# EDGAR Filing Document

**Accession Number:** 0000946110
**File Stem:** 0001410368-25-012221
**Filing Date:** 2025-9
**Character Count:** 486427
**Document Hash:** 8b1d2799dc5401390557dd09d81214da
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-012221.hdr.sgml**: 20250926

**ACCESSION NUMBER**: 0001410368-25-012221

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250926

**DATE AS OF CHANGE**: 20250926

**PERIOD START**: 20251031

**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:** 251349610

**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**

July 31, 2025 (unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Par<br> (000)** | **Ratings<sup>†</sup><br> (S&P/Moody's)** | **Maturity** | **Rate%** | **Value** |
| **BANK LOANS (86.8%)** | **BANK LOANS (86.8%)** | **BANK LOANS (86.8%)** |  |  |
| **Advertising (0.7%)** | **Advertising (0.7%)** | **Advertising (0.7%)** |  |  |
| $7193 MH Sub I LLC, 1 mo. USD Term SOFR + 4.250%<sup>(1)</sup> | (B, B1) | &nbsp;&nbsp;05/03/28 | 8.606 | $6878560 |
| 8363 MH Sub I LLC, 1 mo. USD Term SOFR + 4.250%<sup>(1)</sup> | (B, B1) | &nbsp;&nbsp;12/31/31 | 8.606 | 7496067 |
|  |  |  |  | 14374627 |
| **Aerospace & Defense (4.0%)** |  |  |  |  |
| 663 Air Comm Corp. LLC<sup>(2),(3)</sup> | (B, NR) | &nbsp;&nbsp;12/11/31 | 1.000 | 665120 |
| 10561 Air Comm Corp. LLC, 3 mo. USD Term SOFR + 2.750%<sup>(1),(2)</sup> | (NR, NR) | &nbsp;&nbsp;12/11/31 | 7.064 | 10586978 |
| 14821 Amentum Government Services Holdings LLC, 1 mo. USD Term SOFR + 2.250%<sup>(1)</sup> | (BB-, Ba3) | &nbsp;&nbsp;09/29/31 | 6.606 | 14846912 |
| 1279 Atlas CC Acquisition Corp., 3 mo. USD Term SOFR + 4.250%<sup>(1)</sup> | (NR, NR) | &nbsp;&nbsp;05/25/29 | 8.569 | 940444 |
| 2157 Bleriot U.S. Bidco, Inc., 3 mo. USD Term SOFR + 2.500%<sup>(1)</sup> | (B, B2) | &nbsp;&nbsp;10/31/30 | 6.808 | 2163313 |
| 6426 Brown Group Holding LLC, 1 mo. USD Term SOFR + 2.500%, 3 mo. USD Term SOFR + 2.500%<sup>(1)</sup> | (B+, B2) | &nbsp;&nbsp;07/01/31 | 6.808 - 6.856 | 6444525 |
| 7249 Brown Group Holding LLC, 1 mo. USD Term SOFR + 2.500%<sup>(1)</sup> | (B+, B2) | &nbsp;&nbsp;07/01/31 | 6.856 | 7267983 |
| 2631 CACI International, Inc., 1 mo. USD Term SOFR + 1.750%<sup>(1)</sup> | (BB+, Baa3) | &nbsp;&nbsp;10/30/31 | 6.079 - 6.106 | 2639069 |
| 1852 KBR, Inc., 1 mo. USD Term SOFR + 2.000%<sup>(1)</sup> | (BB+, Ba1) | &nbsp;&nbsp;01/17/31 | 6.356 | 1856800 |
| 6245 KKR Apple Bidco LLC, 1 mo. USD Term SOFR + 2.500%<sup>(1)</sup> | (B, B2) | &nbsp;&nbsp;09/23/31 | 6.856 | 6269978 |
| 1690 Novaria Holdings LLC<sup>(1),(4)</sup> | (B-, B2) | &nbsp;&nbsp;06/06/31 | 0.000 | 1694829 |
| 3484 Peraton Corp., 3 mo. USD Term SOFR + 7.750%<sup>(1)</sup> | (NR, NR) | &nbsp;&nbsp;02/01/29 | 12.180 | 2244010 |
| 13853 Peraton Corp., 1 mo. USD Term SOFR + 3.750%<sup>(1)</sup> | (B-, Caa1) | &nbsp;&nbsp;02/01/28 | 8.206 | 12366639 |
| 7216 TransDigm, Inc., 3 mo. USD Term SOFR + 2.500%<sup>(1)</sup> | (BB-, Ba3) | &nbsp;&nbsp;02/28/31 | 6.796 | 7245927 |
| 1091 TransDigm, Inc., 3 mo. USD Term SOFR + 2.500%<sup>(1)</sup> | (BB-, Ba3) | &nbsp;&nbsp;01/19/32 | 6.796 | 1095504 |
| 377 TransDigm, Inc., 3 mo. USD Term SOFR + 2.750%<sup>(1)</sup> | (BB-, Ba3) | &nbsp;&nbsp;08/24/28 | 7.046 | 379254 |
|  |  |  |  | 78707285 |
| **Air Transportation (0.2%)** |  |  |  |  |
| 2732 Stonepeak Nile Parent LLC, 3 mo. USD Term SOFR + 2.750%<sup>(1)</sup> | (BB, Ba1) | &nbsp;&nbsp;04/09/32 | 7.079 | 2741353 |
| 1657 United Airlines, Inc., 1 mo. USD Term SOFR + 2.000%<sup>(1)</sup> | (BBB-, Ba1) | &nbsp;&nbsp;02/22/31 | 6.351 | 1665907 |
|  |  |  |  | 4407260 |
| **Auto Parts & Equipment (2.5%)** |  |  |  |  |
| 9146 Autokiniton U.S. Holdings, Inc., 1 mo. USD Term SOFR + 4.000%<sup>(1)</sup> | (B, B2) | &nbsp;&nbsp;04/06/28 | 8.471 | 8861727 |
| 413 Clarios Global LP, 1 mo. USD Term SOFR + 2.750%<sup>(1)</sup> | (BB-, B1) | &nbsp;&nbsp;01/28/32 | 7.106 | 414005 |
| 16599 Clarios Global LP, 1 mo. USD Term SOFR + 2.500%<sup>(1)</sup> | (BB-, B1) | &nbsp;&nbsp;05/06/30 | 6.856 | 16623577 |
| 350 First Brands Group LLC, 3 mo. USD Term SOFR + 5.000%<sup>(1),(2)</sup> | (NR, NR) | &nbsp;&nbsp;03/30/27 | 9.580 | 340401 |
| 2705 First Brands Group LLC (2021 Term Loan), 3 mo. USD Term SOFR + 5.000%<sup>(1)</sup> | (B+, B1) | &nbsp;&nbsp;03/30/27 | 9.570 | 2659705 |
| 6698 First Brands Group LLC (2022 Incremental Term Loan), 3 mo. USD Term SOFR + 5.000%<sup>(1)</sup> | (B+, B1) | &nbsp;&nbsp;03/30/27 | 9.570 | 6573596 |
| 2703 Jason Group, Inc., 1 mo. USD Term SOFR + 6.000%<sup>(1),(2),(5)</sup> | (NR, NR) | &nbsp;&nbsp;11/28/26 | 10.471 | 2405807 |
| 4942 Les Schwab Tire Centers, 1 mo. USD Term SOFR + 2.500%, 3 mo. USD Term SOFR + 2.500%<sup>(1)</sup> | (B, B2) | &nbsp;&nbsp;04/23/31 | 6.833 - 6.856 | 4951299 |
| 7049 RVR Dealership Holdings LLC, 1 mo. USD Term SOFR + 3.750%<sup>(1)</sup> | (B, Caa1) | &nbsp;&nbsp;02/08/28 | 8.206 | 6784510 |
|  |  |  |  | 49614627 |
| **Automakers (0.4%)** |  |  |  |  |
| 2800 Fastlane Parent Co., Inc., 3 mo. USD Term SOFR + 8.750%<sup>(1)</sup> | (CCC, WR) | &nbsp;&nbsp;02/04/27 | 13.307 | 2726851 |
| 3783 Fastlane Parent Co., Inc.<sup>(1),(4)</sup> | (B-, Caa1) | &nbsp;&nbsp;09/29/28 | 0.000 | 3598148 |
| 2354 Valvoline, Inc.<sup>(1),(4)</sup> | (BB, Ba1) | &nbsp;&nbsp;03/19/32 | 0.000 | 2366922 |
|  |  |  |  | 8691921 |
| **Banking (0.4%)** |  |  |  |  |
| 5895 Citco Funding LLC, 6 mo. USD Term SOFR + 2.750%<sup>(1)</sup> | (BB, Ba2) | &nbsp;&nbsp;04/27/28 | 6.934 | 5931242 |
| 2676 Orion U.S. Finco, Inc.<sup>(1),(4)</sup> | (NR, B2) | &nbsp;&nbsp;05/20/32 | 0.000 | 2691678 |
|  |  |  |  | 8622920 |
| **Beverages (0.7%)** |  |  |  |  |
| 2560 Aramark Services, Inc., 1 mo. USD Term SOFR + 2.000%<sup>(1)</sup> | (BBB-, Ba1) | &nbsp;&nbsp;06/22/30 | 6.356 | 2567233 |
| 3658 Aspire Bakeries Holdings LLC, 1 mo. USD Term SOFR + 3.500%<sup>(1)</sup> | (B, B2) | &nbsp;&nbsp;12/23/30 | 7.853 | 3695640 |
| 6792 Newly Weds Foods, Inc., 1 mo. USD Term SOFR + 2.250%<sup>(1)</sup> | (B+, B1) | &nbsp;&nbsp;03/15/32 | 6.590 | 6808542 |
|  |  |  |  | 13071415 |
| **Brokerage (0.2%)** |  |  |  |  |
| 3464 DRW Holdings LLC, 1 mo. USD Term SOFR + 3.500%<sup>(1)</sup> | (BB-, Ba3) | &nbsp;&nbsp;06/26/31 | 7.856 | 3468650 |

---

**Credit Suisse Floating Rate High Income Fund**

**Schedule of Investments (continued)**

July 31, 2025 (unaudited)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Par<br> (000)** | **Par<br> (000)** | **Ratings<sup>†</sup><br> (S&P/Moody's)** | **Maturity** | **Rate%** | **Value** |
| **BANK LOANS (continued)** | **BANK LOANS (continued)** | **BANK LOANS (continued)** | **BANK LOANS (continued)** |  |  |
| **Brokerage (continued)** | **Brokerage (continued)** |  |  |  |  |
| $| 448 Jefferies Finance LLC, 1 mo. USD Term SOFR + 3.000%<sup>(1)</sup> | (BB-, Ba2) | &nbsp;&nbsp;10/21/31 | 7.353 | $448987 |
|  | 385 RE/MAX International, Inc., 1 mo. USD Term SOFR + 2.500%<sup>(1)</sup> | (BB-, B2) | &nbsp;&nbsp;07/21/28 | 6.971 | 373370 |
|  |  |  |  |  | 4291007 |
| **Building & Construction (1.5%)** | **Building & Construction (1.5%)** |  |  |  |  |
|  | 5388 Latham Pool Products, Inc., 1 mo. USD Term SOFR + 4.000%<sup>(1),(2)</sup> | (BB-, B2) | &nbsp;&nbsp;02/23/29 | 8.456 | 5360600 |
|  | 2480 MV Holding GmbH, 1 mo. USD Term SOFR + 2.250%<sup>(1)</sup> | (BB-, Ba3) | &nbsp;&nbsp;03/17/32 | 6.606 | 2495166 |
|  | 4181 Pike Corp., 1 mo. USD Term SOFR + 3.000%<sup>(1)</sup> | (BB, Ba3) | &nbsp;&nbsp;01/21/28 | 7.471 | 4208776 |
|  | 2585 Quikrete Holdings, Inc., 1 mo. USD Term SOFR + 2.250%<sup>(1)</sup> | (BB, Ba3) | &nbsp;&nbsp;03/19/29 | 6.606 | 2589092 |
|  | 2875 Quikrete Holdings, Inc., 1 mo. USD Term SOFR + 2.250%<sup>(1)</sup> | (BB, Ba3) | &nbsp;&nbsp;02/10/32 | 6.606 | 2876464 |
|  | 451 Quikrete Holdings, Inc., 1 mo. USD Term SOFR + 2.250%<sup>(1)</sup> | (BB, Ba3) | &nbsp;&nbsp;04/14/31 | 6.606 | 451133 |
|  | 3100 Service Logic Acquisition, Inc., 1 mo. USD Term SOFR + 3.000%, 3 mo. USD Term SOFR + 3.000%<sup>(1)</sup> | (B, B2) | &nbsp;&nbsp;10/29/27 | 7.308 - 7.356 | 3111473 |
|  | 4864 Tecta America Corp., 1 mo. USD Term SOFR + 3.000%<sup>(1)</sup> | (B, B2) | &nbsp;&nbsp;02/18/32 | 7.356 | 4883852 |
|  | 3194 TRC Cos. LLC, 1 mo. USD Term SOFR + 3.000%<sup>(1)</sup> | (B, B3) | &nbsp;&nbsp;12/08/28 | 7.356 | 3198155 |
|  |  |  |  |  | 29174711 |
| **Building Materials (2.1%)** | **Building Materials (2.1%)** |  |  |  |  |
|  | 3824 ARAMSCO, Inc., 3 mo. USD Term SOFR + 4.750%<sup>(1)</sup> | (B-, Caa1) | &nbsp;&nbsp;10/10/30 | 9.046 | 2934581 |
|  | 5710 Core & Main LP, 6 mo. USD Term SOFR + 2.000%<sup>(1)</sup> | (BB-, Ba3) | &nbsp;&nbsp;07/27/28 | 6.270 | 5736264 |
|  | 208 Core & Main LP, 6 mo. USD Term SOFR + 2.000%<sup>(1)</sup> | (BB-, Ba3) | &nbsp;&nbsp;02/09/31 | 6.270 | 209175 |
|  | 5492 Cornerstone Building Brands, Inc., 1 mo. USD Term SOFR + 3.250%<sup>(1)</sup> | (B-, B3) | &nbsp;&nbsp;04/12/28 | 7.692 | 5037117 |
|  | 3561 Cornerstone Building Brands, Inc., 1 mo. USD Term SOFR + 5.625%<sup>(1)</sup> | (B-, B3) | &nbsp;&nbsp;08/01/28 | 9.967 | 3338429 |
|  | 3199 ECO Material Tech, Inc., 6 mo. USD Term SOFR + 3.250%<sup>(1)</sup> | (B, B2) | &nbsp;&nbsp;02/12/32 | 7.467 | 3214999 |
|  | 9272 Foundation Building Materials Holding Co. LLC, 3 mo. USD Term SOFR + 3.250%<sup>(1)</sup> | (B, B3) | &nbsp;&nbsp;01/31/28 | 7.820 | 9099368 |
|  | 1165 Kodiak Building Partners, Inc., 3 mo. USD Term SOFR + 3.750%<sup>(1)</sup> | (B+, B3) | &nbsp;&nbsp;12/04/31 | 8.041 | 1129390 |
|  | 1751 Mannington Mills, Inc., 3 mo. USD Term SOFR + 4.750%<sup>(1),(5)</sup> | (B, B3) | &nbsp;&nbsp;03/25/32 | 9.046 | 1722893 |
|  | 2431 MI Windows & Doors LLC, 1 mo. USD Term SOFR + 2.750%<sup>(1)</sup> | (BB-, B1) | &nbsp;&nbsp;03/28/31 | 7.106 | 2437766 |
|  | 2473 Oscar AcquisitionCo LLC, 3 mo. USD Term SOFR + 4.250%<sup>(1)</sup> | (B-, B2) | &nbsp;&nbsp;04/29/29 | 8.546 | 2258701 |
|  | 3491 White Cap Buyer LLC, 1 mo. USD Term SOFR + 3.250%<sup>(1)</sup> | (B, B2) | &nbsp;&nbsp;10/19/29 | 7.577 | 3490547 |
|  |  |  |  |  | 40609230 |
| **Cable & Satellite TV (0.5%)** | **Cable & Satellite TV (0.5%)** |  |  |  |  |
|  | 191 Altice France SA<sup>(6),(7)</sup> | (D, Caa2) | &nbsp;&nbsp;08/14/26 | 0.000 | 174168 |
|  | 7000 Ziggo BV, 1 mo. EURIBOR + 3.000%<sup>(1),(8)</sup> | (B+, B1) | &nbsp;&nbsp;01/31/29 | 4.913 | 7798813 |
|  | 2174 Ziggo Financing Partnership, 1 mo. USD Term SOFR + 2.500%<sup>(1)</sup> | (B+, B1) | &nbsp;&nbsp;04/30/28 | 6.956 | 2103309 |
|  |  |  |  |  | 10076290 |
| **Chemicals (4.1%)** | **Chemicals (4.1%)** |  |  |  |  |
|  | 3463 AAP Buyer, Inc., 1 mo. USD Term SOFR + 2.750%<sup>(1),(2)</sup> | (B+, B1) | &nbsp;&nbsp;09/09/31 | 7.106 | 3489039 |
|  | 2985 Ascend Performance Materials Operations LLC, 1 mo. USD Term SOFR + 10.000%<sup>(1),(5)</sup> | (NR, NR) | &nbsp;&nbsp;10/23/25 | 14.463 | 2574566 |
|  | 6231 Ascend Performance Materials Operations LLC<sup>(6),(7)</sup> | (NR, WR) | &nbsp;&nbsp;08/27/26 | 0.000 | 363135 |
|  | 4000 CeramTec AcquiCo GmbH, 3 mo. EURIBOR + 3.750%<sup>(1),(8)</sup> | (B, B1) | &nbsp;&nbsp;03/16/29 | 5.761 | 4478761 |
|  | 3455 CPC Acquisition Corp., 3 mo. USD Term SOFR + 7.750%<sup>(1),(5)</sup> | (CC, Ca) | &nbsp;&nbsp;12/29/28 | 12.052 | 1743361 |
|  | 3661 CPC Acquisition Corp., 3 mo. USD Term SOFR + 3.750%<sup>(1)</sup> | (CCC, Caa2) | &nbsp;&nbsp;12/29/27 | 8.307 | 3167173 |
|  | 2156 Element Solutions, Inc., 1 mo. USD Term SOFR + 1.750%<sup>(1)</sup> | (BBB-, Ba1) | &nbsp;&nbsp;12/18/30 | 6.106 | 2168285 |
|  | 1435 Flexsys Holdings, Inc., 1 mo. USD Term SOFR + 5.250%<sup>(1),(2)</sup> | (CCC, Caa3) | &nbsp;&nbsp;08/01/29 | 9.721 | 588516 |
|  | 1230 Flexsys Holdings, Inc., 1 mo. USD Term SOFR + 6.250%<sup>(1)</sup> | (B, Caa1) | &nbsp;&nbsp;08/01/29 | 10.606 | 1076656 |
|  | 2980 Hexion Holdings Corp., 1 mo. USD Term SOFR + 4.000%<sup>(1)</sup> | (B-, B2) | &nbsp;&nbsp;03/15/29 | 8.340 | 2976062 |
|  | 3305 INEOS Quattro Holdings U.K. Ltd., 1 mo. USD Term SOFR + 4.250%<sup>(1)</sup> | (BB-, B1) | &nbsp;&nbsp;04/02/29 | 8.706 | 3094198 |
|  | 1046 INEOS Quattro Holdings U.K. Ltd., 1 mo. USD Term SOFR + 4.250%<sup>(1),(2)</sup> | (BB-, B1) | &nbsp;&nbsp;10/07/31 | 8.606 | 951607 |
|  | 1842 INEOS U.S. Finance LLC, 1 mo. USD Term SOFR + 2.500%<sup>(1),(2)</sup> | (BB-, Ba3) | &nbsp;&nbsp;11/08/28 | 6.956 | 1745636 |
|  | 6763 INEOS U.S. Finance LLC, 1 mo. USD Term SOFR + 3.250%<sup>(1)</sup> | (BB-, Ba3) | &nbsp;&nbsp;02/18/30 | 7.606 | 6300264 |
|  | 3727 INEOS U.S. Finance LLC, 1 mo. USD Term SOFR + 3.000%<sup>(1)</sup> | (BB-, Ba3) | &nbsp;&nbsp;02/07/31 | 7.356 | 3439263 |
|  | 2488 Minerals Technologies, Inc., 1 mo. USD Term SOFR + 2.000%<sup>(1)</sup> | (BB+, Ba1) | &nbsp;&nbsp;11/26/31 | 6.356 | 2495286 |
|  | 807 New Arclin U.S. Holding Corp., 1 mo. USD Term SOFR + 3.500%<sup>(1)</sup> | (B, B2) | &nbsp;&nbsp;09/30/28 | 7.956 | 810467 |
|  | 2569 Nouryon Finance BV, 3 mo. USD Term SOFR + 3.250%<sup>(1)</sup> | (B+, B2) | &nbsp;&nbsp;04/03/28 | 7.510 | 2572976 |
|  | 1105 Nouryon Finance BV, 3 mo. USD Term SOFR + 3.250%<sup>(1)</sup> | (B+, B2) | &nbsp;&nbsp;04/03/28 | 7.550 | 1105570 |
|  | 1699 Olympus Water U.S. Holding Corp.<sup>(1),(4)</sup> | (B-, B3) | &nbsp;&nbsp;07/23/32 | 0.000 | 1696603 |
|  | 2646 PMHC II, Inc., 3 mo. USD Term SOFR + 5.500%<sup>(1)</sup> | (B-, B3) | &nbsp;&nbsp;04/21/29 | 9.829 | 2338585 |

---

**Credit Suisse Floating Rate High Income Fund**

**Schedule of Investments (continued)**

July 31, 2025 (unaudited)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Par<br> (000)** | **Par<br> (000)** | **Ratings<sup>†</sup><br> (S&P/Moody's)** | **Maturity** | **Rate%** | **Value** |
| **BANK LOANS (continued)** | **BANK LOANS (continued)** | **BANK LOANS (continued)** | **BANK LOANS (continued)** |  |  |
| **Chemicals (continued)** | **Chemicals (continued)** |  |  |  |  |
| $| 4269 PMHC II, Inc., 3 mo. USD Term SOFR + 4.250%<sup>(1)</sup> | (B-, B3) | &nbsp;&nbsp;04/23/29 | 8.729 | $3621454 |
|  | 10303 Polar U.S. Borrower LLC, 3 mo. USD Term SOFR + 5.500%<sup>(1)</sup> | (CCC, Caa1) | &nbsp;&nbsp;10/16/28 | 9.914 | 3811989 |
|  | 4002 Polar U.S. Borrower LLC, 3 mo. USD Term SOFR + 5.500%, 0.750% PIK<sup>(1),(5),(9)</sup> | (CCC, Caa1) | &nbsp;&nbsp;10/16/28 | 10.664 | 1480757 |
|  | 7578 RelaDyne, Inc., 1 mo. USD Term SOFR + 3.500%<sup>(1)</sup> | (B, B3) | &nbsp;&nbsp;12/23/30 | 7.856 | 7606552 |
|  | 897 SK Neptune Husky Finance SARL<sup>(5),(6),(7)</sup> | (NR, WR) | &nbsp;&nbsp;04/30/26 | 0.000 | 168206 |
|  | 9227 SK Neptune Husky Group SARL<sup>(5),(6),(7)</sup> | (NR, WR) | &nbsp;&nbsp;01/03/29 | 0.000 | 299872 |
|  | 4414 Tronox Finance LLC, 3 mo. USD Term SOFR + 2.250%<sup>(1)</sup> | (BB, Ba2) | &nbsp;&nbsp;04/04/29 | 6.546 | 4060911 |
|  | 10209 Vantage Specialty Chemicals, Inc., 3 mo. USD Term SOFR + 4.750%<sup>(1)</sup> | (CCC+, B3) | &nbsp;&nbsp;10/26/26 | 9.069 | 9953701 |
|  |  |  |  |  | 80179451 |
| **Department Stores (0.0%)** | **Department Stores (0.0%)** |  |  |  |  |
|  | 734 Burlington Coat Factory Warehouse Corp., 1 mo. USD Term SOFR + 1.750%<sup>(1)</sup> | (BBB-, Ba1) | &nbsp;&nbsp;09/24/31 | 6.106 | 732755 |
| **Diversified Capital Goods (0.8%)** | **Diversified Capital Goods (0.8%)** |  |  |  |  |
|  | 1677 DexKo Global, Inc., 1 mo. USD Term SOFR + 3.750%<sup>(1)</sup> | (B-, B2) | &nbsp;&nbsp;10/04/28 | 8.221 | 1603061 |
|  | 3305 Kohler Energy Co. LLC, 3 mo. USD Term SOFR + 3.750%<sup>(1)</sup> | (B, B1) | &nbsp;&nbsp;05/01/31 | 8.046 | 3325289 |
|  | 10774 Topgolf Callaway Brands Corp., 1 mo. USD Term SOFR + 3.000%<sup>(1)</sup> | (B, B1) | &nbsp;&nbsp;03/18/30 | 7.356 | 10661259 |
|  |  |  |  |  | 15589609 |
| **Electronics (2.1%)** | **Electronics (2.1%)** |  |  |  |  |
|  | 4487 Altar Bidco, Inc.<sup>(1),(4)</sup> | (B, B1) | &nbsp;&nbsp;02/01/29 | 0.000 | 4489802 |
|  | 1768 Coherent Corp., 1 mo. USD Term SOFR + 2.000%<sup>(1)</sup> | (BB-, Ba1) | &nbsp;&nbsp;07/02/29 | 6.356 | 1774915 |
|  | 9732 Escape Velocity Holdings, Inc., 3 mo. USD Term SOFR + 4.250%<sup>(1)</sup> | (B, B3) | &nbsp;&nbsp;10/08/28 | 8.807 | 9799299 |
|  | 1901 Idemia Group, 3 mo. USD Term SOFR + 4.250%<sup>(1)</sup> | (B, B2) | &nbsp;&nbsp;09/30/28 | 8.546 | 1918711 |
|  | 5250 Idemia Identity & Security France SAS, 3 mo. EURIBOR + 4.000%<sup>(1),(8)</sup> | (B, B2) | &nbsp;&nbsp;09/29/28 | 5.980 | 6031420 |
|  | 1548 Infinite Bidco LLC, 3 mo. USD Term SOFR + 7.000%<sup>(1)</sup> | (CCC, Caa2) | &nbsp;&nbsp;03/02/29 | 11.570 | 1367716 |
|  | 2056 Ingram Micro, Inc., 3 mo. USD Term SOFR + 2.250%<sup>(1)</sup> | (BB, Ba3) | &nbsp;&nbsp;09/22/31 | 6.560 | 2067967 |
|  | 1224 MaxLinear, Inc., 1 mo. USD Term SOFR + 2.250%<sup>(1),(2),(5)</sup> | (B, B3) | &nbsp;&nbsp;06/23/28 | 6.715 | 1138165 |
|  | 12028 SolarWinds Holdings, Inc., 1 mo. USD Term SOFR + 4.000%<sup>(1)</sup> | (B, B2) | &nbsp;&nbsp;04/16/32 | 8.340 | 11908074 |
|  |  |  |  |  | 40496069 |
| **Energy - Exploration & Production (1.5%)** | **Energy - Exploration & Production (1.5%)** |  |  |  |  |
|  | 391 AL GCX Fund VIII Holdings LLC, 1 mo. USD Term SOFR + 2.000%<sup>(1)</sup> | (BB, Ba3) | &nbsp;&nbsp;01/30/32 | 6.325 | 391911 |
|  | 563 AL GCX Holdings LLC, 1 mo. USD Term SOFR + 2.000%<sup>(1)</sup> | (BB, Ba3) | &nbsp;&nbsp;05/17/29 | 6.325 | 565604 |
|  | 3877 BIP PipeCo Holdings LLC, 3 mo. USD Term SOFR + 2.250%<sup>(1)</sup> | (B+, Ba3) | &nbsp;&nbsp;12/06/30 | 6.536 | 3886934 |
|  | 11544 Colossus Acquireco LLC<sup>(1),(4)</sup> | (BB+, Ba1) | &nbsp;&nbsp;08/02/32 | 0.000 | 11496265 |
|  | 9400 CQP Holdco LP, 3 mo. USD Term SOFR + 2.000%<sup>(1)</sup> | (BB, Ba2) | &nbsp;&nbsp;12/31/30 | 6.296 | 9421040 |
|  | 2725 EMG Utica LLC, 3 mo. USD Term SOFR + 4.000%<sup>(1),(2)</sup> | (B+, B3) | &nbsp;&nbsp;04/01/30 | 8.296 | 2735252 |
|  | 16722 PES Holdings LLC, 3.000% PIK<sup>(5),(7),(9)</sup> | (NR, WR) | &nbsp;&nbsp;12/31/25 | 3.000 | 146318 |
|  |  |  |  |  | 28643324 |
| **Environmental (0.6%)** | **Environmental (0.6%)** |  |  |  |  |
|  | 4509 GFL Environmental, Inc., 3 mo. USD Term SOFR + 2.500%<sup>(1)</sup> | (B, B2) | &nbsp;&nbsp;03/03/32 | 6.824 | 4520157 |
|  | 2986 LRS Holdings LLC, 1 mo. USD Term SOFR + 4.250%<sup>(1)</sup> | (B-, Caa1) | &nbsp;&nbsp;08/31/28 | 8.721 | 2927881 |
|  | 76 Reworld Holding Corp., 1 mo. USD Term SOFR + 2.250%<sup>(1),(2)</sup> | (BB, Ba2) | &nbsp;&nbsp;11/30/28 | 6.601 | 75748 |
|  | 1372 Reworld Holding Corp. (2025 Term Loan B), 1 mo. USD Term SOFR + 2.250%<sup>(1),(2)</sup> | (BB, Ba2) | &nbsp;&nbsp;11/30/28 | 6.601 | 1375818 |
|  | 1250 Reworld Holding Corp. (Term Loan B), 1 mo. USD Term SOFR + 2.250%<sup>(1)</sup> | (BB, Ba2) | &nbsp;&nbsp;11/30/28 | 6.590 | 1253278 |
|  | 97 Reworld Holding Corp. (Term Loan C), 1 mo. USD Term SOFR + 2.250%<sup>(1)</sup> | (BB, Ba2) | &nbsp;&nbsp;11/30/28 | 6.590 | 96770 |
|  | 50 The Action Environmental Group, Inc.<sup>(1),(2),(4)</sup> | (NR, NR) | &nbsp;&nbsp;10/24/30 | 0.000 | 50671 |
|  | 1755 Vestis Corp., 3 mo. USD Term SOFR + 2.250%<sup>(1)</sup> | (BB-, B2) | &nbsp;&nbsp;02/22/31 | 6.580 | 1684967 |
|  | 527 WIN Waste Innovations Holdings, Inc., 1 mo. USD Term SOFR + 2.750%<sup>(1)</sup> | (B-, B3) | &nbsp;&nbsp;03/24/28 | 7.221 | 527660 |
|  |  |  |  |  | 12512950 |
| **Food & Drug Retailers (0.3%)** | **Food & Drug Retailers (0.3%)** |  |  |  |  |
|  | 5334 Sharp Services LLC, 3 mo. USD Term SOFR + 3.250%<sup>(1)</sup> | (B-, B3) | &nbsp;&nbsp;12/31/28 | 7.546 | 5370766 |
| **Food - Wholesale (1.8%)** | **Food - Wholesale (1.8%)** |  |  |  |  |
|  | 8838 AI Aqua Merger Sub, Inc., 1 mo. USD Term SOFR + 3.000%<sup>(1)</sup> | (B, B3) | &nbsp;&nbsp;07/31/28 | 7.322 | 8843928 |

---

**Credit Suisse Floating Rate High Income Fund**

**Schedule of Investments (continued)**

July 31, 2025 (unaudited)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Par<br> (000)** | **Par<br> (000)** | **Ratings<sup>†</sup><br> (S&P/Moody's)** | **Maturity** | **Rate%** | **Value** |
| **BANK LOANS (continued)** | **BANK LOANS (continued)** |  |  |  |  |
| **Food – Wholesale (continued)** | **Food – Wholesale (continued)** |  |  |  |  |
| $| 3928 Froneri LUX Finco SARL, 6 mo. USD Term SOFR + 2.000%<sup>(1)</sup> | (BB-, B1) | &nbsp;&nbsp;09/30/31 | 6.197 | $3902135 |
|  | 2497 Golden State Food LLC, 1 mo. USD Term SOFR + 4.250%<sup>(1)</sup> | (B, B2) | &nbsp;&nbsp;12/04/31 | 8.586 | 2513108 |
|  | 1253 Sycamore Buyer LLC, 1 mo. USD Term SOFR + 2.250%<sup>(1)</sup> | (BB+, Ba3) | &nbsp;&nbsp;05/21/32 | 6.602 | 1257514 |
|  | 5872 UTZ Quality Foods LLC, 1 mo. USD Term SOFR + 2.500%<sup>(1)</sup> | (B, B2) | &nbsp;&nbsp;01/29/32 | 6.856 | 5884935 |
|  | 6252 WOOF Holdings, Inc., 3 mo. USD Term SOFR + 3.950%<sup>(1)</sup> | (B-, NR) | &nbsp;&nbsp;12/31/29 | 8.283 | 5277403 |
|  | 4279 WOOF Holdings, Inc., 3 mo. USD Term SOFR + 3.750%<sup>(1)</sup> | (CCC-, NR) | &nbsp;&nbsp;12/31/29 | 8.344 | 2364415 |
|  | 4223 Zara U.K. Midco Ltd., 6 mo. EURIBOR + 5.750%<sup>(1),(8)</sup> | (B-, B3) | &nbsp;&nbsp;08/01/28 | 8.286 | 4372541 |
|  |  |  |  |  | 34415979 |
| **Gaming (0.9%)** | **Gaming (0.9%)** |  |  |  |  |
|  | 1869 Caesars Entertainment, Inc., 1 mo. USD Term SOFR + 2.250%<sup>(1)</sup> | (BB-, Ba3) | &nbsp;&nbsp;02/06/31 | 6.606 | 1868806 |
|  | 6101 Caesars Entertainment, Inc., 1 mo. USD Term SOFR + 2.250%<sup>(1)</sup> | (BB-, Ba3) | &nbsp;&nbsp;02/06/30 | 6.606 | 6105025 |
|  | 4420 Fertitta Entertainment LLC, 1 mo. USD Term SOFR + 3.250%<sup>(1)</sup> | (B, B2) | &nbsp;&nbsp;01/27/29 | 7.601 | 4429072 |
|  | 526 Flutter Financing BV<sup>(1),(4)</sup> | (BBB-, Ba1) | &nbsp;&nbsp;06/04/32 | 0.000 | 526567 |
|  | 3550 Light & Wonder International, Inc., 1 mo. USD Term SOFR + 2.250%<sup>(1)</sup> | (BB, Ba1) | &nbsp;&nbsp;04/14/29 | 6.593 | 3562733 |
|  | 1745 PENN Entertainment, Inc., 1 mo. USD Term SOFR + 2.500%<sup>(1)</sup> | (BB-, Ba3) | &nbsp;&nbsp;05/03/29 | 6.856 | 1752708 |
|  |  |  |  |  | 18244911 |
| **Gas Distribution (0.8%)** | **Gas Distribution (0.8%)** |  |  |  |  |
|  | 2408 AL NGPL Holdings LLC, 3 mo. USD Term SOFR + 2.500%<sup>(1)</sup> | (B+, Ba3) | &nbsp;&nbsp;12/09/30 | 6.779 | 2417145 |
|  | 6933 BCP Renaissance Parent LLC, 3 mo. USD Term SOFR + 3.000%<sup>(1)</sup> | (B+, B2) | &nbsp;&nbsp;10/31/28 | 7.296 | 6958664 |
|  | 1302 EPIC Crude Services LP, 3 mo. USD Term SOFR + 2.500%<sup>(1)</sup> | (BB-, Ba3) | &nbsp;&nbsp;10/15/31 | 6.829 | 1310383 |
|  | 4940 Traverse Midstream Partners LLC, 3 mo. USD Term SOFR + 3.000%<sup>(1)</sup> | (B+, B2) | &nbsp;&nbsp;02/16/28 | 7.308 | 4965067 |
|  |  |  |  |  | 15651259 |
| **Health Facilities (1.2%)** | **Health Facilities (1.2%)** |  |  |  |  |
|  | 3145 Bayou Intermediate II LLC, 3 mo. USD Term SOFR + 4.500%<sup>(1)</sup> | (B-, B2) | &nbsp;&nbsp;08/02/28 | 9.070 | 3155381 |
|  | 2817 Carestream Health, Inc., 3 mo. USD Term SOFR + 7.500%<sup>(1),(5)</sup> | (CCC+, Caa2) | &nbsp;&nbsp;09/30/27 | 11.896 | 1317160 |
|  | 1463 Confluent Medical Technologies, Inc.<sup>(1),(4)</sup> | (B, B2) | &nbsp;&nbsp;02/16/29 | 0.000 | 1464361 |
|  | 4722 Insulet Corp., 1 mo. USD Term SOFR + 2.000%<sup>(1)</sup> | (BB+, Ba2) | &nbsp;&nbsp;08/04/31 | 6.356 | 4753045 |
|  | 3922 Sonrava Health Holdings LLC, 3 mo. USD Term SOFR + 6.500%<sup>(1),(5)</sup> | (B-, B3) | &nbsp;&nbsp;05/18/28 | 11.080 | 3843707 |
|  | 17035 Sonrava Health Holdings LLC, 3 mo. USD Term SOFR + 1.000%, 5.500% PIK<sup>(1),(5),(9)</sup> | (NR, Caa3) | &nbsp;&nbsp;08/18/28 | 11.080 | 6168073 |
|  | 2517 Surgery Center Holdings, Inc., 1 mo. USD Term SOFR + 2.750%<sup>(1)</sup> | (B, Ba3) | &nbsp;&nbsp;12/19/30 | 7.106 | 2528266 |
|  | 418 Zest Acquisition Corp., 3 mo. USD Term SOFR + 5.250%<sup>(1)</sup> | (B, B3) | &nbsp;&nbsp;02/08/28 | 9.560 | 417861 |
|  |  |  |  |  | 23647854 |
| **Health Services (4.1%)** | **Health Services (4.1%)** |  |  |  |  |
|  | 10500 ADMI Corp., 1 mo. USD Term SOFR + 3.375%<sup>(1)</sup> | (B-, B3) | &nbsp;&nbsp;12/23/27 | 7.846 | 9830245 |
|  | 1516 ADMI Corp., 1 mo. USD Term SOFR + 5.750%<sup>(1)</sup> | (B-, B3) | &nbsp;&nbsp;12/23/27 | 10.106 | 1471027 |
|  | 13933 Athenahealth Group, Inc., 1 mo. USD Term SOFR + 2.750%<sup>(1)</sup> | (B-, B2) | &nbsp;&nbsp;02/15/29 | 7.106 | 13939387 |
|  | 165 CHG Healthcare Services, Inc.<sup>(1),(4)</sup> | (B, NR) | &nbsp;&nbsp;09/29/28 | 0.000 | 165407 |
|  | 2159 Concentra Health Services, Inc., 1 mo. USD Term SOFR + 2.000%<sup>(1)</sup> | (BB, Ba2) | &nbsp;&nbsp;07/26/31 | 6.356 | 2173357 |
|  | 12752 Elanco Animal Health, Inc., 1 mo. USD Term SOFR + 1.750%<sup>(1)</sup> | (BB, Ba2) | &nbsp;&nbsp;08/01/27 | 6.179 | 12754332 |
|  | 1401 EyeCare Partners LLC, 6 mo. USD Term SOFR + 1.000%, 3.610% PIK<sup>(1),(9)</sup> | (CCC+, Caa2) | &nbsp;&nbsp;11/30/28 | 8.837 | 1113142 |
|  | 929 Learning Care Group U.S. No. 2, Inc., 3 mo. USD Term SOFR + 4.000%<sup>(1)</sup> | (B, B2) | &nbsp;&nbsp;08/11/28 | 8.296 - 8.322 | 930638 |
|  | 1155 MedAssets Software Intermediate Holdings, Inc., 1 mo. USD Term SOFR + 4.000%<sup>(1)</sup> | (B, Caa1) | &nbsp;&nbsp;12/15/28 | 8.349 | 1130715 |
|  | 2478 MedAssets Software Intermediate Holdings, Inc., 1 mo. USD Term SOFR + 4.000%<sup>(1)</sup> | (CCC, Ca) | &nbsp;&nbsp;12/15/28 | 8.463 | 2240561 |
|  | 370 MedAssets Software Intermediate Holdings, Inc., 1 mo. USD Term SOFR + 5.250%<sup>(1)</sup> | (B, Caa1) | &nbsp;&nbsp;12/15/28 | 9.599 | 370335 |
|  | 3649 Pacific Dental Services LLC, 1 mo. USD Term SOFR + 2.750%<sup>(1)</sup> | (B, B2) | &nbsp;&nbsp;03/15/31 | 7.101 | 3668217 |
|  | 5993 PointClickCare Technologies, Inc., 3 mo. USD Term SOFR + 2.750%<sup>(1)</sup> | (B, B3) | &nbsp;&nbsp;11/03/31 | 7.082 | 6006411 |
|  | 5204 Radiology Partners, Inc., 3 mo. USD Term SOFR + 4.500%<sup>(1)</sup> | (B-, B2) | &nbsp;&nbsp;06/30/32 | 8.796 | 5221090 |
|  | 5612 Southern Veterinary Partners LLC, 3 mo. USD Term SOFR + 2.500%<sup>(1)</sup> | (B, B2) | &nbsp;&nbsp;12/04/31 | 6.819 | 5619471 |
|  | 964 Therapy Brands Holdings LLC, 1 mo. USD Term SOFR + 4.000%<sup>(1),(5)</sup> | (CCC+, B3) | &nbsp;&nbsp;05/18/28 | 8.471 | 752292 |
|  | 11985 U.S. Radiology Specialists, Inc., 3 mo. USD Term SOFR + 4.750%<sup>(1)</sup> | (B-, B3) | &nbsp;&nbsp;12/15/27 | 9.046 | 12036372 |

---

**Credit Suisse Floating Rate High Income Fund**

**Schedule of Investments (continued)**

July 31, 2025 (unaudited)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Par<br> (000)** | **Par<br> (000)** | **Ratings<sup>†</sup><br> (S&P/Moody's)** | **Maturity** | **Rate%** | **Value** |
| **BANK LOANS (continued)** | **BANK LOANS (continued)** |  |  |  |  |
| **Health Services (continued)** | **Health Services (continued)** |  |  |  |  |
| $| 1913 Women's Care Enterprises LLC, 3 mo. USD Term SOFR + 4.500%<sup>(1),(5)</sup> | (B-, B2) | &nbsp;&nbsp;01/15/28 | 8.908 | $1740632 |
|  |  |  |  |  | 81163631 |
| **Hotels (1.3%)** | **Hotels (1.3%)** |  |  |  |  |
|  | 716 Aimbridge Acquisition Co., Inc., 1 mo. USD Term SOFR + 1.500%, 6.000% PIK<sup>(1),(9)</sup> | (B-, Caa1) | &nbsp;&nbsp;03/11/30 | 11.958 | 715457 |
|  | 809 Aimbridge Acquisition Co., Inc., 1 mo. USD Term SOFR + 5.500%<sup>(1)</sup> | (B+, B2) | &nbsp;&nbsp;03/11/30 | 9.958 | 812896 |
|  | 5753 Alterra Mountain Co., 1 mo. USD Term SOFR + 2.500%<sup>(1)</sup> | (B+, B1) | &nbsp;&nbsp;08/18/28 | 6.853 | 5781914 |
|  | 11998 Alterra Mountain Co., 1 mo. USD Term SOFR + 2.500%<sup>(1)</sup> | (NR, B1) | &nbsp;&nbsp;05/31/30 | 6.853 | 12048113 |
|  | 1560 RHP Hotel Properties LP, 1 mo. USD Term SOFR + 2.000%<sup>(1)</sup> | (BB+, Ba3) | &nbsp;&nbsp;05/20/30 | 6.356 | 1566970 |
|  | 4170 Wyndham Hotels & Resorts, Inc., 1 mo. USD Term SOFR + 1.750%<sup>(1)</sup> | (BBB-, Ba1) | &nbsp;&nbsp;05/24/30 | 6.106 | 4190588 |
|  |  |  |  |  | 25115938 |
| **Insurance Brokerage (5.2%)** | **Insurance Brokerage (5.2%)** |  |  |  |  |
|  | 1730 Alera Group, Inc., 1 mo. USD Term SOFR + 5.500%<sup>(1)</sup> | (CCC+, Caa2) | &nbsp;&nbsp;05/30/33 | 9.856 | 1799148 |
|  | 7731 Alera Group, Inc., 1 mo. USD Term SOFR + 3.250%<sup>(1)</sup> | (B, B2) | &nbsp;&nbsp;05/31/32 | 7.606 | 7774005 |
|  | 6042 Alliant Holdings Intermediate LLC, 1 mo. USD Term SOFR + 2.750%<sup>(1)</sup> | (B, B2) | &nbsp;&nbsp;09/19/31 | 7.103 | 6049085 |
|  | 12064 AmWINS Group, Inc., 1 mo. USD Term SOFR + 2.250%<sup>(1)</sup> | (B+, B1) | &nbsp;&nbsp;01/30/32 | 6.606 | 12086340 |
|  | 14828 Ardonagh Midco 3 PLC, 3 mo. USD Term SOFR + 2.750%, 6 mo. USD Term SOFR + 2.750%<sup>(1)</sup> | (B-, B3) | &nbsp;&nbsp;02/15/31 | 6.950 - 7.046 | 14819286 |
|  | 13405 AssuredPartners, Inc., 1 mo. USD Term SOFR + 3.500%<sup>(1)</sup> | (B, B2) | &nbsp;&nbsp;02/14/31 | 7.858 | 13447193 |
|  | 923 Goosehead Insurance Holdings LLC, 1 mo. USD Term SOFR + 3.000%<sup>(1),(2)</sup> | (B+, B2) | &nbsp;&nbsp;01/08/32 | 7.336 | 930823 |
|  | 7058 Howden Group Holdings Ltd., 1 mo. EURIBOR + 3.500%<sup>(1),(8)</sup> | (B, B2) | &nbsp;&nbsp;02/15/31 | 5.438 | 8127172 |
|  | 4402 Howden Group Holdings Ltd., 1 mo. USD Term SOFR + 3.000%<sup>(1)</sup> | (B, B2) | &nbsp;&nbsp;02/15/31 | 7.356 | 4413844 |
|  | 9846 HUB International Ltd., 3 mo. USD Term SOFR + 2.500%<sup>(1)</sup> | (B+, B1) | &nbsp;&nbsp;06/20/30 | 6.826 | 9869467 |
|  | 6092 OneDigital Borrower LLC, 1 mo. USD Term SOFR + 3.000%<sup>(1)</sup> | (B, B2) | &nbsp;&nbsp;07/02/31 | 7.356 | 6107296 |
|  | 2311 OneDigital Borrower LLC, 1 mo. USD Term SOFR + 5.250%<sup>(1)</sup> | (CCC+, Caa2) | &nbsp;&nbsp;07/02/31 | 9.606 | 2328024 |
|  | 3997 Ryan Specialty Group LLC, 1 mo. USD Term SOFR + 2.250%<sup>(1)</sup> | (BB-, B1) | &nbsp;&nbsp;09/15/31 | 6.606 | 4007078 |
|  | 6776 Summit Acquisition, Inc., 3 mo. USD Term SOFR + 3.500%<sup>(1)</sup> | (B-, B3) | &nbsp;&nbsp;10/16/31 | 7.832 | 6805789 |
|  | 2769 Trucordia Insurance Holdings LLC, 1 mo. USD Term SOFR + 3.250%<sup>(1)</sup> | (B, B2) | &nbsp;&nbsp;06/17/32 | 7.606 | 2788434 |
|  |  |  |  |  | 101352984 |
| **Investments & Misc. Financial Services (4.8%)** | **Investments & Misc. Financial Services (4.8%)** |  |  |  |  |
|  | 1453 AllSpring Buyer LLC, 3 mo. USD Term SOFR + 3.000%<sup>(1)</sup> | (BB-, Ba3) | &nbsp;&nbsp;11/01/30 | 7.296 | 1459585 |
|  | 1648 Altisource Solutions SARL<sup>(2),(5),(10)</sup> | (NR, NR) | &nbsp;&nbsp;04/30/30 | 0.000 | 0 |
|  | 3620 Altisource Solutions SARL, 3 mo. USD Term SOFR + 6.500%<sup>(1)</sup> | (CCC-, Caa2) | &nbsp;&nbsp;04/30/30 | 10.896 | 3715240 |
|  | 1680 Altisource Solutions SARL, 3 mo. USD Term SOFR + 6.500%<sup>(1),(2),(5)</sup> | (B, B3) | &nbsp;&nbsp;02/19/29 | 10.896 | 1688387 |
|  | 7357 Ankura Consulting Group LLC, 3 mo. USD Term SOFR + 3.500%<sup>(1)</sup> | (B-, B3) | &nbsp;&nbsp;12/29/31 | 7.802 | 7392752 |
|  | 7799 AqGen Island Holdings, Inc., 1 mo. USD Term SOFR + 3.000%<sup>(1)</sup> | (B-, B3) | &nbsp;&nbsp;08/02/28 | 7.356 | 7816146 |
|  | 4240 Boost Newco Borrower LLC, 3 mo. USD Term SOFR + 2.000%<sup>(1)</sup> | (BB, Ba3) | &nbsp;&nbsp;01/31/31 | 6.296 | 4251944 |
|  | 68 Chrysaor Bidco SARL<sup>(3)</sup> | (B, B2) | &nbsp;&nbsp;10/30/31 | 3.000 | 68240 |
|  | 912 Chrysaor Bidco SARL, 3 mo. USD Term SOFR + 3.000%<sup>(1)</sup> | (B, B2) | &nbsp;&nbsp;10/30/31 | 7.329 | 918115 |
|  | 254 Citadel Securities LP, 1 mo. USD Term SOFR + 2.000%<sup>(1)</sup> | (BBB-, Baa3) | &nbsp;&nbsp;10/31/31 | 6.356 | 255258 |
|  | 6776 CPI Holdco B LLC, 1 mo. USD Term SOFR + 2.000%<sup>(1)</sup> | (BB-, Ba3) | &nbsp;&nbsp;05/19/31 | 6.356 | 6776876 |
|  | 6503 Focus Financial Partners LLC, 1 mo. USD Term SOFR + 2.750%<sup>(1)</sup> | (B, B2) | &nbsp;&nbsp;09/15/31 | 7.106 | 6514150 |
|  | 4289 Franklin Square Holdings LP, 1 mo. USD Term SOFR + 2.250%<sup>(1),(2)</sup> | (BB, Ba1) | &nbsp;&nbsp;04/25/31 | 6.606 | 4316050 |
|  | 6284 Galaxy U.S. Opco, Inc., 3 mo. USD Term SOFR + 2.000%, 3.750% PIK<sup>(1),(9)</sup> | (CCC+, Caa2) | &nbsp;&nbsp;07/31/30 | 10.058 | 5807880 |
|  | 1567 Guggenheim Partners LLC, 3 mo. USD Term SOFR + 2.500%<sup>(1)</sup> | (NR, NR) | &nbsp;&nbsp;11/26/31 | 6.796 | 1573612 |
|  | 115 HighTower Holdings LLC<sup>(1),(4)</sup> | (B-, B2) | &nbsp;&nbsp;02/03/32 | 0.000 | 114998 |
|  | 2795 HighTower Holdings LLC, 3 mo. USD Term SOFR + 3.000%<sup>(1)</sup> | (B-, B2) | &nbsp;&nbsp;02/03/32 | 7.260 | 2801398 |
|  | 6958 Hudson River Trading LLC, 1 mo. USD Term SOFR + 3.000%<sup>(1)</sup> | (BB, Ba3) | &nbsp;&nbsp;03/18/30 | 7.343 | 6984032 |
|  | 10002 Jane Street Group LLC, 3 mo. USD Term SOFR + 2.000%<sup>(1)</sup> | (BB, Ba1) | &nbsp;&nbsp;12/15/31 | 6.333 | 9969456 |
|  | 837 Kestra Advisor Services Holdings A, Inc., 1 mo. USD Term SOFR + 3.000%<sup>(1)</sup> | (B-, B3) | &nbsp;&nbsp;03/22/31 | 7.356 | 838932 |
|  | 5467 Resolute Investment Managers, Inc., 3 mo. USD Term SOFR + 6.500%<sup>(1)</sup> | (B, B2) | &nbsp;&nbsp;04/30/27 | 11.057 | 5425545 |
|  | 74 Secretariat Advisors LLC<sup>(3)</sup> | (B-, B3) | &nbsp;&nbsp;02/28/32 | 4.000 | 74639 |
|  | 613 Secretariat Advisors LLC, 3 mo. USD Term SOFR + 4.000%<sup>(1)</sup> | (B-, B3) | &nbsp;&nbsp;02/28/32 | 8.296 | 617957 |
|  | 7753 Sedgwick Claims Management Services, Inc., 1 mo. USD Term SOFR + 2.500%<sup>(1)</sup> | (B+, B2) | &nbsp;&nbsp;07/31/31 | 6.856 | 7771668 |

