Quarterly Schedule of Portfolio Holdings of Registered Management Investment Company (n-q)

UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549

FORM N-Q

QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED
MANAGEMENT INVESTMENT COMPANY

Investment Company Act file number			811-09054

CREDIT SUISSE OPPORTUNITY FUNDS
(Exact name of registrant as specified in charter)

c/o Credit Suisse Asset Management, LLC One Madison Avenue New York, New York					10010
(Address of principal executive offices)					(Zip code)

John G. Popp One Madison Avenue New York, New York 10010
(Name and address of agent for service)

Registrant’s telephone number, including area code:				(212) 325-2000

Date of fiscal year end:	October 31st

Date of reporting period:		November 1, 2013 to January 31, 2014

Item 1: Schedule of Investments

Credit Suisse Strategic Income Fund

Schedule of Investments

January 31, 2014 (unaudited)

Par (000)			Ratings † (S&P/Moody’s)	Maturity	Rate%	Value

CORPORATE BONDS (37.4%)
Brokerage (0.5%)
$	500	Jefferies Finance LLC, Rule 144A, Senior Unsecured Notes (Callable 04/01/16 @ 105.53)‡	(B+, B1)	04/01/20	7.375	$	526,250

Building Materials (2.0%)
600		Euramax International, Inc., Global Senior Secured Notes (Callable 03/03/14 @ 107.13)	(B-, Caa2)	04/01/16	9.500	607,500
1,000		Headwaters, Inc., Rule 144A, Company Guaranteed Notes (Callable 01/15/16 @ 103.63)‡	(CCC+, Caa2)	01/15/19	7.250	1,030,000
250		International Wire Group Holdings, Inc., Rule 144A, Senior Secured Notes (Callable 10/15/15 @ 104.25)‡	(B, B3)	10/15/17	8.500	271,875
						1,909,375

Chemicals (1.0%)
334		Reichhold Industries, Inc., PIK, Rule 144A, Senior Secured Notes‡	(CCC+, NR)	05/08/17	11.000	205,353
500		U.S. Coatings Acquisition, Inc., Reg S, Senior Secured Notes (Callable 02/01/16 @ 104.31)€	(B+, B1)	02/01/21	5.750	711,023
						916,376

Consumer Products (1.6%)
1,000		Alphabet Holding Co., Inc., PIK, Rule 144A, Senior Unsecured Notes (Callable 11/01/14 @ 102.00)‡	(B-, Caa1)	11/01/17	8.500	1,031,875
500		Waterjet Holdings, Inc., Rule 144A, Senior Secured Notes (Callable 02/01/17 @ 103.81)‡	(B, B2)	02/01/20	7.625	512,500
						1,544,375

Diversified Capital Goods (1.6%)
750		Anixter, Inc., Global Company Guaranteed Notes	(BB, Ba3)	05/01/19	5.625	787,500
750		Belden, Inc., Rule 144A, Company Guaranteed Notes (Callable 09/01/17 @ 102.75)‡	(B+, Ba2)	09/01/22	5.500	735,000
						1,522,500

Environmental (0.8%)
700		EnergySolutions LLC, Global Company Guaranteed Notes (Callable 08/15/14 @ 105.38)	(B+, Caa2)	08/15/18	10.750	747,250

Food - Wholesale (0.1%)
135		Wells Enterprises, Inc., Rule 144A, Senior Secured Notes (Callable 02/01/16 @ 105.06)‡	(B+, B3)	02/01/20	6.750	138,375

Gas Distribution (2.8%)
1,000		Energy Transfer Equity LP, Senior Secured Notes	(BB, Ba2)	10/15/20	7.500	1,131,250
1,000		Genesis Energy LP, Global Company Guaranteed Notes (Callable 02/15/17 @ 102.88)	(B, B1)	02/15/21	5.750	1,020,000
500		Holly Energy Finance Corp., Global Company Guaranteed Notes (Callable 03/01/16 @ 103.25)	(BB-, B1)	03/01/20	6.500	522,500
						2,673,750

Health Facilities (1.5%)
500		Aviv Healthcare Capital Corp., Global Company Guaranteed Notes (Callable 10/15/17 @ 103.00)	(BB, Ba3)	10/15/21	6.000	515,000
500		MPT Finance Corp., Company Guaranteed Notes (Callable 02/15/17 @ 103.19)	(BB, Ba1)	02/15/22	6.375	518,750
400		MPT Finance Corp., Global Company Guaranteed Notes (Callable 05/01/16 @ 103.44)	(BB, Ba1)	05/01/21	6.875	428,000
						1,461,750

Insurance Brokerage (0.3%)
250		A-S Merger Sub LLC, Rule 144A, Senior Unsecured Notes (Callable 12/15/15 @ 103.94)‡	(CCC+, Caa2)	12/15/20	7.875	265,625

Investments & Misc. Financial Services (1.0%)
500		Cabot Financial Luxembourg S.A., Rule 144A, Senior Secured Notes (Callable 10/01/15 @ 107.78)‡£	(BB, B1)	10/01/19	10.375	953,201

Par (000)			Ratings † (S&P/Moody’s)	Maturity	Rate%	Value

CORPORATE BONDS
Machinery (0.5%)
$	500	BlueLine Rental Finance Corp., Rule 144A, Secured Notes (Callable 02/01/16 @ 103.50)‡	(B, B3)	02/01/19	7.000	$	518,125

Media - Cable (1.6%)
1,000		Midcontinent Communications & Midcontinent Finance Corp., Rule 144A, Company Guaranteed Notes (Callable 08/01/16 @ 104.69)‡	(B-, B3)	08/01/21	6.250	1,032,500
250		Virgin Media Finance PLC, Rule 144A, Company Guaranteed Notes (Callable 04/15/18 @ 103.19)‡	(B, B2)	04/15/23	6.375	256,250
250		Virgin Media Secured Finance PLC, Rule 144A, Senior Secured Notes (Callable 04/15/17 @ 102.69)‡	(BB-, Ba3)	04/15/21	5.375	251,875
						1,540,625

Media - Diversified (0.0%)
40		Block Communications, Inc., Rule 144A, Senior Unsecured Notes (Callable 02/01/16 @ 103.63)‡	(BB-, Ba3)	02/01/20	7.250	42,700

Media - Services (0.5%)
500		Clear Channel Worldwide Holdings, Inc., Series B, Global Company Guaranteed Notes (Callable 11/15/17 @ 103.25)	(B, B1)	11/15/22	6.500	516,250

Medical Products (0.3%)
250		Polymer Group, Inc., Global Senior Secured Notes (Callable 02/01/15 @ 103.88)	(B, B1)	02/01/19	7.750	266,250

Metals & Mining - Excluding Steel (4.9%)
500		Arch Coal, Inc., Rule 144A, Secured Notes (Callable 01/15/16 @ 104.00)‡	(CCC+, B3)	01/15/19	8.000	500,000
500		Boart Longyear Management Pty. Ltd., Rule 144A, Company Guaranteed Notes (Callable 04/01/16 @ 103.50)‡	(B, B3)	04/01/21	7.000	381,250
500		Boart Longyear Management Pty. Ltd., Rule 144A, Senior Secured Notes‡	(BB-, B1)	10/01/18	10.000	527,500
250		Eldorado Gold Corp., Rule 144A, Senior Unsecured Notes (Callable 12/15/16 @ 103.06)‡	(BB, Ba3)	12/15/20	6.125	240,000
1,000		KGHM International Ltd., Rule 144A, Company Guaranteed Notes (Callable 06/15/15 @ 103.88)‡	(BB-, B1)	06/15/19	7.750	1,065,000
750		Noranda Aluminum Acquisition Corp., Rule 144A, Company Guaranteed Notes (Callable 03/01/16 @ 105.50)‡	(CCC+, Caa1)	06/01/19	11.000	663,750
1,000		Taseko Mines Ltd., Company Guaranteed Notes (Callable 04/15/15 @ 103.88)	(B, B3)	04/15/19	7.750	1,017,500
500		Xinergy Corp., Rule 144A, Senior Secured Notes (Callable 05/15/15 @ 104.63)‡	(NR, NR)	05/15/19	9.250	355,000
						4,750,000

Oil Field Equipment & Services (0.8%)
500		Shelf Drilling Holdings Ltd., Rule 144A, Senior Secured Notes (Callable 05/01/15 @ 104.31)‡	(B+, B1)	11/01/18	8.625	541,250
250		Sidewinder Drilling, Inc., Rule 144A, Senior Unsecured Notes (Callable 11/15/16 @ 104.88)‡	(B-, B3)	11/15/19	9.750	235,000
						776,250

Oil Refining & Marketing (2.2%)
1,000		Coffeyville Finance, Inc., Global Secured Notes (Callable 11/01/17 @ 103.25)	(B+, B2)	11/01/22	6.500	1,017,500
250		Northern Tier Finance Corp., Global Senior Secured Notes (Callable 11/15/2015 @ 105.34)	(BB-, B1)	11/15/20	7.125	266,250
500		PBF Finance Corp., Global Senior Secured Notes (Callable 02/15/16 @ 104.13)	(BB+, Ba3)	02/15/20	8.250	548,750
250		Western Refining, Inc., Global Company Guaranteed Notes (Callable 04/01/17 @ 103.13)	(B+, B3)	04/01/21	6.250	255,625
						2,088,125

Packaging (0.8%)
750		Reynolds Group Issuer LLC, Global Senior Secured Notes (Callable 10/15/15 @ 104.31)	(B+, B1)	10/15/20	5.750	770,625

Par (000)			Ratings † (S&P/Moody’s)	Maturity	Rate%	Value

CORPORATE BONDS
Real Estate Development & Management (1.2%)
$	565	Annington Finance No. 5 PLC, PIK, Rule 144A, Senior Secured Notes (Callable 01/15/18 @ 106.50)‡£	(CCC+, Caa1)	01/15/23	13.000	$	1,143,033

Software/Services (3.2%)
1,000		First Data Holdings, Inc., PIK, Rule 144A, Senior Unsecured Notes (Callable 03/13/14 @ 107.25)‡	(NR, NR)	09/24/19	14.500	930,000
500		Flextronics International Ltd., Global Company Guaranteed Notes	(BB+, Ba1)	02/15/20	4.625	493,750
1,000		NeuStar, Inc., Global Company Guaranteed Notes (Callable 01/15/18 @ 102.25)	(BB-, Ba3)	01/15/23	4.500	862,500
500		Sophia Holding Finance, Inc., PIK, Rule 144A, Company Guaranteed Notes (Callable 12/01/14 @ 102.00)‡	(CCC+, Caa2)	12/01/18	9.625	520,000
250		Syniverse Holdings, Inc., Global Company Guaranteed Notes (Callable 01/15/15 @ 104.56)	(B-, Caa1)	01/15/19	9.125	274,063
						3,080,313

Specialty Retail (0.9%)
850		Penske Automotive Group, Inc., Global Company Guaranteed Notes (Callable 10/01/17 @ 102.88)	(B, B2)	10/01/22	5.750	879,750

Steel Producers/Products (0.6%)
500		TMS International Corp., Rule 144A, Company Guaranteed Notes (Callable 10/15/16 @ 105.72)‡	(B-, B3)	10/15/21	7.625	535,000

Support-Services (2.6%)
500		CDL Acquisition Co., Inc., Rule 144A, Senior Secured Notes (Callable 04/15/16 @ 106.19)‡	(B+, B2)	10/15/18	8.250	521,250
750		CoreLogic, Inc., Global Company Guaranteed Notes (Callable 06/01/16 @ 103.63)	(B+, B1)	06/01/21	7.250	807,187
250		Iron Mountain, Inc., Company Guaranteed Notes (Callable 08/15/18 @ 103.00)	(BB-, Ba1)	08/15/23	6.000	258,438
250		The Geo Group, Inc., Global Company Guaranteed Notes (Callable 02/15/16 @ 103.31)	(B+, B1)	02/15/21	6.625	265,625
750		The Geo Group, Inc., Global Company Guaranteed Notes (Callable 04/01/18 @ 102.56)	(B+, B1)	04/01/23	5.125	697,500
						2,550,000

Telecom - Integrated/Services (0.8%)
750		Hughes Satellite Systems Corp., Global Senior Secured Notes	(B+, Ba3)	06/15/19	6.500	819,375

Telecom - Wireless (0.6%)
600		Sprint Corp., Rule 144A, Company Guaranteed Notes‡	(BB-, B1)	06/15/24	7.125	604,500

Theaters & Entertainment (2.7%)
250		Carmike Cinemas, Inc., Global Secured Notes (Callable 05/15/15 @ 105.53)	(B, B2)	05/15/19	7.375	273,750
965		National CineMedia LLC, Global Senior Secured Notes (Callable 04/15/17 @ 103.00)	(BB-, Ba2)	04/15/22	6.000	1,008,425
500		Regal Entertainment Group, Senior Unsecured Notes (Callable 06/15/18 @ 102.88)	(B-, B3)	06/15/23	5.750	495,000
750		WMG Acquisition Corp., Rule 144A, Senior Secured Notes (Callable 01/15/16 @ 104.50)‡	(BB-, Ba3)	01/15/21	6.000	780,000
						2,557,175
TOTAL CORPORATE BONDS (Cost $35,137,980)						36,096,923

BANK LOANS (41.6%)
Aerospace & Defense (0.6%)
101		Aveos Fleet Performance, Inc.#	(CCC+, B3)	03/12/15	12.750	20,170
500		LM U.S. Corp. Acquisition, Inc.#	(CCC, Caa2)	10/26/20	9.500	512,500
						532,670

Auto Parts & Equipment (0.5%)
447		ASP HHI Acquisition Co., Inc.#	(B+, B2)	10/05/18	5.000	451,654

Banking (1.6%)
497		Citco Funding LLC#	(NR, B1)	06/29/18	4.250	500,772

Par (000)			Ratings † (S&P/Moody’s)	Maturity	Rate%	Value

BANK LOANS
Banking
$	998	McJunkin Red Man Corp.#	(BB-, B2)	11/08/19	5.000	$	1,012,772
						1,513,544

Building Materials (0.5%)
497		Roofing Supply Group Holdings, Inc.#	(B, B3)	05/31/19	5.000	500,282

