Liabilities** |  |  |  |  |
| Other Financial Instruments\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Forward Foreign Currency Contracts | $— | $944067 | $— | $944067 |

---

1 Included a zero valued security.

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

The following is a reconciliation of investments as of January 31, 2026 for which significant unobservable inputs were used in determining fair value.

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Bank Loans** | **Corporate Bonds** | **Common Stocks** | **Warrants** | **Total** |
| Balance as of October 31, 2025 | $98732072 | $151383 | $19847 | $0 | $98903302 |
| &nbsp;&nbsp;&nbsp;Accrued discounts (premiums) | 124105 |  |  |  | 124105 |
| &nbsp;&nbsp;&nbsp;Purchases | 16640002 | 3968 | 1613595 |  | 18257565 |
| &nbsp;&nbsp;&nbsp;Sales | (9047295) |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;- | (9047295) |
| &nbsp;&nbsp;&nbsp;Realized gain (loss) | (2218736) |  |  |  | (2218736) |
| &nbsp;&nbsp;&nbsp;Change in unrealized appreciation (depreciation) | 3485346 | (103013) | (411517) |  | 2970816 |
| &nbsp;&nbsp;&nbsp;Transfers into Level 3 | 73636265 |  |  |  | 73636265 |
| &nbsp;&nbsp;&nbsp;Transfers out of Level 3 | (23983279) | - | - | - | (23983279) |
| Balance as of January 31, 2026 | $157368480 | $52338 | $1221925 | $0 | $158642743 |
| &nbsp;&nbsp;&nbsp;Net change in unrealized appreciation (depreciation) from investments still held as of January 31, 2026 | $852408 | $(103013) | $(411519) | $- | $337876 |

---

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| <br>**Asset Class** | **Fair Value**<br>**At January <br> 31, 2026** | <br>**Valuation <br> Technique** | <br>**Unobservable<br> Input** |<br>**Price Range<br> (Weighted Average)\*** |
| Bank Loans | $2674133 | Income Approach | Expected Remaining Distribution | $0.00 - 1.00 (0.64) |
|  | 154694347 | Vendor Pricing | Single Broker Quote | 0.29 – 3.54 (1.31) |
| Corporate Bonds | 52338 | Income Approach | Expected Remaining Distribution | 0.00 – 0.48 (0.47) |
| Common Stocks | 19847 | Income Approach | Expected Remaining Distribution | 0.00 – 0.02 (0.02) |
|  | 1202076 | Vendor Pricing | Single Broker Quote | 0.00 – 10.00 (8.23) |
| Warrants | 0 | Income Approach | Expected Remaining Distribution | 0.00 (N/A) |

---

\* Weighted by relative fair value

**Credit Suisse Floating Rate High Income Fund**

**Schedule of Investments (continued)**

January 31, 2026 (unaudited)

Each fair value determination is based on a consideration of relevant factors, including both observable and unobservable inputs. Observable and unobservable inputs that UBS AM (Americas) considers may include (i) 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; (ii) the price of the same or similar security negotiated at arm's length in an issuer's completed subsequent round of financing; (iii) the price and extent of public trading in similar securities of the issuer or of comparable companies; or (iv) 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, 2026, $73,636,265 was transferred from Level 2 to Level 3 due to a lack of a pricing source supported by observable inputs and $23,983,279 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 https://us-fund.ubs.com/en/home, 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, 2026 (unaudited)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Par <br> (000)** |  | **Ratings†<br> (S&P/Moody's)** | **Maturity** | **Rate%** | **Value** |
| **CORPORATE BONDS** (46.4%) | **CORPORATE BONDS** (46.4%) |  |  |  | |
| **Aerospace & Defense** (1.7%) | **Aerospace & Defense** (1.7%) |  |  |  | |
| $2386 | AAR Escrow Issuer LLC, Rule 144A, Company Guaranteed Notes (Callable 03/15/26 @ 103.38)<sup>(1)</sup> | (BB, Ba2) | 03/15/29 | 6.750 | $2470980 |
| 4294 | Amentum Holdings, Inc., Rule 144A, Company Guaranteed Notes (Callable 08/01/27 @ 103.63)<sup>(1)</sup> | (B, B2) | 08/01/32 | 7.250 | 4527937 |
| 3525 | Bombardier, Inc., Rule 144A, Senior Unsecured Notes (Callable 06/15/28 @ 103.38)<sup>(1)</sup> | (BB-, Ba3) | 06/15/33 | 6.750 | 3701726 |
| 489 | Bombardier, Inc., Rule 144A, Senior Unsecured Notes (Callable 03/01/26 @ 103.75)<sup>(1)</sup> | (BB-, Ba3) | 02/01/29 | 7.500 | 508285 |
| 1000 | Bombardier, Inc., Rule 144A, Senior Unsecured Notes (Callable 07/01/27 @ 103.63)<sup>(1)</sup> | (BB-, Ba3) | 07/01/31 | 7.250 | 1062586 |
| 1869 | CACI International, Inc., Rule 144A, Company Guaranteed Notes (Callable 06/15/28 @ 103.19)<sup>(1)</sup> | (BB-, Ba2) | 06/15/33 | 6.375 | 1941532 |
| 2445 | Science Applications International Corp., Rule 144A, Company Guaranteed Notes (Callable 11/01/28 @ 102.94)<sup>(1)</sup> | (BB-, Ba3) | 11/01/33 | 5.875 | 2465843 |
| 2788 | TransDigm, Inc., Rule 144A, Company Guaranteed Notes (Callable 05/31/28 @ 103.19)<sup>(1)</sup> | (B, B3) | 05/31/33 | 6.375 | 2840213 |
| 750 | TransDigm, Inc., Rule 144A, Senior Secured Notes (Callable 03/01/27 @ 103.31)<sup>(1)</sup> | (BB-, Ba3) | 03/01/32 | 6.625 | 776389 |
|  |  |  |  |  | 20295491 |
| **Air Transportation** (0.0%) | **Air Transportation** (0.0%) |  |  |  |  |
| 569 | United Airlines Holdings, Inc., Company Guaranteed Notes (Callable 09/01/30 @ 100.00) | (BB+, Ba2) | 03/01/31 | 5.375 | 575512 |
| **Auto Parts & Equipment** (1.6%) | **Auto Parts & Equipment** (1.6%) |  |  |  |  |
| 416 | Adient Global Holdings Ltd., Rule 144A, Senior Secured Notes (Callable 02/09/26 @ 103.50)<sup>(1)</sup> | (BBB-, Ba2) | 04/15/28 | 7.000 | 425660 |
| 893 | Advance Auto Parts, Inc., Rule 144A, Company Guaranteed Notes (Callable 08/01/27 @ 103.50)<sup>(1)</sup> | (BB, Ba3) | 08/01/30 | 7.000 | 907653 |
| 1012 | Advance Auto Parts, Inc., Rule 144A, Company Guaranteed Notes (Callable 08/01/28 @ 103.69)<sup>(1)</sup> | (BB, Ba3) | 08/01/33 | 7.375 | 1026547 |
| 2174 | American Axle & Manufacturing, Inc., Rule 144A, Company Guaranteed Notes (Callable 10/15/28 @ 103.88)<sup>(1)</sup> | (B+, B3) | 10/15/33 | 7.750 | 2236431 |
| 1553 | American Axle & Manufacturing, Inc., Rule 144A, Senior Secured Notes (Callable 10/15/28 @ 103.19)<sup>(1)</sup> | (BB, Ba2) | 10/15/32 | 6.375 | 1585556 |
| 853 | Cougar JV Subsidiary LLC, Rule 144A, Senior Unsecured Notes (Callable 05/15/27 @ 104.00)<sup>(1)</sup> | (B+, B2) | 05/15/32 | 8.000 | 912181 |
| 8029 | Dealer Tire LLC/DT Issuer LLC, Rule 144A, Senior Unsecured Notes (Callable 03/01/26 @ 100.00)<sup>(1)</sup> | (CCC, Caa1) | 02/01/28 | 8.000 | 8022720 |
| 750 | Garrett Motion Holdings, Inc./Garrett LX I SARL, Rule 144A, Company Guaranteed Notes (Callable 05/31/27 @ 103.88)<sup>(1)</sup> | (B+, B1) | 05/31/32 | 7.750 | 794447 |
| 3024 | Phinia, Inc., Rule 144A, Senior Secured Notes (Callable 04/15/26 @ 103.38)<sup>(1)</sup> | (BB+, Baa3) | 04/15/29 | 6.750 | 3130759 |
|  |  |  |  |  | 19041954 |
| **Brokerage** (0.2%) | **Brokerage** (0.2%) |  |  |  |  |
| 2138 | StoneX Group, Inc., Rule 144A, Secured Notes (Callable 03/01/27 @ 103.94)<sup>(1)</sup> | (BB-, Ba3) | 03/01/31 | 7.875 | 2275925 |
| **Building & Construction** (0.4%) | **Building & Construction** (0.4%) |  |  |  |  |
| 2723 | Installed Building Products, Inc. Rule 144A, Company Guaranteed Notes (Callable 02/01/29 @ 102.81)<sup>(1)</sup> | (BB-, Ba2) | 02/01/34 | 5.625 | 2747971 |
| 602 | Quikrete Holdings, Inc., Rule 144A, Senior Secured Notes (Callable 03/01/28 @ 103.19)<sup>(1)</sup> | (BB, Ba3) | 03/01/32 | 6.375 | 624194 |
| 1005 | Quikrete Holdings, Inc., Rule 144A, Senior Unsecured Notes (Callable 03/01/28 @ 103.38)<sup>(1)</sup> | (B+, B2) | 03/01/33 | 6.750 | 1044604 |
|  |  |  |  |  | 4416769 |
| **Building Materials** (2.4%) | **Building Materials** (2.4%) |  |  |  |  |
| 754 | Advanced Drainage Systems, Inc., Rule 144A, Company Guaranteed Notes (Callable 02/14/26 @ 103.19)<sup>(1)</sup> | (BB-, Ba2) | 06/15/30 | 6.375 | 771332 |
| 1806 | Arcosa, Inc., Rule 144A, Company Guaranteed Notes (Callable 02/14/26 @ 101.46)<sup>(1)</sup> | (B+, Ba3) | 04/15/29 | 4.375 | 1776989 |
| 1750 | Arcosa, Inc., Rule 144A, Company Guaranteed Notes (Callable 08/15/27 @ 103.44)<sup>(1)</sup> | (B+, Ba3) | 08/15/32 | 6.875 | 1847559 |
| 3138 | Builders FirstSource, Inc., Rule 144A, Company Guaranteed Notes (Callable 05/15/30 @ 103.38)<sup>(1)</sup> | (BB-, Ba2) | 05/15/35 | 6.750 | 3301393 |

---

**Credit Suisse Strategic Income Fund**

**Schedule of Investments (continued)**

January 31, 2026 (unaudited)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Par <br> (000)** | **Par <br> (000)** | **Ratings†<br> (S&P/Moody's)** | **Maturity** | **Rate%** | **Value** |
| **CORPORATE BONDS** (continued) | **CORPORATE BONDS** (continued) |  |  |  | |
| **Building Materials** (continued) | **Building Materials** (continued) |  |  |  | |
| $| 1340 Camelot Return Merger Sub, Inc., Rule 144A, Senior Secured Notes (Callable 03/01/26 @ 103.28)<sup>(1)</sup> | (B-, Caa1) | 08/01/28 | 8.750 | $1042959 |
| 1067 | 1067 Cornerstone Building Brands, Inc., Rule 144A, Company Guaranteed Notes (Callable 03/01/26 @ 100.00)<sup>(1)</sup> | (CCC, Caa3) | 01/15/29 | 6.125 | 473511 |
| 3003 | 3003 Cornerstone Building Brands, Inc., Rule 144A, Senior Secured Notes (Callable 08/15/26 @ 104.75)<sup>(1)</sup> | (B-, Caa1) | 08/15/29 | 9.500 | 2271081 |
| 1495 | 1495 James Hardie International Finance DAC, Rule 144A, Company Guaranteed Notes (Callable 03/01/26 @ 100.00)<sup>(1)</sup> | (BB, Ba1) | 01/15/28 | 5.000 | 1494902 |
| 2453 | 2453 Masterbrand, Inc., Rule 144A, Company Guaranteed Notes (Callable 07/15/27 @ 103.50)<sup>(1)</sup> | (BB, Ba3) | 07/15/32 | 7.000 | 2545844 |
| 4164 | 4164 Miter Brands Acquisition Holdco, Inc./MIWD Borrower LLC, Rule 144A, Senior Secured Notes (Callable 04/01/27 @ 103.38)<sup>(1)</sup> | (BB-, B2) | 04/01/32 | 6.750 | 4281038 |
| 7783 | 7783 Oscar AcquisitionCo LLC/Oscar Finance, Inc., Rule 144A, Senior Unsecured Notes (Callable 03/01/26 @ 104.75)<sup>(1)</sup> | (CCC-, Caa3) | 04/15/30 | 9.500 | 4611427 |
| 3780 | 3780 Standard Industries, Inc., Rule 144A, Senior Unsecured Notes (Callable 03/01/26 @ 102.19)<sup>(1)</sup> | (BB+, Ba3) | 07/15/30 | 4.375 | 3648040 |
| 1353 | 1353 White Cap Supply Holdings LLC, Rule 144A, Company Guaranteed Notes (Callable 11/15/26 @ 103.69)<sup>(1)</sup> | (CCC+, Caa1) | 11/15/30 | 7.375 | 1406158 |
|  |  |  |  |  | 29472233 |
| **Cable & Satellite TV** (0.6%) | **Cable & Satellite TV** (0.6%) |  |  |  |  |
| 526 | 526 Altice France SA, Rule 144A, Senior Secured Notes (Callable 10/01/26 @ 101.00)<sup>(1)</sup> | (CCC+, Caa1) | 10/15/31 | 6.500 | 512984 |
| 762 | 762 Altice France SA, Rule 144A, Senior Secured Notes (Callable 10/01/26 @ 101.00)<sup>(1)</sup> | (CCC+, Caa1) | 04/15/32 | 6.500 | 744898 |
| 1349 | 1349 Altice France SA, Rule 144A, Senior Secured Notes (Callable 10/15/26 @ 100.00)<sup>(1)</sup> | (CCC+, Caa1) | 07/15/32 | 6.875 | 1318120 |
| 1729 | 1729 CCO Holdings LLC / CCO Holdings Capital Corp., Rule 144A, Senior Unsecured Notes (Callable 03/01/26 @ 100.00)<sup>(1)</sup> | (BB-, B1) | 05/01/27 | 5.125 | 1730520 |
| 1530 | 1530 Sunrise FinCo I BV, Rule 144A, Senior Secured Notes (Callable 07/15/26 @ 102.44)<sup>(1)</sup> | (BB-, B1) | 07/15/31 | 4.875 | 1467247 |
| 1200 | 1200 Telenet Finance Luxembourg Notes SARL, Rule 144A, Senior Secured Notes (Callable 02/09/26 @ 100.00)<sup>(1)</sup> | (BB-, B1) | 03/01/28 | 5.500 | 1199989 |
| 293 | 293 VZ Secured Financing B.V., Rule 144A, Senior Secured Notes (Callable 01/15/27 @ 102.50)<sup>(1)</sup> | (B+, B1) | 01/15/32 | 5.000 | 264765 |
|  |  |  |  |  | 7238523 |
| **Chemicals** (1.0%) | **Chemicals** (1.0%) |  |  |  |  |
| 474 | 474 Avient Corp., Rule 144A, Senior Unsecured Notes (Callable 03/01/26 @ 103.56)<sup>(1)</sup> | (BB-, Ba3) | 08/01/30 | 7.125 | 489308 |
| 600 | 600 Avient Corp., Rule 144A, Senior Unsecured Notes (Callable 09/15/27 @ 103.13)<sup>(1)</sup> | (BB-, Ba3) | 11/01/31 | 6.250 | 617467 |
| 1571 | 1571 Methanex U.S. Operations, Inc., Rule 144A, Company Guaranteed Notes (Callable 09/15/31 @ 100.00)<sup>(1)</sup> | (BB, Ba2) | 03/15/32 | 6.250 | 1620942 |
| 732 | 732 Solstice Advanced Materials, Inc., Rule 144A, Senior Unsecured Notes (Callable 09/30/28 @ 102.81)<sup>(1)</sup> | (BB+, Ba2) | 09/30/33 | 5.625 | 736236 |
| 5433 | 5433 Tronox, Inc., Rule 144A, Company Guaranteed Notes (Callable 03/01/26 @ 101.16)<sup>(1),(2)</sup> | (CCC+, Caa1) | 03/15/29 | 4.625 | 4188624 |
| 734 | 734 Tronox, Inc., Rule 144A, Senior Secured Notes (Callable 09/30/27 @ 104.56)<sup>(1),(2)</sup> | (B, B1) | 09/30/30 | 9.125 | 724739 |
| 4631 | 4631 Vibrantz Technologies, Inc., Rule 144A, Senior Unsecured Notes (Callable 03/01/26 @ 102.25)<sup>(1)</sup> | (CCC, Caa3) | 02/15/30 | 9.000 | 1759780 |
| 1600 | 1600 WR Grace Holdings LLC Rule 144A, Senior Secured Notes (Callable 02/01/29 @ 103.50)<sup>(1)</sup> | (B-, B2) | 08/01/33 | 7.000 | 1602728 |
| 374 | 374 WR Grace Holdings LLC, Rule 144A, Senior Secured Notes (Callable 03/01/26 @ 103.69)<sup>(1)</sup> | (B-, B2) | 03/01/31 | 7.375 | 382045 |
|  |  |  |  |  | 12121869 |
| **Diversified Capital Goods** (1.2%) | **Diversified Capital Goods** (1.2%) |  |  |  |  |
| 3459 | 3459 Atkore, Inc., Rule 144A, Company Guaranteed Notes (Callable 06/01/26 @ 102.13)<sup>(1)</sup> | (BB+, Ba2) | 06/01/31 | 4.250 | 3301765 |
| 2818 | 2818 Dornoch Debt Merger Sub, Inc., Rule 144A, Senior Unsecured Notes (Callable 03/01/26 @ 101.66)<sup>(1),(2)</sup> | (CCC, Caa2) | 10/15/29 | 6.625 | 2512505 |
| 3434 | 3434 EnerSys, Rule 144A, Company Guaranteed Notes (Callable 09/15/27 @ 100.00)<sup>(1)</sup> | (BB+, Ba3) | 12/15/27 | 4.375 | 3417086 |
| 1000 | 1000 EnerSys, Rule 144A, Company Guaranteed Notes (Callable 01/15/27 @ 103.31)<sup>(1)</sup> | (BB+, Ba3) | 01/15/32 | 6.625 | 1036704 |

---

**Credit Suisse Strategic Income Fund**

**Schedule of Investments (continued)**

January 31, 2026 (unaudited)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Par <br> (000)** | **Par <br> (000)** | **Ratings†<br> (S&P/Moody's)** | **Maturity** | **Rate%** | **Value** |
| **CORPORATE BONDS** (continued) | **CORPORATE BONDS** (continued) |  |  |  | |
| **Diversified Capital Goods** (continued) | **Diversified Capital Goods** (continued) |  |  |  | |
| $| 3866 Maxam Prill SARL, Rule 144A, Senior Secured Notes (Callable 07/02/27 @ 103.88)<sup>(1)</sup> | (B+, NR) | 07/15/30 | 7.750 | $4029605 |
|  |  |  |  |  | 14297665 |
| **Electronics** (0.9%) | **Electronics** (0.9%) |  |  |  |  |
| 2189 | 2189 Ellucian Holdings, Inc., Rule 144A, Senior Secured Notes (Callable 12/01/26 @ 103.25)<sup>(1)</sup> | (B-, B2) | 12/01/29 | 6.500 | 2159604 |
| 6429 | 6429 Imola Merger Corp., Rule 144A, Senior Secured Notes (Callable 03/01/26 @ 101.19)<sup>(1)</sup> | (BB, Ba3) | 05/15/29 | 4.750 | 6327530 |
| 1500 | 1500 Sensata Technologies, Inc., Rule 144A, Company Guaranteed Notes (Callable 07/15/27 @ 103.31)<sup>(1)</sup> | (BB+, Ba2) | 07/15/32 | 6.625 | 1568124 |
| 1000 | 1000 Synaptics, Inc., Rule 144A, Company Guaranteed Notes (Callable 02/09/26 @ 101.00)<sup>(1)</sup> | (BB-, Ba3) | 06/15/29 | 4.000 | 972452 |
|  |  |  |  |  | 11027710 |
| **Energy - Exploration & Production** (2.6%) | **Energy - Exploration & Production** (2.6%) |  |  |  |  |
| 500 | 500 Civitas Resources, Inc., Rule 144A, Company Guaranteed Notes (Callable 02/09/26 @ 104.19)<sup>(1)</sup> | (BB-, B1) | 07/01/28 | 8.375 | 515101 |
| 4361 | 4361 Civitas Resources, Inc., Rule 144A, Company Guaranteed Notes (Callable 07/01/26 @ 104.38)<sup>(1)</sup> | (BB-, B1) | 07/01/31 | 8.750 | 4585871 |
| 6012 | 6012 CNX Midstream Partners LP, Rule 144A, Company Guaranteed Notes (Callable 03/01/26 @ 102.38)<sup>(1)</sup> | (BB, B1) | 04/15/30 | 4.750 | 5844936 |
| 2250 | 2250 CQP Holdco LP/BIP-V Chinook Holdco LLC, Rule 144A, Senior Secured Notes (Callable 06/15/26 @ 102.75)<sup>(1)</sup> | (BB, Ba2) | 06/15/31 | 5.500 | 2237994 |
| 8726 | 8726 CQP Holdco LP/BIP-V Chinook Holdco LLC, Rule 144A, Senior Secured Notes (Callable 12/15/28 @ 103.75)<sup>(1)</sup> | (BB, Ba2) | 12/15/33 | 7.500 | 9401017 |
| 2178 | 2178 Matador Resources Co., Rule 144A, Company Guaranteed Notes (Callable 04/15/27 @ 103.25)<sup>(1)</sup> | (BB-, B1) | 04/15/32 | 6.500 | 2219077 |
| 2567 | 2567 Murphy Oil USA, Inc., Rule 144A, Company Guaranteed Notes (Callable 02/15/26 @ 101.88)<sup>(1)</sup> | (BB+, Ba2) | 02/15/31 | 3.750 | 2412977 |
| 4197 | 4197 Northern Oil & Gas, Inc., Rule 144A, Senior Unsecured Notes (Callable 10/15/28 @ 103.94)<sup>(1)</sup> | (B+, B1) | 10/15/33 | 7.875 | 4238026 |
|  |  |  |  |  | 31454999 |
| **Environmental** (0.3%) | **Environmental** (0.3%) |  |  |  |  |
| 140 | 140 Clean Harbors, Inc., Rule 144A, Company Guaranteed Notes (Callable 03/01/26 @ 103.19)<sup>(1)</sup> | (BB+, Ba2) | 02/01/31 | 6.375 | 143448 |
| 560 | 560 Clean Harbors, Inc., Rule 144A, Company Guaranteed Notes (Callable 10/15/28 @ 102.88)<sup>(1)</sup> | (BB+, Ba2) | 10/15/33 | 5.750 | 572402 |
| 1682 | 1682 Luna 1.5 SARL, Rule 144A, Senior Unsecured Notes, 12.000% PIK (Callable 07/01/28 @ 106.00)<sup>(1),(3)</sup> | (B-, B3) | 07/01/32 | 12.000 | 1782529 |
| 1177 | 1177 Waste Pro U.S.A., Inc., Rule 144A, Senior Unsecured Notes (Callable 02/01/28 @ 103.50)<sup>(1)</sup> | (B-, Caa1) | 02/01/33 | 7.000 | 1212043 |
|  |  |  |  |  | 3710422 |
| **Food - Wholesale** (1.0%) | **Food - Wholesale** (1.0%) |  |  |  |  |
| 942 | 942 Darling Ingredients, Inc., Rule 144A, Company Guaranteed Notes (Callable 02/09/26 @ 100.00)<sup>(1)</sup> | (BB+, Ba2) | 04/15/27 | 5.250 | 943000 |
| 1790 | 1790 Darling Ingredients, Inc., Rule 144A, Company Guaranteed Notes (Callable 02/09/26 @ 103.00)<sup>(1)</sup> | (BB+, Ba2) | 06/15/30 | 6.000 | 1815228 |
| 953 | 953 Froneri Lux FinCo Sarl Rule 144A, Senior Secured Notes (Callable 07/15/28 @ 103.00)<sup>(1)</sup> | (BB-, B1) | 08/01/32 | 6.000 | 965858 |
| 1400 | 1400 Performance Food Group, Inc., Rule 144A, Company Guaranteed Notes (Callable 09/15/27 @ 103.06)<sup>(1)</sup> | (BB, B1) | 09/15/32 | 6.125 | 1442042 |
| 3982 | 3982 Post Holdings, Inc., Rule 144A, Company Guaranteed Notes (Callable 03/15/31 @ 103.25)<sup>(1)</sup> | (B+, B2) | 03/15/36 | 6.500 | 3988029 |
| 666 | 666 U.S. Foods, Inc., Rule 144A, Company Guaranteed Notes (Callable 02/09/26 @ 103.44)<sup>(1)</sup> | (BB+, Ba2) | 09/15/28 | 6.875 | 687759 |
| 684 | 684 U.S. Foods, Inc., Rule 144A, Company Guaranteed Notes (Callable 09/15/26 @ 103.63)<sup>(1)</sup> | (BB+, Ba2) | 01/15/32 | 7.250 | 718377 |
| 1250 | 1250 U.S. Foods, Inc., Rule 144A, Company Guaranteed Notes (Callable 10/15/27 @ 102.88)<sup>(1)</sup> | (BB+, Ba2) | 04/15/33 | 5.750 | 1273326 |
|  |  |  |  |  | 11833619 |
| **Gaming** (0.7%) | **Gaming** (0.7%) |  |  |  |  |
| 500 | 500 Caesars Entertainment, Inc., Rule 144A, Senior Secured Notes (Callable 02/15/26 @ 103.50)<sup>(1)</sup> | (BB-, Ba3) | 02/15/30 | 7.000 | 516527 |

---

**Credit Suisse Strategic Income Fund**

**Schedule of Investments (continued)**

January 31, 2026 (unaudited)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Par <br> (000)** |  | **Ratings†<br> (S&P/Moody's)** | **Maturity** | **Rate%** | **Value** |
| **CORPORATE BONDS** (continued) | **CORPORATE BONDS** (continued) |  |  |  | |
| **Gaming** (continued) | **Gaming** (continued) |  |  |  | |
| 542 | Caesars Entertainment, Inc., Rule 144A, Senior Secured Notes (Callable 02/15/27 @ 103.25)<sup>(1)</sup> | (BB-, Ba3) | 02/15/32 | 6.500 | $554473 |
| 2597 | Light & Wonder International, Inc., Rule 144A, Company Guaranteed Notes (Callable 10/01/28 @ 103.13)<sup>(1)</sup> | (B+, B2) | 10/01/33 | 6.250 | 2630683 |
| 333 | Voyager Parent LLC, Rule 144A, Senior Secured Notes (Callable 07/01/28 @ 104.63)<sup>(1)</sup> | (B, B1) | 07/01/32 | 9.250 | 353884 |
| 3886 | Wynn Las Vegas LLC/Wynn Las Vegas Capital Corp., Rule 144A, Company Guaranteed Notes (Callable 02/15/27 @ 100.00)<sup>(1)</sup> | (BB-, B1) | 05/15/27 | 5.250 | 3909751 |
|  |  |  |  |  | 7965318 |
| **Gas Distribution** (1.1%) | **Gas Distribution** (1.1%) |  |  |  |  |
| 558 | Antero Midstream Partners LP/Antero Midstream Finance Corp., Rule 144A, Senior Unsecured Notes (Callable 10/15/28 @ 102.88)<sup>(1)</sup> | (BB+, Ba2) | 10/15/33 | 5.750 | 564513 |
| 1354 | Blue Racer Midstream LLC/Blue Racer Finance Corp., Rule 144A, Senior Unsecured Notes (Callable 03/01/26 @ 100.00)<sup>(1)</sup> | (B+, B2) | 07/15/26 | 6.625 | 1361365 |
| 350 | Blue Racer Midstream LLC/Blue Racer Finance Corp., Rule 144A, Senior Unsecured Notes (Callable 07/15/27 @ 103.63)<sup>(1)</sup> | (B+, B2) | 07/15/32 | 7.250 | 371293 |
| 268 | Genesis Energy LP/Genesis Energy Finance Corp., Global Company Guaranteed Notes (Callable 04/15/26 @ 104.44) | (B, B3) | 04/15/30 | 8.875 | 282280 |
| 2290 | Hess Midstream Operations LP, Rule 144A, Company Guaranteed Notes (Callable 03/01/26 @ 102.94)<sup>(1)</sup> | (BBB-, Ba1) | 03/01/28 | 5.875 | 2334147 |
| 456 | Hess Midstream Operations LP, Rule 144A, Company Guaranteed Notes (Callable 03/01/26 @ 102.75)<sup>(1)</sup> | (BBB-, Ba1) | 10/15/30 | 5.500 | 462355 |
| 1250 | 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 | 1233148 |
| 1610 | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp., Rule 144A, Company Guaranteed Notes (Callable 03/01/26 @ 100.00)<sup>(1)</sup> | (B+, B1) | 01/15/28 | 5.500 | 1610321 |
| 1868 | Tallgrass Energy Partners LP/Tallgrass Energy Finance Corp., Rule 144A, Company Guaranteed Notes (Callable 03/01/26 @ 103.00)<sup>(1)</sup> | (B+, B1) | 12/31/30 | 6.000 | 1895960 |
| 2920 | Tallgrass Energy Partners LP/Tallgrass Energy Finance Corp., Rule 144A, Senior Unsecured Notes (Callable 03/01/26 @ 103.69)<sup>(1)</sup> | (B+, B1) | 02/15/29 | 7.375 | 3028604 |
|  |  |  |  |  | 13143986 |
| **Health Facilities** (0.3%) | **Health Facilities** (0.3%) |  |  |  |  |
| 1358 | Surgery Center Holdings, Inc., Rule 144A, Company Guaranteed Notes (Callable 04/15/27 @ 103.63)<sup>(1)</sup> | (CCC+, Caa1) | 04/15/32 | 7.250 | 1365958 |
| 1484 | Tenet Healthcare Corp., Rule 144A, Senior Secured Notes (Callable 11/15/28 @ 102.75)<sup>(1)</sup> | (BB, Ba3) | 11/15/32 | 5.500 | 1499382 |
| 593 | Tenet Healthcare Corp., Rule 144A, Senior Unsecured Notes (Callable 11/15/28 @ 103.00)<sup>(1)</sup> | (B, B2) | 11/15/33 | 6.000 | 610520 |
|  |  |  |  |  | 3475860 |
| **Health Services** (1.2%) | **Health Services** (1.2%) |  |  |  |  |
| 4471 | AMN Healthcare, Inc., Rule 144A, Company Guaranteed Notes (Callable 10/15/27 @ 103.25)<sup>(1)</sup> | (BB-, B1) | 01/15/31 | 6.500 | 4533643 |
| 4749 | AMN Healthcare, Inc., Rule 144A, Company Guaranteed Notes (Callable 02/09/26 @ 101.00)<sup>(1)</sup> | (BB-, B1) | 04/15/29 | 4.000 | 4543766 |
| 4330 | AthenaHealth Group, Inc., Rule 144A, Senior Unsecured Notes (Callable 03/01/26 @ 101.63)<sup>(1)</sup> | (CCC, Caa2) | 02/15/30 | 6.500 | 4203800 |
| 1779 | Pediatrix Medical Group, Inc., Rule 144A, Company Guaranteed Notes (Callable 03/01/26 @ 101.34)<sup>(1)</sup> | (BB, Ba2) | 02/15/30 | 5.375 | 1785487 |
|  |  |  |  |  | 15066696 |
| **Hotels** (0.2%) | **Hotels** (0.2%) |  |  |  |  |
| 1199 | Hilton Domestic Operating Co., Inc., Rule 144A, Company Guaranteed Notes (Callable 07/01/28 @ 102.88)<sup>(1)</sup> | (BB+, Ba2) | 09/15/33 | 5.750 | 1222105 |
| 160 | Hilton Domestic Operating Co., Inc., Rule 144A, Company Guaranteed Notes (Callable 04/01/26 @ 102.94)<sup>(1)</sup> | (BB+, Ba2) | 04/01/29 | 5.875 | 163774 |
| 597 | RHP Hotel Properties LP/RHP Finance Corp., Rule 144A, Company Guaranteed Notes (Callable 06/15/28 @ 103.25)<sup>(1)</sup> | (BB, Ba3) | 06/15/33 | 6.500 | 619148 |
| 458 | RHP Hotel Properties LP/RHP Finance Corp., Rule 144A, Company Guaranteed Notes (Callable 04/01/27 @ 103.25)<sup>(1)</sup> | (BB, Ba3) | 04/01/32 | 6.500 | 474059 |
|  |  |  |  |  | 2479086 |
| **Insurance Brokerage** (1.4%) | **Insurance Brokerage** (1.4%) |  |  |  |  |
| 4473 | Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer, Rule 144A, Senior Secured Notes (Callable 03/01/26 @ 103.38)<sup>(1)</sup> | (B, B2) | 04/15/28 | 6.750 | 4549864 |

---

**Credit Suisse Strategic Income Fund**

**Schedule of Investments (continued)**

January 31, 2026 (unaudited)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Par <br> (000)** |  | **Ratings†<br> (S&P/Moody's)** | **Maturity** | **Rate%** | **Value** |
| **CORPORATE BONDS** (continued) | **CORPORATE BONDS** (continued) |  |  |  | |
| **Insurance Brokerage** (continued) | **Insurance Brokerage** (continued) |  |  |  | |
| 667 | Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer, Rule 144A, Senior Secured Notes (Callable 10/01/27 @ 103.25)<sup>(1)</sup> | (B, B2) | 10/01/31 | 6.500 | $685891 |
| 2250 | Ardonagh Group Finance Ltd., Rule 144A, Senior Unsecured Notes (Callable 02/15/27 @ 104.44)<sup>(1)</sup> | (CCC, Caa2) | 02/15/32 | 8.875 | 2322546 |
| 1502 | Jones Deslauriers Insurance Management, Inc., Rule 144A, Senior Secured Notes (Callable 03/15/26 @ 104.25)<sup>(1)</sup> | (B-, B2) | 03/15/30 | 8.500 | 1569967 |
| 1963 | Jones Deslauriers Insurance Management, Inc., Rule 144A, Senior Unsecured Notes (Callable 10/01/28 @ 103.44)<sup>(1)</sup> | (CCC, Caa2) | 10/01/33 | 6.875 | 1914834 |
| 5637 | Panther Escrow Issuer LLC, Rule 144A, Senior Secured Notes (Callable 06/01/27 @ 103.56)<sup>(1)</sup> | (B, B2) | 06/01/31 | 7.125 | 5809563 |
| 647 | Ryan Specialty LLC, Rule 144A, Senior Secured Notes (Callable 03/01/26 @ 101.09)<sup>(1)</sup> | (BB-, Ba3) | 02/01/30 | 4.375 | 631146 |
|  |  |  |  |  | 17483811 |
| **Investments & Misc. Financial Services** (3.1%) | **Investments & Misc. Financial Services** (3.1%) |  |  |  |  |
| 9407 | Armor Holdco, Inc., Rule 144A, Company Guaranteed Notes (Callable 03/01/26 @ 102.13)<sup>(1)</sup> | (CCC+, B3) | 11/15/29 | 8.500 | 9508567 |
| 600 | Block, Inc., Global Senior Unsecured Notes (Callable 05/15/27 @ 103.25) | (BB+, Ba1) | 05/15/32 | 6.500 | 621859 |
| 1845 | Block, Inc., Rule 144A, Senior Unsecured Notes (Callable 08/15/27 @ 102.81)<sup>(1)</sup> | (BB+, Ba1) | 08/15/30 | 5.625 | 1878839 |
| 520 | Block, Inc., Rule 144A, Senior Unsecured Notes (Callable 08/15/28 @ 103.00)<sup>(1)</sup> | (BB+, Ba1) | 08/15/33 | 6.000 | 531242 |
| 940 | Compass Group Diversified Holdings LLC, Rule 144A, Company Guaranteed Notes (Callable 02/14/26 @ 101.31)<sup>(1)</sup> | (B-, Caa1) | 04/15/29 | 5.250 | 876010 |
| 4385 | Focus Financial Partners LLC, Rule 144A, Senior Secured Notes (Callable 09/15/27 @ 103.38)<sup>(1)</sup> | (B, B2) | 09/15/31 | 6.750 | 4492104 |
| 2043 | Paysafe Finance PLC/Paysafe Holdings U.S. Corp., Rule 144A, Senior Secured Notes (Callable 03/01/26 @ 101.00)<sup>(1)</sup> | (B, B2) | 06/15/29 | 4.000 | 1825625 |
| 6844 | Stonex Escrow Issuer LLC, Rule 144A, Secured Notes (Callable 07/15/28 @ 103.44)<sup>(1)</sup> | (BB-, Ba3) | 07/15/32 | 6.875 | 7066512 |
| 5763 | VFH Parent LLC/Valor Co-Issuer, Inc., Rule 144A, Senior Secured Notes (Callable 06/15/27 @ 103.75)<sup>(1)</sup> | (B+, B1) | 06/15/31 | 7.500 | 6040293 |
| 4526 | Walker & Dunlop, Inc., Rule 144A, Company Guaranteed Notes (Callable 04/01/28 @ 103.31)<sup>(1)</sup> | (BB, Ba2) | 04/01/33 | 6.625 | 4642431 |
|  |  |  |  |  | 37483482 |
| **Machinery** (1.9%) | **Machinery** (1.9%) |  |  |  |  |
| 2000 | Columbus McKinnon Corp/NY Rule 144A, Senior Secured Notes (Callable 02/01/29 @ 103.56)<sup>(1)</sup> | (B, Ba3) | 02/01/33 | 7.125 | 2011890 |
| 3306 | Enpro, Inc., Rule 144A, Company Guaranteed Notes (Callable 06/01/28 @ 103.06)<sup>(1)</sup> | (BB-, Ba3) | 06/01/33 | 6.125 | 3408916 |
| 6824 | Enviri Corp., Rule 144A, Company Guaranteed Notes (Callable 03/01/26 @ 100.00)<sup>(1)</sup> | (B, B3) | 07/31/27 | 5.750 | 6832605 |
| 2732 | Griffon Corp., Global Company Guaranteed Notes (Callable 03/01/26 @ 100.00) | (B+, B1) | 03/01/28 | 5.750 | 2732557 |
| 1500 | Hillenbrand, Inc., Global Company Guaranteed Notes (Callable 03/01/26 @ 103.13) | (BB, Ba1) | 02/15/29 | 6.250 | 1515868 |
| 1660 | Hillenbrand, Inc., Global Company Guaranteed Notes (Callable 03/01/26 @ 101.88)<sup>(2)</sup> | (BB, Ba1) | 03/01/31 | 3.750 | 1672382 |
| 3098 | Lsf12 Helix Parent LLC Rule 144A, Senior Secured Notes (Callable 02/01/28 @ 103.56)<sup>(1)</sup> | (B, B2) | 02/01/33 | 7.125 | 3118979 |
| 319 | Regal Rexnord Corp., Global Company Guaranteed Notes (Callable 01/15/33 @ 100.00) | (BB+, Baa3) | 04/15/33 | 6.400 | 341141 |
| 735 | Synergy Infrastructure Holdings LLC, Rule 144A, Secured Notes (Callable 12/01/27 @ 103.94)<sup>(1)</sup> | (B, B3) | 12/01/30 | 7.875 | 765886 |
|  |  |  |  |  | 22400224 |
| **Media - Diversified** (0.0%) | **Media - Diversified** (0.0%) |  |  |  |  |
| 50 | Tech 7 SAS Super Senior <sup>(4),(5),(6),(7),(16)</sup> | (NR, NR) | 03/31/26 | 0.000 | 6 |
| 84 | Tech 7 SAS Super Senior <sup>(4),(5),(6),(7),(16)</sup> | (NR, NR) | 03/31/26 | 0.000 | 10 |
| 25 | Tech 7 SAS Technicolor Creative Studios Super Senior <sup>(4),(5),(6),(7),(16)</sup> | (NR, NR) | 03/31/26 | 0.000 | 3 |
| 25 | Technicolor Creative Studios SA <sup>(4),(5),(6),(7),(16)</sup> | (NR, NR) | 04/01/26 | 0.000 | 3 |
|  |  |  |  |  | 22 |