---

**Credit Suisse Floating Rate High Income Fund**

**Schedule of Investments (continued)**

July 31, 2025 (unaudited)

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Par<br> (000)** | **Par<br> (000)** |  | **Ratings<sup>†</sup><br> (S&P/Moody's)** | **Maturity** | **Rate%** | **Value** |
| **BANK LOANS (continued)** | **BANK LOANS (continued)** | **BANK LOANS (continued)** |  |  |  |  |
| **Investments & Misc. Financial Services (continued)** | **Investments & Misc. Financial Services (continued)** | **Investments & Misc. Financial Services (continued)** |  |  |  |  |
| $| 7203 | VFH Parent LLC, 1 mo. USD Term SOFR + 2.500%<sup>(1),(2)</sup> | (B+, B1) | &nbsp;&nbsp;06/21/31 | 6.856 | $7239041 |
|  |  |  |  |  |  | 94391901 |
| **Life Insurance (0.1%)** | **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) | &nbsp;&nbsp;05/06/31 | 7.046 | 1962516 |
| **Machinery (2.6%)** | **Machinery (2.6%)** | **Machinery (2.6%)** |  |  |  |  |
|  | 1899 | 19th Holdings Golf LLC, 1 mo. USD Term SOFR + 3.250%<sup>(1)</sup> | (B, B1) | &nbsp;&nbsp;02/07/29 | 7.677 | 1885723 |
|  | 5608 | Alloy Finco Ltd. (GBP Holdco PIK Term Loan), 0.500% Cash, 13.500% PIK<sup>(9),(11)</sup> | (NR, NR) | &nbsp;&nbsp;03/06/28 | 14.000 | 12369114 |
|  | 5326 | Alloy Finco Ltd. (USD Holdco PIK Term Loan), 0.500% Cash, 13.500% PIK<sup>(5),(9)</sup> | (NR, NR) | &nbsp;&nbsp;03/06/28 | 14.000 | 9073376 |
|  | 1358 | C&D Technologies, Inc., 1 mo. USD Term SOFR + 5.750%<sup>(1)</sup> | (B-, B2) | &nbsp;&nbsp;12/20/26 | 10.221 | 1354863 |
|  | 4647 | CPM Holdings, Inc., 1 mo. USD Term SOFR + 4.500%<sup>(1)</sup> | (B-, B3) | &nbsp;&nbsp;09/28/28 | 8.829 | 4578022 |
|  | 1496 | Cube Industrials Buyer, Inc., 3 mo. USD Term SOFR + 3.250%<sup>(1)</sup> | (B, B3) | &nbsp;&nbsp;10/17/31 | 7.582 | 1505370 |
|  | 974 | Generac Power Systems, Inc., 1 mo. USD Term SOFR + 1.750%<sup>(1)</sup> | (BB+, Ba1) | &nbsp;&nbsp;07/03/31 | 6.079 | 979130 |
|  | 4999 | LSF12 Badger Bidco LLC, 1 mo. USD Term SOFR + 6.000%<sup>(1),(2)</sup> | (B-, B3) | &nbsp;&nbsp;08/30/30 | 10.356 | 4923565 |
|  | 539 | LTI Holdings, Inc., 1 mo. USD Term SOFR + 4.250%<sup>(1)</sup> | (B-, B3) | &nbsp;&nbsp;07/29/29 | 8.606 | 540235 |
|  | 3613 | Madison IAQ LLC, 6 mo. USD Term SOFR + 3.250%<sup>(1)</sup> | (B, B1) | &nbsp;&nbsp;05/06/32 | 7.452 | 3632771 |
|  | 3472 | Madison IAQ LLC<sup>(1),(4)</sup> | (B, B1) | &nbsp;&nbsp;06/21/28 | 0.000 | 3478458 |
|  | 1424 | Madison Safety & Flow LLC, 1 mo. USD Term SOFR + 2.750%<sup>(1)</sup> | (B, B2) | &nbsp;&nbsp;09/26/31 | 7.108 | 1431943 |
|  | 1930 | Mirion Technologies, Inc., 3 mo. USD Term SOFR + 2.250%<sup>(1)</sup> | (BB-, Ba3) | &nbsp;&nbsp;06/04/32 | 6.546 | 1939206 |
|  | 4235 | Pro Mach Group, Inc., 1 mo. USD Term SOFR + 2.750%<sup>(1)</sup> | (B, B2) | &nbsp;&nbsp;08/31/28 | 7.106 | 4251318 |
|  |  |  |  |  |  | 51943094 |
| **Media - Diversified (1.6%)** | **Media - Diversified (1.6%)** | **Media - Diversified (1.6%)** |  |  |  |  |
|  | 9420 | Cast & Crew Payroll LLC, 1 mo. USD Term SOFR + 3.750%<sup>(1)</sup> | (B-, B3) | &nbsp;&nbsp;12/29/28 | 8.106 | 8983329 |
|  | 3928 | Delta 2 LUX SARL, 3 mo. USD Term SOFR + 2.000%<sup>(1)</sup> | (BB+, NR) | &nbsp;&nbsp;09/30/31 | 6.296 | 3934316 |
|  | 1964 | Delta 2 LUX SARL, 3 mo. USD Term SOFR + 2.000%<sup>(1)</sup> | (BB+, NR) | &nbsp;&nbsp;09/30/31 | 6.291 | 1967158 |
|  | 673 | Oceankey U.S. II Corp., 1 mo. USD Term SOFR + 3.500%<sup>(1)</sup> | (B-, B2) | &nbsp;&nbsp;12/15/28 | 7.956 | 674429 |
|  | 9926 | Outfront Media Capital LLC, 1 mo. USD Term SOFR + 1.750%<sup>(1)</sup> | (BB, Ba1) | &nbsp;&nbsp;11/18/26 | 6.106 | 9933162 |
|  | 3101 | Technicolor Creative Studios, 0.500% PIK<sup>(2),(7),(8),(9),(10)</sup> | (NR, NR) | &nbsp;&nbsp;08/06/33 | 0.500 | 0 |
|  | 5679 | Twitter, Inc. | (NR, NR) | &nbsp;&nbsp;10/26/29 | 9.500 | 5517639 |
|  |  |  |  |  |  | 31010033 |
| **Media Content (0.0%)** | **Media Content (0.0%)** | **Media Content (0.0%)** |  |  |  |  |
|  | 482 | WMG Acquisition Corp., 3 mo. USD Term SOFR + 1.750%<sup>(1)</sup> | (BBB-, Ba1) | &nbsp;&nbsp;01/24/31 | 6.083 | 484082 |
| **Medical Products (0.9%)** | **Medical Products (0.9%)** | **Medical Products (0.9%)** |  |  |  |  |
|  | 3920 | Covetrus, Inc., 3 mo. USD Term SOFR + 5.000%<sup>(1)</sup> | (B-, B2) | &nbsp;&nbsp;10/13/29 | 9.296 | 3586453 |
|  | 14550 | Medline Borrower LP<sup>(1),(4)</sup> | (BB-, Ba3) | &nbsp;&nbsp;10/23/28 | 0.000 | 14579429 |
|  |  |  |  |  |  | 18165882 |
| **Oil Field Equipment & Services (0.3%)** | **Oil Field Equipment & Services (0.3%)** | **Oil Field Equipment & Services (0.3%)** |  |  |  |  |
|  | 667 | MRC Global U.S., Inc., 3 mo. USD Term SOFR + 3.500%<sup>(1),(2)</sup> | (B, B2) | &nbsp;&nbsp;10/29/31 | 7.796 | 670231 |
|  | 4394 | Rockpoint Gas Storage Partners LP, 3 mo. USD Term SOFR + 3.000%<sup>(1)</sup> | (BB, B1) | &nbsp;&nbsp;09/18/31 | 7.296 | 4413504 |
|  |  |  |  |  |  | 5083735 |
| **Packaging (3.3%)** | **Packaging (3.3%)** | **Packaging (3.3%)** |  |  |  |  |
|  | 2856 | Anchor Glass Container Corp., 3 mo. USD Term SOFR + 9.000%<sup>(1),(5)</sup> | (C, Caa3) | &nbsp;&nbsp;06/07/26 | 13.570 | 862747 |
|  | 8397 | Anchor Glass Container Corp., 3 mo. USD Term SOFR + 2.750%, 3 mo. USD Term SOFR + 5.000%<sup>(1)</sup> | (CCC-, Caa1) | &nbsp;&nbsp;06/07/26 | 7.320 - 9.557 | 6041101 |
|  | 4466 | Berlin Packaging LLC, 1 mo. USD Term SOFR + 3.500%, 3 mo. USD Term SOFR + 3.500%<sup>(1)</sup> | (B-, B2) | &nbsp;&nbsp;06/07/31 | 7.791 - 7.829 | 4482050 |
|  | 1278 | Clydesdale Acquisition Holdings, Inc.<sup>(1),(4)</sup> | (B+, B2) | &nbsp;&nbsp;04/13/29 | 0.000 | 1278990 |
|  | 117 | Clydesdale Acquisition Holdings, Inc. (2025 Delayed Draw Term Loan), 1 mo. USD Term SOFR + 3.250%, 3 mo. USD Term SOFR + 1.625%<sup>(1),(3)</sup> | (B+, B2) | &nbsp;&nbsp;04/01/32 | 7.606 | 117463 |
|  | 6716 | Clydesdale Acquisition Holdings, Inc. (2025 Term Loan B), 1 mo. USD Term SOFR + 3.250%<sup>(1)</sup> | (B+, B2) | &nbsp;&nbsp;04/01/32 | 7.606 | 6718860 |
|  | 3969 | Flint Group Midco Ltd., 3 mo. USD Term SOFR + 4.250%, 0.750% PIK<sup>(1),(9)</sup> | (B-, B3) | &nbsp;&nbsp;12/31/26 | 9.581 | 3775590 |
|  | 667 | Flint Group Packaging INKS North America Holdings LLC, 3 mo. EURIBOR + 4.250%, 0.750% PIK<sup>(1),(8),(9)</sup> | (B-, B3) | &nbsp;&nbsp;12/31/26 | 6.971 | 727108 |

---

**Credit Suisse Floating Rate High Income Fund**

**Schedule of Investments (continued)**

July 31, 2025 (unaudited)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Par<br> (000)** | **Par<br> (000)** | **Ratings<sup>†</sup><br> (S&P/Moody's)** | **Maturity** | **Rate%** | **Value** |
| **BANK LOANS (continued)** | **BANK LOANS (continued)** |  |  |  |  |
| **Packaging (continued)** | **Packaging (continued)** |  |  |  |  |
| $| 510 Flint Group Packaging INKS North America Holdings LLC, 3 mo. EURIBOR + 0.100%, 6.900% PIK<sup>(1),(8),(9)</sup> | (CCC-, Caa3) | &nbsp;&nbsp;12/30/27 | 8.971 | $41172 |
|  | 383 Flint Group Packaging INKS North America Holdings LLC, 3 mo. EURIBOR + 0.100%, 6.900% PIK<sup>(1),(8),(9)</sup> | (CCC-, Caa2) | &nbsp;&nbsp;12/30/27 | 8.971 | 319963 |
|  | 2360 Flint Group Topco Ltd., 3 mo. USD Term SOFR + 0.100%, 6.900% PIK<sup>(1),(9)</sup> | (CCC-, Caa2) | &nbsp;&nbsp;12/30/27 | 11.581 | 1693010 |
|  | 3147 Flint Group Topco Ltd., 3 mo. USD Term SOFR + 0.100%, 6.900% PIK<sup>(1),(5),(9)</sup> | (CCC-, Caa3) | &nbsp;&nbsp;12/31/27 | 11.581 | 223412 |
|  | 625 Logoplaste Parent SARL, 3 mo. USD Term SOFR + 4.200%<sup>(1),(5)</sup> | (B-, B3) | &nbsp;&nbsp;07/06/28 | 8.752 | 592310 |
|  | 9088 Mauser Packaging Solutions Holding Co., 1 mo. USD Term SOFR + 3.000%<sup>(1)</sup> | (B, B2) | &nbsp;&nbsp;04/15/27 | 7.322 | 9102058 |
|  | 10533 Proampac PG Borrower LLC, 3 mo. USD Term SOFR + 4.000%<sup>(1)</sup> | (B-, B3) | &nbsp;&nbsp;09/15/28 | 8.318 - 8.324 | 10579048 |
|  | 7275 Technimark Holdings LLC, 1 mo. USD Term SOFR + 3.250%<sup>(1)</sup> | (B-, B3) | &nbsp;&nbsp;04/14/31 | 7.601 | 7299664 |
|  | 8263 TricorBraun Holdings, Inc., 1 mo. USD Term SOFR + 3.250%<sup>(1)</sup> | (B-, B3) | &nbsp;&nbsp;03/03/28 | 7.721 | 8272884 |
|  | 2449 Trident TPI Holdings, Inc., 3 mo. USD Term SOFR + 3.750%<sup>(1)</sup> | (B-, B3) | &nbsp;&nbsp;09/15/28 | 8.046 | 2398989 |
|  |  |  |  |  | 64526419 |
| **Personal & Household Products (2.4%)** | **Personal & Household Products (2.4%)** |  |  |  |  |
|  | 15659 ABG Intermediate Holdings 2 LLC, 1 mo. USD Term SOFR + 2.250%<sup>(1)</sup> | (B+, B1) | &nbsp;&nbsp;12/21/28 | 6.606 | 15649480 |
|  | 1962 Anticimex International AB<sup>(1),(4)</sup> | (B, B3) | &nbsp;&nbsp;11/16/28 | 0.000 | 1970875 |
|  | 1144 Energizer Holdings, Inc., 1 mo. USD Term SOFR + 2.000%<sup>(1)</sup> | (BB, Ba1) | &nbsp;&nbsp;03/19/32 | 6.355 | 1148477 |
|  | 1556 Hanesbrands, Inc., 1 mo. USD Term SOFR + 2.750%<sup>(1)</sup> | (BB-, Ba2) | &nbsp;&nbsp;03/07/32 | 7.106 | 1564102 |
|  | 3130 Herman Miller, Inc.<sup>(1),(4)</sup> | (BB+, Ba2) | &nbsp;&nbsp;08/09/32 | 0.000 | 3133505 |
|  | 8309 Keter Group BV, 3 mo. EURIBOR + 0.000%, 5.000% PIK<sup>(1),(8),(9)</sup> | (NR, NR) | &nbsp;&nbsp;12/28/29 | 5.049 | 9789348 |
|  | 4650 Serta Simmons Bedding LLC, 3 mo. USD Term SOFR + 7.500%<sup>(1)</sup> | (NR, NR) | &nbsp;&nbsp;06/29/28 | 11.910 | 4347948 |
|  | 507 Serta Simmons Bedding LLC, 3 mo. USD Term SOFR + 7.500%<sup>(1),(2),(10)</sup> | (NR, NR) | &nbsp;&nbsp;06/29/28 | 11.940 | 507405 |
|  | 6375 Somnigroup International, Inc., 1 mo. USD Term SOFR + 2.250%<sup>(1)</sup> | (BBB-, Ba1) | &nbsp;&nbsp;10/24/31 | 6.550 | 6398591 |
|  | 2514 Weber-Stephen Products LLC, 1 mo. USD Term SOFR + 3.250%<sup>(1)</sup> | (CCC+, B3) | &nbsp;&nbsp;10/30/27 | 7.721 | 2516107 |
|  |  |  |  |  | 47025838 |
| **Pharmaceuticals (0.6%)** | **Pharmaceuticals (0.6%)** |  |  |  |  |
|  | 1964 Bausch & Lomb Corp., 1 mo. USD Term SOFR + 4.250%<sup>(1)</sup> | (B, B1) | &nbsp;&nbsp;01/15/31 | 8.606 | 1975088 |
|  | 9052 Certara LP, 3 mo. USD Term SOFR + 3.000%<sup>(1),(2)</sup> | (BB-, B1) | &nbsp;&nbsp;06/26/31 | 7.296 | 9097661 |
|  | 1336 Dechra Pharmaceuticals Holdings Ltd., 6 mo. USD Term SOFR + 3.250%<sup>(1)</sup> | (B-, B2) | &nbsp;&nbsp;01/27/32 | 7.447 | 1342436 |
|  |  |  |  |  | 12415185 |
| **Rail (0.4%)** | **Rail (0.4%)** |  |  |  |  |
|  | 8298 Genesee & Wyoming, Inc., 3 mo. USD Term SOFR + 1.750%<sup>(1)</sup> | (BB, Ba3) | &nbsp;&nbsp;04/10/31 | 6.046 | 8290238 |
| **Real Estate Development & Management (0.5%)** | **Real Estate Development & Management (0.5%)** |  |  |  |  |
|  | 8958 BIFM U.S. Finance LLC, 1 mo. USD Term SOFR + 3.750%<sup>(1)</sup> | (B, B3) | &nbsp;&nbsp;05/31/28 | 8.106 | 9008384 |
| **Real Estate Investment Trusts (0.4%)** | **Real Estate Investment Trusts (0.4%)** |  |  |  |  |
|  | 2420 Starwood Property Trust, Inc., 1 mo. USD Term SOFR + 2.000%<sup>(1)</sup> | (NR, Ba2) | &nbsp;&nbsp;01/02/30 | 6.356 | 2425812 |
|  | 5402 Starwood Property Trust, Inc., 1 mo. USD Term SOFR + 1.750%<sup>(1)</sup> | (BB, Ba2) | &nbsp;&nbsp;11/18/27 | 6.106 | 5408468 |
|  |  |  |  |  | 7834280 |
| **Recreation & Travel (2.3%)** | **Recreation & Travel (2.3%)** |  |  |  |  |
|  | 6674 Arcis Golf LLC, 1 mo. USD Term SOFR + 2.750%<sup>(1)</sup> | (B+, B2) | &nbsp;&nbsp;11/24/28 | 7.106 | 6696847 |
|  | 2435 EOC Borrower LLC<sup>(1),(4)</sup> | (B+, B2) | &nbsp;&nbsp;03/24/28 | 0.000 | 2442921 |
|  | 10347 EOC Borrower LLC, 1 mo. USD Term SOFR + 3.000%<sup>(1)</sup> | (B+, B2) | &nbsp;&nbsp;03/24/32 | 7.356 | 10384697 |
|  | 6578 Motion Finco SARL, 3 mo. USD Term SOFR + 3.500%<sup>(1)</sup> | (B, B2) | &nbsp;&nbsp;11/12/29 | 7.796 | 6064738 |
|  | 2867 OVG Business Services LLC, 1 mo. USD Term SOFR + 3.000%<sup>(1)</sup> | (B-, B2) | &nbsp;&nbsp;06/25/31 | 7.356 | 2865594 |
|  | 5625 SeaWorld Parks & Entertainment, Inc., 1 mo. USD Term SOFR + 2.000%<sup>(1)</sup> | (BB+, Ba2) | &nbsp;&nbsp;12/04/31 | 6.356 | 5629496 |
|  | 11445 Six Flags Entertainment Corp., 1 mo. USD Term SOFR + 2.000%<sup>(1)</sup> | (BBB-, Ba1) | &nbsp;&nbsp;05/01/31 | 6.356 | 11454133 |
|  |  |  |  |  | 45538426 |
| **Restaurants (1.6%)** | **Restaurants (1.6%)** |  |  |  |  |
|  | 4641 1011778 B.C. Unlimited Liability Co., 1 mo. USD Term SOFR + 1.750%<sup>(1)</sup> | (BB+, Ba2) | &nbsp;&nbsp;09/20/30 | 6.106 | 4636106 |
|  | 7050 Flynn Restaurant Group LP<sup>(1),(4)</sup> | (B, B2) | &nbsp;&nbsp;01/28/32 | 0.000 | 7062548 |

---

**Credit Suisse Floating Rate High Income Fund**

**Schedule of Investments (continued)**

July 31, 2025 (unaudited)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Par<br> (000)** | **Par<br> (000)** | **Ratings<sup>†</sup><br> (S&P/Moody's)** | **Maturity** | **Rate%** | **Value** |
| **BANK LOANS (continued)** | **BANK LOANS (continued)** |  |  |  |  |
| **Restaurants (continued)** | **Restaurants (continued)** |  |  |  |  |
| $| 12663 IRB Holding Corp., 1 mo. USD Term SOFR + 2.500%<sup>(1)</sup> | (B+, B2) | &nbsp;&nbsp;12/15/27 | 6.856 | $12673595 |
|  | 1702 K-Mac Holdings Corp., 1 mo. USD Term SOFR + 3.250%<sup>(1)</sup> | (B-, B3) | &nbsp;&nbsp;07/21/28 | 7.606 | 1708742 |
|  | 927 Tacala LLC, 1 mo. USD Term SOFR + 3.500%<sup>(1)</sup> | (B-, B3) | &nbsp;&nbsp;01/31/31 | 7.856 | 933239 |
|  | 5045 Whatabrands LLC, 1 mo. USD Term SOFR + 2.500%<sup>(1)</sup> | (B, B2) | &nbsp;&nbsp;08/03/28 | 6.856 | 5051291 |
|  |  |  |  |  | 32065521 |
| **Software - Services (14.3%)** | **Software - Services (14.3%)** |  |  |  |  |
|  | 670 Amspec Parent LLC, 3 mo. USD Term SOFR + 3.500%<sup>(1),(3)</sup> | (B, B2) | &nbsp;&nbsp;12/22/31 | 7.818 | 674924 |
|  | 4354 Amspec Parent LLC, 3 mo. USD Term SOFR + 3.500%<sup>(1)</sup> | (B, B2) | &nbsp;&nbsp;12/22/31 | 7.796 | 4387008 |
|  | 14121 Applied Systems, Inc., 3 mo. USD Term SOFR + 2.500%<sup>(1)</sup> | (B-, B2) | &nbsp;&nbsp;02/24/31 | 6.796 | 14149317 |
|  | 6809 AQ Carver Buyer, Inc., 6 mo. USD Term SOFR + 5.500%<sup>(1)</sup> | (B, B3) | &nbsp;&nbsp;08/02/29 | 9.817 | 6817126 |
|  | 2657 AQA Acquisition Holding, Inc., 3 mo. USD Term SOFR + 4.000%<sup>(1)</sup> | (B-, B2) | &nbsp;&nbsp;03/03/28 | 8.308 | 2665435 |
|  | 1568 Astra Acquisition Corp.<sup>(5),(6),(7)</sup> | (CCC+, Caa2) | &nbsp;&nbsp;02/25/28 | 0.000 | 445391 |
|  | 11250 Astra Acquisition Corp.<sup>(5),(6),(7)</sup> | (CC, C) | &nbsp;&nbsp;10/25/28 | 0.000 | 138258 |
|  | 7009 Avalara, Inc., 3 mo. USD Term SOFR + 3.250%<sup>(1)</sup> | (B-, B2) | &nbsp;&nbsp;03/26/32 | 7.546 | 7047427 |
|  | 3767 Camelot U.S. Acquisition LLC, 1 mo. USD Term SOFR + 2.750%<sup>(1)</sup> | (BB-, B1) | &nbsp;&nbsp;01/31/31 | 7.106 | 3769847 |
|  | 8525 CE Intermediate I LLC, 3 mo. USD Term SOFR + 3.000%<sup>(1)</sup> | (B-, B3) | &nbsp;&nbsp;03/25/32 | 7.450 | 8559508 |
|  | 573 Clearwater Analytics LLC, 6 mo. USD Term SOFR + 2.250%<sup>(1)</sup> | (BB-, B1) | &nbsp;&nbsp;04/21/32 | 6.461 | 574758 |
|  | 14606 Cloud Software Group, Inc., 3 mo. USD Term SOFR + 3.500%<sup>(1)</sup> | (B, B2) | &nbsp;&nbsp;03/29/29 | 7.796 | 14647635 |
|  | 308 Cloud Software Group, Inc., 3 mo. USD Term SOFR + 3.750%<sup>(1)</sup> | (B, B2) | &nbsp;&nbsp;03/21/31 | 8.046 | 309943 |
|  | 2605 CommScope, Inc., 1 mo. USD Term SOFR + 5.250%<sup>(1)</sup> | (B-, B3) | &nbsp;&nbsp;12/17/29 | 9.606 | 2653980 |
|  | 4856 ConnectWise LLC, 3 mo. USD Term SOFR + 3.500%<sup>(1)</sup> | (NR, B2) | &nbsp;&nbsp;09/29/28 | 8.057 | 4878721 |
|  | 8234 Corel Corp., 3 mo. USD Term SOFR + 5.000%<sup>(1),(5)</sup> | (CCC+, B3) | &nbsp;&nbsp;07/02/26 | 9.433 | 7822329 |
|  | 7294 Cornerstone OnDemand, Inc., 1 mo. USD Term SOFR + 3.750%<sup>(1)</sup> | (B-, B2) | &nbsp;&nbsp;10/16/28 | 8.221 | 6909572 |
|  | 6291 Corpay Technologies Operating Co. LLC, 1 mo. USD Term SOFR + 1.750%<sup>(1)</sup> | (BB+, Ba1) | &nbsp;&nbsp;04/28/28 | 6.106 | 6293088 |
|  | 6667 Darktrace PLC, 3 mo. USD Term SOFR + 3.250%<sup>(1)</sup> | (B-, B2) | &nbsp;&nbsp;10/09/31 | 7.570 | 6686344 |
|  | 1670 Darktrace PLC, 3 mo. USD Term SOFR + 5.250%<sup>(1)</sup> | (CCC, Caa2) | &nbsp;&nbsp;10/09/32 | 9.570 | 1678559 |
|  | 8383 Dayforce, Inc., 3 mo. USD Term SOFR + 2.000%<sup>(1),(2)</sup> | (BB-, Ba2) | &nbsp;&nbsp;03/01/31 | 6.308 | 8425273 |
|  | 2083 DCert Buyer, Inc., 1 mo. USD Term SOFR + 7.000%<sup>(1)</sup> | (CCC, Caa2) | &nbsp;&nbsp;02/19/29 | 11.356 | 1875143 |
|  | 552 E2open LLC, 1 mo. USD Term SOFR + 3.500%<sup>(1)</sup> | (B, B2) | &nbsp;&nbsp;02/04/28 | 7.971 | 553144 |
|  | 1291 EAB Global, Inc., 1 mo. USD Term SOFR + 3.000%<sup>(1)</sup> | (B-, B3) | &nbsp;&nbsp;08/16/30 | 7.356 | 1287900 |
|  | 10611 EagleView Technology Corp., 3 mo. USD Term SOFR + 5.500%<sup>(1)</sup> | (B-, B3) | &nbsp;&nbsp;08/14/28 | 9.802 | 10434020 |
|  | 372 EP Purchaser LLC, 3 mo. USD Term SOFR + 4.500%<sup>(1)</sup> | (B+, B2) | &nbsp;&nbsp;11/06/28 | 9.057 | 371253 |
|  | 6860 EverCommerce, Inc., 1 mo. USD Term SOFR + 2.250%<sup>(1)</sup> | (B+, B1) | &nbsp;&nbsp;07/07/31 | 6.605 | 6891363 |
|  | 2765 Evertec Group LLC, 1 mo. USD Term SOFR + 2.750%<sup>(1)</sup> | (BB-, Ba3) | &nbsp;&nbsp;10/30/30 | 7.106 | 2787561 |
|  | 6202 First Advantage Holdings LLC, 1 mo. USD Term SOFR + 2.750%<sup>(1)</sup> | (B+, B1) | &nbsp;&nbsp;10/31/31 | 7.108 | 6232355 |
|  | 1862 Fleet Midco I Ltd., 6 mo. USD Term SOFR + 2.500%<sup>(1),(2)</sup> | (B+, B2) | &nbsp;&nbsp;02/21/31 | 6.805 | 1869365 |
|  | 4153 Go Daddy Operating Co. LLC, 1 mo. USD Term SOFR + 1.750%<sup>(1)</sup> | (BB, Ba1) | &nbsp;&nbsp;11/09/29 | 6.106 | 4160225 |
|  | 4800 IGT Holding IV AB, 3 mo. USD Term SOFR + 3.500%<sup>(1)</sup> | (B, B3) | &nbsp;&nbsp;09/01/31 | 7.796 | 4851024 |
|  | 1513 Javelin Buyer, Inc., 3 mo. USD Term SOFR + 5.250%<sup>(1),(5)</sup> | (CCC+, Caa2) | &nbsp;&nbsp;12/06/32 | 9.583 | 1509070 |
|  | 1179 Johnstone Supply LLC, 1 mo. USD Term SOFR + 2.500%<sup>(1)</sup> | (B, B2) | &nbsp;&nbsp;06/09/31 | 6.851 | 1181241 |
|  | 5897 Marcel LUX IV SARL, 1 mo. USD Term SOFR + 3.000%<sup>(1),(2)</sup> | (B+, B2) | &nbsp;&nbsp;11/12/30 | 7.310 | 5948758 |
|  | 8163 Mitnick Corporate Purchaser, Inc., 3 mo. USD Term SOFR + 4.500%<sup>(1)</sup> | (B-, B3) | &nbsp;&nbsp;05/02/29 | 8.908 | 5755954 |
|  | 16179 OID-OL Intermediate I LLC, 3 mo. USD Term SOFR + 4.250%<sup>(1)</sup> | (CCC+, Caa1) | &nbsp;&nbsp;02/01/29 | 8.708 | 13592518 |
|  | 4112 OID-OL Intermediate I LLC, 3 mo. USD Term SOFR + 6.000%<sup>(1)</sup> | (B, B1) | &nbsp;&nbsp;02/01/29 | 10.308 | 4252371 |
|  | 1679 Perforce Software, Inc.<sup>(1),(4)</sup> | (B-, B2) | &nbsp;&nbsp;07/02/29 | 0.000 | 1637935 |
|  | 1736 Polaris Newco LLC, 1 mo. GBP SONIA + 5.000%<sup>(1),(11)</sup> | (CCC+, B3) | &nbsp;&nbsp;06/02/28 | 9.217 | 2172522 |
|  | 7015 Polaris Newco LLC, 3 mo. USD Term SOFR + 3.750%<sup>(1)</sup> | (CCC+, B3) | &nbsp;&nbsp;06/02/28 | 8.320 | 6895264 |
|  | 1552 Project Alpha Intermediate Holding, Inc., 3 mo. USD Term SOFR + 5.000%<sup>(1)</sup> | (B-, Caa1) | &nbsp;&nbsp;05/09/33 | 9.296 | 1554420 |
|  | 2464 Project Boost Purchaser LLC, 3 mo. USD Term SOFR + 2.750%<sup>(1)</sup> | (B-, B3) | &nbsp;&nbsp;07/16/31 | 7.069 | 2466073 |
|  | 4979 Project Ruby Ultimate Parent Corp., 1 mo. USD Term SOFR + 2.750%<sup>(1)</sup> | (B, B2) | &nbsp;&nbsp;03/10/28 | 7.215 | 4991149 |
|  | 7701 Proofpoint, Inc., 1 mo. USD Term SOFR + 3.000%<sup>(1)</sup> | (B-, B2) | &nbsp;&nbsp;08/31/28 | 7.356 | 7722366 |
|  | 469 Quartz Acquireco LLC, 3 mo. USD Term SOFR + 2.250%<sup>(1)</sup> | (B, B1) | &nbsp;&nbsp;06/28/30 | 6.546 | 469706 |
|  | 12631 RealPage, Inc., 3 mo. USD Term SOFR + 3.000%<sup>(1)</sup> | (B-, B3) | &nbsp;&nbsp;04/24/28 | 7.557 | 12631240 |
|  | 5311 Redstone Holdco 2 LP, 3 mo. USD Term SOFR + 4.750%<sup>(1),(2)</sup> | (CCC-, Caa2) | &nbsp;&nbsp;04/27/28 | 9.320 | 2868033 |
|  | 1552 Rinchem Co., Inc., 3 mo. USD Term SOFR + 4.250%<sup>(1)</sup> | (CCC+, Caa1) | &nbsp;&nbsp;03/02/29 | 8.646 | 865240 |
|  | 4010 Rithum Holdings, Inc., 1 mo. USD Term SOFR + 4.750%<sup>(1)</sup> | (B-, B3) | &nbsp;&nbsp;07/02/31 | 9.106 | 4008426 |
|  | 4306 Shift4 Payments LLC, 3 mo. USD Term SOFR + 2.750%<sup>(1)</sup> | (BB+, Ba1) | &nbsp;&nbsp;06/30/32 | 7.079 | 4339250 |
|  | 3461 SkillSoft Corp., 1 mo. USD Term SOFR + 5.250%<sup>(1)</sup> | (B-, B2) | &nbsp;&nbsp;07/14/28 | 9.721 | 3241791 |
|  | 3368 SS&C Technologies, Inc., 1 mo. USD Term SOFR + 2.000%<sup>(1)</sup> | (BB+, Ba1) | &nbsp;&nbsp;05/09/31 | 6.356 | 3382879 |
|  | 2602 Symplr Software, Inc., 3 mo. USD Term SOFR + 4.500%<sup>(1)</sup> | (B-, B3) | &nbsp;&nbsp;12/22/27 | 8.908 | 2358599 |
|  | 2250 Thermostat Purchaser III, Inc., 3 mo. USD Term SOFR + 4.250%<sup>(1)</sup> | (B-, B2) | &nbsp;&nbsp;08/31/28 | 8.546 | 2260305 |

---

**Credit Suisse Floating Rate High Income Fund**

**Schedule of Investments (continued)**

July 31, 2025 (unaudited)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Par<br> (000)** | **Par<br> (000)** | **Ratings<sup>†</sup><br> (S&P/Moody's)** | **Maturity** | **Rate%** | **Value** |
| **BANK LOANS (continued)** | **BANK LOANS (continued)** |  |  |  |  |
| **Software – Services (continued)** | **Software – Services (continued)** |  |  |  |  |
| $| 4694 Thevelia U.S. LLC, 3 mo. USD Term SOFR + 3.000%<sup>(1)</sup> | (B+, B2) | &nbsp;&nbsp;06/18/29 | 7.296 | $4710754 |
|  | 6005 UKG, Inc., 3 mo. USD Term SOFR + 2.500%<sup>(1)</sup> | (B-, B2) | &nbsp;&nbsp;02/10/31 | 6.810 | 6011214 |
|  | 1492 VS Buyer LLC, 3 mo. USD Term SOFR + 2.250%<sup>(1)</sup> | (B+, B2) | &nbsp;&nbsp;04/12/31 | 6.560 | 1495966 |
|  | 1417 Waystar Technologies, Inc., 1 mo. USD Term SOFR + 2.250%<sup>(1)</sup> | (BB-, B1) | &nbsp;&nbsp;10/22/29 | 6.606 | 1423228 |
|  | 4195 WEX, Inc., 1 mo. USD Term SOFR + 1.750%<sup>(1)</sup> | (BB-, Ba2) | &nbsp;&nbsp;03/31/28 | 6.106 | 4195550 |
|  | 3166 World Wide Technology Holding Co. LLC, 1 mo. USD Term SOFR + 2.000%<sup>(1),(2)</sup> | (BB, Ba3) | &nbsp;&nbsp;03/01/30 | 6.349 | 3166178 |
|  | 7915 ZoomInfo LLC, 1 mo. USD Term SOFR + 1.750%<sup>(1)</sup> | (BB+, Ba1) | &nbsp;&nbsp;02/28/30 | 6.106 | 7901109 |
|  | 6080 Zuora, Inc., 1 mo. USD Term SOFR + 3.500%<sup>(1)</sup> | (B, B3) | &nbsp;&nbsp;02/14/32 | 7.856 | 6067717 |
|  |  |  |  |  | 281924622 |
| **Steel Producers/Products (0.2%)** | **Steel Producers/Products (0.2%)** |  |  |  |  |
|  | 3477 Grinding Media, Inc., 3 mo. USD Term SOFR + 3.500%<sup>(1),(2)</sup> | (B-, B3) | &nbsp;&nbsp;10/12/28 | 7.830 | 3476634 |
| **Support - Services (7.6%)** | **Support - Services (7.6%)** |  |  |  |  |
|  | 7265 Allied Universal Holdco LLC, 1 mo. USD Term SOFR + 3.750%<sup>(1)</sup> | (B, B3) | &nbsp;&nbsp;05/12/28 | 8.206 | 7289124 |
|  | 500 Armorica Lux SARL<sup>(1),(4),(8),(10)</sup> | (NR,NR) | &nbsp;&nbsp;07/28/28 | 0.000 | 546522 |
|  | 3129 Armorica Lux SARL, 3 mo. EURIBOR + 4.925%<sup>(1),(8)</sup> | (B-, Caa1) | &nbsp;&nbsp;07/28/28 | 6.951 | 3502219 |
|  | 3790 Belfor Holdings, Inc., 1 mo. USD Term SOFR + 3.000%<sup>(1)</sup> | (B-, B2) | &nbsp;&nbsp;11/01/30 | 7.356 | 3806929 |
|  | 7444 Belron Finance 2019 LLC, 3 mo. USD Term SOFR + 2.750%<sup>(1)</sup> | (BB-, Ba3) | &nbsp;&nbsp;10/16/31 | 7.049 | 7487482 |
|  | 5437 Centuri Group, Inc., 1 mo. USD Term SOFR + 2.250%<sup>(1)</sup> | (B+, Ba3) | &nbsp;&nbsp;07/09/32 | 6.606 | 5456977 |
|  | 1441 Construction Partners, Inc., 1 mo. USD Term SOFR + 2.500%<sup>(1)</sup> | (B+, B1) | &nbsp;&nbsp;11/03/31 | 6.856 | 1449667 |
|  | 4690 CoreLogic, Inc., 1 mo. USD Term SOFR + 6.500%<sup>(1)</sup> | (CCC, Caa2) | &nbsp;&nbsp;06/04/29 | 10.971 | 4614190 |
|  | 11526 CoreLogic, Inc., 1 mo. USD Term SOFR + 3.500%<sup>(1)</sup> | (B-, B2) | &nbsp;&nbsp;06/02/28 | 7.971 | 11513538 |
|  | 8500 Form Technologies LLC, 3 mo. USD Term SOFR + 5.750%<sup>(1)</sup> | (B-, B3) | &nbsp;&nbsp;07/19/30 | 10.076 | 8057277 |
|  | 10000 Fugue Finance BV, 3 mo. EURIBOR + 3.250%<sup>(1),(8)</sup> | (B, B2) | &nbsp;&nbsp;01/09/32 | 5.261 | 11487045 |
|  | 9136 Gloves Buyer, Inc., 1 mo. USD Term SOFR + 4.000%<sup>(1)</sup> | (B-, B3) | &nbsp;&nbsp;01/17/32 | 8.356 | 8967258 |
|  | 6101 GYP Holdings III Corp., 1 mo. USD Term SOFR + 2.250%<sup>(1)</sup> | (BB-, Ba1) | &nbsp;&nbsp;05/12/30 | 6.606 | 6123439 |
|  | 908 Herc Holdings, Inc., 1 mo. USD Term SOFR + 2.000%<sup>(1)</sup> | (BBB-, Baa3) | &nbsp;&nbsp;06/02/32 | 6.322 | 913200 |
|  | 2080 KUEHG Corp., 3 mo. USD Term SOFR + 2.750%<sup>(1)</sup> | (B+, B1) | &nbsp;&nbsp;06/12/30 | 7.041 | 2084094 |
|  | 1481 LaserShip, Inc., 3 mo. USD Term SOFR + 4.000%<sup>(1)</sup> | (CCC-, Caa2) | &nbsp;&nbsp;01/02/29 | 8.296 | 894735 |
|  | 2946 LaserShip, Inc., 3 mo. USD Term SOFR + 6.250%<sup>(1)</sup> | (B, B2) | &nbsp;&nbsp;01/02/29 | 10.546 | 2935605 |
|  | 9252 LaserShip, Inc., 3 mo. USD Term SOFR + 1.500%<sup>(1)</sup> | (CCC, Caa2) | &nbsp;&nbsp;08/10/29 | 5.796 | 5454133 |
|  | 2888 LaserShip, Inc., 3 mo. USD Term SOFR + 1.500%<sup>(1)</sup> | (CCC-, Caa3) | &nbsp;&nbsp;08/10/29 | 6.057 | 928795 |
|  | 2022 Lernen Bidco Ltd.<sup>(1),(4)</sup> | (NR, NR) | &nbsp;&nbsp;10/27/31 | 0.000 | 2038095 |
|  | 11034 Nuvei Technologies Corp., 1 mo. USD Term SOFR + 2.750%<sup>(1)</sup> | (NR, NR) | &nbsp;&nbsp;11/17/31 | 7.108 | 11055667 |
|  | 408 PG Investment Co. 59 SARL, 3 mo. USD Term SOFR + 2.750%<sup>(1)</sup> | (B+, Ba3) | &nbsp;&nbsp;03/26/31 | 7.046 | 410028 |
|  | 5087 PODS LLC, 1 mo. USD Term SOFR + 3.000%<sup>(1)</sup> | (B-, B3) | &nbsp;&nbsp;03/31/28 | 7.471 | 4835757 |
|  | 2262 Savage Enterprises LLC<sup>(1),(2),(4)</sup> | (BB-, B1) | &nbsp;&nbsp;08/05/32 | 0.000 | 2268084 |
|  | 14833 Tempo Acquisition LLC, 1 mo. USD Term SOFR + 1.750%<sup>(1)</sup> | (BB, Ba3) | &nbsp;&nbsp;08/31/28 | 6.106 | 14810516 |
|  | 2199 Trans Union LLC (2024 Term Loan B8), 1 mo. USD Term SOFR + 1.750%<sup>(1)</sup> | (BBB-, Ba2) | &nbsp;&nbsp;06/24/31 | 6.106 | 2203736 |
|  | 1623 Trans Union LLC (2024 Term Loan B9), 1 mo. USD Term SOFR + 1.750%<sup>(1)</sup> | (BBB-, Ba2) | &nbsp;&nbsp;06/24/31 | 6.106 | 1626244 |
|  | 2075 TruGreen LP, 3 mo. USD Term SOFR + 8.500%<sup>(1),(5)</sup> | (CCC, Caa3) | &nbsp;&nbsp;11/02/28 | 13.070 | 1732625 |
|  | 9426 Voyager Parent LLC, 3 mo. USD Term SOFR + 4.750%<sup>(1)</sup> | (B, B1) | &nbsp;&nbsp;07/01/32 | 9.041 | 9445834 |
|  | 4414 Wrench Group LLC, 3 mo. USD Term SOFR + 4.000%<sup>(1)</sup> | (B-, B3) | &nbsp;&nbsp;10/30/28 | 8.557 | 4411184 |
|  |  |  |  |  | 148349999 |
| **Tech Hardware & Equipment (1.9%)** | **Tech Hardware & Equipment (1.9%)** |  |  |  |  |
|  | 2336 Ahead DB Holdings LLC<sup>(1),(4)</sup> | (NR, NR) | &nbsp;&nbsp;02/03/31 | 0.000 | 2340807 |
|  | 619 Allegro Microsystems, Inc., 1 mo. USD Term SOFR + 2.000%<sup>(1)</sup> | (BB, Ba3) | &nbsp;&nbsp;10/31/30 | 6.356 | 619621 |
|  | 8931 Atlas CC Acquisition Corp. (2025 Second Out Term Loan B), 3 mo. USD Term SOFR + 4.250%<sup>(1)</sup> | (NR, NR) | &nbsp;&nbsp;05/25/29 | 8.830 | 6600847 |
|  | 1801 Everest SubBidCo (USD Term Loan B1), 3 mo. USD Term SOFR + 4.500%<sup>(1),(2)</sup> | (B-, B3) | &nbsp;&nbsp;12/10/31 | 8.786 | 1782571 |
|  | 897 Everest SubBidCo (USD Term Loan B2), 3 mo. USD Term SOFR + 4.500%<sup>(1),(2)</sup> | (B-, B3) | &nbsp;&nbsp;12/10/31 | 8.786 | 887947 |
|  | 5147 Gryphon Debt Merger Sub, Inc.<sup>(1),(4)</sup> | (B+, B1) | &nbsp;&nbsp;06/18/32 | 0.000 | 5163738 |
|  | 10089 Sandisk Corp., 3 mo. USD Term SOFR + 3.000%<sup>(1),(2)</sup> | (BB, Ba3) | &nbsp;&nbsp;02/20/32 | 7.322 | 10076193 |
|  | 3944 Ultra Clean Holdings, Inc., 1 mo. USD Term SOFR + 3.250%<sup>(1)</sup> | (B+, B1) | &nbsp;&nbsp;02/25/28 | 7.606 | 3964683 |
|  | 3091 Vertiv Group Corp., 1 mo. USD Term SOFR + 1.750%<sup>(1)</sup> | (BB+, Ba2) | &nbsp;&nbsp;03/02/27 | 6.072 | 3092196 |
|  | 1754 Viavi Solutions, Inc.<sup>(1),(4)</sup> | (BB, Ba1) | &nbsp;&nbsp;07/30/32 | 0.000 | 1762774 |
|  |  |  |  |  | 36291377 |

---

**Credit Suisse Floating Rate High Income Fund**

**Schedule of Investments (continued)**

July 31, 2025 (unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Par<br> (000)** | **Ratings<sup>†</sup><br> (S&P/Moody's)** | **Maturity** | **Rate%** | **Value** |
| **BANK LOANS (continued)** |  |  |  |  |
| **Telecom - Wireless (0.6%)** |  |  |  |  |
| $4639 Eagle Broadband Investments LLC, 3 mo. USD Term SOFR + 3.000%<sup>(1)</sup> | (B+, B2) | &nbsp;&nbsp;11/12/27 | 7.557 | $4613156 |
| 5046 SBA Senior Finance II LLC, 1 mo. USD Term SOFR + 1.750%<sup>(1)</sup> | (BBB-, Ba2) | &nbsp;&nbsp;01/25/31 | 6.110 | 5068807 |
| 598 Xplornet Communications, Inc., 3 mo. USD Term SOFR + 1.500%, 3.500% PIK<sup>(1),(9)</sup> | (B, Ba3) | &nbsp;&nbsp;10/24/29 | 9.594 | 570402 |
| 1782 Xplornet Communications, Inc., 3 mo. USD Term SOFR + 1.500%<sup>(1),(5)</sup> | (CCC+, B3) | &nbsp;&nbsp;10/24/31 | 6.094 | 1311710 |
|  |  |  |  | 11564075 |
| **Telecom - Wireline Integrated & Services (1.8%)** |  |  |  |  |
| 4672 Altice Financing SA, 3 mo. USD Term SOFR + 5.000%<sup>(1)</sup> | (CCC+, Caa2) | &nbsp;&nbsp;10/31/27 | 9.318 | 4081217 |
| 12298 Altice France SA<sup>(6),(7)</sup> | (D, Caa2) | &nbsp;&nbsp;08/15/28 | 0.000 | 11466373 |
| 1950 Level 3 Financing, Inc., 1 mo. USD Term SOFR + 4.250%<sup>(1)</sup> | (B+, B1) | &nbsp;&nbsp;03/27/32 | 8.606 | 1970587 |
| 7568 Patagonia Holdco LLC, 3 mo. USD Term SOFR + 5.750%<sup>(1)</sup> | (NR, B1) | &nbsp;&nbsp;08/01/29 | 10.048 | 6324884 |
| 7448 Virgin Media Bristol LLC, 1 mo. USD Term SOFR + 3.250%<sup>(1)</sup> | (B+, Ba3) | &nbsp;&nbsp;01/31/29 | 7.706 | 7414051 |
| 4670 Virgin Media Bristol LLC, 1 mo. USD Term SOFR + 2.500%<sup>(1)</sup> | (B+, Ba3) | &nbsp;&nbsp;01/31/28 | 6.956 | 4621351 |
|  |  |  |  | 35878463 |
| **Theaters & Entertainment (0.7%)** |  |  |  |  |
| 4153 Herschend Entertainment Co. LLC, 1 mo. USD Term SOFR + 3.250%<sup>(1)</sup> | (B+, Ba3) | &nbsp;&nbsp;05/27/32 | 7.603 | 4193627 |
| 3282 Live Nation Entertainment, Inc., 1 mo. USD Term SOFR + 1.750%<sup>(1)</sup> | (BB, Ba1) | &nbsp;&nbsp;10/19/26 | 6.201 | 3283408 |
| 6462 UFC Holdings LLC, 3 mo. USD Term SOFR + 2.250%<sup>(1)</sup> | (BB, Ba3) | &nbsp;&nbsp;11/21/31 | 6.572 | 6487475 |
|  |  |  |  | 13964510 |
| **Transport Infrastructure/Services (0.0%)** |  |  |  |  |
| 824 NA Rail HoldCo. LLC, 3 mo. USD Term SOFR + 3.000%<sup>(1)</sup> | (B, B2) | &nbsp;&nbsp;03/08/32 | 7.310 | 828938 |
| **TOTAL BANK LOANS (Cost $1,761,218,395)** |  |  |  | 1706782925 |
| **CORPORATE BONDS (4.7%)** |  |  |  |  |
| **Brokerage (0.1%)** |  |  |  |  |
| 1528 StoneX Group, Inc., Rule 144A, Secured Notes (Callable 03/01/27 @ 103.94)<sup>(12)</sup> | (BB-, Ba3) | &nbsp;&nbsp;03/01/31 | 7.875 | 1607282 |
| **Building Materials (0.4%)** |  |  |  |  |
| 3258 Arcosa, Inc., Rule 144A, Company Guaranteed Notes (Callable 08/15/25 @ 101.46)<sup>(12)</sup> | (B+, Ba3) | &nbsp;&nbsp;04/15/29 | 4.375 | 3145605 |
| 4455 Foundation Building Materials, Inc., Rule 144A, Company Guaranteed Notes (Callable 08/30/25 @ 101.50)<sup>(12),(13)</sup> | (CCC+, Caa2) | &nbsp;&nbsp;03/01/29 | 6.000 | 4185583 |
|  |  |  |  | 7331188 |
| **Cable & Satellite TV (0.2%)** |  |  |  |  |
| 590 Altice France SA, Rule 144A, Senior Secured Notes (Callable 08/30/25 @ 101.28)<sup>(6),(7),(12)</sup> | (D, Caa2) | &nbsp;&nbsp;07/15/29 | 0.000 | 512374 |
| 3775 Altice France SA, Rule 144A, Senior Secured Notes (Callable 08/30/25 @ 102.75)<sup>(6),(7),(12)</sup> | (D, Caa2) | &nbsp;&nbsp;10/15/29 | 0.000 | 3277700 |
|  |  |  |  | 3790074 |
| **Chemicals (0.4%)** |  |  |  |  |
| 4000 Herens Holdco SARL, Rule 144A, Senior Secured Notes (Callable 08/30/25 @ 101.88)<sup>(12)</sup> | (B-, B2) | &nbsp;&nbsp;05/15/28 | 4.750 | 3491298 |
| 8000 Vibrantz Technologies, Inc., Rule 144A, Senior Unsecured Notes (Callable 08/30/25 @ 104.50)<sup>(12),(13)</sup> | (CCC+, Caa2) | &nbsp;&nbsp;02/15/30 | 9.000 | 5137569 |
|  |  |  |  | 8628867 |
| **Diversified Capital Goods (0.0%)** |  |  |  |  |
| 895 Atkore, Inc., Rule 144A, Senior Unsecured Notes (Callable 06/01/26 @ 102.13)<sup>(12)</sup> | (BB+, Ba2) | &nbsp;&nbsp;06/01/31 | 4.250 | 827051 |
| **Electronics (0.0%)** |  |  |  |  |
| 793 Synaptics, Inc., Rule 144A, Company Guaranteed Notes (Callable 08/10/25 @ 101.00)<sup>(12)</sup> | (BB-, Ba3) | &nbsp;&nbsp;06/15/29 | 4.000 | 749478 |

