credit suisse multialternative strategy fund consolidated...

Credit Suisse Multialternative Strategy Fund Consolidated Schedule of Investments December 31, 2020 (unaudited)

Number of

Shares Value ________________ ________________

LONG POSITIONS (27.6%)

COMMON STOCKS (8.6%) BELGIUM (0.1%) Insurance (0.1%) Ageas S.A. 287 $ 15,265 ____________ Media (0.0%) Telenet Group Holding NV 297 12,723 ____________

27,988 ____________ CANADA (0.2%) Capital Markets (0.0%) CI Financial Corp. 873 10,813 ____________ IT Services (0.1%) CGI, Inc. 163 12,921 ____________ Metals/Mining (0.1%) Teck Resources Ltd., Class B 797 14,451 ____________

38,185 ____________ DENMARK (0.4%) Air Freight & Logistics (0.1%) DSV Panalpina AS 68 11,445 ____________ Beverages (0.1%) Carlsberg AS, Class B 83 13,325 ____________ Chemicals (0.0%) Novozymes AS, Class B 177 10,097 ____________ Healthcare Equipment & Supplies (0.1%) Demant AS 356 14,092 ____________ Marine (0.0%) AP Moller - Maersk AS, Class A 8 16,550 AP Moller - Maersk AS, Class B 7 15,600 ____________

32,150 ____________ Pharmaceuticals (0.1%) Novo Nordisk AS, Class B 161 11,247 ____________

92,356 ____________ FRANCE (0.4%) Aerospace & Defense (0.1%) Safran S.A. 113 16,041 ____________ Electrical Equipment (0.0%) Schneider Electric SE 89 12,883 ____________ Entertainment (0.1%) Vivendi S.A. 400 12,922 ____________ Oil, Gas & Consumable Fuels (0.1%) Total SE 325 14,049 ____________ Real Estate Investment Trust (0.1%) Klepierre S.A. 793 17,913 ____________

73,808 ____________ GERMANY (0.2%) Diversified Telecommunication Services (0.1%) United Internet AG, Reg S 292 12,311 ____________ Insurance (0.1%) Allianz SE, Reg S 58 14,271 Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen, Reg S 44 13,094 ____________

27,365 ____________

39,676 ____________ IRELAND (0.3%) Building Products (0.1%) Johnson Controls International PLC 284 13,232 ____________ Chemicals (0.0%) Linde PLC 46 12,121 ____________

Credit Suisse Multialternative Strategy Fund Consolidated Schedule of Investments (continued) December 31, 2020 (unaudited)

Number of

Shares Value ________________ ________________

LONG POSITIONS (continued)

COMMON STOCKS IRELAND Electrical Equipment (0.1%) Eaton Corp. PLC 114 $ 13,696 ____________ Insurance (0.0%) Aon PLC 56 11,831 ____________ Machinery (0.1%) Pentair PLC 254 13,485 ____________

64,365 ____________ ITALY (0.1%) Automobiles (0.1%) Ferrari NV 61 14,171 ____________ JERSEY (0.2%) Containers & Packaging (0.0%) Amcor PLC 1,004 11,817 ____________ Media (0.1%) WPP PLC 1,443 15,630 ____________ Trading Companies & Distributors (0.1%) Ferguson PLC 113 13,724 ____________

41,171 ____________ NETHERLANDS (0.4%) Chemicals (0.0%) Akzo Nobel NV 110 11,825 ____________ Diversified Telecommunication Services (0.1%) Altice Europe NV 2,326 15,088 ____________ Food & Staples Retailing (0.0%) Koninklijke Ahold Delhaize NV 376 10,624 ____________ Healthcare Equipment & Supplies (0.1%) Koninklijke Philips NV 224 12,085 ____________ Insurance (0.1%) NN Group NV 295 12,773 ____________ Trading Companies & Distributors (0.1%) AerCap Holdings NV 460 20,967 ____________

83,362 ____________ SPAIN (0.1%) Oil, Gas & Consumable Fuels (0.1%) Repsol S.A. 1,666 16,810 ____________ SWEDEN (0.1%) Diversified Telecommunication Services (0.1%) Telia Co AB 2,751 11,382 ____________ Tobacco (0.0%) Swedish Match AB 133 10,369 ____________

21,751 ____________ SWITZERLAND (0.1%) Electronic Equipment, Instruments & Components (0.1%) TE Connectivity Ltd. 119 14,407 ____________ Pharmaceuticals (0.0%)