---

**Credit Suisse Strategic Income Fund**

**Schedule of Investments (continued)**

January 31, 2026 (unaudited)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Par <br> (000)** |  | **Ratings†<br> (S&P/Moody's)** | **Maturity** | **Rate%** | **Value** |
| **CORPORATE BONDS** (continued) | **CORPORATE BONDS** (continued) |  |  |  | |
| **Media Content** (0.2%) | **Media Content** (0.2%) |  |  |  | |
| $350 | Sirius XM Radio LLC, Rule 144A, Company Guaranteed Notes (Callable 03/01/26 @ 102.06)<sup>(1),(2)</sup> | (BB+, Ba3) | 07/01/30 | 4.125 | $330276 |
| 2200 | Sirius XM Radio LLC, Rule 144A, Company Guaranteed Notes (Callable 09/01/26 @ 101.94)<sup>(1),(2)</sup> | (BB+, Ba3) | 09/01/31 | 3.875 | 2009109 |
|  |  |  |  |  | 2339385 |
| **Metals & Mining - Excluding Steel** (2.5%) | **Metals & Mining - Excluding Steel** (2.5%) |  |  |  |  |
| 3111 | Capstone Copper Corp., Rule 144A, Company Guaranteed Notes (Callable 03/31/28 @ 103.38)<sup>(1)</sup> | (BB-, B1) | 03/31/33 | 6.750 | 3225699 |
| 936 | Constellium SE, Rule 144A, Company Guaranteed Notes (Callable 02/09/26 @ 100.00)<sup>(1)</sup> | (BB-, Ba3) | 06/15/28 | 5.625 | 937640 |
| 2000 | Constellium SE, Rule 144A, Company Guaranteed Notes (Callable 08/15/27 @ 103.19)<sup>(1)</sup> | (BB-, Ba3) | 08/15/32 | 6.375 | 2070194 |
| 7269 | ERO Copper Corp., Rule 144A, Company Guaranteed Notes (Callable 03/01/26 @ 101.63)<sup>(1)</sup> | (B+, B1) | 02/15/30 | 6.500 | 7347178 |
| 500 | First Quantum Minerals Ltd., Rule 144A, Company Guaranteed Notes (Callable 02/15/29 @ 103.63)<sup>(1)</sup> | (B, NR) | 02/15/34 | 7.250 | 525615 |
| 5767 | First Quantum Minerals Ltd., Rule 144A, Secured Notes (Callable 03/01/26 @ 104.69)<sup>(1)</sup> | (B, NR) | 03/01/29 | 9.375 | 6057111 |
| 3095 | Kaiser Aluminum Corp., Rule 144A, Company Guaranteed Notes (Callable 06/01/26 @ 102.25)<sup>(1),(2)</sup> | (BB-, B2) | 06/01/31 | 4.500 | 2990564 |
| 2067 | Kaiser Aluminum Corp., Rule 144A, Senior Unsecured Notes (Callable 03/01/29 @ 102.94)<sup>(1)</sup> | (BB-, B2) | 03/01/34 | 5.875 | 2085022 |
| 3119 | Novelis Corp., Rule 144A, Company Guaranteed Notes (Callable 08/15/28 @ 103.19)<sup>(1)</sup> | (BB, B1) | 08/15/33 | 6.375 | 3179343 |
| 1608 | Novelis Corp., Rule 144A, Company Guaranteed Notes (Callable 03/01/26 @ 101.58)<sup>(1)</sup> | (BB, B1) | 01/30/30 | 4.750 | 1559431 |
|  |  |  |  |  | 29977797 |
| **Oil Field Equipment & Services** (0.1%) | **Oil Field Equipment & Services** (0.1%) |  |  |  |  |
| 1116 | USA Compression Partners LP/USA Compression Finance Corp., Rule 144A, Company Guaranteed Notes (Callable 10/01/28 @ 103.13)<sup>(1)</sup> | (B+, B1) | 10/01/33 | 6.250 | 1130896 |
| **Oil Refining & Marketing** (1.0%) | **Oil Refining & Marketing** (1.0%) |  |  |  |  |
| 1807 | Global Partners LP/GLP Finance Corp., Rule 144A, Company Guaranteed Notes (Callable 01/15/27 @ 104.13)<sup>(1)</sup> | (B+, B1) | 01/15/32 | 8.250 | 1905688 |
| 40 | Sunoco LP, Rule 144A, Company Guaranteed Notes (Callable 09/15/27 @ 102.81)<sup>(1)</sup> | (BB+, Ba1) | 03/15/31 | 5.625 | 40260 |
| 4087 | Sunoco LP, Rule 144A, Company Guaranteed Notes (Callable 09/15/28 @ 102.94)<sup>(1)</sup> | (BB+, Ba1) | 03/15/34 | 5.875 | 4100001 |
| 700 | Sunoco LP, Rule 144A, Company Guaranteed Notes (Callable 05/01/27 @ 103.63)<sup>(1)</sup> | (BB+, Ba1) | 05/01/32 | 7.250 | 741536 |
| 3051 | Sunoco LP, Rule 144A, Company Guaranteed Notes (Callable 07/01/28 @ 103.13)<sup>(1)</sup> | (BB+, Ba1) | 07/01/33 | 6.250 | 3132968 |
| 1365 | Sunoco LP/Sunoco Finance Corp., Global Company Guaranteed Notes (Callable 02/09/26 @ 102.25) | (BB+, Ba1) | 04/30/30 | 4.500 | 1333784 |
| 180 | Sunoco LP/Sunoco Finance Corp., Rule 144A, Company Guaranteed Notes (Callable 02/09/26 @ 103.50)<sup>(1)</sup> | (BB+, Ba1) | 09/15/28 | 7.000 | 185944 |
| 925 | TransMontaigne Partners LLC, Rule 144A, Company Guaranteed Notes (Callable 03/15/27 @ 104.25)<sup>(1)</sup> | (CCC+, Caa1) | 06/15/30 | 8.500 | 959317 |
|  |  |  |  |  | 12399498 |
| **Packaging** (2.1%) | **Packaging** (2.1%) |  |  |  |  |
| 3538 | Cascades, Inc./Cascades USA, Inc., Rule 144A, Senior Unsecured Notes (Callable 07/15/27 @ 103.38)<sup>(1)</sup> | (BB-, Ba3) | 07/15/30 | 6.750 | 3665138 |
| 2698 | Crown Americas LLC, Rule 144A, Company Guaranteed Notes (Callable 06/01/28 @ 102.94)<sup>(1)</sup> | (BB+, Ba2) | 06/01/33 | 5.875 | 2761263 |
| 3578 | Mauser Packaging Solutions Holding Co., Rule 144A, Secured Notes (Callable 06/01/27 @ 104.63)<sup>(1)</sup> | (CCC+, Caa2) | 04/15/30 | 9.250 | 3522820 |
| 3407 | Mauser Packaging Solutions Holding Co., Rule 144A, Senior Secured Notes (Callable 06/01/27 @ 103.94)<sup>(1)</sup> | (B, B2) | 04/15/30 | 7.875 | 3473658 |
| 348 | Owens-Brockway Glass Container, Inc., Rule 144A, Company Guaranteed Notes (Callable 05/15/26 @ 103.63)<sup>(1),(2)</sup> | (B+, B3) | 05/15/31 | 7.250 | 354742 |
| 250 | Sealed Air Corp./Sealed Air Corp. U.S., Rule 144A, Company Guaranteed Notes (Callable 03/01/26 @ 101.53)<sup>(1)</sup> | (BB+, Ba2) | 02/01/28 | 6.125 | 253882 |
| 1258 | Toucan FinCo Ltd./Toucan FinCo Can, Inc./Toucan FinCo U.S. LLC, Rule 144A, Senior Secured Notes (Callable 05/15/27 @ 104.75)<sup>(1)</sup> | (B-, B3) | 05/15/30 | 9.500 | 1215236 |

---

**Credit Suisse Strategic Income Fund <br> Schedule of Investments (continued)**<br> January 31, 2026 (unaudited)

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Par<br> (000)** | **Par<br> (000)** |  | **Ratings†<br> (S&P/Moody's)** | **Maturity** | **Rate%** | **Value** |
| **CORPORATE BONDS** (continued) | **CORPORATE BONDS** (continued) | **CORPORATE BONDS** (continued) |  |  |  |  |
| **Packaging** (continued) | **Packaging** (continued) | **Packaging** (continued) |  |  |  |  |
| $| 6353 | Trident TPI Holdings, Inc., Rule 144A, Company Guaranteed Notes (Callable 03/01/26 @ 106.38)<sup>(1)</sup> | (CCC+, Caa3) | 12/31/28 | 12.750 | $6370515 |
|  | 3799 | TriMas Corp., Rule 144A, Company Guaranteed Notes (Callable 03/01/26 @ 101.03)<sup>(1)</sup> | (BB-, Ba3) | 04/15/29 | 4.125 | 3704830 |
|  |  |  |  |  |  | 25322084 |
| **Personal & Household Products** (1.5%) | **Personal & Household Products** (1.5%) | **Personal & Household Products** (1.5%) |  |  |  |  |
|  | 4601 | Acushnet Co., Rule 144A, Company Guaranteed Notes (Callable 12/01/28 @ 102.81)<sup>(1)</sup> | (BB, Ba3) | 12/01/33 | 5.625 | 4654634 |
|  | 850 | Amer Sports Co., Rule 144A, Senior Secured Notes (Callable 02/06/26 @ 103.00)<sup>(1)</sup> | (BBB-, Ba1) | 02/16/31 | 6.750 | 886057 |
|  | 5901 | Energizer Holdings, Inc., Rule 144A, Company Guaranteed Notes (Callable 09/15/28 @ 103.00)<sup>(1)</sup> | (B, B2) | 09/15/33 | 6.000 | 5677904 |
|  | 1795 | JH North America Holdings, Inc., Rule 144A, Senior Secured Notes (Callable 07/31/27 @ 102.94)<sup>(1)</sup> | (BBB-, Ba1) | 01/31/31 | 5.875 | 1826743 |
|  | 2153 | JH North America Holdings, Inc., Rule 144A, Senior Secured Notes (Callable 07/31/28 @ 103.06)<sup>(1)</sup> | (BBB-, Ba1) | 07/31/32 | 6.125 | 2195343 |
|  | 2820 | Somnigroup International, Inc., Rule 144A, Company Guaranteed Notes (Callable 10/15/26 @ 101.94)<sup>(1)</sup> | (BB, Ba3) | 10/15/31 | 3.875 | 2633626 |
|  |  |  |  |  |  | 17874307 |
| **Pharmaceuticals** (0.0%) | **Pharmaceuticals** (0.0%) | **Pharmaceuticals** (0.0%) |  |  |  |  |
|  | 350 | Prestige Brands, Inc., Rule 144A, Company Guaranteed Notes (Callable 04/01/26 @ 101.88)<sup>(1)</sup> | (BB, Ba3) | 04/01/31 | 3.750 | 327398 |
| **Property & Casualty Insurance** (0.3%) | **Property & Casualty Insurance** (0.3%) | **Property & Casualty Insurance** (0.3%) |  |  |  |  |
|  | 3255 | Ardonagh Finco Ltd., Rule 144A, Senior Secured Notes (Callable 02/15/27 @ 103.88)<sup>(1)</sup> | (B-, B3) | 02/15/31 | 7.750 | 3371750 |
| **Rail** (0.6%) | **Rail** (0.6%) | **Rail** (0.6%) |  |  |  |  |
|  | 5061 | Genesee & Wyoming, Inc., Rule 144A, Senior Secured Notes (Callable 04/15/27 @ 103.13)<sup>(1)</sup> | (BB, Ba3) | 04/15/32 | 6.250 | 5216014 |
|  | 2124 | Watco Cos. LLC/Watco Finance Corp., Rule 144A, Senior Unsecured Notes (Callable 08/01/27 @ 103.56)<sup>(1)</sup> | (B-, B3) | 08/01/32 | 7.125 | 2225529 |
|  |  |  |  |  |  | 7441543 |
| **Real Estate Investment Trusts** (0.6%) | **Real Estate Investment Trusts** (0.6%) | **Real Estate Investment Trusts** (0.6%) |  |  |  |  |
|  | 2614 | Starwood Property Trust, Inc., Rule 144A, Senior Unsecured Notes (Callable 07/15/30 @ 100.00)<sup>(1)</sup> | (BB-, Ba3) | 01/15/31 | 5.750 | 2650097 |
|  | 1150 | Starwood Property Trust, Inc., Rule 144A, Senior Unsecured Notes (Callable 07/15/26 @ 100.00)<sup>(1)</sup> | (BB-, Ba3) | 01/15/27 | 4.375 | 1143075 |
|  | 1250 | Starwood Property Trust, Inc., Rule 144A, Senior Unsecured Notes (Callable 10/15/29 @ 100.00)<sup>(1)</sup> | (BB-, Ba3) | 04/15/30 | 6.000 | 1286770 |
|  | 1831 | Starwood Property Trust, Inc., Rule 144A, Senior Unsecured Notes (Callable 04/15/30 @ 100.00)<sup>(1)</sup> | (BB-, Ba3) | 10/15/30 | 6.500 | 1907981 |
|  |  |  |  |  |  | 6987923 |
| **Recreation & Travel** (2.2%) | **Recreation & Travel** (2.2%) | **Recreation & Travel** (2.2%) |  |  |  |  |
|  | 3730 | Boyne USA, Inc., Rule 144A, Senior Unsecured Notes (Callable 03/01/26 @ 101.19)<sup>(1)</sup> | (B, B1) | 05/15/29 | 4.750 | 3692606 |
|  | 4385 | Motion Bondco DAC, Rule 144A, Company Guaranteed Notes (Callable 03/01/26 @ 100.00)<sup>(1),(2)</sup> | (CCC-, Caa3) | 11/15/27 | 6.625 | 4164279 |
|  | 582 | SeaWorld Parks & Entertainment, Inc., Rule 144A, Company Guaranteed Notes (Callable 02/09/26 @ 101.31)<sup>(1)</sup> | (B+, B2) | 08/15/29 | 5.250 | 569265 |
|  | 4491 | Six Flags Entertainment Corp., Rule 144A, Company Guaranteed Notes (Callable 05/15/26 @ 103.63)<sup>(1),(2)</sup> | (B+, Caa1) | 05/15/31 | 7.250 | 4434990 |
|  | 291 | Six Flags Entertainment Corp./Canada's Wonderland Co./Magnum Management Corp., Global Company Guaranteed Notes (Callable 02/05/26 @ 100.00) | (B+, Caa1) | 04/15/27 | 5.375 | 291182 |
|  | 461 | Six Flags Entertainment Corp/Canada's Wonderland Co/Millennium Operations LLC Rule 144A, Company Guaranteed Notes (Callable 07/15/28 @ 104.31)<sup>(1)</sup> | (B+, Caa1) | 01/15/32 | 8.625 | 470756 |
|  | 7971 | Speedway Motorsports LLC/Speedway Funding II, Inc., Rule 144A, Senior Unsecured Notes (Callable 03/01/26 @ 100.00)<sup>(1)</sup> | (BB+, B1) | 11/01/27 | 4.875 | 7980673 |
|  | 4441 | Vail Resorts, Inc., Rule 144A, Company Guaranteed Notes (Callable 05/15/27 @ 103.25)<sup>(1)</sup> | (BB-, Ba3) | 05/15/32 | 6.500 | 4618649 |
|  |  |  |  |  |  | 26222400 |

---

**Credit Suisse Strategic Income Fund <br> Schedule of Investments (continued)**<br> January 31, 2026 (unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Par<br> (000)** | **Ratings†<br> (S&P/Moody's)** | **Maturity** | **Rate%** | **Value** |
| **CORPORATE BONDS** (continued) |  |  |  | |
| **Restaurants** (0.3%) |  |  |  | |
| $1000 1011778 BC ULC/New Red Finance, Inc., Rule 144A, Senior Secured Notes (Callable 06/15/26 @ 103.06)<sup>(1)</sup> | (BB+, Ba2) | 06/15/29 | 6.125 | $1025922 |
| 2596 Papa John's International, Inc., Rule 144A, Company Guaranteed Notes (Callable 03/01/26 @ 100.97)<sup>(1)</sup> | (B+, B2) | 09/15/29 | 3.875 | 2491557 |
|  |  |  |  | 3517479 |
| **Software - Services** (4.1%) |  |  |  |  |
| 2246 AmeriTex HoldCo Intermediate LLC, Rule 144A, Senior Secured Notes (Callable 08/15/28 @ 103.81)<sup>(1)</sup> | (B, B2) | 08/15/33 | 7.625 | 2363333 |
| 958 Archrock Services LP/Archrock Partners Finance Corp. Rule 144A, Company Guaranteed Notes (Callable 02/01/29 @ 103.00)<sup>(1)</sup> | (BB-, B1) | 02/01/34 | 6.000 | 958730 |
| 1862 Brightstar Lottery PLC/Brightstar Global Solutions Corp., Rule 144A, Senior Secured Notes (Callable 12/15/28 @ 102.88)<sup>(1)</sup> | (BB+, Ba1) | 01/15/33 | 5.750 | 1851688 |
| 2956 Cloud Software Group, Inc., Rule 144A, Secured Notes (Callable 03/01/26 @ 104.50)<sup>(1)</sup> | (B-, Caa1) | 09/30/29 | 9.000 | 2987235 |
| 1604 Cloud Software Group, Inc., Rule 144A, Senior Secured Notes (Callable 02/09/26 @ 103.25)<sup>(1)</sup> | (B, B1) | 03/31/29 | 6.500 | 1597004 |
| 4793 Cloud Software Group, Inc., Rule 144A, Senior Secured Notes (Callable 08/15/28 @ 103.31)<sup>(1),(2)</sup> | (B, B1) | 08/15/33 | 6.625 | 4599213 |
| 1286 CompoSecure Holdings LLC Rule 144A, Senior Secured Notes (Callable 02/01/29 @ 102.81)<sup>(1)</sup> | (B+, B1) | 02/01/33 | 5.625 | 1282637 |
| 1649 Elastic NV, Rule 144A, Senior Unsecured Notes (Callable 03/01/26 @ 101.03)<sup>(1)</sup> | (BB, Ba3) | 07/15/29 | 4.125 | 1587968 |
| 3605 Insight Enterprises, Inc., Rule 144A, Company Guaranteed Notes (Callable 05/15/27 @ 103.31)<sup>(1)</sup> | (BB+, Ba3) | 05/15/32 | 6.625 | 3693409 |
| 972 Open Text Corp., Rule 144A, Company Guaranteed Notes (Callable 03/01/26 @ 100.00)<sup>(1)</sup> | (BB, Ba3) | 02/15/28 | 3.875 | 941525 |
| 2315 Open Text Corp., Rule 144A, Company Guaranteed Notes (Callable 03/01/26 @ 100.97)<sup>(1)</sup> | (BB, Ba3) | 12/01/29 | 3.875 | 2150007 |
| 1500 Open Text Holdings, Inc., Rule 144A, Company Guaranteed Notes (Callable 03/01/26 @ 101.38)<sup>(1)</sup> | (BB, Ba3) | 02/15/30 | 4.125 | 1394727 |
| 2884 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 | 2593158 |
| 1659 UKG, Inc., Rule 144A, Senior Secured Notes (Callable 02/01/27 @ 103.44)<sup>(1)</sup> | (B-, B2) | 02/01/31 | 6.875 | 1658987 |
| 10573 Virtusa Corp., Rule 144A, Senior Unsecured Notes (Callable 03/01/26 @ 100.00)<sup>(1)</sup> | (B-, Caa1) | 12/15/28 | 7.125 | 10387500 |
| 4502 WEX, Inc., Rule 144A, Company Guaranteed Notes (Callable 03/15/28 @ 103.25)<sup>(1)</sup> | (B, B1) | 03/15/33 | 6.500 | 4597902 |
| 4953 ZoomInfo Technologies LLC/ZoomInfo Finance Corp., Rule 144A, Company Guaranteed Notes (Callable 02/09/26 @ 100.00)<sup>(1)</sup> | (B+, B1) | 02/01/29 | 3.875 | 4524965 |
|  |  |  |  | 49169988 |
| **Specialty Retail** (1.3%) |  |  |  |  |
| 1679 Beach Acquisition Bidco LLC, Rule 144A, Senior Unsecured Notes, 10.000% Cash, 10.750% PIK (Callable 07/15/28 @ 103.00)<sup>(1),(3)</sup> | (B+, Caa1) | 07/15/33 | 10.000 | 1850567 |
| 1884 Eagle Intermediate Global Holding BV/Eagle U.S. Finance LLC, Rule 144A, Senior Secured Notes, 7.500% Cash, 7.500% PIK <sup>(1),(8)</sup> | (NR, Ca) | 03/31/26 | 7.500 | 894762 |
| 52 Eagle Intermediate Global Holding BV/Eagle U.S. Finance LLC, Rule 144A, Senior Secured Notes, 7.500% Cash, 7.500% PIK <sup>(1),(7),(16)</sup> | (NR, Ca) | 03/31/26 | 7.500 | 24542 |
| 64 Eagle Intermediate Global Holding BV/Ruyi U.S. Finance LLC <sup>(7),(16)</sup> | (NR, NR) | 12/31/25 | 0.000 | 6 |
| 3214 Group 1 Automotive, Inc., Rule 144A, Company Guaranteed Notes (Callable 02/09/26 @ 100.67)<sup>(1)</sup> | (BB+, Ba2) | 08/15/28 | 4.000 | 3145572 |
| 2000 Group 1 Automotive, Inc., Rule 144A, Company Guaranteed Notes (Callable 07/15/26 @ 103.19)<sup>(1)</sup> | (BB+, Ba2) | 01/15/30 | 6.375 | 2056560 |
| 3414 LCM Investments Holdings II LLC, Rule 144A, Senior Unsecured Notes (Callable 08/01/26 @ 104.13)<sup>(1)</sup> | (BB-, B2) | 08/01/31 | 8.250 | 3597882 |
| 950 Lithia Motors, Inc., Rule 144A, Company Guaranteed Notes (Callable 03/01/26 @ 102.19)<sup>(1)</sup> | (BB+, Ba2) | 01/15/31 | 4.375 | 915078 |
| 3296 Sonic Automotive, Inc., Rule 144A, Company Guaranteed Notes (Callable 11/15/26 @ 102.44)<sup>(1)</sup> | (BB-, B1) | 11/15/31 | 4.875 | 3179850 |
|  |  |  |  | 15664819 |
| **Steel Producers/Products** (0.5%) |  |  |  |  |
| 1827 Carpenter Technology Corp., Rule 144A, Senior Unsecured Notes (Callable 03/01/29 @ 102.81)<sup>(1)</sup> | (BB+, Ba2) | 03/01/34 | 5.625 | 1856352 |
| 1797 Commercial Metals Co., Rule 144A, Senior Unsecured Notes (Callable 11/15/28 @ 102.88)<sup>(1)</sup> | (BB+, Ba2) | 11/15/33 | 5.750 | 1827772 |

---

**Credit Suisse Strategic Income Fund <br> Schedule of Investments (continued)** <br> January 31, 2026 (unaudited)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Par<br> (000)** | **Par<br> (000)** | **Ratings†<br> (S&P/Moody's)** | **Maturity** | **Rate%** | **Value** |
| **CORPORATE BONDS** (continued) | **CORPORATE BONDS** (continued) |  |  |  | |
| **Steel Producers/Products** (continued) | **Steel Producers/Products** (continued) |  |  |  | |
| $| 1836 TMS International Corp., Rule 144A, Senior Unsecured Notes (Callable 02/09/26 @ 101.56)<sup>(1)</sup> | (B, Caa1) | 04/15/29 | 6.250 | $1796673 |
|  |  |  |  |  | 5480797 |
| **Support - Services** (2.7%) | **Support - Services** (2.7%) |  |  |  |  |
|  | 3173 AECOM, Rule 144A, Company Guaranteed Notes (Callable 08/01/28 @ 103.00)<sup>(1)</sup> | (BB, Ba2) | 08/01/33 | 6.000 | 3251662 |
|  | 739 Allied Universal Holdco LLC, Rule 144A, Senior Secured Notes (Callable 02/15/27 @ 103.94)<sup>(1)</sup> | (B, B3) | 02/15/31 | 7.875 | 778120 |
|  | 944 Allied Universal Holdco LLC/Allied Universal Finance Corp./Atlas Luxco 4 SARL, Rule 144A, Senior Secured Notes (Callable 03/01/26 @ 100.91)<sup>(1),(4)</sup> | (B, B3) | 06/01/28 | 3.625 | 1118628 |
|  | 4673 American Builders & Contractors Supply Co., Inc., Rule 144A, Senior Secured Notes (Callable 03/01/26 @ 100.00)<sup>(1)</sup> | (BBB-, Ba2) | 01/15/28 | 4.000 | 4615671 |
|  | 1113 ASGN, Inc., Rule 144A, Company Guaranteed Notes (Callable 02/09/26 @ 100.00)<sup>(1)</sup> | (BB, Ba3) | 05/15/28 | 4.625 | 1097020 |
|  | 3453 Belron U.K. Finance PLC, Rule 144A, Senior Secured Notes (Callable 10/15/26 @ 102.88)<sup>(1)</sup> | (BB-, Ba3) | 10/15/29 | 5.750 | 3520416 |
|  | 8531 CoreLogic, Inc., Rule 144A, Senior Secured Notes (Callable 03/01/26 @ 101.13)<sup>(1)</sup> | (B-, B2) | 05/01/28 | 4.500 | 8381345 |
|  | 1179 Herc Holdings, Inc., Rule 144A, Company Guaranteed Notes (Callable 06/15/28 @ 103.63)<sup>(1)</sup> | (BB-, Ba3) | 06/15/33 | 7.250 | 1248191 |
|  | 500 QXO Building Products, Inc., Rule 144A, Senior Secured Notes (Callable 04/30/28 @ 103.38)<sup>(1)</sup> | (BB-, Ba3) | 04/30/32 | 6.750 | 515695 |
|  | 673 United Rentals North America, Inc., Rule 144A, Company Guaranteed Notes (Callable 11/15/28 @ 102.69)<sup>(1)</sup> | (BB+, Ba2) | 11/15/33 | 5.375 | 672802 |
|  | 500 WESCO Distribution, Inc., Rule 144A, Company Guaranteed Notes (Callable 03/01/26 @ 101.21)<sup>(1)</sup> | (BB, Ba3) | 06/15/28 | 7.250 | 506255 |
|  | 500 WESCO Distribution, Inc., Rule 144A, Company Guaranteed Notes (Callable 03/15/26 @ 103.19)<sup>(1)</sup> | (BB, Ba3) | 03/15/29 | 6.375 | 515966 |
|  | 583 WESCO Distribution, Inc., Rule 144A, Company Guaranteed Notes (Callable 03/15/27 @ 103.31)<sup>(1)</sup> | (BB, Ba3) | 03/15/32 | 6.625 | 609870 |
|  | 441 WESCO Distribution, Inc., Rule 144A, Company Guaranteed Notes (Callable 03/15/28 @ 103.19)<sup>(1)</sup> | (BB, Ba3) | 03/15/33 | 6.375 | 459420 |
|  | 875 Williams Scotsman, Inc., Rule 144A, Senior Secured Notes (Callable 04/15/27 @ 103.31)<sup>(1)</sup> | (BB-, B2) | 04/15/30 | 6.625 | 907148 |
|  | 3215 Williams Scotsman, Inc., Rule 144A, Senior Secured Notes (Callable 06/15/26 @ 103.31)<sup>(1)</sup> | (BB-, B2) | 06/15/29 | 6.625 | 3324815 |
|  | 2167 ZipRecruiter, Inc., Rule 144A, Senior Unsecured Notes (Callable 02/09/26 @ 101.25)<sup>(1)</sup> | (B, B3) | 01/15/30 | 5.000 | 1505448 |
|  |  |  |  |  | 33028472 |
| **Tech Hardware & Equipment** (0.8%) | **Tech Hardware & Equipment** (0.8%) |  |  |  |  |
|  | 7104 Ahead DB Holdings LLC, Rule 144A, Company Guaranteed Notes (Callable 03/01/26 @ 101.66)<sup>(1)</sup> | (CCC+, Caa1) | 05/01/28 | 6.625 | 7055752 |
|  | 2064 Zebra Technologies Corp., Rule 144A, Company Guaranteed Notes (Callable 06/01/27 @ 103.25)<sup>(1)</sup> | (BB, Ba2) | 06/01/32 | 6.500 | 2127519 |
|  |  |  |  |  | 9183271 |
| **Telecom - Wireless** (0.3%) | **Telecom - Wireless** (0.3%) |  |  |  |  |
|  | 2928 Eolo SpA, Rule 144A, Senior Secured Notes (Callable 03/01/26 @ 101.22)<sup>(1),(4)</sup> | (B-, Caa1) | 10/21/28 | 4.875 | 3216337 |
| **Telecom - Wireline Integrated & Services** (1.2%) | **Telecom - Wireline Integrated & Services** (1.2%) |  |  |  |  |
|  | 4171 Altice Financing SA, Rule 144A, Senior Secured Notes (Callable 03/01/26 @ 100.00)<sup>(1),(2)</sup> | (CCC, Caa2) | 01/15/28 | 5.000 | 3032221 |
|  | 5087 Level 3 Financing, Inc., Rule 144A, Company Guaranteed Notes (Callable 01/15/31 @ 104.25)<sup>(1)</sup> | (B-, Caa1) | 01/15/36 | 8.500 | 5219367 |
|  | 2500 Virgin Media Secured Finance PLC, Rule 144A, Senior Secured Notes (Callable 03/01/26 @ 102.25)<sup>(1)</sup> | (B+, Ba3) | 08/15/30 | 4.500 | 2310619 |
|  | 2500 Vmed O2 U.K. Financing I PLC, Rule 144A, Senior Secured Notes (Callable 03/01/26 @ 102.13)<sup>(1)</sup> | (B+, Ba3) | 01/31/31 | 4.250 | 2262146 |
|  | 1160 Vmed O2 U.K. Financing I PLC, Rule 144A, Senior Secured Notes (Callable 07/15/26 @ 102.38)<sup>(1)</sup> | (B+, Ba3) | 07/15/31 | 4.750 | 1060853 |
|  |  |  |  |  | 13885206 |

---

**Credit Suisse Strategic Income Fund <br> Schedule of Investments (continued)** <br> January 31, 2026 (unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Par<br> (000)** | **Ratings†<br> (S&P/Moody's)** | **Maturity** | **Rate%** | **Value** |
| **CORPORATE BONDS** (continued) |  | |  | |
| **Theaters & Entertainment** (0.1%) |  | |  | |
| $1500 Live Nation Entertainment, Inc., Rule 144A, Senior Secured Notes (Callable 03/01/26 @ 101.63)<sup>(1)</sup> | (BB, Ba1) | 05/15/27 | 6.500 | $1510817 |
| **Transport Infrastructure/Services** (0.2%) |  |  |  |  |
| 250 XPO, Inc., Rule 144A, Company Guaranteed Notes (Callable 06/01/26 @ 103.56)<sup>(1)</sup> | (B+, Ba3) | 06/01/31 | 7.125 | 259764 |
| 1000 XPO, Inc., Rule 144A, Company Guaranteed Notes (Callable 02/01/27 @ 103.56)<sup>(1)</sup> | (B+, Ba3) | 02/01/32 | 7.125 | 1054693 |
| 830 XPO, Inc., Rule 144A, Senior Secured Notes (Callable 02/09/26 @ 103.13)<sup>(1)</sup> | (BBB-, Ba1) | 06/01/28 | 6.250 | 845982 |
|  |  |  |  | 2160439 |
| **TOTAL CORPORATE BONDS** (Cost $555,596,474) |  |  |  | 557473782 |
| **BANK LOANS** (46.5%) |  |  |  |  |
| **Advertising** (0.5%) |  |  |  |  |
| 2127 MH Sub I LLC, 1 mo. USD Term SOFR + 4.250%<sup>(9)</sup> | (B, B1) | 05/03/28 | 7.922 | 1937526 |
| 5471 MH Sub I LLC, 1 mo. USD Term SOFR + 4.250%<sup>(9)</sup> | (B, B1) | 12/31/31 | 7.922 | 4498010 |
|  |  |  |  | 6435536 |
| **Aerospace & Defense** (2.3%) |  |  |  |  |
| 114 Air Comm Corp. LLC<sup>(10)</sup> | (B, B2) | 12/11/31 | 1.000 | 113838 |
| 2328 Air Comm Corp. LLC, 3 mo. USD Term SOFR + 2.750%<sup>(9)</sup> | (B, B2) | 12/11/31 | 6.440 - 6.572 | 2335221 |
| 449 Atlas CC Acquisition Corp., 3 mo. USD Term SOFR + 1.000%<sup>(9)</sup> | (CCC+, Caa2) | 05/25/29 | 4.932 | 100305 |
| 3097 Atlas CC Acquisition Corp., 3 mo. USD Term SOFR + 4.250%<sup>(9)</sup> | (CCC+, Caa2) | 05/25/29 | 8.182 | 691152 |
| 2655 Bleriot U.S. Bidco, Inc., 3 mo. USD Term SOFR + 2.500%<sup>(9)</sup> | (B, B2) | 10/31/30 | 6.172 | 2658806 |
| 3157 Brown Group Holding LLC, 1 mo. USD Term SOFR + 2.500%, 3 mo. USD Term SOFR + 2.500%<sup>(9)</sup> | (B+, B2) | 07/01/31 | 6.172 - 6.322 | 3161473 |
| 4525 Brown Group Holding LLC, 1 mo. USD Term SOFR + 2.500%<sup>(9)</sup> | (B+, B2) | 07/01/31 | 6.172 | 4537493 |
| 1270 HDI Aerospace Intermediate Holding III Corp., 3 mo. USD Term SOFR + 3.750%<sup>(9)</sup> | (B, B2) | 02/11/32 | 7.400 | 1278605 |
| 2180 KKR Apple Bidco LLC, 1 mo. USD Term SOFR + 2.500%<sup>(9)</sup> | (B, B2) | 09/23/31 | 6.172 | 2184110 |
| 579 Peraton Corp., 3 mo. USD Term SOFR + 7.750%<sup>(9)</sup> | (NR, NR) | 02/01/29 | 11.672 | 444522 |
| 6143 Peraton Corp., 3 mo. USD Term SOFR + 3.750%<sup>(9)</sup> | (B-, Caa1) | 02/01/28 | 7.517 | 5685720 |
| 44 TransDigm, Inc., 1 mo. USD Term SOFR + 2.250%<sup>(9)</sup> | (BB-, Ba3) | 03/22/30 | 5.922 | 44029 |
| 3750 TransDigm, Inc., 1 mo. USD Term SOFR + 2.500%<sup>(9)</sup> | (BB-, Ba3) | 08/19/32 | 6.172 | 3751007 |
|  |  |  |  | 26986281 |
| **Air Transportation** (0.1%) |  |  |  |  |
| 1237 American Airlines, Inc.<sup>(9),(11)</sup> | (BB-, Ba2) | 01/29/27 | 0.000 | 1236731 |
| **Auto Parts & Equipment** (1.3%) |  |  |  |  |
| 3786 Autokiniton U.S. Holdings, Inc., 1 mo. USD Term SOFR + 4.000%<sup>(9)</sup> | (B, B2) | 04/06/28 | 7.786 | 3780904 |
| 6188 Clarios Global LP, 1 mo. USD Term SOFR + 2.500%<sup>(9)</sup> | (BB-, B2) | 05/06/30 | 6.172 | 6193340 |
| 203 Jason Group, Inc., 1 mo. USD Term SOFR + 6.000%<sup>(8),(9),(16)</sup> | (NR, NR) | 11/30/26 | 9.786 | 183704 |
| 215 Les Schwab Tire Centers, 1 mo. USD Term SOFR + 2.500%<sup>(9)</sup> | (B, B2) | 04/23/31 | 6.171 - 6.322 | 215252 |
| 4689 RVR Dealership Holdings LLC, 1 mo. USD Term SOFR + 3.750%<sup>(9)</sup> | (B, Caa1) | 02/08/28 | 7.522 | 4657271 |
|  |  |  |  | 15030471 |
| **Banking** (0.3%) |  |  |  |  |
| 1133 Citco Funding LLC, 1 mo. USD Term SOFR + 2.750%<sup>(9)</sup> | (BB, Ba2) | 04/27/28 | 6.424 | 1134729 |
| 2633 HarbourVest Partners LLC, 3 mo. USD Term SOFR + 2.000%<sup>(9),(16)</sup> | (NR, NR) | 04/19/30 | 5.650 | 2642673 |
|  |  |  |  | 3777402 |
| **Beverages** (0.3%) |  |  |  |  |
| 1230 Aramark Services, Inc., 1 mo. USD Term SOFR + 1.750%<sup>(9)</sup> | (BBB-, Ba1) | 06/22/30 | 5.422 | 1234369 |
| 1075 Aspire Bakeries Holdings LLC, 1 mo. USD Term SOFR + 3.000%<sup>(9)</sup> | (B, B2) | 12/23/30 | 6.672 | 1082145 |
| 1146 Newly Weds Foods, Inc., 1 mo. USD Term SOFR + 2.250%<sup>(9)</sup> | (B+, B1) | 03/15/32 | 5.921 | 1148974 |
|  |  |  |  | 3465488 |
| **Brokerage** (0.2%) |  |  |  |  |
| 2201 DRW Holdings LLC, 1 mo. USD Term SOFR + 3.500%<sup>(9)</sup> | (BB-, Ba3) | 06/26/31 | 7.172 | 2175290 |
| 223 RE/MAX International, Inc., 1 mo. USD Term SOFR + 2.500%<sup>(9),(16)</sup> | (BB-, B2) | 07/21/28 | 6.286 | 220684 |
|  |  |  |  | 2395974 |