Chemicals (2.6%)
500		Allnex U.S.A., Inc.#	(B-, B3)	04/03/20	8.250	518,750
500		Oxbow Carbon & Minerals Holdings, Inc.#	(BB-, B2)	01/18/20	8.000	515,625
1,000		Ravago Holdings America, Inc.#	(BB-, B2)	12/18/20	5.500	1,005,630
500		Royal Adhesives and Sealants LLC#	(CCC+, Caa2)	01/31/19	9.750	507,500
						2,547,505

Consumer Products (0.5%)
500		Ranpak Corp.#	(B-, Caa1)	04/23/20	8.500	515,000

Department Stores (1.0%)
1,000		Sears Roebuck Acceptance Corp.#	(B, B1)	06/30/18	5.500	1,003,045

Diversified Capital Goods (1.4%)
750		Husky Injection Molding Systems Ltd.#	(B, Ba3)	07/02/18	4.250	756,424
701		Revere Industries LLC#	(NR, NR)	04/30/15	10.000	595,807
						1,352,231

Electric - Generation (0.4%)
600		Texas Competitive Electric Holdings Co. LLC#	(CCC-, Caa3)	10/10/17	4.662	418,593

Electronics (1.1%)
1,000		Fidji Luxembourg Sarl#	(BB-, B1)	12/27/20	6.250	1,009,375

Financial Services (2.5%)
756		EZE Software Group LLC#	(B+, B1)	04/06/20	4.500	762,571
1,000		MergerMarket U.S.A.#	(CCC+, Caa2)	01/07/22	7.500	1,007,500
610		Walter Investment Management Corp.#	(B+, B2)	12/18/20	4.750	615,837
						2,385,908

Food - Wholesale (0.9%)
869		Del Monte Foods Co.#	(B, B1)	03/08/18	4.000	874,185

Gaming (0.8%)
748		ROC Finance LLC#	(BB-, B2)	06/20/19	5.000	732,699

Health Facility (0.5%)
497		Premier Dental Services, Inc.#	(B, B3)	11/01/18	8.250	502,670

Health Services (1.5%)
1,133		AccentCare#	(B, B3)	12/22/16	6.500	600,556
796		Alere, Inc.#	(B+, Ba3)	06/30/17	4.250	803,601
						1,404,157

Household & Leisure Products (1.1%)
1,000		Steinway Musical Instruments#	(B-, Caa1)	09/11/20	9.250	1,035,000

Insurance Brokerage (0.5%)
499		Genex Services, Inc.#	(B, B1)	07/26/18	5.250	503,738

Investments & Misc. Financial Services (1.0%)
987		StoneRiver Group LP#	(CCC+, Caa1)	05/29/20	8.500	1,000,830

Life Insurance (0.7%)
388		MMM Holdings, Inc.#	(B+, B2)	12/12/17	9.750	391,316
282		MSO of Puerto Rico, Inc.#	(B+, B2)	12/12/17	9.750	284,593
						675,909

Machinery (1.2%)
409		Alliance Laundry Systems LLC#	(CCC+, Caa2)	12/07/19	9.500	414,974

Par (000)			Ratings † (S&P/Moody’s)	Maturity	Rate%	Value

BANK LOANS
Machinery
$	547	Wheelabrator Allevard S.A.€#	(NR, NR)	01/24/19	4.241	$	737,405
						1,152,379

Metals & Mining - Excluding Steel (1.0%)
995		FMG Resources#	(BBB-, Baa3)	06/30/19	4.250	1,007,116

Oil Field Equipment & Services (1.6%)
1,000		Shelf Drilling Holdings Ltd.#	(B+, B2)	10/08/18	10.000	1,019,375
500		Utex Industries, Inc.#	(CCC+, Caa2)	04/10/21	8.750	513,750
						1,533,125

Oil Refining & Marketing (0.8%)
750		Wildhorse Resources LLC#	(B, B3)	12/13/18	7.500	761,250

Packaging (1.1%)
500		Berlin Packaging LLC#	(CCC+, Caa1)	04/03/20	8.750	513,750
500		Clondalkin Acquisition B.V.#	(CCC+, Caa2)	11/30/20	10.000	498,750
						1,012,500

Pharmaceuticals (3.1%)
975		Auxilium Pharmaceuticals, Inc.#	(B, Ba2)	04/26/17	6.250	994,500
499		Patheon, Inc.#	(B, B3)	12/14/18	7.250	498,491
500		Patheon, Inc.#	(B, B2)	01/22/21	4.250	499,895
1,000		Salix Pharmaceuticals Ltd.#	(BB, Ba1)	01/02/20	4.250	1,013,500
						3,006,386

Printing & Publishing (0.8%)
741		Harland Clarke Holdings Corp.#	(B+, B1)	05/22/18	7.000	751,042

Software/Services (2.1%)
497		Deltek, Inc.#	(B, B1)	10/10/18	4.500	500,908
500		SafeNet, Inc.#	(B, B3)	04/12/15	6.159	499,690
500		The TriZetto Group, Inc.#	(CCC, Caa2)	03/28/19	8.500	493,750
500		Wall Street Systems Holdings, Inc.#	(B-, Caa2)	10/25/20	9.250	504,375
						1,998,723

Specialty Retail (2.1%)
997		BJ’s Wholesale Club, Inc.#	(B-, B3)	09/26/19	4.500	1,008,365
1,000		BJ’s Wholesale Club, Inc.#	(CCC, Caa2)	03/31/20	8.500	1,032,295
						2,040,660

Support-Services (1.0%)
1,000		Evergreen Tank Solutions#	(B-, B3)	09/28/18	9.500	1,002,505

Telecom - Integrated/Services (2.4%)
1,000		Coronado Guarantor LLC#	(CCC+, Caa1)	05/25/21	8.750	1,012,500
316		LTS Buyer LLC#	(CCC+, Caa1)	03/28/21	8.000	323,761
995		Zayo Group LLC#	(B, B1)	07/02/19	4.000	1,002,016
						2,338,277

Telecommunications Equipment (1.0%)
994		Avaya, Inc.#	(B, B1)	10/26/17	4.736	974,104

Theaters & Entertainment (0.5%)
473		MTL Publishing LLC#	(BB-, Ba3)	06/29/18	4.250	476,019

Transportation - Excluding Air/Rail (3.2%)
1,600		Fraikin France€#^	(NR, NR)	03/31/17	5.341	2,049,797
998		Navios Maritime Partners LP#	(BB, Ba3)	06/27/18	5.250	1,022,437
						3,072,234
TOTAL BANK LOANS (Cost $39,467,107)						40,085,315

Par (000)			Ratings † (S&P/Moody’s)	Maturity	Rate%	Value

ASSET BACKED SECURITIES (15.4%)
Collateralized Debt Obligations (15.4%)
$	750	ALM V Ltd., 2012-5A, Rule 144A‡#	(NR, Ba2)	02/13/23	5.739	$	746,011
500		Babson CLO Ltd., 2013-IA, Rule 144A‡#	(BB, NR)	04/20/25	4.637	467,626
750		Black Diamond CLO Ltd., 2012-1A, Rule 144A‡#	(BB, NR)	02/01/23	6.242	746,593
750		Carlyle Global Market Strategies CLO Ltd., 2012-4A, Rule 144A‡	(NR, NR)	01/20/25	0.000	690,000
750		CIFC Funding Ltd., 2012-3A, Rule 144A‡#	(B, NR)	01/29/25	7.137	754,326
500		CIFC Funding Ltd., 2013-3A, Rule 144A‡#	(BB, NR)	10/24/25	5.006	479,917
1,000		CIFC Funding Ltd., 2013-4A, Rule 144A‡#	(NR, Ba3)	11/27/24	5.006	921,589
500		Gale Force 4 CLO Ltd., 2007-4A, Rule 144A‡#	(BBB, Ba1)	08/20/21	3.737	495,392
500		Halcyon Loan Advisors Funding Ltd., 2012-2A, Rule 144A‡#	(BB, NR)	12/20/24	5.645	476,978
250		Halcyon Loan Advisors Funding Ltd., 2012-2X, Reg S#	(BB, NR)	12/20/24	5.645	238,489
500		Jamestown CLO Ltd., 2013-3A, Rule 144A‡#	(BB-, NR)	01/15/26	4.839	450,554
500		JFIN CLO Ltd., 2013-1A, Rule 144A‡#	(BB, NR)	01/20/25	4.987	461,418
1,300		KVK CLO Ltd., 2013-1A, Rule 144A‡#	(BB, NR)	04/14/25	5.742	1,252,094
500		Neuberger Berman CLO Ltd., 2012-12A, Rule 144A‡#	(BB, NR)	07/25/23	7.238	504,046
1,000		Neuberger Berman CLO XV, 2013-15A, Rule 144A‡#	(BB, NR)	10/15/25	4.839	912,224
500		Ocean Trails CLO IV, 2013-4A, Rule 144A‡#	(BBB, NR)	08/13/25	4.371	496,443
500		OZLM Funding Ltd., 2013-5A, Rule 144A‡#	(BB, NR)	01/17/26	5.028	469,950
1,000		Shackleton I CLO Ltd., 2012-1A, Rule 144A‡#	(BB, NR)	08/14/23	6.439	999,837
750		Shackleton II CLO Ltd., 2012-2A, Rule 144A‡#	(BB, NR)	10/20/23	5.437	719,757
500		Sound Point CLO Ltd., 2013-3A, Rule 144A‡#	(NR, Ba3)	01/21/26	4.782	446,841
750		Sound Point CLO Ltd., 2013-3A, Rule 144A‡#	(NR, B2)	01/21/26	5.232	646,180
500		Venture X CLO Ltd., 2012-12A, Rule 144A‡#	(BB, NR)	02/28/24	5.538	485,085
1,000		Whitehorse VII Ltd., 2013-1A, Rule 144A‡#	(BB-, NR)	11/24/25	5.106	946,618
TOTAL ASSET BACKED SECURITIES (Cost $14,470,938)						14,807,968

Number of Shares

COMMON STOCK (2.2%)
Diversified Capital Goods (2.2%)
698,462		Electrical Components International, Inc.^* (Cost $2,130,309)				2,165,232

Par (000)

SHORT-TERM INVESTMENT (4.5%)
$	4,324	State Street Bank and Trust Co. Euro Time Deposit (Cost $4,324,000)		02/03/14	0.010	4,324,000

TOTAL INVESTMENTS AT VALUE (101.1%) (Cost $95,530,334)						97,479,438

LIABILITIES IN EXCESS OF OTHER ASSETS (-1.1%)						(1,048,033		)

NET ASSETS (100.0%)						$	96,431,405

INVESTMENT ABBREVIATIONS

NR = Not Rated

PIK = Payment in Kind

Reg S = Regulation S

†		Credit ratings given by the Standard & Poor’s Division of The McGraw-Hill Companies, Inc. (“S&P”) and Moody’s Investors Service, Inc. (“Moody’s”) are unaudited.
‡		Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At January 31, 2014, these securities amounted to a value of $31,883,516 or 33.1% of net assets.
€		This security is denominated in Euro.
£		This security is denominated in British Pound.
#		Variable rate obligations — The interest rate is the rate as of January 31, 2014.
^		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.
*		Non-income producing security.

At January 31, 2014, Open Forward Foreign Currency Contracts were as follows:

Forward Foreign Currency to be Purchased (Local)		Forward Foreign Currency to be Sold (Local)		Expiration Date	Counterparty	Value on Settlement Date			Current Value			Net Unrealized Appreciation/ (Depreciation)
USD	3,648,941	EUR	2,670,000	04/16/14	Morgan Stanley	$	(3,648,941	)	$	(3,600,741	)	$	48,200
USD	2,339,909	GBP	1,430,000	04/16/14	Morgan Stanley	(2,339,909		)	(2,348,875		)	(8,966		)
												$	39,234

Currency Abbreviations:

EUR = Euro

GBP = British Pound

USD = United States Dollar

SECURITY VALUATION — 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. Short-term fixed income securities that will mature in 60 days or less may be valued at amortized cost. 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. The forward is valued at the net of the present value and the spot rate and are generally categorized as Level 2. 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 of Trustees 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 broker/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, the Fund values these securities as determined in accordance with procedures approved by the Fund’s Board of Trustees.

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.

GAAP established a disclosure hierarchy that categorizes the inputs to valuation techniques used to value assets and liabilities at measurement date. These inputs are summarized in the three broad levels listed below:

·	Level 1—quoted prices in active markets for identical investments
·	Level 2—other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, credit risk, etc.)
·	Level 3—significant unobservable inputs (including the Fund’s own assumptions in determining the fair value of investments)

The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities.

The following is a summary of the inputs used as of January 31, 2014 in valuing the Fund’s assets and liabilities carried at fair value:

	Level 1		Level 2		Level 3		Total
Investments in Securities
Corporate Bonds	$	—	$	36,096,923	$	—	$	36,096,923
Bank Loans	—		36,783,113		3,302,202		40,085,315
Asset Backed Securities	—		14,807,968		—		14,807,968
Common Stocks	—		—		2,165,232		2,165,232
Short-term Investment	—		4,324,000		—		4,324,000
Other Financial Instruments*
Forward Foreign Currency Contracts	—		39,234		—		39,234
	$	—	$	92,051,238	$	5,467,434	$	97,518,672

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

The following is a reconciliation of investments as of January 31, 2014 in which significant unobservable inputs (Level 3) were used in determining value. Transfers in or out of Level 3 represent the ending value of any security or instrument where a change in the level has occurred from the beginning to the end of the period.

	Asset Backed Securities		Bank Loans			Common Stocks		Total
Balance as of October 31, 2013	$	1,794,200	$	—		$	2,060,463	$	3,854,663
Accrued discounts/premiums	4,457		—			—		4,457
Purchases	—		2,802,764			—		2,802,764
Sales	—		—			—		—
Realized gain/(loss)	—		—			—		—
Change in unrealized appreciation/(depreciation)	35,156		(15,562		)	104,769		124,363
Transfers into Level 3	—		515,000			—		515,000
Transfers out of Level 3	1,833,813		—			—		1,833,813
Balance as of January 31, 2014	$	—	$	3,302,202		$	2,165,232	$	5,467,434

Net change in unrealized appreciation/(depreciation) from investments still held as of January 31, 2014	$	35,156	$	(15,562	)	$	104,769	$	124,363

The Fund follows Financial Accounting Standards Board (“FASB”) amendments to authoritative guidance which require the Fund to disclose details of transfers in and out of Level 1 and Level 2 measurements and Level 2 and Level 3 measurements and the reasons for the transfers. For the quarter ended January 31, 2014, there were no significant transfers in and out of Level 1 and Level 2, but there were $515,000 transferred in from Level 2 to Level 3, due to lack of observable market data because of decrease in market activity, and $1,833,813 transferred out from Level 3 to Level 2 as a result of the availability of a pricing source supported by observable inputs. All transfers are assumed to occur at the end of the reporting period.

