NPORT-EX 2 NPORT_TH82_97545605_0722.htm Credit Suisse

Credit Suisse High Yield Bond Fund

Schedule of Investments

July 31, 2022 (unaudited)

 

Par
(000)		              

Ratings†
  (S&P/Moody’s)  

        Maturity            Rate%            Value    
                        
 

CORPORATE BONDS (101.1%)

                    
 

Aerospace & Defense (0.7%)

                    
$ 365       

KBR, Inc., Rule 144A, Company Guaranteed Notes
(Callable 09/30/23 @ 102.38)(1)

      (BB-, Ba3)        09/30/28          4.750        $ 328,533  
         1,250       

TransDigm, Inc., Global Company Guaranteed Notes
(Callable 08/29/22 @ 103.75)

      (B-, B3)        03/15/27          7.500              1,272,250  
                        

 

 

  
                           1,600,783  
                        

 

 

  
                        
 

Auto Parts & Equipment (0.8%)

                    
  1,480       

Clarios U.S. Finance Co., Rule 144A, Company Guaranteed Notes
(Callable 08/29/22 @ 104.25)(1)

      (CCC+, Caa1)        05/15/27          8.500          1,500,246  
  350       

Tenneco, Inc., Rule 144A, Senior Secured Notes
(Callable 01/15/24 @ 103.94)(1)

      (B+, Ba3)        01/15/29          7.875          346,154  
                        

 

 

  
                           1,846,400  
                        

 

 

  
                        
 

Automakers (0.5%)

                    
  300       

Thor Industries, Inc., Rule 144A, Company Guaranteed Notes
(Callable 10/15/24 @ 102.00)(1)

      (BB-, B1)        10/15/29          4.000          243,432  
  990       

Winnebago Industries, Inc., Rule 144A, Senior Secured Notes
(Callable 07/15/23 @ 103.13)(1)

      (BB+, Ba3)        07/15/28          6.250          946,495  
                        

 

 

  
                           1,189,927  
                        

 

 

  
                        
 

Brokerage (0.6%)

                    
  1,320       

StoneX Group, Inc., Rule 144A, Senior Secured Notes
(Callable 08/29/22 @ 104.31)(1)

      (BB-, Ba3)        06/15/25          8.625          1,344,644  
                        

 

 

  
                        
 

Building & Construction (1.7%)

                    
  2,010       

Adams Homes, Inc., Rule 144A, Company Guaranteed Notes
(Callable 08/15/22 @ 103.75)(1)

      (B+, B2)        02/15/25          7.500          1,771,554  
  970       

Installed Building Products, Inc., Rule 144A, Company Guaranteed Notes
(Callable 02/01/23 @ 102.88)(1)

      (B+, B1)        02/01/28          5.750          890,819  
  600       

Pike Corp., Rule 144A, Company Guaranteed Notes
(Callable 09/01/23 @ 102.75)(1)

      (CCC+, B3)        09/01/28          5.500          516,807  
  525       

TopBuild Corp., Rule 144A, Company Guaranteed Notes
(Callable 03/15/24 @ 101.81)(1)

      (BB+, Ba2)        03/15/29          3.625          475,138  
                        

 

 

  
                           3,654,318  
                        

 

 

  
                        
 

Building Materials (7.1%)

                    
  2,250       

Advanced Drainage Systems, Inc., Rule 144A, Company Guaranteed Notes
(Callable 07/15/25 @ 103.19)(1)

      (B+, Ba2)        06/15/30          6.375          2,270,504  
  300       

Builders FirstSource, Inc., Rule 144A, Company Guaranteed Notes
(Callable 03/01/25 @ 102.50)(1)

      (BB-, Ba2)        03/01/30          5.000          278,279  
  900       

Builders FirstSource, Inc., Rule 144A, Company Guaranteed Notes
(Callable 06/15/27 @ 103.19)(1)

      (BB-, Ba2)        06/15/32          6.375          895,188  
  1,150       

Eco Material Technologies, Inc., Rule 144A, Senior Secured Notes
(Callable 01/31/24 @ 103.94)(1)

      (B, B2)        01/31/27          7.875          1,024,439  
  3,089       

Foundation Building Materials, Inc., Rule 144A, Company Guaranteed Notes
(Callable 03/01/24 @ 103.00)(1)

      (CCC+, Caa1)        03/01/29          6.000          2,386,052  
  639       

LBM Acquisition LLC Rule 144A, Company Guaranteed Notes
(Callable 01/15/24 @ 103.13)(1)

      (CCC, Caa2)        01/15/29          6.250          483,998  
  2,497       

MIWD Finance Corp., Rule 144A, Company Guaranteed Notes
(Callable 02/01/25 @ 102.75)(1)

      (B, B3)        02/01/30          5.500          2,117,097  
  1,750       

Oscar Finance, Inc., Rule 144A, Senior Unsecured Notes
(Callable 04/15/25 @ 104.75)(1)

      (CCC+, Caa1)        04/15/30          9.500          1,431,397  
  1,410       

Park River Holdings, Inc., Rule 144A, Company Guaranteed Notes
(Callable 02/01/24 @ 102.81)(1)

      (CCC, Caa1)        02/01/29          5.625          917,716  
  1,000       

Park River Holdings, Inc., Rule 144A, Senior Unsecured Notes
(Callable 08/01/24 @ 103.38)(1)

      (CCC, Caa1)        08/01/29          6.750          683,435  
  2,400       

PGT Innovations, Inc., Rule 144A, Company Guaranteed Notes
(Callable 10/01/24 @ 102.19)(1)

      (B+, B1)        10/01/29          4.375          2,181,048  
  1,200       

Standard Industries, Inc., Rule 144A, Senior Unsecured Notes
(Callable 07/15/25 @ 102.19)(1)

      (BB, B1)        07/15/30          4.375          1,049,928  
                        

 

 

  
                           15,719,081  
                        

 

 

  
                        
 

Cable & Satellite TV (2.7%)

                    
  1,315       

CSC Holdings LLC, Global Senior Unsecured Notes

      (B+, B3)        06/01/24          5.250          1,303,356  
  525       

CSC Holdings LLC, Rule 144A, Company Guaranteed Notes
(Callable 08/29/22 @ 102.75)(1)

      (BB, Ba3)        04/15/27          5.500          509,129  
  750       

CSC Holdings LLC, Rule 144A, Company Guaranteed Notes
(Callable 02/01/23 @ 102.69)(1)

      (BB, Ba3)        02/01/28          5.375          714,341  

 

 

 

Credit Suisse High Yield Bond Fund

Schedule of Investments (continued)

July 31, 2022 (unaudited)

 

Par
(000)		              

Ratings†
  (S&P/Moody’s)  

        Maturity            Rate%            Value    
                        
 

CORPORATE BONDS (continued)

                    
 

Cable & Satellite TV

                    
$ 900       

CSC Holdings LLC, Rule 144A, Company Guaranteed Notes
(Callable 11/15/26 @ 102.25)(1)

      (BB, Ba3)        11/15/31          4.500        $ 762,710  
         2,000       

Telenet Finance Luxembourg Notes Sarl, Rule 144A, Senior Secured Notes
(Callable 12/01/22 @ 102.75)(1)

      (BB-, Ba3)        03/01/28          5.500          1,814,750  
  900       

UPC Broadband Finco B.V., Rule 144A, Senior Secured Notes
(Callable 07/15/26 @ 102.44)(1)

      (BB-, B1)        07/15/31          4.875          797,769  
                        

 

 

  
                               5,902,055  
                        

 

 

  
                        
 

Chemicals (4.1%)

                    
  600       

Avient Corp., Rule 144A, Senior Unsecured Notes
(Callable 08/01/25 @ 103.56)(1)

      (BB-, Ba3)        08/01/30          7.125          619,251  
  300       

Avient Corp., Rule 144A, Senior Unsecured Notes
(Callable 08/29/22 @ 102.88)(1)

      (BB-, Ba3)        05/15/25          5.750          302,946  
  950       

Herens Holdco Sarl, Rule 144A, Senior Secured Notes
(Callable 05/15/24 @ 102.38)(1)

      (B, B2)        05/15/28          4.750          797,675  
  1,200       

Herens Midco Sarl, Rule 144A, Company Guaranteed Notes
(Callable 05/15/24 @ 102.63)(1),(2)

      (CCC+, Caa2)        05/15/29          5.250          865,142  
  1,200       

LSF11 A5 Holdings LLC, Rule 144A, Senior Unsecured Notes
(Callable 10/15/24 @ 103.31)(1),(3)

      (B-, Caa1)        10/15/29          6.625          1,031,994  
  525       

Olympus Water U.S. Holding Corp., Rule 144A, Senior Unsecured Notes
(Callable 10/01/24 @ 103.13)(1),(3)

      (CCC+, Caa2)        10/01/29          6.250          376,645  
  272       

Reichhold Industries, Inc., Rule 144A, Senior Secured Notes (1),(4),(5),(6),(7),(8)

      (NR, NR)        05/01/18          0.000          3,667  
  1,800       

Schenectady International Group, Inc., Rule 144A, Senior Unsecured Notes
(Callable 05/15/23 @ 103.38)(1)

      (CCC+, Caa2)        05/15/26          6.750          1,213,443  
  600       

Trinseo Materials Finance, Inc., Rule 144A, Company Guaranteed Notes
(Callable 04/01/24 @ 102.56)(1)

      (B, B2)        04/01/29          5.125          419,958  
  1,200       

Tronox, Inc., Rule 144A, Company Guaranteed Notes
(Callable 03/15/24 @ 102.31)(1)