---

**Credit Suisse Strategic Income Fund <br> Schedule of Investments (continued)** <br> January 31, 2026 (unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Par<br> (000)** | **Ratings†<br> (S&P/Moody's)** | **Maturity** | **Rate%** | **Value** |
| **BANK LOANS** (continued) |  |  |  | |
| **Building & Construction** (0.8%) |  |  |  | |
| $1292 MV Holding GmbH, 1 mo. USD Term SOFR + 2.000%<sup>(9)</sup> | (BB-, Ba3) | 03/17/32 | 5.672 | $1293996 |
| 887 Quikrete Holdings, Inc., 1 mo. USD Term SOFR + 2.250%<sup>(9)</sup> | (BB, Ba3) | 03/19/29 | 5.922 | 889350 |
| 2465 Quikrete Holdings, Inc., 1 mo. USD Term SOFR + 2.250%<sup>(9)</sup> | (BB, Ba3) | 02/10/32 | 5.922 | 2467338 |
| 786 Quikrete Holdings, Inc., 1 mo. USD Term SOFR + 2.250%<sup>(9)</sup> | (BB, Ba3) | 04/14/31 | 5.922 | 787690 |
| 3529 Tecta America Corp., 1 mo. USD Term SOFR + 2.750%<sup>(9)</sup> | (B, B2) | 02/18/32 | 6.422 | 3541657 |
|  |  |  |  | 8980031 |
| **Building Materials** (0.8%) |  |  |  |  |
| 2189 ARAMSCO, Inc., 3 mo. USD Term SOFR + 4.750%<sup>(9)</sup> | (CCC+, Caa1) | 10/10/30 | 8.422 | 1524703 |
| 1137 Arcosa, Inc., 1 mo. USD Term SOFR + 2.000%<sup>(9)</sup> | (BBB-, Ba1) | 10/01/31 | 5.672 | 1141905 |
| 1180 Cornerstone Building Brands, Inc., 1 mo. USD Term SOFR + 3.250%<sup>(9)</sup> | (B-, Caa1) | 04/12/28 | 7.030 | 917190 |
| 173 Cornerstone Building Brands, Inc., 1 mo. USD Term SOFR + 5.625%<sup>(9)</sup> | (B-, Caa1) | 08/01/28 | 9.305 | 134148 |
| 27 Kodiak Building Partners, Inc., 1 mo. USD Term SOFR + 3.750%<sup>(9)</sup> | (B+, B3) | 12/04/31 | 7.422 | 26108 |
| 6371 White Cap Buyer LLC, 1 mo. USD Term SOFR + 3.250%<sup>(9)</sup> | (B, B2) | 10/19/29 | 6.922 | 6367504 |
|  |  |  |  | 10111558 |
| **Cable & Satellite TV** (0.2%) |  |  |  |  |
| 2506 Ziggo Financing Partnership, 6 mo. USD Term SOFR + 3.250%<sup>(9)</sup> | (B+, B1) | 01/15/33 | 7.027 | 2480181 |
| **Chemicals** (2.4%) |  |  |  |  |
| 1483 AAP Buyer, Inc., 3 mo. USD Term SOFR + 2.750%<sup>(9),(16)</sup> | (B+, B1) | 09/09/31 | 6.417 | 1488756 |
| 430 CPC Acquisition Corp., 3 mo. USD Term SOFR + 7.750%<sup>(8),(9),(16)</sup> | (CC, Ca) | 12/29/28 | 11.684 | 126810 |
| 1919 Fortis 333, Inc., 3 mo. USD Term SOFR + 3.500%<sup>(9)</sup> | (B, B2) | 03/29/32 | 7.172 | 1903281 |
| 430 Hexion Holdings Corp., 1 mo. USD Term SOFR + 7.438%<sup>(9)</sup> | (CCC+, Caa2) | 03/15/30 | 11.209 | 414688 |
| 3275 Hexion Holdings Corp., 1 mo. USD Term SOFR + 4.000%<sup>(9)</sup> | (B-, B3) | 03/15/29 | 7.671 | 3214652 |
| 2991 Illuminate Buyer LLC, 1 mo. USD Term SOFR + 2.500%<sup>(9)</sup> | (B+, B2) | 12/31/29 | 6.172 | 2999049 |
| 758 INEOS Quattro Holdings U.K. Ltd., 1 mo. USD Term SOFR + 4.250%<sup>(9)</sup> | (BB-, B3) | 10/07/31 | 7.922 | 495970 |
| 1333 INEOS U.S. Finance LLC<sup>(9),(11)</sup> | (BB-, B2) | 11/08/28 | 0.000 | 1100353 |
| 1345 INEOS U.S. Finance LLC, 1 mo. USD Term SOFR + 3.250%<sup>(9),(16)</sup> | (BB-, B2) | 02/18/30 | 6.922 | 974899 |
| 3464 INEOS U.S. Finance LLC, 1 mo. USD Term SOFR + 3.000%<sup>(9)</sup> | (BB-, B2) | 02/07/31 | 6.672 | 2439156 |
| 504 Lonza Group AG, 3 mo. USD Term SOFR + 3.925%<sup>(9)</sup> | (B-, B2) | 07/03/28 | 7.697 | 429286 |
| 305 Minerals Technologies, Inc., 1 mo. USD Term SOFR + 2.000%<sup>(9),(16)</sup> | (BB+, Ba1) | 11/26/31 | 5.672 | 306267 |
| 801 New Arclin U.S. Holding Corp., 1 mo. USD Term SOFR + 7.000%<sup>(8),(9)</sup> | (CCC+, Caa1) | 09/30/29 | 10.772 | 799507 |
| 630 New Arclin U.S. Holding Corp., 1 mo. USD Term SOFR + 3.500%<sup>(9),(11)</sup> | (B, B2) | 09/30/28 | 0.000 | 629398 |
| 552 Olympus Water U.S. Holding Corp., 3 mo. USD Term SOFR + 3.250%<sup>(9)</sup> | (B-, B3) | 11/03/32 | 6.922 | 544757 |
| 1388 PMHC II, Inc., 3 mo. USD Term SOFR + 6.250%<sup>(9),(16)</sup> | (CCC+, Caa1) | 04/21/29 | 9.900 | 694171 |
| 7040 PMHC II, Inc., 3 mo. USD Term SOFR + 4.250%<sup>(9)</sup> | (CCC+, Caa1) | 04/23/29 | 8.050 | 2939215 |
| 655 Polar U.S. Borrower LLC, 3 mo. USD Term SOFR + 1.000%<sup>(9)</sup> | (B-, Caa1) | 12/23/30 | 4.652 - 4.685 | 761797 |
| 1088 Potters Industries LLC, 1 mo. USD Term SOFR + 2.500%<sup>(9)</sup> | (B, B2) | 12/23/32 | 6.172 | 1088413 |
| 2932 RelaDyne, Inc., 1 mo. USD Term SOFR + 3.500%<sup>(9)</sup> | (B, B3) | 12/23/30 | 7.172 | 2913097 |
| 127 SK Neptune Husky Finance SARL<sup>(5),(6),(8)</sup> | (NR, WR) | 04/30/26 | 0.000 | 18088 |
| 1306 SK Neptune Husky Group SARL<sup>(5),(6),(8)</sup> | (NR, WR) | 01/03/29 | 0.000 | 32638 |
| 2597 Tronox Finance LLC, 3 mo. USD Term SOFR + 2.250%<sup>(9)</sup> | (B, B1) | 04/04/29 | 5.922 | 2240728 |
|  |  |  |  | 28554976 |
| **Diversified Capital Goods** (0.2%) |  |  |  |  |
| 296 DexKo Global, Inc., 3 mo. USD Term SOFR + 3.750%<sup>(9)</sup> | (B-, B2) | 10/04/28 | 7.679 | 295080 |
| 1371 Kohler Energy Co. LLC, 3 mo. USD Term SOFR + 3.750%<sup>(9)</sup> | (B, B1) | 05/01/31 | 7.422 | 1373572 |
| 864 Topgolf Callaway Brands Corp., 1 mo. USD Term SOFR + 2.750%<sup>(9)</sup> | (BB, Ba3) | 03/18/30 | 6.422 | 867292 |
|  |  |  |  | 2535944 |
| **Electronics** (1.1%) |  |  |  |  |
| 786 Altar Bidco, Inc., 1 yr. USD Term SOFR + 5.600%<sup>(9)</sup> | (CCC+, Caa1) | 02/01/30 | 9.108 | 746849 |
| 3274 Altar Bidco, Inc., 3 mo. USD Term SOFR + 3.100%<sup>(9)</sup> | (B, B1) | 02/01/29 | 6.608 | 3240030 |
| 936 Coherent Corp., 1 mo. USD Term SOFR + 1.750%<sup>(9)</sup> | (BB, Ba1) | 07/02/29 | 5.422 | 940663 |
| 1916 Idemia Group, 3 mo. USD Term SOFR + 4.250%<sup>(9)</sup> | (B, B2) | 09/30/28 | 7.922 | 1897891 |
| 500 Infinite Bidco LLC, 3 mo. USD Term SOFR + 7.000%<sup>(9)</sup> | (CCC, Caa2) | 03/02/29 | 10.929 | 480158 |
| 52 Ingram Micro, Inc., 1 mo. USD Term SOFR + 2.250%<sup>(9)</sup> | (BB, Ba3) | 09/22/31 | 5.923 | 52095 |
| 6510 SolarWinds Holdings, Inc., 3 mo. USD Term SOFR + 4.000%<sup>(9),(16)</sup> | (B, B2) | 04/16/32 | 7.701 | 6053890 |
|  |  |  |  | 13411576 |

---

**Credit Suisse Strategic Income Fund <br> Schedule of Investments (continued)** <br> January 31, 2026 (unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Par<br> (000)** | **Ratings†<br> (S&P/Moody's)** | **Maturity** | **Rate%** | **Value** |
| **BANK LOANS** (continued) |  |  |  | |
| **Energy - Exploration & Production** (0.8%) |  |  |  | |
| $1126 AL GCX Fund VIII Holdings LLC, 1 mo. USD Term SOFR + 2.000%<sup>(9)</sup> | (BB, Ba3) | 01/30/32 | 5.675 | $1128579 |
| 938 BIP PipeCo Holdings LLC, 3 mo. USD Term SOFR + 2.250%<sup>(9)</sup> | (B+, Ba3) | 12/06/30 | 5.896 | 941417 |
| 6246 Colossus Acquireco LLC, 3 mo. USD Term SOFR + 1.750%<sup>(9)</sup> | (BB+, Ba1) | 07/30/32 | 5.410 | 6231488 |
| 1028 EMG Utica LLC, 3 mo. USD Term SOFR + 4.000%<sup>(9),(16)</sup> | (B+, B3) | 04/01/30 | 7.672 | 1035472 |
| 969 PES Holdings LLC, 3.000% PIK<sup>(5),(6),(8)</sup> | (NR, WR) | 12/31/26 | 0.000 | 8478 |
|  |  |  |  | 9345434 |
| **Environmental** (0.7%) |  |  |  |  |
| 3213 GFL Environmental, Inc., 3 mo. USD Term SOFR + 2.500%<sup>(9)</sup> | (B, B2) | 03/03/32 | 6.273 | 3218745 |
| 1885 LRS Holdings LLC, 1 mo. USD Term SOFR + 4.250%<sup>(9)</sup> | (B-, Caa1) | 08/31/28 | 8.036 | 1866419 |
| 1731 Reworld Holding Corp., 1 mo. USD Term SOFR + 2.250%<sup>(9)</sup> | (BB, Ba3) | 11/30/28 | 5.921 | 1734178 |
| 764 The Action Environmental Group, Inc., 3 mo. USD Term SOFR + 3.000%<sup>(9)</sup> | (B, B2) | 10/24/30 | 6.672 | 764656 |
| 475 Vestis Corp., 3 mo. USD Term SOFR + 2.250%<sup>(9)</sup> | (B+, B2) | 02/22/31 | 6.072 | 445577 |
| 172 WIN Waste Innovations Holdings, Inc., 1 mo. USD Term SOFR + 2.750%<sup>(9)</sup> | (B-, B3) | 03/24/28 | 6.536 | 172692 |
|  |  |  |  | 8202267 |
| **Food - Wholesale** (0.8%) |  |  |  |  |
| 3040 AI Aqua Merger Sub, Inc., 3 mo. USD Term SOFR + 3.000%<sup>(9)</sup> | (B, B3) | 07/31/28 | 6.652 - 6.854 | 3044168 |
| 3056 Froneri Lux Finco SARL, 6 mo. USD Term SOFR + 2.250%<sup>(9)</sup> | (BB-, B1) | 09/30/32 | 5.877 - 5.885 | 3055976 |
| 1302 Golden State Food LLC, 3 mo. USD Term SOFR + 3.500%<sup>(9)</sup> | (NR, NR) | 12/04/31 | 7.171 | 1307478 |
| 1946 Nomad Foods Europe Midco Ltd., 6 mo. USD Term SOFR + 2.500%<sup>(9)</sup> | (BB-, B1) | 10/28/32 | 6.276 | 1949917 |
| 260 WOOF Holdings, Inc., 3 mo. USD Term SOFR + 3.750%<sup>(9)</sup> | (CCC-, Ca) | 12/31/29 | 7.684 | 26375 |
|  |  |  |  | 9383914 |
| **Gaming** (0.5%) |  |  |  |  |
| 4494 Caesars Entertainment, Inc., 1 mo. USD Term SOFR + 2.250%<sup>(9)</sup> | (BB-, Ba3) | 02/06/30 | 5.922 | 4475919 |
| 1689 Voyager Parent LLC, 3 mo. USD Term SOFR + 4.250%<sup>(9)</sup> | (B, B1) | 07/01/32 | 7.911 | 1689214 |
|  |  |  |  | 6165133 |
| **Gas Distribution** (0.6%) |  |  |  |  |
| 1233 AL NGPL Holdings LLC, 3 mo. USD Term SOFR + 2.250%<sup>(9)</sup> | (B+, Ba3) | 12/09/30 | 5.896 | 1236128 |
| 4356 BCP Renaissance Parent LLC, 3 mo. USD Term SOFR + 2.500%<sup>(9)</sup> | (B+, B2) | 10/31/28 | 6.172 | 4347651 |
| 1861 Traverse Midstream Partners LLC, 3 mo. USD Term SOFR + 2.500%<sup>(9)</sup> | (B+, B2) | 02/16/28 | 6.167 | 1866258 |
|  |  |  |  | 7450037 |
| **Health Facilities** (0.5%) |  |  |  |  |
| 612 Carestream Health, Inc., 3 mo. USD Term SOFR + 7.500%<sup>(8),(9)</sup> | (CCC, Caa2) | 09/30/27 | 11.272 | 312784 |
| 2854 QuidelOrtho Corp., 1 mo. USD Term SOFR + 4.000%<sup>(9)</sup> | (B+, B1) | 08/20/32 | 7.672 | 2843962 |
| 887 Sharp Services LLC<sup>(9),(11)</sup> | (B-, B3) | 09/29/32 | 0.000 | 890759 |
| 747 Sonrava Health Holdings LLC, PRIME + 7.500%<sup>(5),(6),(9)</sup> | (NR, B3) | 05/18/28 | 0.000 | 519029 |
| 3126 Sonrava Health Holdings LLC, 5.500% PIK<sup>(3),(5),(6),(8)</sup> | (NR, Caa3) | 08/18/28 | 0.000 | 193444 |
| 140 Sonrava Health Holdings LLC, 1 mo. USD Term SOFR + 10.000%<sup>(9),(16)</sup> | (NR, NR) | 06/03/26 | 13.716 | 136245 |
| 907 Zest Acquisition Corp., 3 mo. USD Term SOFR + 5.250%<sup>(9),(16)</sup> | (B, B3) | 02/08/28 | 8.921 | 886188 |
|  |  |  |  | 5782411 |
| **Health Services** (1.5%) |  |  |  |  |
| 6202 ADMI Corp., 1 mo. USD Term SOFR + 3.375%<sup>(9)</sup> | (B-, B3) | 12/23/27 | 7.161 | 5936429 |
| 244 ADMI Corp., 1 mo. USD Term SOFR + 5.750%<sup>(9)</sup> | (B-, B3) | 12/23/27 | 9.422 | 238246 |
| 6832 Athenahealth Group, Inc., 1 mo. USD Term SOFR + 2.750%<sup>(9)</sup> | (B-, B2) | 02/15/29 | 6.422 | 6755697 |
| 2043 Concentra Health Services, Inc., 1 mo. USD Term SOFR + 2.000%<sup>(9)</sup> | (BB, Ba2) | 07/26/31 | 5.672 | 2050462 |
| 359 MedAssets Software Intermediate Holdings, Inc., 1 mo. USD Term SOFR + 4.000%<sup>(9)</sup> | (CCC, Ca) | 12/15/28 | 7.787 | 212223 |
| 518 PointClickCare Technologies, Inc., 3 mo. USD Term SOFR + 2.750%<sup>(9)</sup> | (B, B3) | 11/03/31 | 6.422 | 516354 |
| 561 Southern Veterinary Partners LLC, 1 mo. USD Term SOFR + 2.500%<sup>(9)</sup> | (B, B2) | 12/04/31 | 6.173 | 561061 |
| 1199 Therapy Brands Holdings LLC, 1 mo. USD Term SOFR + 4.000%<sup>(8),(9)</sup> | (CCC+, B3) | 05/18/28 | 7.786 | 1112454 |
| 1438 TTF Holdings LLC, 6 mo. USD Term SOFR + 3.750%<sup>(9),(16)</sup> | (B, B3) | 07/18/31 | 7.794 | 1092964 |
|  |  |  |  | 18475890 |

---

**Credit Suisse Strategic Income Fund <br> Schedule of Investments (continued)** <br> January 31, 2026 (unaudited)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Par<br> (000)** |  | **Ratings†<br> (S&P/Moody's)** | **Maturity** | **Rate%** | **Value** |
| **BANK LOANS** (continued) | **BANK LOANS** (continued) |  |  |  | |
| **Hotels** (0.4%) | **Hotels** (0.4%) |  |  |  | |
| $1511 | Alterra Mountain Co., 1 mo. USD Term SOFR + 2.500%<sup>(9)</sup> | (B+, B1) | 08/17/28 | 6.172 | $1516309 |
| 2674 | Alterra Mountain Co., 1 mo. USD Term SOFR + 2.500%<sup>(9),(16)</sup> | (B+, B1) | 05/31/30 | 6.172 | 2683699 |
|  |  |  |  |  | 4200008 |
| **Insurance Brokerage** (2.4%) | **Insurance Brokerage** (2.4%) |  |  |  |  |
| 2671 | Alera Group, Inc., 1 mo. USD Term SOFR + 2.750%<sup>(9)</sup> | (B, B2) | 05/30/32 | 6.422 | 2667089 |
| 2619 | AmWINS Group, Inc., 1 mo. USD Term SOFR + 2.000%<sup>(9)</sup> | (B+, B1) | 01/30/32 | 5.672 | 2616829 |
| 4932 | Ardonagh Midco 3 PLC, 3 mo. USD Term SOFR + 2.750%, 6 mo. USD Term SOFR + 2.750%<sup>(9)</sup> | (B-, B3) | 02/15/31 | 6.370 - 6.422 | 4925867 |
| 787 | Goosehead Insurance Holdings LLC, 1 mo. USD Term SOFR + 3.000%<sup>(9)</sup> | (B+, B2) | 01/08/32 | 6.680 | 790867 |
| 2818 | Howden Group Holdings Ltd., 1 mo. USD Term SOFR + 2.750%<sup>(9)</sup> | (B, B2) | 02/15/31 | 6.422 | 2817614 |
| 5772 | HUB International Ltd., 3 mo. USD Term SOFR + 2.250%<sup>(9)</sup> | (B+, B1) | 06/20/30 | 5.920 | 5779817 |
| 400 | Jones Deslauriers Insurance Management, Inc.<sup>(9),(11)</sup> | (NR, NR) | 12/10/32 | 0.000 | 400674 |
| 4196 | OneDigital Borrower LLC, 1 mo. USD Term SOFR + 3.000%<sup>(9)</sup> | (B, B2) | 07/02/31 | 6.672 | 4192786 |
| 1000 | OneDigital Borrower LLC, 1 mo. USD Term SOFR + 5.250%<sup>(9)</sup> | (CCC+, Caa2) | 07/02/31 | 8.922 | 1008750 |
| 2371 | Summit Acquisition, Inc., 1 mo. USD Term SOFR + 3.500%<sup>(9)</sup> | (B-, B3) | 10/16/31 | 7.172 | 2383139 |
| 1629 | Trucordia Insurance Holdings LLC, 1 mo. USD Term SOFR + 3.250%<sup>(9)</sup> | (B, B2) | 06/17/32 | 6.922 | 1621547 |
|  |  |  |  |  | 29204979 |
| **Investments & Misc. Financial Services** (2.2%) | **Investments & Misc. Financial Services** (2.2%) |  |  |  |  |
| 466 | AllSpring Buyer LLC, 3 mo. USD Term SOFR + 3.000%<sup>(9)</sup> | (BB-, Ba3) | 11/01/30 | 6.688 | 466863 |
| 193 | Altisource Solutions SARL, 3 mo. USD Term SOFR + 6.500%<sup>(9),(16)</sup> | (CCC-, Caa2) | 04/30/30 | 10.272 | 200278 |
| 88 | Altisource Solutions SARL<sup>(7),(8),(16)</sup> | (NR, NR) | 04/30/30 | 0.000 | 0 |
| 89 | Altisource Solutions SARL, 3 mo. USD Term SOFR + 6.500%<sup>(8),(9),(16)</sup> | (B, B3) | 02/19/29 | 10.272 | 89879 |
| 3119 | Ankura Consulting Group LLC, 3 mo. USD Term SOFR + 3.500%<sup>(9)</sup> | (B-, B3) | 12/29/31 | 7.171 | 3046072 |
| 133 | Chrysaor Bidco SARL, 3 mo. USD Term SOFR + 3.250%<sup>(9)</sup> | (B, B3) | 10/30/31 | 6.900 | 133969 |
| 2076 | CPI Holdco B LLC, 1 mo. USD Term SOFR + 2.000%<sup>(9)</sup> | (NR, Ba3) | 05/19/31 | 5.716 | 2069040 |
| 4219 | Focus Financial Partners LLC, 1 mo. USD Term SOFR + 2.500%<sup>(9)</sup> | (B, B2) | 09/15/31 | 6.172 | 4200249 |
| 2953 | Galaxy U.S. Opco, Inc., 3 mo. USD Term SOFR + 2.000%, 3.750% PIK<sup>(3),(9)</sup> | (CCC+, Caa2) | 07/31/30 | 3.750 | 2819771 |
| 483 | Guggenheim Partners LLC, 3 mo. USD Term SOFR + 2.500%<sup>(9)</sup> | (BB, Ba2) | 11/26/31 | 6.172 | 483846 |
| 1685 | HighTower Holdings LLC, 3 mo. USD Term SOFR + 2.750%<sup>(9)</sup> | (B-, B2) | 02/03/32 | 6.651 | 1682793 |
| 1664 | Hudson River Trading LLC, 1 mo. USD Term SOFR + 2.500%<sup>(9)</sup> | (BB, Ba2) | 03/18/30 | 6.173 | 1659585 |
| 1284 | Kestra Advisor Services Holdings A, Inc., 1 mo. USD Term SOFR + 3.000%<sup>(9)</sup> | (B-, B3) | 03/22/31 | 6.672 | 1281860 |
| 39 | Secretariat Advisors LLC<sup>(10)</sup> | (B-, B3) | 02/28/32 | 0.000 | 38919 |
| 320 | Secretariat Advisors LLC, 3 mo. USD Term SOFR + 4.000%<sup>(9)</sup> | (B-, B3) | 02/28/32 | 7.672 | 320607 |
| 7302 | Sedgwick Claims Management Services, Inc., 1 mo. USD Term SOFR + 2.500%<sup>(9)</sup> | (B+, B2) | 07/31/31 | 6.172 | 7284045 |
| 1125 | VFH Parent LLC, 1 mo. USD Term SOFR + 2.500%<sup>(9)</sup> | (B+, B1) | 06/21/31 | 6.172 | 1124987 |
|  |  |  |  |  | 26902763 |
| **Machinery** (1.1%) | **Machinery** (1.1%) |  |  |  |  |
| 673 | C&D Technologies, Inc., 1 mo. USD Term SOFR + 5.750%<sup>(9)</sup> | (B-, B2) | 12/20/26 | 9.536 | 658875 |
| 592 | Chart Industries, Inc., 3 mo. USD Term SOFR + 2.500%<sup>(9)</sup> | (BB-, Ba2) | 03/15/30 | 6.161 | 594120 |
| 1395 | CPM Holdings, Inc., 1 mo. USD Term SOFR + 4.500%<sup>(9)</sup> | (B-, B3) | 09/28/28 | 8.200 | 1378043 |
| 548 | Cube Industrials Buyer, Inc., 3 mo. USD Term SOFR + 3.000%<sup>(9)</sup> | (B, B3) | 10/17/31 | 6.667 | 550327 |
| 679 | Generac Power Systems, Inc., 1 mo. USD Term SOFR + 1.750%<sup>(9)</sup> | (BB+, Ba1) | 07/03/31 | 5.450 | 684583 |
| 1406 | LSF12 Badger Bidco LLC, 1 mo. USD Term SOFR + 5.500%<sup>(9),(16)</sup> | (B-, B3) | 08/30/30 | 9.172 | 1410938 |
| 409 | LTI Holdings, Inc., 1 mo. USD Term SOFR + 3.750%<sup>(9)</sup> | (B-, B3) | 07/29/29 | 7.422 | 409959 |
| 1820 | Madison IAQ LLC, 6 mo. USD Term SOFR + 2.750%<sup>(9)</sup> | (B, B1) | 11/08/32 | 6.378 | 1826028 |
| 731 | Madison IAQ LLC, 6 mo. USD Term SOFR + 2.500%<sup>(9)</sup> | (B, B1) | 06/21/28 | 6.128 | 732477 |
| 557 | Madison Safety & Flow LLC, 1 mo. USD Term SOFR + 2.500%<sup>(9)</sup> | (B, B2) | 09/26/31 | 6.174 | 558715 |
| 285 | Mirion Technologies, Inc., 3 mo. USD Term SOFR + 2.000%<sup>(9),(16)</sup> | (BB, Ba2) | 06/04/32 | 5.672 | 285660 |
| 3378 | Pro Mach Group, Inc.<sup>(9),(11)</sup> | (B, B2) | 10/15/32 | 0.000 | 3384307 |
| 830 | Tiger Acquisition LLC, 1 mo. USD Term SOFR + 2.500%<sup>(9)</sup> | (B, B2) | 08/23/32 | 6.173 | 829363 |
|  |  |  |  |  | 13303395 |
| **Media - Diversified** (0.6%) | **Media - Diversified** (0.6%) |  |  |  |  |
| 5297 | Cast & Crew Payroll LLC, 3 mo. USD Term SOFR + 3.750%<sup>(9)</sup> | (CCC+, Caa1) | 12/29/28 | 7.417 | 3330542 |
| 528 | Oceankey U.S. II Corp., 1 mo. USD Term SOFR + 3.500%<sup>(9)</sup> | (B-, B2) | 12/15/28 | 7.272 | 508028 |
| 396 | Technicolor Creative Studios, 0.500% PIK<sup>(3),(4),(5),(6),(7),(9),(16)</sup> | (NR, NR) | 08/06/33 | 0.500 | 0 |
| 3104 | X Corp. | (NR, NR) | 10/26/29 | 9.500 | 3218050 |
|  |  |  |  |  | 7056620 |

---

**Credit Suisse Strategic Income Fund <br> Schedule of Investments (continued)** <br> January 31, 2026 (unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Par**<br>**(000)** | **Ratings†**<br>**(S&P/Moody's)** | <br>**Maturity** | <br>**Rate%** |<br>**Value** |
| **BANK LOANS** (continued) | **BANK LOANS** (continued) |  |  |  |
| **Medical Products** (0.4%) |  |  |  |  |
| $2896 Covetrus, Inc., 3 mo. USD Term SOFR + 5.000%<sup>(9)</sup> | (CCC+, B2) | 10/13/29 | 8.672 | $2793426 |
| 1858 Medline Borrower LP, 1 mo. USD Term SOFR + 1.750%<sup>(9)</sup> | (BBB-, Ba1) | 10/23/28 | 5.422 | 1864129 |
|  |  |  |  | 4657555 |
| **Oil Field Equipment & Services** (0.2%) |  |  |  |  |
| 2221 Rockpoint Gas Storage Partners LP, 3 mo. USD Term SOFR + 2.500%<sup>(9)</sup> | (BB, B1) | 09/18/31 | 6.172 | 2229022 |
| **Packaging** (1.3%) |  |  |  |  |
| 2228 Berlin Packaging LLC, 3 mo. USD Term SOFR + 3.250%<sup>(9)</sup> | (B-, B2) | 06/07/31 | 6.911 - 6.922 | 2227949 |
| 1607 Clydesdale Acquisition Holdings, Inc., 1 mo. USD Term SOFR + 3.250%, 3 mo. USD Term SOFR + 3.250%<sup>(9)</sup> | (B+, B2) | 04/01/32 | 6.922 - 6.961 | 1601267 |
| 810 Mauser Packaging Solutions Holding Co., 1 mo. USD Term SOFR + 3.500%<sup>(9)</sup> | (B, B2) | 04/15/30 | 7.232 | 792745 |
| 1259 Plastipak Packaging, Inc., 1 mo. USD Term SOFR + 2.500%<sup>(9)</sup> | (B+, Ba3) | 09/24/32 | 6.172 | 1258356 |
| 6095 Proampac PG Borrower LLC, 3 mo. USD Term SOFR + 4.000%<sup>(9)</sup> | (B-, B3) | 09/15/28 | 7.672 - 7.878 | 6108954 |
| 1605 Technimark Holdings LLC, 1 mo. USD Term SOFR + 3.250%<sup>(9)</sup> | (B-, B3) | 04/14/31 | 6.923 | 1600175 |
| 2166 TricorBraun Holdings, Inc., 1 mo. USD Term SOFR + 3.250%<sup>(9),(11)</sup> | (B-, B3) | 03/03/31 | 0.000 | 2056245 |
|  |  |  |  | 15645691 |
| **Personal & Household Products** (1.2%) |  |  |  |  |
| 12362 ABG Intermediate Holdings 2 LLC, 1 mo. USD Term SOFR + 2.250%<sup>(9)</sup> | (B+, B1) | 12/21/28 | 5.922 | 12370413 |
| 1163 Serta Simmons Bedding LLC, 3 mo. USD Term SOFR + 7.500%<sup>(9)</sup> | (NR, NR) | 06/29/28 | 11.286 | 1099965 |
| 13 Serta Simmons Bedding LLC, 3 mo. USD Term SOFR + 7.500%<sup>(9),(16)</sup> | (NR, NR) | 06/29/28 | 11.284 | 13097 |
| 1288 Somnigroup International, Inc., 1 mo. USD Term SOFR + 2.250%<sup>(9)</sup> | (BBB-, Ba1) | 10/24/31 | 5.900 | 1299467 |
|  |  |  |  | 14782942 |
| **Pharmaceuticals** (0.5%) |  |  |  |  |
| 1705 Alkermes, Inc.<sup>(9),(11),(16)</sup> | (BB, Ba2) | 01/28/31 | 0.000 | 1713390 |
| 1152 Bausch & Lomb Corp., 1 mo. USD Term SOFR + 3.750%<sup>(9)</sup> | (B, B1) | 01/15/31 | 7.422 | 1161662 |
| 578 Dechra Pharmaceuticals Holdings Ltd., 6 mo. USD Term SOFR + 3.000%<sup>(9)</sup> | (B-, B2) | 01/27/32 | 6.637 | 579908 |
| 2389 Elanco Animal Health, Inc., 1 mo. USD Term SOFR + 1.750%<sup>(9)</sup> | (BB+, Ba1) | 10/31/32 | 5.450 | 2392465 |
|  |  |  |  | 5847425 |
| **Real Estate Development & Management** (0.5%) |  |  |  |  |
| 6466 BIFM U.S. Finance LLC, 1 mo. USD Term SOFR + 3.250%<sup>(9)</sup> | (B, B3) | 05/31/28 | 6.922 | 6489126 |
| **Real Estate Investment Trusts** (0.2%) |  |  |  |  |
| 1981 Starwood Property Trust, Inc., 1 mo. USD Term SOFR + 1.750%<sup>(9),(16)</sup> | (BB, Ba2) | 11/18/27 | 5.422 | 1981098 |
| **Recreation & Travel** (1.3%) |  |  |  |  |
| 1747 Arcis Golf LLC, 1 mo. USD Term SOFR + 2.750%<sup>(9)</sup> | (B+, B2) | 11/24/28 | 6.422 | 1757648 |
| 349 EOC Borrower LLC, 1 mo. USD Term SOFR + 3.750%<sup>(9)</sup> | (B+, B2) | 03/24/28 | 7.422 | 349314 |
| 5304 EOC Borrower LLC, 1 mo. USD Term SOFR + 2.750%<sup>(9)</sup> | (B+, B2) | 03/24/32 | 6.422 | 5314126 |
| 3350 Motion Finco SARL, 3 mo. USD Term SOFR + 3.500%<sup>(9)</sup> | (B-, B3) | 11/12/29 | 7.172 | 2875883 |
| 1333 OVG Business Services LLC, 1 mo. USD Term SOFR + 3.000%<sup>(9)</sup> | (B, B2) | 06/25/31 | 6.672 | 1332324 |
| 3022 SeaWorld Parks & Entertainment, Inc., 1 mo. USD Term SOFR + 2.000%<sup>(9)</sup> | (BB+, Ba2) | 12/04/31 | 5.672 | 3015629 |
| 1260 Six Flags Entertainment Corp., 1 mo. USD Term SOFR + 2.000%<sup>(9)</sup> | (BB+, Ba3) | 05/01/31 | 5.672 | 1248645 |
|  |  |  |  | 15893569 |
| **Restaurants** (0.7%) |  |  |  |  |
| 2571 Flynn Restaurant Group LP, 1 mo. USD Term SOFR + 3.750%<sup>(9)</sup> | (B, B2) | 01/28/32 | 7.422 | 2573871 |
| 3354 IRB Holding Corp., 1 mo. USD Term SOFR + 2.500%<sup>(9)</sup> | (B+, B2) | 12/16/30 | 6.172 | 3357766 |
| 1813 K-Mac Holdings Corp., 1 mo. USD Term SOFR + 3.250%<sup>(9)</sup> | (B-, B3) | 07/21/28 | 0.000 | 1821142 |
|  |  |  |  | 7752779 |
| **Software - Services** (11.6%) |  |  |  |  |
| 724 AAL Delaware Holdco, Inc., 1 mo. USD Term SOFR + 2.750%<sup>(9)</sup> | (B, B2) | 07/30/31 | 6.422 | 725799 |
| 1626 Amspec Parent LLC, 3 mo. USD Term SOFR + 3.500%<sup>(9)</sup> | (B, B2) | 12/22/31 | 7.172 | 1630312 |
| 5925 Applied Systems, Inc., 3 mo. USD Term SOFR + 2.500%<sup>(9)</sup> | (B-, B1) | 02/24/31 | 6.172 | 5892368 |
| 2024 AQ Carver Buyer, Inc., 3 mo. USD Term SOFR + 5.500%<sup>(9)</sup> | (B, B3) | 08/02/29 | 9.272 | 1927878 |
| 923 Astra Acquisition Corp.<sup>(5),(6),(8)</sup> | (D, WR) | 02/25/28 | 0.000 | 196138 |
| 1139 Astra Acquisition Corp.<sup>(5),(6),(8)</sup> | (D, WR) | 10/25/28 | 0.000 | 4806 |