Novartis AG, Reg S 128 12,071 ____________

26,478 ____________ UNITED KINGDOM (0.5%) Beverages (0.1%) Coca-Cola European Partners PLC 306 15,248 ____________ Capital Markets (0.1%) Standard Life Aberdeen PLC 3,825 14,655 ____________ Media (0.1%) Pearson PLC 1,574 14,441 ____________ Oil, Gas & Consumable Fuels (0.1%) Royal Dutch Shell PLC, Class A 906 15,882 ____________


Number of

Shares Value ________________ ________________


COMMON STOCKS UNITED KINGDOM Personal Products (0.0%) Unilever PLC 198 $ 12,008 ____________ Textiles, Apparel & Luxury Goods (0.0%) Burberry Group PLC 556 13,572 ____________ Trading Companies & Distributors (0.1%) Ashtead Group PLC 309 14,548 ____________

100,354 ____________ UNITED STATES (5.5%) Banks (0.8%) Bank of America Corp. 484 14,670 Citigroup, Inc. 272 16,772 Citizens Financial Group, Inc. 465 16,628 Comerica, Inc. 307 17,149 JPMorgan Chase & Co. 121 15,375 M&T Bank Corp. 127 16,167 Regions Financial Corp. 1,014 16,346 The PNC Financial Services Group, Inc. 106 15,794 U.S. Bancorp 323 15,049 Wells Fargo & Co. 495 14,939 Zions Bancorp NA 400 17,376 ____________

176,265 ____________ Biotechnology (0.1%) Biogen, Inc. 41 10,039 Regeneron Pharmaceuticals, Inc. 21 10,146 ____________

20,185 ____________ Building Products (0.1%) Masco Corp. 211 11,590 ____________ Capital Markets (0.3%) Ameriprise Financial, Inc. 76 14,769 Morgan Stanley 241 16,516 State Street Corp. 195 14,192 The Bank of New York Mellon Corp. 340 14,430 The Goldman Sachs Group, Inc. 58 15,295 ____________

75,202 ____________ Chemicals (0.1%) Celanese Corp., Series A 108 14,033 ____________ Commingled Fund (1.3%) iShares Russell 2000 Value Index Fund 2,052 270,351 ____________ Communications Equipment (0.1%) Juniper Networks, Inc. 544 12,245 ____________ Construction & Engineering (0.1%) Jacobs Engineering Group, Inc. 125 13,620 ____________ Consumer Finance (0.2%) Ally Financial, Inc. 465 16,582 Discover Financial Services 202 18,287 Synchrony Financial 446 15,481 ____________

50,350 ____________ Diversified Financial Services (0.1%) Equitable Holdings, Inc. 449 11,490 Voya Financial, Inc. 242 14,232 ____________

25,722 ____________ Diversified Telecommunication Services (0.1%) Liberty Global PLC, Class C 564 13,339 ____________ Electronic Equipment, Instruments & Components (0.1%) Arrow Electronics, Inc. 147 14,303 ____________ Healthcare Providers & Services (0.2%) DaVita, Inc. 135 15,849 McKesson Corp. 78 13,565


Number of

Shares Value ________________ ________________


COMMON STOCKS UNITED STATES Healthcare Providers & Services Molina Healthcare, Inc. 57 $ 12,123 Universal Health Services, Inc. Class B 108 14,850 ____________

56,387 ____________ Healthcare Technology (0.1%) Cerner Corp. 160 12,557 ____________ Hotels, Restaurants & Leisure (0.1%) Domino's Pizza, Inc. 27 10,353 MGM Resorts International 533 16,795 ____________

27,148 ____________ Insurance (0.1%) Loews Corp. 334 15,037 The Allstate Corp. 124 13,631 ____________

28,668 ____________ Internet Software & Services (0.1%) eBay, Inc. 223 11,206 Expedia Group, Inc. 126 16,682 ____________

27,888 ____________ IT Services (0.1%) GoDaddy, Inc., Class A 152 12,608 ____________ Life Sciences Tools & Services (0.1%) Waters Corp. 59 14,598 ____________ Machinery (0.1%) Caterpillar, Inc. 78 14,198 Cummins, Inc. 55 12,490 ____________