      (BB-, B1)        03/15/29          4.625          1,036,512  
  3,335       

Vibrantz Technologies, Inc., Rule 144A, Senior Unsecured Notes
(Callable 02/15/25 @ 104.50)(1)

      (CCC+, Caa2)        02/15/30          9.000          2,440,632  
                        

 

 

  
                           9,107,865  
                        

 

 

  
                        
 

Consumer/Commercial/Lease Financing (1.2%)

                    
  2,900       

Cargo Aircraft Management, Inc., Rule 144A, Company Guaranteed Notes
(Callable 02/01/23 @ 102.38)(1)

      (BB, Ba2)        02/01/28          4.750          2,707,918  
                        

 

 

  
                        
 

Diversified Capital Goods (1.7%)

                    
  1,725       

Atkore, Inc., Rule 144A, Senior Unsecured Notes
(Callable 06/01/26 @ 102.13)(1)

      (BB, Ba2)        06/01/31          4.250          1,498,766  
  2,547       

GrafTech Finance, Inc., Rule 144A, Senior Secured Notes
(Callable 12/15/23 @ 102.31)(1)

      (BB, Ba3)        12/15/28          4.625          2,218,522  
                        

 

 

  
                           3,717,288  
                        

 

 

  
                        
 

Electronics (1.1%)

                    
  646       

II-VI, Inc., Rule 144A, Company Guaranteed Notes
(Callable 12/14/24 @ 102.50)(1)

      (B+, B2)        12/15/29          5.000          616,171  
  345       

Sensata Technologies B.V., Rule 144A, Company Guaranteed Notes
(Callable 04/15/24 @ 102.00)(1)

      (BB+, Ba3)        04/15/29          4.000          314,502  
  1,800       

Synaptics, Inc., Rule 144A, Company Guaranteed Notes
(Callable 06/15/24 @ 102.00)(1)

      (B+, Ba3)        06/15/29          4.000          1,573,200  
                        

 

 

  
                           2,503,873  
                        

 

 

  
                        
 

Energy - Exploration & Production (2.3%)

                    
  250       

CNX Resources Corp., Rule 144A, Company Guaranteed Notes
(Callable 08/29/22 @ 105.44)(1)

      (BB, B1)        03/14/27          7.250          252,344  
  800       

CNX Resources Corp., Rule 144A, Company Guaranteed Notes
(Callable 01/15/24 @ 104.50)(1),(3)

      (BB, B1)        01/15/29          6.000          779,268  
  2,095       

Northern Oil & Gas, Inc., Rule 144A, Senior Unsecured Notes
(Callable 03/01/24 @ 104.06)(1)

      (B+, B3)        03/01/28          8.125          2,030,306  
  900       

Rockcliff Energy II LLC, Rule 144A, Senior Unsecured Notes
(Callable 10/15/24 @ 102.75)(1)

      (B+, B3)        10/15/29          5.500          870,665  
  1,315       

W&T Offshore, Inc., Rule 144A, Secured Notes
(Callable 08/29/22 @ 102.44)(1)

      (B, Caa2)        11/01/23          9.750          1,272,427  
                        

 

 

  
                           5,205,010  
                        

 

 

  

 

 

 

Credit Suisse High Yield Bond Fund

Schedule of Investments (continued)

July 31, 2022 (unaudited)

 

Par
(000)		              

Ratings†
  (S&P/Moody’s)  

        Maturity            Rate%            Value    
                        
 

CORPORATE BONDS (continued)

  
 

Environmental (0.4%)

                    
$ 600       

Darling Ingredients, Inc. Rule 144A, Company Guaranteed Notes
(Callable 06/15/25 @ 103.00)(1)

      (BB+, Ba3)        06/15/30          6.000        $ 623,910  
  300       

Stericycle, Inc., Rule 144A, Company Guaranteed Notes
(Callable 11/15/23 @ 101.94)(1)

      (BB-, NR)        01/15/29          3.875          274,730  
                        

 

 

  
                           898,640  
                        

 

 

  
                        
 

Food - Wholesale (0.5%)

                    
         1,150       

U.S. Foods, Inc., Rule 144A, Company Guaranteed Notes
(Callable 06/01/25 @ 102.31)(1),(3)

      (B+, B3)        06/01/30          4.625              1,055,044  
                        

 

 

  
                        
 

Gaming (2.7%)

                    
  500       

Boyd Gaming Corp., Rule 144A, Company Guaranteed Notes
(Callable 06/15/26 @ 102.38)(1)

      (BB-, B3)        06/15/31          4.750          461,307  
  1,200       

CDI Escrow Issuer, Inc., Rule 144A, Senior Unsecured Notes
(Callable 04/01/25 @ 102.88)(1)

      (B+, B1)        04/01/30          5.750          1,177,464  
  332       

Churchill Downs, Inc., Rule 144A, Company Guaranteed Notes
(Callable 01/15/23 @ 102.38)(1)

      (B+, B1)        01/15/28          4.750          315,234  
  1,800       

Fertitta Entertainment Finance Co., Inc, Rule 144A, Senior Secured Notes
(Callable 01/15/25 @ 102.31)(1)

      (B, B2)        01/15/29          4.625          1,682,892  
  2,200       

Jacobs Entertainment, Inc., Rule 144A, Senior Unsecured Notes
(Callable 02/15/25 @ 103.38)(1)

      (B, B2)        02/15/29          6.750          1,830,010  
  480       

Peninsula Pacific Entertainment Finance, Rule 144A, Senior Unsecured Notes
(Callable 11/15/23 @ 104.25)(1)

      (B, B3)        11/15/27          8.500          520,486  
                        

 

 

  
                           5,987,393  
                        

 

 

  
                        
 

Gas Distribution (5.6%)

                    
  1,200       

CNX Midstream Partners LP, Rule 144A, Company Guaranteed Notes
(Callable 04/15/25 @ 102.38)(1)

      (BB, B1)        04/15/30          4.750          1,036,416  
  2,750       

Genesis Energy Finance Corp., Company Guaranteed Notes
(Callable 08/29/22 @ 100.00)

      (B, B2)        06/15/24          5.625          2,646,134  
  1,125       

Genesis Energy Finance Corp., Company Guaranteed Notes
(Callable 08/29/22 @ 103.13)

      (B, B2)        05/15/26          6.250          1,045,817  
  1,800       

Hess Midstream Operations LP, Rule 144A, Company Guaranteed Notes
(Callable 06/15/23 @ 102.56)(1)

      (BB+, Ba2)        06/15/28          5.125          1,750,410  
  600       

Hess Midstream Operations LP, Rule 144A, Company Guaranteed Notes
(Callable 10/15/25 @ 102.75)(1)

      (BB+, Ba2)        10/15/30          5.500          560,233  
  600       

Holly Energy Finance Corp., Rule 144A, Company Guaranteed Notes
(Callable 04/15/24 @ 103.19)(1)

      (BB+, Ba3)        04/15/27          6.375          592,473  
  1,450       

New Fortress Energy, Inc., Rule 144A, Senior Secured Notes
(Callable 03/31/23 @ 103.25)(1)

      (BB-, B1)        09/30/26          6.500          1,379,603  
  1,770       

Rockies Express Pipeline LLC, Rule 144A, Senior Unsecured Notes
(Callable 04/15/29 @ 100.00)(1)

      (BB+, Ba2)        07/15/29          4.950          1,557,821  
  915       

Rockies Express Pipeline LLC, Rule 144A, Senior Unsecured Notes
(Callable 02/15/30 @ 100.00)(1)

      (BB+, Ba2)        05/15/30          4.800          770,009  
  300       

Suburban Energy Finance Corp., Rule 144A, Senior Unsecured Notes
(Callable 06/01/26 @ 102.50)(1)

      (BB-, B1)        06/01/31          5.000          273,850  
  750       

Tallgrass Energy Finance Corp., Rule 144A, Company Guaranteed Notes
(Callable 10/01/22 @ 105.63)(1)

      (BB-, B1)        10/01/25          7.500          752,371  
                        

 

 

  
                           12,365,137  
                        

 

 

  
                        
 

Health Facility (0.1%)

                    
  300       

Option Care Health, Inc., Rule 144A, Company Guaranteed Notes
(Callable 10/31/24 @ 102.19)(1)

      (B-, B3)        10/31/29          4.375          274,118  
                        

 

 

  
                        
 

Health Services (4.3%)

                    
  1,560       

AMN Healthcare, Inc., Rule 144A, Company Guaranteed Notes
(Callable 04/15/24 @ 102.00)(1)

      (BB-, Ba3)        04/15/29          4.000          1,417,105  
  2,400       

Minerva Merger Sub, Inc., Rule 144A, Senior Unsecured Notes
(Callable 02/15/25 @ 103.25)(1),(3)

      (CCC, Caa2)        02/15/30          6.500          2,175,000  
  1,653       

Owens & Minor, Inc., Global Senior Secured Notes
(Callable 09/15/24 @ 100.00)

      (BB-, Ba3)        12/15/24          4.375          1,622,127  
  1,500       

Pediatrix Medical Group, Inc., Rule 144A, Company Guaranteed Notes
(Callable 02/15/25 @ 102.69)(1),(3)

      (BB-, Ba3)        02/15/30          5.375          1,386,045  
  3,350       

Radiology Partners, Inc., Rule 144A, Company Guaranteed Notes
(Callable 02/01/23 @ 104.63)(1)

      (CCC, Caa2)        02/01/28          9.250          2,478,735  

 

 

 

Credit Suisse High Yield Bond Fund

Schedule of Investments (continued)

July 31, 2022 (unaudited)

