Credit Suisse Volaris US Strategies Fund Schedule of Investments May 31, 2016 (unaudited)

Transcription

1 Schedule of Investments Shares Value COMMON STOCKS (87.4%) SWITZERLAND (1.0%) Garmin Ltd. 4,000 $ 170, ,080 UNITED STATES (86.4%) Aerospace & Defense (2.0%) BE Aerospace, Inc. 1,600 76,224 General Dynamics Corp. 1, , ,777 Air Freight & Logistics (1.3%) CH Robinson Worldwide, Inc. 3, ,438 Auto Components (2.5%) Gentex Corp. 10, ,406 Lear Corp. 2, , ,554 Automobiles (2.2%) Ford Motor Co. 29, ,955 Biotechnology (2.7%) Amgen, Inc. 2, ,875 Gilead Sciences, Inc. 1,000 87, ,935 Capital Markets (1.2%) The Goldman Sachs Group, Inc. 1, ,324 Commercial Banks (2.8%) Citigroup, Inc. 3, ,966 JPMorgan Chase & Co. 4, , ,262 Commercial Services & Supplies (1.4%) Rollins, Inc. 8, ,412 Communications Equipment (1.4%) Cisco Systems, Inc. 8, ,020 Computers & Peripherals (1.0%) Apple, Inc. 1, ,762 Construction & Engineering (1.3%) Fluor Corp. 4, ,954 Consumer Finance (1.1%) Capital One Financial Corp. 2, ,424 Diversified Telecommunication Services (2.7%) Verizon Communications, Inc. 9, ,550 Electric Utilities (3.1%) Entergy Corp. 5, ,784 Pinnacle West Capital Corp. 2, , ,323 Electrical Equipment (0.9%) Regal Beloit Corp. 2, ,251 Food & Staples Retailing (4.8%) Casey's General Stores, Inc. 2, ,525 CVS Health Corp. 5, , ,290 Food Products (0.9%) Pilgrim's Pride Corp. 6, ,168 Health Care Equipment & Supplies (0.9%) Varian Medical Systems, Inc. 1, ,301 Health Care Providers & Services (4.5%) Aetna, Inc. 3, ,013 McKesson Corp ,826

2 Shares Value COMMON STOCKS (continued) UNITED STATES Health Care Providers & Services UnitedHealth Group, Inc. 2,100 $ 280, ,546 Hotels, Restaurants & Leisure (0.9%) Starbucks Corp. 2, ,692 Insurance (2.2%) MetLife, Inc. 8, ,175 Internet & Catalog Retail (2.4%) Amazon.com, Inc ,674 Internet Software & Services (5.7%) Alphabet, Inc., Class A ,540 Facebook, Inc., Class A 5, ,979 1,000,519 IT Services (1.9%) Vantiv, Inc., Class A 6, ,997 Life Sciences Tools & Services (1.9%) ICON PLC 4, ,156 Machinery (0.9%) Snap-on, Inc. 1, ,820 Multi-Utilities (2.4%) Public Service Enterprise Group, Inc. 9, ,600 Oil, Gas & Consumable Fuels (5.1%) Chevron Corp. 4, ,200 HollyFrontier Corp. 2,900 77,604 Murphy Oil Corp. 5, ,096 Valero Energy Corp. 1,800 98,460 World Fuel Services Corp. 2, , ,479 Pharmaceuticals (5.4%) Johnson & Johnson 5, ,988 Merck & Co., Inc. 6, , ,678 Professional Services (2.0%) Verisk Analytics, Inc. 4, ,316 Real Estate Investment Trusts (3.3%) Starwood Property Trust, Inc. 9, ,014 Two Harbors Investment Corp. 25, ,936 Weingarten Realty Investors 4, , ,996 Semiconductors & Semiconductor Equipment (4.0%) Intel Corp. 11, ,921 Lam Research Corp. 3, , ,880 Software (4.7%) Mentor Graphics Corp. 6, ,504 Microsoft Corp. 7, ,800 Red Hat, Inc. 3, , ,160 Specialty Retail (2.7%) CarMax, Inc. 4, ,202 Foot Locker, Inc. 4, , ,474 Textiles, Apparel & Luxury Goods (0.9%) Deckers Outdoor Corp. 2, ,511 Thrifts & Mortgage Finance (1.3%) Flagstar Bancorp, Inc. 9, ,704