26,688 ____________ Media (0.2%) Altice U.S.A., Inc., Class A 330 12,497 Charter Communications, Inc., Class A 19 12,570 Discovery, Inc., Class C 591 15,478 ____________

40,545 ____________ Metals/Mining (0.1%) Steel Dynamics, Inc. 405 14,932 ____________ Oil, Gas & Consumable Fuels (0.1%) Cabot Oil & Gas Corp. 671 10,924 ____________ Road & Rail (0.1%) CSX Corp. 150 13,613 Kansas City Southern 64 13,064 ____________

26,677 ____________ Semiconductor Equipment & Products (0.1%) Intel Corp. 225 11,209 QUALCOMM, Inc. 99 15,082 ____________

26,291 ____________ Software (0.2%) Citrix Systems, Inc. 84 10,928 Fortinet, Inc. 98 14,556 NortonLifeLock, Inc. 560 11,637 Oracle Corp. 195 12,615 ____________

49,736 ____________ Specialty Retail (0.1%) AutoZone, Inc. 10 11,855 Ulta Beauty, Inc. 52 14,932 ____________

26,787 ____________ Technology Hardware & Storage (0.1%) Apple, Inc. 100 13,269


Number of

Shares Value ________________ ________________


COMMON STOCKS UNITED STATES Technology Hardware & Storage NetApp, Inc. 267 $ 17,686 ____________

30,955 ____________ Textiles, Apparel & Luxury Goods (0.1%) Ralph Lauren Corp. 170 17,636 ____________ Trading Companies & Distributors (0.1%) United Rentals, Inc. 66 15,306 ____________

1,163,536 ____________

TOTAL COMMON STOCKS (Cost $1,695,380) 1,804,011 ____________

EXCHANGE-TRADED FUNDS (19.0%) UNITED STATES (19.0%) Commingled Funds (10.3%) Invesco QQQ Trust Series 1 424 133,026 iShares 3-7 Year Treasury Bond ETF 7,219 959,983 Vanguard Short-Term Inflation-Protected Securities ETF 20,853 1,065,588 ____________

2,158,597 ____________ Diversified Financial Services (2.8%) Consumer Discretionary Select Sector SPDR Fund 405 65,116 Industrial Select Sector SPDR Fund 2,193 194,190 iShares MSCI EAFE ETF 907 66,175 iShares MSCI Emerging Markets ETF 2,624 135,582 Materials Select Sector SPDR Fund 1,795 129,940 ____________

591,003 ____________ Energy - Integrated (5.9%) Alerian MLP ETF 48,322 1,239,942 ____________

TOTAL EXCHANGE-TRADED FUNDS (Cost $3,761,090) 3,989,542 ____________

Number of

Rights ________________

RIGHT (0.0%) UNITED STATES (0.0%) Oil, Gas & Consumable Fuels (0.0%)

Repsol S.A. (Cost $1,495) 4,260 1,463 ____________

SHORT-TERM INVESTMENTS (5.5%)

Number of

Shares ________________

State Street Navigator Securities Lending Government Money Market Portfolio(1) (Cost $1,154,252) 1,154,252 1,154,252 ____________

TOTAL INVESTMENTS AT VALUE (33.1%) (Cost $6,612,217) 6,949,268

OTHER ASSETS IN EXCESS OF LIABILITIES (66.9%) 14,046,487 ____________

NET ASSETS (100.0%)(2) $ 20,995,755 ____________ ____________ (1) Represents security purchased with cash collateral received for securities on loan.

(2) As of December 31, 2020, the Credit Suisse Multialternative Strategy Fund held $4,993,322 in the wholly-owned subsidiary, Credit Suisse Cayman Multialternative Strategy Fund, Ltd., representing 23.8% 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 $ 73,546 USD $ 57,831 03/17/21 JPMorgan Chase $ 57,831 $ 57,740 $ (91) CHF 16,484 USD 18,693 03/17/21 JPMorgan Chase 18,693 18,687 (6) DKK 812,531 USD 134,329 03/17/21 JPMorgan Chase 134,329 133,775 (554) EUR 303,393 USD 373,219 03/17/21 JPMorgan Chase 373,219 371,814 (1,405) GBP 116,830 USD 159,090 03/17/21 JPMorgan Chase 159,090 159,772 682 SEK 287,161 USD 34,810 03/17/21 JPMorgan Chase 34,810 34,994 184 USD 97,581 CAD 124,306 03/17/21 JPMorgan Chase (97,581) (97,591) (10) USD 30,378 CHF 26,833 03/17/21 JPMorgan Chase (30,378) (30,420) (42) USD 225,278 DKK 1,375,651 03/17/21 JPMorgan Chase (225,278) (226,488) (1,210) USD 55,727 SEK 468,124 03/17/21 JPMorgan Chase (55,727) (57,045) (1,318) USD 614,783 EUR 504,317 03/17/21 JPMorgan Chase (614,783) (618,049) (3,266) USD 258,686 GBP 193,123 03/17/21 JPMorgan Chase (258,686) (264,107) (5,421) ___________