---

**Credit Suisse Strategic Income Fund <br> Schedule of Investments (continued)** <br> January 31, 2026 (unaudited)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Par** |  | **Ratings†** |  |  | |
| **(000)** |  | **(S&P/Moody's)** | **Maturity** | **Rate%** | **Value** |
| **BANK LOANS** (continued) | **BANK LOANS** (continued) |  |  |  |  |
| **Software - Services** (continued) | **Software - Services** (continued) |  |  |  |  |
| $77 | Astra Acquisition Corp.1, 3 mo. USD Term SOFR + 8.750%<sup>(9)</sup> | (NR, NR) | 04/01/26 | 12.627 | $77106 |
| 34 | Astra Acquisition Corp.2, 3 mo. USD Term SOFR + 8.750%<sup>(9)</sup> | (NR, NR) | 04/01/26 | 12.411 | 33993 |
| 2073 | Avalara, Inc., 3 mo. USD Term SOFR + 2.750%<sup>(9)</sup> | (B-, B2) | 03/26/32 | 6.422 | 2036372 |
| 2023 | BCPE Pequod Buyer, Inc., 3 mo. USD Term SOFR + 2.750%<sup>(9)</sup> | (B, B3) | 11/25/31 | 6.417 | 2017909 |
| 1736 | Bending Spoons U.S., Inc., 1 mo. USD Term SOFR + 5.875%<sup>(9),(16)</sup> | (B+, B1) | 03/07/31 | 9.575 | 1709825 |
| 1895 | Camelot U.S. Acquisition LLC, 1 mo. USD Term SOFR + 2.750%<sup>(9)</sup> | (BB-, B1) | 01/31/31 | 6.422 | 1753264 |
| 307 | CompoSecure Holdings LLC, 1 mo. USD Term SOFR + 2.250%<sup>(9)</sup> | (B+, B1) | 01/14/33 | 5.928 | 306434 |
| 3738 | ConnectWise LLC, 3 mo. USD Term SOFR + 3.500%<sup>(9)</sup> | (NR, B2) | 09/29/28 | 7.434 | 3616096 |
| 3777 | Corel Corp., 3 mo. USD Term SOFR + 5.000%<sup>(8),(9)</sup> | (CCC+, B3) | 07/02/26 | 8.922 | 3448542 |
| 5594 | Cornerstone OnDemand, Inc., 1 mo. USD Term SOFR + 3.750%<sup>(9),(16)</sup> | (B-, B2) | 10/16/28 | 7.536 | 4726930 |
| 183 | Corpay Technologies Operating Co. LLC<sup>(9),(11)</sup> | (BB+, Ba1) | 11/05/32 | 0.000 | 182599 |
| 5022 | Corpay Technologies Operating Co. LLC, 1 mo. USD Term SOFR + 1.750%<sup>(9)</sup> | (BB+, Ba1) | 04/28/28 | 5.422 | 5027683 |
| 4960 | Darktrace PLC, 3 mo. USD Term SOFR + 3.250%<sup>(9)</sup> | (B-, B2) | 10/09/31 | 6.898 | 4847629 |
| 1147 | Darktrace PLC, 3 mo. USD Term SOFR + 5.250%<sup>(9)</sup> | (CCC, Caa2) | 10/09/32 | 8.898 | 1137394 |
| 1331 | Dayforce, Inc.<sup>(9),(11)</sup> | (B-, B3) | 02/04/33 | 0.000 | 1296743 |
| 463 | Dayforce, Inc., 3 mo. USD Term SOFR + 2.000%<sup>(9),(16)</sup> | (BB-, Ba2) | 03/01/31 | 5.667 | 462461 |
| 1250 | DCert Buyer, Inc., 1 mo. USD Term SOFR + 7.000%<sup>(9)</sup> | (CCC, Caa2) | 02/19/29 | 10.672 | 1117706 |
| 7296 | EagleView Technology Corp., 3 mo. USD Term SOFR + 5.500%<sup>(9)</sup> | (B-, B3) | 08/14/28 | 9.172 | 6901852 |
| 140 | EP Purchaser LLC, 3 mo. USD Term SOFR + 4.500%<sup>(9)</sup> | (B, B3) | 11/06/28 | 8.437 | 87016 |
| 3184 | Epicor Software Corp., 1 mo. USD Term SOFR + 2.500%<sup>(9)</sup> | (B-, B2) | 05/30/31 | 6.172 | 3167161 |
| 721 | EverCommerce, Inc., 1 mo. USD Term SOFR + 2.250%<sup>(9)</sup> | (B+, B1) | 07/07/31 | 5.922 | 713371 |
| 5414 | First Advantage Holdings LLC, 1 mo. USD Term SOFR + 2.750%<sup>(9)</sup> | (B+, B1) | 10/31/31 | 6.422 | 5234668 |
| 728 | Fleet Midco I Ltd., 6 mo. USD Term SOFR + 2.500%<sup>(9),(16)</sup> | (B+, B2) | 02/21/31 | 6.792 | 731152 |
| 523 | Herc Holdings, Inc., 1 mo. USD Term SOFR + 1.750% | (BBB-, Baa3) | 06/02/32 | 5.424 | 525143 |
| 669 | Javelin Buyer, Inc., 3 mo. USD Term SOFR + 5.000%<sup>(8),(9),(16)</sup> | (CCC+, Caa2) | 12/06/32 | 8.822 | 658547 |
| 637 | Johnstone Supply LLC, 1 mo. USD Term SOFR + 2.500%<sup>(9)</sup> | (B, B2) | 06/09/31 | 6.177 | 637676 |
| 2650 | KnowBe4, Inc., 3 mo. USD Term SOFR + 3.750%<sup>(9),(16)</sup> | (B-, B2) | 07/23/32 | 7.417 | 2557565 |
| 1016 | Marcel LUX IV SARL, 1 mo. USD Term SOFR + 3.000%<sup>(9),(16)</sup> | (B+, B2) | 11/12/30 | 6.660 | 1010021 |
| 4490 | Mitnick Corporate Purchaser, Inc., 3 mo. USD Term SOFR + 4.750%<sup>(9)</sup> | (CCC+, Caa1) | 05/02/29 | 8.517 | 1825925 |
| 5699 | OID-OL Intermediate I LLC, 3 mo. USD Term SOFR + 4.250%<sup>(9)</sup> | (CCC+, Caa1) | 02/01/29 | 8.067 | 4106005 |
| 2321 | OID-OL Intermediate I LLC, 3 mo. USD Term SOFR + 6.000%<sup>(9)</sup> | (B, B1) | 02/01/29 | 9.667 | 2366936 |
| 1726 | Ping Identity Corp., 3 mo. USD Term SOFR + 2.750%<sup>(9)</sup> | (B, B2) | 11/15/32 | 6.625 | 1715292 |
| 694 | Polaris Newco LLC, 1 mo. GBP SONIA + 5.000%<sup>(9),(12)</sup> | (CCC+, B3) | 06/02/28 | 8.727 | 875916 |
| 5822 | Polaris Newco LLC, 3 mo. USD Term SOFR + 3.750%<sup>(9)</sup> | (CCC+, B3) | 06/02/28 | 7.679 | 5393567 |
| 950 | Project Alpha Intermediate Holding, Inc., 3 mo. USD Term SOFR + 3.250%<sup>(9)</sup> | (B, B2) | 10/26/30 | 6.922 | 885516 |
| 2146 | Project Alpha Intermediate Holding, Inc., 3 mo. USD Term SOFR + 5.000%<sup>(9),(16)</sup> | (B-, Caa1) | 05/09/33 | 8.672 | 1716587 |
| 1889 | Project Ruby Ultimate Parent Corp., 1 mo. USD Term SOFR + 2.750%<sup>(9)</sup> | (B, B2) | 03/10/28 | 6.536 | 1878842 |
| 5537 | Proofpoint, Inc., 3 mo. USD Term SOFR + 3.000%<sup>(9)</sup> | (B-, B2) | 08/31/28 | 6.672 | 5507754 |
| 9685 | RealPage, Inc., 3 mo. USD Term SOFR + 3.000%<sup>(9)</sup> | (B-, B3) | 04/24/28 | 6.934 | 9591711 |
| 1404 | Redstone Holdco 2 LP, 3 mo. USD Term SOFR + 5.500%<sup>(7),(9),(16)</sup> | (NR, NR) | 12/31/30 | 9.167 | 772365 |
| 365 | Redstone Holdco 2 LP, 3 mo. USD Term SOFR + 5.250%<sup>(7),(9),(16)</sup> | (NR, NR) | 12/31/30 | 8.917 | 365118 |
| 3019 | Rithum Holdings, Inc., 3 mo. USD Term SOFR + 4.750%<sup>(9)</sup> | (B-, B3) | 07/21/32 | 8.422 | 3001671 |
| 304 | Salas O'Brien, Inc.<sup>(9),(11),(16)</sup> | (NR, B2) | 01/31/33 | 0.000 | 305152 |
| 51 | Salas O'Brien, Inc.<sup>(9),(11),(16)</sup> | (B, B2) | 01/21/33 | 0.000 | 50859 |
| 229 | Shermco Intermediate Holdings, Inc., 3 mo. USD Term SOFR + 3.250%<sup>(9),(16)</sup> | (B-, B3) | 10/27/32 | 6.939 | 230492 |
| 471 | SkillSoft Corp., 1 mo. USD Term SOFR + 5.250%<sup>(9)</sup> | (B-, B2) | 07/14/28 | 9.036 | 305096 |
| 961 | SonarSource Financing LLC<sup>(9),(11),(16)</sup> | (B, B2) | 12/19/30 | 0.000 | 926924 |
| 3978 | Surf Holdings LLC<sup>(9),(11)</sup> | (B-, B2) | 03/05/27 | 0.000 | 3949915 |
| 1129 | Symplr Software, Inc., 3 mo. USD Term SOFR + 4.500%<sup>(9)</sup> | (B-, Caa1) | 12/22/27 | 8.267 | 936199 |
| 445 | Thermostat Purchaser III, Inc., 3 mo. USD Term SOFR + 4.250%<sup>(9)</sup> | (B-, B2) | 08/31/28 | 7.922 | 441522 |
| 191 | Thevelia U.S. LLC, 3 mo. USD Term SOFR + 3.000%<sup>(9)</sup> | (B, B2) | 06/18/29 | 6.672 | 189682 |
| 7887 | UKG, Inc., 3 mo. USD Term SOFR + 2.500%<sup>(9)</sup> | (B-, B2) | 02/10/31 | 6.167 | 7708139 |
| 2718 | VS Buyer LLC, 3 mo. USD Term SOFR + 2.250%<sup>(9)</sup> | (B+, B2) | 04/12/31 | 5.917 | 2695536 |
| 1331 | WatchGuard Technologies, Inc., 1 mo. USD Term SOFR + 5.250%<sup>(9)</sup> | (B-, B2) | 07/02/29 | 8.922 | 1332884 |
| 2579 | WEX, Inc.<sup>(9),(11)</sup> | (BB-, Ba2) | 03/31/28 | 0.000 | 2579221 |
| 678 | World Wide Technology Holding Co. LLC, 1 mo. USD Term SOFR + 2.000%<sup>(9),(16)</sup> | (BB, Ba3) | 03/01/30 | 5.672 | 681558 |
| 5617 | XPLOR T1 LLC<sup>(9),(11),(16)</sup> | (B-, B3) | 12/01/32 | 0.000 | 5518499 |
| 2383 | ZoomInfo LLC, 1 mo. USD Term SOFR + 1.750%<sup>(9)</sup> | (BB+, Ba1) | 02/28/30 | 5.422 | 2353656 |
| 3124 | Zuora, Inc., 1 mo. USD Term SOFR + 3.500%<sup>(9)</sup> | (B, B3) | 02/14/32 | 7.172 | 3030029 |
|  |  |  |  |  | 139638727 |

---

**Credit Suisse Strategic Income Fund <br> Schedule of Investments (continued)** <br> January 31, 2026 (unaudited)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Par** |  | **Ratings†** |  |  | |
| **(000)** |  | **(S&P/Moody's)** | **Maturity** | **Rate%** | **Value** |
| **BANK LOANS** (continued) | **BANK LOANS** (continued) |  |  |  |  |
| **Steel Producers/Products** (0.1%) | **Steel Producers/Products** (0.1%) |  |  |  |  |
| $733 | Grinding Media, Inc., 3 mo. USD Term SOFR + 3.500%<sup>(9),(16)</sup> | (B-, B3) | 10/12/28 | 7.335 | $733526 |
| **Support - Services** (3.6%) | **Support - Services** (3.6%) |  |  |  |  |
| 521 | Albion Financing 3 SARL, 1 mo. USD Term SOFR + 3.000%, 3 mo. USD Term SOFR + 3.000%<sup>(9)</sup> | (BB-, B1) | 05/21/31 | 6.869 | 519891 |
| 719 | Belfor Holdings, Inc., 1 mo. USD Term SOFR + 2.750%<sup>(9)</sup> | (B-, B2) | 11/01/30 | 6.422 | 719891 |
| 2469 | Belron Finance 2019 LLC, 3 mo. USD Term SOFR + 2.250%<sup>(9)</sup> | (BB-, Ba3) | 10/16/31 | 6.120 | 2479954 |
| 2816 | CoreLogic, Inc., 1 mo. USD Term SOFR + 6.500%<sup>(9),(16)</sup> | (CCC, Caa2) | 06/04/29 | 10.286 | 2795261 |
| 1538 | CoreLogic, Inc., 1 mo. USD Term SOFR + 3.500%<sup>(9)</sup> | (B-, B2) | 06/02/28 | 7.286 | 1537743 |
| 4421 | Form Technologies LLC, 3 mo. USD Term SOFR + 5.750%<sup>(9)</sup> | (B-, B3) | 07/19/30 | 9.420 | 4045612 |
| 3660 | Fugue Finance BV, 3 mo. USD Term SOFR + 2.750%<sup>(9)</sup> | (B, B2) | 01/09/32 | 6.572 | 3641944 |
| 2743 | Gloves Buyer, Inc., 1 mo. USD Term SOFR + 4.000%<sup>(9)</sup> | (B-, B3) | 05/21/32 | 7.672 | 2733730 |
| 283 | LaserShip, Inc., 3 mo. USD Term SOFR + 4.000%<sup>(9)</sup> | (CCC-, Caa2) | 01/02/29 | 7.672 | 216344 |
| 3033 | LaserShip, Inc., 3 mo. USD Term SOFR + 6.250%<sup>(9)</sup> | (B, B2) | 01/02/29 | 9.922 | 3071137 |
| 4459 | LaserShip, Inc., 3 mo. USD Term SOFR + 1.500%<sup>(9)</sup> | (CCC, Caa2) | 08/10/29 | 5.172 - 5.434 | 3380873 |
| 560 | LaserShip, Inc., 3 mo. USD Term SOFR + 1.500%<sup>(9)</sup> | (CCC-, Caa3) | 08/10/29 | 5.172 - 5.434 | 177935 |
| 4676 | Nuvei Technologies Corp., 1 mo. USD Term SOFR + 2.500%<sup>(9)</sup> | (B+, B1) | 11/17/31 | 6.172 | 4645341 |
| 5424 | PODS LLC, 1 mo. USD Term SOFR + 3.000%<sup>(9)</sup> | (B-, B3) | 03/31/28 | 6.786 | 5397050 |
| 172 | PODS LLC, 1 mo. USD Term SOFR + 4.000%<sup>(9),(16)</sup> | (B-, B3) | 03/31/28 | 7.786 | 171602 |
| 485 | Pye-Barker Fire & Safety LLC<sup>(10)</sup> | (B, B2) | 12/16/32 | 1.250 | 485385 |
| 3243 | Pye-Barker Fire & Safety LLC, 3 mo. USD Term SOFR + 2.500%<sup>(9)</sup> | (B, B2) | 12/16/32 | 6.205 | 3248346 |
| 4442 | Tempo Acquisition LLC, 1 mo. USD Term SOFR + 1.750%<sup>(9)</sup> | (BB, Ba3) | 08/31/28 | 5.422 | 4088713 |
| 400 | TruGreen LP, 3 mo. USD Term SOFR + 8.500%<sup>(8),(9)</sup> | (CCC, Caa3) | 11/02/28 | 12.429 | 371876 |
|  |  |  |  |  | 43728628 |
| **Tech Hardware & Equipment** (0.9%) | **Tech Hardware & Equipment** (0.9%) |  |  |  |  |
| 546 | Allegro Microsystems, Inc., 1 mo. USD Term SOFR + 1.750%<sup>(9),(16)</sup> | (BB, Ba3) | 06/28/30 | 5.422 | 543244 |
| 867 | Disco Parent, Inc., 3 mo. USD Term SOFR + 3.000%<sup>(9),(16)</sup> | (B-, B3) | 08/06/32 | 6.822 | 863856 |
| 779 | Everest SubBidCo (USD Term Loan B1), 3 mo. USD Term SOFR + 4.500%<sup>(9),(16)</sup> | (B-, B3) | 12/10/31 | 8.146 | 744033 |
| 388 | Everest SubBidCo (USD Term Loan B2), 3 mo. USD Term SOFR + 4.500%<sup>(9),(16)</sup> | (B-, B3) | 12/10/31 | 8.146 | 370623 |
| 3778 | Gryphon Acquire Newco LLC, 6 mo. USD Term SOFR + 3.000%<sup>(9)</sup> | (B+, B1) | 09/13/32 | 6.873 | 3771790 |
| 1027 | Sandisk Corp., 3 mo. USD Term SOFR + 3.000%<sup>(9)</sup> | (BB, Ba2) | 02/20/32 | 6.669 | 1031035 |
| 1024 | Ultra Clean Holdings, Inc., 1 mo. USD Term SOFR + 2.750%<sup>(9)</sup> | (B+, B1) | 02/25/28 | 6.422 | 1027824 |
| 2494 | Viavi Solutions, Inc., 3 mo. USD Term SOFR + 2.500%<sup>(9)</sup> | (BB, Ba1) | 10/16/32 | 6.171 | 2501904 |
|  |  |  |  |  | 10854309 |
| **Telecom - Wireless** (0.1%) | **Telecom - Wireless** (0.1%) |  |  |  |  |
| 1237 | Dycom Investments, Inc.<sup>(9),(11)</sup> | (BBB-, Ba2) | 01/20/33 | 0.000 | 1240918 |
| **Telecom - Wireline Integrated & Services** (0.5%) | **Telecom - Wireline Integrated & Services** (0.5%) |  |  |  |  |
| 1147 | Altice Financing SA, 3 mo. USD Term SOFR + 5.000%<sup>(9)</sup> | (CCC, Caa2) | 10/31/27 | 8.672 | 879449 |
| 664 | Altice France SA, 3 mo. USD Term SOFR + 5.063%<sup>(9)</sup> | (CCC+, Caa1) | 10/30/28 | 8.735 | 665156 |
| 1733 | Altice France SA, 3 mo. USD Term SOFR + 6.875%<sup>(9)</sup> | (CCC+, Caa1) | 05/31/31 | 10.547 | 1762482 |
| 2006 | Patagonia Holdco LLC, 3 mo. USD Term SOFR + 5.750%<sup>(9)</sup> | (NR, B3) | 08/01/29 | 9.620 | 1435561 |
| 1000 | Virgin Media Bristol LLC, 1 mo. USD Term SOFR + 3.250%<sup>(9)</sup> | (B+, Ba3) | 01/31/29 | 7.045 | 1000190 |
|  |  |  |  |  | 5742838 |
| **Theaters & Entertainment** (0.8%) | **Theaters & Entertainment** (0.8%) |  |  |  |  |
| 2379 | Herschend Entertainment Co. LLC, 1 mo. USD Term SOFR + 2.500% | (B+, B1) | 05/27/32 | 6.172 | 2388793 |
| 498 | Live Nation Entertainment, Inc., 1 mo. USD Term SOFR + 2.000%<sup>(9),(16)</sup> | (BB, Ba1) | 10/21/32 | 5.673 | 497513 |
| 7084 | TKO Worldwide Holdings LLC, 3 mo. USD Term SOFR + 2.000%<sup>(9)</sup> | (BB, Ba2) | 11/21/31 | 5.869 | 7107811 |
|  |  |  |  |  | 9994117 |
| **Transport Infrastructure/Services** (0.0%) | **Transport Infrastructure/Services** (0.0%) |  |  |  |  |
| 429 | NA Rail HoldCo. LLC, 3 mo. USD Term SOFR + 3.000%<sup>(9)</sup> | (B, B2) | 03/08/32 | 6.738 | 431222 |
| **TOTAL BANK LOANS** (Cost $582,215,251) | **TOTAL BANK LOANS** (Cost $582,215,251) |  |  |  | 558518492 |
| **ASSET BACKED SECURITIES** (4.3%) | **ASSET BACKED SECURITIES** (4.3%) |  |  |  |  |
| **Collateralized Debt Obligations** (4.3%) | **Collateralized Debt Obligations** (4.3%) |  |  |  |  |
| 3385 | Anchorage Credit Funding 11 Ltd., 2020-11A, Rule 144A <sup>(1),(8)</sup> | (NR, Baa1) | 04/25/38 | 7.050 | 3393433 |
| 1750 | ARES LXIII CLO Ltd., 2022-63A, Rule 144A, 3 mo. USD Term SOFR + 3.000% <sup>(1),(9)</sup> | (NR, NR) | 10/15/38 | 6.672 | 1768545 |

---

**Credit Suisse Strategic Income Fund <br> Schedule of Investments (continued)**<br> January 31, 2026 (unaudited)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Par** |  | **Ratings†** |  |  | |
| **(000)** |  | **(S&P/Moody's)** | **Maturity** | **Rate%** | **Value** |
| **ASSET BACKED SECURITIES** (continued) | **ASSET BACKED SECURITIES** (continued) |  |  |  |  |
| **Collateralized Debt Obligations** (continued) | **Collateralized Debt Obligations** (continued) |  |  |  |  |
| $&nbsp;&nbsp;&nbsp;&nbsp;1000 | Battalion CLO XIV Ltd., 2019-14A, Rule 144A, 3 mo. USD Term SOFR + 3.702% <sup>(1),(9)</sup> | (NR, Baa3) | 01/20/35 | 7.369 | $947071 |
| 2500 | Battalion CLO XXIV Ltd., 2022-24A, Rule 144A, 3 mo. USD Term SOFR + 3.500% <sup>(1),(9)</sup> | (NR, NR) | 07/14/36 | 7.167 | 2511370 |
| 3000 | Bbam U.S. CLO V Ltd., 2025-5A, Rule 144A, 3 mo. USD Term SOFR + 1.360% <sup>(1),(9)</sup> | (AAA, NR) | 07/25/38 | 5.028 | 3018453 |
| 3000 | Cedar Funding IV CLO Ltd., 2014-4A, Rule 144A, 3 mo. USD Term SOFR + 1.340% <sup>(1),(9)</sup> | (AAA, NR) | 01/23/38 | 5.011 | 3014107 |
| 4300 | Cedar Funding V CLO Ltd., 2016-5A, Rule 144A, 3 mo. USD Term SOFR + 1.260% <sup>(1),(9)</sup> | (AAA, NR) | 01/17/39 | 4.882 | 4315050 |
| 2400 | Cedar Funding V CLO Ltd., 2016-5A, Rule 144A, 3 mo. USD Term SOFR + 3.250% <sup>(1),(9)</sup> | (BBB-, NR) | 01/17/39 | 6.872 | 2433683 |
| 750 | CIFC Funding Ltd., 2014-1A, Rule 144A, 3 mo. USD Term SOFR + 6.112% (1),(9) | (B+, NR) | 01/18/31 | 9.779 | 750076 |
| 4100 | Golub Capital Partners CLO 41B-R Ltd., 2019-41A, Rule 144A, 3 mo. USD Term SOFR + 1.330% <sup>(1),(9)</sup> | (NR, NR) | 07/20/38 | 5.000 | 4119707 |
| 2570 | Greywolf CLO IV Ltd., 2019-1A, Rule 144A, 3 mo. USD Term SOFR + 3.500% (1),(9) | (BBB-, NR) | 04/17/34 | 7.168 | 2574748 |
| 1225 | Greywolf CLO V Ltd., 2015-1A, Rule 144A, 3 mo. USD Term SOFR + 6.112% (1),(9) | (BB-, NR) | 01/27/31 | 9.780 | 1226283 |
| 500 | Halcyon Loan Advisors Funding Ltd., 2015-2A, Rule 144A <sup>(1),(8)</sup> | (NR, NR) | 07/25/27 | 0.000 | 75 |
| 1000 | KKR CLO 16 Ltd., Rule 144A, 3 mo. USD Term SOFR + 7.372% <sup>(1),(9)</sup> | (B, NR) | 10/20/34 | 11.039 | 971801 |
| 500 | KKR CLO 20 Ltd., Rule 144A, 3 mo. USD Term SOFR + 5.762% <sup>(1),(9)</sup> | (NR, Ba3) | 10/16/30 | 9.433 | 497574 |
| 1000 | Marble Point CLO XXIII Ltd., 2021-4A, Rule 144A, 3 mo. USD Term SOFR + 6.012% <sup>(1),(9)</sup> | (NR, Ba1) | 01/22/35 | 9.681 | 1004622 |
| 2704 | Neuberger Berman CLO XVI-S Ltd., 2017-16SA, Rule 144A <sup>(1),(8)</sup> | (NR, NR) | 04/15/39 | 0.000 | 1277752 |
| 1000 | Neuberger Berman Loan Advisers Lasalle Street Lending CLO I Ltd., 2023-1A, Rule 144A, 3 mo. USD Term SOFR + 3.350% <sup>(1),(9)</sup> | (NR, NR) | 10/25/36 | 7.018 | 998414 |
| 2500 | Octagon Investment Partners 38 Ltd., 2018-1A, Rule 144A, 3 mo. USD Term SOFR + 4.650% <sup>(1),(9)</sup> | (NR, NR) | 10/20/37 | 8.318 | 2531063 |
| 2000 | Silver Point CLO 11 Ltd., 2025-11A, Rule 144A, 3 mo. USD Term SOFR + 1.350% <sup>(1),(9)</sup> | (NR, Aaa) | 07/15/38 | 5.022 | 2011984 |
| 2000 | TPG CLO Ltd., 2025-1A, Rule 144A, 3 mo. USD Term SOFR + 1.370% (1),(9) | (NR, Aaa) | 07/15/37 | 5.333 | 2011572 |
| 3900 | Trestles CLO IV Ltd., 2021-4A, Rule 144A, 3 mo. USD Term SOFR + 1.280% (1),(9) | (NR, NR) | 10/30/38 | 5.071 | 3919656 |
| 4000 | Unity-Peace Park CLO Ltd., 2022-1A, Rule 144A, 3 mo. USD Term SOFR + 2.400% <sup>(1),(9)</sup> | (NR, NR) | 04/20/35 | 6.068 | 4003761 |
| 500 | Venture XXVIII CLO Ltd., 2017-28A, Rule 144A, 3 mo. USD Term SOFR + 6.412% <sup>(1),(9)</sup> | (NR, Caa1) | 07/20/30 | 10.079 | 307500 |
| 1000 | Vibrant CLO III Ltd., 2015-3A, Rule 144A, 3 mo. USD Term SOFR + 3.762% (1),(9) | (NR, Aa3) | 10/20/31 | 7.429 | 1007522 |
| 500 | Voya CLO Ltd., 2014-4A, Rule 144A, 3 mo. USD Term SOFR + 3.612% (1),(9) | (BBB-, NR) | 07/14/31 | 7.279 | 503215 |
| **TOTAL ASSET BACKED SECURITIES** (Cost $51,699,162) | **TOTAL ASSET BACKED SECURITIES** (Cost $51,699,162) |  |  |  | 51119037 |

---

---

| | | |
|:---|:---|:---|
| **Shares** |  | |
| **COMMON STOCKS** (0.4%) | **COMMON STOCKS** (0.4%) | |
| **Auto Parts & Equipment** (0.0%) | **Auto Parts & Equipment** (0.0%) |  |
| 23 | Jason, Inc.<sup>(6)</sup> | 129140 |
| **Building Materials** (0.0%) | **Building Materials** (0.0%) |  |
| 118480 | JELD-WEN Holding, Inc.<sup>(6)</sup> | 322265 |
| **Cable & Satellite TV** (0.0%) | **Cable & Satellite TV** (0.0%) |  |
| 54000 | Optimum Communications, Inc., Class A<sup>(6)</sup> | 82620 |
| **Chemicals** (0.1%) | **Chemicals** (0.1%) |  |
| 160554989 | Ascend Performance Litigation Trust Interest, Class A<sup>(6),(16)</sup> | 16056 |
| 323595442 | Ascend Performance Litigation Trust Interest, Class C<sup>(6),(16)</sup> | 32360 |
| 35549 | Ascend Performance Materials Operations LLC<sup>(6),(16)</sup> | 79985 |
| 25202 | Proppants Holdings LLC<sup>(7),(8),(16)</sup> | 504 |
| 37381 | SK Mohawk Holdings, SCS<sup>(6),(16)</sup> | 373810 |
| 6341 | Utex Industries | 169095 |
|  |  | 671810 |

---

**Credit Suisse Strategic Income Fund <br> Schedule of Investments (continued)**<br> January 31, 2026 (unaudited)

---

| | |
|:---|:---|
| **Shares** | **Value** |
| **COMMON STOCKS** (continued) | |
| **Energy - Exploration & Production** (0.0%) |  |
| 37190 PES Energy, Class A<sup>(6),(7),(8),(16)</sup> | $372 |
| **Investments & Misc. Financial Services** (0.0%) |  |
| 351 Altisource Portfolio Solutions SA<sup>(6)</sup> | 1885 |
| 12841 Altisource Portfolio Solutions SA<sup>(6)</sup> | 68957 |
|  | 70842 |
| **Personal & Household Products** (0.0%) |  |
| 29405 Dream Well, Inc.<sup>(6)</sup> | 274437 |
| 29405 Serta Simmons Bedding Equipment Co.<sup>(6),(7),(16)</sup> | 0 |
|  | 274437 |
| **Pharmaceuticals** (0.0%) |  |
| 37299 Akorn, Inc.<sup>(6)</sup> | 1119 |
| **Private Placement** (0.0%) |  |
| 127439226 Technicolor Creative Studios SA<sup>(6),(7),(13),(16)</sup> | 0 |
| **Recreation & Travel** (0.3%) |  |
| 191081 Cineworld Group PLC<sup>(6)</sup> | 3097041 |
| **Telecom - Wireline Integrated & Services** (0.0%) |  |
| 20917 Luxco Co. Ltd.<sup>(6)</sup> | 395107 |
| **TOTAL COMMON STOCKS** (Cost $8,479,016) | 5044753 |
| **WARRANTS** (0.0%) |  |
| **Chemicals** (0.0%) |  |
| 6300 Project Investor Holdings LLC, expires 02/08/2026<sup>(6),(7),(8),(16)</sup> | 0 |
| **Investments & Misc. Financial Services** (0.0%) |  |
| 2821 Altisource Solutions SARL<sup>(6)</sup> | 880 |
| 2821 Altisource Solutions SARL<sup>(6)</sup> | 818 |
| 6000 Movella Holdings, Inc., expires 12/31/27<sup>(6),(7),(16)</sup> | 0 |
|  | 1698 |
| **Software - Services** (0.0%) |  |
| 26666 Brand Engagement Network, Inc., expires 03/14/29<sup>(6)</sup> | 6584 |
| **TOTAL WARRANTS** (Cost $16,969) | 8282 |
| **SHORT-TERM INVESTMENTS** (8.5%) |  |
| 78465840 State Street Institutional U.S. Government Money Market Fund - Premier Class, 3.65%<sup>(14)</sup> | 78465840 |
| 23273785 State Street Navigator Securities Lending Government Money Market Portfolio, 3.71%<sup>(15)</sup> | 23273785 |
| **TOTAL SHORT-TERM INVESTMENTS** (Cost $101,739,625) | 101739625 |
| **TOTAL INVESTMENTS AT VALUE** (106.1%) (Cost $1,299,746,497) | 1273903971 |
| **LIABILITIES IN EXCESS OF OTHER ASSETS** (-6.1%) | (73004583) |
| **NET ASSETS** (100.0%) | $1200899388 |

---

† Credit
 ratings given by the S&P Global Ratings Division of S&P Global Inc. ("S&P")
 and Moody's Investors Service, Inc. ("Moody's") are unaudited.

(1) Security exempt
 from registration under Rule 144A of the Securities Act of 1933, as amended. These securities
 may be resold in transactions exempt from registration, normally to qualified institutional
 buyers. At January 31, 2026, these securities amounted to a value of $599,226,226 or 49.9%
 of net assets.

(2) Security or portion thereof is out
 on loan.

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

(4) This security is denominated in
 Euro.

(5) Bond is currently in default.

(6) Non-income producing security.

(7) Not readily
 marketable security; security is valued at fair value as determined in good faith by UBS
 Asset Management (Americas) LLC as the Fund's valuation designee under the oversight of the
 Board of Trustees.

(8) Illiquid security.

(9) Variable rate obligation - The interest
 rate shown is the rate in effect as of January 31, 2026. The rate may be subject to a cap
 and floor.

(10) All or a portion is an unfunded
 loan commitment.

**Credit Suisse Strategic Income Fund<br> Schedule of Investments (continued)**<br> January 31, 2026 (unaudited)

------

(11) Position is unsettled. Contract
 rate was not determined at January 31, 2026 and does not take effect until settlement.

(12) This security is denominated
 in British Pound.

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

(14) Rate shown reflects yield
 as at January 31, 2026.

(15) Represents security purchased
 with cash collateral received for securities on loan.

(16) Security is valued using significant unobservable inputs.

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

1 mo. = 1 month

1 yr. = 1 year

3 mo. = 3 month

6 mo. = 6 month 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** | **Forward** | **Forward** | **Forward** | | | | | |
| **Currency to be** | **Currency to be** | **Currency to be** | **Currency to be** | | | | | |
| **Purchased** | **Purchased** | **Sold** | **Sold** | <br>**Settlement**<br>**Date** | <br>**Counterparty** |<br>**Value on**<br>**Settlement Date** |<br>**Current**<br>**Value/Notional** |<br>**Unrealized**<br>**Appreciation** |
| CAD | 4634760 | USD | 3355632 | 10/07/26 | Deutsche Bank AG | $3355632 | $3455403 | $99771 |
| CAD | 2617200 | USD | 1895623 | 10/07/26 | Morgan Stanley | 1895623 | 1951229 | 55606 |
| Total Unrealized Appreciation | Total Unrealized Appreciation | Total Unrealized Appreciation | Total Unrealized Appreciation |  |  |  |  | $155377 |

---

**Forward Foreign Currency Contracts**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Forward** | **Forward** | **Forward** | **Forward** | | | | | |
| **Currency to be** | **Currency to be** | **Currency to be** | **Currency to be** | | | | | |
| **Purchased** | **Purchased** | **Sold** | **Sold** | <br>**Settlement**<br>**Date** | <br>**Counterparty** |<br>**Value on**<br>**Settlement Date** |<br>**Current**<br>**Value/Notional** |<br>**Unrealized**<br>**Depreciation** |
| USD | 5265669 | CAD | 7251960 | 10/07/26 | Deutsche Bank AG | $(5265669) | $(5406632) | $(140963) |
| USD | 2185407 | EUR | 1832491 | 10/07/26 | Deutsche Bank AG | (2185407) | (2203685) | (18278) |
| USD | 2577274 | EUR | 2151000 | 10/07/26 | Morgan Stanley | (2577274) | (2586713) | (9439) |
| USD | 37951 | GBP | 28358 | 10/07/26 | Deutsche Bank AG | (37951) | (38900) | (949) |
| USD | 864647 | GBP | 643794 | 10/07/26 | Morgan Stanley | (864647) | (883112) | (18465) |
| Total Unrealized Depreciation | Total Unrealized Depreciation | Total Unrealized Depreciation | Total Unrealized Depreciation | Total Unrealized Depreciation | Total Unrealized Depreciation |  |  | $(188094) |
| Total Net Unrealized Appreciation/(Depreciation) | Total Net Unrealized Appreciation/(Depreciation) | Total Net Unrealized Appreciation/(Depreciation) | Total Net Unrealized Appreciation/(Depreciation) | Total Net Unrealized Appreciation/(Depreciation) | Total Net Unrealized Appreciation/(Depreciation) |  |  | $(32717) |

---

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

CAD = Canadian Dollar

EUR = Euro

GBP = Great 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 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 ("NAV") of the Fund is determined daily as of the close of regular trading (normally 4:00 p.m. Eastern Time) 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 NAV as reported on each business day and under normal circumstances. Securities for which market quotations are not readily available are valued at their fair value as determined in good faith by the Adviser, as the Board's valuation designee (as defined in Rule 2a-5 under the 1940 Act), in accordance with the Adviser's procedures. The Board oversees the Adviser in its role as valuation designee in accordance with the requirements of Rule 2a-5 under the 1940 Act. The Fund may utilize a service provided by an independent third party to fair value certain securities. When fair value pricing is employed, the prices of securities used by the Fund to calculate its NAV may differ from quoted or published prices for the same securities. If independent third party pricing services are unable to supply prices for a portfolio investment, or if the prices supplied are deemed by the Adviser to be unreliable, the market price may be determined by the Adviser using quotations from one or more brokers/dealers or at the transaction price if the security has recently been purchased and no value has yet been obtained from a pricing service or pricing broker. When reliable prices are not readily available, such as when the value of a security has been significantly affected by events after the close of the exchange or market on which the security is principally traded, but before the Fund calculates its NAV, 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, 2026 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 | $— | $557449212 | $24570 | $557473782 |
| &nbsp;&nbsp;&nbsp;Bank Loans |  | 505154017 | 53364475<sup>1</sup> | 558518492 |
| &nbsp;&nbsp;&nbsp;Asset Backed Securities |  | 51119037 |  | 51119037 |
| &nbsp;&nbsp;&nbsp;Common Stocks | 475727 | 4065939 | 503087<sup>1</sup> | 5044753 |
| &nbsp;&nbsp;&nbsp;Warrants | 8282 |  | 0<sup>1</sup> | 8282 |
| &nbsp;&nbsp;&nbsp;Short-term Investments | 101739625 |  |  | 101739625 |
|  | $102223634 | $1117788205 | $53892132 | $1273903971 |
| Other Financial Instruments\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Forward Foreign Currency Contracts | $— | $155377 | $— | $155377 |
| **Liabilities** |  |  |  |  |
| Other Financial Instruments\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Forward Foreign Currency Contracts | $— | $188094 | $— | $188094 |

---

1 Included a zero valued security.

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

The following is a reconciliation of investments as of January 31, 2026 for which significant unobservable inputs were used in determining fair value.