 

Par
(000)		              

Ratings†
  (S&P/Moody’s)  

        Maturity            Rate%            Value    
                        
 

CORPORATE BONDS (continued)

                    
 

Health Services

                    
$ 589       

Service Corp., International, Global Senior Unsecured Notes
(Callable 05/15/26 @ 102.00)

      (BB, Ba3)        05/15/31          4.000        $ 543,111  
                        

 

 

  
                               9,622,123  
                        

 

 

  
                        
 

Insurance Brokerage (4.0%)

                    
         1,011       

Acrisure Finance, Inc., Rule 144A, Senior Unsecured Notes
(Callable 08/29/22 @ 101.75)(1)

      (CCC+, Caa2)        11/15/25          7.000          971,571  
  1,000       

Acrisure Finance, Inc., Rule 144A, Senior Unsecured Notes
(Callable 08/29/22 @ 107.59)(1)

      (CCC+, Caa2)        08/01/26          10.125          1,016,108  
  264       

Alliant Holdings Co-Issuer, Rule 144A, Senior Unsecured Notes
(Callable 10/15/22 @ 103.38)(1)

      (CCC+, Caa2)        10/15/27          6.750          251,735  
  1,200       

GTCR AP Finance, Inc., Rule 144A, Senior Unsecured Notes
(Callable 08/29/22 @ 104.00)(1)

      (CCC+, Caa2)        05/15/27          8.000          1,181,469  
  950       

NFP Corp., Rule 144A, Senior Secured Notes
(Callable 08/15/23 @ 102.44)(1)

      (B, B1)        08/15/28          4.875          866,133  
  4,055       

NFP Corp., Rule 144A, Senior Unsecured Notes
(Callable 08/15/23 @ 103.44)(1)

      (CCC+, Caa2)        08/15/28          6.875          3,576,510  
  1,200       

Ryan Specialty Group LLC, Rule 144A, Senior Secured Notes
(Callable 02/01/25 @ 102.19)(1)

      (BB-, B1)        02/01/30          4.375          1,084,500  
                        

 

 

  
                           8,948,026  
                        

 

 

  
                        
 

Investments & Misc. Financial Services (3.0%)

                    
  2,090       

AG Issuer LLC, Rule 144A, Senior Secured Notes
(Callable 03/01/23 @ 103.13)(1)

      (B-, B2)        03/01/28          6.250          1,871,051  
  2,550       

Armor Holdco, Inc., Rule 144A, Company Guaranteed Notes
(Callable 11/15/24 @ 104.25)(1)

      (CCC+, Caa1)        11/15/29          8.500          2,080,138  
  1,750       

Compass Group Diversified Holdings LLC, Rule 144A, Company Guaranteed Notes
(Callable 04/15/24 @ 102.63)(1)

      (B+, B1)        04/15/29          5.250          1,548,382  
  1,150       

Compass Group Diversified Holdings LLC, Rule 144A, Senior Unsecured Notes
(Callable 01/15/27 @ 102.50)(1)

      (B+, B1)        01/15/32          5.000          884,063  
  300       

Paysafe Holdings U.S. Corp., Rule 144A, Senior Secured Notes
(Callable 06/15/24 @ 102.00)(1),(3)

      (B, B1)        06/15/29          4.000          230,231  
                        

 

 

  
                           6,613,865  
                        

 

 

  
                        
 

Machinery (4.9%)

                    
  1,850       

Arcosa., Inc., Rule 144A, Company Guaranteed Notes
(Callable 04/15/24 @ 102.19)(1)

      (BB, Ba2)        04/15/29          4.375          1,645,752  
  2,495       

ATS Automation Tooling Systems, Inc., Rule 144A, Company Guaranteed Notes
(Callable 12/15/23 @ 102.06)(1)

      (B+, B2)        12/15/28          4.125          2,215,011  
  2,100       

Dornoch Debt Merger Sub, Inc., Rule 144A, Senior Unsecured Notes
(Callable 10/15/24 @ 103.31)(1)

      (CCC, Caa1)        10/15/29          6.625          1,573,005  
  2,550       

Granite U.S. Holdings Corp., Rule 144A, Company Guaranteed Notes
(Callable 10/01/22 @ 105.50)(1)

      (CCC+, Caa1)        10/01/27          11.000          2,378,003  
  3,335       

Harsco Corp., Rule 144A, Company Guaranteed Notes
(Callable 08/29/22 @ 102.88)(1)

      (B+, B1)        07/31/27          5.750          2,543,371  
  600       

Hillenbrand, Inc., Global Company Guaranteed Notes
(Callable 08/29/22 @ 102.88)

      (BB+, Ba1)        06/15/25          5.750          611,187  
                        

 

 

  
                           10,966,329  
                        

 

 

  
                        
 

Managed Care (0.3%)

                    
  750       

HealthEquity, Inc., Rule 144A, Company Guaranteed Notes
(Callable 10/01/24 @ 102.25)(1)

      (B, B3)        10/01/29          4.500          699,443  
                        

 

 

  
                        
 

Media - Diversified (0.1%)

                    
  300       

News Corp., Rule 144A, Company Guaranteed Notes
(Callable 02/15/27 @ 102.56)(1)

      (BB+, Ba1)        02/15/32          5.125          286,866  
                        

 

 

  
                        
 

Media Content (0.8%)

                    
  1,507       

Diamond Sports Finance Co., Rule 144A, Company Guaranteed Notes
(Callable 08/15/22 @ 103.31)(1)

      (CCC-, Ca)        08/15/27          6.625          143,165  
  738       

Diamond Sports Finance Co., Rule 144A, Secured Notes
(Callable 08/15/22 @ 102.69)(1)

      (CCC+, Caa3)        08/15/26          5.375          163,282  
  300       

Sirius XM Radio, Inc., Rule 144A, Company Guaranteed Notes
(Callable 07/15/24 @ 102.00)(1)

      (BB, Ba3)        07/15/28          4.000          279,099  
  1,200       

Sirius XM Radio, Inc., Rule 144A, Company Guaranteed Notes
(Callable 07/01/24 @ 102.75)(1)

      (BB, Ba3)        07/01/29          5.500          1,177,356  
                        

 

 

  
                           1,762,902  
                        

 

 

  

 

 

 

Credit Suisse High Yield Bond Fund

Schedule of Investments (continued)

July 31, 2022 (unaudited)

 

Par
(000)		              

Ratings†
  (S&P/Moody’s)  

        Maturity            Rate%            Value    
                        
 

CORPORATE BONDS (continued)

                    
 

Medical Products (1.7%)

                    
$        1,000       

Embecta Corp., Rule 144A, Senior Secured Notes
(Callable 02/15/27 @ 101.25)(1)

      (B+, Ba3)        02/15/30          5.000        $ 880,519  
  1,200       

Medline Borrower LP, Rule 144A, Senior secured Notes
(Callable 10/01/24 @ 101.94)(1)

      (B+, B1)        04/01/29          3.875          1,086,204  
  2,100       

Medline Borrower LP, Rule 144A, Senior Unsecured Notes
(Callable 10/01/24 @ 102.63)(1),(3)

      (B-, Caa1)        10/01/29          5.250              1,892,457  
                        

 

 

  
                           3,859,180  
                        

 

 

  
                        
 

Metals & Mining - Excluding Steel (3.3%)

                    
  375       

Canpack U.S. LLC, Rule 144A, Company Guaranteed Notes
(Callable 11/15/24 @ 101.94)(1)

      (BB, NR)        11/15/29          3.875          309,735  
  2,400       

ERO Copper Corp., Rule 144A, Company Guaranteed Notes
(Callable 02/15/25 @ 103.25)(1),(3)

      (B, B1)        02/15/30          6.500          1,704,100  
  2,150       

First Quantum Minerals Ltd., Rule 144A, Company Guaranteed Notes
(Callable 08/09/22 @ 103.44)(1)

      (B+, NR)        03/01/26          6.875          2,075,043  
  600       

Kaiser Aluminum Corp., Rule 144A, Company Guaranteed Notes
(Callable 03/01/23 @ 102.31)(1)

      (BB, B1)        03/01/28          4.625          513,788  
  600       

Kaiser Aluminum Corp., Rule 144A, Company Guaranteed Notes
(Callable 06/01/26 @ 102.25)(1)

      (BB, B1)        06/01/31          4.500          484,365  
  182       

Novelis Corp., Rule 144A, Company Guaranteed Notes
(Callable 01/30/25 @ 102.38)(1)

      (BB, B1)        01/30/30          4.750          168,623  
  1,692       

SunCoke Energy, Inc., Rule 144A, Senior Secured Notes
(Callable 06/30/24 @ 102.44)(1)

      (BB, B1)        06/30/29          4.875          1,438,124  
  825       

Taseko Mines Ltd., Rule 144A, Senior Secured Notes
(Callable 02/15/23 @ 103.50)(1)

      (B-, B3)        02/15/26          7.000          657,080  
                        

 

 

  
                           7,350,858  
                        

 

 

  
                        
 

Packaging (2.2%)

                    
  690       

Ardagh Metal Packaging Finance PLC, Rule 144A, Senior Unsecured Notes
(Callable 05/15/24 @ 101.50)(1),(2)

      (B+, B3)        09/01/29          3.000          580,070  
  600       

Intelligent Packaging Ltd. Co-Issuer LLC, Rule 144A, Senior Secured Notes
(Callable 09/15/22 @ 103.00)(1)

      (B-, B3)        09/15/28          6.000          502,486  
  800       

Pactiv Evergreen Group Issuer LLC, Rule 144A, Senior Secured Notes
(Callable 10/15/23 @ 102.00)(1)