Federal Income Tax Cost - At January 31, 2014, the cost of investments (excluding foreign currency related transactions) and net unrealized appreciation/(depreciation) for income tax purposes were as follows:

Cost of investments	$	95,530,334
Unrealized appreciation	$	2,294,163
Unrealized depreciation	(345,059		)
Net unrealized appreciation/(depreciation)	$	1,949,104

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 Managed Futures Strategy Fund

Consolidated Schedule of Investments

January 31, 2014 (unaudited)

Par (000)			Ratings † (S&P/Moody’s)	Maturity	Rate%	Value

UNITED STATES AGENCY OBLIGATIONS (18.1%)
$	1,000	Federal Farm Credit Banks#	(AA+, Aaa)	01/26/15	0.200	$	1,001,277
6,000		Federal Farm Credit Banks#	(AA+, Aaa)	02/27/15	0.168	6,005,286
TOTAL UNITED STATES AGENCY OBLIGATIONS (Cost $6,999,310)						7,006,563

SHORT-TERM INVESTMENT (68.4%)

26,408		State Street Bank and Trust Co. Euro Time Deposit^^ (Cost $26,408,000)		02/03/14	0.010	26,408,000

TOTAL INVESTMENTS AT VALUE (86.5%) (Cost $33,407,310)						33,414,563

OTHER ASSETS IN EXCESS OF LIABILITIES (13.5%)						5,218,871

NET ASSETS (100.0%)						$	38,633,434

†		Credit ratings given by the Standard & Poor’s Division of the McGraw-Hill Companies, Inc. (“S&P”) and Moody’s Investors Service, Inc. (Moody’s) are unaudited.
#		Variable rate obligations — The interest rate is the rate as of January 31, 2014.
^^		Security or portion thereof held in the subsidiary.

At January 31, 2014, Open Futures Contracts were as follows:

Contract Description	Currency	Expiration Date	Notional Value			Net Unrealized Appreciation/ (Depreciation)
Contracts to Purchase
Foreign Exchange Contracts
EUR Currency Futures	USD	Mar 2014	$	8,090,400		$	(133,841	)
GBP Currency Futures	USD	Mar 2014	7,392,600			(2,622		)
						$	(136,463	)
Index Contracts
EURO Stoxx 50 Index Futures	EUR	Mar 2014	2,767,549			$	(1,020	)
FTSE 100 Index Futures	GBP	Mar 2014	2,865,840			(107,071		)
Nikkei 225 Index Futures OSE	JPY	Mar 2014	3,057,803			(168,666		)
S&P 500 E Mini Index Futures	USD	Mar 2014	2,753,730			(8,679		)
						$	(285,436	)
Interest Rate Contracts
10YR JGB Mini Futures	JPY	Mar 2014	20,866,980			$	110,714
German EURO Bund Futures	EUR	Mar 2014	16,492,501			260,336
Long Gilt Futures	GBP	Mar 2014	181,421			(3		)
						$	371,047
Contracts to Sell
Foreign Exchange Contracts
AUD Currency Futures	USD	Mar 2014	(5,843,070		)	$	243,558
CAD Currency Futures	USD	Mar 2014	(8,978,000		)	436,525
JPY Currency Futures	USD	Mar 2014	(5,987,187		)	(24,055		)
						$	656,028
Interest Rate Contracts
10YR U.S. Treasury Note Futures	USD	Mar 2014	(251,500		)	$	(1,377	)
Net unrealized appreciation/(depreciation)						$	603,799

Currency Abbreviations:

AUD = Australian Dollar

CAD = Canadian Dollar

EUR = Euro

GBP = British Pound

JPY = Japanese Yen

USD = United States Dollar

At January 31, 2014, Outstanding Swaps Contracts were as follows:

TOTAL RETURN SWAP CONTRACTS

Currency

Notional
Amount

Expiration
Date

Counterparty

Receive

Pay

Net Unrealized
Appreciation/
(Depreciation)

USD

2,783,755

02/19/14

Goldman Sachs

Fixed Rate

Dow Jones - UBS Agriculture Subindex

7,056

USD

2,141,863

02/19/14

Goldman Sachs

Fixed Rate

Dow Jones - UBS Precious Metals Subindex

27,460

USD

1,254,733

02/19/14

Goldman Sachs

Dow Jones - UBS Energy Subindex

Fixed Rate

29,985

USD

3,848,140

02/19/14

Goldman Sachs

Dow Jones - UBS Energy Subindex

Fixed Rate

83,288

USD

512,507

02/19/14

Goldman Sachs

Fixed Rate

Dow Jones - UBS Industrial Metals Subindex

6,948

USD

2,863,978

02/19/14

Goldman Sachs

Fixed Rate

Dow Jones - UBS Industrial Metals Subindex

20,203

174,940

·		Level 1—quoted prices in active markets for identical investments
·		Level 2—other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, credit risk, etc.)
·		Level 3—significant unobservable inputs (including the Fund’s own assumptions in determining the fair value of investments)

The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities.

The following is a summary of the inputs used as of January 31, 2014 in valuing the Fund’s assets and liabilities carried at fair value:

	Level 1		Level 2		Level 3		Total
Investments in Securities
United States Agency Obligations	$	—	$	7,006,563	$	—	$	7,006,563
Short-term Investment	—		26,408,000		—		26,408,000
Other Financial Instruments*
Futures Contracts	603,799		—		—		603,799
Swap Contracts	—		174,940		—		174,940
	$	603,799	$	33,589,503	$	—	$	34,193,302

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

Cost of investments	$	33,407,310
Unrealized appreciation	$	7,253
Unrealized depreciation	(0)
Net unrealized appreciation/(depreciation)	$	7,253

Credit Suisse Multialternative Strategy Fund

Consolidated Schedule of Investments

January 31, 2014 (unaudited)

	Number of Shares	Value
LONG POSITIONS (25.5%)
COMMON STOCKS (11.7%)
CANADA (0.5%)
Metals & Mining (0.5%)
Osisko Mining Corp. *	6,701	$	40,148

ISRAEL (0.3%)
Healthcare Equipment & Supplies (0.3%)
Given Imaging, Ltd. *	806	24,140

LUXEMBOURG (0.6%)
Chemicals (0.6%)
AZ Electronic Materials S.A.	6,973	45,391

NETHERLANDS (0.5%)
Software (0.5%)
Unit4 NV	773	40,186

NORWAY (0.6%)
Biotechnology (0.6%)
Algeta ASA *	775	44,367

SWITZERLAND (0.6%)
Construction & Engineering (0.6%)
Foster Wheeler AG *	1,449	43,441

UNITED STATES (8.6%)
Banks (0.9%)
Hudson City Bancorp, Inc. §	5,602	50,642
Taylor Capital Group, Inc. *§	981	21,906
		72,548
Beverages (0.9%)
Beam, Inc.	798	66,473

Biotechnology (0.8%)
Life Technologies Corp. *	808	61,465

Chemicals (0.3%)
Zoltek Companies, Inc. *§	1,276	21,309

Communications Equipment (0.6%)
Riverbed Technology, Inc. *§	2,357	46,480

Electric Utilities (0.6%)
UNS Energy Corp.	705	42,215

Hotels, Restaurants & Leisure (0.4%)
CEC Entertainment, Inc. §	511	27,574

Internet Software & Services (0.4%)
Responsys, Inc. *§	1,138	30,737

Media (1.3%)
Omnicom Group, Inc. §	872	63,290
Valassis Communications, Inc. §	1,027	34,918
		98,208
Real Estate (0.8%)
BRE Properties, Inc. §	1,014	59,927

Semiconductor Equipment & Products (0.7%)
LSI Corp.	4,991	55,051

Specialty Retail (0.5%)
Jos. A. Bank Clothiers, Inc. *	700	39,354

Textiles & Apparel (0.4%)
The Jones Group, Inc.	2,192	32,332
		653,673
TOTAL COMMON STOCKS (Cost $890,993)		891,346

	Number of Shares	Value
EXCHANGE TRADED FUNDS (2.4%)
UNITED STATES (2.4%)
Diversified Financial Services (2.4%)
iShares iBoxx $ High Yield Corporate Bond ETF §	954	$	88,961
iShares Russell 2000 ETF	815	91,410
TOTAL EXCHANGE TRADED FUNDS (Cost $155,509)		180,371

INVESTMENT COMPANY (7.4%)
UNITED STATES (7.4%)
Credit Suisse Managed Futures Strategy Fund (Cost $543,838)^	55,494	561,596

	Number of Rights
RIGHTS (0.0%)
UNITED STATES (0.0%)
Biotechnology (0.0%)
Trius Therapeutics, Inc. (Cost $0)* ·	400	52

	Number of Contracts
OPTIONS PURCHASED (4.0%)
UNITED STATES (4.0%)
Put Purchased Options (4.0%)
S&P 500 Index, Strike @ $1,950, expires 02/22/14(Cost $194,437)	18	303,660
TOTAL LONG POSITIONS (Cost $1,784,777)		1,937,025

	Number of Shares
SHORT-TERM INVESTMENTS (29.4%)
State Street Navigator Prime Portfolio, 0.05% §§	384,491			384,491

	Par (000)

State Street Bank and Trust Co. Euro Time Deposit, 0.010% 02/03/2014^^	$	1,843		1,843,000
TOTAL SHORT-TERM INVESTMENTS (Cost $2,227,491)				2,227,491

TOTAL INVESTMENTS AT VALUE (54.9%) (Cost $4,012,268)				4,164,516

TOTAL SECURITIES SOLD SHORT (-3.0%) (Proceeds $223,567)				(227,101		)

OTHER ASSETS IN EXCESS OF LIABILITIES (48.1%)				3,647,792

NET ASSETS (100.0%)				$	7,585,207

	Number of Shares
SHORT POSITIONS (-3.0%)
COMMON STOCKS (-3.0%)
CANADA (-0.3%)
Metals & Mining (-0.3%)
Goldcorp, Inc.	(978		)	(24,376		)

FRANCE (-0.8%)
Media (-0.8%)
Publicis Groupe S.A.	(709		)	(62,766		)

UNITED KINGDOM (-0.3%)
Energy Equipment & Services (-0.3%)
AMEC PLC	(1,304		)	(22,037		)

UNITED STATES (-1.6%)
Banks (-0.9%)
M&T Bank Corp.	(471		)	(52,521		)

	Number of Shares		Value
SHORT POSITIONS
UNITED STATES
Banks
MB Financial, Inc.	(631	)	$	(17,731	)
			(70,252		)
Real Estate (-0.7%)
Essex Property Trust, Inc.	(301	)	(47,670		)
			(117,922		)
TOTAL SHORT POSITIONS (Proceeds $223,567)			$	(227,101	)

*	Non-income producing security.
§	Security or portion thereof is out on loan.
^	Affiliated issuer.
·	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.
§§	Represents security purchased with cash collateral received for securities on loan. The rate shown is the annualized one-day yield at January 31, 2014.
^^	Security or portion thereof held in the subsidiary.

At January 31, 2014, Open Forward Foreign Currency Contracts were as follows:

Forward Foreign Currency to be Purchased (Local)		Forward Foreign Currency to be Sold (Local)		Expiration Date	Counterparty	Value on Settlement Date			Current Value			Net Unrealized Appreciation/ (Depreciation)
AUD	62,811	USD	55,200	02/21/14	Goldman Sachs	$	55,200		$	54,740		$	(460	)
CAD	25,696	USD	23,500	02/20/14	Goldman Sachs	23,500			23,037			(463		)
EUR	77,860	USD	105,900	02/21/14	Goldman Sachs	105,900			104,998			(902		)
GBP	3,672	USD	6,000	02/21/14	Goldman Sachs	6,000			6,034			34
NOK	155,986	USD	25,200	02/21/14	Goldman Sachs	25,200			24,785			(415		)
NZD	67,868	USD	56,400	02/21/14	Goldman Sachs	56,400			54,823			(1,577		)
SEK	9,057	USD	1,400	02/21/14	Goldman Sachs	1,400			1,383			(17		)
USD	301,700	EUR	221,815	02/21/14	Goldman Sachs	(301,700		)	(299,131		)	2,569
USD	144,500	CHF	130,946	02/21/14	Goldman Sachs	(144,500		)	(144,607		)	(107		)
USD	46,000	JPY	4,794,382	02/21/14	Goldman Sachs	(46,000		)	(47,015		)	(1,015		)
												$	(2,353	)

Currency Abbreviations:

AUD = Australian Dollar

CAD = Canadian Dollar

CHF = Swiss Franc

EUR = Euro

GBP = British Pound

JPY = Japanese Yen

NOK = Norwegian Krone

NZD = New Zealand Dollar

SEK = Swedish Krona

USD = United States Dollar

At January 31, 2014, Outstanding Swaps Contracts were as follows:

TOTAL RETURN SWAP CONTRACTS

Currency

Notional
Amount

Expiration
Date

Counterparty

Receive

Pay

Net Unrealized
Appreciation/
(Depreciation)

USD

3,882

09/17/14

Goldman Sachs

Fee Plus LIBOR

NASDAQ-100 Total Return

USD

678,497

11/19/14

Goldman Sachs

S&P 500 Total Return Index

Fee Plus LIBOR

(22,300

)

USD

345,644

12/17/14

Goldman Sachs

Fee Plus LIBOR

Energy Select Sector Index

10,780

USD

33,741

01/16/15

Goldman Sachs

Fee Plus LIBOR

Energy Select Sector Index

1,092

TOTAL RETURN SWAP CONTRACTS

Currency	Notional Amount		Expiration Date	Counterparty	Receive	Pay	Net Unrealized Appreciation/ (Depreciation)

USD	$	144,000	03/20/14	JPMorgan Chase	iBoxx $ Liquid High Yield Index	Fee Plus LIBOR	$	4,404
USD	$	490,000	03/20/14	JPMorgan Chase	iBoxx $ Liquid High Yield Index	Fee Plus LIBOR	23,421
USD	$	416,000	03/20/14	JPMorgan Chase	iBoxx $ Liquid High Yield Index	Fee Plus LIBOR	19,281
USD	$	111,000	06/20/14	JPMorgan Chase	iBoxx $ Liquid High Yield Index	Fee Plus LIBOR	(1,262		)
USD	$	368,000	06/20/14	JPMorgan Chase	iBoxx $ Liquid High Yield Index	Fee Plus LIBOR	(189		)
USD	$	344,937	06/23/14	JPMorgan Chase	Russell 2000 Total Return Index	Fee Plus LIBOR	(13,091		)
USD	$	277,638	11/19/14	JPMorgan Chase	Fee Plus LIBOR	NASDAQ-100 Total Return	7,311
USD	$	74,166	01/16/15	JPMorgan Chase	Fee Plus LIBOR	NASDAQ-100 Total Return	1,824
USD	$	590,223	09/17/14	Societe Generale	S&P 500 Index	Fee Plus LIBOR	(18,011		)
USD	$	348,345	01/16/15	Societe Generale	MSCI EAFE Index	Fee Plus LIBOR	(14,212		)
							$	(878	)

At January 31, 2014 Open Option Contracts were as follows:

Number of Contracts	Put Written Options	Expiration Date	Premiums Received		Current Value			Net Unrealized Appreciation/ (Depreciation)

18	S&P 500 Index, Strike @ $1,750	Feb 2014	$	33,264	$	(29,070	)	$	4,194
2	S&P 500 Index, Strike @ $1,845	Feb 2014	5,396		(13,340		)	(7,944		)
18	S&P 500 Index, Strike @ $1,850	Feb 2014	48,563		(115,200		)	(66,637		)
Net unrealized appreciation/(depreciation)								$	(70,387	)

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

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

· Level 3—significant unobservable inputs (including the Fund’s own assumptions in determining the fair value of investments)

The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities.

