Credit Suisse Opportunity Funds NPORT-P Credit Suisse Floating Rate High Income Fund (Jul 2021 report)

Credit Suisse Managed Futures Strategy Fund

Consolidated Schedule of Investments

July 31, 2021 (unaudited)

Par (000)			Ratings† (S&P/Moody’s)	Maturity	Rate%	Value
UNITED STATES TREASURY OBLIGATIONS (47.4%)
$	55,000	United States Treasury Bills(1)	(AA+, Aaa)	08/12/21	0.108	$	54,999,523
96,000		United States Treasury Bills(1)	(AA+, Aaa)	10/07/21	0.044	95,991,648
15,000		United States Treasury Bills(1)	(AA+, Aaa)	06/16/22	0.056	14,989,425
15,000		United States Treasury Bills(1)	(AA+, Aaa)	07/14/22	0.063	14,989,905
TOTAL UNITED STATES TREASURY OBLIGATIONS (Cost $180,973,763)						180,970,501
TOTAL INVESTMENTS AT VALUE (47.4%) (Cost $180,973,763)						180,970,501
OTHER ASSETS IN EXCESS OF LIABILITIES (52.6%)						200,611,440
NET ASSETS(2) (100.0%)						$	381,581,941

†	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)	Securities are zero coupon. Rate presented is yield to maturity as of July 31, 2021.
(2)	As of July 31, 2021, the Credit Suisse Managed Futures Strategy Fund held $62,692,296 in the wholly-owned subsidiary, Credit Suisse Cayman Managed Futures Strategy Fund, Ltd., representing 16.4% of the Fund’s consolidated net assets.

Futures Contracts

Contract Description	Currency	Expiration Date	Number of  Contracts		Notional Value			Net Unrealized Appreciation (Depreciation)
Contracts to Purchase
Foreign Exchange Contracts
GBP Currency Futures	USD	Sep 2021	79		$	6,859,669		$	(38,301	)
Index Contracts
EURO Stoxx 50 Index Futures	EUR	Sep 2021	605		29,327,664			$	(210,387	)
FTSE 100 Index Futures	GBP	Sep 2021	212		20,534,061			(373,505		)
S&P 500 E Mini Index Futures	USD	Sep 2021	76		16,680,100			550,800
								$	(33,092	)
Interest Rate Contracts
10YR Japanese Bond Futures	JPY	Sep 2021	262		363,577,221			$	1,048,645
10YR U.S. Treasury Note Futures	USD	Sep 2021	269		36,167,891			71,386
EURO Bund Futures	EUR	Sep 2021	1,006		210,632,849			988,235
Long Gilt Futures	GBP	Sep 2021	88		15,879,918			(959		)
								$	2,107,307
Contracts to Sell
Foreign Exchange Contracts
AUD Currency Futures	USD	Sep 2021	(685	)	(50,251,600		)	$	868,338
CAD Currency Futures	USD	Sep 2021	(50	)	(4,006,500		)	(30,962		)
EUR Currency Futures	USD	Sep 2021	(541	)	(80,243,825		)	128,163
JPY Currency Futures	USD	Sep 2021	(1,043	)	(118,817,256		)	250,356
								$	1,215,895
Index Contracts
Hang Seng Index Futures	HKD	Aug 2021	(115	)	(19,161,487		)	$	29,011
Nikkei 225 Index Futures OSE	JPY	Sep 2021	(23	)	(5,731,663		)	58,398
								$	87,409
								$	3,339,218

Total Return Swap Contracts

Currency	Notional Amount		Expiration Date	Counterparty	Receive	Pay	Payment  Frequency	Upfront  Premiums  Paid/(Received)		Net Unrealized Appreciation (Depreciation)
USD	$	10,360,516	12/07/21	Bank of America	Bloomberg Energy Index	0.07%	At Maturity	$	—	$	63,962
USD	11,453,736		12/07/21	Bank of America	Bloomberg industrial Metals Index	0.10%	At Maturity	—		9,952
USD	58,339,614		12/07/21	Bank of America	Bloomberg Agriculture Index	0.10%	At Maturity	—		(776,273		)
USD	34,992,504		12/07/21	Bank of America	(0.02)%	Bloomberg Precious Metals Index	At Maturity	—		(228,821		)
USD	38,271,517		12/07/21	Goldman Sachs	Bloomberg Industrial Metals Index	0.10%	At Maturity	—		373,990
USD	15,771,730		12/07/21	Goldman Sachs	Bloomberg Energy Index	0.07%	At Maturity	—		178,048
										$	(379,142	)

Currency Abbreviations:

AUD = Australian Dollar

CAD = Canadian Dollar

EUR = Euro

GBP = British Pound

HKD = Hong Kong Dollar

JPY = Japanese Yen

USD = United States Dollar

U.S. Treasury securities in the amount of $10,204,125 received at the custodian bank as collateral for OTC swaps.

SECURITY VALUATION —  The Board of Trustees (the “Board”) is responsible for the Fund’s valuation process. The Board has delegated the supervision of the daily valuation process to Credit Suisse Asset Management, LLC, the Fund’s investment adviser (“Credit Suisse” or the “Adviser”), who has established a Pricing Committee 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. Over-the-counter derivative financial instruments, such as swap agreements, generally derive their value from underlying asset prices, indices, reference rates, and other inputs or a combination of these factors. Equity securities for which market quotations are available are valued at the last reported sales price or official closing price on the primary market or exchange on which they trade. 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, 2021 in valuing the Fund’s assets and liabilities carried at fair value:

Assets	Level 1		Level 2		Level 3		Total
Investments in Securities
United States Treasury Obligations	$	—	$	180,970,501	$	—	$	180,970,501
	$	—	$	180,970,501	$	—	$	180,970,501
Other Financial Instruments*
Futures Contracts	$	3,993,332	$	—	$	—	$	3,993,332
Swap Contracts	—		625,952		—		625,952

Liabilities	Level 1		Level 2		Level 3		Total
Other Financial Instruments*
Futures Contracts	$	654,114	$	—	$	—	$	654,114
Swap Contracts	—		1,005,094		—		1,005,094

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

During the period ended July 31, 2021, there were no transfers between Level 2 and Level 3. All transfers, if any, are assumed to occur at the end of the reporting period.

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

Credit Suisse Multialternative Strategy Fund

Consolidated Schedule of Investments

July 31, 2021 (unaudited)

	Number of Shares	Value
COMMON STOCKS (9.3%)
UNITED STATES (9.3%)
Commercial Services & Supplies (1.5%)
Covanta Holding Corp.	18,946	$	380,815
Industrial Conglomerates (1.0%)
Raven Industries, Inc.(1)	4,099	238,767
Internet & Catalog Retail (1.6%)
Stamps.com, Inc.(1)	1,212	396,033
Leisure Equipment & Products (0.0%)
ESC Diamond Resorts, Inc.(1),(2),(3),(4)	2,385	—
Machinery (0.3%)
Lydall, Inc.(1)	1,276	78,091
Mortgage Real Estate Investment Trusts (0.3%)
Capstead Mortgage Corp.	11,488	73,178
Software (4.6%)
Cloudera, Inc.(1)	24,910	395,322
Medallia, Inc.(1)	11,026	373,450
Proofpoint, Inc.(1)	2,224	388,444
		1,157,216
TOTAL COMMON STOCKS (Cost $2,305,043)		2,324,100
EXCHANGE-TRADED FUNDS (14.3%)
UNITED STATES (14.3%)
Commingled Funds (7.6%)
Invesco QQQ Trust Series 1	188	68,539
iShares 3-7 Year Treasury Bond ETF	7,698	1,014,134
iShares Russell 2000 Value ETF	1,612	257,856
iShares Russell Mid-Cap Value ETF(5)	1,157	133,830
Vanguard Short-Term Inflation-Protected Securities ETF	7,939	417,671
		1,892,030
Diversified Financial Services (1.3%)
Financial Select Sector SPDR Fund	3,627	132,458
Industrial Select Sector SPDR Fund	651	67,287
SPDR S&P 500 ETF Trust	311	136,377
		336,122
Energy - Integrated (5.4%)
Alerian MLP ETF(5)	34,647	1,174,880
Energy Select Sector SPDR Fund	3,679	181,706
		1,356,586
TOTAL EXCHANGE-TRADED FUNDS (Cost $3,254,555)		3,584,738

Par (000)			Ratings† (S&P/Moody’s)	Maturity	Rate%	Value
UNITED STATES TREASURY OBLIGATIONS (18.8%)
$	400	United States Treasury Bills (6)	(AA+, Aaa)	08/12/21	0.023	399,997
400		United States Treasury Bills (6)	(AA+, Aaa)	09/09/21	0.035	399,985
3,100		United States Treasury Bills (6)	(AA+, Aaa)	10/07/21	0.044	3,099,744
400		United States Treasury Bills (6)	(AA+, Aaa)	06/16/22	0.056	399,802
400		United States Treasury Bills (6)	(AA+, Aaa)	07/14/22	0.063	399,758
TOTAL UNITED STATES TREASURY OBLIGATIONS (Cost $4,699,287)						4,699,286
SHORT-TERM INVESTMENTS (2.0%)

	Number of Shares
State Street Navigator Securities Lending Government Money Market Portfolio 0.05%(7) (Cost $513,700)	513,700	513,700
TOTAL INVESTMENTS AT VALUE (44.4%) (Cost $10,772,585)		$	11,121,824
OTHER ASSETS IN EXCESS OF LIABILITIES (55.6%)		13,904,207
NET ASSETS (100.0%)(8)		$	25,026,031

†	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)	Non-income producing security.
(2)	Security is valued using significant unobservable inputs.
(3)	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.
(4)	Illiquid security (unaudited).
(5)	Security or portion thereof is out on loan.
(6)	Securities are zero coupon. Rate presented is yield to maturity as of July 31, 2021.
(7)	Represents security purchased with cash collateral received for securities on loan. The rate shown is the annualized one-day yield at July 31, 2021.
(8)	As of July 31, 2021, the Credit Suisse Multialternative Strategy Fund held $5,669,631 in the wholly-owned subsidiary, Credit Suisse Cayman Multialternative Strategy Fund, Ltd., representing 22.7% of the Fund’s consolidated net assets.

Forward Foreign Currency Contracts

Forward Currency to be Purchased (Local)		Forward Currency to be Sold (Local)		Expiration Date	Counterparty	Value on Settlement Date			Current Value/Notional			Net Unrealized Appreciation (Depreciation)
CAD	88,608	USD	72,766	09/15/21	JPMorgan Chase	$	72,766		$	70,977		$	(1,789	)
CHF	15,967	USD	17,750	09/15/21	JPMorgan Chase	17,750			17,637			(113		)
DKK	224,461	USD	35,746	09/15/21	JPMorgan Chase	35,746			35,810			64
DKK	643,851	USD	105,604	09/15/21	Societe Generale	105,604			102,719			(2,885		)
EUR	131,677	USD	159,735	09/15/21	JPMorgan Chase	159,735			156,275			(3,460		)
GBP	43,876	USD	61,703	09/15/21	JPMorgan Chase	61,703			61,009			(694		)
GBP	48,242	USD	68,423	09/15/21	Societe Generale	68,423			67,080			(1,343		)
SEK	75,581	USD	8,765	09/15/21	JPMorgan Chase	8,765			8,787			22
SEK	248,835	USD	30,149	09/15/21	Societe Generale	30,149			28,930			(1,219		)
USD	122,170	EUR	100,598	09/15/21	Goldman Sachs	(122,170		)	(119,390		)	2,780
USD	105,225	DKK	643,851	09/15/21	JPMorgan Chase	(105,225		)	(102,719		)	2,506
USD	129,908	GBP	92,118	09/15/21	JPMorgan Chase	(129,908		)	(128,089		)	1,819
USD	55,272	CAD	66,957	09/15/21	Morgan Stanley	(55,272		)	(53,634		)	1,638
USD	30,011	SEK	248,835	09/15/21	Societe Generale	(30,011		)	(28,930		)	1,081
USD	13,374	CHF	11,973	09/15/21	Morgan Stanley	(13,374		)	(13,225		)	149
USD	35,886	DKK	224,461	09/15/21	Morgan Stanley	(35,886		)	(35,810		)	76
USD	36,951	EUR	31,079	09/15/21	Morgan Stanley	(36,951		)	(36,885		)	66
USD	8,817	SEK	75,581	09/15/21	Morgan Stanley	(8,817		)	(8,787		)	30
USD	17,367	CAD	21,651	09/15/21	JPMorgan Chase	(17,367		)	(17,343		)	24
USD	4,375	CHF	3,994	09/15/21	JPMorgan Chase	(4,375		)	(4,412		)	(37		)
												$	(1,285	)

Futures Contracts

Contract Description	Currency	Expiration Date	Number of Contracts	Notional Value		Net Unrealized Appreciation (Depreciation)
Contracts to Purchase
Foreign Exchange Contracts
GBP Currency Futures	USD	Sep 2021	1	$	86,831	$	(485	)
Index Contracts
EURO Stoxx 50 Index Dividend Futures	EUR	Dec 2021	51	610,805		$	23,995
EURO Stoxx 50 Index Dividend Futures	EUR	Dec 2022	72	951,106		30,390
EURO Stoxx 50 Index Futures	EUR	Sep 2021	6	290,853		(836		)
FTSE 100 Index Futures	GBP	Sep 2021	2	193,718		134
S&P 500 E Mini Index Futures	USD	Sep 2021	1	219,475		1,472
						$	55,155
Industrial Metals
LME Nickel Futures	USD	Sep 2021	3	351,918		$	36,595
LME Primary Aluminum Futures	USD	Sep 2021	9	583,875		38,583
LME Zinc Futures	USD	Sep 2021	5	379,375		3,281
						$	78,459
Interest Rate Contracts
10YR JGB Mini Futures	JPY	Sep 2021	25	3,469,932		$	1,273
10YR U.S. Treasury Note Futures	USD	Sep 2021	26	3,495,781		5,261

Futures Contracts (continued)

Contract Description	Currency	Expiration Date	Number of  Contracts		Notional Value			Net Unrealized Appreciation (Depreciation)
Contracts to Purchase
EURO Bund Futures	EUR	Sep 2021	10		$	2,093,766		$	12,356
								$	18,890
Contracts to Sell
Foreign Exchange Contracts
AUD Currency Futures	USD	Sep 2021	(6	)	(440,160		)	$	5,350
EUR Currency Futures	USD	Sep 2021	(5	)	(741,625		)	(2,040		)
JPY Currency Futures	USD	Sep 2021	(10	)	(1,139,188		)	(3,171		)
								$	139
Index Contracts
Hang Seng Index Futures	HKD	Aug 2021	(1	)	(166,622		)	$	1,779
Russell 2000 E-Mini Index Futues	USD	Sep 2021	(16	)	(1,777,280		)	76,734
								$	78,513
Industrial Metals
LME Nickel Futures	USD	Sep 2021	(3	)	(351,918		)	$	(29,828	)
LME Primary Aluminum Futures	USD	Sep 2021	(9	)	(583,875		)	(38,103		)
LME Zinc Futures	USD	Sep 2021	(5	)	(379,375		)	(4,356		)
								$	(72,287	)
Interest Rate Contracts
10YR AUD Bond Futures	AUD	Sep 2021	(2	)	(213,749		)	$	254
10YR CAD Bond Futures	CAD	Sep 2021	(2	)	(237,129		)	250
Long Gilt Futures	GBP	Sep 2021	(17	)	(3,067,711		)	(3,263		)
								$	(2,759	)
								$	155,625

Total Return Swap Contracts

Currency	Notional Amount		Expiration Date	Counterparty	Receive	Pay	Periodic Payment Frequency	Upfront Premiums Paid/ (Received)		Net Unrealized Appreciation (Depreciation)
USD	$	2,698,952	09/24/21	Bank of America	Bank of America Equities US Volatility Carry Hourly Hedged Index(b)	0.00%	Monthly	$	—	$	—
USD	86,211		12/07/21	Bank of America	Bloomberg Industrial Metals Index	0.10%	At Maturity	—		75
USD	408,722		12/07/21	Bank of America	Bloomberg Agriculture Index	0.10%	At Maturity	—		(6,773		)
USD	55,946		12/07/21	Bank of America	Bloomberg Energy Index	0.07%	At Maturity	—		345
USD	318,322		12/07/21	Bank of America	(0.02)%	Bloomberg Precious Metals Index	At Maturity	—		(657		)
USD	1,762,433		12/17/21	Bank of America	BofA Daily Listed Put Ratio and Call Ratio Index - US(b)	0.05%	Quarterly	—		2,135
USD	2,170,435		05/25/22	Bank of America	BAML USD Custom Equity Basket(b)	0.54%	Monthly	—		44,904
USD	5,102,408		09/09/21	Barclays Bank PLC	Barclays Commodity Hedging Insights 2 Index(b)	0.15%	At Maturity	—		(73,597		)

Total Return Swap Contracts (continued)

Currency	Notional Amount		Expiration Date	Counterparty	Receive	Pay	Periodic Payment Frequency	Upfront Premiums Paid/ (Received)		Net Unrealized Appreciation (Depreciation)
USD	$	2,929,894	09/09/21	Barclays Bank PLC	Shiller Barclays CAPE US Mid - Month Sector Market Hedged ER Index(b)	0.60%	At Maturity	$	—	$	49,534
USD	4,422,973		09/29/21	Barclays Bank PLC	Barclays Month End Rebalancing Currency Index(b)	0.20%	At Maturity	—		(28,900		)
USD	702,128		09/09/21	BNP Paribas	BNP Alpha Momentum ex-Agriculture and Livestock Net index(b)	0.30%	At Maturity	—		54,490
USD	300,002		09/20/21	BNP Paribas	iBoxx $Liquid High Yield Index	0.13%	Quarterly	17		3,411
EUR	4,987,021		09/30/21	BNP Paribas	BNP Paribas Equity Low Vol Europe Index(b)	0.00%	At Maturity	—		292,695
USD	400,126		03/21/22	BNP Paribas	0.15%	iBoxx $Liquid High Yield Index	Quarterly	126		(7,035		)
USD	600,000		03/21/22	BNP Paribas	0.13%	iBoxx $Liquid High Yield Index	Quarterly	—		(11,260		)
USD	1,627,702		09/17/21	Citigroup	Citi Equity US Tech Congestion Index Series 1(b)	0.00%	At Maturity	—		(9,388		)
USD	2,649,036		02/24/22	Citigroup	Citi Pure Estimates Momentum US Long-Short TR Index(b)	0.95%	At Maturity	—		(15,788		)
USD	5,201,098		09/09/21	Goldman Sachs	Goldman Sachs Commodities Seasonality Index(b)	0.00%	At Maturity	—		(39,617		)
USD	884,461		09/09/21	Goldman Sachs	Goldman Sachs RP 110 Long Short Series SR Excess Return Strategy(b)	(0.60)%	At Maturity	—		41,971
USD	2,272,137		09/09/21	Goldman Sachs	Goldman Sachs Commodity Strategy Index(b)	0.00%	At Maturity	—		(9,732		)
USD	3,744,833		09/09/21	Goldman Sachs	Goldman Sachs DISP U.S. Index(b)	0.00%	At Maturity	—		(106,761		)
USD	4,119,635		09/09/21	Goldman Sachs	Goldman Sachs VVOL Carry ER(b)	0.00%	At Maturity	—		(20,749		)
USD	454,805		09/09/21	Goldman Sachs	Goldman Sachs RP 109 Long Short Series SR Excess Return Strategy(b)	(0.60)%	At Maturity	—		(12,037		)

Total Return Swap Contracts (continued)

Currency	Notional Amount		Expiration Date	Counterparty	Receive	Pay	Periodic Payment Frequency	Upfront Premiums Paid/ (Received)		Net Unrealized Appreciation (Depreciation)
USD	$	264,615	09/09/21	Goldman Sachs	Goldman Sachs Tactical Factor Suite Value World Bottom USD Excess Return Strategy(b)	0.40%	At Maturity	$	—	$	(1,406	)
USD	400,000		09/20/21	Goldman Sachs	0.13%	iBoxx $Liquid High Yield Index	Quarterly	—		(9,341		)
USD	7,415		10/25/21	Goldman Sachs	Achillion Pharmaceuticals CVR	0.48%	Monthly	—		81
USD	259,565		12/07/21	Goldman Sachs	Bloomberg Industrial Metals Index	0.10%	At Maturity	—		2,536
USD	126,432		12/07/21	Goldman Sachs	Bloomberg Energy Index	0.07%	At Maturity	—		1,427
USD	300,000		12/20/21	Goldman Sachs	0.13%	iBoxx $Liquid High Yield Index	Quarterly	—		(7,982		)
USD	66,871		04/29/22	Goldman Sachs	Meridian Bancorp, Inc.	0.47%	Monthly	—		(1,438		)
USD	322,086		04/29/22	Goldman Sachs	Flagstar Bancorp, Inc.	0.47%	Monthly	—		27,337
USD	67,899		04/29/22	Goldman Sachs	(0.28)%	Independent Bank Corp.	Monthly	—		1,319
USD	338,782		04/29/22	Goldman Sachs	(0.28)%	New York Community Bancorp.	Monthly	—		(22,381		)
USD	427,517		04/29/22	Goldman Sachs	Welbilt, Inc.	0.48%	Monthly	—		(26,143		)
USD	276,508		05/20/22	Goldman Sachs	(0.29)%	Bonanza Creek Energy, Inc.	Monthly	—		52,613
USD	386,096		05/20/22	Goldman Sachs	Domtar Corp.	0.46%	Monthly	—		141
USD	71,341		05/26/22	Goldman Sachs	(0.29)%	Glacier Bancorp, Inc.	Monthly	—		2,817
USD	70,181		05/26/22	Goldman Sachs	Altabancorp.	0.46%	Monthly	—		(2,851		)
USD	248,555		06/10/22	Goldman Sachs	Meredith Corp.	0.47%	Monthly	—		13,765
USD	349,468		06/10/22	Goldman Sachs	First Midwest Bancorp, Inc.	0.47%	Monthly	—		(22,081		)
USD	138,914		06/10/22	Goldman Sachs	(0.27)%	Gray Television, Inc.	Monthly	—		5,650
USD	353,955		06/10/22	Goldman Sachs	(0.27)%	Old National Bancorp.	Monthly	—		21,101
EUR	79,305		06/27/22	Goldman Sachs	Solarpack Corp.	(0.11)%	Monthly	—		(174		)
USD	2,700,000		09/08/21	JPMorgan Chase	J.P. Morgan EMBI Global Core(a)	0.55%	At Maturity	—		18,947
USD	786,698		09/29/21	JPMorgan Chase	J.P. Morgan Seasonal Spreads Portfolio(a)	0.60%	At Maturity	—		(4,198		)
USD	4,961,377		09/29/21	JPMorgan Chase	J.P. Morgan Commodities Fundamental Value Index(b)	0.80%	At Maturity	—		(21,331		)
USD	4,364,677		09/29/21	JPMorgan Chase	J.P. Morgan Helix 3 Index(a)	0.60%	At Maturity	—		11,455
USD	5,160,593		09/29/21	JPMorgan Chase	J.P. Morgan Equities Turn-of the Month Seasonality Index(b)	0.00%	At Maturity	—		(4,253		)

Total Return Swap Contracts (continued)

Currency	Notional Amount		Expiration Date	Counterparty	Receive	Pay	Periodic Payment Frequency	Upfront Premiums Paid/ (Received)		Net Unrealized Appreciation (Depreciation)
USD	$	839,837	09/29/21	JPMorgan Chase	J.P. Morgan Rates U.S. Volatility Carry Index(b)	0.00%	At Maturity	$	—	$	(4,932	)
USD	3,000,000		12/20/21	JPMorgan Chase	iBoxx $Liquid High Yield Index	0.13%	Quarterly	—		25,158
SEK	180,989		03/14/22	JPMorgan Chase	(0.13)%	Recipharm AB-B Shares	Monthly	—		471
USD	128,744		03/21/22	JPMorgan Chase	Xilinx, Inc.	0.50%	Monthly	—		5,063
CAD	79,445		03/21/22	JPMorgan Chase	Great Canadian Gaming Corp.	0.87%	Monthly	—		(511		)
USD	112,928		03/21/22	JPMorgan Chase	PNM Resources, Inc.	0.50%	Monthly	—		(1,430		)
USD	67,074		03/21/22	JPMorgan Chase	Aerojet Rocketdyne Holdings, Inc.	0.50%	Monthly	—		(1,447		)
USD	117,113		03/21/22	JPMorgan Chase	Magellan Health, Inc.	0.50%	Monthly	—		(62		)
USD	61,828		03/21/22	JPMorgan Chase	Change Healthcare, Inc.	0.50%	Monthly	—		(3,059		)
USD	145,484		03/21/22	JPMorgan Chase	(0.30)%	Advanced Micro Devices, Inc.	Monthly	—		(18,049		)
CAD	46,815		03/24/22	JPMorgan Chase	Great Canadian Gaming Corp.	0.87%	Monthly	—		(301		)
USD	81,312		03/24/22	JPMorgan Chase	Xilinx, Inc.	0.50%	Monthly	—		3,198
USD	71,320		03/24/22	JPMorgan Chase	PNM Resources, Inc.	0.50%	Monthly	—		(903		)
USD	42,385		03/24/22	JPMorgan Chase	Aerojet Rocketdyne Holdings, Inc.	0.50%	Monthly	—		(914		)
USD	91,730		03/24/22	JPMorgan Chase	(0.10)%	Advanced Micro Devices, Inc.	Monthly	—		(11,380		)
USD	39,056		03/24/22	JPMorgan Chase	Change Healthcare, Inc.	0.50%	Monthly	—		(1,932		)
USD	118,571		03/24/22	JPMorgan Chase	Forterra, Inc.	0.49%	Monthly	—		252
USD	73,986		03/24/22	JPMorgan Chase	Magellan Health, Inc.	0.50%	Monthly	—		(39		)
USD	179,678		03/24/22	JPMorgan Chase	(0.10)%	M & T Bank Corp.	Monthly	—		9,822
USD	180,079		03/24/22	JPMorgan Chase	Peoples United Financial	0.50%	Monthly	—		(11,289		)
USD	166,430		04/11/22	JPMorgan Chase	PNM Resources, Inc.	0.50%	Monthly	—		(2,108		)
CAD	109,260		04/11/22	JPMorgan Chase	Great Canadian Gaming Corp.	0.86%	Monthly	—		(703		)
USD	189,584		04/11/22	JPMorgan Chase	Xilinx, Inc.	0.50%	Monthly	—		7,456
USD	98,899		04/11/22	JPMorgan Chase	Aerojet Rocketdyne Holdings, Inc.	0.50%	Monthly	—		(2,133		)
USD	214,163		04/11/22	JPMorgan Chase	(0.30)%	Advanced Micro Devices, Inc.	Monthly	—		(26,569		)
USD	500,060		04/11/22	JPMorgan Chase	(0.30)%	Apollo Global Management, Inc.	Monthly	—		38,068
USD	473,388		04/11/22	JPMorgan Chase	Athene Holding Ltd.	0.50%	Monthly	—		(31,969		)
USD	162,559		04/11/22	JPMorgan Chase	Peoples United Financial	0.50%	Monthly	—		(10,190		)
USD	172,603		04/11/22	JPMorgan Chase	Magellan Health, Inc.	0.50%	Monthly	—		(91		)