---

**Credit Suisse Floating Rate High Income Fund**

**Schedule of Investments (continued)**

July 31, 2025 (unaudited)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Par<br> (000)** |  | **Ratings<sup>†</sup><br> (S&P/Moody's)** | **Maturity** | **Rate%** | **Value** |
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |  |  |  |  |
| **Insurance Brokerage (0.4%)** | **Insurance Brokerage (0.4%)** |  |  |  |  |
| $1200 | Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer, Rule 144A, Senior Secured Notes (Callable 08/30/25 @ 103.38)<sup>(12)</sup> | (B, B2) | &nbsp;&nbsp;04/15/28 | 6.750 | $1217093 |
| 6050 | Jones Deslauriers Insurance Management, Inc., Rule 144A, Senior Secured Notes (Callable 03/15/26 @ 104.25)<sup>(12)</sup> | (B-, B2) | &nbsp;&nbsp;03/15/30 | 8.500 | 6409958 |
| 897 | Panther Escrow Issuer LLC, Rule 144A, Senior Secured Notes (Callable 06/01/27 @ 103.56)<sup>(12)</sup> | (B, B2) | &nbsp;&nbsp;06/01/31 | 7.125 | 928130 |
|  |  |  |  |  | 8555181 |
| **Investments & Misc. Financial Services (1.1%)** | **Investments & Misc. Financial Services (1.1%)** |  |  |  |  |
| 12967 | Armor Holdco, Inc., Rule 144A, Company Guaranteed Notes (Callable 08/30/25 @ 104.25)<sup>(12)</sup> | (CCC+, Caa1) | &nbsp;&nbsp;11/15/29 | 8.500 | 12476896 |
| 755 | Focus Financial Partners LLC, Rule 144A, Senior Secured Notes (Callable 09/15/27 @ 103.38)<sup>(12)</sup> | (B, B2) | &nbsp;&nbsp;09/15/31 | 6.750 | 772168 |
| 6079 | Stonex Escrow Issuer LLC, Rule 144A, Secured Notes (Callable 07/15/28 @ 103.44)<sup>(12)</sup> | (BB-, Ba3) | &nbsp;&nbsp;07/15/32 | 6.875 | 6190361 |
| 2000 | VFH Parent LLC/Valor Co-Issuer, Inc., Rule 144A, Senior Secured Notes (Callable 06/15/27 @ 103.75)<sup>(12)</sup> | (B+, B1) | &nbsp;&nbsp;06/15/31 | 7.500 | 2082708 |
|  |  |  |  |  | 21522133 |
| **Machinery (0.1%)** | **Machinery (0.1%)** |  |  |  |  |
| 1754 | Griffon Corp., Global Company Guaranteed Notes (Callable 08/30/25 @ 100.96) | (B+, B1) | &nbsp;&nbsp;03/01/28 | 5.750 | 1747602 |
| **Media - Diversified (0.0%)** | **Media - Diversified (0.0%)** |  |  |  |  |
| 395 | Tech 7 SAS Super Senior 1 <sup>(2),(6),(7),(8),(10)</sup> | (NR, NR) | &nbsp;&nbsp;03/31/26 | 0.000 | 45 |
| 659 | Tech 7 SAS Super Senior 2 <sup>(2),(6),(7),(8),(10)</sup> | (NR, NR) | &nbsp;&nbsp;03/31/26 | 0.000 | 75 |
| 198 | Tech 7 SAS Technicolor Creative Studios Super Senior <sup>(2),(6),(7),(8),(10)</sup> | (NR, NR) | &nbsp;&nbsp;03/31/26 | 0.000 | 23 |
| 198 | Technicolor Creative Studios SA <sup>(2),(6),(7),(8),(10)</sup> | (NR, NR) | &nbsp;&nbsp;04/01/26 | 0.000 | 23 |
|  |  |  |  |  | 166 |
| **Metals & Mining - Excluding Steel (0.1%)** | **Metals & Mining - Excluding Steel (0.1%)** |  |  |  |  |
| 975 | ERO Copper Corp., Rule 144A, Company Guaranteed Notes (Callable 08/30/25 @ 103.25)<sup>(12)</sup> | (B+, B1) | &nbsp;&nbsp;02/15/30 | 6.500 | 963904 |
| **Packaging (0.0%)** | **Packaging (0.0%)** |  |  |  |  |
| 503 | TriMas Corp., Rule 144A, Company Guaranteed Notes (Callable 08/30/25 @ 101.03)<sup>(12)</sup> | (BB-, Ba3) | &nbsp;&nbsp;04/15/29 | 4.125 | 482963 |
| **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>(12)</sup> | (BB-, Ba3) | &nbsp;&nbsp;04/15/30 | 6.000 | 1894928 |
| **Recreation & Travel (0.3%)** | **Recreation & Travel (0.3%)** |  |  |  |  |
| 552 | SeaWorld Parks & Entertainment, Inc., Rule 144A, Company Guaranteed Notes (Callable 08/10/25 @ 102.63)<sup>(12),(13)</sup> | (B+, B2) | &nbsp;&nbsp;08/15/29 | 5.250 | 537908 |
| 4757 | Speedway Motorsports LLC/Speedway Funding II, Inc., Rule 144A, Senior Unsecured Notes (Callable 08/30/25 @ 100.00)<sup>(12)</sup> | (BB+, B1) | &nbsp;&nbsp;11/01/27 | 4.875 | 4716284 |
|  |  |  |  |  | 5254192 |
| **Software - Services (0.6%)** | **Software - Services (0.6%)** |  |  |  |  |
| 856 | CommScope LLC, Rule 144A, Senior Secured Notes (Callable 06/15/26 @ 103.00)<sup>(12)</sup> | (B-, B3) | &nbsp;&nbsp;12/15/31 | 9.500 | 901759 |
| 817 | UKG, Inc., Rule 144A, Senior Secured Notes (Callable 02/01/27 @ 103.44)<sup>(12)</sup> | (B-, B2) | &nbsp;&nbsp;02/01/31 | 6.875 | 839298 |
| 7212 | Virtusa Corp., Rule 144A, Senior Unsecured Notes (Callable 08/30/25 @ 101.78)<sup>(12)</sup> | (B-, Caa1) | &nbsp;&nbsp;12/15/28 | 7.125 | 6904857 |
| 2603 | ZoomInfo Technologies LLC/ZoomInfo Finance Corp., Rule 144A, Company Guaranteed Notes (Callable 08/10/25 @ 100.97)<sup>(12)</sup> | (B+, B1) | &nbsp;&nbsp;02/01/29 | 3.875 | 2450542 |
|  |  |  |  |  | 11096456 |
| **Specialty Retail (0.2%)** | **Specialty Retail (0.2%)** |  |  |  |  |
| 3885 | Eagle Intermediate Global Holding BV/Eagle U.S. Finance LLC, Rule 144A, Senior Secured Notes <sup>(5),(12)</sup> | (NR, WR) | &nbsp;&nbsp;12/30/25 | 7.500 | 2952932 |
| 106 | Eagle Intermediate Global Holding BV/Eagle U.S. Finance LLC, Rule 144A, Senior Secured Notes <sup>(2),(10),(12)</sup> | (NR, WR) | &nbsp;&nbsp;12/30/25 | 7.500 | 80078 |

---

**Credit Suisse Floating Rate High Income Fund**

**Schedule of Investments (continued)**

July 31, 2025 (unaudited)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Par<br> (000)** | **Par<br> (000)** | **Ratings<sup>†</sup><br> (S&P/Moody's)** | **Maturity** | **Rate%** | **Value** |
| **CORPORATE BONDS (continued)** | **CORPORATE BONDS (continued)** |  |  |  |  |
| **Specialty Retail (continued)** | **Specialty Retail (continued)** |  |  |  |  |
| $| 137 Eagle Intermediate Global Holding BV/Ruyi U.S. Finance LLC <sup>(2),(6),(10)</sup> | (NR, NR) | &nbsp;&nbsp;12/31/25 | 0.000 | $99745 |
|  |  |  |  |  | 3132755 |
| **Support - Services (0.4%)** | **Support - Services (0.4%)** |  |  |  |  |
|  | 1471 Allied Universal Holdco LLC/Allied Universal Finance Corp./Atlas Luxco 4 SARL, Rule 144A, Senior Secured Notes (Callable 08/30/25 @ 100.91)<sup>(8),(12)</sup> | (B, B3) | &nbsp;&nbsp;06/01/28 | 3.625 | 1673150 |
|  | 3541 CoreLogic, Inc., Rule 144A, Senior Secured Notes (Callable 08/30/25 @ 101.13)<sup>(12)</sup> | (B-, B2) | &nbsp;&nbsp;05/01/28 | 4.500 | 3340885 |
|  | 2974 GYP Holdings III Corp., Rule 144A, Company Guaranteed Notes (Callable 08/11/25 @ 101.16)<sup>(12)</sup> | (B, Ba2) | &nbsp;&nbsp;05/01/29 | 4.625 | 3005625 |
|  |  |  |  |  | 8019660 |
| **Telecom - Wireless (0.1%)** | **Telecom - Wireless (0.1%)** |  |  |  |  |
|  | 2000 Eolo SpA, Rule 144A, Senior Secured Notes (Callable 08/30/25 @ 102.44)<sup>(8),(12)</sup> | (B-, Caa1) | &nbsp;&nbsp;10/21/28 | 4.875 | 2213796 |
| **Telecom - Wireline Integrated & Services (0.2%)** | **Telecom - Wireline Integrated & Services (0.2%)** |  |  |  |  |
|  | 1464 Level 3 Financing, Inc., Rule 144A, Secured Notes (Callable 03/22/26 @ 102.13)<sup>(12)</sup> | (B-, B3) | &nbsp;&nbsp;04/01/30 | 4.500 | 1313940 |
|  | 2600 Level 3 Financing, Inc., Rule 144A, Secured Notes (Callable 08/10/25 @ 101.81)<sup>(12)</sup> | (B-, B3) | &nbsp;&nbsp;10/15/30 | 3.875 | 2242500 |
|  |  |  |  |  | 3556440 |
|  | **TOTAL CORPORATE BONDS (Cost $94,123,602)** |  |  |  | 91374116 |
| **ASSET BACKED SECURITIES (3.2%)** | **ASSET BACKED SECURITIES (3.2%)** |  |  |  |  |
| **Collateralized Debt Obligations (3.2%)** | **Collateralized Debt Obligations (3.2%)** |  |  |  |  |
|  | 3000 Anchorage Capital CLO 15 Ltd., 2020-15A, Rule 144A, 3 mo. USD Term SOFR + 1.410%<sup>(1),(12)</sup> | (NR, Aaa) | &nbsp;&nbsp;07/20/38 | 5.621 | 3013970 |
|  | 3500 Anchorage Capital CLO 16 Ltd., 2020-16A, Rule 144A, 3 mo. USD Term SOFR + 2.900%<sup>(1),(12)</sup> | (NR, NR) | &nbsp;&nbsp;01/19/38 | 7.225 | 3535877 |
|  | 2500 Battalion CLO XXI Ltd., 2021-21A, Rule 144A, 3 mo. USD Term SOFR + 3.562%<sup>(1),(12)</sup> | (NR, Baa3) | &nbsp;&nbsp;07/15/34 | 7.879 | 2509840 |
|  | 2100 BlueMountain CLO Ltd., 2015-3A, Rule 144A, 3 mo. USD Term SOFR + 5.662%<sup>(1),(12)</sup> | (B+, NR) | &nbsp;&nbsp;04/20/31 | 9.987 | 1911327 |
|  | 2000 Carlyle Global Market Strategies CLO Ltd., 2014-5A, Rule 144A, 3 mo. USD Term SOFR + 3.412%<sup>(1),(12)</sup> | (BBB-, NR) | &nbsp;&nbsp;07/15/31 | 7.729 | 2016490 |
|  | 2625 CIFC Funding Ltd., 2014-1A, Rule 144A, 3 mo. USD Term SOFR + 6.112%<sup>(1),(12)</sup> | (B+, NR) | &nbsp;&nbsp;01/18/31 | 10.441 | 2631706 |
|  | 4000 Crown Point CLO IV Ltd., 2018-4A, Rule 144A, 3 mo. USD Term SOFR + 3.012%<sup>(1),(12)</sup> | (NR, Baa2) | &nbsp;&nbsp;04/20/31 | 7.337 | 4007749 |
|  | 1750 Dryden 86 CLO Ltd., 2020-86A, Rule 144A, 3 mo. USD Term SOFR + 3.462%<sup>(1),(12)</sup> | (BBB-, NR) | &nbsp;&nbsp;07/17/34 | 7.784 | 1754279 |
|  | 3500 Greywolf CLO II Ltd., 2013-1A, Rule 144A, 3 mo. USD Term SOFR + 4.460%<sup>(1),(12)</sup> | (BBB-, NR) | &nbsp;&nbsp;04/15/34 | 8.778 | 3512879 |
|  | 2000 Greywolf CLO III Ltd., 2020-3RA, Rule 144A, 3 mo. USD Term SOFR + 7.182%<sup>(1),(12)</sup> | (BB-, NR) | &nbsp;&nbsp;04/22/33 | 11.514 | 1992813 |
|  | 3390 Greywolf CLO IV Ltd., 2019-1A, Rule 144A, 3 mo. USD Term SOFR + 3.500%<sup>(1),(10),(12)</sup> | (NR, NR) | &nbsp;&nbsp;04/17/34 | 0.000 | 3398475 |
|  | 3390 Greywolf CLO IV Ltd., 2019-1RA, Rule 144A, 3 mo. USD Term SOFR + 3.910%<sup>(1),(12)</sup> | (BBB-, NR) | &nbsp;&nbsp;04/17/34 | 8.232 | 3412195 |
|  | 3950 Greywolf CLO V Ltd., 2015-1A, Rule 144A, 3 mo. USD Term SOFR + 3.262%<sup>(1),(12)</sup> | (BBB+, NR) | &nbsp;&nbsp;01/27/31 | 7.580 | 3981312 |
|  | 2500 KKR CLO 14 Ltd., Rule 144A, 3 mo. USD Term SOFR + 6.412%<sup>(1),(12)</sup> | (NR, B1) | &nbsp;&nbsp;07/15/31 | 10.729 | 2479934 |
|  | 2900 KKR CLO 37 Ltd., Rule 144A, 3 mo. USD Term SOFR + 1.170%<sup>(1),(12)</sup> | (NR, Aaa) | &nbsp;&nbsp;04/20/38 | 5.495 | 2901185 |
|  | 5275 Marble Point CLO XXIII Ltd., 2021-4A, Rule 144A, 3 mo. USD Term SOFR + 6.012%<sup>(1),(12)</sup> | (NR, Ba1) | &nbsp;&nbsp;01/22/35 | 10.344 | 5299302 |
|  | 2250 Octagon Investment Partners 26 Ltd., 2016-1A, Rule 144A, 3 mo. USD Term SOFR + 3.112%<sup>(1),(12)</sup> | (BBB-, NR) | &nbsp;&nbsp;07/15/30 | 7.429 | 2249319 |
|  | 1650 Strata CLO II Ltd., 2021-1A, Rule 144A, 3 mo. USD Term SOFR + 4.410%<sup>(1),(12)</sup> | (BBB-, NR) | &nbsp;&nbsp;10/20/33 | 8.735 | 1646685 |
|  | 4000 TPG CLO Ltd., 2025-1A, Rule 144A, 3 mo. USD Term SOFR + 1.370%<sup>(1),(10),(12)</sup> | (NR, NR) | &nbsp;&nbsp;07/15/37 | 0.000 | 4003432 |
|  | 3278 Venture XXIII CLO Ltd., 2016-23A, Rule 144A, 3 mo. USD Term SOFR + 5.332%<sup>(1),(12)</sup> | (NR, Ba1) | &nbsp;&nbsp;07/19/34 | 9.657 | 3110620 |

---

**Credit Suisse Floating Rate High Income Fund**

**Schedule of Investments (continued)**

July 31, 2025 (unaudited)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Par(000)** |  | **Ratings<sup>†</sup> (S&P/Moody's)** | **Maturity** | **Rate%** | **Value** |
| **ASSET BACKED SECURITIES (continued)** | **ASSET BACKED SECURITIES (continued)** |  |  |  |  |
| **Collateralized Debt Obligations (continued)** | **Collateralized Debt Obligations (continued)** |  |  |  |  |
| 3000 | Voya CLO Ltd., 2014-4A, Rule 144A, 3 mo. USD Term SOFR + 3.612%<sup>(1),(12)</sup> | (BBB-, NR) | &nbsp;&nbsp;07/14/31 | 7.932 | $3016198 |
| **TOTAL ASSET BACKED SECURITIES (Cost $62,227,935)** | **TOTAL ASSET BACKED SECURITIES (Cost $62,227,935)** |  |  |  | 62385587 |
| **Shares** | **Shares** |  |  |  |  |
| **COMMON STOCKS (0.9%)** | **COMMON STOCKS (0.9%)** |  |  |  |  |
| **Auto Parts & Equipment (0.1%)** | **Auto Parts & Equipment (0.1%)** |  |  |  |  |
| 311 | Jason, Inc.<sup>(6)</sup> |  |  |  | 1710940 |
| **Chemicals (0.3%)** | **Chemicals (0.3%)** |  |  |  |  |
| 529264 | Proppants Holdings LLC<sup>(2),(5),(10)</sup> |  |  |  | 10585 |
| 191054 | Utex Industries |  |  |  | 5413133 |
|  |  |  |  |  | 5423718 |
| **Energy - Exploration & Production (0.0%)** | **Energy - Exploration & Production (0.0%)** |  |  |  |  |
| 926254 | PES Energy, Class A<sup>(2),(5),(6),(10)</sup> |  |  |  | 9263 |
| **Hotels (0.1%)** | **Hotels (0.1%)** |  |  |  |  |
| 41091 | Aimbridge Acquisition Co., Inc.<sup>(6)</sup> |  |  |  | 2650370 |
| **Investments & Misc. Financial Services (0.2%)** | **Investments & Misc. Financial Services (0.2%)** |  |  |  |  |
| 6555 | Altisource Portfolio Solutions SA<sup>(6)</sup> |  |  |  | 72892 |
| 239704 | Altisource Portfolio Solutions SA<sup>(6)</sup> |  |  |  | 2665508 |
| 68579 | Resolute Topco, Inc.<sup>(6)</sup> |  |  |  | 377185 |
|  |  |  |  |  | 3115585 |
| **Machinery (0.0%)** | **Machinery (0.0%)** |  |  |  |  |
| 6310057 | Alloy Topco Ltd.<sup>(2),(6),(10),(11)</sup> |  |  |  | 0 |
| **Packaging (0.0%)** | **Packaging (0.0%)** |  |  |  |  |
| 2646421 | Campfire Topco Ltd.<sup>(2),(6),(8),(10)</sup> |  |  |  | 0 |
| **Personal & Household Products (0.1%)** | **Personal & Household Products (0.1%)** |  |  |  |  |
| 196189 | Dream Well, Inc.<sup>(6)</sup> |  |  |  | 1549893 |
| 780993504 | Keter Group BV<sup>(2),(6),(8),(10)</sup> |  |  |  | 0 |
| 196189 | Serta Simmons Bedding Equipment Co.<sup>(2),(6),(10)</sup> |  |  |  | 0 |
|  |  |  |  |  | 1549893 |
| **Pharmaceuticals (0.0%)** | **Pharmaceuticals (0.0%)** |  |  |  |  |
| 156133 | Akorn, Inc.<sup>(6)</sup> |  |  |  | 4684 |
| **Private Placement (0.0%)** | **Private Placement (0.0%)** |  |  |  |  |
| 999012630 | Technicolor Creative Studios SA<sup>(2),(6),(10),(14)</sup> |  |  |  | 0 |
| **Recreation & Travel (0.1%)** | **Recreation & Travel (0.1%)** |  |  |  |  |
| 113516 | Cineworld Group PLC<sup>(6)</sup> |  |  |  | 2529250 |
| **Software - Services (0.0%)** | **Software - Services (0.0%)** |  |  |  |  |
| 3935 | Skillsoft Corp.<sup>(6)</sup> |  |  |  | 56113 |
| **Specialty Retail (0.0%)** | **Specialty Retail (0.0%)** |  |  |  |  |
| 141 | Eagle Investments Holding Co. LLC, Class B<sup>(2),(6),(10)</sup> |  |  |  | 1 |
| **Telecom - Wireless (0.0%)** | **Telecom - Wireless (0.0%)** |  |  |  |  |
| 100438 | Stonepeak Falcon Holidngs LP<sup>(6)</sup> |  |  |  | 338978 |
| 7290 | Xplore, Inc.<sup>(2),(6),(10)</sup> |  |  |  | 0 |
|  |  |  |  |  | 338978 |
| **TOTAL COMMON STOCKS (Cost $42,735,620)** | **TOTAL COMMON STOCKS (Cost $42,735,620)** |  |  |  | 17388795 |
| **WARRANTS (0.0%)** | **WARRANTS (0.0%)** |  |  |  |  |
| **Chemicals (0.0%)** | **Chemicals (0.0%)** |  |  |  |  |
| 132316 | Project Investor Holdings LLC, expires 02/08/2026<sup>(2),(5),(6),(10)</sup> |  |  |  | 0 |
| **Investments & Misc. Financial Services (0.0%)** | **Investments & Misc. Financial Services (0.0%)** |  |  |  |  |
| 52650 | Altisource Solutions SARL<sup>(6)</sup> |  |  |  | 47911 |

---

**Credit Suisse Floating Rate High Income Fund**

**Schedule of Investments (continued)**

July 31, 2025 (unaudited)

---

| | | |
|:---|:---|:---|
| **Shares** | **Shares** | **Value** |
| **WARRANTS** (continued) | **WARRANTS** (continued) |  |
| **Investments & Misc. Financial Services** (continued) | **Investments & Misc. Financial Services** (continued) |  |
| 52650 | Altisource Solutions SARL<sup>(6)</sup> | $45279 |
|  |  | 93190 |
| **TOTAL WARRANTS** (Cost $69,857) | **TOTAL WARRANTS** (Cost $69,857) | 93190 |
| **SHORT-TERM INVESTMENTS** (11.6%) | **SHORT-TERM INVESTMENTS** (11.6%) |  |
| 220394116 | State Street Institutional U.S. Government Money Market Fund - Premier Class, 4.24% | 220394116 |
| 8460650 | State Street Navigator Securities Lending Government Money Market Portfolio, 4.32%<sup>(15)</sup> | 8460650 |
| **TOTAL SHORT-TERM INVESTMENTS** (Cost $228,854,766) | **TOTAL SHORT-TERM INVESTMENTS** (Cost $228,854,766) | 228854766 |
| **TOTAL INVESTMENTS AT VALUE** (107.2%) (Cost $2,189,230,175) | **TOTAL INVESTMENTS AT VALUE** (107.2%) (Cost $2,189,230,175) | 2106879379 |
| **LIABILITIES IN EXCESS OF OTHER ASSETS** (-7.2%) | **LIABILITIES IN EXCESS OF OTHER ASSETS** (-7.2%) | (140796920) |
| **NET ASSETS** (100.0%) | **NET ASSETS** (100.0%) | $1966082459 |

---

---

| | |
|:---|:---|
| <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 July 31, 2025. The rate may be subject to a cap and floor. |
| <sup>(2)</sup> | Security is valued using significant unobservable inputs. |
| <sup>(3)</sup> | All or a portion is an unfunded loan commitment. |
| <sup>(4)</sup> | Position is unsettled. Contract rate was not determined at July 31, 2025 and does not take effect until settlement. |
| <sup>(5)</sup> | Illiquid security. |
| <sup>(6)</sup> | Non-income producing security. |
| <sup>(7)</sup> | Bond is currently in default. |
| <sup>(8)</sup> | This security is denominated in Euro. |
| <sup>(9)</sup> | PIK: Payment-in-kind security for which part of the income earned may be paid as additional principal. |
| <sup>(10)</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>(11)</sup> | This security is denominated in British Pound. |
| <sup>(12)</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 July 31, 2025, these securities amounted to a value of $151,912,190 or 7.7% of net assets. |
| <sup>(13)</sup> | Security or portion thereof is out on loan. |
| <sup>(14)</sup> | Security is held through holdings of 100 shares of the CIG Special Purpose SPC - Credit Suisse Floating Rate High Income Fund Segregated Portfolio, an affiliated entity. |
| <sup>(15)</sup> | Represents security purchased with cash collateral received for securities on loan. |

---

---

| |
|:---|
| **<u>INVESTMENT ABBREVIATIONS</u>** |
| 1 mo. = 1 month |
| 3 mo. = 3 month |
| 6 mo. = 6 month |
| EURIBOR = Euro Interbank Offered Rate |
| NR = Not Rated |
| SARL = société à responsabilité limitée |
| SOFR = Secured Overnight Financing Rate |
| SONIA = Sterling Overnight Interbank Average Rate |
| WR = Withdrawn Rating |

---

**Forward Foreign Currency Contracts**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Forward<br> Currency to be<br> Purchased** | **Forward<br> Currency to be<br> Purchased** | **Forward<br> Currency to be<br> Sold** | **Forward<br> Currency to be<br> Sold** | **Settlement<br> Date** | **Counter<br> party** | **Value on<br> Settlement Date** | **Current<br> Value/Notional** | **Unrealized<br> Appreciation** |
| CAD | 233877 | USD | 167885 | 10/07/25 | Barclays Bank PLC | $167885 | $169716 | $1831 |
| CAD | 63125 | USD | 45668 | 10/07/25 | Deutsche Bank AG | 45668 | 45808 | 140 |
| EUR | 9000000 | USD | 9964449 | 09/25/25 | Barclays Bank PLC | 9964449 | 10336458 | 372009 |
| EUR | 4071434 | USD | 4306482 | 09/25/25 | Deutsche Bank AG | 4306482 | 4676023 | 369541 |
| EUR | 1500000 | USD | 1586620 | 10/07/25 | Deutsche Bank AG | 1586620 | 1724106 | 137486 |
| GBP | 130063 | USD | 169727 | 10/07/25 | Deutsche Bank AG | 169727 | 172226 | 2499 |
| USD | 23279 | CAD | 31437 | 10/07/25 | Barclays Bank PLC | (23279) | (22813) | 466 |
| USD | 375889 | CAD | 516854 | 10/07/25 | Deutsche Bank AG | (375889) | (375064) | 825 |
| USD | 1356446 | GBP | 1009338 | 10/07/25 | Barclays Bank PLC | (1356446) | $(1336536) | $19910 |
| Total Unrealized Appreciation | Total Unrealized Appreciation | Total Unrealized Appreciation | Total Unrealized Appreciation | Total Unrealized Appreciation |  |  |  | $904707 |

---

**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** | **Counter<br> party** | **Value on<br> Settlement Date** | **Current<br> Value/Notional** | **Unrealized<br> Depreciation** |
| CAD | 49866 | USD | 36472 | 10/07/25 | Morgan Stanley | $36472 | $36186 | $(286) |
| EUR | 2000000 | USD | 2362265 | 09/25/25 | JPMorgan Chase | 2362265 | 2296991 | (65274) |
| EUR | 6000000 | USD | 6907882 | 09/25/25 | Morgan Stanley | 6907882 | 6890972 | (16910) |
| USD | 103772 | CAD | 143882 | 10/07/25 | Morgan Stanley | (103772) | (104410) | (638) |
| USD | 71238132 | EUR | 63254137 | 09/25/25 | Deutsche Bank AG | (71238132) | (72647084) | (1408952) |
| USD | 2152362 | EUR | 1980000 | 10/07/25 | Barclays Bank PLC | (2152362) | (2275821) | (123459) |
| USD | 4032478 | EUR | 3620845 | 10/07/25 | Deutsche Bank AG | (4032478) | (4161816) | (129338) |
| USD | 7690317 | EUR | 6871108 | 10/07/25 | Morgan Stanley | (7690317) | (7897683) | (207366) |
| USD | 3232346 | GBP | 2468099 | 10/07/25 | Deutsche Bank AG | (3232346) | (3268185) | (35839) |
| USD | 9914208 | GBP | 7617224 | 10/07/25 | Morgan Stanley | (9914208) | (10086507) | (172299) |
| Total Unrealized Depreciation | Total Unrealized Depreciation | Total Unrealized Depreciation | Total Unrealized Depreciation | Total Unrealized Depreciation |  |  |  | $(2160361) |
| 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) |  |  |  | $(1255654) |

---

---

| |
|:---|
| **<u>Currency Abbreviations:</u>** |
| CAD = Canadian Dollar |
| EUR = Euro |
| GBP = British Pound |
| USD = United States Dollar |

---

SECURITY VALUATION — The Board of Trustees (the "Board") is responsible for the Fund's valuation process. The Board has delegated the supervision of the daily valuation process to 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 July 31, 2025 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 | $— | $1605131368 | $101651557 | $1706782925 |
| &nbsp;&nbsp;&nbsp;Corporate Bonds |  | 91194127 | 179989 | 91374116 |
| &nbsp;&nbsp;&nbsp;Asset Backed Securities |  | 62385587 |  | 62385587 |
| &nbsp;&nbsp;&nbsp;Common Stocks | 2794513 | 14574433 | 19849 | 17388795 |
| &nbsp;&nbsp;&nbsp;Warrants | 93190 |  | 0 | 93190 |
| &nbsp;&nbsp;&nbsp;Short-term Investments | 228854766 |  |  | 228854766 |
|  | $231742469 | $1773285515 | $101851395 | $2106879379 |
| Other Financial Instruments\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Forward Foreign Currency Contracts | $— | $904707 | $— | $904707 |
| **<u>Liabilities</u>** |  |  |  |  |
| Other Financial Instruments\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Forward Foreign Currency Contracts | $— | $2160361 | $— | $2160361 |

---

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

The following is a reconciliation of investments as of July 31, 2025 for which significant unobservable inputs were used in determining fair value.

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Bank <br> Loans** | **Corporate<br> Bonds** | **Common<br> Stocks** | **Warrants** | **Total** |
| Balance as of October 31, 2024 | $144326479 | $2063505 | $414844 | $63239 | $146868067 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Accrued discounts (premiums) | 259785 |  |  |  | 259785 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Purchases | 92194450 | (353061) | (15040) |  | 91826349 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sales | (117304316) |  |  | (41962) | (117346278) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Realized gain (loss) | (1920863) |  |  | 41962 | (1878901) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Change in unrealized appreciation (depreciation) | 5116623 | (1530455) | (40977) | (63239) | 3481952 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Transfers into Level 3 | 15738379 |  |  |  | 15738379 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Transfers out of Level 3 | (36758980) | - | (338978) | - | (37097958) |
| Balance as of July 31, 2025 | $101651557 | $179989 | $19849 | $0 | $101851395 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Net change in unrealized appreciation (depreciation) from investments still held as of July 31, 2025 | $(2674184) | $(1529747) | $- | $- | $(4203931) |

---

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| <br>**Asset Class** | **Fair Value**<br>**At July 31, 2025** | **Valuation**<br>**Technique** | **Unobservable**<br>**Input** | **Price Range**<br>**(Weighted Average)\*** |
| Bank Loans | $0 | Income Approach | Expected Remaining Distribution | $0.00 (N/A) |
|  | 101651557 | Vendor pricing | Single Broker Quote | 0.41 – 1.01 (0.98) |
| Corporate Bonds | 179989 | Income Approach | Expected Remaining Distribution | 0.00 - 0.76 (0.74) |
| Common Stocks | 19849 | Income Approach | Expected Remaining Distribution | 0.00 – 0.02 (0.02) |
| 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 July 31, 2025, $15,738,379 was transferred from Level 2 to Level 3 due to a lack of a pricing source supported by observable inputs and $37,097,958 was transferred from Level 3 to Level 2 as a result of the availability of a pricing source supported by observable inputs. All transfers, if any, are assumed to occur at the end of the reporting period.

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

**Credit Suisse Strategic Income Fund**

**Schedule of Investments**

July 31, 2025 (unaudited)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Par<br> (000)** | **Ratings<sup>†</sup> (S&P/Moody's)** | **Maturity** | **Rate%** | **Rate%** | **Value** |
| **CORPORATE BONDS** (40.4%) | **CORPORATE BONDS** (40.4%) | **CORPORATE BONDS** (40.4%) | **CORPORATE BONDS** (40.4%) | **CORPORATE BONDS** (40.4%) | **CORPORATE BONDS** (40.4%) |
| **Aerospace & Defense** (1.3%) | **Aerospace & Defense** (1.3%) |  |  |  |  |
| $800 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 | $821547 |
| 4294 Amentum Holdings, Inc., Rule 144A, Company Guaranteed Notes (Callable 08/01/27 @ 103.63)<sup>(1)</sup> | (B, B3) | 08/01/32 |  | 7.250 | 4445686 |
| 3525 Bombardier, Inc., Rule 144A, Senior Unsecured Notes (Callable 06/15/28 @ 103.38)<sup>(1)</sup> | (BB-, B1) | 06/15/33 |  | 6.750 | 3626841 |
| 489 Bombardier, Inc., Rule 144A, Senior Unsecured Notes (Callable 02/01/26 @ 103.75)<sup>(1)</sup> | (BB-, B1) | 02/01/29 |  | 7.500 | 508242 |
| 1000 Bombardier, Inc., Rule 144A, Senior Unsecured Notes (Callable 07/01/27 @ 103.63)<sup>(1),(2)</sup> | (BB-, B1) | 07/01/31 |  | 7.250 | 1045537 |
| 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 | 1913413 |
| 750 TransDigm, Inc., Rule 144A, Senior Secured Notes (Callable 03/01/26 @ 103.19)<sup>(1)</sup> | (BB-, Ba3) | 03/01/29 |  | 6.375 | 768560 |
| 750 TransDigm, Inc., Rule 144A, Senior Secured Notes (Callable 03/01/27 @ 103.31)<sup>(1)</sup> | (BB-, Ba3) | 03/01/32 |  | 6.625 | 772118 |
|  |  |  |  |  | 13901944 |
| **Air Transportation** (0.1%) | **Air Transportation** (0.1%) |  |  |  |  |
| 680 VistaJet Malta Finance PLC/Vista Management Holding, Inc., Rule 144A, Senior Unsecured Notes (Callable 08/30/25 @ 103.19)<sup>(1),(2)</sup> | (B, B3) | 02/01/30 |  | 6.375 | 643083 |
| **Auto Parts & Equipment** (1.6%) | **Auto Parts & Equipment** (1.6%) |  |  |  |  |
| 3462 Adient Global Holdings Ltd., Rule 144A, Company Guaranteed Notes (Callable 02/15/28 @ 103.75)<sup>(1),(2)</sup> | (BB, B2) | 02/15/33 |  | 7.500 | 3533061 |
| 416 Adient Global Holdings Ltd., Rule 144A, Senior Secured Notes (Callable 08/10/25 @ 103.50)<sup>(1)</sup> | (BBB-, Ba2) | 04/15/28 |  | 7.000 | 426467 |
| 893 Advance Auto Parts, Inc., Rule 144A, Senior Unsecured Notes (Callable 08/01/27 @ 103.50)<sup>(1)</sup> | (BB, Ba3) | 08/01/30 |  | 7.000 | 898175 |
| 1012 Advance Auto Parts, Inc., Rule 144A, Senior Unsecured Notes (Callable 08/01/28 @ 103.69)<sup>(1)</sup> | (BB, Ba3) | 08/01/33 |  | 7.375 | 1017693 |
| 1500 Clarios Global LP/Clarios U.S. Finance Co., Rule 144A, Company Guaranteed Notes (Callable 08/30/25 @ 100.00)<sup>(1)</sup> | (B, Caa1) | 05/15/27 |  | 8.500 | 1512239 |
| 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 | 904364 |
| 5879 Dealer Tire LLC/DT Issuer LLC, Rule 144A, Senior Unsecured Notes (Callable 08/30/25 @ 100.00)<sup>(1)</sup> | (CCC, Caa1) | 02/01/28 |  | 8.000 | 5760697 |
| 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 | 778948 |
| 3024 Phinia, Inc., Rule 144A, Senior Secured Notes (Callable 04/15/26 @ 103.38)<sup>(1)</sup> | (BB+, Baa3) | 04/15/29 |  | 6.750 | 3115745 |
|  |  |  |  |  | 17947389 |
| **Brokerage** (0.2%) | **Brokerage** (0.2%) | **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 | 2248932 |
| **Building & Construction** (1.0%) | **Building & Construction** (1.0%) | **Building & Construction** (1.0%) | **Building & Construction** (1.0%) |  |  |
| 600 Installed Building Products, Inc., Rule 144A, Company Guaranteed Notes (Callable 08/15/25 @ 100.00)<sup>(1)</sup> | (B+, Ba2) | 02/01/28 |  | 5.750 | 600555 |
| 4693 Pike Corp., Rule 144A, Company Guaranteed Notes (Callable 08/30/25 @ 101.38)<sup>(1)</sup> | (B, B3) | 09/01/28 |  | 5.500 | 4680070 |
| 1200 Pike Corp., Rule 144A, Senior Unsecured Notes (Callable 01/31/27 @ 104.31)<sup>(1)</sup> | (B, B3) | 01/31/31 |  | 8.625 | 1291910 |
| 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 | 617863 |
| 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 | 1031029 |
| 1295 Standard Building Solutions, Inc., Rule 144A, Senior Unsecured Notes (Callable 08/01/28 @ 103.13)<sup>(1)</sup> | (BB+, Ba3) | 08/01/33 |  | 6.250 | 1308147 |
| 500 Standard Building Solutions, Inc., Rule 144A, Senior Unsecured Notes (Callable 08/15/27 @ 103.25)<sup>(1)</sup> | (BB+, Ba3) | 08/15/32 |  | 6.500 | 510979 |
| 1100 TopBuild Corp., Rule 144A, Company Guaranteed Notes (Callable 10/15/26 @ 102.06)<sup>(1)</sup> | (BB+, Ba2) | 02/15/32 |  | 4.125 | 1015230 |
|  |  |  |  |  | 11055783 |

---

**Credit Suisse Strategic Income Fund**

**Schedule of Investments (continued)**

July 31, 2025 (unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Par<br> (000)** | **Ratings<sup>†</sup> (S&P/Moody's)** | **Maturity** | **Rate%** | **Value** |
| **CORPORATE BONDS** (continued) | **CORPORATE BONDS** (continued) | **CORPORATE BONDS** (continued) | **CORPORATE BONDS** (continued) | **CORPORATE BONDS** (continued) |
| **Building Materials** (3.2%) |  |  |  |  |
| $356 Advanced Drainage Systems, Inc., Rule 144A, Company Guaranteed Notes (Callable 08/15/25 @ 100.00)<sup>(1)</sup> | (BB-, Ba2) | 09/30/27 | 5.000 | $352666 |
| 754 Advanced Drainage Systems, Inc., Rule 144A, Company Guaranteed Notes (Callable 08/30/25 @ 103.19)<sup>(1)</sup> | (BB-, Ba2) | 06/15/30 | 6.375 | 766457 |
| 2806 Arcosa, Inc., Rule 144A, Company Guaranteed Notes (Callable 08/15/25 @ 101.46)<sup>(1)</sup> | (B+, Ba3) | 04/15/29 | 4.375 | 2709198 |
| 1750 Arcosa, Inc., Rule 144A, Company Guaranteed Notes (Callable 08/15/27 @ 103.44)<sup>(1)</sup> | (B+, Ba3) | 08/15/32 | 6.875 | 1809519 |
| 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 | 3227427 |
| 1340 Camelot Return Merger Sub, Inc., Rule 144A, Senior Secured Notes (Callable 08/30/25 @ 103.28)<sup>(1)</sup> | (B-, B3) | 08/01/28 | 8.750 | 1229142 |
| 1067 Cornerstone Building Brands, Inc., Rule 144A, Company Guaranteed Notes (Callable 08/30/25 @ 101.53)<sup>(1)</sup> | (CCC, Caa2) | 01/15/29 | 6.125 | 786889 |
| 3003 Cornerstone Building Brands, Inc., Rule 144A, Senior Secured Notes (Callable 08/15/26 @ 104.75)<sup>(1)</sup> | (B-, B3) | 08/15/29 | 9.500 | 2755541 |
| 2890 Foundation Building Materials, Inc., Rule 144A, Company Guaranteed Notes (Callable 08/30/25 @ 101.50)<sup>(1),(2)</sup> | (CCC+, Caa2) | 03/01/29 | 6.000 | 2715227 |
| 2211 James Hardie International Finance DAC, Rule 144A, Company Guaranteed Notes (Callable 08/30/25 @ 100.83)<sup>(1)</sup> | (BB, Ba1) | 01/15/28 | 5.000 | 2196269 |
| 2453 Masterbrand, Inc., Rule 144A, Company Guaranteed Notes (Callable 07/15/27 @ 103.50)<sup>(1)</sup> | (BB, Ba3) | 07/15/32 | 7.000 | 2496075 |
| 4164 Miter Brands Acquisition Holdco, Inc./MIWD Borrower LLC, Rule 144A, Senior Secured Notes (Callable 04/01/27 @ 103.38)<sup>(1)</sup> | (BB-, B1) | 04/01/32 | 6.750 | 4254288 |
| 5923 Oscar AcquisitionCo LLC/Oscar Finance, Inc., Rule 144A, Senior Unsecured Notes (Callable 08/30/25 @ 104.75)<sup>(1),(2)</sup> | (CCC, Caa2) | 04/15/30 | 9.500 | 4519158 |
| 3780 Standard Industries, Inc., Rule 144A, Senior Unsecured Notes (Callable 08/30/25 @ 102.19)<sup>(1)</sup> | (BB+, Ba3) | 07/15/30 | 4.375 | 3585771 |
| 1473 White Cap Buyer LLC, Rule 144A, Senior Unsecured Notes (Callable 08/30/25 @ 101.72)<sup>(1),(2)</sup> | (CCC+, Caa1) | 10/15/28 | 6.875 | 1470372 |
|  |  |  |  | 34873999 |
| **Cable & Satellite TV** (0.3%) | **Cable & Satellite TV** (0.3%) |  |  |  |
| 1000 Altice France SA, Rule 144A, Senior Secured Notes (Callable 08/30/25 @ 101.28)<sup>(1),(3),(4)</sup> | (D, Caa2) | 07/15/29 | 0.000 | 868430 |
| 1770 Altice France SA, Rule 144A, Senior Secured Notes (Callable 08/30/25 @ 102.75)<sup>(1),(3),(4)</sup> | (D, Caa2) | 10/15/29 | 0.000 | 1536829 |
| 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 | 1443731 |
|  |  |  |  | 3848990 |
| **Chemicals** (1.1%) | **Chemicals** (1.1%) |  |  |  |
| 474 Avient Corp., Rule 144A, Senior Unsecured Notes (Callable 08/30/25 @ 103.56)<sup>(1)</sup> | (BB-, Ba3) | 08/01/30 | 7.125 | 487398 |
| 600 Avient Corp., Rule 144A, Senior Unsecured Notes (Callable 09/15/27 @ 103.13)<sup>(1)</sup> | (BB-, Ba3) | 11/01/31 | 6.250 | 603073 |
| 500 Herens Holdco SARL, Rule 144A, Senior Secured Notes (Callable 08/30/25 @ 101.88)<sup>(1)</sup> | (B-, B2) | 05/15/28 | 4.750 | 436412 |
| 1064 INEOS Finance PLC, Rule 144A, Senior Secured Notes (Callable 08/30/25 @ 103.38)<sup>(1)</sup> | (BB-, Ba3) | 05/15/28 | 6.750 | 1047986 |
| 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 | 1558430 |
| 6388 Tronox, Inc., Rule 144A, Company Guaranteed Notes (Callable 08/30/25 @ 101.16)<sup>(1),(2)</sup> | (BB-, B2) | 03/15/29 | 4.625 | 4989513 |
| 4631 Vibrantz Technologies, Inc., Rule 144A, Senior Unsecured Notes (Callable 08/30/25 @ 104.50)<sup>(1),(2)</sup> | (CCC+, Caa2) | 02/15/30 | 9.000 | 2974010 |
| 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 | 385351 |
|  |  |  |  | 12482173 |
| **Diversified Capital Goods** (1.2%) | **Diversified Capital Goods** (1.2%) |  |  |  |
| 3459 Atkore, Inc., Rule 144A, Senior Unsecured Notes (Callable 06/01/26 @ 102.13)<sup>(1)</sup> | (BB+, Ba2) | 06/01/31 | 4.250 | 3196389 |
| 2200 Dornoch Debt Merger Sub, Inc., Rule 144A, Senior Unsecured Notes (Callable 08/30/25 @ 103.31)<sup>(1),(2)</sup> | (CCC, Caa2) | 10/15/29 | 6.625 | 1739080 |
| 3434 EnerSys, Rule 144A, Company Guaranteed Notes (Callable 09/15/27 @ 100.00)<sup>(1)</sup> | (BB+, Ba3) | 12/15/27 | 4.375 | 3378177 |

---

**Credit Suisse Strategic Income Fund**

**Schedule of Investments (continued)**

July 31, 2025 (unaudited)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Par<br> (000)** | **Par<br> (000)** | **Ratings<sup>†</sup> <br> (S&P /Moody's)** | **Maturity** | **Rate%** | **Value** |
| **CORPORATE BONDS** (continued) | **CORPORATE BONDS** (continued) | **CORPORATE BONDS** (continued) |  |  |  |
| **Diversified Capital Goods** (continued) | **Diversified Capital Goods** (continued) | **Diversified Capital Goods** (continued) |  |  |  |
| $| 1000 EnerSys, Rule 144A, Company Guaranteed Notes (Callable 01/15/27 @ 103.31)<sup>(1)</sup> | (BB+, Ba3) | 01/15/32 | 6.625 | $1028492 |
|  | 3866 Maxam Prill SARL, Rule 144A, Senior Secured Notes (Callable 07/02/27 @ 103.88)<sup>(1),(2)</sup> | (B+, NR) | 07/15/30 | 7.750 | 3784077 |
|  |  |  |  |  | 13126215 |
| **Electronics** (0.4%) | **Electronics** (0.4%) | **Electronics** (0.4%) |  |  |  |
|  | 1936 Imola Merger Corp., Rule 144A, Senior Secured Notes (Callable 08/30/25 @ 101.19)<sup>(1)</sup> | (BB, Ba3) | 05/15/29 | 4.750 | 1880000 |
|  | 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 | 1534666 |
|  | 1000 Synaptics, Inc., Rule 144A, Company Guaranteed Notes (Callable 08/10/25 @ 101.00)<sup>(1)</sup> | (BB-, Ba3) | 06/15/29 | 4.000 | 945118 |
|  |  |  |  |  | 4359784 |
| **Energy - Exploration & Production** (2.3%) | **Energy - Exploration & Production** (2.3%) | **Energy - Exploration & Production** (2.3%) |  |  |  |
|  | 500 Civitas Resources, Inc., Rule 144A, Company Guaranteed Notes (Callable 08/10/25 @ 104.19)<sup>(1)</sup> | (BB-, B1) | 07/01/28 | 8.375 | 516222 |
|  | 2066 Civitas Resources, Inc., Rule 144A, Company Guaranteed Notes (Callable 07/01/26 @ 104.38)<sup>(1)</sup> | (BB-, B1) | 07/01/31 | 8.750 | 2092936 |
|  | 541 Civitas Resources, Inc., Rule 144A, Company Guaranteed Notes (Callable 06/15/28 @ 104.81)<sup>(1)</sup> | (BB-, B1) | 06/15/33 | 9.625 | 558667 |
|  | 4130 CNX Midstream Partners LP, Rule 144A, Company Guaranteed Notes (Callable 08/30/25 @ 102.38)<sup>(1)</sup> | (BB, B1) | 04/15/30 | 4.750 | 3907197 |
|  | 271 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 | 264974 |
|  | 5400 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 | 5773388 |
|  | 250 Matador Resources Co., Rule 144A, Company Guaranteed Notes (Callable 08/10/25 @ 103.44)<sup>(1)</sup> | (BB-, B1) | 04/15/28 | 6.875 | 254961 |
|  | 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 | 2178680 |
|  | 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 | 2365729 |
|  | 6965 Northern Oil & Gas, Inc., Rule 144A, Senior Unsecured Notes (Callable 08/30/25 @ 102.03)<sup>(1)</sup> | (B+, B1) | 03/01/28 | 8.125 | 7040450 |
|  | 500 Northern Oil & Gas, Inc., Rule 144A, Senior Unsecured Notes (Callable 06/15/26 @ 104.38)<sup>(1)</sup> | (B+, B1) | 06/15/31 | 8.750 | 514296 |
|  |  |  |  |  | 25467500 |
| **Environmental** (0.1%) | **Environmental** (0.1%) | **Environmental** (0.1%) |  |  |  |
|  | 140 Clean Harbors, Inc., Rule 144A, Company Guaranteed Notes (Callable 02/01/26 @ 103.19)<sup>(1)</sup> | (BB+, Ba2) | 02/01/31 | 6.375 | 143194 |
|  | 861 Waste Pro U.S.A., Inc., Rule 144A, Senior Unsecured Notes (Callable 02/01/28 @ 103.50)<sup>(1)</sup> | (B-, B3) | 02/01/33 | 7.000 | 895889 |
|  |  |  |  |  | 1039083 |
| **Food - Wholesale** (0.6%) | **Food - Wholesale** (0.6%) | **Food - Wholesale** (0.6%) |  |  |  |
|  | 942 Darling Ingredients, Inc., Rule 144A, Company Guaranteed Notes (Callable 08/10/25 @ 100.00)<sup>(1)</sup> | (BB+, Ba2) | 04/15/27 | 5.250 | 940656 |
|  | 1790 Darling Ingredients, Inc., Rule 144A, Company Guaranteed Notes (Callable 08/10/25 @ 103.00)<sup>(1)</sup> | (BB+, Ba2) | 06/15/30 | 6.000 | 1802881 |
|  | 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 | 1423549 |
|  | 666 U.S. Foods, Inc., Rule 144A, Company Guaranteed Notes (Callable 09/15/25 @ 103.44)<sup>(1)</sup> | (BB+, Ba3) | 09/15/28 | 6.875 | 686803 |
|  | 684 U.S. Foods, Inc., Rule 144A, Company Guaranteed Notes (Callable 09/15/26 @ 103.63)<sup>(1)</sup> | (BB+, Ba3) | 01/15/32 | 7.250 | 713537 |
|  | 1250 U.S. Foods, Inc., Rule 144A, Company Guaranteed Notes (Callable 10/15/27 @ 102.88)<sup>(1)</sup> | (BB+, Ba3) | 04/15/33 | 5.750 | 1241815 |
|  |  |  |  |  | 6809241 |
| **Gaming** (0.6%) | **Gaming** (0.6%) | **Gaming** (0.6%) |  |  |  |
|  | 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 | 516071 |
|  | 212 Caesars Entertainment, Inc., Rule 144A, Senior Secured Notes (Callable 02/15/27 @ 103.25)<sup>(1)</sup> | (BB-, Ba3) | 02/15/32 | 6.500 | 216276 |