The following is a summary of the inputs used as of January 31, 2014 in valuing the Fund’s assets and liabilities carried at fair value:

	Level 1			Level 2			Level 3		Total

Investments in Securities
Common Stocks	$	761,402		$	129,944		$	—	$	891,346
Exchange Traded Funds	180,371			—			—		180,371
Investment Companies	561,596			—			—		561,596
Rights	—			—			52		52
Options Purchased	303,660			—			—		303,660
Short-term Investments	—			2,227,491			—		2,227,491
Securities Sold Short
Common Stocks	(142,298		)	(84,803		)	—		(227,101		)
Other Financial Instruments*
Forward Foreign Currency Contracts	—			(2,353		)	—		(2,353		)
Swap Contracts	—			(878		)	—		(878		)
Written Options	(157,610		)	—			—		(157,610		)
	$	1,507,121		$	2,269,401		$	52	$	3,776,574

* Other financial instruments include unrealized appreciation/(depreciation) on forwards, swaps and written options, at value.

As of January 31, 2014, the amounts shown by the Fund as being Level 3 securities that were measured at fair value amounted to less than 0.01% of net assets.

Affiliated Issuers — The Fund may invest in Underlying Credit Suisse Funds. The Underlying Credit Suisse Funds in which the Fund invests are considered to be affiliated investments. The Fund invested 7.4% of the Fund’s net assets. Investments in affiliated funds are valued at the affiliated fund’s net asset value per share (“NAV”) as of the report date. A summary of the Fund’s transactions with an affiliated Underlying Credit Suisse Fund during the quarter ended January 31, 2014 is as follows:

Issuer	Beginning Shares	Purchases	Sales	Ending Shares	Gain/(Loss)			Dividend Income		Value of Affiliate at 1/31/2014
Credit Suisse Managed Futures Strategy Fund	97,874	2,689	45,069	55,494	$	(1,524	)	$	—	$	561,596

Federal Income Tax Cost — At January 31, 2014, the cost of investments (excluding foreign currency related transactions) and net unrealized appreciation/(depreciation) for income tax purposes were as follows:

Cost of investments	$	4,012,268
Unrealized appreciation	$	160,035
Unrealized depreciation	(7,787		)
Net unrealized appreciation/(depreciation)	$	152,248

Credit Suisse Floating Rate High Income Fund

Schedule of Investments

January 31, 2014 (unaudited)

Par (000)			Ratings † (S&P/Moody’s)	Maturity	Rate%	Value

BANK LOANS (79.6%)
Aerospace & Defense (1.1%)
$	2,421	Camp International Holding Co.#	(B-, B2)	05/31/19	4.750	$	2,454,465
1,000		Camp International Holding Co.#	(CCC, Caa2)	11/30/19	8.250	1,021,875
609		Landmark Aviation FBO Canada, Inc.#	(B-, B2)	10/25/19	4.750	615,365
9,027		LM U.S. Corp. Acquisition, Inc.#	(B-, B2)	10/25/19	4.750	9,121,390
7,395		LMI Aerospace, Inc.#	(B+, B2)	12/28/18	4.750	7,395,087
						20,608,182
Airlines (0.6%)
6,960		Delta Air Lines, Inc.#	(BB, Ba1)	10/18/18	4.000	6,999,717
4,680		United Air Lines#	(BB-, Ba2)	04/01/19	4.000	4,733,774
						11,733,491
Auto Parts & Equipment (2.8%)
8,309		Affinia Group, Inc.#	(B, B2)	04/25/20	4.750	8,370,848
10,000		Allison Transmission, Inc.#	(BB-, Ba3)	08/23/19	3.750	10,045,850
8,104		ASP HHI Acquisition Co., Inc.#	(B+, B2)	10/05/18	5.000	8,188,395
11,979		Federal-Mogul#	(B, B1)	12/29/14	2.108	11,916,186
3,271		Federal-Mogul#	(B, B1)	12/28/15	2.108	3,253,698
9,918		Veyance Technologies, Inc.#	(B, B2)	09/08/17	5.250	9,991,882
						51,766,859
Automakers (0.6%)
11,192		Chrysler Group LLC#	(BB+, Ba1)	05/24/17	3.500	11,248,429

Automotive (0.6%)
6,500		Schaeffler AG#	(BB-, Ba2)	01/27/17	4.250	6,574,880
3,643		The PEP Boys-Manny, Moe & Jack#	(BB-, Ba2)	10/11/18	4.250	3,679,394
						10,254,274
Banking (2.4%)
2,000		Ascensus, Inc.#	(CCC+, Caa1)	12/11/20	9.000	2,047,500
7,444		Citco Funding LLC#	(NR, B1)	06/29/18	4.250	7,494,027
9,497		Duff & Phelps Corp.#	(B, B2)	04/23/20	4.500	9,540,540
9,476		McJunkin Red Man Corp.#	(BB-, B2)	11/08/19	5.000	9,621,331
6,948		Ocwen Financial Corp.#	(B+, B1)	02/15/18	5.000	7,025,659
5,545		RBS Worldpay, Inc.#£	(B+, Ba3)	11/12/19	5.750	9,211,376
						44,940,433
Beverages (0.7%)
2,500		Atrium Innovations#€	(B, B2)	02/15/21	4.250	3,392,447
1,000		Atrium Innovations#	(B, B2)	02/15/21	4.250	1,010,000
1,080		Atrium Innovations#	(CCC+, Caa2)	07/13/21	7.750	1,103,630
6,000		Del Monte Foods, Inc.#	(B+, B2)	01/26/21	4.250	6,038,460
1,500		Del Monte Foods, Inc.#	(CCC+, Caa1)	08/18/21	8.250	1,523,910
						13,068,447
Building Materials (1.0%)
10,938		American Builders & Contractors Supply Co., Inc.#	(BB+, B1)	04/16/20	3.500	11,003,464
8,072		Roofing Supply Group Holdings, Inc.#	(B, B3)	05/31/19	5.000	8,117,479
						19,120,943
Chemicals (6.6%)
2,620		AIlnex (Luxembourg) & Cy S.C.A.#	(B+, Ba3)	10/03/19	4.500	2,643,329
3,980		AIlnex (Luxembourg) & Cy S.C.A.#€	(B+, Ba3)	10/03/19	4.750	5,420,903
1,360		Allnex U.S.A., Inc.#	(B+, Ba3)	10/03/19	4.500	1,371,496
11,530		Ascend Performance Materials Operations LLC#	(B+, B2)	04/10/18	6.750	11,126,899
8,169		Axalta Coating Systems U.S. Holding, Inc.#	(B+, B1)	02/01/20	4.750	8,251,404
4,131		AZ Chem U.S., Inc.#	(BB-, Ba3)	12/22/17	5.250	4,177,231
8,500		Chromaflo Technologies Corp.#	(B, B2)	12/02/19	4.500	8,585,000
2,500		Chromaflo Technologies Corp.#	(B-, Caa2)	05/20/20	8.250	2,537,500
380		Cristal Inorganic Chemicals U.S.#	(BB+, Ba3)	11/15/14	5.997	381,935
12,525		Houghton International, Inc.#	(B, B1)	12/20/19	4.000	12,610,778
9,443		Ineos U.S. Finance LLC#	(BB-, B1)	05/04/18	4.000	9,498,449

Par (000)			Ratings † (S&P/Moody’s)	Maturity	Rate%	Value

BANK LOANS
Chemicals
$	3,950	Nexeo Solutions LLC#	(B, B2)	09/08/17	5.000	$	3,949,919
652		OEP Pearl Holdings LP#	(B, B1)	03/30/18	6.500	661,279
7,176		Oxbow Carbon & Minerals Holdings, Inc.#	(BB+, Ba3)	07/19/19	4.250	7,256,730
1,500		Oxbow Carbon & Minerals Holdings, Inc.#	(BB-, B2)	01/18/20	8.000	1,546,875
3,990		Oxea Finance & Cy S.C.A.#€	(B, B1)	01/15/20	4.500	5,416,256
14,500		Ravago Holdings America, Inc.#	(BB-, B2)	12/18/20	5.500	14,581,635
2,976		Royal Adhesives and Sealants LLC#	(B, B1)	07/31/18	5.500	3,005,258
3,000		Royal Adhesives and Sealants LLC#	(CCC+, Caa2)	01/31/19	9.750	3,045,000
3,696		Sonneborn LLC#	(B, B1)	03/30/18	6.500	3,747,247
2,334		Tronox Pigments (Netherlands) B.V.#	(BBB-, Ba2)	03/19/20	4.500	2,364,259
7,297		Univar, Inc.#	(B+, B2)	06/30/17	5.000	7,264,332
1,474		Vantage Specialties, Inc.#	(B, B2)	02/10/19	5.000	1,484,817
						120,928,531
Computer Hardware (0.8%)
13,915		Dell, Inc.#	(BB+, Ba2)	04/29/20	4.500	13,874,841

Consumer Products (1.0%)
6,821		Calceus Acquisition, Inc.#	(B, B2)	02/01/20	5.000	6,910,565
4,801		NBTY, Inc.#	(BB-, Ba3)	10/01/17	3.500	4,842,824
1,672		Prestige Brands#	(BB, Ba2)	01/31/19	3.750	1,686,416
4,652		Ranpak Corp.#	(B+, Ba3)	04/23/19	4.500	4,692,824
996		Spectrum Brands, Inc.#	(BB, Ba3)	09/04/19	3.500	1,001,444
						19,134,073
Consumer/Commercial/Lease Financing (0.3%)
5,970		Home Loan Servicing Solutions Ltd.#	(BB-, Ba3)	06/26/20	4.500	6,070,744

Department Stores (0.3%)
5,000		Sears Roebuck Acceptance Corp.#	(B, B1)	06/30/18	5.500	5,015,225

Diversified Capital Goods (1.3%)
11,976		Brand Energy and Infrastructure Services#	(B, B1)	11/26/20	4.750	12,060,024
1,248		Douglas Dynamics LLC#	(BB, B1)	04/18/18	5.750	1,250,027
217		Flint Group Holdings Sarl#	(NR, NR)	06/30/18	7.334	209,265
305		Flint Group Holdings Sarl#	(NR, NR)	12/31/18	7.334	279,172
9,354		Husky Injection Molding Systems Ltd.#	(B, Ba3)	07/02/18	4.250	9,433,987
						23,232,475
Electric - Generation (0.4%)
2,963		Calpine Corp.#	(BB-, B1)	10/09/19	4.000	2,990,970
1,200		Calpine Corp.#	(BB-, B1)	10/30/20	4.000	1,214,850
600		Texas Competitive Electric Holdings Co. LLC#	(CCC-, Caa3)	10/10/14	3.662	423,477
3,000		Texas Competitive Electric Holdings Co. LLC#	(CCC-, Caa3)	10/10/17	4.662	2,092,965
						6,722,262
Electric-Distribution/Transportation (0.4%)
6,489		Generac Power Systems, Inc.#	(BB-, B1)	05/31/20	3.500	6,521,833

Electronics (2.1%)
11,414		CCC Information Services Group, Inc.#	(B+, B1)	12/20/19	4.000	11,474,202
7,980		Freescale Semiconductor, Inc.#	(B, B1)	01/15/21	5.000	8,094,712
2,970		Hyland Software, Inc.#	(B, B2)	10/25/19	5.500	2,990,419
3,995		MicroSemi Corp.#	(BB+, Ba2)	02/19/20	3.500	4,011,859
9,686		MicroSemi Corp.#	(BB+, Ba2)	02/19/20	3.750	9,731,840
2,410		Presidio, Inc.#	(B+, Ba3)	03/31/17	5.750	2,429,305
716		Verint Systems, Inc.#	(BB-, B1)	09/06/19	4.000	719,862
						39,452,199
Energy - Exploration & Production (0.3%)
1,250		Delek Benelux B.V.#€	(NR, NR)	02/08/17	5.365	1,686,741
4,667		EP Energy#	(B+, Ba3)	05/24/18	3.500	4,689,417
						6,376,158