$ (12,457) ___________ ___________ Futures Contracts

Contract Description Currency Expiration

Date Number of Contracts Notional Value


(Depreciation) _____________________________ ________ ___________ _________ _______ _________

Contracts to Purchase Energy Brent Crude Oil Futures USD May 2021 20 $ 1,035,600 $ 5,938 ____________ Index Contracts EURO Stoxx 50 Index Dividend Futures EUR Dec 2021 122 1,265,836 $ 1,832 ____________ Industrial Metals LME Nickel Futures USD Jan 2021 10 993,990 $ 61,448 LME Nickel Futures USD Mar 2021 7 697,536 19,087 LME Primary Aluminum Futures USD Jan 2021 29 1,434,775 8,385 LME Primary Aluminum Futures USD Mar 2021 20 988,750 (9,299) LME Zinc Futures USD Jan 2021 17 1,161,665 36,123 LME Zinc Futures USD Mar 2021 12 824,799 (6,622) ____________

$ 109,122 ____________ Interest Rate Contracts 10YR AUD Bond Futures AUD Mar 2021 13 1,476,931 $ 7,231 10YR CAD Bond Futures CAD Mar 2021 13 1,521,429 11,523 10YR U.S. Treasury Note Futures USD Mar 2021 11 1,518,859 1,175 ____________

$ 19,929 ____________ Livestock Lean Hogs Futures USD Apr 2021 12 346,800 $ 4,554 Live Cattle Futures USD Apr 2021 15 715,500 3,292 ____________

$ 7,846 ____________ Precious Metals Gold100 OZ Futures USD Apr 2021 17 3,229,320 $ 2,263 ____________

Contracts to Sell Energy Brent Crude Oil Futures USD Mar 2021 (20) (1,036,000) $ (7,242) ____________ Index Contracts EURO Stoxx 50 Index Futures EUR Mar 2021 (13) (564,668) $ (6,215) S&P 500 E Mini Index Futures USD Mar 2021 (5) (937,200) (22,590) ____________

$ (28,805) ____________ Industrial Metals LME Nickel Futures USD Jan 2021 (10) (993,990) $ (53,808) LME Nickel Futures USD Mar 2021 (7) (697,536) (25,394) LME Primary Aluminum Futures USD Jan 2021 (29) (1,434,775) (37,450) LME Primary Aluminum Futures USD Mar 2021 (20) (988,750) 39,326 LME Zinc Futures USD Jan 2021 (17) (1,161,665) (38,585)


Futures Contracts (continued)

Contract Description Currency Expiration

Date Number of Contracts Notional Value


(Depreciation)

LME Zinc Futures USD Mar 2021 (12) (824,799) 247 ____________

$ (115,664) ____________ Interest Rate Contracts 10YR JGB Mini Futures JPY Mar 2021 (10) (1,470,677) $ 2,238 EURO Bund Futures EUR Mar 2021 (7) (1,521,460) 1,950 Long Gilt Futures GBP Mar 2021 (8) (1,482,210) (10,491) ____________

$ (6,303) ____________ Livestock Lean Hogs Futures USD Feb 2021 (12) $ (337,320) $ (10,646) Live Cattle Futures USD Feb 2021 (15) (690,150) (3,108) ____________

$ (13,754) ____________ Precious Metals Gold100 OZ Futures USD Feb 2021 (17) (3,221,670) $ (2,237) ____________

$ (27,075) ___________ ___________ Total Return Swap Contracts

Currency Notional Amount

Expiration Date Counterparty Receive Pay

Periodic Payment

Frequency

Upfront Premiums

Paid/ (Received)


(Depreciation)