---

**Credit Suisse Strategic Income Fund**

**Schedule of Investments (continued)**

July 31, 2025 (unaudited)

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Par<br> (000)** | **Par<br> (000)** |  | **Ratings<sup>†</sup> (S&P/Moody's)** | **Maturity** | **Rate%** | **Value** |
| **CORPORATE BONDS** (continued) | **CORPORATE BONDS** (continued) | **CORPORATE BONDS** (continued) | **CORPORATE BONDS** (continued) |  |  |  |
| **Gaming** (continued) | **Gaming** (continued) | **Gaming** (continued) | **Gaming** (continued) |  |  |  |
| $| 3371 | Light & Wonder International, Inc., Rule 144A, Company Guaranteed Notes (Callable 08/15/25 @ 100.00)<sup>(1)</sup> | (B+, B2) | 05/15/28 | 7.000 | $3376663 |
|  | 2750 | 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 | 2751593 |
|  |  |  |  |  |  | 6860603 |
| **Gas Distribution** (0.9%) | **Gas Distribution** (0.9%) | **Gas Distribution** (0.9%) | **Gas Distribution** (0.9%) |  |  |  |
|  | 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 | 369398 |
|  | 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 | 284244 |
|  | 2290 | Hess Midstream Operations LP, Rule 144A, Company Guaranteed Notes (Callable 03/01/26 @ 102.94)<sup>(1)</sup> | (BBB-, Ba2) | 03/01/28 | 5.875 | 2330233 |
|  | 750 | Hess Midstream Operations LP, Rule 144A, Company Guaranteed Notes (Callable 10/15/25 @ 102.75)<sup>(1)</sup> | (BBB-, Ba2) | 10/15/30 | 5.500 | 754133 |
|  | 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 | 1203553 |
|  | 1868 | Tallgrass Energy Partners LP/Tallgrass Energy Finance Corp., Rule 144A, Company Guaranteed Notes (Callable 12/31/25 @ 103.00)<sup>(1)</sup> | (B+, B1) | 12/31/30 | 6.000 | 1831480 |
|  | 2920 | Tallgrass Energy Partners LP/Tallgrass Energy Finance Corp., Rule 144A, Senior Unsecured Notes (Callable 02/15/26 @ 103.69)<sup>(1)</sup> | (B+, B1) | 02/15/29 | 7.375 | 2998641 |
|  |  |  |  |  |  | 9771682 |
| **Health Services** (0.8%) | **Health Services** (0.8%) | **Health Services** (0.8%) | **Health Services** (0.8%) |  |  |  |
|  | 4749 | AMN Healthcare, Inc., Rule 144A, Company Guaranteed Notes (Callable 08/10/25 @ 101.00)<sup>(1),(2)</sup> | (B+, B1) | 04/15/29 | 4.000 | 4365844 |
|  | 959 | AthenaHealth Group, Inc., Rule 144A, Senior Unsecured Notes (Callable 08/30/25 @ 103.25)<sup>(1)</sup> | (CCC, Caa2) | 02/15/30 | 6.500 | 943546 |
|  | 3162 | Pediatrix Medical Group, Inc., Rule 144A, Company Guaranteed Notes (Callable 08/30/25 @ 102.69)<sup>(1)</sup> | (BB-, Ba3) | 02/15/30 | 5.375 | 3099262 |
|  |  |  |  |  |  | 8408652 |
| **Hotels** (0.2%) | **Hotels** (0.2%) | **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 | 1201188 |
|  | 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 | 162850 |
|  | 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 | 611823 |
|  | 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 | 468100 |
|  |  |  |  |  |  | 2443961 |
| **Insurance Brokerage** (1.7%) | **Insurance Brokerage** (1.7%) | **Insurance Brokerage** (1.7%) | **Insurance Brokerage** (1.7%) |  |  |  |
|  | 4473 | Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer, Rule 144A, Senior Secured Notes (Callable 08/30/25 @ 103.38)<sup>(1)</sup> | (B, B2) | 04/15/28 | 6.750 | 4536714 |
|  | 667 | Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer, Rule 144A, Senior Secured Notes (Callable 10/01/27 @ 103.69)<sup>(1)</sup> | (B, B2) | 10/01/31 | 6.500 | 677505 |
|  | 691 | AssuredPartners, Inc., Rule 144A, Senior Unsecured Notes (Callable 08/30/25 @ 101.41)<sup>(1)</sup> | (CCC+, Caa2) | 01/15/29 | 5.625 | 690217 |
|  | 690 | AssuredPartners, Inc., Rule 144A, Senior Unsecured Notes (Callable 02/15/27 @ 103.75)<sup>(1),(2)</sup> | (CCC+, Caa2) | 02/15/32 | 7.500 | 737290 |
|  | 1519 | 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 | 1609376 |
|  | 3500 | Jones Deslauriers Insurance Management, Inc., Rule 144A, Senior Unsecured Notes (Callable 12/15/25 @ 105.25)<sup>(1)</sup> | (CCC, Caa2) | 12/15/30 | 10.500 | 3722698 |
|  | 894 | Nassau Cos., of New York, Rule 144A, Senior Unsecured Notes (Callable 07/15/27 @ 103.94)<sup>(1)</sup> | (BB-, NR) | 07/15/30 | 7.875 | 904572 |
|  | 2707 | 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 | 2800946 |
|  | 647 | Ryan Specialty LLC, Rule 144A, Senior Secured Notes (Callable 08/30/25 @ 102.19)<sup>(1)</sup> | (BB-, B1) | 02/01/30 | 4.375 | 621603 |
|  | 2625 | Ryan Specialty LLC, Rule 144A, Senior Secured Notes (Callable 08/01/27 @ 102.94)<sup>(1)</sup> | (BB-, B1) | 08/01/32 | 5.875 | 2634342 |
|  |  |  |  |  |  | 18935263 |

---

**Credit Suisse Strategic Income Fund**

**Schedule of Investments (continued)**

July 31, 2025 (unaudited)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Par<br> (000)** |  | **Ratings<sup>†</sup> (S&P/Moody's)** | **Maturity** | **Rate%** | **Value** |
| **CORPORATE BONDS** (continued) | **CORPORATE BONDS** (continued) | **CORPORATE BONDS** (continued) |  |  |  |
| **Investments & Misc. Financial Services** (3.2%) | **Investments & Misc. Financial Services** (3.2%) | **Investments & Misc. Financial Services** (3.2%) |  |  |  |
| $7837 | Armor Holdco, Inc., Rule 144A, Company Guaranteed Notes (Callable 08/30/25 @ 104.25)<sup>(1)</sup> | (CCC+, Caa1) | 11/15/29 | 8.500 | $7540791 |
| 600 | Block, Inc., Senior Unsecured Notes (Callable 05/15/27 @ 103.25) | (BB+, Ba2) | 05/15/32 | 6.500 | 616124 |
| 4000 | Boost Newco Borrower LLC, Rule 144A, Senior Secured Notes (Callable 01/15/27 @ 103.75)<sup>(1)</sup> | (BB, Ba3) | 01/15/31 | 7.500 | 4232376 |
| 1462 | Compass Group Diversified Holdings LLC, Rule 144A, Company Guaranteed Notes (Callable 08/15/25 @ 101.31)<sup>(1)</sup> | (B-, B3) | 04/15/29 | 5.250 | 1359686 |
| 3275 | Compass Group Diversified Holdings LLC, Rule 144A, Senior Unsecured Notes (Callable 01/15/27 @ 102.50)<sup>(1)</sup> | (B-, B3) | 01/15/32 | 5.000 | 2872902 |
| 4546 | 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 | 4649371 |
| 1725 | Jane Street Group/JSG Finance, Inc., Rule 144A, Senior Secured Notes (Callable 04/30/27 @ 103.56)<sup>(1)</sup> | (BB, Ba1) | 04/30/31 | 7.125 | 1782841 |
| 1649 | Jane Street Group/JSG Finance, Inc., Rule 144A, Senior Secured Notes (Callable 11/01/27 @ 103.06)<sup>(1)</sup> | (BB, Ba1) | 11/01/32 | 6.125 | 1637366 |
| 1400 | Paysafe Finance PLC/Paysafe Holdings U.S. Corp., Rule 144A, Senior Secured Notes (Callable 08/30/25 @ 101.00)<sup>(1)</sup> | (B, B2) | 06/15/29 | 4.000 | 1287188 |
| 3610 | Stonex Escrow Issuer LLC, Rule 144A, Secured Notes (Callable 07/15/28 @ 103.44)<sup>(1)</sup> | (BB-, Ba3) | 07/15/32 | 6.875 | 3676132 |
| 3960 | 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 | 4123762 |
| 1599 | Walker & Dunlop, Inc., Rule 144A, Company Guaranteed Notes (Callable 04/01/28 @ 103.31)<sup>(1)</sup> | (BB, Ba2) | 04/01/33 | 6.625 | 1631724 |
|  |  |  |  |  | 35410263 |
| **Machinery** (1.1%) | **Machinery** (1.1%) | **Machinery** (1.1%) |  |  |  |
| 3306 | Enpro, Inc., Rule 144A, Company Guaranteed Notes (Callable 06/01/28 @ 103.06)<sup>(1)</sup> | (BB-, Ba3) | 06/01/33 | 6.125 | 3348899 |
| 3386 | Enviri Corp., Rule 144A, Company Guaranteed Notes (Callable 08/30/25 @ 100.00)<sup>(1)</sup> | (B, B3) | 07/31/27 | 5.750 | 3333937 |
| 2732 | Griffon Corp., Global Company Guaranteed Notes (Callable 08/30/25 @ 100.96) | (B+, B1) | 03/01/28 | 5.750 | 2722034 |
| 1500 | Hillenbrand, Inc., Global Company Guaranteed Notes (Callable 02/15/26 @ 103.13) | (BB+, Ba1) | 02/15/29 | 6.250 | 1521198 |
| 500 | Hillenbrand, Inc., Global Company Guaranteed Notes (Callable 03/01/26 @ 101.88)<sup>(2)</sup> | (BB+, Ba1) | 03/01/31 | 3.750 | 448941 |
| 319 | Regal Rexnord Corp., Global Company Guaranteed Notes (Callable 01/15/33 @ 100.00) | (BB+, Baa3) | 04/15/33 | 6.400 | 337406 |
|  |  |  |  |  | 11712415 |
| **Media - Diversified** (0.0%) | **Media - Diversified** (0.0%) | **Media - Diversified** (0.0%) |  |  |  |
| 50 | Tech 7 SAS Super Senior <sup>(3),(4),(5),(6),(7)</sup> | (NR, NR) | 03/31/26 | 0.000 | 6 |
| 84 | Tech 7 SAS Super Senior <sup>(3),(4),(5),(6),(7)</sup> | (NR, NR) | 03/31/26 | 0.000 | 9 |
| 25 | Tech 7 SAS Technicolor Creative Studios Super Senior <sup>(3),(4),(5),(6),(7)</sup> | (NR, NR) | 04/01/26 | 0.000 | 3 |
| 25 | Technicolor Creative Studios SA <sup>(3),(4),(5),(6),(7)</sup> | (NR, NR) | 04/01/26 | 0.000 | 3 |
|  |  |  |  |  | 21 |
| **Media Content** (0.2%) | **Media Content** (0.2%) | **Media Content** (0.2%) |  |  |  |
| 350 | Sirius XM Radio LLC, Rule 144A, Company Guaranteed Notes (Callable 08/30/25 @ 102.06)<sup>(1)</sup> | (BB+, Ba3) | 07/01/30 | 4.125 | 319812 |
| 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 | 1943739 |
|  |  |  |  |  | 2263551 |
| **Metals & Mining - Excluding Steel** (2.0%) | **Metals & Mining - Excluding Steel** (2.0%) | **Metals & Mining - Excluding Steel** (2.0%) |  |  |  |
| 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 | 3172648 |
| 2000 | Constellium SE, Rule 144A, Company Guaranteed Notes (Callable 08/15/27 @ 103.19)<sup>(1),(2)</sup> | (BB-, Ba3) | 08/15/32 | 6.375 | 2030214 |
| 5010 | ERO Copper Corp., Rule 144A, Company Guaranteed Notes (Callable 08/30/25 @ 103.25)<sup>(1)</sup> | (B+, B1) | 02/15/30 | 6.500 | 4952986 |
| 5314 | First Quantum Minerals Ltd., Rule 144A, Secured Notes (Callable 03/01/26 @ 104.69)<sup>(1)</sup> | (B, NR) | 03/01/29 | 9.375 | 5637947 |
| 3095 | Kaiser Aluminum Corp., Rule 144A, Company Guaranteed Notes (Callable 06/01/26 @ 102.25)<sup>(1)</sup> | (BB-, B2) | 06/01/31 | 4.500 | 2885384 |
| 2000 | Novelis Corp., Rule 144A, Company Guaranteed Notes (Callable 08/30/25 @ 102.38)<sup>(1)</sup> | (BB, B1) | 01/30/30 | 4.750 | 1917220 |

---

**Credit Suisse Strategic Income Fund**

**Schedule of Investments (continued)**

July 31, 2025 (unaudited)

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Par<br> (000)** | **Par<br> (000)** |  | **Ratings<sup>†</sup> (S&P/Moody's)** | **Maturity** | **Rate%** | **Value** |
| **CORPORATE BONDS** (continued) | **CORPORATE BONDS** (continued) | **CORPORATE BONDS** (continued) | **CORPORATE BONDS** (continued) |  |  |  |
| **Metals & Mining - Excluding Steel** (continued) | **Metals & Mining - Excluding Steel** (continued) | **Metals & Mining - Excluding Steel** (continued) | **Metals & Mining - Excluding Steel** (continued) |  |  |  |
| $| 1175 | Novelis, Corp., Rule 144A, Company Guaranteed Notes (Callable 01/30/27 @ 103.44)<sup>(1)</sup> | (BB, B1) | 01/30/30 | 6.875 | $1211677 |
|  |  |  |  |  |  | 21808076 |
| **Oil Refining & Marketing** (0.7%) | **Oil Refining & Marketing** (0.7%) | **Oil Refining & Marketing** (0.7%) | **Oil Refining & Marketing** (0.7%) |  |  |  |
|  | 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 | 1896331 |
|  | 700 | Sunoco LP, Rule 144A, Company Guaranteed Notes (Callable 05/01/27 @ 103.63)<sup>(1)</sup> | (BB+, Ba1) | 05/01/32 | 7.250 | 734339 |
|  | 3051 | Sunoco LP, Rule 144A, Company Guaranteed Notes (Callable 07/01/28 @ 103.13)<sup>(1)</sup> | (BB+, Ba1) | 07/01/33 | 6.250 | 3092433 |
|  | 1365 | Sunoco LP/Sunoco Finance Corp., Global Company Guaranteed Notes (Callable 08/10/25 @ 102.25) | (BB+, Ba1) | 04/30/30 | 4.500 | 1310011 |
|  | 180 | Sunoco LP/Sunoco Finance Corp., Rule 144A, Company Guaranteed Notes (Callable 09/15/25 @ 103.50)<sup>(1)</sup> | (BB+, Ba1) | 09/15/28 | 7.000 | 185642 |
|  | 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 | 968190 |
|  |  |  |  |  |  | 8186946 |
| **Packaging** (2.2%) | **Packaging** (2.2%) | **Packaging** (2.2%) | **Packaging** (2.2%) |  |  |  |
|  | 350 | Ardagh Metal Packaging Finance USA LLC/Ardagh Metal Packaging Finance PLC, Rule 144A, Senior Unsecured Notes (Callable 08/30/25 @ 100.75)<sup>(1),(5)</sup> | (CCC, Caa2) | 09/01/29 | 3.000 | 362975 |
|  | 2000 | 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 | 1997140 |
|  | 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 | 2705679 |
|  | 3578 | Mauser Packaging Solutions Holding Co., Rule 144A, Secured Notes (Callable 08/10/25 @ 102.31)<sup>(1)</sup> | (CCC+, Caa2) | 04/15/27 | 9.250 | 3544701 |
|  | 2777 | Mauser Packaging Solutions Holding Co., Rule 144A, Senior Secured Notes (Callable 08/30/25 @ 101.97)<sup>(1)</sup> | (B, B2) | 04/15/27 | 7.875 | 2805245 |
|  | 348 | Owens-Brockway Glass Container, Inc., Rule 144A, Company Guaranteed Notes (Callable 05/15/26 @ 103.63)<sup>(1),(2)</sup> | (B+, B2) | 05/15/31 | 7.250 | 352387 |
|  | 250 | Sealed Air Corp./Sealed Air Corp. U.S., Rule 144A, Company Guaranteed Notes (Callable 08/30/25 @ 103.06)<sup>(1)</sup> | (BB+, Ba2) | 02/01/28 | 6.125 | 252696 |
|  | 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 | 1288972 |
|  | 6353 | Trident TPI Holdings, Inc., Rule 144A, Company Guaranteed Notes (Callable 12/31/25 @ 106.38)<sup>(1)</sup> | (CCC+, Caa3) | 12/31/28 | 12.750 | 6805035 |
|  | 3799 | TriMas Corp., Rule 144A, Company Guaranteed Notes (Callable 08/30/25 @ 101.03)<sup>(1)</sup> | (BB-, Ba3) | 04/15/29 | 4.125 | 3647669 |
|  | 913 | Veritiv Operating Co., Rule 144A, Senior Secured Notes (Callable 11/30/26 @ 105.25)<sup>(1)</sup> | (B+, B2) | 11/30/30 | 10.500 | 990886 |
|  |  |  |  |  |  | 24753385 |
| **Personal & Household Products** (0.7%) | **Personal & Household Products** (0.7%) | **Personal & Household Products** (0.7%) | **Personal & Household Products** (0.7%) |  |  |  |
|  | 350 | Acushnet Co., Rule 144A, Company Guaranteed Notes (Callable 10/15/25 @ 103.69)<sup>(1)</sup> | (BB, Ba3) | 10/15/28 | 7.375 | 365041 |
|  | 850 | Amer Sports Co., Rule 144A, Senior Secured Notes (Callable 02/16/27 @ 103.38)<sup>(1)</sup> | (BBB-, Ba1) | 02/16/31 | 6.750 | 885040 |
|  | 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 | 1802656 |
|  | 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 | 2177238 |
|  | 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 | 2550949 |
|  |  |  |  |  |  | 7780924 |
| **Pharmaceuticals** (0.0%) | **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, B1) | 04/01/31 | 3.750 | 320559 |
| **Property & Casualty Insurance** (0.4%) | **Property & Casualty Insurance** (0.4%) | **Property & Casualty Insurance** (0.4%) | **Property & Casualty Insurance** (0.4%) |  |  |  |
|  | 3792 | Ardonagh Finco Ltd., Rule 144A, Senior Secured Notes (Callable 02/15/27 @ 103.88)<sup>(1)</sup> | (B-, B3) | 02/15/31 | 7.750 | 3957130 |

---

**Credit Suisse Strategic Income Fund**

**Schedule of Investments (continued)**

July 31, 2025 (unaudited)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Par<br> (000)** |  | **Ratings<sup>†</sup> (S&P/Moody's)** | **Maturity** | **Rate%** | **Value** |
| **CORPORATE BONDS** (continued) | **CORPORATE BONDS** (continued) | **CORPORATE BONDS** (continued) |  |  |  |
| **Rail** (0.3%) | **Rail** (0.3%) | **Rail** (0.3%) |  |  |  |
| $2826 | Genesee & Wyoming, Inc., Rule 144A, Senior Secured Notes (Callable 04/15/27 @ 103.13)<sup>(1)</sup> | (BB, Ba3) | 04/15/32 | 6.250 | $2862730 |
| **Real Estate Investment Trusts** (0.4%) | **Real Estate Investment Trusts** (0.4%) | **Real Estate Investment Trusts** (0.4%) |  |  |  |
| 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 | 1133325 |
| 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 | 1263285 |
| 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 | 1889814 |
|  |  |  |  |  | 4286424 |
| **Recreation & Travel** (1.7%) | **Recreation & Travel** (1.7%) | **Recreation & Travel** (1.7%) |  |  |  |
| 3730 | Boyne USA, Inc., Rule 144A, Senior Unsecured Notes (Callable 08/30/25 @ 101.19)<sup>(1)</sup> | (B, B1) | 05/15/29 | 4.750 | 3628935 |
| 582 | SeaWorld Parks & Entertainment, Inc., Rule 144A, Company Guaranteed Notes (Callable 08/10/25 @ 102.63)<sup>(1),(2)</sup> | (B+, B2) | 08/15/29 | 5.250 | 567142 |
| 3907 | Six Flags Entertainment Corp., Rule 144A, Company Guaranteed Notes (Callable 05/15/26 @ 103.63)<sup>(1)</sup> | (BB-, B1) | 05/15/31 | 7.250 | 3985047 |
| 291 | Six Flags Entertainment Corp./Canada's Wonderland Co./Magnum Management Corp., Company Guaranteed Notes (Callable 08/30/25 @ 100.00) | (BB-, B1) | 04/15/27 | 5.375 | 290813 |
| 5550 | Speedway Motorsports LLC/Speedway Funding II, Inc., Rule 144A, Senior Unsecured Notes (Callable 08/30/25 @ 100.00)<sup>(1)</sup> | (BB+, B1) | 11/01/27 | 4.875 | 5502496 |
| 4441 | Vail Resorts, Inc., Rule 144A, Company Guaranteed Notes (Callable 05/15/27 @ 103.25)<sup>(1),(2)</sup> | (BB-, Ba3) | 05/15/32 | 6.500 | 4564748 |
|  |  |  |  |  | 18539181 |
| **Restaurants** (0.5%) | **Restaurants** (0.5%) | **Restaurants** (0.5%) |  |  |  |
| 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 | 1023168 |
| 1000 | 1011778 BC ULC/New Red Finance, Inc., Rule 144A, Senior Secured Notes (Callable 09/15/26 @ 102.81)<sup>(1)</sup> | (BB+, Ba2) | 09/15/29 | 5.625 | 1007218 |
| 1228 | Papa John's International, Inc., Rule 144A, Company Guaranteed Notes (Callable 08/30/25 @ 101.94)<sup>(1),(2)</sup> | (B+, B2) | 09/15/29 | 3.875 | 1175408 |
| 2488 | Raising Cane's Restaurants LLC, Rule 144A, Senior Unsecured Notes (Callable 11/01/25 @ 104.69)<sup>(1)</sup> | (B, B3) | 05/01/29 | 9.375 | 2628081 |
|  |  |  |  |  | 5833875 |
| **Software - Services** (3.5%) | **Software - Services** (3.5%) | **Software - Services** (3.5%) |  |  |  |
| 921 | 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 | 939093 |
| 5778 | CA Magnum Holdings, Rule 144A, Senior Secured Notes (Callable 08/30/25 @ 101.34)<sup>(1)</sup> | (NR, B1) | 10/31/26 | 5.375 | 5755862 |
| 2956 | Cloud Software Group, Inc., Rule 144A, Secured Notes (Callable 09/30/25 @ 104.50)<sup>(1)</sup> | (B-, Caa2) | 09/30/29 | 9.000 | 3056749 |
| 424 | CommScope LLC, Rule 144A, Senior Secured Notes (Callable 06/15/26 @ 103.00)<sup>(1)</sup> | (B-, B3) | 12/15/31 | 9.500 | 446666 |
| 1649 | Elastic NV, Rule 144A, Senior Unsecured Notes (Callable 08/30/25 @ 101.03)<sup>(1)</sup> | (BB, Ba3) | 07/15/29 | 4.125 | 1569897 |
| 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 | 3703550 |
| 972 | Open Text Corp., Rule 144A, Company Guaranteed Notes (Callable 08/30/25 @ 100.00)<sup>(1)</sup> | (BB, Ba3) | 02/15/28 | 3.875 | 939799 |
| 2765 | Open Text Corp., Rule 144A, Company Guaranteed Notes (Callable 08/30/25 @ 101.94)<sup>(1)</sup> | (BB, Ba3) | 12/01/29 | 3.875 | 2590177 |
| 1500 | Open Text Holdings, Inc., Rule 144A, Company Guaranteed Notes (Callable 08/30/25 @ 102.06)<sup>(1)</sup> | (BB, Ba3) | 02/15/30 | 4.125 | 1408103 |
| 975 | 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 | 888405 |
| 1000 | UKG, Inc., Rule 144A, Senior Secured Notes (Callable 02/01/27 @ 103.44)<sup>(1)</sup> | (B-, B2) | 02/01/31 | 6.875 | 1027293 |
| 7409 | Virtusa Corp., Rule 144A, Senior Unsecured Notes (Callable 08/30/25 @ 101.78)<sup>(1)</sup> | (B-, Caa1) | 12/15/28 | 7.125 | 7093467 |
| 4502 | WEX, Inc., Rule 144A, Company Guaranteed Notes (Callable 03/15/28 @ 103.25)<sup>(1)</sup> | (B, B1) | 03/15/33 | 6.500 | 4564947 |

---

**Credit Suisse Strategic Income Fund**

**Schedule of Investments (continued)**

July 31, 2025 (unaudited)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Par<br> (000)** | **Par<br> (000)** | **Ratings<sup>†</sup> <br> (S&P/Moody's)** | **Maturity** | **Rate%** | **Value** |
| **CORPORATE BONDS** (continued) | **CORPORATE BONDS** (continued) | **CORPORATE BONDS** (continued) |  |  |  |
| **Software – Services** (continued) | **Software – Services** (continued) | **Software – Services** (continued) |  |  |  |
| $| 4953 ZoomInfo Technologies LLC/ZoomInfo Finance Corp., Rule 144A, Company Guaranteed Notes (Callable 08/10/25 @ 100.97)<sup>(1)</sup> | (B+, B1) | 02/01/29 | 3.875 | $4662902 |
|  |  |  |  |  | 38646910 |
| **Specialty Retail** (1.3%) | **Specialty Retail** (1.3%) | **Specialty Retail** (1.3%) |  |  |  |
|  | 1593 Beach Acquisition Bidco LLC, Rule 144A, Senior Unsecured Notes, 10.000% Cash, 10.750% PIK (Callable 07/15/28 @ 103.00)<sup>(1),(8)</sup> | (B+, Caa1) | 07/15/33 | 10.000 | 1662412 |
|  | 1816 Eagle Intermediate Global Holding BV/Eagle U.S. Finance LLC, Rule 144A, Senior Secured Notes, 7.500% Cash, 7.500% PIK <sup>(1),(8),(9)</sup> | (NR, WR) | 12/30/25 | 7.500 | 1379875 |
|  | 50 Eagle Intermediate Global Holding BV/Eagle U.S. Finance LLC, Rule 144A, Senior Secured Notes, 7.500% Cash, 7.500% PIK <sup>(1),(6),(7),(8)</sup> | (NR, WR) | 12/30/25 | 7.500 | 37684 |
|  | 64 Eagle Intermediate Global Holding BV/Ruyi U.S. Finance LLC <sup>(3),(6),(7)</sup> | (NR, NR) | 12/31/25 | 0.000 | 46596 |
|  | 3214 Group 1 Automotive, Inc., Rule 144A, Company Guaranteed Notes (Callable 08/10/25 @ 101.33)<sup>(1)</sup> | (BB+, Ba2) | 08/15/28 | 4.000 | 3100845 |
|  | 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 | 2041576 |
|  | 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 | 3612343 |
|  | 950 Lithia Motors, Inc., Rule 144A, Company Guaranteed Notes (Callable 10/15/25 @ 102.19)<sup>(1)</sup> | (BB+, Ba2) | 01/15/31 | 4.375 | 894345 |
|  | 1834 Sonic Automotive, Inc., Rule 144A, Company Guaranteed Notes (Callable 11/15/26 @ 102.44)<sup>(1)</sup> | (BB-, B1) | 11/15/31 | 4.875 | 1730218 |
|  |  |  |  |  | 14505894 |
| **Steel Producers/Products** (0.2%) | **Steel Producers/Products** (0.2%) | **Steel Producers/Products** (0.2%) |  |  |  |
|  | 1836 TMS International Corp., Rule 144A, Senior Unsecured Notes (Callable 08/10/25 @ 101.56)<sup>(1)</sup> | (B, Caa1) | 04/15/29 | 6.250 | 1749362 |
| **Support - Services** (2.6%) | **Support - Services** (2.6%) | **Support - Services** (2.6%) |  |  |  |
|  | 3173 AECOM, Rule 144A, Company Guaranteed Notes (Callable 08/01/28 @ 103.00)<sup>(1)</sup> | (BB, Ba2) | 08/01/33 | 6.000 | 3200875 |
|  | 944 Allied Universal Holdco LLC/Allied Universal Finance Corp./Atlas Luxco 4 SARL, Rule 144A, Senior Secured Notes (Callable 08/30/25 @ 100.91)<sup>(1),(5)</sup> | (B, B3) | 06/01/28 | 3.625 | 1073728 |
|  | 4673 American Builders & Contractors Supply Co., Inc., Rule 144A, Senior Secured Notes (Callable 08/30/25 @ 100.00)<sup>(1)</sup> | (BBB-, Ba2) | 01/15/28 | 4.000 | 4552804 |
|  | 1113 ASGN, Inc., Rule 144A, Company Guaranteed Notes (Callable 08/30/25 @ 100.00)<sup>(1)</sup> | (BB, Ba3) | 05/15/28 | 4.625 | 1086315 |
|  | 1750 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 | 1764604 |
|  | 4932 CoreLogic, Inc., Rule 144A, Senior Secured Notes (Callable 08/30/25 @ 101.13)<sup>(1)</sup> | (B-, B2) | 05/01/28 | 4.500 | 4653274 |
|  | 2000 GYP Holdings III Corp., Rule 144A, Company Guaranteed Notes (Callable 08/11/25 @ 101.16)<sup>(1)</sup> | (B, Ba2) | 05/01/29 | 4.625 | 2021268 |
|  | 2231 Herc Holdings, Inc., Rule 144A, Company Guaranteed Notes (Callable 06/15/28 @ 103.63)<sup>(1)</sup> | (BB-, Ba3) | 06/15/33 | 7.250 | 2312157 |
|  | 500 WESCO Distribution, Inc., Rule 144A, Company Guaranteed Notes (Callable 08/30/25 @ 101.21)<sup>(1)</sup> | (BB, Ba3) | 06/15/28 | 7.250 | 507025 |
|  | 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 | 513460 |
|  | 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 | 602274 |
|  | 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 | 451836 |
|  | 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 | 903611 |
|  | 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 | 3297249 |
|  | 2595 ZipRecruiter, Inc., Rule 144A, Senior Unsecured Notes (Callable 08/10/25 @ 102.50)<sup>(1)</sup> | (B, B3) | 01/15/30 | 5.000 | 1966893 |
|  |  |  |  |  | 28907373 |
| **Tech Hardware & Equipment** (0.3%) | **Tech Hardware & Equipment** (0.3%) | **Tech Hardware & Equipment** (0.3%) |  |  |  |
|  | 3564 Zebra Technologies Corp., Rule 144A, Company Guaranteed Notes (Callable 06/01/27 @ 103.25)<sup>(1)</sup> | (BB, Ba2) | 06/01/32 | 6.500 | 3656511 |

---

**Credit Suisse Strategic Income Fund**

**Schedule of Investments (continued)**

July 31, 2025 (unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Par<br> (000)** | **Ratings<sup>†</sup> (S&P/Moody's)** | **Maturity** | **Rate%** | **Value** |
| **CORPORATE BONDS** (continued) | **CORPORATE BONDS** (continued) |  |  |  |
| **Telecom - Wireline Integrated & Services** (1.2%) | **Telecom - Wireline Integrated & Services** (1.2%) |  |  |  |
| $4171 Altice Financing SA, Rule 144A, Senior Secured Notes (Callable 08/30/25 @ 100.00)<sup>(1)</sup> | (CCC+, Caa2) | 01/15/28 | 5.000 | $3347228 |
| 300 Level 3 Financing, Inc., Rule 144A, Secured Notes (Callable 03/22/26 @ 102.13)<sup>(1)</sup> | (B-, B3) | 04/01/30 | 4.500 | 269250 |
| 5183 Level 3 Financing, Inc., Rule 144A, Secured Notes (Callable 08/10/25 @ 101.81)<sup>(1)</sup> | (B-, B3) | 10/15/30 | 3.875 | 4470338 |
| 2500 Virgin Media Secured Finance PLC, Rule 144A, Senior Secured Notes (Callable 08/30/25 @ 102.25)<sup>(1)</sup> | (B+, Ba3) | 08/15/30 | 4.500 | 2326836 |
| 2500 Vmed O2 U.K. Financing I PLC, Rule 144A, Senior Secured Notes (Callable 01/31/26 @ 102.13)<sup>(1)</sup> | (B+, Ba3) | 01/31/31 | 4.250 | 2279933 |
| 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 | 1074449 |
|  |  |  |  | 13768034 |
| **Theaters & Entertainment** (0.1%) | **Theaters & Entertainment** (0.1%) |  |  |  |
| 1500 Live Nation Entertainment, Inc., Rule 144A, Senior Secured Notes (Callable 08/30/25 @ 101.63)<sup>(1)</sup> | (BB, Ba1) | 05/15/27 | 6.500 | 1518291 |
| **Transport Infrastructure/Services** (0.2%) | **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 | 259513 |
| 1000 XPO, Inc., Rule 144A, Company Guaranteed Notes (Callable 02/01/27 @ 103.56)<sup>(1)</sup> | (B+, Ba3) | 02/01/32 | 7.125 | 1040113 |
| 830 XPO, Inc., Rule 144A, Senior Secured Notes (Callable 08/10/25 @ 103.13)<sup>(1)</sup> | (BBB-, Ba1) | 06/01/28 | 6.250 | 845125 |
|  |  |  |  | 2144751 |
| **TOTAL CORPORATE BONDS** (Cost $443,419,337) | **TOTAL CORPORATE BONDS** (Cost $443,419,337) |  |  | 446836883 |
| **BANK LOANS** (52.0%) | **BANK LOANS** (52.0%) |  |  |  |
| **Advertising** (0.6%) | **Advertising** (0.6%) |  |  |  |
| 2138 MH Sub I LLC, 1 mo. USD Term SOFR + 4.250%<sup>(10)</sup> | (B, B1) | 05/03/28 | 8.606 | 2044973 |
| 5499 MH Sub I LLC, 1 mo. USD Term SOFR + 4.250%<sup>(10)</sup> | (B, B1) | 12/31/31 | 8.606 | 4928593 |
|  |  |  |  | 6973566 |
| **Aerospace & Defense** (2.6%) | **Aerospace & Defense** (2.6%) |  |  |  |
| 145 Air Comm Corp. LLC<sup>(7),(11)</sup> | (B, NR) | 12/11/31 | 1.000 | 145399 |
| 2309 Air Comm Corp. LLC, 3 mo. USD Term SOFR + 2.750%<sup>(7),(10)</sup> | (NR, NR) | 12/11/31 | 7.064 | 2314377 |
| 3510 Amentum Government Services Holdings LLC, 1 mo. USD Term SOFR + 2.250%<sup>(10)</sup> | (BB-, Ba3) | 09/29/31 | 6.606 | 3516143 |
| 446 Atlas CC Acquisition Corp., 3 mo. USD Term SOFR + 4.250%<sup>(10)</sup> | (NR, NR) | 05/25/29 | 8.569 | 327745 |
| 3041 Bleriot U.S. Bidco, Inc., 3 mo. USD Term SOFR + 2.500%<sup>(10)</sup> | (B, B2) | 10/31/30 | 6.808 | 3049371 |
| 3173 Brown Group Holding LLC, 1 mo. USD Term SOFR + 2.500%, 3 mo. USD Term SOFR + 2.500%<sup>(10)</sup> | (B+, B2) | 07/01/31 | 6.808 - 6.856 | 3181938 |
| 4536 Brown Group Holding LLC, 1 mo. USD Term SOFR + 2.500%<sup>(10)</sup> | (B+, B2) | 07/01/31 | 6.856 | 4548112 |
| 877 CACI International, Inc., 1 mo. USD Term SOFR + 1.750%<sup>(10)</sup> | (BB+, Baa3) | 10/30/31 | 6.079 - 6.106 | 879690 |
| 1276 HDI Aerospace Intermediate Holding III Corp., 3 mo. USD Term SOFR + 4.500%<sup>(10)</sup> | (B, B2) | 02/11/32 | 8.829 | 1281855 |
| 2191 KKR Apple Bidco LLC, 1 mo. USD Term SOFR + 2.500%<sup>(10)</sup> | (B, B2) | 09/23/31 | 6.856 | 2199874 |
| 2150 Peraton Corp., 3 mo. USD Term SOFR + 7.750%<sup>(10)</sup> | (NR, NR) | 02/01/29 | 12.180 | 1384448 |
| 6176 Peraton Corp., 1 mo. USD Term SOFR + 3.750%<sup>(10)</sup> | (B-, Caa1) | 02/01/28 | 8.206 | 5513115 |
| 44 TransDigm, Inc., 3 mo. USD Term SOFR + 2.750%<sup>(10)</sup> | (BB-, Ba3) | 03/22/30 | 7.046 | 44337 |
|  |  |  |  | 28386404 |
| **Air Transportation** (0.2%) | **Air Transportation** (0.2%) |  |  |  |
| 2653 Stonepeak Nile Parent LLC, 3 mo. USD Term SOFR + 2.750%<sup>(10)</sup> | (BB, Ba1) | 04/09/32 | 7.079 | 2662328 |
| **Auto Parts & Equipment** (1.8%) | **Auto Parts & Equipment** (1.8%) |  |  |  |
| 3229 Autokiniton U.S. Holdings, Inc., 1 mo. USD Term SOFR + 4.000%<sup>(10)</sup> | (B, B2) | 04/06/28 | 8.471 | 3128309 |
| 6220 Clarios Global LP, 1 mo. USD Term SOFR + 2.500%<sup>(10)</sup> | (BB-, B1) | 05/06/30 | 6.856 | 6229067 |
| 900 First Brands Group LLC, 3 mo. USD Term SOFR + 5.000%<sup>(7),(10)</sup> | (NR, NR) | 03/30/27 | 9.580 | 875696 |
| 2042 First Brands Group LLC (2021 Term Loan), 3 mo. USD Term SOFR + 5.000%<sup>(10)</sup> | (B+, B1) | 03/30/27 | 9.570 | 2007574 |
| 2830 First Brands Group LLC (2022 Incremental Term Loan), 3 mo. USD Term SOFR + 5.000%<sup>(10)</sup> | (B+, B1) | 03/30/27 | 9.570 | 2777750 |
| 204 Jason Group, Inc., 1 mo. USD Term SOFR + 6.000%<sup>(7),(9),(10)</sup> | (NR, NR) | 11/28/26 | 10.471 | 181552 |

---

**Credit Suisse Strategic Income Fund**

**Schedule of Investments (continued)**

July 31, 2025 (unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Par<br> (000)** | **Ratings<sup>†</sup> <br> (S&P/Moody's)** | **Maturity** | **Rate%** | **Value** |
| **BANK LOANS** (continued) | **BANK LOANS** (continued) |  |  |  |
| **Auto Parts & Equipment** (continued) | **Auto Parts & Equipment** (continued) |  |  |  |
| 859 Les Schwab Tire Centers, 1 mo. USD Term SOFR + 2.500%, 3 mo. USD Term SOFR + 2.500%<sup>(10)</sup> | (B, B2) | 04/23/31 | 6.833 - 6.856 | $860163 |
| 4316 RVR Dealership Holdings LLC, 1 mo. USD Term SOFR + 3.750%<sup>(10)</sup> | (B, Caa1) | 02/08/28 | 8.206 | 4154544 |
|  |  |  |  | 20214655 |
| **Automakers** (0.3%) | **Automakers** (0.3%) |  |  |  |
| 1583 Fastlane Parent Co., Inc., 3 mo. USD Term SOFR + 8.750%<sup>(10)</sup> | (CCC, WR) | 02/04/27 | 13.307 | 1541072 |
| 2181 Fastlane Parent Co., Inc., 3 mo. USD Term SOFR + 4.500%<sup>(10)</sup> | (B-, Caa1) | 09/29/28 | 8.796 | 2074864 |
|  |  |  |  | 3615936 |
| **Banking** (0.5%) | **Banking** (0.5%) |  |  |  |
| 1138 Citco Funding LLC, 6 mo. USD Term SOFR + 2.750%<sup>(10)</sup> | (BB, Ba2) | 04/27/28 | 6.934 | 1145467 |
| 2646 HarbourVest Partners LLC, 3 mo. USD Term SOFR + 2.250%<sup>(7),(10)</sup> | (BB+, Ba2) | 04/18/30 | 6.546 | 2656054 |
| 1544 Orion U.S. Finco, Inc.<sup>(10),(12)</sup> | (NR, B2) | 05/20/32 | 0.000 | 1553446 |
|  |  |  |  | 5354967 |
| **Beverages** (0.5%) |  |  |  |  |
| 1236 Aramark Services, Inc., 1 mo. USD Term SOFR + 2.000%<sup>(10)</sup> | (BBB-, Ba1) | 06/22/30 | 6.356 | 1239860 |
| 1081 Aspire Bakeries Holdings LLC, 1 mo. USD Term SOFR + 3.500%<sup>(10)</sup> | (B, B2) | 12/23/30 | 7.853 | 1091749 |
| 3173 Newly Weds Foods, Inc., 1 mo. USD Term SOFR + 2.250%<sup>(10)</sup> | (B+, B1) | 03/15/32 | 6.590 | 3181090 |
|  |  |  |  | 5512699 |
| **Brokerage** (0.2%) |  |  |  |  |
| 2201 DRW Holdings LLC, 1 mo. USD Term SOFR + 3.500%<sup>(10)</sup> | (BB-, Ba3) | 06/26/31 | 7.856 | 2203481 |
| 267 Jefferies Finance LLC, 1 mo. USD Term SOFR + 3.000%<sup>(10)</sup> | (BB-, Ba2) | 10/21/31 | 7.353 | 267461 |
| 224 RE/MAX International, Inc., 1 mo. USD Term SOFR + 2.500%<sup>(10)</sup> | (BB-, B2) | 07/21/28 | 6.971 | 217498 |
|  |  |  |  | 2688440 |
| **Building & Construction** (0.8%) |  |  |  |  |
| 1298 MV Holding GmbH, 1 mo. USD Term SOFR + 2.250%<sup>(10)</sup> | (BB-, Ba3) | 03/17/32 | 6.606 | 1305767 |
| 2477 Quikrete Holdings, Inc., 1 mo. USD Term SOFR + 2.250%<sup>(10)</sup> | (BB, Ba3) | 02/10/32 | 6.606 | 2478059 |
| 1597 Service Logic Acquisition, Inc., 1 mo. USD Term SOFR + 3.000%, 3 mo. USD Term SOFR + 3.000%<sup>(10)</sup> | (B, B2) | 10/29/27 | 7.308 - 7.356 | 1602869 |
| 3547 Tecta America Corp., 1 mo. USD Term SOFR + 3.000%<sup>(10)</sup> | (B, B2) | 02/18/32 | 7.356 | 3561227 |
|  |  |  |  | 8947922 |
| **Building Materials** (1.0%) |  |  |  |  |
| 2200 ARAMSCO, Inc., 3 mo. USD Term SOFR + 4.750%<sup>(10)</sup> | (B-, Caa1) | 10/10/30 | 9.046 | 1688279 |
| 1402 Arcosa, Inc., 1 mo. USD Term SOFR + 2.000%<sup>(10)</sup> | (BBB-, Ba1) | 10/01/31 | 6.356 | 1410728 |
| 429 Core & Main LP, 6 mo. USD Term SOFR + 2.000%<sup>(10)</sup> | (BB-, Ba3) | 02/09/31 | 6.270 | 431123 |
| 1186 Cornerstone Building Brands, Inc., 1 mo. USD Term SOFR + 3.250%<sup>(10)</sup> | (B-, B3) | 04/12/28 | 7.692 | 1087609 |
| 174 Cornerstone Building Brands, Inc., 1 mo. USD Term SOFR + 5.625%<sup>(10)</sup> | (B-, B3) | 08/01/28 | 9.967 | 162850 |
| 1961 ECO Material Tech, Inc., 6 mo. USD Term SOFR + 3.250%<sup>(10)</sup> | (B, B2) | 02/12/32 | 7.467 | 1970447 |
| 2667 Foundation Building Materials Holding Co. LLC, 3 mo. USD Term SOFR + 3.250%<sup>(10)</sup> | (B, B3) | 01/31/28 | 7.820 | 2616853 |
| 1117 Foundation Building Materials Holding Co. LLC, 3 mo. USD Term SOFR + 5.250%<sup>(10)</sup> | (B, B3) | 01/29/31 | 9.546 | 1095622 |
| 446 Kodiak Building Partners, Inc., 3 mo. USD Term SOFR + 3.750%<sup>(10)</sup> | (B+, B3) | 12/04/31 | 8.041 | 432262 |
| 499 White Cap Buyer LLC, 1 mo. USD Term SOFR + 3.250%<sup>(10)</sup> | (B, B2) | 10/19/29 | 7.577 | 498650 |
|  |  |  |  | 11394423 |
| **Cable & Satellite TV** (0.3%) |  |  |  |  |
| 3367 Ziggo Financing Partnership, 1 mo. USD Term SOFR + 2.500%<sup>(10)</sup> | (B+, B1) | 04/30/28 | 6.956 | 3258464 |
| **Chemicals** (2.5%) |  |  |  |  |
| 1491 AAP Buyer, Inc., 1 mo. USD Term SOFR + 2.750%<sup>(7),(10)</sup> | (B+, B1) | 09/09/31 | 7.106 | 1501865 |
| 1550 Ascend Performance Materials Operations LLC, 1 mo. USD Term SOFR + 10.000%<sup>(9),(10)</sup> | (NR, NR) | 10/23/25 | 14.463 | 1337083 |
| 3236 Ascend Performance Materials Operations LLC<sup>(3),(4)</sup> | (NR, WR) | 08/27/26 | 0.000 | 188591 |
| 430 CPC Acquisition Corp., 3 mo. USD Term SOFR + 7.750%<sup>(9),(10)</sup> | (CC, Ca) | 12/29/28 | 12.052 | 216903 |
| 2949 CPC Acquisition Corp., 3 mo. USD Term SOFR + 3.750%<sup>(10)</sup> | (CCC, Caa2) | 12/29/27 | 8.307 | 2550918 |
| 1928 Fortis 333, Inc., 3 mo. USD Term SOFR + 3.500%<sup>(10)</sup> | (B, B2) | 03/29/32 | 7.796 | 1917029 |
| 1776 Hexion Holdings Corp., 1 mo. USD Term SOFR + 4.000%<sup>(10)</sup> | (B-, B2) | 03/15/29 | 8.340 | 1773426 |
| 762 INEOS Quattro Holdings U.K. Ltd., 1 mo. USD Term SOFR + 4.250%<sup>(7),(10)</sup> | (BB-, B1) | 10/07/31 | 8.606 | 693184 |