Par (000)			Ratings † (S&P/Moody’s)	Maturity	Rate%	Value

BANK LOANS
Environmental (0.6%)
$	4,500	Darling International, Inc.#	(BBB-, Ba2)	01/08/21	3.250	$	4,527,135
3,759		EnergySolutions, Inc.#	(BB-, B1)	08/15/16	7.250	3,806,863
3,454		Waste Industries U.S.A., Inc.#	(B+, B1)	03/17/17	4.000	3,467,433
						11,801,431
Food & Drug Retailers (0.4%)
2,084		Holding Bercy Investissement S.C.A.#€	(BB-, B3)	03/29/19	4.963	2,832,315
3,970		Rite Aid#	(BB-, B1)	02/21/20	4.000	4,000,748
						6,833,063
Food - Wholesale (2.2%)
14,298		Del Monte Foods Co.#	(B, B1)	03/08/18	4.000	14,384,620
8,000		Dole Food Co., Inc.#	(B-, B2)	11/01/18	4.500	8,079,160
3,646		JBS U.S.A. LLC#	(BB, Ba2)	05/25/18	3.750	3,648,458
10,391		U.S. Foodservice#	(B-, B2)	03/31/19	4.500	10,504,969
3,970		Weight Watchers International, Inc.#	(BB, Ba2)	04/02/20	3.750	3,560,872
						40,178,079
Gaming (0.7%)
2,391		Affinity Gaming LLC#	(BB, Ba2)	11/09/17	4.500	2,399,536
2,000		CKX Entertainment, Inc.#	(B+, B1)	06/21/17	9.000	1,750,000
9,500		Las Vegas Sands LLC#	(BBB-, Ba2)	12/19/20	3.250	9,537,477
						13,687,013
Health Facilities (2.3%)
10,452		HCA, Inc.#	(BB, Ba3)	03/31/17	2.910	10,482,158
10,928		Heartland Dental Care LLC#	(B, B1)	12/21/18	5.500	11,043,879
9,835		Premier Dental Services, Inc.#	(B, B3)	11/01/18	8.250	9,937,779
1,962		Surgical Care Affiliates#	(B, B2)	12/29/17	4.247	1,971,979
6,179		Surgical Care Affiliates#	(B, B2)	06/29/18	4.250	6,217,568
975		United Surgical Partners International, Inc.#	(B, B1)	04/19/17	4.250	983,371
2,481		United Surgical Partners International, Inc.#	(B, B1)	04/03/19	4.750	2,504,512
						43,141,246
Health Services (3.5%)
8,345		ABB Con-Cise Optical Group LLC#	(B, B2)	02/06/19	4.500	8,366,030
3,932		Alvogen Pharma U.S., Inc.#	(B-, B3)	05/23/18	7.000	3,991,291
5,385		Ardent Medical Services, Inc.#	(B+, B1)	07/02/18	6.750	5,458,892
14,897		Capsugel Holdings U.S., Inc.#	(B+, Ba3)	08/01/18	3.500	14,948,486
2,844		Carestream Health Holdings, Inc.#	(B+, B1)	06/07/19	5.000	2,890,433
3,980		Catalent Pharma Solutions, Inc.#	(BB-, Ba3)	09/15/16	3.660	4,006,758
3,000		Catalent Pharma Solutions, Inc.#	(B, Caa1)	12/31/17	6.500	3,048,750
2,410		Convatec, Inc.#	(B+, Ba3)	12/22/16	4.000	2,443,295
9,155		Drumm Investors LLC#	(B, B2)	05/04/18	5.000	9,031,860
6,044		Faenza Acquisition GmbH#	(B, Ba3)	08/30/20	4.250	6,115,462
3,500		Mediq NV#€	(NR, NR)	02/13/20	4.733	4,773,993
						65,075,250
Hotels (0.9%)
7,481		Four Seasons Holdings, Inc.#	(BB-, B1)	06/29/20	3.500	7,532,721
8,535		Hilton Worldwide Finance#	(BB, Ba3)	10/26/20	3.750	8,598,747
						16,131,468
Household & Leisure Products (1.0%)
9,184		Serta Simmons Holdings LLC#	(B+, B1)	10/01/19	4.250	9,281,650
9,465		Tempur-Pedic International, Inc.#	(BB, Ba3)	03/18/20	3.500	9,507,097
						18,788,747
Insurance Brokerage (0.3%)
6,095		Genex Services, Inc.#	(B, B1)	07/26/18	5.250	6,155,672

Investments & Misc. Financial Services (1.5%)
6,441		Altisource Solutions Sarl#	(B+, B1)	12/09/20	4.500	6,505,631

Par (000)			Ratings † (S&P/Moody’s)	Maturity	Rate%	Value

BANK LOANS
Investments & Misc. Financial Services
$	7,359	LPL Holdings, Inc.#	(BB-, Ba2)	03/29/19	3.250	$	7,374,964
3,477		StoneRiver Group LP#	(B+, B1)	11/29/19	4.500	3,479,713
2,962		StoneRiver Group LP#	(CCC+, Caa1)	05/29/20	8.500	3,002,913
489		U.S. Security Associates Holdings, Inc.#	(B, B1)	07/28/17	6.000	492,217
6,000		VFH Parent LLC#	(NR, NR)	11/08/19	5.750	6,067,500
						26,922,938
Leisure (1.1%)
561		ClubCorp Club Operations#	(BB, Ba2)	07/23/20	4.000	565,406
2,846		Deluxe Entertainment Services Group, Inc.#	(CCC+, B2)	07/03/17	8.000	2,856,852
6,965		Great Wolf Resorts, Inc.#	(BB-, B3)	08/06/20	4.500	7,040,082
1,809		Merlin Entertainments Group Luxembourg 2 Sarl#€	(BB-, NR)	07/03/19	3.488	2,459,811
6,978		Seaworld Parks & Entertainment, Inc.#	(BB+, Ba3)	05/14/20	3.000	6,954,230
						19,876,381
Life Insurance (0.2%)
1,617		MMM Holdings, Inc.#	(B+, B2)	12/12/17	9.750	1,631,586
1,176		MSO of Puerto Rico, Inc.#	(B+, B2)	12/12/17	9.750	1,186,609
						2,818,195
Media - Broadcast (2.8%)
6,480		Cequel Communications LLC#	(BB-, Ba2)	02/14/19	3.500	6,508,686
1,488		Gray Television, Inc.#	(BB, Ba3)	10/14/19	4.750	1,502,661
3,225		IMG Worldwide, Inc.#	(B+, Ba2)	06/16/16	5.500	3,246,952
9,081		Lin Television Corp.#	(BB+, Ba2)	12/21/18	4.000	9,149,529
3,023		Mission Broadcasting, Inc.#	(BB, Ba3)	10/01/20	3.750	3,040,084
3,428		Nexstar Broadcasting, Inc.#	(BB, Ba3)	10/01/20	3.750	3,447,503
3,970		Nine Entertainment Group Ltd.#	(BB-, Ba2)	02/05/20	3.500	3,963,787
13,115		TWCC Holding Corp.#	(B+, Ba3)	02/13/17	3.500	13,101,198
5,000		UPC Financing Partnership#€	(BB, Ba3)	03/31/21	3.973	6,789,412
						50,749,812
Media - Cable (0.8%)
1,965		Bragg Communications, Inc.#	(BB, NR)	02/27/18	3.500	1,974,216
5,500		Virgin Media Investment Holding#	(BB-, Ba3)	06/07/20	3.500	5,519,250
5,000		YPSO France SAS#€	(NR, NR)	12/31/18	3.987	6,775,050
						14,268,516
Media - Diversified (0.9%)
17,000		Tribune Co.#	(BB+, Ba3)	12/27/20	4.000	16,991,160

Media - Services (0.5%)
9,975		WMG Acquisition Corp.#	(BB-, Ba3)	07/01/20	3.750	10,018,641

Medical Products (0.4%)
2,500		BSN Medical GmbH & Co.#	(BB-, Ba3)	08/28/19	4.000	2,516,875
2,969		IMS Health, Inc.#€	(BB-, Ba3)	08/26/17	4.250	4,055,233
						6,572,108
Metals & Mining - Excluding Steel (1.5%)
2,957		Arch Coal, Inc.#	(B+, B1)	05/16/18	6.250	2,933,837
456		CeramTec Acquisition Corp.#	(B, Ba3)	08/30/20	4.250	461,725
12,289		FMG Resources#	(BBB-, Baa3)	06/30/19	4.250	12,438,832
5,391		Noranda Aluminium Acquisition Corp.#	(B, B1)	02/28/19	5.750	5,134,863
6,967		U.S. Silica Co.#	(BB-, B1)	07/23/20	4.000	7,011,041
						27,980,298
Oil Field Equipment & Services (2.1%)
5,943		BakerCorp International, Inc.#	(B, Ba3)	02/07/20	4.250	5,950,028
10,460		Pacific Drilling S.A.#	(B+, B1)	06/04/18	4.500	10,600,551
5,970		Philadelphia Energy Solutions Refining and Marketing LLC#	(BB-, B1)	04/04/18	6.250	5,414,005
3,500		Shelf Drilling Holdings Ltd.#	(B+, B2)	10/08/18	10.000	3,567,813
9,591		Utex Industries, Inc.#	(B, B2)	04/10/20	4.500	9,684,903

Par (000)			Ratings † (S&P/Moody’s)	Maturity	Rate%	Value

BANK LOANS
Oil Field Equipment & Services
$	2,500	Utex Industries, Inc.#	(CCC+, Caa2)	04/10/21	8.750	$	2,568,750
						37,786,050
Oil Refining & Marketing (0.3%)
5,000		Wildhorse Resources LLC#	(B, B3)	12/13/18	7.500	5,075,000

Packaging (1.7%)
12,952		Berry Plastics Holding Corp.#	(B+, B1)	02/08/20	3.500	12,929,603
5,940		BWAY Holding Co.#	(B, B1)	08/06/17	4.500	5,986,035
2,985		Clondalkin Acquisition B.V.#	(B, B2)	05/31/20	5.750	3,011,119
3,000		Evergreen Tank Solutions#	(B-, B3)	09/28/18	9.500	3,007,515
1,830		Kleopatra Acquisition Corp.#	(B, Ba3)	12/21/16	5.750	1,849,196
2,003		Pertus Sechzehnte GmbH Mauser#	(NR, NR)	12/14/16	4.535	2,006,451
1,997		Pertus Sechzehnte GmbH Mauser#	(NR, NR)	06/14/17	4.785	2,001,109
						30,791,028
Pharmaceuticals (2.5%)
8,232		Amneal Pharmaceuticals LLC#	(B, B2)	11/01/19	5.750	8,303,904
267		inVentiv Health, Inc.#	(B-, B2)	05/15/18	7.750	265,290
10,149		Par Pharmaceutical#	(B, B1)	09/30/19	4.250	10,196,100
4,000		Patheon, Inc.#	(B, B3)	12/14/18	7.250	3,997,950
7,000		Patheon, Inc.#	(B, B2)	01/22/21	4.250	6,998,530
2,500		Patheon, Inc.#€	(B, B2)	01/22/21	4.500	3,365,071
9,963		Valeant Pharmaceuticals International, Inc.#	(BB, Ba1)	12/11/19	3.750	10,051,465
3,000		Valeant Pharmaceuticals International, Inc.#	(BB, Ba1)	08/05/20	4.500	3,035,385
						46,213,695
Printing & Publishing (1.1%)
106		F & W Media, Inc.#	(CCC-, Caa3)	12/09/14	10.000	89,864
7,665		Harland Clarke Holdings Corp.#	(B+, B1)	06/30/17	5.497	7,722,764
2,469		Harland Clarke Holdings Corp.#	(B+, B1)	05/22/18	7.000	2,503,473
5,767		hibu PLC#	(NR, NR)	07/31/14	3.909	1,298,965
9,010		MTL Publishing LLC#	(BB-, Ba3)	06/29/18	4.250	9,069,634
						20,684,700
Real Estate Development & Management (0.2%)
3,579		Capital Automotive LP#	(BB-, Ba2)	04/10/19	4.000	3,614,744

Real Estate Investment Trusts (0.4%)
7,845		iStar Financial, Inc.#	(BB-, B1)	10/15/17	4.500	7,900,902

Restaurants (1.1%)
3,947		Dine Equity, Inc.#	(BB-, Ba2)	10/19/17	3.750	3,979,406
8,234		Dunkin Brands, Inc.#	(B+, B2)	02/14/20	3.750	8,259,391
8,440		Select Service Partner Ltd.#	(NR, NR)	06/15/16	2.660	8,370,073
						20,608,870
Software/Services (8.5%)
4,779		Decision Insight Information Group U.S.#	(B, B1)	01/04/17	7.000	4,783,695
10,928		Deltek, Inc.#	(B, B1)	10/10/18	4.500	11,003,194
4,708		Eagle Parent, Inc.#	(B+, Ba3)	05/16/18	4.000	4,745,195
10,316		Evertec, Inc.#	(BB-, B1)	04/17/20	3.500	10,066,585
7,939		First Data Corp.#	(B+, B1)	03/24/18	4.158	7,958,385
5,698		First Data Corp.#	(B+, B1)	03/24/21	4.159	5,714,123
6,129		Flexera Software, Inc.#	(B+, B2)	03/13/19	5.000	6,180,581
2,824		Genesys Telecom Holdings U.S., Inc.#	(B, B2)	02/08/20	4.000	2,813,780
7,750		Genesys Telecom Holdings U.S., Inc.#	(B, B2)	11/13/20	4.500	7,783,906
8,917		Infor (U.S.), Inc.#	(B+, Ba3)	06/03/20	3.750	8,952,537
5,131		Kronos, Inc.#	(B, B1)	10/30/19	4.500	5,190,249
7,960		Landslide Holdings, Inc.#	(B+, B2)	08/09/19	5.250	8,019,740
11,651		On Assignment#	(BB-, Ba2)	05/15/20	3.500	11,704,618
10,945		Pinnacle (U.S.) Acquisition Co. Ltd.#	(B+, B1)	07/30/19	4.750	11,013,406
7,500		SafeNet, Inc.#	(B, B3)	04/12/15	6.159	7,495,350
1,000		Serena Software, Inc.#	(B+, B1)	03/10/16	5.000	997,085
650		SS&C Technologies Holdings Europe Sarl#	(BB, Ba3)	06/08/19	3.250	652,570