Total Return Swap Contracts (continued)

Currency	Notional Amount		Expiration Date	Counterparty	Receive	Pay	Periodic Payment Frequency	Upfront Premiums Paid/ (Received)			Net Unrealized Appreciation (Depreciation)
USD	$	107,107	04/11/22	JPMorgan Chase	Forterra, Inc.	0.50%	Monthly	$	—		$	227
USD	91,132		04/11/22	JPMorgan Chase	Change Healthcare, Inc.	0.50%	Monthly	—			(4,509		)
USD	162,121		04/11/22	JPMorgan Chase	(0.30)%	M & T Bank Corp.	Monthly	—			8,862
CAD	83,934		04/18/22	JPMorgan Chase	Shaw Communications, Inc.	0.87%	Monthly	—			1,627
USD	359,545		05/23/22	JPMorgan Chase	(0.31)%	Webster Financial Corp.	Monthly	—			21,835
USD	69,934		05/23/22	JPMorgan Chase	Magnachip Semiconductor Corp.	0.49%	Monthly	—			(9,256		)
USD	300,522		05/23/22	JPMorgan Chase	Nuance Communications, Inc.	0.49%	Monthly	—			1,099
USD	378,834		05/23/22	JPMorgan Chase	PPD, Inc.	0.49%	Monthly	—			411
USD	355,724		05/23/22	JPMorgan Chase	Sterling Bancorp.	0.49%	Monthly	—			(26,535		)
USD	227,756		06/20/22	JPMorgan Chase	Ferro Corp.	0.49%	Monthly	—			(6,902		)
USD	277,320		06/20/22	JPMorgan Chase	Extraction Oil & Gas, Inc.	0.49%	Monthly	—			(56,249		)
USD	79,015		08/02/22	JPMorgan Chase	New Senior Investment Group	0.50%	Monthly	—			2,112
USD	79,335		08/02/22	JPMorgan Chase	(0.30)%	Ventas, Inc.	Monthly	—			(2,803		)
GBP	234,254		08/02/22	JPMorgan Chase	St. Modwen Properties PLC	0.41%	Monthly	—			1,270
GBP	392,385		08/08/22	JPMorgan Chase	UDG Healthcare PLC	0.40%	Monthly	—			2,542
EUR	390,377		08/08/22	JPMorgan Chase	Grandvision NV	(0.10)%	Monthly	—			978
USD	365,422		08/22/22	JPMorgan Chase	Five9, Inc.	0.49%	Monthly	—			23,269
USD	376,685		08/22/22	JPMorgan Chase	(0.31)%	Zoom Video Communications, Inc.	Monthly	—			(27,126		)
USD	1,774,393		09/09/21	Macquarie Bank Ltd.	Macquarie WTI Intraday Mean Reversion(d)	0.15%	At Maturity	—			108,130
USD	1,880,269		09/09/21	Morgan Stanley	Morgan Stanley Soy Dynamic Congestion Index(b)	0.25%	At Maturity	—			(6,384		)
USD	400,000		09/20/21	Morgan Stanley	0.17%	iBoxx $Liquid High Yield Index	Quarterly	—			(22,544		)
USD	1,200,001		09/20/21	Morgan Stanley	iBoxx $Liquid High Yield Index	0.13%	Quarterly	38			30,143
USD	5,216,797		09/30/21	Morgan Stanley	Morgan Stanley Commodities Curve Carry Index(b)	0.35%	At Maturity	—			43,165
USD	400,000		12/20/21	Morgan Stanley	0.16%	iBoxx $Liquid High Yield Index	Quarterly	(71		)	(7,441		)
USD	2,626,064		09/09/21	Societe Generale	SG US Trend Index(c)	0.30%	At Maturity	—			1,531
USD	3,107,254		09/09/21	Societe Generale	SGI VRR US Index(a)	0.21%	At Maturity	—			(52,885		)
USD	5,268,000		02/17/22	Societe Generale	SGI Coda Index(b)	0.25%	At Maturity	—			18,534
								$	110		$	185,454

(a) The index constituents are available on the counterparty’s website.

(b) The index constituents are available on the Fund’s website.

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

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

Investment Abbreviations:

CVR = Contingent Value Right

Currency Abbreviations:

AUD = Australian Dollar

CAD = Canadian Dollar

CHF = Swiss Franc

DKK = Danish Krone

EUR = Euro

GBP = British Pound

HKD = Hong Kong Dollar

JPY = Japanese Yen

SEK = Swedish Krona

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. For certain international equity securities, in order to adjust for events which may occur between the close of the foreign exchanges and the close of the Exchange, a fair valuation model may be used. This fair valuation model takes into account comparisons to the valuation of American Depository Receipts (ADRs), exchange-traded funds, futures contracts and certain indices and these securities are categorized as Level 2.  The valuations for fixed income securities (which may include, but are not limited to, corporate, government, municipal, mortgage-backed, collateralized mortgage obligations and asset-backed securities) and certain derivative instruments are typically the prices supplied by independent third party pricing services, which may use market prices or broker/dealer quotations or a variety of valuation techniques and methodologies. The independent third party pricing services use inputs that are observable such as issuer details, interest rates, yield curves, prepayment speeds, credit risks/spreads, default rates and quoted prices for similar securities. These pricing services generally price fixed income securities assuming orderly transactions of an institutional “round lot” size, but some trades occur in smaller “odd lot” sizes which may be effected at lower prices than institutional round lot trades. Structured note agreements are valued in accordance with a dealer-supplied valuation based on changes in the value of the underlying index. Option contracts on securities, currencies, indices, futures contracts, swaps and other instruments are valued at the mid-point between the last bid and ask quotations as of the close of trading on the exchange on which the option is traded. Futures contracts are valued daily at the settlement price established by the board of trade or exchange on which they are traded. Forward contracts are valued at the London closing spot rates and the London closing forward point rates on a daily basis.  The currency forward contract pricing model derives the differential in point rates to the expiration date of the forward and calculates its present value. Over-the-counter derivative financial instruments, such as swap agreements, generally derive their value from underlying asset prices, indices, reference rates, and other inputs or a combination of these factors. Equity securities for which market quotations are available are valued at the last reported sales price or official closing price on the primary market or exchange on which they trade. 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, 2021 in valuing the Fund’s assets and liabilities carried at fair value:

Assets	Level 1		Level 2		Level 3			Total
Investments in Securities
Common Stocks	$	2,324,100	$	—	$	0	(1)	$	2,324,100
Exchange-traded Funds	3,584,738		—		—			3,584,738
United States Treasury Obligations	—		4,699,286		—			4,699,286
Short-term Investment	—		513,700		—			513,700
	$	5,908,838	$	5,212,986	$	—		$	11,121,824
Other Financial Instruments*
Forward Foreign Currency Contracts	$	—	$	10,255	$	—		$	10,255
Futures Contracts	237,707		—		—			237,707
Swap Contracts	—		1,003,891		81			1,003,972

Liabilities	Level 1		Level 2		Level 3		Total
Other Financial Instruments*
Forward Foreign Currency Contracts	$	—	$	11,540	$	—	$	11,540
Futures Contracts	82,082		—		—		82,082
Swap Contracts	—		818,518		—		818,518

(1)	Includes zero valued securities.
*	Other financial instruments include unrealized appreciation (depreciation) on forward foreign currency contracts, futures and swap contracts.

During the period ended July 31, 2021, there were no transfers between Level 2 and Level 3. All transfers, if any, are assumed to occur at the end of the reporting period.

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

Credit Suisse Floating Rate High Income Fund

Schedule of Investments

July 31, 2021 (unaudited)

Par  (000)			Ratings†  (S&P/Moody’s)	Maturity	Rate%	Value
BANK LOANS (85.3%)
Advertising (0.2%)
$	4,290	MH Sub I LLC, LIBOR 1M + 3.500%(1)	(B, B2)	09/13/24	3.592	$	4,269,263
Aerospace & Defense (1.3%)
4,027		Amentum Government Services Holdings LLC, LIBOR 1M + 3.500%(1)	(B, B1)	01/29/27	3.592	4,011,469
4,750		Amentum Government Services Holdings LLC(2),(3)	(NR, NR)	01/31/28	0.000	4,773,750
1,766		Amentum Government Services Holdings LLC, LIBOR 3M + 4.750%(1)	(B, B1)	01/29/27	5.500	1,772,688
2,670		Fly Funding II Sarl, LIBOR 3M + 1.750%(1)	(BB+, Ba3)	08/11/25	1.920	2,627,511
4,350		Peraton Corp., LIBOR 1M + 7.750%(1)	(NR, NR)	02/01/29	8.500	4,442,438
18,960		Peraton Corp., LIBOR 1M + 3.750%(1)	(B+, B1)	02/01/28	4.500	18,971,850
						36,599,706
Air Transportation (0.5%)
9,369		Brown Group Holding LLC, LIBOR 3M + 2.750%(1)	(B+, B1)	06/07/28	3.250	9,314,151
4,988		United Airlines, Inc.(2)	(BB-, Ba1)	04/21/28	0.000	5,002,787
						14,316,938
Auto Parts & Equipment (4.7%)
11,366		Adient U.S. LLC, LIBOR 1M + 3.500%(1)	(BB-, Ba3)	04/08/28	3.592	11,371,823
2,233		American Axle & Manufacturing, Inc., LIBOR 1M + 2.250%(1)	(BB, Ba2)	04/06/24	3.000	2,230,342
9,000		Autokiniton U.S. Holdings, Inc., LIBOR 12M + 4.500%(1)	(B, B2)	04/06/28	5.000	9,063,270
11,915		Clarios Global LP, LIBOR 1M + 3.250%(1)	(B, B1)	04/30/26	3.342	11,840,733
15,749		CS Intermediate Holdco 2 LLC, LIBOR 1M + 2.000%(1),(4)	(B-, B1)	11/02/23	2.750	15,394,833
2,049		Dayco Products LLC(2)	(CCC+, Caa1)	05/19/23	0.000	2,000,971
6,487		Dealer Tire LLC, LIBOR 1M + 4.250%(1)	(B-, B1)	12/12/25	4.342	6,487,342
8,397		Garrett LX I Sarl, LIBOR 3M + 3.250%(1)	(B+, Ba2)	04/30/28	4.000	8,386,313
7,786		Gates Global LLC, LIBOR 1M + 2.750%(1)	(B+, B1)	03/31/27	3.500	7,747,743
1,827		Jason Group, Inc., LIBOR 3M + 1.000% Cash, 9.000% PIK(1),(5)	(CCC-, Caa3)	03/02/26	11.000	1,799,862
2,684		Jason Group, Inc., LIBOR 3M + 2.000% Cash, 4.000% PIK(1),(5)	(B-, Caa1)	08/28/25	7.000	2,643,980
9,067		Les Schwab Tire Centers, LIBOR 6M + 3.250%(1)	(B, B2)	11/02/27	4.000	9,074,415
7,119		Midas Intermediate Holdco II LLC, LIBOR 3M + 6.750%(1)	(CCC+, B2)	12/22/25	7.500	6,859,222
729		PAI Holdco, Inc.(2)	(B, B1)	10/28/27	0.000	729,140
3,061		RVR Dealership Holdings LLC, LIBOR 3M + 4.000%(1)	(B+, B2)	02/08/28	4.750	3,054,832
304		RVR Dealership Holdings, LLC(2)	(B+, B2)	02/08/28	0.000	302,161
6,199		Superior Industries International, Inc., LIBOR 1M + 4.000%(1),(4)	(B, Ba3)	05/22/24	4.092	6,201,389
7,059		TI Group Automotive Systems LLC, EURIBOR 3M + 3.250%(1),(6)	(BB+, Ba3)	12/16/26	3.250	8,380,580
5,256		TI Group Automotive Systems LLC, LIBOR 3M + 3.250%(1)	(BB+, Ba3)	12/16/26	3.750	5,262,750
10,226		U.S. Farathane LLC, LIBOR 3M + 4.250%(1)	(B, B2)	12/23/24	5.250	10,174,691
						129,006,392
Banking (0.5%)
10,679		Citco Funding LLC, LIBOR 3M + 2.500%(1)	(NR, Ba3)	09/28/23	2.703	10,659,350
2,970		Citco Funding LLC, LIBOR 3M + 3.250%(1),(3)	(NR, Ba3)	09/28/23	3.750	2,966,287
						13,625,637
Brokerage (0.1%)
2,125		RE/MAX International, Inc., LIBOR 3M + 2.500%(1)	(BB, Ba3)	07/21/28	3.000	2,123,370
Building & Construction (0.4%)
4,609		MX Holdings U.S., Inc., LIBOR 1M + 2.500%(1)	(B+, B1)	07/31/25	3.250	4,609,353
608		Service Logic Acquisition, Inc., LIBOR 3M + 4.000%(1),(3),(7)	(B, B2)	10/29/27	4.000	607,651
2,470		Service Logic Acquisition, Inc., LIBOR 2M + 4.000%(1),(3)	(B, B2)	10/29/27	4.750	2,470,448
2,347		SiteOne Landscape Supply, LLC, LIBOR 1M + 2.000%(1)	(BB+, B1)	03/23/28	2.500	2,329,456
						10,016,908
Building Materials (3.1%)
11,947		Airxcel, Inc., LIBOR 1M + 4.500%(1)	(B, B3)	04/28/25	4.592	11,947,425
1,775		Airxcel, Inc., LIBOR 1M + 8.750%(1)	(CCC+, Caa2)	04/27/26	8.842	1,755,768
7,006		Core & Main LP, LIBOR 3M + 2.750%(1)	(B, B1)	08/01/24	3.750	7,022,084
6,525		Core & Main LP(2)	(B+, Ba3)	06/09/28	0.000	6,472,114
12,591		Cornerstone Building Brands, Inc., LIBOR 1M + 3.250%(1)	(B+, B1)	04/12/28	3.750	12,582,751
7,128		Floor & Decor Outlets of America, Inc., LIBOR 1M + 2.000%(1)	(BB-, Ba2)	02/14/27	2.100	7,078,523
9,423		Foundation Building Materials Holding Co. LLC, LIBOR 1M + 3.250%(1)	(B, B2)	02/03/28	3.750	9,326,918
1,452		Hillman Group, Inc. (The), LIBOR 1M + 2.750%(1),(7)	(B+, B1)	07/14/28	0.500	1,445,584
6,061		Hillman Group, Inc. (The), LIBOR 1M + 2.750%(1)	(B+, B1)	07/14/28	3.250	6,035,311
12,931		Park River Holdings, Inc., LIBOR 3M + 3.250%(1)	(B-, B1)	12/28/27	4.000	12,824,276

Par  (000)			Ratings†  (S&P/Moody’s)	Maturity	Rate%	Value
BANK LOANS (continued)
Building Materials
$	3,584	U.S. Concrete, Inc., LIBOR 1M + 2.750%(1)	(BB+, Ba3)	05/26/28	3.250	$	3,581,760
6,334		Wilsonart LLC, LIBOR 3M + 3.500%(1)	(B+, B2)	12/19/26	4.500	6,314,970
						86,387,484
Cable & Satellite TV (0.8%)
15,111		CSC Holdings LLC, LIBOR 1M + 2.250%(1)	(BB, Ba3)	07/17/25	2.343	14,909,513
7,000		Ziggo B.V., EURIBOR 6M + 3.000%(1),(6)	(B+, B1)	01/31/29	3.000	8,222,362
						23,131,875
Chemicals (6.5%)
5,033		Allnex (Luxembourg) & Cy S.C.A., EURIBOR 1M + 3.250%(1),(6)	(B, B2)	09/13/23	3.250	5,955,519
1,693		Allnex (Luxembourg) & Cy S.C.A., LIBOR 1M + 3.250%(1)	(B, B2)	09/13/23	4.000	1,693,308
1,276		Allnex U.S.A., Inc., LIBOR 1M + 3.250%(1)	(B, B2)	09/13/23	4.000	1,275,732
2,711		Aruba Investments, Inc., LIBOR 6M + 4.000%(1)	(B-, B1)	11/24/27	4.750	2,723,201
10,367		Ascend Performance Materials Operations LLC, LIBOR 3M + 4.750%(1)	(BB-, B1)	08/27/26	5.500	10,526,505
3,557		ASP Chromaflo Dutch I B.V., LIBOR 1M + 3.500%(1),(3)	(B, B2)	11/20/23	4.500	3,552,404
2,726		ASP Chromaflo Intermediate Holdings, Inc., LIBOR 1M + 3.500%(1),(3)	(B, B2)	11/20/23	4.500	2,722,858
14,758		Atotech B.V., LIBOR 3M + 2.500%(1)	(B+, B1)	03/18/28	3.000	14,711,881
2,445		Axalta Coating Systems U.S. Holdings, Inc., LIBOR 3M + 1.750%(1)	(BBB-, Ba1)	06/01/24	1.897	2,421,025
7,286		CeramTec AcquiCo GmbH, EURIBOR 3M + 2.500%(1),(6)	(B, B2)	03/07/25	2.500	8,551,861
2,149		CPC Acquisition Corp., LIBOR 3M + 7.750%(1)	(CCC, Caa2)	12/29/28	8.500	2,170,814
3,990		CPC Acquisition Corp., LIBOR 3M + 3.750%(1)	(B, B3)	12/29/27	4.500	3,975,038
1,899		Flint Group GmbH, EURIBOR 3M + 4.250%(1),(6)	(CCC+, Caa1)	09/21/23	5.250 - 5.500	2,242,157
550		Flint Group GmbH, LIBOR 3M + 4.250% Cash, 0.750% PIK(1),(5)	(CCC+, Caa1)	09/21/23	6.000	548,363
3,330		Flint Group U.S. LLC, LIBOR 3M + 4.250% Cash, 0.750% PIK(1),(5)	(CCC+, Caa1)	09/21/23	6.000	3,317,145
6,764		Gemini HDPE LLC, LIBOR 3M + 3.000%(1)	(BB, Ba3)	12/31/27	3.500	6,747,239
2,519		Illuminate Buyer, LLC, LIBOR 1M + 3.500%(1)	(B+, B1)	06/30/27	3.592	2,501,170
2,000		INEOS Styrolution U.S. Holding LLC, LIBOR 1M + 2.750%(1)	(BB, Ba3)	01/29/26	3.250	1,997,000
6,281		Ineos U.S. Finance LLC(2)	(BB+, Ba2)	04/01/24	0.000	6,203,211
5,081		Messer Industries GmbH, LIBOR 3M + 2.500%(1)	(BB-, B1)	03/01/26	2.647	5,040,276
1,000		New Arclin U.S. Holding Corp.(2)	(B, B2)	02/28/26	0.000	1,003,440
12,154		PMHC II, Inc., LIBOR 12M + 3.500%(1)	(B-, Caa1)	03/31/25	4.500	12,072,686
2,907		PMHC II, Inc., LIBOR 12M + 7.750%(1),(4)	(CCC+, Caa3)	03/30/26	8.750	2,858,706
10,664		Polar U.S. Borrower LLC, LIBOR 1M + 4.750%, LIBOR 3M + 4.750%(1),(3)	(B-, B3)	10/15/25	4.874 - 4.897	10,690,524
8,399		Ravago Holdings America, Inc., LIBOR 1M + 2.500%(1)	(NR, B1)	02/18/28	2.592	8,335,958
9,422		Solenis Holdings LLC, LIBOR 3M + 4.000%(1)	(B-, B3)	06/26/25	4.135	9,423,959
6,000		Solenis Holdings LLC, LIBOR 3M + 8.500%(1),(4)	(CCC+, Caa1)	06/26/26	8.635	6,012,000
15,301		Starfruit Finco B.V, LIBOR 1M + 2.750%(1)	(B+, B2)	10/01/25	2.835	15,133,101
3,700		Tronox Finance LLC, LIBOR 1M + 2.500%(1)	(BB-, Ba3)	03/13/28	2.592 - 2.647	3,668,534
1,452		UTEX Industries, Inc., LIBOR 1M + 7.000%(1)	(NR, NR)	12/03/25	8.500	1,464,518
1,256		UTEX Industries, Inc., LIBOR 1M + 5.250%(1)	(NR, NR)	12/03/25	11.000	1,224,548
3,978		Vantage Specialty Chemicals, Inc., LIBOR 3M + 8.250%(1),(4)	(CCC-, Caa3)	10/27/25	9.250	3,853,549
12,608		Zep, Inc., LIBOR 3M + 4.000%(1)	(B-, B3)	08/12/24	5.000	12,279,947
2,250		Zep, Inc., LIBOR 3M + 8.250%(1),(4)	(CCC, Caa3)	08/11/25	9.250	2,216,250
						179,114,427
Diversified Capital Goods (2.0%)
4,921		Callaway Golf Co., LIBOR 1M + 4.500%(1)	(B, B1)	01/02/26	4.589	4,951,669
9,065		Dynacast International LLC, LIBOR 3M + 4.750%(1)	(CCC+, B2)	07/19/25	5.750	9,061,788
1,380		Dynacast International LLC, LIBOR 3M + 9.250%(1),(3)	(CCC-, Caa2)	02/04/28	10.250	1,431,974
3,828		Electrical Components International, Inc., LIBOR 1M + 4.250%(1)	(B-, B2)	06/26/25	4.342	3,805,105
2,000		Electrical Components International, Inc.(2),(3)	(B-, B2)	06/26/25	0.000	2,002,500
2,734		Filtration Group Corp., LIBOR 1M + 3.000%(1)	(B, B3)	03/29/25	3.920	2,708,818
3,237		Filtration Group Corp., LIBOR 1M + 3.750%(1)	(B, B3)	03/29/25	4.500	3,243,666
4,538		GrafTech Finance, Inc., LIBOR 1M + 3.000%(1)	(BB, Ba3)	02/12/25	3.500	4,542,568
8,617		Hayward Industries, Inc., LIBOR 1M + 2.750%(1)	(BB-, B2)	05/12/28	3.250	8,552,373
14,987		Vertiv Group Corp., LIBOR 1M + 2.750%(1)	(B+, B1)	03/02/27	2.851	14,866,059
						55,166,520
Electric-Integrated (0.3%)
7,353		Pacific Gas & Electric Co., LIBOR 3M + 3.000%(1)	(BB-, B1)	06/23/25	3.500	7,177,304
Electronics (2.0%)
2,234		Bright Bidco B.V., LIBOR 3M + 3.500%(1)	(CCC, Caa3)	06/30/24	4.500	1,795,873