USD $ 2,128,872 09/24/21 Bank of America

Bank of America

Equities US Volatility

Carry Hourly Hedged Index 0.00% Monthly $ — $ 43,536

USD 4,304,785 06/04/21 Barclays Bank

PLC

Barclays Month End

Rebalancing Currency

Index 0.20% At Maturity — (5,927)


PLC

Barclays Commodity

Hedging Insights 2



PLC

Shiller Barclays CAPE US

Mid - Month Sector Market

Hedged ER Index 0.60% At Maturity — (2,203)

USD 201,494 03/31/21 BNP Paribas

USD Custom Equity Basket

Long 2 0.34% Monthly — 6,200


BNP Paribas VOLA Index

ER 0.35% At Maturity — (13,518)

USD 4,000,000 06/21/21 BNP Paribas

iBoxx $ Liquid High Yield

Index 0.24% Quarterly — 169,303

USD 1,254,925 06/30/21 BNP Paribas


Long 2 0.35% Monthly — (53,229)



Long 2 0.15% Monthly — (7,941)


Total Return Swap Contracts (continued)



Periodic Payment

Frequency

Upfront Premiums

Paid/ (Received)


(Depreciation)

USD $ 184,747 08/03/21 BNP Paribas (0.25)%


Short Monthly $ — $ (1,712)

USD 175,417 08/03/21 BNP Paribas (0.25)%


Short Monthly — (620)



Long 0.34% Monthly — (3,173)

USD 4,299,207 09/09/21 BNP Paribas

BNP Paribhas Dynamic Pre Roll Alpha ex

Agriculture and Livestock

Index 0.10% At Maturity — 16,790

USD 1,347,805 09/09/21 BNP Paribas

BNP Alpha Momentum

ex-Agriculture and Livestock

Net index 0.30% At Maturity — 40,044


BNP Paribhas Equity Low

Vol U.S. Index 0.35% At Maturity — 1,973

EUR 4,271,537 09/30/21 BNP Paribas

BNP Paribas Equity Low Vol Europe

Index 1.00% At Maturity — 145

USD 1,801,392 09/09/21 Citigroup

Citi Pure Estimates

Momentum US Long-Short TR


USD 375,318 09/09/21 Goldman Sachs

Goldman Sachs RP 109 Long Short Series SR Excess

Return Strategy (0.60)% At Maturity — 11,350

USD 400,000 03/22/21 Goldman Sachs 0.24%


Index At Maturity — (40,147)

USD 2,841,359 07/16/21 Goldman Sachs

Goldman Sachs DISP U.S.



Goldman Sach VVOL Carry

ER 0.00% At Maturity — 220,630


Goldman Sachs Commodity

Strategy Index 0.00% At Maturity — 953


Goldman Sachs Commodities Seasonality




Return Strategy (0.60)% At Maturity — (5,531)





Periodic Payment

Frequency

Upfront Premiums

Paid/ (Received)


(Depreciation)

USD $ 441,535 09/09/21 Goldman Sachs


Return Strategy (0.60)% At Maturity $ — $ 13,298



Return Strategy (0.60)% At Maturity — (547)


Achillion Pharmaceutic

als CVR 0.52% Monthly — 0

USD 284,103 12/03/21 Goldman Sachs BMC Stock Holdings, Inc. 0.53% Monthly — 30,408

USD 284,493 12/03/21 Goldman Sachs (0.15)%

Builders Firstsource,

Inc. Monthly — (29,295)

USD 99,718 12/10/21 Goldman Sachs BMC Stock Holdings, Inc. 0.53% Monthly — 13,654

USD 99,897 12/10/21 Goldman Sachs (0.23)%

Builders Firstsource,


USD 3,791,820 02/09/21 JPMorgan Chase J.P. Morgan Helix 3 Index 0.60% At Maturity — 5,756

USD 4,310,156 02/09/21 JPMorgan Chase

J.P. Morgan Seasonal Spreads Portfolio 0.60% At Maturity — 18,489

USD 4,325,634 02/09/21 JPMorgan Chase JPM Kronos

Series 2 0.00% At Maturity — 17,625


JPM Commodities Fundamental

Value 0.80% At Maturity — 46,730

USD 499,999 03/04/21 JPMorgan Chase

J.P. Morgan EMBI Global

Core 0.78% Quarterly — 6,166



Core 0.72% Quarterly — 8,455



Core 0.79% Quarterly — (1,158) EUR 1,733 03/19/21 JPMorgan Chase Aroundtown SA (0.20)% Monthly — —