---

**Credit Suisse Strategic Income Fund**

**Schedule of Investments (continued)**

July 31, 2025 (unaudited)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Par<br> (000)** | **Par<br> (000)** | **Ratings<sup>†</sup> <br> (S&P/Moody's)** | **Maturity** | **Rate%** | **Value** |
| **BANK LOANS** (continued) | **BANK LOANS** (continued) |  |  |  |  |
| **Chemicals** (continued) | **Chemicals** (continued) |  |  |  |  |
| $| 1351 INEOS U.S. Finance LLC, 1 mo. USD Term SOFR + 3.250%<sup>(10)</sup> | (BB-, Ba3) | &nbsp;&nbsp;02/18/30 | 7.606 | $1259001 |
|  | 3481 INEOS U.S. Finance LLC, 1 mo. USD Term SOFR + 3.000%<sup>(10)</sup> | (BB-, Ba3) | &nbsp;&nbsp;02/07/31 | 7.356 | 3213048 |
|  | 306 Minerals Technologies, Inc., 1 mo. USD Term SOFR + 2.000%<sup>(10)</sup> | (BB+, Ba1) | &nbsp;&nbsp;11/26/31 | 6.356 | 307241 |
|  | 273 New Arclin U.S. Holding Corp., 1 mo. USD Term SOFR + 7.000%<sup>(7),(9),(10)</sup> | (CCC+, Caa1) | &nbsp;&nbsp;09/30/29 | 11.456 | 267878 |
|  | 1395 PMHC II, Inc., 3 mo. USD Term SOFR + 5.500%<sup>(10)</sup> | (B-, B3) | &nbsp;&nbsp;04/21/29 | 9.829 | 1233129 |
|  | 1782 PMHC II, Inc., 3 mo. USD Term SOFR + 4.250%<sup>(10)</sup> | (B-, B3) | &nbsp;&nbsp;04/23/29 | 8.729 | 1511580 |
|  | 1820 Polar U.S. Borrower LLC, 3 mo. USD Term SOFR + 5.500%<sup>(10)</sup> | (CCC, Caa1) | &nbsp;&nbsp;10/16/28 | 9.914 | 673352 |
|  | 3780 Polar U.S. Borrower LLC, 3 mo. USD Term SOFR + 5.500%, 0.750% PIK<sup>(8),(9),(10)</sup> | (CCC, Caa1) | &nbsp;&nbsp;10/16/28 | 10.664 | 1398680 |
|  | 1740 RelaDyne, Inc., 1 mo. USD Term SOFR + 3.500%<sup>(10)</sup> | (B, B3) | &nbsp;&nbsp;12/23/30 | 7.856 | 1746995 |
|  | 127 SK Neptune Husky Finance SARL<sup>(3),(4),(9)</sup> | (NR, WR) | &nbsp;&nbsp;04/30/26 | 0.000 | 23800 |
|  | 1306 SK Neptune Husky Group SARL<sup>(3),(4),(9)</sup> | (NR, WR) | &nbsp;&nbsp;01/03/29 | 0.000 | 42429 |
|  | 5659 Vantage Specialty Chemicals, Inc., 3 mo. USD Term SOFR + 4.750%<sup>(10)</sup> | (CCC+, B3) | &nbsp;&nbsp;10/26/26 | 9.069 | 5517160 |
|  |  |  |  |  | 27373292 |
| **Department Stores** (0.0%) | **Department Stores** (0.0%) |  |  |  |  |
|  | 156 Burlington Coat Factory Warehouse Corp., 1 mo. USD Term SOFR + 1.750%<sup>(10)</sup> | (BBB-, Ba1) | &nbsp;&nbsp;09/24/31 | 6.106 | 155463 |
| **Diversified Capital Goods** (0.6%) | **Diversified Capital Goods** (0.6%) |  |  |  |  |
|  | 298 DexKo Global, Inc., 1 mo. USD Term SOFR + 3.750%<sup>(10)</sup> | (B-, B2) | &nbsp;&nbsp;10/04/28 | 8.221 | 284567 |
|  | 1371 Kohler Energy Co. LLC, 3 mo. USD Term SOFR + 3.750%<sup>(10)</sup> | (B, B1) | &nbsp;&nbsp;05/01/31 | 8.046 | 1379571 |
|  | 4861 Topgolf Callaway Brands Corp., 1 mo. USD Term SOFR + 3.000%<sup>(10)</sup> | (B, B1) | &nbsp;&nbsp;03/18/30 | 7.356 | 4810416 |
|  |  |  |  |  | 6474554 |
| **Electronics** (1.6%) | **Electronics** (1.6%) |  |  |  |  |
|  | 1822 Coherent Corp., 1 mo. USD Term SOFR + 2.000%<sup>(10)</sup> | (BB-, Ba1) | &nbsp;&nbsp;07/02/29 | 6.356 | 1829299 |
|  | 4945 Escape Velocity Holdings, Inc., 3 mo. USD Term SOFR + 4.250%<sup>(10)</sup> | (B, B3) | &nbsp;&nbsp;10/08/28 | 8.807 | 4978549 |
|  | 1926 Idemia Group, 3 mo. USD Term SOFR + 4.250%<sup>(10)</sup> | (B, B2) | &nbsp;&nbsp;09/30/28 | 8.546 | 1943250 |
|  | 500 Infinite Bidco LLC, 3 mo. USD Term SOFR + 7.000%<sup>(10)</sup> | (CCC, Caa2) | &nbsp;&nbsp;03/02/29 | 11.570 | 441877 |
|  | 1502 Ingram Micro, Inc., 3 mo. USD Term SOFR + 2.250%<sup>(10)</sup> | (BB, Ba3) | &nbsp;&nbsp;09/22/31 | 6.560 | 1511204 |
|  | 6526 SolarWinds Holdings, Inc., 1 mo. USD Term SOFR + 4.000%<sup>(10)</sup> | (B, B2) | &nbsp;&nbsp;04/16/32 | 8.340 | 6460615 |
|  |  |  |  |  | 17164794 |
| **Energy - Exploration & Production** (0.6%) | **Energy - Exploration & Production** (0.6%) |  |  |  |  |
|  | 1144 AL GCX Fund VIII Holdings LLC, 1 mo. USD Term SOFR + 2.000%<sup>(10)</sup> | (BB, Ba3) | &nbsp;&nbsp;01/30/32 | 6.325 | 1147160 |
|  | 228 AL GCX Holdings LLC, 1 mo. USD Term SOFR + 2.000%<sup>(10)</sup> | (BB, Ba3) | &nbsp;&nbsp;05/17/29 | 6.325 | 229299 |
|  | 964 BIP PipeCo Holdings LLC, 3 mo. USD Term SOFR + 2.250%<sup>(10)</sup> | (B+, Ba3) | &nbsp;&nbsp;12/06/30 | 6.536 | 966010 |
|  | 3776 Colossus Acquireco LLC<sup>(10),(12)</sup> | (BB+, Ba1) | &nbsp;&nbsp;08/02/32 | 0.000 | 3760116 |
|  | 1033 EMG Utica LLC, 3 mo. USD Term SOFR + 4.000%<sup>(7),(10)</sup> | (B+, B3) | &nbsp;&nbsp;04/01/30 | 8.296 | 1036838 |
|  | 954 PES Holdings LLC, 3.000% PIK<sup>(4),(8),(9)</sup> | (NR, WR) | &nbsp;&nbsp;12/31/25 | 3.000 | 8351 |
|  |  |  |  |  | 7147774 |
| **Environmental** (0.6%) | **Environmental** (0.6%) |  |  |  |  |
|  | 3221 GFL Environmental, Inc., 3 mo. USD Term SOFR + 2.500%<sup>(10)</sup> | (B, B2) | &nbsp;&nbsp;03/03/32 | 6.824 | 3229486 |
|  | 1895 LRS Holdings LLC, 1 mo. USD Term SOFR + 4.250%<sup>(10)</sup> | (B-, Caa1) | &nbsp;&nbsp;08/31/28 | 8.721 | 1858383 |
|  | 320 Reworld Holding Corp. (Term Loan B), 1 mo. USD Term SOFR + 2.250%<sup>(10)</sup> | (BB, Ba2) | &nbsp;&nbsp;11/30/28 | 6.590 | 320559 |
|  | 25 Reworld Holding Corp. (Term Loan C), 1 mo. USD Term SOFR + 2.250%<sup>(10)</sup> | (BB, Ba2) | &nbsp;&nbsp;11/30/28 | 6.590 | 24751 |
|  | 768 The Action Environmental Group, Inc., 3 mo. USD Term SOFR + 3.750%<sup>(7),(10)</sup> | (B, B2) | &nbsp;&nbsp;10/24/30 | 8.046 | 771904 |
|  | 475 Vestis Corp., 3 mo. USD Term SOFR + 2.250%<sup>(10)</sup> | (BB-, B2) | &nbsp;&nbsp;02/22/31 | 6.580 | 455868 |
|  | 190 WIN Waste Innovations Holdings, Inc., 1 mo. USD Term SOFR + 2.750%<sup>(10)</sup> | (B-, B3) | &nbsp;&nbsp;03/24/28 | 7.221 | 190211 |
|  |  |  |  |  | 6851162 |
| **Food & Drug Retailers** (0.1%) | **Food & Drug Retailers** (0.1%) |  |  |  |  |
|  | 855 Sharp Services LLC, 3 mo. USD Term SOFR + 3.250%<sup>(10)</sup> | (B-, B3) | &nbsp;&nbsp;12/31/28 | 7.546 | 860902 |
| **Food - Wholesale** (0.9%) | **Food - Wholesale** (0.9%) |  |  |  |  |
|  | 5055 AI Aqua Merger Sub, Inc., 1 mo. USD Term SOFR + 3.000%<sup>(10)</sup> | (B, B3) | &nbsp;&nbsp;07/31/28 | 7.322 | 5058192 |
|  | 1309 Golden State Food LLC, 1 mo. USD Term SOFR + 4.250%<sup>(10)</sup> | (B, B2) | &nbsp;&nbsp;12/04/31 | 8.586 | 1317711 |
|  | 1966 Nomad Foods U.S. LLC, 6 mo. USD Term SOFR + 2.500%<sup>(10)</sup> | (BB-, B1) | &nbsp;&nbsp;11/12/29 | 6.535 | 1970669 |
|  | 1157 Sycamore Buyer LLC, 1 mo. USD Term SOFR + 2.250%<sup>(10)</sup> | (BB+, Ba3) | &nbsp;&nbsp;05/21/32 | 6.602 | 1161735 |

---

**Credit Suisse Strategic Income Fund**

**Schedule of Investments (continued)**

July 31, 2025 (unaudited)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Par<br> (000)** | **Par<br> (000)** | **Ratings<sup>†</sup> <br> (S&P/Moody's)** | **Maturity** | **Rate%** | **Value** |
| **BANK LOANS** (continued) | **BANK LOANS** (continued) |  |  |  |  |
| **Food – Wholesale** (continued) | **Food – Wholesale** (continued) |  |  |  |  |
| $| 260 WOOF Holdings, Inc., 3 mo. USD Term SOFR + 3.750%<sup>(10)</sup> | (CCC-, NR) | 12/31/29 | 8.344 | $143566 |
|  |  |  |  |  | 9651873 |
| **Gaming** (0.4%) | **Gaming** (0.4%) |  |  |  |  |
|  | 4522 Caesars Entertainment, Inc., 1 mo. USD Term SOFR + 2.250%<sup>(10)</sup> | (BB-, Ba3) | 02/06/30 | 6.606 | 4525123 |
|  | 456 Fertitta Entertainment LLC, 1 mo. USD Term SOFR + 3.250%<sup>(10)</sup> | (B, B2) | 01/27/29 | 7.601 | 457038 |
|  |  |  |  |  | 4982161 |
| **Gas Distribution** (0.3%) | **Gas Distribution** (0.3%) |  |  |  |  |
|  | 1256 AL NGPL Holdings LLC, 3 mo. USD Term SOFR + 2.500%<sup>(10)</sup> | (B+, Ba3) | 12/09/30 | 6.779 | 1261376 |
|  | 1731 BCP Renaissance Parent LLC, 3 mo. USD Term SOFR + 3.000%<sup>(10)</sup> | (B+, B2) | 10/31/28 | 7.296 | 1737687 |
|  | 506 EPIC Crude Services LP, 3 mo. USD Term SOFR + 2.500%<sup>(10)</sup> | (BB-, Ba3) | 10/15/31 | 6.829 | 508887 |
|  |  |  |  |  | 3507950 |
| **Health Facilities** (0.5%) | **Health Facilities** (0.5%) |  |  |  |  |
|  | 1281 Bayou Intermediate II LLC, 3 mo. USD Term SOFR + 4.500%<sup>(10)</sup> | (B-, B2) | 08/02/28 | 9.070 | 1285022 |
|  | 622 Carestream Health, Inc., 3 mo. USD Term SOFR + 7.500%<sup>(9),(10)</sup> | (CCC+, Caa2) | 09/30/27 | 11.896 | 290873 |
|  | 1666 Insulet Corp., 1 mo. USD Term SOFR + 2.000%<sup>(10)</sup> | (BB+, Ba2) | 08/04/31 | 6.356 | 1676997 |
|  | 747 Sonrava Health Holdings LLC, 3 mo. USD Term SOFR + 6.500%<sup>(9),(10)</sup> | (B-, B3) | 05/18/28 | 11.080 | 731869 |
|  | 3034 Sonrava Health Holdings LLC, 3 mo. USD Term SOFR + 1.000%, 5.500% PIK<sup>(8),(9),(10)</sup> | (NR, Caa3) | 08/18/28 | 11.080 | 1098645 |
|  | 250 Zest Acquisition Corp., 3 mo. USD Term SOFR + 5.250%<sup>(10)</sup> | (B, B3) | 02/08/28 | 9.560 | 249929 |
|  |  |  |  |  | 5333335 |
| **Health Services** (2.6%) | **Health Services** (2.6%) |  |  |  |  |
|  | 3947 ADMI Corp., 1 mo. USD Term SOFR + 3.375%<sup>(10)</sup> | (B-, B3) | 12/23/27 | 7.846 | 3695142 |
|  | 246 ADMI Corp., 1 mo. USD Term SOFR + 5.750%<sup>(10)</sup> | (B-, B3) | 12/23/27 | 10.106 | 238357 |
|  | 6359 Athenahealth Group, Inc., 1 mo. USD Term SOFR + 2.750%<sup>(10)</sup> | (B-, B2) | 02/15/29 | 7.106 | 6361438 |
|  | 2053 Concentra Health Services, Inc., 1 mo. USD Term SOFR + 2.000%<sup>(10)</sup> | (BB, Ba2) | 07/26/31 | 6.356 | 2066560 |
|  | 1280 Elanco Animal Health, Inc., 1 mo. USD Term SOFR + 1.750%<sup>(10)</sup> | (BB, Ba2) | 08/01/27 | 6.179 | 1280103 |
|  | 228 EyeCare Partners LLC, 6 mo. USD Term SOFR + 1.000%, 3.610% PIK<sup>(8),(10)</sup> | (CCC+, Caa2) | 11/30/28 | 8.837 | 180871 |
|  | 548 Learning Care Group U.S. No. 2, Inc., 3 mo. USD Term SOFR + 4.000%<sup>(10)</sup> | (B, B2) | 08/11/28 | 8.296 - 8.322 | 549003 |
|  | 505 MedAssets Software Intermediate Holdings, Inc., 1 mo. USD Term SOFR + 4.000%<sup>(10)</sup> | (B, Caa1) | 12/15/28 | 8.349 | 494461 |
|  | 359 MedAssets Software Intermediate Holdings, Inc., 1 mo. USD Term SOFR + 4.000%<sup>(10)</sup> | (CCC, Ca) | 12/15/28 | 8.463 | 324310 |
|  | 138 MedAssets Software Intermediate Holdings, Inc., 1 mo. USD Term SOFR + 5.250%<sup>(10)</sup> | (B, Caa1) | 12/15/28 | 9.599 | 138249 |
|  | 1182 Pacific Dental Services LLC, 1 mo. USD Term SOFR + 2.750%<sup>(10)</sup> | (B, B2) | 03/15/31 | 7.101 | 1187933 |
|  | 520 PointClickCare Technologies, Inc., 3 mo. USD Term SOFR + 2.750%<sup>(10)</sup> | (B, B3) | 11/03/31 | 7.082 | 520735 |
|  | 3074 Radiology Partners, Inc., 3 mo. USD Term SOFR + 4.500%<sup>(10)</sup> | (B-, B2) | 06/30/32 | 8.796 | 3083958 |
|  | 562 Southern Veterinary Partners LLC, 3 mo. USD Term SOFR + 2.500%<sup>(10)</sup> | (B, B2) | 12/04/31 | 6.819 | 562903 |
|  | 1206 Therapy Brands Holdings LLC, 1 mo. USD Term SOFR + 4.000%<sup>(9),(10)</sup> | (CCC+, B3) | 05/18/28 | 8.471 | 940365 |
|  | 1473 TTF Holdings LLC, 6 mo. USD Term SOFR + 3.750%<sup>(10)</sup> | (B, B2) | 07/18/31 | 8.002 | 1463788 |
|  | 5841 U.S. Radiology Specialists, Inc., 3 mo. USD Term SOFR + 4.750%<sup>(10)</sup> | (B-, B3) | 12/15/27 | 9.046 | 5865801 |
|  |  |  |  |  | 28953977 |
| **Hotels** (0.4%) | **Hotels** (0.4%) |  |  |  |  |
|  | 1514 Alterra Mountain Co., 1 mo. USD Term SOFR + 2.500%<sup>(10)</sup> | (B+, B1) | 08/18/28 | 6.853 | 1522010 |
|  | 2680 Alterra Mountain Co., 1 mo. USD Term SOFR + 2.500%<sup>(10)</sup> | (NR, B1) | 05/31/30 | 6.853 | 2691551 |
|  | 250 Hilton Domestic Operating Co., Inc., 1 mo. USD Term SOFR + 1.750%<sup>(10)</sup> | (BBB-, Baa2) | 11/08/30 | 6.102 | 250850 |
|  |  |  |  |  | 4464411 |
| **Insurance Brokerage** (3.3%) | **Insurance Brokerage** (3.3%) |  |  |  |  |
|  | 1000 Alera Group, Inc., 1 mo. USD Term SOFR + 5.500%<sup>(10)</sup> | (CCC+, Caa2) | 05/30/33 | 9.856 | 1040452 |
|  | 4607 Alera Group, Inc., 1 mo. USD Term SOFR + 3.250%<sup>(10)</sup> | (B, B2) | 05/31/32 | 7.606 | 4632963 |
|  | 3270 AmWINS Group, Inc., 1 mo. USD Term SOFR + 2.250%<sup>(10)</sup> | (B+, B1) | 01/30/32 | 6.606 | 3276123 |
|  | 4957 Ardonagh Midco 3 PLC, 3 mo. USD Term SOFR + 2.750%, 6 mo. USD Term SOFR + 2.750%<sup>(10)</sup> | (B-, B3) | 02/15/31 | 6.950 - 7.046 | 4953687 |
|  | 4273 AssuredPartners, Inc., 1 mo. USD Term SOFR + 3.500%<sup>(10)</sup> | (B, B2) | 02/14/31 | 7.858 | 4286737 |

---

**Credit Suisse Strategic Income Fund**

**Schedule of Investments (continued)**

July 31, 2025 (unaudited)

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Par<br> (000)** | **Par<br> (000)** |  | **Ratings<sup>†</sup> <br> (S&P/Moody's)** | **Maturity** | **Rate%** | **Value** |
| **BANK LOANS** (continued) | **BANK LOANS** (continued) | **BANK LOANS** (continued) |  |  |  |  |
| **Insurance Brokerage** (continued) | **Insurance Brokerage** (continued) | **Insurance Brokerage** (continued) |  |  |  |  |
| $| 789 | Goosehead Insurance Holdings LLC, 1 mo. USD Term SOFR + 3.000%<sup>(7),(10)</sup> | (B+, B2) | 01/08/32 | 7.336 | $795807 |
|  | 2832 | Howden Group Holdings Ltd., 1 mo. USD Term SOFR + 3.000%<sup>(10)</sup> | (B, B2) | 02/15/31 | 7.356 | 2839802 |
|  | 5807 | HUB International Ltd., 3 mo. USD Term SOFR + 2.500%<sup>(10)</sup> | (B+, B1) | 06/20/30 | 6.826 | 5820317 |
|  | 3821 | OneDigital Borrower LLC, 1 mo. USD Term SOFR + 3.000%<sup>(10)</sup> | (B, B2) | 07/02/31 | 7.356 | 3830052 |
|  | 1000 | OneDigital Borrower LLC, 1 mo. USD Term SOFR + 5.250%<sup>(10)</sup> | (CCC+, Caa2) | 07/02/31 | 9.606 | 1007190 |
|  | 2377 | Summit Acquisition, Inc., 3 mo. USD Term SOFR + 3.500%<sup>(10)</sup> | (B-, B3) | 10/16/31 | 7.832 | 2387626 |
|  | 1633 | Trucordia Insurance Holdings LLC, 1 mo. USD Term SOFR + 3.250%<sup>(10)</sup> | (B, B2) | 06/17/32 | 7.606 | 1644486 |
|  |  |  |  |  |  | 36515242 |
| **Investments & Misc. Financial Services** (2.7%) | **Investments & Misc. Financial Services** (2.7%) | **Investments & Misc. Financial Services** (2.7%) |  |  |  |  |
|  | 857 | AllSpring Buyer LLC, 3 mo. USD Term SOFR + 3.000%<sup>(10)</sup> | (BB-, Ba3) | 11/01/30 | 7.296 | 860524 |
|  | 88 | Altisource Solutions SARL<sup>(6),(7),(9)</sup> | (NR, NR) | 04/30/30 | 0.000 | 0 |
|  | 194 | Altisource Solutions SARL, 3 mo. USD Term SOFR + 6.500%<sup>(10)</sup> | (CCC-, Caa2) | 04/30/30 | 10.896 | 199031 |
|  | 90 | Altisource Solutions SARL, 3 mo. USD Term SOFR + 6.500%<sup>(7),(9),(10)</sup> | (B, B3) | 02/19/29 | 10.896 | 90449 |
|  | 3135 | Ankura Consulting Group LLC, 3 mo. USD Term SOFR + 3.500%<sup>(10)</sup> | (B-, B3) | 12/29/31 | 7.802 | 3149967 |
|  | 6563 | AqGen Island Holdings, Inc., 1 mo. USD Term SOFR + 3.000%<sup>(10)</sup> | (B-, B3) | 08/02/28 | 7.356 | 6577681 |
|  | 23 | Chrysaor Bidco SARL<sup>(11)</sup> | (B, B2) | 10/30/31 | 3.000 | 22747 |
|  | 304 | Chrysaor Bidco SARL, 3 mo. USD Term SOFR + 3.000%<sup>(10)</sup> | (B, B2) | 10/30/31 | 7.329 | 306038 |
|  | 160 | Citadel Securities LP, 1 mo. USD Term SOFR + 2.000%<sup>(10)</sup> | (BBB-, Baa3) | 10/31/31 | 6.356 | 160772 |
|  | 3517 | CPI Holdco B LLC, 1 mo. USD Term SOFR + 2.000%<sup>(10)</sup> | (BB-, Ba3) | 05/19/31 | 6.356 | 3517453 |
|  | 195 | Focus Financial Partners LLC, 1 mo. USD Term SOFR + 2.750%<sup>(10)</sup> | (B, B2) | 09/15/31 | 7.106 | 194972 |
|  | 2914 | Galaxy U.S. Opco, Inc., 3 mo. USD Term SOFR + 2.000%, 3.750% PIK<sup>(8),(10)</sup> | (CCC+, Caa2) | 07/31/30 | 10.058 | 2693818 |
|  | 675 | Guggenheim Partners LLC, 3 mo. USD Term SOFR + 2.500%<sup>(10)</sup> | (NR, NR) | 11/26/31 | 6.796 | 677900 |
|  | 1693 | HighTower Holdings LLC, 3 mo. USD Term SOFR + 3.000%<sup>(10)</sup> | (B-, B2) | 02/03/32 | 7.260 | 1697243 |
|  | 4021 | Hudson River Trading LLC, 1 mo. USD Term SOFR + 3.000%<sup>(10)</sup> | (BB, Ba3) | 03/18/30 | 7.343 | 4036077 |
|  | 1408 | Kestra Advisor Services Holdings A, Inc., 1 mo. USD Term SOFR + 3.000%<sup>(10)</sup> | (B-, B3) | 03/22/31 | 7.356 | 1411246 |
|  | 39 | Secretariat Advisors LLC<sup>(11)</sup> | (B-, B3) | 02/28/32 | 4.000 | 39089 |
|  | 321 | Secretariat Advisors LLC, 3 mo. USD Term SOFR + 4.000%<sup>(10)</sup> | (B-, B3) | 02/28/32 | 8.296 | 323628 |
|  | 3320 | Sedgwick Claims Management Services, Inc., 1 mo. USD Term SOFR + 2.500%<sup>(10)</sup> | (B+, B2) | 07/31/31 | 6.856 | 3327353 |
|  | 1125 | VFH Parent LLC, 1 mo. USD Term SOFR + 2.500%<sup>(7),(10)</sup> | (B+, B1) | 06/21/31 | 6.856 | 1130612 |
|  |  |  |  |  |  | 30416600 |
| **Machinery** (1.0%) | **Machinery** (1.0%) | **Machinery** (1.0%) |  |  |  |  |
|  | 1050 | 19th Holdings Golf LLC, 1 mo. USD Term SOFR + 3.250%<sup>(10)</sup> | (B, B1) | 02/07/29 | 7.677 | 1042977 |
|  | 676 | C&D Technologies, Inc., 1 mo. USD Term SOFR + 5.750%<sup>(10)</sup> | (B-, B2) | 12/20/26 | 10.221 | 674880 |
|  | 634 | Chart Industries, Inc., 3 mo. USD Term SOFR + 2.500%<sup>(10)</sup> | (BB-, Ba2) | 03/15/30 | 6.792 | 637762 |
|  | 1402 | CPM Holdings, Inc., 1 mo. USD Term SOFR + 4.500%<sup>(10)</sup> | (B-, B3) | 09/28/28 | 8.829 | 1381253 |
|  | 551 | Cube Industrials Buyer, Inc., 3 mo. USD Term SOFR + 3.250%<sup>(10)</sup> | (B, B3) | 10/17/31 | 7.582 | 553924 |
|  | 682 | Generac Power Systems, Inc., 1 mo. USD Term SOFR + 1.750%<sup>(10)</sup> | (BB+, Ba1) | 07/03/31 | 6.079 | 685391 |
|  | 1476 | LSF12 Badger Bidco LLC, 1 mo. USD Term SOFR + 6.000%<sup>(7),(10)</sup> | (B-, B3) | 08/30/30 | 10.356 | 1454122 |
|  | 411 | LTI Holdings, Inc., 1 mo. USD Term SOFR + 4.250%<sup>(10)</sup> | (B-, B3) | 07/29/29 | 8.606 | 411710 |
|  | 1906 | Madison IAQ LLC, 6 mo. USD Term SOFR + 3.250%<sup>(10)</sup> | (B, B1) | 05/06/32 | 7.452 | 1916639 |
|  | 668 | Madison Safety & Flow LLC, 1 mo. USD Term SOFR + 2.750%<sup>(10)</sup> | (B, B2) | 09/26/31 | 7.108 | 672055 |
|  | 285 | Mirion Technologies, Inc., 3 mo. USD Term SOFR + 2.250%<sup>(10)</sup> | (BB-, Ba3) | 06/04/32 | 6.546 | 286515 |
|  | 1158 | Pro Mach Group, Inc., 1 mo. USD Term SOFR + 2.750%<sup>(10)</sup> | (B, B2) | 08/31/28 | 7.106 | 1162516 |
|  |  |  |  |  |  | 10879744 |
| **Media - Diversified** (1.0%) | **Media - Diversified** (1.0%) | **Media - Diversified** (1.0%) |  |  |  |  |
|  | 5325 | Cast & Crew Payroll LLC, 1 mo. USD Term SOFR + 3.750%<sup>(10)</sup> | (B-, B3) | 12/29/28 | 8.106 | 5078042 |
|  | 1571 | Delta 2 LUX SARL, 3 mo. USD Term SOFR + 2.000%<sup>(10)</sup> | (BB+, NR) | 09/30/31 | 6.296 | 1573726 |
|  | 786 | Delta 2 LUX SARL, 3 mo. USD Term SOFR + 2.000%<sup>(10)</sup> | (BB+, NR) | 09/30/31 | 6.291 | 786863 |
|  | 531 | Oceankey U.S. II Corp., 1 mo. USD Term SOFR + 3.500%<sup>(10)</sup> | (B-, B2) | 12/15/28 | 7.956 | 531889 |
|  | 56 | Outfront Media Capital LLC<sup>(10),(12)</sup> | (BB, Ba1) | 11/18/26 | 0.000 | 55578 |
|  | 396 | Technicolor Creative Studios, 0.500% PIK<sup>(4),(5),(6),(7),(8)</sup> | (NR, NR) | 08/06/33 | 0.500 | 0 |
|  | 3104 | Twitter, Inc. | (NR, NR) | 10/26/29 | 9.500 | 3015826 |
|  |  |  |  |  |  | 11041924 |
| **Medical Products** (0.4%) | **Medical Products** (0.4%) | **Medical Products** (0.4%) |  |  |  |  |
|  | 2145 | Covetrus, Inc., 3 mo. USD Term SOFR + 5.000%<sup>(10)</sup> | (B-, B2) | 10/13/29 | 9.296 | 1962335 |
|  | 1980 | Medline Borrower LP, 1 mo. USD Term SOFR + 2.250%<sup>(10)</sup> | (BB-, Ba3) | 10/23/28 | 6.606 | 1984015 |
|  |  |  |  |  |  | 3946350 |

---

**Credit Suisse Strategic Income Fund**

**Schedule of Investments (continued)**

July 31, 2025 (unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Par<br> (000)** | **Ratings<sup>†</sup> (S&P/Moody's)** | **Maturity** | **Rate%** | **Value** |
| **BANK LOANS** (continued) |  |  |  |  |
| **Oil Field Equipment & Services** (0.2%) |  |  |  |  |
| $272 MRC Global U.S., Inc., 3 mo. USD Term SOFR + 3.500%<sup>(7),(10)</sup> | (B, B2) | 10/29/31 | 7.796 | $273160 |
| 2232 Rockpoint Gas Storage Partners LP, 3 mo. USD Term SOFR + 3.000%<sup>(10)</sup> | (BB, B1) | 09/18/31 | 7.296 | 2242534 |
|  |  |  |  | 2515694 |
| **Packaging** (1.1%) |  |  |  |  |
| 2233 Berlin Packaging LLC, 1 mo. USD Term SOFR + 3.500%, 3 mo. USD Term SOFR + 3.500%<sup>(10)</sup> | (B-, B2) | 06/07/31 | 7.791 - 7.856 | 2241025 |
| 28 Clydesdale Acquisition Holdings, Inc. (2025 Delayed Draw Term Loan), 1 mo. USD Term SOFR + 3.250%, 3 mo. USD Term SOFR + 1.625%<sup>(10),(11)</sup> | (B+, B2) | 04/01/32 | 7.606 | 27846 |
| 1592 Clydesdale Acquisition Holdings, Inc. (2025 Term Loan B), 1 mo. USD Term SOFR + 3.250%<sup>(10)</sup> | (B+, B2) | 04/01/32 | 7.606 | 1592803 |
| 812 Mauser Packaging Solutions Holding Co., 1 mo. USD Term SOFR + 3.000%<sup>(10)</sup> | (B, B2) | 04/15/27 | 7.322 | 813709 |
| 5105 Proampac PG Borrower LLC, 3 mo. USD Term SOFR + 4.000%<sup>(10)</sup> | (B-, B3) | 09/15/28 | 8.318 - 8.324 | 5127233 |
| 1613 Technimark Holdings LLC, 1 mo. USD Term SOFR + 3.250%<sup>(10)</sup> | (B-, B3) | 04/14/31 | 7.601 | 1618188 |
| 448 TricorBraun Holdings, Inc., 1 mo. USD Term SOFR + 3.250%<sup>(10)</sup> | (B-, B3) | 03/03/28 | 7.721 | 448961 |
|  |  |  |  | 11869765 |
| **Personal & Household Products** (1.2%) |  |  |  |  |
| 9144 ABG Intermediate Holdings 2 LLC, 1 mo. USD Term SOFR + 2.250%<sup>(10)</sup> | (B+, B1) | 12/21/28 | 6.606 | 9137933 |
| 1169 Serta Simmons Bedding LLC, 3 mo. USD Term SOFR + 7.500%<sup>(10)</sup> | (NR, NR) | 06/29/28 | 11.910 | 1093257 |
| 13 Serta Simmons Bedding LLC, 3 mo. USD Term SOFR + 7.500%<sup>(6),(7),(10)</sup> | (NR, NR) | 06/29/28 | 11.940 | 13147 |
| 1557 Somnigroup International, Inc., 1 mo. USD Term SOFR + 2.250%<sup>(10)</sup> | (BBB-, Ba1) | 10/24/31 | 6.550 | 1562652 |
| 1454 Weber-Stephen Products LLC, 1 mo. USD Term SOFR + 3.250%<sup>(10)</sup> | (CCC+, B3) | 10/30/27 | 7.721 | 1454804 |
|  |  |  |  | 13261793 |
| **Pharmaceuticals** (0.2%) |  |  |  |  |
| 1157 Bausch & Lomb Corp., 1 mo. USD Term SOFR + 4.250%<sup>(10)</sup> | (B, B1) | 01/15/31 | 8.606 | 1163738 |
| 581 Dechra Pharmaceuticals Holdings Ltd., 6 mo. USD Term SOFR + 3.250%<sup>(10)</sup> | (B-, B2) | 01/27/32 | 7.447 | 583774 |
|  |  |  |  | 1747512 |
| **Rail** (0.1%) |  |  |  |  |
| 1044 Genesee & Wyoming, Inc., 3 mo. USD Term SOFR + 1.750%<sup>(10)</sup> | (BB, Ba3) | 04/10/31 | 6.046 | 1042801 |
| **Real Estate Development & Management** (0.5%) |  |  |  |  |
| 5183 BIFM U.S. Finance LLC, 1 mo. USD Term SOFR + 3.750%<sup>(10)</sup> | (B, B3) | 05/31/28 | 8.106 | 5212313 |
| **Real Estate Investment Trusts** (0.2%) |  |  |  |  |
| 1991 Starwood Property Trust, Inc., 1 mo. USD Term SOFR + 1.750%<sup>(10)</sup> | (BB, Ba2) | 11/18/27 | 6.106 | 1993542 |
| **Recreation & Travel** (1.6%) |  |  |  |  |
| 1755 Arcis Golf LLC, 1 mo. USD Term SOFR + 2.750%<sup>(10)</sup> | (B+, B2) | 11/24/28 | 7.106 | 1760989 |
| 1259 EOC Borrower LLC<sup>(10),(12)</sup> | (B+, B2) | 03/24/28 | 0.000 | 1263379 |
| 5882 EOC Borrower LLC, 1 mo. USD Term SOFR + 3.000%<sup>(10)</sup> | (B+, B2) | 03/24/32 | 7.356 | 5903076 |
| 3367 Motion Finco SARL, 3 mo. USD Term SOFR + 3.500%<sup>(10)</sup> | (B, B2) | 11/12/29 | 7.796 | 3104220 |
| 1340 OVG Business Services LLC, 1 mo. USD Term SOFR + 3.000%<sup>(10)</sup> | (B-, B2) | 06/25/31 | 7.356 | 1339063 |
| 3360 SeaWorld Parks & Entertainment, Inc., 1 mo. USD Term SOFR + 2.000%<sup>(10)</sup> | (BB+, Ba2) | 12/04/31 | 6.356 | 3363047 |
| 1266 Six Flags Entertainment Corp., 1 mo. USD Term SOFR + 2.000%<sup>(10)</sup> | (BBB-, Ba1) | 05/01/31 | 6.356 | 1267381 |
|  |  |  |  | 18001155 |
| **Restaurants** (1.3%) |  |  |  |  |
| 2534 Flynn Restaurant Group LP<sup>(10),(12)</sup> | (B, B2) | 01/28/32 | 0.000 | 2538264 |
| 5985 IRB Holding Corp., 1 mo. USD Term SOFR + 2.500%<sup>(10)</sup> | (B+, B2) | 12/15/27 | 6.856 | 5989928 |
| 2014 K-Mac Holdings Corp., 1 mo. USD Term SOFR + 3.250%<sup>(10)</sup> | (B-, B3) | 07/21/28 | 7.606 | 2022415 |
| 3524 Whatabrands LLC, 1 mo. USD Term SOFR + 2.500%<sup>(10)</sup> | (B, B2) | 08/03/28 | 6.856 | 3528494 |
|  |  |  |  | 14079101 |
| **Software - Services** (10.5%) |  |  |  |  |
| 266 Amspec Parent LLC, 3 mo. USD Term SOFR + 3.500%<sup>(10),(11)</sup> | (B, B2) | 12/22/31 | 7.818 | 268109 |
| 1730 Amspec Parent LLC, 3 mo. USD Term SOFR + 3.500%<sup>(10)</sup> | (B, B2) | 12/22/31 | 7.796 | 1742707 |
| 7850 Applied Systems, Inc., 3 mo. USD Term SOFR + 2.500%<sup>(10)</sup> | (B-, B2) | 02/24/31 | 6.796 | 7865383 |

---

**Credit Suisse Strategic Income Fund**

**Schedule of Investments (continued)**

July 31, 2025 (unaudited)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Par<br> (000)** | **Par<br> (000)** | **Ratings<sup>†</sup> <br> (S&P/Moody's)** | **Maturity** | **Rate%** | **Value** |
| **BANK LOANS** (continued)** | **BANK LOANS** (continued)** |  |  |  |  |
| **Software – Services** (continued)** | **Software – Services** (continued)** |  |  |  |  |
| $| 2034 AQ Carver Buyer, Inc., 6 mo. USD Term SOFR + 5.500%<sup>(10)</sup> | (B, B3) | 08/02/29 | 9.817 | $2036912 |
|  | 923 Astra Acquisition Corp.<sup>(3),(4),(9),(10)</sup> | (CCC+, Caa2) | 02/25/28 | 0.000 | 262193 |
|  | 1139 Astra Acquisition Corp.<sup>(3),(4),(9),(10)</sup> | (CC, C) | 10/25/28 | 0.000 | 13996 |
|  | 2614 Avalara, Inc., 3 mo. USD Term SOFR + 3.250%<sup>(10)</sup> | (B-, B2) | 03/26/32 | 7.546 | 2628742 |
|  | 2028 BCPE Pequod Buyer, Inc., 1 mo. USD Term SOFR + 3.000%<sup>(10)</sup> | (B, B3) | 11/25/31 | 7.356 | 2034588 |
|  | 2096 Camelot U.S. Acquisition LLC, 1 mo. USD Term SOFR + 2.750%<sup>(10)</sup> | (BB-, B1) | 01/31/31 | 7.106 | 2097431 |
|  | 4440 CE Intermediate I LLC, 3 mo. USD Term SOFR + 3.000%<sup>(10)</sup> | (B-, B3) | 03/25/32 | 7.450 | 4457565 |
|  | 281 Clearwater Analytics LLC, 6 mo. USD Term SOFR + 2.250%<sup>(10)</sup> | (BB-, B1) | 04/21/32 | 6.461 | 282034 |
|  | 5163 Cloud Software Group, Inc., 3 mo. USD Term SOFR + 3.500%<sup>(10)</sup> | (B, B2) | 03/29/29 | 7.796 | 5177657 |
|  | 428 Cloud Software Group, Inc., 3 mo. USD Term SOFR + 3.750%<sup>(10)</sup> | (B, B2) | 03/21/31 | 8.046 | 430105 |
|  | 1269 CommScope, Inc., 1 mo. USD Term SOFR + 5.250%<sup>(10)</sup> | (B-, B3) | 12/17/29 | 9.606 | 1293467 |
|  | 2408 Corel Corp., 3 mo. USD Term SOFR + 5.000%<sup>(9),(10)</sup> | (CCC+, B3) | 07/02/26 | 9.433 | 2288024 |
|  | 3832 Cornerstone OnDemand, Inc., 1 mo. USD Term SOFR + 3.750%<sup>(10)</sup> | (B-, B2) | 10/16/28 | 8.221 | 3630069 |
|  | 1797 Corpay Technologies Operating Co. LLC, 1 mo. USD Term SOFR + 1.750%<sup>(10)</sup> | (BB+, Ba1) | 04/28/28 | 6.106 | 1797785 |
|  | 1297 Darktrace PLC, 3 mo. USD Term SOFR + 3.250%<sup>(10)</sup> | (B-, B2) | 10/09/31 | 7.570 | 1300530 |
|  | 344 Darktrace PLC, 3 mo. USD Term SOFR + 5.250%<sup>(10)</sup> | (CCC, Caa2) | 10/09/32 | 9.570 | 345430 |
|  | 2966 Dayforce, Inc., 3 mo. USD Term SOFR + 2.000%<sup>(7),(10)</sup> | (BB-, Ba2) | 03/01/31 | 6.308 | 2981172 |
|  | 1250 DCert Buyer, Inc., 1 mo. USD Term SOFR + 7.000%<sup>(10)</sup> | (CCC, Caa2) | 02/19/29 | 11.356 | 1125000 |
|  | 361 E2open LLC, 1 mo. USD Term SOFR + 3.500%<sup>(10)</sup> | (B, B2) | 02/04/28 | 7.971 | 361598 |
|  | 6350 EagleView Technology Corp., 3 mo. USD Term SOFR + 5.500%<sup>(10)</sup> | (B-, B3) | 08/14/28 | 9.802 | 6244170 |
|  | 162 EP Purchaser LLC, 3 mo. USD Term SOFR + 4.500%<sup>(10)</sup> | (B+, B2) | 11/06/28 | 9.057 | 161444 |
|  | 1253 Evertec Group LLC, 1 mo. USD Term SOFR + 2.750%<sup>(10)</sup> | (BB-, Ba3) | 10/30/30 | 7.106 | 1263578 |
|  | 2326 First Advantage Holdings LLC, 1 mo. USD Term SOFR + 2.750%<sup>(10)</sup> | (B+, B1) | 10/31/31 | 7.108 | 2337133 |
|  | 907 Fleet Midco I Ltd., 6 mo. USD Term SOFR + 2.500%<sup>(7),(10)</sup> | (B+, B2) | 02/21/31 | 6.805 | 910713 |
|  | 669 Javelin Buyer, Inc., 3 mo. USD Term SOFR + 5.250%<sup>(9),(10)</sup> | (CCC+, Caa2) | 12/06/32 | 9.583 | 666904 |
|  | 640 Johnstone Supply LLC, 1 mo. USD Term SOFR + 2.500%<sup>(10)</sup> | (B, B2) | 06/09/31 | 6.851 | 641023 |
|  | 1021 Marcel LUX IV SARL, 1 mo. USD Term SOFR + 3.000%<sup>(7),(10)</sup> | (B+, B2) | 11/12/30 | 7.310 | 1030419 |
|  | 4513 Mitnick Corporate Purchaser, Inc., 3 mo. USD Term SOFR + 4.500%<sup>(10)</sup> | (B-, B3) | 05/02/29 | 8.908 | 3182507 |
|  | 8707 OID-OL Intermediate I LLC, 3 mo. USD Term SOFR + 4.250%<sup>(10)</sup> | (CCC+, Caa1) | 02/01/29 | 8.708 | 7315199 |
|  | 2321 OID-OL Intermediate I LLC, 3 mo. USD Term SOFR + 6.000%<sup>(10)</sup> | (B, B1) | 02/01/29 | 10.308 | 2400605 |
|  | 697 Polaris Newco LLC, 1 mo. GBP SONIA + 5.000%<sup>(10),(13)</sup> | (CCC+, B3) | 06/02/28 | 9.217 | 872570 |
|  | 5853 Polaris Newco LLC, 3 mo. USD Term SOFR + 3.750%<sup>(10)</sup> | (CCC+, B3) | 06/02/28 | 8.320 | 5752755 |
|  | 2293 Project Alpha Intermediate Holding, Inc., 3 mo. USD Term SOFR + 5.000%<sup>(10)</sup> | (B-, Caa1) | 05/09/33 | 9.296 | 2296991 |
|  | 1455 Project Ruby Ultimate Parent Corp., 1 mo. USD Term SOFR + 2.750%<sup>(10)</sup> | (B, B2) | 03/10/28 | 7.215 | 1458826 |
|  | 4319 Proofpoint, Inc., 1 mo. USD Term SOFR + 3.000%<sup>(10)</sup> | (B-, B2) | 08/31/28 | 7.356 | 4330765 |
|  | 7217 RealPage, Inc., 3 mo. USD Term SOFR + 3.000%<sup>(10)</sup> | (B-, B3) | 04/24/28 | 7.557 | 7216667 |
|  | 2809 Redstone Holdco 2 LP, 3 mo. USD Term SOFR + 4.750%<sup>(7),(10)</sup> | (CCC-, Caa2) | 04/27/28 | 9.320 | 1516645 |
|  | 2387 Rithum Holdings, Inc., 1 mo. USD Term SOFR + 4.750%<sup>(10)</sup> | (B-, B3) | 07/02/31 | 9.106 | 2385973 |
|  | 2594 Shift4 Payments LLC, 3 mo. USD Term SOFR + 2.750%<sup>(10)</sup> | (BB+, Ba1) | 06/30/32 | 7.079 | 2614392 |
|  | 472 SkillSoft Corp.<sup>(10),(12)</sup> | (B-, B2) | 07/14/28 | 0.000 | 442227 |
|  | 447 Thermostat Purchaser III, Inc., 3 mo. USD Term SOFR + 4.250%<sup>(10)</sup> | (B-, B2) | 08/31/28 | 8.546 | 449512 |
|  | 1445 Thevelia U.S. LLC, 3 mo. USD Term SOFR + 3.000%<sup>(10)</sup> | (B+, B2) | 06/18/29 | 7.296 | 1450349 |
|  | 2938 UKG, Inc., 3 mo. USD Term SOFR + 2.500%<sup>(10)</sup> | (B-, B2) | 02/10/31 | 6.810 | 2941187 |
|  | 2724 VS Buyer LLC, 3 mo. USD Term SOFR + 2.250%<sup>(10)</sup> | (B+, B2) | 04/12/31 | 6.560 | 2732370 |
|  | 2329 WEX, Inc., 1 mo. USD Term SOFR + 1.750%<sup>(10)</sup> | (BB-, Ba2) | 03/31/28 | 6.106 | 2329361 |
|  | 929 World Wide Technology Holding Co. LLC, 1 mo. USD Term SOFR + 2.000%<sup>(7),(10)</sup> | (BB, Ba3) | 03/01/30 | 6.349 | 929254 |
|  | 2396 ZoomInfo LLC, 1 mo. USD Term SOFR + 1.750%<sup>(10)</sup> | (BB+, Ba1) | 02/28/30 | 6.106 | 2391458 |
|  | 3139 Zuora, Inc., 1 mo. USD Term SOFR + 3.500%<sup>(10)</sup> | (B, B3) | 02/14/32 | 7.856 | 3133066 |
|  |  |  |  |  | 115818560 |
| **Steel Producers/Products** (0.1%)** | **Steel Producers/Products** (0.1%)** |  |  |  |  |
|  | 737 Grinding Media, Inc., 3 mo. USD Term SOFR + 3.500%<sup>(7),(10)</sup> | (B-, B3) | 10/12/28 | 7.830 | 736779 |
| **Support - Services** (3.7%)** | **Support - Services** (3.7%)** |  |  |  |  |
|  | 524 Albion Financing 3 SARL, 1 mo. USD Term SOFR + 3.000%, 3 mo. USD Term SOFR + 3.000%<sup>(10)</sup> | (BB-, B1) | 05/21/31 | 7.316 | 527234 |
|  | 4194 Allied Universal Holdco LLC, 1 mo. USD Term SOFR + 3.750%<sup>(10)</sup> | (B, B3) | 05/12/28 | 8.206 | 4207956 |
|  | 737 Belfor Holdings, Inc., 1 mo. USD Term SOFR + 3.000%<sup>(10)</sup> | (B-, B2) | 11/01/30 | 7.356 | 740398 |
|  | 2481 Belron Finance 2019 LLC, 3 mo. USD Term SOFR + 2.750%<sup>(10)</sup> | (BB-, Ba3) | 10/16/31 | 7.049 | 2495827 |
|  | 2816 CoreLogic, Inc., 1 mo. USD Term SOFR + 6.500%<sup>(10)</sup> | (CCC, Caa2) | 06/04/29 | 10.971 | 2770617 |
|  | 3034 CoreLogic, Inc., 1 mo. USD Term SOFR + 3.500%<sup>(10)</sup> | (B-, B2) | 06/02/28 | 7.971 | 3031053 |
|  | 4444 Form Technologies LLC, 3 mo. USD Term SOFR + 5.750%<sup>(10)</sup> | (B-, B3) | 07/19/30 | 10.076 | 4212204 |
|  | 2614 Fugue Finance LLC, 1 mo. USD Term SOFR + 2.750%<sup>(10)</sup> | (NR, NR) | 01/09/32 | 7.097 | 2627990 |
|  | 2750 Gloves Buyer, Inc., 1 mo. USD Term SOFR + 4.000%<sup>(10)</sup> | (B-, B3) | 01/17/32 | 8.356 | 2699437 |