Par  (000)			Ratings†  (S&P/Moody’s)	Maturity	Rate%	Value
BANK LOANS (continued)
Electronics
$	4,205	Brooks Automation, Inc., LIBOR 3M + 2.500%(1)	(BB-, Ba3)	10/04/24	2.635	$	4,183,741
3,508		EXC Holdings III Corp., LIBOR 3M + 3.500%(1)	(B-, B1)	12/02/24	4.500	3,511,575
3,131		EXC Holdings III Corp., LIBOR 3M + 7.500%(1)	(CCC+, Caa1)	12/01/25	8.500	3,131,727
12,241		Idemia Group, LIBOR 3M + 4.500%(1)	(B-, B3)	01/09/26	5.250	12,216,521
7,000		Idemia Identity & Security France SAS, EURIBOR 3M + 4.500%(1),(6)	(B-, B3)	01/10/26	4.500	8,331,266
2,750		Infinite Bidco LLC, LIBOR 1M + 3.750%(1)	(B-, B2)	03/02/28	4.250	2,748,295
1,548		Infinite Bidco LLC, LIBOR 3M + 7.000%(1)	(CCC, Caa2)	03/02/29	7.500	1,563,095
4,143		MACOM Technology Solutions Holdings, Inc., LIBOR 1M + 2.250%(1)	(BB-, Ba2)	05/17/24	2.342	4,125,251
14,359		Tempo Acquisition LLC, LIBOR 1M + 3.250%(1)	(BB-, Ba3)	11/02/26	3.750	14,353,465
20		Tempo Acquisition LLC, LIBOR 1M + 2.750%(1)	(BB-, Ba3)	05/01/24	2.842	19,807
						55,980,616
Energy - Exploration & Production (0.2%)
4,683		PES Holdings LLC(2),(3),(8)	(NR, NR)	12/31/22	0.000	3,207,908
15,155		PES Holdings LLC, 3.000% PIK(1),(5),(8)	(NR, NR)	12/31/22	3.000	340,989
4,455		PES Holdings LLC, 7.000% PIK(1),(3),(4),(5),(8)	(NR, NR)	12/31/22	7.000	2,450,087
						5,998,984
Environmental (0.2%)
1,433		GFL Environmental, Inc., LIBOR 3M + 3.000%(1)	(BB-, Ba3)	05/30/25	3.500	1,434,196
3,931		Patriot Container Corp., LIBOR 1M + 3.750%(1)	(B, B2)	03/20/25	4.750	3,910,948
						5,345,144
Food & Drug Retailers (1.2%)
2,999		L1R HB Finance Ltd., EURIBOR 3M + 4.250%(1),(6)	(B-, B3)	08/09/24	4.250	3,460,514
2,999		L1R HB Finance Ltd., LIBOR - GBP 3M + 5.250%(1),(9)	(B-, B3)	09/02/24	5.329	4,026,093
12,757		Packaging Coordinators Midco, Inc., LIBOR 3M + 3.500%(1)	(B-, B2)	11/30/27	4.250	12,758,240
12,559		WOOF Holdings, Inc., LIBOR 12M + 3.750%(1)	(B-, B2)	12/21/27	4.500	12,548,807
625		WOOF Holdings, Inc., LIBOR 6M + 7.250%(1)	(CCC, Caa2)	12/21/28	8.000	633,908
						33,427,562
Food - Wholesale (0.8%)
847		AI Aqua Merger Sub, Inc. (1st Lien Delayed Draw Term Loan)(2)	(B, B3)	06/16/28	0.000	848,373
6,780		AI Aqua Merger Sub, Inc. (1st Lien Term Loan B)(2)	(B, B3)	06/16/28	0.000	6,786,979
1,578		Froneri International Ltd., LIBOR 1M + 2.250%(1)	(B+, B1)	01/29/27	2.342	1,551,784
6,176		United Natural Foods, Inc., LIBOR 1M + 3.500%(1)	(B, B2)	10/22/25	3.592	6,164,037
5,000		Zara UK Midco Ltd., EURIBOR 6M + 5.750%(1),(4),(6)	(B, B2)	01/31/25	5.750	5,888,265
						21,239,438
Gaming (1.7%)
3,465		Aristocrat Leisure Ltd., LIBOR 3M + 3.750%(1)	(BB+, Ba1)	10/19/24	4.750	3,472,051
2,080		Caesars Resort Collection LLC, LIBOR 1M + 2.750%(1)	(B+, B1)	12/23/24	2.842	2,059,532
7,188		CBAC Borrower LLC, LIBOR 1M + 4.000%(1),(4)	(CCC+, Caa2)	07/08/24	4.092	6,981,592
11,089		Golden Nugget, Inc., LIBOR 2M + 2.500%(1)	(B, B2)	10/04/23	3.250	10,995,959
6,600		Jackpotjoy PLC, LIBOR - GBP 1M + 4.250%(1),(9)	(B+, Ba3)	12/05/24	4.250	9,157,687
13,185		Stars Group Holdings B.V. (The), LIBOR 3M + 3.500%(1)	(BBB-, Ba1)	07/21/26	3.634	13,105,035
						45,771,856
Gas Distribution (0.1%)
4,142		Traverse Midstream Partners LLC, LIBOR 1M + 5.500%(1)	(B, B3)	09/27/24	6.500	4,150,403
Health Facilities (1.2%)
9,285		Insulet Corp., LIBOR 1M + 3.250%(1)	(B+, Ba3)	05/04/28	3.750	9,303,895
6,905		Loire Finco Luxembourg S.a.r.l., LIBOR 1M + 3.750%(1)	(B, B3)	04/21/27	4.750	6,879,142
2,687		Western Dental Services, Inc., LIBOR 1M + 4.500%(1)	(B-, B3)	06/30/23	5.500	2,683,560
14,176		Western Dental Services, Inc., LIBOR 1M + 5.250%(1)	(B-, B3)	06/30/23	6.250	14,181,807
						33,048,404
Health Services (4.7%)
1,000		ADMI Corp.(2)	(B, B2)	12/23/27	0.000	996,875
2,307		Agiliti Health, Inc., LIBOR 1M + 2.750%(1),(3)	(B+, B1)	01/04/26	3.500	2,301,019
2,487		Agiliti Health, Inc., LIBOR 1M + 2.750%(1),(3)	(B+, B1)	01/04/26	2.875	2,465,514
17,293		Athenahealth, Inc., LIBOR 3M + 4.250%(1)	(B, B2)	02/11/26	4.410	17,319,142
5,448		ATI Holdings Acquisition, Inc.(2)	(B-, B2)	05/10/23	0.000	5,310,129
6,727		Cambrex Corp.(2)	(B, B2)	12/04/26	0.000	6,741,363
2,369		Cano Health LLC, LIBOR 6M + 4.500%(1),(3)	(B, B2)	11/19/27	5.250	2,368,612
5,097		Carestream Health, Inc., LIBOR 3M + 6.750%(1)	(B-, B1)	05/08/23	7.750	5,133,030

Par  (000)			Ratings†  (S&P/Moody’s)	Maturity	Rate%	Value
BANK LOANS (continued)
Health Services
$	14,515	KUEHG Corp., LIBOR 3M + 3.750%(1)	(CCC+, B3)	02/21/25	4.750	$	14,243,832
8,013		Learning Care Group, Inc., LIBOR 3M + 3.250%(1)	(CCC+, B3)	03/13/25	4.250	7,845,144
14,741		MedAssets Software Intermediate Holdings, Inc., LIBOR 6M + 3.750%(1)	(B-, B2)	01/28/28	4.500	14,715,537
6,724		Navicure, Inc., LIBOR 1M + 4.000%(1)	(B-, B2)	10/22/26	4.092	6,708,842
5,985		PointClickCare Technologies, Inc., LIBOR 3M + 3.000%(1)	(B+, B1)	12/29/27	3.750	5,981,259
1,995		PPD, Inc., LIBOR 1M + 2.250%(1)	(BB-, Ba2)	01/13/28	2.750	1,992,337
3,588		Radiology Partners, Inc., LIBOR 1M + 4.250%(1)	(B-, B2)	07/09/25	4.346 - 4.350	3,583,879
1,284		SCP Eye Care Services LLC(2),(3),(7)	(B-, B3)	03/16/28	0.000	1,282,110
7,406		SCP Eye Care Services LLC, LIBOR 6M + 4.500%(1),(3)	(B-, B3)	03/16/28	5.250	7,396,788
3,000		Select Medical Corp., LIBOR 1M + 2.250%(1)	(BB-, Ba2)	03/06/25	2.350	2,963,115
1,750		Signify Health LLC, LIBOR 3M + 3.250%(1)	(B, B1)	06/16/28	3.750	1,744,172
1,000		Southern Veterinary Partners LLC, LIBOR 3M + 7.750%(1),(3)	(CCC, Caa2)	10/05/28	8.750	1,005,000
1,014		Southern Veterinary Partners LLC, LIBOR 3M + 4.000%(1),(7)	(B-, B2)	10/05/27	4.000	1,017,737
7,317		Southern Veterinary Partners LLC, LIBOR 3M + 4.000%(1)	(B-, B2)	10/05/27	5.000	7,341,701
1,943		TTF Holdings LLC, LIBOR 3M + 4.250%(1),(3)	(B+, B2)	03/24/28	5.000	1,940,429
8,143		U.S. Radiology Specialists, Inc., LIBOR 3M + 5.500%(1)	(B-, B3)	12/10/27	6.250	8,209,049
						130,606,615
Hotels (0.3%)
5,000		Compass III Ltd., EURIBOR 6M + 4.250%(1),(6)	(B, B2)	05/09/25	4.250	5,945,302
3,000		Compass IV Ltd., EURIBOR 6M + 8.000%(1),(6)	(CCC, Caa2)	04/30/26	9.000	3,560,066
						9,505,368
Insurance Brokerage (3.2%)
12,316		Acrisure LLC, LIBOR 2M + 3.500%(1)	(B, B2)	02/15/27	3.607	12,117,422
4,417		Alera Group Holdings, Inc., LIBOR 1M + 4.000%(1),(3)	(B, B2)	08/01/25	4.500	4,422,268
5,349		Alliant Holdings Intermediate LLC, LIBOR 1M + 3.250%(1)	(B, B2)	05/09/25	3.342	5,285,956
4,990		Alliant Holdings Intermediate LLC, LIBOR 1M + 3.750%(1)	(B, B2)	10/08/27	4.250	4,992,623
2,376		AmWINS Group, Inc., LIBOR 1M + 2.250%(1)	(B+, Ba3)	02/19/28	3.000	2,343,571
7,310		AssuredPartners, Inc., LIBOR 1M + 3.500%(1)	(B, B1)	02/12/27	3.592	7,232,976
9,825		Hub International Ltd., LIBOR 3M + 2.750%(1)	(B, B2)	04/25/25	2.865 - 2.875	9,692,047
8,331		Hub International Ltd., LIBOR 3M + 3.250%(1)	(B, B2)	04/25/25	4.000	8,325,707
7,240		Hyperion Insurance Group Ltd., EURIBOR 1M + 3.500%(1),(6)	(B, B2)	12/20/24	3.500	8,574,629
17,036		NFP Corp., LIBOR 1M + 3.250%(1)	(B, B1)	02/15/27	4.170	16,762,658
8,204		Ryan Specialty Group LLC, LIBOR 1M + 3.000%(1)	(BB-, B1)	09/01/27	3.750	8,185,717
						87,935,574
Investments & Misc. Financial Services (3.7%)
2,494		AlixPartners, LLP, LIBOR 1M + 2.750%(1)	(B+, B1)	02/04/28	3.250	2,480,408
8,136		Altisource Solutions Sarl, LIBOR 3M + 4.000%(1),(4)	(CCC-, Caa1)	04/03/24	5.000	6,810,484
4,763		AqGen Ascensus, Inc.(2),(3)	(CCC, Caa2)	05/04/29	0.000	4,738,877
12,500		AqGen Island Holdings, Inc.(2)	(B-, B2)	05/20/28	0.000	12,465,625
8,479		Citadel Securities LP, LIBOR 1M + 2.500%(1)	(BBB-, Ba1)	02/02/28	2.592	8,345,506
6,873		Deerfield Dakota Holding, LLC, LIBOR 1M + 3.750%(1)	(B-, B2)	04/09/27	4.750	6,885,454
12,653		Ditech Holding Corp.(2),(8)	(NR, Wr)	06/30/22	0.000	2,549,045
1,228		EIG Management Company, LLC, LIBOR 1M + 3.750%(1)	(BB, Ba2)	02/22/25	4.500	1,225,741
10,444		Focus Financial Partners LLC, LIBOR 1M + 2.000%(1)	(BB-, Ba3)	07/03/24	2.092	10,318,592
533		Focus Financial Partners LLC(2),(7)	(BB-, Ba3)	06/24/28	0.000	528,637
2,312		Focus Financial Partners LLC, LIBOR 1M + 2.500%(1)	(BB-, Ba3)	07/01/28	3.000	2,290,758
12,844		Hudson River Trading LLC, LIBOR 1M + 3.000%(1)	(BB-, Ba2)	03/20/28	3.092	12,656,798
13,763		Jane Street Group LLC, LIBOR 1M + 2.750%, LIBOR 3M + 2.750%(1)	(BB-, Ba2)	01/26/28	2.839 - 2.842	13,573,641
2,119		Kestra Advisor Services Holdings A, Inc., LIBOR 1M + 4.250%(1)	(B, B3)	06/03/26	4.350	2,115,060
1,900		Resolute Investment Managers, Inc., LIBOR 3M + 4.250%(1),(3)	(B+, Ba3)	04/30/24	2.750	1,881,000
4,326		VFH Parent LLC, LIBOR 1M + 3.000%(1)	(B+, Ba3)	03/01/26	3.085	4,300,508
9,951		Zebra Buyer LLC(2)	(BB-, Ba2)	04/21/28	0.000	9,971,545
						103,137,679
Life Insurance (0.0%)
1,178		Vida Capital, Inc., LIBOR 1M + 6.000%(1),(3)	(B, B2)	10/01/26	6.092	1,107,292
Machinery (2.1%)
3,354		Alliance Laundry Systems LLC, LIBOR 3M + 3.500%(1)	(B, B2)	10/08/27	4.250	3,355,208
2,841		Alloy Finco Ltd., LIBOR - GBP 3M + 6.750%(1),(9)	(NR, Caa3)	03/06/24	8.750	3,976,650

Par  (000)			Ratings†  (S&P/Moody’s)	Maturity	Rate%	Value
BANK LOANS (continued)
Machinery
$	3,453	Alloy Finco Ltd. (GBP Holdco PIK Term Loan), LIBOR 3M + 0.500% Cash, 13.500% PIK(1),(3),(5),(9)	(NR, NR)	03/06/25	14.000	$	4,608,559
3,738		Alloy Finco Ltd. (USD Holdco PIK Term Loan), LIBOR 3M + 0.500% Cash,13.500% PIK(1),(4),(5)	(NR, NR)	03/06/25	14.000	3,588,121
985		Clark Equipment Co., LIBOR 3M + 2.250%(1)	(BB, Ba3)	05/18/24	2.397	975,869
4,430		Cohu, Inc., LIBOR 3M + 3.000%(1)	(B+, Ba3)	10/01/25	3.172	4,413,413
6,600		CPM Holdings, Inc., LIBOR 1M + 3.500%(1)	(B-, B2)	11/17/25	3.600	6,564,156
1,578		CPM Holdings, Inc., LIBOR 1M + 8.250%(1),(4)	(CCC+, Caa2)	11/15/26	8.350	1,564,473
5,952		Engineered Machinery Holdings, Inc., LIBOR 3M + 3.250%(1)	(B-, B2)	07/19/24	4.250	5,954,990
3,696		LTI Holdings, Inc., LIBOR 1M + 6.750%(1),(4)	(CCC+, Caa2)	09/06/26	6.842	3,688,904
9,434		LTI Holdings, Inc., LIBOR 1M + 3.500%(1)	(B-, B2)	09/06/25	3.592	9,290,753
478		LTI Holdings, Inc. (Delayed Draw Term Loan)(2),(3)	(B-, B2)	07/24/26	0.000	475,734
797		LTI Holdings, Inc. (Term Loan)(2),(3)	(B-, B2)	07/24/26	0.000	792,891
8,323		Welbilt, Inc., LIBOR 1M + 2.500%(1)	(B-, B3)	10/23/25	2.592	8,261,036
						57,510,757
Managed Care (1.2%)
14,175		Inovalon Holdings, Inc., LIBOR 1M + 2.750%(1)	(B+, B2)	04/02/25	2.875	14,093,740
19,880		MPH Acquisition Holdings LLC, LIBOR 3M + 2.750%(1)	(B+, Ba3)	06/07/23	3.750	19,764,975
						33,858,715
Media - Diversified (0.6%)
12,810		Alchemy Copyrights, LLC, LIBOR 1M + 3.000%(1),(3)	(B+, B1)	03/10/28	3.500	12,793,626
1,892		Diamond Sports Group LLC, LIBOR 1M + 3.250%(1)	(CCC+, Caa1)	08/24/26	3.350	1,046,010
2,611		NEP/NCP Holdco, Inc., LIBOR 1M + 3.250%(1)	(B, Caa1)	10/20/25	3.342	2,522,928
1,500		NEP/NCP Holdco, Inc., LIBOR 1M + 7.000%(1),(4)	(CCC, Caa3)	10/19/26	7.092	1,454,250
						17,816,814
Media Content (0.5%)
8,250		Recorded Books, Inc., LIBOR 1M + 4.000%(1)	(B-, B3)	08/29/25	4.103	8,247,443
5,000		WMG Acquisition Corp.(2)	(BB+, Ba3)	01/20/28	0.000	4,943,750
						13,191,193
Medical Products (2.6%)
14,775		ABB Concise Optical Group LLC, LIBOR 3M + 5.000%(1)	(CCC+, B3)	06/15/23	6.000	14,308,262
8,397		Avantor, Inc., LIBOR 1M + 2.250%(1)	(NR, Ba1)	11/08/27	2.750	8,380,564
9,550		CPI Holdco LLC, LIBOR 1M + 3.750%(1)	(B, B2)	11/04/26	3.842	9,544,074
7,412		CryoLife, Inc., LIBOR 3M + 3.500%(1)	(B, B1)	06/01/27	4.500	7,418,012
3,727		Femur Buyer, Inc., LIBOR 3M + 4.500%(1)	(CCC+, Caa1)	03/05/26	4.647	3,582,518
5,059		Greatbatch Ltd.(2)	(B+, B1)	10/27/22	0.000	5,060,345
5,688		Maravai Intermediate Holdings, LLC, LIBOR 1M + 3.750%(1)	(B, B2)	10/19/27	4.750	5,705,302
16,276		Sotera Health Holdings LLC, LIBOR 3M + 2.750%(1)	(B+, B1)	12/11/26	3.250	16,232,247
2,475		Viant Medical Holdings, Inc., LIBOR 1M + 3.750%(1)	(CCC+, B3)	07/02/25	3.842	2,397,637
						72,628,961
Metals & Mining - Excluding Steel (0.0%)
6,814		Noranda Aluminum Acquisition Corp., PRIME + 3.500%(1),(3),(8)	(NR, NR)	02/28/19	7.750	3,407
Oil Refining & Marketing (0.6%)
13,012		EG Finco Ltd, EURIBOR 3M + 4.000%(1),(6)	(B-, B3)	02/07/25	3.457	15,213,373
Packaging (2.5%)
2,740		Altium Packaging LLC(2)	(B+, B2)	02/03/28	0.000	2,715,807
3,879		Anchor Glass Container Corp., LIBOR 3M + 2.750%(1)	(CCC+, Caa1)	12/07/23	3.750	3,619,898
2,058		Anchor Glass Container Corp., LIBOR 3M + 7.750%(1),(4)	(CCC-, Caa3)	12/07/24	8.750	1,085,771
2,949		Anchor Glass Container Corp., LIBOR 3M + 5.000%(1),(3)	(CCC+, Caa1)	12/07/23	6.000	2,764,856
2,764		Berlin Packaging LLC(2)	(B-, B3)	11/07/25	0.000	2,735,111
7,058		Flex Acquisition Co., Inc., LIBOR 3M + 3.250%(1)	(B, B2)	06/29/25	3.395	6,966,206
4,198		Flex Acquisition Co., Inc., LIBOR 3M + 3.500%(1)	(B, B2)	02/23/28	4.000	4,168,235
13,713		Proampac PG Borrower LLC, LIBOR 1M + 3.750%(1)	(B-, B2)	11/03/25	4.500	13,721,390
1,045		Reynolds Group Holdings, Inc., LIBOR 1M + 3.250%(1)	(B+, B1)	02/05/26	3.342	1,033,932
9,561		Reynolds Group Holdings, Inc., LIBOR 1M + 2.750%(1)	(B+, B1)	02/05/23	2.842	9,540,443
1,093		Strategic Materials, Inc., LIBOR 3M + 3.750%(1),(4)	(CCC, Caa3)	11/01/24	4.750	986,584
4,375		Strategic Materials, Inc., LIBOR 3M + 7.750%(1),(3),(4)	(CC, C)	10/31/25	8.750	2,515,625
5,500		Technimark LLC, LIBOR 3M + 3.750%(1)	(B-, B2)	06/30/28	4.750	5,470,218
1,955		TricorBraun Holdings, Inc., LIBOR 3M + 3.250%(1),(7)	(B-, B2)	03/03/28	3.250	1,938,270

Par  (000)			Ratings†  (S&P/Moody’s)	Maturity	Rate%	Value
BANK LOANS (continued)
Packaging
$	8,691	TricorBraun Holdings, Inc., LIBOR 3M + 3.250%(1)	(B-, B2)	03/03/28	3.750	$	8,617,227
						67,879,573
Personal & Household Products (1.8%)
6,726		ABG Intermediate Holdings 2 LLC, LIBOR 3M + 5.250%(1)	(B, B2)	09/27/24	6.250	6,743,022
11,643		ABG Intermediate Holdings 2 LLC, LIBOR 1M + 3.250%(1)	(B, B2)	09/27/24	4.000	11,610,910
3,283		Anticimex International AB(2)	(B, B2)	07/21/28	0.000	3,279,016
3,400		Keter Group B.V., EURIBOR 3M + 4.250%(1),(6)	(B-, B3)	10/31/23	5.250	4,027,827
3,658		Serta Simmons Bedding, LLC, LIBOR 1M + 7.500%(1)	(B, B2)	08/10/23	8.500	3,698,856
6,502		Serta Simmons Bedding, LLC, LIBOR 1M + 7.500%(1)	(B-, Caa2)	08/10/23	8.500	6,190,396
13,187		Weber-Stephen Products LLC, LIBOR 1M + 3.250%, PRIME + 2.250%(1)	(B, B1)	10/30/27	4.000 - 5.500	13,172,858
						48,722,885
Pharmaceuticals (2.5%)
1,834		Akorn, Inc., LIBOR 3M + 7.500%(1)	(CCC+, Caa2)	10/01/25	8.500	1,868,333
8,648		Alkermes, Inc., LIBOR 3M + 2.500%(1),(3)	(BB, Ba3)	03/09/26	3.000	8,648,039
11,014		Bausch Health Companies, Inc., LIBOR 1M + 3.000%(1)	(BB, Ba2)	06/02/25	3.092	10,949,456
3,148		Bausch Health Companies, Inc., LIBOR 1M + 2.750%(1)	(BB, Ba2)	11/27/25	2.842	3,120,328
9,402		Certara, LP, LIBOR 1M + 3.500%(1)	(B+, B2)	08/15/26	3.592	9,384,821
5,595		Endo Luxembourg Finance Co. I S.a r.l., LIBOR 3M + 5.000%(1)	(B, B2)	03/27/28	5.750	5,478,141
4,713		Grifols Worldwide Operations U.S.A., Inc., LIBOR 1W + 2.000%(1)	(BB+, Ba2)	11/15/27	2.084	4,655,233
3,992		Horizon Therapeutics U.S.A., Inc., LIBOR 1M + 2.000%(1)	(BB+, Ba1)	03/15/28	2.500	3,958,159
8,140		ICON Luxembourg Sarl (LUX Term Loan), LIBOR 3M + 2.500%(1)	(BB+, Ba1)	07/03/28	3.000	8,132,646
2,028		ICON Luxembourg Sarl (US Term Loan), LIBOR 3M + 2.500%(1)	(BB+, Ba1)	07/03/28	3.000	2,026,254
10,475		Jazz Financing Lux S.a.r.l.(2)	(BB-, Ba2)	05/05/28	0.000	10,501,188
1,234		RPI Intermediate Finance Trust, LIBOR 1M + 1.750%(1)	(BBB-, Ba1)	02/11/27	1.842	1,230,058
						69,952,656
Real Estate Development & Management (0.2%)
4,987		BIFM CA Buyer, Inc., LIBOR 1M + 3.500%(1),(3)	(B, B2)	06/01/26	3.592	4,931,171
Real Estate Investment Trust (0.1%)
2,475		Blackstone Mortgage Trust, Inc., LIBOR 1M + 2.750%(1),(3)	(B+, Ba2)	04/23/26	3.250	2,465,765
Recreation & Travel (2.7%)
12,937		Alterra Mountain Co., LIBOR 1M + 2.750%(1)	(B, B2)	07/31/24	2.842	12,821,487
2,154		Bulldog Purchaser, Inc., LIBOR 3M + 7.750%(1)	(CCC-, Caa3)	09/04/26	7.885	1,965,384
9,931		Bulldog Purchaser, Inc., LIBOR 3M + 3.750%(1)	(B-, B3)	09/05/25	3.885	9,620,865
5,023		Crown Finance U.S., Inc., LIBOR 6M + 2.500%(1)	(CCC, Caa2)	02/28/25	3.500	4,090,085
7,328		Crown Finance U.S., Inc., LIBOR 3M + 2.750%(1)	(CCC, Caa2)	09/30/26	3.750	5,905,097
1,726		Crown Finance U.S., Inc., LIBOR 3M + 7.000% Cash, 8.250% PIK(1),(5)	(B-, B3)	05/23/24	15.250	2,149,586
1,115		Crown Finance U.S., Inc., LIBOR 3M + 8.250%(1),(3)	(B-, B3)	05/23/24	8.380	1,073,452
8,920		Hornblower Sub LLC, LIBOR 3M + 4.500%(1)	(CCC-, Caa2)	04/27/25	5.500	8,258,175
5,773		Hornblower Sub LLC, LIBOR 6M + 8.125%(1),(3)	(NR, NR)	11/10/25	9.125	6,076,289
2,000		Hornblower Sub LLC, LIBOR 3M + 8.125%(1),(3)	(NR, NR)	11/10/25	9.125	2,105,000
450		Motion Finco Sarl (Delayed Draw Term Loan B2), LIBOR 3M + 3.250%(1)	(CCC+, B2)	11/12/26	3.397	428,097
3,740		Motion Finco Sarl (USD Term Loan B1), LIBOR 3M + 3.250%(1)	(CCC+, B2)	11/12/26	3.397	3,561,441
3,980		Richmond UK Bidco Ltd., LIBOR - GBP 6M + 4.250%(1),(9)	(B-, B3)	03/03/24	4.363	5,452,045
10,367		SeaWorld Parks & Entertainment, Inc., LIBOR 1M + 3.000%(1)	(B-, B2)	03/31/24	3.750	10,293,713
						73,800,716
Restaurants (3.3%)
14,818		1011778 B.C. Unlimited Liability Co., LIBOR 1M + 1.750%(1)	(BB+, Ba2)	11/19/26	1.842	14,551,746
10,774		Flynn Restaurant Group LP, LIBOR 1M + 3.500%(1)	(B, B2)	06/27/25	3.592	10,698,283
7,463		IRB Holding Corp., LIBOR 3M + 3.250%(1)	(B, B2)	12/15/27	4.250	7,448,508
11,855		IRB Holding Corp., LIBOR 3M + 2.750%(1)	(B, B2)	02/05/25	3.750	11,809,577
1,529		K-Mac Holdings Corp.(2)	(CCC, Caa2)	07/20/29	0.000	1,541,561
7,500		K-Mac Holdings Corp.(2)	(B-, B2)	07/21/28	0.000	7,469,213
16,163		Tacala LLC, LIBOR 1M + 3.500%(1)	(B-, B2)	02/05/27	3.592	16,147,861
8,156		Whatabrands LLC, LIBOR 1M + 2.750%(1)	(B+, B2)	07/31/26	2.839	8,152,604
13,030		Whatabrands LLC(2)	(B, B2)	07/12/28	0.000	12,985,177
						90,804,530