      (B+, B1)        10/15/27          4.000          705,928  
  3,570       

TriMas Corp., Rule 144A, Company Guaranteed Notes
(Callable 04/15/24 @ 102.06)(1)

      (BB-, Ba3)        04/15/29          4.125          3,169,624  
                        

 

 

  
                           4,958,108  
                        

 

 

  
                        
 

Personal & Household Products (1.3%)

                    
  1,200       

Diamond BC B.V., Rule 144A, Company Guaranteed Notes
(Callable 10/01/24 @ 102.31)(1)

      (B, Caa1)        10/01/29          4.625          1,018,488  
  2,000       

High Ridge Brands Co., Rule 144A, Senior Unsecured Notes
(Callable 09/06/22 @ 100.00)(1),(4),(5),(7),(8)

      (NR, NR)        03/15/25          0.000          15,000  
  2,400       

MajorDrive Holdings IV LLC, Rule 144A, Senior Unsecured Notes
(Callable 06/01/24 @ 103.19)(1)

      (CCC+, Caa2)        06/01/29          6.375          1,815,192  
                        

 

 

  
                           2,848,680  
                        

 

 

  
                        
 

Pharmaceuticals (3.0%)

                    
  1,600       

Bausch Health Cos., Inc., Rule 144A, Company Guaranteed Notes
(Callable 05/30/24 @ 103.63)(1)

      (B-, Caa2)        05/30/29          7.250          880,960  
  325       

Bausch Health Cos., Inc., Rule 144A, Company Guaranteed Notes
(Callable 01/30/25 @ 102.63)(1)

      (B-, Caa2)        01/30/30          5.250          169,747  
  600       

Bausch Health Cos., Inc., Rule 144A, Company Guaranteed Notes
(Callable 02/15/26 @ 102.63)(1)

      (B-, Caa2)        02/15/31          5.250          309,279  
  600       

Bausch Health Cos., Inc., Rule 144A, Senior Secured Notes
(Callable 06/01/24 @ 102.44)(1)

      (BB-, B2)        06/01/28          4.875          477,795  
  1,064       

Emergent BioSolutions, Inc., Rule 144A, Company Guaranteed Notes
(Callable 08/15/23 @ 101.94)(1)

      (BB-, B1)        08/15/28          3.875          808,821  
  1,350       

Endo Finance LLC, Rule 144A, Senior Secured Notes
(Callable 08/29/22 @ 100.00)(1)

      (CC, Caa2)        10/15/24          5.875          1,100,250  
  600       

Endo U.S., Inc., Rule 144A, Senior Secured Notes
(Callable 04/01/24 @ 104.59)(1),(3)

      (CC, Caa2)        04/01/29          6.125          483,135  
  1,400       

Grifols Escrow Issuer S.A., Rule 144A, Senior Unsecured Notes
(Callable 10/15/24 @ 102.38)(1)

      (B, B3)        10/15/28          4.750          1,242,780  

 

 

 

Credit Suisse High Yield Bond Fund

Schedule of Investments (continued)

July 31, 2022 (unaudited)

 

Par
(000)		              

Ratings†
  (S&P/Moody’s)  

        Maturity            Rate%            Value    
                        
 

CORPORATE BONDS (continued)

                    
 

Pharmaceuticals

                    
$        1,300       

Jazz Securities DAC, Rule 144A, Senior Secured Notes
(Callable 07/15/24 @ 102.19)(1)

      (BB-, Ba2)        01/15/29          4.375        $     1,254,604  
                        

 

 

  
                           6,727,371  
                        

 

 

  
                        
 

Real Estate Development & Management (0.6%)

                    
  1,867       

WeWork Cos., Inc., Rule 144A, Company Guaranteed Notes(1),(3)

      (CCC+, Wr)        05/01/25          7.875          1,410,262  
                        

 

 

  
                        
 

Real Estate Investment Trusts (2.4%)

                    
  1,906       

Global Net Lease Operating Partnership LP, Rule 144A, Company Guaranteed Notes
(Callable 09/15/27 @ 100.00)(1)

      (BBB-, Ba3)        12/15/27          3.750          1,672,802  
  2,100       

iStar, Inc., Global Senior Unsecured Notes
(Callable 08/29/22 @ 102.75)

      (BB, Ba2)        02/15/26          5.500          2,064,583  
  300       

iStar, Inc., Senior Unsecured Notes
(Callable 07/01/24 @ 100.00)

      (BB, Ba2)        10/01/24          4.750          296,221  
  1,250       

VICI Note Co., Inc., Rule 144A, Company Guaranteed Notes
(Callable 11/01/26 @ 100.00)(1)

      (BBB-, Ba1)        02/01/27          5.750          1,246,781  
                        

 

 

  
                           5,280,387  
                        

 

 

  
                        
 

Recreation & Travel (5.5%)

                    
  1,200       

Boyne U.S.A., Inc., Rule 144A, Senior Unsecured Notes
(Callable 05/15/24 @ 102.38)(1)

      (B, B1)        05/15/29          4.750          1,125,036  
  1,817       

Merlin Entertainments Ltd., Rule 144A, Secured Notes
(Callable 03/17/26 @ 100.00)(1)

      (B, B2)        06/15/26          5.750          1,683,991  
  1,000       

Motion Bondco DAC, Rule 144A, Company Guaranteed Notes
(Callable 11/15/22 @ 103.31)(1),(3)

      (CCC, Caa2)        11/15/27          6.625          803,128  
  848       

Powdr Corp., Rule 144A, Senior Secured Notes
(Callable 08/01/22 @ 103.00)(1)

      (B, B1)        08/01/25          6.000          873,440  
  2,275       

SeaWorld Parks & Entertainment, Inc., Rule 144A, Company Guaranteed Notes
(Callable 08/15/24 @ 102.63)(1),(3)

      (B-, Caa1)        08/15/29          5.250          2,042,631  
  450       

SeaWorld Parks & Entertainment, Inc., Rule 144A, Senior Secured Notes
(Callable 08/29/22 @ 104.38)(1)

      (BB-, Ba3)        05/01/25          8.750          467,489  
  2,150       

Six Flags Entertainment Corp., Rule 144A, Company Guaranteed Notes
(Callable 08/29/22 @ 100.00)(1)

      (B-, B3)        07/31/24          4.875          2,122,566  
  3,435       

Speedway Funding II, Inc., Rule 144A, Senior Unsecured Notes
(Callable 11/01/22 @ 102.44)(1)

      (BB, B2)        11/01/27          4.875          3,120,062  
                        

 

 

  
                           12,238,343  
                        

 

 

  
                        
 

Restaurants (0.8%)

                    
  1,825       

Yum Brands, Inc., Global Senior Unsecured Notes
(Callable 04/01/27 @ 102.69)

      (BB, Ba3)        04/01/32          5.375          1,806,221  
                        

 

 

  
                        
 

Software - Services (5.5%)

                    
  950       

CA Magnum Holdings, Rule 144A, Senior Secured Notes
(Callable 10/31/23 @ 102.69)(1)

      (NR, B1)        10/31/26          5.375          840,721  
  1,300       

Central Parent, Inc., Rule 144A, Senior Secured Notes
(Callable 06/15/25 @ 103.63)(1)

      (B+, B1)        06/15/29          7.250          1,322,945  
  3,150       

Elastic NV, Rule 144A, Senior Unsecured Notes
(Callable 07/15/24 @ 102.06)(1)

      (B+, B1)        07/15/29          4.125          2,808,556  
  2,675       

Endurance International Group Holdings, Inc., Rule 144A, Senior Unsecured Notes
(Callable 02/15/24 @ 103.00)(1)

      (CCC+, Caa2)        02/15/29          6.000          1,961,536  
  388       

GD Finance Co., Inc., Rule 144A, Company Guaranteed Notes
(Callable 08/29/22 @ 102.63)(1)

      (BB-, Ba3)        12/01/27          5.250          377,868  
  650       

Open Text Holdings, Inc., Rule 144A, Company Guaranteed Notes
(Callable 12/01/26 @ 102.06)(1)

      (BB, Ba2)        12/01/31          4.125          579,216  
  1,150       

Presidio Holdings, Inc., Rule 144A, Company Guaranteed Notes
(Callable 02/01/23 @ 104.13)(1)

      (CCC+, Caa1)        02/01/28          8.250          1,086,635  
  3,460       

Virtusa Corp., Rule 144A, Senior Unsecured Notes
(Callable 12/15/23 @ 103.56)(1)

      (CCC+, Caa2)        12/15/28          7.125          2,772,844  
  600       

ZoomInfo Finance Corp., Rule 144A, Company Guaranteed Notes
(Callable 02/01/24 @ 101.94)(1)

      (B+, B1)        02/01/29          3.875          539,550  
                        

 

 

  
                           12,289,871  
                        

 

 

  
                        
 

Specialty Retail (4.0%)

                    
  61       

Asbury Automotive Group, Inc., Global Company Guaranteed Notes
(Callable 03/01/23 @ 102.25)

      (BB, B1)        03/01/28          4.500          55,915  
  733       

Asbury Automotive Group, Inc., Global Company Guaranteed Notes
(Callable 03/01/25 @ 102.38)

      (BB, B1)        03/01/30          4.750          640,295  
  300       

Asbury Automotive Group, Inc., Rule 144A, Company Guaranteed Notes
(Callable 11/15/24 @ 102.31)(1)

      (BB, B1)        11/15/29          4.625          265,500  

 

 

 

Credit Suisse High Yield Bond Fund

Schedule of Investments (continued)