Par (000)			Ratings † (S&P/Moody’s)	Maturity	Rate%	Value

BANK LOANS
Software/Services
$	6,283	SS&C Technologies, Inc.#	(BB, Ba3)	06/08/19	3.250	$	6,308,178
8,571		SumTotal Systems, Inc.#	(B+, B1)	11/16/18	6.250	8,565,407
4,950		SunGard Data Systems, Inc.#	(BB, Ba3)	01/31/20	4.500	4,977,225
5,906		The TriZetto Group, Inc.#	(B-, B2)	05/02/18	4.750	5,894,767
1,000		The TriZetto Group, Inc.#	(CCC, Caa2)	03/28/19	8.500	987,500
8,411		U.S. Ft Holdco, Inc.#	(B+, B1)	11/30/17	4.500	8,473,930
2,970		Wall Street Systems Holdings, Inc.#	(B, B2)	10/25/19	5.750	2,986,706
1,000		Wall Street Systems Holdings, Inc.#	(B-, Caa2)	10/25/20	9.250	1,008,750
2,528		Web.com Group, Inc.#	(B+, Ba3)	10/27/17	4.500	2,558,921
						156,836,383
Specialty Retail (5.2%)
7,500		AB Acquisitions French Holdco SAS#€	(NR, NR)	07/10/17	3.710	10,149,628
14,757		Academy Ltd.#	(B, B1)	08/03/18	4.500	14,903,820
12,927		BJ’s Wholesale Club, Inc.#	(B-, B3)	09/26/19	4.500	13,068,411
3,000		BJ’s Wholesale Club, Inc.#	(CCC, Caa2)	03/31/20	8.500	3,096,885
14,996		General Nutrition Centers, Inc.#	(BBB-, B1)	03/04/19	3.250	15,021,698
7,885		Leslie’s Poolmart, Inc.#	(B, B2)	10/16/19	4.250	7,956,093
13,424		Michaels Stores, Inc.#	(BB-, Ba3)	01/28/20	3.750	13,508,525
2,812		National Vision, Inc.#	(BB-, B1)	08/02/18	7.000	2,867,747
5,544		Ollie’s Holdings, Inc.#	(B, B2)	09/28/19	5.250	5,572,020
4,962		PETCO Animal Supplies Stores, Inc.#	(B, Ba3)	11/24/17	4.000	5,004,654
1,199		Pilot Travel Centers LLC#	(BB, Ba2)	03/30/18	3.750	1,206,155
2,469		Pilot Travel Centers LLC#	(BB, Ba2)	08/07/19	4.250	2,492,648
						94,848,284
Steel Producers/Products (0.6%)
10,588		JMC Steel Group, Inc.#	(BB-, B2)	04/01/17	4.750	10,640,897

Support-Services (2.7%)
3,842		Aramark Corp.#	(BBB-, B1)	07/26/16	3.747	3,869,156
2,500		Blackstone Perpetual Bidco B.V.#€	(NR, NR)	02/15/20	4.768	3,400,403
14,132		DigitalGlobe, Inc.#	(BBB-, Ba2)	01/31/20	3.750	14,209,861
6,431		Emdeon, Inc.#	(BB-, Ba3)	11/02/18	3.750	6,461,961
5,445		Hertz Corp.#	(BB, Ba1)	03/11/18	3.750	5,469,666
5,970		ISS A/S#	(BB, Ba3)	04/30/18	3.750	5,996,656
2,500		Redtop Acquisitions Ltd.#	(CCC+, B3)	06/03/21	8.250	2,559,375
3,741		Sabre, Inc.#	(B, B1)	02/19/19	4.500	3,757,589
3,262		Sabre, Inc.#	(B, B1)	02/19/19	5.250	3,289,005
						49,013,672
Telecom - Integrated/Services (3.0%)
15,000		Coronado Guarantor LLC#	(B+, B1)	11/25/20	4.750	15,199,950
750		Coronado Guarantor LLC#	(CCC+, Caa1)	05/25/21	8.750	759,375
5,218		Intelsat Jackson Holdings S.A.#	(BB, Ba3)	06/30/19	3.750	5,267,227
8,960		LTS Buyer LLC#	(B, B1)	04/13/20	4.000	9,004,743
3,490		Securus Technologies, Inc.#	(B, B2)	04/30/20	4.750	3,489,730
4,955		Windstream Corp.#	(BB+, Ba2)	08/08/19	3.500	4,977,383
15,389		Zayo Group LLC#	(B, B1)	07/02/19	4.000	15,498,720
						54,197,128
Telecom - Wireless (1.1%)
6,684		Cricket Communications, Inc.#	(B+, Ba3)	10/10/19	4.750	6,711,927
12,935		Crown Castle Operating Co.#	(BBB-, Ba2)	01/31/21	3.250	13,002,091
						19,714,018
Telecommunications Equipment (1.0%)
1,449		Alcatel-Lucent U.S.A., Inc.#	(B+, B1)	01/30/19	5.750	1,464,720
6,864		Avaya, Inc.#	(B, B1)	10/26/17	4.736	6,724,929
3,363		Avaya, Inc.#	(B, B1)	03/31/18	8.000	3,399,402
3,990		CommScope, Inc.#	(BB+, Ba2)	01/14/18	3.250	4,001,631
2,222		Mitel U.S. Holdings#	(B+, Ba3)	01/31/20	5.250	2,241,667
						17,832,349

Par (000)			Ratings † (S&P/Moody’s)	Maturity	Rate%	Value

BANK LOANS
Textiles & Apparel (0.4%)
$	7,000	Choo Luxury Holdings Ltd.#	(NR, NR)	06/28/18	3.835	$	6,889,155

Theaters & Entertainment (2.3%)
9,930		AMC Entertainment, Inc.#	(BB-, Ba2)	04/30/20	3.500	9,968,342
13,978		Live Nation Worldwide, Inc.#	(BB, Ba3)	08/16/20	3.500	14,073,665
8,775		Tech Finance & Co S.C.A.#	(B, B3)	07/10/20	7.250	8,931,327
1,219		Technicolor S.A.#	(CCC+, B3)	05/26/16	6.750	1,240,747
4,954		Technicolor S.A.#	(CCC+, B3)	05/26/17	7.750	5,040,430
3,590		Village Roadshow Ltd.#	(NR, A2)	11/21/17	4.750	3,643,850
						42,898,361
Transportation - Excluding Air/Rail (0.5%)
9,571		Navios Maritime Partners LP#	(BB, Ba3)	06/27/18	5.250	9,810,544
TOTAL BANK LOANS (Cost $1,455,366,770)						1,463,415,197

CORPORATE BONDS (11.2%)
Auto Parts & Equipment (0.3%)
2,225		Tomkins, Inc., Global Secured Notes (Callable 10/01/14 @ 104.50)	(BB-, B1)	10/01/18	9.000	2,422,469
3,250		UCI International, Inc., Global Company Guaranteed Notes (Callable 02/15/15 @ 104.31)§	(CCC, Caa1)	02/15/19	8.625	3,217,500
						5,639,969
Brokerage (0.1%)
2,341		Jefferies Finance LLC, Rule 144A, Senior Unsecured Notes (Callable 04/01/16 @ 105.53)§‡	(B+, B1)	04/01/20	7.375	2,463,903

Building Materials (0.8%)
3,500		Building Materials Corp. of America, Rule 144A, Senior Secured Notes (Callable 02/15/15 @ 103.50)‡	(BB+, Baa3)	02/15/20	7.000	3,753,750
4,000		Euramax International, Inc., Global Senior Secured Notes (Callable 03/03/14 @ 107.13)	(B-, Caa2)	04/01/16	9.500	4,040,000
5,350		Headwaters, Inc., Global Secured Notes (Callable 04/01/15 @ 103.81)	(B+, B2)	04/01/19	7.625	5,804,750
400		Sanitec Corp., Rule 144A, Senior Secured Notes (Callable 05/15/14 @ 101.00)#€‡	(BB-, B1)	05/15/18	4.968	550,039
						14,148,539
Chemicals (0.3%)
1,500		Ineos Finance PLC, Rule 144A, Senior Secured Notes (Callable 02/15/15 @ 102.00)#€‡	(BB-, B1)	02/15/19	7.250	2,149,252
500		Ineos Finance PLC, Rule 144A, Senior Secured Notes (Callable 05/01/15 @ 105.63)§‡	(BB-, B1)	05/01/20	7.500	548,750
2,000		Nufarm Australia Ltd., Rule 144A, Company Guaranteed Notes (Callable 10/15/15 @ 104.78)‡	(B+, Ba3)	10/15/19	6.375	2,070,000
1,500		Taminco Global Chemical Corp., Rule 144A, Secured Notes (Callable 03/31/15 @ 107.31)‡	(B-, Caa1)	03/31/20	9.750	1,702,500
						6,470,502
Consumer Products (0.1%)
1,000		NBTY, Inc., Global Company Guaranteed Notes (Callable 10/01/14 @ 104.50)	(B, B3)	10/01/18	9.000	1,085,000

Diversified Capital Goods (0.5%)
5,250		Anixter, Inc., Global Company Guaranteed Notes§	(BB, Ba3)	05/01/19	5.625	5,512,500
1,000		KION Finance S.A., Rule 144A, Senior Secured Notes (Callable 02/15/14 @ 101.00)#€‡	(BB-, Ba3)	02/15/20	4.718	1,372,150
1,333		Mueller Water Products, Inc., Global Company Guaranteed Notes (Callable 09/01/15 @ 104.38)	(NR, B1)	09/01/20	8.750	1,499,625
						8,384,275
Energy - Exploration & Production (1.2%)
11,005		EPL Oil & Gas, Inc., Global Company Guaranteed Notes (Callable 02/15/15 @ 104.13)	(B-, Caa1)	02/15/18	8.250	11,885,400

Par (000)			Ratings † (S&P/Moody’s)	Maturity	Rate%	Value

CORPORATE BONDS
Energy - Exploration & Production
$	5,000	Oasis Petroleum, Inc., Company Guaranteed Notes (Callable 11/01/16 @ 103.25)	(B, B3)	11/01/21	6.500	$	5,350,000
3,741		Oasis Petroleum, Inc., Rule 144A, Company Guaranteed Notes (Callable 09/15/17 @ 103.44)§‡	(B, B3)	03/15/22	6.875	3,984,165
						21,219,565
Forestry & Paper (0.0%)
200		Stone & Webster, Inc.*	(NR, NR)	10/23/19	0.000	300

Gaming (0.0%)
197		Choctaw Resort Development Enterprise, Rule 144A, Senior Notes (Callable 11/15/14 @ 100.00)‡	(B, Caa1)	11/15/19	7.250	194,045

Gas Distribution (0.6%)
2,250		Energy Transfer Equity LP, Senior Secured Notes§	(BB, Ba2)	10/15/20	7.500	2,545,312
1,000		Genesis Energy LP, Global Company Guaranteed Notes (Callable 02/15/17 @ 102.88)§	(B, B1)	02/15/21	5.750	1,020,000
1,000		Genesis Energy LP, Global Company Guaranteed Notes (Callable 12/15/14 @ 103.94)	(B, B1)	12/15/18	7.875	1,085,000
6,250		Holly Energy Finance Corp., Global Company Guaranteed Notes (Callable 03/01/16 @ 103.25)	(BB-, B1)	03/01/20	6.500	6,531,250
						11,181,562
Health Facilities (0.4%)
2,925		MPT Finance Corp., Company Guaranteed Notes (Callable 02/15/17 @ 103.19)	(BB, Ba1)	02/15/22	6.375	3,034,687
5,000		Symbion, Inc., Global Company Guaranteed Notes	(CCC+, Caa2)	08/23/15	11.000	5,031,250
						8,065,937
Health Services (0.2%)
3,350		MedAssets, Inc., Global Company Guaranteed Notes (Callable 11/15/14 @ 104.00)	(B, B3)	11/15/18	8.000	3,626,375
724		STHI Holding Corp., Rule 144A, Secured Notes (Callable 03/15/14 @ 106.00)‡	(B, B2)	03/15/18	8.000	773,775
						4,400,150
Insurance Brokerage (0.3%)
3,000		Towergate Finance PLC, Rule 144A, Senior Secured Notes (Callable 05/15/14 @ 101.00)#£‡	(NR, B1)	02/15/18	6.021	4,989,515

Investments & Misc. Financial Services (0.2%)
2,000		Cabot Financial Luxembourg S.A., Rule 144A, Senior Secured Notes (Callable 08/01/16 @ 106.28)£‡	(BB, B1)	08/01/20	8.375	3,614,079
500		Cabot Financial Luxembourg S.A., Rule 144A, Senior Secured Notes (Callable 10/01/15 @ 107.78)£‡	(BB, B1)	10/01/19	10.375	953,201
						4,567,280
Leisure (0.1%)
1,000		Six Flags Entertainment Corp., Rule 144A, Company Guaranteed Notes (Callable 01/15/16 @ 103.94)‡	(BB-, B3)	01/15/21	5.250	992,500

Media - Cable (0.2%)
3,000		Altice Financing S.A., Rule 144A, Company Guaranteed Notes (Callable 12/15/16 @ 104.88)‡	(BB-, B1)	01/15/22	6.500	3,045,000

Media - Diversified (0.5%)
8,390		Block Communications, Inc., Rule 144A, Senior Unsecured Notes (Callable 02/01/16 @ 103.63)‡	(BB-, Ba3)	02/01/20	7.250	8,956,325

Media - Services (0.6%)
3,000		Cerved Group SpA, Rule 144A, Senior Secured Notes (Callable 01/15/15 @ 100.00)#€‡	(B, B2)	01/15/19	5.657	4,109,370
575		Clear Channel Worldwide Holdings, Inc., Global Company Guaranteed Notes (Callable 11/15/17 @ 103.25)§	(B, B1)	11/15/22	6.500	590,813
1,400		Clear Channel Worldwide Holdings, Inc., Series B, Global Company Guaranteed Notes (Callable 11/15/17 @ 103.25)	(B, B1)	11/15/22	6.500	1,445,500