Par  (000)			Ratings†  (S&P/Moody’s)	Maturity	Rate%	Value
BANK LOANS (continued)
Software - Services (13.3%)
$	10,960	Applied Systems, Inc., LIBOR 3M + 3.250%, PRIME + 2.250%(1)	(B-, B2)	09/19/24	3.750 - 5.500	$	10,935,363
9,290		Aston FinCo Sarl, LIBOR 1M + 4.250%(1)	(B-, B2)	10/09/26	4.335	9,269,695
6,332		Camelot U.S. Acquisition 1 Co., LIBOR 1M + 3.000%(1)	(B, B1)	10/30/26	4.000	6,338,752
7,105		Camelot U.S. Acquisition 1 Co., LIBOR 1M + 3.000%(1)	(B, B1)	10/30/26	3.092	7,045,956
6,706		CCC Information Services, Inc., LIBOR 1M + 3.000%(1)	(B-, B3)	04/29/24	4.000	6,709,107
14,918		Ceridian HCM Holding, Inc., LIBOR 1W + 2.500%(1)	(B+, B1)	04/30/25	2.584	14,680,872
1,758		CommerceHub, Inc., LIBOR 1M + 7.000%(1)	(CCC, Caa2)	12/29/28	7.750	1,786,168
5,896		CommerceHub, Inc., LIBOR 3M + 4.000%(1)	(B, B2)	12/29/27	4.750	5,911,966
1,347		Corel Corp., LIBOR 3M + 5.000%(1)	(B-, B2)	07/02/26	5.135	1,344,664
10,769		DCert Buyer, Inc., LIBOR 1M + 4.000%(1)	(B-, B2)	10/16/26	4.092	10,770,447
936		Dynatrace LLC, LIBOR 1M + 2.250%(1)	(BB+, Ba3)	08/22/25	2.342	932,121
1,250		E2open, LLC, LIBOR 3M + 3.250%(1)	(B, B2)	02/04/28	3.750	1,249,475
2,000		E2open, LLC(2),(3)	(NR, B2)	02/04/28	0.000	2,002,500
6,275		EAB Global, Inc., LIBOR 2M + 3.750%(1),(3)	(B-, B2)	11/15/24	4.750	6,235,919
6,963		EAB Global, Inc.(2)	(B-, B2)	06/28/28	0.000	6,922,015
779		Emerald TopCo, Inc., LIBOR 1M + 3.500%, LIBOR 3M + 3.500%(1)	(B, B2)	07/24/26	3.592 - 3.629	771,468
5,000		Endure Digital, Inc., LIBOR 3M + 3.500%(1)	(B, B2)	02/10/28	4.250	4,913,275
4,080		Epicor Software Corp., LIBOR 1M + 7.750%(1)	(CCC, Caa2)	07/31/28	8.750	4,224,493
12,661		Epicor Software Corp., LIBOR 1M + 3.250%(1)	(B-, B2)	07/30/27	4.000	12,639,344
23,449		Finastra U.S.A., Inc., LIBOR 6M + 3.500%(1)	(CCC+, B2)	06/13/24	4.500	23,115,489
2,500		Finastra U.S.A., Inc., LIBOR 6M + 7.250%(1)	(CCC-, Caa2)	06/13/25	8.250	2,521,100
5,978		First Advantage Holdings LLC, LIBOR 1M + 2.750%(1)	(BB-, B1)	01/31/27	2.842	5,941,625
15,671		Flexera Software LLC, LIBOR 3M + 3.750%(1)	(B-, B1)	03/03/28	4.500	15,694,620
10,155		GHX Ultimate Parent Corp., LIBOR 3M + 3.000%(1)	(B, B2)	06/28/24	4.000	10,141,958
1,550		Go Daddy Operating Company LLC, LIBOR 1M + 1.750%(1)	(BB, Ba1)	02/15/24	1.842	1,534,069
8,699		Huskies Parent, Inc., LIBOR 1M + 4.000%(1)	(B-, B2)	07/31/26	4.092	8,702,914
9,384		Hyland Software, Inc., LIBOR 1M + 3.500%(1)	(B-, B1)	07/01/24	4.250	9,397,595
4,988		IGT Holding IV AB, LIBOR 3M + 3.750%(1)	(B, B2)	03/31/28	4.250	4,968,797
2,041		MA FinanceCo. LLC, LIBOR 1M + 2.750%(1)	(BB-, B1)	06/21/24	2.842	2,017,202
700		Marcel LUX IV Sarl, LIBOR 1M + 4.000%(1)	(BB-, B1)	12/31/27	4.750	698,604
2,997		Marcel LUX IV Sarl(2)	(BB-, B1)	03/15/26	0.000	2,984,178
23,455		Polaris Newco LLC, LIBOR 6M + 4.000%(1)	(B-, B2)	06/02/28	4.500	23,466,725
13,265		Project Alpha Intermediate Holding, Inc., LIBOR 1M + 4.000%(1)	(B, B3)	04/26/24	4.100	13,259,981
2,985		Project Boost Purchaser LLC, LIBOR 1M + 3.500%(1)	(B-, B2)	06/01/26	3.592	2,957,787
1,368		Project Leopard Holdings, Inc.(2)	(B, B2)	07/05/24	0.000	1,373,732
8,508		Project Ruby Ultimate Parent Corp., LIBOR 1M + 3.250%(1)	(B, B2)	03/03/28	4.000	8,473,558
14,543		Proofpoint, Inc.(2)	(B-, B2)	06/09/28	0.000	14,419,384
19,150		RealPage, Inc., LIBOR 1M + 3.250%(1)	(B, B2)	04/24/28	3.750	19,057,888
13,673		Seattle Spinco, Inc., LIBOR 1M + 2.750%(1)	(BB-, B1)	06/21/24	2.842	13,513,064
3,789		SkillSoft Corp., LIBOR 3M + 4.750%(1)	(B-, B2)	06/30/28	5.500	3,820,783
3,344		SS&C European Holdings Sarl, LIBOR 1M + 1.750%(1)	(BB+, Ba2)	04/16/25	1.842	3,300,989
4,054		SS&C Technologies, Inc., LIBOR 1M + 1.750%(1)	(BB+, Ba2)	04/16/25	1.842	4,001,968
10,247		Storable, Inc., LIBOR 3M + 3.250%(1)	(B, B2)	04/17/28	3.750	10,196,076
17,460		The Ultimate Software Group, Inc., LIBOR 1M + 3.750%(1)	(B-, B1)	05/04/26	3.842	17,471,979
7,615		Turing Midco LLC(2)	(B+, B2)	03/23/28	0.000	7,605,817
2,107		Verint Systems, Inc., LIBOR 1M + 2.000%(1)	(BBB-, Ba1)	06/28/24	2.100	2,099,193
7,199		Virtusa Corp., LIBOR 1M + 4.250%(1)	(B+, B2)	02/11/28	5.000	7,236,063
10,651		VS Buyer LLC, LIBOR 1M + 3.000%(1)	(B, B1)	02/28/27	3.092	10,581,546
						365,238,284
Specialty Retail (0.5%)
11,353		Mister Car Wash Holdings, Inc., LIBOR 1M + 3.000%(1)	(B, B2)	05/14/26	3.087	11,306,204
3,208		Pilot Travel Centers LLC(2),(3)	(BB+, Ba1)	07/29/28	0.000	3,196,381
						14,502,585
Steel Producers/Products (0.3%)
8,665		Zekelman Industries, Inc., LIBOR 1M + 2.000%(1)	(BB, Ba3)	01/24/27	2.087	8,553,923
Support - Services (4.2%)
1,250		Allied Universal Holdco LLC, LIBOR 1M + 3.750%(1)	(B, B2)	05/12/28	4.250	1,250,606
7,006		Beacon Roofing Supply, Inc., LIBOR 1M + 2.500%(1)	(BB-, Ba3)	04/23/28	2.592	6,957,277
2,689		Belron Finance U.S. LLC, LIBOR 3M + 2.750%(1)	(BB+, Ba3)	04/13/28	3.250	2,684,263
8,783		Change Healthcare Holdings LLC, LIBOR 3M + 2.500%(1)	(B+, B1)	03/01/24	3.500	8,777,004
8,000		CoreLogic, Inc., LIBOR 1M + 3.500%(1)	(B, B1)	06/02/28	4.000	7,970,000
2,030		Global Education Management Systems Establishment, LIBOR 3M + 5.000%(1)	(B-, B3)	07/31/26	6.000	2,036,427

Par  (000)			Ratings†  (S&P/Moody’s)	Maturity	Rate%	Value
BANK LOANS (continued)
Support - Services
$	7,500	LaserShip, Inc., LIBOR 6M + 4.500%(1)	(B-, B2)	05/07/28	5.250	$	7,511,738
2,500		Maximus, Inc., LIBOR 3M + 2.000%(1)	(BB+, Ba2)	05/28/28	2.500	2,504,688
5,000		MSX International, Inc., EURIBOR 3M + 4.500%(1),(4),(6)	(B-, Caa1)	01/06/24	4.500	5,811,899
5,479		Nuvei Technologies Corp., LIBOR 3M + 2.500%(1),(3)	(B+, Ba3)	09/29/25	3.000	5,465,519
1,531		Osmose Utilities Services, Inc., LIBOR 3M + 3.250%(1)	(B, B2)	06/23/28	3.750	1,519,525
11,315		Pike Corp., LIBOR 1M + 3.000%(1)	(B, Ba3)	01/21/28	3.100	11,269,525
7,496		SAI Global Holdings II (Australia) Pty. Ltd., LIBOR 1M + 4.500%(1),(4)	(CCC, Caa1)	12/20/23	5.500	7,433,752
12,218		Sedgwick Claims Management Services, Inc., LIBOR 1M + 3.250%(1)	(B, B2)	12/31/25	3.342	12,042,937
5,760		SRAM, LLC, LIBOR 1M + 2.750%(1)	(BB-, B1)	05/12/28	3.250	5,738,726
4,000		Tiger Acquisition, LLC, LIBOR 3M + 3.250%(1)	(B, B1)	06/01/28	3.750	3,975,020
3,704		Tribe Buyer LLC, LIBOR 1M + 4.500%(1),(3)	(CCC+, Caa1)	02/16/24	5.500	3,120,258
6,717		USS Ultimate Holdings, Inc., LIBOR 1M + 7.750%(1),(4)	(CCC, Caa1)	08/25/25	8.750	6,731,882
12,229		White Cap Buyer LLC, LIBOR 3M + 4.000%(1)	(B, B2)	10/19/27	4.500	12,255,310
						115,056,356
Tech Hardware & Equipment (0.7%)
12,315		CommScope, Inc., LIBOR 1M + 3.250%(1)	(B, Ba3)	04/06/26	3.342	12,215,435
6,591		Ingram Micro, Inc.(2)	(BB-, B1)	06/30/28	0.000	6,604,189
						18,819,624
Telecom - Wireless (0.4%)
3,952		Eagle Broadband Investments LLC, LIBOR 3M + 3.000%(1)	(B+, B2)	11/12/27	3.750	3,945,708
4,500		MetroNet Systems Holdings, LLC, LIBOR 1M + 3.750%(1)	(B-, B2)	05/26/28	4.500	4,509,562
500		MetroNet Systems Holdings, LLC(2),(7)	(B-, B2)	05/26/28	0.000	501,063
2,175		Xplornet Communications, Inc.(2)	(B-, B3)	06/10/27	0.000	2,180,016
						11,136,349
Telecom - Wireline Integrated & Services (2.4%)
2,494		Altice France S.A., LIBOR 3M + 4.000%(1)	(B, B2)	08/14/26	4.155	2,490,996
9,065		Altice France S.A., LIBOR 3M + 3.688%(1)	(B, B2)	01/31/26	3.814	8,970,305
17,854		CenturyLink, Inc., LIBOR 1M + 2.250%(1)	(BBB-, Ba3)	03/15/27	2.342	17,595,680
3,830		Cologix, Inc., LIBOR 1M + 3.750%(1)	(B-, B2)	05/01/28	4.500	3,841,020
1,642		GTT Communications, Inc., LIBOR 3M + 2.750%(1)	(CCC-, Wr)	05/31/25	2.900	1,304,809
948		GTT Communications, Inc. (1st Lien Term Loan B), LIBOR 1M + 5.000% Cash, 2.500% PIK(1),(5)	(CCC+, NR)	12/31/21	8.500	964,225
590		GTT Communications, Inc. (Incremental Term Loan), LIBOR 1M + 5.000% Cash, 2.500% PIK(1),(5)	(CCC+, NR)	12/31/21	8.500	600,355
7,269		Level 3 Financing, Inc., LIBOR 1M + 1.750%(1)	(BBB-, Ba1)	03/01/27	1.842	7,125,764
1,247		Numericable Group S.A., LIBOR 3M + 2.750%(1)	(B, B2)	07/31/25	2.879	1,216,873
2,268		TVC Albany, Inc., LIBOR 1M + 3.500%(1),(3)	(B-, B2)	07/23/25	3.590	2,230,879
7,200		Voyage Australia Pty Ltd., LIBOR 3M + 3.500%(1)	(BB-, B1)	07/20/28	4.000	7,200,000
11,426		Zayo Group Holdings, Inc., LIBOR 1M + 3.000%(1)	(B, B1)	03/09/27	3.092	11,255,836
						64,796,742
Theaters & Entertainment (2.6%)
2,247		Metro-Goldwyn-Mayer Inc., LIBOR 1M + 2.500%(1)	(BB-, Ba3)	07/03/25	2.600	2,241,536
13,830		Metro-Goldwyn-Mayer, Inc., LIBOR 1M + 4.500%(1)	(CCC+, B3)	07/03/26	5.500	13,875,630
4,791		NAI Entertainment Holdings LLC, LIBOR 1M + 2.500%(1),(4)	(B+, B3)	05/08/25	3.500	4,709,511
6,280		Technicolor S.A., EURIBOR 6M + 3.000% Cash, 3.000% PIK(1),(5),(6)	(CCC, Ca)	12/31/24	6.000	7,223,952
1,238		Technicolor S.A., LIBOR 6M + 12.000% Cash, 6.000% PIK(1),(5)	(B, Caa1)	06/30/24	18.153	1,371,383
1,890		Technicolor S.A., LIBOR 3M + 2.750% Cash, 3.000% PIK(1),(5)	(CCC, Ca)	12/31/24	5.954	1,832,921
16,531		UFC Holdings LLC, LIBOR 6M + 2.750%(1)	(B, B2)	04/29/26	3.500	16,447,402
23,754		William Morris Endeavor Entertainment LLC, LIBOR 1M + 2.750%(1)	(B, B3)	05/18/25	2.850	23,143,734
						70,846,069
Transport Infrastructure/Services (0.2%)
4,684		AI Mistral Holdco Ltd., LIBOR 1M + 3.000%(1)	(CCC+, Caa2)	03/11/24	4.000	4,208,004
Trucking & Delivery (0.3%)
7,584		American Trailer World Corp., LIBOR 1M + 3.750%(1)	(B, B3)	03/03/28	4.500	7,493,978
TOTAL BANK LOANS (Cost $2,383,030,700)						2,347,623,189
CORPORATE BONDS (6.9%)
Auto Parts & Equipment (0.3%)
1,345		Clarios U.S. Finance Co., Rule 144A, Company Guaranteed Notes (Callable 05/15/22 @ 104.25)(10)	(CCC+, Caa1)	05/15/27	8.500	1,454,281

Par (000)			Ratings† (S&P/Moody’s)	Maturity	Rate%	Value
CORPORATE BONDS (continued)
Auto Parts & Equipment
$	6,665	Cooper-Standard Automotive, Inc., Rule 144A, Company Guaranteed Notes (Callable 11/15/21 @ 102.81)(10)	(CCC, Caa1)	11/15/26	5.625	$	6,146,863
2,000		TI Automotive Finance PLC, Rule 144A, Senior Unsecured Notes (Callable 04/15/24 @ 101.88)(6),(10)	(B+, B3)	04/15/29	3.750	2,433,702
						10,034,846
Brokerage (0.1%)
2,017		StoneX Group, Inc., Rule 144A, Senior Secured Notes (Callable 06/15/22 @ 104.31)(10)	(BB-, Ba3)	06/15/25	8.625	2,193,346
Building Materials (0.0%)
1,000		Park River Holdings, Inc., Rule 144A, Senior Unsecured Notes (Callable 08/01/24 @ 103.38)(10)	(CCC, Caa1)	08/01/29	6.750	1,011,375
Cable & Satellite TV (0.3%)
1,000		CSC Holdings LLC, Rule 144A, Company Guaranteed Notes (Callable 11/15/26 @ 102.25)(10)	(BB, Ba3)	11/15/31	4.500	1,011,050
6,000		Telenet Finance Luxembourg Notes Sarl, Rule 144A, Senior Secured Notes (Callable 12/01/22 @ 102.75)(10)	(BB-, Ba3)	03/01/28	5.500	6,331,200
2,181		Ziggo B.V., Rule 144A, Senior Secured Notes (Callable 01/15/22 @ 102.75)(10)	(B+, B1)	01/15/27	5.500	2,266,195
						9,608,445
Chemicals (0.3%)
4,000		Herens Holdco Sarl, Rule 144A, Senior Secured Notes (Callable 05/15/24 @ 102.38)(10)	(B, B2)	05/15/28	4.750	3,975,280
3,250		Schenectady International Group, Inc., Rule 144A, Senior Unsecured Notes (Callable 05/15/23 @ 103.38)(10)	(CCC+, Caa2)	05/15/26	6.750	3,314,480
						7,289,760
Consumer/Commercial/Lease Financing (0.2%)
4,815		Cargo Aircraft Management, Inc., Rule 144A, Company Guaranteed Notes (Callable 02/01/23 @ 102.38)(10)	(BB, Ba3)	02/01/28	4.750	4,932,992
Diversified Capital Goods (0.1%)
2,000		Atkore, Inc., Rule 144A, Senior Unsecured Notes (Callable 06/01/26 @ 102.13)(10)	(BB-, Ba3)	06/01/31	4.250	2,047,590
Energy - Exploration & Production (0.3%)
7,600		W&T Offshore, Inc., Rule 144A, Secured Notes (Callable 08/30/21 @ 104.88)(10)	(B, Caa2)	11/01/23	9.750	7,304,284
Gaming (0.1%)
1,862		Golden Nugget, Inc., Rule 144A, Senior Unsecured Notes (Callable 08/30/21 @ 101.69)(10)	(CCC, Caa2)	10/15/24	6.750	1,868,983
Gas Distribution (0.1%)
3,000		New Fortress Energy, Inc., Rule 144A, Senior Secured Notes (Callable 03/31/23 @ 103.25)(10)	(NR, B1)	09/30/26	6.500	3,034,635
Health Services (0.6%)
10,204		Owens & Minor, Inc., Global Senior Secured Notes (Callable 09/15/24 @ 100.00)	(BB-, Ba2)	12/15/24	4.375	10,754,455
1,500		Owens & Minor, Inc., Rule 144A, Company Guaranteed Notes (Callable 03/31/24 @ 102.25)(10)	(B, B2)	03/31/29	4.500	1,539,427
2,040		Radiology Partners, Inc., Rule 144A, Company Guaranteed Notes (Callable 02/01/23 @ 104.63)(10)	(CCC, Caa2)	02/01/28	9.250	2,205,485
2,000		RP Escrow Issuer LLC, Rule 144A, Senior Secured Notes (Callable 12/15/22 @ 102.63)(10)	(B-, B2)	12/15/25	5.250	2,052,110
						16,551,477
Insurance Brokerage (0.2%)
1,801		Acrisure Finance, Inc., Rule 144A, Senior Unsecured Notes (Callable 08/30/21 @ 103.50)(10)	(CCC+, Caa2)	11/15/25	7.000	1,830,599
1,260		Alliant Holdings Co-Issuer, Rule 144A, Senior Secured Notes (Callable 10/15/23 @ 102.13)(10)	(B, B2)	10/15/27	4.250	1,252,125
2,000		NFP Corp., Rule 144A, Senior Secured Notes (Callable 08/15/23 @ 102.44)(10)	(B, B1)	08/15/28	4.875	2,041,560
						5,124,284

Par (000)			Ratings† (S&P/Moody’s)	Maturity	Rate%	Value
CORPORATE BONDS (continued)
Investments & Misc. Financial Services (0.1%)
$	3,000	Compass Group Diversified Holdings LLC, Rule 144A, Company Guaranteed Notes (Callable 04/15/24 @ 102.63)(10)	(B+, B1)	04/15/29	5.250	$	3,116,250
Media Content (0.2%)
4,250		Diamond Sports Finance Co., Rule 144A, Senior Secured Notes (Callable 08/15/22 @ 102.69)(10)	(CCC+, Caa1)	08/15/26	5.375	2,470,313
4,000		WMG Acquisition Corp., Rule 144A, Senior Secured Notes (Callable 07/15/25 @ 101.94)(10)	(BB+, Ba3)	07/15/30	3.875	4,115,680
						6,585,993
Metals & Mining - Excluding Steel (0.1%)
4,000		Taseko Mines Ltd., Rule 144A, Senior Secured Notes (Callable 02/15/23 @ 103.50)(10)	(B-, Caa1)	02/15/26	7.000	4,121,280
Oil Field Equipment & Services (0.1%)
143		Pioneer Energy Services Corp., PIK, Rule 144A, Senior Secured Notes (Callable 08/10/21 @ 104.00)(3),(5),(10),(11)	(NR, NR)	05/15/25	11.000	156,802
1,167		Pioneer Energy Services Corp., PIK, Rule 144A, Senior Unsecured Notes (3),(5),(10),(11),(12)	(NR, NR)	11/15/25	5.000	1,359,702
						1,516,504
Packaging (0.4%)
10,350		TriMas Corp., Rule 144A, Company Guaranteed Notes (Callable 04/15/24 @ 102.06)(10)	(BB-, Ba3)	04/15/29	4.125	10,528,693
Pharmaceuticals (0.4%)
355		Bausch Health Americas, Inc., Rule 144A, Company Guaranteed Notes (Callable 04/01/22 @ 104.63)(10)	(B, B3)	04/01/26	9.250	384,731
2,000		Bausch Health Cos., Inc., Rule 144A, Company Guaranteed Notes (Callable 02/15/24 @ 103.13)(10)	(B, B3)	02/15/29	6.250	1,992,440
1,000		Bausch Health Cos., Inc., Rule 144A, Company Guaranteed Notes (Callable 02/15/26 @ 102.63)(10)	(B, B3)	02/15/31	5.250	938,795
6,825		Jazz Securities DAC, Rule 144A, Senior Secured Notes (Callable 07/15/24 @ 102.19)(10)	(BB-, Ba2)	01/15/29	4.375	7,115,814
						10,431,780
Real Estate Investment Trusts (0.3%)
1,070		iStar, Inc., Global Senior Unsecured Notes (Callable 08/15/22 @ 102.75)	(BB, Ba3)	02/15/26	5.500	1,119,862
2,250		iStar, Inc., Senior Unsecured Notes (Callable 05/01/25 @ 100.00)	(BB, Ba3)	08/01/25	4.250	2,339,437
4,634		Starwood Property Trust, Inc., Rule 144A, Senior Unsecured Notes (Callable 08/01/23 @ 100.00)(10)	(B+, Ba3)	11/01/23	5.500	4,865,700
1,137		Starwood Property Trust, Inc., Rule 144A, Senior Unsecured Notes (Callable 01/15/26 @ 100.00)(10)	(B+, Ba3)	07/15/26	3.625	1,157,472
						9,482,471
Recreation & Travel (0.3%)
1,296		Six Flags Entertainment Corp., Rule 144A, Company Guaranteed Notes (Callable 08/30/21 @ 101.22)(10)	(CCC, B3)	07/31/24	4.875	1,305,720
1,500		Six Flags Entertainment Corp., Rule 144A, Company Guaranteed Notes (Callable 04/15/22 @ 102.75)(10),(13)	(CCC, B3)	04/15/27	5.500	1,549,403
2,500		Six Flags Theme Parks, Inc., Rule 144A, Senior Secured Notes (Callable 07/01/22 @ 103.50)(10)	(B, Ba2)	07/01/25	7.000	2,680,337
2,634		Speedway Funding II, Inc., Rule 144A, Senior Unsecured Notes (Callable 11/01/22 @ 102.44)(10)	(BB-, B2)	11/01/27	4.875	2,680,411
						8,215,871
Software - Services (0.3%)
3,331		Austin BidCo, Inc., Rule 144A, Senior Unsecured Notes (Callable 12/15/23 @ 103.56)(10)	(CCC+, Caa2)	12/15/28	7.125	3,418,888
4,350		Elastic NV, Rule 144A, Senior Unsecured Notes (Callable 07/15/24 @ 102.06)(10)	(B+, B1)	07/15/29	4.125	4,371,924
						7,790,812
Support - Services (1.4%)
3,557		Allied Universal Finance Corp., Rule 144A, Senior Secured Notes (Callable 06/01/24 @ 102.31)(10)	(B, B2)	06/01/28	4.625	3,561,446
5,698		Allied Universal Finance Corp., Rule 144A, Senior Secured Notes (Callable 06/01/24 @ 102.31)(10)	(B, B2)	06/01/28	4.625	5,726,490