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Corporate Bonds** | **Bank Loans** | **Common Stocks** | **Warrants** | **Total** |
| Balance as of October 31, 2025 | $70888 | $25579338 | $876 | $0 | $25651102 |
| &nbsp;&nbsp;&nbsp;Accrued discounts (premiums) |  | 89669 |  |  | 89669 |
| &nbsp;&nbsp;&nbsp;Purchases | 1868 | 16115023 | 691700 |  | 16808591 |
| &nbsp;&nbsp;&nbsp;Sales |  | (8352075) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;- | (8352075) |
| &nbsp;&nbsp;&nbsp;Realized gain (loss) |  | (841989) |  |  | (841989) |
| &nbsp;&nbsp;&nbsp;Change in unrealized appreciation (depreciation) | (48186) | (108803) | (189489) |  | (346478) |
| &nbsp;&nbsp;&nbsp;Transfers into Level 3 |  | 26069554 |  |  | 26069554 |
| &nbsp;&nbsp;&nbsp;Transfers out of Level 3 | - | (5186242) | - | - | (5186242) |
| Balance as of January 31, 2026 | $24570 | $53364475 | $503087 | $0 | $53892132 |
| &nbsp;&nbsp;&nbsp;Net change in unrealized appreciation (depreciation) from investments still held as of January 31, 2026 | $(48186) | $(684766) | $(189489) | $- | $(922441) |

---

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| <br>**Asset Class** | **Fair Value**<br>**At January 31, <br> 2026** | <br>**Valuation<br> Technique** | <br>**Unobservable<br> Input** |<br>**Price Range<br> (Weighted Average)\*** |
| Corporate Bonds | $24570 | Income Approach | Expected Remaining Distribution | $0.00 – 0.48 (0.47) |
| Bank Loans | 1137483 | Income Approach | Expected Remaining Distribution | 0.00 – 1.00 (0.69) |
|  | 52226993 | Vendor Pricing | Single Broker Quote | 0.29 – 1.04 (0.95) |
| Common Stocks | 876 | Income Approach | Expected Remaining Distribution | 0.00 – 0.02 (0.02) |
|  | 502210 | Vendor Pricing | Single Broker Quote | 0.00 – 10.00 (7.80) |
| 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 UBS AM (Americas) considers may include (i) 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; (ii) the price of the same or similar security negotiated at arm's length in an issuer's completed subsequent round of financing; (iii) the price and extent of public trading in similar securities of the issuer or of comparable companies; or (iv) 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, 2026, $26,069,554 was transferred from Level 2 to Level 3 due to a lack of a pricing source supported by observable inputs and $5,186,242 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 https://us-fund.ubs.com/en/home, 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:** 1285 Avenue of the Americas

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10019

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

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

- **a. Name of Series:** Credit Suisse Strategic Income Fund

- **b. EDGAR series identifier (if any):** S000038293

- **c. LEI of Series:** 5493007EDR3N9Y3XK861

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-01-31

**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:** $1296067102.69

**Total Liabilities:** $103747351.13

**Net Assets:** $1192319751.56

**Delayed Delivery Securities:** $66778551.60

**Cash Not Reported:** $463631.13

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -146.12000000 | **1-Year:** -4648.12000000 | **5-Year:** -15965.85000000 | **10-Year:** -2765.18000000 | **30-Year:** 0.00000000