---

**Credit Suisse Strategic Income Fund**

**Schedule of Investments (continued)**

July 31, 2025 (unaudited)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Par<br> (000)** | **Par<br> (000)** | **Ratings<sup>†</sup> <br> (S&P/Moody's)** | **Maturity** | **Rate%** | **Value** |
| **BANK LOANS** (continued)** | **BANK LOANS** (continued)** |  |  |  |  |
| **Support – Services** (continued)** | **Support – Services** (continued)** |  |  |  |  |
| $| 523 Herc Holdings, Inc., 1 mo. USD Term SOFR + 2.000%<sup>(10)</sup> | (BBB-, Baa3) | 06/02/32 | 6.322 | $526234 |
|  | 1273 KUEHG Corp., 3 mo. USD Term SOFR + 2.750%<sup>(10)</sup> | (B+, B1) | 06/12/30 | 7.041 | 1275434 |
|  | 277 LaserShip, Inc., 3 mo. USD Term SOFR + 4.000%<sup>(10)</sup> | (CCC-, Caa2) | 01/02/29 | 8.296 | 167556 |
|  | 656 LaserShip, Inc., 3 mo. USD Term SOFR + 6.250%<sup>(10)</sup> | (B, B2) | 01/02/29 | 10.546 | 653332 |
|  | 4369 LaserShip, Inc., 3 mo. USD Term SOFR + 1.500%<sup>(10)</sup> | (CCC, Caa2) | 08/10/29 | 5.796 | 2575648 |
|  | 541 LaserShip, Inc., 3 mo. USD Term SOFR + 1.500%<sup>(10)</sup> | (CCC-, Caa3) | 08/10/29 | 6.057 | 173935 |
|  | 2223 Nuvei Technologies Corp., 1 mo. USD Term SOFR + 2.750%<sup>(10)</sup> | (NR, NR) | 11/17/31 | 7.108 | 2227823 |
|  | 591 Paint Intermediate III LLC, 3 mo. USD Term SOFR + 3.000%<sup>(10)</sup> | (B, B2) | 10/09/31 | 7.299 | 591994 |
|  | 2937 PODS LLC, 1 mo. USD Term SOFR + 3.000%<sup>(10)</sup> | (B-, B3) | 03/31/28 | 7.471 | 2791940 |
|  | 460 Savage Enterprises LLC, 1 mo. USD Term SOFR + 2.750%<sup>(10)</sup> | (BB-, B1) | 09/15/28 | 7.077 | 461665 |
|  | 400 TruGreen LP, 3 mo. USD Term SOFR + 8.500%<sup>(9),(10)</sup> | (CCC, Caa3) | 11/02/28 | 13.070 | 334000 |
|  | 4995 Voyager Parent LLC, 3 mo. USD Term SOFR + 4.750%<sup>(10)</sup> | (B, B1) | 07/01/32 | 9.041 | 5005864 |
|  | 1337 Wrench Group LLC, 3 mo. USD Term SOFR + 4.000%<sup>(10)</sup> | (B-, B3) | 10/30/28 | 8.557 | 1336252 |
|  |  |  |  |  | 41434393 |
| **Tech Hardware & Equipment** (1.9%)** | **Tech Hardware & Equipment** (1.9%)** |  |  |  |  |
|  | 314 Allegro Microsystems, Inc.<sup>(10),(12)</sup> | (BB, Ba3) | 10/31/30 | 0.000 | 314763 |
|  | 3112 Atlas CC Acquisition Corp., 3 mo. USD Term SOFR + 4.250%<sup>(10)</sup> | (NR, NR) | 05/25/29 | 8.830 | 2300400 |
|  | 783 Everest SubBidCo (USD Term Loan B1), 3 mo. USD Term SOFR + 4.500%<sup>(7),(10)</sup> | (B-, B3) | 12/10/31 | 8.786 | 775172 |
|  | 390 Everest SubBidCo (USD Term Loan B2), 3 mo. USD Term SOFR + 4.500%<sup>(7),(10)</sup> | (B-, B3) | 12/10/31 | 8.786 | 386134 |
|  | 3531 Gryphon Debt Merger Sub, Inc.<sup>(10),(12)</sup> | (B+, B1) | 06/18/32 | 0.000 | 3542602 |
|  | 5090 Sandisk Corp., 3 mo. USD Term SOFR + 3.000%<sup>(7),(10)</sup> | (BB, Ba3) | 02/20/32 | 7.322 | 5083355 |
|  | 1037 Ultra Clean Holdings, Inc., 1 mo. USD Term SOFR + 3.250%<sup>(10)</sup> | (B+, B1) | 02/25/28 | 7.606 | 1041965 |
|  | 4665 Vertiv Group Corp., 1 mo. USD Term SOFR + 1.750%<sup>(10)</sup> | (BB+, Ba2) | 03/02/27 | 6.072 | 4667506 |
|  | 2992 Viavi Solutions, Inc.<sup>(10),(12)</sup> | (BB, Ba1) | 07/30/32 | 0.000 | 3007282 |
|  |  |  |  |  | 21119179 |
| **Telecom - Wireline Integrated & Services** (0.6%)** | **Telecom - Wireline Integrated & Services** (0.6%)** |  |  |  |  |
|  | 1153 Altice Financing SA, 3 mo. USD Term SOFR + 5.000%<sup>(10)</sup> | (CCC+, Caa2) | 10/31/27 | 9.318 | 1006725 |
|  | 976 Altice France SA<sup>(3),(4)</sup> | (D, Caa2) | 08/15/28 | 0.000 | 910109 |
|  | 875 Altice France SA<sup>(3),(4)</sup> | (D, Caa2) | 01/31/26 | 0.000 | 797445 |
|  | 2016 Patagonia Holdco LLC, 3 mo. USD Term SOFR + 5.750%<sup>(10)</sup> | (NR, B1) | 08/01/29 | 10.048 | 1685259 |
|  | 1000 Virgin Media Bristol LLC, 1 mo. USD Term SOFR + 3.250%<sup>(10)</sup> | (B+, Ba3) | 01/31/29 | 7.706 | 995400 |
|  | 849 Virgin Media Bristol LLC, 1 mo. USD Term SOFR + 2.500%<sup>(10)</sup> | (B+, Ba3) | 01/31/28 | 6.956 | 840125 |
|  |  |  |  |  | 6235063 |
| **Theaters & Entertainment** (0.5%)** | **Theaters & Entertainment** (0.5%)** |  |  |  |  |
|  | 2391 Herschend Entertainment Co. LLC, 1 mo. USD Term SOFR + 3.250%<sup>(10)</sup> | (B+, Ba3) | 05/27/32 | 7.603 | 2414593 |
|  | 3131 UFC Holdings LLC, 3 mo. USD Term SOFR + 2.250%<sup>(10)</sup> | (BB, Ba3) | 11/21/31 | 6.572 | 3143535 |
|  |  |  |  |  | 5558128 |
| **Transport Infrastructure/Services** (0.0%)** | **Transport Infrastructure/Services** (0.0%)** |  |  |  |  |
|  | 431 NA Rail HoldCo. LLC, 3 mo. USD Term SOFR + 3.000%<sup>(10)</sup> | (B, B2) | 03/08/32 | 7.310 | 433950 |
| **TOTAL BANK LOANS** (Cost $588,353,357)** | **TOTAL BANK LOANS** (Cost $588,353,357)** |  |  |  | 575791040 |
| **ASSET BACKED SECURITIES** (4.4%)** | **ASSET BACKED SECURITIES** (4.4%)** |  |  |  |  |
| **Collateralized Debt Obligations** (4.4%)** | **Collateralized Debt Obligations** (4.4%)** |  |  |  |  |
|  | 3385 Anchorage Credit Funding 11 Ltd., 2020-11A, Rule 144A <sup>(1),(9)</sup> | (NR, Baa1) | 04/25/38 | 7.050 | 3400258 |
|  | 1750 ARES LXIII CLO Ltd., 2022-63A, Rule 144A, 3 mo. USD Term SOFR + 3.000% <sup>(1),(6),(10)</sup> | (NR, NR) | 10/15/38 | 0.000 | 1756806 |
|  | 1000 Battalion CLO XIV Ltd., 2019-14A, Rule 144A, 3 mo. USD Term SOFR + 3.702% <sup>(1),(10)</sup> | (NR, Baa3) | 01/20/35 | 8.027 | 992170 |
|  | 2500 Battalion CLO XXIV Ltd., 2022-24A, Rule 144A, 3 mo. USD Term SOFR + 3.500% <sup>(1),(10)</sup> | (NR, NR) | 07/14/36 | 7.820 | 2510266 |
|  | 3000 Bbam U.S. CLO V Ltd., 2025-5A, Rule 144A, 3 mo. USD Term SOFR + 1.360% <sup>(1),(6),(10)</sup> | (NR, NR) | 07/25/38 | 0.000 | 3002577 |
|  | 3000 Cedar Funding IV CLO Ltd., 2014-4A, Rule 144A, 3 mo. USD Term SOFR + 1.340% <sup>(1),(10)</sup> | (AAA, NR) | 01/23/38 | 5.659 | 3010371 |
|  | 3000 Cedar Funding XII CLO Ltd., 2020-12A, Rule 144A, 3 mo. USD Term SOFR + 1.200% <sup>(1),(10)</sup> | (AAA, NR) | 01/25/38 | 5.518 | 3001226 |
|  | 2000 CIFC Funding 2018-IV Ltd., 2018-4A, Rule 144A, 3 mo. USD Term SOFR + 1.220% <sup>(1),(10)</sup> | (NR, Aaa) | 01/17/38 | 5.542 | 2003817 |

---

**Credit Suisse Strategic Income Fund**

**Schedule of Investments (continued)**

July 31, 2025 (unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Par<br> (000)** | **Ratings<sup>†</sup> <br> (S&P/Moody's)** | **Maturity** | **Rate%** | **Value** |
| **ASSET BACKED SECURITIES** (continued) |  |  |  |  |
| **Collateralized Debt Obligations** (continued) |  |  |  |  |
| $1250 CIFC Funding Ltd., 2013-2A, Rule 144A, 3 mo. USD Term SOFR + 6.782% <sup>(1),(10)</sup> | (B+, NR) | 10/18/30 | 11.111 | $1255293 |
| 750 CIFC Funding Ltd., 2014-1A, Rule 144A, 3 mo. USD Term SOFR + 6.112% <sup>(1),(10)</sup> | (B+, NR) | 01/18/31 | 10.441 | 751916 |
| 2150 Generate CLO 3 Ltd., Rule 144A, 3 mo. USD Term SOFR + 4.900% <sup>(1),(10)</sup> | (BBB-, NR) | 10/20/36 | 9.225 | 2168769 |
| 4100 Golub Capital Partners CLO 41B-R Ltd., 2019-41A, Rule 144A, 3 mo. USD Term SOFR + 1.330% <sup>(1),(6),(10)</sup> | (NR, NR) | 07/20/38 | 5.649 | 4103522 |
| 2570 Greywolf CLO IV Ltd., 2019-1A, Rule 144A, 3 mo. USD Term SOFR + 3.500% <sup>(1),(6),(10)</sup> | (NR, NR) | 04/17/34 | 0.000 | 2576425 |
| 1225 Greywolf CLO V Ltd., 2015-1A, Rule 144A, 3 mo. USD Term SOFR + 6.112% <sup>(1),(10)</sup> | (BB-, NR) | 01/27/31 | 10.430 | 1225474 |
| 500 Halcyon Loan Advisors Funding Ltd., 2015-2A, Rule 144A <sup>(1),(9),(10)</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),(10)</sup> | (B, NR) | 10/20/34 | 11.697 | 979073 |
| 500 KKR CLO 20 Ltd., Rule 144A, 3 mo. USD Term SOFR + 5.762% <sup>(1),(10)</sup> | (NR, Ba3) | 10/16/30 | 10.079 | 495949 |
| 2100 KKR CLO 37 Ltd., Rule 144A, 3 mo. USD Term SOFR + 1.170% <sup>(1),(10)</sup> | (NR, Aaa) | 04/20/38 | 5.495 | 2100858 |
| 1000 Marble Point CLO XXIII Ltd., 2021-4A, Rule 144A, 3 mo. USD Term SOFR + 6.012% <sup>(1),(10)</sup> | (NR, Ba1) | 01/22/35 | 10.344 | 1004607 |
| 2704 Neuberger Berman CLO XVI-S Ltd., 2017-16SA, Rule 144A <sup>(1),(9),(10)</sup> | (NR, NR) | 04/15/39 | 0.000 | 1587746 |
| 2500 Octagon Investment Partners 38 Ltd., 2018-1A, Rule 144A, 3 mo. USD Term SOFR + 4.650% <sup>(1),(10)</sup> | (NR, NR) | 10/20/37 | 8.975 | 2526035 |
| 2000 Silver Point CLO 11 Ltd., 2025-11A, Rule 144A, 3 mo. USD Term SOFR + 1.350% <sup>(1),(6),(10)</sup> | (NR, (P)Aaa) | 07/15/38 | 0.000 | 2001716 |
| 3000 Strata CLO II Ltd., 2021-1A, Rule 144A, 3 mo. USD Term SOFR + 4.410% <sup>(1),(10)</sup> | (BBB-, NR) | 10/20/33 | 8.735 | 2993972 |
| 2000 TPG CLO Ltd., 2025-1A, Rule 144A, 3 mo. USD Term SOFR + 1.370% <sup>(1),(6),(10)</sup> | (NR, NR) | 07/15/37 | 0.000 | 2001716 |
| 500 Venture XXVIII CLO Ltd., 2017-28A, Rule 144A, 3 mo. USD Term SOFR + 6.412% <sup>(1),(10)</sup> | (NR, Ba3) | 07/20/30 | 10.737 | 327453 |
| 1000 Vibrant CLO III Ltd., 2015-3A, Rule 144A, 3 mo. USD Term SOFR + 3.762% <sup>(1),(10)</sup> | (NR, Baa3) | 10/20/31 | 8.087 | 1005353 |
| 500 Voya CLO Ltd., 2014-4A, Rule 144A, 3 mo. USD Term SOFR + 3.612% <sup>(1),(10)</sup> | (BBB-, NR) | 07/14/31 | 7.932 | 502700 |
| **TOTAL ASSET BACKED SECURITIES** (Cost $49,510,108) |  |  |  | 49286143 |

---

---

| | | |
|:---|:---|:---|
| **Shares** |  |  |
| **COMMON STOCKS** (0.8%) | **COMMON STOCKS** (0.8%) |  |
| **Auto Parts & Equipment** (0.0%) | **Auto Parts & Equipment** (0.0%) |  |
| 23 | Jason, Inc.<sup>(3)</sup> | 129140 |
| **Building Materials** (0.1%) | **Building Materials** (0.1%) |  |
| 118480 | JELD-WEN Holding, Inc.<sup>(3)</sup> | 533160 |
| **Cable & Satellite TV** (0.0%) | **Cable & Satellite TV** (0.0%) |  |
| 54000 | Altice USA, Inc., Class A<sup>(3)</sup> | 140400 |
| **Chemicals** (0.0%) | **Chemicals** (0.0%) |  |
| 25202 | Proppants Holdings LLC<sup>(6),(7),(9)</sup> | 504 |
| 6341 | Utex Industries | 179659 |
|  |  | 180163 |
| **Energy - Exploration & Production** (0.0%) | **Energy - Exploration & Production** (0.0%) |  |
| 37190 | PES Energy, Class A<sup>(3),(6),(7),(9)</sup> | 372 |
| **Investments & Misc. Financial Services** (0.0%) | **Investments & Misc. Financial Services** (0.0%) |  |
| 351 | Altisource Portfolio Solutions SA<sup>(3)</sup> | 3903 |
| 12841 | Altisource Portfolio Solutions SA<sup>(3)</sup> | 142792 |
|  |  | 146695 |
| **Metals & Mining - Excluding Steel** (0.3%) | **Metals & Mining - Excluding Steel** (0.3%) |  |
| 1100000 | Taseko Mines Ltd.<sup>(2),(3)</sup> | 3381433 |
| **Personal & Household Products** (0.0%) | **Personal & Household Products** (0.0%) |  |
| 29405 | Dream Well, Inc.<sup>(3)</sup> | 232299 |

---

**Credit Suisse Strategic Income Fund**

**Schedule of Investments (continued)**

July 31, 2025 (unaudited)

---

| | | |
|:---|:---|:---|
| **Shares** |  | **Value** |
| **COMMON STOCKS** (continued) | **COMMON STOCKS** (continued) |  |
| **Personal & Household Products** (continued) | **Personal & Household Products** (continued) |  |
| 29405 | Serta Simmons Bedding Equipment Co.<sup>(3),(6),(7)</sup> | $0 |
|  |  | 232299 |
| **Pharmaceuticals** (0.0%) | **Pharmaceuticals** (0.0%) |  |
| 37299 | Akorn, Inc.<sup>(3)</sup> | 1119 |
| **Private Placement** (0.0%) | **Private Placement** (0.0%) |  |
| 127439226 | Technicolor Creative Studios SA<sup>(3),(6),(7),(14)</sup> | 0 |
| **Recreation & Travel** (0.4%) | **Recreation & Travel** (0.4%) |  |
| 191081 | Cineworld Group PLC<sup>(3)</sup> | 4257476 |
| **Specialty Retail** (0.0%) | **Specialty Retail** (0.0%) |  |
| 66 | Eagle Investments Holding Co. LLC, Class B<sup>(3),(6),(7)</sup> | 1 |
| **TOTAL COMMON STOCKS** (Cost $8,210,012) | **TOTAL COMMON STOCKS** (Cost $8,210,012) | 9002258 |
| **WARRANTS** (0.0%) | **WARRANTS** (0.0%) |  |
| **Chemicals** (0.0%) | **Chemicals** (0.0%) |  |
| 6300 | Project Investor Holdings LLC, expires 02/08/2026<sup>(3),(6),(7),(9)</sup> | 0 |
| **Investments & Misc. Financial Services** (0.0%) | **Investments & Misc. Financial Services** (0.0%) |  |
| 2821 | Altisource Solutions SARL<sup>(3)</sup> | 2567 |
| 2821 | Altisource Solutions SARL<sup>(3)</sup> | 2426 |
| 6000 | Movella Holdings, Inc., expires 12/31/2027<sup>(3),(6),(7)</sup> | 0 |
|  |  | 4993 |
| **Software - Services** (0.0%) | **Software - Services** (0.0%) |  |
| 26666 | Brand Engagement Network, Inc., expires 03/14/2029<sup>(3)</sup> | 827 |
| **TOTAL WARRANTS** (Cost $16,969) | **TOTAL WARRANTS** (Cost $16,969) | 5820 |
| **SHORT-TERM INVESTMENTS** (7.4%) | **SHORT-TERM INVESTMENTS** (7.4%) |  |
| 51416195 | State Street Institutional U.S. Government Money Market Fund - Premier Class, 4.24% | 51416195 |
| 30806610 | State Street Navigator Securities Lending Government Money Market Portfolio, 4.32%<sup>(15)</sup> | 30806610 |
| **TOTAL SHORT-TERM INVESTMENTS** (Cost $82,222,805) | **TOTAL SHORT-TERM INVESTMENTS** (Cost $82,222,805) | 82222805 |
| **TOTAL INVESTMENTS AT VALUE** (105.0%) (Cost $1,171,732,588) | **TOTAL INVESTMENTS AT VALUE** (105.0%) (Cost $1,171,732,588) | 1163144949 |
| **LIABILITIES IN EXCESS OF OTHER ASSETS** (-5.0%) | **LIABILITIES IN EXCESS OF OTHER ASSETS** (-5.0%) | (55848347) |
| **NET ASSETS** (100.0%) | **NET ASSETS** (100.0%) | $1107296602 |

---

---

| | |
|:---|:---|
| <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> | Security exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At July 31, 2025, these securities amounted to a value of $488,545,638 or 44.1% of net assets. |
| <sup>(2)</sup> | Security or portion thereof is out on loan. |
| <sup>(3)</sup> | Non-income producing security. |
| <sup>(4)</sup> | Bond is currently in default. |
| <sup>(5)</sup> | This security is denominated in Euro. |
| <sup>(6)</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>(7)</sup> | Security is valued using significant unobservable inputs. |
| <sup>(8)</sup> | PIK: Payment-in-kind security for which part of the income earned may be paid as additional principal. |
| <sup>(9)</sup> | Illiquid security. |
| <sup>(10)</sup> | Variable rate obligation - The interest rate shown is the rate in effect as of July 31, 2025. The rate may be subject to a cap and floor. |
| <sup>(11)</sup> | All or a portion is an unfunded loan commitment. |
| <sup>(12)</sup> | Position is unsettled. Contract rate was not determined at July 31, 2025 and does not take effect until settlement. |
| <sup>(13)</sup> | This security is denominated in British Pound. |
| <sup>(14)</sup> | Security is held through holdings of 100 shares of the CIG Special Purpose SPC - Credit Suisse Strategic Income Fund Segregated Portfolio, an affiliated entity. |
| <sup>(15)</sup> | Represents security purchased with cash collateral received for securities on loan. |

---

**Credit Suisse Strategic Income Fund**

**Schedule of Investments (continued)**

July 31, 2025 (unaudited)

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

1 mo. = 1 month

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<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 | 880000 | USD | 630185 | 10/07/25 | Barclays Bank PLC | $630185 | $638587 | $8402 |
| CAD | 1628000 | USD | 1172594 | 10/07/25 | Deutsche Bank AG | 1172594 | 1181386 | 8792 |
| CAD | 737000 | USD | 521985 | 10/07/25 | JPMorgan Chase | 521984 | 534816 | 12832 |
| CAD | 1210000 | USD | 874976 | 10/07/25 | Morgan Stanley | 874975 | 878056 | 3081 |
| EUR | 2939793 | USD | 3145380 | 10/07/25 | Deutsche Bank AG | 3145379 | 3379011 | 233632 |
| EUR | 32154 | USD | 35461 | 10/07/25 | JPMorgan Chase | 35461 | 36958 | 1497 |
| GBP | 22462 | USD | 28575 | 10/07/25 | JPMorgan Chase | 28575 | 29743 | 1168 |
| USD | 790714 | CAD | 1078000 | 10/07/25 | Barclays Bank PLC | (790714) | (782268) | 8446 |
| USD | 3428963 | CAD | 4642000 | 10/07/25 | Deutsche Bank AG | (3428963) | (3368544) | 60419 |
| USD | 547099 | CAD | 748000 | 10/07/25 | JPMorgan Chase | (547099) | (542799) | 4300 |
| USD | 41581 | EUR | 35740 | 10/07/25 | JPMorgan Chase | (41581) | (41080) | 501 |
| USD | 20246 | GBP | 14966 | 10/07/25 | Barclays Bank PLC | (20246) | (19817) | 429 |
| Total Unrealized Appreciation | Total Unrealized Appreciation | Total Unrealized Appreciation | Total Unrealized Appreciation |  |  |  |  | $343499 |

---

**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 | 1924388 | CAD | 2662000 | 10/07/25 | Morgan Stanley | $(1924388) | $(1931724) | $(7336) |
| USD | 2292948 | EUR | 2079544 | 10/07/25 | Deutsche Bank AG | (2292948) | (2390238) | (97290) |
| USD | 2678387 | EUR | 2392621 | 10/07/25 | Morgan Stanley | (2678387) | (2750089) | (71702) |
| USD | 38496 | GBP | 29858 | 10/07/25 | Deutsche Bank AG | (38496) | (39537) | (1041) |
| USD | 877014 | GBP | 675633 | 10/07/25 | Morgan Stanley | (877014) | (894654) | (17640) |
| Total Unrealized Depreciation | Total Unrealized Depreciation | Total Unrealized Depreciation | Total Unrealized Depreciation |  |  |  |  | $(195009) |
| Total Net Unrealized Appreciation/(Depreciation) | Total Net Unrealized Appreciation/(Depreciation) | Total Net Unrealized Appreciation/(Depreciation) | Total Net Unrealized Appreciation/(Depreciation) |  |  |  |  | $148490 |

---

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

CAD = Canadian Dollar

EUR = Euro

GBP = British Pound

USD = United States Dollar

SECURITY VALUATION — The Board of Trustees (the "Board") is responsible for the Fund's valuation process. The Board has delegated the supervision of the daily valuation process to 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 July 31, 2025 in valuing the Fund's assets and liabilities carried at fair value:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **<u>Assets</u>** |  |  |  |  |
| Investments in Securities |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Corporate Bonds | $— | $446752582 | $84301 | $446836883 |
| &nbsp;&nbsp;&nbsp;Bank Loans |  | 547239353 | 28551687 | 575791040 |
| &nbsp;&nbsp;&nbsp;Asset Backed Securities |  | 49286143 |  | 49286143 |
| &nbsp;&nbsp;&nbsp;Common Stocks | 4201688 | 4799693 | 877 | 9002258 |
| &nbsp;&nbsp;&nbsp;Warrants | 5820 |  | 0 | 5820 |
| &nbsp;&nbsp;&nbsp;Short-term Investments | 82222805 |  |  | 82222805 |
|  | $86430313 | $1048077771 | $28636865 | $1163144949 |
| Other Financial Instruments\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Forward Foreign Currency Contracts | $— | $343499 | $— | $343499 |
| **<u>Liabilities</u>** |  |  |  |  |
| Other Financial Instruments\* |  |  |  |  |
| &nbsp;&nbsp;&nbsp;Forward Foreign Currency Contracts | $— | $195009 | $— | $195009 |

---

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

The following is a reconciliation of investments as of July 31, 2025 for which significant unobservable inputs were used in determining fair value.

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Corporate <br> Bonds** | **Bank Loans** | **Common <br> Stocks** | **Warrants** | **Total** |
| Balance as of October 31, 2024 | $308424 | $35816310.00 | $877 | $3395 | $36129006 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Accrued discounts (premiums) |  | 88697 |  |  | 88697 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Purchases | (43726) | 26262253 |  |  | 26218527 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sales |  | (28860296) |  | (2248) | (28862544) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Realized gain (loss) |  | (22725) |  | (2159) | (24884) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Change in unrealized appreciation (depreciation) | (180397) | (613760) |  | 1012 | (793145) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Transfers into Level 3 |  | 4378054 |  |  | 4378054 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Transfers out of Level 3 | - | (8496846) | - | - | (8496846) |
| Balance as of July 31, 2025 | $84301 | $28551687 | $877 | $0 | $28636865 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Net change in unrealized appreciation (depreciation) from investments still held as of July 31, 2025 | $(180307) | $(634549) | $- | $- | $(814856) |

---

**Quantitative Disclosure About Significant Unobservable Inputs**

---

| | | | | |
|:---|:---|:---|:---|:---|
| <br>**Asset Class** | **Fair Value**<br>**At July 31, 2025** | **Valuation**<br>**Technique** | **Unobservable**<br>**Input** | **Price Range**<br>**(Weighted Average)\*** |
| Corporate Bonds | $84301 | Income Approach | Expected Remaining Distribution | $0.00 – $0.76 ($0.74) |
| Bank Loans | 0 | Income Approach | Expected Remaining Distribution | &nbsp;&nbsp;&nbsp;&nbsp;0.00 (N/A) |
|  | 28551687 | Vendor Pricing | Single Broker Quote | 0.54 – 1.01 (0.97) |
| Common Stocks | 877 | Income Approach | Expected Remaining Distribution | 0.00 – 0.02 (0.02) |
| 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 July 31, 2025, $4,378,054 was transferred from Level 2 to Level 3 due to a lack of a pricing source supported by observable inputs and $8,496,846 was transferred from Level 3 to Level 2 as a result of the availability of a pricing source supported by observable inputs. All transfers, if any, are assumed to occur at the end of the reporting period.

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** CREDIT SUISSE OPPORTUNITY FUNDS

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

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

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

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

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

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10010

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

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

- **a. Name of Series:** Credit Suisse 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:** 2025-10-31

- **b. Date as of which information is reported:** 2025-07-31

**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:** $1198685177.34

**Total Liabilities:** $93863884.59

**Net Assets:** $1104821292.75

**Delayed Delivery Securities:** $52297011.77

**Cash Not Reported:** $243435.55

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -102.45000000 | **1-Year:** -3603.11000000 | **5-Year:** -12869.54000000 | **10-Year:** -2174.66000000 | **30-Year:** 0.00000000