Par (000)			Ratings† (S&P/Moody’s)	Maturity	Rate%	Value
CORPORATE BONDS (continued)
Support - Services
$	9,455	Allied Universal Finance Corp., Rule 144A, Senior Unsecured Notes (Callable 06/01/24 @ 103.00)(10)	(CCC+, Caa1)	06/01/29	6.000	$	9,478,921
11,000		CoreLogic, Inc., Rule 144A, Senior Secured Notes (Callable 05/01/24 @ 102.25)(10)	(B, B1)	05/01/28	4.500	10,999,065
4,065		Gems Education Delaware LLC, Rule 144A, Senior Secured Notes (Callable 07/31/22 @ 103.56)(10)	(B-, B3)	07/31/26	7.125	4,203,413
5,443		GYP Holdings III Corp., Rule 144A, Company Guaranteed Notes (Callable 05/01/24 @ 102.31)(10)	(B, B2)	05/01/29	4.625	5,515,365
						39,484,700
Tech Hardware & Equipment (0.2%)
6,000		Imola Merger Corp., Rule 144A, Senior Secured Notes (Callable 05/15/24 @ 102.38)(10)	(BB-, B1)	05/15/29	4.750	6,200,910
Telecom - Wireline Integrated & Services (0.3%)
4,000		Altice Financing S.A., Rule 144A, Senior Secured Notes (Callable 08/16/21 @ 103.75)(10)	(B, B2)	05/15/26	7.500	4,166,720
7,000		GTT Communications, Inc., Rule 144A, Company Guaranteed Notes (Callable 08/30/21 @ 103.94)(8),(10)	(D, NR)	12/31/24	7.875	695,030
3,000		LCPR Senior Secured Financing DAC, Rule 144A, Senior Secured Notes (Callable 07/15/24 @ 102.56)(10)	(B+, B1)	07/15/29	5.125	3,077,505
						7,939,255
Theaters & Entertainment (0.2%)
1,961		Technicolor S.A., Tranche 1 Notes (6)	(NR, NR)	06/30/24	6.000	2,546,658
2,442		Technicolor S.A., Tranche 2 Notes (6)	(NR, NR)	06/30/24	6.000	3,170,699
						5,717,357
TOTAL CORPORATE BONDS (Cost $193,577,584)						192,133,893
ASSET BACKED SECURITIES (3.1%)
Collateralized Debt Obligations (3.1%)
3,500		Anchorage Capital CLO 16 Ltd., 2020-16A, Rule 144A, LIBOR 3M + 4.180%(1),(10)	(BBB-, NR)	10/20/31	4.314	3,515,991
2,500		Battalion CLO Ltd., 2021-21A, Rule 144A, LIBOR 3M + 3.300%(1),(10)	(NR, Baa3)	07/15/34	3.432	2,501,693
1,500		Battalion CLO XIV Ltd., 2019-14A, Rule 144A, LIBOR 3M + 3.950%(1),(10)	(NR, Baa3)	04/20/32	4.084	1,505,433
1,750		Benefit Street Partners CLO X Ltd., 2016-10A, Rule 144A, LIBOR 3M + 6.750%(1),(10)	(BB-, NR)	04/20/34	6.884	1,734,227
2,100		BlueMountain CLO Ltd., 2015-3A, Rule 144A, LIBOR 3M + 5.400%(1),(10)	(B, NR)	04/20/31	5.534	1,920,316
4,163		Capital Automotive LLC, 2017-1A, Rule 144A(10)	(A+, NR)	04/15/47	3.870	4,185,929
2,513		Capital Automotive LLC, 2017-1A, Rule 144A(10)	(A+, NR)	04/15/47	4.180	2,585,369
750		Carlyle Global Market Strategies CLO Ltd., 2014-3RA, Rule 144A, LIBOR 3M + 5.400%(1),(10)	(B+, NR)	07/27/31	5.529	707,767
2,000		Carlyle Global Market Strategies CLO Ltd., 2014-5A, Rule 144A, LIBOR 3M + 3.150%(1),(10)	(BBB-, NR)	07/15/31	3.276	1,951,820
2,625		CIFC Funding Ltd., 2014-1A, Rule 144A, LIBOR 3M + 5.850%(1),(10)	(B+, NR)	01/18/31	5.984	2,486,691
4,000		Crown Point CLO IV Ltd., 2018-4A, Rule 144A, LIBOR 3M + 2.750%(1),(10)	(NR, Baa3)	04/20/31	2.884	3,851,052
1,750		Dryden 86 CLO Ltd., 2020-86A, Rule 144A, LIBOR 3M + 3.200%(1),(10)	(BBB-, NR)	07/17/34	0.000	1,751,197
3,500		Elevation CLO Ltd., 2014-2A, Rule 144A, LIBOR 3M + 3.200%(1),(10)	(NR, Baa3)	10/15/29	3.326	3,457,062
5,000		Galaxy XVIII CLO Ltd., 2018-28A, Rule 144A, LIBOR 3M + 3.000%(1),(10)	(BBB-, NR)	07/15/31	3.126	4,961,345
3,500		Greywolf CLO II Ltd., 2013-1A, Rule 144A, LIBOR 3M + 4.200%(1),(10)	(BBB-, NR)	04/15/34	4.326	3,498,953
2,000		Greywolf CLO III Ltd., 2020-3RA, Rule 144A, LIBOR 3M + 6.920%(1),(10)	(BB-, NR)	04/15/33	7.058	1,987,214
2,000		Greywolf CLO IV Ltd., 2019-1A, Rule 144A, LIBOR 3M + 3.650%(1),(10)	(BBB-, NR)	04/17/34	3.784	2,001,314
6,000		Greywolf CLO V Ltd., 2015-1A, Rule 144A, LIBOR 3M + 2.000%(1),(10)	(A, NR)	01/27/31	2.125	5,999,976
3,950		Greywolf CLO V Ltd., 2015-1A, Rule 144A, LIBOR 3M + 3.000%(1),(10)	(BBB-, NR)	01/27/31	3.125	3,931,147
3,250		KKR Financial CLO Ltd., 2013-1A, Rule 144A, LIBOR 3M + 6.080%(1),(10)	(NR, Ba3)	04/15/29	6.206	3,160,761
1,900		Marble Point CLO XVII Ltd., 2020-1A, Rule 144A, LIBOR 3M + 6.820%(1),(10)	(NR, Ba3)	04/20/33	6.954	1,897,129
1,500		Neuberger Berman Loan Advisers CLO 43 Ltd., 2021-43A, Rule 144A, LIBOR 3M + 3.100%(1),(10)	(BBB-, NR)	07/17/35	0.000	1,501,349

Par (000)			Ratings† (S&P/Moody’s)	Maturity	Rate%	Value
ASSET BACKED SECURITIES (continued)
Collateralized Debt Obligations
$	2,250	Octagon Investment Partners 26 Ltd., 2016-1A, Rule 144A, LIBOR 3M + 2.850%(1),(10)	(BBB-, NR)	07/15/30	2.976	$	2,237,976
3,500		Shackleton CLO Ltd., 2014-6RA, Rule 144A, LIBOR 3M + 2.970%(1),(10)	(NR, Baa3)	07/17/28	3.104	3,471,825
4,125		Silver Creek CLO Ltd., 2014-1A, Rule 144A, LIBOR 3M + 3.350%(1),(10)	(NR, Baa3)	07/20/30	3.484	4,127,310
3,000		Venture CLO Ltd., 2017-28AA, Rule 144A, LIBOR 3M + 2.400%(1),(10)	(NR, A2)	10/20/29	2.534	3,001,920
1,250		Venture CLO Ltd., 2018-31A, Rule 144A, LIBOR 3M + 2.820%(1),(10)	(NR, Baa3)	04/20/31	2.954	1,202,299
3,000		Venture CLO Ltd., 2018-35A, Rule 144A, LIBOR 3M + 3.500%(1),(10)	(NR, Baa3)	10/22/31	3.638	2,904,819
3,000		Venture XIII CLO Ltd., 2013-13A, Rule 144A, LIBOR 3M + 3.300%(1),(10)	(NR, Baa2)	09/10/29	3.428	2,996,949
1,500		Vibrant CLO VI Ltd., 2017-6A, Rule 144A, LIBOR 3M + 5.750%(1),(10)	(NR, B1)	06/20/29	5.885	1,358,052
3,000		Voya CLO Ltd., 2014-4A, Rule 144A, LIBOR 3M + 3.350%(1),(10)	(BBB-, NR)	07/14/31	3.483	2,921,958
TOTAL ASSET BACKED SECURITIES (Cost $86,005,729)						85,316,843

Number of Shares
COMMON STOCKS (0.8%)
Auto Parts & Equipment (0.1%)
151,253	Jason Group, Inc.(14)	1,512,530
Building & Construction (0.0%)
6	White Forest Resources, Inc.(3),(11),(14)	—
Chemicals (0.3%)
31,756	Project Investor Holdings LLC(3),(4),(11),(14)	318
529,264	Proppants Holdings LLC(3),(4),(11),(14)	26,463
191,054	UTEX Industries, Inc.(14)	7,833,214
		7,859,995
Energy - Exploration & Production (0.0%)
872,375	PES Energy, Inc.(3),(4),(11),(14)	8,724
Machinery (0.0%)
3,585,446	Doncasters U.S. Finance LLC(3),(9),(11),(14)	—
Oil Field Equipment & Services (0.0%)
12,409	Pioneer Energy Services Corp.(3),(11),(14)	198,544
Pharmaceuticals (0.1%)
156,133	Akorn Holding Company LLC(14)	2,271,735
Private Placement (0.3%)
2,723,899	Technicolor S.A. EUR 27.0(14),(15)	9,557,568
Software - Services (0.0%)
78,712	Skillsoft Corp.(14)	684,794
Support - Services (0.0%)
779	Sprint Industrial Holdings LLC, Class G(3),(4),(11),(14)	—
71	Sprint Industrial Holdings LLC, Class H(3),(4),(11),(14)	—
172	Sprint Industrial Holdings LLC, Class I(3),(4),(11),(14)	2
		2
TOTAL COMMON STOCKS (Cost $29,116,039)		22,093,892
WARRANTS (0.0%)
Chemicals (0.0%)
132,316	Project Investor Holdings LLC, expires 02/20/2022(3),(4),(11),(14)	—
Recreation & Travel (0.0%)
526,589	Cineworld Group, expires 12/21/2025(14)	206,423
TOTAL WARRANTS (Cost $68,804)		206,423
SHORT-TERM INVESTMENTS (0.1%)
1,605,000	State Street Navigator Securities Lending Government Money Market Portfolio, 0.05%(16) (Cost $1,605,000)	1,605,000
TOTAL INVESTMENTS AT VALUE (96.2%) (Cost $2,693,403,856)		$	2,648,979,240
OTHER ASSETS IN EXCESS OF LIABILITIES (3.8%)		103,325,172
NET ASSETS (100.0%)		$	2,752,304,412

†	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)	Variable rate obligation - The interest rate shown is the rate in effect as of July 31, 2021. The rate may be subject to a cap and floor.
(2)	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, 2021.
(3)	Security is valued using significant unobservable inputs.
(4)	Illiquid security (unaudited).
(5)	PIK: Payment-in-kind security for which part of the income earned may be paid as additional principal.
(6)	This security is denominated in Euro.
(7)	All or a portion is an unfunded loan commitment.
(8)	Bond is currently in default.
(9)	This security is denominated in British Pound.
(10)	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, 2021, these securities amounted to a value of $257,519,625 or 9.4% of net assets.
(11)	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.
(12)	Convertible security.
(13)	Security or portion thereof is out on loan.
(14)	Non-income producing security.
(15)	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.
(16)	Represents security purchased with cash collateral received for securities on loan. The rate shown is the annualized one-day yield at July 31, 2021.

INVESTMENT ABBREVIATIONS

1M = 1 Month

1W = 1 Week

2M = 2 Month

3M = 3 Month

6M = 6 Month

12M = 12 Month

EURIBOR = Euro Interbank Offered Rate

LIBOR = London Interbank Offered Rate

NR = Not Rated

Sarl - société à responsabilité limitée

Forward Foreign Currency Contracts

Forward Currency to be Purchased (Local)		Forward Currency to be Sold (Local)		Expiration Date	Counterparty	Value on Settlement Date			Current Value/Notional			Net Unrealized Appreciation  (Depreciation)
EUR	18,130,908	USD	22,112,437	10/13/21	Deutsche Bank AG	$	22,112,437		$	21,529,896		$	(582,541	)
EUR	1,452,036	USD	1,742,380	10/13/21	JPMorgan Chase	1,742,380			1,724,247			(18,133		)
GBP	949,050	USD	1,332,001	10/13/21	Deutsche Bank AG	1,332,001			1,319,728			(12,273		)
USD	8,778,771	EUR	7,292,710	10/13/21	Deutsche Bank AG	(8,778,771		)	(8,659,869		)	118,902
USD	123,658,205	EUR	104,363,924	10/13/21	Morgan Stanley	(123,658,205		)	(123,928,951		)	(270,746		)
USD	1,331,313	GBP	978,926	10/13/21	Barclays Bank PLC	(1,331,313		)	(1,361,273		)	(29,960		)
USD	30,516,083	GBP	23,500,894	10/13/21	Deutsche Bank AG	(30,516,083		)	(32,679,840		)	(2,163,757		)
USD	3,349,418	GBP	2,394,770	10/13/21	JPMorgan Chase	(3,349,418		)	(3,330,116		)	19,302
												$	(2,939,206	)

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. 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, 2021 in valuing the Fund’s assets and liabilities carried at fair value:

Assets	Level 1		Level 2		Level 3			Total
Investments in Securities
Bank Loans	$	—	$	2,208,332,019	$	139,291,170		$	2,347,623,189
Corporate Bonds	—		190,617,389		1,516,504			192,133,893
Asset Backed Securities	—		85,316,843		—			85,316,843
Common Stocks	684,794		21,175,047		234,051			22,093,892
Warrants	—		206,423		0		(1)	206,423
Short-term Investment	—		1,605,000		—			1,605,000
	$	684,794	$	2,507,252,721	$	141,041,725		$	2,648,979,240
Other Financial Instruments*
Forward Foreign Currency Contracts	$	—	$	138,204	$	—		$	138,204

Liabilities	Level 1		Level 2		Level 3		Total
Other Financial Instruments*
Forward Foreign Currency Contracts	$	—	$	3,077,410	$	—	$	3,077,410

*       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, 2021 for which significant unobservable inputs were used in determining fair value.

	Bank Loans			Corporate Bonds			Common Stocks			Warrants			Total
Balance as of October 31, 2020	$	183,482,529		$	1,229,671		$	2,665,140		$	0	(1)	$	187,377,340
Accrued discounts (premiums)	367,131			26,844			—			—			393,975
Purchases	105,089,156			58,153			—			—			105,147,309
Sales	(74,324,528		)	(591,773		)	(1,521,122		)	—			(76,437,423		)
Realized gain (loss)	(42,104		)	(209,320		)	1,264,570			—			1,013,146
Change in unrealized appreciation (depreciation)	4,055,760			1,002,929			(670,731		)	—			4,387,958
Transfers into Level 3	28,879,994			—			8,724			—			28,888,718
Transfers out of Level 3	(108,216,768		)	—			(1,512,530		)	—			(109,729,298		)
Balance as of July 31, 2021	$	139,291,170		$	1,516,504		$	234,051		$	0	(1)	$	141,041,725
Net change in unrealized appreciation (depreciation) from investments still held as of July 31, 2021	$	117,135		$	997,373		$	(361,197	)	$	—		$	753,311

(1) Includes zero valued securities.

Quantitative Disclosure About Significant Unobservable Inputs

	Fair Value		Valuation	Unobservable	Range
Asset Class	At 07/31/2021		Technique	Input	(Weighted Average)*
Bank Loans	$	139,291,170	Vendor Pricing	Single Broker Quote	$0.00 - $1.33 $(0.98)
Common Stocks	$	198,545	Vendor Pricing	Single Broker Quote	$16.00 (N/A)
	$	35,506	Income Approach	Expected Remaining Distribution	$0.00 - $0.05 $(0.04)
Corporate Bonds	$	1,359,702	Vendor Pricing	Single Broker Quote	$1.17 (N/A)
	$	156,802	Income Approach	Expected Remaining Distribution	$1.09 (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, 2021, $28,888,718 was transferred from Level 2 to Level 3 due to a lack of a pricing source supported by observable inputs and $109,729,298 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, 2021 (unaudited)

Par (000)			Ratings† (S&P/Moody’s)	Maturity	Rate%	Value
CORPORATE BONDS (32.7%)
Advertising (0.0%)
$	109	TripAdvisor, Inc., Rule 144A, Company Guaranteed Notes (Callable 07/15/22 @ 103.50)(1)	(BB-, B1)	07/15/25	7.000	$	116,512
Aerospace & Defense (0.2%)
250		KBR, Inc., Rule 144A, Company Guaranteed Notes (Callable 09/30/23 @ 102.38)(1)	(BB-, B1)	09/30/28	4.750	253,333
500		Science Applications International Corp., Rule 144A, Company Guaranteed Notes (Callable 04/01/23 @ 102.44)(1)	(BB-, B1)	04/01/28	4.875	525,452
250		TransDigm, Inc., Global Company Guaranteed Notes (Callable 03/15/22 @ 103.75)	(B-, B3)	03/15/27	7.500	265,225
						1,044,010
Auto Parts & Equipment (0.6%)
1,835		Clarios U.S. Finance Co., Rule 144A, Company Guaranteed Notes (Callable 05/15/22 @ 104.25)(1)	(CCC+, Caa1)	05/15/27	8.500	1,984,094
650		Cooper-Standard Automotive, Inc., Rule 144A, Company Guaranteed Notes (Callable 11/15/21 @ 102.81)(1)	(CCC, Caa1)	11/15/26	5.625	599,469
						2,583,563
Automakers (0.1%)
250		Winnebago Industries, Inc., Rule 144A, Senior Secured Notes (Callable 07/15/23 @ 103.13)(1)	(BB+, B1)	07/15/28	6.250	269,641
Brokerage (0.3%)
1,298		StoneX Group, Inc., Rule 144A, Senior Secured Notes (Callable 06/15/22 @ 104.31)(1)	(BB-, Ba3)	06/15/25	8.625	1,411,484
Building & Construction (0.4%)
1,000		Installed Building Products, Inc., Rule 144A, Company Guaranteed Notes (Callable 02/01/23 @ 102.88)(1)	(B+, B1)	02/01/28	5.750	1,047,550
750		TopBuild Corp., Rule 144A, Company Guaranteed Notes (Callable 03/15/24 @ 101.81)(1)	(BB+, Ba2)	03/15/29	3.625	752,820
						1,800,370
Building Materials (1.9%)
700		Advanced Drainage Systems, Inc., Rule 144A, Company Guaranteed Notes (Callable 09/30/22 @ 102.50)(1)	(B, Ba2)	09/30/27	5.000	733,127
250		Boise Cascade Co., Rule 144A, Company Guaranteed Notes (Callable 07/01/25 @ 102.44)(1)	(BB-, Ba2)	07/01/30	4.875	265,266
400		Builders FirstSource, Inc. Rule 144A, Company Guaranteed Notes (Callable 03/01/25 @ 102.50)(1)	(BB-, Ba3)	03/01/30	5.000	426,308
1,000		Foundation Building Materials, Inc., Rule 144A, Company Guaranteed Notes (Callable 03/01/24 @ 103.00)(1)	(CCC+, Caa1)	03/01/29	6.000	984,860
1,400		James Hardie International Finance DAC, Rule 144A, Company Guaranteed Notes (Callable 01/15/23 @ 102.50)(1)	(BB+, Ba1)	01/15/28	5.000	1,488,753
750		Masonite International Corp., Rule 144A, Company Guaranteed Notes (Callable 02/01/23 @ 102.69)(1)	(BB+, Ba1)	02/01/28	5.375	799,541
375		Park River Holdings, Inc., Rule 144A, Company Guaranteed Notes (Callable 02/01/24 @ 102.81)(1)	(CCC, Caa1)	02/01/29	5.625	368,436
1,300		Park River Holdings, Inc., Rule 144A, Senior Unsecured Notes (Callable 08/01/24 @ 103.38)(1)	(CCC, Caa1)	08/01/29	6.750	1,314,787
1,000		Summit Materials Finance Corp., Rule 144A, Company Guaranteed Notes (Callable 08/16/21 @ 101.28)(1)	(BB, B1)	06/01/25	5.125	1,012,090
500		WESCO Distribution, Inc., Rule 144A, Company Guaranteed Notes (Callable 06/15/22 @ 103.56)(1)	(BB-, B1)	06/15/25	7.125	538,123
500		WESCO Distribution, Inc., Rule 144A, Company Guaranteed Notes (Callable 06/15/23 @ 103.63)(1)	(BB-, B1)	06/15/28	7.250	557,763
						8,489,054
Cable & Satellite TV (0.7%)
614		Midcontinent Finance Corp., Rule 144A, Company Guaranteed Notes (Callable 08/15/22 @ 102.69)(1)	(B+, B3)	08/15/27	5.375	641,642
1,600		Telenet Finance Luxembourg Notes Sarl, Rule 144A, Senior Secured Notes (Callable 12/01/22 @ 102.75)(1)	(BB-, Ba3)	03/01/28	5.500	1,688,320
500		UPC Broadband Finco B.V., Rule 144A, Senior Secured Notes (Callable 07/15/26 @ 102.44)(1)	(BB-, B1)	07/15/31	4.875	510,700

Par (000)			Ratings† (S&P/Moody’s)	Maturity	Rate%	Value
CORPORATE BONDS (continued)
Cable & Satellite TV
$	398	Ziggo B.V., Rule 144A, Senior Secured Notes (Callable 01/15/22 @ 102.75)(1)	(B+, B1)	01/15/27	5.500	$	413,547
						3,254,209
Chemicals (1.0%)
250		Avient Corp., Rule 144A, Senior Unsecured Notes (Callable 05/15/22 @ 102.88)(1)	(BB-, Ba3)	05/15/25	5.750	262,971
250		GCP Applied Technologies, Inc., Rule 144A, Company Guaranteed Notes (Callable 08/16/21 @ 102.75)(1)	(BB, B1)	04/15/26	5.500	256,313
500		Herens Holdco Sarl, Rule 144A, Senior Secured Notes (Callable 05/15/24 @ 102.38)(1)	(B, B2)	05/15/28	4.750	496,910
1,540		Ingevity Corp., Rule 144A, Company Guaranteed Notes (Callable 08/30/21 @ 102.25)(1)	(NR, Ba3)	02/01/26	4.500	1,569,999
250		Minerals Technologies, Inc., Rule 144A, Company Guaranteed Notes (Callable 07/01/23 @ 102.50)(1)	(BB-, Ba3)	07/01/28	5.000	262,145
52		Reichhold Industries, Inc., Rule 144A, Senior Secured Notes (1),(2),(3),(4),(5)	(NR, NR)	05/01/18	9.000	706
1,050		Schenectady International Group, Inc., Rule 144A, Senior Unsecured Notes (Callable 05/15/23 @ 103.38)(1)	(CCC+, Caa2)	05/15/26	6.750	1,070,832
500		Trinseo Materials Finance, Inc., Rule 144A, Company Guaranteed Notes (Callable 04/01/24 @ 102.56)(1)	(B-, B2)	04/01/29	5.125	509,867
						4,429,743
Consumer/Commercial/Lease Financing (0.8%)
3,520		Cargo Aircraft Management, Inc., Rule 144A, Company Guaranteed Notes (Callable 02/01/23 @ 102.38)(1)	(BB, Ba3)	02/01/28	4.750	3,606,258
Diversified Capital Goods (0.4%)
625		Atkore, Inc., Rule 144A, Senior Unsecured Notes (Callable 06/01/26 @ 102.13)(1)	(BB-, Ba3)	06/01/31	4.250	639,872
200		Madison IAQ LLC, Rule 144A, Senior Secured Notes (Callable 06/30/24 @ 102.06)(1)	(B, B1)	06/30/28	4.125	200,544
750		Stevens Holding Co., Inc., Rule 144A, Company Guaranteed Notes (Callable 10/01/23 @ 101.53)(1)	(B+, B2)	10/01/26	6.125	806,002
						1,646,418
Electric-Integrated (0.0%)
125		PG&E Corp., Global Senior Secured Notes (Callable 07/01/25 @ 102.63)	(BB-, B1)	07/01/30	5.250	121,988
Electronics (0.9%)
500		Entegris, Inc., Rule 144A, Company Guaranteed Notes (Callable 05/01/24 @ 102.72)(1)	(BB, Ba2)	05/01/29	3.625	513,192
1,000		ON Semiconductor Corp., Rule 144A, Company Guaranteed Notes (Callable 09/01/23 @ 101.94)(1)	(BB, Ba2)	09/01/28	3.875	1,042,980
750		Sensata Technologies B.V., Rule 144A, Company Guaranteed Notes (Callable 04/15/24 @ 102.00)(1)	(BB+, Ba3)	04/15/29	4.000	771,769
500		Sensata Technologies Inc., Rule 144A, Company Guaranteed Notes (Callable 11/15/29 @ 100.00)(1)	(BB+, Ba3)	02/15/30	4.375	535,665
1,000		Synaptics, Inc., Rule 144A, Company Guaranteed Notes (Callable 06/15/24 @ 102.00)(1)	(BB-, Ba3)	06/15/29	4.000	1,015,190
						3,878,796
Energy - Exploration & Production (0.6%)
625		CNX Resources Corp., Rule 144A, Company Guaranteed Notes (Callable 03/14/22 @ 105.44)(1)	(BB-, B1)	03/14/27	7.250	669,456
375		CNX Resources Corp., Rule 144A, Company Guaranteed Notes (Callable 01/15/24 @ 104.50)(1)	(BB-, B1)	01/15/29	6.000	397,539
250		Laredo Petroleum, Inc. Rule 144A, Company Guaranteed Notes (Callable 07/31/24 @ 103.88)(1)	(B, B3)	07/31/29	7.750	242,255
1,250		W&T Offshore, Inc., Rule 144A, Secured Notes (Callable 08/30/21 @ 104.88)(1)	(B, Caa2)	11/01/23	9.750	1,201,363
						2,510,613
Environmental (0.1%)
250		Stericycle, Inc., Rule 144A, Company Guaranteed Notes (Callable 11/15/23 @ 101.94)(1)	(BB-, NR)	01/15/29	3.875	253,980