July 31, 2022 (unaudited)

 

Par
(000)		              

Ratings†
  (S&P/Moody’s)  

        Maturity            Rate%            Value    
                        
 

CORPORATE BONDS (continued)

                    
 

Specialty Retail

                    
$ 300       

Asbury Automotive Group, Inc., Rule 144A, Company Guaranteed Notes
(Callable 11/15/26 @ 102.50)(1)

      (BB, B1)        02/15/32          5.000        $ 262,500  
         1,425       

eG Global Finance PLC, Rule 144A, Senior Secured Notes
(Callable 08/30/22 @ 104.25)(1)

      (B-, B3)        10/30/25          8.500              1,396,927  
  600       

LCM Investments Holdings II LLC, Rule 144A, Senior Unsecured Notes
(Callable 05/01/24 @ 102.44)(1)

      (BB-, B2)        05/01/29          4.875          514,036  
  300       

Murphy Oil U.S.A., Inc., Rule 144A, Company Guaranteed Notes
(Callable 02/15/26 @ 101.88)(1)

      (BB+, Ba2)        02/15/31          3.750          274,106  
  600       

Penske Automotive Group, Inc., Company Guaranteed Notes
(Callable 06/15/24 @ 101.88)

      (BB-, Ba3)        06/15/29          3.750          539,124  
  102       

Ruyi U.S. Finance LLC, Senior Secured Notes

      (NR, NR)        05/01/25          0.000          50,096  
  2,800       

Ruyi U.S. Finance LLC, Rule 144A, Senior Secured Notes A
(Callable 08/29/22 @ 103.75)(1)

      (NR, Caa1)        05/01/25          7.500          1,988,140  
  77       

Ruyi U.S. Finance LLC, Rule 144A, Senior Secured Notes B
(Callable 08/29/22 @ 103.75)(1)

      (NR, NR)        05/01/25          7.500          52,287  
  900       

Sonic Automotive, Inc., Rule 144A, Company Guaranteed Notes
(Callable 11/15/24 @ 102.31)(1)

      (BB-, B1)        11/15/29          4.625          763,681  
  1,725       

Sonic Automotive, Inc., Rule 144A, Company Guaranteed Notes
(Callable 11/15/26 @ 102.44)(1)

      (BB-, B1)        11/15/31          4.875          1,408,549  
  675       

Wolverine World Wide, Inc., Rule 144A, Company Guaranteed Notes
(Callable 08/15/24 @ 102.00)(1)

      (BB-, Ba2)        08/15/29          4.000          588,884  
                        

 

 

  
                           8,800,040  
                        

 

 

  
                        
 

Support - Services (8.0%)

                    
  602       

Allied Universal Finance Corp., Rule 144A, Senior Secured Notes
(Callable 06/01/24 @ 102.31)(1)

      (B, B2)        06/01/28          4.625          526,548  
  1,821       

Allied Universal Finance Corp., Rule 144A, Senior Unsecured Notes
(Callable 08/29/22 @ 104.88)(1)

      (CCC+, Caa1)        07/15/27          9.750          1,675,238  
  1,950       

Allied Universal Finance Corp., Rule 144A, Senior Unsecured Notes
(Callable 06/01/24 @ 103.00)(1)

      (CCC+, Caa1)        06/01/29          6.000          1,507,640  
  600       

APi Escrow Corp., Rule 144A, Company Guaranteed Notes
(Callable 10/15/24 @ 102.38)(1)

      (B, B1)        10/15/29          4.750          506,256  
  710       

APi Group DE, Inc., Rule 144A, Company Guaranteed Notes
(Callable 07/15/24 @ 102.06)(1)

      (B, B1)        07/15/29          4.125          591,956  
  600       

Clarivate Science Holdings Corp., Rule 144A, Company Guaranteed Notes
(Callable 06/30/24 @ 102.44)(1)

      (CCC+, Caa1)        07/01/29          4.875          532,212  
  2,400       

CoreLogic, Inc., Rule 144A, Senior Secured Notes
(Callable 05/01/24 @ 102.25)(1)

      (B-, B2)        05/01/28          4.500          1,847,748  
  3,065       

GEMS Education Delaware LLC, Rule 144A, Senior Secured Notes
(Callable 08/29/22 @ 103.56)(1)

      (B-, B3)        07/31/26          7.125          2,884,364  
  3,000       

GYP Holdings III Corp., Rule 144A, Company Guaranteed Notes
(Callable 05/01/24 @ 102.31)(1)

      (B, B2)        05/01/29          4.625          2,436,615  
  600       

Pegasystems, Inc., Senior Unsecured Notes(9)

      (NR, NR)        03/01/25          0.750          484,200  
  750       

WESCO Distribution, Inc., Rule 144A, Company Guaranteed Notes
(Callable 08/29/22 @ 103.56)(1)

      (BB, B1)        06/15/25          7.125          776,250  
  750       

WESCO Distribution, Inc., Rule 144A, Company Guaranteed Notes
(Callable 06/15/23 @ 103.63)(1)

      (BB, B1)        06/15/28          7.250          778,142  
  1,821       

White Cap Buyer LLC, Rule 144A, Senior Unsecured Notes
(Callable 10/15/23 @ 103.44)(1)

      (CCC+, Caa1)        10/15/28          6.875          1,542,988  
  865       

Williams Scotsman International, Inc., Rule 144A, Senior Secured Notes
(Callable 08/15/23 @ 102.31)(1)

      (B+, B2)        08/15/28          4.625          812,209  
  1,050       

ZipRecruiter, Inc., Rule 144A, Senior Unsecured Notes
(Callable 01/15/25 @ 102.50)(1)

      (BB-, B2)        01/15/30          5.000          939,440  
                        

 

 

  
                           17,841,806  
                        

 

 

  
                        
 

Tech Hardware & Equipment (4.6%)

                    
  1,800       

Ciena Corp., Rule 144A, Company Guaranteed Notes
(Callable 01/31/25 @ 102.00)(1)

      (BB, Ba1)        01/31/30          4.000          1,649,322  
  1,690       

CommScope Technologies LLC, Rule 144A, Company Guaranteed Notes
(Callable 08/09/22 @ 101.00)(1)

      (CCC+, Caa1)        06/15/25          6.000          1,565,177  
  1,135       

CommScope Technologies LLC, Rule 144A, Company Guaranteed Notes
(Callable 08/09/22 @ 102.50)(1),(3)

      (CCC+, Caa1)        03/15/27          5.000          936,148  
  150       

CommScope, Inc., Rule 144A, Company Guaranteed Notes
(Callable 08/29/22 @ 104.13)(1)

      (CCC+, Caa1)        03/01/27          8.250          132,586  
  2,000       

Entegris Escrow Corp., Rule 144A, Senior Secured Notes
(Callable 01/15/29 @ 100.00)(1)

      (BB+, Baa3)        04/15/29          4.750          1,930,000  
  2,400       

Imola Merger Corp., Rule 144A, Senior Secured Notes
(Callable 05/15/24 @ 102.38)(1)

      (BB-, B1)        05/15/29          4.750          2,238,636  

 

 

 

Credit Suisse High Yield Bond Fund

Schedule of Investments (continued)

July 31, 2022 (unaudited)

 

Par
(000)		              

Ratings†
  (S&P/Moody’s)  

        Maturity            Rate%            Value    
                        
 

CORPORATE BONDS (continued)

                    
 

Tech Hardware & Equipment

                    
$        1,980       

Vertiv Group Corp., Rule 144A, Senior Secured Notes
(Callable 11/15/24 @ 102.06)(1)

      (BB-, B1)        11/15/28          4.125        $ 1,756,696  
                        

 

 

  
                             10,208,565  
                        

 

 

  
                        
 

Telecom - Wireline Integrated & Services (3.0%)

                    
  2,485       

Altice France S.A., Rule 144A, Senior Secured Notes
(Callable 09/15/23 @ 102.56)(1)

      (B, B2)        01/15/29          5.125          2,115,940  
  300       

Altice France S.A., Rule 144A, Senior Secured Notes
(Callable 04/15/24 @ 102.56)(1)

      (B, B2)        07/15/29          5.125          257,181  
  300       

Altice France S.A., Rule 144A, Senior Secured Notes
(Callable 10/15/24 @ 102.75)(1)

      (B, B2)        10/15/29          5.500          259,341  
  4,000       

GTT Communications, Inc., Rule 144A, Company Guaranteed Notes
(Callable 08/29/22 @ 101.97)(1),(4),(8)

      (NR, Wr)        12/31/24          0.000          320,000  
  1,800       

LCPR Senior Secured Financing DAC, Rule 144A, Senior Secured Notes
(Callable 10/15/22 @ 103.38)(1)

      (B+, B1)        10/15/27          6.750          1,752,557  
  300       

LCPR Senior Secured Financing DAC, Rule 144A, Senior Secured Notes
(Callable 07/15/24 @ 102.56)(1)

      (B+, B1)        07/15/29          5.125          263,887  
  1,000       

Virgin Media Secured Finance PLC, Rule 144A, Senior Secured Notes
(Callable 08/08/22 @ 102.50)(1),(10)

      (BB-, Ba3)        04/15/27          5.000          1,156,055  
  600       

Vmed O2 UK Financing I PLC, Rule 144A, Senior Secured Notes
(Callable 01/31/26 @ 102.13)(1)

      (BB-, Ba3)        01/31/31          4.250          526,857  
                        

 

 

  
                           6,651,818  
                        

 

 

  
                        
 

Theaters & Entertainment (3.1%)