USD 4,200,000 06/21/21 JPMorgan Chase 0.24%


Index At Maturity — (206,979)

USD 90,036 08/20/21 JPMorgan Chase Wright Medical

Group NV 0.54% At Maturity — 0

USD 131,303 09/03/21 JPMorgan Chase Wright Medical

Group NV 0.54% At Maturity — 0

CHF 389,153 09/20/21 JPMorgan Chase

Sunrise Communicati

ons Group (1.00)% Monthly — 0

CHF 281,544 11/09/21 JPMorgan Chase

Sunrise Communicati

ons Group (1.00)% Monthly — 0


National General Holdings 0.55% Monthly — 347





Periodic Payment

Frequency

Upfront Premiums

Paid/ (Received)


(Depreciation)

USD $ 239,850 01/03/22 JPMorgan Chase

Navistar International

Corp. 0.55% Monthly $ — $ (1,895)

USD 313,018 01/03/22 JPMorgan Chase Parsley Energy,

Inc. 0.55% Monthly — 11,424 USD 273,113 01/03/22 JPMorgan Chase Xilinx, Inc. 0.55% Monthly — (11,973)


Endurance International

Group 0.55% Monthly — 0

USD 298,578 01/03/22 JPMorgan Chase (0.15)% Advanced Micro

Devices, Inc. Monthly — 7,491


PNM Resources,

Inc. 0.55% Monthly — (2,999)

USD 245,026 01/03/22 JPMorgan Chase (0.15)% Analog

Devices, Inc. Monthly — (6,854)

USD 315,401 01/03/22 JPMorgan Chase (0.25)%

Pioneer Natural Resources

Co. Monthly — (10,325) USD 309,888 01/03/22 JPMorgan Chase (0.15)% Conoco Philips Monthly — 20,481

USD 235,643 01/03/22 JPMorgan Chase Varian Medical

Systems, Inc. 0.55% Monthly — 445


Concho Resources,

Inc. 0.55% Monthly — (19,828)


Maxim Integrated Products 0.55% Monthly — 6,411

USD 150,705 01/03/22 JPMorgan Chase Inphi Corp. 0.55% Monthly — 8,482


China Biologic Products

Holdings, Inc. 0.55% Monthly — (1,221) USD 139,796 01/03/22 JPMorgan Chase Virtusa Corp. 0.55% Monthly — 2,703


Marvell Technology Group Ltd. Monthly — (7,840)

CAD 172,633 01/04/22 JPMorgan Chase

Great Canadian Gaming Corp. 0.92% Monthly — 26,352


National General Holdings 0.56% Monthly — 75

GBP 348,449 01/10/22 JPMorgan Chase Kaz Minerals

PLC 0.37% Monthly — 3,672

GBP 324,201 01/10/22 JPMorgan Chase RSA Insurance

Group PLC 0.37% Monthly — 620


Concho Resources,

Inc. 0.56% Monthly — (9,710)


Maxim Integrated Products 0.56% Monthly — 3,941


China Biologic Products Holdings 0.56% Monthly — (276)


Endurance International

Group 0.56% Monthly — (18)

USD 105,033 01/10/22 JPMorgan Chase (0.25)% Advanced Micro

Devices, Inc. Monthly — 25 USD 114,269 01/10/22 JPMorgan Chase (0.25)% Conoco Philips Monthly — 9,895

USD 121,682 01/10/22 JPMorgan Chase Parsley Energy,

Inc. 0.56% Monthly — (4,701)


PNM Resources,

Inc. 0.56% Monthly — (1,034) USD 337,703 01/10/22 JPMorgan Chase Sina Corp. 0.56% Monthly — (19,005) USD 95,699 01/10/22 JPMorgan Chase Xilinx, Inc. 0.56% Monthly — (1,564)





Periodic Payment

Frequency

Upfront Premiums

Paid/ (Received)


(Depreciation)

USD $ 35,647 01/10/22 JPMorgan Chase (0.25)%

Marvell Technology Group Ltd. Monthly $ — $ (3,859)


Navistar International

Corp. 0.56% Monthly — (477) USD 50,655 01/10/22 JPMorgan Chase Virtusa Corp. 0.56% Monthly — 782

USD 86,808 01/10/22 JPMorgan Chase (0.25)% Analog

Devices, Inc. Monthly — (3,898)


Pioneer Natural Resources

Co. Monthly — 5,088

USD 85,167 01/10/22 JPMorgan Chase Varian Medical

Systems, Inc. 0.56% Monthly — 62

USD 87,535 01/10/22 JPMorgan Chase (0.25)% Sales Force.