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

- **3-Month:** -3235.45000000 | **1-Year:** -88966.83000000 | **5-Year:** -234565.28000000 | **10-Year:** -39912.97000000 | **30-Year:** -6.39000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000118186 | 0.11%                | 0.56%                | -0.31%               |
| Class ID C000120097 | -0.05%               | 0.49%                | -0.27%               |
| Class ID C000120098 | 0.03%                | 0.58%                | -0.29%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1916891.68             | $-3986436.34                               |
| Month 2  | $-9057779.77             | $9074571.58                                |
| Month 3  | $-741880.81              | $-8453438.70                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| AAP Buyer Inc                                                 | AAP Buyer, Inc.                                                                 | CUSIP: 00036FAB0<br>LEI: 254900BOO8W9IR1VYO11 | Long             | LON              | CORP              | US        |   1483194 | PA      | $1488755.62   | 0.12%             | 2031-09-09      | Floating      | 6.42%                 | No            | 3                  | On Loan: No      |
| AAL Delaware Holdco Inc                                       | AAL Delaware Holdco, Inc.                                                       | CUSIP: 00036YAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    724213 | PA      | $725799.29    | 0.06%             | 2031-07-30      | Floating      | 6.42%                 | No            | 2                  | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                               | ABG Intermediate Holdings 2 LLC                                                 | CUSIP: 00076VBL3<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |  12361945 | PA      | $12370412.54  | 1.04%             | 2028-12-21      | Floating      | 5.92%                 | No            | 2                  | On Loan: No      |
| AI Aqua Merger Sub Inc                                        | AI Aqua Merger Sub, Inc.                                                        | CUSIP: 00132UAP9<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |   3039594 | PA      | $3044168.27   | 0.26%             | 2028-07-31      | Floating      | 6.85%                 | No            | 2                  | On Loan: No      |
| RelaDyne Inc                                                  | RelaDyne, Inc.                                                                  | CUSIP: 00149HAC8<br>LEI: 5493000EBDLH9PYWBS30 | Long             | LON              | CORP              | US        |   2932333 | PA      | $2913097.35   | 0.24%             | 2030-12-23      | Floating      | 7.17%                 | No            | 2                  | On Loan: No      |
| AL GCX Fund VIII Holdings LLC                                 | AL GCX Fund VIII Holdings LLC                                                   | CUSIP: 00162AAB7<br>LEI: 254900KQJGH397AKYT16 | Long             | LON              | CORP              | US        |   1126293 | PA      | $1128579.17   | 0.09%             | 2032-01-30      | Floating      | 5.67%                 | No            | 2                  | On Loan: No      |
| AMN HEALTHCARE INC                                            | AMN Healthcare, Inc.                                                            | CUSIP: 00175PAC7<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |   4749000 | PA      | $4543765.32   | 0.38%             | 2029-04-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| AMN HEALTHCARE INC                                            | AMN Healthcare, Inc.                                                            | CUSIP: 00175PAD5<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |   4471000 | PA      | $4533643.18   | 0.38%             | 2031-01-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| TricorBraun Holdings Inc                                      | TricorBraun Holdings, Inc.                                                      | CUSIP: 00184NAB3<br>LEI: 2549009AB5YVVW5J1U62 | Long             | LON              | CORP              | US        |   2165654 | PA      | $2056245.02   | 0.17%             | 2031-03-03      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ASGN INCORPORATED                                             | ASGN, Inc.                                                                      | CUSIP: 00191UAA0<br>LEI: LZBNYYCBUKY537072438 | Long             | DBT              | CORP              | US        |   1113000 | PA      | $1097019.66   | 0.09%             | 2028-05-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Hexion Holdings Corporation                                   | Hexion Holdings Corp.                                                           | CUSIP: 00217XAE6<br>LEI: 549300LBB370MUHGLV84 | Long             | LON              | CORP              | US        |   3275027 | PA      | $3214651.60   | 0.27%             | 2029-03-15      | Floating      | 7.67%                 | No            | 2                  | On Loan: No      |
| AQ Carver Buyer Inc                                           | AQ Carver Buyer, Inc.                                                           | CUSIP: 00226HAG5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2024019 | PA      | $1927877.94   | 0.16%             | 2029-08-02      | Floating      | 9.27%                 | No            | 2                  | On Loan: No      |
| AAR ESCROW ISSUER LLC                                         | AAR Escrow Issuer LLC                                                           | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2386000 | PA      | $2470979.78   | 0.21%             | 2029-03-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| The Action Environmental Group Inc                            | Action Environmental Group, Inc.                                                | CUSIP: 00507JAF3<br>LEI: 549300BB30QUQC86W666 | Long             | LON              | CORP              | US        |    764175 | PA      | $764656.28    | 0.06%             | 2030-10-24      | Floating      | 6.67%                 | No            | 2                  | On Loan: No      |
| ACUSHNET CO                                                   | Acushnet Co.                                                                    | CUSIP: 005095AB0<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |   4601000 | PA      | $4654633.86   | 0.39%             | 2033-12-01      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                                        | Adient Global Holdings Ltd.                                                     | CUSIP: 00687YAB1<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    416000 | PA      | $425660.35    | 0.04%             | 2028-04-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| ADMI Corp                                                     | ADMI Corp.                                                                      | CUSIP: 00709LAH0<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |   6201545 | PA      | $5936428.54   | 0.50%             | 2027-12-23      | Floating      | 7.16%                 | No            | 2                  | On Loan: No      |
| ADMI Corp                                                     | ADMI Corp.                                                                      | CUSIP: 00709LAL1<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |    244355 | PA      | $238246.44    | 0.02%             | 2027-12-23      | Floating      | 9.42%                 | No            | 2                  | On Loan: No      |
| ADVANCE AUTO PARTS                                            | Advance Auto Parts, Inc.                                                        | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    893000 | PA      | $907653.24    | 0.08%             | 2030-08-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| ADVANCE AUTO PARTS                                            | Advance Auto Parts, Inc.                                                        | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |   1012000 | PA      | $1026547.50   | 0.09%             | 2033-08-01      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| AECOM                                                         | AECOM                                                                           | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |   3173000 | PA      | $3251661.84   | 0.27%             | 2033-08-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| ADVANCED DRAINAGE SYSTEM                                      | Advanced Drainage Systems, Inc.                                                 | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    754000 | PA      | $771332.20    | 0.06%             | 2030-06-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| AHEAD DB HOLDINGS LLC                                         | Ahead DB Holdings LLC                                                           | CUSIP: 00867FAA6<br>LEI: 254900L07WFL833JX193 | Long             | DBT              | CORP              | US        |   7104000 | PA      | $7055751.76   | 0.59%             | 2028-05-01      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| AL NGPL Holdings LLC                                          | AL NGPL Holdings LLC                                                            | CUSIP: 01021AAB6<br>LEI: 254900WKSN3ZUJ0TO315 | Long             | LON              | CORP              | US        |   1232536 | PA      | $1236128.40   | 0.10%             | 2030-12-09      | Floating      | 5.90%                 | No            | 2                  | On Loan: No      |
| Albion Financing 3 SARL                                       | Albion Financing 3 SARL                                                         | CUSIP: 01330EAD0<br>LEI: 213800VFJ5CIN2NUQ821 | Long             | LON              | CORP              | US        |    521275 | PA      | $519890.91    | 0.04%             | 2031-05-21      | Floating      | 6.87%                 | No            | 2                  | On Loan: No      |
| Alera Group Inc                                               | Alera Group, Inc.                                                               | CUSIP: 01451PAB2<br>LEI: 2549003D76KZAKICNX26 | Long             | LON              | CORP              | US        |   2670641 | PA      | $2667089.33   | 0.22%             | 2032-05-31      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ALLEGRO MICROSYSTEMS INC                                      | Allegro MicroSystems, Inc.                                                      | CUSIP: 01748YAH3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    545974 | PA      | $543243.67    | 0.05%             | 2030-10-31      | Floating      | 5.42%                 | No            | 3                  | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                      | Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer                    | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4473000 | PA      | $4549864.03   | 0.38%             | 2028-04-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                      | Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer                    | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    667000 | PA      | $685890.77    | 0.06%             | 2031-10-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                                       | Allied Universal Holdco LLC                                                     | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    739000 | PA      | $778120.44    | 0.07%             | 2031-02-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| Altar Bidco Inc                                               | Altar Bidco, Inc.                                                               | CUSIP: 02090CAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    786157 | PA      | $746849.29    | 0.06%             | 2030-02-01      | Floating      | 9.11%                 | No            | 2                  | On Loan: No      |
| Altar Bidco Inc                                               | Altar Bidco, Inc.                                                               | CUSIP: 02090CAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3273584 | PA      | $3240029.60   | 0.27%             | 2029-02-01      | Floating      | 6.61%                 | No            | 2                  | On Loan: No      |
| ALTICE FRANCE SA                                              | Altice France SA                                                                | CUSIP: 02090DAC2<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    526000 | PA      | $512984.18    | 0.04%             | 2031-10-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| ALTICE FRANCE SA                                              | Altice France SA                                                                | CUSIP: 02090DAD0<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    762196 | PA      | $744898.34    | 0.06%             | 2032-04-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| ALTICE FRANCE SA                                              | Altice France SA                                                                | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   1349087 | PA      | $1318119.64   | 0.11%             | 2032-07-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| ASPIRE BAKERIES HOLDINGS LLC                                  | Aspire Bakeries Holdings LLC                                                    | CUSIP: 02106XAK2<br>LEI: 549300MWN7R72KAKOD18 | Long             | LON              | CORP              | US        |   1075200 | PA      | $1082145.55   | 0.09%             | 2030-12-23      | Floating      | 6.21%                 | No            | 2                  | On Loan: No      |
| ALTICE FINANCING SA                                           | Altice Financing SA                                                             | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |   4171000 | PA      | $3032220.65   | 0.25%             | 2028-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: —       |
| Optimum Communications Inc                                    | Optimum Communications, Inc.                                                    | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |     54000 | NS      | $82620.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| AMENTUM HOLDINGS INC                                          | Amentum Holdings, Inc.                                                          | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |   4294000 | PA      | $4527937.12   | 0.38%             | 2032-08-01      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| AMER SPORTS COMPANY                                           | Amer Sports Co.                                                                 | CUSIP: 02352NAA7<br>LEI: 549300NRKH9WF70VFC95 | Long             | DBT              | CORP              | US        |    850000 | PA      | $886057.00    | 0.07%             | 2031-02-16      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| American Airlines Inc                                         | American Airlines, Inc.                                                         | CUSIP: 02376CAX3<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | US        |   1250000 | PA      | $1249887.50   | 0.10%             | 2027-01-29      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| AMERICAN AXLE & MFG INC                                       | American Axle & Manufacturing, Inc.                                             | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |   1553000 | PA      | $1585555.54   | 0.13%             | 2032-10-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| AMERICAN AXLE & MFG INC                                       | American Axle & Manufacturing, Inc.                                             | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |   2174000 | PA      | $2236430.76   | 0.19%             | 2033-10-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| ABC SUPPLY CO INC                                             | American Builders & Contractors Supply Co., Inc.                                | CUSIP: 024747AF4<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |   4673000 | PA      | $4615671.17   | 0.39%             | 2028-01-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| AMERITEX HOLDCO INTERMED                                      | AmeriTex HoldCo Intermediate LLC                                                | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2246000 | PA      | $2363333.26   | 0.20%             | 2033-08-15      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| Amspec Parent LLC                                             | Amspec Parent LLC                                                               | CUSIP: 03218AAE9<br>LEI: 254900LUGRP5Z7OOV477 | Long             | LON              | CORP              | US        |   1626246 | PA      | $1630311.55   | 0.14%             | 2031-12-22      | Floating      | 7.17%                 | No            | 2                  | On Loan: No      |
| AMWINS GROUP INC                                              | AmWINS Group, Inc.                                                              | CUSIP: 03234TBB3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |   2618518 | PA      | $2616829.43   | 0.22%             | 2032-01-30      | Floating      | 5.67%                 | No            | 2                  | On Loan: No      |
| Anchorage Credit Funding Ltd.                                 | Anchorage Credit Funding 11 Ltd., 2020-11A, Rule 144A                           | CUSIP: 03330CAA6<br>LEI: 549300ZAIYJSUVDZF802 | Long             | ABS-CBDO         | CORP              | KY        |   3385000 | PA      | $3393433.39   | 0.28%             | 2038-04-25      | Fixed         | 7.05%                 | No            | 2                  | On Loan: No      |
| Ankura Consulting Group LLC                                   | Ankura Consulting Group LLC                                                     | CUSIP: 03539PAJ7<br>LEI: 549300VJ5EU1KWD54I45 | Long             | LON              | CORP              | US        |   3118930 | PA      | $3046071.72   | 0.26%             | 2031-12-29      | Floating      | 7.17%                 | No            | 2                  | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                      | Antero Midstream Partners LP/Antero Midstream Finance Corp.                     | CUSIP: 03690AAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    558000 | PA      | $564512.42    | 0.05%             | 2033-10-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Applied Systems Inc                                           | Applied Systems, Inc.                                                           | CUSIP: 03827FBD2<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |   5924776 | PA      | $5892367.61   | 0.49%             | 2031-02-24      | Floating      | 6.17%                 | No            | 2                  | On Loan: No      |
| ARAMARK SERVICES INC                                          | Aramark Services, Inc.                                                          | CUSIP: 03852JBC4<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |   1229911 | PA      | $1234369.07   | 0.10%             | 2030-06-22      | Floating      | 5.42%                 | No            | 2                  | On Loan: No      |
| ARAMSCO Inc                                                   | ARAMSCO, Inc.                                                                   | CUSIP: 03853CAG0<br>LEI: 549300YLYMLCCLQAZU59 | Long             | LON              | CORP              | US        |   2188574 | PA      | $1524702.92   | 0.13%             | 2030-10-10      | Floating      | 8.42%                 | No            | 2                  | On Loan: No      |
| New Arclin US Holding Corp                                    | New Arclin U.S. Holding Corp.                                                   | CUSIP: 03880YAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    629660 | PA      | $629398.22    | 0.05%             | 2028-09-30      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| New Arclin US Holding Corp                                    | New Arclin U.S. Holding Corp.                                                   | CUSIP: 03880YAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    801177 | PA      | $799507.02    | 0.07%             | 2029-09-30      | Floating      | 10.77%                | No            | 2                  | On Loan: No      |
| ARCHROCK SERVICES/PARTNE                                      | Archrock Services LP/Archrock Partners Finance Corp.                            | CUSIP: 03958CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    958000 | PA      | $958730.01    | 0.08%             | 2034-02-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Arcis Golf LLC                                                | Arcis Golf LLC                                                                  | CUSIP: 03958MAF4<br>LEI: 254900ZMGXNNIX4SXQ48 | Long             | LON              | CORP              | US        |   1746731 | PA      | $1757647.87   | 0.15%             | 2028-11-24      | Floating      | 6.42%                 | No            | 2                  | On Loan: No      |
| ARCOSA INC                                                    | Arcosa, Inc.                                                                    | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |   1806000 | PA      | $1776988.96   | 0.15%             | 2029-04-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| ARCOSA INC                                                    | Arcosa, Inc.                                                                    | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1847559.00   | 0.15%             | 2032-08-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Arcosa Inc                                                    | Arcosa, Inc.                                                                    | CUSIP: 03965EAH9<br>LEI: 549300WFHLTCZV7D6V29 | Long             | LON              | CORP              | US        |   1136694 | PA      | $1141905.41   | 0.10%             | 2031-10-01      | Floating      | 5.67%                 | No            | 2                  | On Loan: No      |
| ARDONAGH FINCO LTD                                            | Ardonagh Finco Ltd.                                                             | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |   3255000 | PA      | $3371750.34   | 0.28%             | 2031-02-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| ARES CLO Ltd                                                  | ARES LXIII CLO Ltd., 2022-63A, Rule 144A                                        | CUSIP: 039937BA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1768545.10   | 0.15%             | 2038-10-15      | Floating      | 6.67%                 | No            | 2                  | On Loan: No      |
| ARDONAGH GROUP FINANCE                                        | Ardonagh Group Finance Ltd.                                                     | CUSIP: 039956AA5<br>LEI: 254900SRT1BTAJ76NW62 | Long             | DBT              | CORP              | JE        |   2250000 | PA      | $2322546.55   | 0.19%             | 2032-02-15      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| ARMOR HOLDCO INC                                              | Armor Holdco, Inc.                                                              | CUSIP: 04625PAA9<br>LEI: 254900X6HLK0YPTHHF09 | Long             | DBT              | CORP              | US        |   9407000 | PA      | $9508567.38   | 0.80%             | 2029-11-15      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Astra Acquisition Corp                                        | Astra Acquisition Corp.                                                         | CUSIP: 04629UAN6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    923004 | PA      | $196138.32    | 0.02%             | 2028-02-25      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Astra Acquisition Corp                                        | Astra Acquisition Corp.                                                         | CUSIP: 04629UAR7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1138771 | PA      | $4805.61      | 0.00%             | 2028-10-25      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ASTRA ACQUISITION CORP                                        | Astra Acquisition Corp.                                                         | CUSIP: 04629UAV8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     33909 | PA      | $33993.35     | 0.00%             | 2026-04-01      | Floating      | 12.41%                | No            | 2                  | On Loan: No      |
| ASTRA ACQUISITION CORP                                        | Astra Acquisition Corp.                                                         | CUSIP: 04629UAW6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     76914 | PA      | $77106.13     | 0.01%             | 2026-04-01      | Floating      | 12.63%                | No            | 2                  | On Loan: No      |
| Athenahealth Group Inc                                        | Athenahealth Group, Inc.                                                        | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |   6831838 | PA      | $6755697.29   | 0.57%             | 2029-02-15      | Floating      | 6.42%                 | No            | 2                  | On Loan: No      |
| ATKORE INC                                                    | Atkore, Inc.                                                                    | CUSIP: 047649AA6<br>LEI: 52990002TI38AM4RPV48 | Long             | DBT              | CORP              | US        |   3459000 | PA      | $3301765.27   | 0.28%             | 2031-06-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Atlas CC Acquisition Corp                                     | Atlas CC Acquisition Corp.                                                      | CUSIP: 04921TAR5<br>LEI: 6HHLXIOGCDNZ4IRAIW26 | Long             | LON              | CORP              | US        |   3096768 | PA      | $691152.07    | 0.06%             | 2029-05-25      | Floating      | 8.18%                 | No            | 2                  | On Loan: No      |
| Atlas CC Acquisition Corp                                     | Atlas CC Acquisition Corp.                                                      | CUSIP: 04921TAS3<br>LEI: 6HHLXIOGCDNZ4IRAIW26 | Long             | LON              | CORP              | US        |    449424 | PA      | $100304.66    | 0.01%             | 2029-05-25      | Floating      | 4.93%                 | No            | 2                  | On Loan: No      |
| Autokiniton US Holdings Inc                                   | Autokiniton U.S. Holdings, Inc.                                                 | CUSIP: 05278HAC0<br>LEI: 254900EHNKMJ1OSEZL85 | Long             | LON              | CORP              | US        |   3785636 | PA      | $3780903.96   | 0.32%             | 2028-04-06      | Floating      | 7.79%                 | No            | 2                  | On Loan: No      |
| Avalara Inc                                                   | Avalara, Inc.                                                                   | CUSIP: 05338KAD9<br>LEI: 549300Q16CMW239SS315 | Long             | LON              | CORP              | US        |   2072643 | PA      | $2036371.78   | 0.17%             | 2032-03-26      | Floating      | 6.42%                 | No            | 2                  | On Loan: No      |
| AVIENT CORP                                                   | Avient Corp.                                                                    | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    474000 | PA      | $489307.83    | 0.04%             | 2030-08-01      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| AVIENT CORP                                                   | Avient Corp.                                                                    | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    600000 | PA      | $617467.20    | 0.05%             | 2031-11-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| BCP Renaissance Parent LLC                                    | BCP Renaissance Parent LLC                                                      | CUSIP: 05549PAG6<br>LEI: 549300GVXMQFQZDSJR97 | Long             | LON              | CORP              | US        |   4356363 | PA      | $4347650.71   | 0.36%             | 2028-10-31      | Floating      | 6.17%                 | No            | 2                  | On Loan: No      |
| BIP PipeCo Holdings LLC                                       | BIP PipeCo Holdings LLC                                                         | CUSIP: 05554DAB6<br>LEI: 254900VCXW4EPI0VC343 | Long             | LON              | CORP              | US        |    938484 | PA      | $941416.76    | 0.08%             | 2030-12-06      | Floating      | 5.90%                 | No            | 2                  | On Loan: No      |
| BBAM US CLO LTD.                                              | Bbam U.S. CLO V Ltd., 2025-5A, Rule 144A                                        | CUSIP: 05556BAA0<br>LEI: 213800MKXSA1BGWGVJ66 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3018453.00   | 0.25%             | 2038-07-25      | Floating      | 5.03%                 | No            | 2                  | On Loan: No      |
| BCPE Pequod Buyer Inc                                         | BCPE Pequod Buyer, Inc.                                                         | CUSIP: 05624AAB8<br>LEI: 254900HEEOS2IWC84V94 | Long             | LON              | CORP              | US        |   2023179 | PA      | $2017908.99   | 0.17%             | 2031-11-25      | Floating      | 6.42%                 | No            | 2                  | On Loan: No      |
| Battalion CLO LTD                                             | Battalion CLO XIV Ltd., 2019-14A, Rule 144A                                     | CUSIP: 07090AAY9<br>LEI: 549300SBOOCXWC0VGZ76 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $947070.50    | 0.08%             | 2035-01-20      | Floating      | 7.37%                 | No            | 2                  | On Loan: No      |
| Battalion CLO LTD                                             | Battalion CLO XXIV Ltd., 2022-24A, Rule 144A                                    | CUSIP: 07135JAQ4<br>LEI: 549300ALTGBNQDUY5038 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2511369.50   | 0.21%             | 2036-07-14      | Floating      | 7.17%                 | No            | 2                  | On Loan: No      |
| BEACH ACQUISITION BIDCO                                       | Beach Acquisition Bidco LLC                                                     | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |   1679099 | PA      | $1850566.91   | 0.16%             | 2033-07-15      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| Belfor Holdings Inc                                           | Belfor Holdings, Inc.                                                           | CUSIP: 07768YAS1<br>LEI: 894500EVD0KMNJVDKH09 | Long             | LON              | CORP              | US        |    718540 | PA      | $719890.71    | 0.06%             | 2030-11-01      | Floating      | 6.42%                 | No            | 2                  | On Loan: No      |
| BELRON UK FINANCE PLC                                         | Belron U.K. Finance PLC                                                         | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |   3453000 | PA      | $3520416.37   | 0.30%             | 2029-10-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Belron Finance 2019 LLC                                       | Belron Finance LLC                                                              | CUSIP: 08078UAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2468844 | PA      | $2479953.54   | 0.21%             | 2031-10-16      | Floating      | 6.12%                 | No            | 2                  | On Loan: No      |
| BENDING SPOONS US INC                                         | Bending Spoons U.S., Inc.                                                       | CUSIP: 08167PAD8<br>LEI: 9845008E9B4A982B2F23 | Long             | LON              | CORP              | US        |   1735863 | PA      | $1709825.33   | 0.14%             | 2031-03-07      | Floating      | 9.57%                 | No            | 3                  | On Loan: No      |
| Berlin Packaging LLC                                          | Berlin Packaging LLC                                                            | CUSIP: 08511LBD9<br>LEI: 549300L1HNHO6QOXHH42 | Long             | LON              | CORP              | US        |   2227570 | PA      | $2227948.93   | 0.19%             | 2031-06-07      | Floating      | 6.92%                 | No            | 2                  | On Loan: No      |
| Bleriot US Bidco Inc                                          | Bleriot U.S. Bidco, Inc.                                                        | CUSIP: 09353TAJ9<br>LEI: 254900ALCQ2A2VYD5Z08 | Long             | LON              | CORP              | US        |   2655247 | PA      | $2658805.46   | 0.22%             | 2030-10-31      | Floating      | 6.17%                 | No            | 2                  | On Loan: No      |
| BLUE RACER MID LLC/FINAN                                      | Blue Racer Midstream LLC/Blue Racer Finance Corp.                               | CUSIP: 095796AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1354000 | PA      | $1361364.41   | 0.11%             | 2026-07-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| BLUE RACER MID LLC/FINAN                                      | Blue Racer Midstream LLC/Blue Racer Finance Corp.                               | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $371292.95    | 0.03%             | 2032-07-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| BOMBARDIER INC                                                | Bombardier, Inc.                                                                | CUSIP: 097751BZ3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    489000 | PA      | $508284.98    | 0.04%             | 2029-02-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| BOMBARDIER INC                                                | Bombardier, Inc.                                                                | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1062586.00   | 0.09%             | 2031-07-01      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| BOMBARDIER INC                                                | Bombardier, Inc.                                                                | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   3525000 | PA      | $3701726.02   | 0.31%             | 2033-06-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| BOYNE USA INC                                                 | Boyne USA, Inc.                                                                 | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3730000 | PA      | $3692605.63   | 0.31%             | 2029-05-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Brand Engagement Network Inc                                  | Brand Engagement Network, Inc.                                                  | CUSIP: 104932116<br>LEI: N/A                  | N/A              | DE               |  | US        |     26666 | NS      | $6583.84      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BRIGHTSTAR LOT/BRIGHSTAR                                      | Brightstar Lottery PLC/Brightstar Global Solutions Corp.                        | CUSIP: 108922AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1862000 | PA      | $1851687.69   | 0.16%             | 2033-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Brown Group Holding LLC                                       | Brown Group Holding LLC                                                         | CUSIP: 11565HAB2<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |   4525049 | PA      | $4537493.21   | 0.38%             | 2031-07-01      | Floating      | 6.17%                 | No            | 2                  | On Loan: No      |
| Brown Group Holding LLC                                       | Brown Group Holding LLC                                                         | CUSIP: 11565HAD8<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |   3156864 | PA      | $3161473.03   | 0.27%             | 2031-07-01      | Floating      | 6.32%                 | No            | 2                  | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                      | Builders FirstSource, Inc.                                                      | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   3138000 | PA      | $3301392.52   | 0.28%             | 2035-05-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| C&D Technologies, Inc                                         | C&D Technologies, Inc.                                                          | CUSIP: 12466CAH8<br>LEI: 549300GL1JMRWNCKLX11 | Long             | LON              | CORP              | US        |    672891 | PA      | $658874.74    | 0.06%             | 2026-12-20      | Floating      | 9.54%                 | No            | 2                  | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                        | CCO Holdings LLC/CCO Holdings Capital Corp.                                     | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1729000 | PA      | $1730520.45   | 0.15%             | 2027-05-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd                                              | CIFC Funding Ltd., 2014-1A, Rule 144A                                           | CUSIP: 12549LAG1<br>LEI: 54930034H2IEPBE5Q044 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $750075.53    | 0.06%             | 2031-01-18      | Floating      | 9.78%                 | No            | 2                  | On Loan: No      |
| CPI HOLDCO B LLC                                              | CPI Holdco B LLC                                                                | CUSIP: 1261MAAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2076109 | PA      | $2069039.82   | 0.17%             | 2031-05-19      | Floating      | 5.72%                 | No            | 2                  | On Loan: No      |
| CPM Holdings Inc                                              | CPM Holdings, Inc.                                                              | CUSIP: 12620BAR1<br>LEI: 549300FBUISJCXV8IB65 | Long             | LON              | CORP              | US        |   1395042 | PA      | $1378043.47   | 0.12%             | 2028-09-28      | Floating      | 8.20%                 | No            | 2                  | On Loan: No      |
| CNX MIDSTREAM PART LP                                         | CNX Midstream Partners LP                                                       | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6012000 | PA      | $5844936.14   | 0.49%             | 2030-04-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| CQP HOLDCO LP/BIP-V CHIN                                      | CQP Holdco LP/BIP-V Chinook Holdco LLC                                          | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2237993.78   | 0.19%             | 2031-06-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CQP HOLDCO LP/BIP-V CHIN                                      | CQP Holdco LP/BIP-V Chinook Holdco LLC                                          | CUSIP: 12657NAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8726000 | PA      | $9401017.18   | 0.79%             | 2033-12-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| CACI INTERNATIONAL INC                                        | CACI International, Inc.                                                        | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |   1869000 | PA      | $1941532.36   | 0.16%             | 2033-06-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Caesars Entertainment Inc                                     | Caesars Entertainment, Inc.                                                     | CUSIP: 12768EAG1<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |   4494165 | PA      | $4475919.18   | 0.38%             | 2030-02-06      | Floating      | 5.92%                 | No            | 2                  | On Loan: No      |
| CAESARS ENTERTAIN INC                                         | Caesars Entertainment, Inc.                                                     | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    500000 | PA      | $516526.50    | 0.04%             | 2030-02-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| CAESARS ENTERTAIN INC                                         | Caesars Entertainment, Inc.                                                     | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    542000 | PA      | $554473.22    | 0.05%             | 2032-02-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| CAMELOT RETURN MERGER SU                                      | Camelot Return Merger Sub, Inc.                                                 | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1042959.39   | 0.09%             | 2028-08-01      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| CAPSTONE COPPER CORP                                          | Capstone Copper Corp.                                                           | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |   3111000 | PA      | $3225699.46   | 0.27%             | 2033-03-31      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Cardinal Parent Inc                                           | Cardinal Parent, Inc.                                                           | CUSIP: 14153EAC9<br>LEI: 5493009YXQNPN3HQQH84 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-11-12      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Carestream Health Inc                                         | Carestream Health, Inc.                                                         | CUSIP: 14173VAT0<br>LEI: 5493008C1W5RQW9E4I05 | Long             | LON              | CORP              | US        |    611803 | PA      | $312784.08    | 0.03%             | 2027-09-30      | Floating      | 11.27%                | No            | 2                  | On Loan: No      |
| CARPENTER TECHNOLOGY                                          | Carpenter Technology Corp.                                                      | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |   1827000 | PA      | $1856352.58   | 0.16%             | 2034-03-01      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| CASCADES INC/USA INC                                          | Cascades, Inc./Cascades USA, Inc.                                               | CUSIP: 14739LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   3538000 | PA      | $3665138.03   | 0.31%             | 2030-07-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Cast and Crew Payroll LLC                                     | Cast & Crew Payroll LLC                                                         | CUSIP: 14835JAQ3<br>LEI: 549300XE7OZGFGN5F466 | Long             | LON              | CORP              | US        |   5297085 | PA      | $3330542.26   | 0.28%             | 2028-12-29      | Floating      | 7.42%                 | No            | 2                  | On Loan: No      |
| Six Flags Entertainment Corporation                           | Six Flags Entertainment Corp.                                                   | CUSIP: 15018LAN1<br>LEI: 529900AS2CYWYFHRS781 | Long             | LON              | CORP              | US        |   1259928 | PA      | $1248644.97   | 0.10%             | 2031-05-01      | Floating      | 5.67%                 | No            | 2                  | On Loan: No      |
| SIX FLAGS/CANADA WON                                          | Six Flags Entertainment Corp./Canada's Wonderland Co./Magnum Management Corp.   | CUSIP: 150190AB2<br>LEI: 549300TUVLNQQ6BVKH61 | Long             | DBT              | CORP              | US        |    291000 | PA      | $291181.88    | 0.02%             | 2027-04-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Cedar Funding Ltd                                             | Cedar Funding IV CLO Ltd., 2014-4A, Rule 144A                                   | CUSIP: 150323BL6<br>LEI: 549300PPJP6KEORGHQ85 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3014106.90   | 0.25%             | 2038-01-23      | Floating      | 5.01%                 | No            | 2                  | On Loan: No      |
| Cedar Funding Ltd                                             | Cedar Funding V CLO Ltd.                                                        | CUSIP: 15032ABC0<br>LEI: 635400NWFWJ92O7QGD64 | Long             | ABS-CBDO         | CORP              | KY        |   4300000 | PA      | $4315050.00   | 0.36%             | 2039-01-17      | Floating      | 4.88%                 | No            | 2                  | On Loan: No      |
| Cedar Funding Ltd                                             | Cedar Funding V CLO Ltd.                                                        | CUSIP: 15032ABJ5<br>LEI: 635400NWFWJ92O7QGD64 | Long             | ABS-CBDO         | CORP              | KY        |   2400000 | PA      | $2433683.28   | 0.20%             | 2039-01-17      | Floating      | 6.87%                 | No            | 2                  | On Loan: No      |
| Chart Industries Inc                                          | Chart Industries, Inc.                                                          | CUSIP: 16115EAT4<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | LON              | CORP              | US        |    592083 | PA      | $594119.87    | 0.05%             | 2030-03-15      | Floating      | 6.16%                 | No            | 2                  | On Loan: No      |
| SM ENERGY CO                                                  | SM Energy Co.                                                                   | CUSIP: 17888HAA1<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $515101.00    | 0.04%             | 2028-07-01      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| SM ENERGY CO                                                  | SM Energy Co.                                                                   | CUSIP: 17888HAB9<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   4361000 | PA      | $4585870.60   | 0.38%             | 2031-07-01      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| CLEAN HARBORS INC                                             | Clean Harbors, Inc.                                                             | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143448.48    | 0.01%             | 2031-02-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| CLEAN HARBORS INC                                             | Clean Harbors, Inc.                                                             | CUSIP: 184496AR8<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    560000 | PA      | $572401.76    | 0.05%             | 2033-10-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                        | Cloud Software Group, Inc.                                                      | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   2956000 | PA      | $2987235.22   | 0.25%             | 2029-09-30      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                        | Cloud Software Group, Inc.                                                      | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   4793000 | PA      | $4599212.54   | 0.39%             | 2033-08-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: —       |
| Clydesdale Acquisition Holdings Inc                           | Clydesdale Acquisition Holdings, Inc.                                           | CUSIP: 18972FAE2<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |   1607287 | PA      | $1601267.46   | 0.13%             | 2032-04-01      | Floating      | 6.96%                 | No            | 2                  | On Loan: No      |
| Colossus Acquireco LLC                                        | Colossus Acquireco LLC                                                          | CUSIP: 19682LAB4<br>LEI: 2549009FT92RXWA46910 | Long             | LON              | CORP              | US        |   6246449 | PA      | $6231488.40   | 0.52%             | 2032-07-30      | Floating      | 5.41%                 | No            | 2                  | On Loan: No      |
| COLUMBUS MCKINNON CORP                                        | Columbus McKinnon Corp.                                                         | CUSIP: 199333AK1<br>LEI: 549300W3HQB0HO1F3G69 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2011890.00   | 0.17%             | 2033-02-01      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| COMMERCIAL METALS CO                                          | Commercial Metals Co.                                                           | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |   1797000 | PA      | $1827771.83   | 0.15%             | 2033-11-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| COMPASS GROUP DIVERSIFIE                                      | Compass Group Diversified Holdings LLC                                          | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |    939940 | PA      | $876010.45    | 0.07%             | 2029-04-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| COMPOSECURE HOLDINGS LLC                                      | CompoSecure Holdings LLC                                                        | CUSIP: 20459KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    306624 | PA      | $306434.14    | 0.03%             | 2033-01-14      | Floating      | 5.93%                 | No            | 2                  | On Loan: No      |
| COMPOSECURE HOLDINGS LLC                                      | CompoSecure Holdings LLC                                                        | CUSIP: 20459XAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1286000 | PA      | $1282637.11   | 0.11%             | 2033-02-01      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Concentra Health Services Inc                                 | Concentra Health Services, Inc.                                                 | CUSIP: 20602RAD2<br>LEI: 984500GB84105F75DE32 | Long             | LON              | CORP              | US        |   2042791 | PA      | $2050461.51   | 0.17%             | 2031-07-26      | Floating      | 5.67%                 | No            | 2                  | On Loan: No      |
| ConnectWise LLC                                               | ConnectWise LLC                                                                 | CUSIP: 20786NAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3737567 | PA      | $3616096.15   | 0.30%             | 2028-09-29      | Floating      | 7.43%                 | No            | 2                  | On Loan: No      |
| CONSTELLIUM SE                                                | Constellium SE                                                                  | CUSIP: 21039CAA2<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    936000 | PA      | $937639.87    | 0.08%             | 2028-06-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| CONSTELLIUM SE                                                | Constellium SE                                                                  | CUSIP: 21039CAD6<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |   2000000 | PA      | $2070194.00   | 0.17%             | 2032-08-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| CoreLogic Inc                                                 | CoreLogic, Inc.                                                                 | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |   1538059 | PA      | $1537743.25   | 0.13%             | 2028-06-02      | Floating      | 7.29%                 | No            | 2                  | On Loan: No      |
| CORELOGIC INC                                                 | CoreLogic, Inc.                                                                 | CUSIP: 21871DAD5<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |   8531000 | PA      | $8381344.93   | 0.70%             | 2028-05-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Corel Corporation                                             | Corel Corp.                                                                     | CUSIP: 21871LAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3776617 | PA      | $3448542.33   | 0.29%             | 2026-07-02      | Floating      | 8.92%                 | No            | 2                  | On Loan: No      |
| CORNERSTONE BUILDING                                          | Cornerstone Building Brands, Inc.                                               | CUSIP: 21925DAA7<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |   1067000 | PA      | $473511.13    | 0.04%             | 2029-01-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| CORNERSTONE BUILDING                                          | Cornerstone Building Brands, Inc.                                               | CUSIP: 21925DAB5<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |   3003000 | PA      | $2271081.42   | 0.19%             | 2029-08-15      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| Cornerstone Building Brands Inc                               | Cornerstone Building Brands, Inc.                                               | CUSIP: 21925FAA2<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |    172816 | PA      | $134148.49    | 0.01%             | 2028-08-01      | Floating      | 9.30%                 | No            | 2                  | On Loan: No      |
| COUGAR JV SUBSIDIARY LLC                                      | Cougar JV Subsidiary LLC                                                        | CUSIP: 22208WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    853000 | PA      | $912181.14    | 0.08%             | 2032-05-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Reworld Holding Corp                                          | Reworld Holding Corp.                                                           | CUSIP: 22282GAM9<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |   1730933 | PA      | $1734178.26   | 0.15%             | 2028-11-30      | Floating      | 5.92%                 | No            | 2                  | On Loan: No      |
| Covetrus Inc                                                  | Covetrus, Inc.                                                                  | CUSIP: 22304EAC0<br>LEI: 5493009S30DUFCF75V87 | Long             | LON              | CORP              | US        |   2896348 | PA      | $2793426.08   | 0.23%             | 2029-10-13      | Floating      | 8.67%                 | No            | 2                  | On Loan: No      |
| CROWN AMERICAS LLC                                            | Crown Americas LLC                                                              | CUSIP: 228180AC9<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |   2698000 | PA      | $2761262.70   | 0.23%             | 2033-06-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Cube Industrials Buyer Inc                                    | Cube Industrials Buyer, Inc.                                                    | CUSIP: 22971EAD0<br>LEI: 254900WU707ZFYHRD780 | Long             | LON              | CORP              | US        |    547815 | PA      | $550327.07    | 0.05%             | 2031-10-17      | Floating      | 6.67%                 | No            | 2                  | On Loan: No      |
| DRW Holdings LLC                                              | DRW Holdings LLC                                                                | CUSIP: 23343HAE0<br>LEI: 549300W696CUHX8SLK40 | Long             | LON              | CORP              | US        |   2200730 | PA      | $2175289.52   | 0.18%             | 2031-06-26      | Floating      | 7.17%                 | No            | 2                  | On Loan: No      |
| DARLING INGREDIENTS INC                                       | Darling Ingredients, Inc.                                                       | CUSIP: 237266AH4<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |    942000 | PA      | $943000.40    | 0.08%             | 2027-04-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| DARLING INGREDIENTS INC                                       | Darling Ingredients, Inc.                                                       | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |   1790000 | PA      | $1815228.26   | 0.15%             | 2030-06-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Dayforce Inc                                                  | Dayforce, Inc.                                                                  | CUSIP: 23958CAD9<br>LEI: 549300T64GVCHFJ8L449 | Long             | LON              | CORP              | US        |    462750 | PA      | $462461.16    | 0.04%             | 2031-03-01      | Floating      | 5.67%                 | No            | 3                  | On Loan: No      |
| DCert Buyer Inc                                               | DCert Buyer, Inc.                                                               | CUSIP: 24022KAJ8<br>LEI: 549300EF826JEEUCHZ67 | Long             | LON              | CORP              | US        |   1250000 | PA      | $1117706.25   | 0.09%             | 2029-02-19      | Floating      | 10.67%                | No            | 2                  | On Loan: No      |
| DEALER TIRE LLC/DT ISSR                                       | Dealer Tire LLC/DT Issuer LLC                                                   | CUSIP: 24229JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8029000 | PA      | $8022719.72   | 0.67%             | 2028-02-01      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Dechra Pharmaceuticals Holdings Ltd                           | Dechra Pharmaceuticals Holdings Ltd.                                            | CUSIP: 24343EAB1<br>LEI: 254900O65L5G9CGTAS28 | Long             | LON              | CORP              | US        |    578173 | PA      | $579907.95    | 0.05%             | 2032-01-27      | Floating      | 6.64%                 | No            | 2                  | On Loan: No      |
| DexKo Global Inc                                              | DexKo Global, Inc.                                                              | CUSIP: 25213YAU9<br>LEI: 549300SMZ4OV1KBH1M19 | Long             | LON              | CORP              | US        |    296154 | PA      | $295080.29    | 0.02%             | 2028-10-04      | Floating      | 7.68%                 | No            | 2                  | On Loan: No      |
| ZoomInfo LLC                                                  | ZoomInfo LLC                                                                    | CUSIP: 25471YAN2<br>LEI: 549300XF0FRWD2286I33 | Long             | LON              | CORP              | US        |   2383437 | PA      | $2353656.03   | 0.20%             | 2030-02-28      | Floating      | 5.42%                 | No            | 2                  | On Loan: No      |
| Kohler Energy Co LLC                                          | Kohler Energy Co. LLC                                                           | CUSIP: 25472PAB6<br>LEI: 254900T31FAYMRQSAA12 | Long             | LON              | CORP              | US        |   1371214 | PA      | $1373572.19   | 0.12%             | 2031-05-01      | Floating      | 7.42%                 | No            | 2                  | On Loan: No      |
| DORNOCH DEBT MERGER SUB                                       | Dornoch Debt Merger Sub, Inc.                                                   | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2818000 | PA      | $2512504.85   | 0.21%             | 2029-10-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: —       |
| Deutsche Bank AG                                              | Purchased USD / Sold EUR                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-12290.11    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                                      | Purchased USD / Sold GBP                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-18465.02    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                              | Purchased USD / Sold CAD                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-121599.37   | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                              | Purchased USD / Sold EUR                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-5055.75     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                              | Purchased USD / Sold CAD                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-10784.29    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                              | Purchased CAD / Sold USD                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CA        |         1 | NC      | $3477.77      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                              | Purchased CAD / Sold USD                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CA        |         1 | NC      | $11444.10     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                              | Purchased CAD / Sold USD                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CA        |         1 | NC      | $4187.28      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                              | Purchased CAD / Sold USD                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CA        |         1 | NC      | $29044.08     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                              | Purchased CAD / Sold USD                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CA        |         1 | NC      | $25162.06     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                              | Purchased USD / Sold EUR                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-931.46      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                              | Purchased USD / Sold CAD                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-3781.17     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                              | Purchased CAD / Sold USD                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CA        |         1 | NC      | $26454.18     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                                      | Purchased CAD / Sold USD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CA        |         1 | NC      | $55605.53     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                              | Purchased USD / Sold CAD                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-4798.73     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                              | Purchased CAD / Sold USD                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CA        |         1 | NC      | $1.69         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                              | Purchased USD / Sold GBP                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-510.57      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| DYCOM INVESTMENTS INC                                         | Dycom Industries, Inc.                                                          | CUSIP: 26747FAV1<br>LEI: 549300F56EKTHQI3WT60 | Long             | LON              | CORP              | US        |   1237046 | PA      | $1240918.33   | 0.10%             | 2033-01-20      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| EMG Utica LLC                                                 | EMG Utica LLC                                                                   | CUSIP: 26869HAB3<br>LEI: 254900H5HLPM7ZD1LU54 | Long             | LON              | CORP              | US        |   1027764 | PA      | $1035472.13   | 0.09%             | 2030-04-01      | Floating      | 7.67%                 | No            | 3                  | On Loan: No      |
| EOC Borrower LLC                                              | EOC Borrower LLC                                                                | CUSIP: 26875YAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5304181 | PA      | $5314126.29   | 0.45%             | 2032-03-24      | Floating      | 6.17%                 | No            | 2                  | On Loan: No      |
| EOC Borrower LLC                                              | EOC Borrower LLC                                                                | CUSIP: 26875YAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    349096 | PA      | $349313.98    | 0.03%             | 2028-03-24      | Floating      | 7.42%                 | No            | 2                  | On Loan: No      |
| EP Purchaser LLC                                              | EP Purchaser LLC                                                                | CUSIP: 26881KAD6<br>LEI: 549300GGODRVQG1GH476 | Long             | LON              | CORP              | US        |    139560 | PA      | $87015.63     | 0.01%             | 2028-11-06      | Floating      | 8.44%                 | No            | 2                  | On Loan: No      |
| EAGLE INT GLO/EAGLE US                                        | Eagle Intermediate Global Holding BV/Eagle U.S. Finance LLC                     | CUSIP: 26963PAA2<br>LEI: 724500WF1YQYV70ML757 | Long             | DBT              | CORP              | XX        |   1883710 | PA      | $894762.25    | 0.08%             | 2026-03-31      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| EAGLE INT GLO/EAGLE US                                        | Eagle Intermediate Global Holding BV/Eagle U.S. Finance LLC                     | CUSIP: 26963PAC8<br>LEI: 724500WF1YQYV70ML757 | Long             | DBT              | CORP              | XX        |     51667 | PA      | $24541.83     | 0.00%             | 2026-03-31      | Fixed         | 7.50%                 | No            | 3                  | On Loan: No      |
| Deutsche Bank AG                                              | Purchased USD / Sold GBP                                                        | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-438.03      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                                      | Purchased USD / Sold EUR                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-17300.94    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Morgan Stanley & Co. LLC                                      | Purchased USD / Sold EUR                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $7862.13      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Elanco Animal Health Incorporated                             | Elanco Animal Health, Inc.                                                      | CUSIP: 28414BAJ5<br>LEI: 549300SHPNDCE059M934 | Long             | LON              | CORP              | US        |   2389180 | PA      | $2392465.43   | 0.20%             | 2032-10-31      | Floating      | 5.45%                 | No            | 2                  | On Loan: No      |
| ELASTIC NV                                                    | Elastic NV                                                                      | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |   1649000 | PA      | $1587967.97   | 0.13%             | 2029-07-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| ELLUCIAN HOLDINGS INC                                         | Ellucian Holdings, Inc.                                                         | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |   2189000 | PA      | $2159603.48   | 0.18%             | 2029-12-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| ENERGIZER HOLDINGS INC                                        | Energizer Holdings, Inc.                                                        | CUSIP: 29272WAG4<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |   5901000 | PA      | $5677904.43   | 0.48%             | 2033-09-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| ENERSYS                                                       | EnerSys                                                                         | CUSIP: 29275YAC6<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |   3434000 | PA      | $3417085.49   | 0.29%             | 2027-12-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| ENERSYS                                                       | EnerSys                                                                         | CUSIP: 29275YAF9<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1036704.00   | 0.09%             | 2032-01-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| ENPRO INC                                                     | Enpro, Inc.                                                                     | CUSIP: 29355XAH0<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |   3306000 | PA      | $3408915.78   | 0.29%             | 2033-06-01      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Epicor Software Corporation                                   | Epicor Software Corp.                                                           | CUSIP: 29426NAZ7<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |   3183572 | PA      | $3167160.55   | 0.27%             | 2031-05-30      | Floating      | 6.17%                 | No            | 2                  | On Loan: No      |
| ERO COPPER CORP                                               | ERO Copper Corp.                                                                | CUSIP: 296006AA7<br>LEI: 549300KL8A21SEIO8I47 | Long             | DBT              | CORP              | CA        |   7269000 | PA      | $7347178.10   | 0.62%             | 2030-02-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| EverCommerce Inc                                              | EverCommerce, Inc.                                                              | CUSIP: 29977YAB9<br>LEI: 9845005E54E3C158EA55 | Long             | LON              | CORP              | US        |    720577 | PA      | $713370.97    | 0.06%             | 2031-07-07      | Floating      | 5.92%                 | No            | 2                  | On Loan: No      |
| EyeCare Partners LLC                                          | EyeCare Partners LLC                                                            | CUSIP: 30233PAT7<br>LEI: 254900ZAACWK09RJ8W93 | Long             | LON              | CORP              | US        |      1658 | PA      | $665.24       | 0.00%             | 2028-11-30      | Floating      | 4.73%                 | No            | 2                  | On Loan: No      |
| MedAssets Software Intermediate Holdings Inc                  | MedAssets Software Intermediate Holdings, Inc.                                  | CUSIP: 31810YAD2<br>LEI: 25490077VXHBSKJ52J14 | Long             | LON              | CORP              | US        |    358684 | PA      | $212222.67    | 0.02%             | 2028-12-15      | Floating      | 7.79%                 | No            | 2                  | On Loan: No      |
| First Brands Group LLC                                        | First Brands Group LLC                                                          | CUSIP: 31935HAG2<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-03-30      | Floating      | 10.97%                | No            | 2                  | On Loan: No      |
| First Brands Group, LLC                                       | First Brands Group LLC                                                          | CUSIP: 31935HAM9<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2026-06-29      | Floating      | 5.27%                 | No            | 2                  | On Loan: No      |
| FIRST QUANTUM MINERALS L                                      | First Quantum Minerals Ltd.                                                     | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   5767000 | PA      | $6057110.95   | 0.51%             | 2029-03-01      | Fixed         | 9.38%                 | No            | 2                  | On Loan: No      |
| FIRST QUANTUM MINERALS L                                      | First Quantum Minerals Ltd.                                                     | CUSIP: 335934AX3<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $525614.50    | 0.04%             | 2034-02-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Fleet Midco I Limited                                         | Fleet Midco I Ltd.                                                              | CUSIP: 33902UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    728420 | PA      | $731152.04    | 0.06%             | 2031-02-21      | Floating      | 6.79%                 | No            | 3                  | On Loan: No      |
| Corpay Technologies Operating Company LLC                     | Corpay Technologies Operating Co. LLC                                           | CUSIP: 33903RAZ2<br>LEI: 549300FKKKZCXLK48427 | Long             | LON              | CORP              | US        |   5022284 | PA      | $5027683.34   | 0.42%             | 2028-04-28      | Floating      | 5.42%                 | No            | 2                  | On Loan: No      |