Par (000)			Ratings † (S&P/Moody’s)	Maturity	Rate%	Value

CORPORATE BONDS
Media - Services
$	4,120	WMG Acquisition Corp., Rule 144A, Senior Secured Notes (Callable 01/15/16 @ 104.50)§‡	(BB-, Ba3)	01/15/21	6.000	$	4,284,800
						10,430,483
Metals & Mining - Excluding Steel (1.2%)
2,500		Calcipar S.A., Rule 144A, Senior Secured Notes (Callable 05/01/15 @ 103.44)‡	(BB, Ba3)	05/01/18	6.875	2,662,500
2,000		Eldorado Gold Corp., Rule 144A, Senior Unsecured Notes (Callable 12/15/16 @ 103.06)‡	(BB, Ba3)	12/15/20	6.125	1,920,000
3,000		Global Brass & Copper, Inc., Global Senior Secured Notes (Callable 06/01/16 @ 104.75)	(B, B3)	06/01/19	9.500	3,457,500
2,000		Kaiser Aluminum Corp., Global Company Guaranteed Notes (Callable 06/01/16 @ 104.13)	(BB-, Ba3)	06/01/20	8.250	2,260,000
7,500		KGHM International Ltd., Rule 144A, Company Guaranteed Notes (Callable 06/15/15 @ 103.88)§‡	(BB-, B1)	06/15/19	7.750	7,987,500
2,000		Noranda Aluminum Acquisition Corp., Rule 144A, Company Guaranteed Notes (Callable 03/01/16 @ 105.50)‡	(CCC+, Caa1)	06/01/19	11.000	1,770,000
150		Old AII, Inc., Global Company Guaranteed Notesø^	(NR, NR)	12/15/14	9.000	15
250		Old AII, Inc., Global Company Guaranteed Notes (Callable 12/15/14 @ 100.00)ø^	(NR, NR)	12/15/16	10.000	25
2,000		Xinergy Corp., Rule 144A, Senior Secured Notes (Callable 05/15/15 @ 104.63)‡	(NR, NR)	05/15/19	9.250	1,420,000
						21,477,540
Oil Field Equipment & Services (0.6%)
4,468		Pacific Drilling V Ltd., Rule 144A, Senior Secured Notes (Callable 12/01/15 @ 103.63)‡	(B+, B2)	12/01/17	7.250	4,836,610
3,000		Pioneer Energy Services Corp., Global Company Guaranteed Notes (Callable 03/15/14 @ 104.94)	(B+, B2)	03/15/18	9.875	3,180,000
2,000		Shelf Drilling Holdings Ltd., Rule 144A, Senior Secured Notes (Callable 05/01/15 @ 104.31)§‡	(B+, B1)	11/01/18	8.625	2,165,000
						10,181,610
Oil Refining & Marketing (0.5%)
6,522		Coffeyville Finance, Inc., Global Secured Notes (Callable 11/01/17 @ 103.25)§	(B+, B2)	11/01/22	6.500	6,636,135
3,000		PBF Finance Corp., Global Senior Secured Notes (Callable 02/15/16 @ 104.13)§	(BB+, Ba3)	02/15/20	8.250	3,292,500
						9,928,635
Packaging (0.2%)
4,423		Reynolds Group Issuer LLC, Global Senior Secured Notes (Callable 10/15/15 @ 104.31)§	(B+, B1)	10/15/20	5.750	4,544,632

Pharmaceuticals (0.0%)
150		inVentiv Health, Inc., Rule 144A, Company Guaranteed Notes (Callable 08/15/14 @ 105.00)§‡	(CCC, Caa2)	08/15/18	11.000	136,500

Restaurants (0.1%)
1,500		Punch Taverns Finance PLC, Series A, Senior Secured Notes£	(BBB, Baa3)	04/15/22	7.274	2,606,923

Software/Services (0.2%)
2,000		Epicor Software Corp., Global Company Guaranteed Notes (Callable 05/01/15 @ 104.31)	(CCC+, Caa1)	05/01/19	8.625	2,180,000
2,000		Syniverse Holdings, Inc., Global Company Guaranteed Notes (Callable 01/15/15 @ 104.56)	(B-, Caa1)	01/15/19	9.125	2,192,500
						4,372,500
Specialty Retail (0.3%)
2,250		DFS Furniture Holdings PLC, Rule 144A, Senior Secured Notes (Callable 03/01/14 @ 101.00)#£‡	(B, B2)	08/15/18	6.525	3,753,229
1,765		Express Finance Corp., Global Company Guaranteed Notes (Callable 03/01/14 @ 104.38)	(BB, Ba3)	03/01/18	8.750	1,859,887
						5,613,116

Par (000)			Ratings † (S&P/Moody’s)	Maturity	Rate%	Value

CORPORATE BONDS
Support-Services (0.5%)
$	2,500	CoreLogic, Inc., Global Company Guaranteed Notes (Callable 06/01/16 @ 103.63)§	(B+, B1)	06/01/21	7.250	$	2,690,625
5,500		EnergySolutions LLC, Global Company Guaranteed Notes (Callable 08/15/14 @ 105.38)	(B+, Caa2)	08/15/18	10.750	5,871,250
						8,561,875
Telecom - Integrated/Services (0.3%)
100		Hellas Telecommunications Luxembourg II S.C.A., Rule 144A, Subordinated Notes‡ø^	(NR, NR)	01/15/15	0.000	—
5,699		Hughes Satellite Systems Corp., Global Senior Secured Notes	(B+, Ba3)	06/15/19	6.500	6,226,157
						6,226,157
Telecommunications Equipment (0.3%)
2,600		Brightstar Corp., Rule 144A, Company Guaranteed Notes (Callable 12/01/14 @ 104.75)‡	(B+, B1)	12/01/16	9.500	2,873,000
1,690		Brightstar Corp., Rule 144A, Senior Unsecured Notes (Callable 08/01/15 @ 105.44)§‡	(B+, B1)	08/01/18	7.250	1,850,550
						4,723,550
Textiles & Apparel (0.1%)
275		IT Holding Finance S.A., Company Guaranteed Notes€ø	(NR, NR)	11/15/25	9.875	3,653
1,000		Takko Luxembourg 2 S.C.A., Rule 144A, Senior Secured Notes (Callable 04/15/16 @ 104.94)€‡	(B-, B3)	04/15/19	9.875	1,267,300
						1,270,953
Theaters & Entertainment (0.5%)
1,500		AMC Entertainment, Inc., Global Company Guaranteed Notes (Callable 06/01/14 @ 104.38)	(B-, B2)	06/01/19	8.750	1,601,250
1,000		AMC Entertainment, Inc., Global Company Guaranteed Notes (Callable 12/01/15 @ 104.88)	(CCC+, Caa1)	12/01/20	9.750	1,152,500
4,050		National CineMedia LLC, Global Senior Secured Notes (Callable 04/15/17 @ 103.00)	(BB-, Ba2)	04/15/22	6.000	4,232,250
1,619		National CineMedia LLC, Global Senior Unsecured Notes (Callable 07/15/16 @ 103.94)§	(B, B2)	07/15/21	7.875	1,793,042
						8,779,042
TOTAL CORPORATE BONDS (Cost $202,313,189)						204,657,883

ASSET BACKED SECURITIES (3.1%)
Collateralized Debt Obligations (3.1%)
1,000		ACAS CLO Ltd., 2012-1A, Rule 144A#‡	(BBB, NR)	09/20/23	5.095	999,392
3,000		ACAS CLO Ltd., 2013-2A, Rule 144A#‡	(BB, NR)	10/25/25	4.759	2,683,428
2,250		ALM V Ltd., 2012-5A, Rule 144A#‡	(NR, Ba2)	02/13/23	5.739	2,238,032
1,875		ARES XXV CLO Ltd., 2012-3A, Rule 144A#‡	(BBB, NR)	01/17/24	4.888	1,887,545
2,000		Atlas Senior Loan Fund III Ltd., 2013-1A, Rule 144A#‡	(BBB, NR)	08/18/25	3.770	1,910,976
1,000		Avalon IV Capital Ltd., 2012-1A, Rule 144A#‡	(BBB, NR)	04/17/23	5.238	1,002,050
1,750		Babson CLO Ltd., 2013-IA, Rule 144A#‡	(BB, NR)	04/20/25	4.637	1,636,693
500		Black Diamond CLO Ltd., 2012-1A, Rule 144A#‡	(BB, NR)	02/01/23	6.238	497,729
1,000		BlueMountain CLO Ltd., 2013-2A, Rule 144A#‡	(BB, NR)	01/22/25	5.287	958,191
2,000		Carlyle Global Market Strategies CLO Ltd., 2013-3A, Rule 144A#‡	(BB, NR)	07/15/25	4.839	1,873,598
2,000		Central Park CLO Ltd., 2011-1A, Rule 144A#‡	(BB, NR)	07/23/22	4.737	1,883,496
1,000		CIFC Funding Ltd., 2012-3A, Rule 144A#‡	(BB-, NR)	01/29/25	6.236	999,755
2,250		CIFC Funding Ltd., 2012-3A, Rule 144A#‡	(B, NR)	01/29/25	7.136	2,262,978
2,000		CIFC Funding Ltd., 2013-3A, Rule 144A#‡	(BB, NR)	10/24/25	5.006	1,919,670
1,500		Halcyon Loan Advisors Funding Ltd., 2012-2A, Rule 144A#‡	(BB, NR)	12/20/24	5.645	1,430,936
2,000		Halcyon Structured Asset Management Long Secured/Short Unsecured, 2007-2A, Rule 144A#‡	(BBB, Ba1)	10/29/21	3.986	2,030,666
3,000		ING Investment Management CLO Ltd., 2011-1A, Rule 144A#‡	(BB, NR)	06/22/21	4.746	2,790,042
2,000		Jamestown CLO Ltd., 2013-3A, Rule 144A#‡	(BB-, NR)	01/15/26	4.843	1,802,214
1,250		KKR Financial CLO Corp., 2007-1A, Rule 144A#‡	(A, A3)	05/15/21	2.491	1,232,032
1,850		KVK CLO Ltd., 2012-1A, Rule 144A#‡	(BB, NR)	07/15/23	6.489	1,878,340
3,000		KVK CLO Ltd., 2013-1A, Rule 144A#‡	(BB, NR)	04/14/25	5.742	2,889,447
3,000		Marquette Park CLO Ltd., 2005-1A, Rule 144A#‡	(AA-, Aa3)	07/12/20	2.042	2,932,638
2,000		Neuberger Berman CLO Ltd., 2012-12A, Rule 144A#‡	(BB, NR)	07/25/23	7.239	2,016,182

Par (000)			Ratings † (S&P/Moody’s)	Maturity	Rate%	Value

ASSET BACKED SECURITIES
Collateralized Debt Obligations
$	1,000	Ocean Trails CLO II, 2007-2X#	(BBB-, Ba2)	06/27/22	2.592	$	964,047
2,500		OZLM Funding Ltd., 2013-5A, Rule 144A#‡	(BB, NR)	01/17/26	5.028	2,349,752
2,000		Shackleton I CLO Ltd., 2012-1A, Rule 144A#‡	(BB, NR)	08/14/23	6.439	1,999,674
1,750		Shackleton II CLO Ltd., 2012-2A, Rule 144A#‡	(BBB, NR)	10/20/23	4.287	1,743,415
2,500		Sound Point CLO Ltd., 2013-3A, Rule 144A#‡	(NR, Ba3)	01/21/26	4.782	2,234,205
2,750		Symphony CLO VIII LP, 2012-8A, Rule 144A#‡	(BBB, NR)	01/09/23	4.842	2,753,472
1,666		Venture X CLO Ltd., 2012-12A, Rule 144A#‡	(BB, NR)	02/28/24	5.538	1,616,303
2,250		Whitehorse VII Ltd., 2013-1A, Rule 144A#‡	(BB-, NR)	11/24/25	5.106	2,129,890
TOTAL ASSET BACKED SECURITIES (Cost $56,519,210)						57,546,788

Number of Shares

COMMON STOCKS (0.0%)
Automotive (0.0%)
588		Safelite Realty Corp.*^				—

Building & Construction (0.0%)
6,800		Ashton Woods U.S.A. LLC, Class B*^				101,388

Chemicals (0.0%)
9,785		Huntsman Corp.				214,487

Gaming (0.0%)
10,150		Majestic Holdco LLC*				8,120

Health Services (0.0%)
22		Magellan Health Services, Inc.*				1,317

Printing & Publishing (0.0%)
1,131		F & W Media, Inc.*				11,310
TOTAL COMMON STOCKS (Cost $93,165)						336,622

WARRANT (0.0%)
Printing & Publishing (0.0%)
1,673		The Readers Digest Association, Inc., strike price $0.00, expires 02/19/14*^ (Cost $—)				—

SHORT-TERM INVESTMENTS (11.6%)
10,934,403		State Street Navigator Prime Portfolio, 0.05%§§				10,934,403

Par (000)				Maturity	Rate%

$	202,716	State Street Bank and Trust Co. Euro Time Deposit		02/03/14	0.010	202,716,000
TOTAL SHORT-TERM INVESTMENTS (Cost $213,650,403)						213,650,403

TOTAL INVESTMENTS AT VALUE (105.5%) (Cost $1,927,942,737)						1,939,606,893

LIABILITIES IN EXCESS OF OTHER ASSETS (-5.5%)						(101,188,564		)

NET ASSETS (100.0%)						$	1,838,418,329

INVESTMENT ABBREVIATION

NR = Not Rated

†		Credit ratings given by the Standard & Poor’s Division of The McGraw-Hill Companies, Inc. (“S&P”) and Moody’s Investors Service, Inc. (“Moody’s”) are unaudited.
#		Variable rate obligations — The interest rate is the rate as of January 31, 2014.
£		This security is denominated in British Pound.
€		This security is denominated in Euro.
§		Security or portion thereof is out on loan.

‡		Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At January 31, 2014, these securities amounted to a value of $139,732,049 or 7.6% of net assets.
*		Non-income producing security.
ø		Bond is currently in default.
^		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.
§§		Represents security purchased with cash collateral received for securities on loan. The rate shown is the annualized one-day yield at January 31, 2014.

At January 31, 2014, Open Forward Foreign Currency Contracts were as follows:

Forward Foreign Currency to be Purchased (Local)		Forward Foreign Currency to be Sold (Local)		Expiration Date	Counterparty	Value on Settlement Date			Current Value			Net Unrealized Appreciation/ (Depreciation)
EUR	2,400,000	USD	3,236,160	02/04/14	Morgan Stanley	$	3,236,160		$	3,236,521		$	361
GBP	2,000,000	USD	3,287,000	02/04/14	Morgan Stanley	3,287,000			3,286,901			(99		)
USD	68,833,019	EUR	50,430,000	04/16/14	Morgan Stanley	(68,833,019		)	(68,009,494		)	823,525
USD	28,114,153	GBP	17,170,000	04/16/14	Morgan Stanley	(28,114,153		)	(28,202,930		)	(88,777		)
												$	735,010

Currency Abbreviations:

EUR = Euro

GBP = British Pound

USD = United States Dollar

·		Level 1—quoted prices in active markets for identical investments
·		Level 2—other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, credit risk, etc.)
·		Level 3—significant unobservable inputs (including the Fund’s own assumptions in determining the fair value of investments)

The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities.