                    
  2,374       

AMC Entertainment Holdings, Inc.,10.00% Cash, 12.00% PIK, Rule 144A, Secured Notes
(Callable 06/15/23 @ 106.00)(1),(11)

      (CCC-, Caa3)        06/15/26          10.000          1,886,027  
  2,200       

Live Nation Entertainment, Inc., Rule 144A, Company Guaranteed Notes
(Callable 08/29/22 @ 101.22)(1)

      (B-, B3)        11/01/24          4.875          2,194,610  
  400       

Live Nation Entertainment, Inc., Rule 144A, Company Guaranteed Notes
(Callable 08/29/22 @ 102.81)(1)

      (B-, B3)        03/15/26          5.625          395,440  
  500       

Live Nation Entertainment, Inc., Rule 144A, Company Guaranteed Notes
(Callable 10/15/22 @ 103.56)(1)

      (B-, B3)        10/15/27          4.750          477,532  
  1,200       

Technicolor S.A., Rule 144A (1),(2),(5),(7)

      (NR, NR)        05/31/29          4.500          1,357,743  
  600       

Technicolor S.A., Tranche 2 Notes(2)

      (NR, NR)        06/30/24          6.000          637,791  
                        

 

 

  
                           6,949,143  
                        

 

 

  
                        
 

Transport Infrastructure/Services (0.4%)

                    
  826       

Navios Maritime Finance II U.S., Inc., Rule 144A, Senior Secured Notes
(Callable 08/09/22 @ 100.00)(1)

      (B, Caa1)        08/15/22          11.250          821,947  
                        

 

 

  
                        
 

Trucking & Delivery (0.5%)

                    
  1,200       

XO Management Holdings, Inc., Rule 144A, Senior Unsecured Notes
(Callable 02/01/25 @ 103.19)(1)

      (B-, Caa1)        02/01/30          6.375          1,049,688  
                        

 

 

  
 

TOTAL CORPORATE BONDS (Cost $258,182,394)

                       225,071,336  
                        

 

 

  
                        
 

BANK LOANS (31.8%)

                    
 

Aerospace & Defense (1.3%)

                    
  1,500       

Amentum Government Services Holdings LLC, LIBOR 3M + 8.750%(5),(12)

      (NR, NR)        01/31/28          11.000          1,432,500  
  400       

Amentum Government Services Holdings LLC, SOFR 3M + 4.000%(12)

      (B, B1)        02/15/29          4.777 - 5.597          389,374  
  1,214       

Peraton Corp., LIBOR 1M + 7.750%(12)

      (NR, NR)        02/01/29          9.714          1,139,948  
                        

 

 

  
                           2,961,822  
                        

 

 

  
                        
 

Auto Parts & Equipment (0.8%)

                    
  946       

Dayco Products LLC, LIBOR 3M + 4.250%(12)

      (CCC, Caa2)        05/19/23          5.825          870,038  
  362       

Jason Group, Inc., LIBOR 1M + 1.000% Cash, 9.000% PIK(11),(12)

      (NR, Caa3)        03/02/26          12.372          357,445  
  492       

Jason Group, Inc., LIBOR 1M + 6.000% Cash, 4.000% PIK(11),(12)

      (NR, Caa1)        08/28/25          12.372          464,360  
                        

 

 

  
                           1,691,843  
                        

 

 

  
                        
 

Banking (0.6%)

                    
  1,339       

Citco Funding LLC, LIBOR 3M + 2.500%(12)

      (NR, Ba3)        09/28/23          4.750          1,315,616  
                        

 

 

  
                        
 

Building Materials (0.3%)

                    
  802       

Cornerstone Building Brands, Inc.(5),(13)

      (B, B2)        08/01/28          0.000          743,599  
                        

 

 

  
                        

 

 

 

Credit Suisse High Yield Bond Fund

Schedule of Investments (continued)

July 31, 2022 (unaudited)

 

Par
(000)		              

Ratings†
  (S&P/Moody’s)  

        Maturity            Rate%            Value    
                        
 

BANK LOANS (continued)

                    
 

Chemicals (5.5%)

                    
$ 2,189       

Ascend Performance Materials Operations LLC, LIBOR 3M + 4.750%(12)

      (BB-, Ba3)        08/27/26          7.000        $ 2,165,294  
         5,253       

Atotech B.V., LIBOR 1M + 2.500%(12)

      (B+, B1)        03/18/28          4.872          5,216,594  
  2,268       

Polar U.S. Borrower LLC, LIBOR 1M + 4.750%, LIBOR 3M + 4.750%(12)

      (B-, B3)        10/15/25          6.714 - 7.205          2,135,716  
  2,000       

Vantage Specialty Chemicals, Inc., LIBOR 3M + 8.250%(6),(12)

      (CCC, Caa2)        10/27/25          9.825          1,930,000  
  878       

Zep, Inc., LIBOR 3M + 4.000%(12)

      (CCC+, B2)        08/12/24          6.250          771,308  
                        

 

 

  
                             12,218,912  
                        

 

 

  
                        
 

Diversified Capital Goods (0.8%)

                    
  1,507       

Electrical Components International, Inc., PRIME + 7.500%(5),(12)

      (B-, B2)        06/26/25          13.000          1,386,704  
  325       

GrafTech Finance, Inc., LIBOR 1M + 3.000%(12)

      (BB, Ba3)        02/12/25          5.372          321,188  
                        

 

 

  
                           1,707,892  
                        

 

 

  
                        
 

Electronics (2.4%)

                    
  999       

CPI International, Inc., LIBOR 1M + 7.250%(5),(6),(12)

      (CCC, Caa2)        07/26/25          9.622          984,386  
  2,250       

EXC Holdings III Corp., LIBOR 3M + 7.500%(5),(12)

      (CCC+, Caa1)        12/01/25          9.793          2,188,125  
  2,398       

Idemia Group, LIBOR 3M + 4.250%(12)

      (B-, B3)        01/09/26          7.043          2,265,830  
                        

 

 

  
                           5,438,341  
                        

 

 

  
                        
 

Energy - Exploration & Production (0.0%)

                    
  2,624       

PES Holdings LLC, 3.000% PIK(4),(11),(12)

      (NR, NR)        12/31/22          3.000          78,713  
                        

 

 

  
                        
 

Food & Drug Retailers (0.6%)

                    
  1,500       

WOOF Holdings, Inc., LIBOR 3M + 7.250%(5),(12)

      (CCC, Caa2)        12/21/28          9.313          1,425,000  
                        

 

 

  
                        
 

Food - Wholesale (0.3%)

                    
  773       

United Natural Foods, Inc., LIBOR 1M + 3.250%(12)

      (BB-, B1)        10/22/25          5.691          764,903  
                        

 

 

  
                        
 

Gas Distribution (1.2%)

                    
  1,078       

BCP Renaissance Parent LLC, SOFR 2M + 3.500%(12)

      (B+, B2)        10/31/26          5.554          1,052,504  
  1,674       

Traverse Midstream Partners LLC, SOFR 3M + 4.250%(12)

      (B+, B3)        09/27/24          5.950          1,652,378  
                        

 

 

  
                           2,704,882  
                        

 

 

  
                        
 

Health Services (1.4%)

                    
  812       

Carestream Health, Inc., LIBOR 3M + 7.250%(12)

      (B-, B1)        05/08/23          9.500          807,907  
  2,389       

U.S. Radiology Specialists, Inc., LIBOR 3M + 5.250%(12)

      (B-, B3)        12/15/27          7.563          2,249,168  
                        

 

 

  
                           3,057,075  
                        

 

 

  
                        
 

Investments & Misc. Financial Services (1.5%)

                    
  2,329       

AqGen Ascensus, Inc., LIBOR 3M + 6.500%(12)

      (CCC, Caa2)        08/02/29          8.813          2,119,790  
  1,298       

Deerfield Dakota Holding LLC, LIBOR 1M + 6.750%(12)

      (CCC, Caa2)        04/07/28          9.122          1,273,738  
  130       

Ditech Holding Corp.(4),(5),(8)

      (NR, NR)        06/30/22          0.000          15,613  
                        

 

 

  
                           3,409,141  
                        

 

 

  
                        
 

Life Insurance (0.5%)

                    
  1,309       

Vida Capital, Inc., LIBOR 1M + 6.000%(12)

      (CCC+, B2)        10/01/26          8.372          1,030,641  
                        

 

 

  
                        
 

Machinery (0.7%)

                    
  1,223       

LTI Holdings, Inc., LIBOR 1M + 6.750%(6),(12)

      (CCC+, Caa2)        09/06/26          9.122          1,131,198  
  583       

LTI Holdings, Inc., LIBOR 1M + 3.500%(12)

      (B-, B2)        09/06/25          5.872          544,168  
                        

 

 

  
                           1,675,366  
                        

 

 

  
                        
 

Medical Products (0.8%)

                    
  919       

Femur Buyer, Inc., LIBOR 3M + 5.500%(5),(12)

      (NR, NR)        03/05/24          7.750          757,190  
  985       

Viant Medical Holdings, Inc., LIBOR 1M + 6.250%(5),(12)

      (CCC+, B3)        07/02/25          8.622          972,500  
                        

 

 

  
                           1,729,690  
                        

 

 

  
                        
 

Packaging (0.2%)

                    
  800       

Strategic Materials, Inc., LIBOR 3M + 7.750%(5),(6),(12)

      (CC, C)        10/31/25          9.036          400,000  
                        

 

 

  
                        
 

Personal & Household Products (1.6%)

                    
  1,200       

ABG Intermediate Holdings 2 LLC, SOFR 1M + 6.000%(12)