| Corpay Technologies Operating Company LLC                     | Corpay Technologies Operating Co. LLC                                           | CUSIP: 33903RBA6<br>LEI: 549300FKKKZCXLK48427 | Long             | LON              | CORP              | US        |    182664 | PA      | $182599.32    | 0.02%             | 2032-11-05      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Flynn Restaurant Group LP                                     | Flynn Restaurant Group LP                                                       | CUSIP: 34410JAG6<br>LEI: 5493008VE8TQONGO3817 | Long             | LON              | CORP              | US        |   2570657 | PA      | $2573870.78   | 0.22%             | 2032-01-28      | Floating      | 7.42%                 | No            | 2                  | On Loan: No      |
| Focus Financial Partners LLC                                  | Focus Financial Partners LLC                                                    | CUSIP: 34416DBD9<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |   4219426 | PA      | $4200248.64   | 0.35%             | 2031-09-15      | Floating      | 6.17%                 | No            | 2                  | On Loan: No      |
| FOCUS FINANCIAL PARTNERS                                      | Focus Financial Partners LLC                                                    | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |   4385000 | PA      | $4492103.63   | 0.38%             | 2031-09-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Form Technologies LLC                                         | Form Technologies LLC                                                           | CUSIP: 34634FAF6<br>LEI: X7KHAIMGSSPZ1XIJIL51 | Long             | LON              | CORP              | US        |   4421433 | PA      | $4045611.55   | 0.34%             | 2030-07-19      | Floating      | 9.42%                 | No            | 2                  | On Loan: No      |
| Fortis 333 Inc                                                | Fortis 333, Inc.                                                                | CUSIP: 34958SAB5<br>LEI: 254900SLITS19RU1VB55 | Long             | LON              | CORP              | US        |   1918630 | PA      | $1903280.54   | 0.16%             | 2032-03-29      | Floating      | 7.17%                 | No            | 2                  | On Loan: No      |
| FRONERI LUX FINCO SARL                                        | Froneri Lux FinCo SARL                                                          | CUSIP: 35901MAA5<br>LEI: 9845005YBZ75E5AA3B94 | Long             | DBT              | CORP              | LU        |    953000 | PA      | $965858.30    | 0.08%             | 2032-08-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| GUGGENHEIM PARTNERS LLC                                       | Guggenheim Partners LLC                                                         | CUSIP: 36173YAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    482640 | PA      | $483846.14    | 0.04%             | 2031-11-26      | Floating      | 6.17%                 | No            | 2                  | On Loan: No      |
| GFL Environmental Inc                                         | GFL Environmental, Inc.                                                         | CUSIP: 36257SAB8<br>LEI: 254900PGDQWC19PRP053 | Long             | LON              | CORP              | US        |   3213378 | PA      | $3218744.84   | 0.27%             | 2032-03-03      | Floating      | 6.27%                 | No            | 2                  | On Loan: No      |
| Galaxy US Opco Inc                                            | Galaxy U.S. Opco, Inc.                                                          | CUSIP: 36321DAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2973299 | PA      | $2839500.60   | 0.24%             | 2030-07-31      | Floating      | 5.67%                 | No            | 2                  | On Loan: No      |
| GARRETT MOTION HLD/SARL                                       | Garrett Motion Holdings, Inc./Garrett LX I SARL                                 | CUSIP: 366504AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $794446.50    | 0.07%             | 2032-05-31      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Generac Power Systems Inc                                     | Generac Power Systems, Inc.                                                     | CUSIP: 36874VAQ1<br>LEI: 549300JQWLGGW8KC1X38 | Long             | LON              | CORP              | US        |    678642 | PA      | $684583.25    | 0.06%             | 2031-07-03      | Floating      | 5.45%                 | No            | 2                  | On Loan: No      |
| GENESEE & WYOMING INC                                         | Genesee & Wyoming, Inc.                                                         | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |   5061000 | PA      | $5216013.37   | 0.44%             | 2032-04-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| GENESIS ENERGY LP/FIN                                         | Genesis Energy LP/Genesis Energy Finance Corp.                                  | CUSIP: 37185LAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    268000 | PA      | $282280.38    | 0.02%             | 2030-04-15      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| GLOBAL PART/GLP FINANCE                                       | Global Partners LP/GLP Finance Corp.                                            | CUSIP: 37954FAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1807000 | PA      | $1905687.50   | 0.16%             | 2032-01-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| Gloves Buyer Inc                                              | Gloves Buyer, Inc.                                                              | CUSIP: 37987UAG7<br>LEI: 54930015O0Y94T5H8Z18 | Long             | LON              | CORP              | US        |   2743442 | PA      | $2733730.16   | 0.23%             | 2032-05-21      | Floating      | 7.67%                 | No            | 2                  | On Loan: No      |
| Golden State Food LLC                                         | Golden State Food LLC                                                           | CUSIP: 38121NAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1302424 | PA      | $1307477.84   | 0.11%             | 2031-12-04      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Golub Capital Partners CLO, LTD                               | Golub Capital Partners CLO 41B-R Ltd., 2019-41A, Rule 144A                      | CUSIP: 38178AAL7<br>LEI: 2549005QZPXI5WPU4V74 | Long             | ABS-CBDO         | CORP              | KY        |   4100000 | PA      | $4119707.47   | 0.35%             | 2038-07-20      | Floating      | 5.00%                 | No            | 2                  | On Loan: No      |
| Goosehead Insurance Holdings LLC                              | Goosehead Insurance Holdings LLC                                                | CUSIP: 38267BAG8<br>LEI: 549300DF8P4C7IP1QR40 | Long             | LON              | CORP              | US        |    786932 | PA      | $790866.93    | 0.07%             | 2032-01-08      | Floating      | 6.68%                 | No            | 2                  | On Loan: No      |
| WIN Waste Innovations Holdings Inc                            | WIN Waste Innovations Holdings, Inc.                                            | CUSIP: 38723BAJ0<br>LEI: 549300DJBUN7Z75R2S83 | Long             | LON              | CORP              | US        |    171913 | PA      | $172691.92    | 0.01%             | 2028-03-24      | Floating      | 6.54%                 | No            | 2                  | On Loan: No      |
| Greywolf CLO Ltd                                              | Greywolf CLO V Ltd., 2015-1A, Rule 144A                                         | CUSIP: 39808TAE8<br>LEI: 549300RJBZLY8V18YD77 | Long             | ABS-CBDO         | CORP              | KY        |   1225000 | PA      | $1226283.31   | 0.10%             | 2031-01-27      | Floating      | 9.78%                 | No            | 2                  | On Loan: No      |
| Greywolf CLO Ltd                                              | Greywolf CLO IV Ltd., 2019-1A, Rule 144A                                        | CUSIP: 39809TBC0<br>LEI: 5493008JNE27URH1VF66 | Long             | ABS-CBDO         | CORP              | KY        |   2570000 | PA      | $2574748.08   | 0.22%             | 2034-04-17      | Floating      | 7.17%                 | No            | 2                  | On Loan: No      |
| GRIFFON CORPORATION                                           | Griffon Corp.                                                                   | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |   2732000 | PA      | $2732557.33   | 0.23%             | 2028-03-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Grinding Media Inc.                                           | Grinding Media, Inc.                                                            | CUSIP: 39854KAC4<br>LEI: 254900IYFJ03EGFQ8C34 | Long             | LON              | CORP              | US        |    733068 | PA      | $733525.76    | 0.06%             | 2028-10-12      | Floating      | 7.33%                 | No            | 3                  | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                        | Group 1 Automotive, Inc.                                                        | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |   3214000 | PA      | $3145572.33   | 0.26%             | 2028-08-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                        | Group 1 Automotive, Inc.                                                        | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2056560.00   | 0.17%             | 2030-01-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Gryphon Acquire Newco, LLC                                    | Gryphon Acquire Newco LLC                                                       | CUSIP: 40054QAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3778270 | PA      | $3771790.19   | 0.32%             | 2032-09-13      | Floating      | 6.87%                 | No            | 2                  | On Loan: No      |
| HDI Aerospace Intermediate Holding III Corporation            | HDI Aerospace Intermediate Holding III Corp.                                    | CUSIP: 40415WAB0<br>LEI: 254900LKRYAGKIYOHW04 | Long             | LON              | CORP              | US        |   1269874 | PA      | $1278604.54   | 0.11%             | 2032-02-11      | Floating      | 7.40%                 | No            | 2                  | On Loan: No      |
| Halcyon Loan Advisors Funding Ltd                             | Halcyon Loan Advisors Funding Ltd., 2015-2A, Rule 144A                          | CUSIP: 40538LAC4<br>LEI: 5493006GMMSBMRMTK635 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $75.00        | 0.00%             | 2027-07-25      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| HARBOURVEST PARTNERS LLC                                      | HarbourVest Partners LLC                                                        | CUSIP: 41165QAN7<br>LEI: 54930029KR62LTFQ8M21 | Long             | LON              | CORP              | US        |   2632800 | PA      | $2642673.30   | 0.22%             | 2030-04-19      | Floating      | 5.65%                 | No            | 3                  | On Loan: No      |
| ENVIRI CORP                                                   | Enviri Corp.                                                                    | CUSIP: 415864AM9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | DBT              | CORP              | US        |   6824000 | PA      | $6832605.06   | 0.57%             | 2027-07-31      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| HERC HOLDINGS INC                                             | Herc Holdings, Inc.                                                             | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   1179000 | PA      | $1248190.79   | 0.10%             | 2033-06-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Herschend Entertainment Company, LLC                          | Herschend Entertainment Co. LLC                                                 | CUSIP: 42778EAG6<br>LEI: 54930087KQ7RPDXK0716 | Long             | LON              | CORP              | US        |   2378980 | PA      | $2388793.31   | 0.20%             | 2032-05-27      | Floating      | 6.92%                 | No            | 2                  | On Loan: No      |
| HESS MIDSTREAM OPERATION                                      | Hess Midstream Operations LP                                                    | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    456000 | PA      | $462355.27    | 0.04%             | 2030-10-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| HESS MIDSTREAM OPERATION                                      | Hess Midstream Operations LP                                                    | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2290000 | PA      | $2334146.62   | 0.20%             | 2028-03-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Hexion Holdings Corporation                                   | Hexion Holdings Corp.                                                           | CUSIP: 42829JAB5<br>LEI: 549300LBB370MUHGLV84 | Long             | LON              | CORP              | US        |    430284 | PA      | $414688.05    | 0.03%             | 2030-03-15      | Floating      | 11.21%                | No            | 2                  | On Loan: No      |
| HighTower Holdings LLC                                        | HighTower Holdings LLC                                                          | CUSIP: 43117LAP8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | LON              | CORP              | US        |   1684899 | PA      | $1682792.69   | 0.14%             | 2032-02-03      | Floating      | 6.65%                 | No            | 2                  | On Loan: No      |
| HILLENBRAND INC                                               | Hillenbrand, Inc.                                                               | CUSIP: 431571AE8<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1672381.94   | 0.14%             | 2031-03-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: —       |
| HILLENBRAND INC                                               | Hillenbrand, Inc.                                                               | CUSIP: 431571AF5<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1515868.50   | 0.13%             | 2029-02-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                      | Hilton Domestic Operating Co., Inc.                                             | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163773.92    | 0.01%             | 2029-04-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                      | Hilton Domestic Operating Co., Inc.                                             | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   1199000 | PA      | $1222104.73   | 0.10%             | 2033-09-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| HUB International Limited                                     | HUB International Ltd.                                                          | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |   5772486 | PA      | $5779816.61   | 0.48%             | 2030-06-20      | Floating      | 5.92%                 | No            | 2                  | On Loan: No      |
| Hudson River Trading LLC                                      | Hudson River Trading LLC                                                        | CUSIP: 44413EAJ7<br>LEI: 549300SMOBUC8O5UOE10 | Long             | LON              | CORP              | US        |   1663569 | PA      | $1659584.73   | 0.14%             | 2030-03-18      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| CPC Acquisition Corp                                          | CPC Acquisition Corp.                                                           | CUSIP: 44931VAH6<br>LEI: 254900UFA4AMH3PZZW32 | Long             | LON              | CORP              | US        |    429864 | PA      | $126809.95    | 0.01%             | 2028-12-29      | Floating      | 11.68%                | No            | 3                  | On Loan: No      |
| IRB HOLDING CORP                                              | IRB Holding Corp.                                                               | CUSIP: 44988LAM9<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |   3353574 | PA      | $3357765.61   | 0.28%             | 2030-12-16      | Floating      | 6.17%                 | No            | 2                  | On Loan: No      |
| Coherent Corp                                                 | Coherent Corp.                                                                  | CUSIP: 45173JAT1<br>LEI: 549300O5C25A0MMHHU33 | Long             | LON              | CORP              | US        |    935983 | PA      | $940663.13    | 0.08%             | 2029-07-02      | Floating      | 5.42%                 | No            | 2                  | On Loan: No      |
| Illuminate Buyer, LLC                                         | Illuminate Buyer LLC                                                            | CUSIP: 45232UAH1<br>LEI: 549300K1Y0YC1YC1H809 | Long             | LON              | CORP              | US        |   2991331 | PA      | $2999048.84   | 0.25%             | 2029-12-31      | Floating      | 6.17%                 | No            | 2                  | On Loan: No      |
| Ingram Micro Inc                                              | Ingram Micro, Inc.                                                              | CUSIP: 45258FAE0<br>LEI: 549300KJMEWPKRQZHX63 | Long             | LON              | CORP              | US        |     51868 | PA      | $52095.33     | 0.00%             | 2031-09-22      | Floating      | 5.92%                 | No            | 2                  | On Loan: No      |
| IMOLA MERGER CORP                                             | Imola Merger Corp.                                                              | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6429000 | PA      | $6327530.45   | 0.53%             | 2029-05-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| MH Sub I LLC                                                  | MH Sub I LLC                                                                    | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |   2127478 | PA      | $1937526.25   | 0.16%             | 2028-05-03      | Floating      | 7.92%                 | No            | 2                  | On Loan: No      |
| MH Sub I LLC                                                  | MH Sub I LLC                                                                    | CUSIP: 45567YAP0<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |   5471066 | PA      | $4498009.68   | 0.38%             | 2031-12-31      | Floating      | 7.92%                 | No            | 2                  | On Loan: No      |
| Ineos US Finance LLC                                          | Ineos U.S. Finance LLC                                                          | CUSIP: 45672JAL4<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |   1332953 | PA      | $1100352.50   | 0.09%             | 2028-11-08      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Infinite Bidco LLC                                            | Infinite Bidco LLC                                                              | CUSIP: 45674KAF2<br>LEI: 549300GLV0VRADA9LI65 | Long             | LON              | CORP              | US        |    500000 | PA      | $480157.50    | 0.04%             | 2029-03-02      | Floating      | 10.93%                | No            | 2                  | On Loan: No      |
| INSIGHT ENTERPRS                                              | Insight Enterprises, Inc.                                                       | CUSIP: 45765UAC7<br>LEI: 529900S8991TYW6YP792 | Long             | DBT              | CORP              | US        |   3605000 | PA      | $3693409.02   | 0.31%             | 2032-05-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| INSTALLED BUILDING PRODU                                      | Installed Building Products, Inc.                                               | CUSIP: 45780RAB7<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |   2723000 | PA      | $2747971.19   | 0.23%             | 2034-02-01      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Alterra Mountain Company                                      | Alterra Mountain Co.                                                            | CUSIP: 46124CAS6<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |   2673673 | PA      | $2683699.58   | 0.23%             | 2030-05-31      | Floating      | 6.17%                 | No            | 3                  | On Loan: No      |
| Alterra Mountain Company                                      | Alterra Mountain Co.                                                            | CUSIP: 46124CAU1<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |   1510644 | PA      | $1516308.80   | 0.13%             | 2028-08-17      | Floating      | 6.17%                 | No            | 2                  | On Loan: No      |
| Zest Acquisition Corp                                         | Zest Acquisition Corp.                                                          | CUSIP: 46589UAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    906587 | PA      | $886188.46    | 0.07%             | 2028-02-08      | Floating      | 8.92%                 | No            | 3                  | On Loan: No      |
| JH NORTH AMERICA HOLDING                                      | JH North America Holdings, Inc.                                                 | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |   1795000 | PA      | $1826742.96   | 0.15%             | 2031-01-31      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| JH NORTH AMERICA HOLDING                                      | JH North America Holdings, Inc.                                                 | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |   2153000 | PA      | $2195343.05   | 0.18%             | 2032-07-31      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| JAMES HARDIE INTL FIN                                         | James Hardie International Finance DAC                                          | CUSIP: 47032FAB5<br>LEI: 635400G32A4Q1LVQ8M88 | Long             | DBT              | CORP              | IE        |   1495000 | PA      | $1494902.23   | 0.13%             | 2028-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Javelin Buyer Inc                                             | Javelin Buyer, Inc.                                                             | CUSIP: 47189BAE9<br>LEI: 254900GL30A9G6Z7OW50 | Long             | LON              | CORP              | US        |    668576 | PA      | $658546.98    | 0.06%             | 2032-12-06      | Floating      | 8.82%                 | No            | 3                  | On Loan: No      |
| JELD-WEN Holding Inc                                          | JELD-WEN Holding, Inc.                                                          | CUSIP: 47580P103<br>LEI: 529900AXX7CT9GZSCS30 | Long             | EC               | CORP              | US        |    118480 | NS      | $322265.60    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Johnstone Supply LLC                                          | Johnstone Supply LLC                                                            | CUSIP: 47947BAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    636658 | PA      | $637676.15    | 0.05%             | 2031-06-09      | Floating      | 6.18%                 | No            | 2                  | On Loan: No      |
| JONES DESLAURIERS INSURA                                      | Jones Deslauriers Insurance Management, Inc.                                    | CUSIP: 48020RAB1<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |   1485000 | PA      | $1552197.74   | 0.13%             | 2030-03-15      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| JONES DESLAURIERS INSURA                                      | Jones Deslauriers Insurance Management, Inc.                                    | CUSIP: 48020RAE5<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |   1963000 | PA      | $1914833.61   | 0.16%             | 2033-10-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| KKR Financial CLO Ltd                                         | KKR CLO 16 Ltd., Rule 144A                                                      | CUSIP: 48251DAG1<br>LEI: 254900VCKMCY079T6M57 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $971800.50    | 0.08%             | 2034-10-20      | Floating      | 11.04%                | No            | 2                  | On Loan: No      |
| KKR Financial CLO Ltd                                         | KKR CLO 20 Ltd., Rule 144A                                                      | CUSIP: 48251VAA4<br>LEI: 549300HJX0LGFQYWTF96 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $497573.85    | 0.04%             | 2030-10-16      | Floating      | 9.43%                 | No            | 2                  | On Loan: No      |
| KKR Apple Bidco LLC                                           | KKR Apple Bidco LLC                                                             | CUSIP: 48254EAG6<br>LEI: 2549001SCJD3WEYJFM53 | Long             | LON              | CORP              | US        |   2180273 | PA      | $2184110.24   | 0.18%             | 2031-09-23      | Floating      | 6.17%                 | No            | 2                  | On Loan: No      |
| KAISER ALUMINUM CORP                                          | Kaiser Aluminum Corp.                                                           | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3095000 | PA      | $2990563.87   | 0.25%             | 2031-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: —       |
| KAISER ALUMINUM CORP                                          | Kaiser Aluminum Corp.                                                           | CUSIP: 483007AM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2067000 | PA      | $2085022.17   | 0.17%             | 2034-03-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Kestra Advisor Services Holdings A, Inc.                      | Kestra Advisor Services Holdings A, Inc.                                        | CUSIP: 49255BAK0<br>LEI: 254900WH55RU999OY504 | Long             | LON              | CORP              | US        |   1284101 | PA      | $1281859.86   | 0.11%             | 2031-03-22      | Floating      | 6.67%                 | No            | 2                  | On Loan: No      |
| KnowBe4 Inc                                                   | KnowBe4, Inc.                                                                   | CUSIP: 49925TAD7<br>LEI: 64883ZJ0RS5039H4PN24 | Long             | LON              | CORP              | US        |   2650326 | PA      | $2557564.98   | 0.21%             | 2032-07-23      | Floating      | 7.42%                 | No            | 3                  | On Loan: No      |
| Kodiak Building Partners Inc                                  | Kodiak Building Partners, Inc.                                                  | CUSIP: 50011JAF7<br>LEI: 549300Y1Q6ZUH0EXO182 | Long             | LON              | CORP              | US        |     26501 | PA      | $26108.23     | 0.00%             | 2031-12-04      | Floating      | 7.42%                 | No            | 2                  | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                                      | LCM Investments Holdings II LLC                                                 | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |   3414000 | PA      | $3597881.45   | 0.30%             | 2031-08-01      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| LRS Holdings LLC                                              | LRS Holdings LLC                                                                | CUSIP: 50205HAC4<br>LEI: 2549000MQSLNQZB32779 | Long             | LON              | CORP              | US        |   1885271 | PA      | $1866418.61   | 0.16%             | 2028-08-31      | Floating      | 8.04%                 | No            | 2                  | On Loan: No      |
| LTI Holdings Inc                                              | LTI Holdings, Inc.                                                              | CUSIP: 50217UBF3<br>LEI: 5493003GUY3WBOTOAP97 | Long             | LON              | CORP              | US        |    408513 | PA      | $409959.02    | 0.03%             | 2029-07-29      | Floating      | 7.42%                 | No            | 2                  | On Loan: No      |
| Les Schwab Tire Centers                                       | Les Schwab Tire Centers                                                         | CUSIP: 50220KAD6<br>LEI: 549300GJM1TKHPYFPF83 | Long             | LON              | CORP              | US        |    214849 | PA      | $215252.43    | 0.02%             | 2031-04-23      | Floating      | 6.32%                 | No            | 2                  | On Loan: No      |
| LSF12 Badger Bidco LLC                                        | LSF12 Badger Bidco LLC                                                          | CUSIP: 50221PAB8<br>LEI: 254900AQINKZO1M1LS24 | Long             | LON              | CORP              | US        |   1405667 | PA      | $1410938.02   | 0.12%             | 2030-08-30      | Floating      | 9.17%                 | No            | 3                  | On Loan: No      |
| LaserShip Inc                                                 | LaserShip, Inc.                                                                 | CUSIP: 51809EAL9<br>LEI: 254900NGHREGOQUFUT53 | Long             | LON              | CORP              | US        |   3032593 | PA      | $3071137.22   | 0.26%             | 2029-01-02      | Floating      | 9.92%                 | No            | 2                  | On Loan: No      |
| LaserShip Inc                                                 | LaserShip, Inc.                                                                 | CUSIP: 51809EAM7<br>LEI: 254900NGHREGOQUFUT53 | Long             | LON              | CORP              | US        |   4458990 | PA      | $3380873.38   | 0.28%             | 2029-08-10      | Floating      | 5.43%                 | No            | 2                  | On Loan: No      |
| LaserShip Inc                                                 | LaserShip, Inc.                                                                 | CUSIP: 51809EAN5<br>LEI: 254900NGHREGOQUFUT53 | Long             | LON              | CORP              | US        |    283031 | PA      | $216343.50    | 0.02%             | 2029-01-02      | Floating      | 7.67%                 | No            | 2                  | On Loan: No      |
| LaserShip Inc                                                 | LaserShip, Inc.                                                                 | CUSIP: 51809EAQ8<br>LEI: 254900NGHREGOQUFUT53 | Long             | LON              | CORP              | US        |    560425 | PA      | $177934.99    | 0.01%             | 2029-08-10      | Floating      | 5.43%                 | No            | 2                  | On Loan: No      |
| Darktrace PLC                                                 | Darktrace PLC                                                                   | CUSIP: 52526CAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4960277 | PA      | $4847628.65   | 0.41%             | 2031-10-09      | Floating      | 6.90%                 | No            | 2                  | On Loan: No      |
| Darktrace PLC                                                 | Darktrace PLC                                                                   | CUSIP: 52526CAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1146827 | PA      | $1137394.38   | 0.10%             | 2032-10-09      | Floating      | 8.90%                 | No            | 2                  | On Loan: No      |
| LEVEL 3 FINANCING INC                                         | Level 3 Financing, Inc.                                                         | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   5087000 | PA      | $5219367.45   | 0.44%             | 2036-01-15      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| LIGHT & WONDER INTL INC                                       | Light & Wonder International, Inc.                                              | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |   2597000 | PA      | $2630683.09   | 0.22%             | 2033-10-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| LITHIA MOTORS INC                                             | Lithia Motors, Inc.                                                             | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    950000 | PA      | $915078.00    | 0.08%             | 2031-01-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| LIVE NATION ENTERTAINMEN                                      | Live Nation Entertainment, Inc.                                                 | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1510816.50   | 0.13%             | 2027-05-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Live Nation Entertainment Inc                                 | Live Nation Entertainment, Inc.                                                 | CUSIP: 53803HAY6<br>LEI: 5493007B9BM9ZXJINO78 | Long             | LON              | CORP              | US        |    497513 | PA      | $497513.14    | 0.04%             | 2032-10-21      | Floating      | 5.67%                 | No            | 3                  | On Loan: No      |
| LSF12 HELIX PARENT LLC                                        | Lsf12 Helix Parent LLC                                                          | CUSIP: 548916AA3<br>LEI: 254900H70V4IL22BHL88 | Long             | DBT              | CORP              | US        |   3098000 | PA      | $3118979.01   | 0.26%             | 2033-02-01      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| LUNA 1.5 SARL                                                 | Luna 1.5 SARL                                                                   | CUSIP: 550356AA7<br>LEI: 64884UZ60Y77J5XK5C41 | Long             | DBT              | CORP              | LU        |   1682000 | PA      | $1782529.29   | 0.15%             | 2032-07-01      | Fixed         | 12.00%                | No            | 2                  | On Loan: No      |
| K-Mac Holdings Corp                                           | K-Mac Holdings Corp.                                                            | CUSIP: 55304PAH4<br>LEI: 549300XD843A2SP50882 | Long             | LON              | CORP              | US        |   1813210 | PA      | $1821142.43   | 0.15%             | 2028-07-21      | Floating      | 6.92%                 | No            | 2                  | On Loan: No      |
| MV Holding GmbH                                               | MV Holding GmbH                                                                 | CUSIP: 55404TAF9<br>LEI: 549300RKTIVJWNROR778 | Long             | LON              | CORP              | US        |   1291575 | PA      | $1293996.47   | 0.11%             | 2032-03-17      | Floating      | 5.67%                 | No            | 2                  | On Loan: No      |
| Madison IAQ LLC                                               | Madison IAQ LLC                                                                 | CUSIP: 55759VAB4<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |    731285 | PA      | $732476.83    | 0.06%             | 2028-06-21      | Floating      | 6.13%                 | No            | 2                  | On Loan: No      |
| MADISON IAQ LLC                                               | Madison IAQ LLC                                                                 | CUSIP: 55759VAE8<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |   1820195 | PA      | $1826028.37   | 0.15%             | 2032-11-08      | Floating      | 6.38%                 | No            | 2                  | On Loan: No      |
| Madison Safety & Flow LLC                                     | Madison Safety & Flow LLC                                                       | CUSIP: 55822DAN1<br>LEI: 5493007D2J7BBIFYBY65 | Long             | LON              | CORP              | US        |    556627 | PA      | $558714.78    | 0.05%             | 2031-09-26      | Floating      | 6.17%                 | No            | 2                  | On Loan: No      |
| Marble Point CLO XXIII Ltd.                                   | Marble Point CLO XXIII Ltd., 2021-4A, Rule 144A                                 | CUSIP: 56607TAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1004621.90   | 0.08%             | 2035-01-22      | Floating      | 9.68%                 | No            | 2                  | On Loan: No      |
| MASTERBRAND INC                                               | Masterbrand, Inc.                                                               | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |   2453000 | PA      | $2545843.60   | 0.21%             | 2032-07-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| MATADOR RESOURCES CO                                          | Matador Resources Co.                                                           | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |   2178000 | PA      | $2219077.08   | 0.19%             | 2032-04-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| MAUSER PACKAGING SOLUT                                        | Mauser Packaging Solutions Holding Co.                                          | CUSIP: 57763RAE7<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   3407000 | PA      | $3473657.96   | 0.29%             | 2030-04-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| MAUSER PACKAGING SOLUT                                        | Mauser Packaging Solutions Holding Co.                                          | CUSIP: 57763RAF4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   3578000 | PA      | $3522820.08   | 0.30%             | 2030-04-15      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| Mauser Packaging Solutions Holding Company                    | Mauser Packaging Solutions Holding Co.                                          | CUSIP: 57763TAF0<br>LEI: 549300DNGHXL0OMHW304 | Long             | LON              | CORP              | US        |    810400 | PA      | $792745.26    | 0.07%             | 2030-04-15      | Floating      | 7.23%                 | No            | 2                  | On Loan: No      |
| MAXAM PRILL SARL                                              | Maxam Prill SARL                                                                | CUSIP: 57779MAA8<br>LEI: 984500C4C5B820A6B691 | Long             | DBT              | CORP              | LU        |   3866000 | PA      | $4029605.25   | 0.34%             | 2030-07-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| PEDIATRIX MEDICAL GROUP                                       | Pediatrix Medical Group, Inc.                                                   | CUSIP: 58502BAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1779000 | PA      | $1785487.12   | 0.15%             | 2030-02-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Medline Borrower LP                                           | Medline Borrower LP                                                             | CUSIP: 58503UAH6<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |   1857507 | PA      | $1864129.47   | 0.16%             | 2028-10-23      | Floating      | 5.42%                 | No            | 2                  | On Loan: No      |
| METHANEX US OPERATIONS                                        | Methanex U.S. Operations, Inc.                                                  | CUSIP: 59151LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1571000 | PA      | $1620942.09   | 0.14%             | 2032-03-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Minerals Technologies Inc                                     | Minerals Technologies, Inc.                                                     | CUSIP: 60315GAH1<br>LEI: 549300D3I1QU67GP6403 | Long             | LON              | CORP              | US        |    304744 | PA      | $306267.38    | 0.03%             | 2031-11-26      | Floating      | 5.67%                 | No            | 3                  | On Loan: No      |
| ATHENAHEALTH GROUP INC                                        | AthenaHealth Group, Inc.                                                        | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |   4330000 | PA      | $4203799.90   | 0.35%             | 2030-02-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| MIRION TECHNOLOGIES INC                                       | Mirion Technologies U.S., Inc.                                                  | CUSIP: 60470HAE7<br>LEI: 549300EBD5JHM14L3R48 | Long             | LON              | CORP              | US        |    285125 | PA      | $285659.70    | 0.02%             | 2032-06-04      | Floating      | 5.67%                 | No            | 3                  | On Loan: No      |
| Mitnick Corporate Purchaser Inc                               | Mitnick Corporate Purchaser, Inc.                                               | CUSIP: 60672HAC7<br>LEI: 2549002PYWOTVEDJKW54 | Long             | LON              | CORP              | US        |   4489998 | PA      | $1825924.87   | 0.15%             | 2029-05-02      | Floating      | 8.52%                 | No            | 2                  | On Loan: No      |
| MITER BRAND / MIWD BORR                                       | Miter Brands Acquisition Holdco, Inc./MIWD Borrower LLC                         | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4164000 | PA      | $4281037.55   | 0.36%             | 2032-04-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| MOTION BONDCO DAC                                             | Motion Bondco DAC                                                               | CUSIP: 61978XAA5<br>LEI: 635400KFD3IETNQLA755 | Long             | DBT              | CORP              | IE        |   4385000 | PA      | $4164279.27   | 0.35%             | 2027-11-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: —       |
| Movella Holdings Inc                                          | Movella Holdings, Inc.                                                          | CUSIP: 62459N113<br>LEI: 549300MY5MYSR79R7L50 | N/A              | DE               |  | US        |      6000 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| MURPHY OIL USA INC                                            | Murphy Oil USA, Inc.                                                            | CUSIP: 626738AF5<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |   2567000 | PA      | $2412977.18   | 0.20%             | 2031-02-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| OVG Business Services LLC                                     | OVG Business Services LLC                                                       | CUSIP: 62955EAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1333150 | PA      | $1332323.53   | 0.11%             | 2031-06-25      | Floating      | 6.67%                 | No            | 2                  | On Loan: No      |
| Neuberger Berman Loan Advisers LaSalle Street Lending CLO Ltd | Neuberger Berman Loan Advisers Lasalle Street Lending CLO I Ltd.                | CUSIP: 640977AW4<br>LEI: 549300IDH2882S517E68 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $998414.10    | 0.08%             | 2036-10-25      | Floating      | 7.02%                 | No            | 2                  | On Loan: No      |
| Neuberger Berman CLO Ltd                                      | Neuberger Berman CLO XVI-S Ltd., 2017-16SA, Rule 144A                           | CUSIP: 64131RAE8<br>LEI: 549300UHUHCR3388B324 | Long             | ABS-CBDO         | CORP              | KY        |   2704295 | PA      | $1277752.34   | 0.11%             | 2039-04-15      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| NORTHERN OIL & GAS INC                                        | Northern Oil & Gas, Inc.                                                        | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |   4197000 | PA      | $4238025.68   | 0.36%             | 2033-10-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| NOVELIS CORP                                                  | Novelis Corp.                                                                   | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   1608000 | PA      | $1559431.00   | 0.13%             | 2030-01-30      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| NOVELIS CORP                                                  | Novelis Corp.                                                                   | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   3119000 | PA      | $3179343.29   | 0.27%             | 2033-08-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| OID-OL Intermediate I LLC                                     | OID-OL Intermediate I LLC                                                       | CUSIP: 67089SAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2321230 | PA      | $2366935.53   | 0.20%             | 2029-02-01      | Floating      | 9.67%                 | No            | 2                  | On Loan: No      |
| OID-OL Intermediate I LLC                                     | OID-OL Intermediate I LLC                                                       | CUSIP: 67089SAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5699499 | PA      | $4106004.82   | 0.34%             | 2029-02-01      | Floating      | 8.07%                 | No            | 2                  | On Loan: No      |
| OceanKey (US) II Corp                                         | Oceankey U.S. II Corp.                                                          | CUSIP: 67526KAC3<br>LEI: 254900Q3ECXZMSZNNZ82 | Long             | LON              | CORP              | US        |    527821 | PA      | $508027.64    | 0.04%             | 2028-12-15      | Floating      | 7.27%                 | No            | 2                  | On Loan: No      |
| Octagon Investment Partners 38                                | Octagon Investment Partners 38 Ltd., 2018-1A, Rule 144A                         | CUSIP: 67591YBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2531063.00   | 0.21%             | 2037-10-20      | Floating      | 8.32%                 | No            | 2                  | On Loan: No      |
| Olympus Water US Holding Corporation                          | Olympus Water U.S. Holding Corp.                                                | CUSIP: 68163YAK1<br>LEI: 549300YU2GGVCBN3MY89 | Long             | LON              | CORP              | US        |    552234 | PA      | $544756.86    | 0.05%             | 2032-11-03      | Floating      | 6.92%                 | No            | 2                  | On Loan: No      |
| 1011778 BC / NEW RED FIN                                      | 1011778 BC ULC/New Red Finance, Inc.                                            | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1025922.00   | 0.09%             | 2029-06-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| OneDigital Borrower LLC                                       | OneDigital Borrower LLC                                                         | CUSIP: 68252HAB0<br>LEI: 2549009GTKWWAO1E9X77 | Long             | LON              | CORP              | US        |   1000000 | PA      | $1008750.00   | 0.08%             | 2031-07-02      | Floating      | 8.92%                 | No            | 2                  | On Loan: No      |
| OneDigital Borrower LLC                                       | OneDigital Borrower LLC                                                         | CUSIP: 68277FAN9<br>LEI: 2549009GTKWWAO1E9X77 | Long             | LON              | CORP              | US        |   4196268 | PA      | $4192785.53   | 0.35%             | 2031-07-02      | Floating      | 6.67%                 | No            | 2                  | On Loan: No      |
| OPEN TEXT CORP                                                | Open Text Corp.                                                                 | CUSIP: 683715AC0<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    972000 | PA      | $941525.37    | 0.08%             | 2028-02-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| OPEN TEXT CORP                                                | Open Text Corp.                                                                 | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |   2315000 | PA      | $2150007.52   | 0.18%             | 2029-12-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| OPEN TEXT INC                                                 | Open Text Holdings, Inc.                                                        | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1394726.55   | 0.12%             | 2030-02-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| OPEN TEXT INC                                                 | Open Text Holdings, Inc.                                                        | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2884000 | PA      | $2593157.83   | 0.22%             | 2031-12-01      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| OSCAR ACQUISITIONCO LLC                                       | Oscar AcquisitionCo LLC/Oscar Finance, Inc.                                     | CUSIP: 687785AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7783000 | PA      | $4611427.50   | 0.39%             | 2030-04-15      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| OWENS-BROCKWAY                                                | Owens-Brockway Glass Container, Inc.                                            | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    348000 | PA      | $354742.15    | 0.03%             | 2031-05-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: —       |
| PMHC II Inc                                                   | PMHC II, Inc.                                                                   | CUSIP: 69346EAG2<br>LEI: 549300GYZ1T3S8OPH343 | Long             | LON              | CORP              | US        |   7039953 | PA      | $2939215.40   | 0.25%             | 2029-04-23      | Floating      | 8.05%                 | No            | 2                  | On Loan: No      |
| PMHC II INC                                                   | PMHC II, Inc.                                                                   | CUSIP: 69346EAJ6<br>LEI: 549300GYZ1T3S8OPH343 | Long             | LON              | CORP              | US        |   1388343 | PA      | $694171.40    | 0.06%             | 2029-04-21      | Floating      | 9.90%                 | No            | 3                  | On Loan: No      |
| VIBRANTZ TECH INC                                             | Vibrantz Technologies, Inc.                                                     | CUSIP: 69357VAA3<br>LEI: 549300GYZ1T3S8OPH343 | Long             | DBT              | CORP              | US        |   4631000 | PA      | $1759780.00   | 0.15%             | 2030-02-15      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| Pye-Barker Fire & Safety, LLC                                 | Pye-Barker Fire & Safety LLC                                                    | CUSIP: 69380SAB9<br>LEI: 254900K8RDMGUBC44870 | Long             | LON              | CORP              | US        |   3242946 | PA      | $3248345.91   | 0.27%             | 2032-12-16      | Floating      | 6.21%                 | No            | 2                  | On Loan: No      |
| Pye-Barker Fire & Safety, LLC                                 | Pye-Barker Fire & Safety LLC                                                    | CUSIP: 69380SAC7<br>LEI: 254900K8RDMGUBC44870 | Long             | LON              | CORP              | US        |    484578 | PA      | $485385.02    | 0.04%             | 2032-12-16      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| Nuvei Technologies Corp                                       | Nuvei Technologies Corp.                                                        | CUSIP: 69425BAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4676251 | PA      | $4645341.42   | 0.39%             | 2031-11-17      | Floating      | 6.17%                 | No            | 2                  | On Loan: No      |
| PANTHER ESCROW ISSUER                                         | Panther Escrow Issuer LLC                                                       | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5637000 | PA      | $5809562.94   | 0.49%             | 2031-06-01      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| PAPA JOHN'S INTERNATIONA                                      | Papa John's International, Inc.                                                 | CUSIP: 698813AA0<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | DBT              | CORP              | US        |   2596000 | PA      | $2491557.47   | 0.21%             | 2029-09-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Patagonia Holdco LLC                                          | Patagonia Holdco LLC                                                            | CUSIP: 70289FAD3<br>LEI: 254900OLXUIWWEAJZ984 | Long             | LON              | CORP              | US        |   2006024 | PA      | $1435560.87   | 0.12%             | 2029-08-01      | Floating      | 9.62%                 | No            | 2                  | On Loan: No      |
| PAYSAFE FIN PLC/PAYSAFE                                       | Paysafe Finance PLC/Paysafe Holdings U.S. Corp.                                 | CUSIP: 70452AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   2043000 | PA      | $1825625.00   | 0.15%             | 2029-06-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Peraton Corp                                                  | Peraton Corp.                                                                   | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |   6142574 | PA      | $5685720.29   | 0.48%             | 2028-02-01      | Floating      | 7.52%                 | No            | 2                  | On Loan: No      |
| Peraton Corp                                                  | Peraton Corp.                                                                   | CUSIP: 71360HAG2<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |    579371 | PA      | $444522.43    | 0.04%             | 2029-02-01      | Floating      | 11.67%                | No            | 2                  | On Loan: No      |
| PERFORMANCE FOOD GROUP I                                      | Performance Food Group, Inc.                                                    | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1442042.00   | 0.12%             | 2032-09-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| PHINIA INC                                                    | Phinia, Inc.                                                                    | CUSIP: 71880KAA9<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |   3024000 | PA      | $3130759.30   | 0.26%             | 2029-04-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Ping Identity Corporation                                     | Ping Identity Corp.                                                             | CUSIP: 72342MAB3<br>LEI: 254900DJEBSADAC6R313 | Long             | LON              | CORP              | US        |   1726080 | PA      | $1715291.59   | 0.14%             | 2032-11-15      | Floating      | 6.62%                 | No            | 2                  | On Loan: No      |
| Shermco Intermediate Holdings, Inc.                           | Shermco Intermediate Holdings, Inc.                                             | CUSIP: 72353SAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    228635 | PA      | $230492.19    | 0.02%             | 2032-10-27      | Floating      | 6.94%                 | No            | 3                  | On Loan: No      |
| Cornerstone Building Brands Inc                               | Cornerstone Building Brands, Inc.                                               | CUSIP: 72431HAD2<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |   1179665 | PA      | $917189.90    | 0.08%             | 2028-04-12      | Floating      | 7.03%                 | No            | 2                  | On Loan: No      |
| PLASTIPAK PACKAGING INC                                       | Plastipak Packaging, Inc.                                                       | CUSIP: 72761JAK2<br>LEI: 549300Y39ISK7CP7EO21 | Long             | LON              | CORP              | US        |   1259257 | PA      | $1258356.14   | 0.11%             | 2032-09-24      | Floating      | 6.17%                 | No            | 2                  | On Loan: No      |
| PODS LLC                                                      | PODS LLC                                                                        | CUSIP: 73044EAB0<br>LEI: 984500EC4ZCD5U1SDF04 | Long             | LON              | CORP              | US        |   5424171 | PA      | $5397049.91   | 0.45%             | 2028-03-31      | Floating      | 6.79%                 | No            | 2                  | On Loan: No      |
| PODS LLC                                                      | PODS LLC                                                                        | CUSIP: 73044EAD6<br>LEI: 984500EC4ZCD5U1SDF04 | Long             | LON              | CORP              | US        |    172033 | PA      | $171602.47    | 0.01%             | 2028-03-31      | Floating      | 7.79%                 | No            | 3                  | On Loan: No      |
| Polaris Newco LLC                                             | Polaris Newco LLC                                                               | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |   5822197 | PA      | $5393567.04   | 0.45%             | 2028-06-02      | Floating      | 7.68%                 | No            | 2                  | On Loan: No      |
| Polaris Newco LLC                                             | Polaris Newco LLC                                                               | CUSIP: 73108RAD0<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |    693811 | PA      | $875916.17    | 0.07%             | 2028-06-02      | Floating      | 8.73%                 | No            | 2                  | On Loan: No      |
| POST HOLDINGS INC                                             | Post Holdings, Inc.                                                             | CUSIP: 737446AY0<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   3982000 | PA      | $3988028.75   | 0.33%             | 2036-03-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| PRESTIGE BRANDS INC                                           | Prestige Brands, Inc.                                                           | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |    350000 | PA      | $327397.84    | 0.03%             | 2031-04-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Pro Mach Group Inc                                            | Pro Mach Group, Inc.                                                            | CUSIP: 74273JAL7<br>LEI: 5493008SZGSVUCSNB151 | Long             | LON              | CORP              | US        |   3377957 | PA      | $3384307.38   | 0.28%             | 2032-10-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Proampac PG Borrower LLC                                      | Proampac PG Borrower LLC                                                        | CUSIP: 74274NAL7<br>LEI: 549300ZI6LTXYFEY1578 | Long             | LON              | CORP              | US        |   6094996 | PA      | $6108953.52   | 0.51%             | 2028-09-15      | Floating      | 7.88%                 | No            | 2                  | On Loan: No      |
| Project Alpha Intermediate Holding, Inc.                      | Project Alpha Intermediate Holding, Inc.                                        | CUSIP: 74339DAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    949610 | PA      | $885516.36    | 0.07%             | 2030-10-26      | Floating      | 6.92%                 | No            | 2                  | On Loan: No      |
| Project Ruby Ultimate Parent Corp.                            | Project Ruby Ultimate Parent Corp.                                              | CUSIP: 74339UBA7<br>LEI: 549300UGGIEE7YT1C741 | Long             | LON              | CORP              | US        |   1889166 | PA      | $1878841.88   | 0.16%             | 2028-03-10      | Floating      | 6.54%                 | No            | 2                  | On Loan: No      |
| PROOFPOINT INC                                                | Proofpoint, Inc.                                                                | CUSIP: 74345HAJ0<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |   5537156 | PA      | $5507753.75   | 0.46%             | 2028-08-31      | Floating      | 6.67%                 | No            | 2                  | On Loan: No      |
| QXO BUILDING PRODUCTS                                         | QXO Building Products, Inc.                                                     | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    500000 | PA      | $515694.50    | 0.04%             | 2032-04-30      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Quikrete Holdings Inc                                         | Quikrete Holdings, Inc.                                                         | CUSIP: 74839XAK5<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    887234 | PA      | $889349.70    | 0.07%             | 2029-03-19      | Floating      | 5.92%                 | No            | 2                  | On Loan: No      |
| Quikrete Holdings Inc                                         | Quikrete Holdings, Inc.                                                         | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |   2464713 | PA      | $2467338.20   | 0.21%             | 2032-02-10      | Floating      | 5.92%                 | No            | 2                  | On Loan: No      |
| Quikrete Holdings Inc                                         | Quikrete Holdings, Inc.                                                         | CUSIP: 74839XAM1<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    786270 | PA      | $787689.49    | 0.07%             | 2031-04-14      | Floating      | 5.92%                 | No            | 2                  | On Loan: No      |
| QuidelOrtho Corp                                              | QuidelOrtho Corp.                                                               | CUSIP: 74840YAH7<br>LEI: 549300YU8CMO9HF53113 | Long             | LON              | CORP              | US        |   2854308 | PA      | $2843961.53   | 0.24%             | 2032-08-20      | Floating      | 7.67%                 | No            | 2                  | On Loan: No      |
| QUIKRETE HOLDINGS INC                                         | Quikrete Holdings, Inc.                                                         | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    602000 | PA      | $624193.33    | 0.05%             | 2032-03-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| QUIKRETE HOLDINGS INC                                         | Quikrete Holdings, Inc.                                                         | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $1044604.04   | 0.09%             | 2033-03-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                      | RHP Hotel Properties LP/RHP Finance Corp.                                       | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              |  | US        |    458000 | PA      | $474058.85    | 0.04%             | 2032-04-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| RHP HOTEL PPTY/RHP FINAN                                      | RHP Hotel Properties LP/RHP Finance Corp.                                       | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              |  | US        |    597000 | PA      | $619148.70    | 0.05%             | 2033-06-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| RVR Dealership Holdings LLC                                   | RVR Dealership Holdings LLC                                                     | CUSIP: 75001CAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4689134 | PA      | $4657270.88   | 0.39%             | 2028-02-08      | Floating      | 7.52%                 | No            | 2                  | On Loan: No      |
| RE/MAX International Inc                                      | RE/MAX International, Inc.                                                      | CUSIP: 75523KAK1<br>LEI: 549300GN7WEUE9HKXH55 | Long             | LON              | CORP              | US        |    222913 | PA      | $220684.05    | 0.02%             | 2028-07-21      | Floating      | 6.29%                 | No            | 3                  | On Loan: No      |
| RealPage Inc                                                  | RealPage, Inc.                                                                  | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |   9685075 | PA      | $9591710.91   | 0.80%             | 2028-04-24      | Floating      | 6.93%                 | No            | 2                  | On Loan: No      |
| Newly Weds Foods Inc                                          | Newly Weds Foods, Inc.                                                          | CUSIP: 75701MAE5<br>LEI: 549300W1NZ5SVUKC3665 | Long             | LON              | CORP              | US        |   1146103 | PA      | $1148973.58   | 0.10%             | 2032-03-15      | Floating      | 5.92%                 | No            | 2                  | On Loan: No      |
| Redstone Holdco 2 LP                                          | Redstone Holdco 2 LP                                                            | CUSIP: 75774EAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-04-27      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| REGAL REXNORD CORP                                            | Regal Rexnord Corp.                                                             | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    319000 | PA      | $341140.61    | 0.03%             | 2033-04-15      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| Rithum Holdings Inc                                           | Rithum Holdings, Inc.                                                           | CUSIP: 76779JAB3<br>LEI: 549300V3JZOSIRXFRG67 | Long             | LON              | CORP              | US        |   3019121 | PA      | $3001670.76   | 0.25%             | 2032-07-21      | Floating      | 8.42%                 | No            | 2                  | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                      | Rockies Express Pipeline LLC                                                    | CUSIP: 77340RAT4<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1233148.38   | 0.10%             | 2030-05-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| RYAN SPECIALTY GROUP                                          | Ryan Specialty LLC                                                              | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |    647000 | PA      | $631146.36    | 0.05%             | 2030-02-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| State Street Global Advisors                                  | State Street Institutional U.S. Government Money Market Fund                    | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |  78465840 | NS      | $78465840.21  | 6.58%             |  |  |  | No            | 1                  | On Loan: No      |
| First Advantage Holdings LLC                                  | First Advantage Holdings LLC                                                    | CUSIP: 78477MAH4<br>LEI: 549300MRQE5MQEH3BI02 | Long             | LON              | CORP              | US        |   4594804 | PA      | $4442624.27   | 0.37%             | 2031-10-31      | Floating      | 6.42%                 | No            | 2                  | On Loan: No      |
| SeaWorld Parks & Entertainment Inc                            | SeaWorld Parks & Entertainment, Inc.                                            | CUSIP: 78488CAL4<br>LEI: 549300UZV72O3371JJ53 | Long             | LON              | CORP              | US        |   3021929 | PA      | $3015628.68   | 0.25%             | 2031-12-04      | Floating      | 5.67%                 | No            | 2                  | On Loan: No      |
| Sandisk Corp                                                  | Sandisk Corp.                                                                   | CUSIP: 80004YAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1026544 | PA      | $1031034.65   | 0.09%             | 2032-02-20      | Floating      | 6.67%                 | No            | 2                  | On Loan: No      |
| SCIENCE APPLICATIONS INT                                      | Science Applications International Corp.                                        | CUSIP: 808625AB3<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |   2445000 | PA      | $2465843.63   | 0.21%             | 2033-11-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| SEALED AIR/SEALED AIR US                                      | Sealed Air Corp./Sealed Air Corp. U.S.                                          | CUSIP: 812127AA6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253882.00    | 0.02%             | 2028-02-01      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| SEAWORLD PARKS & ENTERTA                                      | SeaWorld Parks & Entertainment, Inc.                                            | CUSIP: 81282UAG7<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |    582000 | PA      | $569265.20    | 0.05%             | 2029-08-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Secretariat Advisors LLC                                      | Secretariat Advisors LLC                                                        | CUSIP: 81368NAN5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    319608 | PA      | $320607.14    | 0.03%             | 2032-02-28      | Floating      | 7.67%                 | No            | 2                  | On Loan: No      |
| Secretariat Advisors LLC                                      | Secretariat Advisors LLC                                                        | CUSIP: 81368NAP0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     38798 | PA      | $38919.26     | 0.00%             | 2032-02-28      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Sedgwick Claims Management Services Inc                       | Sedgwick Claims Management Services, Inc.                                       | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |   7301716 | PA      | $7284045.38   | 0.61%             | 2031-07-31      | Floating      | 6.17%                 | No            | 2                  | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                      | Sensata Technologies, Inc.                                                      | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1568124.00   | 0.13%             | 2032-07-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Serta Simmons Bedding LLC                                     | Serta Simmons Bedding LLC                                                       | CUSIP: 81753HAJ0<br>LEI: 549300M4F4V4WFPNI116 | Long             | LON              | CORP              | US        |   1163369 | PA      | $1099964.94   | 0.09%             | 2028-06-29      | Floating      | 11.29%                | No            | 2                  | On Loan: No      |
| Serta Simmons Bedding LLC                                     | Serta Simmons Bedding LLC                                                       | CUSIP: 81753HAL5<br>LEI: 549300M4F4V4WFPNI116 | Long             | LON              | CORP              | US        |     13081 | PA      | $13096.86     | 0.00%             | 2028-06-29      | Floating      | 11.28%                | No            | 3                  | On Loan: No      |
| Sharp Services LLC                                            | Sharp Services LLC                                                              | CUSIP: 81989LAG3<br>LEI: 549300ZXMVUWBVXDAR03 | Long             | LON              | CORP              | US        |    886874 | PA      | $890758.85    | 0.07%             | 2032-09-29      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Air Comm Corporation LLC                                      | Air Comm Corp. LLC                                                              | CUSIP: 82670NAG1<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |   2328434 | PA      | $2335221.44   | 0.20%             | 2031-12-11      | Floating      | 6.57%                 | No            | 2                  | On Loan: No      |
| Air Comm Corporation LLC                                      | Air Comm Corp. LLC                                                              | CUSIP: 82670NAH9<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |    113507 | PA      | $113837.80    | 0.01%             | 2031-12-11      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| Silver Point CLO, Ltd                                         | Silver Point CLO 11 Ltd., 2025-11A, Rule 144A                                   | CUSIP: 82809XAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2011984.00   | 0.17%             | 2038-07-15      | Floating      | 5.02%                 | No            | 2                  | On Loan: No      |
| SIRIUS XM RADIO LLC                                           | Sirius XM Radio LLC                                                             | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    350000 | PA      | $330276.63    | 0.03%             | 2030-07-01      | Fixed         | 4.12%                 | No            | 2                  | On Loan: —       |