Par (000)			Ratings† (S&P/Moody’s)	Maturity	Rate%	Value
CORPORATE BONDS (continued)
Food - Wholesale (0.1%)
$	250	U.S. Foods, Inc., Rule 144A, Company Guaranteed Notes (Callable 02/15/24 @ 102.38)(1)	(B+, Caa1)	02/15/29	4.750	$	255,313
Gaming (1.1%)
400		Boyd Gaming Corp., Rule 144A, Senior Unsecured Notes (Callable 06/15/26 @ 102.38)(1)	(B, Caa1)	06/15/31	4.750	414,342
391		Churchill Downs, Inc., Rule 144A, Company Guaranteed Notes (Callable 01/15/23 @ 102.38)(1)	(B+, B1)	01/15/28	4.750	405,663
1,320		Golden Nugget, Inc., Rule 144A, Senior Unsecured Notes (Callable 08/30/21 @ 101.69)(1)	(CCC, Caa2)	10/15/24	6.750	1,324,950
1,950		Jacobs Entertainment, Inc., Rule 144A, Secured Notes (Callable 08/30/21 @ 103.94)(1)	(B-, B3)	02/01/24	7.875	2,033,821
700		MGP Finance Co-Issuer, Inc., Global Company Guaranteed Notes (Callable 11/01/26 @ 100.00)	(BB-, B1)	02/01/27	5.750	783,345
						4,962,121
Gas Distribution (1.0%)
750		Genesis Energy Finance Corp., Company Guaranteed Notes (Callable 08/30/21 @ 104.88)	(B+, B1)	10/01/25	6.500	746,925
450		Genesis Energy Finance Corp., Company Guaranteed Notes (Callable 08/30/21 @ 104.69)	(B+, B1)	05/15/26	6.250	444,728
1,155		Hess Midstream Operations LP, Rule 144A, Company Guaranteed Notes (Callable 06/15/23 @ 102.56)(1)	(BB+, Ba3)	06/15/28	5.125	1,211,439
1,034		New Fortress Energy, Inc., Rule 144A, Senior Secured Notes (Callable 03/31/23 @ 103.25)(1)	(NR, B1)	09/30/26	6.500	1,045,938
500		Rockies Express Pipeline LLC, Rule 144A, Senior Unsecured Notes (Callable 02/15/30 @ 100.00)(1)	(BB+, Ba2)	05/15/30	4.800	506,747
250		Targa Resources Partners Finance Corp., Rule 144A, Company Guaranteed Notes (Callable 07/15/26 @ 102.00)(1)	(BB, Ba2)	01/15/32	4.000	258,750
						4,214,527
Health Facility (0.1%)
275		Surgery Center Holdings, Inc., Rule 144A, Company Guaranteed Notes (Callable 04/15/22 @ 105.00)(1),(6)	(CCC, Caa2)	04/15/27	10.000	300,750
Health Services (1.2%)
250		AMN Healthcare, Inc., Rule 144A, Company Guaranteed Notes (Callable 10/01/22 @ 102.31)(1)	(BB-, Ba3)	10/01/27	4.625	261,170
360		AMN Healthcare, Inc., Rule 144A, Company Guaranteed Notes (Callable 04/15/24 @ 102.00)(1)	(BB-, Ba3)	04/15/29	4.000	370,283
500		DaVita, Inc., Rule 144A, Company Guaranteed Notes (Callable 06/01/25 @ 102.31)(1)	(B+, Ba3)	06/01/30	4.625	517,500
150		Ortho-Clinical Diagnostics S.A., Rule 144A, Senior Unsecured Notes (Callable 06/01/22 @ 103.69)(1)	(CCC+, B3)	06/01/25	7.375	161,076
1,538		Owens & Minor, Inc., Global Senior Secured Notes (Callable 09/15/24 @ 100.00)	(BB-, Ba2)	12/15/24	4.375	1,620,967
500		Owens & Minor, Inc., Rule 144A, Company Guaranteed Notes (Callable 03/31/24 @ 102.25)(1)	(B, B2)	03/31/29	4.500	513,143
1,250		Radiology Partners, Inc., Rule 144A, Company Guaranteed Notes (Callable 02/01/23 @ 104.63)(1)	(CCC, Caa2)	02/01/28	9.250	1,351,400
250		RP Escrow Issuer LLC, Rule 144A, Senior Secured Notes (Callable 12/15/22 @ 102.63)(1)	(B-, B2)	12/15/25	5.250	256,514
393		Service Corp., International, Global Senior Unsecured Notes (Callable 05/15/26 @ 102.00)	(BB, Ba3)	05/15/31	4.000	406,234
						5,458,287
Insurance Brokerage (1.2%)
630		Acrisure Finance, Inc., Rule 144A, Senior Unsecured Notes (Callable 08/30/21 @ 103.50)(1)	(CCC+, Caa2)	11/15/25	7.000	640,354
500		Acrisure Finance, Inc., Rule 144A, Senior Unsecured Notes (Callable 08/01/22 @ 107.59)(1)	(CCC+, Caa2)	08/01/26	10.125	560,665
550		Alliant Holdings Co-Issuer, Rule 144A, Senior Secured Notes (Callable 10/15/23 @ 102.13)(1)	(B, B2)	10/15/27	4.250	546,563
500		Alliant Holdings Co-Issuer, Rule 144A, Senior Unsecured Notes (Callable 10/15/22 @ 103.38)(1)	(CCC+, Caa2)	10/15/27	6.750	522,525
250		AmWINS Group, Inc. Rule 144A, Senior Unsecured Notes (Callable 06/30/24 @ 102.44)(1)	(B-, B3)	06/30/29	4.875	255,313

Par (000)			Ratings† (S&P/Moody’s)	Maturity	Rate%	Value
CORPORATE BONDS (continued)
Insurance Brokerage
$	750	GTCR AP Finance, Inc., Rule 144A, Senior Unsecured Notes (Callable 05/15/22 @ 104.00)(1)	(CCC+, Caa2)	05/15/27	8.000	$	797,887
500		NFP Corp., Rule 144A, Senior Secured Notes (Callable 08/15/23 @ 102.44)(1)	(B, B1)	08/15/28	4.875	510,390
1,500		NFP Corp., Rule 144A, Senior Unsecured Notes (Callable 08/15/23 @ 103.44)(1)	(CCC+, Caa2)	08/15/28	6.875	1,556,880
						5,390,577
Investments & Misc. Financial Services (0.4%)
1,500		Compass Group Diversified Holdings LLC, Rule 144A, Company Guaranteed Notes (Callable 04/15/24 @ 102.63)(1)	(B+, B1)	04/15/29	5.250	1,558,125
50		Square, Inc. Rule 144A, Senior Unsecured Notes (Callable 03/01/31 @ 100.00)(1)	(BB, Ba2)	06/01/31	3.500	51,946
						1,610,071
Machinery (0.7%)
1,000		Arcosa., Inc., Rule 144A, Company Guaranteed Notes (Callable 04/15/24 @ 102.19)(1)	(BB, Ba2)	04/15/29	4.375	1,025,000
1,600		ATS Automation Tooling Systems, Inc., Rule 144A, Company Guaranteed Notes (Callable 12/15/23 @ 102.06)(1)	(B+, B2)	12/15/28	4.125	1,632,000
350		Harsco Corp., Rule 144A, Company Guaranteed Notes (Callable 07/31/22 @ 102.88)(1)	(B+, B1)	07/31/27	5.750	364,329
250		Hillenbrand, Inc., Global Company Guaranteed Notes (Callable 06/15/22 @ 102.88)	(BB+, Ba1)	06/15/25	5.750	267,362
						3,288,691
Managed Care (0.2%)
540		Centene Corp., Global Senior Unsecured Notes (Callable 12/15/24 @ 102.31)	(BBB-, Ba1)	12/15/29	4.625	592,488
370		Centene Corp., Rule 144A, Senior Unsecured Notes (Callable 08/16/21 @ 104.03)(1)	(BBB-, Ba1)	08/15/26	5.375	385,803
						978,291
Media - Diversified (0.1%)
250		National CineMedia LLC, Global Senior Unsecured Notes (Callable 08/30/21 @ 102.88)	(CCC-, Caa3)	08/15/26	5.750	208,970
200		National CineMedia LLC, Rule 144A, Senior Secured Notes (Callable 04/15/23 @ 102.94)(1),(6)	(CCC+, B3)	04/15/28	5.875	188,265
						397,235
Media Content (0.6%)
325		Diamond Sports Finance Co., Rule 144A, Company Guaranteed Notes (Callable 08/15/22 @ 103.31)(1),(6)	(CCC-, Ca)	08/15/27	6.625	129,407
2,000		Diamond Sports Finance Co., Rule 144A, Senior Secured Notes (Callable 08/15/22 @ 102.69)(1)	(CCC+, Caa1)	08/15/26	5.375	1,162,500
733		Sirius XM Radio, Inc., Rule 144A, Company Guaranteed Notes (Callable 07/01/24 @ 102.75)(1)	(BB, Ba3)	07/01/29	5.500	803,782
250		Sirius XM Radio, Inc., Rule 144A, Company Guaranteed Notes (Callable 07/01/25 @ 102.06)(1)	(BB, Ba3)	07/01/30	4.125	258,250
500		WMG Acquisition Corp., Rule 144A, Senior Secured Notes (Callable 07/15/25 @ 101.94)(1)	(BB+, Ba3)	07/15/30	3.875	514,460
						2,868,399
Medical Products (0.1%)
500		Avantor Funding, Inc., Rule 144A, Company Guaranteed Notes (Callable 07/15/23 @ 102.31)(1)	(BB-, B2)	07/15/28	4.625	526,880
Metals & Mining - Excluding Steel (0.8%)
1,250		First Quantum Minerals Ltd., Rule 144A, Company Guaranteed Notes (Callable 08/10/21 @ 101.81)(1)	(B, NR)	04/01/23	7.250	1,275,000
1,000		First Quantum Minerals Ltd., Rule 144A, Company Guaranteed Notes (Callable 08/10/21 @ 103.25)(1)	(B, NR)	03/01/24	6.500	1,020,975
500		First Quantum Minerals Ltd., Rule 144A, Company Guaranteed Notes (Callable 08/10/21 @ 105.16)(1)	(B, NR)	03/01/26	6.875	523,400

Par (000)			Ratings† (S&P/Moody’s)	Maturity	Rate%	Value
CORPORATE BONDS (continued)
Metals & Mining - Excluding Steel
$	850	Taseko Mines Ltd., Rule 144A, Senior Secured Notes (Callable 02/15/23 @ 103.50)(1)	(B-, Caa1)	02/15/26	7.000	$	875,772
						3,695,147
Oil Field Equipment & Services (0.1%)
332		Pioneer Energy Services Corp., PIK, Rule 144A, Senior Unsecured Notes (1),(3),(5),(7),(8)	(NR, NR)	11/15/25	5.000	387,263
Oil Refining & Marketing (0.4%)
1,760		ITT Holdings LLC, Rule 144A, Senior Unsecured Notes (Callable 08/01/24 @ 103.25)(1)	(B, B2)	08/01/29	6.500	1,758,231
Packaging (2.7%)
375		Ardagh Metal Packaging Finance PLC, Rule 144A, Senior Secured Notes (Callable 05/15/24 @ 101.63)(1)	(BB, Ba2)	09/01/28	3.250	375,996
300		Ardagh Metal Packaging Finance PLC, Rule 144A, Senior Unsecured Notes (Callable 05/15/24 @ 102.00)(1)	(B+, B3)	09/01/29	4.000	301,125
130		Crown Americas Capital Corp. VI, Global Company Guaranteed Notes (Callable 08/30/21 @ 103.56)	(BB-, Ba3)	02/01/26	4.750	134,875
2,500		Flex Acquisition Co., Inc., Rule 144A, Senior Unsecured Notes (Callable 08/30/21 @ 101.72)(1)	(CCC+, Caa2)	01/15/25	6.875	2,541,125
705		Intertape Polymer Group, Inc., Rule 144A, Company Guaranteed Notes (Callable 06/15/24 @ 102.19)(1)	(B+, Ba3)	06/15/29	4.375	722,801
4,340		Plastipak Holdings, Inc., Rule 144A, Senior Unsecured Notes (Callable 08/30/21 @ 103.13)(1)	(B, B3)	10/15/25	6.250	4,443,552
475		Silgan Holdings, Inc., Global Company Guaranteed Notes (Callable 08/30/21 @ 101.19)	(BB, Ba3)	03/15/25	4.750	482,966
2,700		TriMas Corp., Rule 144A, Company Guaranteed Notes (Callable 04/15/24 @ 102.06)(1)	(BB-, Ba3)	04/15/29	4.125	2,746,616
						11,749,056
Personal & Household Products (0.3%)
750		High Ridge Brands Co., Rule 144A, Senior Unsecured Notes (Callable 09/07/21 @ 102.22)(1),(2),(3),(5)	(NR, NR)	03/15/25	8.875	7,500
375		MajorDrive Holdings IV LLC, Rule 144A, Senior Unsecured Notes (Callable 06/01/24 @ 103.19)(1)	(CCC+, Caa2)	06/01/29	6.375	369,849
375		Mattel, Inc., Rule 144A, Company Guaranteed Notes (Callable 04/01/24 @ 101.88)(1)	(BB, Ba2)	04/01/29	3.750	396,804
350		Prestige Brands, Inc., Rule 144A, Company Guaranteed Notes (Callable 04/01/26 @ 101.88)(1)	(B+, B2)	04/01/31	3.750	346,784
						1,120,937
Pharmaceuticals (1.6%)
375		Bausch Health Cos., Inc., Rule 144A, Company Guaranteed Notes (Callable 02/15/26 @ 102.63)(1)	(B, B3)	02/15/31	5.250	352,048
500		Bausch Health Cos., Inc., Rule 144A, Company Guaranteed Notes (Callable 12/15/21 @ 104.50)(1)	(B, B3)	12/15/25	9.000	534,375
950		Bausch Health Cos., Inc., Rule 144A, Company Guaranteed Notes (Callable 01/15/23 @ 103.50)(1)	(B, B3)	01/15/28	7.000	998,897
500		Bausch Health Cos., Inc., Rule 144A, Company Guaranteed Notes (Callable 02/15/24 @ 103.13)(1)	(B, B3)	02/15/29	6.250	498,110
922		Emergent BioSolutions, Inc., Rule 144A, Company Guaranteed Notes (Callable 08/15/23 @ 101.94)(1)	(BB-, Ba3)	08/15/28	3.875	918,201
250		Endo U.S., Inc. Rule 144A, Senior Secured Notes (Callable 04/01/24 @ 104.59)(1)	(B, B2)	04/01/29	6.125	248,811
750		Horizon Therapeutics U.S.A., Inc., Rule 144A, Company Guaranteed Notes (Callable 08/01/22 @ 104.13)(1)	(B+, Ba3)	08/01/27	5.500	801,296
400		Indigo Merger Sub, Inc., Rule 144A, Senior Secured Notes (Callable 07/15/23 @ 101.44)(1)	(BB+, Ba1)	07/15/26	2.875	408,942
2,250		Jazz Securities DAC, Rule 144A, Senior Secured Notes (Callable 07/15/24 @ 102.19)(1)	(BB-, Ba2)	01/15/29	4.375	2,345,873
						7,106,553
Real Estate Development & Management (0.9%)
2,125		Newmark Group, Inc., Global Senior Unsecured Notes (Callable 10/15/23 @ 100.00)	(BB+, NR)	11/15/23	6.125	2,309,780

Par (000)			Ratings† (S&P/Moody’s)	Maturity	Rate%	Value
CORPORATE BONDS (continued)
Real Estate Development & Management
$	1,754	WeWork Cos., Inc., Rule 144A, Company Guaranteed Notes (1)	(CCC+, NR)	05/01/25	7.875	$	1,793,114
						4,102,894
Real Estate Investment Trusts (1.0%)
1,000		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	995,176
500		iStar, Inc., Global Senior Unsecured Notes (Callable 08/15/22 @ 102.75)	(BB, Ba3)	02/15/26	5.500	523,300
500		iStar, Inc., Senior Unsecured Notes (Callable 07/01/24 @ 100.00)	(BB, Ba3)	10/01/24	4.750	530,855
1,500		iStar, Inc., Senior Unsecured Notes (Callable 05/01/25 @ 100.00)	(BB, Ba3)	08/01/25	4.250	1,559,625
250		MPT Finance Corp., Global Company Guaranteed Notes (Callable 08/30/21 @ 102.63)	(BBB-, Ba1)	08/01/26	5.250	256,951
500		Starwood Property Trust, Inc., Global Senior Unsecured Notes (Callable 09/15/21 @ 100.00)	(B+, Ba3)	12/15/21	5.000	502,325
250		Starwood Property Trust, Inc., Rule 144A, Senior Unsecured Notes (Callable 08/01/23 @ 100.00)(1)	(B+, Ba3)	11/01/23	5.500	262,500
						4,630,732
Recreation & Travel (1.7%)
550		Boyne U.S.A., Inc., Rule 144A, Senior Unsecured Notes (Callable 05/15/24 @ 102.38)(1)	(B, B1)	05/15/29	4.750	567,875
642		Canada’s Wonderland Co., Global Company Guaranteed Notes (Callable 04/15/22 @ 102.69)	(CCC, B3)	04/15/27	5.375	656,496
750		Cedar Fair LP, Global Company Guaranteed Notes (Callable 07/15/24 @ 102.63)	(CCC, B3)	07/15/29	5.250	763,583
205		Powdr Corp., Rule 144A, Senior Secured Notes (Callable 08/01/22 @ 103.00)(1)	(B-, B1)	08/01/25	6.000	215,391
250		SeaWorld Parks & Entertainment, Inc., Rule 144A, Senior Secured Notes (Callable 05/01/22 @ 104.38)(1)	(B-, B2)	05/01/25	8.750	269,756
2,250		Six Flags Entertainment Corp., Rule 144A, Company Guaranteed Notes (Callable 08/30/21 @ 101.22)(1)	(CCC, B3)	07/31/24	4.875	2,266,875
200		Six Flags Theme Parks, Inc., Rule 144A, Senior Secured Notes (Callable 07/01/22 @ 103.50)(1)	(B, Ba2)	07/01/25	7.000	214,427
2,135		Speedway Funding II, Inc., Rule 144A, Senior Unsecured Notes (Callable 11/01/22 @ 102.44)(1)	(BB-, B2)	11/01/27	4.875	2,172,619
375		Vail Resorts, Inc., 144A, Company Guaranteed Notes (Callable 05/15/22 @ 103.13)(1)	(BB, B1)	05/15/25	6.250	398,775
						7,525,797
Software - Services (1.5%)
1,250		Austin BidCo, Inc., Rule 144A, Senior Unsecured Notes (Callable 12/15/23 @ 103.56)(1)	(CCC+, Caa2)	12/15/28	7.125	1,282,981
600		Black Knight InfoServ LLC, Rule 144A, Company Guaranteed Notes (Callable 09/01/23 @ 101.81)(1)	(BB-, Ba3)	09/01/28	3.625	602,040
2,000		Elastic NV, Rule 144A, Senior Unsecured Notes (Callable 07/15/24 @ 102.06)(1)	(B+, B1)	07/15/29	4.125	2,010,080
1,500		Endure Digital, Inc., Rule 144A, Senior Unsecured Notes (Callable 02/15/24 @ 103.00)(1)	(CCC+, Caa2)	02/15/29	6.000	1,458,833
790		GD Finance Co., Inc., Rule 144A, Company Guaranteed Notes (Callable 06/01/22 @ 102.63)(1)	(BB-, Ba3)	12/01/27	5.250	829,701
650		Paysafe Holdings U.S. Corp., Rule 144A, Senior Secured Notes (Callable 06/15/24 @ 102.00)(1)	(B+, B1)	06/15/29	4.000	631,995
						6,815,630
Specialty Retail (1.4%)
370		Asbury Automotive Group, Inc., Global Company Guaranteed Notes (Callable 03/01/23 @ 102.25)	(BB, B1)	03/01/28	4.500	383,875
67		Asbury Automotive Group, Inc., Global Company Guaranteed Notes (Callable 03/01/25 @ 102.38)	(BB, B1)	03/01/30	4.750	71,030
500		eG Global Finance PLC, Rule 144A, Senior Secured Notes (Callable 10/30/21 @ 104.25)(1)	(B-, B3)	10/30/25	8.500	524,992
325		Group 1 Automotive, Inc., Rule 144A, Company Guaranteed Notes (Callable 08/15/23 @ 102.00)(1)	(BB+, Ba2)	08/15/28	4.000	334,695
375		Lithia Motors, Inc., Rule 144A, Senior Unsecured Notes (Callable 06/01/24 @ 101.94)(1)	(BB+, Ba2)	06/01/29	3.875	395,426
1,020		Lithia Motors, Inc., Rule 144A, Company Guaranteed Notes (Callable 08/01/21 @ 102.63)(1)	(BB+, Ba2)	08/01/25	5.250	1,050,085

Par (000)			Ratings† (S&P/Moody’s)	Maturity	Rate%	Value
CORPORATE BONDS (continued)
Specialty Retail
$	750	Lithia Motors, Inc., Rule 144A, Company Guaranteed Notes (Callable 12/15/22 @ 103.47)(1)	(BB+, Ba2)	12/15/27	4.625	$	798,784
375		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	374,571
500		Penske Automotive Group, Inc., Company Guaranteed Notes (Callable 06/15/24 @ 101.88)	(BB-, Ba3)	06/15/29	3.750	507,550
1,750		Ruyi U.S. Finance LLC, Rule 144A, Senior Secured Notes (Callable 08/30/21 @ 105.63)(1)	(NR, Caa1)	05/01/25	7.500	1,643,014
						6,084,022
Support - Services (3.7%)
756		Allied Universal Finance Corp., Rule 144A, Senior Secured Notes (Callable 06/01/24 @ 102.31)(1)	(B, B2)	06/01/28	4.625	756,945
1,194		Allied Universal Finance Corp., Rule 144A, Senior Secured Notes (Callable 06/01/24 @ 102.31)(1)	(B, B2)	06/01/28	4.625	1,199,970
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	1,954,933
355		APi Group DE, Inc., Rule 144A, Company Guaranteed Notes (Callable 07/15/24 @ 102.06)(1)	(B, B1)	07/15/29	4.125	346,592
1,613		ASGN, Inc., Rule 144A, Company Guaranteed Notes (Callable 05/15/23 @ 102.31)(1)	(BB-, Ba3)	05/15/28	4.625	1,677,205
650		Ashtead Capital, Inc., Rule 144A, Company Guaranteed Notes (Callable 08/10/21 @ 103.94)(1)	(BBB-, Baa3)	08/01/26	5.250	676,812
2,000		CoreLogic, Inc., Rule 144A, Senior Secured Notes (Callable 05/01/24 @ 102.25)(1)	(B, B1)	05/01/28	4.500	1,999,830
300		CPI CG, Inc., Rule 144A, Senior Secured Notes (Callable 03/15/23 @ 104.31)(1)	(B-, B3)	03/15/26	8.625	320,288
250		Gartner, Inc., Rule 144A, Company Guaranteed Notes (Callable 07/01/23 @ 102.25)(1)	(BB+, Ba3)	07/01/28	4.500	264,688
250		Gartner, Inc., Rule 144A, Company Guaranteed Notes (Callable 06/15/24 @ 101.81)(1)	(BB+, Ba3)	06/15/29	3.625	256,250
2,285		Gems Education Delaware LLC, Rule 144A, Senior Secured Notes (Callable 07/31/22 @ 103.56)(1)	(B-, B3)	07/31/26	7.125	2,362,804
2,250		GYP Holdings III Corp., Rule 144A, Company Guaranteed Notes (Callable 05/01/24 @ 102.31)(1)	(B, B2)	05/01/29	4.625	2,279,914
735		Korn Ferry, Rule 144A, Company Guaranteed Notes (Callable 12/15/22 @ 102.31)(1)	(BB, Ba3)	12/15/27	4.625	761,401
500		United Rentals North America, Inc., Secured Notes (Callable 11/15/22 @ 101.94)	(BBB-, Baa3)	11/15/27	3.875	523,870
500		White Cap Buyer LLC, Rule 144A, Senior Unsecured Notes (Callable 10/15/23 @ 103.44)(1)	(CCC+, Caa1)	10/15/28	6.875	534,510
390		Williams Scotsman International, Inc., Rule 144A, Senior Secured Notes (Callable 08/15/23 @ 102.31)(1)	(B+, B3)	08/15/28	4.625	402,675
						16,318,687
Tech Hardware & Equipment (0.4%)
750		CommScope Technologies LLC, Rule 144A, Company Guaranteed Notes (Callable 03/15/22 @ 102.50)(1)	(CCC+, B3)	03/15/27	5.000	759,788
115		EMC Corp., Global Senior Secured Notes (Callable 08/01/26 @ 100.00)	(BBB-, Baa3)	10/01/26	4.900	134,201
1,000		Imola Merger Corp., Rule 144A, Senior Secured Notes (Callable 05/15/24 @ 102.38)(1)	(BB-, B1)	05/15/29	4.750	1,033,485
						1,927,474
Telecom - Wireless (0.1%)
250		T-Mobile U.S.A., Inc., Company Guaranteed Notes (Callable 08/10/21 @ 102.25)	(BB, Ba3)	02/01/26	4.500	256,125
Telecom - Wireline Integrated & Services (0.6%)
800		Altice Financing S.A., Rule 144A, Senior Secured Notes (Callable 08/16/21 @ 103.75)(1)	(B, B2)	05/15/26	7.500	833,344
1,125		GTT Communications, Inc., Rule 144A, Company Guaranteed Notes (Callable 08/30/21 @ 103.94)(1),(2)	(D, NR)	12/31/24	7.875	111,701
1,000		LCPR Senior Secured Financing DAC, Rule 144A, Senior Secured Notes (Callable 10/15/22 @ 103.38)(1)	(B+, B1)	10/15/27	6.750	1,069,790
500		LCPR Senior Secured Financing DAC, Rule 144A, Senior Secured Notes (Callable 07/15/24 @ 102.56)(1)	(B+, B1)	07/15/29	5.125	512,918
						2,527,753