3 COMMON STOCKS (continued) UNITED STATES Value $ 15,235,077 TOTAL COMMON STOCKS (Cost $14,782,397) 15,405,157 Contracts PURCHASED OPTIONS (2.1%) Call Purchased Options (1.3%) 6 Russell 2000 Index, $1,070, expires 06/17/16 50,820 1 Russell 2000 Index, $1,120, expires 06/17/16 3,875 1 Russell 2000 Index, $1,135, expires 06/17/16 2,600 1 Russell 2000 Index, $1,140, expires 06/17/16 2,345 3 Russell 2000 Index, $1,150, expires 06/17/16 5,070 3 Russell 2000 Index, $1,160, expires 07/15/16 6, Russell 2000 Index, $1,200, expires 06/17/16 3, Russell 2000 Index, $1,210, expires 06/17/16 1, Russell 2000 Index, $1,240, expires 07/15/16 3, Russell 2000 Index, $1,250, expires 08/19/16 8,125 5 S&P 500 Index, $2,035, expires 06/17/16 31,875 2 S&P 500 Index, $2,040, expires 06/17/16 11,880 1 S&P 500 Index, $2,050, expires 06/17/16 5,095 1 S&P 500 Index, $2,060, expires 06/17/16 4, S&P 500 Index, $2,060, expires 07/15/16 56,400 1 S&P 500 Index, $2,070, expires 06/17/16 3,510 1 S&P 500 Index, $2,075, expires 07/15/16 4,590 1 S&P 500 Index, $2,075, expires 08/19/16 6,020 1 S&P 500 Index, $2,095, expires 07/15/16 3,416 1 S&P 500 Index, $2,100, expires 07/15/16 3, S&P 500 Index, $2,175, expires 06/17/16 1, S&P 500 Index, $2,225, expires 08/19/16 4, S&P 500 Index, $2,240, expires 09/16/16 6, S&P 500 Index, $2,250, expires 07/15/ ,209 Put Purchased Options (0.8%) 7 Russell 2000 Index, $1,030, expires 06/17/ Russell 2000 Index, $1,060, expires 06/17/ Russell 2000 Index, $1,100, expires 06/17/ Russell 2000 Index, $1,130, expires 06/17/16 5,250 7 Russell 2000 Index, $1,130, expires 07/15/16 12,985 5 Russell 2000 Index, $1,130, expires 08/19/16 15, Russell 2000 Index, $780, expires 06/17/ Russell 2000 Index, $900, expires 07/15/16 4, Russell 2000 Index, $900, expires 08/19/16 14, Russell 2000 Index, $930, expires 06/17/ S&P 500 Index, $1,575, expires 06/17/ S&P 500 Index, $1,640, expires 07/15/16 2, S&P 500 Index, $1,640, expires 08/19/16 10, S&P 500 Index, $1,660, expires 09/16/16 21,525 5 S&P 500 Index, $1,960, expires 06/17/ S&P 500 Index, $1,990, expires 06/17/ S&P 500 Index, $2,015, expires 06/17/ S&P 500 Index, $2,025, expires 07/15/16 7,080 1 S&P 500 Index, $2,030, expires 06/17/ S&P 500 Index, $2,040, expires 07/15/16 2,080 1 S&P 500 Index, $2,045, expires 06/17/ S&P 500 Index, $2,060, expires 08/19/16 13,005 1 S&P 500 Index, $2,080, expires 08/19/16 4,995 3 S&P 500 Index, $2,080, expires 09/16/16 18,765 1 S&P 500 Index, $2,100, expires 06/17/16 2, ,510 TOTAL PURCHASED OPTIONS (Cost $656,307) 370,719