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

- **3-Month:** -3314.83000000 | **1-Year:** -82061.11000000 | **5-Year:** -223702.18000000 | **10-Year:** -44231.90000000 | **30-Year:** -488.27000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000118186 | 1.46%                | 1.19%                | 0.57%                |
| Class ID C000120097 | 1.29%                | 1.24%                | 0.40%                |
| Class ID C000120098 | 1.48%                | 1.21%                | 0.59%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $108758.06               | $8216725.85                                |
| Month 2  | $-1764527.84             | $9341473.55                                |
| Month 3  | $-71717.98               | $-1039822.37                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| C&D Technologies, Inc                              | C&D Technologies, Inc.                                                        | CUSIP: 12466CAH8<br>LEI: 549300GL1JMRWNCKLX11 | Long             | LON              | CORP              | US        |    676290 | PA      | $674879.44    | 0.06%             | 2026-12-20      | Floating      | 10.22%                | No            |                  2 | On Loan: No      |
| ONEDIGITAL BORROWER LLC                            | OneDigital Borrower LLC                                                       | CUSIP: 68252HAB0<br>LEI: 2549009GTKWWAO1E9X77 | Long             | LON              | CORP              | US        |   1000000 | PA      | $1007190.00   | 0.09%             | 2031-07-02      | Floating      | 9.61%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                               | Matador Resources Co.                                                         | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |   2178000 | PA      | $2178679.54   | 0.20%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COLOSSUS ACQUIRECO LLC                             | Colossus Acquireco LLC                                                        | CUSIP: 000000000<br>LEI: 2549009FT92RXWA46910 | Long             | LON              | CORP              | US        |   3775614 | PA      | $3760115.43   | 0.34%             | 2032-06-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HERENS HOLDCO SARL                                 | Herens Holdco SARL                                                            | CUSIP: 427169AA5<br>LEI: 2221002FZ55AMAUX4G64 | Long             | DBT              | CORP              | LU        |    500000 | PA      | $436412.25    | 0.04%             | 2028-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Aramsco Inc                                        | Aramsco, Inc.                                                                 | CUSIP: 03853CAG0<br>LEI: 549300YLYMLCCLQAZU59 | Long             | LON              | CORP              | US        |   2199712 | PA      | $1688278.81   | 0.15%             | 2030-10-10      | Floating      | 9.05%                 | No            |                  2 | On Loan: No      |
| Wrench Group LLC                                   | Wrench Group LLC                                                              | CUSIP: 98215PAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1337081 | PA      | $1336252.30   | 0.12%             | 2028-10-30      | Floating      | 8.56%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                               | Chart Industries, Inc.                                                        | CUSIP: 16115EAT4<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | LON              | CORP              | US        |    634194 | PA      | $637761.61    | 0.06%             | 2030-03-15      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| AssuredPartners Inc                                | AssuredPartners, Inc.                                                         | CUSIP: 04621HAW3<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | LON              | CORP              | US        |   4273191 | PA      | $4286736.91   | 0.39%             | 2031-02-14      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                           | Performance Food Group, Inc.                                                  | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1423549.40   | 0.13%             | 2032-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| HEXION HOLDINGS CORPORATION                        | Hexion Holdings Corp.                                                         | CUSIP: 00217XAE6<br>LEI: 549300LBB370MUHGLV84 | Long             | LON              | CORP              | US        |   1775868 | PA      | $1773425.96   | 0.16%             | 2029-03-15      | Floating      | 8.34%                 | No            |                  2 | On Loan: No      |
| Madison Safety & Flow LLC                          | Madison Safety & Flow LLC                                                     | CUSIP: 55822DAM3<br>LEI: 5493007D2J7BBIFYBY65 | Long             | LON              | CORP              | US        |    668296 | PA      | $672055.41    | 0.06%             | 2031-09-26      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| Amentum Government Services Holdings LLC           | Amentum Government Services Holdings LLC                                      | CUSIP: 02351XAB4<br>LEI: 2549009FJIBLW40CU216 | Long             | LON              | CORP              | US        |   3510000 | PA      | $3516142.50   | 0.32%             | 2031-09-29      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| BCP Renaissance Parent LLC                         | BCP Renaissance Parent LLC                                                    | CUSIP: 05549PAG6<br>LEI: 549300GVXMQFQZDSJR97 | Long             | LON              | CORP              | US        |   1731351 | PA      | $1737687.30   | 0.16%             | 2028-10-31      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| Taseko Mines Ltd                                   | Taseko Mines Ltd.                                                             | CUSIP: 876511106<br>LEI: 549300XKUO1JSLU7KX54 | Long             | EC               | CORP              | CA        |   1100000 | NS      | $3381432.86   | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| Project Alpha Intermediate Holding, Inc.           | Project Alpha Intermediate Holding, Inc.                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2292681 | PA      | $2296991.46   | 0.21%             | 2033-05-09      | Floating      | 9.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                           | Purchased CAD / Sold USD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CA        |         1 | NC      | $-347.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ARMOR HOLDCO INC                                   | Armor Holdco, Inc.                                                            | CUSIP: 04625PAA9<br>LEI: 254900X6HLK0YPTHHF09 | Long             | DBT              | CORP              | US        |   7837000 | PA      | $7540790.40   | 0.68%             | 2029-11-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                 | Advance Auto Parts, Inc.                                                      | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    893000 | PA      | $898174.81    | 0.08%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NASSAU COMPANIES OF NY                             | Nassau Cos., of New York                                                      | CUSIP: 63155AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    894000 | PA      | $904571.55    | 0.08%             | 2030-07-15      | Fixed         | 7.88%                 | No            |                  2 | 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      |
| ADIENT GLOBAL HOLDINGS                             | Adient Global Holdings Ltd.                                                   | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |   3462000 | PA      | $3533060.94   | 0.32%             | 2033-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| 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      |
| STANDARD INDUSTRI INC/NY                           | Standard Industries, Inc.                                                     | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   3780000 | PA      | $3585771.50   | 0.32%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Camelot US Acquisition LLC                         | Camelot U.S. Acquisition LLC                                                  | CUSIP: 000000000<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |   2095597 | PA      | $2097431.05   | 0.19%             | 2031-01-31      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                             | CACI International, Inc.                                                      | CUSIP: 12718FAL8<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | LON              | CORP              | US        |    876949 | PA      | $879689.62    | 0.08%             | 2031-10-30      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| PIKE CORP                                          | Pike Corp.                                                                    | CUSIP: 721283AA7<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |   4693000 | PA      | $4680070.32   | 0.42%             | 2028-09-01      | Fixed         | 5.50%                 | 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      | $369398.40    | 0.03%             | 2032-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| RAISING CANE'S RESTAURAN                           | Raising Cane's Restaurants LLC                                                | CUSIP: 75103AAA3<br>LEI: 254900V6ADXFWHYOED66 | Long             | DBT              | CORP              | US        |   2488000 | PA      | $2628081.19   | 0.24%             | 2029-05-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| LTI HOLDINGS INC                                   | LTI Holdings, Inc.                                                            | CUSIP: 50217UBF3<br>LEI: 5493003GUY3WBOTOAP97 | Long             | LON              | CORP              | US        |    410581 | PA      | $411710.40    | 0.04%             | 2029-07-29      | Floating      | 8.61%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY                                     | Owens-Brockway Glass Container, Inc.                                          | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    348000 | PA      | $352386.89    | 0.03%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Deutsche Bank AG                                   | Purchased USD / Sold CAD                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $72112.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gloves Buyer Inc                                   | Gloves Buyer, Inc.                                                            | CUSIP: 37987UAG7<br>LEI: 54930015O0Y94T5H8Z18 | Long             | LON              | CORP              | US        |   2750318 | PA      | $2699436.85   | 0.24%             | 2032-01-17      | Floating      | 8.36%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                             | Radiology Partners, Inc.                                                      | CUSIP: 75041EAN2<br>LEI: 549300SFTAG2177WUZ08 | Long             | LON              | CORP              | US        |   3073630 | PA      | $3083957.52   | 0.28%             | 2032-06-30      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| Greywolf CLO Ltd                                   | Greywolf CLO V Ltd.                                                           | CUSIP: 39808TAE8<br>LEI: 549300RJBZLY8V18YD77 | Long             | ABS-CBDO         | CORP              | KY        |   1225000 | PA      | $1225473.59   | 0.11%             | 2031-01-27      | Floating      | 10.43%                | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                           | 1011778 BC ULC/New Red Finance, Inc.                                          | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1007218.00   | 0.09%             | 2029-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VS BUYER LLC                                       | VS Buyer LLC                                                                  | CUSIP: 91834WAF7<br>LEI: 254900G5QLDMHSCYJK25 | Long             | LON              | CORP              | US        |   2724428 | PA      | $2732369.84   | 0.25%             | 2031-04-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DREAMWELL INC                                      | Dream Well, Inc.                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29405 | NS      | $232299.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PHINIA INC                                         | Phinia, Inc.                                                                  | CUSIP: 71880KAA9<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |   3024000 | PA      | $3115745.14   | 0.28%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                       | U.S. Foods, Inc.                                                              | CUSIP: 90290MAH4<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    684000 | PA      | $713536.86    | 0.06%             | 2032-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 38                     | Octagon Investment Partners 38 Ltd.                                           | CUSIP: 67591YBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2526035.25   | 0.23%             | 2037-10-20      | Floating      | 8.97%                 | 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      | $1831479.96   | 0.17%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| K-Mac Holdings Corp                                | K-Mac Holdings Corp.                                                          | CUSIP: 55304PAG6<br>LEI: 549300XD843A2SP50882 | Long             | LON              | CORP              | US        |   2014387 | PA      | $2022414.64   | 0.18%             | 2028-07-21      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                               | Matador Resources Co.                                                         | CUSIP: 576485AF3<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254961.25    | 0.02%             | 2028-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AIR COMM CORPORATION LLC                           | Air Comm Corp. LLC                                                            | CUSIP: 82670NAH9<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |    189178 | PA      | $189651.18    | 0.02%             | 2031-12-11      | Floating      | 7.06%                 | No            |                  3 | On Loan: No      |
| Six Flags Entertainment Corporation                | Six Flags Entertainment Corp.                                                 | CUSIP: 15018LAN1<br>LEI: 529900AS2CYWYFHRS781 | Long             | LON              | CORP              | US        |   1266323 | PA      | $1267380.58   | 0.11%             | 2031-05-01      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                              | GFL Environmental, Inc.                                                       | CUSIP: 36257SAB8<br>LEI: 254900PGDQWC19PRP053 | Long             | LON              | CORP              | US        |   3221432 | PA      | $3229485.66   | 0.29%             | 2032-03-03      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| SolarWinds Holdings Inc                            | SolarWinds Holdings, Inc.                                                     | CUSIP: 85554UAB0<br>LEI: 254900ZM34IBOK68V949 | Long             | LON              | CORP              | US        |   6525873 | PA      | $6460614.76   | 0.58%             | 2032-04-16      | Floating      | 8.34%                 | 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      |
| SHIFT4 PAYMENTS LLC                                | Shift4 Payments LLC                                                           | CUSIP: 000000000<br>LEI: 254900GTEMR7L40VPI74 | Long             | LON              | CORP              | US        |   2594389 | PA      | $2614391.74   | 0.24%             | 2032-06-30      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Infinite Bidco LLC                                 | Infinite Bidco LLC                                                            | CUSIP: 45674KAF2<br>LEI: 549300GLV0VRADA9LI65 | Long             | LON              | CORP              | US        |    500000 | PA      | $441877.50    | 0.04%             | 2029-03-02      | Floating      | 11.57%                | No            |                  2 | On Loan: No      |
| Thevelia (US) LLC                                  | Thevelia U.S. LLC                                                             | CUSIP: 88372KAH3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1445110 | PA      | $1450348.82   | 0.13%             | 2029-06-18      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                   | CIFC Funding Ltd.                                                             | CUSIP: 12549LAG1<br>LEI: 54930034H2IEPBE5Q044 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $751915.95    | 0.07%             | 2031-01-18      | Floating      | 10.44%                | No            |                  2 | On Loan: No      |
| 1011778 BC Unlimited Liability Company             | 1011778 BC Unlimited Liability Co.                                            | CUSIP: 000000000<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |         0 | PA      | $0.00         | 0.00%             | 2030-09-20      | Floating      | 6.11%                 | 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      | $904364.25    | 0.08%             | 2032-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SHARP SERVICES LLC                                 | Sharp Services LLC                                                            | CUSIP: 81989LAF5<br>LEI: 549300ZXMVUWBVXDAR03 | Long             | LON              | CORP              | US        |    855023 | PA      | $860901.57    | 0.08%             | 2028-12-31      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Company         | Mauser Packaging Solutions Holding Co.                                        | CUSIP: 57763TAE3<br>LEI: 549300DNGHXL0OMHW304 | Long             | LON              | CORP              | US        |    812478 | PA      | $813709.04    | 0.07%             | 2027-04-15      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Galaxy US Opco Inc                                 | Galaxy U.S. Opco, Inc.                                                        | CUSIP: 36321DAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2886768 | PA      | $2668196.79   | 0.24%             | 2030-07-31      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| NUVEI TECHNOLOGIES CORP                            | Nuvei Technologies Corp.                                                      | CUSIP: 69425BAB3<br>LEI: 254900L3D6CI0XH2P605 | Long             | LON              | CORP              | US        |   2223443 | PA      | $2227822.82   | 0.20%             | 2031-11-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ANKURA CONSULTING GROUP LLC                        | Ankura Consulting Group LLC                                                   | CUSIP: 03539PAJ7<br>LEI: 549300VJ5EU1KWD54I45 | Long             | LON              | CORP              | US        |   3134623 | PA      | $3149966.71   | 0.29%             | 2031-12-29      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| AAP BUYER INC                                      | A-AP Buyer, Inc.                                                              | CUSIP: 00036FAB0<br>LEI: 254900BOO8W9IR1VYO11 | Long             | LON              | CORP              | US        |   1490685 | PA      | $1501864.65   | 0.14%             | 2031-09-09      | Floating      | 7.11%                 | No            |                  3 | On Loan: No      |
| Teneo Holdings LLC                                 | Teneo Holdings LLC                                                            | CUSIP: 88033CAM1<br>LEI: 254900JYFK02V3OP5U96 | Long             | LON              | CORP              | US        |    386682 | PA      | $389889.89    | 0.04%             | 2031-03-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PointClickCare Technologies, Inc.                  | PointClickCare Technologies, Inc.                                             | CUSIP: 000000000<br>LEI: 5493001Z0LHHBZLVDX36 | Long             | LON              | CORP              | CA        |    519597 | PA      | $520734.52    | 0.05%             | 2031-11-03      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Genesee & Wyoming Inc (New)                        | Genesee & Wyoming, Inc.                                                       | CUSIP: 37156QAZ9<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | LON              | CORP              | US        |   1043829 | PA      | $1042800.56   | 0.09%             | 2031-04-10      | Floating      | 6.05%                 | 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      | $4662901.80   | 0.42%             | 2029-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VIBRANTZ TECH INC                                  | Vibrantz Technologies, Inc.                                                   | CUSIP: 69357VAA3<br>LEI: 549300GYZ1T3S8OPH343 | Long             | DBT              | CORP              | US        |   4631000 | PA      | $2974010.19   | 0.27%             | 2030-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: —       |
| The Action Environmental Group Inc                 | Action Environmental Group, Inc.                                              | CUSIP: 00507JAF3<br>LEI: 549300BB30QUQC86W666 | Long             | LON              | CORP              | US        |    768064 | PA      | $771904.11    | 0.07%             | 2030-10-24      | Floating      | 8.05%                 | No            |                  3 | 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        |     49800 | PA      | $37683.61     | 0.00%             | 2025-12-30      | Fixed         | 7.50%                 | No            |                  3 | On Loan: No      |
| ALLEGRO MICROSYSTEMS INC                           | Allegro MicroSystems, Inc.                                                    | CUSIP: 01748YAG5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    341839 | PA      | $342373.82    | 0.03%             | 2030-10-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                      | CommScope LLC                                                                 | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    424000 | PA      | $446665.77    | 0.04%             | 2031-12-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| SBA Senior Finance II LLC                          | SBA Senior Finance II LLC                                                     | CUSIP: 78404XAJ4<br>LEI: 549300PVT2ADFWMYEW87 | Long             | LON              |  | US        |         0 | PA      | $0.00         | 0.00%             | 2031-01-25      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                                | Prestige Brands, Inc.                                                         | CUSIP: 74112BAM7<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |    350000 | PA      | $320559.37    | 0.03%             | 2031-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                      | TransDigm, Inc.                                                               | CUSIP: 89364MCB8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     44128 | PA      | $44336.88     | 0.00%             | 2030-03-22      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                            | Starwood Property Trust, Inc.                                                 | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |   1831000 | PA      | $1889813.55   | 0.17%             | 2030-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FORTIS 333 INC                                     | Fortis 333, Inc.                                                              | CUSIP: 34958SAB5<br>LEI: 254900SLITS19RU1VB55 | Long             | LON              | CORP              | US        |   1928271 | PA      | $1917029.12   | 0.17%             | 2032-03-29      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                           | First Quantum Minerals Ltd.                                                   | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   5314000 | PA      | $5637946.75   | 0.51%             | 2029-03-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                              | Caesars Entertainment, Inc.                                                   | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    212000 | PA      | $216275.40    | 0.02%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GENESEE & WYOMING INC                              | Genesee & Wyoming, Inc.                                                       | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |   2826000 | PA      | $2862729.52   | 0.26%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CASCADES INC/USA INC                               | Cascades, Inc./Cascades USA, Inc.                                             | CUSIP: 14739LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   2000000 | PA      | $1997140.00   | 0.18%             | 2030-07-15      | Fixed         | 6.75%                 | 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        |   5400000 | PA      | $5773388.40   | 0.52%             | 2033-12-15      | Fixed         | 7.50%                 | 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      | $2998640.91   | 0.27%             | 2029-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| FUGUE FINANCE BV                                   | Fugue Finance BV                                                              | CUSIP: 000000000<br>LEI: 254900Y4DWBRGAFENC88 | Long             | LON              | CORP              | US        |   2614226 | PA      | $2627989.87   | 0.24%             | 2032-01-09      | Floating      | 7.10%                 | 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        |    272650 | PA      | $267878.21    | 0.02%             | 2029-09-30      | Floating      | 11.46%                | No            |                  3 | On Loan: No      |
| Barclays Bank PLC                                  | Purchased CAD / Sold USD                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |         1 | NC      | $4905.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MH Sub I LLC                                       | MH Sub I LLC                                                                  | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |   2138388 | PA      | $2044972.79   | 0.19%             | 2028-05-03      | Floating      | 8.61%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                           | Purchased CAD / Sold USD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CA        |         1 | NC      | $2152.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEDIGITAL BORROWER LLC                            | OneDigital Borrower LLC                                                       | CUSIP: 68277FAN9<br>LEI: 2549009GTKWWAO1E9X77 | Long             | LON              | CORP              | US        |   3820501 | PA      | $3830052.34   | 0.35%             | 2031-07-02      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                | Altice Financing SA                                                           | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |   4171000 | PA      | $3347228.33   | 0.30%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SANDISK CORP                                       | Sandisk Corp.                                                                 | CUSIP: 80004YAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5089717 | PA      | $5083354.81   | 0.46%             | 2032-02-20      | Floating      | 7.32%                 | No            |                  3 | On Loan: No      |
| WALKER & DUNLOP INC                                | Walker & Dunlop, Inc.                                                         | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1599000 | PA      | $1631723.54   | 0.15%             | 2033-04-01      | 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      | $451836.27    | 0.04%             | 2033-03-15      | Fixed         | 6.38%                 | 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        |    271000 | PA      | $264974.32    | 0.02%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | 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      | $1073727.63   | 0.10%             | 2028-06-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ENERSYS                                            | EnerSys                                                                       | CUSIP: 29275YAF9<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1028492.00   | 0.09%             | 2032-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Pacific Dental Services LLC                        | Pacific Dental Services LLC                                                   | CUSIP: 69417WAC5<br>LEI: 549300SDH1NQDOZ2M105 | Long             | LON              | CORP              | US        |   1181834 | PA      | $1187932.77   | 0.11%             | 2031-03-15      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                              | Panther Escrow Issuer LLC                                                     | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2707000 | PA      | $2800946.19   | 0.25%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                             | WESCO Distribution, Inc.                                                      | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    583000 | PA      | $602273.98    | 0.05%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                 | Advance Auto Parts, Inc.                                                      | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |   1012000 | PA      | $1017692.50   | 0.09%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                             | Northern Oil & Gas, Inc.                                                      | CUSIP: 665531AG4<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |   6965000 | PA      | $7040449.76   | 0.64%             | 2028-03-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| HILLENBRAND INC                                    | Hillenbrand, Inc.                                                             | CUSIP: 431571AE8<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |    500000 | PA      | $448941.25    | 0.04%             | 2031-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| PMHC II Inc                                        | PMHC II, Inc.                                                                 | CUSIP: 69346EAG2<br>LEI: 549300GYZ1T3S8OPH343 | Long             | LON              | CORP              | US        |   1781819 | PA      | $1511579.47   | 0.14%             | 2029-04-23      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                   | Purchased CAD / Sold USD                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CA        |         1 | NC      | $-1528.26     | -0.00%            |  |  |  | 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      | $9.61         | 0.00%             | 2026-03-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| First Brands Group LLC                             | First Brands Group LLC                                                        | CUSIP: 31935HAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2041847 | PA      | $2007574.29   | 0.18%             | 2027-03-30      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                              | Quikrete Holdings, Inc.                                                       | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    602000 | PA      | $617862.70    | 0.06%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                         | Fertitta Entertainment LLC                                                    | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |    456137 | PA      | $457038.18    | 0.04%             | 2029-01-27      | Floating      | 7.60%                 | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC                                  | Waste Pro USA, Inc.                                                           | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    861000 | PA      | $895888.58    | 0.08%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                   | Purchased EUR / Sold USD                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |         1 | NC      | $89330.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ALERA GROUP INC                                    | Alera Group, Inc.                                                             | CUSIP: 01451PAD8<br>LEI: 2549003D76KZAKICNX26 | Long             | LON              | CORP              | US        |   1000435 | PA      | $1040452.09   | 0.09%             | 2033-05-30      | Floating      | 9.86%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                  | Purchased USD / Sold CAD                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $1407.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REDSTONE HOLDCO 2 LP                               | Redstone Holdco 2 LP                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2808601 | PA      | $1516644.62   | 0.14%             | 2028-04-27      | Floating      | 9.32%                 | No            |                  3 | On Loan: No      |
| Peraton Corp                                       | Peraton Corp.                                                                 | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |   6175533 | PA      | $5513114.85   | 0.50%             | 2028-02-01      | Floating      | 8.21%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                   | Purchased USD / Sold GBP                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-1146.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDEN STATE FOOD LLC                              | Golden State Foods LLC                                                        | CUSIP: 38121NAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1309019 | PA      | $1317710.66   | 0.12%             | 2031-12-04      | Floating      | 8.59%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                   | Purchased CAD / Sold USD                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CA        |         1 | NC      | $-3349.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LASERSHIP INC                                      | LaserShip, Inc.                                                               | CUSIP: 51809EAN5<br>LEI: 254900NGHREGOQUFUT53 | Long             | LON              | CORP              | US        |    277332 | PA      | $167555.95    | 0.02%             | 2029-01-02      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| CommScope Inc                                      | CommScope, Inc.                                                               | CUSIP: 000000000<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | LON              | CORP              | US        |   1269493 | PA      | $1293467.45   | 0.12%             | 2029-12-17      | Floating      | 9.61%                 | No            |                  2 | On Loan: No      |
| AMERITEX HOLDCO INTERMED                           | AmeriTex HoldCo Intermediate LLC                                              | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    921000 | PA      | $939093.13    | 0.08%             | 2033-08-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS LLC                       | Focus Financial Partners LLC                                                  | CUSIP: 34416DBD9<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |    194629 | PA      | $194972.42    | 0.02%             | 2031-09-15      | Floating      | 7.11%                 | No            |                  2 | 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      | $4536713.41   | 0.41%             | 2028-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Dechra Pharmaceuticals Holdings Ltd                | Dechra Pharmaceuticals Holdings Ltd.                                          | CUSIP: 24343EAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    581086 | PA      | $583773.66    | 0.05%             | 2032-01-27      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                                | AssuredPartners, Inc.                                                         | CUSIP: 04624VAC3<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |    690000 | PA      | $737289.54    | 0.07%             | 2032-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| SIRIUS XM RADIO LLC                                | Sirius XM Radio LLC                                                           | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $1943739.60   | 0.18%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Atlas CC Acquisition Corp                          | Atlas CC Acquisition Corp.                                                    | CUSIP: 04921TAC8<br>LEI: 6HHLXIOGCDNZ4IRAIW26 | Long             | LON              | CORP              | US        |    187372 | PA      | $137802.00    | 0.01%             | 2028-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Serta Simmons Bedding LLC                          | Serta Simmons Bedding LLC                                                     | CUSIP: 81753HAJ0<br>LEI: 549300M4F4V4WFPNI116 | Long             | LON              | CORP              | US        |   1169259 | PA      | $1093257.17   | 0.10%             | 2028-06-29      | Floating      | 11.91%                | No            |                  2 | On Loan: No      |
| DELTA 2 LUX SARL                                   | Delta 2 Lux SARL                                                              | CUSIP: 000000000<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |    785555 | PA      | $786863.11    | 0.07%             | 2031-09-30      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| WOOF HOLDINGS INC                                  | WOOF Holdings, Inc.                                                           | CUSIP: 95004UAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    259849 | PA      | $143566.37    | 0.01%             | 2029-12-31      | Floating      | 8.34%                 | 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        |  30806610 | NS      | $30806610.00  | 2.79%             |  |  |  | No            |                  2 | On Loan: No      |
| US FOODS INC                                       | U.S. Foods, Inc.                                                              | CUSIP: 90290MAG6<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    666000 | PA      | $686803.18    | 0.06%             | 2028-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                   | Purchased CAD / Sold USD                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CA        |         1 | NC      | $-1734.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Coherent Corp                                      | Coherent Corp.                                                                | CUSIP: 45173JAS3<br>LEI: 549300O5C25A0MMHHU33 | Long             | LON              | CORP              | US        |   1822011 | PA      | $1829298.77   | 0.17%             | 2029-07-02      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| ALTERRA MOUNTAIN COMPANY                           | Alterra Mountain Co.                                                          | CUSIP: 46124CAR8<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |   1871675 | PA      | $1879480.24   | 0.17%             | 2030-05-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CoreLogic Inc                                      | CoreLogic, Inc.                                                               | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |   3034361 | PA      | $3031053.40   | 0.27%             | 2028-06-02      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| Topgolf Callaway Brands Corp                       | Topgolf Callaway Brands Corp.                                                 | CUSIP: 89071LAB6<br>LEI: 5493005UB0KFRKBPCU72 | Long             | LON              | CORP              | US        |   4861313 | PA      | $4810415.25   | 0.44%             | 2030-03-18      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| STONEX ESCROW ISSUER LLC                           | Stonex Escrow Issuer LLC                                                      | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3610000 | PA      | $3676131.59   | 0.33%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                   | CIFC Funding Ltd.                                                             | CUSIP: 17181TAJ0<br>LEI: 254900PA63PFHC11GD90 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2003816.80   | 0.18%             | 2038-01-17      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                     | Open Text Corp.                                                               | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |   2765000 | PA      | $2590177.35   | 0.23%             | 2029-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                               | Cornerstone Building Brands, Inc.                                             | CUSIP: 21925DAB5<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |   3003000 | PA      | $2755541.30   | 0.25%             | 2029-08-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| HUDSON RIVER TRADING LLC                           | Hudson River Trading LLC                                                      | CUSIP: 44413EAJ7<br>LEI: 549300SMOBUC8O5UOE10 | Long             | LON              | CORP              | US        |   4020938 | PA      | $4036076.67   | 0.37%             | 2030-03-18      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| Air Comm Corporation LLC                           | Air Comm Corp. LLC                                                            | CUSIP: 82670NAB2<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |   2264463 | PA      | $2270124.58   | 0.21%             | 2031-12-11      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                           | Rockies Express Pipeline LLC                                                  | CUSIP: 77340RAT4<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1203553.50   | 0.11%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Nomad Foods US LLC                                 | Nomad Foods U.S. LLC                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1966117 | PA      | $1970668.95   | 0.18%             | 2029-11-12      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| STONEPEAK NILE PARENT LLC                          | Stonepeak Nile Parent LLC                                                     | CUSIP: 86184XAB0<br>LEI: 254900TJV3VAFZD0GU41 | Long             | LON              | CORP              | US        |   2653043 | PA      | $2662328.27   | 0.24%             | 2032-04-09      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEM                           | Advanced Drainage Systems, Inc.                                               | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    754000 | PA      | $766456.83    | 0.07%             | 2030-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MASTERBRAND INC                                    | Masterbrand, Inc.                                                             | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |   2453000 | PA      | $2496074.68   | 0.23%             | 2032-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                | Medline Borrower LP                                                           | CUSIP: 58503UAF0<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |   1980025 | PA      | $1984014.81   | 0.18%             | 2028-10-23      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Strata CLO, Ltd                                    | Strata CLO II Ltd.                                                            | CUSIP: 86271PAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2993972.10   | 0.27%             | 2033-10-20      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| MV Holding GmbH                                    | MV Holding GmbH                                                               | CUSIP: 55404TAF9<br>LEI: 549300RKTIVJWNROR778 | Long             | LON              | CORP              | US        |   1298057 | PA      | $1305767.40   | 0.12%             | 2032-03-17      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                             | Group 1 Automotive, Inc.                                                      | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2041576.00   | 0.18%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                 | Regal Rexnord Corp.                                                           | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    319000 | PA      | $337406.17    | 0.03%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                   | Purchased USD / Sold CAD                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $473.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| XPO INC                                            | XPO, Inc.                                                                     | CUSIP: 98379KAA0<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    830000 | PA      | $845125.09    | 0.08%             | 2028-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Citadel Securities LP                              | Citadel Securities LP                                                         | CUSIP: 17288YAN2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |    160171 | PA      | $160772.08    | 0.01%             | 2031-10-31      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTL INC                                | Somnigroup International, Inc.                                                | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |   2820000 | PA      | $2550949.16   | 0.23%             | 2031-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                   | Purchased CAD / Sold USD                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CA        |         1 | NC      | $7035.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Corpay Technologies Operating Company LLC          | Corpay Technologies Operating Co. LLC                                         | CUSIP: 33903RAZ2<br>LEI: 549300FKKKZCXLK48427 | Long             | LON              | CORP              | US        |   1797282 | PA      | $1797784.86   | 0.16%             | 2028-04-28      | Floating      | 6.11%                 | 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      | $46596.22     | 0.00%             | 2025-12-31      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BELRON UK FINANCE PLC                              | Belron U.K. Finance PLC                                                       | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |   1750000 | PA      | $1764603.75   | 0.16%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Elanco Animal Health Incorporated                  | Elanco Animal Health, Inc.                                                    | CUSIP: 28414BAF3<br>LEI: 549300SHPNDCE059M934 | Long             | LON              | CORP              | US        |   1279828 | PA      | $1280103.26   | 0.12%             | 2027-08-01      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINME                              | Six Flags Entertainment Corp.                                                 | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |   3907000 | PA      | $3985046.66   | 0.36%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CITCO FUNDING LLC                                  | Citco Funding LLC                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1138471 | PA      | $1145467.08   | 0.10%             | 2028-04-27      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| TWITTER INC                                        | Twitter, Inc.                                                                 | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3103979 | PA      | $3015826.37   | 0.27%             | 2029-10-26      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Learning Care Group (US) No 2 Inc                  | Learning Care Group U.S. No. 2, Inc.                                          | CUSIP: 52200MAL4<br>LEI: 5493000VMN44LK8QID23 | Long             | LON              | CORP              | US        |    547861 | PA      | $549002.94    | 0.05%             | 2028-08-11      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| BIP PipeCo Holdings LLC                            | BIP PipeCo Holdings LLC                                                       | CUSIP: 05554DAB6<br>LEI: 254900VCXW4EPI0VC343 | Long             | LON              | CORP              | US        |    963601 | PA      | $966010.33    | 0.09%             | 2030-12-06      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                  | Purchased USD / Sold GBP                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $428.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| XPO INC                                            | XPO, Inc.                                                                     | CUSIP: 983793AK6<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1040113.00   | 0.09%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BERKELEY RESEARCH GROUP LLC                        | Berkeley Research Group Holdings LLC                                          | CUSIP: 08436UAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2032-05-01      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| Corel Corporation                                  | Corel Corp.                                                                   | CUSIP: 21871LAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2408446 | PA      | $2288023.70   | 0.21%             | 2026-07-02      | Floating      | 9.43%                 | No            |                  2 | On Loan: No      |
| GENERAC POWER SYSTEMS INC                          | Generac Power Systems, Inc.                                                   | CUSIP: 36874VAQ1<br>LEI: 549300JQWLGGW8KC1X38 | Long             | LON              | CORP              | US        |    682087 | PA      | $685391.33    | 0.06%             | 2031-07-03      | Floating      | 6.08%                 | 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      | $2400604.98   | 0.22%             | 2029-02-01      | Floating      | 10.31%                | No            |                  2 | On Loan: No      |
| GUGGENHEIM PARTNERS LLC                            | Guggenheim Partners LLC                                                       | CUSIP: 36173YAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    675115 | PA      | $677900.05    | 0.06%             | 2031-11-26      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| TECH 7 SAS TECHNICOLOR                             | Tech 7 SAS Technicolor                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     25211 | PA      | $2.88         | 0.00%             | 2026-04-01      | Variable      | 15.00%                | No            |                  3 | On Loan: No      |
| MIRION TECHNOLOGIES INC                            | Mirion Technologies, Inc.                                                     | CUSIP: 60470HAD9<br>LEI: 549300EBD5JHM14L3R48 | Long             | LON              | CORP              | US        |    285125 | PA      | $286515.07    | 0.03%             | 2032-06-04      | Floating      | 6.55%                 | 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        |    929254 | PA      | $929254.45    | 0.08%             | 2030-03-01      | Floating      | 6.35%                 | No            |                  3 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS                           | Focus Financial Partners LLC                                                  | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |   4546000 | PA      | $4649370.58   | 0.42%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Rockpoint Gas Storage Partners LP                  | Rockpoint Gas Storage Partners LP                                             | CUSIP: 000000000<br>LEI: 549300ZXM0KTRM0NMI59 | Long             | LON              | CORP              | US        |   2232432 | PA      | $2242534.05   | 0.20%             | 2031-09-18      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| EPIC CRUDE SERVICES LP                             | Epic Crude Services LP                                                        | CUSIP: 29428XAJ9<br>LEI: 549300FRS682IQ7J9S42 | Long             | LON              | CORP              | US        |    505502 | PA      | $508886.69    | 0.05%             | 2031-10-15      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| AI AQUA MERGER SUB INC                             | AI Aqua Merger Sub, Inc.                                                      | CUSIP: 00132UAP9<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |   5054906 | PA      | $5058192.19   | 0.46%             | 2028-07-31      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| WR GRACE HOLDING LLC                               | WR Grace Holdings LLC                                                         | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |    374000 | PA      | $385350.53    | 0.03%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| KAISER ALUMINUM CORP                               | Kaiser Aluminum Corp.                                                         | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3095000 | PA      | $2885384.32   | 0.26%             | 2031-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PODS LLC                                           | PODS LLC                                                                      | CUSIP: 73044EAB0<br>LEI: 984500EC4ZCD5U1SDF04 | Long             | LON              | CORP              | US        |   2937121 | PA      | $2791939.48   | 0.25%             | 2028-03-31      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| REWORLD HOLDING CORP                               | Reworld Holding Corp.                                                         | CUSIP: 22282GAM9<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |    319760 | PA      | $320559.17    | 0.03%             | 2028-11-30      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| Foundation Building Materials Holding Company LLC  | Foundation Building Materials Holding Co. LLC                                 | CUSIP: 35039KAE6<br>LEI: 549300ZVE6MONHB01I28 | Long             | LON              | CORP              | US        |   1117189 | PA      | $1095621.99   | 0.10%             | 2031-01-29      | Floating      | 9.55%                 | No            |                  2 | On Loan: No      |
| PES Holdings LLC                                   | PES Holdings LLC                                                              | CUSIP: 71571EAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    952019 | PA      | $8330.16      | 0.00%             | 2025-12-31      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| EAGLE INT GLO/EAGLE US                             | Eagle Intermediate Global Holding BV/Eagle U.S. Finance LLC                   | CUSIP: 26963PAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1815625 | PA      | $1379875.00   | 0.12%             | 2025-12-30      | Fixed         | 7.50%                 | 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        |  44339582 | NS      | $44339582.37  | 4.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPSTONE COPPER CORP                               | Capstone Copper Corp.                                                         | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |   3111000 | PA      | $3172647.58   | 0.29%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LIMITED                          | HUB International Ltd.                                                        | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |   5806584 | PA      | $5820316.93   | 0.53%             | 2030-06-20      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| JELD-WEN Holding Inc                               | JELD-WEN Holding, Inc.                                                        | CUSIP: 47580P103<br>LEI: 529900AXX7CT9GZSCS30 | Long             | EC               | CORP              | US        |    118480 | NS      | $533160.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MedAssets Software Intermediate Holdings Inc       | MedAssets Software Intermediate Holdings, Inc.                                | CUSIP: 31810YAD2<br>LEI: 25490077VXHBSKJ52J14 | Long             | LON              | CORP              | US        |    358684 | PA      | $324309.68    | 0.03%             | 2028-12-15      | Floating      | 8.46%                 | No            |                  2 | On Loan: No      |
| SECRETARIAT ADVISORS LLC                           | Secretariat Advisors LLC                                                      | CUSIP: 81368NAP0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     38798 | PA      | $39089.01     | 0.00%             | 2032-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARCIS GOLF LLC                                     | Arcis Golf LLC                                                                | CUSIP: 03958MAF4<br>LEI: 254900ZMGXNNIX4SXQ48 | Long             | LON              | CORP              | US        |   1754952 | PA      | $1760989.34   | 0.16%             | 2028-11-24      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                      | TransDigm, Inc.                                                               | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    750000 | PA      | $772118.25    | 0.07%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Zuora Inc                                          | Zuora, Inc.                                                                   | CUSIP: 98980XAC9<br>LEI: 2549000JOLSFPTJEAV21 | Long             | LON              | CORP              | US        |   3139439 | PA      | $3133065.83   | 0.28%             | 2032-02-14      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                                     | Constellium SE                                                                | CUSIP: 21039CAD6<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |   2000000 | PA      | $2030214.00   | 0.18%             | 2032-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| BIFM US FINANCE LLC                                | BIFM U.S. Finance LLC                                                         | CUSIP: 000000000<br>LEI: 5493004RP2P0NY84N260 | Long             | LON              | CORP              | CA        |   5183158 | PA      | $5212312.89   | 0.47%             | 2028-05-31      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                        | Avient Corp.                                                                  | CUSIP: 05368VAA4<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    474000 | PA      | $487397.61    | 0.04%             | 2030-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| KUEHG CORP                                         | KUEHG Corp.                                                                   | CUSIP: 50118YAH2<br>LEI: 549300YNT566T1NYJX62 | Long             | LON              | CORP              | US        |   1272647 | PA      | $1275434.20   | 0.12%             | 2030-06-12      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| Sk Neptune Husky Finance SARL                      | SK Neptune Husky Finance SARL                                                 | CUSIP: 000000000<br>LEI: 254900EYK4430ZH92J61 | Long             | LON              | CORP              | LU        |    126932 | PA      | $23799.72     | 0.00%             | 2026-04-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                              | Williams Scotsman, Inc.                                                       | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    875000 | PA      | $903610.75    | 0.08%             | 2030-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HARBOURVEST PARTNERS LLC                           | Harbourvest Partners LLC                                                      | CUSIP: 41165QAM9<br>LEI: 54930029KR62LTFQ8M21 | Long             | LON              | CORP              | US        |   2646131 | PA      | $2656053.91   | 0.24%             | 2030-04-18      | Floating      | 6.55%                 | No            |                  3 | On Loan: No      |
| MARCEL LUX IV SARL                                 | Marcel LUX IV SARL                                                            | CUSIP: 000000000<br>LEI: 254900A6AL2000BPNS82 | Long             | LON              | CORP              | US        |   1021481 | PA      | $1030418.99   | 0.09%             | 2030-11-12      | Floating      | 7.31%                 | No            |                  3 | On Loan: No      |
| CORNERSTONE BUILDING                               | Cornerstone Building Brands, Inc.                                             | CUSIP: 21925DAA7<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |   1067000 | PA      | $786889.56    | 0.07%             | 2029-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                           | Virgin Media Bristol LLC                                                      | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |    848967 | PA      | $840124.52    | 0.08%             | 2028-01-31      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                             | Purchased USD / Sold CAD                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $161.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ascend Performance Materials Operations LLC        | Ascend Performance Materials Operations LLC                                   | CUSIP: 04349VAD5<br>LEI: 549300NIMFUIRMMAGQ29 | Long             | LON              | CORP              | US        |   1550241 | PA      | $1337082.48   | 0.12%             | 2025-10-23      | Floating      | 14.46%                | No            |                  2 | On Loan: No      |
| EOC Borrower LLC                                   | EOC Borrower LLC                                                              | CUSIP: 26875YAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5881930 | PA      | $5903076.04   | 0.53%             | 2032-03-24      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| WHATABRANDS LLC                                    | Whatabrands LLC                                                               | CUSIP: 96244UAJ6<br>LEI: 254900HMMX4HTWIP0085 | Long             | LON              | CORP              | US        |   3523790 | PA      | $3528494.30   | 0.32%             | 2028-08-03      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                             | Group 1 Automotive, Inc.                                                      | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |   3214000 | PA      | $3100845.02   | 0.28%             | 2028-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb Corporation                          | Bausch & Lomb Corp.                                                           | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |   1157372 | PA      | $1163737.91   | 0.11%             | 2031-01-15      | Floating      | 8.61%                 | No            |                  2 | On Loan: No      |
| AMSPEC PARENT LLC                                  | Amspec Parent LLC                                                             | CUSIP: 03218AAE9<br>LEI: 254900LUGRP5Z7OOV477 | Long             | LON              | CORP              | US        |   1729734 | PA      | $1742707.01   | 0.16%             | 2031-12-22      | Floating      | 7.80%                 | 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      | $185642.10    | 0.02%             | 2028-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VERTIV GROUP CORPORATION                           | Vertiv Group Corp.                                                            | CUSIP: 92537EAF5<br>LEI: 549300ZT8RQ5VK10E643 | Long             | LON              | CORP              | US        |   4665196 | PA      | $4667505.76   | 0.42%             | 2027-03-02      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| AMN HEALTHCARE INC                                 | AMN Healthcare, Inc.                                                          | CUSIP: 00175PAC7<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |   4749000 | PA      | $4365844.03   | 0.40%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| RVR Dealership Holdings LLC                        | RVR Dealership Holdings LLC                                                   | CUSIP: 75001CAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4316410 | PA      | $4154544.47   | 0.38%             | 2028-02-08      | Floating      | 8.21%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                  | Purchased USD / Sold CAD                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $3762.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                  | Purchased CAD / Sold USD                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |         1 | NC      | $-2185.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INSIGHT ENTERPRS                                   | Insight Enterprises, Inc.                                                     | CUSIP: 45765UAC7<br>LEI: 529900S8991TYW6YP792 | Long             | DBT              | CORP              | US        |   3605000 | PA      | $3703549.89   | 0.34%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                | Sirius XM Radio LLC                                                           | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    350000 | PA      | $319811.63    | 0.03%             | 2030-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                  | Polaris Newco LLC                                                             | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |   5852600 | PA      | $5752754.96   | 0.52%             | 2028-06-02      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                  | INEOS Finance PLC                                                             | CUSIP: 44984WAH0<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |   1064000 | PA      | $1047986.27   | 0.09%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AMER SPORTS COMPANY                                | Amer Sports Co.                                                               | CUSIP: 02352NAA7<br>LEI: 549300NRKH9WF70VFC95 | Long             | DBT              | CORP              | US        |    850000 | PA      | $885039.55    | 0.08%             | 2031-02-16      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Minerals Technologies Inc                          | Minerals Technologies, Inc.                                                   | CUSIP: 60315GAH1<br>LEI: 549300D3I1QU67GP6403 | Long             | LON              | CORP              | US        |    306283 | PA      | $307241.43    | 0.03%             | 2031-11-26      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| DAYFORCE INC                                       | Dayforce, Inc.                                                                | CUSIP: 23958CAD9<br>LEI: 549300T64GVCHFJ8L449 | Long             | LON              | CORP              | US        |   2966341 | PA      | $2981172.33   | 0.27%             | 2031-03-01      | Floating      | 6.31%                 | No            |                  3 | On Loan: No      |
| STARWOOD PROPERTY TRUST                            | Starwood Property Trust, Inc.                                                 | CUSIP: 85571BAY1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |   1150000 | PA      | $1133325.00   | 0.10%             | 2027-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Cornerstone Building Brands Inc                    | Cornerstone Building Brands, Inc.                                             | CUSIP: 72431HAD2<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |   1185858 | PA      | $1087609.60   | 0.10%             | 2028-04-12      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| ALTISOURCE NET STL WARRANTS                        | Altisource Solutions SARL                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      2821 | NS      | $2567.11      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MedAssets Software Intermediate Holdings Inc       | MedAssets Software Intermediate Holdings, Inc.                                | CUSIP: 31810YAB6<br>LEI: 25490077VXHBSKJ52J14 | Long             | LON              | CORP              | US        |    137973 | PA      | $138248.58    | 0.01%             | 2028-12-15      | Floating      | 9.60%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                  | Battalion CLO XXIV Ltd.                                                       | CUSIP: 07135JAQ4<br>LEI: 549300ALTGBNQDUY5038 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2510265.75   | 0.23%             | 2036-07-14      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                              | Level 3 Financing, Inc.                                                       | CUSIP: 527298CD3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    300000 | PA      | $269250.00    | 0.02%             | 2030-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                              | Caesars Entertainment, Inc.                                                   | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    500000 | PA      | $516071.00    | 0.05%             | 2030-02-15      | Fixed         | 7.00%                 | 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      | $42429.22     | 0.00%             | 2029-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                           | Hess Midstream Operations LP                                                  | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2290000 | PA      | $2330233.01   | 0.21%             | 2028-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CA MAGNUM HOLDINGS                                 | CA Magnum Holdings                                                            | CUSIP: 12674CAA1<br>LEI: 549300ZRDHFR078MFZ78 | Long             | DBT              | CORP              | MU        |   5778000 | PA      | $5755861.59   | 0.52%             | 2026-10-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UFC HOLDINGS LLC                                   | UFC Holdings LLC                                                              | CUSIP: 90266UAK9<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |   3131229 | PA      | $3143535.20   | 0.28%             | 2031-11-21      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| GRINDING MEDIA INC                                 | Grinding Media, Inc.                                                          | CUSIP: 39854KAC4<br>LEI: 254900IYFJ03EGFQ8C34 | Long             | LON              | CORP              | US        |    736779 | PA      | $736779.33    | 0.07%             | 2028-10-12      | Floating      | 7.83%                 | No            |                  3 | On Loan: No      |
| VFH PARENT LLC                                     | VFH Parent LLC                                                                | CUSIP: 91820UAV2<br>LEI: 549300FRO9M476YHHY64 | Long             | LON              | CORP              | US        |   1124987 | PA      | $1130611.59   | 0.10%             | 2031-06-21      | Floating      | 6.86%                 | No            |                  3 | On Loan: No      |
| WEX INC                                            | WEX, Inc.                                                                     | CUSIP: 96208UAW1<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | LON              | CORP              | US        |   2329035 | PA      | $2329361.21   | 0.21%             | 2028-03-31      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| KODIAK BUILDING PARTNERS INC                       | Kodiak Building Partners, Inc.                                                | CUSIP: 50011JAF7<br>LEI: 549300Y1Q6ZUH0EXO182 | Long             | LON              | CORP              | US        |    445919 | PA      | $432262.35    | 0.04%             | 2031-12-04      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                  | Herc Holdings, Inc.                                                           | CUSIP: 000000000<br>LEI: 549300TP80QLITMSBP82 | Long             | LON              | CORP              | US        |    523397 | PA      | $526233.87    | 0.05%             | 2032-06-02      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| EMG UTICA LLC                                      | EMG Utica LLC                                                                 | CUSIP: 26869HAB3<br>LEI: 254900H5HLPM7ZD1LU54 | Long             | LON              | CORP              | US        |   1032964 | PA      | $1036837.98   | 0.09%             | 2030-04-01      | Floating      | 8.30%                 | No            |                  3 | On Loan: No      |
| AMSPEC PARENT LLC                                  | Amspec Parent LLC                                                             | CUSIP: 03218AAF6<br>LEI: 254900LUGRP5Z7OOV477 | Long             | LON              | CORP              | US        |    266113 | PA      | $268108.77    | 0.02%             | 2031-12-22      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| EVEREST SUBBIDCO                                   | Everest SubBidCo                                                              | CUSIP: 000000000<br>LEI: 969500CR0NDBKD0VFM16 | Long             | LON              | CORP              | FR        |    390035 | PA      | $386134.19    | 0.03%             | 2031-12-10      | Floating      | 8.79%                 | No            |                  3 | On Loan: No      |
| INSULET CORPORATION                                | Insulet Corp.                                                                 | CUSIP: 45784QAF6<br>LEI: 549300TZTYD2PYN92D43 | Long             | LON              | CORP              | US        |   1666167 | PA      | $1676997.49   | 0.15%             | 2031-08-04      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| DORNOCH DEBT MERGER SUB                            | Dornoch Debt Merger Sub, Inc.                                                 | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2200000 | PA      | $1739080.42   | 0.16%             | 2029-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| VMED O2 UK FINAN                                   | Vmed O2 U.K. Financing I PLC                                                  | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |   2500000 | PA      | $2279933.25   | 0.21%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENERSYS                                            | EnerSys                                                                       | CUSIP: 29275YAC6<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |   3434000 | PA      | $3378177.24   | 0.31%             | 2027-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SECRETARIAT ADVISORS LLC                           | Secretariat Advisors LLC                                                      | CUSIP: 81368NAN5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    321218 | PA      | $323627.62    | 0.03%             | 2032-02-28      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| AVALARA INC                                        | Avalara, Inc.                                                                 | CUSIP: 05338KAB3<br>LEI: 549300Q16CMW239SS315 | Long             | LON              | CORP              | US        |   2614246 | PA      | $2628742.33   | 0.24%             | 2032-03-26      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                           | Purchased USD / Sold CAD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-8761.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Javelin Buyer Inc                                  | Javelin Buyer, Inc.                                                           | CUSIP: 47189BAE9<br>LEI: 254900GL30A9G6Z7OW50 | Long             | LON              | CORP              | US        |    668576 | PA      | $666904.17    | 0.06%             | 2032-12-06      | Floating      | 9.58%                 | No            |                  2 | On Loan: No      |
| Altisource Portfolio Solutions SA                  | Altisource Portfolio Solutions SA                                             | CUSIP: 000000000<br>LEI: 894500OLCBOOO8WZUE76 | Long             | EC               | CORP              | LU        |       351 | NS      | $3903.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DARKTRACE PLC                                      | Darktrace PLC                                                                 | CUSIP: 52526CAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    343711 | PA      | $345429.98    | 0.03%             | 2032-10-09      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                              | Williams Scotsman, Inc.                                                       | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |   3215000 | PA      | $3297249.35   | 0.30%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| JASON GROUP INC                                    | Jason Group, Inc.                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    203991 | PA      | $181551.93    | 0.02%             | 2026-11-28      | Floating      | 10.47%                | No            |                  3 | On Loan: No      |
| US FOODS INC                                       | U.S. Foods, Inc.                                                              | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1241815.25   | 0.11%             | 2033-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                             | Mauser Packaging Solutions Holding Co.                                        | CUSIP: 57763RAC1<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   3578000 | PA      | $3544700.99   | 0.32%             | 2027-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| AL GCX Holdings LLC                                | AL GCX Holdings LLC                                                           | CUSIP: 00162DAB1<br>LEI: 2549009G4C2J89LNWS21 | Long             | LON              | CORP              | US        |    228300 | PA      | $229298.71    | 0.02%             | 2029-05-17      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                         | Arcosa, Inc.                                                                  | CUSIP: 03965EAH9<br>LEI: 549300WFHLTCZV7D6V29 | Long             | LON              | CORP              | US        |   1401534 | PA      | $1410727.82   | 0.13%             | 2031-10-01      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| LASERSHIP INC                                      | LaserShip, Inc.                                                               | CUSIP: 51809EAL9<br>LEI: 254900NGHREGOQUFUT53 | Long             | LON              | CORP              | US        |    655626 | PA      | $653331.46    | 0.06%             | 2029-01-02      | Floating      | 10.55%                | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEM                           | Advanced Drainage Systems, Inc.                                               | CUSIP: 00790RAA2<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    356000 | PA      | $352665.70    | 0.03%             | 2027-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Polaris Newco LLC                                  | Polaris Newco LLC                                                             | CUSIP: 73108RAD0<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |    697434 | PA      | $872570.50    | 0.08%             | 2028-06-02      | Floating      | 9.22%                 | No            |                  2 | 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      |
| ALTISOURCE SOLUTIONS SARL                          | Altisource Solutions SARL                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |     89999 | PA      | $90449.31     | 0.01%             | 2029-02-19      | Floating      | 10.90%                | No            |                  3 | On Loan: No      |
| VERITIV OPERATING CO                               | Veritiv Operating Co.                                                         | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |    913000 | PA      | $990886.20    | 0.09%             | 2030-11-30      | Fixed         | 10.50%                | 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      | $252696.09    | 0.02%             | 2028-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ERO COPPER CORP                                    | ERO Copper Corp.                                                              | CUSIP: 296006AA7<br>LEI: 549300KL8A21SEIO8I47 | Long             | DBT              | CORP              | CA        |   5010000 | PA      | $4952986.20   | 0.45%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LES SCHWAB TIRE CENTERS                            | Les Schwab Tire Centers                                                       | CUSIP: 50220KAD6<br>LEI: 549300GJM1TKHPYFPF83 | Long             | LON              | CORP              | US        |    858553 | PA      | $860162.76    | 0.08%             | 2031-04-23      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding LLC                            | Brown Group Holding LLC                                                       | CUSIP: 11565HAD8<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |   3172848 | PA      | $3181938.33   | 0.29%             | 2031-07-01      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| Patagonia Holdco LLC                               | Patagonia Holdco LLC                                                          | CUSIP: 70289FAD3<br>LEI: 254900OLXUIWWEAJZ984 | Long             | LON              | CORP              | US        |   2016391 | PA      | $1685259.24   | 0.15%             | 2029-08-01      | Floating      | 10.05%                | No            |                  2 | On Loan: No      |
| SUMMIT ACQUISITION INC                             | Summit Acquisition, Inc.                                                      | CUSIP: 86600DAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2377226 | PA      | $2387625.95   | 0.22%             | 2031-10-16      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Goosehead Insurance Holdings LLC                   | Goosehead Insurance Holdings LLC                                              | CUSIP: 38267BAG8<br>LEI: 549300DF8P4C7IP1QR40 | Long             | LON              | CORP              | US        |    788905 | PA      | $795807.44    | 0.07%             | 2032-01-08      | Floating      | 7.32%                 | No            |                  3 | On Loan: No      |
| ENVIRI CORP                                        | Enviri Corp.                                                                  | CUSIP: 415864AM9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | DBT              | CORP              | US        |   3386000 | PA      | $3333936.53   | 0.30%             | 2027-07-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CE INTERMEDIATE I LLC                              | CE Intermediate I LLC                                                         | CUSIP: 12523EAD4<br>LEI: 2549000GTXAQSR1SRO50 | Long             | LON              | CORP              | US        |   4439518 | PA      | $4457564.57   | 0.40%             | 2032-03-25      | Floating      | 7.45%                 | 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      | $468100.27    | 0.04%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT INC                                      | Open Text Holdings, Inc.                                                      | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    975000 | PA      | $888405.38    | 0.08%             | 2031-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                           | Virgin Media Bristol LLC                                                      | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |   1000000 | PA      | $995400.00    | 0.09%             | 2029-01-31      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| CPM Holdings Inc                                   | CPM Holdings, Inc.                                                            | CUSIP: 12620BAR1<br>LEI: 549300FBUISJCXV8IB65 | Long             | LON              | CORP              | US        |   1402160 | PA      | $1381253.42   | 0.13%             | 2028-09-28      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| Sycamore Buyer LLC                                 | Sycamore Buyer LLC                                                            | CUSIP: 87114UAB9<br>LEI: 984500F8BCED93F81162 | Long             | LON              | CORP              | US        |   1157395 | PA      | $1161734.83   | 0.11%             | 2032-05-21      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                           | Purchased USD / Sold CAD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $498.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Herschend Entertainment Company, LLC               | Herschend Entertainment Co. LLC                                               | CUSIP: 42778EAG6<br>LEI: 54930087KQ7RPDXK0716 | Long             | LON              | CORP              | US        |   2390935 | PA      | $2414593.00   | 0.22%             | 2032-05-27      | Floating      | 7.60%                 | No            |                  2 | On Loan: No      |
| Halcyon Loan Advisors Funding Ltd                  | Halcyon Loan Advisors Funding Ltd.                                            | 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      |
| CNX MIDSTREAM PART LP                              | CNX Midstream Partners LP                                                     | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4130000 | PA      | $3907196.83   | 0.35%             | 2030-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                          | Caesars Entertainment, Inc.                                                   | CUSIP: 12768EAG1<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |   4521822 | PA      | $4525122.82   | 0.41%             | 2030-02-06      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Weber-Stephen Products LLC                         | Weber-Stephen Products LLC                                                    | CUSIP: 94767KAN1<br>LEI: 549300XU8TJBBGLK8V26 | Long             | LON              | CORP              | US        |   1453664 | PA      | $1454804.63   | 0.13%             | 2027-10-30      | Floating      | 7.72%                 | 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      | $4552804.37   | 0.41%             | 2028-01-15      | Fixed         | 4.00%                 | 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        |   1400000 | PA      | $1287188.35   | 0.12%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VIAVI SOLUTIONS INC                                | Viavi Solutions, Inc.                                                         | CUSIP: 000000000<br>LEI: 5493006K3E3N1QOBF092 | Long             | LON              | CORP              | US        |   2992306 | PA      | $3007282.31   | 0.27%             | 2032-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CoreLogic Inc                                      | CoreLogic, Inc.                                                               | CUSIP: 000000000<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |   2816383 | PA      | $2770617.15   | 0.25%             | 2029-06-04      | Floating      | 10.97%                | No            |                  2 | On Loan: No      |
| ABG Intermediate Holdings 2 LLC                    | ABG Intermediate Holdings 2 LLC                                               | CUSIP: 00076VBL3<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |   9143648 | PA      | $9137932.76   | 0.83%             | 2028-12-21      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Zest Acquisition Corp                              | Zest Acquisition Corp.                                                        | CUSIP: 46589UAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    249772 | PA      | $249929.26    | 0.02%             | 2028-02-08      | Floating      | 9.56%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY GROUP                               | Ryan Specialty LLC                                                            | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |    647000 | PA      | $621603.18    | 0.06%             | 2030-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                      | TopBuild Corp.                                                                | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1015230.15   | 0.09%             | 2032-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Generate CLO Ltd.                                  | Generate CLO 3 Ltd.                                                           | CUSIP: 98625UBJ0<br>LEI: 549300TKWX739FHPEQ97 | Long             | ABS-CBDO         | CORP              | KY        |   2150000 | PA      | $2168769.50   | 0.20%             | 2036-10-20      | Floating      | 9.22%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                              | Civitas Resources, Inc.                                                       | CUSIP: 17888HAD5<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    541000 | PA      | $558666.90    | 0.05%             | 2033-06-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP DIVERSIFIE                           | Compass Group Diversified Holdings LLC                                        | CUSIP: 20451RAC6<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |   3275000 | PA      | $2872902.31   | 0.26%             | 2032-01-15      | Fixed         | 5.00%                 | 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        |   5879000 | PA      | $5760697.47   | 0.52%             | 2028-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BELFOR HOLDINGS INC                                | Belfor Holdings, Inc.                                                         | CUSIP: 07768YAQ5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    737169 | PA      | $740398.07    | 0.07%             | 2030-11-01      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| OSCAR ACQUISITIONCO LLC                            | Oscar AcquisitionCo LLC/Oscar Finance, Inc.                                   | CUSIP: 687785AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5923000 | PA      | $4519158.02   | 0.41%             | 2030-04-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: —       |
| ASSUREDPARTNERS INC                                | AssuredPartners, Inc.                                                         | CUSIP: 04624VAB5<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |    691000 | PA      | $690217.37    | 0.06%             | 2029-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CORELOGIC INC                                      | CoreLogic, Inc.                                                               | CUSIP: 21871DAD5<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |   4932000 | PA      | $4653274.43   | 0.42%             | 2028-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO, Ltd                              | Silver Point CLO 11 Ltd.                                                      | CUSIP: 82809XAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2001716.00   | 0.18%             | 2038-07-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                           | Purchased USD / Sold CAD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $526.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HIGHTOWER HOLDINGS LLC                             | Hightower Holding LLC                                                         | CUSIP: 43117LAN3<br>LEI: 254900MKOSB7RTMA9K12 | Long             | LON              | CORP              | US        |   1693366 | PA      | $1697243.44   | 0.15%             | 2032-02-03      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| MARBLE POINT CLO XXIII LTD.                        | Marble Point CLO XXIII Ltd.                                                   | CUSIP: 56607TAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1004606.90   | 0.09%             | 2035-01-22      | Floating      | 10.34%                | No            |                  2 | On Loan: No      |
| SkillSoft Corporation                              | SkillSoft Corp.                                                               | CUSIP: 83066YAB8<br>LEI: 549300LDUD35NU8F0G43 | Long             | LON              | CORP              | US        |    473474 | PA      | $443437.01    | 0.04%             | 2028-07-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                  | Battalion CLO XIV Ltd.                                                        | CUSIP: 07090AAY9<br>LEI: 549300SBOOCXWC0VGZ76 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $992169.60    | 0.09%             | 2035-01-20      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                  | Clarios Global LP                                                             | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |   6219737 | PA      | $6229066.54   | 0.56%             | 2030-05-06      | Floating      | 6.86%                 | 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      |
| Bleriot US Bidco Inc                               | Bleriot U.S. Bidco, Inc.                                                      | CUSIP: 09353TAJ9<br>LEI: 254900ALCQ2A2VYD5Z08 | Long             | LON              | CORP              | US        |   3041053 | PA      | $3049370.72   | 0.28%             | 2030-10-31      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| ZEBRA TECHNOLOGIES CORP                            | Zebra Technologies Corp.                                                      | CUSIP: 989207AD7<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | DBT              | CORP              | US        |   3564000 | PA      | $3656510.75   | 0.33%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                           | Purchased USD / Sold CAD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $5701.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayou Intermediate II LLC                          | Bayou Intermediate II LLC                                                     | CUSIP: 07301HAC7<br>LEI: 254900VZ9IQX23DFBM47 | Long             | LON              | CORP              | US        |   1280751 | PA      | $1285022.22   | 0.12%             | 2028-08-02      | Floating      | 9.07%                 | 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      | $2326836.00   | 0.21%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Idemia Group                                       | Idemia Group                                                                  | CUSIP: 000000000<br>LEI: 5493008QGYPD024OYL95 | Long             | LON              | CORP              | US        |   1925602 | PA      | $1943250.31   | 0.18%             | 2028-09-30      | Floating      | 8.55%                 | 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      | $1229141.80   | 0.11%             | 2028-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                           | Sensata Technologies, Inc.                                                    | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1534666.50   | 0.14%             | 2032-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FIRST BRANDS GROUP LLC                             | First Brands Group LLC                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    900458 | PA      | $875695.76    | 0.08%             | 2027-03-30      | Floating      | 9.58%                 | No            |                  3 | On Loan: No      |