The following is a summary of the inputs used as of January 31, 2014 in valuing the Fund’s assets and liabilities carried at fair value:

	Level 1		Level 2		Level 3		Total
Investments in Securities
Bank Loans	$	—	$	1,457,930,956	$	5,484,241	$	1,463,415,197
Corporate Bonds	—		204,657,843		40		204,657,883
Asset Backed Securities	—		57,546,788		—		57,546,788
Common Stocks	215,804		19,430		101,388		336,622
Warrants	—		—		—		—
Short-term Investments	10,934,403		202,716,000		—		213,650,403
Other Financial Instruments*
Forward Foreign Currency Contracts	—		735,010		—		735,010
	$	11,150,207	$	1,923,606,027	$	5,585,669	$	1,940,341,903

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

	Bank Loans		Corporate Bonds		Common Stocks		Warrants		Total
Balance as of October 31, 2013	$	—	$	40	$	101,388	$	0	$	101,428
Accrued discounts/premiums	26,189		—		—		—		26,189
Purchases	1,970,000		—		—		—		1,970,000
Sales	—		—		—		—		—
Realized gain/(loss)	—		—		—		—		—
Change in unrealized appreciation/(depreciation)	51,311		0		0		—		51,311
Transfers into Level 3	3,436,741		—		—		—		3,436,741
Transfers out of Level 3	—		—		—		—		—
Balance as of January 31, 2014	$	5,484,241	$	40	$	101,388	$	0	$	5,585,669

Net change in unrealized appreciation/(depreciation) from investments still held as of January 31, 2014	$	51,311	$	0	$	0	$	0	$	51,311

The Fund follows Financial Accounting Standards Board (“FASB”) amendments to authoritative guidance which require the Fund to disclose details of transfers in and out of Level 1 and Level 2 measurements and Level 2 and Level 3 measurements and the reasons for the transfers. For the quarter ended January 31, 2014, there were no significant transfers in and out of Level 1 and Level 2, but there was $3,436,741 transferred in from Level 2 to Level 3, due to lack of observable market data because of decrease in market activity. All transfers are assumed to occur at the end of the reporting period.

Cost of investments	$	1,927,942,737
Unrealized appreciation	$	18,137,984
Unrealized depreciation	(6,473,828		)
Net unrealized appreciation/(depreciation)	$	11,664,156

Credit Suisse Emerging Markets Equity Fund

Schedule of Investments

January 31, 2014 (unaudited)

	Number of Shares	Value
COMMON STOCKS (88.5%)
BRAZIL (8.9%)
Capital Markets (0.4%)
Grupo BTG Pactual (Unit)	8,000	$	82,946

Commercial Banks (1.7%)
Banco do Brasil S.A.	36,000	308,567

Diversified Consumer Services (1.2%)
Kroton Educacional S.A.	14,800	225,380

Household Durables (1.6%)
Cyrela Brazil Realty S.A.	23,400	137,538
MRV Engenharia e Participacoes S.A.	50,000	169,610
		307,148
Insurance (0.8%)
Porto Seguro S.A.	13,100	152,269

IT Services (0.6%)
Cielo S.A.	4,400	116,129

Metals & Mining (2.1%)
Vale S.A., ADR	29,000	394,400

Transportation Infrastructure (0.5%)
Arteris S.A.	12,500	85,680
		1,672,519
CHINA (16.0%)
Commercial Banks (8.2%)
Agricultural Bank of China, Ltd., Series H	454,000	198,167
Bank of China, Ltd., Series H	911,000	384,465
China CITIC Bank Corp., Ltd., Series H	353,000	168,850
China Minsheng Banking Corp., Ltd., Series H	129,000	125,953
Chongqing Rural Commercial Bank, Series H	273,000	115,508
Industrial & Commercial Bank of China, Ltd., Series H	874,000	539,924
		1,532,867
Communications Equipment (0.7%)
Coolpad Group, Ltd.	240,000	129,245

Construction & Engineering (0.5%)
China Communications Construction Co., Ltd., Series H	131,000	95,320

Food Products (1.9%)
Biostime International Holdings, Ltd.	23,500	202,414
Labixiaoxin Snacks Group, Ltd.	231,000	148,748
		351,162
Hotels, Restaurants & Leisure (0.6%)
Ctrip.com International, Ltd., ADR *	2,800	110,628

Internet Software & Services (0.9%)
Tencent Holdings, Ltd.	2,400	168,087

Life Sciences Tools & Services (1.3%)
WuXi PharmaTech Cayman, Inc., ADR *	7,300	254,770

Oil, Gas & Consumable Fuels (1.0%)
China Petroleum & Chemical Corp., Series H	238,000	187,666

Software (0.9%)
Giant Interactive Group, Inc., ADR	16,400	180,564
		3,010,309
CYPRUS (0.8%)
Road & Rail (0.8%)
Globaltrans Investment PLC, GDR, Reg S	10,800	143,100

HONG KONG (7.0%)
Chemicals (0.6%)
Huabao International Holdings, Ltd.	207,000	105,333

	Number of Shares	Value
COMMON STOCKS
HONG KONG
Construction & Engineering (0.7%)
China Singyes Solar Technologies Holdings, Ltd.	119,000	$	135,221

Hotels, Restaurants & Leisure (1.4%)
Galaxy Entertainment Group, Ltd. *	27,000	263,880

Industrial Conglomerates (1.7%)
Hutchison Whampoa, Ltd.	16,000	198,220
Jardine Strategic Holdings, Ltd.	3,500	113,598
		311,818
Oil, Gas & Consumable Fuels (0.7%)
CNOOC, Ltd.	91,000	141,333

Real Estate Management & Development (1.4%)
China Overseas Land & Investment, Ltd.	46,000	123,464
Shimao Property Holdings, Ltd.	62,500	136,336
		259,800
Wireless Telecommunication Services (0.5%)
China Mobile, Ltd.	9,500	90,702
		1,308,087
INDIA (2.4%)
Automobiles (1.0%)
Tata Motors, Ltd., ADR	6,600	183,810

Commercial Banks (0.7%)
State Bank of India, GDR, Reg S	2,800	134,568

Pharmaceuticals (0.7%)
Dr Reddy’s Laboratories, Ltd., ADR	3,000	125,160
		443,538
INDONESIA (2.2%)
Food Products (1.4%)
Indofood Sukses Makmur Tbk PT	439,600	251,300

Gas Utilities (0.8%)
Perusahaan Gas Negara Persero Tbk PT	392,500	152,678
		403,978
JAPAN (0.5%)
Household Products (0.5%)
Pigeon Corp.	2,000	91,242

MEXICO (4.0%)
Metals & Mining (1.5%)
Grupo Mexico SAB de CV, Series B	89,400	287,806

Transportation Infrastructure (1.2%)
OHL Mexico SAB de CV *	89,000	218,081

Wireless Telecommunication Services (1.3%)
America Movil SAB de CV, Series L	236,000	251,489
		757,376
NETHERLANDS (1.4%)
Wireless Telecommunication Services (1.4%)
VimpelCom, Ltd., ADR	27,000	261,630

RUSSIA (6.5%)
Commercial Banks (1.4%)
Sberbank of Russia	92,000	255,292

Food & Staples Retailing (0.7%)
Magnit OJSC, GDR, Reg S	2,600	137,150

Oil, Gas & Consumable Fuels (4.4%)
Gazprom OAO, ADR	24,000	199,440

	Number of Shares	Value
COMMON STOCKS
RUSSIA
Oil, Gas & Consumable Fuels
Lukoil OAO, ADR	9,000	$	513,000
NovaTek OAO	11,000	122,923
		835,363
		1,227,805
SINGAPORE (0.8%)
Industrial Conglomerates (0.8%)
Sembcorp Industries, Ltd.	37,000	151,730

SOUTH AFRICA (4.3%)
Household Durables (1.7%)
Steinhoff International Holdings, Ltd.	78,400	322,189

Pharmaceuticals (0.9%)
Aspen Pharmacare Holdings, Ltd.	7,500	169,194

Specialty Retail (1.0%)
The Foschini Group, Ltd.	22,500	187,511

Wireless Telecommunication Services (0.7%)
MTN Group, Ltd.	7,500	133,244
		812,138
SOUTH KOREA (12.4%)
Automobiles (3.8%)
Hyundai Motor Co.	1,700	368,943
Kia Motors Corp.	5,000	249,466
Kolao Holdings	4,200	87,377
		705,786
Construction & Engineering (0.8%)
Daelim Industrial Co., Ltd.	2,100	160,648

Insurance (0.6%)
Hyundai Marine & Fire Insurance Co., Ltd.	3,800	109,112

Media (0.5%)
CJ E&M Corp. *	3,000	93,851

Semiconductors & Semiconductor Equipment (2.8%)
Samsung Electronics Co., Ltd.	450	532,894

Software (0.9%)
NCSoft Corp.	900	165,445

Wireless Telecommunication Services (3.0%)
SK Telecom Co., Ltd.	2,800	564,159
		2,331,895
TAIWAN (12.0%)
Commercial Banks (0.6%)
King’s Town Bank	124,000	120,768

Computers & Peripherals (2.7%)
Asustek Computer, Inc.	23,000	211,015
Catcher Technology Co., Ltd.	29,000	192,362
Inventec Corp.	105,000	96,874
		500,251
Electronic Equipment, Instruments & Components (1.6%)
Hon Hai Precision Industry Co., Ltd.	107,000	298,914

Semiconductors & Semiconductor Equipment (5.1%)
Hermes Microvision, Inc.	4,000	116,407
Radiant Opto-Electronics Corp.	35,000	151,906
Taiwan Semiconductor Manufacturing Co., Ltd.	198,000	681,804
		950,117

	Number of Shares		Value
COMMON STOCKS
TAIWAN
Textiles, Apparel & Luxury Goods (2.0%)
Eclat Textile Co., Ltd.	34,000		$	371,621
			2,241,671
THAILAND (5.2%)
Chemicals (1.3%)
PTT Global Chemical PCL	109,900		237,212

Commercial Banks (1.6%)
Bangkok Bank PCL, NVDR	30,600		158,694
Thanachart Capital PCL	144,200		135,420
			294,114
Food Products (1.0%)
Thai Union Frozen Products PCL	87,200		184,253

Oil, Gas & Consumable Fuels (1.3%)
PTT PCL	30,000		250,833
			966,412
TURKEY (2.2%)
Construction & Engineering (0.6%)
Tekfen Holding AS	52,300		109,518

Diversified Telecommunication Services (0.8%)
Turk Telekomunikasyon AS	63,000		156,609

Real Estate Investment Trusts (0.8%)
Emlak Konut Gayrimenkul Yatirim Ortakligi AS	157,600		149,621
			415,748
UNITED KINGDOM (0.8%)
Insurance (0.8%)
Old Mutual PLC	52,600		148,812

UNITED STATES (1.1%)
Internet Software & Services (1.1%)
Sohu.com, Inc. *	2,800		203,784
TOTAL COMMON STOCKS (Cost $17,606,695)			16,591,774

PREFERRED STOCKS (3.4%)
BRAZIL (3.4%)
Commercial Banks (0.8%)
Banco Bradesco S.A.	14,300		153,883

Electric Utilities (1.1%)
Cia Energetica de Minas Gerais	35,900		205,862

Oil, Gas & Consumable Fuels (1.5%)
Petroleo Brasileiro S.A.	47,000		283,106
TOTAL PREFERRED STOCKS (Cost $727,799)			642,851

EXCHANGE TRADED FUNDS (4.6%)
FRANCE (2.3%)
Lyxor ETF MSCI India *	34,000		431,685

LUXEMBOURG (2.3%)
db x-trackers CNX Nifty UCITS ETF *	4,400		431,493
TOTAL EXCHANGE TRADED FUNDS (Cost $912,171)			863,178

	Par (000)

SHORT-TERM INVESTMENT (3.4%)
State Street Bank and Trust Co. Euro Time Deposit, 0.010% 02/03/2014 (Cost $641,000)	$	641	641,000

	Value

TOTAL INVESTMENTS AT VALUE (99.9%) (Cost $19,887,665)	$	18,738,803

OTHER ASSETS IN EXCESS OF LIABILITIES (0.1%)	16,010

NET ASSETS (100.0%)	$	18,754,813

INVESTMENT ABBREVIATIONS

ADR = American Depositary Receipt

GDR = Global Depositary Receipt

NVDR = Non-Voting Depository Receipt

Reg S = Regulation S

* Non-income producing security.

·	Level 1—quoted prices in active markets for identical investments
·	Level 2—other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, credit risk, etc.)
·	Level 3—significant unobservable inputs (including the Fund’s own assumptions in determining the fair value of investments)

The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities.

The following is a summary of the inputs used as of January 31, 2014 in valuing the Fund’s assets and liabilities carried at fair value:

	Level 1		Level 2		Level 3		Total
Investments in Securities
Common Stocks	$	4,091,193	$	12,500,581	$	—	$	16,591,774
Preferred Stocks	—		642,851		—		642,851
Exchange Traded Funds	—		863,178		—		863,178
Short-term Investment	—		641,000		—		641,000
	$	4,091,193	$	14,647,610	$	—	$	18,738,803

Cost of investments	$	19,887,665
Unrealized appreciation	$	205,658
Unrealized depreciation	(1,354,520		)
Net unrealized appreciation/(depreciation)	$	(1,148,862	)

Item 2: Controls and Procedures

(a) As of a date within 90 days from the filing date of this report, the principal executive officer and principal financial officer concluded that the registrant’s disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940 (the “Act”)), were effective based on their evaluation of the disclosure controls and procedures required by Rule 30a-3(b) under the Act and Rules 13a-15(b) or 15d-15(b) under the Securities and Exchange Act of 1934.

(b) There were no changes in the registrant’s internal control over financial reporting (as defined in Rule 30a-3(d) under the Act) that occurred during the registrant’s last fiscal quarter that have materially affected, or are reasonably likely to materially affect, the registrant’s internal control over financial reporting.

Item 3: Exhibits

1. The certifications of the registrant as required by Rule 30a-2(a) under the Act are exhibits to this report.

SIGNATURES

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.

CREDIT SUISSE OPPORTUNITY FUNDS

/s/John G. Popp
Name:	John G. Popp
Title:	Chief Executive Officer and President
Date:	March 18, 2014

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.

/s/John G. Popp
Name:	John G. Popp
Title:	Chief Executive Officer and President
Date:	March 18, 2014

/s/Bruce S. Rosenberg
Name:	Bruce S. Rosenberg
Title:	Chief Financial Officer
Date:	March 18, 2014