Com., Inc. Monthly — 81


Slack Technologies

, Inc. 0.56% Monthly — (428) USD 53,425 01/10/22 JPMorgan Chase Inphi Corp. 0.56% Monthly — 4,024 SEK 328,341 01/17/22 JPMorgan Chase Recipharm AB 0.27% Monthly — 2,668

USD 314,464 01/18/22 JPMorgan Chase TCF Financial

Corp. 0.54% Monthly — 4,279


Huntington Bancshares,



Aerojet Rocketdyne

Holdings, Inc. 0.55% Monthly — 208

USD 70,925 01/24/22 JPMorgan Chase (0.25)% Diamondback

Energy, Inc. Monthly — (804)

USD 331,363 01/24/22 JPMorgan Chase HMS Holdings

Corp. 0.55% Monthly — 1,371


QEP Resources,

Inc. 0.55% Monthly — 267 USD 331,805 01/24/22 JPMorgan Chase Realpage, Inc. 0.55% Monthly — (1,688)

USD 1,568,921 09/09/21 Macquarie Bank

Ltd.

Commodities WTI Mean Reversion 0.15% At Maturity — 70,840

USD 400,000 03/20/21 Morgan Stanley


Index 0.24% Quarterly (152) 7,910

USD 1,000,000 03/20/21 Morgan Stanley


Index 0.22% Quarterly (505) 6,232

USD 3,330,000 03/20/21 Morgan Stanley 1.00%


Index At Maturity 889 (15,227)







USD 837,447 09/09/21 Morgan Stanley

GC Intraday Momentum



Morgan Stanley Soy Dynamic Congestion


USD 400,000 09/20/21 Morgan Stanley 0.21%


Index At Maturity 134 (10,541)



Index 0.24% Quarterly (53) (1,941)





Periodic Payment

Frequency

Upfront Premiums

Paid/ (Received)


(Depreciation)

USD $ 4,296,886 09/30/21 Morgan Stanley

Morgan Stanley Commodities Curve Carry

Index 0.35% At Maturity $ — $ (22,099)

USD 810,086 04/20/21 Societe Generale 0.15% S&P 500 Total

Return Index Monthly — (4,646)

USD 534,626 06/04/21 Societe Generale SGI VRR US


USD 4,332,047 06/09/21 Societe Generale

SGI Commodity Dynamic

Alpha VT6 Index 1.20% At Maturity — (55,216)





USD 2,722,535 09/09/21 Societe Generale SG US Trend


$ 313 $ 405,324

WRITTEN OPTIONS

Number of Contracts Counterparty Put Written Options

Expiration Date

Notional Amount

Premiums Received

Current Value


(Depreciation) ______ _____________ ________________ _______ _____ _____ ______ _________ 1 Goldman Sachs S&P 500 Index, strike @ $3,720 01/15/21 100 $ 8,634 $ (3,835) $ 4,799 ___________ = Currency Abbreviations: __________________

AUD = Australian Dollar CAD = Canadian Dollar CHF = Swiss Franc DKK = Danish Krone EUR = Euro GBP = British Pound JPY = Japanese Yen SEK = Swedish Krona USD = United States Dollar Shares of Credit Suisse Funds are currently offered only in the U.S. and are not registered for sale in any other jurisdiction. Fund shares are not deposits or other obligations of Credit Suisse or any affiliate, are not FDIC-insured and are not guaranteed by Credit Suisse or any affiliate. Current and future fund investments are subject to investment risks, including possible loss of your investment. There are also special risk considerations associated with international, global, emerging-market, small-company, high-yield debt, single-industry, single-country and regional funds and other special, aggressive or concentrated investment strategies. Past performance cannot guarantee future results. Holdings are unaudited and may have changed subsequently.

This is not a recommendation to purchase or to sell securities. The fund's investment objective, risks, charges and expenses (which should be considered carefully before investing), and more complete information about the fund, are provided in the Prospectus, which should be read carefully before investing. Additional copies are available at www.credit-suisse.com/us/funds or by calling Credit Suisse Funds at 1-877-870-2874. Copyright © 2020. Credit Suisse (USA) LLC, distributor.

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