| RelaDyne Inc                                       | RelaDyne, Inc.                                                                | CUSIP: 00149HAC8<br>LEI: 5493000EBDLH9PYWBS30 | Long             | LON              | CORP              | US        |   1740390 | PA      | $1746994.60   | 0.16%             | 2030-12-23      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group Inc                             | AthenaHealth Group, Inc.                                                      | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |   6358577 | PA      | $6361438.10   | 0.58%             | 2029-02-15      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| ATLAS CC ACQUISITION CORP                          | Atlas CC Acquisition Corp.                                                    | CUSIP: 04921TAJ3<br>LEI: 6HHLXIOGCDNZ4IRAIW26 | Long             | LON              | CORP              | US        |   3112329 | PA      | $2300400.34   | 0.21%             | 2029-05-25      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                             | Cloud Software Group, Inc.                                                    | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   2956000 | PA      | $3056749.35   | 0.28%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                  | Lithia Motors, Inc.                                                           | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    950000 | PA      | $894344.73    | 0.08%             | 2031-01-15      | Fixed         | 4.38%                 | 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        |     50421 | PA      | $5.77         | 0.00%             | 2026-03-31      | Variable      | 15.00%                | No            |                  3 | On Loan: No      |
| MAUSER PACKAGING SOLUT                             | Mauser Packaging Solutions Holding Co.                                        | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   2777000 | PA      | $2805244.87   | 0.25%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Fastlane Parent Company Inc                        | Fastlane Parent Co., Inc.                                                     | CUSIP: 31187LAD5<br>LEI: 5493005IX60917DT0D94 | Long             | LON              | CORP              | US        |   1582615 | PA      | $1541071.67   | 0.14%             | 2027-02-04      | Floating      | 13.31%                | No            |                  2 | On Loan: No      |
| Concentra Health Services Inc                      | Concentra Health Services, Inc.                                               | CUSIP: 20602RAD2<br>LEI: 984500GB84105F75DE32 | Long             | LON              | CORP              | US        |   2053082 | PA      | $2066560.45   | 0.19%             | 2031-07-26      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| RITHUM HOLDINGS INC                                | Rithum Holdings, Inc.                                                         | CUSIP: 000000000<br>LEI: 549300V3JZOSIRXFRG67 | Long             | LON              | CORP              | US        |   2386963 | PA      | $2385972.75   | 0.22%             | 2031-07-02      | Floating      | 9.11%                 | No            |                  2 | On Loan: No      |
| Covetrus Inc                                       | Covetrus, Inc.                                                                | CUSIP: 22304EAC0<br>LEI: 5493009S30DUFCF75V87 | Long             | LON              | CORP              | US        |   2144616 | PA      | $1962334.79   | 0.18%             | 2029-10-13      | Floating      | 9.30%                 | No            |                  2 | On Loan: No      |
| FLYNN RESTAURANT GROUP LP                          | Flynn Restaurant Group LP                                                     | CUSIP: 34410JAG6<br>LEI: 5493008VE8TQONGO3817 | Long             | LON              | CORP              | US        |   2533906 | PA      | $2538263.97   | 0.23%             | 2032-01-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding LLC                            | Brown Group Holding LLC                                                       | CUSIP: 11565HAB2<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |   4536476 | PA      | $4548112.27   | 0.41%             | 2031-07-01      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| TECTA AMERICA CORP                                 | Tecta America Corp.                                                           | CUSIP: 000000000<br>LEI: 54930083ULRH07WCC129 | Long             | LON              | CORP              | US        |   3547092 | PA      | $3561227.14   | 0.32%             | 2032-02-18      | Floating      | 7.36%                 | 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        |   1276272 | PA      | $1281855.21   | 0.12%             | 2032-02-11      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| JONES DESLAURIERS INSURA                           | Jones Deslauriers Insurance Management, Inc.                                  | CUSIP: 48020RAA3<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |   3500000 | PA      | $3722698.00   | 0.34%             | 2030-12-15      | Fixed         | 10.50%                | 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      | $1074448.72   | 0.10%             | 2031-07-15      | Fixed         | 4.75%                 | 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      | $1310011.38   | 0.12%             | 2030-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UKG Inc                                            | UKG, Inc.                                                                     | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |   2938161 | PA      | $2941187.40   | 0.27%             | 2031-02-10      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                              | KKR CLO 20 Ltd.                                                               | CUSIP: 48251VAA4<br>LEI: 549300HJX0LGFQYWTF96 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $495948.60    | 0.04%             | 2030-10-16      | Floating      | 10.08%                | No            |                  2 | On Loan: No      |
| AqGen Island Holdings Inc                          | AqGen Island Holdings, Inc.                                                   | CUSIP: 03836BAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   6563046 | PA      | $6577681.19   | 0.60%             | 2028-08-02      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| PROOFPOINT INC                                     | Proofpoint, Inc.                                                              | CUSIP: 74345HAG6<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |   4568609 | PA      | $4581469.19   | 0.41%             | 2028-08-31      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| UKG INC                                            | UKG, Inc.                                                                     | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1027293.00   | 0.09%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                   | Purchased USD / Sold CAD                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-7761.11     | -0.00%            |  |  |  | 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      | $2177238.47   | 0.20%             | 2032-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Cpc Acquisition Corp                               | CPC Acquisition Corp.                                                         | CUSIP: 44931VAH6<br>LEI: 254900UFA4AMH3PZZW32 | Long             | LON              | CORP              | US        |    429864 | PA      | $216903.05    | 0.02%             | 2028-12-29      | Floating      | 12.05%                | No            |                  2 | On Loan: No      |
| FOUNDATION BUILDING M                              | Foundation Building Materials, Inc.                                           | CUSIP: 350392AA4<br>LEI: 549300ZVE6MONHB01I28 | Long             | DBT              | CORP              | US        |   2890000 | PA      | $2715226.67   | 0.25%             | 2029-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| VIRTUSA CORP                                       | Virtusa Corp.                                                                 | CUSIP: 92837TAA0<br>LEI: C77OMXDER63WLJCSKT03 | Long             | DBT              | CORP              | US        |   7409000 | PA      | $7093467.29   | 0.64%             | 2028-12-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/VM HOLDS                            | VistaJet Malta Finance PLC/Vista Management Holding, Inc.                     | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    680000 | PA      | $643082.87    | 0.06%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| Altice Financing SA                                | Altice Financing SA                                                           | CUSIP: 000000000<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | LON              | CORP              | LU        |   1152519 | PA      | $1006725.28   | 0.09%             | 2027-10-31      | Floating      | 9.32%                 | 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      | $4254288.01   | 0.39%             | 2032-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SYNAPTICS INC                                      | Synaptics, Inc.                                                               | CUSIP: 87157DAG4<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $945117.90    | 0.09%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CPC Acquisition Corp                               | CPC Acquisition Corp.                                                         | CUSIP: 12656UAB1<br>LEI: 254900UFA4AMH3PZZW32 | Long             | LON              | CORP              | US        |   2949038 | PA      | $2550918.29   | 0.23%             | 2027-12-29      | Floating      | 8.31%                 | No            |                  2 | On Loan: No      |
| RE/MAX International Inc                           | RE/MAX International, Inc.                                                    | CUSIP: 75523KAK1<br>LEI: 549300GN7WEUE9HKXH55 | Long             | LON              | CORP              | US        |    224080 | PA      | $217497.90    | 0.02%             | 2028-07-21      | Floating      | 6.97%                 | No            |                  2 | 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      |
| BBAM US CLO LTD.                                   | Bbam U.S. CLO V Ltd.                                                          | CUSIP: 05556BAA0<br>LEI: 213800MKXSA1BGWGVJ66 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3002577.00   | 0.27%             | 2038-07-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDING                           | JH North America Holdings, Inc.                                               | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |   1795000 | PA      | $1802655.68   | 0.16%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Carestream Health Inc                              | Carestream Health, Inc.                                                       | CUSIP: 14173VAT0<br>LEI: 5493008C1W5RQW9E4I05 | Long             | LON              | CORP              | US        |    622187 | PA      | $290872.51    | 0.03%             | 2027-09-30      | Floating      | 11.90%                | No            |                  2 | On Loan: No      |
| SONIC AUTOMOTIVE INC                               | Sonic Automotive, Inc.                                                        | CUSIP: 83545GBE1<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |   1834000 | PA      | $1730218.53   | 0.16%             | 2031-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                           | Neuberger Berman CLO XVI-S Ltd.                                               | CUSIP: 64131RAE8<br>LEI: 549300UHUHCR3388B324 | Long             | ABS-CBDO         | CORP              | KY        |   2704295 | PA      | $1587745.68   | 0.14%             | 2039-04-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| AECOM                                              | AECOM                                                                         | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |   3173000 | PA      | $3200874.81   | 0.29%             | 2033-08-01      | Fixed         | 6.00%                 | 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        |   1144300 | PA      | $1147160.27   | 0.10%             | 2032-01-30      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                    | Madison IAQ LLC                                                               | CUSIP: 55759VAD0<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |   1906269 | PA      | $1916638.86   | 0.17%             | 2032-05-06      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| US RADIOLOGY SPECIALISTS INC                       | U.S. Radiology Specialists, Inc.                                              | CUSIP: 90372AAM0<br>LEI: 254900QCDFUYXJEFMY06 | Long             | LON              | CORP              | US        |   5840977 | PA      | $5865801.36   | 0.53%             | 2027-12-15      | Floating      | 9.05%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP DIVERSIFIE                           | Compass Group Diversified Holdings LLC                                        | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |   1462000 | PA      | $1359686.17   | 0.12%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PEDIATRIX MEDICAL GROUP                            | Pediatrix Medical Group, Inc.                                                 | CUSIP: 58502BAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3162000 | PA      | $3099261.81   | 0.28%             | 2030-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                             | WESCO Distribution, Inc.                                                      | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    500000 | PA      | $513460.50    | 0.05%             | 2029-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ZOOMINFO LLC                                       | ZoomInfo LLC                                                                  | CUSIP: 25471YAN2<br>LEI: 549300XF0FRWD2286I33 | Long             | LON              | CORP              | US        |   2395567 | PA      | $2391458.14   | 0.22%             | 2030-02-28      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| NEWLY WEDS FOODS INC                               | Newly Weds Foods, Inc.                                                        | CUSIP: 75701MAE5<br>LEI: 549300W1NZ5SVUKC3665 | Long             | LON              | CORP              | US        |   3173157 | PA      | $3181089.86   | 0.29%             | 2032-03-15      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| KKR FINANCIAL CLO LTD                              | KKR CLO 16 Ltd.                                                               | CUSIP: 48251DAG1<br>LEI: 254900VCKMCY079T6M57 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $979073.00    | 0.09%             | 2034-10-20      | Floating      | 11.70%                | 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      | $1896330.85   | 0.17%             | 2032-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| IRB Holding Corp                                   | IRB Holding Corp.                                                             | CUSIP: 44988LAL1<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |   5984811 | PA      | $5989927.90   | 0.54%             | 2027-12-15      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                   | AmWINS Group, Inc.                                                            | CUSIP: 03234TBA5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |   3270057 | PA      | $3276123.28   | 0.30%             | 2032-01-30      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Burlington Coat Factory Warehouse Corporation      | Burlington Coat Factory Warehouse Corp.                                       | CUSIP: 121575AL8<br>LEI: 549300SIFDMGE3Y2SW49 | Long             | LON              | CORP              | US        |    155833 | PA      | $155463.22    | 0.01%             | 2031-09-24      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| Fastlane Parent Company Inc                        | Fastlane Parent Co., Inc.                                                     | CUSIP: 31187LAG8<br>LEI: 5493005IX60917DT0D94 | Long             | LON              | CORP              | US        |   2028591 | PA      | $1929697.25   | 0.17%             | 2028-09-29      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| KOHLER ENERGY CO LLC                               | Kohler Energy Co. LLC                                                         | CUSIP: 25472PAB6<br>LEI: 254900T31FAYMRQSAA12 | Long             | LON              | CORP              | US        |   1371214 | PA      | $1379571.25   | 0.12%             | 2031-05-01      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO LTD                                 | Ardonagh Finco Ltd.                                                           | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |   3792000 | PA      | $3957129.66   | 0.36%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                   | Purchased USD / Sold CAD                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-6268.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vibrant CLO Ltd                                    | Vibrant CLO III Ltd.                                                          | CUSIP: 92557UBC0<br>LEI: 54930073XIEUISQCY218 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1005353.30   | 0.09%             | 2031-10-20      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| SeaWorld Parks & Entertainment Inc                 | SeaWorld Parks & Entertainment, Inc.                                          | CUSIP: 78488CAL4<br>LEI: 549300UZV72O3371JJ53 | Long             | LON              | CORP              | US        |   3360241 | PA      | $3363047.26   | 0.30%             | 2031-12-04      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                   | Purchased CAD / Sold USD                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CA        |         1 | NC      | $9388.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Motion Finco Sarl                                  | Motion Finco SARL                                                             | CUSIP: 000000000<br>LEI: 2549002L1LBQZKA7UN30 | Long             | LON              | CORP              | LU        |   3366961 | PA      | $3104219.92   | 0.28%             | 2029-11-12      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                              | KKR CLO 37 Ltd.                                                               | CUSIP: 48254FBC1<br>LEI: 2549004455SHSW372E02 | Long             | ABS-CBDO         | CORP              | KY        |   2100000 | PA      | $2100858.27   | 0.19%             | 2038-04-20      | Floating      | 5.50%                 | No            |                  2 | 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        |   2750000 | PA      | $2751593.08   | 0.25%             | 2027-05-15      | Fixed         | 5.25%                 | 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      |
| LASERSHIP INC                                      | LaserShip, Inc.                                                               | CUSIP: 51809EAM7<br>LEI: 254900NGHREGOQUFUT53 | Long             | LON              | CORP              | US        |   4369208 | PA      | $2575647.99   | 0.23%             | 2029-08-10      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Cornerstone Building Brands Inc                    | Cornerstone Building Brands, Inc.                                             | CUSIP: 21925FAA2<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |    173707 | PA      | $162850.21    | 0.01%             | 2028-08-01      | Floating      | 9.97%                 | No            |                  2 | On Loan: No      |
| Kestra Advisor Services Holdings A, Inc.           | Kestra Advisor Services Holdings A, Inc.                                      | CUSIP: 000000000<br>LEI: 254900WH55RU999OY504 | Long             | LON              | CORP              | US        |   1408457 | PA      | $1411245.83   | 0.13%             | 2031-03-22      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| E2open LLC                                         | E2open LLC                                                                    | CUSIP: 26826YAB8<br>LEI: 549300WF2BZODU55DR56 | Long             | LON              | CORP              | US        |    360568 | PA      | $361597.74    | 0.03%             | 2028-02-04      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| CPI HOLDCO B LLC                                   | CPI Holdco B LLC                                                              | CUSIP: 1261MAAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3517172 | PA      | $3517453.21   | 0.32%             | 2031-05-19      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                            | Jane Street Group/JSG Finance, Inc.                                           | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1649000 | PA      | $1637366.04   | 0.15%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fleet Midco I Limited                              | Fleet Midco I Ltd.                                                            | CUSIP: 33902UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    907310 | PA      | $910712.82    | 0.08%             | 2031-02-21      | Floating      | 6.80%                 | No            |                  3 | On Loan: No      |
| Escape Velocity Holdings Inc                       | Escape Velocity Holdings, Inc.                                                | CUSIP: 29629LAB9<br>LEI: 254900OA7N08VYX26D08 | Long             | LON              | CORP              | US        |   4944555 | PA      | $4978548.93   | 0.45%             | 2028-10-08      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| NA Rail HoldCo LLC                                 | NA Rail HoldCo LLC                                                            | CUSIP: 000000000<br>LEI: 549300WBUJ0EQ32JFK65 | Long             | LON              | CORP              | US        |    431321 | PA      | $433949.74    | 0.04%             | 2032-03-08      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| BCPE Pequod Buyer Inc                              | BCPE Pequod Buyer, Inc.                                                       | CUSIP: 05624AAB8<br>LEI: 254900HEEOS2IWC84V94 | Long             | LON              | CORP              | US        |   2028250 | PA      | $2034588.28   | 0.18%             | 2031-11-25      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| Chrysaor Bidco Sarl                                | Chrysaor Bidco SARL                                                           | CUSIP: 000000000<br>LEI: 254900CXX37NCB7A8J31 | Long             | LON              | CORP              | LU        |    303840 | PA      | $306038.20    | 0.03%             | 2031-10-30      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| JAMES HARDIE INTL FIN                              | James Hardie International Finance DAC                                        | CUSIP: 47032FAB5<br>LEI: 635400G32A4Q1LVQ8M88 | Long             | DBT              | CORP              | IE        |   2211000 | PA      | $2196268.77   | 0.20%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                         | Arcosa, Inc.                                                                  | CUSIP: 039653AA8<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |   2806000 | PA      | $2709198.33   | 0.25%             | 2029-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KNOWBE4 INC                                        | KnowBe4, Inc.                                                                 | CUSIP: 000000000<br>LEI: 64883ZJ0RS5039H4PN24 | Long             | LON              | CORP              | US        |   1641903 | PA      | $1644989.44   | 0.15%             | 2032-07-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALTISOURCE SOLUTIONS SARL                          | Altisource Solutions SARL                                                     | CUSIP: 000000000<br>LEI: 222100LCEG1XDFQRZI81 | Long             | LON              | CORP              | LU        |    193940 | PA      | $199030.70    | 0.02%             | 2030-04-30      | Floating      | 10.90%                | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                  | Purchased USD / Sold CAD                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $3588.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonrava Health Holdings, LLC                       | Sonrava Health Holdings LLC                                                   | CUSIP: 83569KAC8<br>LEI: 549300S5KZ5QHE321375 | Long             | LON              | CORP              | US        |    746805 | PA      | $731868.51    | 0.07%             | 2028-05-18      | Floating      | 11.08%                | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                   | Purchased EUR / Sold USD                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |         1 | NC      | $15838.46     | 0.00%             |  |  |  | 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      | $1023168.00   | 0.09%             | 2029-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                   | Altice France SA                                                              | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |    976151 | PA      | $910109.47    | 0.08%             | 2028-08-15      | Floating      | 9.82%                 | No            |                  2 | On Loan: No      |
| AL NGPL Holdings LLC                               | AL NGPL Holdings LLC                                                          | CUSIP: 01021AAB6<br>LEI: 254900WKSN3ZUJ0TO315 | Long             | LON              | CORP              | US        |   1256351 | PA      | $1261376.03   | 0.11%             | 2030-12-09      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| Johnstone Supply LLC                               | Johnstone Supply LLC                                                          | CUSIP: 47947BAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    639881 | PA      | $641023.27    | 0.06%             | 2031-06-09      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTERNATIONAL INC                       | Somnigroup International, Inc.                                                | CUSIP: 88025BAP6<br>LEI: 549300HFEKVR3US71V91 | Long             | LON              | CORP              | US        |   1556814 | PA      | $1562652.03   | 0.14%             | 2031-10-24      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| ALTISOURCE NWCASH EXR WARRANTS                     | Altisource Solutions SARL                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |      2821 | NS      | $2426.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Project Ruby Ultimate Parent Corp.                 | Project Ruby Ultimate Parent Corp.                                            | CUSIP: 74339UAZ3<br>LEI: 549300UGGIEE7YT1C741 | Long             | LON              | CORP              | US        |   1455188 | PA      | $1458978.97   | 0.13%             | 2028-03-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ECO Material Tech Inc                              | ECO Material Tech, Inc.                                                       | CUSIP: 27888XAB3<br>LEI: 2549001ARPX05UHXX452 | Long             | LON              | CORP              | US        |   1960644 | PA      | $1970446.72   | 0.18%             | 2032-02-12      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| ELASTIC NV                                         | Elastic NV                                                                    | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |   1649000 | PA      | $1569896.98   | 0.14%             | 2029-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                             | Purchased USD / Sold EUR                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $501.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INEOS US FINANCE LLC                               | INEOS U.S. Finance LLC                                                        | CUSIP: 000000000<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |   3481413 | PA      | $3213047.86   | 0.29%             | 2031-02-07      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| ASTRA ACQUISITION CORP                             | Astra Acquisition Corp.                                                       | CUSIP: 04629UAR7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1138771 | PA      | $13995.50     | 0.00%             | 2028-10-25      | Floating      | 9.55%                 | No            |                  2 | On Loan: No      |
| REWORLD HOLDING CORP                               | Reworld Holding Corp.                                                         | CUSIP: 22282GAN7<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |     24690 | PA      | $24751.37     | 0.00%             | 2028-11-30      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                           | Cloud Software Group, Inc.                                                    | CUSIP: 88632NBF6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |   5162994 | PA      | $5177657.12   | 0.47%             | 2029-03-29      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| ENPRO INC                                          | Enpro, Inc.                                                                   | CUSIP: 29355XAH0<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |   3306000 | PA      | $3348898.66   | 0.30%             | 2033-06-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                            | Beach Acquisition Bidco LLC                                                   | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |   1593000 | PA      | $1662412.00   | 0.15%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Cast and Crew Payroll LLC                          | Cast & Crew Payroll LLC                                                       | CUSIP: 14835JAQ3<br>LEI: 549300XE7OZGFGN5F466 | Long             | LON              | CORP              | US        |   5324681 | PA      | $5078041.37   | 0.46%             | 2028-12-29      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                           | Purchased USD / Sold GBP                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-17640.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TricorBraun Holdings Inc                           | TricorBraun Holdings, Inc.                                                    | CUSIP: 00184NAB3<br>LEI: 2549009AB5YVVW5J1U62 | Long             | LON              | CORP              | US        |    448405 | PA      | $448961.18    | 0.04%             | 2028-03-03      | Floating      | 7.72%                 | 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      | $778947.75    | 0.07%             | 2032-05-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                           | Standard Building Solutions, Inc.                                             | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510978.50    | 0.05%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TPG CLO 2025-1 Ltd                                 | TPG CLO Ltd.                                                                  | CUSIP: 87268JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2001716.00   | 0.18%             | 2037-07-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Trucordia Insurance Holdings LLC                   | Trucordia Insurance Holdings LLC                                              | CUSIP: 89783WAB1<br>LEI: 254900KYYP47CV7DMK95 | Long             | LON              | CORP              | US        |   1632746 | PA      | $1644485.78   | 0.15%             | 2032-06-17      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA INC                                 | Murphy Oil USA, Inc.                                                          | CUSIP: 626738AF5<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |   2567000 | PA      | $2365728.72   | 0.21%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| 19th Holdings Golf LLC                             | 19th Holdings Golf LLC                                                        | CUSIP: 68250XAB7<br>LEI: 549300INS30LLUJP0S18 | Long             | LON              | CORP              | US        |   1050197 | PA      | $1042977.32   | 0.09%             | 2029-02-07      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| EP Purchaser LLC                                   | EP Purchaser LLC                                                              | CUSIP: 26881KAD6<br>LEI: 549300GGODRVQG1GH476 | Long             | LON              | CORP              | US        |    161595 | PA      | $161443.79    | 0.01%             | 2028-11-06      | Floating      | 9.06%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                             | CACI International, Inc.                                                      | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |   1869000 | PA      | $1913413.05   | 0.17%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TMS INTERNATIONAL CORP                             | TMS International Corp.                                                       | CUSIP: 87261QAC7<br>LEI: 549300L4K0F1YF8WKF23 | Long             | DBT              | CORP              | US        |   1836000 | PA      | $1749362.28   | 0.16%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                  | Cedar Funding IV CLO Ltd.                                                     | CUSIP: 150323BL6<br>LEI: 549300PPJP6KEORGHQ85 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3010371.00   | 0.27%             | 2038-01-23      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                             | Ardagh Metal Packaging Finance USA LLC/Ardagh Metal Packaging Finance PLC     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    350000 | PA      | $362975.23    | 0.03%             | 2029-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SPEEDWAY MOT/SPEEDWAY FD                           | Speedway Motorsports LLC/Speedway Funding II, Inc.                            | CUSIP: 84779MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5550000 | PA      | $5502496.44   | 0.50%             | 2027-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Core & Main LP                                     | Core & Main LP                                                                | CUSIP: 40416VAH8<br>LEI: 549300ZSLF8Q660SCD17 | Long             | LON              | CORP              | US        |    429245 | PA      | $431122.81    | 0.04%             | 2031-02-09      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| MRC Global (US) Inc.                               | MRC Global U.S., Inc.                                                         | CUSIP: 55345LAF8<br>LEI: 549300DH01K8F1NQFP75 | Long             | LON              | CORP              | US        |    271801 | PA      | $273159.84    | 0.02%             | 2031-10-29      | Floating      | 7.80%                 | No            |                  3 | On Loan: No      |
| Darling Ingredients Inc                            | Darling Ingredients, Inc.                                                     | CUSIP: 237266AH4<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |    942000 | PA      | $940655.86    | 0.09%             | 2027-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cornerstone OnDemand Inc                           | Cornerstone OnDemand, Inc.                                                    | CUSIP: 86803YAB9<br>LEI: 549300Z402F16H5EGH48 | Long             | LON              | CORP              | US        |   3288384 | PA      | $3114921.80   | 0.28%             | 2028-10-16      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                           | Standard Building Solutions, Inc.                                             | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1308147.12   | 0.12%             | 2033-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                          | Block, Inc.                                                                   | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    600000 | PA      | $616124.40    | 0.06%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALTISOURCE PORTFOLIO SOLUTIONS                     | Altisource Portfolio Solutions SA                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12841 | NS      | $142791.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                   | Purchased USD / Sold GBP                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $106.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonrava Health Holdings, LLC                       | Sonrava Health Holdings LLC                                                   | CUSIP: 83569KAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3034219 | PA      | $1098645.15   | 0.10%             | 2028-08-18      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| EOC BORROWER LLC                                   | EOC Borrower LLC                                                              | CUSIP: 26875YAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1259443 | PA      | $1263378.76   | 0.11%             | 2028-03-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                             | Northern Oil & Gas, Inc.                                                      | CUSIP: 665530AB7<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    500000 | PA      | $514296.00    | 0.05%             | 2031-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Sedgwick Claims Management Services Inc            | Sedgwick Claims Management Services, Inc.                                     | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |   3347699 | PA      | $3355599.15   | 0.30%             | 2031-07-31      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| UTEX INDUSTRIES COMMON                             | Utex Industries                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6341 | NS      | $179659.55    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OceanKey (US) II Corp                              | Oceankey U.S. II Corp.                                                        | CUSIP: 67526KAC3<br>LEI: 254900Q3ECXZMSZNNZ82 | Long             | LON              | CORP              | US        |    530563 | PA      | $531889.27    | 0.05%             | 2028-12-15      | Floating      | 7.96%                 | No            |                  2 | On Loan: No      |
| Vantage Specialty Chemicals Inc                    | Vantage Specialty Chemicals, Inc.                                             | CUSIP: 92210XAE0<br>LEI: 54930057U5S5AY44VU09 | Long             | LON              | CORP              | US        |   5658626 | PA      | $5517160.36   | 0.50%             | 2026-10-26      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| Peraton Corp                                       | Peraton Corp.                                                                 | CUSIP: 71360HAG2<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |   2149698 | PA      | $1384448.36   | 0.13%             | 2029-02-01      | Floating      | 12.18%                | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                           | Live Nation Entertainment, Inc.                                               | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1518291.00   | 0.14%             | 2027-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INSTALLED BUILDING PRODU                           | Installed Building Products, Inc.                                             | CUSIP: 45780RAA9<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DBT              | CORP              | US        |    600000 | PA      | $600554.52    | 0.05%             | 2028-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                           | Hess Midstream Operations LP                                                  | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $754132.50    | 0.07%             | 2030-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Form Technologies LLC                              | Form Technologies LLC                                                         | CUSIP: 34634FAF6<br>LEI: X7KHAIMGSSPZ1XIJIL51 | Long             | LON              | CORP              | US        |   4443652 | PA      | $4212204.05   | 0.38%             | 2030-07-19      | Floating      | 10.07%                | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                             | Purchased CAD / Sold USD                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CA        |         1 | NC      | $7168.81      | 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      | $-425.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                           | LCM Investments Holdings II LLC                                               | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |   3414000 | PA      | $3612343.16   | 0.33%             | 2031-08-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| EyeCare Partners LLC                               | EyeCare Partners LLC                                                          | CUSIP: 30233PAT7<br>LEI: 254900ZAACWK09RJ8W93 | Long             | LON              | CORP              | US        |    227690 | PA      | $180871.26    | 0.02%             | 2028-11-30      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 3 SARL                            | Albion Financing 3 SARL                                                       | CUSIP: 01330EAD0<br>LEI: 213800VFJ5CIN2NUQ821 | Long             | LON              | CORP              | US        |    523894 | PA      | $527234.18    | 0.05%             | 2031-05-21      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Serta Simmons Bedding LLC                          | Serta Simmons Bedding LLC                                                     | CUSIP: 81753HAL5<br>LEI: 549300M4F4V4WFPNI116 | Long             | LON              | CORP              | US        |     13147 | PA      | $13146.75     | 0.00%             | 2028-06-29      | Floating      | 11.94%                | No            |                  3 | On Loan: No      |
| ALLSPRING BUYER LLC                                | Allspring Buyer LLC                                                           | CUSIP: 98922AAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    856852 | PA      | $860524.11    | 0.08%             | 2030-11-01      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCE LLC                              | Jefferies Finance LLC                                                         | CUSIP: 000000000<br>LEI: 549300SKVB18YSSIDT75 | Long             | LON              | CORP              | US        |    266627 | PA      | $267461.48    | 0.02%             | 2031-10-21      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| ORION US FINCO INC.                                | Orion U.S. Finco, Inc.                                                        | CUSIP: 68631KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1544434 | PA      | $1553446.12   | 0.14%             | 2032-05-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LASERSHIP INC                                      | LaserShip, Inc.                                                               | CUSIP: 51809EAQ8<br>LEI: 254900NGHREGOQUFUT53 | Long             | LON              | CORP              | US        |    540900 | PA      | $173934.47    | 0.02%             | 2029-08-10      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                           | Purchased USD / Sold CAD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-4348.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STONEX GROUP INC                                   | StoneX Group, Inc.                                                            | CUSIP: 861896AA6<br>LEI: 549300JUF07L8VF02M60 | Long             | DBT              | CORP              | US        |   2138000 | PA      | $2248932.27   | 0.20%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ACUSHNET CO                                        | Acushnet Co.                                                                  | CUSIP: 005095AA2<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |    350000 | PA      | $365040.90    | 0.03%             | 2028-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                   | Purchased CAD / Sold USD                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CA        |         1 | NC      | $-1020.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INGRAM MICRO INC                                   | Ingram Micro, Inc.                                                            | CUSIP: 45258FAE0<br>LEI: 549300KJMEWPKRQZHX63 | Long             | LON              | CORP              | US        |   1502131 | PA      | $1511204.06   | 0.14%             | 2031-09-22      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| ASPIRE BAKERIES HOLDINGS LLC                       | Aspire Bakeries Holdings LLC                                                  | CUSIP: 000000000<br>LEI: 549300MWN7R72KAKOD18 | Long             | LON              | CORP              | US        |   1080603 | PA      | $1091749.20   | 0.10%             | 2030-12-23      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                        | Allied Universal Holdco LLC                                                   | CUSIP: 01957TAH0<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |   4194094 | PA      | $4207955.78   | 0.38%             | 2028-05-12      | Floating      | 8.21%                 | No            |                  2 | On Loan: No      |
| TRIMAS CORP                                        | TriMas Corp.                                                                  | CUSIP: 896215AH3<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | DBT              | CORP              | US        |   3799000 | PA      | $3647669.49   | 0.33%             | 2029-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Greywolf CLO Ltd                                   | Greywolf CLO IV Ltd.                                                          | CUSIP: 39809TBC0<br>LEI: 5493008JNE27URH1VF66 | Long             | ABS-CBDO         | CORP              | KY        |   2570000 | PA      | $2576425.00   | 0.23%             | 2034-04-17      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                          | Sunoco LP                                                                     | CUSIP: 86765KAC3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    700000 | PA      | $734339.20    | 0.07%             | 2032-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Ascend Performance Materials Operations LLC        | Ascend Performance Materials Operations LLC                                   | CUSIP: 04350TAC8<br>LEI: 549300NIMFUIRMMAGQ29 | Long             | LON              | CORP              | US        |   3235954 | PA      | $188591.42    | 0.02%             | 2026-08-27      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                            | Starwood Property Trust, Inc.                                                 | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |   1250000 | PA      | $1263285.33   | 0.11%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| IMOLA MERGER CORP                                  | Imola Merger Corp.                                                            | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1936000 | PA      | $1879999.84   | 0.17%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Dcert Buyer Inc                                    | DCert Buyer, Inc.                                                             | CUSIP: 24022KAJ8<br>LEI: 549300EF826JEEUCHZ67 | Long             | LON              | CORP              | US        |   1250000 | PA      | $1125000.00   | 0.10%             | 2029-02-19      | Floating      | 11.36%                | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                             | Purchased GBP / Sold USD                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |         1 | NC      | $1167.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WEX INC                                            | WEX, Inc.                                                                     | CUSIP: 96208TAD6<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | DBT              | CORP              | US        |   4502000 | PA      | $4564946.96   | 0.41%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                  | Clean Harbors, Inc.                                                           | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143193.82    | 0.01%             | 2031-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                  | Cedar Funding XII CLO Ltd.                                                    | CUSIP: 15033TBA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3001226.10   | 0.27%             | 2038-01-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                   | Purchased EUR / Sold USD                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |         1 | NC      | $1543.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                  | Herc Holdings, Inc.                                                           | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   2231000 | PA      | $2312157.09   | 0.21%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                     | Open Text Corp.                                                               | CUSIP: 683715AC0<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    972000 | PA      | $939798.61    | 0.09%             | 2028-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TRANSMONTAIGNE PARTNERS                            | TransMontaigne Partners LLC                                                   | CUSIP: 89377AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    925000 | PA      | $968190.10    | 0.09%             | 2030-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                           | Purchased USD / Sold EUR                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-71275.97    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                           | Purchased USD / Sold CAD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-4667.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JONES DESLAURIERS INSURA                           | Jones Deslauriers Insurance Management, Inc.                                  | CUSIP: 48020RAB1<br>LEI: 549300JQIWNFU00E5424 | Long             | DBT              | CORP              | CA        |   1519000 | PA      | $1609376.16   | 0.15%             | 2030-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BOYNE USA INC                                      | Boyne USA, Inc.                                                               | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3730000 | PA      | $3628934.53   | 0.33%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MedAssets Software Intermediate Holdings Inc       | MedAssets Software Intermediate Holdings, Inc.                                | CUSIP: 31810YAC4<br>LEI: 25490077VXHBSKJ52J14 | Long             | LON              | CORP              | US        |    505034 | PA      | $494461.20    | 0.04%             | 2028-12-15      | Floating      | 8.35%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                             | WESCO Distribution, Inc.                                                      | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507024.50    | 0.05%             | 2028-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                           | Purchased USD / Sold CAD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $3181.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TruGreen Limited Partnership                       | TruGreen LP                                                                   | CUSIP: 89787RAK8<br>LEI: 549300QNRP2MNHR3QM19 | Long             | LON              | CORP              | US        |    400000 | PA      | $334000.00    | 0.03%             | 2028-11-02      | Floating      | 13.07%                | No            |                  2 | On Loan: No      |
| Delta 2 (LUX) S.a.r.l.                             | Delta 2 Lux SARL                                                              | CUSIP: 000000000<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | LU        |   1571110 | PA      | $1573726.23   | 0.14%             | 2031-09-30      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                       | Novelis Corp.                                                                 | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1211677.27   | 0.11%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                            | Jane Street Group/JSG Finance, Inc.                                           | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1782840.98   | 0.16%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| SAVAGE ENTERPRISES LLC                             | Savage Enterprises LLC                                                        | CUSIP: 80465JAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    460291 | PA      | $461664.94    | 0.04%             | 2028-09-15      | Floating      | 7.08%                 | 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      |
| BOMBARDIER INC                                     | Bombardier, Inc.                                                              | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   3525000 | PA      | $3626841.13   | 0.33%             | 2033-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| White Cap Buyer LLC                                | White Cap Buyer LLC                                                           | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |    498747 | PA      | $498649.61    | 0.05%             | 2029-10-19      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| EVEREST SUBBIDCO                                   | Everest SubBidCo                                                              | CUSIP: 000000000<br>LEI: 969500CR0NDBKD0VFM16 | Long             | LON              | CORP              | US        |    783002 | PA      | $775171.67    | 0.07%             | 2031-12-10      | Floating      | 8.79%                 | No            |                  3 | On Loan: No      |
| Vestis Corporation                                 | Vestis Corp.                                                                  | CUSIP: 92550HAE3<br>LEI: 254900QDW0TA2TMFAP59 | Long             | LON              | CORP              | US        |    474862 | PA      | $455867.67    | 0.04%             | 2031-02-22      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                   | Altice France SA                                                              | CUSIP: 000000000<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |    874506 | PA      | $797444.86    | 0.07%             | 2026-01-31      | Floating      | 10.19%                | No            |                  2 | On Loan: No      |
| SERVICE LOGIC ACQUISITION INC                      | Service Logic Acquisition, Inc.                                               | CUSIP: 81759AAH3<br>LEI: 25490008CFAWEVHSQF88 | Long             | LON              | CORP              | US        |   1596881 | PA      | $1602869.07   | 0.15%             | 2027-10-29      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| EAGLE INVESTMENTS HOLDCO                           | Eagle Investments Holding Co. LLC                                             | CUSIP: 000000000<br>LEI: 549300XHAU1K06XGBE82 | Long             | EC               | CORP              | US        |        66 | NS      | $0.66         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| TRANSDIGM INC                                      | TransDigm, Inc.                                                               | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    750000 | PA      | $768560.25    | 0.07%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                   | Purchased EUR / Sold USD                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |         1 | NC      | $126919.04    | 0.01%             |  |  |  | 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      |
| OVG Business Services LLC                          | OVG Business Services LLC                                                     | CUSIP: 62955EAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1339900 | PA      | $1339062.76   | 0.12%             | 2031-06-25      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| DRW Holdings LLC                                   | DRW Holdings LLC                                                              | CUSIP: 23343HAE0<br>LEI: 549300W696CUHX8SLK40 | Long             | LON              | CORP              | US        |   2200730 | PA      | $2203480.87   | 0.20%             | 2031-06-26      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| AKORN                                              | Akorn, Inc.                                                                   | CUSIP: 000000000<br>LEI: 549300REUQNNF5W5TA64 | Long             | EC               | CORP              | US        |     37299 | NS      | $1118.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                   | Altice France SA                                                              | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   1770000 | PA      | $1536829.05   | 0.14%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                             | Adient Global Holdings Ltd.                                                   | CUSIP: 00687YAB1<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |    416000 | PA      | $426467.39    | 0.04%             | 2028-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                  | Purchased CAD / Sold USD                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CA        |         1 | NC      | $5681.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TECHNIMARK HOLDINGS LLC                            | Technimark Holdings LLC                                                       | CUSIP: 87854HAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1612809 | PA      | $1618187.52   | 0.15%             | 2031-04-14      | Floating      | 7.60%                 | No            |                  2 | On Loan: No      |
| Dexko Global Inc                                   | DexKo Global, Inc.                                                            | CUSIP: 25213YAU9<br>LEI: 549300SMZ4OV1KBH1M19 | Long             | LON              | CORP              | US        |    297692 | PA      | $284567.06    | 0.03%             | 2028-10-04      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| FIRST ADVANTAGE HOLDINGS LLC                       | First Advantage Holdings LLC                                                  | CUSIP: 78477MAG6<br>LEI: 549300MRQE5MQEH3BI02 | Long             | LON              | CORP              | US        |   2325737 | PA      | $2337132.98   | 0.21%             | 2031-10-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| 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      |
| AMENTUM HOLDINGS INC                               | Amentum Holdings, Inc.                                                        | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |   4294000 | PA      | $4445685.55   | 0.40%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| LSF12 Badger Bidco LLC                             | LSF12 Badger Bidco LLC                                                        | CUSIP: 50221PAB8<br>LEI: 254900AQINKZO1M1LS24 | Long             | LON              | CORP              | US        |   1476266 | PA      | $1454121.67   | 0.13%             | 2030-08-30      | Floating      | 10.36%                | No            |                  3 | On Loan: No      |
| QUIKRETE HOLDINGS INC                              | Quikrete Holdings, Inc.                                                       | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |   2477130 | PA      | $2478058.90   | 0.22%             | 2032-02-10      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                             | Purchased EUR / Sold USD                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |         1 | NC      | $1497.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EagleView Technology Corporation                   | EagleView Technology Corp.                                                    | CUSIP: 000000000<br>LEI: 549300HLIL8HO4PPLG50 | Long             | LON              | CORP              | US        |   6350348 | PA      | $6244169.91   | 0.57%             | 2028-08-14      | Floating      | 9.80%                 | No            |                  2 | On Loan: No      |
| Southern Veterinary Partners, LLC                  | Southern Veterinary Partners LLC                                              | CUSIP: 84410HAQ3<br>LEI: 549300DT78GYJYRK0R74 | Long             | LON              | CORP              | US        |    562113 | PA      | $562902.85    | 0.05%             | 2031-12-04      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Ziggo Financing Partnership                        | Ziggo Financing Partnership                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3367435 | PA      | $3258464.41   | 0.29%             | 2028-04-30      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| ADMI CORP                                          | ADMI Corp.                                                                    | CUSIP: 00709LAL1<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |    245602 | PA      | $238356.78    | 0.02%             | 2027-12-23      | Floating      | 10.11%                | No            |                  2 | On Loan: No      |
| SIX FLAGS/CANADA WON                               | Six Flags Entertainment Corp./Canada's Wonderland Co./Magnum Management Corp. | CUSIP: 150190AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    291000 | PA      | $290812.60    | 0.03%             | 2027-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                        | Starwood Property Trust, Inc.                                                 | CUSIP: 85570DAK8<br>LEI: 5493008SB15CNJRIOK13 | Long             | LON              |  | US        |   1991053 | PA      | $1993542.17   | 0.18%             | 2027-11-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VAIL RESORTS INC                                   | Vail Resorts, Inc.                                                            | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |   4441000 | PA      | $4564748.47   | 0.41%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Belron Finance 2019 LLC                            | Belron Finance LLC                                                            | CUSIP: 08078UAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2481250 | PA      | $2495827.34   | 0.23%             | 2031-10-16      | Floating      | 7.05%                 | 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      | $611822.32    | 0.06%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                           | Hilton Domestic Operating Co., Inc.                                           | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    160000 | PA      | $162849.92    | 0.01%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                             | First Brands Group LLC                                                        | CUSIP: 31935HAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2830223 | PA      | $2777750.24   | 0.25%             | 2027-03-30      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| SEAWORLD PARKS & ENTERTA                           | SeaWorld Parks & Entertainment, Inc.                                          | CUSIP: 81282UAG7<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |    582000 | PA      | $567142.18    | 0.05%             | 2029-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| ASGN INCORPORATED                                  | ASGN, Inc.                                                                    | CUSIP: 00191UAA0<br>LEI: LZBNYYCBUKY537072438 | Long             | DBT              | CORP              | US        |   1113000 | PA      | $1086314.71   | 0.10%             | 2028-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                | Clydesdale Acquisition Holdings, Inc.                                         | CUSIP: 18972FAF9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |     27834 | PA      | $27846.21     | 0.00%             | 2032-04-01      | Floating      | 7.61%                 | 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      | $677505.38    | 0.06%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                              | Genesis Energy LP/Genesis Energy Finance Corp.                                | CUSIP: 37185LAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    268000 | PA      | $284244.02    | 0.03%             | 2030-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| PRO MACH GROUP INC                                 | Pro Mach Group, Inc.                                                          | CUSIP: 74273JAK9<br>LEI: 5493008SZGSVUCSNB151 | Long             | LON              | CORP              | US        |   1158005 | PA      | $1162515.80   | 0.11%             | 2028-08-31      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                     | Bombardier, Inc.                                                              | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1045537.00   | 0.09%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| QUIKRETE HOLDINGS INC                              | Quikrete Holdings, Inc.                                                       | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $1031029.08   | 0.09%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                             | Purchased USD / Sold CAD                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $4139.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHRYSAOR BIDCO SARL                                | Chrysaor Bidco SARL                                                           | CUSIP: 000000000<br>LEI: 254900CXX37NCB7A8J31 | Long             | LON              | CORP              | LU        |     22583 | PA      | $22746.64     | 0.00%             | 2031-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                            | Light & Wonder International, Inc.                                            | CUSIP: 80874YBC3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |   3371000 | PA      | $3376663.28   | 0.31%             | 2028-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TRIDENT TPI HOLDINGS INC                           | Trident TPI Holdings, Inc.                                                    | CUSIP: 89616RAC3<br>LEI: 549300TPLK304J3RNC85 | Long             | DBT              | CORP              | US        |   6353000 | PA      | $6805035.01   | 0.62%             | 2028-12-31      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| HILLENBRAND INC                                    | Hillenbrand, Inc.                                                             | CUSIP: 431571AF5<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1521198.00   | 0.14%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Atlas CC Acquisition Corp                          | Atlas CC Acquisition Corp.                                                    | CUSIP: 04921TAB0<br>LEI: 6HHLXIOGCDNZ4IRAIW26 | Long             | LON              | CORP              | US        |         0 | PA      | $0.03         | 0.00%             | 2028-05-25      | None          | 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      | $1861.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                            | Darling Ingredients, Inc.                                                     | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |   1790000 | PA      | $1802880.84   | 0.16%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Aramark Services Inc                               | Aramark Services, Inc.                                                        | CUSIP: 03852JAV3<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |   1236435 | PA      | $1239860.28   | 0.11%             | 2030-06-22      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| PMHC II INC                                        | PMHC II, Inc.                                                                 | CUSIP: 69346EAJ6<br>LEI: 549300GYZ1T3S8OPH343 | Long             | LON              | CORP              | US        |   1395337 | PA      | $1233129.05   | 0.11%             | 2029-04-21      | Floating      | 9.83%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                           | Clarios Global LP/Clarios U.S. Finance Co.                                    | CUSIP: 69867DAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1500000 | PA      | $1512238.50   | 0.14%             | 2027-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Therapy Brands Holdings LLC                        | Therapy Brands Holdings LLC                                                   | CUSIP: 88343YAB2<br>LEI: 2549001BWHNUX335M838 | Long             | LON              | CORP              | US        |   1205597 | PA      | $940365.47    | 0.09%             | 2028-05-18      | Floating      | 8.47%                 | No            |                  2 | On Loan: No      |
| AAR ESCROW ISSUER LLC                              | AAR Escrow Issuer LLC                                                         | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $821547.20    | 0.07%             | 2029-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| XPO INC                                            | XPO, Inc.                                                                     | CUSIP: 98379KAB8<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259512.75    | 0.02%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| POLAR US BORROWER LLC                              | Polar U.S. Borrower LLC                                                       | CUSIP: 73103NAB8<br>LEI: 549300VWTN2NKZWJ5F70 | Long             | LON              | CORP              | US        |   1819871 | PA      | $673352.25    | 0.06%             | 2028-10-16      | Floating      | 9.91%                 | No            |                  2 | On Loan: No      |
| Aston FinCo Sarl                                   | Aston FinCo SARL                                                              | CUSIP: 04625CAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2891254 | PA      | $2823800.71   | 0.26%             | 2026-10-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALERA GROUP INC                                    | Alera Group, Inc.                                                             | CUSIP: 01451PAB2<br>LEI: 2549003D76KZAKICNX26 | Long             | LON              | CORP              | US        |   4607323 | PA      | $4632962.54   | 0.42%             | 2032-05-31      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc                              | SS&C Technologies, Inc.                                                       | CUSIP: 78466DBJ2<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |         0 | PA      | $0.02         | 0.00%             | 2031-05-09      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| TECHNICOLOR CREATIVE STUDIOS                       | Technicolor Creative Studios                                                  | CUSIP: 000000000<br>LEI: 54930064SP2SSEVKFJ48 | Long             | DBT              | CORP              | EG        |     25211 | PA      | $2.88         | 0.00%             | 2026-04-01      | Fixed         | 15.00%                | No            |                  3 | On Loan: No      |
| Barclays Bank PLC                                  | Purchased USD / Sold CAD                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-476.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AQ Carver Buyer Inc                                | AQ Carver Buyer, Inc.                                                         | CUSIP: 00226HAG5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2034369 | PA      | $2036911.73   | 0.18%             | 2029-08-02      | Floating      | 9.82%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc              | Hilton Domestic Operating Co., Inc.                                           | CUSIP: 43289DAK9<br>LEI: 5493003EG7H0N1E4XV50 | Long             | LON              | CORP              | US        |    250000 | PA      | $250850.00    | 0.02%             | 2030-11-08      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                          | Sunoco LP                                                                     | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   3051000 | PA      | $3092432.58   | 0.28%             | 2033-07-01      | Fixed         | 6.25%                 | 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        |   3960000 | PA      | $4123762.12   | 0.37%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Autokiniton US Holdings Inc                        | Autokiniton U.S. Holdings, Inc.                                               | CUSIP: 05278HAC0<br>LEI: 254900EHNKMJ1OSEZL85 | Long             | LON              | CORP              | US        |   3228622 | PA      | $3128308.65   | 0.28%             | 2028-04-06      | Floating      | 8.47%                 | No            |                  2 | On Loan: No      |
| CROWN AMERICAS LLC                                 | Crown Americas LLC                                                            | CUSIP: 228180AC9<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |   2698000 | PA      | $2705678.51   | 0.24%             | 2033-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TTF Holdings LLC                                   | TTF Holdings LLC                                                              | CUSIP: 83421EAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1472994 | PA      | $1463787.98   | 0.13%             | 2031-07-18      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                 | Voyager Parent LLC                                                            | CUSIP: 92921HAC9<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |   4995174 | PA      | $5005863.92   | 0.45%             | 2032-07-01      | Floating      | 9.04%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                       | Voya CLO Ltd.                                                                 | CUSIP: 92914RBE1<br>LEI: 549300JHU3YI1LLL3V27 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $502699.70    | 0.05%             | 2031-07-14      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                              | Civitas Resources, Inc.                                                       | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    500000 | PA      | $516222.00    | 0.05%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP INC                           | Cloud Software Group, Inc.                                                    | CUSIP: 88632NBE9<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |    428084 | PA      | $430104.59    | 0.04%             | 2031-03-21      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| Mitnick Corporate Purchaser Inc                    | Mitnick Corporate Purchaser, Inc.                                             | CUSIP: 60672HAC7<br>LEI: 2549002PYWOTVEDJKW54 | Long             | LON              | CORP              | US        |   4513202 | PA      | $3182506.76   | 0.29%             | 2029-05-02      | Floating      | 8.91%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                | Clydesdale Acquisition Holdings, Inc.                                         | CUSIP: 18972FAE2<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |   1592111 | PA      | $1592803.15   | 0.14%             | 2032-04-01      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                           | Purchased USD / Sold CAD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $532.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MH SUB I LLC                                       | MH Sub I LLC                                                                  | CUSIP: 000000000<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |   5498698 | PA      | $4928592.80   | 0.45%             | 2031-12-31      | Floating      | 8.61%                 | No            |                  2 | On Loan: No      |
| CPI HOLDCO B LLC                                   | CPI Holdco B LLC                                                              | CUSIP: 1261MAAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2031-05-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Foundation Building Materials Holding Company LLC  | Foundation Building Materials Holding Co. LLC                                 | CUSIP: 35039KAB2<br>LEI: 549300ZVE6MONHB01I28 | Long             | LON              | CORP              | US        |   2659572 | PA      | $2610037.96   | 0.24%             | 2028-01-31      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| ADMI Corp                                          | ADMI Corp.                                                                    | CUSIP: 00709LAH0<br>LEI: 5493008U1LYGMQWO7N12 | Long             | LON              | CORP              | US        |   3946747 | PA      | $3695141.81   | 0.33%             | 2027-12-23      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                        | Avient Corp.                                                                  | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    600000 | PA      | $603072.60    | 0.05%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                             | AthenaHealth Group, Inc.                                                      | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |    959000 | PA      | $943546.50    | 0.09%             | 2030-02-15      | Fixed         | 6.50%                 | 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      |
| KKR APPLE BIDCO LLC                                | Apple Bidco LLC                                                               | CUSIP: 48254EAG6<br>LEI: 2549001SCJD3WEYJFM53 | Long             | LON              | CORP              | US        |   2191284 | PA      | $2199874.28   | 0.20%             | 2031-09-23      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| Proampac PG Borrower LLC                           | Proampac PG Borrower LLC                                                      | CUSIP: 74274NAL7<br>LEI: 549300ZI6LTXYFEY1578 | Long             | LON              | CORP              | US        |   5104899 | PA      | $5127232.62   | 0.46%             | 2028-09-15      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                   | Altice France SA                                                              | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $868430.00    | 0.08%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                           | Boost Newco Borrower LLC                                                      | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4232376.00   | 0.38%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Polar US Borrower LLC                              | Polar U.S. Borrower LLC                                                       | CUSIP: 73103NAC6<br>LEI: 549300VWTN2NKZWJ5F70 | Long             | LON              | CORP              | US        |   3780217 | PA      | $1398680.14   | 0.13%             | 2028-10-16      | Floating      | 9.91%                 | No            |                  2 | On Loan: No      |
| ATLAS CC ACQUISITION CORP                          | Atlas CC Acquisition Corp.                                                    | CUSIP: 04921TAH7<br>LEI: 6HHLXIOGCDNZ4IRAIW26 | Long             | LON              | CORP              | US        |    445642 | PA      | $327745.24    | 0.03%             | 2029-05-25      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                   | Purchased USD / Sold EUR                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-93870.07    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Howden Group Holdings Ltd                          | Howden Group Holdings Ltd.                                                    | CUSIP: 000000000<br>LEI: 213800R6D9EVRN5D3117 | Long             | LON              | CORP              | LU        |   2831971 | PA      | $2839801.81   | 0.26%             | 2031-02-15      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| GRYPHON DEBT MERGER SUB INC                        | Gryphon Debt Merger Sub, Inc.                                                 | CUSIP: 40054QAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3530827 | PA      | $3542602.21   | 0.32%             | 2032-06-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Anchorage Credit Funding Ltd.                      | Anchorage Credit Funding 11 Ltd.                                              | CUSIP: 03330CAA6<br>LEI: 549300ZAIYJSUVDZF802 | Long             | ABS-CBDO         | CORP              | KY        |   3385000 | PA      | $3400258.56   | 0.31%             | 2038-04-25      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Evertec Group LLC                                  | Evertec Group LLC                                                             | CUSIP: 000000000<br>LEI: 54930056CPTQSUNQYB82 | Long             | LON              | CORP              | PR        |   1253388 | PA      | $1263578.17   | 0.11%             | 2030-10-30      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| PAINT INTERMEDIATE III LLC                         | Paint Intermediate III LLC                                                    | CUSIP: 69575EAL3<br>LEI: 549300C2JJM7BNZTR054 | Long             | LON              | CORP              | US        |    591069 | PA      | $591994.44    | 0.05%             | 2031-10-09      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                       | ARES LXIII CLO Ltd.                                                           | CUSIP: 039937BA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1756805.75   | 0.16%             | 2038-10-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| TRONOX INC                                         | Tronox, Inc.                                                                  | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |   6388000 | PA      | $4989513.36   | 0.45%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase Bank NA                             | Purchased CAD / Sold USD                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CA        |         1 | NC      | $5663.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ULTRA CLEAN HOLDINGS INC                           | Ultra Clean Holdings, Inc.                                                    | CUSIP: 90385YAF8<br>LEI: 5493007L6LS7QX18PE75 | Long             | LON              | CORP              | US        |   1036621 | PA      | $1041964.63   | 0.09%             | 2028-02-25      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                    | Golub Capital Partners CLO 41B-R Ltd.                                         | CUSIP: 38178AAL7<br>LEI: 2549005QZPXI5WPU4V74 | Long             | ABS-CBDO         | CORP              | KY        |   4100000 | PA      | $4103521.90   | 0.37%             | 2038-07-20      | Floating      | 5.65%                 | 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      | $1288971.96   | 0.12%             | 2030-05-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| INEOS QUATTRO HOLDINGS UK LTD                      | INEOS Quattro Holdings U.K. Ltd.                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    761741 | PA      | $693184.40    | 0.06%             | 2031-10-07      | Floating      | 8.61%                 | No            |                  3 | On Loan: No      |
| GRIFFON CORPORATION                                | Griffon Corp.                                                                 | CUSIP: 398433AP7<br>LEI: 5493000C2SGNC7ZN3242 | Long             | DBT              | CORP              | US        |   2732000 | PA      | $2722034.48   | 0.25%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                         | Arcosa, Inc.                                                                  | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1809519.25   | 0.16%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DARKTRACE PLC                                      | Darktrace PLC                                                                 | CUSIP: 52526CAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1296750 | PA      | $1300530.03   | 0.12%             | 2031-10-09      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Win Waste Innovations Holdings Inc                 | WIN Waste Innovations Holdings, Inc.                                          | CUSIP: 38723BAJ0<br>LEI: 549300DJBUN7Z75R2S83 | Long             | LON              | CORP              | US        |    190018 | PA      | $190211.25    | 0.02%             | 2028-03-24      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| Applied Systems Inc                                | Applied Systems, Inc.                                                         | CUSIP: 03827FBD2<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |   7849566 | PA      | $7865383.13   | 0.71%             | 2031-02-24      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| ASTRA ACQUISITION CORP                             | Astra Acquisition Corp.                                                       | CUSIP: 04629UAN6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    923004 | PA      | $262193.09    | 0.02%             | 2028-02-25      | Floating      | 11.05%                | No            |                  2 | On Loan: No      |
| PAPA JOHN'S INTERNATIONA                           | Papa John's International, Inc.                                               | CUSIP: 698813AA0<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | DBT              | CORP              | US        |   1228000 | PA      | $1175407.22   | 0.11%             | 2029-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| THERMOSTAT PURCHASER III INC                       | Thermostat Purchaser III, Inc.                                                | CUSIP: 88366MAE4<br>LEI: 254900K7OD47ERJZN242 | Long             | LON              | CORP              | US        |    447463 | PA      | $449511.92    | 0.04%             | 2028-08-31      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| GYP HOLDINGS III CORP                              | GYP Holdings III Corp.                                                        | CUSIP: 36261NAA5<br>LEI: 549300055I1KJWZH9690 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2021268.00   | 0.18%             | 2029-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                       | Novelis Corp.                                                                 | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1917219.60   | 0.17%             | 2030-01-30      | 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      | $826.65       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEARWATER ANALYTICS LLC                           | Clearwater Analytics LLC                                                      | CUSIP: 18512EAF9<br>LEI: 894500N8DN2JO5ZDRQ11 | Long             | LON              | CORP              | US        |    280979 | PA      | $282034.34    | 0.03%             | 2032-04-21      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| WHITE CAP BUYER LLC                                | White Cap Buyer LLC                                                           | CUSIP: 96350RAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1473000 | PA      | $1470372.17   | 0.13%             | 2028-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| ZIPRECRUITER INC                                   | ZipRecruiter, Inc.                                                            | CUSIP: 98980BAA1<br>LEI: 549300HLOVNNFCY2IV80 | Long             | DBT              | CORP              | US        |   2595000 | PA      | $1966892.71   | 0.18%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                           | Hilton Domestic Operating Co., Inc.                                           | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   1199000 | PA      | $1201188.18   | 0.11%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP LLC                              | Jane Street Group LLC                                                         | CUSIP: 47077DAM2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2031-12-15      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                     | Bombardier, Inc.                                                              | CUSIP: 097751BZ3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    489000 | PA      | $508241.66    | 0.05%             | 2029-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Altice USA Inc                                     | Altice USA, Inc.                                                              | CUSIP: 02156K103<br>LEI: 54930064K3612MGCER95 | Long             | EC               | CORP              | US        |     54000 | NS      | $140400.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LEVEL 3 FINANCING INC                              | Level 3 Financing, Inc.                                                       | CUSIP: 527298CF8<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   5183000 | PA      | $4470337.50   | 0.40%             | 2030-10-15      | Fixed         | 3.88%                 | 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        |   8707119 | PA      | $7315199.32   | 0.66%             | 2029-02-01      | Floating      | 8.71%                 | No            |                  2 | On Loan: No      |
| BERLIN PACKAGING LLC                               | Berlin Packaging LLC                                                          | CUSIP: 08511LBC1<br>LEI: 549300L1HNHO6QOXHH42 | Long             | LON              | CORP              | US        |   2233153 | PA      | $2241024.98   | 0.20%             | 2031-06-07      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| ATKORE INC                                         | Atkore, Inc.                                                                  | CUSIP: 047649AA6<br>LEI: 52990002TI38AM4RPV48 | Long             | DBT              | CORP              | US        |   3459000 | PA      | $3196388.57   | 0.29%             | 2031-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT INC                                      | Open Text Holdings, Inc.                                                      | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1408103.25   | 0.13%             | 2030-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| RealPage Inc                                       | RealPage, Inc.                                                                | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |   7216667 | PA      | $7216666.68   | 0.65%             | 2028-04-24      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| MAXAM PRILL SARL                                   | Maxam Prill SARL                                                              | CUSIP: 57779MAA8<br>LEI: 984500C4C5B820A6B691 | Long             | DBT              | CORP              | LU        |   3866000 | PA      | $3784076.83   | 0.34%             | 2030-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| BUILDERS FIRSTSOURCE INC                           | Builders FirstSource, Inc.                                                    | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   3138000 | PA      | $3227426.72   | 0.29%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CINEWORLD                                          | Cineworld Group PLC                                                           | CUSIP: 000000000<br>LEI: 213800J2J3TOOI176M73 | Long             | EC               | CORP              | US        |    196081 | NS      | $4368880.76   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| ARDONAGH MIDCO 3 PLC                               | Ardonagh Midco 3 PLC                                                          | CUSIP: 000000000<br>LEI: 254900YP2E642AGM4G32 | Long             | LON              | CORP              | AU        |   4956760 | PA      | $4953686.69   | 0.45%             | 2031-02-15      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                    | Venture XXVIII CLO Ltd.                                                       | CUSIP: 92331BAA0<br>LEI: 54930010DKR017G3JK24 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $327452.85    | 0.03%             | 2030-07-20      | Floating      | 10.74%                | No            |                  2 | On Loan: No      |
| PIKE CORP                                          | Pike Corp.                                                                    | CUSIP: 721283AB5<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1291910.40   | 0.12%             | 2031-01-31      | Fixed         | 8.62%                 | 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      | $1558430.46   | 0.14%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CUBE INDUSTRIALS BUYER INC                         | Cube Industrials Buyer, Inc.                                                  | CUSIP: 22971EAB4<br>LEI: 25490058FG1NWDNJ5K52 | Long             | LON              | CORP              | US        |    550568 | PA      | $553923.89    | 0.05%             | 2031-10-17      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                  | Purchased USD / Sold CAD                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $164.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                   | CIFC Funding Ltd.                                                             | CUSIP: 12548YAH2<br>LEI: 2549009RG3XZEWMXDF59 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1255293.50   | 0.11%             | 2030-10-18      | Floating      | 11.11%                | 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        |   7076613 | NS      | $7076613.01   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTERRA MOUNTAIN COMPANY                           | Alterra Mountain Co.                                                          | CUSIP: 46124CAQ0<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |   1514430 | PA      | $1522009.68   | 0.14%             | 2028-08-17      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| Deutsche Bank AG                                   | Purchased USD / Sold EUR                                                      | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |         1 | NC      | $-3418.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY                                     | Ryan Specialty LLC                                                            | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |   2625000 | PA      | $2634342.38   | 0.24%             | 2032-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| INEOS US Finance LLC                               | INEOS U.S. Finance LLC                                                        | CUSIP: 000000000<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |   1351497 | PA      | $1259000.73   | 0.11%             | 2030-02-18      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                           | Purchased CAD / Sold USD                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | CA        |         1 | NC      | $712.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC                         | Outfront Media Capital LLC                                                    | CUSIP: 12505MAF3<br>LEI: 5493005WC7J0FDMW0610 | Long             | LON              | CORP              | US        |     55536 | PA      | $55578.02     | 0.01%             | 2026-11-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                              | Civitas Resources, Inc.                                                       | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |   2066000 | PA      | $2092936.51   | 0.19%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| LRS Holdings LLC                                   | LRS Holdings LLC                                                              | CUSIP: 50205HAC4<br>LEI: 2549000MQSLNQZB32779 | Long             | LON              | CORP              | US        |   1895090 | PA      | $1858382.54   | 0.17%             | 2028-08-31      | Floating      | 8.72%                 | No            |                  2 | On Loan: No      |
| SUNRISE FINCO I BV                                 | Sunrise FinCo I BV                                                            | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |   1530000 | PA      | $1443730.95   | 0.13%             | 2031-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-05

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

**Signature:** Rose-Ann Bubloski

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

**Title:** Director