Par (000)			Ratings† (S&P/Moody’s)	Maturity	Rate%	Value
CORPORATE BONDS (continued)
Theaters & Entertainment (0.5%)
$	275	Cinemark U.S.A., Inc., Rule 144A, Senior Secured Notes (Callable 05/01/22 @ 104.38)(1)	(BB-, Ba3)	05/01/25	8.750	$	294,580
500		Live Nation Entertainment, Inc., Rule 144A, Company Guaranteed Notes (Callable 08/30/21 @ 102.44)(1)	(B-, B3)	11/01/24	4.875	508,760
650		Live Nation Entertainment, Inc., Rule 144A, Company Guaranteed Notes (Callable 10/15/22 @ 103.56)(1)	(B-, B3)	10/15/27	4.750	664,625
500		Live Nation Entertainment, Inc., Rule 144A, Senior Secured Notes (Callable 05/15/23 @ 104.88)(1)	(B+, B1)	05/15/27	6.500	552,500
						2,020,465
Transport Infrastructure/Services (0.2%)
874		Navios Maritime Finance II U.S., Inc., Rule 144A, Senior Secured Notes (Callable 08/30/21 @ 100.00)(1)	(CCC-, Caa2)	08/15/22	11.250	872,824
TOTAL CORPORATE BONDS (Cost $142,385,665)						144,567,371
BANK LOANS (58.2%)
Advertising (0.2%)
730		MH Sub I LLC, LIBOR 1M + 3.500%(9)	(B, B2)	09/13/24	3.592	726,773
Aerospace & Defense (1.2%)
995		Amentum Government Services Holdings LLC, LIBOR 1M + 3.500%(9)	(B, B1)	01/29/27	3.592	991,244
3,143		Peraton Corp., LIBOR 1M + 3.750%(9)	(B+, B1)	02/01/28	4.500	3,144,714
975		TransDigm, Inc., LIBOR 1M + 2.250%(9)	(B+, Ba3)	12/09/25	2.342	959,143
						5,095,101
Air Transportation (0.3%)
1,405		Brown Group Holding LLC, LIBOR 3M + 2.750%(9)	(B+, B1)	06/07/28	3.250	1,397,123
Auto Parts & Equipment (2.3%)
1,500		Adient U.S. LLC, LIBOR 1M + 3.500%(9)	(BB-, Ba3)	04/08/28	3.592	1,500,750
1,150		Autokiniton U.S. Holdings, Inc., LIBOR 12M + 4.500%(9)	(B, B2)	04/06/28	5.000	1,158,085
1,377		Clarios Global LP, LIBOR 1M + 3.250%(9)	(B, B1)	04/30/26	3.342	1,368,598
1,459		Dayco Products LLC, LIBOR 3M + 4.250%(9)	(CCC+, Caa1)	05/19/23	4.385	1,424,363
381		Dealer Tire LLC, LIBOR 1M + 4.250%(9)	(B-, B1)	12/12/25	4.342	380,568
138		Jason Group, Inc., LIBOR 3M + 1.000% Cash, 9.000% PIK(7),(9)	(CCC-, Caa3)	03/02/26	11.000	135,825
203		Jason Group, Inc., LIBOR 3M + 2.000% Cash, 4.000% PIK(7),(9)	(B-, Caa1)	08/28/25	7.000	199,526
1,382		Les Schwab Tire Centers, LIBOR 6M + 3.250%(9)	(B, B2)	11/02/27	4.000	1,383,359
995		Midas Intermediate Holdco II LLC, LIBOR 3M + 6.750%(9)	(CCC+, B2)	12/22/25	7.500	958,722
997		Tenneco, Inc., LIBOR 1M + 3.000%(9)	(B+, Ba3)	10/01/25	3.092	987,573
741		U.S. Farathane LLC, LIBOR 3M + 4.250%(9)	(B, B2)	12/23/24	5.250	736,922
						10,234,291
Brokerage (0.3%)
1,115		DRW Holdings LLC, LIBOR 1M + 3.750%(9)	(BB-, B1)	03/01/28	3.842	1,110,819
Building & Construction (0.2%)
540		TRC Companies, Inc., LIBOR 1M + 4.500%(5),(9)	(B, B2)	06/21/24	5.250	539,363
245		TRC Companies, Inc., LIBOR 1M + 3.500%(9)	(B, B2)	06/21/24	4.500	245,358
						784,721
Building Materials (1.8%)
1,577		Airxcel, Inc., LIBOR 1M + 4.500%(9)	(B, B3)	04/28/25	4.592	1,576,872
1,225		CHI Overhead Doors, Inc., LIBOR 1M + 3.500%(9)	(B, B2)	07/31/25	4.500	1,226,480
2,218		Cornerstone Building Brands, Inc., LIBOR 1M + 3.250%(9)	(B+, B1)	04/12/28	3.750	2,216,584
750		Foundation Building Materials Holding Co. LLC, LIBOR 1M + 3.250%(9)	(B, B2)	02/03/28	3.750	742,365
2,120		Park River Holdings, Inc.(10)	(B-, B1)	12/28/27	0.000	2,102,584
						7,864,885
Chemicals (3.2%)
399		Allnex (Luxembourg) & Cy S.C.A., LIBOR 1M + 3.250%(9)	(B, B2)	09/13/23	4.000	398,911
301		Allnex U.S.A., Inc., LIBOR 1M + 3.250%(9)	(B, B2)	09/13/23	4.000	300,536
949		Ascend Performance Materials Operations LLC, LIBOR 3M + 4.750%(9)	(BB-, B1)	08/27/26	5.500	963,576
558		ASP Chromaflo Dutch I B.V., LIBOR 1M + 3.500%(5),(9)	(B, B2)	11/20/23	4.500	556,927
427		ASP Chromaflo Intermediate Holdings, Inc., LIBOR 1M + 3.500%(5),(9)	(B, B2)	11/20/23	4.500	426,876

Par (000)			Ratings† (S&P/Moody’s)	Maturity	Rate%	Value
BANK LOANS (continued)
Chemicals
$	1,500	Atotech B.V., LIBOR 3M + 2.500%(9)	(B+, B1)	03/18/28	3.000	$	1,495,313
430		CPC Acquisition Corp., LIBOR 3M + 7.750%(9)	(CCC, Caa2)	12/29/28	8.500	434,163
1,716		PMHC II, Inc., LIBOR 12M + 3.500%(9)	(B-, Caa1)	03/31/25	4.500	1,704,925
1,152		Polar U.S. Borrower LLC, LIBOR 1M + 4.750%, LIBOR 3M + 4.750%(5),(9)	(B-, B3)	10/15/25	4.874 - 4.897	1,154,910
2,688		Solenis Holdings LLC, LIBOR 3M + 4.000%(9)	(B-, B3)	06/26/25	4.135	2,688,037
500		Solenis Holdings LLC, LIBOR 3M + 8.500%(4),(9)	(CCC+, Caa1)	06/26/26	8.635	501,000
48		UTEX Industries, Inc., LIBOR 1M + 7.000%,(9)	(NR, NR)	12/03/25	8.500	48,609
41		UTEX Industries, Inc.(10)	(NR, NR)	12/03/25	0.000	40,450
796		Vantage Specialty Chemicals, Inc., LIBOR 3M + 3.500%(9)	(CCC+, Caa1)	10/28/24	4.500	777,308
455		Vantage Specialty Chemicals, Inc., LIBOR 3M + 8.250%(4),(9)	(CCC-, Caa3)	10/27/25	9.250	440,799
2,195		Zep, Inc., LIBOR 3M + 4.000%(9)	(B-, B3)	08/12/24	5.000	2,138,362
						14,070,702
Diversified Capital Goods (2.3%)
2,458		Callaway Golf Co., LIBOR 1M + 4.500%(9)	(B, B1)	01/02/26	4.589	2,473,830
1,584		Dynacast International LLC, LIBOR 3M + 4.750%(9)	(CCC+, B2)	07/19/25	5.750	1,583,792
594		Dynacast International LLC, LIBOR 3M + 9.250%(5),(9)	(CCC-, Caa2)	02/04/28	10.250	616,369
483		Element Materials Technology Group U.S. Holdings, Inc., LIBOR 3M + 3.500%(9)	(B, B2)	06/28/24	4.500	479,803
940		Filtration Group Corp., LIBOR 1M + 3.000%(9)	(B, B3)	03/29/25	3.920	931,157
491		Filtration Group Corp., LIBOR 1M + 3.750%(9)	(B, B3)	03/29/25	4.500	492,381
711		GrafTech Finance, Inc., LIBOR 1M + 3.000%(9)	(BB, Ba3)	02/12/25	3.500	711,476
1,000		Madison IAQ LLC, LIBOR 3M + 3.250%(9)	(B, B1)	06/21/28	3.750	992,765
442		Thermon Industries, Inc., LIBOR 1M + 3.750%(5),(9)	(B, B2)	10/30/24	4.750	441,198
1,352		Vertiv Group Corp., LIBOR 1M + 2.750%(9)	(B+, B1)	03/02/27	2.851	1,341,536
						10,064,307
Electronics (1.4%)
327		Bright Bidco B.V., LIBOR 3M + 3.500%(9)	(CCC, Caa3)	06/30/24	4.500	263,188
500		CPI International, Inc., LIBOR 1M + 7.250%(4),(5),(9)	(CCC, Caa2)	07/26/25	8.250	467,209
3,869		Idemia Group, LIBOR 3M + 4.500%(9)	(B-, B3)	01/09/26	5.250	3,861,441
1,000		Infinite Bidco LLC, LIBOR 1M + 3.750%(9)	(B-, B2)	03/02/28	4.250	999,380
500		Infinite Bidco LLC, LIBOR 3M + 7.000%(9)	(CCC, Caa2)	03/02/29	7.500	505,000
						6,096,218
Energy - Exploration & Production (0.0%)
865		PES Holdings LLC, 3.000% PIK(2),(7),(9)	(NR, NR)	12/31/22	3.000	19,463
Food & Drug Retailers (1.0%)
1,995		Packaging Coordinators Midco, Inc., LIBOR 3M + 3.500%(9)	(B-, B2)	11/30/27	4.250	1,995,249
1,496		WOOF Holdings, Inc., LIBOR 3M + 3.750%(9)	(B-, B2)	12/21/27	4.500	1,495,008
866		WOOF Holdings, Inc., LIBOR 6M + 7.250%(9)	(CCC, Caa2)	12/21/28	8.000	878,072
						4,368,329
Food - Wholesale (0.6%)
519		AI Aqua Merger Sub, Inc., LIBOR 1M + 4.250%(5),(9)	(B, B2)	12/13/23	5.250	519,187
126		AI Aqua Merger Sub, Inc. (1st Lien Delayed Draw Term Loan)(10)	(B, B3)	06/16/28	0.000	126,138
1,008		AI Aqua Merger Sub, Inc. (1st Lien Term Loan B)(10)	(B, B3)	06/16/28	0.000	1,009,104
212		U.S. Foods, Inc., LIBOR 1M + 2.000%(9)	(BB-, B3)	09/13/26	2.092	208,178
695		United Natural Foods, Inc., LIBOR 1M + 3.500%(9)	(B, B2)	10/22/25	3.592	694,183
						2,556,790
Gaming (0.3%)
946		CBAC Borrower LLC, LIBOR 1M + 4.000%(4),(9)	(CCC+, Caa2)	07/08/24	4.092	919,031
330		Golden Nugget, Inc., LIBOR 2M + 2.500%(9)	(B, B2)	10/04/23	3.250	327,207
						1,246,238
Gas Distribution (0.5%)
1,000		AL NGPL Holdings LLC, LIBOR 3M + 3.750%(9)	(B+, Ba3)	04/14/28	4.750	1,005,000
1,311		Traverse Midstream Partners LLC, LIBOR 1M + 5.500%(9)	(B, B3)	09/27/24	6.500	1,313,682
						2,318,682
Health Facilities (1.3%)
1,000		Insulet Corp., LIBOR 1M + 3.250%(9)	(B+, Ba3)	05/04/28	3.750	1,002,035
1,995		Loire Finco Luxembourg S.a.r.l., LIBOR 1M + 3.750%(9)	(B, B3)	04/21/27	4.750	1,987,519
657		Western Dental Services, Inc., LIBOR 1M + 4.500%(9)	(B-, B3)	06/30/23	5.500	656,620

Par (000)			Ratings† (S&P/Moody’s)	Maturity	Rate%	Value
BANK LOANS (continued)
Health Facilities
$	1,999	Western Dental Services, Inc., LIBOR 1M + 5.250%(9)	(B-, B3)	06/30/23	6.250	$	1,999,855
						5,646,029
Health Services (5.1%)
1,045		ADMI Corp.(10)	(B, B2)	12/23/27	0.000	1,029,280
769		Agiliti Health, Inc., LIBOR 1M + 2.750%(5),(9)	(B+, B1)	01/04/26	3.500	767,006
1,026		Agiliti Health, Inc., LIBOR 1M + 2.750%(5),(9)	(B+, B1)	01/04/26	2.875	1,017,131
2,251		Athenahealth, Inc., LIBOR 3M + 4.250%(9)	(B, B2)	02/11/26	4.410	2,254,232
738		Cano Health LLC, LIBOR 6M + 4.500%(5),(9)	(B, B2)	11/19/27	5.250	737,754
320		Carestream Health, Inc., LIBOR 3M + 6.750%(9)	(B-, B1)	05/08/23	7.750	322,494
2,458		KUEHG Corp., LIBOR 3M + 3.750%(9)	(CCC+, B3)	02/21/25	4.750	2,412,567
1,716		Learning Care Group, Inc., LIBOR 3M + 3.250%(9)	(CCC+, B3)	03/13/25	4.250	1,679,978
2,000		MedAssets Software Intermediate Holdings, Inc., LIBOR 6M + 3.750%(9)	(B-, B2)	01/28/28	4.500	1,996,500
1,000		Pacific Dental Services LLC, LIBOR 1M + 3.500%(9)	(B, B1)	05/05/28	4.250	1,003,540
1,492		PetVet Care Centers LLC, LIBOR 1M + 3.500%(9)	(B, B2)	02/14/25	4.250	1,490,077
1,995		PPD, Inc., LIBOR 1M + 2.250%(9)	(BB-, Ba2)	01/13/28	2.750	1,992,337
295		SCP Eye Care Services LLC, LIBOR 3M + 0.000%(5),(9),(11)	(B-, B3)	03/16/28	4.500	295,085
1,705		SCP Eye Care Services LLC, LIBOR 6M + 4.500%(5),(9)	(B-, B3)	03/16/28	5.250	1,702,415
254		Therapy Brands Holdings LLC(5),(10),(11)	(B-, B2)	05/12/28	0.000	254,237
996		Therapy Brands Holdings LLC, LIBOR 3M + 4.000%(5),(9)	(B-, B2)	05/12/28	4.750	995,763
464		TTF Holdings LLC, LIBOR 3M + 4.250%(5),(9)	(B+, B2)	03/24/28	5.000	463,706
2,167		U.S. Radiology Specialists, Inc., LIBOR 3M + 5.500%(9)	(B-, B3)	12/10/27	6.250	2,184,372
						22,598,474
Insurance Brokerage (1.4%)
399		Acrisure LLC, LIBOR 2M + 3.500%(9)	(B, B2)	02/15/27	3.607	392,642
897		Alliant Holdings Intermediate LLC, LIBOR 1M + 3.750%(9)	(B, B2)	10/08/27	4.250	897,937
499		AssuredPartners, Inc., LIBOR 1M + 3.500%(9)	(B, B1)	02/12/27	3.592	493,480
1,874		NFP Corp., LIBOR 1M + 3.250%(9)	(B, B1)	02/15/27	4.170	1,843,465
2,576		Ryan Specialty Group LLC, LIBOR 1M + 3.000%(9)	(BB-, B1)	09/01/27	3.750	2,570,192
						6,197,716
Investments & Misc. Financial Services (2.8%)
1,496		AlixPartners, LLP, LIBOR 1M + 2.750%(9)	(B+, B1)	02/04/28	3.250	1,488,245
436		Altisource Solutions Sarl, LIBOR 3M + 4.000%(4),(9)	(CCC-, Caa1)	04/03/24	5.000	364,847
1,491		AqGen Ascensus, Inc., LIBOR 1M + 4.000%(9)	(B-, B2)	12/13/26	5.000	1,494,012
1,000		AqGen Ascensus, Inc.(5),(10)	(CCC, Caa2)	05/04/29	0.000	995,000
786		AqGen Island Holdings, Inc.(10)	(B-, B2)	05/20/28	0.000	783,839
374		Ditech Holding Corp.(2),(10)	(NR, NR)	06/30/22	0.000	75,267
920		Focus Financial Partners LLC, LIBOR 1M + 2.000%(9)	(BB-, Ba3)	07/03/24	2.092	908,836
200		HighTower Holdings LLC, LIBOR 3M + 4.000%(9),(11)	(B-, B2)	04/30/28	4.000	200,531
800		HighTower Holdings LLC, LIBOR 3M + 4.000%(9)	(B-, B2)	04/30/28	4.750	802,124
2,614		Hudson River Trading LLC, LIBOR 1M + 3.000%(9)	(BB-, Ba2)	03/20/28	3.092	2,575,610
1,118		Jane Street Group LLC, LIBOR 1M + 2.750%, LIBOR 3M + 2.750%(9)	(BB-, Ba2)	01/26/28	2.839 - 2.842	1,102,899
404		Kestra Advisor Services Holdings A, Inc., LIBOR 1M + 4.250%(9)	(B, B3)	06/03/26	4.350	402,869
1,359		VFH Parent LLC, LIBOR 1M + 3.000%(9)	(B+, Ba3)	03/01/26	3.085	1,351,332
						12,545,411
Machinery (1.6%)
962		Alliance Laundry Systems LLC, LIBOR 2M + 3.500%(9)	(B, B2)	10/08/27	4.250	962,531
229		CMBF LLC(5),(10)	(B, B3)	06/08/28	0.000	229,358
771		CMBF LLC(5),(10)	(B, B3)	06/08/28	0.000	770,642
310		Cohu, Inc., LIBOR 3M + 3.000%(9)	(B+, Ba3)	10/01/25	3.172	309,042
286		CPM Holdings, Inc., LIBOR 1M + 3.500%(9)	(B-, B2)	11/17/25	3.600	284,603
197		CPM Holdings, Inc., LIBOR 1M + 8.250%(4),(9)	(CCC+, Caa2)	11/15/26	8.350	195,559
411		LTI Holdings, Inc., LIBOR 1M + 6.750%(4),(9)	(CCC+, Caa2)	09/06/26	6.842	410,687
963		LTI Holdings, Inc., LIBOR 1M + 3.500%(9)	(B-, B2)	09/06/25	3.592	948,346
999		Penn Engineering & Manufacturing Corp., LIBOR 1M + 2.500%(5),(9)	(BB-, B1)	06/27/24	3.500	998,769
997		Pro Mach Group, Inc., LIBOR 3M + 3.500%(9)	(B-, B2)	03/07/25	4.500	997,798
1,000		Welbilt, Inc., LIBOR 1M + 2.500%(9)	(B-, B3)	10/23/25	2.592	992,500
						7,099,835
Managed Care (1.2%)
1,877		Inovalon Holdings, Inc., LIBOR 1M + 2.750%(9)	(B+, B2)	04/02/25	2.875	1,866,413

Par (000)			Ratings† (S&P/Moody’s)	Maturity	Rate%	Value
BANK LOANS (continued)
Managed Care
$	3,262	MPH Acquisition Holdings LLC, LIBOR 3M + 2.750%(9)	(B+, Ba3)	06/07/23	3.750	$	3,242,814
						5,109,227
Media - Diversified (0.1%)
972		Diamond Sports Group LLC, LIBOR 1M + 3.250%(9)	(CCC+, Caa1)	08/24/26	3.350	537,302
Media Content (0.1%)
443		RVR Dealership Holdings LLC, LIBOR 3M + 4.000%(9)	(B+, B2)	02/08/28	4.750	442,504
Medical Products (2.1%)
1,530		ABB Concise Optical Group LLC, LIBOR 3M + 5.000%(9)	(CCC+, B3)	06/15/23	6.000	1,481,764
1,492		CPI Holdco LLC, LIBOR 1M + 3.750%(9)	(B, B2)	11/04/26	3.842	1,491,510
1,475		CryoLife, Inc., LIBOR 3M + 3.500%(9)	(B, B1)	06/01/27	4.500	1,475,862
1,367		Femur Buyer, Inc., LIBOR 3M + 4.500%(9)	(CCC+, Caa1)	03/05/26	4.647	1,313,575
1,036		Greatbatch Ltd.(10)	(B+, B1)	10/27/22	0.000	1,036,031
2,400		Sotera Health Holdings LLC, LIBOR 3M + 2.750%(9)	(B+, B1)	12/11/26	3.250	2,393,508
						9,192,250
Metals & Mining - Excluding Steel (0.0%)
200		Noranda Aluminum Acquisition Corp., PRIME + 3.500%(2),(5),(9)	(NR, NR)	02/28/19	7.750	100
Packaging (1.0%)
973		Charter NEX U.S., Inc., LIBOR 1M + 3.750%(9)	(B, B2)	12/01/27	4.500	973,200
100		Flex Acquisition Co., Inc.(10)	(B, B2)	06/29/25	0.000	98,693
499		Flex Acquisition Co., Inc., LIBOR 3M + 3.500%(9)	(B, B2)	02/23/28	4.000	495,244
1,565		Proampac PG Borrower LLC, LIBOR 1M + 3.750%(9)	(B-, B2)	11/03/25	4.500	1,566,002
727		Strategic Materials, Inc., LIBOR 3M + 3.750%(4),(9)	(CCC, Caa3)	11/01/24	4.750	656,467
645		Strategic Materials, Inc., LIBOR 3M + 7.750%(4),(5),(9)	(CC, C)	10/31/25	8.750	370,875
344		Technimark LLC, LIBOR 3M + 3.750%(9)	(B-, B2)	06/30/28	4.750	342,398
						4,502,879
Personal & Household Products (1.6%)
937		ABG Intermediate Holdings 2 LLC, LIBOR 3M + 5.250%(9)	(B, B2)	09/27/24	6.250	939,753
1,287		ABG Intermediate Holdings 2 LLC, LIBOR 1M + 3.250%(9)	(B, B2)	09/27/24	4.000	1,283,723
1,079		Anticimex International AB(10)	(B, B2)	07/21/28	0.000	1,077,391
350		MajorDrive Holdings IV LLC, LIBOR 3M + 4.000%(9)	(B, B2)	05/12/28	4.500	349,650
974		Serta Simmons Bedding, LLC (Second Out Term Loan), LIBOR 1M + 7.500%(9)	(B-, Caa2)	08/10/23	8.500	927,812
2,417		Weber-Stephen Products LLC, LIBOR 1M + 3.250%, PRIME + 2.250%(9)	(B, B1)	10/30/27	4.000 - 5.500	2,413,883
						6,992,212
Pharmaceuticals (0.7%)
438		Akorn, Inc., LIBOR 3M + 7.500%(9)	(CCC+, Caa2)	10/01/25	8.500	446,325
441		Bausch Health Companies, Inc., LIBOR 1M + 2.750%(9)	(BB, Ba2)	11/27/25	2.842	437,068
382		Curia Global, Inc.(5),(10)	(B, B2)	08/30/26	0.000	381,636
522		Endo Luxembourg Finance Co. I S.a r.l., LIBOR 3M + 5.000%(9)	(B, B2)	03/27/28	5.750	510,708
1,201		ICON Luxembourg Sarl (LUX Term Loan), LIBOR 3M + 2.500%(9)	(BB+, Ba1)	07/03/28	3.000	1,199,741
299		ICON Luxembourg Sarl (US Term Loan), LIBOR 3M + 2.500%(9)	(BB+, Ba1)	07/03/28	3.000	298,916
						3,274,394
Real Estate Development & Management (0.4%)
1,218		Cushman & Wakefield U.S. Borrower LLC, LIBOR 1M + 2.750%(9)	(B+, Ba3)	08/21/25	2.842	1,202,703
470		Forest City Enterprises LP, LIBOR 1M + 3.500%(9)	(B+, B2)	12/08/25	3.592	462,128
						1,664,831
Real Estate Investment Trusts (0.3%)
714		Blackstone Mortgage Trust, Inc., LIBOR 1M + 2.750%(5),(9)	(B+, Ba2)	04/23/26	3.250	711,411
744		Claros Mortgage Trust, Inc., LIBOR 1M + 5.000%(5),(9)	(B+, Ba3)	08/09/26	6.000	745,249
						1,456,660
Recreation & Travel (1.2%)
250		Bulldog Purchaser, Inc., LIBOR 3M + 7.750%(9)	(CCC-, Caa3)	09/04/26	7.885	228,125
1,953		Bulldog Purchaser, Inc., LIBOR 3M + 3.750%(9)	(B-, B3)	09/05/25	3.885	1,892,440
197		Crown Finance U.S., Inc., LIBOR 6M + 2.500%(9)	(CCC, Caa2)	02/28/25	3.500	160,276
490		Crown Finance U.S., Inc., LIBOR 3M + 2.750%(9)	(CCC, Caa2)	09/30/26	3.750	394,877
96		Crown Finance U.S., Inc., LIBOR 3M + 7.000% Cash, 8.250% PIK(7),(9)	(B-, B3)	05/23/24	15.250	119,511