4 Par (000) Maturity Rate% Value SHORT-TERM INVESTMENT (5.6%) $ 993 State Street Bank and Trust Co. Euro Time Deposit (Cost $992,818) 06/01/ $ 992,818 TOTAL INVESTMENTS AT VALUE (95.1%) (Cost $16,431,522) 16,768,694 OTHER ASSETS IN EXCESS OF LIABILITIES (4.9%) 859,217 NET ASSETS (100.0%) $ 17,627,911 WRITTEN OPTIONS Net Unrealized Expiration Premiums Current Appreciation Contracts Call Written Options Date Received Value (Depreciation) 7 Russell 2000 Index, $1,030 06/17/16 $ 35,286 $ (86,765) $ (51,479) 2 Russell 2000 Index, $1,060 06/17/16 9,315 (18,870) (9,555) 2 Russell 2000 Index, $1,100 06/17/16 8,137 (11,300) (3,163) 7 Russell 2000 Index, $1,130 06/17/16 13,299 (21,560) (8,261) 7 Russell 2000 Index, $1,130 07/15/16 30,936 (28,035) 2,901 5 Russell 2000 Index, $1,130 08/19/16 20,777 (24,975) (4,198) 5 S&P 500 Index, $1,960 06/17/16 38,896 (67,100) (28,204) 1 S&P 500 Index, $1,990 06/17/16 7,214 (10,520) (3,306) 1 S&P 500 Index, $2,015 06/17/16 6,524 (8,175) (1,651) 4 S&P 500 Index, $2,025 07/15/16 29,493 (33,360) (3,868) 1 S&P 500 Index, $2,030 06/17/16 6,284 (6,815) (531) 1 S&P 500 Index, $2,040 07/15/16 6,864 (7,145) (281) 1 S&P 500 Index, $2,045 06/17/16 5,829 (5,510) S&P 500 Index, $2,060 08/19/16 23,033 (21,090) 1,943 1 S&P 500 Index, $2,080 08/19/16 7,087 (5,690) 1,397 3 S&P 500 Index, $2,080 09/16/16 20,454 (20,115) S&P 500 Index, $2,100 06/17/16 4,279 (1,555) 2,724 $ (104,874) Current Net Unrealized Expiration Premiums Value Appreciation Contracts Put Written Options Date Received (Depreciation) 25 Russell 2000 Index, $1,060 08/19/16 $ 43,425 $ (34,000) $ 9,425 6 Russell 2000 Index, $1,070 06/17/16 26,056 (795) 25, Russell 2000 Index, $1,080 06/17/16 35,011 (4,312) 30, Russell 2000 Index, $1,080 07/15/16 49,673 (20,625) 29,048 1 Russell 2000 Index, $1,120 06/17/16 2,830 (555) 2,275 1 Russell 2000 Index, $1,135 06/17/16 1,975 (875) 1,100 1 Russell 2000 Index, $1,140 06/17/16 1,814 (1,015) Russell 2000 Index, $1,150 06/17/16 9,088 (4,080) 5,008 3 Russell 2000 Index, $1,160 07/15/16 8,701 (8,701) 14 S&P 500 Index, $1,925 08/19/16 45,062 (23,520) 21, S&P 500 Index, $1,950 07/15/16 30,439 (11,270) 19, S&P 500 Index, $1,965 09/16/16 44,859 (44,800) 59 5 S&P 500 Index, $2,035 06/17/16 17,646 (2,975) 14,671 2 S&P 500 Index, $2,040 06/17/16 12,072 (1,340) 10,732 1 S&P 500 Index, $2,050 06/17/16 4,473 (815) 3,658 1 S&P 500 Index, $2,060 06/17/16 3,354 (1,000) 2, S&P 500 Index, $2,060 07/15/16 50,312 (25,700) 24,612 1 S&P 500 Index, $2,070 06/17/16 4,647 (1,235) 3,412 1 S&P 500 Index, $2,075 07/15/16 6,726 (3,015) 3,711 1 S&P 500 Index, $2,075 08/19/16 7,149 (4,825) 2,324 1 S&P 500 Index, $2,095 07/15/16 3,669 (3,669) 1 S&P 500 Index, $2,100 07/15/16 5,559 (3,945) 1,614 $ 211,473 Net Unrealized Appreciation (Depreciation) $ 106,599

5 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 or by calling Credit Suisse Funds at Copyright Credit Suisse (USA) LLC, distributor.