      (CCC+, Caa1)        12/20/29          8.427          1,105,500  
  1,734       

Serta Simmons Bedding, LLC, LIBOR 1M + 7.500%(12)

      (B, B2)        08/10/23          9.499          1,693,981  
  1,051       

Serta Simmons Bedding, LLC, LIBOR 1M + 7.500%(12)

      (B-, Caa2)        08/10/23          9.499          699,605  
                        

 

 

  
                           3,499,086  
                        

 

 

  
                        

 

 

 

Credit Suisse High Yield Bond Fund

Schedule of Investments (continued)

July 31, 2022 (unaudited)

 

Par
(000)		              

Ratings†
  (S&P/Moody’s)  

        Maturity            Rate%            Value    
                        
 

BANK LOANS (continued)

                    
 

Pharmaceuticals (0.3%)

                    
$ 583       

Akorn, Inc., LIBOR 3M + 7.500%(12)

      (CCC+, Caa2)        10/01/25          9.777        $ 562,554  
                        

 

 

  
                           562,554  
                        

 

 

  
                        
 

Recreation & Travel (1.9%)

                    
  959       

Bulldog Purchaser, Inc., LIBOR 3M + 7.750%(12)

      (CCC-, Caa3)        09/04/26          9.325          872,690  
  1,825       

Bulldog Purchaser, Inc., LIBOR 3M + 3.750%(12)

      (B-, B3)        09/05/25          5.325          1,680,076  
  793       

Hornblower Sub LLC, LIBOR 3M + 4.500%(12)

      (CCC-, Caa2)        04/27/25          7.377          555,073  
         1,082       

Hornblower Sub LLC, LIBOR 3M + 8.125%(12)

      (NR, NR)        11/10/25          10.057          1,106,830  
                        

 

 

  
                               4,214,669  
                        

 

 

  
                        
 

Restaurants (0.1%)

                    
  300       

Tacala LLC, LIBOR 1M + 7.500%(12)

      (CCC, Caa2)        02/04/28          9.872          282,095  
                        

 

 

  
                        
 

Software - Services (4.1%)

                    
  1,718       

Aston FinCo Sarl, LIBOR 1M + 4.250%(12)

      (B-, B2)        10/09/26          6.622          1,628,890  
  1,355       

Astra Acquisition Corp., LIBOR 1M + 5.250%(12)

      (B-, B2)        10/25/28          7.622          1,154,360  
  900       

CommerceHub, Inc., LIBOR 3M + 7.000%(5),(12)

      (CCC, Caa2)        12/29/28          9.250          720,000  
  1,810       

Epicor Software Corp., LIBOR 1M + 7.750%(12)

      (CCC, Caa2)        07/31/28          10.122          1,787,375  
  686       

Finastra U.S.A., Inc., LIBOR 6M + 3.500%(12)

      (B-, B2)        06/13/24          6.871          642,666  
  3,511       

Finastra U.S.A., Inc., LIBOR 6M + 7.250%(12)

      (CCC, Caa2)        06/13/25          8.489          3,109,008  
                        

 

 

  
                           9,042,299  
                        

 

 

  
                        
 

Support - Services (2.0%)

                    
  3,371       

Change Healthcare Holdings LLC, LIBOR 1M + 2.500%(12)

      (B+, B1)        03/01/24          4.872          3,337,365  
  600       

LaserShip, Inc., LIBOR 3M + 7.500%(5),(12)

      (CCC, Caa2)        05/07/29          10.377          510,000  
  600       

TruGreen Limited Partnership, LIBOR 1M + 8.500%(5),(12)

      (CCC+, Caa1)        11/02/28          10.750          570,000  
                        

 

 

  
                           4,417,365  
                        

 

 

  
                        
 

Telecom - Wireline Integrated & Services (0.5%)

                    
  1,125       

TVC Albany, Inc., LIBOR 1M + 7.500%(6),(12)

      (CCC, Caa2)        07/23/26          9.870          1,023,750  
                        

 

 

  
                        
 

Theaters & Entertainment (2.4%)

                    
  1,145       

Technicolor Creative Studios(2),(5),(13)

      (NR, NR)        07/27/29          0.000          1,085,774  
  793       

Technicolor S.A., LIBOR 1M + 6.000% Cash, 6.000% PIK(5),(11),(12)

      (B, Caa1)        06/30/24          14.259          801,419  
  1,244       

TopGolf International, Inc., LIBOR 1M + 6.250%(12)

      (B, B3)        02/09/26          8.509          1,232,742  
  2,361       

William Morris Endeavor Entertainment LLC, LIBOR 1M + 2.750%(12)

      (B, B3)        05/18/25          5.130          2,272,109  
                        

 

 

  
                           5,392,044  
                        

 

 

  
 

TOTAL BANK LOANS (Cost $77,686,911)

                       70,787,298  
                        

 

 

  
                        
 

ASSET BACKED SECURITIES (6.8%)

                    
 

Collateralized Debt Obligations (6.8%)

                    
  1,000       

Anchorage Capital CLO 15 Ltd., 2020-15A, Rule 144A, LIBOR 3M + 7.400%(1),(12)

      (NR, Ba3)        07/20/34          10.110          897,442  
  1,500       

Anchorage Capital CLO 25 Ltd., 2022-25A, Rule 144A, TSFR3M + 7.170%(1),(12)

      (NR, Ba3)        04/20/35          9.647          1,379,634  
  1,250       

Anchorage Credit Funding Ltd., 2016-4A, Rule 144A(1)

      (NR, Ba3)        04/27/39          6.659          1,062,875  
  1,250       

Battalion CLO 18 Ltd., 2020-18A, Rule 144A, LIBOR 3M + 6.710%(1),(12)

      (BB-, NR)        10/15/36          9.222          1,123,684  
  1,250       

Benefit Street Partners CLO X Ltd., 2016-10A, Rule 144A, LIBOR 3M + 6.750%(1),(12)

      (BB-, NR)        04/20/34          9.460          1,121,131  
  1,500       

Cedar Funding VI CLO Ltd., 2016-6A, Rule 144A, LIBOR 3M + 6.720%(1),(12)

      (BB-, NR)        04/20/34          9.430          1,340,402  
  1,500       

KKR CLO Ltd., 14, Rule 144A, LIBOR 3M + 6.150%(1),(12)

      (NR, B1)        07/15/31          8.662          1,277,214  
  1,500       

KKR CLO Ltd., Rule 144A, LIBOR 3M + 7.110%(1),(12)

      (BB-, NR)        10/20/34          9.820          1,353,777  
  1,500       

Marble Point CLO XXIII Ltd., 2021-4A, Rule 144A, LIBOR 3M + 5.750%(1),(12)

      (NR, Ba1)        01/22/35          8.509          1,324,262  
  600       

MP CLO III Ltd., 2013-1A, Rule 144A, LIBOR 3M + 3.050%(1),(12)

      (NR, Ba1)        10/20/30          5.760          507,689  
  1,000       

Oaktree CLO Ltd., 2019-4A, Rule 144A, LIBOR 3M + 7.230%(1),(12)

      (BB-, NR)        10/20/32          9.940          894,411  
  1,500       

Palmer Square Credit Funding Ltd., 2019-1A, Rule 144A(1)

      (NR, Baa2)        04/20/37          5.459          1,383,148  
  1,000       

Venture 41 CLO Ltd., 2021-41A, Rule 144A, LIBOR 3M + 7.710%(1),(12)

      (BB-, NR)        01/20/34          10.420          904,777  
  600       

Vibrant Clo VII Ltd., 2017-7A, Rule 144A, LIBOR 3M + 3.600%(1),(12)

      (NR, Baa3)        09/15/30          6.310          526,243  
                        

 

 

  
 

TOTAL ASSET BACKED SECURITIES (Cost $16,551,641)

                       15,096,689  
                        

 

 

  
                        

 

 

 

Credit Suisse High Yield Bond Fund

Schedule of Investments (continued)

July 31, 2022 (unaudited)

 

    
Shares		                                          Value    
                        
 

COMMON STOCKS (0.7%)

                    
 

Auto Parts & Equipment (0.1%)

                    
       27,589       

Jason Group, Inc.(8)

                     $ 296,582  
                        

 

 

  
                        
 

Chemicals (0.4%)

                    
  5,400       

Project Investor Holdings LLC(5),(6),(7),(8)

                       54  
  89,998       

Proppants Holdings LLC(5),(6),(7),(8)

                       1,800  
  15,074       

UTEX Industries, Inc.(5),(8)

                       1,009,958  
                        

 

 

  
                               1,011,812  
                        

 

 

  
                        
 

Energy - Exploration & Production (0.0%)

                    
  111,570       

PES Energy, Inc.(5),(6),(7),(8)

                       1,116  
                        

 

 

  
                        
 

Pharmaceuticals (0.2%)

                    
  68,836       

Akorn Holding Company LLC(8)

                       401,520  
                        

 

 

  
                        
 

Specialty Retail (0.0%)

                    
  105       

Eagle Investments Holding Company LLC(5),(7),(8)

                       1  
                        

 

 

  
                        
 

Support - Services (0.0%)

                    
  2,100       

LTR Holdings, Inc.(5),(6),(7),(8)

                       3,111  
  865       

Sprint Industrial Holdings LLC, Class G(5),(6),(7),(8)

                       —  
  78       

Sprint Industrial Holdings LLC, Class H(5),(6),(7),(8)

                       —  
  192       

Sprint Industrial Holdings LLC, Class I(5),(6),(7),(8)

                       1,001  
                        

 

 

  
                           4,112  
                        

 

 

  
 

TOTAL COMMON STOCKS (Cost $3,938,850)

                       1,715,143  
                        

 

 

  
                        
 

WARRANT (0.0%)

                    
 

Chemicals (0.0%)

                    
  22,499       

Project Investor Holdings LLC, expires 02/20/2022(5),(6),(7),(8) (Cost $11,699)

                  —  
                        

 

 

  
                        
 

SHORT-TERM INVESTMENTS (8.0%)

                    
  6,531,512       

State Street Institutional U.S. Government Money Market Fund - Premier Class, 2.14%

                       6,531,512  
  11,302,990       

State Street Navigator Securities Lending Government Money Market Portfolio, 2.30%(14)

                       11,302,990  
                        

 

 

  
 

TOTAL SHORT-TERM INVESTMENTS (Cost $17,834,502)

                       17,834,502  
                        

 

 

  
                        
 

TOTAL INVESTMENTS AT VALUE (148.4%) (Cost $374,205,997)

                       330,504,968  
                        
 

LIABILITIES IN EXCESS OF OTHER ASSETS (-48.4%)

                       (107,828,737 ) 
                        

 

 

  
                        
 

NET ASSETS (100.0%)

                     $ 222,676,231  
                        

 

 

  
                        

 

†

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

(1) 

Security exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At July 31, 2022, these securities amounted to a value of $224,549,597 or 100.8% of net assets.