Par (000)			Ratings† (S&P/Moody’s)	Maturity	Rate%	Value
BANK LOANS (continued)
Recreation & Travel
$	62	Crown Finance U.S., Inc., LIBOR 3M + 8.250%(5),(9)	(B-, B3)	05/23/24	8.380	$	59,689
874		Hornblower Sub LLC, LIBOR 3M + 4.500%(9)	(CCC-, Caa2)	04/27/25	5.500	809,377
1,134		Hornblower Sub LLC, LIBOR 6M + 8.125%(5),(9)	(NR, NR)	11/10/25	9.125	1,193,557
350		Hornblower Sub LLC, LIBOR 3M + 8.125%(5),(9)	(NR, NR)	11/10/25	9.125	368,375
						5,226,227
Restaurants (2.7%)
2,995		Flynn Restaurant Group LP, LIBOR 1M + 3.500%(9)	(B, B2)	06/27/25	3.592	2,973,701
995		IRB Holding Corp., LIBOR 3M + 3.250%(9)	(B, B2)	12/15/27	4.250	993,134
1,969		IRB Holding Corp., LIBOR 3M + 2.750%(9)	(B, B2)	02/05/25	3.750	1,961,438
688		K-Mac Holdings Corp.(10)	(CCC, Caa2)	07/20/29	0.000	693,652
481		Miller’s Ale House, Inc., LIBOR 1M + 4.750%(4),(9)	(CCC+, Caa1)	05/30/25	4.839	462,823
1,979		Tacala LLC, LIBOR 1M + 3.500%(9)	(B-, B2)	02/05/27	3.592	1,977,241
375		Tacala LLC(10)	(CCC, Caa2)	02/04/28	0.000	375,750
1,441		Whatabrands LLC, LIBOR 1M + 2.750%(9)	(B+, B2)	07/31/26	2.839	1,440,259
1,260		Whatabrands LLC(10)	(B, B2)	07/12/28	0.000	1,255,666
						12,133,664
Software - Services (10.0%)
1,727		Applied Systems, Inc., LIBOR 3M + 3.250%(9)	(B-, B2)	09/19/24	3.750	1,722,802
989		Applied Systems, Inc., LIBOR 3M + 5.500%(9)	(CCC, Caa2)	09/19/25	6.250	1,003,509
1,737		Aston FinCo Sarl, LIBOR 1M + 4.250%(9)	(B-, B2)	10/09/26	4.335	1,732,962
1,247		Ceridian HCM Holding, Inc., LIBOR 1W + 2.500%(9)	(B+, B1)	04/30/25	2.584	1,227,002
996		CommerceHub, Inc., LIBOR 3M + 4.000%(9)	(B, B2)	12/29/27	4.750	998,267
1,358		DCert Buyer, Inc., LIBOR 1M + 4.000%(9)	(B-, B2)	10/16/26	4.092	1,358,194
686		EAB Global, Inc.(10)	(B-, B2)	06/28/28	0.000	682,174
886		Emerald TopCo, Inc., LIBOR 1M + 3.500%, LIBOR 3M + 3.500%(9)	(B, B2)	07/24/26	3.592 - 3.629	877,449
600		Epicor Software Corp., LIBOR 1M + 7.750%(9)	(CCC, Caa2)	07/31/28	8.750	621,249
2,186		Epicor Software Corp., LIBOR 1M + 3.250%(9)	(B-, B2)	07/30/27	4.000	2,182,403
3,774		Finastra U.S.A., Inc., LIBOR 6M + 3.500%(9)	(CCC+, B2)	06/13/24	4.500	3,720,716
500		Finastra U.S.A., Inc., LIBOR 6M + 7.250%(9)	(CCC-, Caa2)	06/13/25	8.250	504,220
738		First Advantage Holdings LLC(10)	(BB-, B1)	01/31/27	0.000	733,945
1,640		Flexera Software LLC, LIBOR 3M + 3.750%(9)	(B-, B1)	03/03/28	4.500	1,642,403
1,866		Huskies Parent, Inc., LIBOR 1M + 4.000%(9)	(B-, B2)	07/31/26	4.092	1,866,452
975		Hyland Software, Inc., LIBOR 1M + 3.500%(9)	(B-, B1)	07/01/24	4.250	976,266
431		IGT Holding IV AB, LIBOR 3M + 3.750%(9)	(B, B2)	03/31/28	4.250	428,921
253		MA FinanceCo. LLC, LIBOR 3M + 4.250%(9)	(BB-, B1)	06/05/25	5.250	254,669
323		MA FinanceCo. LLC, LIBOR 1M + 2.750%(9)	(BB-, B1)	06/21/24	2.842	319,582
658		Navicure, Inc., LIBOR 1M + 4.000%(9)	(B-, B2)	10/22/26	4.092	656,721
1,208		Newport Group, Inc., LIBOR 3M + 3.500%(9)	(B, B2)	09/13/25	3.647	1,199,905
2,211		Polaris Newco LLC, LIBOR 6M + 4.000%(9)	(B-, B2)	06/02/28	4.500	2,212,517
2,729		Project Alpha Intermediate Holding, Inc., LIBOR 1M + 4.000%(9)	(B, B3)	04/26/24	4.100	2,728,047
1,100		Project Boost Purchaser LLC, LIBOR 1M + 3.500%(9)	(B-, B2)	06/01/26	3.592	1,089,832
482		Project Ruby Ultimate Parent Corp., LIBOR 1M + 3.250%(9)	(B, B2)	03/03/28	4.000	480,384
1,629		Proofpoint, Inc.(10)	(B-, B2)	06/09/28	0.000	1,615,153
2,000		RealPage, Inc., LIBOR 1M + 3.250%(9)	(B, B2)	04/24/28	3.750	1,990,380
586		Redstone Buyer LLC(10),(11)	(B, B1)	04/27/28	0.000	582,907
1,497		Redstone Buyer LLC, LIBOR 3M + 4.750%(9)	(B, B1)	04/27/28	5.500	1,489,355
2,184		Seattle Spinco, Inc., LIBOR 1M + 2.750%(9)	(BB-, B1)	06/21/24	2.842	2,158,234
632		SkillSoft Corp., LIBOR 3M + 4.750%(9)	(B-, B2)	06/30/28	5.500	636,797
2,415		The Ultimate Software Group, Inc., LIBOR 1M + 3.750%(9)	(B-, B1)	05/04/26	3.842	2,416,840
1,689		Virtusa Corp., LIBOR 1M + 4.250%(9)	(B+, B2)	02/11/28	5.000	1,697,478
418		VS Buyer LLC, LIBOR 1M + 3.000%(9)	(B, B1)	02/28/27	3.092	415,279
						44,223,014
Specialty Retail (0.3%)
851		EG America LLC, LIBOR 3M + 4.000%(9)	(B-, B3)	02/07/25	4.147	846,854
700		Mister Car Wash Holdings, Inc., LIBOR 1M + 3.000%(9)	(B, B2)	05/14/26	3.087	697,432
						1,544,286
Steel Producers/Products (0.1%)
463		Zekelman Industries, Inc., LIBOR 1M + 2.000%(9)	(BB, Ba3)	01/24/27	2.087	457,501
Support - Services (2.8%)
866		APFS Staffing Holdings, Inc.(10)	(B, B2)	04/15/26	0.000	866,254
997		Belfor Holdings, Inc., LIBOR 1M + 3.750%(5),(9)	(B, B1)	04/06/26	3.842	999,949
2,479		Change Healthcare Holdings LLC(10)	(B+, B1)	03/01/24	0.000	2,476,857

Par (000)			Ratings† (S&P/Moody’s)	Maturity	Rate%	Value
BANK LOANS (continued)
Support - Services
$	1,500	LaserShip, Inc., LIBOR 6M + 4.500%(9)	(B-, B2)	05/07/28	5.250	$	1,502,347
656		Long Term Care Group, Inc., LIBOR 1M + 5.250%(5),(9)	(B, B3)	12/06/22	6.250	654,109
438		Osmose Utilities Services, Inc., LIBOR 3M + 3.250%(9)	(B, B2)	06/23/28	3.750	434,717
959		Pike Corp., LIBOR 1M + 3.000%(9)	(B, Ba3)	01/21/28	3.100	955,045
995		Protective Industrial Products, Inc., LIBOR 1M + 4.000%(9)	(B-, B2)	01/20/28	4.750	991,275
962		SAI Global Holdings II (Australia) Pty. Ltd., LIBOR 1M + 4.500%(4),(9)	(CCC, Caa1)	12/20/23	5.500	954,251
327		USS Ultimate Holdings, Inc., LIBOR 1M + 7.750%(4),(9)	(CCC, Caa1)	08/25/25	8.750	327,989
1,492		White Cap Buyer LLC, LIBOR 1M + 4.000%(9)	(B, B2)	10/19/27	4.500	1,495,750
595		Wrench Group LLC, LIBOR 3M + 4.000%(5),(9)	(B, B2)	04/30/26	4.147	595,010
						12,253,553
Tech Hardware & Equipment (0.6%)
590		CommScope, Inc., LIBOR 1M + 3.250%(9)	(B, Ba3)	04/06/26	3.342	585,131
1,000		Ingram Micro, Inc.(10)	(BB-, B1)	06/30/28	0.000	1,002,000
1,192		Ultra Clean Holdings, Inc.(10)	(B+, B1)	08/27/25	0.000	1,194,527
						2,781,658
Telecom - Wireless (0.4%)
1,992		Eagle Broadband Investments LLC, LIBOR 3M + 3.000%(9)	(B+, B2)	11/12/27	3.750	1,989,176
Telecom - Wireline Integrated & Services (1.8%)
481		Altice Financing S.A., LIBOR 3M + 2.750%(9)	(B, B2)	01/31/26	2.900	472,426
1,469		Altice France S.A., LIBOR 3M + 3.688%(9)	(B, B2)	01/31/26	3.814	1,454,099
1,407		CenturyLink, Inc., LIBOR 1M + 2.250%(9)	(BBB-, Ba3)	03/15/27	2.342	1,387,105
766		Cologix, Inc., LIBOR 1M + 3.750%(9)	(B-, B2)	05/01/28	4.500	768,204
638		GTT Communications, Inc., LIBOR 3M + 2.750%(9)	(CCC-, NR)	05/31/25	2.900	506,730
188		GTT Communications, Inc. (1st Lien Term Loan B), LIBOR 1M + 5.000% Cash, 2.500% PIK(7),(9)	(CCC+, NR)	12/31/21	8.500	191,100
126		GTT Communications, Inc. (Incremental Term Loan), LIBOR 1M + 5.000% Cash, 2.500% PIK(7),(9)	(CCC+, NR)	12/31/21	8.500	128,052
1,109		MTN Infrastructure TopCo, Inc., LIBOR 1M + 3.000%(9)	(B, B2)	11/15/24	4.000	1,109,417
499		Numericable Group S.A., LIBOR 3M + 2.750%(9)	(B, B2)	07/31/25	2.879	486,749
951		TVC Albany, Inc., LIBOR 1M + 3.500%(5),(9)	(B-, B2)	07/23/25	3.590	935,842
438		TVC Albany, Inc., LIBOR 1M + 7.500%(4),(5),(9)	(CCC, Caa2)	07/23/26	7.590	415,625
						7,855,349
Theaters & Entertainment (2.4%)
2,704		Metro-Goldwyn-Mayer, Inc., LIBOR 1M + 4.500%(9)	(CCC+, B3)	07/03/26	5.500	2,713,231
313		Technicolor S.A., LIBOR 6M + 6.000% Cash, 6.000% PIK(7),(9)	(B, Caa1)	06/30/24	12.150	346,580
971		Technicolor S.A., LIBOR 6M + 6.000% Cash, 6.000% PIK(7),(9)	(B, Caa1)	06/30/24	12.150	1,075,566
874		Technicolor S.A., LIBOR 3M + 2.750% Cash, 3.000% PIK(7),(9)	(CCC, Ca)	12/31/24	5.950	847,447
168		TopGolf International, Inc., LIBOR 3M + 6.250%(5),(9)	(B-, B3)	02/08/26	7.000	172,044
2,692		UFC Holdings LLC, LIBOR 6M + 2.750%(9)	(B, B2)	04/29/26	2.909	2,678,683
2,946		William Morris Endeavor Entertainment LLC, LIBOR 1M + 2.750%(9)	(B, B3)	05/18/25	2.850	2,870,264
						10,703,815
Trucking & Delivery (0.6%)
1,250		American Trailer World Corp., LIBOR 1M + 3.750%(9)	(B, B3)	03/03/28	4.500	1,235,163
1,468		Transplace Holdings, Inc., LIBOR 3M + 3.750%(4),(9)	(B-, B1)	10/07/24	4.750	1,469,751
						2,704,914
TOTAL BANK LOANS (Cost $258,576,727)						257,087,423
ASSET BACKED SECURITIES (3.6%)
Collateralized Debt Obligations (3.6%)
1,350		Anchorage Capital CLO 15 Ltd., 2020-15A, Rule 144A, LIBOR 3M + 7.400% (1),(9)	(NR, Ba3)	07/20/34	7.534	1,350,941
1,000		Battalion CLO XV Ltd., 2020-15A, Rule 144A, LIBOR 3M + 6.350% (1),(9)	(BB-, NR)	01/17/33	6.484	1,000,892
750		BlueMountain Fuji U.S. CLO III Ltd., 2017-3A, Rule 144A, LIBOR 3M + 5.200% (1),(9)	(BB-, NR)	01/15/30	5.326	708,463
750		Carlyle Global Market Strategies CLO Ltd., 2014-3RA, Rule 144A, LIBOR 3M + 5.400% (1),(9)	(B+, NR)	07/27/31	5.529	707,767
750		CIFC Funding Ltd., 2014-1A, Rule 144A, LIBOR 3M + 5.850% (1),(9)	(B+, NR)	01/18/31	5.984	710,483
750		Goldentree Loan Opportunities XI Ltd., 2015-11A, Rule 144A, LIBOR 3M + 5.400% (1),(9)	(NR, Ba3)	01/18/31	5.534	728,560
1,225		Greywolf CLO V Ltd., 2015-1A, Rule 144A, LIBOR 3M + 5.850% (1),(9)	(B+, NR)	01/27/31	5.975	1,202,355

Par (000)			Ratings† (S&P/Moody’s)	Maturity	Rate%	Value
ASSET BACKED SECURITIES (continued)
Collateralized Debt Obligations
$	500	Halcyon Loan Advisors Funding Ltd., 2015-2A, Rule 144A (1),(4),(10)	(NR, NR)	07/25/27	0.000	$	12,500
1,000		KKR CLO Ltd., 16, Rule 144A, LIBOR 3M + 6.750% (1),(9)	(NR, Ba3)	01/20/29	6.884	996,947
500		KKR CLO Ltd., 20, Rule 144A, LIBOR 3M + 5.500% (1),(9)	(NR, Ba3)	10/16/30	5.626	478,089
750		KKR Financial CLO Ltd., 2013-1A, Rule 144A, LIBOR 3M + 6.080% (1),(9)	(NR, Ba3)	04/15/29	6.206	729,406
1,000		Neuberger Berman Loan Advisers CLO 43 Ltd., 2021-43A, Rule 144A, LIBOR 3M + 3.100% (1),(9)	(BBB-, NR)	07/17/35	0.000	1,000,899
1,000		Oaktree CLO Ltd., 2019-4A, Rule 144A, LIBOR 3M + 7.230% (1),(9)	(BB-, NR)	10/20/32	7.364	996,725
750		Octagon Investment Partners 31 LLC, 2017-1A, Rule 144A, LIBOR 3M + 6.300% (1),(9)	(NR, Ba3)	07/20/30	6.434	730,702
500		Shackleton CLO Ltd., 2014-6RA, Rule 144A, LIBOR 3M + 2.970% (1),(9)	(NR, Baa3)	07/17/28	3.104	495,975
1,000		Silver Creek CLO Ltd., 2014-1A, Rule 144A, LIBOR 3M + 3.350% (1),(9)	(NR, Baa3)	07/20/30	3.484	1,000,560
500		Venture CLO Ltd., 2018-35A, Rule 144A, LIBOR 3M + 3.500% (1),(9)	(NR, Baa3)	10/22/31	3.638	484,136
500		Venture XXVIII CLO Ltd., 2017-28A, Rule 144A, LIBOR 3M + 6.150% (1),(9)	(NR, Ba3)	07/20/30	6.284	467,011
750		Vibrant CLO VI Ltd., 2017-6A, Rule 144A, LIBOR 3M + 5.750% (1),(9)	(NR, B1)	06/20/29	5.885	679,026
500		Voya CLO Ltd., 2014-4A, Rule 144A, LIBOR 3M + 3.350% (1),(9)	(BBB-, NR)	07/14/31	3.483	486,993
750		Wind River CLO Ltd., 2015-2A, Rule 144A, LIBOR 3M + 5.550% (1),(9)	(NR, Ba3)	10/15/27	5.676	747,588
TOTAL ASSET BACKED SECURITIES (Cost $16,488,445)						15,716,018
Number of Shares
COMMON STOCKS (2.6%)
Auto Parts & Equipment (0.0%)
11,414		Jason Group, Inc.(12)				114,142
Building & Construction (0.0%)
2		White Forest Resources, Inc.(3),(5),(12)				—
Chemicals (0.1%)
1,512		Project Investor Holdings LLC(3),(4),(5),(12)				15
25,202		Proppants Holdings LLC(3),(4),(5),(12)				1,260
6,341		UTEX Industries, Inc.(12)				259,981
						261,256
Energy - Exploration & Production (0.0%)
37,190		PES Energy, Inc.(3),(4),(5),(12)				372
Investments & Misc. Financial Services (1.7%)
7,000		Accelerate Acquisition Corp.(12)				67,690
43,189		ArcLight Clean Transition Corp. II(12)				422,389
48,000		Ares Acquisition Corp.(6),(12)				469,440
10,000		Cartesian Growth Corp.(12)				96,500
49,770		CC Neuberger Principal Holdings III(12)				484,262
80,000		DHC Acquisition Corp.(12)				777,600
10,000		EJF Acquisition Corp.(12)				96,300
90,953		FTAC Hera Acquisition Corp.(12)				883,154
29,046		Gores Guggenheim, Inc.(6),(12)				287,555
40,000		Gores Holdings VII, Inc.(12)				394,000
35,000		Gores Holdings VIII, Inc., Class A(12)				345,800
8,253		Gores Metropoulos II, Inc.(6),(12)				81,705
19,603		Gores Technology Partners, Inc.(12)				191,129
50,000		Hudson Executive Investment Corp. III(12)				483,000
155,000		KKR Acquisition Holdings I Corp.(12)				1,512,800
42,000		Mason Industrial Technology, Inc.(12)				407,820
15,000		Northern Star Investment Corp. IV(12)				145,500
30,000		Pathfinder Acquisition Corp.(12)				295,800
10,000		Pivotal Investment Corp. III(12)				96,600
15,000		Warburg Pincus Capital l Corp.(12)				147,300
						7,686,344
Metals & Mining - Excluding Steel (0.5%)
1,100,000		Taseko Mines Ltd.(6),(12)				1,973,805
Oil Field Equipment & Services (0.0%)
3,529		Pioneer Energy Services Corp.(3),(5),(12)				56,464

Number of Shares		Value
COMMON STOCKS (continued)
Pharmaceuticals (0.1%)
37,299	Akorn Holding Company LLC(12)	$	542,700
Private Placement (0.2%)
279,199	Technicolor S.A. EUR 27.0(12),(13)	979,649
Support - Services (0.0%)
87	Sprint Industrial Holdings LLC, Class G(3),(4),(5),(12)	—
8	Sprint Industrial Holdings LLC, Class H(3),(4),(5),(12)	—
19	Sprint Industrial Holdings LLC, Class I(3),(4),(5),(12)	—
		0
TOTAL COMMON STOCKS (Cost $11,065,380)		11,614,732
WARRANTS (0.1%)
Chemicals (0.0%)
6,300	Project Investor Holdings LLC, expires 02/20/2022(3),(4),(5),(12)	—
Investments & Misc. Financial Services (0.1%)
2,333	Accelerate Acquisition Corp. expires 12/31/2027(12)	2,939
8,637	ArcLight Clean Transition Corp. II expires 02/04/2023(12)	10,710
8,200	Ares Acquisition Corp. expires 12/31/2027(12)	9,434
3,333	Cartesian Growth Corp. expires 12/31/2027(12)	3,000
9,954	CC Neuberger Principal Holdings III expires 12/31/2027(12)	11,547
26,666	DHC Acquisition Corp. expires 12/31/2027(12)	27,999
3,333	EJF Acquisition Corp. expires 02/28/2027(12)	2,877
22,738	FTAC Hera Acquisition Corp. expires 12/31/2027(12)	26,831
12,000	Gores Guggenheim, Inc., expires 12/31/2027(6),(12)	24,840
5,000	Gores Holdings VII, Inc. expires 12/31/2027(12)	6,400
4,375	Gores Holdings VIII, Inc. expires 12/31/2027(12)	5,906
1,650	Gores Metropoulos II, Inc. expires 01/31/2028(12)	2,475
3,920	Gores Technology Partners, Inc., expires 12/31/2027(12)	5,057
10,000	Hudson Executive Investment Corp. III expires 12/31/2028(12)	11,100
38,750	KKR Acquisition Holdings I Corp. expires 12/31/2027(12)	44,950
14,000	Mason Industrial Technology, Inc. expires 12/31/2027(12)	11,200
2,500	Northern Star Investment Corp. IV expires 12/31/2027(12)	2,938
6,000	Pathfinder Acquisition Corp. expires 12/31/2027(12)	7,620
2,000	Pivotal Investment Corp. III expires 12/31/2027(12)	2,440
3,000	Warburg Pincus Capital expires 02/17/2022(12)	3,600
		223,863
Recreation & Travel (0.0%)
29,277	Cineworld Group, expires 12/21/2025(12)	11,477
TOTAL WARRANTS (Cost $180,668)		235,340
SHORT-TERM INVESTMENTS (0.2%)
964,375	State Street Navigator Securities Lending Government Money Market Portfolio 0.05%(14) (Cost $964,375)	964,375
TOTAL INVESTMENTS AT VALUE (97.4%) (Cost $429,661,260)		430,185,259
OTHER ASSETS IN EXCESS OF LIABILITIES (2.6%)		11,304,537
NET ASSETS (100.0%)		$	441,489,796

†	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, 2021, these securities amounted to a value of $145,227,750 or 32.9% of net assets.
(2)	Bond is currently in default.
(3)	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.
(4)	Illiquid security (unaudited).
(5)	Security is valued using significant unobservable inputs.
(6)	Security or portion thereof is out on loan.
(7)	PIK: Payment-in-kind security for which part of the income earned may be paid as additional principal.
(8)	Convertible security.
(9)	Variable rate obligation - The interest rate shown is the rate in effect as of July 31, 2021. The rate may be subject to a cap and floor.

(10)	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, 2021.
(11)	All or a portion is an unfunded loan commitment.
(12)	Non-income producing security.
(13)	Security is held through holdings of 100 shares of the CIG Special Purpose SPC — Credit Suisse Strategic Income Fund Segregated Portfolio, an affiliated entity.
(14)	Represents security purchased with cash collateral received for securities on loan. The rate shown is the annualized one-day yield at July 31, 2021.

INVESTMENT ABBREVIATIONS

1M = 1 Month

1W = 1 Week

2M = 2 Month

3M = 3 Month

6M = 6 Month

12M = 12 Month

LIBOR = London Interbank Offered Rate

NR = Not Rated

Sarl - société à responsabilité limitée

Forward Foreign Currency Contracts

Forward Currency to be Purchased (Local)		Forward Currency to be Sold (Local)		Expiration Date	Counterparty	Value on Settlement Date			Current Value/Notional			Net Unrealized Appreciation (Depreciation)
CAD	3,085,500	USD	2,409,949	10/13/21	Deutsche Bank AG	$	2,409,949		$	2,471,505		$	61,556
CAD	176,000	USD	138,663	10/13/21	Morgan Stanley	138,663			140,977			2,314
CAD	297,000	USD	242,853	10/13/21	Barclays Bank PLC	242,853			237,900			(4,953		)
CAD	2,255,000	USD	1,821,132	10/13/21	JPMorgan Chase	1,821,132			1,806,271			(14,861		)
GBP	4,509	USD	6,206	10/13/21	Deutsche Bank AG	6,206			6,269			63
GBP	3,426	USD	4,747	10/13/21	Barclays Bank PLC	4,747			4,763			16
GBP	3,484	USD	4,851	10/13/21	JPMorgan Chase	4,851			4,845			(6		)
USD	3,840,849	CAD	4,939,000	10/13/21	Deutsche Bank AG	(3,840,849		)	(3,956,173		)	(115,324		)
USD	682,125	CAD	863,500	10/13/21	Morgan Stanley	(682,125		)	(691,668		)	(9,543		)
USD	1,932,907	CAD	2,376,000	10/13/21	JPMorgan Chase	(1,932,907		)	(1,903,192		)	29,715
USD	78,702	CAD	99,000	10/13/21	Barclays Bank PLC	(78,702		)	(79,300		)	(598		)
USD	25,823	GBP	18,825	10/13/21	Deutsche Bank AG	(25,823		)	(26,178		)	(355		)
USD	4,017	GBP	2,928	10/13/21	Barclays Bank PLC	(4,017		)	(4,071		)	(54		)
USD	1,451	GBP	1,025	10/13/21	JPMorgan Chase	(1,451		)	(1,425		)	26
												$	(52,004	)

Currency Abbreviations:

CAD = Canadian Dollar

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. 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, 2021 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	$	—	$	144,171,902	$	395,469		$	144,567,371
Bank Loans	—		235,535,047		21,552,376			257,087,423
Asset Backed Securities	—		15,716,018		—			15,716,018
Common Stocks	9,660,149		1,896,472		58,111			11,614,732
Warrants	223,863		11,477		0		(1)	235,340
Short-term Investment	—		964,375		—			964,375
	$	9,884,012	$	398,295,291	$	22,005,956		$	430,185,259
Other Financial Instruments*
Forward Foreign Currency Contracts	$	—	$	93,690	$	—		$	93,690
Liabilities	Level 1		Level 2		Level 3			Total
Other Financial Instruments*
Forward Foreign Currency Contracts	$	—	$	145,694	$	—		$	145,694

*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, 2021 for which significant unobservable inputs were used in determining fair value.

	Corporate Bonds			Bank Loans			Common Stocks			Warrants			Total
Balance as of October 31, 2020	$	146,871		$	12,986,029		$	313,201		$	0	(1)	$	13,446,101
Accrued discounts (premiums)	1,557			11,211			—			—			12,768
Purchases	15,416			21,120,933			—			—			21,136,349
Sales	(34,859		)	(9,412,177		)	(259,802		)	—			(9,706,838		)
Realized gain (loss)	(12,484		)	(10,275		)	215,925			—			193,166
Change in unrealized appreciation (depreciation)	278,968			653,637			(97,443		)	—			835,162
Transfers into Level 3	—			2,262,796			372			—			2,263,168
Transfers out of Level 3	—			(6,059,778		)	(114,142		)	—			(6,173,920		)
Balance as of July 31, 2021	$	395,469		$	21,552,376		$	58,111		$	0	(1)	$	22,005,956
Net change in unrealized appreciation (depreciation) from investments still held as of July 31, 2021	$	278,636		$	431,071		$	27,607		$	—		$	737,314

(1)   Includes zero valued securities.

Quantitative Disclosure About Significant Unobservable Inputs

	Fair Value		Valuation	Unobservable	Range
Asset Class	At 07/31/2021		Technique	Input	(Weighted Average)*
Bank Loans	$	21,552,376	Vendor Pricing	Single Broker Quote	$0.00 - $1.05 $(0.99)
Common Stocks	$	56,464	Vendor Pricing	Single Broker Quote	$16.00 (N/A)
	$	1,647	Income Approach	Expected Remaining Distribution	$0.00 - $0.05 $(0.04)
Corporate Bonds	$	394,763	Vendor Pricing	Single Broker Quote	$0.01 - $1.17 $(1.14)
	$	706	Income Approach	Expected Remaining Distribution	$0.01 (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, 2021, $2,263,168 was transferred from Level 2 to Level 3 due to a lack of a pricing source supported by observable inputs and $6,173,920 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.