| SIRIUS XM RADIO LLC                                           | Sirius XM Radio LLC                                                             | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2009108.66   | 0.17%             | 2031-09-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: —       |
| SIX FLAGS ENTERTAINME                                         | Six Flags Entertainment Corp.                                                   | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |   4491000 | PA      | $4434990.04   | 0.37%             | 2031-05-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: —       |
| SIX FLAGS/CAN WON/MILLEN                                      | Six Flags Entertainment Corp./Canada's Wonderland Co./Millennium Operations LLC | CUSIP: 83003AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    461000 | PA      | $470756.59    | 0.04%             | 2032-01-15      | Fixed         | 8.62%                 | No            | 2                  | On Loan: No      |
| SkillSoft Corporation                                         | SkillSoft Corp.                                                                 | CUSIP: 83066YAB8<br>LEI: 549300LDUD35NU8F0G43 | Long             | LON              | CORP              | US        |    470890 | PA      | $305096.49    | 0.03%             | 2028-07-14      | Floating      | 9.04%                 | No            | 2                  | On Loan: No      |
| TTF Holdings LLC                                              | TTF Holdings LLC                                                                | CUSIP: 83421EAB2<br>LEI: 254900IIAWXPGAIX2Q35 | Long             | LON              | CORP              | US        |   1438110 | PA      | $1092963.96   | 0.09%             | 2031-07-18      | Floating      | 7.79%                 | No            | 3                  | On Loan: No      |
| SOLSTICE ADVANCED MATERI                                      | Solstice Advanced Materials, Inc.                                               | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |    732000 | PA      | $736235.82    | 0.06%             | 2033-09-30      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| SONARSOURCE FINANCING LLC                                     | SonarSource Financing LLC                                                       | CUSIP: 83541WAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    960543 | PA      | $926923.92    | 0.08%             | 2030-12-19      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| SONIC AUTOMOTIVE INC                                          | Sonic Automotive, Inc.                                                          | CUSIP: 83545GBE1<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |   3296000 | PA      | $3179849.95   | 0.27%             | 2031-11-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Sonrava Health Holdings, LLC                                  | Sonrava Health Holdings LLC                                                     | CUSIP: 83569KAC8<br>LEI: 549300S5KZ5QHE321375 | Long             | LON              | CORP              | US        |    746805 | PA      | $519029.20    | 0.04%             | 2028-05-18      | Floating      | 14.25%                | No            | 2                  | On Loan: No      |
| Sonrava Health Holdings, LLC                                  | Sonrava Health Holdings LLC                                                     | CUSIP: 83569KAF1<br>LEI: 549300S5KZ5QHE321375 | Long             | LON              | CORP              | US        |   3126367 | PA      | $193443.94    | 0.02%             | 2028-08-18      | Floating      | 5.50%                 | No            | 2                  | On Loan: No      |
| Southern Veterinary Partners, LLC                             | Southern Veterinary Partners LLC                                                | CUSIP: 84410HAQ3<br>LEI: 549300DT78GYJYRK0R74 | Long             | LON              | CORP              | US        |    560708 | PA      | $561061.05    | 0.05%             | 2031-12-04      | Floating      | 6.17%                 | No            | 2                  | On Loan: No      |
| SPEEDWAY MOT/SPEEDWAY FD                                      | Speedway Motorsports LLC/Speedway Funding II, Inc.                              | CUSIP: 84779MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7971000 | PA      | $7980672.81   | 0.67%             | 2027-11-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| BLOCK INC                                                     | Block, Inc.                                                                     | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    600000 | PA      | $621858.60    | 0.05%             | 2032-05-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| BLOCK INC                                                     | Block, Inc.                                                                     | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   1845000 | PA      | $1878839.15   | 0.16%             | 2030-08-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| BLOCK INC                                                     | Block, Inc.                                                                     | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    520000 | PA      | $531241.88    | 0.04%             | 2033-08-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                      | Standard Industries, Inc.                                                       | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   3780000 | PA      | $3648039.82   | 0.31%             | 2030-07-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| SolarWinds Holdings Inc                                       | SolarWinds Holdings, Inc.                                                       | CUSIP: 85554UAB0<br>LEI: 254900ZM34IBOK68V949 | Long             | LON              | CORP              | US        |   6509559 | PA      | $6053889.69   | 0.51%             | 2032-04-16      | Floating      | 7.70%                 | No            | 3                  | On Loan: No      |
| Starwood Property Trust Inc                                   | Starwood Property Trust, Inc.                                                   | CUSIP: 85570DAN2<br>LEI: 5493008SB15CNJRIOK13 | Long             | LON              |  | US        |   1981098 | PA      | $1981098.09   | 0.17%             | 2027-11-18      | Floating      | 5.42%                 | No            | 3                  | On Loan: No      |
| STARWOOD PROPERTY TRUST                                       | Starwood Property Trust, Inc.                                                   | CUSIP: 85571BAY1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |   1150000 | PA      | $1143075.18   | 0.10%             | 2027-01-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| STARWOOD PROPERTY TRUST                                       | Starwood Property Trust, Inc.                                                   | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |   1250000 | PA      | $1286770.00   | 0.11%             | 2030-04-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| STARWOOD PROPERTY TRUST                                       | Starwood Property Trust, Inc.                                                   | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |   1831000 | PA      | $1907980.73   | 0.16%             | 2030-10-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| STARWOOD PROPERTY TRUST                                       | Starwood Property Trust, Inc.                                                   | CUSIP: 85571BBG9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |   2614000 | PA      | $2650096.73   | 0.22%             | 2031-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| STONEX GROUP INC                                              | StoneX Group, Inc.                                                              | CUSIP: 861896AA6<br>LEI: 549300JUF07L8VF02M60 | Long             | DBT              | CORP              | US        |   2138000 | PA      | $2275924.52   | 0.19%             | 2031-03-01      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| STONEX ESCROW ISSUER LLC                                      | Stonex Escrow Issuer LLC                                                        | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6844000 | PA      | $7066512.13   | 0.59%             | 2032-07-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Summit Acquisition Inc                                        | Summit Acquisition, Inc.                                                        | CUSIP: 86600DAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2371283 | PA      | $2383138.94   | 0.20%             | 2031-10-16      | Floating      | 7.17%                 | No            | 2                  | On Loan: No      |
| SUNOCO LP/FINANCE CORP                                        | Sunoco LP/Sunoco Finance Corp.                                                  | CUSIP: 86765KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $185944.32    | 0.02%             | 2028-09-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| SUNOCO LP                                                     | Sunoco LP                                                                       | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    700000 | PA      | $741535.90    | 0.06%             | 2032-05-01      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| SUNOCO LP                                                     | Sunoco LP                                                                       | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   3051000 | PA      | $3132968.17   | 0.26%             | 2033-07-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| SUNOCO LP                                                     | Sunoco LP                                                                       | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40259.52     | 0.00%             | 2031-03-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| SUNOCO LP                                                     | Sunoco LP                                                                       | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   4087000 | PA      | $4100000.75   | 0.34%             | 2034-03-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| SUNOCO LP/FINANCE CORP                                        | Sunoco LP/Sunoco Finance Corp.                                                  | CUSIP: 86765LAZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1333784.22   | 0.11%             | 2030-04-30      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Cornerstone OnDemand Inc                                      | Cornerstone OnDemand, Inc.                                                      | CUSIP: 86803YAB9<br>LEI: 549300Z402F16H5EGH48 | Long             | LON              | CORP              | US        |   5594000 | PA      | $4726930.15   | 0.40%             | 2028-10-16      | Floating      | 7.54%                 | No            | 3                  | On Loan: No      |
| Surf Holdings LLC                                             | Surf Holdings LLC                                                               | CUSIP: 86875TAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3978000 | PA      | $3949914.84   | 0.33%             | 2027-03-05      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| SURGERY CENTER HOLDINGS                                       | Surgery Center Holdings, Inc.                                                   | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |   1358000 | PA      | $1365957.88   | 0.11%             | 2032-04-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| SYNAPTICS INC                                                 | Synaptics, Inc.                                                                 | CUSIP: 87157DAG4<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $972451.70    | 0.08%             | 2029-06-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Symplr Software Inc                                           | Symplr Software, Inc.                                                           | CUSIP: 87190HAC3<br>LEI: 254900NR8M8HYDVR0M34 | Long             | LON              | CORP              | US        |   1129086 | PA      | $936198.79    | 0.08%             | 2027-12-22      | Floating      | 8.27%                 | No            | 2                  | On Loan: No      |
| SYNERGY INFRASTRUCTURE H                                      | Synergy Infrastructure Holdings LLC                                             | CUSIP: 87191JAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    735000 | PA      | $765885.55    | 0.06%             | 2030-12-01      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| TMS INTERNATIONAL CORP                                        | TMS International Corp.                                                         | CUSIP: 87261QAC7<br>LEI: 549300L4K0F1YF8WKF23 | Long             | DBT              | CORP              | US        |   1836000 | PA      | $1796672.88   | 0.15%             | 2029-04-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| TPG CLO Ltd                                                   | TPG CLO Ltd., 2025-1A, Rule 144A                                                | CUSIP: 87268JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2011572.00   | 0.17%             | 2037-07-15      | Floating      | 5.33%                 | No            | 2                  | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                       | Tallgrass Energy Partners LP/Tallgrass Energy Finance Corp.                     | CUSIP: 87470LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1610321.39   | 0.14%             | 2028-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                       | Tallgrass Energy Partners LP/Tallgrass Energy Finance Corp.                     | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1868000 | PA      | $1895960.39   | 0.16%             | 2030-12-31      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                                       | Tallgrass Energy Partners LP/Tallgrass Energy Finance Corp.                     | CUSIP: 87470LAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2920000 | PA      | $3028603.76   | 0.25%             | 2029-02-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Technimark Holdings LLC                                       | Technimark Holdings LLC                                                         | CUSIP: 87854HAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1604684 | PA      | $1600174.67   | 0.13%             | 2031-04-14      | Floating      | 6.92%                 | No            | 2                  | On Loan: No      |
| Tempo Acquisition LLC                                         | Tempo Acquisition LLC                                                           | CUSIP: 88023HAJ9<br>LEI: 549300VV0B2RPMHQGA61 | Long             | LON              | CORP              | US        |   4441574 | PA      | $4088713.16   | 0.34%             | 2028-08-31      | Floating      | 5.42%                 | No            | 2                  | On Loan: No      |
| SOMNIGROUP INTL INC                                           | Somnigroup International, Inc.                                                  | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |   2820000 | PA      | $2633625.92   | 0.22%             | 2031-10-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Somnigroup International Inc                                  | Somnigroup International, Inc.                                                  | CUSIP: 88025BAP6<br>LEI: 549300HFEKVR3US71V91 | Long             | LON              | CORP              | US        |   1288196 | PA      | $1299467.31   | 0.11%             | 2031-10-24      | Floating      | 5.90%                 | No            | 2                  | On Loan: No      |
| TENET HEALTHCARE CORP                                         | Tenet Healthcare Corp.                                                          | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    593000 | PA      | $610520.19    | 0.05%             | 2033-11-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| TENET HEALTHCARE CORP                                         | Tenet Healthcare Corp.                                                          | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1484000 | PA      | $1499381.66   | 0.13%             | 2032-11-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Therapy Brands Holdings LLC                                   | Therapy Brands Holdings LLC                                                     | CUSIP: 88343YAB2<br>LEI: 2549001BWHNUX335M838 | Long             | LON              | CORP              | US        |   1199334 | PA      | $1112454.16   | 0.09%             | 2028-05-18      | Floating      | 7.79%                 | No            | 2                  | On Loan: No      |
| Thermostat Purchaser III Inc                                  | Thermostat Purchaser III, Inc.                                                  | CUSIP: 88366MAE4<br>LEI: 254900K7OD47ERJZN242 | Long             | LON              | CORP              | US        |    445224 | PA      | $441522.08    | 0.04%             | 2028-08-31      | Floating      | 7.92%                 | No            | 2                  | On Loan: No      |
| Thevelia (US) LLC                                             | Thevelia U.S. LLC                                                               | CUSIP: 88372KAH3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    190955 | PA      | $189681.71    | 0.02%             | 2029-06-18      | Floating      | 6.67%                 | No            | 2                  | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                        | Cloud Software Group, Inc.                                                      | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   1604000 | PA      | $1597003.58   | 0.13%             | 2029-03-31      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Tiger Acquisition LLC                                         | Tiger Acquisition LLC                                                           | CUSIP: 88675UAE2<br>LEI: 25490011XE2GWJKY5N51 | Long             | LON              | CORP              | US        |    829537 | PA      | $829362.88    | 0.07%             | 2032-08-23      | Floating      | 6.17%                 | No            | 2                  | On Loan: No      |
| Topgolf Callaway Brands Corp                                  | Topgolf Callaway Brands Corp.                                                   | CUSIP: 89071LAB6<br>LEI: 5493005UB0KFRKBPCU72 | Long             | LON              | CORP              | US        |    863823 | PA      | $867291.32    | 0.07%             | 2030-03-18      | Floating      | 6.42%                 | No            | 2                  | On Loan: No      |
| TOUCAN FINCO LTD/CAN/US                                       | Toucan FinCo Ltd./Toucan FinCo Can, Inc./Toucan FinCo U.S. LLC                  | CUSIP: 89157UAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1258000 | PA      | $1215235.60   | 0.10%             | 2030-05-15      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| TRANSDIGM INC                                                 | TransDigm, Inc.                                                                 | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    750000 | PA      | $776388.75    | 0.07%             | 2032-03-01      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| TRANSDIGM INC                                                 | TransDigm, Inc.                                                                 | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   2788000 | PA      | $2840212.83   | 0.24%             | 2033-05-31      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| TransDigm Inc                                                 | TransDigm, Inc.                                                                 | CUSIP: 89364MCE2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   3749582 | PA      | $3751006.64   | 0.31%             | 2032-08-19      | Floating      | 6.17%                 | No            | 2                  | On Loan: No      |
| TransDigm Inc                                                 | TransDigm, Inc.                                                                 | CUSIP: 89364MCF9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     44018 | PA      | $44028.84     | 0.00%             | 2030-03-22      | Floating      | 5.92%                 | No            | 2                  | On Loan: No      |
| TRANSMONTAIGNE PARTNERS                                       | TransMontaigne Partners LLC                                                     | CUSIP: 89377AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    925000 | PA      | $959317.29    | 0.08%             | 2030-06-15      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Traverse Midstream Partners LLC                               | Traverse Midstream Partners LLC                                                 | CUSIP: 89435TAB0<br>LEI: 549300DHTM8B2X5QMJ22 | Long             | LON              | CORP              | US        |   1861140 | PA      | $1866258.18   | 0.16%             | 2028-02-16      | Floating      | 6.17%                 | No            | 2                  | On Loan: No      |
| Trestles CLO LTD                                              | Trestles CLO IV Ltd.                                                            | CUSIP: 89532WAN9<br>LEI: 254900EO5I6CR0IOWS98 | Long             | ABS-CBDO         | CORP              | KY        |   3900000 | PA      | $3919656.00   | 0.33%             | 2038-10-30      | Floating      | 5.07%                 | No            | 2                  | On Loan: No      |
| TRIDENT TPI HOLDINGS INC                                      | Trident TPI Holdings, Inc.                                                      | CUSIP: 89616RAC3<br>LEI: 549300TPLK304J3RNC85 | Long             | DBT              | CORP              | US        |   6353000 | PA      | $6370515.22   | 0.53%             | 2028-12-31      | Fixed         | 12.75%                | No            | 2                  | On Loan: No      |
| TRIMAS CORP                                                   | TriMas Corp.                                                                    | CUSIP: 896215AH3<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | DBT              | CORP              | US        |   3799000 | PA      | $3704830.39   | 0.31%             | 2029-04-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| TRONOX INC                                                    | Tronox, Inc.                                                                    | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |   5433000 | PA      | $4188623.78   | 0.35%             | 2029-03-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: —       |
| TRONOX INC                                                    | Tronox, Inc.                                                                    | CUSIP: 897051AD0<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |    734000 | PA      | $724739.05    | 0.06%             | 2030-09-30      | Fixed         | 9.12%                 | No            | 2                  | On Loan: —       |
| Tronox Finance LLC                                            | Tronox Finance LLC                                                              | CUSIP: 89705DAQ5<br>LEI: 549300LMZ1DX1PWSP524 | Long             | LON              | CORP              | US        |   2952980 | PA      | $2547993.48   | 0.21%             | 2029-04-04      | Floating      | 5.92%                 | No            | 2                  | On Loan: No      |
| Trucordia Insurance Holdings LLC                              | Trucordia Insurance Holdings LLC                                                | CUSIP: 89783WAB1<br>LEI: 254900KYYP47CV7DMK95 | Long             | LON              | CORP              | US        |   1628664 | PA      | $1621547.20   | 0.14%             | 2032-06-17      | Floating      | 6.92%                 | No            | 2                  | On Loan: No      |
| TruGreen Limited Partnership                                  | TruGreen LP                                                                     | CUSIP: 89787RAK8<br>LEI: 549300QNRP2MNHR3QM19 | Long             | LON              | CORP              | US        |    400000 | PA      | $371876.00    | 0.03%             | 2028-11-02      | Floating      | 12.43%                | No            | 2                  | On Loan: No      |
| UKG Inc                                                       | UKG, Inc.                                                                       | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |   7887259 | PA      | $7708139.36   | 0.65%             | 2031-02-10      | Floating      | 6.17%                 | No            | 2                  | On Loan: No      |
| X Corp.                                                       | X Corp.                                                                         | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3103979 | PA      | $3218050.62   | 0.27%             | 2029-10-26      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| TKO Worldwide Holdings LLC                                    | TKO Worldwide Holdings LLC                                                      | CUSIP: 90266UAL7<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |   7084397 | PA      | $7107810.61   | 0.60%             | 2031-11-21      | Floating      | 5.87%                 | No            | 2                  | On Loan: No      |
| UKG INC                                                       | UKG, Inc.                                                                       | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |   1659000 | PA      | $1658987.31   | 0.14%             | 2031-02-01      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| US FOODS INC                                                  | U.S. Foods, Inc.                                                                | CUSIP: 90290MAG6<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    666000 | PA      | $687758.89    | 0.06%             | 2028-09-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| US FOODS INC                                                  | U.S. Foods, Inc.                                                                | CUSIP: 90290MAH4<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    684000 | PA      | $718376.47    | 0.06%             | 2032-01-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| US FOODS INC                                                  | U.S. Foods, Inc.                                                                | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1273326.25   | 0.11%             | 2033-04-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| CINEWORLD                                                     | Cineworld Group PLC                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    191081 | NS      | $3097040.85   | 0.26%             |  |  |  | No            | 2                  | On Loan: No      |
| TECH 7 SAS SUPER SENIOR                                       | Tech 7 SAS Super Senior                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     84035 | PA      | $9.99         | 0.00%             | 2026-03-31      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| TECH 7 SAS TECHNICOLOR                                        | Tech 7 SAS Technicolor                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     25211 | PA      | $3.00         | 0.00%             | 2026-04-01      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| TECH 7 SAS SUPER SENIOR                                       | Tech 7 SAS Super Senior                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     50421 | PA      | $6.00         | 0.00%             | 2026-03-31      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| DREAMWELL INC                                                 | Dream Well, Inc.                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29405 | NS      | $274436.87    | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| SUNRISE FINCO I BV                                            | Sunrise FinCo I BV                                                              | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |   1530000 | PA      | $1467247.05   | 0.12%             | 2031-07-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Ultra Clean Holdings Inc                                      | Ultra Clean Holdings, Inc.                                                      | CUSIP: 90385YAG6<br>LEI: 5493007L6LS7QX18PE75 | Long             | LON              | CORP              | US        |   1023663 | PA      | $1027824.28   | 0.09%             | 2028-02-25      | Floating      | 6.42%                 | No            | 2                  | On Loan: No      |
| UNITED AIRLINES HOLDINGS                                      | United Airlines Holdings, Inc.                                                  | CUSIP: 910047AL3<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |    569000 | PA      | $575512.07    | 0.05%             | 2031-03-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| UNITED RENTALS NORTH AM                                       | United Rentals North America, Inc.                                              | CUSIP: 911365BS2<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    673000 | PA      | $672802.31    | 0.06%             | 2033-11-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Unity-Peace Park CLO, Ltd.                                    | Unity-Peace Park CLO Ltd.                                                       | CUSIP: 913318AG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   4000000 | PA      | $4003760.80   | 0.34%             | 2035-04-20      | Floating      | 6.07%                 | No            | 2                  | On Loan: No      |
| USA COM PART/USA COM FIN                                      | USA Compression Partners LP/USA Compression Finance Corp.                       | CUSIP: 91740PAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1116000 | PA      | $1130896.37   | 0.09%             | 2033-10-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| VFH Parent LLC                                                | VFH Parent LLC                                                                  | CUSIP: 91820UAV2<br>LEI: 549300FRO9M476YHHY64 | Long             | LON              | CORP              | US        |   1124987 | PA      | $1124986.66   | 0.09%             | 2031-06-21      | Floating      | 6.17%                 | No            | 2                  | On Loan: No      |
| VFH PARENT / VALOR CO                                         | VFH Parent LLC/Valor Co-Issuer, Inc.                                            | CUSIP: 91824YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5763000 | PA      | $6040292.51   | 0.51%             | 2031-06-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| VS Buyer LLC                                                  | VS Buyer LLC                                                                    | CUSIP: 91834WAG5<br>LEI: 254900G5QLDMHSCYJK25 | Long             | LON              | CORP              | US        |   2717617 | PA      | $2695536.42   | 0.23%             | 2031-04-12      | Floating      | 5.92%                 | No            | 2                  | On Loan: No      |
| VZ SECURED FINANCING BV                                       | VZ Secured Financing BV                                                         | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    293000 | PA      | $264764.62    | 0.02%             | 2032-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| VAIL RESORTS INC                                              | Vail Resorts, Inc.                                                              | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |   4441000 | PA      | $4618648.88   | 0.39%             | 2032-05-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Venture CDO Ltd                                               | Venture XXVIII CLO Ltd., 2017-28A, Rule 144A                                    | CUSIP: 92331BAA0<br>LEI: 54930010DKR017G3JK24 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $307500.00    | 0.03%             | 2030-07-20      | Floating      | 10.08%                | No            | 2                  | On Loan: No      |
| Vestis Corporation                                            | Vestis Corp.                                                                    | CUSIP: 92550HAE3<br>LEI: 254900QDW0TA2TMFAP59 | Long             | LON              | CORP              | US        |    474862 | PA      | $445577.41    | 0.04%             | 2031-02-22      | Floating      | 6.07%                 | No            | 2                  | On Loan: No      |
| Vibrant CLO Ltd                                               | Vibrant CLO III Ltd., 2015-3A, Rule 144A                                        | CUSIP: 92557UBC0<br>LEI: 54930073XIEUISQCY218 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1007521.90   | 0.08%             | 2031-10-20      | Floating      | 7.43%                 | No            | 2                  | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                                      | Virgin Media Secured Finance PLC                                                | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |   2500000 | PA      | $2310618.50   | 0.19%             | 2030-08-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| VIRTUSA CORP                                                  | Virtusa Corp.                                                                   | CUSIP: 92837TAA0<br>LEI: C77OMXDER63WLJCSKT03 | Long             | DBT              | CORP              | US        |  10573000 | PA      | $10387499.89  | 0.87%             | 2028-12-15      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| VMED O2 UK FINAN                                              | Vmed O2 U.K. Financing I PLC                                                    | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |   2500000 | PA      | $2262145.75   | 0.19%             | 2031-01-31      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| VMED O2 UK FINAN                                              | Vmed O2 U.K. Financing I PLC                                                    | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |   1160000 | PA      | $1060853.29   | 0.09%             | 2031-07-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Voya CLO Ltd                                                  | Voya CLO Ltd., 2014-4A, Rule 144A                                               | CUSIP: 92914RBE1<br>LEI: 549300JHU3YI1LLL3V27 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $503215.25    | 0.04%             | 2031-07-14      | Floating      | 7.28%                 | No            | 2                  | On Loan: No      |
| VOYAGER PARENT LLC                                            | Voyager Parent LLC                                                              | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |    333000 | PA      | $353883.76    | 0.03%             | 2032-07-01      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| VOYAGER PARENT LLC                                            | Voyager Parent LLC                                                              | CUSIP: 92921HAD7<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |   1689104 | PA      | $1689213.66   | 0.14%             | 2032-07-01      | Floating      | 7.91%                 | No            | 2                  | On Loan: No      |
| WR GRACE HOLDING LLC                                          | WR Grace Holdings LLC                                                           | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    374000 | PA      | $382044.74    | 0.03%             | 2031-03-01      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| WR GRACE HOLDING LLC                                          | WR Grace Holdings LLC                                                           | CUSIP: 92943GAH4<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1602728.00   | 0.13%             | 2033-08-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| LUXCO3 SHARES                                                 | Luxco Co. Ltd.                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |     20917 | NS      | $395106.88    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| WALKER & DUNLOP INC                                           | Walker & Dunlop, Inc.                                                           | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4526000 | PA      | $4642431.35   | 0.39%             | 2033-04-01      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| PES ENERGY                                                    | PES Energy Liquidating Trust                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37190 | NS      | $371.90       | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Proppants Holdings LLC                                        | Proppants Holdings LLC                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |     25202 | NS      | $504.04       | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| JASON INC                                                     | Jason, Inc.                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        23 | NS      | $129140.00    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| TECHNICOLOR                                                   | Technicolor SA                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       100 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| AKORN                                                         | Akorn, Inc.                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37299 | NS      | $1118.97      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CoreLogic Inc                                                 | CoreLogic, Inc.                                                                 | CUSIP: 000000000<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |   2816383 | PA      | $2795260.50   | 0.23%             | 2029-06-04      | Floating      | 10.29%                | No            | 3                  | On Loan: No      |
| WASTE PRO USA INC                                             | Waste Pro USA, Inc.                                                             | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |   1177000 | PA      | $1212042.74   | 0.10%             | 2033-02-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| WatchGuard Technologies Inc                                   | WatchGuard Technologies, Inc.                                                   | CUSIP: 94110LAB9<br>LEI: 549300H8HK7HR0EWNZ91 | Long             | LON              | CORP              | US        |   1331220 | PA      | $1332883.88   | 0.11%             | 2029-07-02      | Floating      | 8.92%                 | No            | 2                  | On Loan: No      |
| WATCO COS LLC/FINANCE CO                                      | Watco Cos. LLC/Watco Finance Corp.                                              | CUSIP: 941130AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2124000 | PA      | $2225529.32   | 0.19%             | 2032-08-01      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| UTEX INDUSTRIES COMMON                                        | Utex Industries                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6341 | NS      | $169095.45    | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| EAGLE INTERMEDIATE GLOBAL HOLD                                | Eagle Intermediate Global Holding BV/Ruyi U.S. Finance LLC                      | CUSIP: 000000000<br>LEI: 724500WF1YQYV70ML757 | Long             | DBT              | CORP              | US        |     64000 | PA      | $6.40         | 0.00%             | 2025-12-31      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| SERTA SSB EQUIPMENT COMPANY                                   | Serta SSB Equipment Co.                                                         | CUSIP: 948EFX908<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29405 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| Technicolor Creative Studios                                  | Technicolor Creative Studios                                                    | CUSIP: 000000000<br>LEI: 54930064SP2SSEVKFJ48 | Long             | LON              | CORP              | FR        |    395555 | PA      | $0.00         | 0.00%             | 2030-06-07      | Floating      | 0.50%                 | No            | 3                  | On Loan: No      |
| WOOF Holdings Inc                                             | WOOF Holdings, Inc.                                                             | CUSIP: 95004UAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    259849 | PA      | $26374.64     | 0.00%             | 2029-12-31      | Floating      | 7.68%                 | No            | 2                  | On Loan: No      |
| WESCO DISTRIBUTION INC                                        | WESCO Distribution, Inc.                                                        | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506255.00    | 0.04%             | 2028-06-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| WESCO DISTRIBUTION INC                                        | WESCO Distribution, Inc.                                                        | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    500000 | PA      | $515966.00    | 0.04%             | 2029-03-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| WESCO DISTRIBUTION INC                                        | WESCO Distribution, Inc.                                                        | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    583000 | PA      | $609870.47    | 0.05%             | 2032-03-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| WESCO DISTRIBUTION INC                                        | WESCO Distribution, Inc.                                                        | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    441000 | PA      | $459420.13    | 0.04%             | 2033-03-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| PES Holdings LLC                                              | PES Holdings LLC                                                                | CUSIP: 71571EAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    966507 | PA      | $8456.94      | 0.00%             | 2026-12-31      | Floating      | 3.00%                 | No            | 2                  | On Loan: No      |
| TECHNICOLOR CREATIVE STUDIOS                                  | Technicolor Creative Studios                                                    | CUSIP: 000000000<br>LEI: 54930064SP2SSEVKFJ48 | Long             | DBT              | CORP              | EG        |     25211 | PA      | $3.00         | 0.00%             | 2026-04-01      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| ALTISOURCE NWCASH EXR WARRANTS                                | Altisource Solutions SARL                                                       | CUSIP: 000000000<br>LEI: 222100LCEG1XDFQRZI81 | N/A              | DE               |  | US        |      2821 | NS      | $818.09       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ALTISOURCE NET STL WARRANTS                                   | Altisource Solutions SARL                                                       | CUSIP: 000000000<br>LEI: 222100LCEG1XDFQRZI81 | N/A              | DE               |  | US        |      2821 | NS      | $879.87       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| ALTISOURCE PORTFOLIO SOLUTIONS                                | Altisource Portfolio Solutions SA                                               | CUSIP: 000000000<br>LEI: 894500OLCBOOO8WZUE76 | Long             | EC               | CORP              | US        |     12841 | NS      | $68957.51     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| SK MOHAWK HOLDINGS, SCS                                       | SK Mohawk Holdings SCS                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37381 | NS      | $373810.00    | 0.03%             |  |  |  | No            | 3                  | On Loan: No      |
| ASCEND PERFORMANCE MATERIALS O                                | Ascend Performance Materials Operations LLC                                     | CUSIP: 000000000<br>LEI: 549300NIMFUIRMMAGQ29 | Long             | EC               | CORP              | US        |     35549 | NS      | $79985.25     | 0.01%             |  |  |  | No            | 3                  | On Loan: No      |
| CLASS C LITIGATION TRUST INTER                                | Litigation Trust                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        | 323595442 | NS      | $32359.54     | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| LITIGATION TR INT CLASS A                                     | Litigation Trust                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        | 160554989 | NS      | $16055.50     | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| WEX INC                                                       | WEX, Inc.                                                                       | CUSIP: 96208TAD6<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | DBT              | CORP              | US        |   4502000 | PA      | $4597901.60   | 0.39%             | 2033-03-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| WEX Inc                                                       | WEX, Inc.                                                                       | CUSIP: 96208UAW1<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | LON              | CORP              | US        |   2578706 | PA      | $2579221.36   | 0.22%             | 2028-03-31      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| White Cap Buyer LLC                                           | White Cap Buyer LLC                                                             | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |   5874808 | PA      | $5871664.75   | 0.49%             | 2029-10-19      | Floating      | 6.92%                 | No            | 2                  | On Loan: No      |
| WHITE CAP SUPPLY HOLDING                                      | White Cap Supply Holdings LLC                                                   | CUSIP: 96467GAC2<br>LEI: 254900L2N0T6GULCL366 | Long             | DBT              | CORP              | US        |   1353000 | PA      | $1406158.02   | 0.12%             | 2030-11-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                         | Williams Scotsman, Inc.                                                         | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |   3215000 | PA      | $3324814.76   | 0.28%             | 2029-06-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                         | Williams Scotsman, Inc.                                                         | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    875000 | PA      | $907148.38    | 0.08%             | 2030-04-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| World Wide Technology Holding Co. LLC                         | World Wide Technology Holding Co. LLC                                           | CUSIP: 98164AAE3<br>LEI: 213800MTFQARCZL1PY64 | Long             | LON              | CORP              | US        |    678167 | PA      | $681558.20    | 0.06%             | 2030-03-01      | Floating      | 5.67%                 | No            | 3                  | On Loan: No      |
| WYNN LAS VEGAS LLC/CORP                                       | Wynn Las Vegas LLC/Wynn Las Vegas Capital Corp.                                 | CUSIP: 983130AX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3886000 | PA      | $3909751.23   | 0.33%             | 2027-05-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| XPO INC                                                       | XPO, Inc.                                                                       | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1054693.00   | 0.09%             | 2032-02-01      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| XPO INC                                                       | XPO, Inc.                                                                       | CUSIP: 98379KAA0<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    830000 | PA      | $845982.48    | 0.07%             | 2028-06-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| XPO INC                                                       | XPO, Inc.                                                                       | CUSIP: 98379KAB8<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259763.75    | 0.02%             | 2031-06-01      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| XPLOR T1 LLC                                                  | XPLOR T1 LLC                                                                    | CUSIP: 98423DAF1<br>LEI: 254900GF3CVSREM2EJ05 | Long             | LON              | CORP              | US        |   5616793 | PA      | $5518499.11   | 0.46%             | 2032-12-01      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| ZEBRA TECHNOLOGIES CORP                                       | Zebra Technologies Corp.                                                        | CUSIP: 989207AD7<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | DBT              | CORP              | US        |   2064000 | PA      | $2127519.60   | 0.18%             | 2032-06-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| AllSpring Buyer LLC                                           | AllSpring Buyer LLC                                                             | CUSIP: 98922AAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    465929 | PA      | $466863.35    | 0.04%             | 2030-11-01      | Floating      | 6.69%                 | No            | 2                  | On Loan: No      |
| ZIPRECRUITER INC                                              | ZipRecruiter, Inc.                                                              | CUSIP: 98980BAA1<br>LEI: 549300HLOVNNFCY2IV80 | Long             | DBT              | CORP              | US        |   2167000 | PA      | $1505447.84   | 0.13%             | 2030-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Zuora Inc                                                     | Zuora, Inc.                                                                     | CUSIP: 98980XAC9<br>LEI: 2549000JOLSFPTJEAV21 | Long             | LON              | CORP              | US        |   3123742 | PA      | $3030029.44   | 0.25%             | 2032-02-14      | Floating      | 7.17%                 | No            | 2                  | On Loan: No      |
| ZI TECH LLC/ZI FIN CORP                                       | ZoomInfo Technologies LLC/ZoomInfo Finance Corp.                                | CUSIP: 98981BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4953000 | PA      | $4524965.36   | 0.38%             | 2029-02-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Project Investor Holdings, LLC                                | Investor Holdings LLC                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      6300 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| ATLAS LUXCO 4 / ALL UNI                                       | Allied Universal Holdco LLC/Allied Universal Finance Corp./Atlas Luxco 4 SARL   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    944000 | PA      | $1118627.90   | 0.09%             | 2028-06-01      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| EOLO SPA                                                      | Eolo SpA                                                                        | CUSIP: 000000000<br>LEI: 81560046D0F489B08569 | Long             | DBT              | CORP              | IT        |   2928000 | PA      | $3216336.85   | 0.27%             | 2028-10-21      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Sk Neptune Husky Finance SARL                                 | Sk Neptune Husky Finance SARL                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    126932 | PA      | $18087.79     | 0.00%             | 2026-04-30      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| CITCO FUNDING LLC                                             | Citco Funding LLC                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1132707 | PA      | $1134728.63   | 0.10%             | 2028-04-27      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Project Alpha Intermediate Holding, Inc.                      | Project Alpha Intermediate Holding, Inc.                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2145733 | PA      | $1716586.76   | 0.14%             | 2033-05-09      | Floating      | 8.67%                 | No            | 3                  | On Loan: No      |
| EVEREST SUBBIDCO                                              | Everest SubBidCo SAS                                                            | CUSIP: 000000000<br>LEI: 969500CR0NDBKD0VFM16 | Long             | LON              | CORP              | FR        |    388087 | PA      | $370622.89    | 0.03%             | 2031-12-10      | Floating      | 8.15%                 | No            | 3                  | On Loan: No      |
| Everest SubBidCo                                              | Everest SubBidCo SAS                                                            | CUSIP: 000000000<br>LEI: 969500CR0NDBKD0VFM16 | Long             | LON              | CORP              | US        |    779092 | PA      | $744032.46    | 0.06%             | 2031-12-10      | Floating      | 8.15%                 | No            | 3                  | On Loan: No      |
| REDSTONE HOLDCO 2 LP                                          | Redstone Holdco 2 LP                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-04-27      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ALTISOURCE SOLUTIONS SARL                                     | Altisource Solutions SARL                                                       | CUSIP: 000000000<br>LEI: 222100LCEG1XDFQRZI81 | Long             | LON              | CORP              | LU        |     88306 | PA      | $0.00         | 0.00%             | 2030-04-30      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| ALTISOURCE SOLUTIONS SARL                                     | Altisource Solutions SARL                                                       | CUSIP: 000000000<br>LEI: 222100LCEG1XDFQRZI81 | Long             | LON              | CORP              | LU        |     89432 | PA      | $89879.11     | 0.01%             | 2029-02-19      | Floating      | 10.27%                | No            | 3                  | On Loan: No      |
| NA Rail HoldCo LLC                                            | NA Rail HoldCo LLC                                                              | CUSIP: 000000000<br>LEI: 549300WBUJ0EQ32JFK65 | Long             | LON              | CORP              | US        |    429164 | PA      | $431222.08    | 0.04%             | 2032-03-08      | Floating      | 6.74%                 | No            | 2                  | On Loan: No      |
| EagleView Technology Corporation                              | EagleView Technology Corp.                                                      | CUSIP: 000000000<br>LEI: 549300HLIL8HO4PPLG50 | Long             | LON              | CORP              | US        |   7296289 | PA      | $6901851.89   | 0.58%             | 2028-08-14      | Floating      | 9.17%                 | No            | 2                  | On Loan: No      |
| JASON GROUP INC                                               | Jason Group, Inc.                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    202988 | PA      | $183704.17    | 0.02%             | 2026-11-30      | Floating      | 9.79%                 | No            | 3                  | On Loan: No      |
| Viavi Solutions Inc                                           | Viavi Solutions, Inc.                                                           | CUSIP: 000000000<br>LEI: 5493006K3E3N1QOBF092 | Long             | LON              | CORP              | US        |   2493588 | PA      | $2501904.30   | 0.21%             | 2032-10-16      | Floating      | 6.17%                 | No            | 2                  | On Loan: No      |
| FIRST BRANDS GROUP LLC                                        | First Brands Group LLC                                                          | CUSIP: 000000000<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-03-30      | Floating      | 9.12%                 | No            | 2                  | On Loan: No      |
| Disco Parent Inc                                              | Disco Parent, Inc.                                                              | CUSIP: 000000000<br>LEI: 2549003DLSZ9JWHH1Q80 | Long             | LON              | CORP              | US        |    867108 | PA      | $863856.37    | 0.07%             | 2032-08-06      | Floating      | 6.82%                 | No            | 3                  | On Loan: No      |
| Altice France SA                                              | Altice France SA                                                                | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | US        |   1740601 | PA      | $1770330.06   | 0.15%             | 2031-05-31      | Floating      | 10.55%                | No            | 2                  | On Loan: No      |
| Altice France SA                                              | Altice France SA                                                                | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | US        |    663763 | PA      | $664592.86    | 0.06%             | 2028-10-30      | Floating      | 8.73%                 | No            | 2                  | On Loan: No      |
| Rockpoint Gas Storage Partners LP                             | Rockpoint Gas Storage Partners LP                                               | CUSIP: 000000000<br>LEI: 549300ZXM0KTRM0NMI59 | Long             | LON              | CORP              | CA        |   2221214 | PA      | $2229021.61   | 0.19%             | 2031-09-18      | Floating      | 6.17%                 | No            | 2                  | On Loan: No      |
| Nomad Foods Europe Midco Limited                              | Nomad Foods Europe Midco Ltd.                                                   | CUSIP: 000000000<br>LEI: 213800FGWQXPVI86SE26 | Long             | LON              | CORP              | US        |   1946258 | PA      | $1949916.59   | 0.16%             | 2032-10-28      | Floating      | 6.28%                 | No            | 2                  | On Loan: No      |
| HERC HOLDINGS INC                                             | Herc Holdings, Inc.                                                             | CUSIP: 000000000<br>LEI: 549300TP80QLITMSBP82 | Long             | LON              | CORP              | US        |    523397 | PA      | $525142.59    | 0.04%             | 2032-06-02      | Floating      | 5.42%                 | No            | 2                  | On Loan: No      |
| POTTERS INDUSTRIES LLC                                        | Potters Industries LLC                                                          | CUSIP: 000000000<br>LEI: 391200O5OFXXMCYPAR13 | Long             | LON              | CORP              | US        |   1087734 | PA      | $1088413.42   | 0.09%             | 2032-12-23      | Floating      | 6.17%                 | No            | 2                  | On Loan: No      |
| TECTA AMERICA CORP                                            | Tecta America Corp.                                                             | CUSIP: 000000000<br>LEI: 54930083ULRH07WCC129 | Long             | LON              | CORP              | US        |   3529357 | PA      | $3541656.98   | 0.30%             | 2032-02-18      | Floating      | 6.42%                 | No            | 2                  | On Loan: No      |
| SONRAVA HEALTH HOLDINGS LLC                                   | Sonrava Health Holdings LLC                                                     | CUSIP: 000000000<br>LEI: 549300S5KZ5QHE321375 | Long             | LON              | CORP              | KY        |    139738 | PA      | $136244.76    | 0.01%             | 2026-06-03      | Floating      | 13.72%                | No            | 3                  | On Loan: No      |
| SALAS OBRIEN INC                                              | Salas O'brien, Inc.                                                             | CUSIP: 000000000<br>LEI: 254900D503Y41OFSLN80 | Long             | LON              | CORP              | US        |    304391 | PA      | $305151.51    | 0.03%             | 2033-01-29      | None          | 0.00%                 | No            | N/A                | On Loan: No      |
| SALAS O BRIEN INC                                             | Salas O'brien, Inc.                                                             | CUSIP: 000000000<br>LEI: 254900D503Y41OFSLN80 | Long             | LON              | CORP              | US        |     50732 | PA      | $50858.59     | 0.00%             | 2033-01-21      | None          | 0.00%                 | No            | N/A                | On Loan: No      |
| ALKERMES INC                                                  | Alkermes, Inc.                                                                  | CUSIP: 000000000<br>LEI: 549300YHRMYLL071E243 | Long             | LON              | CORP              | US        |   1704865 | PA      | $1713389.80   | 0.14%             | 2031-01-28      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| REDSTONE HOLDCO 2 LP                                          | Redstone Holdco 2 LP                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    365118 | PA      | $365118.15    | 0.03%             | 2030-12-31      | Floating      | 8.92%                 | No            | 3                  | On Loan: No      |
| REDSTONE HOLDCO 2 LP                                          | Redstone Holdco 2 LP                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1404301 | PA      | $772365.31    | 0.06%             | 2030-12-31      | Floating      | 9.17%                 | No            | 3                  | On Loan: No      |
| TELENET FINANCE LUX NOTE                                      | Telenet Finance Luxembourg Notes SARL                                           | CUSIP: 000000000<br>LEI: 2138007RI9GLJPCC3E25 | Long             | DBT              | CORP              | LU        |   1200000 | PA      | $1199988.50   | 0.10%             | 2028-03-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Bausch & Lomb Corporation                                     | Bausch & Lomb Corp.                                                             | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |   1151586 | PA      | $1161661.87   | 0.10%             | 2031-01-15      | Floating      | 7.42%                 | No            | 2                  | On Loan: No      |
| JONES DSLRRS INSRNC MANAG INC                                 | Jones Deslauriers Insurance Management, Inc.                                    | CUSIP: 000000000<br>LEI: 549300JQIWNFU00E5424 | Long             | LON              | CORP              | CA        |    400111 | PA      | $400673.63    | 0.03%             | 2032-12-10      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| PointClickCare Technologies, Inc.                             | PointClickCare Technologies, Inc.                                               | CUSIP: 000000000<br>LEI: 5493001Z0LHHBZLVDX36 | Long             | LON              | CORP              | CA        |    518298 | PA      | $516353.99    | 0.04%             | 2031-11-03      | Floating      | 6.42%                 | No            | 2                  | On Loan: No      |
| Clarios Global LP                                             | Clarios Global LP                                                               | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |   6188482 | PA      | $6193339.93   | 0.52%             | 2030-05-06      | Floating      | 6.17%                 | No            | 2                  | On Loan: No      |
| Idemia Group                                                  | Idemia Group                                                                    | CUSIP: 000000000<br>LEI: 5493008QGYPD024OYL95 | Long             | LON              | CORP              | US        |   1915852 | PA      | $1897891.17   | 0.16%             | 2028-09-30      | Floating      | 7.92%                 | No            | 2                  | On Loan: No      |
| State Street Global Advisors                                  | State Street Navigator Securities Lending Government Money Market Portfolio     | CUSIP: 857509301<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |  23273785 | NS      | $23273785.00  | 1.95%             |  |  |  | No            | 2                  | On Loan: No      |
| BIFM US Finance LLC                                           | BIFM U.S. Finance LLC                                                           | CUSIP: 000000000<br>LEI: 5493004RP2P0NY84N260 | Long             | LON              | CORP              | CA        |   6466236 | PA      | $6489125.98   | 0.54%             | 2028-05-31      | Floating      | 6.92%                 | No            | 2                  | On Loan: No      |
| Froneri Lux Finco Sarl                                        | Froneri Lux Finco SARL                                                          | CUSIP: 000000000<br>LEI: 9845005YBZ75E5AA3B94 | Long             | LON              | CORP              | US        |   3055747 | PA      | $3055976.38   | 0.26%             | 2032-09-30      | Floating      | 5.88%                 | No            | 2                  | On Loan: No      |
| Howden Group Holdings Ltd                                     | Howden Group Holdings Ltd.                                                      | CUSIP: 000000000<br>LEI: 213800R6D9EVRN5D3117 | Long             | LON              | CORP              | LU        |   2817812 | PA      | $2817614.30   | 0.24%             | 2031-02-15      | Floating      | 6.42%                 | No            | 2                  | On Loan: No      |
| Ineos US Finance LLC                                          | Ineos U.S. Finance LLC                                                          | CUSIP: 000000000<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |   1344689 | PA      | $974899.26    | 0.08%             | 2030-02-18      | Floating      | 6.92%                 | No            | 3                  | On Loan: No      |
| Ineos US Finance LLC                                          | Ineos U.S. Finance LLC                                                          | CUSIP: 000000000<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |   3463874 | PA      | $2439156.12   | 0.20%             | 2031-02-07      | Floating      | 6.67%                 | No            | 2                  | On Loan: No      |
| INEOS Quattro Holdings UK Ltd                                 | INEOS Quattro Holdings U.K. Ltd.                                                | CUSIP: 000000000<br>LEI: 213800HKSMBSJQ32CA45 | Long             | LON              | CORP              | US        |    757923 | PA      | $495969.55    | 0.04%             | 2031-10-07      | Floating      | 7.92%                 | No            | 2                  | On Loan: No      |
| Virgin Media Bristol LLC                                      | Virgin Media Bristol LLC                                                        | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |   1000000 | PA      | $1000190.00   | 0.08%             | 2029-01-31      | Floating      | 7.04%                 | No            | 2                  | On Loan: No      |
| Altisource Portfolio Solutions SA                             | Altisource Portfolio Solutions SA                                               | CUSIP: 000000000<br>LEI: 894500OLCBOOO8WZUE76 | Long             | EC               | CORP              | LU        |       351 | NS      | $1884.87      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Altice Financing SA                                           | Altice Financing SA                                                             | CUSIP: 000000000<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | LON              | CORP              | LU        |   1146609 | PA      | $879448.77    | 0.07%             | 2027-10-31      | Floating      | 8.67%                 | No            | 2                  | On Loan: No      |
| ALTISOURCE SOLUTIONS SARL                                     | Altisource Solutions SARL                                                       | CUSIP: 000000000<br>LEI: 222100LCEG1XDFQRZI81 | Long             | LON              | CORP              | LU        |    193272 | PA      | $200278.07    | 0.02%             | 2030-04-30      | Floating      | 10.27%                | No            | 3                  | On Loan: No      |
| Chrysaor Bidco Sarl                                           | Chrysaor Bidco SARL                                                             | CUSIP: 000000000<br>LEI: 254900CXX37NCB7A8J31 | Long             | LON              | CORP              | LU        |    133236 | PA      | $133969.08    | 0.01%             | 2031-10-30      | Floating      | 6.90%                 | No            | 2                  | On Loan: No      |
| Camelot US Acquisition LLC                                    | Camelot U.S. Acquisition LLC                                                    | CUSIP: 000000000<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |   1895420 | PA      | $1753263.50   | 0.15%             | 2031-01-31      | Floating      | 6.42%                 | No            | 2                  | On Loan: No      |
| Lonza Group AG                                                | Lonza Group AG                                                                  | CUSIP: 000000000<br>LEI: 549300Y0CIXN5D40L888 | Long             | LON              | CORP              | US        |    504297 | PA      | $429285.57    | 0.04%             | 2028-07-03      | Floating      | 7.70%                 | No            | 2                  | On Loan: No      |
| Luxembourg Investment Company 428 Sa rl                       | Luxembourg Investment Co. 428 SARL                                              | CUSIP: 000000000<br>LEI: 254900EYK4430ZH92J61 | Long             | LON              | CORP              | LU        |   1305514 | PA      | $32637.86     | 0.00%             | 2029-01-03      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Marcel LUX IV SARL                                            | Marcel LUX IV SARL                                                              | CUSIP: 000000000<br>LEI: 254900A6AL2000BPNS82 | Long             | LON              | CORP              | US        |   1016374 | PA      | $1010021.29   | 0.08%             | 2030-11-12      | Floating      | 6.66%                 | No            | 3                  | On Loan: No      |
| Motion Finco Sarl                                             | Motion Finco SARL                                                               | CUSIP: 000000000<br>LEI: 2549002L1LBQZKA7UN30 | Long             | LON              | CORP              | LU        |   3350147 | PA      | $2875883.40   | 0.24%             | 2029-11-12      | Floating      | 7.17%                 | No            | 2                  | On Loan: No      |
| POLAR US BORROWER LLC                                         | Polar U.S. Borrower LLC                                                         | CUSIP: 000000000<br>LEI: 549300VWTN2NKZWJ5F70 | Long             | LON              | CORP              | US        |    655310 | PA      | $761797.42    | 0.06%             | 2030-12-23      | Floating      | 4.68%                 | No            | 2                  | On Loan: No      |
| Fugue Finance BV                                              | Fugue Finance BV                                                                | CUSIP: 000000000<br>LEI: 254900Y4DWBRGAFENC88 | Long             | LON              | CORP              | US        |   3660245 | PA      | $3641944.08   | 0.31%             | 2032-01-09      | Floating      | 6.57%                 | No            | 2                  | On Loan: No      |
| Ziggo Financing Partnership                                   | Ziggo Financing Partnership                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2506284 | PA      | $2480181.39   | 0.21%             | 2033-01-15      | Floating      | 7.03%                 | No            | 2                  | On Loan: No      |
| Ardonagh Midco 3 PLC                                          | Ardonagh Midco 3 PLC                                                            | CUSIP: 000000000<br>LEI: 254900YP2E642AGM4G32 | Long             | LON              | CORP              | AU        |   4932007 | PA      | $4925866.71   | 0.41%             | 2031-02-15      | Floating      | 6.42%                 | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2026-02-27

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

**Signature:** Rose-Ann Bubloski

**Name of Signer:** Rose-Ann Bubloski

**Title:** Director