(2) 

This security is denominated in Euro.

(3) 

Security or portion thereof is out on loan.

(4) 

Bond is currently in default.

(5) 

Security is valued using significant unobservable inputs.

(6) 

Illiquid security.

(7) 

Not readily marketable security; security is valued at fair value as determined in good faith by, or under the direction of, the Board of Trustees.

(8) 

Non-income producing security.

(9) 

Convertible security.

(10) 

This security is denominated in British Pound.

(11) 

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

(12) 

Variable rate obligation — The interest rate shown is the rate in effect as of July 31, 2022. The rate may be subject to a cap and floor.

(13) 

The rates on certain variable rate securities are not based on a published reference rate and spread but are determined by the issuer or agent and are based on current market conditions. These securities do not indicate a reference rate and spread in their description above. The interest rate shown is the rate in effect as of July 31, 2022.

(14) 

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

 

 

 

Credit Suisse High Yield Bond Fund

Schedule of Investments (continued)

July 31, 2022 (unaudited)

 

INVESTMENT ABBREVIATIONS

1M = 1 Month

2M = 2 Month

3M = 3 Month

6M = 6 Month

LIBOR = London Interbank Offered Rate

NR = Not Rated

Sarl – société à responsabilité limitée

SOFR = Secured Overnight Financing Rate

Forward Foreign Currency Contracts

 

Forward
Currency to be
Purchased

     

Forward
Currency to be Sold

     

    Expiration    
Date

   

Counterparty

    Value on
Settlement Date		     Current
Value/Notional		     Unrealized
Appreciation		  

GBP

     68,843     

USD

      83,501      10/12/22    JPMorgan Chase    $ 83,501     $ 83,914     $ 413  

USD

     877,799     

EUR

      791,374      10/12/22    Barclays Bank PLC      (877,799 )      (810,980 )      66,819  

USD

     3,484,934     

EUR

      3,058,973      10/12/22    Deutsche Bank AG      (3,484,934 )      (3,134,761 )      350,173  

USD

     250,639     

EUR

      239,882      10/12/22    JPMorgan Chase      (250,639 )      (245,826 )      4,813  

USD

     1,484,467     

GBP

      1,094,035      10/12/22    Deutsche Bank AG      (1,484,467 )      (1,333,537 )      150,930  
                    

 

 

  
                    

Total Unrealized Appreciation

 

              $ 573,148  
                    

 

 

  

Forward Foreign Currency Contracts

 

Forward
Currency to be
Purchased

     

Forward
Currency to be Sold

    

    Expiration    
Date

   

Counterparty

    Value on
Settlement Date		     Current
Value/Notional		     Unrealized
Depreciation		  

EUR

     81,658     

USD

      86,836      10/12/22    Barclays Bank PLC    $ 86,836     $ 83,681     $ (3,155 ) 

EUR

     229,641     

USD

      254,865      10/12/22    Deutsche Bank AG      254,865       235,331       (19,534 ) 

EUR

            321,727     

USD

      340,231      10/12/22    JPMorgan Chase      340,231       329,697       (10,534 ) 

EUR

     31,612     

USD

      35,854      10/12/22    Morgan Stanley      35,854       32,395       (3,459 ) 

GBP

     80,466     

USD

             105,456      10/12/22    Deutsche Bank AG      105,456       98,082       (7,374 ) 

USD

     26,470     

GBP

      22,069      10/12/22    JPMorgan Chase      (26,470 )      (26,900 )      (430 ) 
                    

 

 

  
                    

Total Unrealized Depreciation

 

              $ (44,486 ) 
                    

 

 

  
            

Total Net Unrealized Appreciation/(Depreciation)

        $ 528,662  
                    

 

 

  

Currency Abbreviations:

EUR = Euro

GBP = British Pound

USD = United States Dollar

 

 

 

 

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

When fair value pricing is employed, the prices of securities used by the Fund to calculate its net asset value may differ from quoted or published prices for the same securities. If independent third party pricing services are unable to supply prices for a portfolio investment, or if the prices supplied are deemed by the investment adviser to be unreliable, the market price may be determined by the investment adviser using quotations from one or more brokers/dealers or at the transaction price if the security has recently been purchased and no value has yet been obtained from a pricing service or pricing broker. When reliable prices are not readily available, such as when the value of a security has been significantly affected by events after the close of the exchange or market on which the security is principally traded, but before the Fund calculates its net asset value, these securities will be fair valued in good faith by the Pricing Committee, in accordance with procedures adopted by the Board.

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, 2022 in valuing the Fund’s assets and liabilities carried at fair value:

 

Assets    

        Level 1              Level 2              Level 3             Total      

Investments in Securities

           

Corporate Bonds

    $ —      $ 223,694,926      $ 1,376,410     $ 225,071,336  

Bank Loans

      —        56,794,488        13,992,810       70,787,298  

Asset Backed Securities

      —        15,096,689        —       15,096,689  

Common Stocks

      —        698,102        1,017,041       1,715,143  

Warrants

      —        —        0 (1)      0 (1) 

Short-term Investments

      6,531,512        11,302,990        —       17,834,502  
  

 

 

     

 

 

     

 

 

    

 

 

  
   $     6,531,512      $     307,587,195      $     16,386,261     $     330,504,968  
  

 

 

     

 

 

     

 

 

    

 

 

  

Other Financial Instruments*

           

Forward Foreign Currency Contracts

    $ —      $ 573,148      $ —     $ 573,148  
          

Liabilities    

    Level 1      Level 2      Level 3     Total  

Other Financial Instruments*

           

Forward Foreign Currency Contracts

    $ —      $ 44,486      $ —     $ 44,486  

 

*

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

(1) 

Includes zero valued securities.

The following is a reconciliation of investments as of July 31, 2022 for which significant unobservable inputs were used in determining fair value.

 

     Corporate
Bonds		      Bank
Loans		     Common
Stocks		     Warrants     Total  

Balance as of October 31, 2021

    $ 21,167      $ 11,031,015     $ 189,235     $ 0 (1)    $ 11,241,417  

Accrued discounts (premiums)

      1,253        99,017       —       —       100,270  

Purchases

      1,300,338        6,205,129       —       —       7,505,467  

Sales

      —        (3,302,866 )      —       —       (3,302,866 ) 

Realized gain (loss)

      —        6,943       (92,969 )      —       (86,026 ) 

Change in unrealized appreciation (depreciation)

      53,652        (979,429 )      (89,183 )      —       (1,014,960 ) 

Transfers into Level 3

      —        5,045,625       1,009,958       —       6,055,583  

Transfers out of Level 3

      —        (4,112,624 )      —       —       (4,112,624 ) 
  

 

 

     

 

 

    

 

 

    

 

 

    

 

 

  

Balance as of July 31, 2022

    $ 1,376,410      $ 13,992,810     $ 1,017,041     $ 0 (1)    $ 16,386,261  
  

 

 

     

 

 

    

 

 

    

 

 

    

 

 

  

Net change in unrealized appreciation (depreciation) from investments still held as of July 31, 2022

    $ 53,652      $ (624,530 )    $ (182,153 )    $ —     $ (753,031 ) 

(1) Includes zero valued securities.

Quantitative Disclosure About Significant Unobservable Inputs

 

Asset Class    

    Fair Value At
07/31/2022		     

Valuation

Technique

   

Unobservable

Input

   

Price Range
(Weighted Average)*

Corporate Bonds

    $ 1,361,410      Income Approach    Expected Remaining Distribution    $0.01 – $1.13 ($1.13)
     15,000      Vendor pricing    Single Broker Quote    0.01 (N/A)

Bank Loans

      13,992,810      Vendor pricing    Single Broker Quote    0.12 – 1.01 (0.93)

Common Stocks

      6,082      Income Approach    Expected Remaining Distribution    0.00 – 1.48 (0.77)
     1,009,958      Vendor pricing    Single Broker Quote    67.00 (N/A)
     1,001      Recent Transactions    Trade Price    5.22 (N/A)

Warrants

      0      Income Approach    Expected Remaining Distribution    0.00 (N/A)

 

*

Weighted by relative fair value

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

During the period ended July 31, 2022, $6,055,583 was transferred from Level 2 to Level 3 due to a lack of a pricing source supported by observable inputs and $4,112,624 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.